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Susquehanna Fundamental Investments

Filed: 16 Aug 19, 3:43pm

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ABBVIE INCCOM00287Y1095,46175,100SH DFND975,10000
ACCO BRANDS CORPCOM00081T10823029,200SH DFND929,20000
AES CORPCOM00130H1051,46187,200SH DFND987,20000
AIRCASTLE LTDCOMG0129K10440419,000SH DFND919,00000
ALASKA AIR GROUP INCCOM0116591091,30720,453SH DFND920,45300
ALLIANCE RES PARTNER L PUT LTD PART01877R10823613,900SH DFND913,90000
ALLIANT ENERGY CORPCOM0188021082,55252,000SH DFND952,00000
ALLY FINL INCCOM02005N1004,811155,247SH DFND9155,24700
ALTRA INDL MOTION CORPCOM02208R1062125,900SH DFND95,90000
ALTRIA GROUP INCCOM02209S1032,29648,500SH DFND948,50000
AMDOCS LTDSHSG026021031,17418,900SH DFND918,90000
AMERICAN ELEC PWR CO INCCOM0255371016,90078,400SH DFND978,40000
AMERICAN MIDSTREAM PARTNERSCOM UNITS02752P1008015,400SH DFND915,40000
AMERICAN WTR WKS CO INC NEWCOM0304201035925,100SH DFND95,10000
AMERIGAS PARTNERS L PUNIT L P INT03097510651414,756SH DFND914,75600
AMERIPRISE FINL INCCOM03076C1067,33150,500SH DFND950,50000
AMERISOURCEBERGEN CORPCOM03073E1056,03670,800SH DFND970,80000
AMGEN INCCOM0311621001,1066,000SH DFND96,00000
ANADARKO PETE CORPCOM03251110713,142186,249SH DFND9186,24900
APPLE INCCOM03783310021,771110,000SH DFND9110,00000
APPLIED MATLS INCCOM0382221058,344185,800SH DFND9185,80000
AQUA AMERICA INCCOM03836W1032,60162,883SH DFND962,88300
ARCH COAL INCCL A0393804076597,000SH DFND97,00000
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F1078712,000SH DFND912,00000
ARES CAP CORPCOM04010L1031,77699,000SH DFND999,00000
ASE TECHNOLOGY HOLDING CO LTSPONSORED ADS00215W1004912,300SH DFND912,30000
ASSOCIATED BANC CORPCOM04548710538918,400SH DFND918,40000
ASTRAZENECA PLCSPONSORED ADR0463531084,488108,718SH DFND9108,71800
ATLANTICA YIELD PLCSHSG0751N10325411,200SH DFND911,20000
AUTOMATIC DATA PROCESSING INCOM0530151032,95917,900SH DFND917,90000
AVANGRID INCCOM05351W1032,08641,300SH DFND941,30000
AVERY DENNISON CORPCOM0536111092,33720,200SH DFND920,20000
AVISTA CORPCOM05379B10764714,500SH DFND914,50000
AXA EQUITABLE HLDGS INCCOM0545611056,864328,436SH DFND9328,43600
BANCO BILBAO VIZCAYA ARGENTASPONSORED ADR05946K101919165,272SH DFND9165,27200
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A10725021,100SH DFND921,10000
BANK AMER CORPCOM0605051041,47250,762SH DFND950,76200
BANK HAWAII CORPCOM0625401093984,800SH DFND94,80000
BANKUNITED INCCOM06652K1031,08032,000SH DFND932,00000
BCE INCCOM NEW05534B76079117,400SH DFND917,40000
BENCHMARK ELECTRS INCCOM08160H10133713,400SH DFND913,40000
BERKLEY W R CORPCOM08442310267210,200SH DFND910,20000
BERRY PETE CORPCOM08579X10188283,176SH DFND983,17600
BIG LOTS INCCOM08930210342114,700SH DFND914,70000
BLACK HILLS CORPCOM0921131097359,400SH DFND99,40000
BLACKROCK INCCOM09247X1016,00712,800SH DFND912,80000
BLACKROCK TCP CAP CORPCOM09259E10828920,300SH DFND920,30000
BORGWARNER INCCOM09972410676418,200SH DFND918,20000
BP PRUDHOE BAY RTY TRUNIT BEN INT05563010720313,100SH DFND913,10000
BRISTOL MYERS SQUIBB COCOM1101221087,124157,100SH DFND9157,10000
BROADCOM INCCOM11135F1011,3494,686SH DFND94,68600
BT GROUP PLCADR05577E10136628,700SH DFND928,70000
BUCKEYE PARTNERS L PUNIT LTD PARTN1182301015,566135,600SH DFND9135,60000
CADENCE BANCORPORATIONCL A12739A1002,719130,702SH DFND9130,70200
CANADIAN NAT RES LTDCOM13638510110,088374,042SH DFND9374,04200
CANON INCSPONSORED ADR1380063092348,000SH DFND98,00000
CAPITAL ONE FINL CORPCOM14040H10511,606127,900SH DFND9127,90000
CAPITAL PRODUCT PARTNERS L PPARTNERSHP UNITSY1108220611010,471SH DFND910,47100
CARDINAL HEALTH INCCOM14149Y1089,243196,243SH DFND9196,24300
CARTERS INCCOM1462291091,93119,800SH DFND919,80000
CATERPILLAR INC DELCOM1491231016,31046,300SH DFND946,30000
CATHAY GEN BANCORPCOM1491501042918,100SH DFND98,10000
CELANESE CORP DELCOM1508701035,78953,700SH DFND953,70000
CEMTREX INC*W EXP 12/02/20215130G113330,000SH DFND930,00000
CENTRAL PAC FINL CORPCOM NEW15476040941013,697SH DFND913,69700
CENTRAL PUERTO S ASPONSORED ADR15503820178484,600SH DFND984,60000
CF INDS HLDGS INCCOM1252691004,44295,100SH DFND995,10000
CHEESECAKE FACTORY INCCOM16307210182218,800SH DFND918,80000
CHEMICAL FINL CORPCOM1637311023458,400SH DFND98,40000
CHEMOURS COCOM16385110888636,900SH DFND936,90000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q10154412,900SH DFND912,90000
CHEVRON CORP NEWCOM1667641008,56168,800SH DFND968,80000
CHILDRENS PL INCCOM1689051072,23023,379SH DFND923,37900
CHINA LIFE INS CO LTDSPON ADR REP H16939P10650741,026SH DFND941,02600
CHINA MOBILE LIMITEDSPONSORED ADR16941M1092024,453SH DFND94,45300
CHINA PETE & CHEM CORPSPON ADR H SHS16941R1086008,796SH DFND98,79600
CINCINNATI FINL CORPCOM1720621011,35513,068SH DFND913,06800
CINEMARK HOLDINGS INCCOM17243V1021,54542,800SH DFND942,80000
CIT GROUP INCCOM NEW1255818011,09820,900SH DFND920,90000
CITIGROUP INCCOM NEW1729674247,255103,600SH DFND9103,60000
CITIZENS FINL GROUP INCCOM1746101053,08387,200SH DFND987,20000
CLEARWAY ENERGY INCCL A18539C10521213,100SH DFND913,10000
CLEARWAY ENERGY INCCL C18539C20416910,000SH DFND910,00000
CLEVELAND CLIFFS INCCOM1858991011,545144,800SH DFND9144,80000
CMS ENERGY CORPCOM1258961006,092105,200SH DFND9105,20000
CNH INDL N VSHSN2094410930429,584SH DFND929,58400
CNO FINL GROUP INCCOM12621E10326716,000SH DFND916,00000
CNOOC LTDSPONSORED ADR1261321094622,710SH DFND92,71000
COCA COLA COCOM1912161003,26464,100SH DFND964,10000
COCA COLA EUROPEAN PARTNERSSHSG258391048,125143,800SH DFND9143,80000
COMERICA INCCOM2003401076549,000SH DFND99,00000
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A10265453,775SH DFND953,77500
COMPANHIA ENERGETICA DE MINASP ADR N-V PFD20440960130178,900SH DFND978,90000
COMPANHIA SIDERURGICA NACIONSPONSORED ADR20440W1051,308303,487SH DFND9303,48700
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910443215,300SH DFND915,30000
CONAGRA BRANDS INCCOM2058871027,357277,398SH DFND9277,39800
CONOCOPHILLIPSCOM20825C1045,51490,400SH DFND990,40000
CONSOLIDATED COMM HLDGS INCCOM209034107581117,901SH DFND9117,90100
CONSOLIDATED EDISON INCCOM2091151046,87478,400SH DFND978,40000
COPA HOLDINGS SACL AP310761053,61037,000SH DFND937,00000
CORNING INCCOM21935010594228,362SH DFND928,36200
COSAN LTDSHS AG2534310792569,200SH DFND969,20000
CRACKER BARREL OLD CTRY STORCOM22410J1061,96311,500SH DFND911,50000
CREDICORP LTDCOMG2519Y1081,1695,105SH DFND95,10500
CRH PLCADR12626K2032,07063,213SH DFND963,21300
CROSSAMERICA PARTNERS LPUT LTD PTN INT22758A10518511,500SH DFND911,50000
CULLEN FROST BANKERS INCCOM2298991097968,500SH DFND98,50000
CUMMINS INCCOM2310211061,79910,500SH DFND910,50000
CVR ENERGY INCCOM12662P1083,31966,391SH DFND966,39100
CYPRESS SEMICONDUCTOR CORPCOM2328061095,285237,647SH DFND9237,64700
DANA INCORPORATEDCOM2358252051,04352,300SH DFND952,30000
DARDEN RESTAURANTS INCCOM23719410512,989106,700SH DFND9106,70000
DCP MIDSTREAM LPCOM UT LTD PTN23311P10073525,100SH DFND925,10000
DELTA AIR LINES INC DELCOM NEW24736170277713,700SH DFND913,70000
DELUXE CORPCOM2480191012897,100SH DFND97,10000
DICKS SPORTING GOODS INCCOM2533931021,61346,566SH DFND946,56600
DINE BRANDS GLOBAL INCCOM2544231063,20833,600SH DFND933,60000
DISCOVER FINL SVCSCOM25470910890011,600SH DFND911,60000
DOMINION ENERGY INCCOM25746U1095,35569,258SH DFND969,25800
DOVER CORPCOM2600031082,38523,800SH DFND923,80000
DTE ENERGY COCOM2333311076,93154,200SH DFND954,20000
DUKE ENERGY CORP NEWCOM NEW26441C2046,13369,500SH DFND969,50000
EATON CORP PLCSHSG2918310310,602127,300SH DFND9127,30000
ECOPETROL S ASPONSORED ADS27915810931217,050SH DFND917,05000
ELANCO ANIMAL HEALTH INCCOM28414H1033119,204SH DFND99,20400
ENEL AMERICAS S ASPONSORED ADR29274F1041,124126,692SH DFND9126,69200
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T10015615,500SH DFND915,50000
ENTERGY CORP NEWCOM29364G1033,03629,500SH DFND929,50000
EVERCORE INCCLASS A29977A1057798,800SH DFND98,80000
EVEREST RE GROUP LTDCOMG3223R1087423,000SH DFND93,00000
EVERSOURCE ENERGYCOM30040W1082,28830,200SH DFND930,20000
EXELON CORPCOM30161N1013,96682,722SH DFND982,72200
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20084149,776SH DFND949,77600
EXTRA SPACE STORAGE INCCOM30225T1025525,200SH DFND95,20000
FALCON MINERALS CORPCL A COM30607B1099911,816SH DFND911,81600
FEDERATED INVS INC PACL B3142111032547,800SH DFND97,80000
FERROGLOBE PLCSHSG33856108245144,320SH DFND9144,32000
FIFTH THIRD BANCORPCOM3167731001,01336,310SH DFND936,31000
FIRST AMERN FINL CORPCOM31847R1025109,500SH DFND99,50000
FIRST HAWAIIAN INCCOM32051X1083,180122,921SH DFND9122,92100
FORTIS INCCOM3495531073559,000SH DFND99,00000
FORTUNE BRANDS HOME & SEC INCOM34964C1062,90850,900SH DFND950,90000
FREEPORT-MCMORAN INCCL B35671D8571,503129,500SH DFND9129,50000
FRONTLINE LTDSHS NEWG3682E1928610,800SH DFND910,80000
GANNETT CO INCCOM36473H10430837,788SH DFND937,78800
GARMIN LTDSHSH2906T1091,28516,100SH DFND916,10000
GENESIS ENERGY L PUNIT LTD PARTN3719271041,73079,000SH DFND979,00000
GENTEX CORPCOM3719011095,018203,906SH DFND9203,90600
GILEAD SCIENCES INCCOM37555810368910,200SH DFND910,20000
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10246741,300SH DFND941,30000
GREAT WESTN BANCORP INCCOM3914161042717,600SH DFND97,60000
GREIF INCCL A39762410749215,100SH DFND915,10000
GUESS INCCOM4016171051,989123,139SH DFND9123,13900
HANCOCK WHITNEY CORPORATIONCOM4101201093498,700SH DFND98,70000
HARLEY DAVIDSON INCCOM4128221083,852107,502SH DFND9107,50200
HASBRO INCCOM4180561071,59615,100SH DFND915,10000
HAWAIIAN ELEC INDUSTRIESCOM4198701001,24128,500SH DFND928,50000
HELMERICH & PAYNE INCCOM4234521014,35886,100SH DFND986,10000
HERSHEY COCOM4278661082,35917,600SH DFND917,60000
HFF INCCL A40418F10850911,200SH DFND911,20000
HI CRUSH INCCOM42833710915864,130SH DFND964,13000
HIMAX TECHNOLOGIES INCSPONSORED ADR43289P10613739,500SH DFND939,50000
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN43576310737413,600SH DFND913,60000
HOME DEPOT INCCOM43707610211,50055,298SH DFND955,29800
HONEYWELL INTL INCCOM4385161063,80621,800SH DFND921,80000
HOPE BANCORP INCCOM43940T10998571,472SH DFND971,47200
HORMEL FOODS CORPCOM44045210099324,500SH DFND924,50000
HP INCCOM40434L1052,02997,600SH DFND997,60000
HUNTINGTON BANCSHARES INCCOM44615010475254,400SH DFND954,40000
HUNTSMAN CORPCOM4470111071,79487,756SH DFND987,75600
IBERIABANK CORPCOM4508281085236,900SH DFND96,90000
ICAHN ENTERPRISES LPDEPOSITARY UNIT4511001012032,800SH DFND92,80000
INFOSYS LTDSPONSORED ADR45678810829227,300SH DFND927,30000
INTERNATIONAL BUSINESS MACHSCOM4592001014,63333,600SH DFND933,60000
INTL PAPER COCOM4601461031,97145,500SH DFND945,50000
INTREXON CORPCOM46122T10211515,000SH DFND915,00000
J2 GLOBAL INCCOM48123V1023293,700SH DFND93,70000
JANUS HENDERSON GROUP PLCORD SHSG4474Y2141,77082,722SH DFND982,72200
JOHNSON & JOHNSONCOM47816010445,012323,175SH DFND9323,17500
JOHNSON CTLS INTL PLCSHSG515021051,23129,800SH DFND929,80000
JUST ENERGY GROUP INCCOM48213W1014610,700SH DFND910,70000
KAR AUCTION SVCS INCCOM48238T10977531,000SH DFND931,00000
KELLOGG COCOM4878361082,94655,000SH DFND955,00000
KENNAMETAL INCCOM4891701003228,700SH DFND98,70000
KEURIG DR PEPPER INCCOM49271V1005,425187,700SH DFND9187,70000
KEYCORP NEWCOM4932671084,423249,200SH DFND9249,20000
KIMBERLY CLARK CORPCOM4943681035,15238,652SH DFND938,65200
KINDER MORGAN INC DELCOM49456B1018,838423,277SH DFND9423,27700
KLA-TENCOR CORPCOM4824801004,29136,303SH DFND936,30300
KT CORPSPONSORED ADR48268K10129323,700SH DFND923,70000
LAM RESEARCH CORPCOM5128071081,3157,000SH DFND97,00000
LAS VEGAS SANDS CORPCOM5178341074,86382,300SH DFND982,30000
LEAR CORPCOM NEW5218652044,20730,204SH DFND930,20400
LEIDOS HLDGS INCCOM5253271021,44518,100SH DFND918,10000
LILLY ELI & COCOM5324571081,43612,960SH DFND912,96000
LINCOLN NATL CORP INDCOM5341871093,60956,000SH DFND956,00000
LIONS GATE ENTMNT CORPCL A VTG53591940127422,400SH DFND922,40000
LIONS GATE ENTMNT CORPCL B NON VTG53591950047941,300SH DFND941,30000
LLOYDS BANKING GROUP PLCSPONSORED ADR53943910925790,600SH DFND990,60000
LOUISIANA PAC CORPCOM54634710573428,000SH DFND928,00000
LOWES COS INCCOM5486611072,75527,300SH DFND927,30000
LUXFER HOLDINGS PLCSHSG5698W11629211,900SH DFND911,90000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451005,08259,000SH DFND959,00000
M & T BK CORPCOM55261F1042,85716,800SH DFND916,80000
MACQUARIE INFRASTRUCTURE CORCOM55608B1051,29331,900SH DFND931,90000
MADDEN STEVEN LTDCOM55626910873921,754SH DFND921,75400
MAGNOLIA OIL & GAS CORPCL A5596631091,351116,700SH DFND9116,70000
MANPOWERGROUP INCCOM56418H1001,08211,200SH DFND911,20000
MARSH & MCLENNAN COS INCCOM5717481023,26232,700SH DFND932,70000
MATCH GROUP INCCOM57665R1063,69354,900SH DFND954,90000
MAXAR TECHNOLOGIES INCCOM57778K10532541,500SH DFND941,50000
MCDONALDS CORPCOM5801351019,13744,000SH DFND944,00000
MDU RES GROUP INCCOM5526901091,55360,200SH DFND960,20000
MEDTRONIC PLCSHSG5960L10310,752110,400SH DFND9110,40000
MERCK & CO INCCOM58933Y1053,48041,500SH DFND941,50000
MERCURY GENL CORP NEWCOM5894001002914,648SH DFND94,64800
MEREDITH CORPCOM5894331013706,722SH DFND96,72200
METLIFE INCCOM59156R1084,49090,400SH DFND990,40000
MILLER HERMAN INCCOM6005441001,05023,500SH DFND923,50000
MOBILE TELESYSTEMS PJSCSPONSORED ADR6074091092,431261,123SH DFND9261,12300
MONDELEZ INTL INCCL A6092071053,86371,662SH DFND971,66200
MORGAN STANLEYCOM NEW61744644857813,200SH DFND913,20000
MURPHY OIL CORPCOM6267171021,34354,500SH DFND954,50000
NASDAQ INCCOM6311031081,67317,400SH DFND917,40000
NATIONAL FUEL GAS CO N JCOM63618010186516,400SH DFND916,40000
NETAPP INCCOM64110D1041,88230,500SH DFND930,50000
NEW JERSEY RESCOM6460251062194,400SH DFND94,40000
NEW YORK CMNTY BANCORP INCCOM64944510323323,300SH DFND923,30000
NGL ENERGY PARTNERS LPCOM UNIT REPST62913M1071,928130,523SH DFND9130,52300
NISOURCE INCCOM65473P1055,199180,526SH DFND9180,52600
NOBLE ENERGY INCCOM65504410531414,000SH DFND914,00000
NORDIC AMERICAN TANKERS LIMICOMG657731068034,096SH DFND934,09600
NORTHERN TR CORPCOM6658591041,78219,800SH DFND919,80000
NVENT ELECTRIC PLCSHSG6700G1073,287132,600SH DFND9132,60000
OAKTREE CAP GROUP LLCUNIT CL A6740012012334,700SH DFND94,70000
OCCIDENTAL PETE CORPCOM67459910511,776234,200SH DFND9234,20000
OMNICOM GROUP INCCOM68191910610,629129,700SH DFND9129,70000
ONE GAS INCCOM68235P1081,02011,300SH DFND911,30000
P T TELEKOMUNIKASI INDONESIASPONSORED ADR71568410677226,406SH DFND926,40600
PARKER HANNIFIN CORPCOM7010941041,2077,100SH DFND97,10000
PATTERSON COMPANIES INCCOM70339510335515,500SH DFND915,50000
PBF ENERGY INCCL A69318G1061,89460,500SH DFND960,50000
PEABODY ENERGY CORP NEWCOM7045511001,88078,000SH DFND978,00000
PEMBINA PIPELINE CORPCOM70632710338710,400SH DFND910,40000
PENSKE AUTOMOTIVE GRP INCCOM70959W1032,61655,300SH DFND955,30000
PEOPLES UTD FINL INCCOM7127041051,12667,099SH DFND967,09900
PEPSICO INCCOM7134481083,56727,200SH DFND927,20000
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1019,164645,360SH DFND9645,36000
PHILIP MORRIS INTL INCCOM71817210991911,700SH DFND911,70000
PHILLIPS 66COM7185461048,37289,500SH DFND989,50000
PHILLIPS 66 PARTNERS LPCOM UNIT REP INT7185492073266,600SH DFND96,60000
PINNACLE WEST CAP CORPCOM7234841011,76918,800SH DFND918,80000
PLAINS GP HLDGS L PLTD PARTNR INT A72651A2074,323173,110SH DFND9173,11000
PNC FINL SVCS GROUP INCCOM6934751056,45547,019SH DFND947,01900
PNM RES INCCOM69349H1072244,400SH DFND94,40000
POLYONE CORPCOM73179P10650516,100SH DFND916,10000
PRINCIPAL FINL GROUP INCCOM74251V1028,062139,200SH DFND9139,20000
PROCTER AND GAMBLE COCOM7427181093,56432,500SH DFND932,50000
PROSPECT CAPITAL CORPORATIONCOM74348T10214522,200SH DFND922,20000
PRUDENTIAL FINL INCCOM7443201026,97269,028SH DFND969,02800
PRUDENTIAL PLCADR74435K2042856,498SH DFND96,49800
PUBLIC SVC ENTERPRISE GRP INCOM7445731062,04734,800SH DFND934,80000
QUEST DIAGNOSTICS INCCOM74834L1005,23351,400SH DFND951,40000
RAYTHEON COCOM NEW7551115072,38213,700SH DFND913,70000
REGIONS FINL CORP NEWCOM7591EP1002,184146,200SH DFND9146,20000
RELIANCE STEEL & ALUMINUM COCOM7595091023,60438,089SH DFND938,08900
RELX PLCSPONSORED ADR7595301081,13046,286SH DFND946,28600
REPUBLIC SVCS INCCOM7607591004,05546,800SH DFND946,80000
RIO TINTO PLCSPONSORED ADR7672041005,97895,900SH DFND995,90000
RLI CORPCOM7496071072102,451SH DFND92,45100
ROGERS COMMUNICATIONS INCCL B7751092004829,000SH DFND99,00000
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1034,43636,600SH DFND936,60000
RPM INTL INCCOM74968510394715,500SH DFND915,50000
SANTANDER CONSUMER USA HDG ICOM80283M1012,04985,526SH DFND985,52600
SCHWEITZER-MAUDUIT INTL INCCOM80854110638511,600SH DFND911,60000
SEAGATE TECHNOLOGY PLCSHSG7945M1073,21968,308SH DFND968,30800
SEASPAN CORPSHSY756381091,021104,091SH DFND9104,09100
SENSIENT TECHNOLOGIES CORPCOM81725T1001,51420,600SH DFND920,60000
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT82263410143921,200SH DFND921,20000
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C10862614,100SH DFND914,10000
SIX FLAGS ENTMT CORP NEWCOM83001A1021,09822,100SH DFND922,10000
SMITH & NEPHEW PLCSPDN ADR NEW83175M2051,47733,925SH DFND933,92500
SONOCO PRODS COCOM8354951021,41621,677SH DFND921,67700
SOUTHERN COCOM8425871073,70967,100SH DFND967,10000
STARBUCKS CORPCOM8552441094,28451,100SH DFND951,10000
STURM RUGER & CO INCCOM8641591082123,900SH DFND93,90000
SUMMIT MIDSTREAM PARTNERS LPCOM UNIT LTD86614210222229,900SH DFND929,90000
SUNCOR ENERGY INC NEWCOM8672241072,58883,049SH DFND983,04900
SUNOCO LPCOM UT REP LP86765K10948015,340SH DFND915,34000
SUNTRUST BKS INCCOM8679141031,03116,400SH DFND916,40000
SYNCHRONY FINLCOM87165B10310,721309,233SH DFND9309,23300
SYSCO CORPCOM8718291077,652108,200SH DFND9108,20000
TAITRON COMPONENTS INCCL A8740281035918,500SH DFND918,50000
TALLGRASS ENERGY LPCLASS A SHS8746961071,75283,000SH DFND983,00000
TARO PHARMACEUTICAL INDS LTDSHSM8737E1085906,905SH DFND96,90500
TC PIPELINES LPUT COM LTD PRT87233Q10848512,900SH DFND912,90000
TEEKAY CORPORATIONCOMY8564W103345100,238SH DFND9100,23800
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M10520014,200SH DFND914,20000
TEGNA INCCOM87901J1051,730114,186SH DFND9114,18600
TELECOM ARGENTINA S ASPON ADR REP B8792732091,09061,711SH DFND961,71100
TELEFONICA S ASPONSORED ADR87938220819123,058SH DFND923,05800
TELEPHONE & DATA SYS INCCOM NEW87943382992130,300SH DFND930,30000
TELUS CORPCOM87971M1033439,300SH DFND99,30000
TERNIUM SASPONSORED ADS8808901081,13950,800SH DFND950,80000
TFS FINL CORPCOM87240R10724613,600SH DFND913,60000
THOMSON REUTERS CORPCOM NEW8849037091,41822,000SH DFND922,00000
TILLYS INCCL A88688510220727,122SH DFND927,12200
TIMKEN COCOM8873891044118,000SH DFND98,00000
TPG SPECIALTY LENDING INCCOM87265K10243121,970SH DFND921,97000
TRANSPORTADORA DE GAS SURSPONSORED ADS B89387020470348,600SH DFND948,60000
TRIBUNE MEDIA COCL A89604750373115,825SH DFND915,82500
TRINITY INDS INCCOM89652210979338,200SH DFND938,20000
TUPPERWARE BRANDS CORPCOM8998961041,11358,500SH DFND958,50000
TYSON FOODS INCCL A90249410312,579155,800SH DFND9155,80000
U S SILICA HLDGS INCCOM90346E10316813,162SH DFND913,16200
UGI CORP NEWCOM90268110564112,000SH DFND912,00000
ULTRAPAR PARTICIPACOES S ASP ADR REP COM90400P101597114,000SH DFND9114,00000
UNILEVER PLCSPON ADR NEW9047677042,98748,200SH DFND948,20000
UNION PACIFIC CORPCOM9078181085,58133,000SH DFND933,00000
UNITED BANKSHARES INC WEST VCOM9099071073158,500SH DFND98,50000
UNIVERSAL CORP VACOM9134561092373,900SH DFND93,90000
US BANCORP DELCOM NEW90297330474214,168SH DFND914,16800
VALVOLINE INCCOM92047W10196749,539SH DFND949,53900
WABASH NATL CORPCOM92956610722513,800SH DFND913,80000
WALMART INCCOM9311421033,40630,826SH DFND930,82600
WARRIOR MET COAL INCCOM93627C10141015,700SH DFND915,70000
WASTE MGMT INC DELCOM94106L1092,88425,000SH DFND925,00000
WEC ENERGY GROUP INCCOM92939U1067,27087,200SH DFND987,20000
WENDYS COCOM95058W1001,08855,570SH DFND955,57000
WESTERN DIGITAL CORPCOM9581021052,05443,200SH DFND943,20000
WESTERN UN COCOM9598021091,82291,626SH DFND991,62600
WHIRLPOOL CORPCOM9633201062,22115,600SH DFND915,60000
WILEY JOHN & SONS INCCL A9682232061,85740,500SH DFND940,50000
WILLIAMS COS INC DELCOM9694571005,591199,400SH DFND9199,40000
WORTHINGTON INDS INCCOM98181110250312,500SH DFND912,50000
WPP PLC NEWADR92937A1022,13333,900SH DFND933,90000
WYNDHAM DESTINATIONS INCCOM98310W1083,73184,979SH DFND984,97900
WYNN RESORTS LTDCOM9831341073,33426,888SH DFND926,88800
XCEL ENERGY INCCOM98389B1003,63561,100SH DFND961,10000
XEROX CORPCOM NEW9841216083,35494,715SH DFND994,71500
XPERI CORPCOM98421B10028213,700SH DFND913,70000