0001446179-20-000001.txt : 20200214
0001446179-20-000001.hdr.sgml : 20200214
20200214093301
ACCESSION NUMBER: 0001446179-20-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200214
DATE AS OF CHANGE: 20200214
EFFECTIVENESS DATE: 20200214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC
CENTRAL INDEX KEY: 0001446179
IRS NUMBER: 200153669
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13683
FILM NUMBER: 20614648
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
1
primary_doc.xml
13F-HR
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false
true
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0001446179
XXXXXXXX
12-31-2019
12-31-2019
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
02-14-2020
0
310
763787
false
INFORMATION TABLE
2
file.XML
DESCRIPTION FOR THE INFORMATION TABLE
ABBVIE INC
COM
00287Y109
2324
26250
SH
DFND
9
26250
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
290
16800
SH
DFND
9
16800
0
0
ACCO BRANDS CORP
COM
00081T108
479
51200
SH
DFND
9
51200
0
0
AES CORP
COM
00130H105
2101
105600
SH
DFND
9
105600
0
0
AIRCASTLE LTD
COM
G0129K104
525
16400
SH
DFND
9
16400
0
0
ALASKA AIR GROUP INC
COM
011659109
281
4153
SH
DFND
9
4153
0
0
ALLIANT ENERGY CORP
COM
018802108
2845
52000
SH
DFND
9
52000
0
0
ALLY FINL INC
COM
02005N100
1950
63800
SH
DFND
9
63800
0
0
AMBEV SA
SPONSORED ADR
02319V103
743
159400
SH
DFND
9
159400
0
0
AMDOCS LTD
SHS
G02602103
1364
18900
SH
DFND
9
18900
0
0
AMERICAN ELEC PWR CO INC
COM
025537101
7410
78400
SH
DFND
9
78400
0
0
AMERIPRISE FINL INC
COM
03076C106
916
5500
SH
DFND
9
5500
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
6019
70800
SH
DFND
9
70800
0
0
AMGEN INC
COM
031162100
4725
19600
SH
DFND
9
19600
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
1805
22000
SH
DFND
9
22000
0
0
APACHE CORP
COM
037411105
4782
186877
SH
DFND
9
186877
0
0
APOLLO GLOBAL MGMT INC
COM CL A
03768E105
2004
42000
SH
DFND
9
42000
0
0
APPLE INC
COM
037833100
32302
110000
SH
DFND
9
110000
0
0
AQUA AMERICA INC
COM
03836W103
2952
62883
SH
DFND
9
62883
0
0
ARCH COAL INC
CL A
039380407
208
2900
SH
DFND
9
2900
0
0
ARCHROCK INC
COM
03957W106
771
76779
SH
DFND
9
76779
0
0
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
134
16500
SH
DFND
9
16500
0
0
ARES CAP CORP
COM
04010L103
1846
99000
SH
DFND
9
99000
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
3091
62000
SH
DFND
9
62000
0
0
AT&T INC
COM
00206R102
8531
218300
SH
DFND
9
218300
0
0
ATLANTICA YIELD PLC
SHS
G0751N103
296
11200
SH
DFND
9
11200
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
3069
18000
SH
DFND
9
18000
0
0
AVANGRID INC
COM
05351W103
750
14656
SH
DFND
9
14656
0
0
AVERY DENNISON CORP
COM
053611109
2643
20200
SH
DFND
9
20200
0
0
AVISTA CORP
COM
05379B107
697
14500
SH
DFND
9
14500
0
0
AXA EQUITABLE HLDGS INC
COM
054561105
7378
297748
SH
DFND
9
297748
0
0
B & G FOODS INC NEW
COM
05508R106
929
51800
SH
DFND
9
51800
0
0
BAKER HUGHES COMPANY
CL A
05722G100
4478
174700
SH
DFND
9
174700
0
0
BANCO BBVA ARGENTINA SA
SPONSORED ADS
058934100
323
58000
SH
DFND
9
58000
0
0
BANCO MACRO SA
SPON ADR B
05961W105
1624
44800
SH
DFND
9
44800
0
0
BANK AMER CORP
COM
060505104
5158
146462
SH
DFND
9
146462
0
0
BANK HAWAII CORP
COM
062540109
476
5000
SH
DFND
9
5000
0
0
BANK OZK
COM
06417N103
1068
35000
SH
DFND
9
35000
0
0
BCE INC
COM NEW
05534B760
806
17400
SH
DFND
9
17400
0
0
BED BATH & BEYOND INC
COM
075896100
324
18700
SH
DFND
9
18700
0
0
BERKLEY W R CORP
COM
084423102
705
10200
SH
DFND
9
10200
0
0
BEST BUY INC
COM
086516101
6708
76400
SH
DFND
9
76400
0
0
BLACK HILLS CORP
COM
092113109
1508
19200
SH
DFND
9
19200
0
0
BLOCK H & R INC
COM
093671105
3924
167100
SH
DFND
9
167100
0
0
BRINKER INTL INC
COM
109641100
1642
39100
SH
DFND
9
39100
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
2375
37000
SH
DFND
9
37000
0
0
BUCKLE INC
COM
118440106
919
34000
SH
DFND
9
34000
0
0
CABOT OIL & GAS CORP
COM
127097103
2532
145414
SH
DFND
9
145414
0
0
CAMPBELL SOUP CO
COM
134429109
1206
24400
SH
DFND
9
24400
0
0
CAPITAL ONE FINL CORP
COM
14040H105
13162
127900
SH
DFND
9
127900
0
0
CAPITAL PRODUCT PARTNERS L P
PARTNERSHP UNITS
Y11082206
218
16247
SH
DFND
9
16247
0
0
CARTERS INC
COM
146229109
2165
19800
SH
DFND
9
19800
0
0
CELANESE CORP DEL
COM
150870103
6612
53700
SH
DFND
9
53700
0
0
CEMTREX INC
*W EXP 12/02/202
15130G113
0
30000
SH
DFND
9
30000
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
219
7400
SH
DFND
9
7400
0
0
CENTRAL PUERTO S A
SPONSORED ADR
155038201
156
32200
SH
DFND
9
32200
0
0
CF INDS HLDGS INC
COM
125269100
4540
95100
SH
DFND
9
95100
0
0
CHEMOURS CO
COM
163851108
631
34900
SH
DFND
9
34900
0
0
CHEVRON CORP NEW
COM
166764100
2507
20800
SH
DFND
9
20800
0
0
CHILDRENS PL INC
COM
168905107
531
8487
SH
DFND
9
8487
0
0
CHINA LIFE INS CO LTD
SPON ADR REP H
16939P106
289
20900
SH
DFND
9
20900
0
0
CINCINNATI FINL CORP
COM
172062101
1209
11500
SH
DFND
9
11500
0
0
CIT GROUP INC
COM NEW
125581801
2450
53700
SH
DFND
9
53700
0
0
CITIGROUP INC
COM NEW
172967424
3699
46300
SH
DFND
9
46300
0
0
CITIZENS FINL GROUP INC
COM
174610105
2644
65100
SH
DFND
9
65100
0
0
CLEARWAY ENERGY INC
CL A
18539C105
250
13100
SH
DFND
9
13100
0
0
CLEARWAY ENERGY INC
CL C
18539C204
677
33950
SH
DFND
9
33950
0
0
CLEVELAND CLIFFS INC
COM
185899101
502
59800
SH
DFND
9
59800
0
0
CLOROX CO DEL
COM
189054109
6756
44000
SH
DFND
9
44000
0
0
CMS ENERGY CORP
COM
125896100
4818
76674
SH
DFND
9
76674
0
0
CNA FINL CORP
COM
126117100
215
4800
SH
DFND
9
4800
0
0
COCA COLA CO
COM
191216100
6199
111991
SH
DFND
9
111991
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
1883
37000
SH
DFND
9
37000
0
0
COLGATE PALMOLIVE CO
COM
194162103
7029
102100
SH
DFND
9
102100
0
0
COLUMBIA BKG SYS INC
COM
197236102
273
6700
SH
DFND
9
6700
0
0
COMERICA INC
COM
200340107
620
8648
SH
DFND
9
8648
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
809
53775
SH
DFND
9
53775
0
0
COMPANHIA SIDERURGICA NACION
SPONSORED ADR
20440W105
232
67226
SH
DFND
9
67226
0
0
CONAGRA BRANDS INC
COM
205887102
9498
277398
SH
DFND
9
277398
0
0
CONOCOPHILLIPS
COM
20825C104
2952
45400
SH
DFND
9
45400
0
0
CONSOLIDATED EDISON INC
COM
209115104
7093
78400
SH
DFND
9
78400
0
0
COPA HOLDINGS SA
CL A
P31076105
648
6000
SH
DFND
9
6000
0
0
COSAN LTD
SHS A
G25343107
1382
60500
SH
DFND
9
60500
0
0
CRESTWOOD EQUITY PARTNERS LP
UNIT LTD PARTNER
226344208
339
11000
SH
DFND
9
11000
0
0
CRH PLC
ADR
12626K203
1617
40100
SH
DFND
9
40100
0
0
CVR ENERGY INC
COM
12662P108
2212
54700
SH
DFND
9
54700
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
5544
237647
SH
DFND
9
237647
0
0
DARDEN RESTAURANTS INC
COM
237194105
3292
30200
SH
DFND
9
30200
0
0
DCP MIDSTREAM LP
COM UT LTD PTN
23311P100
500
20400
SH
DFND
9
20400
0
0
DELEK US HLDGS INC NEW
COM
24665A103
1703
50800
SH
DFND
9
50800
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
1612
27572
SH
DFND
9
27572
0
0
DELUXE CORP
COM
248019101
973
19500
SH
DFND
9
19500
0
0
DESIGNER BRANDS INC
CL A
250565108
1031
65500
SH
DFND
9
65500
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
557
67300
SH
DFND
9
67300
0
0
DICKS SPORTING GOODS INC
COM
253393102
252
5100
SH
DFND
9
5100
0
0
DINE BRANDS GLOBAL INC
COM
254423106
902
10800
SH
DFND
9
10800
0
0
DISCOVER FINL SVCS
COM
254709108
3096
36500
SH
DFND
9
36500
0
0
DOMINION ENERGY INC
COM
25746U109
3686
44507
SH
DFND
9
44507
0
0
DOMTAR CORP
COM NEW
257559203
436
11400
SH
DFND
9
11400
0
0
DOVER CORP
COM
260003108
2190
19000
SH
DFND
9
19000
0
0
DTE ENERGY CO
COM
233331107
4390
33800
SH
DFND
9
33800
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
6339
69500
SH
DFND
9
69500
0
0
DUNKIN BRANDS GROUP INC
COM
265504100
340
4500
SH
DFND
9
4500
0
0
DXC TECHNOLOGY CO
COM
23355L106
3770
100300
SH
DFND
9
100300
0
0
EAST WEST BANCORP INC
COM
27579R104
857
17600
SH
DFND
9
17600
0
0
EASTMAN CHEMICAL CO
COM
277432100
1046
13200
SH
DFND
9
13200
0
0
EATON CORP PLC
SHS
G29183103
9264
97800
SH
DFND
9
97800
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
798
72642
SH
DFND
9
72642
0
0
ENLINK MIDSTREAM LLC
COM UNIT REP LTD
29336T100
714
116400
SH
DFND
9
116400
0
0
ENTERGY CORP NEW
COM
29364G103
3810
31800
SH
DFND
9
31800
0
0
EQUITRANS MIDSTREAM CORPORAT
COM
294600101
545
40800
SH
DFND
9
40800
0
0
EVERCORE INC
CLASS A
29977A105
1069
14300
SH
DFND
9
14300
0
0
EVEREST RE GROUP LTD
COM
G3223R108
886
3200
SH
DFND
9
3200
0
0
EXELON CORP
COM
30161N101
5671
124400
SH
DFND
9
124400
0
0
EXTENDED STAY AMER INC
UNIT 99/99/9999B
30224P200
299
20100
SH
DFND
9
20100
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
549
5200
SH
DFND
9
5200
0
0
FEDERATED INVS INC PA
CL B
314211103
254
7800
SH
DFND
9
7800
0
0
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
812
17900
SH
DFND
9
17900
0
0
FIRST AMERN FINL CORP
COM
31847R102
478
8200
SH
DFND
9
8200
0
0
FIRST HAWAIIAN INC
COM
32051X108
762
26396
SH
DFND
9
26396
0
0
FIRST HORIZON NATL CORP
COM
320517105
667
40300
SH
DFND
9
40300
0
0
FIRST MERCHANTS CORP
COM
320817109
275
6603
SH
DFND
9
6603
0
0
FIRSTENERGY CORP
COM
337932107
5871
120800
SH
DFND
9
120800
0
0
FLOWERS FOODS INC
COM
343498101
1026
47200
SH
DFND
9
47200
0
0
FNB CORP PA
COM
302520101
361
28400
SH
DFND
9
28400
0
0
FORTIS INC
COM
349553107
374
9000
SH
DFND
9
9000
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
3326
50900
SH
DFND
9
50900
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
3365
256500
SH
DFND
9
256500
0
0
FRONTLINE LTD
SHS NEW
G3682E192
321
24950
SH
DFND
9
24950
0
0
GARMIN LTD
SHS
H2906T109
1171
12000
SH
DFND
9
12000
0
0
GENERAL MLS INC
COM
370334104
6888
128600
SH
DFND
9
128600
0
0
GENTEX CORP
COM
371901109
5909
203906
SH
DFND
9
203906
0
0
GILEAD SCIENCES INC
COM
375558103
1377
21197
SH
DFND
9
21197
0
0
GRAFTECH INTL LTD
COM
384313508
157
13500
SH
DFND
9
13500
0
0
GREEN PLAINS INC
COM
393222104
867
56200
SH
DFND
9
56200
0
0
GREIF INC
CL A
397624107
221
5000
SH
DFND
9
5000
0
0
GRIFOLS S A
SP ADR REP B NVT
398438408
932
40036
SH
DFND
9
40036
0
0
GRUPO FINANCIERO GALICIA S A
SPONSORED ADR
399909100
2206
135908
SH
DFND
9
135908
0
0
GUESS INC
COM
401617105
2031
90739
SH
DFND
9
90739
0
0
HANESBRANDS INC
COM
410345102
578
38900
SH
DFND
9
38900
0
0
HANOVER INS GROUP INC
COM
410867105
2036
14900
SH
DFND
9
14900
0
0
HARLEY DAVIDSON INC
COM
412822108
1052
28300
SH
DFND
9
28300
0
0
HELMERICH & PAYNE INC
COM
423452101
2658
58500
SH
DFND
9
58500
0
0
HERSHEY CO
COM
427866108
2587
17600
SH
DFND
9
17600
0
0
HILLENBRAND INC
COM
431571108
587
17637
SH
DFND
9
17637
0
0
HNI CORP
COM
404251100
221
5900
SH
DFND
9
5900
0
0
HOME DEPOT INC
COM
437076102
8429
38598
SH
DFND
9
38598
0
0
HONEYWELL INTL INC
COM
438516106
3859
21800
SH
DFND
9
21800
0
0
HOPE BANCORP INC
COM
43940T109
768
51672
SH
DFND
9
51672
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
844
56000
SH
DFND
9
56000
0
0
HUNTSMAN CORP
COM
447011107
283
11726
SH
DFND
9
11726
0
0
IAA INC
COM
449253103
1459
31000
SH
DFND
9
31000
0
0
IDACORP INC
COM
451107106
668
6250
SH
DFND
9
6250
0
0
INFOSYS LTD
SPONSORED ADR
456788108
353
34200
SH
DFND
9
34200
0
0
INTL PAPER CO
COM
460146103
2735
59400
SH
DFND
9
59400
0
0
INTREXON CORP
COM
46122T102
82
15000
SH
DFND
9
15000
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
538
45147
SH
DFND
9
45147
0
0
ITAU UNIBANCO HLDG SA
SPON ADR REP PFD
465562106
1461
159700
SH
DFND
9
159700
0
0
JACK IN THE BOX INC
COM
466367109
1147
14700
SH
DFND
9
14700
0
0
JANUS HENDERSON GROUP PLC
ORD SHS
G4474Y214
452
18500
SH
DFND
9
18500
0
0
JOHNSON & JOHNSON
COM
478160104
43641
299175
SH
DFND
9
299175
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
3843
94400
SH
DFND
9
94400
0
0
JUNIPER NETWORKS INC
COM
48203R104
682
27700
SH
DFND
9
27700
0
0
KAR AUCTION SVCS INC
COM
48238T109
1538
70600
SH
DFND
9
70600
0
0
KELLOGG CO
COM
487836108
5381
77800
SH
DFND
9
77800
0
0
KENNAMETAL INC
COM
489170100
446
12100
SH
DFND
9
12100
0
0
KEURIG DR PEPPER INC
COM
49271V100
3761
129900
SH
DFND
9
129900
0
0
KEYCORP NEW
COM
493267108
953
47100
SH
DFND
9
47100
0
0
KFORCE INC
COM
493732101
397
10000
SH
DFND
9
10000
0
0
KIMBERLY CLARK CORP
COM
494368103
2448
17800
SH
DFND
9
17800
0
0
KINDER MORGAN INC DEL
COM
49456B101
944
44577
SH
DFND
9
44577
0
0
KLA CORPORATION
COM NEW
482480100
517
2900
SH
DFND
9
2900
0
0
KONTOOR BRANDS INC
COM
50050N103
735
17500
SH
DFND
9
17500
0
0
KULICKE & SOFFA INDS INC
COM
501242101
283
10400
SH
DFND
9
10400
0
0
LAM RESEARCH CORP
COM
512807108
6053
20700
SH
DFND
9
20700
0
0
LEAR CORP
COM NEW
521865204
864
6300
SH
DFND
9
6300
0
0
LEIDOS HLDGS INC
COM
525327102
1772
18100
SH
DFND
9
18100
0
0
LILLY ELI & CO
COM
532457108
2523
19200
SH
DFND
9
19200
0
0
LINCOLN NATL CORP IND
COM
534187109
2697
45700
SH
DFND
9
45700
0
0
LIONS GATE ENTMNT CORP
CL B NON VTG
535919500
261
26300
SH
DFND
9
26300
0
0
LOUISIANA PAC CORP
COM
546347105
623
21000
SH
DFND
9
21000
0
0
LOWES COS INC
COM
548661107
802
6700
SH
DFND
9
6700
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
2749
29100
SH
DFND
9
29100
0
0
M & T BK CORP
COM
55261F104
2852
16800
SH
DFND
9
16800
0
0
M D C HLDGS INC
COM
552676108
519
13600
SH
DFND
9
13600
0
0
MANPOWERGROUP INC
COM
56418H100
1379
14200
SH
DFND
9
14200
0
0
MARATHON PETE CORP
COM
56585A102
12984
215500
SH
DFND
9
215500
0
0
MARRIOTT VACTINS WORLDWID CO
COM
57164Y107
644
5000
SH
DFND
9
5000
0
0
MATCH GROUP INC
COM
57665R106
4508
54900
SH
DFND
9
54900
0
0
MAXAR TECHNOLOGIES INC
COM
57778K105
909
58000
SH
DFND
9
58000
0
0
MCDONALDS CORP
COM
580135101
5533
28000
SH
DFND
9
28000
0
0
MDU RES GROUP INC
COM
552690109
1994
67100
SH
DFND
9
67100
0
0
MEDTRONIC PLC
SHS
G5960L103
12525
110400
SH
DFND
9
110400
0
0
MEREDITH CORP
COM
589433101
542
16700
SH
DFND
9
16700
0
0
METLIFE INC
COM
59156R108
4623
90700
SH
DFND
9
90700
0
0
MILLER HERMAN INC
COM
600544100
700
16800
SH
DFND
9
16800
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
1306
128689
SH
DFND
9
128689
0
0
MURPHY OIL CORP
COM
626717102
3347
124900
SH
DFND
9
124900
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
328
113950
SH
DFND
9
113950
0
0
NASDAQ INC
COM
631103108
1864
17400
SH
DFND
9
17400
0
0
NETAPP INC
COM
64110D104
2982
47900
SH
DFND
9
47900
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1432
119170
SH
DFND
9
119170
0
0
NEWMONT GOLDCORP CORPORATION
COM
651639106
6196
142600
SH
DFND
9
142600
0
0
NEXTERA ENERGY PARTNERS LP
COM UNIT PART IN
65341B106
390
7400
SH
DFND
9
7400
0
0
NISOURCE INC
COM
65473P105
4458
160126
SH
DFND
9
160126
0
0
NOBLE ENERGY INC
COM
655044105
4484
180500
SH
DFND
9
180500
0
0
NORDIC AMERICAN TANKERS LIMI
COM
G65773106
451
91696
SH
DFND
9
91696
0
0
NORDSTROM INC
COM
655664100
3684
90011
SH
DFND
9
90011
0
0
NOVO-NORDISK A S
ADR
670100205
3548
61300
SH
DFND
9
61300
0
0
OFFICE DEPOT INC
COM
676220106
412
150200
SH
DFND
9
150200
0
0
OLD REP INTL CORP
COM
680223104
1358
60700
SH
DFND
9
60700
0
0
OMNICOM GROUP INC
COM
681919106
4173
51500
SH
DFND
9
51500
0
0
ONEMAIN HLDGS INC
COM
68268W103
278
6600
SH
DFND
9
6600
0
0
ONEOK INC NEW
COM
682680103
3231
42700
SH
DFND
9
42700
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
405
14200
SH
DFND
9
14200
0
0
PARKER HANNIFIN CORP
COM
701094104
2480
12050
SH
DFND
9
12050
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
744
27800
SH
DFND
9
27800
0
0
PATTERSON COMPANIES INC
COM
703395103
702
34300
SH
DFND
9
34300
0
0
PAYCHEX INC
COM
704326107
1574
18500
SH
DFND
9
18500
0
0
PBF ENERGY INC
CL A
69318G106
2014
64200
SH
DFND
9
64200
0
0
PEABODY ENERGY CORP NEW
COM
704551100
598
65600
SH
DFND
9
65600
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
2094
41700
SH
DFND
9
41700
0
0
PENTAIR PLC
SHS
G7S00T104
440
9600
SH
DFND
9
9600
0
0
PEPSICO INC
COM
713448108
3717
27200
SH
DFND
9
27200
0
0
PETMED EXPRESS INC
COM
716382106
623
26500
SH
DFND
9
26500
0
0
PHILLIPS 66
COM
718546104
12901
115800
SH
DFND
9
115800
0
0
PHILLIPS 66 PARTNERS LP
COM UNIT REP INT
718549207
1122
18200
SH
DFND
9
18200
0
0
PNC FINL SVCS GROUP INC
COM
693475105
7011
43919
SH
DFND
9
43919
0
0
POLARIS INC
COM
731068102
234
2300
SH
DFND
9
2300
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
1411
25300
SH
DFND
9
25300
0
0
PROCTER & GAMBLE CO
COM
742718109
4059
32500
SH
DFND
9
32500
0
0
PROGRESSIVE CORP OHIO
COM
743315103
2649
36600
SH
DFND
9
36600
0
0
PROSPECT CAPITAL CORPORATION
COM
74348T102
66
10200
SH
DFND
9
10200
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
6984
65400
SH
DFND
9
65400
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
121
31467
SH
DFND
9
31467
0
0
RAYTHEON CO
COM NEW
755111507
1714
7800
SH
DFND
9
7800
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
3637
30371
SH
DFND
9
30371
0
0
RELX PLC
SPONSORED ADR
759530108
960
37986
SH
DFND
9
37986
0
0
REPUBLIC SVCS INC
COM
760759100
4195
46800
SH
DFND
9
46800
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
689
11600
SH
DFND
9
11600
0
0
ROCKWELL AUTOMATION INC
COM
773903109
1561
7700
SH
DFND
9
7700
0
0
RPM INTL INC
COM
749685103
1873
24400
SH
DFND
9
24400
0
0
SABRE CORP
COM
78573M104
1414
63000
SH
DFND
9
63000
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
657
28126
SH
DFND
9
28126
0
0
SCHLUMBERGER LTD
COM
806857108
2561
63700
SH
DFND
9
63700
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
462
11000
SH
DFND
9
11000
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
1338
12600
SH
DFND
9
12600
0
0
SEASPAN CORP
SHS
Y75638109
1365
96091
SH
DFND
9
96091
0
0
SEMPRA ENERGY
COM
816851109
6074
40100
SH
DFND
9
40100
0
0
SENSIENT TECHNOLOGIES CORP
COM
81725T100
1044
15800
SH
DFND
9
15800
0
0
SHELL MIDSTREAM PARTNERS L P
UNIT LTD INT
822634101
990
49000
SH
DFND
9
49000
0
0
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
1630
33900
SH
DFND
9
33900
0
0
SMUCKER J M CO
COM NEW
832696405
4728
45400
SH
DFND
9
45400
0
0
SOUTH ST CORP
COM
840441109
633
7300
SH
DFND
9
7300
0
0
SOUTHERN CO
COM
842587107
4274
67100
SH
DFND
9
67100
0
0
STEEL DYNAMICS INC
COM
858119100
218
6400
SH
DFND
9
6400
0
0
SUNCOR ENERGY INC NEW
COM
867224107
2762
84200
SH
DFND
9
84200
0
0
SYNCHRONY FINL
COM
87165B103
4282
118900
SH
DFND
9
118900
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
1564
39900
SH
DFND
9
39900
0
0
SYSCO CORP
COM
871829107
9255
108200
SH
DFND
9
108200
0
0
TAITRON COMPONENTS INC
CL A
874028103
43
15300
SH
DFND
9
15300
0
0
TAPESTRY INC
COM
876030107
1965
72853
SH
DFND
9
72853
0
0
TARGET CORP
COM
87612E106
4475
34900
SH
DFND
9
34900
0
0
TC ENERGY CORP
COM
87807B107
2426
45500
SH
DFND
9
45500
0
0
TC PIPELINES LP
UT COM LTD PRT
87233Q108
935
22100
SH
DFND
9
22100
0
0
TCF FINANCIAL CORPORATION NE
COM
872307103
393
8400
SH
DFND
9
8400
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
7681
154554
SH
DFND
9
154554
0
0
TEEKAY CORPORATION
COM
Y8564W103
411
77238
SH
DFND
9
77238
0
0
TEGNA INC
COM
87901J105
627
37586
SH
DFND
9
37586
0
0
TELUS CORP
COM
87971M103
283
7300
SH
DFND
9
7300
0
0
TERNIUM SA
SPONSORED ADS
880890108
297
13500
SH
DFND
9
13500
0
0
TFS FINL CORP
COM
87240R107
268
13600
SH
DFND
9
13600
0
0
THOR INDS INC
COM
885160101
223
3000
SH
DFND
9
3000
0
0
TIMKEN CO
COM
887389104
394
7000
SH
DFND
9
7000
0
0
TOTAL S A
SPONSORED ADS
89151E109
368
6649
SH
DFND
9
6649
0
0
TOYOTA MOTOR CORP
SP ADR REP2COM
892331307
478
3400
SH
DFND
9
3400
0
0
TPG SPECIALTY LENDING INC
COM
87265K102
260
12100
SH
DFND
9
12100
0
0
TRANSPORTADORA DE GAS SUR
SPONSORED ADS B
893870204
290
40462
SH
DFND
9
40462
0
0
TRAVELERS COMPANIES INC
COM
89417E109
2535
18511
SH
DFND
9
18511
0
0
TRIPADVISOR INC
COM
896945201
1549
51000
SH
DFND
9
51000
0
0
TRUSTCO BK CORP N Y
COM
898349105
137
15850
SH
DFND
9
15850
0
0
TUPPERWARE BRANDS CORP
COM
899896104
177
20600
SH
DFND
9
20600
0
0
TYSON FOODS INC
CL A
902494103
14184
155800
SH
DFND
9
155800
0
0
U S SILICA HLDGS INC
COM
90346E103
354
57500
SH
DFND
9
57500
0
0
UGI CORP NEW
COM
902681105
317
7011
SH
DFND
9
7011
0
0
UNITED BANKSHARES INC WEST V
COM
909907107
263
6800
SH
DFND
9
6800
0
0
UNITED CMNTY BKS BLAIRSVLE G
COM
90984P303
330
10700
SH
DFND
9
10700
0
0
US BANCORP DEL
COM NEW
902973304
421
7100
SH
DFND
9
7100
0
0
V F CORP
COM
918204108
3189
32000
SH
DFND
9
32000
0
0
VAIL RESORTS INC
COM
91879Q109
1415
5900
SH
DFND
9
5900
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
4355
46500
SH
DFND
9
46500
0
0
VALLEY NATL BANCORP
COM
919794107
789
68941
SH
DFND
9
68941
0
0
VALVOLINE INC
COM
92047W101
1061
49539
SH
DFND
9
49539
0
0
VECTOR GROUP LTD
COM
92240M108
821
61290
SH
DFND
9
61290
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
8142
132600
SH
DFND
9
132600
0
0
WADDELL & REED FINL INC
CL A
930059100
563
33700
SH
DFND
9
33700
0
0
WASHINGTON FED INC
COM
938824109
828
22600
SH
DFND
9
22600
0
0
WEC ENERGY GROUP INC
COM
92939U106
5875
63700
SH
DFND
9
63700
0
0
WENDYS CO
COM
95058W100
1412
63570
SH
DFND
9
63570
0
0
WESTERN DIGITAL CORP
COM
958102105
1200
18900
SH
DFND
9
18900
0
0
WESTERN UN CO
COM
959802109
2483
92726
SH
DFND
9
92726
0
0
WESTROCK CO
COM
96145D105
884
20600
SH
DFND
9
20600
0
0
WHIRLPOOL CORP
COM
963320106
4367
29600
SH
DFND
9
29600
0
0
WILEY JOHN & SONS INC
CL A
968223206
551
11359
SH
DFND
9
11359
0
0
WILLIAMS COS INC DEL
COM
969457100
5097
214900
SH
DFND
9
214900
0
0
WILLIAMS SONOMA INC
COM
969904101
1234
16800
SH
DFND
9
16800
0
0
WPP PLC NEW
ADR
92937A102
2320
33000
SH
DFND
9
33000
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
2511
48579
SH
DFND
9
48579
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
2449
66415
SH
DFND
9
66415
0
0
ZIONS BANCORPORATION N A
COM
989701107
3240
62400
SH
DFND
9
62400
0
0