0001667731-20-000235.txt : 20200515
0001667731-20-000235.hdr.sgml : 20200515
20200515155336
ACCESSION NUMBER: 0001667731-20-000235
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20200331
FILED AS OF DATE: 20200515
DATE AS OF CHANGE: 20200515
EFFECTIVENESS DATE: 20200515
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Leap Investments LP
CENTRAL INDEX KEY: 0001779672
IRS NUMBER: 834609115
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-19573
FILM NUMBER: 20884662
BUSINESS ADDRESS:
STREET 1: 600 W. CHICAGO AVE. SUITE 600
CITY: CHICAGO
STATE: IL
ZIP: 60654
BUSINESS PHONE: 312-205-8900
MAIL ADDRESS:
STREET 1: 600 W. CHICAGO AVE. SUITE 600
CITY: CHICAGO
STATE: IL
ZIP: 60654
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001779672
XXXXXXXX
03-31-2020
03-31-2020
false
Leap Investments LP
600 W. Chicago Ave. Suite 600
Chicago
IL
60654
13F HOLDINGS REPORT
028-19573
N
Colleen Hickey
Chief Financial Officer
312-205-8200
Colleen Hickey
Chicago
IL
05-15-2020
0
347
68295
INFORMATION TABLE
2
infotable.xml
ACCO BRANDS CORP
Common Stock
00081T108
142
28200
SH
SOLE
28200
0
0
ADECOAGRO S A
Common Stock
L00849106
125
32200
SH
SOLE
32200
0
0
ADVANCED EMISSIONS SOLUTS IN
Common Stock
00770C101
85
12900
SH
SOLE
12900
0
0
ADVERUM BIOTECHNOLOGIES INC
Common Stock
00773U108
158
16200
SH
SOLE
16200
0
0
AIMMUNE THERAPEUTICS INC
Common Stock
00900T107
193
13400
SH
SOLE
13400
0
0
AKEBIA THERAPEUTICS INC
Common Stock
00972D105
415
54700
SH
SOLE
54700
0
0
ALEXION PHARMACEUTICALS INC
Common Stock
015351109
269
3000
SH
SOLE
3000
0
0
ALLEGHENY TECHNOLOGIES INC
Common Stock
01741R102
130
15300
SH
SOLE
15300
0
0
ALLEGION PLC
Common Stock
G0176J109
248
2700
SH
SOLE
2700
0
0
ALTRA INDL MOTION CORP
Common Stock
02208R106
345
19700
SH
SOLE
19700
0
0
AMALGAMATED BK NEW YORK N Y
Common Stock
022663108
136
12600
SH
SOLE
12600
0
0
AMC NETWORKS INC
Common Stock
00164V103
277
11400
SH
SOLE
11400
0
0
AMERICAN AXLE & MFG HLDGS IN
Common Stock
024061103
133
36800
SH
SOLE
36800
0
0
AMYRIS INC
Common Stock
03236M200
32
12600
SH
SOLE
12600
0
0
APOGEE ENTERPRISES INC
Common Stock
037598109
285
13700
SH
SOLE
13700
0
0
APPLIED GENETIC TECHNOL CORP
Common Stock
03820J100
43
13200
SH
SOLE
13200
0
0
ARCHROCK INC
Common Stock
03957W106
38
10000
SH
SOLE
10000
0
0
ARCOS DORADOS HOLDINGS INC
Common Stock
G0457F107
89
26500
SH
SOLE
26500
0
0
ARGO GROUP INTL HLDGS LTD
Common Stock
G0464B107
256
6900
SH
SOLE
6900
0
0
ASBURY AUTOMOTIVE GROUP INC
Common Stock
043436104
243
4400
SH
SOLE
4400
0
0
ASTRONICS CORP
Common Stock
046433108
245
26700
SH
SOLE
26700
0
0
ATARA BIOTHERAPEUTICS INC
Common Stock
046513107
101
11900
SH
SOLE
11900
0
0
AURINIA PHARMACEUTICALS INC
Common Stock
05156V102
225
15500
SH
SOLE
15500
0
0
AUTONATION INC
Common Stock
05329W102
281
10000
SH
SOLE
10000
0
0
AXIS CAPITAL HOLDINGS LTD
Common Stock
G0692U109
232
6000
SH
SOLE
6000
0
0
AXONICS MODULATION TECHNOLOG
Common Stock
05465P101
305
12000
SH
SOLE
12000
0
0
AXT INC
Common Stock
00246W103
47
14600
SH
SOLE
14600
0
0
B2GOLD CORP
Common Stock
11777Q209
46
15000
SH
SOLE
15000
0
0
BAKER HUGHES COMPANY
Common Stock
05722G100
118
11200
SH
SOLE
11200
0
0
Banco Latinoamericano de Comercio Exterior SA
Common Stock
0P1699413
176
17100
SH
SOLE
17100
0
0
BANCO SANTANDER BRASIL S A
Depositary Receipt
05967A107
113
21800
SH
SOLE
21800
0
0
BANCO SANTANDER SA
Depositary Receipt
05964H105
140
59700
SH
SOLE
59700
0
0
BANCORP INC DEL
Common Stock
05969A105
205
33800
SH
SOLE
33800
0
0
BAOZUN INC
Depositary Receipt
06684L103
358
12800
SH
SOLE
12800
0
0
BARINGS BDC INC
Common Stock
06759L103
251
33500
SH
SOLE
33500
0
0
BERKSHIRE HILLS BANCORP INC
Common Stock
084680107
526
35400
SH
SOLE
35400
0
0
BEST INC
Depositary Receipt
08653C106
289
54100
SH
SOLE
54100
0
0
BGC PARTNERS INC
Common Stock
05541T101
179
71100
SH
SOLE
71100
0
0
BILIBILI INC
Depositary Receipt
090040106
330
14100
SH
SOLE
14100
0
0
BIODELIVERY SCIENCES INTL IN
Common Stock
09060J106
82
21700
SH
SOLE
21700
0
0
BLACK STONE MINERALS L P
Partnership Shares
09225M101
66
14100
SH
SOLE
14100
0
0
BLACKROCK CAP INVT CORP
Common Stock
092533108
36
16200
SH
SOLE
16200
0
0
BLACKROCK TCP CAPITAL CORP
Common Stock
09259E108
195
31150
SH
SOLE
31150
0
0
BLOOM ENERGY CORP
Common Stock
093712107
133
25500
SH
SOLE
25500
0
0
BLOOMIN BRANDS INC
Common Stock
094235108
106
14800
SH
SOLE
14800
0
0
BLUEBIRD BIO INC
Common Stock
09609G100
234
5100
SH
SOLE
5100
0
0
BOINGO WIRELESS INC
Common Stock
09739C102
209
19700
SH
SOLE
19700
0
0
BOSTON BEER INC
Common Stock
100557107
441
1200
SH
SOLE
1200
0
0
BOX INC
Common Stock
10316T104
170
12100
SH
SOLE
12100
0
0
BP MIDSTREAM PARTNERS LP
Partnership Shares
0556EL109
167
17900
SH
SOLE
17900
0
0
BRIGHAM MINERALS INC
Common Stock
10918L103
126
15200
SH
SOLE
15200
0
0
BRIXMOR PPTY GROUP INC
REIT
11120U105
307
32300
SH
SOLE
32300
0
0
BROOKFIELD PPTY REIT INC
REIT
11282X103
135
15900
SH
SOLE
15900
0
0
CAESARS ENTMT CORP
Common Stock
127686103
110
16200
SH
SOLE
16200
0
0
CALERES INC
Common Stock
129500104
187
35900
SH
SOLE
35900
0
0
CAMECO CORP
Common Stock
13321L108
81
10600
SH
SOLE
10600
0
0
CAMPING WORLD HLDGS INC
Common Stock
13462K109
58
10200
SH
SOLE
10200
0
0
CANADIAN NATL RY CO
Common Stock
136375102
248
3200
SH
SOLE
3200
0
0
CANADIAN PAC RY LTD
Common Stock
13645T100
351
1600
SH
SOLE
1600
0
0
CAPITALA FIN CORP
Common Stock
14054R106
63
20100
SH
SOLE
20100
0
0
CARPENTER TECHNOLOGY CORP
Common Stock
144285103
493
25300
SH
SOLE
25300
0
0
CASA SYS INC
Common Stock
14713L102
35
10100
SH
SOLE
10100
0
0
CATALYST PHARMACEUTICALS INC
Common Stock
14888U101
268
69500
SH
SOLE
69500
0
0
CELESTICA INC
Common Stock
15101Q108
220
62800
SH
SOLE
62800
0
0
CENTERPOINT ENERGY INC
Common Stock
15189T107
178
11500
SH
SOLE
11500
0
0
CERUS CORP
Common Stock
157085101
167
36000
SH
SOLE
36000
0
0
CHANNELADVISOR CORP
Common Stock
159179100
85
11700
SH
SOLE
11700
0
0
CHARTER COMMUNICATIONS INC N
Common Stock
16119P108
262
600
SH
SOLE
600
0
0
CHATHAM LODGING TR
REIT
16208T102
166
28000
SH
SOLE
28000
0
0
CHEETAH MOBILE INC
Depositary Receipt
163075104
33
15900
SH
SOLE
15900
0
0
CHIASMA INC
Common Stock
16706W102
116
31700
SH
SOLE
31700
0
0
CHINA LIFE INS CO LTD
Depositary Receipt
16939P106
180
18400
SH
SOLE
18400
0
0
CINEMARK HOLDINGS INC
Common Stock
17243V102
116
11400
SH
SOLE
11400
0
0
CIRCOR INTL INC
Common Stock
17273K109
162
13900
SH
SOLE
13900
0
0
CITY OFFICE REIT INC
REIT
178587101
73
10100
SH
SOLE
10100
0
0
CLOVIS ONCOLOGY INC
Common Stock
189464100
67
10600
SH
SOLE
10600
0
0
CODEXIS INC
Common Stock
192005106
152
13596
SH
SOLE
13596
0
0
COEUR MNG INC
Common Stock
192108504
88
27400
SH
SOLE
27400
0
0
COHERUS BIOSCIENCES INC
Common Stock
19249H103
423
26100
SH
SOLE
26100
0
0
COMMUNITY HEALTHCARE TR INC
REIT
20369C106
279
7300
SH
SOLE
7300
0
0
COMTECH TELECOMMUNICATIONS C
Common Stock
205826209
178
13400
SH
SOLE
13400
0
0
CONDUENT INC
Common Stock
206787103
345
140984
SH
SOLE
140984
0
0
CONMED CORP
Common Stock
207410101
269
4700
SH
SOLE
4700
0
0
CONSTELLATION BRANDS INC
Common Stock
21036P108
301
2100
SH
SOLE
2100
0
0
CONSTELLIUM SE
Common Stock
F21107101
75
14400
SH
SOLE
14400
0
0
COSTAMARE INC
Common Stock
Y1771G102
151
33500
SH
SOLE
33500
0
0
CRAFT BREW ALLIANCE INC
Common Stock
224122101
152
10200
SH
SOLE
10200
0
0
CRESTWOOD EQUITY PARTNERS LP
Partnership Shares
226344208
119
28169
SH
SOLE
28169
0
0
CYTOSORBENTS CORP
Common Stock
23283X206
110
14200
SH
SOLE
14200
0
0
DANA INCORPORATED
Common Stock
235825205
173
22100
SH
SOLE
22100
0
0
DCP MIDSTREAM LP
Partnership Shares
23311P100
68
16700
SH
SOLE
16700
0
0
DESIGNER BRANDS INC
Common Stock
250565108
135
27100
SH
SOLE
27100
0
0
DESPEGAR COM CORP
Common Stock
G27358103
69
12200
SH
SOLE
12200
0
0
DEVON ENERGY CORP NEW
Common Stock
25179M103
117
17000
SH
SOLE
17000
0
0
DIAMONDBACK ENERGY INC
Common Stock
25278X109
317
12100
SH
SOLE
12100
0
0
DIVERSIFIED HEALTHCARE TR
REIT
25525P107
119
32900
SH
SOLE
32900
0
0
DORIAN LPG LTD
Common Stock
Y2106R110
96
11000
SH
SOLE
11000
0
0
DULUTH HLDGS INC
Common Stock
26443V101
101
25300
SH
SOLE
25300
0
0
EBIX INC
Common Stock
278715206
181
11900
SH
SOLE
11900
0
0
EMBRAER S.A.
Depositary Receipt
29082A107
169
22800
SH
SOLE
22800
0
0
ENEL CHILE S.A.
Depositary Receipt
29278D105
62
18800
SH
SOLE
18800
0
0
ENERGY TRANSFER LP
Partnership Shares
29273V100
109
23600
SH
SOLE
23600
0
0
ENSTAR GROUP LIMITED
Common Stock
G3075P101
254
1600
SH
SOLE
1600
0
0
EPR PPTYS
REIT
26884U109
535
22100
SH
SOLE
22100
0
0
EXP WORLD HLDGS INC
Common Stock
30212W100
115
13595
SH
SOLE
13595
0
0
EXTREME NETWORKS INC
Common Stock
30226D106
115
37200
SH
SOLE
37200
0
0
FIRST DEFIANCE FINL CORP
Common Stock
32006W106
307
20800
SH
SOLE
20800
0
0
FIRST FINL BANKSHARES
Common Stock
32020R109
231
8600
SH
SOLE
8600
0
0
FIRST INDL RLTY TR INC
REIT
32054K103
442
13300
SH
SOLE
13300
0
0
FISERV INC
Common Stock
337738108
218
2300
SH
SOLE
2300
0
0
FIVE POINT HOLDINGS LLC
Common Stock
33833Q106
64
12700
SH
SOLE
12700
0
0
FIVE PRIME THERAPEUTICS INC
Common Stock
33830X104
30
13000
SH
SOLE
13000
0
0
FLIR SYS INC
Common Stock
302445101
271
8500
SH
SOLE
8500
0
0
FLUOR CORP NEW
Common Stock
343412102
93
13500
SH
SOLE
13500
0
0
F N B CORP
Common Stock
302520101
99
13400
SH
SOLE
13400
0
0
FOOT LOCKER INC
Common Stock
344849104
212
9600
SH
SOLE
9600
0
0
FOSSIL GROUP INC
Common Stock
34988V106
114
34700
SH
SOLE
34700
0
0
GALAPAGOS NV
Depositary Receipt
36315X101
216
1100
SH
SOLE
1100
0
0
GATX CORP
Common Stock
361448103
256
4100
SH
SOLE
4100
0
0
GDS HLDGS LTD
Depositary Receipt
36165L108
238
4100
SH
SOLE
4100
0
0
GENERAL DYNAMICS CORP
Common Stock
369550108
225
1700
SH
SOLE
1700
0
0
GENMAB A/S
Depositary Receipt
372303206
246
11600
SH
SOLE
11600
0
0
GENWORTH FINL INC
Common Stock
37247D106
68
20500
SH
SOLE
20500
0
0
G III APPAREL GROUP LTD
Common Stock
36237H101
387
50200
SH
SOLE
50200
0
0
GILAT SATELLITE NETWORKS LTD
Common Stock
M51474118
84
11800
SH
SOLE
11800
0
0
GILDAN ACTIVEWEAR INC
Common Stock
375916103
264
20700
SH
SOLE
20700
0
0
GLADSTONE INVT CORP
Common Stock
376546107
114
14500
SH
SOLE
14500
0
0
GLADSTONE LD CORP
REIT
376549101
132
11100
SH
SOLE
11100
0
0
GLOBAL MED REIT INC
REIT
37954A204
134
13200
SH
SOLE
13200
0
0
GLYCOMIMETICS INC
Common Stock
38000Q102
45
19900
SH
SOLE
19900
0
0
GOLD FIELDS LTD NEW
Depositary Receipt
38059T106
84
17600
SH
SOLE
17600
0
0
GOLD RESOURCE CORP
Common Stock
38068T105
40
14700
SH
SOLE
14700
0
0
GOLDMAN SACHS BDC INC
Common Stock
38147U107
185
15000
SH
SOLE
15000
0
0
GRAND CANYON ED INC
Common Stock
38526M106
328
4300
SH
SOLE
4300
0
0
GRAPHIC PACKAGING HLDG CO
Common Stock
388689101
140
11500
SH
SOLE
11500
0
0
GRITSTONE ONCOLOGY INC
Common Stock
39868T105
84
14400
SH
SOLE
14400
0
0
GROUP 1 AUTOMOTIVE INC
Common Stock
398905109
292
6600
SH
SOLE
6600
0
0
GRUPO AVAL ACCIONES Y VALORE
Depositary Receipt
40053W101
85
19400
SH
SOLE
19400
0
0
GSX TECHEDU INC
Depositary Receipt
36257Y109
237
5600
SH
SOLE
5600
0
0
GTT COMMUNICATIONS INC
Common Stock
362393100
111
13900
SH
SOLE
13900
0
0
GUESS INC
Common Stock
401617105
126
18600
SH
SOLE
18600
0
0
HACKETT GROUP INC
Common Stock
404609109
156
12300
SH
SOLE
12300
0
0
HARMONIC INC
Common Stock
413160102
74
12800
SH
SOLE
12800
0
0
HARMONY GOLD MNG LTD
Depositary Receipt
413216300
111
51000
SH
SOLE
51000
0
0
HARTFORD FINL SVCS GROUP INC
Common Stock
416515104
455
12900
SH
SOLE
12900
0
0
FULLER H B CO
Common Stock
359694106
263
9400
SH
SOLE
9400
0
0
HERON THERAPEUTICS INC
Common Stock
427746102
303
25800
SH
SOLE
25800
0
0
HEXCEL CORP NEW
Common Stock
428291108
327
8800
SH
SOLE
8800
0
0
HIMAX TECHNOLOGIES INC
Depositary Receipt
43289P106
79
29000
SH
SOLE
29000
0
0
HNI CORP
Common Stock
404251100
280
11100
SH
SOLE
11100
0
0
HORIZON TECHNOLOGY FIN CORP
Common Stock
44045A102
132
16300
SH
SOLE
16300
0
0
HUAZHU GROUP LTD
Depositary Receipt
44332N106
379
13200
SH
SOLE
13200
0
0
IAC INTERACTIVECORP
Common Stock
44919P508
305
1700
SH
SOLE
1700
0
0
IDEX CORP
Common Stock
45167R104
249
1800
SH
SOLE
1800
0
0
II VI INC
Common Stock
902104108
268
9400
SH
SOLE
9400
0
0
INSEEGO CORP
Common Stock
45782B104
303
48700
SH
SOLE
48700
0
0
INSMED INC
Common Stock
457669307
197
12300
SH
SOLE
12300
0
0
INTERCEPT PHARMACEUTICALS IN
Common Stock
45845P108
315
5000
SH
SOLE
5000
0
0
INTERFACE INC
Common Stock
458665304
318
42000
SH
SOLE
42000
0
0
INTRA CELLULAR THERAPIES INC
Common Stock
46116X101
267
17400
SH
SOLE
17400
0
0
INTUIT
Common Stock
461202103
253
1100
SH
SOLE
1100
0
0
IROBOT CORP
Common Stock
462726100
213
5200
SH
SOLE
5200
0
0
IRONWOOD PHARMACEUTICALS INC
Common Stock
46333X108
125
12400
SH
SOLE
12400
0
0
ISTAR INC
REIT
45031U101
269
25400
SH
SOLE
25400
0
0
IVERIC BIO INC
Common Stock
46583P102
63
18400
SH
SOLE
18400
0
0
JACK IN THE BOX INC
Common Stock
466367109
294
8400
SH
SOLE
8400
0
0
JERNIGAN CAP INC
REIT
476405105
128
11700
SH
SOLE
11700
0
0
JUMIA TECHNOLOGIES AG
Depositary Receipt
48138M105
66
22700
SH
SOLE
22700
0
0
KENNAMETAL INC
Common Stock
489170100
246
13200
SH
SOLE
13200
0
0
KINIKSA PHARMACEUTICALS LTD
Common Stock
G5269C101
175
11300
SH
SOLE
11300
0
0
KNOLL INC
Common Stock
498904200
114
11000
SH
SOLE
11000
0
0
KRONOS WORLDWIDE INC
Common Stock
50105F105
402
47600
SH
SOLE
47600
0
0
LANTHEUS HLDGS INC
Common Stock
516544103
129
10100
SH
SOLE
10100
0
0
LATAM AIRLS GROUP S A
Depositary Receipt
51817R106
38
14400
SH
SOLE
14400
0
0
LINCOLN NATL CORP IND
Common Stock
534187109
263
10000
SH
SOLE
10000
0
0
LINDBLAD EXPEDITIONS HLDGS I
Common Stock
535219109
181
43400
SH
SOLE
43400
0
0
LIONS GATE ENTMNT CORP
Common Stock
535919401
252
41400
SH
SOLE
41400
0
0
LIVENT CORP
Common Stock
53814L108
196
37300
SH
SOLE
37300
0
0
LOUISIANA PAC CORP
Common Stock
546347105
189
11000
SH
SOLE
11000
0
0
M/I HOMES INC
Common Stock
55305B101
688
41600
SH
SOLE
41600
0
0
MACERICH CO
REIT
554382101
219
38900
SH
SOLE
38900
0
0
MAGENTA THERAPEUTICS INC
Common Stock
55910K108
79
12600
SH
SOLE
12600
0
0
MAGNACHIP SEMICONDUCTOR CORP
Common Stock
55933J203
169
15300
SH
SOLE
15300
0
0
MALLINCKRODT PUB LTD CO
Common Stock
G5785G107
83
42000
SH
SOLE
42000
0
0
MANITOWOC CO INC
Common Stock
563571405
122
14400
SH
SOLE
14400
0
0
MARATHON OIL CORP
Common Stock
565849106
73
22300
SH
SOLE
22300
0
0
MARKETAXESS HLDGS INC
Common Stock
57060D108
333
1000
SH
SOLE
1000
0
0
MATADOR RES CO
Common Stock
576485205
165
66700
SH
SOLE
66700
0
0
MAXLINEAR INC
Common Stock
57776J100
170
14600
SH
SOLE
14600
0
0
MEDIFAST INC
Common Stock
58470H101
200
3200
SH
SOLE
3200
0
0
MELLANOX TECHNOLOGIES LTD
Common Stock
M51363113
716
5900
SH
SOLE
5900
0
0
MERCADOLIBRE INC
Common Stock
58733R102
244
500
SH
SOLE
500
0
0
MERCK & CO. INC
Common Stock
58933Y105
392
5100
SH
SOLE
5100
0
0
MERCURY GENL CORP NEW
Common Stock
589400100
240
5900
SH
SOLE
5900
0
0
MERIDIAN BANCORP INC MD
Common Stock
58958U103
218
19400
SH
SOLE
19400
0
0
MGIC INVT CORP WIS
Common Stock
552848103
270
42500
SH
SOLE
42500
0
0
MICRO FOCUS INTL PLC
Depositary Receipt
594837403
72
14200
SH
SOLE
14200
0
0
MIZUHO FINL GROUP INC
Depositary Receipt
60687Y109
54
23500
SH
SOLE
23500
0
0
MOBILEIRON INC
Common Stock
60739U204
87
22800
SH
SOLE
22800
0
0
MONMOUTH REAL ESTATE INVT CO
REIT
609720107
158
13100
SH
SOLE
13100
0
0
MOODYS CORP
Common Stock
615369105
254
1200
SH
SOLE
1200
0
0
MOOG INC
Common Stock
615394202
283
5600
SH
SOLE
5600
0
0
MTBC INC
Common Stock
55378G102
72
13087
SH
SOLE
13087
0
0
MTS SYS CORP
Common Stock
553777103
558
24800
SH
SOLE
24800
0
0
MUELLER INDS INC
Common Stock
624756102
359
15000
SH
SOLE
15000
0
0
MYOVANT SCIENCES LTD
Common Stock
G637AM102
100
13300
SH
SOLE
13300
0
0
NATIONAL CINEMEDIA INC
Common Stock
635309107
114
35100
SH
SOLE
35100
0
0
NATIONAL OILWELL VARCO INC
Common Stock
637071101
167
17000
SH
SOLE
17000
0
0
NEENAH INC
Common Stock
640079109
263
6100
SH
SOLE
6100
0
0
NEOLEUKIN THERAPEUTICS INC
Common Stock
64049K104
131
11509
SH
SOLE
11509
0
0
NEOPHOTONICS CORP
Common Stock
64051T100
96
13300
SH
SOLE
13300
0
0
NEW SR INVT GROUP INC
REIT
648691103
28
11100
SH
SOLE
11100
0
0
NEWMARK GROUP INC
Common Stock
65158N102
228
53600
SH
SOLE
53600
0
0
NEXTERA ENERGY PARTNERS LP
Common Stock
65341B106
237
5500
SH
SOLE
5500
0
0
NIO INC
Depositary Receipt
62914V106
189
68100
SH
SOLE
68100
0
0
NLIGHT INC
Common Stock
65487K100
133
12700
SH
SOLE
12700
0
0
NOBLE ENERGY INC
Common Stock
655044105
161
26700
SH
SOLE
26700
0
0
NOVARTIS A G
Depositary Receipt
66987V109
305
3700
SH
SOLE
3700
0
0
NOVAVAX INC
Common Stock
670002401
136
10000
SH
SOLE
10000
0
0
NOW INC
Common Stock
67011P100
67
13000
SH
SOLE
13000
0
0
NUSTAR ENERGY LP
Partnership Shares
67058H102
213
24800
SH
SOLE
24800
0
0
OAKTREE SPECIALTY LENDING CO
Common Stock
67401P108
95
29400
SH
SOLE
29400
0
0
OBSEVA SA
Common Stock
H5861P103
52
21400
SH
SOLE
21400
0
0
OFG BANCORP
Common Stock
67103X102
190
17000
SH
SOLE
17000
0
0
OLLIES BARGAIN OUTLT HLDGS I
Common Stock
681116109
250
5400
SH
SOLE
5400
0
0
ONEMAIN HLDGS INC
Common Stock
68268W103
216
11300
SH
SOLE
11300
0
0
ONEOK INC NEW
Common Stock
682680103
659
30200
SH
SOLE
30200
0
0
ONESPAWORLD HOLDINGS LIMITED
Common Stock
P73684113
67
16600
SH
SOLE
16600
0
0
ORBCOMM INC
Common Stock
68555P100
95
38900
SH
SOLE
38900
0
0
ORION ENGINEERED CARBONS S A
Common Stock
L72967109
86
11500
SH
SOLE
11500
0
0
ORMAT TECHNOLOGIES INC
Common Stock
686688102
223
3300
SH
SOLE
3300
0
0
ORTHOFIX MED INC
Common Stock
68752M108
303
10800
SH
SOLE
10800
0
0
OXFORD SQUARE CAP CORP
Common Stock
69181V107
46
18000
SH
SOLE
18000
0
0
PAGERDUTY INC
Common Stock
69553P100
204
11800
SH
SOLE
11800
0
0
PARATEK PHARMACEUTICALS INC
Common Stock
699374302
36
11400
SH
SOLE
11400
0
0
PARSLEY ENERGY INC
Common Stock
701877102
629
109800
SH
SOLE
109800
0
0
PBF LOGISTICS LP
Partnership Shares
69318Q104
174
25800
SH
SOLE
25800
0
0
PENNANTPARK FLOATING RATE CA
Common Stock
70806A106
259
53300
SH
SOLE
53300
0
0
PIERIS PHARMACEUTICALS INC
Common Stock
720795103
27
11900
SH
SOLE
11900
0
0
PINDUODUO INC
Depositary Receipt
722304102
288
8000
SH
SOLE
8000
0
0
PIXELWORKS INC
Common Stock
72581M305
50
17400
SH
SOLE
17400
0
0
PLAINS ALL AMERN PIPELINE L
Partnership Shares
726503105
250
47300
SH
SOLE
47300
0
0
PLAINS GP HLDGS L P
Common Stock
72651A207
69
12300
SH
SOLE
12300
0
0
PLAYAGS INC
Common Stock
72814N104
124
46800
SH
SOLE
46800
0
0
PLDT INC
Depositary Receipt
69344D408
265
12900
SH
SOLE
12900
0
0
PLEXUS CORP
Common Stock
729132100
295
5400
SH
SOLE
5400
0
0
PLUG POWER INC
Common Stock
72919P202
345
97400
SH
SOLE
97400
0
0
PORTOLA PHARMACEUTICALS INC
Common Stock
737010108
255
35800
SH
SOLE
35800
0
0
PRECIGEN INC
Common Stock
74017N105
88
25800
SH
SOLE
25800
0
0
PRECISION BIOSCIENCES INC
Common Stock
74019P108
153
25400
SH
SOLE
25400
0
0
PRIMO WATER CORPORATION
Common Stock
74167P108
94
10400
SH
SOLE
10400
0
0
PROCTER & GAMBLE CO
Common Stock
742718109
264
2400
SH
SOLE
2400
0
0
PROSPECT CAPITAL CORPORATION
Common Stock
74348T102
213
50000
SH
SOLE
50000
0
0
PURE STORAGE INC
Common Stock
74624M102
129
10500
SH
SOLE
10500
0
0
PVH CORPORATION
Common Stock
693656100
248
6600
SH
SOLE
6600
0
0
QORVO INC
Common Stock
74736K101
234
2900
SH
SOLE
2900
0
0
QUOTIENT LTD
Common Stock
G73268107
126
31900
SH
SOLE
31900
0
0
QURATE RETAIL INC
Common Stock
74915M100
183
29900
SH
SOLE
29900
0
0
RCI HOSPITALITY HLDGS INC
Common Stock
74934Q108
102
10200
SH
SOLE
10200
0
0
REALOGY HLDGS CORP
Common Stock
75605Y106
38
12700
SH
SOLE
12700
0
0
REATA PHARMACEUTICALS INC
Common Stock
75615P103
202
1400
SH
SOLE
1400
0
0
REINSURANCE GRP OF AMERICA I
Common Stock
759351604
269
3200
SH
SOLE
3200
0
0
RETAIL PPTYS AMER INC
REIT
76131V202
466
90200
SH
SOLE
90200
0
0
REV GROUP INC
Common Stock
749527107
110
26300
SH
SOLE
26300
0
0
RIBBON COMMUNICATIONS INC
Common Stock
762544104
63
20700
SH
SOLE
20700
0
0
ROKU INC
Common Stock
77543R102
437
5000
SH
SOLE
5000
0
0
RUTHS HOSPITALITY GROUP INC
Common Stock
783332109
123
18400
SH
SOLE
18400
0
0
SAP SE
Depositary Receipt
803054204
210
1900
SH
SOLE
1900
0
0
SCIENCE APPLICATNS INTL CP N
Common Stock
808625107
246
3300
SH
SOLE
3300
0
0
SEACHANGE INTL INC
Common Stock
811699107
111
29956
SH
SOLE
29956
0
0
SEASPINE HLDGS CORP
Common Stock
81255T108
152
18600
SH
SOLE
18600
0
0
SELECTA BIOSCIENCES INC
Common Stock
816212104
144
59900
SH
SOLE
59900
0
0
SENSIENT TECHNOLOGIES CORP
Common Stock
81725T100
278
6400
SH
SOLE
6400
0
0
SHELL MIDSTREAM PARTNERS L P
Partnership Shares
822634101
209
20900
SH
SOLE
20900
0
0
SIMON PPTY GROUP INC NEW
REIT
828806109
592
10800
SH
SOLE
10800
0
0
SITE CENTERS CORP
REIT
82981J109
267
51300
SH
SOLE
51300
0
0
SL GREEN RLTY CORP
REIT
78440X101
246
5700
SH
SOLE
5700
0
0
SMITH MICRO SOFTWARE INC
Common Stock
832154207
90
21400
SH
SOLE
21400
0
0
SNAP INC
Common Stock
83304A106
151
12700
SH
SOLE
12700
0
0
SOGOU INC
Depositary Receipt
83409V104
134
40000
SH
SOLE
40000
0
0
SOLAR CAP LTD
Common Stock
83413U100
199
17100
SH
SOLE
17100
0
0
SOUTHWEST AIRLS CO
Common Stock
844741108
224
6300
SH
SOLE
6300
0
0
SP PLUS CORP
Common Stock
78469C103
207
9989
SH
SOLE
9989
0
0
SPARTANNASH CO
Common Stock
847215100
221
15400
SH
SOLE
15400
0
0
SPECTRUM PHARMACEUTICALS INC
Common Stock
84763A108
66
28200
SH
SOLE
28200
0
0
SPIRIT AEROSYSTEMS HLDGS INC
Common Stock
848574109
311
13000
SH
SOLE
13000
0
0
SPLUNK INC
Common Stock
848637104
202
1600
SH
SOLE
1600
0
0
SPORTSMANS WHSE HLDGS INC
Common Stock
84920Y106
158
25700
SH
SOLE
25700
0
0
SPOTIFY TECHNOLOGY S A
Common Stock
L8681T102
243
2000
SH
SOLE
2000
0
0
SPROUTS FMRS MKT INC
Common Stock
85208M102
407
21900
SH
SOLE
21900
0
0
STEMLINE THERAPEUTICS INC
Common Stock
85858C107
187
38700
SH
SOLE
38700
0
0
STONERIDGE INC
Common Stock
86183P102
343
20500
SH
SOLE
20500
0
0
STORE CAP CORP
REIT
862121100
332
18300
SH
SOLE
18300
0
0
STRATASYS LTD
Common Stock
M85548101
188
11800
SH
SOLE
11800
0
0
SUMMIT HOTEL PPTYS INC
REIT
866082100
81
19300
SH
SOLE
19300
0
0
SUNCOKE ENERGY INC
Common Stock
86722A103
112
29200
SH
SOLE
29200
0
0
SURGERY PARTNERS INC
Common Stock
86881A100
129
19800
SH
SOLE
19800
0
0
SUTTER ROCK CAP CORP
Common Stock
86944Q100
81
13800
SH
SOLE
13800
0
0
TARGET CORP
Common Stock
87612E106
595
6400
SH
SOLE
6400
0
0
TEEKAY CORPORATION
Common Stock
Y8564W103
102
32400
SH
SOLE
32400
0
0
TENCENT MUSIC ENTMT GROUP
Depositary Receipt
88034P109
373
37100
SH
SOLE
37100
0
0
TENET HEALTHCARE CORP
Common Stock
88033G407
171
11900
SH
SOLE
11900
0
0
TENNECO INC
Common Stock
880349105
171
47500
SH
SOLE
47500
0
0
TERADYNE INC
Common Stock
880770102
401
7400
SH
SOLE
7400
0
0
TESLA INC
Common Stock
88160R101
262
500
SH
SOLE
500
0
0
TG THERAPEUTICS INC
Common Stock
88322Q108
159
16200
SH
SOLE
16200
0
0
TIVITY HEALTH INC
Common Stock
88870R102
121
19300
SH
SOLE
19300
0
0
TIVO CORP
Common Stock
88870P106
89
12600
SH
SOLE
12600
0
0
TRANSUNION
Common Stock
89400J107
258
3900
SH
SOLE
3900
0
0
TRIBUNE PUBG CO NEW
Common Stock
89609W107
97
11900
SH
SOLE
11900
0
0
TRIPLEPOINT VENTURE GROWTH B
Common Stock
89677Y100
123
21500
SH
SOLE
21500
0
0
TRIUMPH GROUP INC NEW
Common Stock
896818101
322
47600
SH
SOLE
47600
0
0
TRONOX HOLDINGS PLC
Common Stock
G9087Q102
53
10700
SH
SOLE
10700
0
0
TRUECAR INC
Common Stock
89785L107
121
50000
SH
SOLE
50000
0
0
TSAKOS ENERGY NAVIGATION LTD
Common Stock
G9108L108
39
12000
SH
SOLE
12000
0
0
TYSON FOODS INC
Common Stock
902494103
289
5000
SH
SOLE
5000
0
0
ULTRAPAR PARTICIPACOES SA
Depositary Receipt
90400P101
47
19300
SH
SOLE
19300
0
0
UNITED NAT FOODS INC
Common Stock
911163103
154
16800
SH
SOLE
16800
0
0
UNITED PARCEL SERVICE INC
Common Stock
911312106
280
3000
SH
SOLE
3000
0
0
UNITY BIOTECHNOLOGY INC
Common Stock
91381U101
78
13400
SH
SOLE
13400
0
0
UNIVAR SOLUTIONS INC
Common Stock
91336L107
306
28500
SH
SOLE
28500
0
0
UNIVERSAL HLTH SVCS INC
Common Stock
913903100
218
2200
SH
SOLE
2200
0
0
UPWORK INC
Common Stock
91688F104
108
16700
SH
SOLE
16700
0
0
URBAN EDGE PPTYS
REIT
91704F104
278
31600
SH
SOLE
31600
0
0
VALE S A
Depositary Receipt
91912E105
94
11300
SH
SOLE
11300
0
0
VANDA PHARMACEUTICALS INC
Common Stock
921659108
349
33712
SH
SOLE
33712
0
0
VEDANTA LTD
Depositary Receipt
92242Y100
37
10300
SH
SOLE
10300
0
0
VERINT SYS INC
Common Stock
92343X100
292
6800
SH
SOLE
6800
0
0
VERU INC
Common Stock
92536C103
60
18200
SH
SOLE
18200
0
0
VIEWRAY INC
Common Stock
92672L107
32
12600
SH
SOLE
12600
0
0
VIVINT SOLAR INC
Common Stock
92854Q106
44
10100
SH
SOLE
10100
0
0
WALGREENS BOOTS ALLIANCE INC
Common Stock
931427108
361
7900
SH
SOLE
7900
0
0
WALMART INC
Common Stock
931142103
352
3100
SH
SOLE
3100
0
0
WEBSTER FINL CORP CONN
Common Stock
947890109
444
19400
SH
SOLE
19400
0
0
WEINGARTEN RLTY INVS
REIT
948741103
342
23700
SH
SOLE
23700
0
0
WESTERN DIGITAL CORP.
Common Stock
958102105
366
8800
SH
SOLE
8800
0
0
WESTERN MIDSTREAM PARTNERS L
Partnership Shares
958669103
163
50200
SH
SOLE
50200
0
0
WESTLAKE CHEM CORP
Common Stock
960413102
282
7400
SH
SOLE
7400
0
0
WIDEOPENWEST INC
Common Stock
96758W101
69
14500
SH
SOLE
14500
0
0
WINTRUST FINL CORP
Common Stock
97650W108
253
7700
SH
SOLE
7700
0
0
WISDOMTREE INVTS INC
Common Stock
97717P104
189
81000
SH
SOLE
81000
0
0
WNS HOLDINGS LTD
Depositary Receipt
92932M101
215
5000
SH
SOLE
5000
0
0
WOLVERINE WORLD WIDE INC
Common Stock
978097103
251
16500
SH
SOLE
16500
0
0
YUM BRANDS INC
Common Stock
988498101
295
4300
SH
SOLE
4300
0
0
ZAGG INC
Common Stock
98884U108
63
20300
SH
SOLE
20300
0
0
ZIOPHARM ONCOLOGY INC
Common Stock
98973P101
62
25300
SH
SOLE
25300
0
0
ZIX CORP
Common Stock
98974P100
113
26300
SH
SOLE
26300
0
0