0001446179-19-000006.txt : 20191114
0001446179-19-000006.hdr.sgml : 20191114
20191114105225
ACCESSION NUMBER: 0001446179-19-000006
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190630
FILED AS OF DATE: 20191114
DATE AS OF CHANGE: 20191114
EFFECTIVENESS DATE: 20191114
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC
CENTRAL INDEX KEY: 0001446179
IRS NUMBER: 200153669
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13683
FILM NUMBER: 191217632
BUSINESS ADDRESS:
STREET 1: 401 CITY AVENUE, SUITE 220
CITY: BALA CYNWYD
STATE: PA
ZIP: 19004
BUSINESS PHONE: 610-617-2600
MAIL ADDRESS:
STREET 1: 401 CITY AVENUE, SUITE 220
CITY: BALA CYNWYD
STATE: PA
ZIP: 19004
FORMER COMPANY:
FORMER CONFORMED NAME: Susquehanna Fundamental Investments, LLC
DATE OF NAME CHANGE: 20080925
13F-HR/A
1
primary_doc.xml
13F-HR/A
LIVE
false
true
false
0001446179
XXXXXXXX
06-30-2019
06-30-2019
true
2
NEW HOLDINGS
SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC
401 CITY AVENUE, SUITE 220
BALA CYNWYD
PA
19004
13F HOLDINGS REPORT
028-13683
N
Brian Sopinsky
Assistant Secretary
610-617-2600
Brian Sopinsky
BALA CYNWYD
PA
11-14-2019
0
345
858844
false
INFORMATION TABLE
2
file.XML
DESCRIPTION FOR THE INFORMATION TABLE
ABBVIE INC
COM
00287Y109
5461
75100
SH
DFND
9
75100
0
0
ACCO BRANDS CORP
COM
00081T108
230
29200
SH
DFND
9
29200
0
0
AES CORP
COM
00130H105
1461
87200
SH
DFND
9
87200
0
0
AIRCASTLE LTD
COM
G0129K104
404
19000
SH
DFND
9
19000
0
0
ALASKA AIR GROUP INC
COM
011659109
1307
20453
SH
DFND
9
20453
0
0
ALLIANCE RES PARTNER L P
UT LTD PART
01877R108
236
13900
SH
DFND
9
13900
0
0
ALLIANT ENERGY CORP
COM
018802108
2552
52000
SH
DFND
9
52000
0
0
ALLY FINL INC
COM
02005N100
4811
155247
SH
DFND
9
155247
0
0
ALTRA INDL MOTION CORP
COM
02208R106
212
5900
SH
DFND
9
5900
0
0
ALTRIA GROUP INC
COM
02209S103
2296
48500
SH
DFND
9
48500
0
0
AMCOR PLC
ORD
G0250X107
826
71910
SH
DFND
9
71910
0
0
AMDOCS LTD
SHS
G02602103
1174
18900
SH
DFND
9
18900
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
6900
78400
SH
DFND
9
78400
0
0
AMERICAN MIDSTREAM PARTNERS
COM UNITS
02752P100
80
15400
SH
DFND
9
15400
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
592
5100
SH
DFND
9
5100
0
0
AMERIGAS PARTNERS L P
UNIT L P INT
030975106
514
14756
SH
DFND
9
14756
0
0
AMERIPRISE FINL INC
COM
03076C106
7331
50500
SH
DFND
9
50500
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
6036
70800
SH
DFND
9
70800
0
0
AMGEN INC
COM
031162100
1106
6000
SH
DFND
9
6000
0
0
ANADARKO PETE CORP
COM
032511107
13142
186249
SH
DFND
9
186249
0
0
APPLE INC
COM
037833100
21771
110000
SH
DFND
9
110000
0
0
APPLIED MATLS INC
COM
038222105
8344
185800
SH
DFND
9
185800
0
0
AQUA AMERICA INC
COM
03836W103
2601
62883
SH
DFND
9
62883
0
0
ARCH COAL INC
CL A
039380407
659
7000
SH
DFND
9
7000
0
0
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
87
12000
SH
DFND
9
12000
0
0
ARES CAP CORP
COM
04010L103
1776
99000
SH
DFND
9
99000
0
0
ASE TECHNOLOGY HOLDING CO LT
SPONSORED ADS
00215W100
49
12300
SH
DFND
9
12300
0
0
ASSOCIATED BANC CORP
COM
045487105
389
18400
SH
DFND
9
18400
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
4488
108718
SH
DFND
9
108718
0
0
ATLANTICA YIELD PLC
SHS
G0751N103
254
11200
SH
DFND
9
11200
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
2959
17900
SH
DFND
9
17900
0
0
AVANGRID INC
COM
05351W103
2086
41300
SH
DFND
9
41300
0
0
AVERY DENNISON CORP
COM
053611109
2337
20200
SH
DFND
9
20200
0
0
AVISTA CORP
COM
05379B107
647
14500
SH
DFND
9
14500
0
0
AXA EQUITABLE HLDGS INC
COM
054561105
6864
328436
SH
DFND
9
328436
0
0
BANCO BILBAO VIZCAYA ARGENTA
SPONSORED ADR
05946K101
919
165272
SH
DFND
9
165272
0
0
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
250
21100
SH
DFND
9
21100
0
0
BANK AMER CORP
COM
060505104
1472
50762
SH
DFND
9
50762
0
0
BANK HAWAII CORP
COM
062540109
398
4800
SH
DFND
9
4800
0
0
BANKUNITED INC
COM
06652K103
1080
32000
SH
DFND
9
32000
0
0
BCE INC
COM NEW
05534B760
791
17400
SH
DFND
9
17400
0
0
BENCHMARK ELECTRS INC
COM
08160H101
337
13400
SH
DFND
9
13400
0
0
BERKLEY W R CORP
COM
084423102
672
10200
SH
DFND
9
10200
0
0
BERRY PETE CORP
COM
08579X101
882
83176
SH
DFND
9
83176
0
0
BIG LOTS INC
COM
089302103
421
14700
SH
DFND
9
14700
0
0
BLACK HILLS CORP
COM
092113109
735
9400
SH
DFND
9
9400
0
0
BLACKROCK INC
COM
09247X101
6007
12800
SH
DFND
9
12800
0
0
BLACKROCK TCP CAP CORP
COM
09259E108
289
20300
SH
DFND
9
20300
0
0
BORGWARNER INC
COM
099724106
764
18200
SH
DFND
9
18200
0
0
BP PRUDHOE BAY RTY TR
UNIT BEN INT
055630107
203
13100
SH
DFND
9
13100
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
7124
157100
SH
DFND
9
157100
0
0
BROADCOM INC
COM
11135F101
1349
4686
SH
DFND
9
4686
0
0
BT GROUP PLC
ADR
05577E101
366
28700
SH
DFND
9
28700
0
0
BUCKEYE PARTNERS L P
UNIT LTD PARTN
118230101
5566
135600
SH
DFND
9
135600
0
0
CADENCE BANCORPORATION
CL A
12739A100
2719
130702
SH
DFND
9
130702
0
0
CANADIAN NAT RES LTD
COM
136385101
10088
374042
SH
DFND
9
374042
0
0
CANON INC
SPONSORED ADR
138006309
234
8000
SH
DFND
9
8000
0
0
CAPITAL ONE FINL CORP
COM
14040H105
11606
127900
SH
DFND
9
127900
0
0
CAPITAL PRODUCT PARTNERS L P
PARTNERSHP UNITS
Y11082206
110
10471
SH
DFND
9
10471
0
0
CARDINAL HEALTH INC
COM
14149Y108
9243
196243
SH
DFND
9
196243
0
0
CARTERS INC
COM
146229109
1931
19800
SH
DFND
9
19800
0
0
CATERPILLAR INC DEL
COM
149123101
6310
46300
SH
DFND
9
46300
0
0
CATHAY GEN BANCORP
COM
149150104
291
8100
SH
DFND
9
8100
0
0
CELANESE CORP DEL
COM
150870103
5789
53700
SH
DFND
9
53700
0
0
CEMTREX INC
*W EXP 12/02/202
15130G113
3
30000
SH
DFND
9
30000
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
410
13697
SH
DFND
9
13697
0
0
CENTRAL PUERTO S A
SPONSORED ADR
155038201
784
84600
SH
DFND
9
84600
0
0
CF INDS HLDGS INC
COM
125269100
4442
95100
SH
DFND
9
95100
0
0
CHEESECAKE FACTORY INC
COM
163072101
822
18800
SH
DFND
9
18800
0
0
CHEMICAL FINL CORP
COM
163731102
345
8400
SH
DFND
9
8400
0
0
CHEMOURS CO
COM
163851108
886
36900
SH
DFND
9
36900
0
0
CHENIERE ENERGY PARTNERS LP
COM UNIT
16411Q101
544
12900
SH
DFND
9
12900
0
0
CHEVRON CORP NEW
COM
166764100
8561
68800
SH
DFND
9
68800
0
0
CHILDRENS PL INC
COM
168905107
2230
23379
SH
DFND
9
23379
0
0
CHINA LIFE INS CO LTD
SPON ADR REP H
16939P106
507
41026
SH
DFND
9
41026
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
202
4453
SH
DFND
9
4453
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
600
8796
SH
DFND
9
8796
0
0
CINCINNATI FINL CORP
COM
172062101
1355
13068
SH
DFND
9
13068
0
0
CINEMARK HOLDINGS INC
COM
17243V102
1545
42800
SH
DFND
9
42800
0
0
CIT GROUP INC
COM NEW
125581801
1098
20900
SH
DFND
9
20900
0
0
CITIGROUP INC
COM NEW
172967424
7255
103600
SH
DFND
9
103600
0
0
CITIZENS FINL GROUP INC
COM
174610105
3083
87200
SH
DFND
9
87200
0
0
CLEARWAY ENERGY INC
CL A
18539C105
212
13100
SH
DFND
9
13100
0
0
CLEARWAY ENERGY INC
CL C
18539C204
169
10000
SH
DFND
9
10000
0
0
CLEVELAND CLIFFS INC
COM
185899101
1545
144800
SH
DFND
9
144800
0
0
CMS ENERGY CORP
COM
125896100
6092
105200
SH
DFND
9
105200
0
0
CNH INDL N V
SHS
N20944109
304
29584
SH
DFND
9
29584
0
0
CNO FINL GROUP INC
COM
12621E103
267
16000
SH
DFND
9
16000
0
0
CNOOC LTD
SPONSORED ADR
126132109
462
2710
SH
DFND
9
2710
0
0
COCA COLA CO
COM
191216100
3264
64100
SH
DFND
9
64100
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
8125
143800
SH
DFND
9
143800
0
0
COMERICA INC
COM
200340107
654
9000
SH
DFND
9
9000
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
654
53775
SH
DFND
9
53775
0
0
COMPANHIA ENERGETICA DE MINA
SP ADR N-V PFD
204409601
301
78900
SH
DFND
9
78900
0
0
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
1308
303487
SH
DFND
9
303487
0
0
COMPANIA CERVECERIAS UNIDAS
SPONSORED ADR
204429104
432
15300
SH
DFND
9
15300
0
0
CONAGRA BRANDS INC
COM
205887102
7357
277398
SH
DFND
9
277398
0
0
CONOCOPHILLIPS
COM
20825C104
5514
90400
SH
DFND
9
90400
0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
581
117901
SH
DFND
9
117901
0
0
CONSOLIDATED EDISON INC
COM
209115104
6874
78400
SH
DFND
9
78400
0
0
COPA HOLDINGS SA
CL A
P31076105
3610
37000
SH
DFND
9
37000
0
0
CORNING INC
COM
219350105
942
28362
SH
DFND
9
28362
0
0
COSAN LTD
SHS A
G25343107
925
69200
SH
DFND
9
69200
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
1963
11500
SH
DFND
9
11500
0
0
CREDICORP LTD
COM
G2519Y108
1169
5105
SH
DFND
9
5105
0
0
CRH PLC
ADR
12626K203
2070
63213
SH
DFND
9
63213
0
0
CROSSAMERICA PARTNERS LP
UT LTD PTN INT
22758A105
185
11500
SH
DFND
9
11500
0
0
CULLEN FROST BANKERS INC
COM
229899109
796
8500
SH
DFND
9
8500
0
0
CUMMINS INC
COM
231021106
1799
10500
SH
DFND
9
10500
0
0
CVR ENERGY INC
COM
12662P108
3319
66391
SH
DFND
9
66391
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
5285
237647
SH
DFND
9
237647
0
0
DANA INCORPORATED
COM
235825205
1043
52300
SH
DFND
9
52300
0
0
DARDEN RESTAURANTS INC
COM
237194105
12989
106700
SH
DFND
9
106700
0
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
735
25100
SH
DFND
9
25100
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
777
13700
SH
DFND
9
13700
0
0
DELUXE CORP
COM
248019101
289
7100
SH
DFND
9
7100
0
0
DICKS SPORTING GOODS INC
COM
253393102
1613
46566
SH
DFND
9
46566
0
0
DINE BRANDS GLOBAL INC
COM
254423106
3208
33600
SH
DFND
9
33600
0
0
DISCOVER FINL SVCS
COM
254709108
900
11600
SH
DFND
9
11600
0
0
DOMINION ENERGY INC
COM
25746U109
5355
69258
SH
DFND
9
69258
0
0
DOVER CORP
COM
260003108
2385
23800
SH
DFND
9
23800
0
0
DTE ENERGY CO
COM
233331107
6931
54200
SH
DFND
9
54200
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
6133
69500
SH
DFND
9
69500
0
0
EATON CORP PLC
SHS
G29183103
10602
127300
SH
DFND
9
127300
0
0
ECOPETROL S A
SPONSORED ADS
279158109
312
17050
SH
DFND
9
17050
0
0
ELANCO ANIMAL HEALTH INC
COM
28414H103
311
9204
SH
DFND
9
9204
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
1124
126692
SH
DFND
9
126692
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
156
15500
SH
DFND
9
15500
0
0
ENTERGY CORP NEW
COM
29364G103
3036
29500
SH
DFND
9
29500
0
0
EVERCORE INC
CLASS A
29977A105
779
8800
SH
DFND
9
8800
0
0
EVEREST RE GROUP LTD
COM
G3223R108
742
3000
SH
DFND
9
3000
0
0
EVERSOURCE ENERGY
COM
30040W108
2288
30200
SH
DFND
9
30200
0
0
EXELON CORP
COM
30161N101
3966
82722
SH
DFND
9
82722
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
841
49776
SH
DFND
9
49776
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
552
5200
SH
DFND
9
5200
0
0
FALCON MINERALS CORP
CL A COM
30607B109
99
11816
SH
DFND
9
11816
0
0
FEDERATED INVS INC PA
CL B
314211103
254
7800
SH
DFND
9
7800
0
0
FERROGLOBE PLC
SHS
G33856108
245
144320
SH
DFND
9
144320
0
0
FIFTH THIRD BANCORP
COM
316773100
1013
36310
SH
DFND
9
36310
0
0
FIRST AMERN FINL CORP
COM
31847R102
510
9500
SH
DFND
9
9500
0
0
FIRST HAWAIIAN INC
COM
32051X108
3180
122921
SH
DFND
9
122921
0
0
FORTIS INC
COM
349553107
355
9000
SH
DFND
9
9000
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
2908
50900
SH
DFND
9
50900
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1503
129500
SH
DFND
9
129500
0
0
FRONTLINE LTD
SHS NEW
G3682E192
86
10800
SH
DFND
9
10800
0
0
GANNETT CO INC
COM
36473H104
308
37788
SH
DFND
9
37788
0
0
GARMIN LTD
SHS
H2906T109
1285
16100
SH
DFND
9
16100
0
0
GENESIS ENERGY L P
UNIT LTD PARTN
371927104
1730
79000
SH
DFND
9
79000
0
0
GENTEX CORP
COM
371901109
5018
203906
SH
DFND
9
203906
0
0
GILEAD SCIENCES INC
COM
375558103
689
10200
SH
DFND
9
10200
0
0
GOLAR LNG PARTNERS LP
COM UNIT LPI
Y2745C102
467
41300
SH
DFND
9
41300
0
0
GREAT WESTN BANCORP INC
COM
391416104
271
7600
SH
DFND
9
7600
0
0
GREIF INC
CL A
397624107
492
15100
SH
DFND
9
15100
0
0
GUESS INC
COM
401617105
1989
123139
SH
DFND
9
123139
0
0
HANCOCK WHITNEY CORPORATION
COM
410120109
349
8700
SH
DFND
9
8700
0
0
HARLEY DAVIDSON INC
COM
412822108
3852
107502
SH
DFND
9
107502
0
0
HASBRO INC
COM
418056107
1596
15100
SH
DFND
9
15100
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
1241
28500
SH
DFND
9
28500
0
0
HELMERICH & PAYNE INC
COM
423452101
4358
86100
SH
DFND
9
86100
0
0
HERSHEY CO
COM
427866108
2359
17600
SH
DFND
9
17600
0
0
HFF INC
CL A
40418F108
509
11200
SH
DFND
9
11200
0
0
HI CRUSH INC
COM
428337109
158
64130
SH
DFND
9
64130
0
0
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
137
39500
SH
DFND
9
39500
0
0
HOLLY ENERGY PARTNERS L P
COM UT LTD PTN
435763107
374
13600
SH
DFND
9
13600
0
0
HOME DEPOT INC
COM
437076102
11500
55298
SH
DFND
9
55298
0
0
HONEYWELL INTL INC
COM
438516106
3806
21800
SH
DFND
9
21800
0
0
HOPE BANCORP INC
COM
43940T109
985
71472
SH
DFND
9
71472
0
0
HORMEL FOODS CORP
COM
440452100
993
24500
SH
DFND
9
24500
0
0
HP INC
COM
40434L105
2029
97600
SH
DFND
9
97600
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
752
54400
SH
DFND
9
54400
0
0
HUNTSMAN CORP
COM
447011107
1794
87756
SH
DFND
9
87756
0
0
IAA INC
COM
449253103
1202
31000
SH
DFND
9
31000
0
0
IBERIABANK CORP
COM
450828108
523
6900
SH
DFND
9
6900
0
0
ICAHN ENTERPRISES LP
DEPOSITARY UNIT
451100101
203
2800
SH
DFND
9
2800
0
0
INFOSYS LTD
SPONSORED ADR
456788108
292
27300
SH
DFND
9
27300
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
4633
33600
SH
DFND
9
33600
0
0
INTL PAPER CO
COM
460146103
1971
45500
SH
DFND
9
45500
0
0
INTREXON CORP
COM
46122T102
115
15000
SH
DFND
9
15000
0
0
J2 GLOBAL INC
COM
48123V102
329
3700
SH
DFND
9
3700
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
1770
82722
SH
DFND
9
82722
0
0
JOHNSON & JOHNSON
COM
478160104
45012
323175
SH
DFND
9
323175
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
1231
29800
SH
DFND
9
29800
0
0
JUST ENERGY GROUP INC
COM
48213W101
46
10700
SH
DFND
9
10700
0
0
KAR AUCTION SVCS INC
COM
48238T109
775
31000
SH
DFND
9
31000
0
0
KELLOGG CO
COM
487836108
2946
55000
SH
DFND
9
55000
0
0
KENNAMETAL INC
COM
489170100
322
8700
SH
DFND
9
8700
0
0
KEURIG DR PEPPER INC
COM
49271V100
5425
187700
SH
DFND
9
187700
0
0
KEYCORP NEW
COM
493267108
4423
249200
SH
DFND
9
249200
0
0
KIMBERLY CLARK CORP
COM
494368103
5152
38652
SH
DFND
9
38652
0
0
KINDER MORGAN INC DEL
COM
49456B101
8838
423277
SH
DFND
9
423277
0
0
KLA-TENCOR CORP
COM
482480100
4291
36303
SH
DFND
9
36303
0
0
KT CORP
SPONSORED ADR
48268K101
293
23700
SH
DFND
9
23700
0
0
LAM RESEARCH CORP
COM
512807108
1315
7000
SH
DFND
9
7000
0
0
LAS VEGAS SANDS CORP
COM
517834107
4863
82300
SH
DFND
9
82300
0
0
LEAR CORP
COM NEW
521865204
4207
30204
SH
DFND
9
30204
0
0
LEIDOS HLDGS INC
COM
525327102
1445
18100
SH
DFND
9
18100
0
0
LILLY ELI & CO
COM
532457108
1436
12960
SH
DFND
9
12960
0
0
LINCOLN NATL CORP IND
COM
534187109
3609
56000
SH
DFND
9
56000
0
0
LIONS GATE ENTMNT CORP
CL A VTG
535919401
274
22400
SH
DFND
9
22400
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
479
41300
SH
DFND
9
41300
0
0
LLOYDS BANKING GROUP PLC
SPONSORED ADR
539439109
257
90600
SH
DFND
9
90600
0
0
LOUISIANA PAC CORP
COM
546347105
734
28000
SH
DFND
9
28000
0
0
LOWES COS INC
COM
548661107
2755
27300
SH
DFND
9
27300
0
0
LUXFER HOLDINGS PLC
SHS
G5698W116
292
11900
SH
DFND
9
11900
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
5082
59000
SH
DFND
9
59000
0
0
M & T BK CORP
COM
55261F104
2857
16800
SH
DFND
9
16800
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
1293
31900
SH
DFND
9
31900
0
0
MADDEN STEVEN LTD
COM
556269108
739
21754
SH
DFND
9
21754
0
0
MAGNOLIA OIL & GAS CORP
CL A
559663109
1351
116700
SH
DFND
9
116700
0
0
MANPOWERGROUP INC
COM
56418H100
1082
11200
SH
DFND
9
11200
0
0
MARSH & MCLENNAN COS INC
COM
571748102
3262
32700
SH
DFND
9
32700
0
0
MATCH GROUP INC
COM
57665R106
3693
54900
SH
DFND
9
54900
0
0
MAXAR TECHNOLOGIES INC
COM
57778K105
325
41500
SH
DFND
9
41500
0
0
MCDONALDS CORP
COM
580135101
9137
44000
SH
DFND
9
44000
0
0
MDU RES GROUP INC
COM
552690109
1553
60200
SH
DFND
9
60200
0
0
MEDTRONIC PLC
SHS
G5960L103
10752
110400
SH
DFND
9
110400
0
0
MERCK & CO INC
COM
58933Y105
3480
41500
SH
DFND
9
41500
0
0
MERCURY GENL CORP NEW
COM
589400100
291
4648
SH
DFND
9
4648
0
0
MEREDITH CORP
COM
589433101
370
6722
SH
DFND
9
6722
0
0
METLIFE INC
COM
59156R108
4490
90400
SH
DFND
9
90400
0
0
MICRO FOCUS INTERNATIONAL PL
SPON ADR NEW
594837403
720
27478
SH
DFND
9
27478
0
0
MILLER HERMAN INC
COM
600544100
1050
23500
SH
DFND
9
23500
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
2431
261123
SH
DFND
9
261123
0
0
MONDELEZ INTL INC
CL A
609207105
3863
71662
SH
DFND
9
71662
0
0
MORGAN STANLEY
COM NEW
617446448
578
13200
SH
DFND
9
13200
0
0
MURPHY OIL CORP
COM
626717102
1343
54500
SH
DFND
9
54500
0
0
NASDAQ INC
COM
631103108
1673
17400
SH
DFND
9
17400
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
865
16400
SH
DFND
9
16400
0
0
NETAPP INC
COM
64110D104
1882
30500
SH
DFND
9
30500
0
0
NEW JERSEY RES
COM
646025106
219
4400
SH
DFND
9
4400
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
233
23300
SH
DFND
9
23300
0
0
NGL ENERGY PARTNERS LP
COM UNIT REPST
62913M107
1928
130523
SH
DFND
9
130523
0
0
NISOURCE INC
COM
65473P105
5199
180526
SH
DFND
9
180526
0
0
NOBLE ENERGY INC
COM
655044105
314
14000
SH
DFND
9
14000
0
0
NORDIC AMERICAN TANKERS LIMI
COM
G65773106
80
34096
SH
DFND
9
34096
0
0
NORTHERN TR CORP
COM
665859104
1782
19800
SH
DFND
9
19800
0
0
NVENT ELECTRIC PLC
SHS
G6700G107
3287
132600
SH
DFND
9
132600
0
0
OAKTREE CAP GROUP LLC
UNIT CL A
674001201
233
4700
SH
DFND
9
4700
0
0
OCCIDENTAL PETE CORP
COM
674599105
11776
234200
SH
DFND
9
234200
0
0
OMNICOM GROUP INC
COM
681919106
10629
129700
SH
DFND
9
129700
0
0
ONE GAS INC
COM
68235P108
1020
11300
SH
DFND
9
11300
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
772
26406
SH
DFND
9
26406
0
0
PARKER HANNIFIN CORP
COM
701094104
1207
7100
SH
DFND
9
7100
0
0
PATTERSON COMPANIES INC
COM
703395103
355
15500
SH
DFND
9
15500
0
0
PBF ENERGY INC
CL A
69318G106
1894
60500
SH
DFND
9
60500
0
0
PEABODY ENERGY CORP NEW
COM
704551100
1880
78000
SH
DFND
9
78000
0
0
PEMBINA PIPELINE CORP
COM
706327103
387
10400
SH
DFND
9
10400
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
2616
55300
SH
DFND
9
55300
0
0
PEOPLES UTD FINL INC
COM
712704105
1126
67099
SH
DFND
9
67099
0
0
PEPSICO INC
COM
713448108
3567
27200
SH
DFND
9
27200
0
0
PETROLEO BRASILEIRO SA PETRO
SP ADR NON VTG
71654V101
9164
645360
SH
DFND
9
645360
0
0
PHILIP MORRIS INTL INC
COM
718172109
919
11700
SH
DFND
9
11700
0
0
PHILLIPS 66
COM
718546104
8372
89500
SH
DFND
9
89500
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
326
6600
SH
DFND
9
6600
0
0
PINNACLE WEST CAP CORP
COM
723484101
1769
18800
SH
DFND
9
18800
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
4323
173110
SH
DFND
9
173110
0
0
PNC FINL SVCS GROUP INC
COM
693475105
6455
47019
SH
DFND
9
47019
0
0
PNM RES INC
COM
69349H107
224
4400
SH
DFND
9
4400
0
0
POLYONE CORP
COM
73179P106
505
16100
SH
DFND
9
16100
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
8062
139200
SH
DFND
9
139200
0
0
PROCTER AND GAMBLE CO
COM
742718109
3564
32500
SH
DFND
9
32500
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
145
22200
SH
DFND
9
22200
0
0
PRUDENTIAL FINL INC
COM
744320102
6972
69028
SH
DFND
9
69028
0
0
PRUDENTIAL PLC
ADR
74435K204
285
6498
SH
DFND
9
6498
0
0
PUBLIC SVC ENTERPRISE GRP IN
COM
744573106
2047
34800
SH
DFND
9
34800
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
5233
51400
SH
DFND
9
51400
0
0
RAYTHEON CO
COM NEW
755111507
2382
13700
SH
DFND
9
13700
0
0
REGIONS FINL CORP NEW
COM
7591EP100
2184
146200
SH
DFND
9
146200
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
3604
38089
SH
DFND
9
38089
0
0
RELX PLC
SPONSORED ADR
759530108
1130
46286
SH
DFND
9
46286
0
0
REPUBLIC SVCS INC
COM
760759100
4055
46800
SH
DFND
9
46800
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
5978
95900
SH
DFND
9
95900
0
0
RLI CORP
COM
749607107
210
2451
SH
DFND
9
2451
0
0
ROGERS COMMUNICATIONS INC
CL B
775109200
482
9000
SH
DFND
9
9000
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
4436
36600
SH
DFND
9
36600
0
0
RPM INTL INC
COM
749685103
947
15500
SH
DFND
9
15500
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
2049
85526
SH
DFND
9
85526
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
385
11600
SH
DFND
9
11600
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
3219
68308
SH
DFND
9
68308
0
0
SEASPAN CORP
SHS
Y75638109
1021
104091
SH
DFND
9
104091
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1514
20600
SH
DFND
9
20600
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
439
21200
SH
DFND
9
21200
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
626
14100
SH
DFND
9
14100
0
0
SIX FLAGS ENTMT CORP NEW
COM
83001A102
1098
22100
SH
DFND
9
22100
0
0
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
1477
33925
SH
DFND
9
33925
0
0
SONOCO PRODS CO
COM
835495102
1416
21677
SH
DFND
9
21677
0
0
SOUTHERN CO
COM
842587107
3709
67100
SH
DFND
9
67100
0
0
STARBUCKS CORP
COM
855244109
4284
51100
SH
DFND
9
51100
0
0
STURM RUGER & CO INC
COM
864159108
212
3900
SH
DFND
9
3900
0
0
SUMMIT MIDSTREAM PARTNERS LP
COM UNIT LTD
866142102
222
29900
SH
DFND
9
29900
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2588
83049
SH
DFND
9
83049
0
0
SUNOCO LP
COM UT REP LP
86765K109
480
15340
SH
DFND
9
15340
0
0
SUNTRUST BKS INC
COM
867914103
1031
16400
SH
DFND
9
16400
0
0
SYNCHRONY FINL
COM
87165B103
10721
309233
SH
DFND
9
309233
0
0
SYSCO CORP
COM
871829107
7652
108200
SH
DFND
9
108200
0
0
TAITRON COMPONENTS INC
CL A
874028103
59
18500
SH
DFND
9
18500
0
0
TALLGRASS ENERGY LP
CLASS A SHS
874696107
1752
83000
SH
DFND
9
83000
0
0
TARO PHARMACEUTICAL INDS LTD
SHS
M8737E108
590
6905
SH
DFND
9
6905
0
0
TC ENERGY CORP
COM
87807B107
2253
45500
SH
DFND
9
45500
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
485
12900
SH
DFND
9
12900
0
0
TEEKAY CORPORATION
COM
Y8564W103
345
100238
SH
DFND
9
100238
0
0
TEEKAY LNG PARTNERS L P
PRTNRSP UNITS
Y8564M105
200
14200
SH
DFND
9
14200
0
0
TEGNA INC
COM
87901J105
1730
114186
SH
DFND
9
114186
0
0
TELECOM ARGENTINA S A
SPON ADR REP B
879273209
1090
61711
SH
DFND
9
61711
0
0
TELEFONICA S A
SPONSORED ADR
879382208
191
23058
SH
DFND
9
23058
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
921
30300
SH
DFND
9
30300
0
0
TELUS CORP
COM
87971M103
343
9300
SH
DFND
9
9300
0
0
TERNIUM SA
SPONSORED ADS
880890108
1139
50800
SH
DFND
9
50800
0
0
TFS FINL CORP
COM
87240R107
246
13600
SH
DFND
9
13600
0
0
THOMSON REUTERS CORP
COM NEW
884903709
1418
22000
SH
DFND
9
22000
0
0
TILLYS INC
CL A
886885102
207
27122
SH
DFND
9
27122
0
0
TIMKEN CO
COM
887389104
411
8000
SH
DFND
9
8000
0
0
TPG SPECIALTY LENDING INC
COM
87265K102
431
21970
SH
DFND
9
21970
0
0
TRANSPORTADORA DE GAS SUR
SPONSORED ADS B
893870204
703
48600
SH
DFND
9
48600
0
0
TRIBUNE MEDIA CO
CL A
896047503
731
15825
SH
DFND
9
15825
0
0
TRINITY INDS INC
COM
896522109
793
38200
SH
DFND
9
38200
0
0
TUPPERWARE BRANDS CORP
COM
899896104
1113
58500
SH
DFND
9
58500
0
0
TYSON FOODS INC
CL A
902494103
12579
155800
SH
DFND
9
155800
0
0
U S SILICA HLDGS INC
COM
90346E103
168
13162
SH
DFND
9
13162
0
0
UGI CORP NEW
COM
902681105
641
12000
SH
DFND
9
12000
0
0
ULTRAPAR PARTICIPACOES S A
SP ADR REP COM
90400P101
597
114000
SH
DFND
9
114000
0
0
UNILEVER PLC
SPON ADR NEW
904767704
2987
48200
SH
DFND
9
48200
0
0
UNION PACIFIC CORP
COM
907818108
5581
33000
SH
DFND
9
33000
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
315
8500
SH
DFND
9
8500
0
0
UNIVERSAL CORP VA
COM
913456109
237
3900
SH
DFND
9
3900
0
0
US BANCORP DEL
COM NEW
902973304
742
14168
SH
DFND
9
14168
0
0
VALVOLINE INC
COM
92047W101
967
49539
SH
DFND
9
49539
0
0
WABASH NATL CORP
COM
929566107
225
13800
SH
DFND
9
13800
0
0
WALMART INC
COM
931142103
3406
30826
SH
DFND
9
30826
0
0
WARRIOR MET COAL INC
COM
93627C101
410
15700
SH
DFND
9
15700
0
0
WASTE MGMT INC DEL
COM
94106L109
2884
25000
SH
DFND
9
25000
0
0
WEC ENERGY GROUP INC
COM
92939U106
7270
87200
SH
DFND
9
87200
0
0
WENDYS CO
COM
95058W100
1088
55570
SH
DFND
9
55570
0
0
WESTERN DIGITAL CORP
COM
958102105
2054
43200
SH
DFND
9
43200
0
0
WESTERN UN CO
COM
959802109
1822
91626
SH
DFND
9
91626
0
0
WHIRLPOOL CORP
COM
963320106
2221
15600
SH
DFND
9
15600
0
0
WILEY JOHN & SONS INC
CL A
968223206
1857
40500
SH
DFND
9
40500
0
0
WILLIAMS COS INC DEL
COM
969457100
5591
199400
SH
DFND
9
199400
0
0
WORTHINGTON INDS INC
COM
981811102
503
12500
SH
DFND
9
12500
0
0
WPP PLC NEW
ADR
92937A102
2133
33900
SH
DFND
9
33900
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
3731
84979
SH
DFND
9
84979
0
0
WYNN RESORTS LTD
COM
983134107
3334
26888
SH
DFND
9
26888
0
0
XCEL ENERGY INC
COM
98389B100
3635
61100
SH
DFND
9
61100
0
0
XEROX CORP
COM NEW
984121608
3354
94715
SH
DFND
9
94715
0
0
XPERI CORP
COM
98421B100
282
13700
SH
DFND
9
13700
0
0