0000829108-21-000004.txt : 20210813 0000829108-21-000004.hdr.sgml : 20210813 20210813112103 ACCESSION NUMBER: 0000829108-21-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210630 FILED AS OF DATE: 20210813 DATE AS OF CHANGE: 20210813 EFFECTIVENESS DATE: 20210813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Brandywine Global Investment Management, LLC CENTRAL INDEX KEY: 0000829108 IRS NUMBER: 510294965 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02204 FILM NUMBER: 211170530 BUSINESS ADDRESS: STREET 1: 1735 MARKET STREET STREET 2: SUITE 1800 CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 215-609-3500 MAIL ADDRESS: STREET 1: 1735 MARKET STREET STREET 2: SUITE 1800 CITY: PHILADELPHIA STATE: PA ZIP: 19103 FORMER COMPANY: FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT LLC DATE OF NAME CHANGE: 20040414 FORMER COMPANY: FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT INC DATE OF NAME CHANGE: 19940214 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0000829108 XXXXXXXX 06-30-2021 06-30-2021 false Brandywine Global Investment Management, LLC

1735 Market Street Suite 1800 Philadelphia PA 19103

13F COMBINATION REPORT 028-02204 0000038777 028-00734 FRANKLIN RESOURCES INC N Chris Marzullo 215-609-3544 /s/CHRIS MARZULLO Philadelphia PA 08-06-2021 0 681 13498206 INFORMATION TABLE 2 infotable.xml 1847 GOEDEKER INC COM 28252C109 4467 1160320 SH DFND 1160320 0 0 3M CO COM 88579Y101 124651 627552 SH DFND 627552 0 0 AAR CORP COM 000361105 5378 138791 SH DFND 138791 0 0 ABBVIE INC COM 00287Y109 21108 187393 SH DFND 187393 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1766 28142 SH DFND 28142 0 0 ACCO BRANDS CORP COM 00081T108 502 58139 SH DFND 58139 0 0 ACUITY BRANDS INC COM 00508Y102 2617 13993 SH DFND 13993 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 21911 106808 SH DFND 106808 0 0 ADVANSIX INC COM 00773T101 589 19732 SH DFND 19732 0 0 AECOM COM 00766T100 2528 39927 SH DFND 39927 0 0 AERCAP HOLDINGS NV SHS N00985106 31111 607519 SH DFND 607519 0 0 AERSALE CORPORATION COM 00810F106 3602 289100 SH DFND 289100 0 0 AES CORP COM 00130H105 18967 727527 SH DFND 727527 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 1778 11531 SH DFND 11531 0 0 AFLAC INC COM 001055102 40785 760067 SH DFND 760067 0 0 AGCO CORP COM 001084102 10539 80833 SH DFND 80833 0 0 AIR LEASE CORP CL A 00912X302 12977 310890 SH DFND 310890 0 0 ALAMOS GOLD INC NEW COM CL A 011532108 1840 240880 SH DFND 240880 0 0 ALASKA AIR GROUP INC COM 011659109 2217 36763 SH DFND 36763 0 0 ALCOA CORP COM 013872106 29452 799463 SH DFND 799463 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 23564 128267 SH DFND 128267 0 0 ALLEGHANY CORP MD COM 017175100 7909 11857 SH DFND 11857 0 0 ALLEGIANCE BANCSHARES INC COM 01748H107 202 5260 SH DFND 5260 0 0 ALLEGIANT TRAVEL CO COM 01748X102 3056 15753 SH DFND 15753 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 11809 113344 SH DFND 113344 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 15196 382392 SH DFND 382392 0 0 ALLSTATE CORP COM 020002101 51204 392546 SH DFND 392546 0 0 ALLY FINL INC COM 02005N100 24706 495704 SH DFND 495704 0 0 ALTRIA GROUP INC COM 02209S103 38609 809756 SH DFND 809756 0 0 AMAZON COM INC COM 023135106 5848 1700 SH DFND 1700 0 0 AMC NETWORKS INC CL A 00164V103 8060 120652 SH DFND 120652 0 0 AMCOR PLC ORD G0250X107 19691 1718268 SH DFND 1718268 0 0 AMDOCS LTD SHS G02602103 3281 42416 SH DFND 42416 0 0 AMERCO COM 023586100 13193 22384 SH DFND 22384 0 0 AMERICAN ELEC PWR CO INC COM 025537101 2099 24812 SH DFND 24812 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 7260 224624 SH DFND 224624 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 11029 88428 SH DFND 88428 0 0 AMERICAN WOODMARK CORPORATIO COM 030506109 6717 82229 SH DFND 82229 0 0 AMERICAS CAR-MART INC COM 03062T105 558 3938 SH DFND 3938 0 0 AMERIS BANCORP COM 03076K108 4590 90659 SH DFND 90659 0 0 AMERISOURCEBERGEN CORP COM 03073E105 25717 224621 SH DFND 224621 0 0 AMGEN INC COM 031162100 6441 26425 SH DFND 26425 0 0 AMKOR TECHNOLOGY INC COM 031652100 22551 952718 SH DFND 952718 0 0 AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 875 170915 SH DFND 170915 0 0 AMTECH SYS INC COM PAR $0.01N 032332504 5130 532120 SH DFND 532120 0 0 ANDERSONS INC COM 034164103 4675 153133 SH DFND 153133 0 0 ANI PHARMACEUTICALS INC COM 00182C103 475 13540 SH DFND 13540 0 0 ANNALY CAPITAL MANAGEMENT IN COM 035710409 35979 4051660 SH DFND 4051660 0 0 ANTARES PHARMA INC COM 036642106 1236 283453 SH DFND 283453 0 0 ANTERO MIDSTREAM CORP COM 03676B102 22964 2210233 SH DFND 2210233 0 0 ANTHEM INC COM 036752103 126771 332034 SH DFND 332034 0 0 APOGEE ENTERPRISES INC COM 037598109 4502 110534 SH DFND 110534 0 0 APPLE INC COM 037833100 3301 24101 SH DFND 24101 0 0 APRIA INC COM 03836A101 1848 65996 SH DFND 65996 0 0 AQUESTIVE THERAPEUTICS INC COM 03843E104 498 125416 SH DFND 125416 0 0 ARCH CAP GROUP LTD ORD G0450A105 15621 401160 SH DFND 401160 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 36989 610384 SH DFND 610384 0 0 ARCHROCK INC COM 03957W106 225 25260 SH DFND 25260 0 0 ARDELYX INC COM 039697107 1153 152156 SH DFND 152156 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 4653 89783 SH DFND 89783 0 0 ARISTA NETWORKS INC COM 040413106 40715 112376 SH DFND 112376 0 0 ARMSTRONG FLOORING INC COM 04238R106 94 15199 SH DFND 15199 0 0 ARROW ELECTRS INC COM 042735100 16033 140847 SH DFND 140847 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 13524 78915 SH DFND 78915 0 0 ASSOCIATED BANC CORP COM 045487105 8405 410378 SH DFND 410378 0 0 ASSURANT INC COM 04621X108 7823 50090 SH DFND 50090 0 0 ASSURED GUARANTY LTD COM G0585R106 9380 197564 SH DFND 197564 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 28305 472541 SH DFND 472541 0 0 AT&T INC COM 00206R102 35613 1237429 SH DFND 1237429 0 0 ATKORE INC COM 047649108 4607 64887 SH DFND 64887 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 7862 308810 SH DFND 308810 0 0 ATLANTIC UN BANKSHARES CORP COM 04911A107 3720 102709 SH DFND 102709 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 8007 117558 SH DFND 117558 0 0 AUDACY INC CL A 05070N103 97 22390 SH DFND 22390 0 0 AUTONATION INC COM 05329W102 14776 155849 SH DFND 155849 0 0 AUTOZONE INC COM 053332102 29538 19795 SH DFND 19795 0 0 AVISTA CORP COM 05379B107 4087 95783 SH DFND 95783 0 0 AVNET INC COM 053807103 16291 406468 SH DFND 406468 0 0 AXIS CAP HLDGS LTD SHS G0692U109 10747 219283 SH DFND 219283 0 0 AXOS FINANCIAL INC COM 05465C100 7804 168229 SH DFND 168229 0 0 B & G FOODS INC NEW COM 05508R106 3213 97945 SH DFND 97945 0 0 B. RILEY FINANCIAL INC COM 05580M108 2762 36578 SH DFND 36578 0 0 BANC OF CALIFORNIA INC COM 05990K106 359 20496 SH DFND 20496 0 0 BANCO DE CHILE SPONSORED ADS 059520106 719 36400 SH DFND 36400 0 0 BANCO SANTANDER S.A. ADR 05964H105 35930 9189205 SH DFND 9189205 0 0 BANCORP INC DEL COM 05969A105 570 24788 SH DFND 24788 0 0 BANCORPSOUTH BK TUPELO MISS COM 05971J102 5143 181546 SH DFND 181546 0 0 BANK NEW YORK MELLON CORP COM 064058100 38801 757379 SH DFND 757379 0 0 BANK OZK COM 06417N103 14162 335918 SH DFND 335918 0 0 BANKUNITED INC COM 06652K103 7245 169701 SH DFND 169701 0 0 BANNER CORP COM NEW 06652V208 3860 71201 SH DFND 71201 0 0 BARNES & NOBLE ED INC COM 06777U101 89 12363 SH DFND 12363 0 0 BARRICK GOLD CORP COM 067901108 1981 95800 SH DFND 95800 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 421 21831 SH DFND 21831 0 0 BENCHMARK ELECTRS INC COM 08160H101 2420 85046 SH DFND 85046 0 0 BERKLEY W R CORP COM 084423102 11376 152840 SH DFND 152840 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 75590 271985 SH DFND 271985 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 1825 66596 SH DFND 66596 0 0 BERRY CORP COM 08579X101 223 33156 SH DFND 33156 0 0 BERRY GLOBAL GROUP INC COM 08579W103 6270 96134 SH DFND 96134 0 0 BEST BUY INC COM 086516101 245 2127 SH DFND 2127 0 0 BETTER CHOICE CO INC COM 08771Y303 2688 625000 SH DFND 625000 0 0 BIG LOTS INC COM 089302103 12027 182206 SH DFND 182206 0 0 BIO RAD LABS INC CL A 090572207 17123 26576 SH DFND 26576 0 0 BIODELIVERY SCIENCES INTL IN COM 09060J106 606 169256 SH DFND 169256 0 0 BIOGEN INC COM 09062X103 17261 49849 SH DFND 49849 0 0 BK OF AMERICA CORP COM 060505104 388780 9429548 SH DFND 9429548 0 0 BLOCK H & R INC COM 093671105 5891 250906 SH DFND 250906 0 0 BLUE BIRD CORP COM 095306106 1611 64800 SH DFND 64800 0 0 BOISE CASCADE CO DEL COM 09739D100 9017 154540 SH DFND 154540 0 0 BOK FINL CORP COM NEW 05561Q201 1316 15196 SH DFND 15196 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 690 14649 SH DFND 14649 0 0 BP PLC SPONSORED ADR 055622104 46707 1767869 SH DFND 1767869 0 0 BRIDGEWATER BANCSHARES INC COM ACCD INV 108621103 191 11846 SH DFND 11846 0 0 BRIGHAM MINERALS INC CL A COM 10918L103 224 10530 SH DFND 10530 0 0 BRIGHTHOUSE FINL INC COM 10922N103 11177 245431 SH DFND 245431 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 5289 225731 SH DFND 225731 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 38866 581653 SH DFND 581653 0 0 BROADCOM INC COM 11135F101 142937 299758 SH DFND 299758 0 0 BROOKLINE BANCORP INC DEL COM 11373M107 1451 97077 SH DFND 97077 0 0 BRUNSWICK CORP COM 117043109 8445 84776 SH DFND 84776 0 0 BRYN MAWR BK CORP COM 117665109 263 6231 SH DFND 6231 0 0 BUCKLE INC COM 118440106 3106 62442 SH DFND 62442 0 0 BUNGE LIMITED COM G16962105 11983 153327 SH DFND 153327 0 0 BYLINE BANCORP INC COM 124411109 292 12884 SH DFND 12884 0 0 CACI INTL INC CL A 127190304 3311 13049 SH DFND 13049 0 0 CACTUS INC CL A 127203107 1267 34516 SH DFND 34516 0 0 CADENCE BANCORPORATION CL A 12739A100 2646 126701 SH DFND 126701 0 0 CAMDEN NATL CORP COM 133034108 265 5551 SH DFND 5551 0 0 CAMPING WORLD HLDGS INC CL A 13462K109 7380 180041 SH DFND 180041 0 0 CANADIAN NAT RES LTD COM 136385101 61775 1701989 SH DFND 1701989 0 0 CAPITAL ONE FINL CORP COM 14040H105 73745 476728 SH DFND 476728 0 0 CAPITOL FED FINL INC COM 14057J101 3327 282453 SH DFND 282453 0 0 CARLISLE COS INC COM 142339100 2354 12299 SH DFND 12299 0 0 CARMAX INC COM 143130102 10615 82195 SH DFND 82195 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 7587 188636 SH DFND 188636 0 0 CASEYS GEN STORES INC COM 147528103 7720 39662 SH DFND 39662 0 0 CATALYST PHARMACEUTICALS INC COM 14888U101 2010 349628 SH DFND 349628 0 0 CATERPILLAR INC COM 149123101 12171 55923 SH DFND 55923 0 0 CATHAY GEN BANCORP COM 149150104 6455 163991 SH DFND 163991 0 0 CBRE GROUP INC CL A 12504L109 31411 366394 SH DFND 366394 0 0 CDW CORP COM 12514G108 27190 155685 SH DFND 155685 0 0 CELANESE CORP DEL COM 150870103 31027 204663 SH DFND 204663 0 0 CENTENE CORP DEL COM 15135B101 32331 443316 SH DFND 443316 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 7007 268883 SH DFND 268883 0 0 CENTURY CMNTYS INC COM 156504300 8807 132362 SH DFND 132362 0 0 CF INDS HLDGS INC COM 125269100 6871 133552 SH DFND 133552 0 0 CHEFS WHSE INC COM 163086101 7689 241578 SH DFND 241578 0 0 CHENIERE ENERGY INC COM NEW 16411R208 23906 275605 SH DFND 275605 0 0 CHEVRON CORP NEW COM 166764100 38969 372057 SH DFND 372057 0 0 CHIASMA INC COM 16706W102 625 132088 SH DFND 132088 0 0 CHUBB LIMITED COM H1467J104 60666 381693 SH DFND 381693 0 0 CIGNA CORP NEW COM 125523100 104842 442239 SH DFND 442239 0 0 CIMPRESS PLC SHS EURO G2143T103 2939 27111 SH DFND 27111 0 0 CINCINNATI FINL CORP COM 172062101 15947 136747 SH DFND 136747 0 0 CISCO SYS INC COM 17275R102 170559 3218098 SH DFND 3218098 0 0 CITIGROUP INC COM NEW 172967424 178468 2522519 SH DFND 2522519 0 0 CITIZENS FINL GROUP INC COM 174610105 68329 1489632 SH DFND 1489632 0 0 CNO FINL GROUP INC COM 12621E103 7927 335613 SH DFND 335613 0 0 CNX RES CORP COM 12653C108 14223 1041191 SH DFND 1041191 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17712 255732 SH DFND 255732 0 0 COHERENT INC COM 192479103 3775 14279 SH DFND 14279 0 0 COHERUS BIOSCIENCES INC COM 19249H103 1049 75819 SH DFND 75819 0 0 COHU INC COM 192576106 4877 132563 SH DFND 132563 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 1861 78737 SH DFND 78737 0 0 COLUMBIA BKG SYS INC COM 197236102 5939 154032 SH DFND 154032 0 0 COMCAST CORP NEW CL A 20030N101 226001 3963533 SH DFND 3963533 0 0 COMERICA INC COM 200340107 40864 572813 SH DFND 572813 0 0 COMMERCE BANCSHARES INC COM 200525103 7325 98238 SH DFND 98238 0 0 COMMERCIAL METALS CO COM 201723103 17036 554560 SH DFND 554560 0 0 CONNECTONE BANCORP INC COM 20786W107 8147 311313 SH DFND 311313 0 0 CONNS INC COM 208242107 521 20436 SH DFND 20436 0 0 CONOCOPHILLIPS COM 20825C104 15430 253365 SH DFND 253365 0 0 CONSOL ENERGY INC NEW COM 20854L108 231 12507 SH DFND 12507 0 0 CONTINENTAL RES INC COM 212015101 15192 399474 SH DFND 399474 0 0 COOPER STD HLDGS INC COM 21676P103 203 6986 SH DFND 6986 0 0 CORE LABORATORIES N V COM N22717107 4809 123465 SH DFND 123465 0 0 CORNERSTONE BLDG BRANDS INC COM 21925D109 8976 493714 SH DFND 493714 0 0 CORTEVA INC COM 22052L104 57563 1297936 SH DFND 1297936 0 0 COWEN INC CL A NEW 223622606 507 12354 SH DFND 12354 0 0 CREDIT ACCEP CORP MICH COM 225310101 2629 5789 SH DFND 5789 0 0 CROWN HLDGS INC COM 228368106 48982 479226 SH DFND 479226 0 0 CSG SYS INTL INC COM 126349109 1874 39727 SH DFND 39727 0 0 CULLEN FROST BANKERS INC COM 229899109 5071 45279 SH DFND 45279 0 0 CUMMINS INC COM 231021106 39464 161862 SH DFND 161862 0 0 CVS HEALTH CORP COM 126650100 165914 1988427 SH DFND 1988427 0 0 D R HORTON INC COM 23331A109 76899 850934 SH DFND 850934 0 0 DAKTRONICS INC COM 234264109 122 18560 SH DFND 18560 0 0 DANA INC COM 235825205 10065 423631 SH DFND 423631 0 0 DANIMER SCIENTIFIC INC COM CL A 236272100 1160 46300 SH DFND 46300 0 0 DARLING INGREDIENTS INC COM 237266101 7312 108320 SH DFND 108320 0 0 DAVITA INC COM 23918K108 27445 227890 SH DFND 227890 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2414 55800 SH DFND 55800 0 0 DELUXE CORP COM 248019101 7185 150412 SH DFND 150412 0 0 DICKS SPORTING GOODS INC COM 253393102 5061 50514 SH DFND 50514 0 0 DIGI INTL INC COM 253798102 330 16411 SH DFND 16411 0 0 DILLARDS INC CL A 254067101 11368 62848 SH DFND 62848 0 0 DISCOVER FINL SVCS COM 254709108 27752 234608 SH DFND 234608 0 0 DISCOVERY INC COM SER A 25470F104 4218 137495 SH DFND 137495 0 0 DISCOVERY INC COM SER C 25470F302 2 78 SH DFND 78 0 0 DISH NETWORK CORPORATION NOTE 3.375% 8/1 25470MAB5 91686 89625000 PRN DFND 89625000 0 0 DISNEY WALT CO COM 254687106 5787 32925 SH DFND 32925 0 0 DOLLAR TREE INC COM 256746108 25452 255794 SH DFND 255794 0 0 DOMINION ENERGY INC COM 25746U109 10444 141955 SH DFND 141955 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 479 14518 SH DFND 14518 0 0 DONNELLEY R R & SONS CO COM 257867200 119 18979 SH DFND 18979 0 0 DOVER CORP COM 260003108 23454 155740 SH DFND 155740 0 0 DRIL-QUIP INC COM 262037104 4298 127041 SH DFND 127041 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 2452 24841 SH DFND 24841 0 0 DUPONT DE NEMOURS INC COM 26614N102 87216 1126675 SH DFND 1126675 0 0 DXC TECHNOLOGY CO COM 23355L106 27276 700473 SH DFND 700473 0 0 EARTHSTONE ENERGY INC CL A 27032D304 177 16009 SH DFND 16009 0 0 EAST WEST BANCORP INC COM 27579R104 13483 188080 SH DFND 188080 0 0 EASTMAN CHEM CO COM 277432100 44949 385000 SH DFND 385000 0 0 EBAY INC. COM 278642103 52587 748995 SH DFND 748995 0 0 EDGEWELL PERS CARE CO COM 28035Q102 11073 252243 SH DFND 252243 0 0 EMERSON ELEC CO COM 291011104 41910 435471 SH DFND 435471 0 0 ENOVA INTL INC COM 29357K103 2655 77615 SH DFND 77615 0 0 ENSTAR GROUP LIMITED SHS G3075P101 12545 52508 SH DFND 52508 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 2241 48300 SH DFND 48300 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 168 25140 SH DFND 25140 0 0 EOG RES INC COM 26875P101 53214 637748 SH DFND 637748 0 0 EQT CORP COM 26884L109 24742 1111517 SH DFND 1111517 0 0 EQUITABLE HLDGS INC COM 29452E101 11655 382772 SH DFND 382772 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 31293 1194384 SH DFND 1194384 0 0 ESSENT GROUP LTD COM G3198U102 32778 729216 SH DFND 729216 0 0 EVERCORE INC CLASS A 29977A105 9654 68578 SH DFND 68578 0 0 EVEREST RE GROUP LTD COM G3223R108 9859 39123 SH DFND 39123 0 0 EVERGY INC COM 30034W106 10534 174315 SH DFND 174315 0 0 EVOLUS INC COM 30052C107 1378 108896 SH DFND 108896 0 0 EXELON CORP COM 30161N101 49793 1123745 SH DFND 1123745 0 0 EXPEDITORS INTL WASH INC COM 302130109 6191 48900 SH DFND 48900 0 0 EXXON MOBIL CORP COM 30231G102 225654 3577263 SH DFND 3577263 0 0 F N B CORP COM 302520101 5121 415337 SH DFND 415337 0 0 FACEBOOK INC CL A 30303M102 38774 111512 SH DFND 111512 0 0 FB FINL CORP COM 30257X104 2297 61554 SH DFND 61554 0 0 FEDERATED HERMES INC CL B 314211103 8684 256084 SH DFND 256084 0 0 FEDEX CORP COM 31428X106 31055 104095 SH DFND 104095 0 0 FIFTH THIRD BANCORP COM 316773100 27296 714004 SH DFND 714004 0 0 FIRST AMERN FINL CORP COM 31847R102 4855 77871 SH DFND 77871 0 0 FIRST BANCORP N C COM 318910106 819 20031 SH DFND 20031 0 0 FIRST BANCORP P R COM NEW 318672706 11197 939350 SH DFND 939350 0 0 FIRST BUSEY CORP COM NEW 319383204 1691 68583 SH DFND 68583 0 0 FIRST BUSINESS FINL SVCS INC COM 319390100 2033 75116 SH DFND 75116 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 1681 119458 SH DFND 119458 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 2004 2407 SH DFND 2407 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 1711 112946 SH DFND 112946 0 0 FIRST FINL BANCORP OH COM 320209109 2990 126524 SH DFND 126524 0 0 FIRST FINL CORP IND COM 320218100 231 5649 SH DFND 5649 0 0 FIRST HAWAIIAN INC COM 32051X108 4806 169596 SH DFND 169596 0 0 FIRST INTERNET BANCORP COM 320557101 6077 196155 SH DFND 196155 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2261 54057 SH DFND 54057 0 0 FIRST MERCHANTS CORP COM 320817109 2944 70654 SH DFND 70654 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 4911 247671 SH DFND 247671 0 0 FIRST NORTHWEST BANCORP COM 335834107 3038 173132 SH DFND 173132 0 0 FIRST SOLAR INC COM 336433107 4718 52128 SH DFND 52128 0 0 FIRSTENERGY CORP COM 337932107 60318 1621011 SH DFND 1621011 0 0 FIVE STAR SENIOR LIVING INC COM NEW 33832D205 67 11612 SH DFND 11612 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 8365 197902 SH DFND 197902 0 0 FLEXION THERAPEUTICS INC COM 33938J106 580 70499 SH DFND 70499 0 0 FMC CORP COM NEW 302491303 15236 140810 SH DFND 140810 0 0 FONAR CORP COM NEW 344437405 1723 97452 SH DFND 97452 0 0 FORD MTR CO DEL COM 345370860 63470 4271229 SH DFND 4271229 0 0 FORTUNE BRANDS HOME & SEC IN COM 34964C106 15156 152154 SH DFND 152154 0 0 FOSSIL GROUP INC COM 34988V106 438 30681 SH DFND 30681 0 0 FOX CORP CL A COM 35137L105 22542 607110 SH DFND 607110 0 0 FOX CORP CL B COM 35137L204 2 62 SH DFND 62 0 0 FRANKLIN STR PPTYS CORP COM 35471R106 6150 1169247 SH DFND 1169247 0 0 FRANKS INTL N V COM N33462107 3640 1201426 SH DFND 1201426 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 2161 65727 SH DFND 65727 0 0 FULTON FINL CORP PA COM 360271100 3336 211428 SH DFND 211428 0 0 G III APPAREL GROUP LTD COM 36237H101 6242 189943 SH DFND 189943 0 0 GATX CORP COM 361448103 3793 42873 SH DFND 42873 0 0 GENCO SHIPPING & TRADING LTD SHS Y2685T131 554 29344 SH DFND 29344 0 0 GENERAL DYNAMICS CORP COM 369550108 58704 311823 SH DFND 311823 0 0 GENERAL MTRS CO COM 37045V100 204665 3458926 SH DFND 3458926 0 0 GENESCO INC COM 371532102 227 3568 SH DFND 3568 0 0 GENPACT LIMITED SHS G3922B107 9279 204240 SH DFND 204240 0 0 GENTEX CORP COM 371901109 6841 206740 SH DFND 206740 0 0 GENUINE PARTS CO COM 372460105 19696 155740 SH DFND 155740 0 0 GENWORTH FINL INC COM CL A 37247D106 5112 1310655 SH DFND 1310655 0 0 GEOPARK LTD USD SHS G38327105 5686 474804 SH DFND 474804 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 39891 1001787 SH DFND 1001787 0 0 GLOBE LIFE INC COM 37959E102 7480 78528 SH DFND 78528 0 0 GLOBUS MED INC CL A 379577208 2779 35847 SH DFND 35847 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 153149 403523 SH DFND 403523 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 16086 937942 SH DFND 937942 0 0 GRAFTECH INTL LTD COM 384313508 12194 1049401 SH DFND 1049401 0 0 GRAHAM HLDGS CO COM CL B 384637104 10056 15864 SH DFND 15864 0 0 GRAY TELEVISION INC COM 389375106 3179 135869 SH DFND 135869 0 0 GREAT SOUTHN BANCORP INC COM 390905107 242 4499 SH DFND 4499 0 0 GREEN BRICK PARTNERS INC COM 392709101 4390 193052 SH DFND 193052 0 0 GREEN PLAINS INC COM 393222104 843 25069 SH DFND 25069 0 0 GREENBRIER COS INC COM 393657101 6612 151721 SH DFND 151721 0 0 GRIFFON CORP COM 398433102 5058 197351 SH DFND 197351 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 11560 74857 SH DFND 74857 0 0 HAEMONETICS CORP MASS COM 405024100 22595 339055 SH DFND 339055 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 5019 112946 SH DFND 112946 0 0 HANESBRANDS INC COM 410345102 3354 179661 SH DFND 179661 0 0 HARBORONE BANCORP INC NEW COM NEW 41165Y100 7204 502363 SH DFND 502363 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 18885 304739 SH DFND 304739 0 0 HAWAIIAN HOLDINGS INC COM 419879101 4739 194452 SH DFND 194452 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 10563 298571 SH DFND 298571 0 0 HCA HEALTHCARE INC COM 40412C101 76303 369076 SH DFND 369076 0 0 HEARTLAND FINL USA INC COM 42234Q102 2775 59056 SH DFND 59056 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 228 39958 SH DFND 39958 0 0 HELMERICH & PAYNE INC COM 423452101 13824 423666 SH DFND 423666 0 0 HENRY SCHEIN INC COM 806407102 8153 109889 SH DFND 109889 0 0 HERITAGE FINL CORP WASH COM 42722X106 1948 77877 SH DFND 77877 0 0 HERITAGE INSURANCE HLDGS INC COM 42727J102 2316 269880 SH DFND 269880 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 20575 1411182 SH DFND 1411182 0 0 HIBBETT INC COM 428567101 936 10439 SH DFND 10439 0 0 HILL INTL INC COM 431466101 58 23320 SH DFND 23320 0 0 HILLTOP HOLDINGS INC COM 432748101 9250 254109 SH DFND 254109 0 0 HOLLYFRONTIER CORP COM 436106108 7438 226070 SH DFND 226070 0 0 HOME BANCSHARES INC COM 436893200 11486 465381 SH DFND 465381 0 0 HOME DEPOT INC COM 437076102 99725 312724 SH DFND 312724 0 0 HOMESTREET INC COM 43785V102 9021 221426 SH DFND 221426 0 0 HOOKER FURNITURE CORP COM 439038100 248 7172 SH DFND 7172 0 0 HOPE BANCORP INC COM 43940T109 2279 160722 SH DFND 160722 0 0 HORACE MANN EDUCATORS CORP N COM 440327104 4356 116406 SH DFND 116406 0 0 HORIZON BANCORP INC COM 440407104 6678 383120 SH DFND 383120 0 0 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 409 3849 SH DFND 3849 0 0 HOWARD HUGHES CORP COM 44267D107 6285 64488 SH DFND 64488 0 0 HOWMET AEROSPACE INC COM 443201108 10591 307250 SH DFND 307250 0 0 HP INC COM 40434L105 42627 1411966 SH DFND 1411966 0 0 HUBBELL INC COM 443510607 10976 58744 SH DFND 58744 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 6496 30822 SH DFND 30822 0 0 HUNTSMAN CORP COM 447011107 47078 1775207 SH DFND 1775207 0 0 HYATT HOTELS CORP COM CL A 448579102 3347 43115 SH DFND 43115 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 6265 85843 SH DFND 85843 0 0 ICHOR HOLDINGS SHS G4740B105 9907 184139 SH DFND 184139 0 0 INDEPENDENT BANK GROUP INC COM 45384B106 8971 121266 SH DFND 121266 0 0 INGLES MKTS INC CL A 457030104 3841 65915 SH DFND 65915 0 0 INGREDION INC COM 457187102 56971 629510 SH DFND 629510 0 0 INMODE LTD SHS M5425M103 9200 97170 SH DFND 97170 0 0 INTEL CORP COM 458140100 172547 3073513 SH DFND 3073513 0 0 INTERFACE INC COM 458665304 329 21521 SH DFND 21521 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 6433 149819 SH DFND 149819 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 99988 682096 SH DFND 682096 0 0 INTERNATIONAL PAPER CO COM 460146103 26402 430627 SH DFND 430627 0 0 INTERPUBLIC GROUP COS INC COM 460690100 8012 246601 SH DFND 246601 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 7983 195560 SH DFND 195560 0 0 INVESCO LTD SHS G491BT108 7101 265669 SH DFND 265669 0 0 INVESTORS BANCORP INC NEW COM 46146L101 7431 521082 SH DFND 521082 0 0 IROBOT CORP COM 462726100 1864 19963 SH DFND 19963 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 252 2189 SH DFND 2189 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 38883 245130 SH DFND 245130 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 12082 72884 SH DFND 72884 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 855 142300 SH DFND 142300 0 0 ITT INC COM 45073V108 8572 93586 SH DFND 93586 0 0 J & J SNACK FOODS CORP COM 466032109 1805 10352 SH DFND 10352 0 0 J2 GLOBAL INC COM 48123V102 2656 19311 SH DFND 19311 0 0 JABIL INC COM 466313103 9444 162484 SH DFND 162484 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35754 201270 SH DFND 201270 0 0 JEFFERIES FINL GROUP INC COM 47233W109 11459 335071 SH DFND 335071 0 0 JELD-WEN HLDG INC COM 47580P103 1322 50324 SH DFND 50324 0 0 JETBLUE AWYS CORP COM 477143101 7107 423521 SH DFND 423521 0 0 JOHNSON & JOHNSON COM 478160104 324593 1970334 SH DFND 1970334 0 0 JONES LANG LASALLE INC COM 48020Q107 10920 55869 SH DFND 55869 0 0 JPMORGAN CHASE & CO COM 46625H100 457770 2943104 SH DFND 2943104 0 0 JUNIPER NETWORKS INC COM 48203R104 62822 2296968 SH DFND 2296968 0 0 KB HOME COM 48666K109 14592 358358 SH DFND 358358 0 0 KEARNY FINL CORP MD COM 48716P108 184 15409 SH DFND 15409 0 0 KELLY SVCS INC CL A 488152208 609 25402 SH DFND 25402 0 0 KEYCORP COM 493267108 20312 983643 SH DFND 983643 0 0 KIMBALL ELECTRONICS INC COM 49428J109 319 14692 SH DFND 14692 0 0 KINDER MORGAN INC DEL COM 49456B101 37906 2079326 SH DFND 2079326 0 0 KKR & CO INC COM 48251W104 31872 538015 SH DFND 538015 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 3586 78885 SH DFND 78885 0 0 KNOLL INC COM NEW 498904200 6227 239607 SH DFND 239607 0 0 KOHLS CORP COM 500255104 2871 52102 SH DFND 52102 0 0 KOPPERS HOLDINGS INC COM 50060P106 282 8713 SH DFND 8713 0 0 KRAFT HEINZ CO COM 500754106 42172 1034131 SH DFND 1034131 0 0 KROGER CO COM 501044101 60909 1589905 SH DFND 1589905 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 33685 155840 SH DFND 155840 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 29539 107084 SH DFND 107084 0 0 LAWSON PRODS INC COM 520776105 2549 47639 SH DFND 47639 0 0 LAZARD LTD SHS A G54050102 13223 292211 SH DFND 292211 0 0 LEAR CORP COM NEW 521865204 8994 51313 SH DFND 51313 0 0 LENNAR CORP CL A 526057104 44124 444125 SH DFND 444125 0 0 LGI HOMES INC COM 50187T106 15866 97972 SH DFND 97972 0 0 LINCOLN NATL CORP IND COM 534187109 12571 200045 SH DFND 200045 0 0 LKQ CORP COM 501889208 16349 332165 SH DFND 332165 0 0 LOEWS CORP COM 540424108 12391 226739 SH DFND 226739 0 0 LOUISIANA PAC CORP COM 546347105 935 15510 SH DFND 15510 0 0 LOWES COS INC COM 548661107 165186 851605 SH DFND 851605 0 0 LPL FINL HLDGS INC COM 50212V100 9027 66877 SH DFND 66877 0 0 LUMEN TECHNOLOGIES INC COM 550241103 11504 846484 SH DFND 846484 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 37672 366211 SH DFND 366211 0 0 M & T BK CORP COM 55261F104 15234 104840 SH DFND 104840 0 0 M D C HLDGS INC COM 552676108 14453 285626 SH DFND 285626 0 0 M/I HOMES INC COM 55305B101 7771 132456 SH DFND 132456 0 0 MAGNA INTL INC COM 559222401 38991 421198 SH DFND 421198 0 0 MAMMOTH ENERGY SVCS INC COM 56155L108 87 19038 SH DFND 19038 0 0 MANITOWOC CO INC COM NEW 563571405 9808 400318 SH DFND 400318 0 0 MANPOWERGROUP INC WIS COM 56418H100 4506 37892 SH DFND 37892 0 0 MARATHON OIL CORP COM 565849106 13408 984468 SH DFND 984468 0 0 MARCUS CORP DEL COM 566330106 207 9736 SH DFND 9736 0 0 MARINEMAX INC COM 567908108 2081 42697 SH DFND 42697 0 0 MARKEL CORP COM 570535104 13100 11039 SH DFND 11039 0 0 MARVELL TECHNOLOGY INC COM 573874104 24779 424805 SH DFND 424805 0 0 MASCO CORP COM 574599106 16775 284753 SH DFND 284753 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 3426 130331 SH DFND 130331 0 0 MATSON INC COM 57686G105 10918 170589 SH DFND 170589 0 0 MAYVILLE ENGR CO INC COM 578605107 284 14098 SH DFND 14098 0 0 MCKESSON CORP COM 58155Q103 33758 176520 SH DFND 176520 0 0 MEDTRONIC PLC SHS G5960L103 25843 208197 SH DFND 208197 0 0 MERCK & CO INC COM 58933Y105 2804 36052 SH DFND 36052 0 0 MERCURY GENL CORP NEW COM 589400100 9307 143294 SH DFND 143294 0 0 MESA AIR GROUP INC COM NEW 590479135 136 14621 SH DFND 14621 0 0 META FINL GROUP INC COM 59100U108 3288 64932 SH DFND 64932 0 0 METHODE ELECTRS INC COM 591520200 7311 148567 SH DFND 148567 0 0 METLIFE INC COM 59156R108 49027 819170 SH DFND 819170 0 0 MGIC INVT CORP WIS COM 552848103 11954 878997 SH DFND 878997 0 0 MICRON TECHNOLOGY INC COM 595112103 142809 1680505 SH DFND 1680505 0 0 MILLER INDS INC TENN COM NEW 600551204 246 6241 SH DFND 6241 0 0 MINERALS TECHNOLOGIES INC COM 603158106 6965 88534 SH DFND 88534 0 0 MKS INSTRS INC COM 55306N104 7505 42173 SH DFND 42173 0 0 MOHAWK INDS INC COM 608190104 25503 132698 SH DFND 132698 0 0 MOLINA HEALTHCARE INC COM 60855R100 25165 99444 SH DFND 99444 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 37609 700486 SH DFND 700486 0 0 MORGAN STANLEY COM NEW 617446448 40564 442404 SH DFND 442404 0 0 MOSAIC CO NEW COM 61945C103 18962 594243 SH DFND 594243 0 0 MR COOPER GROUP INC COM 62482R107 7654 231509 SH DFND 231509 0 0 MURPHY OIL CORP COM 626717102 14115 606293 SH DFND 606293 0 0 NABORS INDUSTRIES LTD SHS G6359F137 350 3064 SH DFND 3064 0 0 NATIONAL BK HLDGS CORP CL A 633707104 1728 45794 SH DFND 45794 0 0 NAVIENT CORPORATION COM 63938C108 9027 466999 SH DFND 466999 0 0 NBT BANCORP INC COM 628778102 2033 56533 SH DFND 56533 0 0 NELNET INC CL A 64031N108 4911 65275 SH DFND 65275 0 0 NETAPP INC COM 64110D104 20015 244621 SH DFND 244621 0 0 NETWORK-1 TECHNOLOGIES INC COM 64121N109 35 10852 SH DFND 10852 0 0 NEW HOME CO INC COM 645370107 75 12777 SH DFND 12777 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 29708 2695860 SH DFND 2695860 0 0 NEWELL BRANDS INC COM 651229106 12730 463411 SH DFND 463411 0 0 NEWMONT CORP COM 651639106 79185 1249367 SH DFND 1249367 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 130 37454 SH DFND 37454 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 4726 31961 SH DFND 31961 0 0 NEXTERA ENERGY INC COM 65339F101 5504 75110 SH DFND 75110 0 0 NISOURCE INC COM 65473P105 45115 1841427 SH DFND 1841427 0 0 NMI HLDGS INC CL A 629209305 4965 220872 SH DFND 220872 0 0 NN INC COM 629337106 76 10290 SH DFND 10290 0 0 NORTHERN TR CORP COM 665859104 20571 177917 SH DFND 177917 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 4480 328448 SH DFND 328448 0 0 NORTONLIFELOCK INC COM 668771108 12010 441208 SH DFND 441208 0 0 NUCOR CORP COM 670346105 48015 500521 SH DFND 500521 0 0 NVR INC COM 62944T105 14582 2932 SH DFND 2932 0 0 OCEANFIRST FINL CORP COM 675234108 1524 73132 SH DFND 73132 0 0 OFG BANCORP COM 67103X102 510 23062 SH DFND 23062 0 0 O-I GLASS INC COM 67098H104 8894 544636 SH DFND 544636 0 0 OIL STS INTL INC COM 678026105 198 25286 SH DFND 25286 0 0 OLD NATL BANCORP IND COM 680033107 8191 465132 SH DFND 465132 0 0 OLD REP INTL CORP COM 680223104 4165 167220 SH DFND 167220 0 0 OLD SECOND BANCORP INC ILL COM 680277100 6157 496494 SH DFND 496494 0 0 OLYMPIC STEEL INC COM 68162K106 4728 160873 SH DFND 160873 0 0 OMNICOM GROUP INC COM 681919106 47572 594721 SH DFND 594721 0 0 ONEMAIN HLDGS INC COM 68268W103 10041 167597 SH DFND 167597 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 282 5541 SH DFND 5541 0 0 ORACLE CORP COM 68389X105 262924 3377755 SH DFND 3377755 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 44336 78303 SH DFND 78303 0 0 ORION GROUP HLDGS INC COM 68628V308 72 12590 SH DFND 12590 0 0 OSHKOSH CORP COM 688239201 6242 50080 SH DFND 50080 0 0 OWENS CORNING NEW COM 690742101 11554 118017 SH DFND 118017 0 0 PACCAR INC COM 693718108 26259 294213 SH DFND 294213 0 0 PACIFIC PREMIER BANCORP COM 69478X105 3014 71278 SH DFND 71278 0 0 PACKAGING CORP AMER COM 695156109 13946 102984 SH DFND 102984 0 0 PACWEST BANCORP DEL COM 695263103 9145 222175 SH DFND 222175 0 0 PARKE BANCORP INC COM 700885106 2425 123954 SH DFND 123954 0 0 PARKER-HANNIFIN CORP COM 701094104 29804 97048 SH DFND 97048 0 0 PATTERSON-UTI ENERGY INC COM 703481101 7358 740258 SH DFND 740258 0 0 PBF ENERGY INC CL A 69318G106 7222 471994 SH DFND 471994 0 0 PDC ENERGY INC COM 69327R101 15705 342974 SH DFND 342974 0 0 PDL CMNTY BANCORP COM 69290X101 1666 121996 SH DFND 121996 0 0 PEABODY ENGR CORP COM 704551100 188 23720 SH DFND 23720 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 12504 202590 SH DFND 202590 0 0 PENTAIR PLC SHS G7S00T104 12238 181335 SH DFND 181335 0 0 PEOPLES BANCORP INC COM 709789101 205 6923 SH DFND 6923 0 0 PERKINELMER INC COM 714046109 13164 85255 SH DFND 85255 0 0 PFIZER INC COM 717081103 32694 834884 SH DFND 834884 0 0 PHILIP MORRIS INTL INC COM 718172109 130475 1316471 SH DFND 1316471 0 0 PHILLIPS 66 COM 718546104 32018 373080 SH DFND 373080 0 0 PHOTRONICS INC COM 719405102 134 10140 SH DFND 10140 0 0 PINNACLE WEST CAP CORP COM 723484101 5309 64766 SH DFND 64766 0 0 PIONEER BANCORP INC MD COM 723561106 2191 182295 SH DFND 182295 0 0 PIPER SANDLER COMPANIES COM 724078100 5225 40327 SH DFND 40327 0 0 PLANET FITNESS INC CL A 72703H101 1706 22890 SH DFND 22890 0 0 PNC FINL SVCS GROUP INC COM 693475105 68619 359715 SH DFND 359715 0 0 POLARIS INC COM 731068102 7055 51512 SH DFND 51512 0 0 POPULAR INC COM NEW 733174700 36302 483708 SH DFND 483708 0 0 POWELL INDS INC COM 739128106 7490 242005 SH DFND 242005 0 0 POWERFLEET INC COM 73931J109 3591 498774 SH DFND 498774 0 0 PPL CORP COM 69351T106 32099 1147619 SH DFND 1147619 0 0 PRICE T ROWE GROUP INC COM 74144T108 38248 193201 SH DFND 193201 0 0 PRIMORIS SVCS CORP COM 74164F103 6589 223871 SH DFND 223871 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 14825 234602 SH DFND 234602 0 0 PROASSURANCE CORP COM 74267C106 3181 139845 SH DFND 139845 0 0 PROCTER AND GAMBLE CO COM 742718109 9848 72985 SH DFND 72985 0 0 PROGRESSIVE CORP COM 743315103 52974 539398 SH DFND 539398 0 0 PROPETRO HLDG CORP COM 74347M108 387 42198 SH DFND 42198 0 0 PROVIDENT FINL SVCS INC COM 74386T105 4611 201427 SH DFND 201427 0 0 PRUDENTIAL FINL INC COM 744320102 34522 336901 SH DFND 336901 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 34230 572977 SH DFND 572977 0 0 PULTE GROUP INC COM 745867101 77326 1417003 SH DFND 1417003 0 0 PURPLE INNOVATION INC COM 74640Y106 5165 195559 SH DFND 195559 0 0 PZENA INVT MGMT INC CLASS A 74731Q103 2560 232552 SH DFND 232552 0 0 QCR HOLDINGS INC COM 74727A104 261 5431 SH DFND 5431 0 0 QORVO INC COM 74736K101 16785 85790 SH DFND 85790 0 0 QUANTA SVCS INC COM 74762E102 10690 118025 SH DFND 118025 0 0 QUEST DIAGNOSTICS INC COM 74834L100 19548 148128 SH DFND 148128 0 0 RADIAN GROUP INC COM 750236101 11041 496229 SH DFND 496229 0 0 RANGE RES CORP COM 75281A109 17033 1016297 SH DFND 1016297 0 0 RAYMOND JAMES FINL INC COM 754730109 15082 116103 SH DFND 116103 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 297 44469 SH DFND 44469 0 0 REALOGY HLDGS CORP COM 75605Y106 8329 457115 SH DFND 457115 0 0 RED VIOLET INC COM 75704L104 2462 104689 SH DFND 104689 0 0 REGENERON PHARMACEUTICALS COM 75886F107 38087 68190 SH DFND 68190 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 19590 970741 SH DFND 970741 0 0 REGIS CORP MINN COM 758932107 7431 793905 SH DFND 793905 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 10506 69624 SH DFND 69624 0 0 RENASANT CORP COM 75970E107 4375 109369 SH DFND 109369 0 0 RENT A CTR INC NEW COM 76009N100 9844 185489 SH DFND 185489 0 0 REPUBLIC BANCORP INC KY CL A 760281204 6111 132480 SH DFND 132480 0 0 REPUBLIC FIRST BANCORP INC COM 760416107 3864 968443 SH DFND 968443 0 0 REX AMERICAN RES CORP COM 761624105 320 3546 SH DFND 3546 0 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 796 40663 SH DFND 40663 0 0 RING ENERGY INC COM 76680V108 122 40840 SH DFND 40840 0 0 RIVERVIEW BANCORP INC COM 769397100 2997 422708 SH DFND 422708 0 0 ROGERS CORP COM 775133101 2880 14342 SH DFND 14342 0 0 RPC INC COM 749660106 191 38500 SH DFND 38500 0 0 RPM INTL INC COM 749685103 12475 140679 SH DFND 140679 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 33197 420425 SH DFND 420425 0 0 S & T BANCORP INC COM 783859101 1526 48754 SH DFND 48754 0 0 SABRE CORP COM 78573M104 2106 168743 SH DFND 168743 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 5914 267959 SH DFND 267959 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 83 13286 SH DFND 13286 0 0 SANDY SPRING BANCORP INC COM 800363103 2711 61429 SH DFND 61429 0 0 SANMINA CORPORATION COM 801056102 10095 259104 SH DFND 259104 0 0 SANTANDER CONSUMER USA HLDGS COM 80283M101 5400 148685 SH DFND 148685 0 0 SCHNITZER STEEL INDS INC CL A 806882106 926 18878 SH DFND 18878 0 0 SCHOLASTIC CORP COM 807066105 509 13440 SH DFND 13440 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 5874 145474 SH DFND 145474 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 8999 46891 SH DFND 46891 0 0 SEALED AIR CORP NEW COM 81211K100 9991 168631 SH DFND 168631 0 0 SEI INVTS CO COM 784117103 7560 122001 SH DFND 122001 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 94 15537 SH DFND 15537 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 6770 116782 SH DFND 116782 0 0 SERVICE CORP INTL COM 817565104 16336 304829 SH DFND 304829 0 0 SIGNET JEWELERS LIMITED SHS G81276100 9648 119419 SH DFND 119419 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5465 186267 SH DFND 186267 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 6727 202507 SH DFND 202507 0 0 SKECHERS U S A INC CL A 830566105 5058 101509 SH DFND 101509 0 0 SKYWEST INC COM 830879102 8515 197691 SH DFND 197691 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 18014 93947 SH DFND 93947 0 0 SLM CORP COM 78442P106 46206 2206607 SH DFND 2206607 0 0 SMART SAND INC COM 83191H107 53 15903 SH DFND 15903 0 0 SMUCKER J M CO COM NEW 832696405 20551 158611 SH DFND 158611 0 0 SNAP ON INC COM 833034101 13267 59378 SH DFND 59378 0 0 SOLARIS OILFIELD INFRASTRUCT COM CL A 83418M103 128 13160 SH DFND 13160 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 4543 101549 SH DFND 101549 0 0 SONOCO PRODS CO COM 835495102 4830 72199 SH DFND 72199 0 0 SOUTH ST CORP COM 840441109 3391 41470 SH DFND 41470 0 0 SOUTHERN CO COM 842587107 61640 1018668 SH DFND 1018668 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 1544 40383 SH DFND 40383 0 0 SOUTHWESTERN ENERGY CO COM 845467109 15070 2657827 SH DFND 2657827 0 0 SPIRIT AIRLS INC COM 848577102 7071 232287 SH DFND 232287 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 5322 299476 SH DFND 299476 0 0 SPROUTS FMRS MKT INC COM 85208M102 4058 163308 SH DFND 163308 0 0 STANDARD MTR PRODS INC COM 853666105 2849 65720 SH DFND 65720 0 0 STATE STR CORP COM 857477103 37585 456788 SH DFND 456788 0 0 STEEL DYNAMICS INC COM 858119100 18835 316022 SH DFND 316022 0 0 STERLING BANCORP DEL COM 85917A100 2793 112682 SH DFND 112682 0 0 STERLING CONSTR INC COM 859241101 405 16798 SH DFND 16798 0 0 STEWART INFORMATION SVCS COR COM 860372101 3922 69182 SH DFND 69182 0 0 STONEX GROUP INC COM 861896108 3310 54556 SH DFND 54556 0 0 SUNCOKE ENERGY INC COM 86722A103 244 34240 SH DFND 34240 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 2202 177315 SH DFND 177315 0 0 SUPER MICRO COMPUTER INC COM 86800U104 2108 59928 SH DFND 59928 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 7526 244433 SH DFND 244433 0 0 SYNCHRONY FINANCIAL COM 87165B103 37309 768936 SH DFND 768936 0 0 SYNNEX CORP COM 87162W100 3762 30900 SH DFND 30900 0 0 SYNOVUS FINL CORP COM NEW 87161C501 3848 87686 SH DFND 87686 0 0 SYSCO CORP COM 871829107 5556 71465 SH DFND 71465 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 8522 163891 SH DFND 163891 0 0 TALOS ENERGY INC COM 87484T108 527 33710 SH DFND 33710 0 0 TARGA RES CORP COM 87612G101 2248 50563 SH DFND 50563 0 0 TARGET CORP COM 87612E106 131719 544880 SH DFND 544880 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 12533 474364 SH DFND 474364 0 0 TECHNIPFMC PLC COM G87110105 1059 117052 SH DFND 117052 0 0 TEGNA INC COM 87901J105 16253 866366 SH DFND 866366 0 0 TEJON RANCH CO COM 879080109 280 18411 SH DFND 18411 0 0 TEMPUR SEALY INTL INC COM 88023U101 3459 88263 SH DFND 88263 0 0 TEREX CORP NEW COM 880779103 5070 106465 SH DFND 106465 0 0 TERRITORIAL BANCORP INC COM 88145X108 2756 106132 SH DFND 106132 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 4178 65806 SH DFND 65806 0 0 TEXTRON INC COM 883203101 53115 772358 SH DFND 772358 0 0 THOR INDS INC COM 885160101 42256 373944 SH DFND 373944 0 0 TIDEWATER INC NEW COM 88642R109 203 16829 SH DFND 16829 0 0 TIMKENSTEEL CORPORATION COM 887399103 170 12014 SH DFND 12014 0 0 TITAN MACHY INC COM 88830R101 8734 282285 SH DFND 282285 0 0 T-MOBILE US INC COM 872590104 82697 570995 SH DFND 570995 0 0 TOLL BROTHERS INC COM 889478103 11267 194899 SH DFND 194899 0 0 TOTALENERGIES SE SPONSORED ADS 89151E109 2847 62900 SH DFND 62900 0 0 TRACTOR SUPPLY CO COM 892356106 15692 84338 SH DFND 84338 0 0 TRANSOCEAN LTD REG SHS H8817H100 9979 2207845 SH DFND 2207845 0 0 TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 295 10097 SH DFND 10097 0 0 TRAVELERS COMPANIES INC COM 89417E109 58513 390843 SH DFND 390843 0 0 TRECORA RES COM 894648104 145 17376 SH DFND 17376 0 0 TREEHOUSE FOODS INC COM 89469A104 25663 576443 SH DFND 576443 0 0 TRI POINTE HOMES INC COM 87265H109 12963 604909 SH DFND 604909 0 0 TRICO BANCSHARES COM 896095106 1751 41125 SH DFND 41125 0 0 TRINITY INDS INC COM 896522109 6967 259101 SH DFND 259101 0 0 TRIPLE-S MGMT CORP COM 896749108 368 16503 SH DFND 16503 0 0 TRISTATE CAP HLDGS INC COM 89678F100 3303 162011 SH DFND 162011 0 0 TRITON INTL LTD CL A G9078F107 16657 318242 SH DFND 318242 0 0 TRONOX HOLDINGS PLC SHS G9087Q102 7066 315432 SH DFND 315432 0 0 TRUIST FINL CORP COM 89832Q109 63070 1136388 SH DFND 1136388 0 0 TRUSTMARK CORP COM 898402102 4572 148442 SH DFND 148442 0 0 TTM TECHNOLOGIES INC COM 87305R109 3354 234518 SH DFND 234518 0 0 TURTLE BEACH CORP COM NEW 900450206 209 6548 SH DFND 6548 0 0 TUTOR PERINI CORP COM 901109108 494 35683 SH DFND 35683 0 0 TWO HBRS INVT CORP COM NEW 90187B408 41457 5483685 SH DFND 5483685 0 0 TYSON FOODS INC CL A 902494103 75900 1029012 SH DFND 1029012 0 0 U S SILICA HLDGS INC COM 90346E103 355 30680 SH DFND 30680 0 0 UGI CORP NEW COM 902681105 33914 732321 SH DFND 732321 0 0 ULTA BEAUTY INC COM 90384S303 26969 77998 SH DFND 77998 0 0 UMB FINL CORP COM 902788108 12593 135320 SH DFND 135320 0 0 UMPQUA HLDGS CORP COM 904214103 10112 548053 SH DFND 548053 0 0 UNITED BANKSHARES INC WEST V COM 909907107 6794 186124 SH DFND 186124 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 3611 112819 SH DFND 112819 0 0 UNITED NAT FOODS INC COM 911163103 9411 254484 SH DFND 254484 0 0 UNITED PARCEL SERVICE INC CL B 911312106 109266 525392 SH DFND 525392 0 0 UNITED RENTALS INC COM 911363109 19636 61553 SH DFND 61553 0 0 UNITEDHEALTH GROUP INC COM 91324P102 320068 799290 SH DFND 799290 0 0 UNIVERSAL CORP VA COM 913456109 5483 96246 SH DFND 96246 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 12451 85030 SH DFND 85030 0 0 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 231 9909 SH DFND 9909 0 0 UNIVERSAL STAINLESS & ALLOY COM 913837100 1745 173302 SH DFND 173302 0 0 UNUM GROUP COM 91529Y106 2158 75994 SH DFND 75994 0 0 US BANCORP DEL COM NEW 902973304 93471 1640711 SH DFND 1640711 0 0 VALERO ENERGY CORP COM 91913Y100 27186 348176 SH DFND 348176 0 0 VALLEY NATL BANCORP COM 919794107 10300 766973 SH DFND 766973 0 0 VERA BRADLEY INC COM 92335C106 172 13866 SH DFND 13866 0 0 VERITEX HLDGS INC COM 923451108 2418 68290 SH DFND 68290 0 0 VERITIV CORP COM 923454102 577 9390 SH DFND 9390 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 8005 142866 SH DFND 142866 0 0 VIASAT INC COM 92552V100 4990 100129 SH DFND 100129 0 0 VIATRIS INC COM 92556V106 32920 2303731 SH DFND 2303731 0 0 VICTORY CAP HLDGS INC COM CL A 92645B103 1495 46309 SH DFND 46309 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 5988 21557 SH DFND 21557 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12329 11700000 PRN DFND 11700000 0 0 VISTA OUTDOOR INC COM 928377100 10643 229980 SH DFND 229980 0 0 VONTIER CORPORATION COM 928881101 40861 1254187 SH DFND 1254187 0 0 VOXX INTL CORP CL A 91829F104 182 13024 SH DFND 13024 0 0 VOYA FINANCIAL INC COM 929089100 6929 112668 SH DFND 112668 0 0 VSE CORP COM 918284100 385 7777 SH DFND 7777 0 0 WABTEC COM 929740108 20946 254505 SH DFND 254505 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 38420 730284 SH DFND 730284 0 0 WALKER & DUNLOP INC COM 93148P102 9185 87993 SH DFND 87993 0 0 WALMART INC COM 931142103 6210 44033 SH DFND 44033 0 0 WASHINGTON FED INC COM 938824109 4683 147358 SH DFND 147358 0 0 WATERSTONE FINL INC MD COM 94188P101 219 11127 SH DFND 11127 0 0 WELLS FARGO CO NEW COM 949746101 261441 5772598 SH DFND 5772598 0 0 WESBANCO INC COM 950810101 3121 87590 SH DFND 87590 0 0 WESTERN ALLIANCE BANCORP COM 957638109 7637 82248 SH DFND 82248 0 0 WESTERN DIGITAL CORP. NOTE 1.500% 2/0 958102AP0 37221 34685000 PRN DFND 34685000 0 0 WESTERN NEW ENG BANCORP INC COM 958892101 2653 325477 SH DFND 325477 0 0 WHIRLPOOL CORP COM 963320106 14961 68624 SH DFND 68624 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 7212 6282 SH DFND 6282 0 0 WHOLE EARTH BRANDS INC COM CL A 96684W100 6689 461343 SH DFND 461343 0 0 WILLIAMS COS INC COM 969457100 35005 1318466 SH DFND 1318466 0 0 WILLIAMS SONOMA INC COM 969904101 10288 64439 SH DFND 64439 0 0 WINNEBAGO INDS INC COM 974637100 6263 92162 SH DFND 92162 0 0 WINTRUST FINL CORP COM 97650W108 5608 74148 SH DFND 74148 0 0 WORLD FUEL SVCS CORP COM 981475106 7879 248319 SH DFND 248319 0 0 WSFS FINL CORP COM 929328102 3914 84001 SH DFND 84001 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 17727 754678 SH DFND 754678 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 24053 149567 SH DFND 149567 0 0 ZIONS BANCORPORATION N A COM 989701107 11449 216592 SH DFND 216592 0 0 ZOGENIX INC COM NEW 98978L204 667 38601 SH DFND 38601 0 0 ZUMIEZ INC COM 989817101 459 9361 SH DFND 9361 0 0