0000829108-22-000002.txt : 20220211 0000829108-22-000002.hdr.sgml : 20220211 20220211133741 ACCESSION NUMBER: 0000829108-22-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211231 FILED AS OF DATE: 20220211 DATE AS OF CHANGE: 20220211 EFFECTIVENESS DATE: 20220211 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: 22619061 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 12-31-2021 12-31-2021 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 02-09-2022 0 695 13998906 INFORMATION TABLE 2 infotable.xml 1847 GOEDEKER INC COM 28252C109 7374 3072620 SH DFND 3072620 0 0 3M CO COM 88579Y101 102368 576299 SH DFND 576299 0 0 AAR CORP COM 000361105 4938 126521 SH DFND 126521 0 0 ABBVIE INC COM 00287Y109 204708 1511878 SH DFND 1511878 0 0 ABERCROMBIE & FITCH CO CL A 002896207 2710 77812 SH DFND 77812 0 0 ACCO BRANDS CORP COM 00081T108 480 58139 SH DFND 58139 0 0 ACUITY BRANDS INC COM 00508Y102 2927 13823 SH DFND 13823 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 28755 119873 SH DFND 119873 0 0 ADVANSIX INC COM 00773T101 1408 29802 SH DFND 29802 0 0 AECOM COM 00766T100 2995 38715 SH DFND 38715 0 0 AERCAP HOLDINGS NV SHS N00985106 50740 775602 SH DFND 775602 0 0 AERSALE CORPORATION COM 00810F106 6750 380500 SH DFND 380500 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 1838 11172 SH DFND 11172 0 0 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CORPORATION COM 410120109 5568 111316 SH DFND 111316 0 0 HARBORONE BANCORP INC NEW COM NEW 41165Y100 7189 484403 SH DFND 484403 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 20379 295183 SH DFND 295183 0 0 HAWAIIAN HOLDINGS INC COM 419879101 3436 187052 SH DFND 187052 0 0 HAYNES INTERNATIONAL INC COM NEW 420877201 11716 290502 SH DFND 290502 0 0 HCA HEALTHCARE INC COM 40412C101 86992 338595 SH DFND 338595 0 0 HEARTLAND FINL USA INC COM 42234Q102 2895 57196 SH DFND 57196 0 0 HELMERICH & PAYNE INC COM 423452101 9151 386120 SH DFND 386120 0 0 HENRY SCHEIN INC COM 806407102 8385 108148 SH DFND 108148 0 0 HERITAGE FINL CORP WASH COM 42722X106 327 13390 SH DFND 13390 0 0 HERITAGE INSURANCE HLDGS INC COM 42727J102 1511 256963 SH DFND 256963 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 20423 1295023 SH DFND 1295023 0 0 HIBBETT INC COM 428567101 2850 39625 SH DFND 39625 0 0 HILL INTL INC COM 431466101 45 23320 SH DFND 23320 0 0 HILLTOP HOLDINGS INC COM 432748101 8270 235340 SH DFND 235340 0 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COM 45384B106 8106 112354 SH DFND 112354 0 0 INGLES MKTS INC CL A 457030104 5271 61051 SH DFND 61051 0 0 INGREDION INC COM 457187102 72137 746454 SH DFND 746454 0 0 INNOVIVA INC COM 45781M101 790 45820 SH DFND 45820 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 5895 139072 SH DFND 139072 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 87489 654561 SH DFND 654561 0 0 INTERNATIONAL PAPER CO COM 460146103 18575 395389 SH DFND 395389 0 0 INTERPUBLIC GROUP COS INC COM 460690100 8459 225870 SH DFND 225870 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 30094 574978 SH DFND 574978 0 0 INTREPID POTASH INC COM 46121Y201 235 5494 SH DFND 5494 0 0 INVESCO LTD SHS G491BT108 13288 577220 SH DFND 577220 0 0 IROBOT CORP COM 462726100 1136 17245 SH DFND 17245 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 2504 214754 SH DFND 214754 0 0 ISHARES INC MSCI RUSSIA ETF 46434G798 643 15000 SH DFND 15000 0 0 ISHARES TR RUS MDCP VAL ETF 464287473 236 1930 SH DFND 1930 0 0 ISHARES TR RUS 1000 VAL ETF 464287598 46808 278734 SH DFND 278734 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 8596 51765 SH DFND 51765 0 0 ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 247 65900 SH DFND 65900 0 0 JABIL INC COM 466313103 10547 149923 SH DFND 149923 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 237 5644 SH DFND 5644 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 44598 350059 SH DFND 350059 0 0 JEFFERIES FINL GROUP INC COM 47233W109 11628 299702 SH DFND 299702 0 0 JELD-WEN HLDG INC COM 47580P103 2440 92552 SH DFND 92552 0 0 JETBLUE AWYS CORP COM 477143101 9165 643616 SH DFND 643616 0 0 JOHNSON & JOHNSON COM 478160104 434347 2539003 SH DFND 2539003 0 0 JONES LANG LASALLE INC COM 48020Q107 13918 51674 SH DFND 51674 0 0 JPMORGAN CHASE & CO COM 46625H100 426083 2690770 SH DFND 2690770 0 0 JUNIPER NETWORKS INC COM 48203R104 84958 2379104 SH DFND 2379104 0 0 KB HOME COM 48666K109 14767 330134 SH DFND 330134 0 0 KEARNY FINL CORP MD COM 48716P108 222 16729 SH DFND 16729 0 0 KELLOGG CO COM 487836108 15989 248204 SH DFND 248204 0 0 KELLY SVCS INC CL A 488152208 426 25402 SH DFND 25402 0 0 KEYCORP COM 493267108 21034 909401 SH DFND 909401 0 0 KIMBALL ELECTRONICS INC COM 49428J109 320 14692 SH DFND 14692 0 0 KIMBERLY-CLARK CORP COM 494368103 16991 118885 SH DFND 118885 0 0 KINDER MORGAN INC DEL COM 49456B101 28066 1769615 SH DFND 1769615 0 0 KIRBY CORP COM 497266106 7255 122094 SH DFND 122094 0 0 KKR & CO INC COM 48251W104 45904 616164 SH DFND 616164 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 12538 205747 SH DFND 205747 0 0 KOHLS CORP COM 500255104 9997 202415 SH DFND 202415 0 0 KONTOOR BRANDS INC COM 50050N103 1956 38171 SH DFND 38171 0 0 KOPPERS HOLDINGS INC COM 50060P106 273 8713 SH DFND 8713 0 0 KRAFT HEINZ CO COM 500754106 34357 957024 SH DFND 957024 0 0 KROGER CO COM 501044101 109392 2416972 SH DFND 2416972 0 0 KULICKE & SOFFA INDS INC COM 501242101 1610 26589 SH DFND 26589 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 33380 156537 SH DFND 156537 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 30865 98229 SH DFND 98229 0 0 LAWSON PRODS INC COM 520776105 2499 45639 SH DFND 45639 0 0 LAZARD LTD SHS A G54050102 11603 265941 SH DFND 265941 0 0 LEAR CORP COM NEW 521865204 8634 47194 SH DFND 47194 0 0 LENNAR CORP CL A 526057104 32276 277861 SH DFND 277861 0 0 LGI HOMES INC COM 50187T106 13809 89387 SH DFND 89387 0 0 LINCOLN NATL CORP IND COM 534187109 12287 179998 SH DFND 179998 0 0 LKQ CORP COM 501889208 18319 305161 SH DFND 305161 0 0 LOCKHEED MARTIN CORP COM 539830109 127498 358736 SH DFND 358736 0 0 LOEWS CORP COM 540424108 12467 215838 SH DFND 215838 0 0 LOUISIANA PAC CORP COM 546347105 4436 56614 SH DFND 56614 0 0 LOWES COS INC COM 548661107 189043 731366 SH DFND 731366 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 226 2445 SH DFND 2445 0 0 M & T BK CORP COM 55261F104 14808 96418 SH DFND 96418 0 0 M D C HLDGS INC COM 552676108 14590 261336 SH DFND 261336 0 0 M/I HOMES INC COM 55305B101 7630 122707 SH DFND 122707 0 0 MAGNA INTL INC COM 559222401 27558 340333 SH DFND 340333 0 0 MAGNOLIA OIL & GAS CORP CL A 559663109 999 52946 SH DFND 52946 0 0 MANITOWOC CO INC COM NEW 563571405 2810 151151 SH DFND 151151 0 0 MARATHON OIL CORP COM 565849106 15281 930617 SH DFND 930617 0 0 MARINEMAX INC COM 567908108 2305 39048 SH DFND 39048 0 0 MARKEL CORP COM 570535104 12399 10048 SH DFND 10048 0 0 MASCO CORP COM 574599106 18343 261227 SH DFND 261227 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 3598 127011 SH DFND 127011 0 0 MATSON INC COM 57686G105 14001 155515 SH DFND 155515 0 0 MAYVILLE ENGR CO INC COM 578605107 210 14098 SH DFND 14098 0 0 MCKESSON CORP COM 58155Q103 40188 161676 SH DFND 161676 0 0 MEDTRONIC PLC SHS G5960L103 25017 241824 SH DFND 241824 0 0 MEI PHARMA INC COM NEW 55279B202 1121 419800 SH DFND 419800 0 0 MERCK & CO INC COM 58933Y105 153138 1998147 SH DFND 1998147 0 0 MERCURY GENL CORP NEW COM 589400100 6911 130254 SH DFND 130254 0 0 MERITAGE HOMES CORP COM 59001A102 6065 49689 SH DFND 49689 0 0 META PLATFORMS INC CL A 30303M102 89812 267019 SH DFND 267019 0 0 METHODE ELECTRS INC COM 591520200 6762 137521 SH DFND 137521 0 0 METLIFE INC COM 59156R108 48700 779320 SH DFND 779320 0 0 MGIC INVT CORP WIS COM 552848103 11541 800313 SH DFND 800313 0 0 MICRON TECHNOLOGY INC COM 595112103 41825 449010 SH DFND 449010 0 0 MILLER INDS INC TENN COM NEW 600551204 208 6241 SH DFND 6241 0 0 MILLERKNOLL INC COM 600544100 2883 73574 SH DFND 73574 0 0 MINERALS TECHNOLOGIES INC COM 603158106 6010 82165 SH DFND 82165 0 0 MOELIS & CO CL A 60786M105 1622 25948 SH DFND 25948 0 0 MOHAWK INDS INC COM 608190104 33606 184467 SH DFND 184467 0 0 MOLINA HEALTHCARE INC COM 60855R100 10775 33875 SH DFND 33875 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 3314 71495 SH DFND 71495 0 0 MONDELEZ INTL INC CL A 609207105 32564 491087 SH DFND 491087 0 0 MORGAN STANLEY COM NEW 617446448 31539 321300 SH DFND 321300 0 0 MOSAIC CO NEW COM 61945C103 15008 381974 SH DFND 381974 0 0 MOVADO GROUP INC COM 624580106 255 6090 SH DFND 6090 0 0 MR COOPER GROUP INC COM 62482R107 8734 209913 SH DFND 209913 0 0 MUELLER INDS INC COM 624756102 4473 75349 SH DFND 75349 0 0 MURPHY OIL CORP COM 626717102 14434 552797 SH DFND 552797 0 0 NABORS INDUSTRIES LTD SHS G6359F137 248 3064 SH DFND 3064 0 0 NATIONAL BK HLDGS CORP CL A 633707104 1865 42451 SH DFND 42451 0 0 NATIONAL HEALTHCARE CORP COM 635906100 449 6610 SH DFND 6610 0 0 NAVIENT CORPORATION COM 63938C108 9018 424976 SH DFND 424976 0 0 NBT BANCORP INC COM 628778102 2142 55617 SH DFND 55617 0 0 NELNET INC CL A 64031N108 5915 60552 SH DFND 60552 0 0 NEURONETICS INC COM 64131A105 2187 490300 SH DFND 490300 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 54177 4437087 SH DFND 4437087 0 0 NEWMONT CORP COM 651639106 131108 2113965 SH DFND 2113965 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 110 37454 SH DFND 37454 0 0 NEXSTAR MEDIA GROUP INC CL A 65336K103 8429 55831 SH DFND 55831 0 0 NEXTERA ENERGY INC COM 65339F101 6874 73629 SH DFND 73629 0 0 NISOURCE INC COM 65473P105 61994 2245344 SH DFND 2245344 0 0 NMI HLDGS INC CL A 629209305 1239 56705 SH DFND 56705 0 0 NORTHERN OIL AND GAS INC MN COM 665531307 4065 197534 SH DFND 197534 0 0 NORTHERN TR CORP COM 665859104 19513 163142 SH DFND 163142 0 0 NORTHFIELD BANCORP INC DEL COM 66611T108 171 10608 SH DFND 10608 0 0 NORTHROP GRUMMAN CORP COM 666807102 48290 124758 SH DFND 124758 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 4237 299240 SH DFND 299240 0 0 NORTHWESTERN CORP COM NEW 668074305 1948 34073 SH DFND 34073 0 0 NORTONLIFELOCK INC COM 668771108 10525 405104 SH DFND 405104 0 0 NOV INC COM 62955J103 971 71686 SH DFND 71686 0 0 NOW INC COM 67011P100 195 22790 SH DFND 22790 0 0 NRG ENERGY INC COM NEW 629377508 7733 179493 SH DFND 179493 0 0 NUCOR CORP COM 670346105 68328 598578 SH DFND 598578 0 0 NVR INC COM 62944T105 16368 2770 SH DFND 2770 0 0 OCEANFIRST FINL CORP COM 675234108 1513 68148 SH DFND 68148 0 0 OFG BANCORP COM 67103X102 624 23500 SH DFND 23500 0 0 O-I GLASS INC COM 67098H104 5901 490505 SH DFND 490505 0 0 OIL STS INTL INC COM 678026105 126 25286 SH DFND 25286 0 0 OLD NATL BANCORP IND COM 680033107 7806 430778 SH DFND 430778 0 0 OLD REP INTL CORP COM 680223104 4127 167886 SH DFND 167886 0 0 OLD SECOND BANCORP INC ILL COM 680277100 6017 477894 SH DFND 477894 0 0 OLYMPIC STEEL INC COM 68162K106 3640 154873 SH DFND 154873 0 0 OMNICOM GROUP INC COM 681919106 64618 881910 SH DFND 881910 0 0 ONEMAIN HLDGS INC COM 68268W103 7518 150232 SH DFND 150232 0 0 ONEOK INC NEW COM 682680103 23313 396751 SH DFND 396751 0 0 ONEWATER MARINE INC CL A COM 68280L101 274 4490 SH DFND 4490 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 257 5541 SH DFND 5541 0 0 ORACLE CORP COM 68389X105 271155 3109217 SH DFND 3109217 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 50648 71716 SH DFND 71716 0 0 ORION GROUP HLDGS INC COM 68628V308 47 12590 SH DFND 12590 0 0 OSHKOSH CORP COM 688239201 5127 45489 SH DFND 45489 0 0 OVINTIV INC COM 69047Q102 6424 190614 SH DFND 190614 0 0 OWENS CORNING NEW COM 690742101 9837 108695 SH DFND 108695 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 2980 102800 SH DFND 102800 0 0 PACIFIC PREMIER BANCORP COM 69478X105 4856 121301 SH DFND 121301 0 0 PACKAGING CORP AMER COM 695156109 12848 94364 SH DFND 94364 0 0 PACWEST BANCORP DEL COM 695263103 8448 187034 SH DFND 187034 0 0 PARKE BANCORP INC COM 700885106 2531 118934 SH DFND 118934 0 0 PARKER-HANNIFIN CORP COM 701094104 31832 100062 SH DFND 100062 0 0 PARTY CITY HOLDCO INC COM 702149105 91 16330 SH DFND 16330 0 0 PATRICK INDS INC COM 703343103 2512 31127 SH DFND 31127 0 0 PATTERSON-UTI ENERGY INC COM 703481101 5702 674839 SH DFND 674839 0 0 PBF ENERGY INC CL A 69318G106 5583 430428 SH DFND 430428 0 0 PDC ENERGY INC COM 69327R101 15070 308940 SH DFND 308940 0 0 PDL CMNTY BANCORP COM 69290X101 1727 117996 SH DFND 117996 0 0 PEABODY ENGR CORP COM 704551100 239 23720 SH DFND 23720 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 2866 41066 SH DFND 41066 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 10902 101682 SH DFND 101682 0 0 PEOPLES BANCORP INC COM 709789101 220 6923 SH DFND 6923 0 0 PETIQ INC COM CL A 71639T106 12395 545777 SH DFND 545777 0 0 PFIZER INC COM 717081103 56993 965168 SH DFND 965168 0 0 PHILIP MORRIS INTL INC COM 718172109 114920 1209680 SH DFND 1209680 0 0 PHOTRONICS INC COM 719405102 241 12790 SH DFND 12790 0 0 PIONEER BANCORP INC MD COM 723561106 1985 175395 SH DFND 175395 0 0 PIPER SANDLER COMPANIES COM 724078100 6566 36784 SH DFND 36784 0 0 PLANET FITNESS INC CL A 72703H101 2110 23207 SH DFND 23207 0 0 PNC FINL SVCS GROUP INC COM 693475105 66141 329845 SH DFND 329845 0 0 POPULAR INC COM NEW 733174700 43880 534864 SH DFND 534864 0 0 POWELL INDS INC COM 739128106 6370 215998 SH DFND 215998 0 0 POWERFLEET INC COM 73931J109 4161 877900 SH DFND 877900 0 0 PPL CORP COM 69351T106 48081 1599513 SH DFND 1599513 0 0 PRA GROUP INC COM 69354N106 2948 58706 SH DFND 58706 0 0 PREMIER FINANCIAL CORP COM 74052F108 648 20980 SH DFND 20980 0 0 PRICE T ROWE GROUP INC COM 74144T108 34834 177146 SH DFND 177146 0 0 PRIMORIS SVCS CORP COM 74164F103 4971 207295 SH DFND 207295 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 16121 222882 SH DFND 222882 0 0 PROASSURANCE CORP COM 74267C106 3223 127394 SH DFND 127394 0 0 PROCTER AND GAMBLE CO COM 742718109 18325 112023 SH DFND 112023 0 0 PROGRESSIVE CORP COM 743315103 51095 497761 SH DFND 497761 0 0 PROPETRO HLDG CORP COM 74347M108 342 42198 SH DFND 42198 0 0 PROVIDENT FINL SVCS INC COM 74386T105 4440 183320 SH DFND 183320 0 0 PRUDENTIAL FINL INC COM 744320102 35350 326591 SH DFND 326591 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 35086 525794 SH DFND 525794 0 0 PULTE GROUP INC COM 745867101 106400 1861438 SH DFND 1861438 0 0 PUMA BIOTECHNOLOGY INC COM 74587V107 1155 380000 SH DFND 380000 0 0 PURPLE INNOVATION INC COM 74640Y106 14347 1081187 SH DFND 1081187 0 0 PVH CORPORATION COM 693656100 5177 48539 SH DFND 48539 0 0 PZENA INVT MGMT INC CLASS A 74731Q103 2052 216732 SH DFND 216732 0 0 QCR HOLDINGS INC COM 74727A104 304 5431 SH DFND 5431 0 0 QUANTA SVCS INC COM 74762E102 12349 107703 SH DFND 107703 0 0 QUEST DIAGNOSTICS INC COM 74834L100 46733 270115 SH DFND 270115 0 0 RADIAN GROUP INC COM 750236101 9523 450677 SH DFND 450677 0 0 RAYMOND JAMES FINL INC COM 754730109 16088 160240 SH DFND 160240 0 0 REALOGY HLDGS CORP COM 75605Y106 7005 416716 SH DFND 416716 0 0 RED VIOLET INC COM 75704L104 3992 100589 SH DFND 100589 0 0 REGENERON PHARMACEUTICALS COM 75886F107 61043 96660 SH DFND 96660 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 19594 898802 SH DFND 898802 0 0 REGIS CORP MINN COM 758932107 1327 762705 SH DFND 762705 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 10384 64011 SH DFND 64011 0 0 RENAISSANCERE HLDGS LTD COM G7496G103 5830 34431 SH DFND 34431 0 0 RENASANT CORP COM 75970E107 3846 101341 SH DFND 101341 0 0 RENT A CTR INC NEW COM 76009N100 8250 171737 SH DFND 171737 0 0 REPUBLIC BANCORP INC KY CL A 760281204 3714 73051 SH DFND 73051 0 0 REPUBLIC FIRST BANCORP INC COM 760416107 3473 933733 SH DFND 933733 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 2484 95417 SH DFND 95417 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 515 194400 SH DFND 194400 0 0 RING ENERGY INC COM 76680V108 93 40840 SH DFND 40840 0 0 RIVERVIEW BANCORP INC COM 769397100 3120 405738 SH DFND 405738 0 0 ROGERS CORP COM 775133101 3921 14362 SH DFND 14362 0 0 RPC INC COM 749660106 175 38500 SH DFND 38500 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 43183 469589 SH DFND 469589 0 0 S & T BANCORP INC COM 783859101 1435 45519 SH DFND 45519 0 0 SABRE CORP COM 78573M104 1447 168465 SH DFND 168465 0 0 SAFETY INS GROUP INC COM 78648T100 557 6550 SH DFND 6550 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 4537 245791 SH DFND 245791 0 0 SANDY SPRING BANCORP INC COM 800363103 2908 60491 SH DFND 60491 0 0 SANMINA CORPORATION COM 801056102 9807 236551 SH DFND 236551 0 0 SANTANDER CONSUMER USA HLDGS COM 80283M101 6125 145757 SH DFND 145757 0 0 SCHNITZER STEEL INDS INC CL A 806882106 3570 68753 SH DFND 68753 0 0 SCHOLASTIC CORP COM 807066105 1007 25190 SH DFND 25190 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 4029 134736 SH DFND 134736 0 0 SCYNEXIS INC COM NEW 811292200 727 119200 SH DFND 119200 0 0 SEALED AIR CORP NEW COM 81211K100 10390 153997 SH DFND 153997 0 0 SEI INVTS CO COM 784117103 6841 112262 SH DFND 112262 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 113 18187 SH DFND 18187 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 6635 107548 SH DFND 107548 0 0 SERVICE CORP INTL COM 817565104 12375 174319 SH DFND 174319 0 0 SHOE CARNIVAL INC COM 824889109 578 14800 SH DFND 14800 0 0 SIGNET JEWELERS LIMITED SHS G81276100 7000 80436 SH DFND 80436 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5114 172872 SH DFND 172872 0 0 SKECHERS U S A INC CL A 830566105 4031 92884 SH DFND 92884 0 0 SKYWEST INC COM 830879102 7088 180364 SH DFND 180364 0 0 SLM CORP COM 78442P106 58448 2971414 SH DFND 2971414 0 0 SMUCKER J M CO COM NEW 832696405 20336 149731 SH DFND 149731 0 0 SNAP ON INC COM 833034101 11686 54259 SH DFND 54259 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 4473 90448 SH DFND 90448 0 0 SOUTH JERSEY INDS INC COM 838518108 1943 74388 SH DFND 74388 0 0 SOUTHERN CO COM 842587107 64656 942778 SH DFND 942778 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 1571 37574 SH DFND 37574 0 0 SOUTHSTATE CORPORATION COM 840441109 3724 46484 SH DFND 46484 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 5451 77822 SH DFND 77822 0 0 SOUTHWESTERN ENERGY CO COM 845467109 11293 2423311 SH DFND 2423311 0 0 SPIRE INC COM 84857L101 2229 34183 SH DFND 34183 0 0 SPIRIT AIRLS INC COM 848577102 4893 223916 SH DFND 223916 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 5762 488276 SH DFND 488276 0 0 SPROUTS FMRS MKT INC COM 85208M102 4548 153246 SH DFND 153246 0 0 STANDARD MTR PRODS INC COM 853666105 8302 158461 SH DFND 158461 0 0 STEEL DYNAMICS INC COM 858119100 31624 509488 SH DFND 509488 0 0 STERLING BANCORP DEL COM 85917A100 1653 64077 SH DFND 64077 0 0 STERLING CONSTR INC COM 859241101 442 16798 SH DFND 16798 0 0 STEWART INFORMATION SVCS COR COM 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OUTFITTERS INC COM 917047102 1912 65121 SH DFND 65121 0 0 US BANCORP DEL COM NEW 902973304 85833 1528098 SH DFND 1528098 0 0 VALERO ENERGY CORP COM 91913Y100 24071 320470 SH DFND 320470 0 0 VALLEY NATL BANCORP COM 919794107 8785 638876 SH DFND 638876 0 0 VECTOR GROUP LTD COM 92240M108 1288 112153 SH DFND 112153 0 0 VERA BRADLEY INC COM 92335C106 118 13866 SH DFND 13866 0 0 VERITEX HLDGS INC COM 923451108 2627 66042 SH DFND 66042 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 7266 139841 SH DFND 139841 0 0 VERSO CORP CL A 92531L207 214 7910 SH DFND 7910 0 0 VIASAT INC COM 92552V100 6567 147446 SH DFND 147446 0 0 VIATRIS INC COM 92556V106 37037 2737393 SH DFND 2737393 0 0 VICTORY CAP HLDGS INC COM CL A 92645B103 1568 42931 SH DFND 42931 0 0 VIRTU FINL INC CL A 928254101 2241 77734 SH DFND 77734 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 5917 19916 SH DFND 19916 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 12026 11605000 PRN DFND 11605000 0 0 VISTA OUTDOOR INC COM 928377100 9663 209737 SH DFND 209737 0 0 VISTRA CORP COM 92840M102 8018 352151 SH DFND 352151 0 0 VONTIER CORPORATION COM 928881101 57065 1856978 SH DFND 1856978 0 0 VOYA FINANCIAL INC COM 929089100 6873 103645 SH DFND 103645 0 0 VROOM INC COM 92918V109 508 47102 SH DFND 47102 0 0 VSE CORP COM 918284100 474 7777 SH DFND 7777 0 0 WABTEC COM 929740108 17430 189228 SH DFND 189228 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 35227 675365 SH DFND 675365 0 0 WALMART INC COM 931142103 8987 62111 SH DFND 62111 0 0 WASHINGTON FED INC COM 938824109 4744 142108 SH DFND 142108 0 0 WATERSTONE FINL INC MD COM 94188P101 243 11127 SH DFND 11127 0 0 WEIS MKTS INC COM 948849104 1407 21351 SH DFND 21351 0 0 WELLS FARGO CO NEW COM 949746101 96185 2004699 SH DFND 2004699 0 0 WESBANCO INC COM 950810101 2930 83739 SH DFND 83739 0 0 WESTERN ALLIANCE BANCORP COM 957638109 8132 75538 SH DFND 75538 0 0 WESTERN DIGITAL CORP. 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