0001085146-21-001641.txt : 20210514 0001085146-21-001641.hdr.sgml : 20210514 20210514092534 ACCESSION NUMBER: 0001085146-21-001641 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210514 DATE AS OF CHANGE: 20210514 EFFECTIVENESS DATE: 20210514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC CENTRAL INDEX KEY: 0001629649 IRS NUMBER: 452034777 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16929 FILM NUMBER: 21922222 BUSINESS ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 BUSINESS PHONE: 4146651444 MAIL ADDRESS: STREET 1: 720 EAST WISCONSIN AVENUE CITY: MILWAUKEE STATE: WI ZIP: 53202 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001629649 XXXXXXXX 03-31-2021 03-31-2021 false NORTHWESTERN MUTUAL INVESTMENT MANAGEMENT COMPANY, LLC

720 EAST WISCONSIN AVENUE MILWAUKEE WI 53202

13F COMBINATION REPORT 028-16929 0000928196 028-04434 HARDING LOEVNER LP 0001080434 028-04701 ABERDEEN ASSET MANAGEMENT PLC/UK 0001267311 028-14274 ASHMORE INVESTMENT MANAGEMENT LTD 0000200217 028-00400 DODGE & COX 0000912938 028-04968 MASSACHUSETTS FINANCIAL SERVICES CO /MA 0001163368 028-10952 PACIFIC INVESTMENT MANAGEMENT CO LLC 0000902219 028-04557 WELLINGTON MANAGEMENT GROUP LLP N DEREK PETERSEN 414 665-7242 /s/DEREK PETERSEN MILWAUKEE WI 05-14-2021 1 902 5668067 false 1 0000073076 028-00229 NORTHWESTERN MUTUAL LIFE INSURANCE CO INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 3M CO COM 88579Y101 5058 26253 SH DFND 1 26253 0 0 ABBOTT LABS COM 002824100 9624 80310 SH DFND 1 80310 0 0 ABBVIE INC COM 00287Y109 8663 80054 SH DFND 1 80054 0 0 ABIOMED INC COM 003654100 654 2051 SH DFND 1 2051 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 849 14853 SH DFND 1 14853 0 0 ACI WORLDWIDE INC COM 004498101 743 19540 SH DFND 1 19540 0 0 ACTIVISION BLIZZARD INC COM 00507V109 3266 35122 SH 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336433107 1235 14142 SH DFND 1 14142 0 0 FIRSTCASH INC COM 33767D105 450 6845 SH DFND 1 6845 0 0 FIRSTENERGY CORP COM 337932107 854 24626 SH DFND 1 24626 0 0 FISERV INC COM 337738108 3107 26100 SH DFND 1 26100 0 0 FIVE BELOW INC COM 33829M101 1778 9320 SH DFND 1 9320 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 1016 3781 SH DFND 1 3781 0 0 FLIR SYS INC COM 302445101 336 5949 SH DFND 1 5949 0 0 FLOWERS FOODS INC COM 343498101 782 32841 SH DFND 1 32841 0 0 FLOWSERVE CORP COM 34354P105 843 21731 SH DFND 1 21731 0 0 FLUOR CORP NEW COM 343412102 483 20897 SH DFND 1 20897 0 0 FMC CORP COM NEW 302491303 649 5864 SH DFND 1 5864 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 2049 27200 SH DFND 1 27200 0 0 FOOT LOCKER INC COM 344849104 978 17383 SH DFND 1 17383 0 0 FORD MTR CO DEL COM 345370860 2170 177157 SH DFND 1 177157 0 0 FORTINET INC COM 34959E109 1133 6141 SH DFND 1 6141 0 0 FORTIVE CORP COM 34959J108 1083 15326 SH DFND 1 15326 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 602 6286 SH DFND 1 6286 0 0 FOX CORP CL A COM 35137L105 547 15158 SH DFND 1 15158 0 0 FOX CORP CL B COM 35137L204 243 6967 SH DFND 1 6967 0 0 FOX FACTORY HLDG CORP COM 35138V102 886 6973 SH DFND 1 6973 0 0 FRANCO NEV CORP COM 351858105 2822 22518 SH DFND 1 22518 0 0 FRANKLIN RESOURCES INC COM 354613101 366 12372 SH DFND 1 12372 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2177 66120 SH DFND 1 66120 0 0 FTI CONSULTING INC COM 302941109 800 5711 SH DFND 1 5711 0 0 FULTON FINL CORP PA COM 360271100 461 27081 SH DFND 1 27081 0 0 GALLAGHER ARTHUR J & CO COM 363576109 1096 8783 SH DFND 1 8783 0 0 GAP INC COM 364760108 278 9326 SH DFND 1 9326 0 0 GARTNER INC COM 366651107 734 4022 SH DFND 1 4022 0 0 GATX CORP COM 361448103 543 5855 SH DFND 1 5855 0 0 GENERAC HLDGS INC COM 368736104 934 2851 SH DFND 1 2851 0 0 GENERAL DYNAMICS CORP COM 369550108 1909 10512 SH DFND 1 10512 0 0 GENERAL ELECTRIC CO COM 369604103 5219 397482 SH DFND 1 397482 0 0 GENERAL MLS INC COM 370334104 1700 27719 SH DFND 1 27719 0 0 GENERAL MTRS CO COM 37045V100 3303 57483 SH DFND 1 57483 0 0 GENTEX CORP COM 371901109 1450 40645 SH DFND 1 40645 0 0 GENUINE PARTS CO COM 372460105 757 6547 SH DFND 1 6547 0 0 GENWORTH FINL INC COM CL A 37247D106 280 84405 SH DFND 1 84405 0 0 GILEAD SCIENCES INC COM 375558103 3682 56965 SH DFND 1 56965 0 0 GLACIER BANCORP INC NEW COM 37637Q105 909 15918 SH DFND 1 15918 0 0 GLOBAL PMTS INC COM 37940X102 2698 13385 SH DFND 1 13385 0 0 GLOBE LIFE INC COM 37959E102 416 4307 SH DFND 1 4307 0 0 GLOBUS MED INC CL A 379577208 795 12892 SH DFND 1 12892 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 5101 15598 SH DFND 1 15598 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 684 38916 SH DFND 1 38916 0 0 GRACO INC COM 384109104 2016 28151 SH DFND 1 28151 0 0 GRAHAM HLDGS CO COM CL B 384637104 379 673 SH DFND 1 673 0 0 GRAINGER W W INC COM 384802104 799 1994 SH DFND 1 1994 0 0 GRAND CANYON ED INC COM 38526M106 837 7818 SH DFND 1 7818 0 0 GREAT WESTN NATL BK PORTLAND COM 695263103 743 19484 SH DFND 1 19484 0 0 GREIF INC CL A 397624107 252 4424 SH DFND 1 4424 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 533 14458 SH DFND 1 14458 0 0 GRUBHUB INC COM 400110102 933 15556 SH DFND 1 15556 0 0 HAEMONETICS CORP MASS COM 405024100 941 8478 SH DFND 1 8478 0 0 HAIN CELESTIAL GROUP INC COM 405217100 596 13665 SH DFND 1 13665 0 0 HALLIBURTON CO COM 406216101 865 40286 SH DFND 1 40286 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 884 21211 SH DFND 1 21211 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 608 14470 SH DFND 1 14470 0 0 HANESBRANDS INC COM 410345102 311 15813 SH DFND 1 15813 0 0 HANOVER INS GROUP INC COM 410867105 786 6070 SH DFND 1 6070 0 0 HARLEY DAVIDSON INC COM 412822108 1026 25574 SH DFND 1 25574 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1082 16207 SH DFND 1 16207 0 0 HASBRO INC COM 418056107 557 5791 SH DFND 1 5791 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 809 18212 SH DFND 1 18212 0 0 HCA HEALTHCARE INC COM 40412C101 2264 12020 SH DFND 1 12020 0 0 HEALTHCARE RLTY TR COM 421946104 707 23311 SH DFND 1 23311 0 0 HEALTHCARE SVCS GROUP INC COM 421906108 349 12463 SH DFND 1 12463 0 0 HEALTHEQUITY INC COM 42226A107 941 13831 SH DFND 1 13831 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 775 24421 SH DFND 1 24421 0 0 HENRY JACK & ASSOC INC COM 426281101 523 3449 SH DFND 1 3449 0 0 HENRY SCHEIN INC COM 806407102 447 6459 SH DFND 1 6459 0 0 HERSHEY CO COM 427866108 1051 6644 SH DFND 1 6644 0 0 HESS CORP COM 42809H107 876 12386 SH DFND 1 12386 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 928 58985 SH DFND 1 58985 0 0 HEXCEL CORP NEW COM 428291108 781 13945 SH DFND 1 13945 0 0 HIGHWOODS PPTYS INC COM 431284108 744 17335 SH DFND 1 17335 0 0 HILL ROM HLDGS INC COM 431475102 1223 11070 SH DFND 1 11070 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 1522 12585 SH DFND 1 12585 0 0 HOLLYFRONTIER CORP COM 436106108 242 6773 SH DFND 1 6773 0 0 HOLOGIC INC COM 436440101 869 11680 SH DFND 1 11680 0 0 HOME BANCSHARES INC COM 436893200 686 25343 SH DFND 1 25343 0 0 HOME DEPOT INC COM 437076102 14898 48807 SH DFND 1 48807 0 0 HONEYWELL INTL INC COM 438516106 6844 31530 SH DFND 1 31530 0 0 HORMEL FOODS CORP COM 440452100 608 12733 SH DFND 1 12733 0 0 HOST HOTELS & RESORTS INC COM 44107P104 539 31976 SH DFND 1 31976 0 0 HOWMET AEROSPACE INC COM 443201108 568 17691 SH DFND 1 17691 0 0 HP INC COM 40434L105 1803 56783 SH DFND 1 56783 0 0 HUBBELL INC COM 443510607 1693 9057 SH DFND 1 9057 0 0 HUDSON PAC PPTYS INC COM 444097109 683 25181 SH DFND 1 25181 0 0 HUMANA INC COM 444859102 2449 5841 SH DFND 1 5841 0 0 HUNT J B TRANS SVCS INC COM 445658107 636 3785 SH DFND 1 3785 0 0 HUNTINGTON BANCSHARES INC COM 446150104 725 46117 SH DFND 1 46117 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 376 1825 SH DFND 1 1825 0 0 IAA INC COM 449253103 1238 22445 SH DFND 1 22445 0 0 ICU MED INC COM 44930G107 674 3279 SH DFND 1 3279 0 0 IDACORP INC COM 451107106 842 8419 SH DFND 1 8419 0 0 IDEX CORP COM 45167R104 720 3440 SH DFND 1 3440 0 0 IDEXX LABS INC COM 45168D104 1895 3873 SH DFND 1 3873 0 0 II-VI INC COM 902104108 1195 17475 SH DFND 1 17475 0 0 ILLINOIS TOOL WKS INC COM 452308109 2894 13064 SH DFND 1 13064 0 0 ILLUMINA INC COM 452327109 2541 6615 SH DFND 1 6615 0 0 INCYTE CORP COM 45337C102 689 8472 SH DFND 1 8472 0 0 INGERSOLL RAND INC COM 45687V106 831 16895 SH DFND 1 16895 0 0 INGEVITY CORP COM 45688C107 511 6761 SH DFND 1 6761 0 0 INGREDION INC COM 457187102 1007 11195 SH DFND 1 11195 0 0 INSPERITY INC COM 45778Q107 496 5928 SH DFND 1 5928 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 817 11821 SH DFND 1 11821 0 0 INTEL CORP COM 458140100 11788 184191 SH DFND 1 184191 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 984 13476 SH DFND 1 13476 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 2844 25463 SH DFND 1 25463 0 0 INTERDIGITAL INC COM 45867G101 326 5142 SH DFND 1 5142 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 431 9291 SH DFND 1 9291 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 5398 40509 SH DFND 1 40509 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1574 11277 SH DFND 1 11277 0 0 INTERNATIONAL PAPER CO COM 460146103 964 17821 SH DFND 1 17821 0 0 INTERPUBLIC GROUP COS INC COM 460690100 517 17710 SH DFND 1 17710 0 0 INTUIT COM 461202103 4755 12414 SH DFND 1 12414 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 3943 5336 SH DFND 1 5336 0 0 IPG PHOTONICS CORP COM 44980X109 343 1627 SH DFND 1 1627 0 0 IQVIA HLDGS INC COM 46266C105 1675 8671 SH DFND 1 8671 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 813 19711 SH DFND 1 19711 0 0 IRON MTN INC NEW COM 46284V101 484 13075 SH DFND 1 13075 0 0 ISHARES INC CORE MSCI EMKT 46434G103 671333 10430900 SH DFND 1 10430900 0 0 ISHARES TR CORE MSCI EAFE 46432F842 762909 10588602 SH DFND 1 10588602 0 0 ISHARES TR CORE S&P MCP ETF 464287507 464452 1784433 SH DFND 1 1784433 0 0 ISHARES TR CORE S&P SCP ETF 464287804 115131 1060822 SH DFND 1 1060822 0 0 ISHARES TR CORE S&P500 ETF 464287200 366233 920600 SH DFND 1 920600 0 0 ISHARES TR IBOXX INV CP ETF 464287242 324331 2493892 SH DFND 1 2493892 0 0 ISHARES TR MSCI EAFE ETF 464287465 112637 1484600 SH DFND 1 1484600 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 171312 3211700 SH DFND 1 3211700 0 0 ITT INC COM 45073V108 1312 14429 SH DFND 1 14429 0 0 J2 GLOBAL INC COM 48123V102 849 7082 SH DFND 1 7082 0 0 JABIL INC COM 466313103 1178 22589 SH DFND 1 22589 0 0 JACK IN THE BOX INC COM 466367109 418 3808 SH DFND 1 3808 0 0 JACOBS ENGR GROUP INC COM 469814107 762 5897 SH DFND 1 5897 0 0 JBG SMITH PPTYS COM 46590V100 586 18439 SH DFND 1 18439 0 0 JEFFERIES FINL GROUP INC COM 47233W109 1017 33777 SH DFND 1 33777 0 0 JETBLUE AWYS CORP COM 477143101 1072 52715 SH DFND 1 52715 0 0 JOHNSON & JOHNSON COM 478160104 19585 119169 SH DFND 1 119169 0 0 JONES LANG LASALLE INC COM 48020Q107 1526 8525 SH DFND 1 8525 0 0 JPMORGAN CHASE & CO COM 46625H100 21059 138337 SH DFND 1 138337 0 0 JUNIPER NETWORKS INC COM 48203R104 377 14877 SH DFND 1 14877 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 1087 4119 SH DFND 1 4119 0 0 KAR AUCTION SVCS INC COM 48238T109 325 21635 SH DFND 1 21635 0 0 KB HOME COM 48666K109 691 14840 SH DFND 1 14840 0 0 KBR INC COM 48242W106 902 23493 SH DFND 1 23493 0 0 KELLOGG CO COM 487836108 730 11539 SH DFND 1 11539 0 0 KEMPER CORP COM 488401100 818 10263 SH DFND 1 10263 0 0 KENNAMETAL INC COM 489170100 557 13934 SH DFND 1 13934 0 0 KEYCORP COM 493267108 878 43920 SH DFND 1 43920 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 1210 8437 SH DFND 1 8437 0 0 KILROY RLTY CORP COM 49427F108 1159 17664 SH DFND 1 17664 0 0 KIMBERLY-CLARK CORP COM 494368103 2131 15323 SH DFND 1 15323 0 0 KIMCO RLTY CORP COM 49446R109 368 19604 SH DFND 1 19604 0 0 KINDER MORGAN INC DEL COM 49456B101 1469 88258 SH DFND 1 88258 0 0 KINSALE CAP GROUP INC COM 49714P108 589 3571 SH DFND 1 3571 0 0 KIRBY CORP COM 497266106 604 10023 SH DFND 1 10023 0 0 KLA CORP COM NEW 482480100 2308 6985 SH DFND 1 6985 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 983 20448 SH DFND 1 20448 0 0 KOHLS CORP COM 500255104 1568 26297 SH DFND 1 26297 0 0 KRAFT HEINZ CO COM 500754106 1176 29389 SH DFND 1 29389 0 0 KROGER CO COM 501044101 1242 34514 SH DFND 1 34514 0 0 L BRANDS INC COM 501797104 655 10590 SH DFND 1 10590 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 1889 9318 SH DFND 1 9318 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1128 4424 SH DFND 1 4424 0 0 LAM RESEARCH CORP COM 512807108 3856 6478 SH DFND 1 6478 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 1355 14428 SH DFND 1 14428 0 0 LAMB WESTON HLDGS INC COM 513272104 514 6634 SH DFND 1 6634 0 0 LANCASTER COLONY CORP COM 513847103 572 3263 SH DFND 1 3263 0 0 LANDSTAR SYS INC COM 515098101 1057 6403 SH DFND 1 6403 0 0 LAS VEGAS SANDS CORP COM 517834107 905 14890 SH DFND 1 14890 0 0 LAUDER ESTEE COS INC CL A 518439104 3029 10414 SH DFND 1 10414 0 0 LEAR CORP COM NEW 521865204 1654 9125 SH DFND 1 9125 0 0 LEGGETT & PLATT INC COM 524660107 275 6029 SH DFND 1 6029 0 0 LEIDOS HOLDINGS INC COM 525327102 582 6047 SH DFND 1 6047 0 0 LENDINGTREE INC NEW COM 52603B107 387 1817 SH DFND 1 1817 0 0 LENNAR CORP CL A 526057104 1260 12444 SH DFND 1 12444 0 0 LENNOX INTL INC COM 526107107 1784 5727 SH DFND 1 5727 0 0 LHC GROUP INC COM 50187A107 1008 5270 SH DFND 1 5270 0 0 LIFE STORAGE INC COM 53223X107 1082 12588 SH DFND 1 12588 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 422 2771 SH DFND 1 2771 0 0 LILLY ELI & CO COM 532457108 6737 36063 SH DFND 1 36063 0 0 LINCOLN ELEC HLDGS INC COM 533900106 1223 9952 SH DFND 1 9952 0 0 LINCOLN NATL CORP IND COM 534187109 509 8180 SH DFND 1 8180 0 0 LITHIA MTRS INC CL A 536797103 1733 4443 SH DFND 1 4443 0 0 LITTELFUSE INC COM 537008104 1082 4093 SH DFND 1 4093 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 551 6506 SH DFND 1 6506 0 0 LIVERAMP HLDGS INC COM 53815P108 579 11163 SH DFND 1 11163 0 0 LKQ CORP COM 501889208 535 12650 SH DFND 1 12650 0 0 LOCKHEED MARTIN CORP COM 539830109 4128 11173 SH DFND 1 11173 0 0 LOEWS CORP COM 540424108 528 10291 SH DFND 1 10291 0 0 LOUISIANA PAC CORP COM 546347105 985 17766 SH DFND 1 17766 0 0 LOWES COS INC COM 548661107 6302 33139 SH DFND 1 33139 0 0 LUMEN TECHNOLOGIES INC COM 550241103 597 44752 SH DFND 1 44752 0 0 LUMENTUM HLDGS INC COM 55024U109 1153 12627 SH DFND 1 12627 0 0 M & T BK CORP COM 55261F104 884 5831 SH DFND 1 5831 0 0 MACERICH CO COM 554382101 227 19362 SH DFND 1 19362 0 0 MANHATTAN ASSOCIATES INC COM 562750109 1249 10643 SH DFND 1 10643 0 0 MANPOWERGROUP INC COM 56418H100 907 9173 SH DFND 1 9173 0 0 MARATHON OIL CORP COM 565849106 382 35786 SH DFND 1 35786 0 0 MARATHON PETE CORP COM 56585A102 1579 29525 SH DFND 1 29525 0 0 MARKETAXESS HLDGS INC COM 57060D108 858 1723 SH DFND 1 1723 0 0 MARRIOTT INTL INC NEW CL A 571903202 1786 12059 SH DFND 1 12059 0 0 MARRIOTT VACTINS WORLDWID CO COM 57164Y107 1197 6872 SH DFND 1 6872 0 0 MARSH & MCLENNAN COS INC COM 571748102 2806 23038 SH DFND 1 23038 0 0 MARTIN MARIETTA MATLS INC COM 573284106 948 2824 SH DFND 1 2824 0 0 MASCO CORP COM 574599106 698 11657 SH DFND 1 11657 0 0 MASIMO CORP COM 574795100 1948 8481 SH DFND 1 8481 0 0 MASTEC INC COM 576323109 881 9407 SH DFND 1 9407 0 0 MASTERCARD INCORPORATED CL A 57636Q104 14152 39748 SH DFND 1 39748 0 0 MATTEL INC COM 577081102 1157 58077 SH DFND 1 58077 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 1110 12152 SH DFND 1 12152 0 0 MAXIMUS INC COM 577933104 913 10251 SH DFND 1 10251 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1006 11285 SH DFND 1 11285 0 0 MCDONALDS CORP COM 580135101 7576 33800 SH DFND 1 33800 0 0 MCKESSON CORP COM 58155Q103 1406 7208 SH DFND 1 7208 0 0 MDU RES GROUP INC COM 552690109 1057 33448 SH DFND 1 33448 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 2059 96747 SH DFND 1 96747 0 0 MEDPACE HLDGS INC COM 58506Q109 753 4590 SH DFND 1 4590 0 0 MERCADOLIBRE INC COM 58733R102 1664 1130 SH DFND 1 1130 0 0 MERCK & CO. INC COM 58933Y105 8843 114709 SH DFND 1 114709 0 0 MERCURY GENL CORP NEW COM 589400100 270 4433 SH DFND 1 4433 0 0 MERCURY SYS INC COM 589378108 662 9365 SH DFND 1 9365 0 0 METLIFE INC COM 59156R108 2072 34079 SH DFND 1 34079 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 1227 1062 SH DFND 1 1062 0 0 MGIC INVT CORP WIS COM 552848103 782 56476 SH DFND 1 56476 0 0 MGM RESORTS INTERNATIONAL COM 552953101 707 18620 SH DFND 1 18620 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 1895 12206 SH DFND 1 12206 0 0 MICRON TECHNOLOGY INC COM 595112103 4473 50714 SH DFND 1 50714 0 0 MICROSOFT CORP COM 594918104 80614 341916 SH DFND 1 341916 0 0 MID-AMER APT CMNTYS INC COM 59522J103 749 5186 SH DFND 1 5186 0 0 MIDDLEBY CORP COM 596278101 1538 9281 SH DFND 1 9281 0 0 MILLER HERMAN INC COM 600544100 405 9839 SH DFND 1 9839 0 0 MINERALS TECHNOLOGIES INC COM 603158106 425 5646 SH DFND 1 5646 0 0 MKS INSTRS INC COM 55306N104 1708 9211 SH DFND 1 9211 0 0 MOHAWK INDS INC COM 608190104 514 2674 SH DFND 1 2674 0 0 MOLINA HEALTHCARE INC COM 60855R100 2262 9675 SH DFND 1 9675 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 437 8534 SH DFND 1 8534 0 0 MONDELEZ INTL INC CL A 609207105 3747 64016 SH DFND 1 64016 0 0 MONOLITHIC PWR SYS INC COM 609839105 687 1944 SH DFND 1 1944 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 1527 16759 SH DFND 1 16759 0 0 MOODYS CORP COM 615369105 2178 7294 SH DFND 1 7294 0 0 MORGAN STANLEY COM NEW 617446448 5283 68030 SH DFND 1 68030 0 0 MOSAIC CO NEW COM 61945C103 494 15639 SH DFND 1 15639 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 1441 7663 SH DFND 1 7663 0 0 MSA SAFETY INC COM 553498106 910 6064 SH DFND 1 6064 0 0 MSC INDL DIRECT INC CL A 553530106 703 7793 SH DFND 1 7793 0 0 MSCI INC COM 55354G100 1569 3743 SH DFND 1 3743 0 0 MURPHY OIL CORP COM 626717102 395 24084 SH DFND 1 24084 0 0 MURPHY USA INC COM 626755102 611 4227 SH DFND 1 4227 0 0 NASDAQ INC COM 631103108 771 5228 SH DFND 1 5228 0 0 NATIONAL FUEL GAS CO COM 636180101 760 15207 SH DFND 1 15207 0 0 NATIONAL INSTRS CORP COM 636518102 948 21953 SH DFND 1 21953 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 1288 29237 SH DFND 1 29237 0 0 NAVIENT CORPORATION COM 63938C108 439 30655 SH DFND 1 30655 0 0 NCR CORP NEW COM 62886E108 824 21701 SH DFND 1 21701 0 0 NEKTAR THERAPEUTICS COM 640268108 608 30389 SH DFND 1 30389 0 0 NEOGEN CORP COM 640491106 790 8882 SH DFND 1 8882 0 0 NETAPP INC COM 64110D104 733 10091 SH DFND 1 10091 0 0 NETFLIX INC COM 64110L106 10473 20077 SH DFND 1 20077 0 0 NETSCOUT SYS INC COM 64115T104 345 12250 SH DFND 1 12250 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 1518 15610 SH DFND 1 15610 0 0 NEW JERSEY RES CORP COM 646025106 640 16055 SH DFND 1 16055 0 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581107 1454 103880 SH DFND 1 103880 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 980 77681 SH DFND 1 77681 0 0 NEW YORK TIMES CO CL A 650111107 1224 24185 SH DFND 1 24185 0 0 NEWELL BRANDS INC COM 651229106 459 17131 SH DFND 1 17131 0 0 NEWMARKET CORP COM 651587107 464 1221 SH DFND 1 1221 0 0 NEWMONT CORP COM 651639106 2187 36281 SH DFND 1 36281 0 0 NEWS CORP NEW CL A 65249B109 451 17730 SH DFND 1 17730 0 0 NEWS CORP NEW CL B 65249B208 130 5521 SH DFND 1 5521 0 0 NEXTERA ENERGY INC COM 65339F101 6718 88849 SH DFND 1 88849 0 0 NIKE INC CL B 654106103 7660 57640 SH DFND 1 57640 0 0 NISOURCE INC COM 65473P105 428 17765 SH DFND 1 17765 0 0 NORDSON CORP COM 655663102 2803 14110 SH DFND 1 14110 0 0 NORDSTROM INC COM 655664100 688 18162 SH 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OLIN CORP COM PAR $1 680665205 904 23817 SH DFND 1 23817 0 0 OLLIES BARGAIN OUTLET HLDGS COM 681116109 826 9494 SH DFND 1 9494 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 1416 38662 SH DFND 1 38662 0 0 OMNICOM GROUP INC COM 681919106 723 9746 SH DFND 1 9746 0 0 ONE GAS INC COM 68235P108 683 8882 SH DFND 1 8882 0 0 ONEOK INC NEW COM 682680103 1022 20172 SH DFND 1 20172 0 0 ORACLE CORP COM 68389X105 5900 84082 SH DFND 1 84082 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 1615 3183 SH DFND 1 3183 0 0 OSHKOSH CORP COM 688239201 1354 11407 SH DFND 1 11407 0 0 OTIS WORLDWIDE CORP COM 68902V107 1265 18480 SH DFND 1 18480 0 0 OWENS CORNING NEW COM 690742101 1612 17502 SH DFND 1 17502 0 0 PACCAR INC COM 693718108 1461 15728 SH DFND 1 15728 0 0 PACKAGING CORP AMER COM 695156109 578 4299 SH DFND 1 4299 0 0 PAPA JOHNS INTL INC COM 698813102 487 5493 SH DFND 1 5493 0 0 PARK HOTELS & RESORTS INC COM 700517105 851 39429 SH DFND 1 39429 0 0 PARKER-HANNIFIN CORP COM 701094104 1846 5851 SH DFND 1 5851 0 0 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TR COM 71943U104 621 35127 SH DFND 1 35127 0 0 PILGRIMS PRIDE CORP COM 72147K108 193 8123 SH DFND 1 8123 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 1124 12676 SH DFND 1 12676 0 0 PINNACLE WEST CAP CORP COM 723484101 416 5109 SH DFND 1 5109 0 0 PIONEER NAT RES CO COM 723787107 1481 9328 SH DFND 1 9328 0 0 PNC FINL SVCS GROUP INC COM 693475105 3372 19222 SH DFND 1 19222 0 0 PNM RES INC COM 69349H107 702 14317 SH DFND 1 14317 0 0 POLARIS INC COM 731068102 1297 9717 SH DFND 1 9717 0 0 POOL CORP COM 73278L105 629 1823 SH DFND 1 1823 0 0 POST HLDGS INC COM 737446104 1056 9986 SH DFND 1 9986 0 0 POTLATCHDELTIC CORPORATION COM 737630103 591 11163 SH DFND 1 11163 0 0 PPG INDS INC COM 693506107 1614 10741 SH DFND 1 10741 0 0 PPL CORP COM 69351T106 1005 34862 SH DFND 1 34862 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1651 10766 SH DFND 1 10766 0 0 PRICE T ROWE GROUP INC COM 74144T108 1773 10333 SH DFND 1 10333 0 0 PRIMERICA INC COM 74164M108 970 6562 SH DFND 1 6562 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 689 11494 SH DFND 1 11494 0 0 PROCTER AND GAMBLE CO COM 742718109 15118 111633 SH DFND 1 111633 0 0 PROG HOLDINGS INC COM NPV 74319R101 489 11297 SH DFND 1 11297 0 0 PROGRESSIVE CORP COM 743315103 2539 26554 SH DFND 1 26554 0 0 PROLOGIS INC. 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DFND 1 5555 0 0 RAYONIER INC COM 754907103 741 22991 SH DFND 1 22991 0 0 RAYTHEON TECHNOLOGIES CORP COM 75513E101 5323 68883 SH DFND 1 68883 0 0 REALTY INCOME CORP COM 756109104 1075 16927 SH DFND 1 16927 0 0 REGAL BELOIT CORP COM 758750103 967 6776 SH DFND 1 6776 0 0 REGENCY CTRS CORP COM 758849103 406 7160 SH DFND 1 7160 0 0 REGENERON PHARMACEUTICALS COM 75886F107 2258 4773 SH DFND 1 4773 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 900 43551 SH DFND 1 43551 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 1429 11338 SH DFND 1 11338 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 1616 10609 SH DFND 1 10609 0 0 REPLIGEN CORP COM 759916109 1652 8497 SH DFND 1 8497 0 0 REPUBLIC SVCS INC COM 760759100 948 9541 SH DFND 1 9541 0 0 RESMED INC COM 761152107 1280 6596 SH DFND 1 6596 0 0 REXFORD INDL RLTY INC COM 76169C100 1105 21923 SH DFND 1 21923 0 0 RH COM 74967X103 1625 2723 SH DFND 1 2723 0 0 RLI CORP COM 749607107 739 6627 SH DFND 1 6627 0 0 ROBERT HALF INTL INC COM 770323103 400 5128 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885 11377 SH DFND 1 11377 0 0 TRINITY INDS INC COM 896522109 390 13698 SH DFND 1 13698 0 0 TRIPADVISOR INC COM 896945201 865 16080 SH DFND 1 16080 0 0 TRUIST FINL CORP COM 89832Q109 3562 61073 SH DFND 1 61073 0 0 TRUSTMARK CORP COM 898402102 356 10577 SH DFND 1 10577 0 0 TWITTER INC COM 90184L102 2302 36183 SH DFND 1 36183 0 0 TYLER TECHNOLOGIES INC COM 902252105 781 1839 SH DFND 1 1839 0 0 TYSON FOODS INC CL A 902494103 993 13361 SH DFND 1 13361 0 0 UDR INC COM 902653104 590 13456 SH DFND 1 13456 0 0 UGI CORP NEW COM 902681105 1427 34788 SH DFND 1 34788 0 0 ULTA BEAUTY INC COM 90384S303 790 2555 SH DFND 1 2555 0 0 UMB FINL CORP COM 902788108 668 7234 SH DFND 1 7234 0 0 UMPQUA HLDGS CORP COM 904214103 645 36766 SH DFND 1 36766 0 0 UNDER ARMOUR INC CL A 904311107 189 8551 SH DFND 1 8551 0 0 UNDER ARMOUR INC CL C 904311206 163 8834 SH DFND 1 8834 0 0 UNION PAC CORP COM 907818108 6693 30366 SH DFND 1 30366 0 0 UNITED AIRLS HLDGS INC COM 910047109 831 14438 SH DFND 1 14438 0 0 UNITED 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INTERTECHNOLOGY INC COM 928298108 533 22124 SH DFND 1 22124 0 0 VISTEON CORP COM NEW 92839U206 568 4657 SH DFND 1 4657 0 0 VONTIER CORPORATION COM 928881101 851 28114 SH DFND 1 28114 0 0 VORNADO RLTY TR SH BEN INT 929042109 323 7113 SH DFND 1 7113 0 0 VULCAN MATLS CO COM 929160109 1014 6009 SH DFND 1 6009 0 0 WABTEC COM 929740108 637 8049 SH DFND 1 8049 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 1785 32511 SH DFND 1 32511 0 0 WALMART INC COM 931142103 8537 62849 SH DFND 1 62849 0 0 WASHINGTON FED INC COM 938824109 381 12370 SH DFND 1 12370 0 0 WASTE MGMT INC DEL COM 94106L109 2277 17649 SH DFND 1 17649 0 0 WATERS CORP COM 941848103 801 2819 SH DFND 1 2819 0 0 WATSCO INC COM 942622200 1430 5483 SH DFND 1 5483 0 0 WEBSTER FINL CORP CONN COM 947890109 830 15061 SH DFND 1 15061 0 0 WEC ENERGY GROUP INC COM 92939U106 1338 14300 SH DFND 1 14300 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 539 20030 SH DFND 1 20030 0 0 WELLS FARGO CO NEW COM 949746101 7322 187414 SH DFND 1 187414 0 0 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COM 958102105 926 13877 SH DFND 1 13877 0 0 WESTERN UN CO COM 959802109 459 18628 SH DFND 1 18628 0 0 WESTROCK CO COM 96145D105 622 11946 SH DFND 1 11946 0 0 WEX INC COM 96208T104 1542 7371 SH DFND 1 7371 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 1207 33900 SH DFND 1 33900 0 0 WHEATON PRECIOUS METALS CORP COM 962879102 690 18053 SH DFND 1 18053 0 0 WHIRLPOOL CORP COM 963320106 627 2845 SH DFND 1 2845 0 0 WHITING PETE CORP NEW COM NEW 966387508 20288 572291 SH DFND 1 572291 0 0 WIDEOPENWEST INC COM 96758W101 22045 1622114 SH DFND 1 1622114 0 0 WILEY JOHN & SONS INC CL A 968223206 394 7263 SH DFND 1 7263 0 0 WILLIAMS COS INC COM 969457100 1304 55025 SH DFND 1 55025 0 0 WILLIAMS SONOMA INC COM 969904101 2289 12775 SH DFND 1 12775 0 0 WINGSTOP INC COM 974155103 630 4952 SH DFND 1 4952 0 0 WINTRUST FINL CORP COM 97650W108 719 9490 SH DFND 1 9490 0 0 WOODWARD INC COM 980745103 1180 9780 SH DFND 1 9780 0 0 WORLD FUEL SVCS CORP COM 981475106 371 10530 SH DFND 1 10530 0 0 WORLD WRESTLING ENTMT INC CL A 98156Q108 423 7796 SH DFND 1 7796 0 0 WORTHINGTON INDS INC COM 981811102 385 5746 SH DFND 1 5746 0 0 WW INTL INC COM 98262P101 248 7939 SH DFND 1 7939 0 0 WYNDHAM HOTELS & RESORTS INC COM 98311A105 1084 15541 SH DFND 1 15541 0 0 WYNN RESORTS LTD COM 983134107 598 4770 SH DFND 1 4770 0 0 XCEL ENERGY INC COM 98389B100 1621 24373 SH DFND 1 24373 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 676 27835 SH DFND 1 27835 0 0 XILINX INC COM 983919101 1380 11141 SH DFND 1 11141 0 0 XPO LOGISTICS INC COM 983793100 2102 17049 SH DFND 1 17049 0 0 XYLEM INC COM 98419M100 860 8177 SH DFND 1 8177 0 0 YELP INC CL A 985817105 458 11749 SH DFND 1 11749 0 0 YETI HLDGS INC COM 98585X104 903 12506 SH DFND 1 12506 0 0 YUM BRANDS INC COM 988498101 1472 13603 SH DFND 1 13603 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 1176 2424 SH DFND 1 2424 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 1508 9423 SH DFND 1 9423 0 0 ZIONS BANCORPORATION N A COM 989701107 409 7444 SH DFND 1 7444 0 0 ZOETIS INC CL A 98978V103 3392 21541 SH DFND 1 21541 0 0