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Susquehanna Fundamental Investments

Filed: 14 Aug 20, 10:58am

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
360 FINANCE INCADS88557W10128526,600SH DFND926,60000
58 COM INCSPON ADR REP A31680Q1041,25723,300SH DFND923,30000
AAR CORPCOM00036110567232,500SH DFND932,50000
AARONS INCCOM PAR $0.5000253530078517,300SH DFND917,30000
ABBOTT LABSCOM0028241005,08455,600SH DFND955,60000
ABEONA THERAPEUTICS INCCOM00289Y1075418,400SH DFND918,40000
ABERCROMBIE & FITCH COCL A00289620798392,353SH DFND992,35300
ABM INDS INCCOM00095710073020,101SH DFND920,10100
ACACIA RESH CORPACACIA TCH COM00388130715838,700SH DFND938,70000
ACADIA PHARMACEUTICALS INCCOM0042251083,81078,600SH DFND978,60000
ACCELERATE DIAGNOSTICS INCCOM00430H10226417,400SH DFND917,40000
ACCELERON PHARMA INCCOM00434H1085,31655,800SH DFND955,80000
ACCO BRANDS CORPCOM00081T108765107,800SH DFND9107,80000
ACCURAY INCCOM0043971055125,000SH DFND925,00000
ACTIVISION BLIZZARD INCCOM00507V1092,41431,800SH DFND931,80000
ACUSHNET HOLDINGS CORPCOM0050981081,35338,900SH DFND938,90000
ADAPTIMMUNE THERAPEUTICS PLCSPONDS ADR00653A10764364,200SH DFND964,20000
ADC THERAPEUTICS SASHSH0036K1471,21125,878SH DFND925,87800
ADT INC DELCOM00090Q1032,729341,919SH DFND9341,91900
ADVANCED DRAIN SYS INC DELCOM00790R1042174,400SH DFND94,40000
ADVERUM BIOTECHNOLOGIES INCCOM00773U10858327,900SH DFND927,90000
AECOMCOM00766T10059015,700SH DFND915,70000
AEGION CORPCOM00770F10417811,200SH DFND911,20000
AEGON N VNY REGISTRY SHS0079241033411,700SH DFND911,70000
AERCAP HOLDINGS NVSHSN009851061,43246,500SH DFND946,50000
AES CORPCOM00130H1053,432236,864SH DFND9236,86400
AFFIMED N VCOMN01045108562121,800SH DFND9121,80000
AGCO CORPCOM0010841021,96935,500SH DFND935,50000
AGILENT TECHNOLOGIES INCCOM00846U1017,21581,649SH DFND981,64900
AGIOS PHARMACEUTICALS INCCOM00847X10484015,700SH DFND915,70000
AIM IMMUNOTECH INCCOM00901B1052911,600SH DFND911,60000
AIR PRODS & CHEMS INCCOM0091581063,83915,900SH DFND915,90000
AIR TRANSPORT SERVICES GRP ICOM00922R1051,58371,100SH DFND971,10000
AKERS BIOSCIENCES INCCOM00973E40910530,100SH DFND930,10000
ALASKA AIR GROUP INCCOM0116591092,97382,000SH DFND982,00000
ALBEMARLE CORPCOM0126531012012,600SH DFND92,60000
ALDEYRA THERAPEUTICS INCCOM01438T10620549,200SH DFND949,20000
ALECTOR INCCOM0144421072108,600SH DFND98,60000
ALEXION PHARMACEUTICALS INCCOM0153511093,68132,800SH DFND932,80000
ALLEGION PLCORD SHSG0176J1093,57835,000SH DFND935,00000
ALLIANCE RES PARTNER L PUT LTD PART01877R108605185,461SH DFND9185,46100
ALLIANCEBERNSTEIN HLDG L PUNIT LTD PARTN01881G10670826,000SH DFND926,00000
ALLIED ESPORTS ENTMT INCCOM0191701096932,600SH DFND932,60000
ALLY FINL INCCOM02005N1004,690236,500SH DFND9236,50000
ALTA EQUIPMENT GROUP INCCOMMON STOCK02128L1067810,100SH DFND910,10000
ALTRA INDL MOTION CORPCOM02208R1062,53879,673SH DFND979,67300
ALTRIA GROUP INCCOM02209S10315,045383,312SH DFND9383,31200
AMBEV SASPONSORED ADR02319V1035,6882,154,600SH DFND92,154,60000
AMCOR PLCORDG0250X1075,609549,351SH DFND9549,35100
AMDOCS LTDSHSG026021033716,100SH DFND96,10000
AMEDISYS INCCOM02343610814,68873,978SH DFND973,97800
AMERICAN AIRLS GROUP INCCOM02376R1024,358333,400SH DFND9333,40000
AMERICAN EXPRESS COCOM0258161099,815103,100SH DFND9103,10000
AMERICAN WOODMARK CORPORATIOCOM0305061091,04413,800SH DFND913,80000
AMERISAFE INCCOM03071H1004597,498SH DFND97,49800
AMETEK INCCOM0311001004,20047,000SH DFND947,00000
AMGEN INCCOM0311621002,45310,400SH DFND910,40000
AMICUS THERAPEUTICS INCCOM03152W1091,24082,200SH DFND982,20000
AMN HEALTHCARE SVCS INCCOM0017441012,07745,900SH DFND945,90000
AMNEAL PHARMACEUTICALS INCCOM STK CL A03168L105496104,100SH DFND9104,10000
AMPHASTAR PHARMACEUTICALS INCOM03209R10386738,600SH DFND938,60000
AMPHENOL CORP NEWCL A0320951019019,400SH DFND99,40000
AMYRIS INCCOM NEW03236M20027965,400SH DFND965,40000
ANGIODYNAMICS INCCOM03475V10113112,900SH DFND912,90000
ANTHEM INCCOM03675210311,70344,500SH DFND944,50000
AON PLCSHS CL AG0403H1087,18437,300SH DFND937,30000
APOGEE ENTERPRISES INCCOM0375981091,12148,634SH DFND948,63400
APPFOLIO INCCOM CL A03783C1002731,677SH DFND91,67700
APPIAN CORPCL A03782L10178915,400SH DFND915,40000
APPLIED INDL TECHNOLOGIES INCOM03820C1052994,800SH DFND94,80000
APPLIED MATLS INCCOM0382221057,532124,606SH DFND9124,60600
APREA THERAPEUTICS INCCOM03836J10249612,800SH DFND912,80000
ARAMARKCOM03852U1063,483154,300SH DFND9154,30000
ARCH CAP GROUP LTDORDG0450A1051,56754,700SH DFND954,70000
ARCH RESOURCES INCCL A03940R10750917,905SH DFND917,90500
ARCHROCK INCCOM03957W10625238,900SH DFND938,90000
ARCIMOTO INCCOM0395871005710,792SH DFND910,79200
ARCUS BIOSCIENCES INCCOM03969F10937115,000SH DFND915,00000
ARES MANAGEMENT CORPORATIONCL A COM STK03990B1013,07777,500SH DFND977,50000
ARGO GROUP INTL HLDGS LTDCOMG0464B1071,65847,600SH DFND947,60000
ARISTA NETWORKS INCCOM0404131061,7228,200SH DFND98,20000
ARLO TECHNOLOGIES INCCOM04206A10115861,100SH DFND961,10000
ARMSTRONG WORLD INDS INCCOM04247X1021,10714,200SH DFND914,20000
ASML HOLDING N VN Y REGISTRY SHSN070592106,33017,200SH DFND917,20000
AT&T INCCOM00206R10219,160633,800SH DFND9633,80000
ATARA BIOTHERAPEUTICS INCCOM04651310714610,000SH DFND910,00000
ATHENE HLDG LTDCL AG0684D10758918,900SH DFND918,90000
ATHENEX INCCOM04685N10366548,300SH DFND948,30000
ATN INTL INCCOM00215F1074186,900SH DFND96,90000
AUTODESK INCCOM0527691065,14321,500SH DFND921,50000
AUTOMATIC DATA PROCESSING INCOM05301510314,47297,200SH DFND997,20000
AVANTOR INCCOM05352A1003,525207,345SH DFND9207,34500
AVAYA HLDGS CORPCOM05351X10180765,300SH DFND965,30000
AVNET INCCOM05380710330711,000SH DFND911,00000
AXALTA COATING SYS LTDCOMG0750C1081,27656,600SH DFND956,60000
AZEK CO INCCL A05478C1052,95792,800SH DFND992,80000
B & G FOODS INC NEWCOM05508R1064,568187,362SH DFND9187,36200
BADGER METER INCCOM0565251082013,200SH DFND93,20000
BAIDU INCSPON ADR REP A0567521089,50779,300SH DFND979,30000
BAKER HUGHES COMPANYCL A05722G1007,184466,800SH DFND9466,80000
BALCHEM CORPCOM0576652002883,034SH DFND93,03400
BANCFIRST CORPCOM05945F1032596,391SH DFND96,39100
BANCO BBVA ARGENTINA S ASPONSORED ADS058934100679181,000SH DFND9181,00000
BANCO DE CHILESPONSORED ADS05952010617810,105SH DFND910,10500
BANCO MACRO SASPON ADR B05961W1052,074111,806SH DFND9111,80600
BANCO SANTANDER BRASIL S AADS REP 1 UNIT05967A1071,504288,200SH DFND9288,20000
BANCO SANTANDER MEXICO SASPONSORED ADS B05969B10335397,800SH DFND997,80000
BANCOLOMBIA S ASPON ADR PREF05968L1022,49995,000SH DFND995,00000
BANK HAWAII CORPCOM0625401091,52924,900SH DFND924,90000
BANK OZKCOM06417N1032,846121,246SH DFND9121,24600
BANKUNITED INCCOM06652K10351425,400SH DFND925,40000
BARRETT BUSINESS SVCS INCCOM0684631082184,106SH DFND94,10600
BAXTER INTL INCCOM0718131099,411109,300SH DFND9109,30000
BEACON ROOFING SUPPLY INCCOM0736851091,06040,200SH DFND940,20000
BED BATH & BEYOND INCCOM0758961001,858175,300SH DFND9175,30000
BENCHMARK ELECTRS INCCOM08160H10145120,900SH DFND920,90000
BENEFYTT TECHNOLOGIES INCCOM CL A08182C10630314,800SH DFND914,80000
BERKLEY W R CORPCOM0844231021,23721,600SH DFND921,60000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707025,96233,400SH DFND933,40000
BEST BUY INCCOM08651610110,848124,300SH DFND9124,30000
BEYOND AIR INCCOM08862L1037510,300SH DFND910,30000
BIG 5 SPORTING GOODS CORPCOM08915P1012814,600SH DFND914,60000
BIG LOTS INCCOM0893021031,45334,600SH DFND934,60000
BILL COM HLDGS INCCOM0900431001,09212,100SH DFND912,10000
BIONTECH SESPONSORED ADS09075V1021,19517,900SH DFND917,90000
BIOSIG TECHNOLOGIES INCCOM NEW09073N20114620,300SH DFND920,30000
BJS RESTAURANTS INCCOM09180C10676436,500SH DFND936,50000
BLACK HILLS CORPCOM0921131093,33258,800SH DFND958,80000
BLACKROCK CAP INVT CORPCOM09253310811241,900SH DFND941,90000
BLACKROCK INCCOM09247X1015441,000SH DFND91,00000
BLACKROCK TCP CAPITAL CORPCOM09259E10836239,576SH DFND939,57600
BLACKSTONE GROUP INCCOM CL A09260D1071,28622,700SH DFND922,70000
BLINK CHARGING COCOM09354A10017631,000SH DFND931,00000
BLOCK H & R INCCOM0936711052,552178,700SH DFND9178,70000
BLOOMIN BRANDS INCCOM09423510879974,996SH DFND974,99600
BLUEBIRD BIO INCCOM09609G1001,05617,300SH DFND917,30000
BLUEPRINT MEDICINES CORPCOM09627Y1092733,500SH DFND93,50000
BOISE CASCADE CO DELCOM09739D1002115,605SH DFND95,60500
BOK FINL CORPCOM NEW05561Q2014918,700SH DFND98,70000
BONANZA CREEK ENERGY INCCOM NEW09779340035724,100SH DFND924,10000
BOOZ ALLEN HAMILTON HLDG CORCL A0995021065,57071,600SH DFND971,60000
BOQI INTL MED INCCOM0995011083013,000SH DFND913,00000
BOYD GAMING CORPCOM10330410177437,026SH DFND937,02600
BP MIDSTREAM PARTNERS LPUNIT LTD PTNR0556EL10945339,500SH DFND939,50000
BRADY CORPCL A1046741062485,300SH DFND95,30000
BRF SASPONSORED ADR10552T1071,705429,439SH DFND9429,43900
BRIGGS & STRATTON CORPCOM1090431092216,900SH DFND916,90000
BRINKS COCOM1096961041,96143,100SH DFND943,10000
BROADRIDGE FINL SOLUTIONS INCOM11133T1033,79830,100SH DFND930,10000
BROOKLINE BANCORP INC DELCOM11373M10737537,200SH DFND937,20000
BRUKER CORPCOM1167941082,44960,200SH DFND960,20000
BRUNSWICK CORPCOM11704310993514,600SH DFND914,60000
CABOT CORPCOM1270551012155,800SH DFND95,80000
CACI INTL INCCL A1271903045702,627SH DFND92,62700
CACTUS INCCL A12720310783340,400SH DFND940,40000
CADENCE BANCORPORATIONCL A12739A1002,242253,000SH DFND9253,00000
CADENCE DESIGN SYSTEM INCCOM1273871082,78329,000SH DFND929,00000
CALAVO GROWERS INCCOM1282461056249,925SH DFND99,92500
CALERES INCCOM12950010467480,800SH DFND980,80000
CAMPBELL SOUP COCOM13442910913,377269,541SH DFND9269,54100
CAMPING WORLD HLDGS INCCL A13462K1093,096113,992SH DFND9113,99200
CANAAN INCSPONSORED ADS1347481028946,900SH DFND946,90000
CANADIAN SOLAR INCCOM1366351091,57581,751SH DFND981,75100
CAPITAL ONE FINL CORPCOM14040H1054,55772,800SH DFND972,80000
CAPITOL FED FINL INCCOM14057J10167761,500SH DFND961,50000
CAPRICOR THERAPEUTICS INCCOM NEW14070B30912727,500SH DFND927,50000
CARDINAL HEALTH INCCOM14149Y10868913,200SH DFND913,20000
CARLISLE COS INCCOM1423391001,96616,427SH DFND916,42700
CARRIAGE SVCS INCCOM14390510721411,800SH DFND911,80000
CARRIER GLOBAL CORPORATIONCOM14448C10415,554700,000SH DFND9700,00000
CARS COM INCCOM14575E10517229,800SH DFND929,80000
CARTERS INCCOM1462291091,83222,700SH DFND922,70000
CASPER SLEEP INCCOM1476261059410,500SH DFND910,50000
CASSAVA SCIENCES INCCOM14817C1074514,500SH DFND914,50000
CATASYS INCCOM PAR14904950447719,300SH DFND919,30000
CDK GLOBAL INCCOM12508E10142710,300SH DFND910,30000
CDW CORPCOM12514G1086,00051,641SH DFND951,64100
CEL SCI CORPCOM PAR NEW15083760750433,800SH DFND933,80000
CELANESE CORP DELCOM1508701032,05423,792SH DFND923,79200
CELSION CORPCOM PAR NEW15117N5034211,300SH DFND911,30000
CEMEX SAB DE CVSPON ADR NEW1512908891,658575,665SH DFND9575,66500
CEMTREX INC*W EXP 12/02/20215130G113330,000SH DFND930,00000
CEMTREX INCCOM NEW15130G6003018,300SH DFND918,30000
CENTRAL PAC FINL CORPCOM NEW15476040926416,469SH DFND916,46900
CENTURY CMNTYS INCCOM15650430036511,900SH DFND911,90000
CENTURYLINK INCCOM1567001067,722769,900SH DFND9769,90000
CERECOR INCCOM15671L1099436,300SH DFND936,30000
CHAMPIONX CORPORATIONCOM15872M1041,486152,300SH DFND9152,30000
CHARLES RIV LABS INTL INCCOM1598641071,81210,393SH DFND910,39300
CHECK POINT SOFTWARE TECH LTORDM224651045,06047,100SH DFND947,10000
CHEFS WHSE INCCOM16308610152138,400SH DFND938,40000
CHEGG INCCOM1630921091,37920,500SH DFND920,50000
CHEMBIO DIAGNOSTICS INCCOM NEW1635722099228,200SH DFND928,20000
CHEMOURS COCOM1638511081,705111,100SH DFND9111,10000
CHENIERE ENERGY INCCOM NEW16411R2085,252108,700SH DFND9108,70000
CHENIERE ENERGY PARTNERS LPCOM UNIT16411Q1012,44970,000SH DFND970,00000
CHINA LIFE INS CO LTDSPON ADR REP H16939P10648748,300SH DFND948,30000
CHINA TELECOM CORP LTDSPON ADR H SHS16942610335912,800SH DFND912,80000
CHINA UNICOM HONG KONGSPONSORED ADR16945R10443579,888SH DFND979,88800
CHURCHILL DOWNS INCCOM1714841083592,693SH DFND92,69300
CIMPRESS PLCSHS EUROG2143T1036268,200SH DFND98,20000
CINCINNATI FINL CORPCOM1720621016,24997,600SH DFND997,60000
CIRRUS LOGIC INCCOM1727551002,45339,700SH DFND939,70000
CITIGROUP INCCOM NEW1729674242,22343,500SH DFND943,50000
CITIZENS FINANCIAL GROUP INCCOM1746101051,94877,166SH DFND977,16600
CLARIVATE PLCORD SHSG218101091,23055,100SH DFND955,10000
CLARUS CORP NEWCOM18270P10913511,700SH DFND911,70000
CLEAN ENERGY FUELS CORPCOM1844991019944,400SH DFND944,40000
CLEANSPARK INCCOM NEW18452B2096224,000SH DFND924,00000
CLEARWAY ENERGY INCCL C18539C20455223,950SH DFND923,95000
CLEVELAND CLIFFS INCCOM1858991012,408436,271SH DFND9436,27100
CLOROX CO DELCOM18905410913,06159,537SH DFND959,53700
CLOVIS ONCOLOGY INCCOM18946410019829,300SH DFND929,30000
CMS ENERGY CORPCOM1258961003,23555,374SH DFND955,37400
CNA FINL CORPCOM1261171001,02831,964SH DFND931,96400
CNH INDL N VSHSN209441092,128302,772SH DFND9302,77200
CNX MIDSTREAM PARTNERS LPCOM UNIT REPST12654A10138858,300SH DFND958,30000
CNX RESOURCES CORPORATIONCOM12653C1081,297149,900SH DFND9149,90000
COCA COLA COCOM19121610088,8101,987,684SH DFND91,987,68400
COCA COLA EUROPEAN PARTNERSSHSG258391043,69797,900SH DFND997,90000
COCA-COLA FEMSA SAB DE CVSPONSORD ADR REP19124110859213,500SH DFND913,50000
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3024,34156,111SH DFND956,11100
COHEN & STEERS INCCOM19247A1006679,800SH DFND99,80000
COHU INCCOM19257610623813,700SH DFND913,70000
COLGATE PALMOLIVE COCOM1941621038,725119,100SH DFND9119,10000
COLUMBIA BKG SYS INCCOM19723610293833,100SH DFND933,10000
COLUMBIA SPORTSWEAR COCOM1985161061,58719,700SH DFND919,70000
COMERICA INCCOM20034010795425,046SH DFND925,04600
COMFORT SYS USA INCCOM1999081041,57738,700SH DFND938,70000
COMMERCE BANCSHARES INCCOM2005251031,05317,700SH DFND917,70000
COMMERCIAL METALS COCOM20172310355527,200SH DFND927,20000
COMPANHIA PARANAENSE ENERG CSPON ADR PFD20441B40725222,200SH DFND922,20000
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910431822,193SH DFND922,19300
COMPUGEN LTDORDM257221051,48598,900SH DFND998,90000
CONDUENT INCCOM206787103344144,000SH DFND9144,00000
CONTINENTAL RES INCCOM2120151014,210240,151SH DFND9240,15100
CONTURA ENERGY INCCOM21241B1007725,225SH DFND925,22500
COPA HOLDINGS SACL AP310761052,69053,200SH DFND953,20000
CORE LABORATORIES N VCOMN227171071,65081,200SH DFND981,20000
CORNERSTONE BLDG BRANDS INCCOM21925D10921936,200SH DFND936,20000
CORNING INCCOM2193501054,217162,806SH DFND9162,80600
CORTEXYME INCCOM22053A1074399,477SH DFND99,47700
COSAN LTDSHS AG2534310787558,100SH DFND958,10000
COSTCO WHSL CORP NEWCOM22160K1051,1523,800SH DFND93,80000
CRANE COCOM2243991052,28338,400SH DFND938,40000
CREATIVE REALITIES INCCOM NEW22530J2007931,700SH DFND931,70000
CREDIT SUISSE GROUPSPONSORED ADR22540110890187,400SH DFND987,40000
CRESTWOOD EQUITY PARTNERS LPUNIT LTD PARTNER2263442081,655126,205SH DFND9126,20500
CRH PLCADR12626K2034,217122,900SH DFND9122,90000
CROSSFIRST BANKSHARES INCCOM22766M10913513,800SH DFND913,80000
CRYOLIFE INCCOM22890310063533,100SH DFND933,10000
CSW INDUSTRIALS INCCOM1264021062213,200SH DFND93,20000
CSX CORPCOM1264081036,85598,300SH DFND998,30000
CULLEN FROST BANKERS INCCOM2298991092,22629,800SH DFND929,80000
CUMULUS MEDIA INCCOM CLASS A2310828019524,100SH DFND924,10000
CURTISS WRIGHT CORPCOM2315611016347,100SH DFND97,10000
CUSHMAN WAKEFIELD PLCSHSG2717B1081,900152,500SH DFND9152,50000
CVB FINL CORPCOM1266001051,06356,733SH DFND956,73300
CVR ENERGY INCCOM12662P1082,094104,152SH DFND9104,15200
DAVE & BUSTERS ENTMT INCCOM23833710987365,490SH DFND965,49000
DAVITA INCCOM23918K1081,37717,400SH DFND917,40000
DCP MIDSTREAM LLCCOM UT LTD PTN23311P1001,839162,773SH DFND9162,77300
DELEK LOGISTICS PARTNERS LPCOM UNT RP INT24664T10326111,400SH DFND911,40000
DELEK US HLDGS INC NEWCOM24665A1031,864107,076SH DFND9107,07600
DELTA AIR LINES INC DELCOM NEW2473617029,599342,200SH DFND9342,20000
DENNYS CORPCOM24869P10430830,500SH DFND930,50000
DENTSPLY SIRONA INCCOM24906P1097,318166,100SH DFND9166,10000
DESIGNER BRANDS INCCL A250565108921135,995SH DFND9135,99500
DESPEGAR COM CORPORD SHSG273581038211,385SH DFND911,38500
DEVON ENERGY CORP NEWCOM25179M1032,533223,400SH DFND9223,40000
DHT HOLDINGS INCSHS NEWY2065G121529103,100SH DFND9103,10000
DIAGEO P L CSPON ADR NEW25243Q2052,51318,700SH DFND918,70000
DIAMOND HILL INVESTMENT GROUCOM NEW25264R2072762,431SH DFND92,43100
DICKS SPORTING GOODS INCCOM2533931023,08674,800SH DFND974,80000
DIEBOLD NXDF INCCOM25365110313422,100SH DFND922,10000
DIGITAL ALLY INCCOM NEW25382P208349111,200SH DFND9111,20000
DILLARDS INCCL A2540671011,47857,300SH DFND957,30000
DIME CMNTY BANCSHARES INCCOM25392210814610,600SH DFND910,60000
DINE BRANDS GLOBAL INCCOM2544231061,09526,000SH DFND926,00000
DISCOVER FINL SVCSCOM2547091085,019100,200SH DFND9100,20000
DISH NETWORK CORPORATIONCL A25470M1092,19863,700SH DFND963,70000
DISNEY WALT COCOM DISNEY2546871062,49822,400SH DFND922,40000
DOCUMENT SEC SYS INCCOM NEW25614T3099211,255SH DFND911,25500
DOLBY LABORATORIES INCCOM CL A25659T1072443,700SH DFND93,70000
DOMINION ENERGY INCCOM25746U1093,72645,900SH DFND945,90000
DOMTAR CORPCOM NEW2575592031,66078,622SH DFND978,62200
DONALDSON INCCOM2576511091,52132,700SH DFND932,70000
DORMAN PRODUCTS INCCOM25827810077111,500SH DFND911,50000
DOVER CORPCOM2600031082,93530,400SH DFND930,40000
DOW INCCOM26055710312,594308,980SH DFND9308,98000
DPW HLDGS INCCOM26140E6005723,098SH DFND923,09800
DRDGOLD LIMITEDSPON ADR REPSTG26152H30144027,857SH DFND927,85700
DRIVE SHACK INCCOM262077100263142,174SH DFND9142,17400
DROPBOX INCCL A26210C1045,153236,700SH DFND9236,70000
DXC TECHNOLOGY COCOM23355L1061,08965,972SH DFND965,97200
DYNATRACE INCCOM2681501091,50237,000SH DFND937,00000
DYNAVAX TECHNOLOGIES CORPCOM NEW2681582011,001112,900SH DFND9112,90000
EAGLE PHARMACEUTICALS INCCOM26979610851110,650SH DFND910,65000
EAST WEST BANCORP INCCOM27579R10465318,012SH DFND918,01200
EASTMAN CHEM COCOM2774321003,30847,500SH DFND947,50000
EATON CORP PLCSHSG291831033,84944,000SH DFND944,00000
EATON VANCE CORPCOM NON VTG2782651031,60341,521SH DFND941,52100
EBAY INC.COM27864210329,152555,800SH DFND9555,80000
EBIX INCCOM NEW27871520673833,000SH DFND933,00000
ECOPETROL S ASPONSORED ADS2791581092,285205,306SH DFND9205,30600
EDITAS MEDICINE INCCOM28106W10384628,600SH DFND928,60000
EIGER BIOPHARMACEUTICALS INCCOM28249U10510010,400SH DFND910,40000
ELECTRAMECCANICA VEHS CORPCOM NEW2848492055524,500SH DFND924,50000
ELECTRONIC ARTS INCCOM2855121093,06423,200SH DFND923,20000
EMBRAER S.A.SPONSORED ADS29082A1071,351225,859SH DFND9225,85900
EMCOR GROUP INCCOM29084Q1001,10516,700SH DFND916,70000
EMERALD HOLDING INCCOM29103W10412941,800SH DFND941,80000
EMERSON ELEC COCOM2910111045589,000SH DFND99,00000
EMPLOYERS HOLDINGS INCCOM29221810497032,156SH DFND932,15600
ENABLE MIDSTREAM PARTNERS LPCOM UNIT RP IN2924801001,785381,494SH DFND9381,49400
ENANTA PHARMACEUTICALS INCCOM29251M1061,10021,916SH DFND921,91600
ENCOMPASS HEALTH CORPCOM29261A1004717,600SH DFND97,60000
ENCORE WIRE CORPCOM2925621053086,300SH DFND96,30000
ENDURANCE INTL GROUP HLDGS ICOM29272B10516841,700SH DFND941,70000
ENEL CHILE S.A.SPONSORED ADR29278D105420111,500SH DFND9111,50000
ENERGIZER HLDGS INC NEWCOM29272W1091,49131,400SH DFND931,40000
ENERGOUS CORPCOM29272C10316658,800SH DFND958,80000
ENERSYSCOM29275Y1023805,900SH DFND95,90000
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T1001,711701,127SH DFND9701,12700
ENNIS INCCOM29338910218910,400SH DFND910,40000
ENPHASE ENERGY INCCOM29355A1074,63897,500SH DFND997,50000
ENPRO INDS INCCOM29355X10772914,800SH DFND914,80000
ENSIGN GROUP INCCOM29358P10152312,500SH DFND912,50000
ENTERCOM COMMUNICATIONS CORPCL A2936391004331,283SH DFND931,28300
ENTERGY CORP NEWCOM29364G1033,48037,100SH DFND937,10000
ENTERPRISE FINL SVCS CORPCOM29371210539512,700SH DFND912,70000
EOG RES INCCOM26875P1013396,700SH DFND96,70000
EPAM SYS INCCOM29414B1041,9917,900SH DFND97,90000
EQT CORPCOM26884L1094,208353,600SH DFND9353,60000
EQUITABLE HLDGS INCCOM29452E1014,545235,600SH DFND9235,60000
ERIE INDTY COCL A29530P1022,34212,205SH DFND912,20500
EROS INTL PLCSHS NEWG3788M11425079,200SH DFND979,20000
ESCO TECHNOLOGIES INCCOM2963151045246,200SH DFND96,20000
ESPORTS ENTMT GROUP INCCOM29667K30625736,762SH DFND936,76200
ESSENTIAL UTILS INCCOM29670G1023,65486,500SH DFND986,50000
EVERBRIDGE INCCOM29978A1041,81313,100SH DFND913,10000
EVERCORE INCCLASS A29977A1054177,075SH DFND97,07500
EVERTEC INCCOM30040P1031,08238,500SH DFND938,50000
EVOFEM BIOSCIENCES INCCOM30048L104474167,500SH DFND9167,50000
EVOLENT HEALTH INCCL A30050B10159583,600SH DFND983,60000
EXACT SCIENCES CORPCOM30063P1051,96522,600SH DFND922,60000
EXELIXIS INCCOM30161Q10425410,700SH DFND910,70000
EXELON CORPCOM30161N1019,186253,139SH DFND9253,13900
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P2002,640235,900SH DFND9235,90000
EXTREME NETWORKS INCCOM30226D10621950,500SH DFND950,50000
EZCORP INCCL A NON VTG30230110632150,900SH DFND950,90000
F M C CORPCOM NEW3024913034574,592SH DFND94,59200
F N B CORPCOM3025201011,480197,268SH DFND9197,26800
FACTSET RESH SYS INCCOM3030751051,8075,500SH DFND95,50000
FAIR ISAAC CORPCOM3032501045,64413,500SH DFND913,50000
FANHUA INCSPONSORED ADR30712A10326713,337SH DFND913,33700
FARFETCH LTDORD SH CL A30744W10758233,707SH DFND933,70700
FASTENAL COCOM3119001043,87790,500SH DFND990,50000
FASTLY INCCL A31188V1001,40516,500SH DFND916,50000
FATE THERAPEUTICS INCCOM31189P10291326,600SH DFND926,60000
FBL FINL GROUP INCCL A30239F1062517,005SH DFND97,00500
FEDERAL AGRIC MTG CORPCL C3131483064106,411SH DFND96,41100
FEDEX CORPCOM31428X1062,51017,900SH DFND917,90000
FIBROGEN INCCOM31572Q80877419,100SH DFND919,10000
FIDELITY NATL INFORMATION SVCOM31620M1063,09723,100SH DFND923,10000
FIDUS INVT CORPCOM3165001079110,000SH DFND910,00000
FIREEYE INCCOM31816Q1012,747225,600SH DFND9225,60000
FIRST BANCORP P RCOM NEW3186727061,403250,900SH DFND9250,90000
FIRST COMWLTH FINL CORP PACOM31982910743652,600SH DFND952,60000
FIRST FINL BANCORP OHCOM3202091091,548111,476SH DFND9111,47600
FIRST HAWAIIAN INCCOM32051X1081,53889,231SH DFND989,23100
FIRST HORIZON NATL CORPCOM3205171051,853186,020SH DFND9186,02000
FIRST INDL RLTY TR INCCOM32054K1032,50665,200SH DFND965,20000
FIRST MIDWEST BANCORP DELCOM32086710457342,900SH DFND942,90000
FIRSTENERGY CORPCOM3379321072,98376,911SH DFND976,91100
FIVE9 INCCOM3383071018,30075,000SH DFND975,00000
FIVERR INTL LTDORD SHSM4R82T1061,13715,400SH DFND915,40000
FLOWERS FOODS INCCOM3434981014,949221,331SH DFND9221,33100
FLOWSERVE CORPCOM34354P1052,17976,400SH DFND976,40000
FLY LEASING LTDSPONSORED ADR34407D10925731,300SH DFND931,30000
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191062,50540,400SH DFND940,40000
FORTUNE BRANDS HOME & SEC INCOM34964C1065568,700SH DFND98,70000
FORWARD AIR CORPCOM3498531014098,200SH DFND98,20000
FOX CORPCL A COM35137L1052,37988,700SH DFND988,70000
FOX CORPCL B COM35137L2042,732101,800SH DFND9101,80000
FREEPORT-MCMORAN INCCL B35671D8574,431383,000SH DFND9383,00000
FRONTLINE LTDSHS NEWG3682E19263390,700SH DFND990,70000
FS KKR CAPITAL CORPCOM3026352061,37698,317SH DFND998,31700
FTI CONSULTING INCCOM3029411093,33329,100SH DFND929,10000
FTS INTERNATIONAL INCCOM NEW30283W20311917,272SH DFND917,27200
G III APPAREL GROUP LTDCOM36237H1011,20390,500SH DFND990,50000
GALLAGHER ARTHUR J & COCOM3635761091,04310,700SH DFND910,70000
GAMIDA CELL LTDSHSM473641004910,700SH DFND910,70000
GAN LTDORD SHSG3728V10997238,200SH DFND938,20000
GANNETT CO INCCOM36472T1097352,600SH DFND952,60000
GARTNER INCCOM3666511074,70838,800SH DFND938,80000
GASLOG PARTNERS LPUNIT LTD PTNRPY2687W108686167,300SH DFND9167,30000
GATES INDUSTRIAL CORPRATIN PORD SHSG3910810827426,651SH DFND926,65100
GCI LIBERTY INCCOM CLASS A36164V3053484,900SH DFND94,90000
GENERAC HLDGS INCCOM3687361043,65830,000SH DFND930,00000
GENERAL MLS INCCOM37033410414,617237,100SH DFND9237,10000
GENESIS ENERGY L PUNIT LTD PARTN3719271041,562216,340SH DFND9216,34000
GENETIC TECHNOLOGIES LTDNEW SPONSRD ADR37185R30714764,600SH DFND964,60000
GENIUS BRANDS INTL INCCOM37229T301609270,500SH DFND9270,50000
GILEAD SCIENCES INCCOM3755581033,20141,600SH DFND941,60000
GLADSTONE INVT CORPCOM37654610710810,500SH DFND910,50000
GLOBAL BLOOD THERAPEUTICS INCOM37890U1082,17234,400SH DFND934,40000
GLOBAL PARTNERS LPCOM UNITS37946R10914715,000SH DFND915,00000
GLOBAL PMTS INCCOM37940X1021,5279,000SH DFND99,00000
GLU MOBILE INCCOM37989010633135,700SH DFND935,70000
GLYCOMIMETICS INCCOM38000Q1024010,600SH DFND910,60000
GOLD FIELDS LTDSPONSORED ADR38059T1064,718501,888SH DFND9501,88800
GOODYEAR TIRE & RUBR COCOM3825501013,182355,785SH DFND9355,78500
GOSSAMER BIO INCCOM38341P10253641,200SH DFND941,20000
GRACE W R & CO DEL NEWCOM38388F1083,40667,030SH DFND967,03000
GRACO INCCOM3841091043,16766,000SH DFND966,00000
GRAFTECH INTL LTDCOM3843135081,403175,873SH DFND9175,87300
GRANITE CONSTR INCCOM3873281071,10657,800SH DFND957,80000
GRAY TELEVISION INCCOM38937510656540,500SH DFND940,50000
GREAT WESTN BANCORP INCCOM3914161041,18185,830SH DFND985,83000
GREEN PLAINS INCCOM39322210491589,577SH DFND989,57700
GREENBRIER COS INCCOM39365710162627,500SH DFND927,50000
GREENSKY INCCL A39572G10027656,400SH DFND956,40000
GREIF INCCL A39762410748214,000SH DFND914,00000
GRID DYNAMICS HLDGS INCCL A39813G1098612,475SH DFND912,47500
GRIFFON CORPCOM39843310226714,425SH DFND914,42500
GRITSTONE ONCOLOGY INCCOM39868T10512919,363SH DFND919,36300
GROUP 1 AUTOMOTIVE INCCOM3989051091,00815,278SH DFND915,27800
GROUPON INCCOM NEW3994732061,00755,600SH DFND955,60000
GRUPO AEROPORTUARIO DEL SURESPON ADR SER B40051E2021,45012,909SH DFND912,90900
GRUPO AEROPUERTO DEL PACIFICSPON ADR B40050610191912,800SH DFND912,80000
GRUPO FINANCIERO GALICIA S.ASPONSORED ADR3999091001,824188,000SH DFND9188,00000
GTT COMMUNICATIONS INCCOM36239310021125,900SH DFND925,90000
GUESS INCCOM40161710535236,433SH DFND936,43300
HACKETT GROUP INCCOM40460910916111,900SH DFND911,90000
HANESBRANDS INCCOM4103451023,797336,300SH DFND9336,30000
HANMI FINL CORPCOM NEW41049520443945,200SH DFND945,20000
HANOVER INS GROUP INCCOM4108671051,96819,425SH DFND919,42500
HARLEY DAVIDSON INCCOM4128221082,664112,063SH DFND9112,06300
HAVERTY FURNITURE INCCOM41959610139324,553SH DFND924,55300
HAWAIIAN HOLDINGS INCCOM4198791011,22787,400SH DFND987,40000
HD SUPPLY HLDGS INCCOM40416M10541612,000SH DFND912,00000
HDFC BANK LTDSPONSORED ADS40415F1013,12868,800SH DFND968,80000
HEALTHCARE SVCS GROUP INCCOM42190610838315,669SH DFND915,66900
HEALTHEQUITY INCCOM42226A1071,60227,300SH DFND927,30000
HEALTHSTREAM INCCOM42222N10331914,400SH DFND914,40000
HEIDRICK & STRUGGLES INTL INCOM42281910230113,934SH DFND913,93400
HELIOS TECHNOLOGIES INCCOM42328H10990924,400SH DFND924,40000
HELMERICH & PAYNE INCCOM42345210173737,780SH DFND937,78000
HERITAGE FINL CORP WASHCOM42722X10655827,900SH DFND927,90000
HESS MIDSTREAM LPCL A SHS42810310522112,040SH DFND912,04000
HILTON WORLDWIDE HLDGS INCCOM43300A2034,76064,800SH DFND964,80000
HOLLYFRONTIER CORPCOM4361061081,81962,300SH DFND962,30000
HOME BANCSHARES INCCOM43689320025816,800SH DFND916,80000
HOMOLOGY MEDICINES INCCOM43808310756837,400SH DFND937,40000
HONDA MOTOR LTDAMERN SHS4381283081,07442,000SH DFND942,00000
HONEYWELL INTL INCCOM43851610618,912130,800SH DFND9130,80000
HOPE BANCORP INCCOM43940T10958563,500SH DFND963,50000
HORMEL FOODS CORPCOM4404521006,835141,600SH DFND9141,60000
HOTH THERAPEUTICS INCCOM44148G1053915,100SH DFND915,10000
HUAMI CORPSPONSORED ADS44331K10333226,900SH DFND926,90000
HUBBELL INCCOM4435106076395,100SH DFND95,10000
HUMANA INCCOM444859102349900SH DFND990000
HUNTINGTON INGALLS INDS INCCOM4464131061,0646,100SH DFND96,10000
HUNTSMAN CORPCOM4470111071,854103,176SH DFND9103,17600
HYATT HOTELS CORPCOM CL A4485791028,881176,600SH DFND9176,60000
IAC INTERACTIVECORPCOM44919P5082,1026,500SH DFND96,50000
ICAHN ENTERPRISES LPDEPOSITARY UNIT45110010189718,500SH DFND918,50000
ICF INTL INCCOM44925C1033114,800SH DFND94,80000
ICICI BANK LIMITEDADR45104G1041,928207,500SH DFND9207,50000
ICU MED INCCOM44930G1074,46124,206SH DFND924,20600
IDACORP INCCOM4511071061,75620,100SH DFND920,10000
IDEANOMICS INCCOM45166V106473235,135SH DFND9235,13500
IDEX CORPCOM45167R1041,0276,500SH DFND96,50000
IHEARTMEDIA INCCOM CL A45174J50958169,532SH DFND969,53200
ILLUMINA INCCOM4523271095,44414,700SH DFND914,70000
IMARA INCCOM45249V1072107,600SH DFND97,60000
IMMUNIC INCCOM4525EP10118315,100SH DFND915,10000
IMMUNOMEDICS INCCOM4529071081,87452,887SH DFND952,88700
INDEPENDENCE CONTRACT DRILLICOM4534156065113,100SH DFND913,10000
INDEPENDENT BANK CORP MASSCOM4538361083024,500SH DFND94,50000
INFLARX NVCOMN4482110112226,600SH DFND926,60000
INGEVITY CORPCOM45688C10769413,200SH DFND913,20000
INNOSPEC INCCOM45768S1051,02713,300SH DFND913,30000
INOGEN INCCOM45780L10442211,885SH DFND911,88500
INSMED INCCOM PAR $.0145766930749017,800SH DFND917,80000
INSPERITY INCCOM45778Q1072,09132,305SH DFND932,30500
INTEGER HLDGS CORPCOM45826H1094896,700SH DFND96,70000
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852083387,200SH DFND97,20000
INTEL CORPCOM4581401002,08834,900SH DFND934,90000
INTER PARFUMS INCCOM4583341091,27126,400SH DFND926,40000
INTERCONTINENTAL EXCHANGE INCOM45866F1044,91053,600SH DFND953,60000
INTERFACE INCCOM45866530442051,540SH DFND951,54000
INTERPUBLIC GROUP COS INCCOM4606901005,491320,000SH DFND9320,00000
INTL PAPER COCOM46014610335810,164SH DFND910,16400
INTUITCOM4612021033,49511,800SH DFND911,80000
INVESTORS BANCORP INC NEWCOM46146L10132538,290SH DFND938,29000
ION GEOPHYSICAL CORPCOM NEW4620442076226,600SH DFND926,60000
IOVANCE BIOTHERAPEUTICS INCCOM4622601002,11176,900SH DFND976,90000
IQIYI INCSPONSORED ADS46267X1081,57267,800SH DFND967,80000
IQVIA HLDGS INCCOM46266C1052,60818,385SH DFND918,38500
J2 GLOBAL INCCOM48123V1022,34937,163SH DFND937,16300
JAMES RIV GROUP LTDCOMG5005R1073096,856SH DFND96,85600
JANUS HENDERSON GROUP PLCORD SHSG4474Y2142,01495,200SH DFND995,20000
JETBLUE AWYS CORPCOM47714310165660,180SH DFND960,18000
JOHN BEAN TECHNOLOGIES CORPCOM4778391041,04912,200SH DFND912,20000
JOHNSON CTLS INTL PLCSHSG5150210510,457306,300SH DFND9306,30000
JOHNSON OUTDOORS INCCL A4791671082913,200SH DFND93,20000
KALA PHARMACEUTICALS INCCOM48311910317316,500SH DFND916,50000
KALEIDO BIOSCIENCES INCCOM48334710011215,044SH DFND915,04400
KAMAN CORPCOM48354810380319,300SH DFND919,30000
KAR AUCTION SVCS INCCOM48238T1092,197159,690SH DFND9159,69000
KARUNA THERAPEUTICS INCCOM48576A1001,36012,200SH DFND912,20000
KB FINL GROUP INCSPONSORED ADR48241A10547917,200SH DFND917,20000
KB HOMECOM48666K10973824,053SH DFND924,05300
KEARNY FINL CORP MDCOM48716P10850061,072SH DFND961,07200
KELLOGG COCOM48783610810,202154,432SH DFND9154,43200
KELLY SVCS INCCL A48815220842126,625SH DFND926,62500
KEYCORPCOM49326710897780,200SH DFND980,20000
KIMBALL INTL INCCL B49427410311810,200SH DFND910,20000
KIMBELL RTY PARTNERS LPUNIT49435R10224228,100SH DFND928,10000
KIMBERLY CLARK CORPCOM49436810315,168107,308SH DFND9107,30800
KINSALE CAP GROUP INCCOM49714P1089936,400SH DFND96,40000
KLA CORPCOM NEW4824801003,38417,400SH DFND917,40000
KNIGHT SWIFT TRANSN HLDGS INCL A4990491041,08025,900SH DFND925,90000
KNOLL INCCOM NEW49890420055745,700SH DFND945,70000
KNOT OFFSHORE PARTNERS LPCOM UNITSY4812510126018,900SH DFND918,90000
KNOWLES CORPCOM49926D10962440,900SH DFND940,90000
KOHLS CORPCOM5002551041,81987,567SH DFND987,56700
KONTOOR BRANDS INCCOM50050N1031,66993,706SH DFND993,70600
KOPPERS HOLDINGS INCCOM50060P10625613,600SH DFND913,60000
KRAFT HEINZ COCOM5007541067,386231,600SH DFND9231,60000
L3HARRIS TECHNOLOGIES INCCOM5024311094,00423,600SH DFND923,60000
LA Z BOY INCCOM50533610741015,137SH DFND915,13700
LAKELAND FINL CORPCOM5116561002755,900SH DFND95,90000
LAM RESEARCH CORPCOM5128071084,56114,100SH DFND914,10000
LANCASTER COLONY CORPCOM5138471032,32214,981SH DFND914,98100
LAREDO PETROLEUM INCCOM51680620534124,600SH DFND924,60000
LAS VEGAS SANDS CORPCOM5178341077,724169,600SH DFND9169,60000
LAUDER ESTEE COS INCCL A5184391047,18938,100SH DFND938,10000
LCI INDSCOM50189K1031,59713,892SH DFND913,89200
LEAP THERAPEUTICS INCCOM52187K1012310,800SH DFND910,80000
LEIDOS HOLDINGS INCCOM5253271022,33224,900SH DFND924,90000
LENDINGCLUB CORPCOM NEW52603A20842292,800SH DFND992,80000
LEVI STRAUSS & CO NEWCL A COM STK52736R1021,454108,520SH DFND9108,52000
LIBERTY BROADBAND CORPCOM SER C5303073051,2159,800SH DFND99,80000
LIBERTY GLOBAL PLCSHS CL AG5480U10480937,000SH DFND937,00000
LIBERTY GLOBAL PLCSHS CL CG5480U1205,594260,049SH DFND9260,04900
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12824926,384SH DFND926,38400
LIBERTY MEDIA CORP DELCOM A SIRIUSXM5312294091,03229,900SH DFND929,90000
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298542,59781,900SH DFND981,90000
LILLY ELI & COCOM53245710816,846102,608SH DFND9102,60800
LIQUIDITY SERVICES INCCOM53635B10711619,400SH DFND919,40000
LITTELFUSE INCCOM5370081042221,300SH DFND91,30000
LIVE NATION ENTERTAINMENT INCOM5380341092,16348,800SH DFND948,80000
LKQ CORPCOM5018892081,36252,000SH DFND952,00000
LUMENTUM HLDGS INCCOM55024U10913,534166,200SH DFND9166,20000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451004,79873,000SH DFND973,00000
MANITOWOC CO INCCOM NEW56357140540136,900SH DFND936,90000
MANNKIND CORPCOM NEW56400P7062313,400SH DFND913,40000
MANPOWERGROUP INCCOM56418H1002,38634,700SH DFND934,70000
MANTECH INTL CORPCL A5645631041,02114,902SH DFND914,90200
MARATHON OIL CORPCOM5658491061,127184,100SH DFND9184,10000
MARATHON PETE CORPCOM56585A1028,433225,600SH DFND9225,60000
MARCUS CORPCOM56633010660045,250SH DFND945,25000
MARRIOTT INTL INC NEWCL A57190320211,201130,655SH DFND9130,65500
MASIMO CORPCOM5747951001,7787,800SH DFND97,80000
MATRIX SVC COCOM57685310520421,000SH DFND921,00000
MATTEL INCCOM5770811021,417146,500SH DFND9146,50000
MAXAR TECHNOLOGIES INCCOM57778K10529616,500SH DFND916,50000
MCGRATH RENTCORPCOM58058910987516,200SH DFND916,20000
MCKESSON CORPCOM58155Q10326,496172,700SH DFND9172,70000
MDU RES GROUP INCCOM5526901092,530114,068SH DFND9114,06800
MEDPACE HLDGS INCCOM58506Q1091,54016,558SH DFND916,55800
MELCO RESORTS AND ENTMNT LTDADR5854641001,23479,500SH DFND979,50000
MENLO THERAPEUTICS INCCOM586858102446257,600SH DFND9257,60000
MERCER INTL INCCOM58805610125931,700SH DFND931,70000
MEREDITH CORPCOM5894331011,962134,878SH DFND9134,87800
MERIDIAN BANCORP INC MDCOM58958U10315213,100SH DFND913,10000
MERIT MED SYS INCCOM5898891042,64357,900SH DFND957,90000
MESA AIR GROUP INCCOM NEW5904791354312,400SH DFND912,40000
MESA LABS INCCOM59064R1091,0514,849SH DFND94,84900
METLIFE INCCOM59156R1085,310145,400SH DFND9145,40000
MGIC INVT CORP WISCOM55284810324229,600SH DFND929,60000
MICRO FOCUS INTL PLCSPON ADR NEW59483740340173,200SH DFND973,20000
MIDLAND STS BANCORP INC ILLCOM59774210527718,529SH DFND918,52900
MILESTONE PHARMACEUTICALS INCOM59935V10715139,900SH DFND939,90000
MILLENDO THERAPEUTICS INCCOM60040X1033921,900SH DFND921,90000
MIMECAST LTDORD SHSG148381091,52936,700SH DFND936,70000
MIRATI THERAPEUTICS INCCOM60468T1052632,300SH DFND92,30000
MITSUBISHI UFJ FINL GROUP INSPONSORED ADS606822104430109,400SH DFND9109,40000
MIZUHO FINL GROUP INCSPONSORED ADR60687Y1094718,946SH DFND918,94600
MKS INSTRS INCCOM55306N1048617,600SH DFND97,60000
MODINE MFG COCOM60782810026848,600SH DFND948,60000
MOELIS & COCL A60786M1051,63952,600SH DFND952,60000
MOHAWK INDS INCCOM6081901045,10850,200SH DFND950,20000
MOLINA HEALTHCARE INCCOM60855R1001,7629,900SH DFND99,90000
MONOLITHIC PWR SYS INCCOM6098391052,0048,455SH DFND98,45500
MONRO INCCOM6102361011,45026,400SH DFND926,40000
MOODYS CORPCOM6153691055,76420,980SH DFND920,98000
MOTOROLA SOLUTIONS INCCOM NEW6200763072,36816,900SH DFND916,90000
MR COOPER GROUP INCCOM62482R10728522,948SH DFND922,94800
MSC INDL DIRECT INCCL A5535301065,07669,710SH DFND969,71000
MUELLER INDS INCCOM62475610234312,904SH DFND912,90400
MURPHY OIL CORPCOM6267171021,23089,100SH DFND989,10000
MYOKARDIA INCCOM62857M1051,98120,500SH DFND920,50000
MYOVANT SCIENCES LTDCOMG637AM10225012,100SH DFND912,10000
NABORS INDUSTRIES LTDSHSG6359F13798526,600SH DFND926,60000
NANO DIMENSION LTDSPONSORD ADS NEW63008G203460208,900SH DFND9208,90000
NATIONAL BEVERAGE CORPCOM6350171063666,000SH DFND96,00000
NATIONAL BK HLDGS CORPCL A63370710427310,100SH DFND910,10000
NATIONAL CINEMEDIA INCCOM635309107309104,000SH DFND9104,00000
NATIONAL INSTRS CORPCOM63651810243411,200SH DFND911,20000
NATIONAL OILWELL VARCO INCCOM6370711012,089170,500SH DFND9170,50000
NATIONAL RESH CORPCOM NEW6373722022854,903SH DFND94,90300
NATIONAL WESTN LIFE GROUP INCL A6385171023861,900SH DFND91,90000
NATUS MED INC DELCOM63905010357626,400SH DFND926,40000
NAVIDEA BIOPHARMACEUTICALS ICOM NEW63937X2027118,100SH DFND918,10000
NBT BANCORP INCCOM62877810253217,300SH DFND917,30000
NEOGEN CORPCOM64049110691111,738SH DFND911,73800
NETAPP INCCOM64110D10450211,319SH DFND911,31900
NETEASE INCSPONSORED ADS64110W1025,36712,500SH DFND912,50000
NETSCOUT SYS INCCOM64115T10425610,000SH DFND910,00000
NEW YORK CMNTY BANCORP INCCOM6494451033,887381,071SH DFND9381,07100
NEW YORK TIMES COCL A6501111072,69064,000SH DFND964,00000
NEWELL BRANDS INCCOM6512291062,622165,100SH DFND9165,10000
NEWMARK GROUP INCCL A65158N1021,281263,647SH DFND9263,64700
NEWMARKET CORPCOM6515871072,0275,062SH DFND95,06200
NEWMONT CORPCOM65163910610,891176,400SH DFND9176,40000
NEWPARK RES INCCOM PAR $.01NEW65171850415971,100SH DFND971,10000
NEXSTAR MEDIA GROUP INCCL A65336K1032,37228,340SH DFND928,34000
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1063,29764,285SH DFND964,28500
NEXTIER OILFIELD SOLUTIONSCOM65290C105584238,300SH DFND9238,30000
NIO INCSPON ADS62914V1065,634729,800SH DFND9729,80000
NLIGHT INCCOM65487K10022510,100SH DFND910,10000
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NORTHERN TR CORPCOM6658591043,19540,276SH DFND940,27600
NORTHFIELD BANCORP INC DELCOM66611T10824221,000SH DFND921,00000
NORTHROP GRUMMAN CORPCOM6668071022,5828,400SH DFND98,40000
NORTONLIFELOCK INCCOM6687711085,146259,495SH DFND9259,49500
NOVO-NORDISK A SADR67010020510,769164,464SH DFND9164,46400
NOW INCCOM67011P10066677,200SH DFND977,20000
NRG ENERGY INCCOM NEW6293775082,65081,400SH DFND981,40000
NUCOR CORPCOM6703461058,659209,100SH DFND9209,10000
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OAKTREE SPECIALTY LENDING COCOM67401P10817038,110SH DFND938,11000
OASIS MIDSTREAM PARTNERS LPCOM UNITS REPS67420T20652860,500SH DFND960,50000
OCEANEERING INTL INCCOM6752321021,137177,924SH DFND9177,92400
OFFICE DEPOT INCCOM676220106405172,137SH DFND9172,13700
OIL STS INTL INCCOM6780261051,056222,300SH DFND9222,30000
OLD NATL BANCORP INDCOM6800331071,878136,500SH DFND9136,50000
ONE GAS INCCOM68235P1082,29529,791SH DFND929,79100
ORACLE CORPCOM68389X10512,414224,600SH DFND9224,60000
ORION ENGINEERED CARBONS S ACOML7296710973169,000SH DFND969,00000
ORTHOFIX MED INCCOM68752M10834510,780SH DFND910,78000
ORTHOPEDIATRICS CORPCOM68752L10048811,150SH DFND911,15000
OSI SYSTEMS INCCOM67104410576910,300SH DFND910,30000
OTTER TAIL CORPCOM68964810369617,948SH DFND917,94800
OWENS CORNING NEWCOM69074210160810,900SH DFND910,90000
OXFORD IMMUNOTEC GLOBAL PLCORD SHSG6855A10323818,328SH DFND918,32800
OXFORD SQUARE CAP CORPCOM69181V10712143,300SH DFND943,30000
PACIFIC BIOSCIENCES CALIF INCOM69404D10829585,500SH DFND985,50000
PALO ALTO NETWORKS INCCOM6974351051,4706,400SH DFND96,40000
PARK NATL CORPCOM7006581074155,900SH DFND95,90000
PARKER HANNIFIN CORPCOM7010941045683,100SH DFND93,10000
PARSLEY ENERGY INCCL A70187710237435,000SH DFND935,00000
PATRICK INDS INCCOM7033431033065,000SH DFND95,00000
PATTERSON UTI ENERGY INCCOM7034811011,130325,607SH DFND9325,60700
PAYCOM SOFTWARE INCCOM70432V1022,4167,800SH DFND97,80000
PAYSIGN INCCOM70451A10411812,200SH DFND912,20000
PBF ENERGY INCCL A69318G10631430,700SH DFND930,70000
PEABODY ENERGY CORP NEWCOM7045511001,121389,200SH DFND9389,20000
PEARSON PLCSPONSORED ADR70501510565590,591SH DFND990,59100
PENSKE AUTOMOTIVE GRP INCCOM70959W1031,49838,700SH DFND938,70000
PERKINELMER INCCOM7140461092,51125,600SH DFND925,60000
PERRIGO CO PLCSHSG9782210386215,600SH DFND915,60000
PERSPECTA INCCOM7153471002,597111,800SH DFND9111,80000
PETMED EXPRESS INCCOM7163821062,25763,323SH DFND963,32300
PFIZER INCCOM7170811038,646264,400SH DFND9264,40000
PG&E CORPCOM69331C1083,544399,600SH DFND9399,60000
PHIBRO ANIMAL HEALTH CORPCL A COM71742Q10629911,400SH DFND911,40000
PILGRIMS PRIDE CORPCOM72147K1081,906112,862SH DFND9112,86200
PINNACLE FINL PARTNERS INCCOM72346Q1041,14627,300SH DFND927,30000
PINNACLE WEST CAP CORPCOM7234841016,97095,100SH DFND995,10000
PIPER SANDLER COMPANIESCOM7240781002724,600SH DFND94,60000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031054,385496,000SH DFND9496,00000
PLAYA HOTELS & RESORTS NVSHSN70544106545150,505SH DFND9150,50500
PLURISTEM THERAPEUTICS INCCOM NEW72940R30039344,470SH DFND944,47000
POLARIS INCCOM7310681023,57738,651SH DFND938,65100
POLYONE CORPCOM73179P1061,64062,513SH DFND962,51300
PORTLAND GEN ELEC COCOM NEW7365088471,48435,500SH DFND935,50000
POSCOSPONSORED ADR6934831091,20832,600SH DFND932,60000
POWER INTEGRATIONS INCCOM7392761037446,300SH DFND96,30000
PPD INCCOM69355F10249818,600SH DFND918,60000
PQ GROUP HLDGS INCCOM73943T10317613,300SH DFND913,30000
PRECIGEN INCCOM74017N105593118,899SH DFND9118,89900
PREMIER INCCL A74051N1021,18334,500SH DFND934,50000
PRICE T ROWE GROUP INCCOM74144T1082,21117,900SH DFND917,90000
PRIMORIS SVCS CORPCOM74164F10334119,200SH DFND919,20000
PROCTER AND GAMBLE COCOM74271810915,462129,314SH DFND9129,31400
PROGRESS SOFTWARE CORPCOM74331210039310,141SH DFND910,14100
PROGRESSIVE CORP OHIOCOM7433151033,61345,100SH DFND945,10000
PROPETRO HLDG CORPCOM74347M10843083,600SH DFND983,60000
PROSPECT CAP CORPCOM74348T1021,805353,153SH DFND9353,15300
PROTAGONIST THERAPEUTICS INCCOM74366E10235320,000SH DFND920,00000
PROTO LABS INCCOM7437131092362,100SH DFND92,10000
PURE STORAGE INCCL A74624M10245126,000SH DFND926,00000
PUXIN LTDADS74704P1085811,300SH DFND911,30000
Q2 HLDGS INCCOM74736L1092663,100SH DFND93,10000
QUAD / GRAPHICS INCCOM CL A7473011096520,000SH DFND920,00000
QUALYS INCCOM74758T3031,17511,300SH DFND911,30000
QUANEX BUILDING PRODUCTS CORCOM74761910415711,309SH DFND911,30900
QUOTIENT TECHNOLOGY INCCOM74911910336750,100SH DFND950,10000
RADIAN GROUP INCCOM75023610115510,000SH DFND910,00000
RADIUS HEALTH INCCOM NEW75046920776756,300SH DFND956,30000
RANGE RES CORPCOM75281A1093,102551,000SH DFND9551,00000
RAVEN INDS INCCOM75421210823711,000SH DFND911,00000
RAYONIER ADVANCED MATLS INCCOM75508B1049834,829SH DFND934,82900
RBC BEARINGS INCCOM75524B1047115,308SH DFND95,30800
REALOGY HLDGS CORPCOM75605Y1061,494201,600SH DFND9201,60000
REATA PHARMACEUTICALS INCCL A75615P1031,2648,100SH DFND98,10000
RED ROBIN GOURMET BURGERS INCOM75689M10132231,571SH DFND931,57100
REMARK HLDGS INCCOM75955K102410173,900SH DFND9173,90000
REPAY HLDGS CORPCOM CL A76029L10028611,600SH DFND911,60000
REPLIGEN CORPCOM7599161095,01940,600SH DFND940,60000
REPUBLIC SVCS INCCOM7607591005,11262,300SH DFND962,30000
RESOURCES CONNECTION INCCOM76122Q10514712,300SH DFND912,30000
REVLON INCCL A NEW76152560913413,520SH DFND913,52000
REVOLVE GROUP INCCL A76156B10745930,900SH DFND930,90000
REXFORD INDL RLTY INCCOM76169C10073317,700SH DFND917,70000
REYNOLDS CONSUMER PRODS INCCOM76171L1063,42998,700SH DFND998,70000
RIBBON COMMUNICATIONS INCCOM7625441048822,400SH DFND922,40000
RINGCENTRAL INCCL A76680R2061,3684,800SH DFND94,80000
RIO TINTO PLCSPONSORED ADR7672041002,84850,700SH DFND950,70000
RITE AID CORPCOM76775487259034,600SH DFND934,60000
ROCKWELL AUTOMATION INCCOM7739031092,1099,900SH DFND99,90000
ROLLINS INCCOM7757111041,97146,500SH DFND946,50000
ROYALTY PHARMA PLCSHS CL AG7709Q1041,72435,500SH DFND935,50000
RPM INTL INCCOM7496851036688,900SH DFND98,90000
RUBIUS THERAPEUTICS INCCOM78116T10312821,400SH DFND921,40000
RUTHS HOSPITALITY GROUP INCCOM78333210919323,600SH DFND923,60000
RYDER SYS INCCOM7835491082,41264,300SH DFND964,30000
SABRE CORPCOM78573M1042,042253,377SH DFND9253,37700
SAFETY INS GROUP INCCOM78648T1002523,300SH DFND93,30000
SAILPOINT TECHNLGIES HLDGS ICOM78781P10561723,300SH DFND923,30000
SANDY SPRING BANCORP INCCOM80036310344918,100SH DFND918,10000
SANOFISPONSORED ADR80105N1054,48487,844SH DFND987,84400
SCHLUMBERGER LTDCOM80685710837320,300SH DFND920,30000
SCHRODINGER INCCOM80810D1032,71029,600SH DFND929,60000
SCHWAB CHARLES CORPCOM80851310512,983384,800SH DFND9384,80000
SCIENCE APPLICATIONS INTL COCOM8086251075,00364,400SH DFND964,40000
SCORPIO BULKERS INCCOMY7546A13032421,200SH DFND921,20000
SCOTTS MIRACLE GRO COCL A8101861061,69412,600SH DFND912,60000
SEA LTDSPONSORED ADS81141R1002142,000SH DFND92,00000
SEACOR MARINE HLDGS INCCOM78413P10113352,286SH DFND952,28600
SEAGATE TECHNOLOGY PLCSHSG7945M1072,19345,300SH DFND945,30000
SECOO HLDG LTDADR81367P1015216,100SH DFND916,10000
SELECT ENERGY SVCS INCCL A COM81617J30115431,400SH DFND931,40000
SEMPRA ENERGYCOM8168511096,81158,100SH DFND958,10000
SENSATA TECHNOLOGIES HLDNG PSHSG8060N1022,57669,200SH DFND969,20000
SENSIENT TECHNOLOGIES CORPCOM81725T1002,35845,200SH DFND945,20000
SERVICE CORP INTLCOM8175651044,593118,100SH DFND9118,10000
SERVICEMASTER GLOBAL HLDGS ICOM81761R10953915,100SH DFND915,10000
SFL CORPORATION LTDSHSG7738W1061,383148,897SH DFND9148,89700
SG BLOCKS INCCOM NEW78418A50510238,200SH DFND938,20000
SHENANDOAH TELECOMMUNICATIONCOM82312B10690218,300SH DFND918,30000
SHERWIN WILLIAMS COCOM82434810611,78820,400SH DFND920,40000
SHIFTPIXY INCCOM NEW82452L2038616,000SH DFND916,00000
SHUTTERSTOCK INCCOM8256901002206,300SH DFND96,30000
SIENTRA INCCOM82621J105390100,900SH DFND9100,90000
SIGMA LABS INCCOM8265985003513,000SH DFND913,00000
SIGNET JEWELERS LIMITEDSHSG8127610085082,772SH DFND982,77200
SILGAN HOLDINGS INCCOM8270481091,27639,400SH DFND939,40000
SINA CORPORDG814771041,90052,900SH DFND952,90000
SINCLAIR BROADCAST GROUP INCCL A8292261092,881156,061SH DFND9156,06100
SITEONE LANDSCAPE SUPPLY INCCOM82982L1034333,800SH DFND93,80000
SIXTH STREET SPECIALTY LENDNCOM83012A10967941,200SH DFND941,20000
SJW GROUPCOM7843051044106,600SH DFND96,60000
SK TELECOM LTDSPONSORED ADR78440P10820910,800SH DFND910,80000
SKYWEST INCCOM8308791022327,100SH DFND97,10000
SM ENERGY COCOM78454L10031985,000SH DFND985,00000
SMILEDIRECTCLUB INCCL A COM83192H1061,935244,952SH DFND9244,95200
SMITH & WESSON BRANDS INCCOM8317541061,08950,600SH DFND950,60000
SMITH A O CORPCOM8318652093,36471,400SH DFND971,40000
SMUCKER J M COCOM NEW83269640510,812102,179SH DFND9102,17900
SO YOUNG INTERNATIONAL INCSPONSORED ADS83356Q10863446,755SH DFND946,75500
SOHU COM LTDSPONSORED ADS83410S10825027,102SH DFND927,10200
SOLAREDGE TECHNOLOGIES INCCOM83417M1042221,600SH DFND91,60000
SOLARIS OILFIELD INFRSTR INCCOM CL A83418M10319726,500SH DFND926,50000
SOUTH JERSEY INDS INCCOM8385181082,584103,400SH DFND9103,40000
SOUTH ST CORPCOM8404411091,09122,900SH DFND922,90000
SOUTHSIDE BANCSHARES INCCOM84470P10944416,000SH DFND916,00000
SOUTHWESTERN ENERGY COCOM84546710923491,400SH DFND991,40000
SPARTANNASH COCOM84721510090142,399SH DFND942,39900
STAAR SURGICAL COCOM PAR $0.018523123052,07433,700SH DFND933,70000
STANDEX INTL CORPCOM8542311072764,800SH DFND94,80000
STARBUCKS CORPCOM85524410914,232193,400SH DFND9193,40000
STEEL DYNAMICS INCCOM8581191001,01238,800SH DFND938,80000
STELLUS CAP INVT CORPCOM8585681088211,300SH DFND911,30000
STEPAN COCOM8585861008358,600SH DFND98,60000
STERIS PLCSHS USDG8473T1005,01732,700SH DFND932,70000
STERLING BANCORP DELCOM85917A1001,363116,307SH DFND9116,30700
STERLING CONSTRUCTION CO INCCOM85924110113012,400SH DFND912,40000
STMICROELECTRONICS N VNY REGISTRY8610121022,57193,800SH DFND993,80000
STONECO LTDCOM CL AG8515810686422,300SH DFND922,30000
STONERIDGE INCCOM86183P10259828,931SH DFND928,93100
STRATEGIC ED INCCOM86272C1031,56110,158SH DFND910,15800
STRYKER CORPORATIONCOM8636671015,04528,000SH DFND928,00000
STURM RUGER & CO INCCOM8641591081,05713,905SH DFND913,90500
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210465845,994SH DFND945,99400
SUMITOMO MITSUI FINL GROUP ISPONSORED ADR86562M2091,089193,773SH DFND9193,77300
SUMMIT WIRELESS TECH INCCOM NEW86633R2037132,900SH DFND932,90000
SUNNOVA ENERGY INTL INCCOM86745K10432118,800SH DFND918,80000
SUNOCO LP/SUNOCO FIN CORPCOM UT REP LP86765K1091,71074,900SH DFND974,90000
SUPERNUS PHARMACEUTICALS INCCOM86845910836815,500SH DFND915,50000
SUZANO S ASPON ADS86959K10513920,500SH DFND920,50000
SYNEOS HEALTH INCCL A87166B1021,89932,600SH DFND932,60000
SYNNEX CORPCOM87162W1001,1159,311SH DFND99,31100
SYNOVUS FINL CORPCOM NEW87161C5011,39868,100SH DFND968,10000
SYSCO CORPCOM8718291072,40544,000SH DFND944,00000
T-MOBILE US INCCOM872590104138,5981,330,758SH DFND91,330,75800
T-MOBILE US INCRIGHT 07/27/20208725901121821,083,258SH DFND91,083,25800
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADS87403910089715,800SH DFND915,80000
TAKE-TWO INTERACTIVE SOFTWARCOM8740541094,51732,367SH DFND932,36700
TALEND S AADS87422420754115,602SH DFND915,60200
TANDEM DIABETES CARE INCCOM NEW8753722033,15631,900SH DFND931,90000
TAPESTRY INCCOM87603010755641,900SH DFND941,90000
TARGA RES CORPCOM87612G1012,394119,300SH DFND9119,30000
TARGET CORPCOM87612E1065,02541,900SH DFND941,90000
TAYLOR MORRISON HOME CORPCOM87724P10631816,500SH DFND916,50000
TCG BDC INCCOM87228010274086,400SH DFND986,40000
TD AMERITRADE HLDG CORPCOM87236Y1084,895134,554SH DFND9134,55400
TEEKAY LNG PARTNERS L PPRTNRSP UNITSY8564M10550143,000SH DFND943,00000
TELADOC HEALTH INCCOM87918A10510,76356,400SH DFND956,40000
TELECOM ARGENTINA S ASPON ADR REP B87927320927831,027SH DFND931,02700
TELEFONICA BRASIL SASPONSORED ADR87936R1061,815204,800SH DFND9204,80000
TENNANT COCOM8803451033515,400SH DFND95,40000
TERADYNE INCCOM8807701024995,900SH DFND95,90000
TEREX CORP NEWCOM8807791031,22065,000SH DFND965,00000
TETRA TECH INC NEWCOM88162G1031,09213,800SH DFND913,80000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADS8816242094,195340,200SH DFND9340,20000
TEXAS INSTRS INCCOM8825081049527,500SH DFND97,50000
TEXAS PAC LD TRSUB CTF PROP I T8826101081,3682,300SH DFND92,30000
THE REALREAL INCCOM88339P10165651,300SH DFND951,30000
THERMO FISHER SCIENTIFIC INCCOM8835561025,39914,900SH DFND914,90000
THERMOGENESIS HLDGS INCCOM88362L10011620,800SH DFND920,80000
THERMON GROUP HLDGS INCCOM88362T10325117,200SH DFND917,20000
THIRD PT REINS LTDCOMG8827U10013818,400SH DFND918,40000
THOR INDS INCCOM8851601012,75425,855SH DFND925,85500
TIDEWATER INC NEWCOM88642R10916930,300SH DFND930,30000
TILLYS INCCL A88688510224743,500SH DFND943,50000
TOLL BROTHERS INCCOM8894781033,487106,982SH DFND9106,98200
TOMPKINS FINANCIAL CORPORATICOM8901101094216,500SH DFND96,50000
TOYOTA MOTOR CORPSP ADR REP2COM8923313072,50819,961SH DFND919,96100
TRANE TECHNOLOGIES PLCSHSG8994E1032,23325,100SH DFND925,10000
TRANSOCEAN LTDREG SHSH8817H100194106,100SH DFND9106,10000
TRANSPORTADORA DE GAS SURSPONSORED ADS B89387020429752,700SH DFND952,70000
TRANSUNIONCOM89400J1071,74120,000SH DFND920,00000
TRAVELZOOCOM NEW89421Q2057112,600SH DFND912,60000
TREDEGAR CORPCOM89465010021113,700SH DFND913,70000
TREX CO INCCOM89531P1053,20024,600SH DFND924,60000
TRI POINTE GROUP INCCOM87265H10928119,100SH DFND919,10000
TRIMAS CORPCOM NEW89621520937215,542SH DFND915,54200
TRINITY INDS INCCOM89652210992443,400SH DFND943,40000
TRITON INTL LTDCL AG9078F1072,04967,747SH DFND967,74700
TRIUMPH GROUP INC NEWCOM8968181011,133125,762SH DFND9125,76200
TRONOX HOLDINGS PLCSHSG9087Q10263087,200SH DFND987,20000
TRUEBLUE INCCOM89785X10120613,500SH DFND913,50000
TRUSTCO BK CORP N YCOM8983491059915,600SH DFND915,60000
TRUSTMARK CORPCOM8984021021,23650,400SH DFND950,40000
TSAKOS ENERGY NAVIGATION LTDSHSG9108L108219109,100SH DFND9109,10000
TUPPERWARE BRANDS CORPCOM899896104664139,688SH DFND9139,68800
TUTOR PERINI CORPCOM90110910855645,648SH DFND945,64800
TWIN RIV WORLDWIDE HLDGS INCCOM90171V20436416,324SH DFND916,32400
TWIST BIOSCIENCE CORPCOM90184D1004489,900SH DFND99,90000
TWITTER INCCOM90184L1021,29343,400SH DFND943,40000
U S SILICA HLDGS INCCOM90346E10334595,600SH DFND995,60000
UBIQUITI INCCOM90353W1037514,300SH DFND94,30000
ULTRA CLEAN HLDGS INCCOM90385V10723810,500SH DFND910,50000
UNDER ARMOUR INCCL C90431120625428,700SH DFND928,70000
UNISYS CORPCOM NEW90921430613312,200SH DFND912,20000
UNITED AIRLS HLDGS INCCOM91004710938811,200SH DFND911,20000
UNITED CMNTY BKS BLAIRSVLE GCOM90984P30325612,700SH DFND912,70000
UNITEDHEALTH GROUP INCCOM91324P1023,83413,000SH DFND913,00000
UNIVERSAL CORP VACOM9134561091,21428,565SH DFND928,56500
UNIVERSAL HLTH SVCS INCCL B9139031004,47748,200SH DFND948,20000
UP FINTECH HLDG LTDSPONSORED ADS91531W10610424,900SH DFND924,90000
UPWORK INCCOM91688F10467746,900SH DFND946,90000
V F CORPCOM9182041087,910129,800SH DFND9129,80000
VALERO ENERGY CORPCOM91913Y1008,829150,100SH DFND9150,10000
VALLEY NATL BANCORPCOM9197941072,023258,649SH DFND9258,64900
VANDA PHARMACEUTICALS INCCOM92165910853346,600SH DFND946,60000
VAPOTHERM INCCOM9221071073288,000SH DFND98,00000
VAREX IMAGING CORPCOM92214X1061,01466,900SH DFND966,90000
VARIAN MED SYS INCCOM92220P1051,97316,100SH DFND916,10000
VECTOR GROUP LTDCOM92240M10856756,341SH DFND956,34100
VERITEX HLDGS INCCOM92345110846926,500SH DFND926,50000
VERRA MOBILITY CORPCOM92511U10263561,800SH DFND961,80000
VERSO CORPCL A92531L20731226,100SH DFND926,10000
VIAD CORPCOM NEW92552R40671237,409SH DFND937,40900
VIKING THERAPEUTICS INCCOM92686J10615821,900SH DFND921,90000
VIRTU FINL INCCL A9282541014,670197,875SH DFND9197,87500
VIRTUSA CORPCOM92827P10238311,800SH DFND911,80000
VISA INCCOM CL A92826C8399,97751,648SH DFND951,64800
VIVINT SMART HOME INCCOM CL A92854210959434,300SH DFND934,30000
VMWARE INCCL A COM9285634023,42222,100SH DFND922,10000
WABASH NATL CORPCOM9295661071,00194,258SH DFND994,25800
WARNER MUSIC GROUP CORPCOM CL A9345502033,546120,200SH DFND9120,20000
WASHINGTON FED INCCOM9388241091,15743,100SH DFND943,10000
WASHINGTON TR BANCORPCOM94061010840912,500SH DFND912,50000
WASTE MGMT INC DELCOM94106L1095,23249,400SH DFND949,40000
WATERSTONE FINL INC MDCOM94188P10127718,661SH DFND918,66100
WATSCO INCCOM9426222005,02128,256SH DFND928,25600
WATTS WATER TECHNOLOGIES INCCL A9427491025677,000SH DFND97,00000
WAVE LIFE SCIENCES LTDSHSY9530810554552,364SH DFND952,36400
WEC ENERGY GROUP INCCOM92939U1067,19682,100SH DFND982,10000
WEIBO CORPSPONSORED ADR9485961011,32739,500SH DFND939,50000
WESCO INTL INCCOM95082P10557616,400SH DFND916,40000
WESTAMERICA BANCORPORATIONCOM9570901032935,100SH DFND95,10000
WESTERN UN COCOM9598021093,325153,800SH DFND9153,80000
WESTLAKE CHEM CORPCOM9604131021,87835,000SH DFND935,00000
WESTROCK COCOM96145D1055,571197,140SH DFND9197,14000
WHIRLPOOL CORPCOM9633201063,84729,700SH DFND929,70000
WHITEHORSE FIN INCCOM96524V10612912,510SH DFND912,51000
WILLIAMS SONOMA INCCOM9699041011,09913,400SH DFND913,40000
WINGSTOP INCCOM9741551032,84920,500SH DFND920,50000
WINMARK CORPCOM9742501026163,600SH DFND93,60000
WINNEBAGO INDS INCCOM9746371001,27219,100SH DFND919,10000
WINTRUST FINL CORPCOM97650W1082315,300SH DFND95,30000
WIPRO LTDSPON ADR 1 SH97651M10918656,300SH DFND956,30000
WISDOMTREE INVTS INCCOM97717P10423868,444SH DFND968,44400
WNS HLDGS LTDSPON ADR92932M1011,61129,300SH DFND929,30000
WOLVERINE WORLD WIDE INCCOM97809710349020,600SH DFND920,60000
WORKHORSE GROUP INCCOM NEW98138J20627715,900SH DFND915,90000
WORTHINGTON INDS INCCOM9818111021,26033,769SH DFND933,76900
WPP PLC NEWADR92937A1021,47137,600SH DFND937,60000
WPX ENERGY INCCOM98212B10326741,800SH DFND941,80000
WRAP TECHNOLOGIES INCCOM98212N10745743,600SH DFND943,60000
WYNDHAM DESTINATIONS INCCOM98310W1082,03272,100SH DFND972,10000
WYNDHAM HOTELS & RESORTS INCCOM98311A1053,84090,100SH DFND990,10000
XCEL ENERGY INCCOM98389B1004,72575,603SH DFND975,60300
XEROX HOLDINGS CORPCOM NEW98421M1062,242146,600SH DFND9146,60000
XILINX INCCOM9839191014,68347,600SH DFND947,60000
XPRESSPA GROUP INCCOM98420U703607144,900SH DFND9144,90000
XUNLEI LTDSPONSORED ADR98419E1086919,700SH DFND919,70000
XYLEM INCCOM98419M1004,77573,500SH DFND973,50000
YORK WTR COCOM9871841082595,400SH DFND95,40000
YPF SOCIEDAD ANONIMASPON ADR CL D9842451001,613280,500SH DFND9280,50000
ZAGG INCCOM98884U10816853,600SH DFND953,60000
ZIMMER BIOMET HOLDINGS INCCOM98956P1026,45754,100SH DFND954,10000
ZIONS BANCORPORATION N ACOM9897011071,66949,100SH DFND949,10000
ZSCALER INCCOM98980G1023,40531,100SH DFND931,10000
ZYNERBA PHARMACEUTICALS INCCOM98986X10910029,600SH DFND929,60000
ZYNEX INCCOM98986M10359223,800SH DFND923,80000