Loading...
Docoh

Acadian Asset Management

Filed: 7 Feb 19, 2:55pm

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
1ST CONSTITUTION BANCORPCOM31986N10283241,746SH DFND141,74600
21VIANET GROUP INCSPONSORED ADR90138A1038,129941,093SH DFND1941,09300
3M COCOM88579Y1011,0045,274SH DFND15,27400
3PEA INTERNATIONAL INCCOM88579C10992,527SH DFND12,52700
51JOB INCSP ADR REP COM31682710412,613202,005SH DFND1202,00500
58 COM INCSPON ADR REP A31680Q104137,2922,532,602SH DFND12,532,60200
A H BELO CORPCOM CL A001282102133,910SH DFND13,91000
AARONS INCCOM PAR $0.500025353002525,993SH DFND15,99300
ABBOTT LABSCOM00282410012,752176,342SH DFND1176,34200
ABBVIE INCCOM00287Y1091,48316,081SH DFND116,08100
ABERCROMBIE & FITCH COCL A0028962077,983398,200SH DFND1398,20000
ABIOMED INCCOM0036541003,70811,407SH DFND111,40700
ACADIA HEALTHCARE COMPANY INCOM00404A1095203SH DFND120300
ACCENTURE PLC IRELANDSHS CLASS AG1151C10127,392194,253SH DFND1194,25300
ACCURAY INCCOM004397105482141,117SH DFND1141,11700
ACHILLION PHARMACEUTICALS INCCOM00448Q2014125,960SH DFND125,96000
ACNB CORPCOM0008681091654,196SH DFND14,19600
ACORDA THERAPEUTICS INCCOM00484M1069,113584,747SH DFND1584,74700
ACUITY BRANDS INCCOM00508Y10264559SH DFND155900
ACUSHNET HOLDINGS CORPCOM0050981083,606171,131SH DFND1171,13100
ADAMS RES & ENERGY INCCOM NEW0063513081,64242,359SH DFND142,35900
ADAPTIMMUNE THERAPEUTICS PLCSPONDS ADR00653A10721938,078SH DFND138,07800
ADDUS HOMECARE CORPCOM00673910611,910175,484SH DFND1175,48400
ADOBE INCCOM00724F10126,836118,614SH DFND1118,61400
ADT INCCOM00090Q103457,464SH DFND17,46400
ADURO BIOTECH INCCOM00739L10114755,674SH DFND155,67400
ADVANCE AUTO PARTS INCCOM00751Y1064,99031,689SH DFND131,68900
ADVANCED DISP SVCS INC DELCOM00790X10185835,868SH DFND135,86800
ADVANCED MICRO DEVICES INCCOM007903107291,597SH DFND11,59700
AEROHIVE NETWORKS INCCOM00778610612939,569SH DFND139,56900
AEROJET ROCKETDYNE HLDGS INCCOM00780010535994SH DFND199400
AEROVIRONMENT INCCOM00807310810143SH DFND114300
AERPIO PHARMACEUTICALS INCCOM00810B1052816,421SH DFND116,42100
AETERNA ZENTARIS INCCOM PAR00797540213345,049SH DFND145,04900
AEVI GENOMIC MEDICINECOM NEW00835P1051419,429SH DFND119,42900
AFLAC INCCOM0010551027,048154,689SH DFND1154,68900
AG MTG INVT TR INCCOM0012281052,926183,616SH DFND1183,61600
AGCO CORPCOM00108410273913,277SH DFND113,27700
AGILE THERAPEUTICS INCCOM00847L100180313,047SH DFND1313,04700
AGILENT TECHNOLOGIES INCCOM00846U101771,142SH DFND11,14200
AGILYSYS INCCOM00847J1052,510175,069SH DFND1175,06900
AIR PRODS & CHEMS INCCOM00915810646288SH DFND128800
AKAMAI TECHNOLOGIES INCCOM00971T1011853,015SH DFND13,01500
ALASKA AIR GROUP INCCOM0116591093856,337SH DFND16,33700
ALASKA COMMUNICATIONS SYS GRPCOM01167P101486338,040SH DFND1338,04000
ALBANY INTL CORPCL A012348108457SH DFND15700
ALBIREO PHARMA INCCOM01345P1061827,413SH DFND17,41300
ALGONQUIN PWR UTILS CORPCOM0158571051,493148,500SH DFND1148,50000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1028766,393SH DFND16,39300
ALIGN TECHNOLOGY INCCOM0162551012221,062SH DFND11,06200
ALIO GOLD INCCOM01627X108051SH DFND15100
ALJ REGIONAL HLDGS INCCOM0016271083123,859SH DFND123,85900
ALLEGHANY CORP DELCOM01717510084134SH DFND113400
ALLEGIANCE BANCSHARES INCCOM01748H10710316SH DFND131600
ALLENA PHARMACEUTICALS INCCOM0181191078114,819SH DFND114,81900
ALLERGAN PLCSHSG0177J10817,482130,782SH DFND1130,78200
ALLETE INCCOM NEW01852230080910,627SH DFND110,62700
ALLIANCE DATA SYSTEMS CORPCOM0185811086,01040,045SH DFND140,04500
ALLIANT ENERGY CORPCOM018802108731,732SH DFND11,73200
ALLIED HEALTHCARE PRODS INCCOM019222207157,930SH DFND17,93000
ALLIED MOTION TECHNOLOGIES ICOM0193301091,84141,188SH DFND141,18800
ALLOT LTDSHSM0854Q1051,428234,997SH DFND1234,99700
ALLSTATE CORPCOM0200021011802,183SH DFND12,18300
ALPHA & OMEGA SEMICONDUCTORSHSG6331P10482681,066SH DFND181,06600
ALPHABET INCCL A02079K30552,31250,062SH DFND150,06200
ALPHABET INCCL C02079K10758,46256,450SH DFND156,45000
ALPINE IMMUNE SCIENCESCOM02083G100133,576SH DFND13,57600
ALTICE USA INCCL A02156K1032,105127,422SH DFND1127,42200
ALTRIA GROUP INCCOM02209S10320,538415,858SH DFND1415,85800
AMAG PHARMACEUTICALS INCCOM00163U1068,247542,946SH DFND1542,94600
AMALGAMATED BK NEW YORK N YCLASS A02266310873137,460SH DFND137,46000
AMAZON COM INCCOM023135106147,38598,126SH DFND198,12600
AMC NETWORKS INCCL A00164V1031883,419SH DFND13,41900
AMDOCS LTDSHSG0260210371,9991,229,057SH DFND11,229,05700
AMEDISYS INCCOM02343610893,940802,138SH DFND1802,13800
AMEREN CORPCOM0236081024,07262,398SH DFND162,39800
AMERI HOLDINGS INCCOM02362F104527,001SH DFND127,00100
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10522,5951,585,707SH DFND11,585,70700
AMERICAN AIRLS GROUP INCCOM02376R102963,001SH DFND13,00100
AMERICAN CAPITAL AGENCY CORPCOM00123Q1041,56989,463SH DFND189,46300
AMERICAN EAGLE OUTFITTERS NEWCOM02553E106713,660SH DFND13,66000
AMERICAN ELEC PWR INCCOM0255371018,563114,552SH DFND1114,55200
AMERICAN EQTY INVT LIFE HLD COCOM0256762063,365120,464SH DFND1120,46400
AMERICAN EXPRESS COCOM0258161091,47315,442SH DFND115,44200
AMERICAN FINL GROUP INC OHIOCOM0259321044,56150,379SH DFND150,37900
AMERICAN INTL GROUP INCCOM NEW026874784751,899SH DFND11,89900
AMERICAN NATL BANKSHARES INCCOM02774510832711,149SH DFND111,14900
AMERICAN NATL INS COCOM02859110573571SH DFND157100
AMERICAN OUTDOOR BRANDSCOM02874P1032,603202,431SH DFND1202,43100
AMERICAN PUBLIC EDUCATION INCOM02913V10314,979526,357SH DFND1526,35700
AMERICAN RENAL ASSOCIATES HOCOM0292271052,869248,984SH DFND1248,98400
AMERICAN RIVER BANKSHARESCOM029326105543,830SH DFND13,83000
AMERICAN SHARED HOSPITAL SVCSCOM0295951052959SH DFND195900
AMERICAN SOFTWARE INCCL A0296831091,223116,993SH DFND1116,99300
AMERICAN TOWER CORP NEWCOM03027X1001901,201SH DFND11,20100
AMERICAS CAR MART INCCOM03062T1056,24886,197SH DFND186,19700
AMERIPRISE FINL INCCOM03076C1066356,081SH DFND16,08100
AMERISERV FINL INCCOM03074A10213934,553SH DFND134,55300
AMERISOURCEBERGEN CORPCOM03073E1052313,094SH DFND13,09400
AMETEK INC NEWCOM031100100811,190SH DFND11,19000
AMGEN INCCOM0311621001,6568,504SH DFND18,50400
AMKOR TECHNOLOGY INCCOM03165210015824,055SH DFND124,05500
AMN HEALTHCARE SERVICES INCCOM0017441012274,001SH DFND14,00100
AMPCO-PITTSBURGH CORPCOM0320371037323,580SH DFND123,58000
AMPHASTAR PHARMACEUTICALS INCOM03209R103633,202SH DFND13,20200
AMPHENOL CORP NEWCL A032095101941,166SH DFND11,16600
AMTECH SYS INCCOM PAR $0.01N03233250411324,967SH DFND124,96700
ANGIODYNAMICS INCCOM03475V1015,725284,378SH DFND1284,37800
ANGLOGOLD ASHANTI LTDSPONSORED ADR0351282065,993477,670SH DFND1477,67000
ANI PHARMACEUTICALS INCCOM00182C1032315,122SH DFND15,12200
ANIXTER INTL INCCOM0352901051312,421SH DFND12,42100
ANNALY CAP MGMT INCCOM0357104096,799692,241SH DFND1692,24100
ANSYS INCCOM03662Q10515,121105,785SH DFND1105,78500
ANTHEM INCCOM036752103196,413747,860SH DFND1747,86000
ANWORTH MORTGAGE ASSET CPCOM0373471012,428600,950SH DFND1600,95000
APOLLO COML REAL EST FIN INCCOM03762U1058,329499,917SH DFND1499,91700
APPFOLIO INCCOM CL A03783C1001,59226,882SH DFND126,88200
APPLE HOSPITALITY REIT INCCOM NEW03784Y20066546,599SH DFND146,59900
APPLE INCCOM037833100129,572821,421SH DFND1821,42100
APPLIED GENETIC TECHNOL CORPCOM03820J1001,678674,754SH DFND1674,75400
APPLIED MATLS INCCOM0382221052367,212SH DFND17,21200
APTARGROUP INCCOM03833610320,487217,795SH DFND1217,79500
APTEVO THERAPEUTICS INCCOM03835L108587462,824SH DFND1462,82400
AQUINOX PHARMACEUTICALS INCCOM03842B1011,068494,140SH DFND1494,14000
ARAMARKCOM03852U1062,60089,734SH DFND189,73400
ARATANA THERAPEUTICOM USD0.00103874P1011,468239,388SH DFND1239,38800
ARAVIVE INCCOM03890D1086016,975SH DFND116,97500
ARC DOCUMENT SOLUTIONS INCCOM00191G103911444,254SH DFND1444,25400
ARCA BIOPHARMA INCCOM PAR00211Y40751153,498SH DFND1153,49800
ARCBEST CORPCOM03937C1059,177267,833SH DFND1267,83300
ARCH COAL INCCL A0393804071,80321,728SH DFND121,72800
ARCHER DANIELS MIDLAND COCOM03948310234,798849,372SH DFND1849,37200
ARCO PLATFORM LTDCOM CL AG045531061597,201SH DFND17,20100
ARCOS DORADOS HOLDINGS INCSHS CLASS -A -G0457F10730,1053,810,886SH DFND13,810,88600
ARCOSA INCCOM03965310054219,573SH DFND119,57300
ARCTURUS THERAPEUTICS LTDSHSM1492T105255,562SH DFND15,56200
ARDELYX INCCOM0396971079955,284SH DFND155,28400
ARES COML REAL ESTATE CORPCOM04013V10813,030999,006SH DFND1999,00600
ARMOUR RESIDENTIAL REIT INCCOM NEW04231550776937,508SH DFND137,50800
ARMSTRONG FLOORING INCCOM04238R1061,880158,816SH DFND1158,81600
AROTECH CORPCOM NEW0426822039536,228SH DFND136,22800
ARQULE INCCOM04269E107314113,189SH DFND1113,18900
ARROW ELECTRS INCCOM04273510044637SH DFND163700
ARROW FINL CORPCOM04274410240612,670SH DFND112,67000
ASANKO GOLDCOM04341Y105177278,600SH DFND1278,60000
ASCENA RETAIL GROUPCOM04351G1013,1921,271,109SH DFND11,271,10900
ASGN INCCOM00191U1024,13375,801SH DFND175,80100
ASHLAND GLOBAL HLDGS INCCOM04418610416228SH DFND122800
ASPEN AEROGELS INCCOM04523Y105135,963SH DFND15,96300
ASPEN TECHNOLOGY INCCOM04532710326,324320,337SH DFND1320,33700
ASSERTIO THERAPEUTICS INCCOM04545L1073,8341,062,060SH DFND11,062,06000
ASSURANT INCCOM04621X10830337SH DFND133700
ASTRONOVA INCCOM04638F108482,544SH DFND12,54400
AT&T INCCOM00206R10213,711480,364SH DFND1480,36400
ATENTO SACOM EUR0.01L0427L1056,1481,533,425SH DFND11,533,42500
ATHENE HLDG LTDCL AG0684D1072,09352,540SH DFND152,54000
ATKORE INTL GROUP INCCOM047649108351,745SH DFND11,74500
ATLANTIC CAP BANCSHARES INCCOM0482692031,39084,881SH DFND184,88100
ATLANTIC PWR CORPCOM NEW04878Q863368169,800SH DFND1169,80000
ATLANTICA YIELD PLCSHSG0751N10328,8231,470,519SH DFND11,470,51900
ATLASSIAN CORPPLC CL AG0624210476,409858,704SH DFND1858,70400
ATN INTERNATIONAL INCCOM NEW00215F1073,05742,718SH DFND142,71800
ATTUNITY LTDSHS NEWM1533212117,196873,610SH DFND1873,61000
ATYR PHARMA INCCOM00212010360121,851SH DFND1121,85100
AU OPTRONICS CORPSPONSORED ADR00225510721,5785,477,035SH DFND15,477,03500
AUDIOCODES LTDORDM1534210411,7201,186,255SH DFND11,186,25500
AUTODESK INCCOM0527691061961,527SH DFND11,52700
AUTOHOME INCSP ADR RP CL A05278C107215,7832,758,305SH DFND12,758,30500
AUTOMATIC DATA PROCESSING INCCOM0530151033442,625SH DFND12,62500
AUTOZONE INCCOM05333210231,18237,199SH DFND137,19900
AVADEL PHARMACEUTICALS PLCSPONSORED ADR05337M1042,7901,080,877SH DFND11,080,87700
AVALON HOLDINGS CORPCOM05343P109361136,061SH DFND1136,06100
AVALONBAY CMNTYS INCCOM0534841013542,036SH DFND12,03600
AVAYA HLDGS CORPCOM05351X1011,24985,732SH DFND185,73200
AVIANCA HLDGS SASPONSORED ADR05367G100719177,249SH DFND1177,24900
AVIAT NETWORKS INCCOM05366Y2011148,591SH DFND18,59100
AVNET INCCOM0538071031,42439,440SH DFND139,44000
AVON PRODS INCCOM0543031023,9802,618,273SH DFND12,618,27300
AWARE INC MASSCOM05453N1008924,779SH DFND124,77900
AXA EQUITABLE HLDGS INCCOM0545611053,013181,296SH DFND1181,29600
AXIS CAPITAL HOLDINGS LTDSHSG0692U10974114,342SH DFND114,34200
AXON ENTERPRISES INCCOM05464C1017151SH DFND115100
AYTU BIOSCIENCE INCCOM PAR0547547001114,631SH DFND114,63100
B COMMUNICATIONS LTDSHSM1562910441670,737SH DFND170,73700
B2GOLD CORPCOM11777Q209404138,400SH DFND1138,40000
BAIDU INCSPON ADR REP A056752108117,303739,612SH DFND1739,61200
BALCHEM CORPCOM057665200111SH DFND11100
BALL CORPCOM0584981061342,913SH DFND12,91300
BANCFIRST CORPCOM05945F103611,224SH DFND11,22400
BANCO SANTANDER MEXICO S ASPONSORED ADS B05969B1032,086338,764SH DFND1338,76400
BANCORP INC DELCOM05969A1051,461183,504SH DFND1183,50400
BANCORP NEW JERSEY INC NEWCOM0599151083259SH DFND125900
BANDWIDTH INCCOM CL A05988J1035,783141,917SH DFND1141,91700
BANK AMER CORPCOM06050510426,1581,061,522SH DFND11,061,52200
BANK COMM HLDGSCOM06424J1031,180107,551SH DFND1107,55100
BANK MONTREAL QUECOM063671101480,1597,352,895SH DFND17,352,89500
BANK N S HALIFAXCOM06414910741,472832,300SH DFND1832,30000
BANK NEW YORK MELLON CORPCOM0640581004389,300SH DFND19,30000
BANK OF MARIN BANCORPCOM0634251021,12827,351SH DFND127,35100
BANK OF THE JAMES FINANCIALCOM470299108251,946SH DFND11,94600
BANK PRINCETON NEW JERSEYCOM0645201092147,649SH DFND17,64900
BANK SOUTH CAROLINA CORPCOM06506610216877SH DFND187700
BANKFINANCIAL CORPCOM06643P1045,185346,735SH DFND1346,73500
BANKWELL FINL GROUP INCCOM06654A103331,165SH DFND11,16500
BANNER CORPCOM NEW06652V2085,842109,229SH DFND1109,22900
BARNES & NOBLE ED INCCOM06777U10122756,519SH DFND156,51900
BARRETT BUSINESS SERVICES INCCOM0684631081,12719,660SH DFND119,66000
BASIC ENERGY SVCS INC NEWCOM NEW06985P20910226,601SH DFND126,60100
BASSETT FURNITURE INDS INCCOM07020310483041,409SH DFND141,40900
BAUSCH HEALTH COMPANIES INCCOM0717341076,868371,462SH DFND1371,46200
BAXTER INTL INCCOM07181310914,308217,430SH DFND1217,43000
BAYCOM CORPCOM07272M1071,51165,441SH DFND165,44100
BB&T CORPCOM05493710787820,271SH DFND120,27100
BCB BANCORP INCCOM05529810365262,308SH DFND162,30800
BCE INCCOM NEW05534B760134,1783,394,237SH DFND13,394,23700
BEACON ROOFING SUPPLY INCCOM073685109146SH DFND14600
BEASLEY BROADCAST GROUP INCCL A07401410171,740SH DFND11,74000
BEAZER HOMES USACOM USD0.0107556Q88112212,870SH DFND112,87000
BECTON DICKINSON & COCOM07588710977343SH DFND134300
BED BATH & BEYOND INCCOM075896100736,490SH DFND16,49000
BEL FUSE INCCL B0773473001286,962SH DFND16,96200
BERKSHIRE HATHAWAY INC DELCL B NEW084670702344,7461,688,464SH DFND11,688,46400
BERRY GLOBAL GROUP INCCOM08579W1031322,771SH DFND12,77100
BERRY PETE CORPCOM08579X10142548,612SH DFND148,61200
BEST BUY INCCOM0865161012334,406SH DFND14,40600
BG STAFFING INCCOM05544A1094,663225,803SH DFND1225,80300
BHP GROUP PLCSPONSORED ADR05545E2091,74341,608SH DFND141,60800
BIGLARI HLDGS INCCOM STK CL B08986R309977SH DFND17700
BIO RAD LABS INCCL A090572207143,752619,022SH DFND1619,02200
BIOANALYTICAL SYS INCCOM09058M1037962,134SH DFND162,13400
BIODELIVERY SCIENCES INTL INCOM09060J1064812,749SH DFND112,74900
BIOGEN INCCOM09062X1033,96313,161SH DFND113,16100
BIOLIFE SOLUTIONS INCCOM NEW09062W20473260,860SH DFND160,86000
BIONANO GENOMICS INCCOM09075F1072400SH DFND140000
BIOSPECIFICS TECHNOLOGIES CORPCOM0909311068,926147,308SH DFND1147,30800
BJS RESTAURANTS INCCOM09180C10638,497761,231SH DFND1761,23100
BLACK HILLS CORPCOM0921131092,08533,206SH DFND133,20600
BLACK STONE MINERALS L PCOM UNIT09225M1011086,983SH DFND16,98300
BLACKROCK TCP CAPITAL CORPCOM09259E10810,087773,330SH DFND1773,33000
BLACKSTONE MORTGAGE TRUST INCCLA A NEW09257W10028,010879,068SH DFND1879,06800
BLOCK H & R INCCOM09367110514,855585,539SH DFND1585,53900
BLONDER TONGUE LABS INCCOM0936981085549,234SH DFND149,23400
BLOOMIN BRANDS INCCOM0942351082,059115,123SH DFND1115,12300
BOEING COCOM0970231052,4457,579SH DFND17,57900
BOISE CASCADE CO DELCOM09739D1008,466355,071SH DFND1355,07100
BOK FINL CORPCOM NEW05561Q2013,41146,496SH DFND146,49600
BONSO ELECTRS INTL INCCOM PAR $0.0030985293087135,655SH DFND135,65500
BOOKING HOLDINGS INCCOM NEW09857L1081,087631SH DFND163100
BOOT BARN HLDGS INCCOM0994061002,305135,164SH DFND1135,16400
BOOZ ALLEN HAMILTON HLDG CORPCL A09950210638,924863,664SH DFND1863,66400
BOSTON BEER INCCL A1005571072,1218,805SH DFND18,80500
BOSTON SCIENTIFIC CORPCOM1011371072196,208SH DFND16,20800
BOTTOMLINE TECH DEL INCCOM1013881062805,833SH DFND15,83300
BOVIE MEDICAL CORPCOM10211F10060793,563SH DFND193,56300
BP PLCSPONSORED ADR055622104204,9635,405,211SH DFND15,405,21100
BRADY CORPCL A1046741068,788202,261SH DFND1202,26100
BRASKEM S ASP ADR PFD A10553210534514,099SH DFND114,09900
BRIDGE BANCORP INCCOM1080351061807,078SH DFND17,07800
BRIDGEPOINT ED INCCOM10807M1053,894555,529SH DFND1555,52900
BRIDGEWATER BANCSHARES INCCOM ACCD INV10862110331029,467SH DFND129,46700
BRIDGFORD FOODS CORPCOM108763103134SH DFND13400
BRIGHT HORIZONS FAMILY SOLUTCOM1091941003,99435,846SH DFND135,84600
BRINKER INTL INCCOM1096411008,285188,333SH DFND1188,33300
BRISTOL-MYERS SQUIBB COCOM1101221084,31182,945SH DFND182,94500
BROADCOM LTDORD SHS11135F1011,1824,648SH DFND14,64800
BROADRIDGE FINL SOLUTIONS INCOM11133T1036,50867,597SH DFND167,59700
BROOKDALE SR LIVING INCCOM11246310443264,448SH DFND164,44800
BROOKFIELD BUSINESS PARTNERSUNIT LTD LPG1623410915,872521,316SH DFND1521,31600
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521012,78280,586SH DFND180,58600
BROOKFIELD PROPERTY REIT INCCL A11282X1032,544158,019SH DFND1158,01900
BROOKLINE BANCORP INC DELCOM11373M107584,178SH DFND14,17800
BROWN FORMAN CORPCL B115637209681,425SH DFND11,42500
BRP INCCOM SUN VTG05577W20033,0691,278,084SH DFND11,278,08400
BRT APARTMENTS CORPCOM05564530336531,836SH DFND131,83600
BRUKER CORPCOM116794108118,8363,991,822SH DFND13,991,82200
BRYN MAWR BK CORPCOM1176651091755,084SH DFND15,08400
BUILD A BEAR WORKSHOPCOM12007610411629,431SH DFND129,43100
BUILDERS FIRSTSOURCE INCCOM12008R107302,746SH DFND12,74600
BURLINGTON STORES INCCOM1220171063,33620,509SH DFND120,50900
BYLINE BANCORP INCCOM124411109241,446SH DFND11,44600
C & F FINL CORPCOM12466Q1042073,887SH DFND13,88700
CABLE ONE INCCOM12685J10578SH DFND1800
CACI INTL INCCL A12719030438,707268,738SH DFND1268,73800
CACTUS INCCL A12720310741715,199SH DFND115,19900
CADENCE DESIGN SYSTEM INCCOM12738710884,6211,946,188SH DFND11,946,18800
CAL MAINE FOODS INCCOM NEW12803020252212,347SH DFND112,34700
CALADRIUS BIOSCIENCES INCCOM NEW1280582035816,424SH DFND116,42400
CALIFORNIA RES CORPCOM NEW13057Q20678846,279SH DFND146,27900
CALITHERA BIOSCIENCES INCCOM13089P1014811,937SH DFND111,93700
CALIX INCCOM13100M5091,422145,892SH DFND1145,89200
CALLAWAY GOLF COCOM1311931048,851578,517SH DFND1578,51700
CAMBREX CORPCOM13201110711,223297,211SH DFND1297,21100
CAMTEK LTDORDM207911053,959584,862SH DFND1584,86200
CANADIAN NAT RES LTDCOM1363851011134,700SH DFND14,70000
CANADIAN NATL RY COCOM1363751021482,000SH DFND12,00000
CANADIAN PAC RY LTDCOM13645T1001951,100SH DFND11,10000
CANADIAN SOLAR INCCOM1366351093,808265,398SH DFND1265,39800
CANTERBURY PARK HOLDING CORPCOM13811E101715,121SH DFND15,12100
CAPITAL CITY BK GROUP INCCOM1396741051,60569,136SH DFND169,13600
CAPITAL ONE FINL CORPCOM14040H1059,559126,477SH DFND1126,47700
CAPITAL PRODUCT PARTNERS L PCOM UNIT LPY110821073215,484SH DFND115,48400
CAPITALA FIN CORPCOM14054R10614620,479SH DFND120,47900
CAPSTAR FINL HLDGS INCCOM14070T10237625,525SH DFND125,52500
CARDINAL HEALTH INCCOM14149Y10811,390255,368SH DFND1255,36800
CARDIOVASCULAR SYS INC DELCOM141619106551,919SH DFND11,91900
CARDTRONICS PLCSHS CL AG1991C1057,426285,572SH DFND1285,57200
CARE COM INCCOM14163310713,987724,398SH DFND1724,39800
CARETRUST REIT INCCOM14174T10755730,182SH DFND130,18200
CARGURUS INCCOM CL A1417881091805,336SH DFND15,33600
CARLISLE COS INCCOM14233910079782SH DFND178200
CARNIVAL CORPUNIT 9999999914365830014,212288,312SH DFND1288,31200
CARROLS RESTAURANT GROUP INCCOM14574X1044,542461,634SH DFND1461,63400
CASELLA WASTE SYS INCCL A1474481041234,303SH DFND14,30300
CATALYST BIOSCIENCES INCCOM14888D208880111,535SH DFND1111,53500
CATERPILLAR INC DELCOM1491231011291,010SH DFND11,01000
CATHAY GEN BANCORPCOM14915010421625SH DFND162500
CATO CORP NEWCL A1492051068,334584,177SH DFND1584,17700
CAVCO INDS INC DELCOM14956810716119SH DFND111900
CB FINL SVCS INCCOM12479G10123928SH DFND192800
CBIZ INCCOM1248051021,88195,450SH DFND195,45000
CBS CORP NEWCL B124857202741,697SH DFND11,69700
CBTX INCCOM12481V1041,34445,724SH DFND145,72400
CDK GLOBAL INCCOM12508E10124501SH DFND150100
CDN IMPERIAL BK COMM TORONTOCOM136069101449,8116,041,959SH DFND16,041,95900
CDW CORPCOM12514G1081,95524,119SH DFND124,11900
CECO ENVIRONMENTAL CORPCOM12514110133148,976SH DFND148,97600
CEDAR FAIR L PDEPOSITRY UNIT1501851063657,705SH DFND17,70500
CEDAR REALTY TRUST INCCOM NEW150602209237,226SH DFND17,22600
CELANESE CORP DELCOM1508701034875,412SH DFND15,41200
CELCUITY INCCOM15102K1001154,797SH DFND14,79700
CELGENE CORPCOM1510201042263,532SH DFND13,53200
CELLDEX THERAPEUTICS INCCOM NEW15117B1032721,373,376SH DFND11,373,37600
CENOVUS ENERGY INCCOM15135U10911516,400SH DFND116,40000
CENTENE CORP DELCOM15135B101140,0531,214,697SH DFND11,214,69700
CENTERPOINT ENERGY INCCOM15189T107127,5134,516,883SH DFND14,516,88300
CENTRAL EUROPEAN MEDIA ENTRPRSCL A NEWG200452026623,627SH DFND123,62700
CENTRAL GARDEN & PET COCL A NON-VTG1535272059,171293,468SH DFND1293,46800
CENTRAL GARDEN & PET COCOM15352710646813,583SH DFND113,58300
CENTRAL PAC FINL CORPCOM1547604091,50861,917SH DFND161,91700
CENTRAL VALLEY CMNTY BANCORPCOM15568510032917,389SH DFND117,38900
CENTURY BANCORP INC MASSCL A NON VTG1564321063214,734SH DFND14,73400
CERAGON NETWORKS LTDORDM2201310211,7923,120,003SH DFND13,120,00300
CERNER CORPCOM1567821041502,865SH DFND12,86500
CF INDS HLDGS INCCOM12526910010,229235,090SH DFND1235,09000
CHAMPIONS ONCOLOGY INCCOM NEW15870P307836107,173SH DFND1107,17300
CHANGYOU COM LTDADS REP CL A15911M1079,505520,020SH DFND1520,02000
CHANNELADVISOR CORPCOM1591791001,11998,629SH DFND198,62900
CHARLES RIV LABS INTL INCCOM15986410778,814696,340SH DFND1696,34000
CHARTER COMMUN IN.COM USD0.001 CLASS 'A'16119P1084421,553SH DFND11,55300
CHECK POINT SOFTWARE TECH LTDORDM22465104132,8971,294,667SH DFND11,294,66700
CHEESECAKE FACTORY INCCOM163072101841,920SH DFND11,92000
CHEETAH MOBILE INCADR1630751044,755778,452SH DFND1778,45200
CHEGG INCCOM1630921096210SH DFND121000
CHEMED CORP NEWCOM16359R103163,179576,024SH DFND1576,02400
CHEMOCENTRYX INCCOM16383L1068,931818,489SH DFND1818,48900
CHEMUNG FINL CORPCOM1640241012465,982SH DFND15,98200
CHERRY HILL MTG INVT CORPCOM1646511013,386193,018SH DFND1193,01800
CHEVRON CORP NEWCOM1667641001,87117,203SH DFND117,20300
CHIASMA INCCOM16706W1027022,647SH DFND122,64700
CHIMERA INVT CORPCOM16934Q2085,179290,569SH DFND1290,56900
CHIMERIX INCCOM16934W106601234,156SH DFND1234,15600
CHINA TELECOM CORP LTDSPON ADR H SHS1694261033,03659,861SH DFND159,86100
CHINA XD PLASTICS CO LTDCOM16948F1072011,632SH DFND111,63200
CHINA YUCHAI INTL LTDCOMG210821058,562688,256SH DFND1688,25600
CHIPOTLE MEXICAN GRILL INCCOM169656105221512SH DFND151200
CHUBB LTDCOMH1467J10443333SH DFND133300
CHUNGHWA TELECOM CO LTDSPON ADR NEW1117133Q5022326,484SH DFND16,48400
CHURCH & DWIGHT INCCOM17134010220,320309,024SH DFND1309,02400
CHURCHILL DOWNS INCCOM17148410859,065242,135SH DFND1242,13500
CIDARA THERAPEUTICS INCCOM17175710719181,328SH DFND181,32800
CIGNA CORP NEWCOM125523100174,454918,578SH DFND1918,57800
CIMAREX ENERGY COCOM171798101661,068SH DFND11,06800
CIMPRESS NVORD SHSN20146101330SH DFND13000
CINCINNATI FINL CORPCOM17206210148625SH DFND162500
CINEDIGM CORPCOM NEW1724062092645,447SH DFND145,44700
CINEMARK HOLDINGS INCCOM17243V1024,723131,891SH DFND1131,89100
CINER RES LPCOM UNIT LTD1724641093,614168,484SH DFND1168,48400
CINTAS CORPCOM1729081059,01653,677SH DFND153,67700
CIRRUS LOGIC INCCOM1727551002768,331SH DFND18,33100
CISCO SYS INCCOM17275R1025,654130,489SH DFND1130,48900
CITI TRENDS INCCOM17306X1021,27262,351SH DFND162,35100
CITIGROUP INCCOM NEW1729674241,41427,163SH DFND127,16300
CITIZENS & NORTHN CORPCOM17292210626510,013SH DFND110,01300
CITIZENS FINL GROUP INCCOM17461010513,822464,999SH DFND1464,99900
CITIZENS FIRST CORPCOM17462Q107743,463SH DFND13,46300
CITRIX SYS INCCOM17737610025,469248,575SH DFND1248,57500
CIVISTA BANCSHARES INCCOM NO PAR17886710787550,233SH DFND150,23300
CIVITAS SOLUTIONS INCCOM17887R102452,578SH DFND12,57800
CLARUS CORP NEWCOM18270P109585,761SH DFND15,76100
CLEAN HARBORS INCCOM1844961079,423190,926SH DFND1190,92600
CLEARWATER PAPER CORPCOM18538R1031,23650,727SH DFND150,72700
CLEARWAY ENERGY INCCL A NEW18539C10517979SH DFND197900
CLEARWAY ENERGY INCCL A NEW18539C20454031,276SH DFND131,27600
CLEVELAND CLIFFS INCCOM1858991015671SH DFND167100
CLOROX CO DELCOM18905410974,136480,981SH DFND1480,98100
CLOUD PEAK ENERGY INCCOM18911Q102131359,133SH DFND1359,13300
CM FIN INCCOM12574Q10315625,080SH DFND125,08000
CME GROUP INCCOM CL A12572Q1056913,676SH DFND13,67600
CMS ENERGY CORPCOM1258961004699,460SH DFND19,46000
CNA FINL CORPCOM1261171004,812108,989SH DFND1108,98900
COASTAL FINL CORP WACOM NEW19046P2098508SH DFND150800
COCA COLA CONSOLIDATED INCCOM19109810271397SH DFND139700
COCA COLA EUROPEAN PARTNERSSHSG2583910485,6441,867,873SH DFND11,867,87300
COCA COLA FEMSA S A B DE C VSPON ADR REP L19124110875912,484SH DFND112,48400
COCA-COLA COCOM191216100182,2153,848,295SH DFND13,848,29500
COCRYSTAL PHARMA INCCOM PAR19188J3004612,882SH DFND112,88200
CODORUS VY BANCORP INCCOM19202510418846SH DFND184600
COFFEE HLDGS INCCOM1921761053911,069SH DFND111,06900
COGNIZANT TECHNOLOGY SOLUTIONSCL A1924461021,03116,242SH DFND116,24200
COLGATE PALMOLIVE COCOM194162103128,3282,156,072SH DFND12,156,07200
COLLIERS INTL GROUP INCSUB VTG SHS1946931076,240113,375SH DFND1113,37500
COLONY BANKCORP INCCOM19623P10112844SH DFND184400
COLUMBIA FINL INCCOM197641103946,123SH DFND16,12300
COLUMBIA SPORTSWEAR COCOM19851610688,1381,048,107SH DFND11,048,10700
COLUMBUS MCKINNON CORP N YCOM199333105571,889SH DFND11,88900
COMCAST CORP NEWCL A20030N10122,053647,639SH DFND1647,63900
COMERICA INCCOM20034010712,651184,201SH DFND1184,20100
COMFORT SYS USA INCCOM1999081043,59682,343SH DFND182,34300
COMMAND CENTER INCCOM NEW20049720471,689SH DFND11,68900
COMMERCE BANCSHARES INCCOM2005251032474,391SH DFND14,39100
COMMUNITY BANKERS TR CORPCOM203612106354,832SH DFND14,83200
COMMUNITY HEALTH SYS INC NEWRIGHT 12312019203668116021SH DFND12100
COMMUNITY HEALTH SYS INC NEWCOCOM2036681082,082737,968SH DFND1737,96800
COMMUNITY TR BANCORP INCCOM204149108882,224SH DFND12,22400
COMMVAULT SYSTEMS INCCOM2041661021,54426,116SH DFND126,11600
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1021,344166,556SH DFND1166,55600
COMPANHIA PARANAENSE ENERG COPSPON ADR PFD20441B40722729,035SH DFND129,03500
COMPANHIA SIDERURGICA NACIONALSPONSORED ADR20440W10515972,622SH DFND172,62200
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910425510,140SH DFND1,210,14000
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910462,0062,467,315SH DFND12,467,31500
COMPUTER PROGRAMS & SYS INCCOM2053061031536,096SH DFND16,09600
COMPUTER TASK GROUP INCCOM2054771021,084265,873SH DFND1265,87300
COMTECH TELECOMMUNICATIONS CPCOM NEW20582620990837,286SH DFND137,28600
CONAGRA BRANDS INCCOM205887102261,199SH DFND11,19900
CONATUS PHARMACEUTICALS INCCOM20600T108265153,122SH DFND1153,12200
CONCERT PHARMACEUTICALS INCCOM2060221058,242656,504SH DFND1656,50400
CONDOR HOSPITALITY TR INCCOM NEW20676Y4032272SH DFND127200
CONDUENT INCCOM2067871031,565147,188SH DFND1147,18800
CONFORMIS INCCOM20717E10145127,166SH DFND1127,16600
CONMED CORPCOM2074101014867,572SH DFND17,57200
CONSOL COAL RESOURCES LPCOM UNIT RP LP20855T10017610,748SH DFND110,74800
CONSOL ENERGY INC NEWCOM20854L1082,49778,756SH DFND178,75600
CONSOLIDATED COMM HLDGS INCCOM20903410716216,402SH DFND116,40200
CONSOLIDATED EDISON INCCOM20911510427,092354,305SH DFND1354,30500
CONSOLIDATED TOMOKA LD COCOM21022610617328SH DFND132800
CONSTELLATION BRANDS INCCL A21036P1086303,927SH DFND13,92700
CONSUMER PORTFOLIO SVCS INCCOM2105021005116,827SH DFND116,82700
CONTAINER STORE GROUP INCCOM2107511032,272476,094SH DFND1476,09400
CONTANGO OIL & GAS COMPANYCOM NEW21075N204501154,020SH DFND1154,02000
CONTRAFECT CORPCOM2123261024630,246SH DFND130,24600
CONTROL4 CORPCOM21240D10745425,821SH DFND125,82100
COOPER COS INCCOM NEW21664840246180SH DFND118000
COOPER TIRE & RUBR COCOM216831107391,198SH DFND11,19800
COPA HOLDINGS SACL AP310761058,727110,878SH DFND1110,87800
CORCEPT THERAPEUTICS INCCOM2183521022,755206,276SH DFND1206,27600
CORE MARK HOLDING CO INCCOM2186811044,077175,345SH DFND1175,34500
CORECIVIC INCCOM21871N1011498,342SH DFND18,34200
CORELOGIC INCCOM21871D10364719,374SH DFND119,37400
CORNING INCCOM2193501051053,463SH DFND13,46300
CORVEL CORPCOM2210061091462,351SH DFND12,35100
CORVUS PHARMACEUTICALS INCCOM22101510012534,229SH DFND134,22900
COSAN LTDSHS AG253431078,578974,855SH DFND1974,85500
COSTCO WHSL CORP NEWCOM22160K105125,896618,025SH DFND1618,02500
COTT CORP QUECOM22163N1066,850492,241SH DFND1492,24100
COVENANT TRANSN GROUP INCCL A22284P10533117,267SH DFND117,26700
COWEN INCCL A NEW223622606816,108SH DFND16,10800
CPI AEROSTRUCTURES INCCOM NEW1259193086410,093SH DFND110,09300
CRA INTL INCCOM12618T1056,444151,417SH DFND1151,41700
CRACKER BARREL OLD CNTRY STORECOM22410J1061,4529,090SH DFND19,09000
CRANE COCOM22439910537517SH DFND151700
CREDICORP LTDCOMG2519Y1081,2985,856SH DFND15,85600
CRH MEDICAL CORPCOM12626F105716234,320SH DFND1234,32000
CRITEO S ASPONS ADS22671810425,0401,102,069SH DFND11,102,06900
CROCS INCCOM22704610915,158583,415SH DFND1583,41500
CROSS CTRY HEALTHCARE INCCOM2274831042,216302,244SH DFND1302,24400
CROSSAMERICA PARTNERS LPUT LTD PTN INT22758A1051419,956SH DFND19,95600
CROWN CASTLE INTL CORP NEWCOM22822V1011121,034SH DFND11,03400
CSG SYS INTL INCCOM1263491095,005157,568SH DFND1157,56800
CSW INDUSTRIALS INCCOM1264021063,30968,421SH DFND168,42100
CSX CORPCOM12640810385513,762SH DFND113,76200
CUMBERLAND PHARMACEUTICALS INCCOM23077010958897,733SH DFND197,73300
CUMMINS INCCOM2310211065434,064SH DFND14,06400
CURTISS WRIGHT CORPCOM2315611014,33342,455SH DFND142,45500
CUSTOMERS BANCORP INCCOM23204G100754,111SH DFND14,11100
CVR PARTNERS LPCOM12663310612436,513SH DFND136,51300
CVS HEALTH CORPCOM1266501006409,761SH DFND19,76100
CYBERARK SOFTWARE LTDSHSM2682V108109,7371,480,124SH DFND11,480,12400
CYNERGISTEK INCCOM23258P105275,724SH DFND15,72400
D R HORTON INCCOM23331A1091524,377SH DFND14,37700
DANAHER CORP DELCOM23585110292,002892,200SH DFND1892,20000
DANAOS CORPORATIONSHSY1968P1053648,679SH DFND148,67900
DARDEN RESTAURANTS INCCOM23719410569,427695,255SH DFND1695,25500
DATA I O CORPCOM237690102906181,139SH DFND1181,13900
DAVE & BUSTERS ENTMT INCCOM2383371094,549102,113SH DFND1102,11300
DAVITA INCCOM23918K1083,01358,573SH DFND158,57300
DAWSON GEOPHYSICAL COCOM NEW239360100405119,821SH DFND1119,82100
DEAN FOODS CO NEWCOM242370203514134,718SH DFND1134,71800
DECKERS OUTDOOR CORPCOM24353710737,693294,614SH DFND1294,61400
DEERE & COCOM2441991051901,274SH DFND11,27400
DEL TACO RESTAURANTS INCCOM24549610492292,286SH DFND192,28600
DELL TECHNOLOGIES INCCL C24703L2021252,553SH DFND12,55300
DELTA AIR LINES INC DELCOM NEW2473617021,72034,454SH DFND134,45400
DELTA APPAREL INCCOM24736810324414,203SH DFND114,20300
DENNYS CORPCOM24869P1047,675473,144SH DFND1473,14400
DESTINATION XL GROUP INCCOM25065K1047233,342SH DFND133,34200
DEXCOM INCCOM2521311076,97658,229SH DFND158,22900
DHI GROUP INCCOM23331S1001,5851,042,554SH DFND11,042,55400
DICKS SPORTING GOODS INCCOM253393102882,839SH DFND12,83900
DIGITAL TURBINE INCCOM25400W102553302,265SH DFND1302,26500
DINE BRANDS GLOBAL INCCOM2544231061,40020,782SH DFND120,78200
DIODES INCCOM2545431012166,691SH DFND16,69100
DISCOVER FINL SVCSCOM254709108661,112SH DFND11,11200
DISH NETWORKCL A25470M109301,230SH DFND11,23000
DISNEY WALT COCOM DISNEY254687106136,6461,246,201SH DFND11,246,20100
DLH HOLDINGS CORPCOM PAR $.00123335Q10081,639SH DFND11,63900
DMC GLOBAL INCCOM23291C10349214,012SH DFND114,01200
DOLBY LABORATORIES INCCOM25659T1073966,405SH DFND16,40500
DOLLAR GEN CORP NEWCOM25667710544,660413,240SH DFND1413,24000
DOLLAR TREE INCCOM25674610871787SH DFND178700
DOMINION ENERGY INCCOM25746U1093,38947,446SH DFND147,44600
DOMINOS PIZZA INCCOM25754A2013,53714,262SH DFND114,26200
DOMTAR CORPCOM25755920332,295919,332SH DFND1919,33200
DONNELLEY R R & SONS COCOM2578672001,257317,443SH DFND1317,44300
DORCHESTER MINERALS LPCOM UNIT25820R10552936,105SH DFND136,10500
DORIAN LPG LTDSHS USDY2106R11023239,898SH DFND139,89800
DOWDUPONT INCCOM26078J1001,56029,171SH DFND129,17100
DR REDDYS LABS LTDADR2561352037,060187,271SH DFND1187,27100
DSP GROUP INCCOM23332B106544,824SH DFND14,82400
DSW INCCL A23334L1025,545224,446SH DFND1224,44600
DTE ENERGY COCOM23333110718,400166,805SH DFND1166,80500
DUCOMMUN INC DELCOM2641471091,00027,537SH DFND127,53700
DUKE ENERGY CORPCOM USD0.00126441C2044,64853,851SH DFND153,85100
DUNKIN BRANDS GROUP INCCOM265504100694SH DFND19400
DURECT CORPCOM USD0.0001266605104459951,534SH DFND1951,53400
DXC TECHNOLOGY COCOM23355L1064,12877,616SH DFND177,61600
DXP ENTERPRISES INC NEWCOM NEW2333774071,05037,758SH DFND137,75800
DYNEX CAP INCCOM NEW26817Q506882154,325SH DFND1154,32500
E TRADE FINANCIAL CORPCOM NEW269246401124SH DFND12400
EAGLE BANCORP MONT INCCOM26942G100382,334SH DFND12,33400
EAGLE BULK SHIPPING INCSHS NEW 2014Y2187A1439320,235SH DFND120,23500
EAGLE PHARMACEUTICALS INCCOM2697961081213,008SH DFND13,00800
EAST WEST BANCORP INCCOM27579R10433769SH DFND176900
EASTMAN CHEM COCOM27743210040553SH DFND155300
EBAY INCCOM2786421031535,435SH DFND15,43500
ECOLAB INCCOM2788651002,57117,450SH DFND117,45000
ECOLOGY & ENVIRONMENT INCCL A27887810321018,543SH DFND118,54300
ECOPETROL S ASPONSORED ADS279158109222,57414,015,881SH DFND114,015,88100
EDGEWELL PERSONAL CARE COMPANYCOM28035Q1021042,770SH DFND12,77000
EDISON INTLCOM28102010772612,806SH DFND112,80600
EDUCATIONAL DEV CORPCOM281479105859,910SH DFND19,91000
EDWARDS LIFESCIENCES CORPCOM28176E108142924SH DFND192400
EGAIN CORPCOM NEW28225C8062,391363,901SH DFND1363,90100
EIGER BIOPHARMACEUTICALS INCCOM28249U10553552,642SH DFND152,64200
EL PASO ELEC COCOM NEW28367785427529SH DFND152900
EL POLLO LOCO HLDGS INCCOM2686031071,701112,127SH DFND1112,12700
ELBIT SYS LTDORDM3760D10115SH DFND1500
ELDORADO GOLD CORP NEWCOM2849025099834,700SH DFND134,70000
ELECTRO SCIENTIFIC INDSCOM285229100361,215SH DFND11,21500
ELECTROMED INCCOM28540910812925,498SH DFND125,49800
ELEVATE CREDIT INCCOM28621V10129465,470SH DFND165,47000
ELI LILLY & COCOM5324571089,49882,078SH DFND182,07800
ELLINGTON FINANCIAL LLCCOM288522303825,375SH DFND15,37500
ELLINGTON RESIDENTIAL MTG RECOM SHS BEN INT2885781072,346229,365SH DFND1229,36500
EMBOTELLADORA ANDINA S ASPON ADR B29081P303903,952SH DFND1,23,95200
EMBOTELLADORA ANDINA S ASPON ADR B29081P3031,30957,356SH DFND157,35600
EMC INS GROUP INCCOM268664109501,572SH DFND11,57200
EMCOR GROUP INCCOM29084Q1003,13452,519SH DFND152,51900
EMERGENT BIOSOLUTIONS INCCOM29089Q10555,291932,704SH DFND1932,70400
EMPIRE ST RLTY OP L PUNIT LTD PRTNSP29210210044931,658SH DFND131,65800
EMPLOYERS HOLDINGS INCCOM2922181042,65563,303SH DFND163,30300
ENANTA PHARMACEUTICALS INCCOM29251M10624,583347,004SH DFND1347,00400
ENBRIDGE INCCOM29250N1051866,000SH DFND16,00000
ENCOMPASS HEALTH CORPCOM29261A100138,3472,242,251SH DFND12,242,25100
ENDO INTERNATIONALCOM USD0.0001G304011066922SH DFND192200
ENEL AMERICAS S ASPONSORED ADR29274F10485,5669,592,733SH DFND19,592,73300
ENEL CHILE S ASPONSORED ADR29278D105203,961SH DFND1,23,96100
ENEL CHILE S ASPONSORED ADR29278D10524,9535,041,087SH DFND15,041,08700
ENERGY TRANSFER LPCOM UT LTD PTN29273V10035727,002SH DFND127,00200
ENNIS INCCOM2933891022,875149,253SH DFND1149,25300
ENOVA INTL INCCOM29357K1039,690497,970SH DFND1497,97000
ENPRO INDS INCCOM29355X107751,248SH DFND11,24800
ENSIGN GROUP INCCOM29358P1016,716173,132SH DFND1173,13200
ENTEGRA FINANCIAL CORPCOM29363J1081,21958,681SH DFND158,68100
ENTERCOM COMMUNICATIONS CORPCL A293639100295,084SH DFND15,08400
ENTERGY CORP NEWCOM29364G1033273,797SH DFND13,79700
ENTERPRISE BANCORP INC MASSCOM293668109732,275SH DFND12,27500
ENTERPRISE PRODS PARTNERS LCOM2937921073,162128,553SH DFND1128,55300
ENTRAVISION COMMUNICATIONS CPCL A29382R1072,241770,546SH DFND1770,54600
ENZO BIOCHEM INCCOM2941001021,113400,200SH DFND1400,20000
EPAM SYS INCCOM29414B1042,21219,067SH DFND119,06700
EPR PROPERTIESCOM SH BEN INT26884U1094026,279SH DFND16,27900
EQUITRANS MIDSTREAM CORPORATCOM2946001014207SH DFND120700
EQUITY COMMONWEALTHCWH2946281021,46648,838SH DFND148,83800
ERA GROUP INCCOM26885G109546,108SH DFND16,10800
ERIE INDTY COCL A29530P102214SH DFND11400
EROS INTL PLCSHS NEWG3788M11428934,836SH DFND134,83600
ESCALADE INCCOM296056104756,564SH DFND16,56400
ESQUIRE FINL HLDGS INCCOM29667J10144720,584SH DFND120,58400
ESSA BANCORP INCCOM29667D10459137,838SH DFND137,83800
ESSEX PPTY TR INCCOM29717810587354SH DFND135400
ETHAN ALLEN INTERIORS INCCOM2976021041226,923SH DFND16,92300
EURO TECH HOLDINGS CO LTDCOM NEWG32030127258,673SH DFND18,67300
EVANS BANCORP INCCOM NEW29911Q2083029,273SH DFND19,27300
EVERCORE INCCLASS A29977A1051,42919,975SH DFND119,97500
EVEREST RE GROUP LTDCOMG3223R108166764SH DFND176400
EVERGY INCCOM30034W1068,133143,253SH DFND1143,25300
EVERI HOLDINGS INCCOM30034T103203,897SH DFND13,89700
EVERSOURCE ENERGYCOM30040W1086239,588SH DFND19,58800
EVINE LIVE INCCL A300487105131327,311SH DFND1327,31100
EVOLUTION PETROLEUM CORPCOM30049A107875128,204SH DFND1128,20400
EXANTAS CAP CORPCOM NEW30068N10510,5931,057,501SH DFND11,057,50100
EXELA TECHNOLOGIES INCCOM30162V1025915,117SH DFND115,11700
EXELIXIS INCCOM30161Q10424612,442SH DFND112,44200
EXELON CORPCOM30161N1015,680125,935SH DFND1125,93500
EXLSERVICE HOLDINGS INCCOM3020811042,86054,376SH DFND154,37600
EXPEDIA GROUP INCCOM NEW30212P3031781,577SH DFND11,57700
EXPRESS INCCOM30219E1031,329259,941SH DFND1259,94100
EXTREME NETWORKS INCCOM30226D106254,079SH DFND14,07900
EXXON MOBIL CORPCOM30231G10213,334195,552SH DFND1195,55200
EYEGATE PHARMACEUTICALS INCCOM30233M1074697,723SH DFND197,72300
EZCORP INCCL A NON VTG30230110642154,568SH DFND154,56800
F5 NETWORKS INCCOM31561610278,704485,745SH DFND1485,74500
FABRINETSHSG3323L1001182,303SH DFND12,30300
FACEBOOK INCCL A30303M1024,12831,491SH DFND131,49100
FAIR ISAAC CORPCOM3032501045,75330,764SH DFND130,76400
FAMOUS DAVES AMER INCCOM30706810619141,560SH DFND141,56000
FARMERS NATL BANC CORPCOM30962710737929,697SH DFND129,69700
FEDEX CORPCOM31428X106121751SH DFND175100
FERRARI N VCOMN3167Y103333SH DFND13300
FERROGLOBE PLCSHSG33856108269169,068SH DFND1169,06800
FFBW INCCOM30258M1078769SH DFND176900
FGL HLDGSORD SHSG3402M1023,386508,545SH DFND1508,54500
FIDELITY NATL INFORMATION SVCSCOM31620M10614,052137,028SH DFND1137,02800
FIESTA RESTAURANT GROUP INCCOM31660B10153234,363SH DFND134,36300
FIFTH THIRD BANCORPCOM3167731001,82377,476SH DFND177,47600
FINANCIAL INSTNS INCCOM317585404612,373SH DFND12,37300
FINJAN HLDGS INCCOM NEW31788H3032,442973,557SH DFND1973,55700
FIRST AMERN FINL CORPCOM31847R102480SH DFND18000
FIRST BANCSHARES INC MSCOM318916103321,060SH DFND11,06000
FIRST BUS FINL SVCS INC WISCOM3193901001316,694SH DFND16,69400
FIRST CAPITAL INCCOM31942S1048181SH DFND118100
FIRST CHOICE BANCORPCOM31948P104572,494SH DFND12,49400
FIRST CMNTY BANKSHARES INC VCOM31983A1031,17437,279SH DFND137,27900
FIRST CMNTY CORP S CCOM31983510451426,457SH DFND126,45700
FIRST DATA CORP NEWCOM CL A32008D10635420,918SH DFND120,91800
FIRST DEFIANCE FINL CORPCOM32006W10632013,024SH DFND113,02400
FIRST FINANCIAL NORTHWEST INCCOM32022K10275648,908SH DFND148,90800
FIRST FINL BANKSHARESCOM32020R10923404SH DFND140400
FIRST FINL CORP INDCOM32021810093923,367SH DFND123,36700
FIRST FNDTN INCCOM32026V1041269,835SH DFND19,83500
FIRST GTY BANCSHARES INCCOM32043P10616670SH DFND167000
FIRST INTST BANCSYSTEM INCCOM CL A32055Y20141611,363SH DFND111,36300
FIRST LONG IS CORPCOM320734106281,415SH DFND11,41500
FIRST MERCHANTS CORPCOM32081710934510,071SH DFND110,07100
FIRST MID ILL BANCSHARES INCCOM3208661061996,254SH DFND16,25400
FIRST NORTHWEST BANCORPCOM3358341072,663179,612SH DFND1179,61200
FIRST SAVINGS FINANCIAL GROUCOM33621E10912228SH DFND122800
FIRST US BANCSHARES INCSHS33744V103283,590SH DFND13,59000
FIRST UTD CORPCOM33741H107493,069SH DFND13,06900
FISERV INCCOM3377381081632,216SH DFND12,21600
FIVE BELOW INCCOM33829M101660SH DFND16000
FIVE STAR SENIOR LIVING INCCOM33832D106336701,278SH DFND1701,27800
FLANIGAN'S ENTERPRISES INCCOM33851710525953SH DFND195300
FLOWERS FOODS INCCOM3434981012,656143,824SH DFND1143,82400
FLUENT INCCOM34380C1028222,753SH DFND122,75300
FLUIDIGM CORP DELCOM34385P1084,643538,749SH DFND1538,74900
FLWS1-800 FLOWERSCL A68243Q10635929,303SH DFND129,30300
FLY LEASING LTDSPONSORED ADR34407D1093,023286,220SH DFND1286,22000
FOMENTO ECONOMICO MEXICANO SASPON ADR UNITS3444191062853,311SH DFND1,23,31100
FOMENTO ECONOMICO MEXICANO SASPON ADR UNITS3444191069,681112,504SH DFND1112,50400
FONAR CORPCOM NEW3444374051085,344SH DFND15,34400
FOOT LOCKER INCCOM3448491046,269117,838SH DFND1117,83800
FORD MTR CO DELCOM PAR $0.013453708606770SH DFND177000
FORESCOUT TECHNOLOGIES INCCOM34553D101913,506SH DFND13,50600
FORRESTER RESH INCCOM346563109521,160SH DFND11,16000
FORTINET INCCOM34959E10917,330246,071SH DFND1246,07100
FORTIS INCCOM3495531074,951148,600SH DFND1148,60000
FORTRESS BIOTECH INCCOM34960Q109138160,471SH DFND1160,47100
FORWARD AIR CORPCOM3498531013,51364,049SH DFND164,04900
FOSSIL GROUP INCCOM34988V10685254,213SH DFND154,21300
FOUNDATION BLDG MATLS INCCOM3503921062,335281,102SH DFND1281,10200
FOX FACTORY HLDG CORPCOM35138V1027119SH DFND111900
FRANKLIN FINL NETWORK INCCOM35352P10426610,097SH DFND110,09700
FRANKLIN STREET PPTYS CORPCOM35471R10618629,878SH DFND129,87800
FREEPORT-MCMORAN INCCL B35671D85713312,914SH DFND112,91400
FRIEDMAN INDS INCCOM358435105750106,297SH DFND1106,29700
FS BANCORP INCCOM30263Y1042,74864,110SH DFND164,11000
FS KKR CAPITAL CORPCOM3026351071,350260,691SH DFND1260,69100
FTI CONSULTING INCCOM30294110964,122962,184SH DFND1962,18400
FTS INTERNATIONAL INCCOM30283W104547,515SH DFND17,51500
FULTON FINL CORP PACOM3602711002,698174,334SH DFND1174,33400
FUTUREFUEL CORPORATIONCOM36116M10643127,172SH DFND127,17200
G-III APPAREL GROUP LTDCOM36237H101551,974SH DFND11,97400
GAIN CAP HLDGS INCCOM36268W1001,434232,882SH DFND1232,88200
GALLAGHER ARTHUR J & COCOM3635761092,81938,255SH DFND138,25500
GANNETT CO INCCOM36473H1043,345392,092SH DFND1392,09200
GARMIN LTDSHSH2906T1091,96631,037SH DFND131,03700
GARRETT MOTION INCCOM36650510501SH DFND1100
GARRISON CAP INCCOM36655410358290,335SH DFND190,33500
GENERAC HLDGS INCCOM3687361044128,287SH DFND18,28700
GENERAL DYNAMICS CORPCOM3695501082081,323SH DFND11,32300
GENERAL ELECTRIC COCOM36960410330740,584SH DFND140,58400
GENERAL FIN CORP DELCOM36982210147146,543SH DFND146,54300
GENERAL MLS INCCOM370334104411,059SH DFND11,05900
GENERAL MTRS COCOM37045V1008235SH DFND123500
GENESCO INCCOM3715321023,44177,681SH DFND177,68100
GENESIS HEALTHCARE INCCL A37185X1061,9961,691,866SH DFND11,691,86600
GENIE ENERGY LTDCL B37228420814724,347SH DFND124,34700
GENOMIC HEALTH INCCOM37244C10147,741741,268SH DFND1741,26800
GENPACT LIMITEDSHSG3922B1074,026149,200SH DFND1149,20000
GENUINE PARTS COCOM3724601051,22112,712SH DFND112,71200
GEOPARK LTDUSD SHSG383271057,830566,527SH DFND1566,52700
GIGAMEDIA LTDSHS NEWY2711Y11214949,607SH DFND149,60700
GILEAD SCIENCES INCCOM3755581032,13134,084SH DFND134,08400
GLEN BURNIE BANCORPCOM3774071019860SH DFND186000
GLOBAL X FDS/GBL X MSCI PT ETETF37950E19214314,283SH DFND114,28300
GLOBAL X FDS/MSCI GREECE ETFETF37950E366547,869SH DFND17,86900
GLOBALSCAPE INCCOM37940G109163,614SH DFND13,61400
GOLAR LNG PARTNERS LPCOM UNIT LPIY2745C10219518,027SH DFND118,02700
GOLD FIELDS LTD NEWSPONSORED ADR38059T1062,245638,091SH DFND1638,09100
GOLD RESOURCE CORPCOM38068T10514135,286SH DFND135,28600
GOLDCORP INC NEWCOM3809564094,512461,000SH DFND1461,00000
GOLDMAN SACHS GROUP INCCOM38141G1045173,097SH DFND13,09700
GOOD TIMES RESTAURANTS INCCOM3821408797228,879SH DFND128,87900
GOODRICH PETE CORPCOM PAR3824108431138,345SH DFND18,34500
GORMAN RUPP COCOM38308210492028,415SH DFND128,41500
GRAHAM HOLDINGS COMPANYCL B3846371048,76013,675SH DFND113,67500
GRAINGER W W INCCOM3848021044,17014,771SH DFND114,77100
GRANA Y MONTERO S A ASPONSORED ADS38500P20882,700SH DFND12,70000
GRAND CANYON ED INCCOM38526M1062,84429,570SH DFND129,57000
GRANITE PT MTG TR INCCOM38741L1075,333295,916SH DFND1295,91600
GRANITE REAL ESTATE INVT TRUNIT 999999993874371141,96550,505SH DFND150,50500
GRAVITY CO LTDSPONSORED ADS NE38911N20696623,038SH DFND123,03800
GRAY TELEVISION INCCOM3893751061,944131,984SH DFND1131,98400
GREAT AJAX CORPCOM38983D30036129,995SH DFND129,99500
GREAT ELM CAP CORPCOM39032010917321,968SH DFND121,96800
GREAT LAKES DREDGE & DOCK COCOM39060710946470,066SH DFND170,06600
GREAT SOUTHN BANCORP INCCOM3909051073567,739SH DFND17,73900
GREEN DOT CORPCL A39304D1021,86323,416SH DFND123,41600
GREENTREE HOSPITALTY GROUP LSPONSORED ADS39579V10022717,426SH DFND117,42600
GREIF INCCL A3976241072787,496SH DFND17,49600
GROUPE CGI INCCL A SUB VTG39945C10941,253674,772SH DFND1674,77200
GRUPO AVAL ACCIONES Y VALORESPONSORED ADS40053W1015,119867,542SH DFND1867,54200
GRUPO SIMEC S A B DE C VADR400491106575,881SH DFND15,88100
GSE SYS INCCOM36227K1062712,904SH DFND112,90400
GSV CAP CORPCOM36191J1012,666510,455SH DFND1510,45500
GUARANTY BANCSHARES INC TEXCOM40076410666722,368SH DFND122,36800
GUARANTY FED BANCSHARES INCCOM40108P10112549SH DFND154900
HABIT RESTAURANTS INCCOM CL A40449J1032,893275,566SH DFND1275,56600
HACKETT GROUP INCCOM404609109613,814SH DFND13,81400
HAEMONETICS CORPCOM40502410067,473674,407SH DFND1674,40700
HALLADOR ENERGY COMPANYCOM40609P1052,770546,954SH DFND1546,95400
HALLMARK FINL SVCS INC ECCOM NEW40624Q203454,220SH DFND14,22000
HAMILTON BEACH BRANDS HLDG CCOM CL A40701T1042,483105,742SH DFND1105,74200
HANGER INCCOM NEW41043F2081,65387,242SH DFND187,24200
HANOVER INS GROUP INCCOM41086710566565SH DFND156500
HARBORONE BANCORP INCCOM41165F10118411,579SH DFND111,57900
HARRIS CORP DELCOM41387510539288SH DFND128800
HARTFORD FINL SVCS GROUP INCCOM41651510440890SH DFND189000
HARVARD BIOSCIENCE INCCOM4169061052,571808,949SH DFND1808,94900
HARVEST CAP CR CORPCOM41753F10922522,361SH DFND122,36100
HAVERTY FURNITURE INCCOM4195961012,364125,896SH DFND1125,89600
HAWAIIAN ELEC INDUSTRIESCOM41987010049,3121,346,541SH DFND11,346,54100
HC2 HLDGS INCCOM4041391071,126425,816SH DFND1425,81600
HCA HEALTHCARE INCCOM40412C101111,947899,526SH DFND1899,52600
HCP INCCOM40414L10936312,985SH DFND112,98500
HDFC BANK LTDADR REPS 3 SHS40415F1011,62915,722SH DFND115,72200
HEALTHEQUITY INCCOM42226A1073706,193SH DFND16,19300
HEALTHSTREAM INCCOM42222N1034,352180,149SH DFND1180,14900
HEIDRICK & STRUGGLES INTL INCCOM42281910210,220327,726SH DFND1327,72600
HELEN OF TROY CORP LTDCOMG4388N106750SH DFND15000
HENNESSY ADVISORS INCCOM425885100474,645SH DFND14,64500
HENRY JACK & ASSOC INCCOM42628110130,906244,293SH DFND1244,29300
HERBALIFE NUTRITION LTDCOM SHSG4412G101100,7651,709,312SH DFND11,709,31200
HERITAGE COMMERCE CORPCOM426927109252,185SH DFND12,18500
HERITAGE CRYSTAL CLEAN INCCOM42726M10626111,322SH DFND111,32200
HERSHEY COCOM4278661082101,955SH DFND11,95500
HESS MIDSTREAM PARTNERS LPUNIT LTD PR INT4281041032,468145,306SH DFND1145,30600
HEWLETT PACKARD ENTERPRISE CCOM42824C109856,489SH DFND16,48900
HEXINDAI INCADR4282951098734,474SH DFND134,47400
HIBBETT SPORTS INCCOM4285671012,378166,282SH DFND1166,28200
HILL ROM HLDGS INCCOM4314751021371,545SH DFND11,54500
HILLENBRAND INCCOM43157110831821SH DFND182100
HILLTOP HOLDINGS INCCOM43274810143824,593SH DFND124,59300
HILTON WORLDWIDE HLDGS - WI43300A2032803,897SH DFND13,89700
HMN FINL INCCOM40424G108623,151SH DFND13,15100
HMS HLDGS CORPCOM40425J10112,479443,826SH DFND1443,82600
HOEGH LNG PARTNERS LPCOM UNIT LTDY3262R10044729,150SH DFND129,15000
HOLLYFRONTIER CORPCOM PAR $0.014361061081,82535,689SH DFND135,68900
HOME BANCORP INCCOM43689E10771120,051SH DFND120,05100
HOME DEPOT INCCOM437076102315,2081,834,510SH DFND11,834,51000
HOMESTREET INCCOM43785V10287841,435SH DFND141,43500
HOMETRUST BANCSHARES INCCOM43787210451019,463SH DFND119,46300
HONEYWELL INTL INCCOM4385161062,76920,959SH DFND120,95900
HOOKER FURNITURE CORPCOM439038100782,970SH DFND12,97000
HOPFED BANCORP INCCOM43973410416712,517SH DFND112,51700
HORIZON PHARMA PLCCOMG4617B1056,353325,186SH DFND1325,18600
HORMEL FOODS CORPCOM440452100491,155SH DFND11,15500
HORNBECK OFFSHORE SVCS INC NCOM4405431067048,390SH DFND148,39000
HOUSTON WIRE & CABLE COCOM44244K1095510,885SH DFND110,88500
HOVNANIAN ENTERPRISES INCCL A44248720391132,787SH DFND1132,78700
HP INCCOM40434L105864,226SH DFND14,22600
HTG MOLECULAR DIAGNOSTICS INCOM40434H104577227,407SH DFND1227,40700
HUB GROUP INCCL A443320106601,607SH DFND11,60700
HUDSON LTDCOM CL AG4640810326,4071,539,767SH DFND11,539,76700
HUMANA INCCOM444859102338,6061,181,954SH DFND11,181,95400
HUNT COS FIN TR INCCOM44558T100268,965SH DFND18,96500
HUNTINGTON BANCSHARES INCCOM446150104211,792SH DFND11,79200
HUNTINGTON INGALLS INDS INCCOM44641310630160SH DFND116000
HUNTSMAN CORPCOM44701110780341,652SH DFND141,65200
HURCO COMPANIES INCCOM4473241041,31036,679SH DFND136,67900
HURON CONSULTING GROUP INCCOM44746210267713,173SH DFND113,17300
HUYA INCADS REP SHS A44852D1084253SH DFND125300
HV BANCORP INCCOM40441H1057496SH DFND149600
HYSTER YALE MATLS HANDLING ICL A4491721052043,293SH DFND13,29300
IAC INTERACTIVECORPCOM44919P5086813,718SH DFND13,71800
IAMGOLD CORPCOM450913108502136,800SH DFND1136,80000
IBERIABANK CORPCOM4508281082,47538,516SH DFND138,51600
ICF INTL INCCOM44925C1036,42599,201SH DFND199,20100
ICICI BK LTDADR45104G10419518,968SH DFND118,96800
ICON PLCSHSG4705A100279,7932,165,463SH DFND12,165,46300
IDACORP INCCOM4511071063,27335,162SH DFND135,16200
IDEX CORPCOM45167R10467527SH DFND152700
IDEXX LABS INCCOM45168D1041,5778,482SH DFND18,48200
IDT CORPCL B448947507941151,850SH DFND1151,85000
ILLINOIS TOOL WKS INCCOM45230810972565SH DFND156500
ILLUMINA INCCOM45232710912,96443,223SH DFND143,22300
IMAGE SENSING SYS INCCOM45244C10412327,283SH DFND127,28300
IMMERSION CORPCOM45252110781891,322SH DFND191,32200
IMMUNE DESIGN CORPCOM USD0.00145252L1035844,566SH DFND144,56600
IMMUTEP LTDSPONSORED ADR45257L108189,583SH DFND19,58300
IMPERIAL OIL LTDCOM NEW4530384085,904233,149SH DFND1233,14900
IMPRIMIS PHARMACEUTICALS INCCOM45323A201878154,291SH DFND1154,29100
INDEPENDENT BANK CORP MICHCOM4538386091,87889,324SH DFND189,32400
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT4562371061045,309SH DFND15,30900
INDUSTRIAS BACHOCO S A B DESPON ADR B45646310896824,472SH DFND124,47200
INFINITY PHARMACEUTICALS INCCOM45665G303569482,136SH DFND1482,13600
INFORMATION SERVICES GROUP ICOM45675Y10432777,262SH DFND177,26200
INFOSYS LTDSPONSORED ADR45678810825426,634SH DFND1,226,63400
INFOSYS LTDSPONSORED ADR45678810881,8068,592,951SH DFND18,592,95100
INFRASTRUCTURE AND ENERGY ALTECOM45686J104932114,024SH DFND1114,02400
INFUSYSTEM HLDGS INCCOM45685K1028925,928SH DFND125,92800
INGERSOLL-RAND PLCSHSG477911011341,467SH DFND11,46700
INGLES MKTS INCCL A4570301041917,009SH DFND17,00900
INGREDION INCCOM45718710214,003153,205SH DFND1153,20500
INNOSPEC INCCOM45768S1051,00016,189SH DFND116,18900
INNOVIVA INCCOM45781M1019,087520,749SH DFND1520,74900
INOGEN INCCOM45780L1043,23426,063SH DFND126,06300
INSIGHT ENTERPRISES INCCOM45765U10313,143322,481SH DFND1322,48100
INSIGNIA SYS INCCOM45765Y1053020,229SH DFND120,22900
INSPERITY INCCOM45778Q10731,139333,538SH DFND1333,53800
INTEL CORPCOM4581401002,87861,328SH DFND161,32800
INTER PARFUMS INCCOM4583341099,770149,010SH DFND1149,01000
INTERCONTINENTAL EXCHANGE INCOM45866F1043965,258SH DFND15,25800
INTERDIGITAL INCCOM45867G1011,30019,575SH DFND119,57500
INTERMOLECULAR INCCOM45882D1097776,450SH DFND176,45000
INTERNATIONAL BUSINESS MACHSCOM4592001011,98117,430SH DFND117,43000
INTERNATIONAL SPEEDWAY CORPCL A4603352017,105161,994SH DFND1161,99400
INTERPUBLIC GROUP COS INCCOM46069010011,729568,508SH DFND1568,50800
INTEST CORPCOM46114710041367,336SH DFND167,33600
INTREPID POTASH INCCOM46121Y102964370,986SH DFND1370,98600
INTRICON CORPCOM46121H10970126,593SH DFND126,59300
INTUITCOM461202103163,721831,701SH DFND1831,70100
INTUITIVE SURGICAL INCCOM NEW46120E6029151,911SH DFND11,91100
INUVO INCCOM46122W20476,907SH DFND16,90700
INVESTORS BANCORP INCCOM46146L10133432,090SH DFND132,09000
INVESTORS REAL ESTATE TRSH BEN INT4617305091452,960SH DFND12,96000
IONIS PHARMACEUTICALS INCCOM4622221002073,828SH DFND13,82800
IRADIMED CORPCOM46266A10965726,844SH DFND126,84400
IRIDEX CORPCOM462684101112,267SH DFND12,26700
IRSA INVERSIONES Y REP S AGLOBL DEP RCPT45004720436527,908SH DFND127,90800
IRSA PROPIEDADES COMERCIALESSPONSORED ADR463588103311,708SH DFND11,70800
ISHARES INCMSCI AUST ETF4642861038,711452,552SH DFND1452,55200
ISHARES INC/MSCI AUSTRIA ETFETF46428620222812,461SH DFND112,46100
ISHARES INC/MSCI COLMBIA ETFETF46434G202383,440SH DFND13,44000
ISHARES INC/MSCI ISRAEL ETFETF4642866324238,737SH DFND18,73700
ISHARES INC/MSCI RUSSIA ETFETF46434G7982086,770SH DFND16,77000
ISHARES INC/MSCI SWITZERLANDETF46428674942113,359SH DFND113,35900
ISHARES TR/MSCI CHINA ETFETF46429B6714949,392SH DFND19,39200
ISHARES TR/MSCI EMG MKT ETFETF46428723464716,582SH DFND116,58200
ISHARES TR/MSCI FINLAND ETFETF46429B515802,258SH DFND12,25800
ISHARES TR/MSCI NORWAY ETFETF46429B499994,326SH DFND14,32600
ISHARES TR/MSCI PERU ETFETF464289842541,543SH DFND11,54300
ISHARES TR/MSCI POLAND ETFETF46429B60652122,636SH DFND122,63600
ISRAEL CHEMICALS LTDSHSM5920A1095,459961,933SH DFND1961,93300
ISSUER DIRECT CORPORATIONCOM NEW46520M204322,805SH DFND12,80500
ITURAN LOCATION AND CONTROLSHSM6158M1042,80887,636SH DFND187,63600
J & J SNACK FOODS CORPCOM46603210923,440162,114SH DFND1162,11400
J ALEXANDERS HLDGS INCCOM46609J1061,133137,765SH DFND1137,76500
J JILL INCCOM46620W1021,253235,222SH DFND1235,22200
JASON INDS INCCOM4711721068058,723SH DFND158,72300
JAZZ PHARMACEUTICALS INCCOMG5087110550,104404,180SH DFND1404,18000
JERASH HLDGS US INCCOM47632P101152,397SH DFND12,39700
JETBLUE AIRWAYS CORPCOM4771431011,31281,656SH DFND181,65600
JMP GROUP LLCCOM46629U107256,219SH DFND16,21900
JOHNSON & JOHNSONCOM47816010474,493577,208SH DFND1577,20800
JOHNSON OUTDOORS INCCL A47916710810,741182,912SH DFND1182,91200
JOINT CORPCOM47973J1021,585190,702SH DFND1190,70200
JOUNCE THERAPEUTICS INCCOM481116101471139,957SH DFND1139,95700
JPMORGAN CHASE & COCOM46625H10060,728622,074SH DFND1622,07400
JUNIPER NETWORKS INCCOM48203R10411,219417,024SH DFND1417,02400
JUST ENERGY GROUP INCCOM48213W101430129,900SH DFND1129,90000
K12 INCCOM48273U10236,7701,483,252SH DFND11,483,25200
KAISER ALUMINUM CORPCOM PAR $0.0148300770436,368407,282SH DFND1407,28200
KAMADA LTDSHSM6240T1093,338667,204SH DFND1667,20400
KB HOMECOM48666K1091638,520SH DFND18,52000
KEARNY FINL CORPCOM48716P1087,363574,231SH DFND1574,23100
KELLOGG COCOM48783610810180SH DFND118000
KELLY SVCS INCCL A4881522087,647373,366SH DFND1373,36600
KEMET CORPCOM NEW4883602071,13564,691SH DFND164,69100
KEURIG DR PEPPER INCCOM49271V100371,451SH DFND11,45100
KEWAUNEE SCIENTIFIC CORPCOM4928541041484,453SH DFND14,45300
KEYCORPCOM493267108362,417SH DFND12,41700
KEYSIGHT TECHNOLOGIES INCCOM49338L10340649SH DFND164900
KFORCE INCCOM49373210114,106456,235SH DFND1456,23500
KIMBALL INTL INCCL B4942741037,728544,779SH DFND1544,77900
KIMBERLY CLARK CORPCOM49436810352,397459,862SH DFND1459,86200
KINDER MORGAN INC DELCOM49456B1011,48796,697SH DFND196,69700
KINROSS GOLD CORPCOM NO PAR4969024041,152357,444SH DFND1357,44400
KIRKLANDS INCCOM497498105858,854SH DFND18,85400
KKR REAL ESTATE FIN TR INCCOM48251K10011,464598,662SH DFND1598,66200
KOHLS CORPCOM5002551041181,783SH DFND11,78300
KORN FERRYCOM NEW5006432002,60565,905SH DFND165,90500
KOSS CORPCOM500692108126,476SH DFND16,47600
KRAFT HEINZ COCOM5007541062054,764SH DFND14,76400
KRATON CORPORATIONCOM50077C106984,491SH DFND14,49100
KROGER COCOM50104410147117,114SH DFND117,11400
KRONOS WORLDWIDE INCCOM50105F1053283SH DFND128300
KRYSTAL BIOTECH INCCOM50114710242720,558SH DFND120,55800
KT CORPSPONSORED ADR48268K101107,8697,585,644SH DFND17,585,64400
L BRANDS INCCOM5017971041264,906SH DFND14,90600
LABORATORY CORP AMER HLDGSCOM NEW50540R40964,503510,502SH DFND1510,50200
LADDER CAP CORPCL A50574310412,107782,329SH DFND1782,32900
LAKELAND BANCORP INCCOM511637100493,301SH DFND13,30100
LAM RESEARCH CORPCOM512807108754SH DFND15400
LAMB WESTON HLDGS INCCOM5132721044,81765,475SH DFND165,47500
LANCASTER COLONY CORPCOM51384710316,10791,059SH DFND191,05900
LANDMARK BANCORP INCCOM51504L107261,126SH DFND11,12600
LANDS END INC NEWCOM51509F10537526,395SH DFND126,39500
LANDSTAR SYS INCCOM5150981012,04821,414SH DFND121,41400
LANNET INCCOM516012101097SH DFND19700
LANTRONIX INCCOM NEW516548203577195,966SH DFND1195,96600
LAUDER ESTEE COS INCCL A518439104240,1601,845,931SH DFND11,845,93100
LAWSON PRODS INCCOM52077610587627,720SH DFND127,72000
LAZYDAYS HLDGS INCCOM52110H100234,263SH DFND14,26300
LCNB CORPCOM50181P100875,759SH DFND15,75900
LEE ENTERPRISES INCCOM5237681092,4291,151,544SH DFND11,151,54400
LEJU HLDGS LTDSPONSORED ADS50187J108285203,701SH DFND1203,70100
LENNOX INTL INCCOM USD0.015261071072911,329SH DFND11,32900
LG DISPLAY CO LTDSPONS ADR REP50186V1023,239395,568SH DFND1395,56800
LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP53122988839115,697SH DFND115,69700
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071,11230,057SH DFND130,05700
LIBERTY OILFIELD SVCS INCCOM CL A53115L1045393SH DFND139300
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510248530,555SH DFND130,55500
LIFEVANTAGE CORPCOM53222K2053,834290,757SH DFND1290,75700
LIMELIGHT NETWORKS INCCOM53261M1042752SH DFND175200
LIMESTONE BANCORP INCCOM53262L105443,165SH DFND13,16500
LINCOLN NATL CORP INDCOM53418710987,9921,714,824SH DFND11,714,82400
LINDBLAD EXPEDITIONS HLDGS ICOM53521910983061,648SH DFND161,64800
LINDE PLCCOMG5494J103105673SH DFND167300
LIQUIDITY SERVICES INCCOM53635B1073,256527,603SH DFND1527,60300
LIVE NATION ENTERTAINMENT INCCOM5380341092,21845,026SH DFND145,02600
LIVE OAK BANCSHARES INCCOM53803X10516911,383SH DFND111,38300
LIVE VENTURES INCCOM NEW538142308558,093SH DFND18,09300
LKQ CORPCOM50188920821866SH DFND186600
LOCKHEED MARTIN CORPCOM5398301098383,200SH DFND13,20000
LOEWS CORPCOM5404241089,128200,503SH DFND1200,50300
LONESTAR RES US INCCL A VTG54240F10332789,597SH DFND189,59700
LOUISIANA PAC CORPCOM5463471053,172142,720SH DFND1142,72000
LOWES COS INCCOM5486611074905,303SH DFND15,30300
LOXO ONCOLOGY INCCOM548862101749SH DFND14900
LRAD CORPCOM50213V1096325,057SH DFND125,05700
LSI INDS INCCOM50216C108355111,956SH DFND1111,95600
LULULEMON ATHLETICA INCCOM55002110936297SH DFND129700
LUMINEX CORP(DEL)COM USD0.00155027E10233,3241,441,871SH DFND11,441,87100
LUNA INNOVATIONSCOM550351100347103,802SH DFND1103,80200
LUTHER BURBANK CORPCOM550550107232,500SH DFND12,50000
LUXFER HOLDINGS PLCSHSG5698W11612,990736,997SH DFND1736,99700
LUXOFT HLDG INCORD SHS CL AG572791047,670252,114SH DFND1252,11400
LYONDELLBASELL INDUSTRIES NSHS - A -N537451005486,586SH DFND16,58600
M & T BK CORPCOM55261F1045854,088SH DFND14,08800
MACATAWA BK CORPCOM5542251021,565162,589SH DFND1162,58900
MACKINAC FINL CORPCOM55457110911778SH DFND177800
MACROGENICS INCCOM556099109655,080SH DFND15,08000
MACY'S INCCOM55616P10424823SH DFND182300
MADDEN STEVEN LTDCOM55626910810,696353,485SH DFND1353,48500
MADISON SQUARE GARDEN CO NEWCL A55825T1031,9587,313SH DFND17,31300
MAGELLAN HEALTH INCCOM NEW5590792071,25322,014SH DFND122,01400
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801062123,723SH DFND13,72300
MAGIC SOFTWARE ENTERPRISES LTDORD5591661038711,308SH DFND111,30800
MAGNOLIA OIL & GAS CORPCL A55966310978670,062SH DFND170,06200
MAJESCOCOM56068V102202,858SH DFND12,85800
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W1091034,231SH DFND14,23100
MALLINCKRODT PUB LTD COSHSG5785G10726,7811,694,860SH DFND11,694,86000
MAM SOFTWARE GROUP INCCOM NEW55277Q201476,016SH DFND16,01600
MANCHESTER UTD PLC NEWORD CL AG5784H106321,686SH DFND11,68600
MANHATTAN ASSOCS INCCOM5627501098,333196,666SH DFND1196,66600
MANNATECH INCCOM56377120384144,698SH DFND144,69800
MANPOWERGROUP INCCOM56418H10063,793984,410SH DFND1984,41000
MANULIFE FINL CORPCOM56501R1061379,703SH DFND19,70300
MARATHON PETE CORPCOM56585A1021392,356SH DFND12,35600
MARCHEX INCCL B56624R1081,378520,074SH DFND1520,07400
MARCUS & MILLICHAP INCCOM56632410941812,169SH DFND112,16900
MARCUS CORPCOM5663301069,434238,832SH DFND1238,83200
MARINE PRODS CORPCOM56842710851730,636SH DFND130,63600
MARINEMAX INCCOM5679081081,22066,542SH DFND166,54200
MARLIN BUSINESS SVCS CORPCOM57115710673933,117SH DFND133,11700
MARRIOTT INTL INC NEWCL A5719032021301,201SH DFND11,20100
MARSH & MCLENNAN COS INCCOM571748102881,107SH DFND11,10700
MASIMO CORPCOM57479510021,347198,825SH DFND1198,82500
MASTERCARD INCORPORATEDCL A57636Q104198,5051,052,240SH DFND11,052,24000
MASTERCRAFT BOAT HLDGS INCCOM57637H10372338,701SH DFND138,70100
MATCH GROUP INCCOM57665R1067166SH DFND116600
MATERION CORPORATIONCOM57669010133,049734,609SH DFND1734,60900
MATRIX SVC COCOM5768531053,184177,456SH DFND1177,45600
MAXIMUS INCCOM57793310415,598239,624SH DFND1239,62400
MCCLATCHY COCL A NEW579489303243,196SH DFND13,19600
MCCORMICK & CO INCCOM NON VTG5797802062,09115,022SH DFND115,02200
MCDONALDS CORPCOM58013510120,238113,980SH DFND1113,98000
MCGRATH RENTCORPCOM5805891097,094137,801SH DFND1137,80100
MCKESSON CORPCOM58155Q1034454,028SH DFND14,02800
MDC PARTNERS INCCL A SUB VTG55269710415057,494SH DFND157,49400
MDU RES GROUP INCCOM55269010927,6751,160,879SH DFND11,160,87900
MEDEQUITIES RLTY TR INCCOM58409L3068312,173SH DFND112,17300
MEDICAL PPTYS TRUST INCCOM58463J30458036,081SH DFND136,08100
MEDIFAST INCCOM58470H10154,124432,947SH DFND1432,94700
MEDNAX INCCOM58502B1063,403103,060SH DFND1103,06000
MEDPACE HLDGS INCCOM58506Q10971,7541,355,651SH DFND11,355,65100
MEDTRONIC PLCSHSG5960L10337,710414,577SH DFND1414,57700
MEI PHARMA INCCOM55279B202492186,335SH DFND1186,33500
MELLANOX TECHNOLOGIES LTDSHSM5136311322,726246,007SH DFND1246,00700
MENLO THERAPEUTICS INCCOM58685810214735,855SH DFND135,85500
MERCANTILE BANK CORPCOM58737610473526,008SH DFND126,00800
MERCER INTL INCCOM58805610120,7271,985,269SH DFND11,985,26900
MERCK & CO INCCOM58933Y10567,713886,173SH DFND1886,17300
MERIDIAN BANCORP INCCOM58958U10376053,095SH DFND153,09500
MERIDIAN BIOSCIENCE INCCOM5895841011,11964,514SH DFND164,51400
MERITAGE HOMES CORPCOM59001A1022075,632SH DFND15,63200
MERITOR INCCOM59001K10025515,107SH DFND115,10700
MERRIMACK PHARMACEUTICALS INCOM59032820992,324SH DFND12,32400
MERUS N VCOMN5749R10038127,215SH DFND127,21500
MESA AIR GROUP INCCOM NEW590479135273,511SH DFND13,51100
MESA RTY TRUNIT BEN INT5906601067680SH DFND168000
MESABI TRCTF BEN INT5906721013,206135,303SH DFND1135,30300
METHANEX CORPCOM59151K1087,618158,500SH DFND1158,50000
METLIFE INCCOM59156R1084,682114,103SH DFND1114,10300
METROPOLITAN BK HLDG CORPCOM5917741041,20439,040SH DFND139,04000
METTLER TOLEDO INTERNATIONALCOM592688105200,703354,869SH DFND1354,86900
MEXCO ENERGY CORPCOM59277010141,343SH DFND11,34300
MFA FINL INCCOM55272X1029,3001,392,180SH DFND11,392,18000
MGE ENERGY INCCOM55277P10441686SH DFND168600
MGIC INVT CORP WISCOM5528481031,438137,498SH DFND1137,49800
MICHAELS COS INCCOM59408Q106644,726SH DFND14,72600
MICRO FOCUS INTERNATIONAL PLSPON ADR NEW59483730403SH DFND1300
MICRON TECHNOLOGY INCCOM59511210362819,776SH DFND119,77600
MICROSOFT CORPCOM594918104315,1913,103,194SH DFND13,103,19400
MICROSTRATEGY INCCL A NEW5949724088,21464,291SH DFND164,29100
MIDDLESEX WATER COCOM59668010816303SH DFND130300
MIDWESTONE FINL GROUP INC NEWCOM59851110328011,260SH DFND111,26000
MILLER HERMAN INCCOM6005441001,73357,275SH DFND157,27500
MIND C T I LTDORDM70240102293128,442SH DFND1128,44200
MINERVA NEUROSCIENCES INCCOM60338010651476,219SH DFND176,21900
MISONIX INCCOM6048711031539,504SH DFND19,50400
MIX TELEMATICS LTDSPONSORED ADR60688N10212,642807,615SH DFND1807,61500
MIZUHO FINL GROUP INCSPONSORED ADR60687Y10912341,033SH DFND141,03300
MOBILE TELESYSTEMS PJSCSPONSORED ADR60740910928,6504,092,791SH DFND14,092,79100
MOBILEIRON INCCOM NEW60739U2041,355295,126SH DFND1295,12600
MOELIS & COCL A60786M1056164SH DFND116400
MOHAWK INDS INCCOM60819010421180SH DFND118000
MOLECULAR TEMPLATES INCCOM NEW60855010971,736SH DFND11,73600
MOLINA HEALTHCARE INCCOM60855R100134,0101,153,036SH DFND11,153,03600
MOLSON COORS BREWING COCL B60871R20968612,219SH DFND112,21900
MOMO INCADR60879B10753,3442,246,036SH DFND12,246,03600
MONDELEZ INTL INCCL A6092071051,51637,862SH DFND137,86200
MONEYGRAM INTL INCCOM NEW60935Y2081,507753,595SH DFND1753,59500
MONOTYPE IMAGING HOLDINGS INCOM61022P10017411,223SH DFND111,22300
MONSTER BEVERAGE CORPCOM61174X10957911,758SH DFND111,75800
MOOG INCCL A6153942022072,675SH DFND12,67500
MORGAN STANLEYCOM NEW6174464481,46536,966SH DFND136,96600
MORNINGSTAR INCCOM617700109325SH DFND12500
MOSAIC COCOM61945C10342114,412SH DFND114,41200
MOTOROLA SOLUTIONS INCCOM NEW6200763078,34872,574SH DFND172,57400
MOVADO GROUP INCCOM62458010615,350485,389SH DFND1485,38900
MSC INDL DIRECT INCCL A55353010639507SH DFND150700
MSG NETWORK INCCL A55357310617,518743,475SH DFND1743,47500
MURPHY USA INCCOM6267551023,53146,075SH DFND146,07500
MUTUALFIRST FINL INCCOM62845B10415552SH DFND155200
MYERS INDS INCCOM6284641091,30586,318SH DFND186,31800
MYR GROUP INC DELCOM55405W104301,063SH DFND11,06300
MYRIAD GENETICS INCCOM62855J10454,1381,862,279SH DFND11,862,27900
NACCO INDS INCCL A62957910362918,542SH DFND118,54200
NANOMETRICS INCCOM6300771051,14341,812SH DFND141,81200
NANOSTRING TECHNOLOGIES INCCOM63009R1092,158145,553SH DFND1145,55300
NAPCO SEC TECHNOLOGIES INCCOM63040210524915,815SH DFND115,81500
NATIONAL BANKSHARES INC VACOM634865109641,767SH DFND11,76700
NATIONAL BEVERAGE CORPCOM6350171062,34432,653SH DFND132,65300
NATIONAL FUEL GAS CO N JCOM63618010169913,652SH DFND113,65200
NATIONAL HEALTHCARE CORPCOM63590610026,690340,200SH DFND1340,20000
NATIONAL INSTRS CORPCOM6365181023,56478,540SH DFND178,54000
NATIONAL WESTERN LIFE GROUPCL A6385171021,9506,487SH DFND16,48700
NATURAL ALTERNATIVES INTL INCCOM NEW63884230226727,175SH DFND127,17500
NATURAL GROCERS BY VITAMIN CCOM63888U1083,750244,617SH DFND1244,61700
NATURAL HEALTH TRENDS CORPCOM PAR $.00163888P4069476SH DFND147600
NATURES SUNSHINE PRODUCTS INCCOM639027101485,854SH DFND15,85400
NAVIGANT CONSULTING INCCOM63935N107702,927SH DFND12,92700
NAVISTAR INTL CORP NEWCOM63934E1081214,656SH DFND14,65600
NBT BANCORP INCCOM62877810230857SH DFND185700
NEKTAR THERAPEUTICSCOM6402681081213,677SH DFND13,67700
NET 1 UEPS TECHNOLOGIES INCCOM NEW64107N2061,004214,124SH DFND1214,12400
NETAPP INCCOM64110D1041091,825SH DFND11,82500
NETFLIX INCCOM64110L106229854SH DFND185400
NETSOL TECHNOLOGIES INCCOM64115A40237861,515SH DFND161,51500
NETWORK 1 TECHNOLOGIES INCCOM64121N1095524,674SH DFND124,67400
NEUROCRINE BIOSCIENCES INCCOM64125C10932461SH DFND146100
NEVADA GOLD & CASINOS INCCOM NEW64126Q20611447,879SH DFND147,87900
NEW GOLD INC CDACOM644535106409539,451SH DFND1539,45100
NEW MEDIA INVT GROUP INCCOM64704V10626,5732,296,965SH DFND12,296,96500
NEW RESIDENTIAL INVT CORPCOM64828T20127219,116SH DFND119,11600
NEW SR INVT GROUP INCCOM648691103455110,460SH DFND1110,46000
NEW YORK TIMES COCL A650111107131SH DFND13100
NEWLINK GENETICS CORPCOM651511107489321,504SH DFND1321,50400
NEWMONT MINING CORPCOM65163910628,150812,390SH DFND1812,39000
NEWS CORP NEWCL A65249B10922,9272,020,221SH DFND12,020,22100
NEXA RES S ACOML673591064,058340,848SH DFND1340,84800
NEXPOINT RESIDENTIAL TR INCCOM65341D1021825,187SH DFND15,18700
NEXTERA ENERGY INCCOM65339F1012,28513,149SH DFND113,14900
NEXTGEN HEALTHCARE INCCOM65343C1023,039200,731SH DFND1200,73100
NIC INCCOM62914B1002,858228,913SH DFND1228,91300
NICE LTDSPONSORED ADR65365610853,384493,345SH DFND1493,34500
NICHOLAS FINANCIAL INCCOM NEW65373J2099879SH DFND187900
NICOLET BANKSHARES INCCOM65406E10267413,805SH DFND113,80500
NIKE INCCL B6541061031,87525,294SH DFND125,29400
NISOURCE INCCOM65473P105682,682SH DFND12,68200
NOMAD FOODS LTDUSD ORD SHSG6564A10552,4273,135,570SH DFND13,135,57000
NORBORD INCCOM NEW65548P40341,1201,547,295SH DFND11,547,29500
NORDSTROM INCCOM65566410027577SH DFND157700
NORFOLK SOUTHERN CORPCOM6558441086024,020SH DFND14,02000
NORTECH SYSTEMS INCCOM656553104174,752SH DFND14,75200
NORTH AMERICAN CONSTRUCTION GRCOM6568111069,6761,087,430SH DFND11,087,43000
NORTHEAST BANCORPCOM NEW66390420936921,991SH DFND121,99100
NORTHERN TECH INTL CORPCOM6658091091505,065SH DFND15,06500
NORTHERN TR CORPCOM6658591047198,601SH DFND18,60100
NORTHFIELD BANCORP INC DELCOM66611T108886,484SH DFND16,48400
NORTHRIM BANCORP INCCOM6667621092,04162,115SH DFND162,11500
NORTHROP GRUMMAN CORPCOM66680710295390SH DFND139000
NORTHWEST BANCSHARES INC MDCOM66734010314,305844,444SH DFND1844,44400
NORTHWESTERN CORPCOM NEW6680743054,05268,177SH DFND168,17700
NORWEGIAN CRUISE LINE HLDG LSHSG66721104791,864SH DFND11,86400
NOVA MEASURING INSTRUMENTS LTDCOMM7516K10322,290978,513SH DFND1978,51300
NOVAGOLD RES INCCOM NEW66987E206975245,200SH DFND1245,20000
NOVARTIS A GSPONSORED ADR66987V10921247SH DFND124700
NRG ENERGY INC COMNEW629377508912,303SH DFND12,30300
NU SKIN ENTERPRISES INCCL A67018T10529,154475,339SH DFND1475,33900
NUANCE COMMUNICATIONS INCCOM67020Y10015711,862SH DFND111,86200
NUTRI SYS INC NEWCOM67069D10837844SH DFND184400
NUTRIEN LTDCOM67077M10810215SH DFND121500
NUVECTRA CORPCOM67075N10881149,634SH DFND149,63400
NVIDIA CORPCOM67066G1047495,609SH DFND15,60900
NVR INCCOM62944T10514359SH DFND15900
NXP SEMICONDUCTORS N VCOMN6596X10910,229139,583SH DFND1139,58300
O REILLY AUTOMOTIVE INC NEWCOM67103H107161469SH DFND146900
OAKTREE STRATEGIC INCOME CORPCOM67402D10464683,403SH DFND183,40300
OASIS MIDSTREAM PARTNERS LPCOM UNITS REPS67420T2061,12270,087SH DFND170,08700
OCCIDENTAL PETE CORP DELCOM67459910569211,264SH DFND111,26400
OFFICE DEPOT INCCOM6762201062,463954,693SH DFND1954,69300
OGE ENERGY CORPCOM6708371031,25432,011SH DFND132,01100
OIL DRI CORP AMERCOM67786410080030,177SH DFND130,17700
OLD SECOND BANCORP INC ILLCOM68027710016112,375SH DFND112,37500
OLYMPIC STEEL INCCOM68162K1062,970208,169SH DFND1208,16900
OMNICOM GROUP INCCOM6819191061,94826,594SH DFND126,59400
ON DECK CAP INCCOM6821631003,387574,141SH DFND1574,14100
ONCOMED PHARMACEUTICALS INCCOM68234X102146195,107SH DFND1195,10700
ONCONOVA THERAPEUTICS INCCOM68232V40583,638SH DFND13,63800
ONE GAS INCCOM68235P1081,03112,956SH DFND112,95600
ONESMART INTL ED GROUP LTDSPONSORED ADS68276W10320826,673SH DFND126,67300
ONESPAN INCCOM68287N10034426,538SH DFND126,53800
OP BANCORPCOM67109R10943849,396SH DFND149,39600
OPHTHOTECH CORPCOM6837451031,3101,091,347SH DFND11,091,34700
OPPENHEIMER HLDGS INCCL A NON VTG6837971045,524216,203SH DFND1216,20300
OPTIMIZERX CORPCOM NEW68401U204544,918SH DFND14,91800
OPUS BK IRVINE CALIFCOM68400010220510,463SH DFND110,46300
ORACLE CORPCOM68389X1053,48377,132SH DFND177,13200
ORIGIN BANCORP INCCOM68621T102571,659SH DFND11,65900
ORION ENGINEERED CARBONS S ACOML7296710914,570576,338SH DFND1576,33800
ORION GROUP HOLDINGS INCCOM68628V3081,117260,274SH DFND1260,27400
ORITANI FINL CORPCOM68633D10363242,815SH DFND142,81500
ORRSTOWN FINL SVCS INCCOM6873801051,05858,043SH DFND158,04300
ORTHOFIX MEDICAL INCCOM68752M10818,002343,007SH DFND1343,00700
OSHKOSH CORPCOM6882392012904,735SH DFND14,73500
OSISKO GOLD ROYALTIES LTDCOM68827L10158066,100SH DFND166,10000
OTELCO INCCL A NEW68882330124315,044SH DFND115,04400
OTONOMY INCCOM68906L10516790,493SH DFND190,49300
OTTAWA BANCORP INCCOM68919510511816SH DFND181600
OTTER TAIL CORPCOM6896481031493,002SH DFND13,00200
OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R863933561,778SH DFND1561,77800
OVID THERAPEUTICS INCCOM6904691016828,208SH DFND128,20800
OWENS & MINOR INC NEWCOM69073210248276,126SH DFND176,12600
OWENS ILL INCCOM NEW6907684031438,266SH DFND18,26600
OWENS RLTY MTG INCCOM69082810846424,666SH DFND124,66600
OXFORD IMMUNOTEC GLOBAL PLCORD SHSG6855A103403,168SH DFND13,16800
OXFORD INDS INCCOM6914973097,304102,820SH DFND1102,82000
P A M TRANSN SVCS INCCOM693149106771,947SH DFND11,94700
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841068,028306,253SH DFND1306,25300
PACCAR INCCOM69371810814243SH DFND124300
PACIFIC CITY FINANCIAL CORPCOM69406T40820713,205SH DFND113,20500
PACIFIC ETHANOL INCCOM NEW69423U305302350,742SH DFND1350,74200
PACIFIC MERCANTILE BANCORPCOM69455210057980,986SH DFND180,98600
PACIRA PHARMACEUTICALS INCCOM6951271002,50158,143SH DFND158,14300
PAIN THERAPEUTICS INCCOM69562K5062023,432SH DFND123,43200
PALATIN TECHNOLOGIES INCCOM NEW6960774031,6982,396,815SH DFND12,396,81500
PAMPA ENERGIA S ASPONS ADR LVL I6976602075,943186,837SH DFND1186,83700
PANGAEA LOGISTICS SOLUTION LSHSG6891L1051200SH DFND120000
PAPA MURPHYS HLDGS INCCOM69881410012826,931SH DFND126,93100
PAR PACIFIC HOLDINGS INCCOM NEW69888T2077,975562,242SH DFND1562,24200
PARKE BANCORP INCCOM700885106281,505SH DFND11,50500
PARKER HANNIFIN CORPCOM70109410490601SH DFND160100
PATHFINDER BANCORP INC MDCOM70319R109189SH DFND18900
PATRIOT TRANSN HLDG INCCOM70338W10511574SH DFND157400
PATTERSON COSCOM70339510396649,147SH DFND149,14700
PAYCHEX INCCOM7043261073,46453,176SH DFND153,17600
PAYLOCITY HLDG CORPCOM70438V106470SH DFND17000
PAYPAL HLDGS INCCOM70450Y10394911,287SH DFND111,28700
PBF ENERGY INCCL A69318G1064,641142,047SH DFND1142,04700
PC CONNECTION INCCOM69318J1001,98366,677SH DFND166,67700
PC-TEL INCCOM69325Q10513330,965SH DFND130,96500
PCM INCCOM69323K1002,743155,737SH DFND1155,73700
PCSB FINL CORPCOM69324R1043,338170,635SH DFND1170,63500
PDL BIOPHARMA INCCOM69329Y1046,6212,282,719SH DFND12,282,71900
PDL CMNTY BANCORPCOM69290X1017550SH DFND155000
PEABODY ENERGY CORP NEWCOM7045511005,495180,333SH DFND1180,33300
PEAPACK-GLADSTONE FINL CORPCOM70469910732012,688SH DFND112,68800
PEARSON PLCSPONSORED ADR705015105826,884SH DFND16,88400
PENNYMAC MTG INVT TRCOM70931T10311,957642,201SH DFND1642,20100
PENSKE AUTOMOTIVE GRP INCCOM70959W1031,48636,861SH DFND136,86100
PEOPLES BANCORP INCCOM7097891011023,381SH DFND13,38100
PEOPLES UNITED FINANCIAL INCCOM7127041052,625181,959SH DFND1181,95900
PEOPLES UTAH BANCORPCOM71270620938812,878SH DFND112,87800
PEPSICO INCCOM713448108223,1362,019,716SH DFND12,019,71600
PERCEPTRON INCCOM71361F10011814,478SH DFND114,47800
PERFICIENT INCCOM71375U1014,943222,041SH DFND1222,04100
PERRIGO CO PLCSHSG978221031,23331,845SH DFND131,84500
PERSPECTA INCCOM7153471001,09563,542SH DFND163,54200
PETMED EXPRESS INCCOM71638210632814,102SH DFND114,10200
PETROCHINA CO LTDSPONSORED ADR71646E1001111,810SH DFND11,81000
PETROLEO BRASILEIRO SA PETROBRSPONSORED ADR71654V40828,7962,213,362SH DFND12,213,36200
PFENEX INCCOM717071104547171,330SH DFND1171,33000
PFIZER INCCOM717081103174,3263,993,716SH DFND13,993,71600
PFSWEB INCCOM NEW717098206676131,733SH DFND1131,73300
PHIBRO ANIMAL HEALTH CORPCL A COM71742Q10610,447324,885SH DFND1324,88500
PHILIP MORRIS INTL INCCOM7181721095157,741SH DFND17,74100
PHILLIPS 66COM71854610461,262711,105SH DFND1711,10500
PHOTRONICS INCCOM71940510244245,677SH DFND145,67700
PIERIS PHARMACEUTICALS INCCOM7207951035,9552,238,020SH DFND12,238,02000
PINDUODUO INCSPONSORED ADS7223041025233SH DFND123300
PINNACLE FINL PARTNERS INCCOM72346Q10417360SH DFND136000
PINNACLE WEST CAP CORPCOM72348410113,524158,730SH DFND1158,73000
PIONEER ENERGY SERVICES CORPCOM7236641083528,309SH DFND128,30900
PITNEY BOWES INCCOM7244791009515,990SH DFND115,99000
PIVOTAL SOFTWARE INCCOM CL A72582H107137SH DFND13700
PLANTRONICS INC NEWCOM72749310819589SH DFND158900
PLDT INCSPONSORED ADR69344D40866130,903SH DFND130,90300
PNC FINL SVCS GROUP INCCOM6934751053,83332,795SH DFND132,79500
POINTER TELOCATION LTDSHSM7946T1041,02784,550SH DFND184,55000
POINTS INTL LTDCOM NEW73084320852652,570SH DFND152,57000
POOL CORPORATIONCOM73278L10563421SH DFND142100
PORTLAND GEN ELEC COCOM NEW73650884714,199309,675SH DFND1309,67500
POSCOSPONSORED ADR6934831096,491118,152SH DFND1118,15200
PPG INDS INCCOM69350610730289SH DFND128900
PPL CORPCOM69351T10694933,500SH DFND133,50000
PRA HEALTH SCIENCES INCCOM69354M10860,367656,441SH DFND1656,44100
PREMIER FINL BANCORP INCCOM74050M1057490SH DFND149000
PREMIER INCCL A74051N10210,805289,254SH DFND1289,25400
PRESIDIO INCCOM74102M1032,203168,791SH DFND1168,79100
PRESTIGE CONSMR HEALTHCARE ICOM74112D10138,1531,235,502SH DFND11,235,50200
PRETIUM RES INCCOM74139C102871102,900SH DFND1102,90000
PRGX GLOBAL INCCOM NEW69357C5033,128330,147SH DFND1330,14700
PRINCIPAL FINL GROUP INCCOM74251V10285519,332SH DFND119,33200
PRO-DEX INC COLOCOM NEW74265M20549941,313SH DFND141,31300
PROCTER AND GAMBLE COCOM742718109362,8453,947,411SH DFND13,947,41100
PROFIRE ENERGY INCCOM74316X101328226,579SH DFND1226,57900
PROGRESS SOFTWARE CORPCOM74331210051,9851,464,759SH DFND11,464,75900
PROGRESSIVE CORP OHIOCOM7433151034507,467SH DFND17,46700
PROPHASE LABS INCCOM74345W1084313,768SH DFND113,76800
PROTAGONIST THERAPEUTICS INCCOM74366E1021,725256,220SH DFND1256,22000
PROTECTIVE INSURANCE CORPCL B74368L20313780SH DFND178000
PROVIDENCE SVC CORPCOM7438151021,20720,139SH DFND120,13900
PROVIDENT FINL HLDGS INCCOM7438681011,706110,196SH DFND1110,19600
PROVIDENT FINL SVCS INCCOM74386T1052,21791,791SH DFND191,79100
PRUDENTIAL FINLCOM USD0.0174432010289,0671,092,190SH DFND11,092,19000
PSYCHEMEDICS CORPCOM NEW7443752051,01063,724SH DFND163,72400
PTC INCCOM69370C100971,172SH DFND11,17200
PUBLIC SVC ENTERPRISE GROUPCOM7445731062,60650,048SH DFND150,04800
PULTE GROUP INCCOM7458671012338,947SH DFND18,94700
PVH CORPCOM6936561001,70018,297SH DFND118,29700
QAD INCCL A74727D3063,58190,997SH DFND190,99700
QIAGEN NVSHS NEWN7248212314,095409,140SH DFND1409,14000
QIWI PLCSPON ADR REP B74735M1084,951350,234SH DFND1350,23400
QUAKER CHEM CORPCOM7473161072771,561SH DFND11,56100
QUALCOMM INCCOM74752510371712,596SH DFND112,59600
QUALSTAR CORPCOM NEW74758R20815028,499SH DFND128,49900
QUALYS INCCOM74758T30362825SH DFND182500
QUANTERIX CORPCOM74766Q101834,543SH DFND14,54300
QUARTERHILL INCCOM747713105863886,163SH DFND1886,16300
QUEST DIAGNOSTICS INCCOM74834L100148,2521,780,403SH DFND11,780,40300
QUINSTREET INCCOM74874Q10023,0231,418,464SH DFND11,418,46400
QUINTANA ENERGY SVCS INCCOM74875T1030100SH DFND110000
QUORUM HEALTH CORPCOM74909E1062,542879,395SH DFND1879,39500
QURATE RETAIL INCCOM SER A74915M1001738,849SH DFND18,84900
RADIANT LOGISTICS INCCOM75025X1007317,073SH DFND117,07300
RADNET INCCOM75049110299297,608SH DFND197,60800
RADWARE LTDORDM8187310740,6801,791,160SH DFND11,791,16000
RALPH LAUREN CORPCL A7512121013,02829,265SH DFND129,26500
RAMACO RES INCCOM75134P303173,393SH DFND13,39300
RANDOLPH BANCORP INCCOM752378109483,363SH DFND13,36300
RAYTHEON COCOM NEW7551115074162,712SH DFND12,71200
RBB BANCORPCOM74930B10526415,033SH DFND115,03300
RCI HOSPITALITY HOLDINGS INCCOM NEW74934Q1082,03290,991SH DFND190,99100
READING INTERNATIONAL INCCL A75540810196866,737SH DFND166,73700
READY CAP CORPCOM75574U1011,798129,871SH DFND1129,87100
REALOGY HLDGS CORPCOM75605Y1066390SH DFND139000
RECRO PHARMA INCCOM75629F1091,948274,456SH DFND1274,45600
RED HAT INCCOM7565771024992,840SH DFND12,84000
REGENERON PHARMACEUTICALSCOM75886F1078,82223,614SH DFND123,61400
REGENXBIO INCCOM75901B10785320,323SH DFND120,32300
REGIONAL MGMT CORPCOM75902K10680433,434SH DFND133,43400
REGIONS FINL CORP NEWCOM7591EP1001,496111,872SH DFND1111,87200
REGIS CORP MINNCOM75893210710,124597,331SH DFND1597,33100
REINSURANCE GROUP AMER INCCOM NEW75935160416,986121,135SH DFND1121,13500
RELIANCE STEEL & ALUMINUM COCOM759509102113,8961,600,296SH DFND11,600,29600
RELIANT BANCORP INCCOM75956B1011124,862SH DFND14,86200
RENESOLA LTDSPONSORED ADS75971T3013125,579SH DFND125,57900
RENEWABLE ENERGY GROUP INCCOM NEW75972A3014,092159,261SH DFND1159,26100
REPUBLIC BANCORP KYCL A760281204872,246SH DFND12,24600
REPUBLIC SVCS INCCOM76075910018,385255,010SH DFND1255,01000
RESIDEO TECHNOLOGIES INCCOM76118Y1042,407117,144SH DFND1117,14400
RESMED INCCOM7611521079718,531SH DFND18,53100
RESOLUTE FST PRODS INCCOM76117W10919,9302,513,055SH DFND12,513,05500
RESOURCES CONNECTION INCCOM76122Q1052,261159,164SH DFND1159,16400
RETRACTABLE TECHNOLOGIES INCCOM76129W10535,800SH DFND15,80000
RF INDS LTDCOM PAR $0.01749552105879121,040SH DFND1121,04000
RHCOM74967X103755SH DFND15500
RICHARDSON ELECTRS LTDCOM763165107882101,443SH DFND1101,44300
RIVERVIEW BANCORP INCCOM76939710070897,317SH DFND197,31700
RMR GROUP INCCL A74967R10622,612425,975SH DFND1425,97500
ROBERT HALF INTL INCCOM77032310343,798765,683SH DFND1765,68300
ROCKY BRANDS INCCOM7745151006,941266,950SH DFND1266,95000
ROCKY MTN CHOCOLATE FACTORYCOM PAR $0.0377467X101242,773SH DFND12,77300
ROGERS COMMUNICATIONS INCCL B775109200101,0501,972,774SH DFND11,972,77400
ROPER TECHNOLOGIES INCCOM7766961069203,451SH DFND13,45100
ROSETTA STONE INCCOM77778010738823,634SH DFND123,63400
ROSS STORES INCCOM77829610320,225243,071SH DFND1243,07100
ROYAL BK CDA MONTREAL QUECOM780087102560,3958,191,258SH DFND18,191,25800
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10368698SH DFND169800
ROYAL DUTCH SHELL PLCSPONS ADR A7802592064,71880,979SH DFND180,97900
ROYAL GOLD INCCOM7802871088,17795,466SH DFND195,46600
RTW RETAILWINDS INCCOM74980D1002,110745,844SH DFND1745,84400
RUBICON PROJ INCCOM78112V102640171,506SH DFND1171,50600
RUTHS HOSPITALITY GROUP INCCOM78333210964528,399SH DFND128,39900
RYERSON HLDG CORPCOM783754104873137,762SH DFND1137,76200
SABRA HEALTH CARE REIT INCCOM78573L1065310SH DFND131000
SAFETY INCOME & GROWTH INCCOM78649D10422712,043SH DFND112,04300
SAILPOINT TECHNLGIES HLDGS ICOM78781P1051,41060,038SH DFND160,03800
SALEM MEDIA GROUP INCCL A7940931047837,402SH DFND137,40200
SALESFORCE COM INCCOM79466L3029416,870SH DFND16,87000
SALISBURY BANCORP INCCOM795226109391,075SH DFND11,07500
SALLY BEAUTY HLDGS INCCOM79546E1045,918347,050SH DFND1347,05000
SANDRIDGE ENERGY INCCOM NEW80007P86969491,269SH DFND191,26900
SANDY SPRING BANCORP INCCOM80036310334110,892SH DFND110,89200
SANFILIPPO JOHN B & SON INCCOM8004221074,32877,766SH DFND177,76600
SANTANDER CONSUMER USA HDG ICOM80283M1015311SH DFND131100
SAPIENS INTL CORP N VSHS NEWG7T16G10343539,526SH DFND139,52600
SB FINL GROUP INCCOM78408D10540324,449SH DFND124,44900
SB ONE BANCORPCOM78413T103211,045SH DFND11,04500
SCANSOURCE INCCOM8060371072,63076,428SH DFND176,42800
SCHEIN HENRY INCCOM80640710260770SH DFND177000
SCHNITZER STL INDSCL A80688210615,415715,205SH DFND1715,20500
SCHOLASTIC CORPCOM80706610525,478632,875SH DFND1632,87500
SCHWAB CHARLES CORP NEWCOM80851310557413,819SH DFND113,81900
SCHWEITZER-MAUDUIT INTL INCCOM8085411062068,240SH DFND18,24000
SCPHARMACEUTICALS INCCOM81064810513134,841SH DFND134,84100
SEACHANGE INTL INCCOM811699107324256,559SH DFND1256,55900
SEACOR HOLDINGS INCCOM81190410167718,292SH DFND118,29200
SEADRILL PARTNERS LLCCOMUNIT REP LBY7545W109925534,562SH DFND1534,56200
SEAGATE TECHNOLOGYSHSG7945M107372SH DFND17200
SEALED AIR CORP NEWCOM81211K10001SH DFND1100
SEASPINE HLDGS CORPCOM81255T1081,57186,064SH DFND186,06400
SEAWORLD ENTMT INCCOM81282V1001,55170,220SH DFND170,22000
SECUREWORKS CORPCL A81374A105975,771SH DFND15,77100
SECURITY NATL FINL CORPCL A NEW814785309122,237SH DFND12,23700
SEI INVESTMENTS COCOM78411710328601SH DFND160100
SELECT BANCORP INCCOM81617L108544,382SH DFND14,38200
SELECT INCOME REITCOM SH BEN INT81618T1007810,566SH DFND110,56600
SELECT MED HLDGS CORPCOM81619Q1052,924190,392SH DFND1190,39200
SEMTECH CORPCOM81685010186318,822SH DFND118,82200
SERVICE CORP INTLCOM817565104114,4892,843,744SH DFND12,843,74400
SERVICEMASTER GLOBAL HLDGS ICOM81761R10949913,580SH DFND113,58000
SERVICENOW INCCOM81762P1023061,716SH DFND11,71600
SERVICESOURCE INTL INCCOM81763U100219202,012SH DFND1202,01200
SERVOTRONICS INCCOM8177321008767SH DFND176700
SEVERN BANCORP ANNAPOLIS MDCOM81811M100151,911SH DFND11,91100
SHENANDOAH TELECOMMUNICATIONSCOM82312B1061,86142,045SH DFND142,04500
SHILOH INDS INCCOM824543102720123,546SH DFND1123,54600
SHINECO INCCOM NEW8245672001628,244SH DFND128,24400
SHOE CARNIVAL INCCOM82488910918,167541,986SH DFND1541,98600
SHORE BANCSHARES INCCOM82510710584658,219SH DFND158,21900
SHUTTERSTOCK INCCOM82569010030838SH DFND183800
SI FINL GROUP INC MDCOM78425V10417213,492SH DFND113,49200
SIERRA BANCORPCOM82620P1021998,311SH DFND18,31100
SIERRA ONCOLOGY INCCOM82640U107538407,105SH DFND1407,10500
SIFY TECHNOLOGIES LIMITEDSPONSORED ADS82655M1072315,429SH DFND115,42900
SIGA TECHNOLOGIES INCCOM8269171063379SH DFND137900
SILGAN HOLDINGS INCCOM82704810937215,728SH DFND115,72800
SILVERBOW RES INCCOM82836G10275431,919SH DFND131,91900
SILVERCORP METALS INCCOM82835P1032913,731SH DFND113,73100
SILVERCREST ASSET MANAGEMENTCOM82835910927921,061SH DFND121,06100
SILVERSUN TECHNOLOGIES INCCOM NEW82846H20793,792SH DFND13,79200
SIMPLY GOOD FOODS COCOM82900L1027,766410,991SH DFND1410,99100
SIMPSON MANUFACTURING CO INCCOM8290731052153,975SH DFND13,97500
SINCLAIR BROADCAST GROUP INCCL A8292261091425,376SH DFND15,37600
SIRIUS XM HOLDINGS INCCOM82968B1033,482609,805SH DFND1609,80500
SK TELECOM LTDSPONSORED ADR78440P10813,098488,731SH DFND1488,73100
SKECHERS U S A INCCL A8305661051,79578,424SH DFND178,42400
SL GREEN RLTY CORPCOM78440X10136459SH DFND145900
SMART & FINAL STORES INCCOM83190B10139583,361SH DFND183,36100
SMART GLOBAL HLDGS INCSHSG8232Y101822,750SH DFND12,75000
SMARTFINANCIAL INCCOM NEW83190L20822212,187SH DFND112,18700
SMITH & NEPHEW PLCSPDN ADR NEW83175M205571,517SH DFND11,51700
SMITH MICRO SOFTWARE INCCOM83215420710860,123SH DFND160,12300
SMUCKER J M COCOM NEW83269640520218SH DFND121800
SOLAR CAP LTDCOM83413U1001115,801SH DFND15,80100
SOLAR SR CAP LTDCOM83416M1052,564169,570SH DFND1169,57000
SONOCO PRODS COCOM8354951024,02075,654SH DFND175,65400
SONOMA PHARMACEUTICALSCOM83558L1051013,966SH DFND113,96600
SOUND FINL BANCORP INCCOM83607A100993,020SH DFND13,02000
SOUTH STATE CORPCOM84044110937625SH DFND162500
SOUTHERN COCOM8425871071,48533,832SH DFND133,83200
SOUTHERN COPPER CORPCOM84265V1051103,566SH DFND1,23,56600
SOUTHERN COPPER CORPCOM84265V10562,2822,024,106SH DFND12,024,10600
SOUTHERN FIRST BANCSHARES INCCOM84287310151416,032SH DFND116,03200
SOUTHERN MO BANCORP INCCOM843380106461,334SH DFND11,33400
SOUTHERN NATL BANCORP OF VACOM843395104423,154SH DFND13,15400
SOUTHWEST AIRLS COCOM84474110833718SH DFND171800
SOUTHWEST GAS HOLDINGS INCCOM84489510219253SH DFND125300
SOUTHWESTERN ENERGY COCOM8454671097120,894SH DFND120,89400
SPDR GOLD TRUSTGOLD SHS78463V1073332,745SH DFND12,74500
SPECTRUM BRANDS HLDG INC (NEW)COM NEW84790A105484SH DFND18400
SPEEDWAY MOTORSPORTS INCCOM847788106553,340SH DFND13,34000
SPIRIT OF TEX BANCSHARES INCCOM84861D10322953SH DFND195300
SPROUTS FMRS MKT INCCOM85208M102522,211SH DFND12,21100
SPS COMM INCCOM78463M1079,389113,978SH DFND1113,97800
SPX FLOW INCCOM78469X1071324,346SH DFND14,34600
SSR MINING INCCOM7847301032,094173,236SH DFND1173,23600
STAAR SURGICAL COCOM PAR $0.018523123054,325135,567SH DFND1135,56700
STANDARD AVB FINL CORPCOM85303B10016531SH DFND153100
STAR BULK CARRIERS CORPCOMY8162K2045579SH DFND157900
STAR GROUP L PUNIT LTD PARTNR85512C10515416,419SH DFND116,41900
STARBUCKS CORPCOM85524410924,367378,383SH DFND1378,38300
STARRETT L S COCL A855668109132,444SH DFND12,44400
STARWOOD PPTY TR INCCOM85571B105109,9845,580,202SH DFND15,580,20200
STATASYS LTDORDM8554810134719,254SH DFND119,25400
STATE STR CORPCOM8574771035128,113SH DFND18,11300
STEALTHGAS INCSHSY8166910611340,864SH DFND140,86400
STEEL DYNAMICS INCCOM8581191003,483116,005SH DFND1116,00500
STEELCASE INCCL A8581552035,458368,072SH DFND1368,07200
STEPAN COCOM8585861002,12628,733SH DFND128,73300
STERIS PLCSHS USDG8472010413,855129,674SH DFND1129,67400
STERLING CONSTRUCTION CO INCCOM85924110133931,032SH DFND131,03200
STMICROELECTRONICS N VNY REGISTRY8610121021057,571SH DFND17,57100
STOCK YARDS BANCORP INCCOM86102510421646SH DFND164600
STONECASTLE FINL CORPCOM86178010427614,322SH DFND114,32200
STONERIDGE INCCOM86183P1027,232293,369SH DFND1293,36900
STRATA SKIN SCIENCES INCCOM86272A2068532,568SH DFND132,56800
STREAMLINE HEALTH SOLUTIONSCOM86323X106810,142SH DFND110,14200
STRYKER CORPCOM8636671013532,252SH DFND12,25200
SUBURBAN PROPANE PARTNERS LUNIT LTD PARTN86448210429215,142SH DFND115,14200
SUMITOMO MITSUI FINL GROUP IADR86562M209639,638SH DFND19,63800
SUMMER INFANT INCCOM8656461035048,118SH DFND148,11800
SUMMIT ST BK SANTA ROSA CALICOM866264203322,723SH DFND12,72300
SUMMIT THERAPEUTICS PLCSPONS ADS86627R102210183,160SH DFND1183,16000
SUNCOKE ENERGY INCCOM86722A1034,601538,377SH DFND1538,37700
SUNCOKE ENERGY PARTNERS L PCOMUNIT REP LT86722Y1011,162109,275SH DFND1109,27500
SUNLINK HEALTH SYSTEMS INCCOM86737U102109,085SH DFND19,08500
SUNTRUST BKS INCCOM8679141033,86176,547SH DFND176,54700
SUPERIOR DRILLING PRODS INCCOM868153107192164,252SH DFND1164,25200
SUPERNUS PHARMACEUTICALS INCCOM86845910824,087725,034SH DFND1725,03400
SURFACE ONCOLOGY INCCOM86877M2095613,329SH DFND113,32900
SURMODICS INCCOM USD0.0586887310011,848250,682SH DFND1250,68200
SYKES ENTERPRISES INCCOM87123710313,324538,854SH DFND1538,85400
SYMANTEC CORPCOM871503108392,083SH DFND12,08300
SYNALLOY CP DELCOM8715651071287,742SH DFND17,74200
SYNCHRONY FINLCOM87165B10331313,325SH DFND113,32500
SYNEOS HEALTH INCCOM87166B1025130SH DFND113000
SYNOPSYS INCCOM8716071073143,723SH DFND13,72300
SYSCO CORPCOM87182910758,858939,307SH DFND1939,30700
SYSTEMAX INCCOM8718511015,543232,122SH DFND1232,12200
T MOBILE US INCCOM8725901049,919155,915SH DFND1155,91500
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910017,708479,753SH DFND1479,75300
TANDEM DIABETES CARE INCCOM NEW875372203369SH DFND16900
TARGA RES CORPCOM87612G1016154SH DFND115400
TARGET CORPCOM87612E10614,977226,683SH DFND1226,68300
TARO PHARMACEUTICAL INDS LTDSHSM8737E10826,117308,588SH DFND1308,58800
TASEKO MINES LTDCOM8765111063,5307,458,612SH DFND17,458,61200
TATA MTRS LTDSPONSORED ADR87656850282467,576SH DFND167,57600
TAYLOR MORRISON HOME CORPCL A87724P1061,27179,917SH DFND179,91700
TCF FINL CORPCOM8722751026,735345,559SH DFND1345,55900
TE CONNECTIVITY LTDREG SHSH84989104891,175SH DFND11,17500
TECH DATA CORPCOM8782371063,46742,402SH DFND142,40200
TECHTARGET INCCOM87874R1001,758143,945SH DFND1143,94500
TECK RESOURCES LTDCL B8787422041557,200SH DFND17,20000
TECNOGLASS INCSHSG872641009011,075SH DFND111,07500
TEGNA INCCOM87901J10541137,781SH DFND137,78100
TELARIA INCCOM8791811051,237453,079SH DFND1453,07900
TELEDYNE TECHNOLOGIES INCCOM8793601053,55717,183SH DFND117,18300
TELEFLEX INCCOM87936910656216SH DFND121600
TELEFONICA BRASIL SASPON ADR PFD87936R10621117,728SH DFND1,217,72800
TELEFONICA BRASIL SASPON ADR PFD87936R10619,9621,673,279SH DFND11,673,27900
TELEPHONE & DATA SYS INCCOM NEW87943382983,3642,562,006SH DFND12,562,00600
TENCENT MUSIC ENTMT GROUPSPON ADS88034P109049SH DFND14900
TENET HEALTHCARE CORPCOM88033G40710,670622,549SH DFND1622,54900
TENGASCO INCCOM NEW88033R50244,066SH DFND14,06600
TERADATA CORP DELCOM88076W1032686,994SH DFND16,99400
TERNIUM SASPON ADR880890108157,6205,816,267SH DFND15,816,26700
TERRITORIAL BANCORP INCCOM88145X1085,273202,930SH DFND1202,93000
TESSCO TECHNOLOGIES INCCOM87238610733728,078SH DFND128,07800
TETRA TECH INC NEWCOM88162G1033,92975,937SH DFND175,93700
TETRAPHASE PHARMACEUTICALS ICOM88165N105436385,286SH DFND1385,28600
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242093,031196,538SH DFND1196,53800
TEXAS INSTRS INCCOM8825081046566,943SH DFND16,94300
TEXAS PAC LD TRSUB CTF PROP I T882610108510SH DFND11000
TEXTRON INCCOM8832031012,92863,661SH DFND163,66100
THE MEET GROUP INCCOM58513U1011,507325,372SH DFND1325,37200
THERMO FISHER SCIENTIFIC INCCOM8835561021,9638,770SH DFND18,77000
THESTREET INCCOM88368Q103529260,738SH DFND1260,73800
THOMSON REUTERS CORPCOM NEW884903709821,700SH DFND11,70000
THOR INDS INCCOM885160101597SH DFND19700
TIFFANY & CO NEWCOM88654710865805SH DFND180500
TILLYS INCCL A8868851027,497690,377SH DFND1690,37700
TIM PARTICIPACOES S ASPONSORED ADR88706P20565,1024,243,761SH DFND14,243,76100
TIMBERLAND BANCORP INCCOM8870981011,16252,068SH DFND152,06800
TITAN MACHY INCCOM88830R1014,016305,516SH DFND1305,51600
TIVITY HEALTH INCCOM88870R1021546,189SH DFND16,18900
TJX COS INC NEWCOM872540109130,4372,915,492SH DFND12,915,49200
TOCAGEN INCCOM8888461025631SH DFND163100
TOLL BROTHERS INCCOM889478103641,938SH DFND11,93800
TORCHMARK CORPCOM89102710485,5341,147,662SH DFND11,147,66200
TORONTO DOMINION BK ONTCOM NEW891160509473,4749,529,432SH DFND19,529,43200
TOWER INTL INCCOM89182610990037,837SH DFND137,83700
TOWER SEMICONDUCTOR LTDSHS NEWM879152742,196148,925SH DFND1148,92500
TOWN SPORTS INTL HLDGS INCCOM89214A1024,328676,630SH DFND1676,63000
TOWNSQUARE MEDIA INCCL A8922311011,085265,668SH DFND1265,66800
TPG RE FIN TR INCCOM87266M107955,172SH DFND15,17200
TPG SPECIALTY LENDING INCCOM87265K10293651,749SH DFND151,74900
TRANSACT TECHNOLOGIES INCCOM89291810367775,398SH DFND175,39800
TRANSCAT INCCOM89352910774739,240SH DFND139,24000
TRANSDIGM GROUP INCCOM89364110037108SH DFND110800
TRANSGLOBE ENERGY CORPCOM8936621061,825976,162SH DFND1976,16200
TRAVELCENTERS AMER LLCCOM8941741011,157307,479SH DFND1307,47900
TRAVELERS COMPANIES INCCOM89417E109109913SH DFND191300
TRAVELPORT WORLDWIDE LTDSHSG9019D1047439SH DFND143900
TRAVELZOOCOM NEW89421Q2051,653168,269SH DFND1168,26900
TRECORA RESOURCESCOM894648104769,770SH DFND19,77000
TREDEGAR CORPCOM894650100825,195SH DFND15,19500
TREEHOUSE FOODS INCCOM89469A10441805SH DFND180500
TREX INCCOM89531P1057111SH DFND111100
TRIBUNE PUBLISHING COMPANYCOM89609W10712,0951,066,836SH DFND11,066,83600
TRICO BANCSHARESCOM8960951061143,372SH DFND13,37200
TRINET GROUP INCCOM89628810710,111241,037SH DFND1241,03700
TRINSEO S ASHSL9340P10180817,654SH DFND117,65400
TRIPLE-S MGMT CORPCL B8967491086,270360,639SH DFND1360,63900
TRISTATE CAP HLDGS INCCOM89678F10021310,904SH DFND110,90400
TRUEBLUE INCCOM89785X10113,236594,883SH DFND1594,88300
TRUSTMARK CORPCOM8984021024,400154,727SH DFND1154,72700
TSR INCCOM NEW872885207265,593SH DFND15,59300
TUPPERWARE BRANDS CORPCOM899896104331,045SH DFND11,04500
TWENTY FIRST CENTY FOX INCCL A90130A1011322,753SH DFND12,75300
TWENTY FIRST CENTY FOX INCCL B90130A200631,323SH DFND11,32300
TWITTER INCCOM90184L1021354,695SH DFND14,69500
TWO RIVER BANCORPCOM90207C10545829,973SH DFND129,97300
TYSON FOODS INCCL A9024941033185,955SH DFND15,95500
U S PHYSICAL THERAPY INCCOM90337L1085,56854,406SH DFND154,40600
UBIQUITI NETWORKS INCCOM90347A1002,12221,343SH DFND121,34300
UFP TECHNOLOGIES INCCOM90267310230410,110SH DFND110,11000
UGI CORP NEWCOM9026811058,370156,869SH DFND1156,86900
ULTA BEAUTY INCCOM90384S3032541,037SH DFND11,03700
ULTRALIFE CORPCOM90389910224436,011SH DFND136,01100
UMB FINL CORPCOM9027881083205,244SH DFND15,24400
UMPQUA HLDGS CORPCOM90421410329418,535SH DFND118,53500
UNION PAC CORPCOM9078181081,3569,808SH DFND19,80800
UNIQUE FABRICATING INCCOM90915J103122,784SH DFND12,78400
UNISYS CORPCOM NEW9092143063,500300,990SH DFND1300,99000
UNIT CORPCOM90921810933723,600SH DFND123,60000
UNITED BANCORP INC OHIOCOM909911109302,657SH DFND12,65700
UNITED BANCSHARES INC OHIOCOM909458101442,197SH DFND12,19700
UNITED CMNTY FINL CORP OHIOCOM90983910249455,864SH DFND155,86400
UNITED CONTL HLDGS INCCOM9100471096938,282SH DFND18,28200
UNITED FINL BANCORP INC NEWCOM91030410477152,566SH DFND152,56600
UNITED GUARDIAN INCCOM9105711081146,214SH DFND16,21400
UNITED MICROELECTRONICS CORPSPON ADR NEW91087340521,35111,927,018SH DFND111,927,01800
UNITED PARCEL SERVICE INCCL B9113121063623,709SH DFND13,70900
UNITED SECURITY BANCSHARES CACOM911460103889,146SH DFND19,14600
UNITED STATES CELLULAR CORPCOM91168410838,720745,055SH DFND1745,05500
UNITED TECHNOLOGIES CORPCOM9130171091,14410,741SH DFND110,74100
UNITED THERAPEUTICS CORP DELCOM91307C102114,7601,053,829SH DFND11,053,82900
UNITEDHEALTH GROUP INCCOM91324P102177,558712,742SH DFND1712,74200
UNITY BANCORP INCCOM91329010222010,598SH DFND110,59800
UNIVERSAL HLTH SVCS INCCL B913903100109,596940,251SH DFND1940,25100
UNIVERSAL INS HLDGS INCCOM91359V10798926,085SH DFND126,08500
UNIVERSAL STAINLESS & ALLOYCOM9138371001,12769,488SH DFND169,48800
UNIVEST FINANCIAL CORPORATIOCOM9152711001235,684SH DFND15,68400
UNUM GROUPCOM91529Y1062,14072,853SH DFND172,85300
URBAN OUTFITTERS INCCOM917047102662,003SH DFND12,00300
US BANCORP DELCOM NEW90297330434,238749,225SH DFND1749,22500
US ECOLOGY INCCOM NEW91732J1025518,741SH DFND18,74100
USA TRUCK INCCOM9029251062,813187,887SH DFND1187,88700
USANA HEALTH SCIENCES INCCOM90328M107100,968857,569SH DFND1857,56900
V F CORPCOM9182041087,03198,569SH DFND198,56900
VAALCO ENERGY INCCOM NEW91851C201787535,623SH DFND1535,62300
VALE S. A.SPONSORED ADR91912E105267,14220,253,290SH DFND120,253,29000
VALERO ENERGY CORP NEWCOM91913Y1003,92252,323SH DFND152,32300
VALHI INC NEWCOM91890510011760,818SH DFND160,81800
VALVOLINE INCCOM92047W10112625SH DFND162500
VANDA PHARMACEUTICALS INCCOM92165910811,628445,050SH DFND1445,05000
VAREX IMAGING CORPCOM92214X10601SH DFND1100
VARIAN MED SYS INCCOM92220P1059848,682SH DFND18,68200
VASCULAR BIOGENICS LTDORD SHSM968831091515,961SH DFND115,96100
VECTOR GROUP LTDCOM92240M1085,094523,502SH DFND1523,50200
VECTRUS INCCOM92242T1017,213334,367SH DFND1334,36700
VEDANTA LIMITEDVEDL92242Y100655,613SH DFND15,61300
VEEVA SYS INCCL A COM92247510834,163382,475SH DFND1382,47500
VENATOR MATLS PLCSHSG9329Z100276,545SH DFND16,54500
VENTAS INCCOM92276F1002494,245SH DFND14,24500
VEON LTDSPONSORED ADR91822M1068,2233,514,597SH DFND13,514,59700
VERA BRADLEY INCCOM92335C1067,209841,272SH DFND1841,27200
VERACYTE INCCOM92337F1073,938313,225SH DFND1313,22500
VERICEL CORPCOM92346J1083,289188,979SH DFND1188,97900
VERINT SYS INCCOM92343X1005,057119,515SH DFND1119,51500
VERISIGN INCCOM92343E1021,2908,697SH DFND18,69700
VERITIV CORPCOM9234541022,763110,618SH DFND1110,61800
VERIZON COMMUNICATIONS INCCOM92343V104156,7812,788,688SH DFND12,788,68800
VERSO CORPCOM92531L20728,9301,291,529SH DFND11,291,52900
VERSUM MATLS INCCOM92532W1038282SH DFND128200
VERTEX ENERGY INCCOM92534K1079290,160SH DFND190,16000
VERTEX PHARMACEUTICALS INCCOM92532F1003,11818,816SH DFND118,81600
VIACOM INC NEWCL B92553P2012098,116SH DFND18,11600
VICAL INCCOM925602203210178,185SH DFND1178,18500
VICTORY CAP HLDGS INCCOM CL A92645B10341440,335SH DFND140,33500
VIRTRA INCCOM PAR92827K301185,877SH DFND15,87700
VIRTUSA CORPCOM92827P1021,08225,381SH DFND125,38100
VISA INCCOM CL A92826C8394,09231,022SH DFND131,02200
VISHAY PRECISION GROUP INCCOM92835K1035,609185,560SH DFND1185,56000
VISTA OUTDOOR INCCOM9283771002,905255,894SH DFND1255,89400
VISTEON CORPCOM NEW92839U206693SH DFND19300
VITAMIN SHOPPE INCCOM92849E1011,094230,649SH DFND1230,64900
VIVOPOWER INTERNATIONAL PLCSHSG9376R10035,283SH DFND15,28300
VODAFONE GROUP PLC NEWSPONSORED ADR92857W3085237SH DFND123700
VOXX INTERNATIONALCLASS'A'COM USD0.0191829F104851215,168SH DFND1215,16800
VOYA FINL INCCOM92908910094,6282,357,393SH DFND12,357,39300
VOYAGER THERAPEUTICS INCCOM92915B10643346,031SH DFND146,03100
W R BERKLEY CORPORATIONCOM0844231021,19116,103SH DFND116,10300
WALGREENS BOOTS ALLIANCE INCCOM93142710857,318838,801SH DFND1838,80100
WALKER & DUNLOP INCCOM93148P1023738,612SH DFND18,61200
WALMART INCCOM931142103161,4001,732,659SH DFND11,732,65900
WARRIOR MET COAL INCCOM93627C10140,6321,685,363SH DFND11,685,36300
WASHINGTON FED INCCOM93882410985531,991SH DFND131,99100
WASTE CONNECTIONS INCNEW COM94106B10168,689925,849SH DFND1925,84900
WASTE MGMT INC DELCOM94106L109107,6801,210,040SH DFND11,210,04000
WATERS CORPCOM9418481034,49223,809SH DFND123,80900
WATERSTONE FINL INCCOM94188P10112,562749,405SH DFND1749,40500
WD-40 COCOM92923610745,480248,187SH DFND1248,18700
WEBSTER FINL CORP CONNCOM9478901092194,445SH DFND14,44500
WEC ENERGY GROUP INCCOM92939U106961,380SH DFND11,38000
WEIBO CORPSPONSORED ADR94859610191615,671SH DFND115,67100
WEINGARTEN RLTY INVSSH BEN INT948741103813,281SH DFND13,28100
WELLCARE HEALTH PLANS INCCOM94946T106300,3361,272,120SH DFND11,272,12000
WELLS FARGO CO NEWCOM9497461014,665101,210SH DFND1101,21000
WENDYS COCOM95058W10066942,867SH DFND142,86700
WESCO INTL INCCOM95082P1051,20925,189SH DFND125,18900
WEST BANCORPORATION INCCAP STK95123P10645223,686SH DFND123,68600
WESTELL TECHNOLOGIES INCCL A957541204258136,818SH DFND1136,81800
WESTERN ALLIANCE BANCORPCOM95763810933829SH DFND182900
WESTERN DIGITAL CORPCOM9581021056155SH DFND115500
WESTERN NEW ENG BANCORP INCCOM958892101101,014SH DFND11,01400
WESTLAKE CHEM PARTNERS LPCOM UNIT RP LP9604171032,816116,740SH DFND1116,74000
WESTROCK COCOM96145D1051,27733,820SH DFND133,82000
WEYCO GROUP INCCOM962149100401,387SH DFND11,38700
WILEY JOHN & SONS INCCL A96822320630,916658,210SH DFND1658,21000
WILLIAMS SONOMA INCCOM96990410165012,878SH DFND112,87800
WINDSTREAM HLDGS INCCOM NEW97382A3095727,199SH DFND127,19900
WINGSTOP INCCOM974155103698SH DFND19800
WINTRUST FINL CORPCOM97650W10829433SH DFND143300
WIPRO LTDSPON ADR 1 SH97651M1099217,962SH DFND1,217,96200
WIPRO LTDSPON ADR 1 SH97651M1091,449282,418SH DFND1282,41800
WIX COM LTDSHSM9806810514,640162,030SH DFND1162,03000
WNS HOLDINGS LTDSPON ADR92932M10169,8791,693,633SH DFND11,693,63300
WOLVERINE WORLD WIDE INCCOM9780971036190SH DFND119000
WOORI BKADR98105T10441974SH DFND197400
WORKIVA INCCOM CL A98139A1051,41339,368SH DFND139,36800
WORLD FUEL SVCS CORPCOM9814751061,43066,766SH DFND166,76600
WORLD WRESTLING ENTMT INCCL A98156Q1082,01426,948SH DFND126,94800
WYNDHAM DESTINATIONS INCCOM98310W10819539SH DFND153900
WYNDHAM HOTELS & RESORTS INCCOM98311A10524539SH DFND153900
XCEL BRANDS INCCOM NEW98400M1011861SH DFND186100
XCEL ENERGY INCCOM98389B1003,17864,491SH DFND164,49100
XENETIC BIOSCIENCES INCCOM NEW9840152061610,299SH DFND110,29900
XENIA HOTELS & RESORTS INCCOM98401710313,945810,713SH DFND1810,71300
XILINX INCCOM9839191013023,551SH DFND13,55100
XOMA LTDORD98419J20641232,630SH DFND132,63000
YAMANA GOLD INCCOM98462Y1001,245529,600SH DFND1529,60000
YANDEX N VSHS CLASS AN9728410822,328816,344SH DFND1816,34400
YPF SOCIEDAD ANONIMASPON ADR CL D98424510031,6362,362,668SH DFND12,362,66800
YUM BRANDS INCCOM988498101127,8431,390,826SH DFND11,390,82600
YUM CHINA HLDGS INCCOM98850P10923,414698,280SH DFND1698,28000
YY INCADS REPCOM CLA98426T10692,5961,546,890SH DFND11,546,89000
ZAGG INCCOM98884U1082,359241,235SH DFND1241,23500
ZEBRA TECHNOLOGIES CORPCL A9892071051,5409,669SH DFND19,66900
ZIMMER BIOMET HLDGS INCCOM98956P1029038,707SH DFND18,70700
ZIONS BANCORPORATION N ACOM98970110710,294252,645SH DFND1252,64500
ZIX CORPCOM98974P1001,123195,778SH DFND1195,77800
ZOETIS INCCL A98978V103183,1192,140,763SH DFND12,140,76300
ZSCALER INCCOM98980G102481,230SH DFND11,23000
ZUMIEZ INCCOM9898171014,019209,584SH DFND1209,58400
ZYMEWORKS INCCOM98985W1021,667113,399SH DFND1113,39900