0001446179-19-000001.txt : 20190214 0001446179-19-000001.hdr.sgml : 20190214 20190214105239 ACCESSION NUMBER: 0001446179-19-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190214 DATE AS OF CHANGE: 20190214 EFFECTIVENESS DATE: 20190214 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: 19602501 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 LIVE false true false 0001446179 XXXXXXXX 12-31-2018 12-31-2018 SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC

401 CITY AVENUE, SUITE 220 BALA CYNWYD PA 19004

13F HOLDINGS REPORT 028-13683 N Brian Sopinsky 610-617-2600 Brian Sopinsky BALA CYNWYD PA 02-14-2019 0 308 571398 false INFORMATION TABLE 2 file.XML DESCRIPTION FOR THE INFORMATION TABLE ACCO BRANDS CORP COM 00081T108 122 18000 SH DFND 9 18000 0 0 AES CORP COM 00130H105 10519 727451 SH DFND 9 727451 0 0 AGREE REALTY CORP COM 008492100 554 9365 SH DFND 9 9365 0 0 AIRCASTLE LTD COM G0129K104 395 22931 SH DFND 9 22931 0 0 ALASKA AIR GROUP INC COM 011659109 663 10900 SH DFND 9 10900 0 0 ALLETE INC COM NEW 018522300 709 9300 SH DFND 9 9300 0 0 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 273 10001 SH DFND 9 10001 0 0 ALLY FINL INC COM 02005N100 4485 197912 SH DFND 9 197912 0 0 ALTRIA GROUP INC COM 02209S103 2395 48500 SH DFND 9 48500 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 2016 164197 SH DFND 9 164197 0 0 AMERICAN MIDSTREAM PARTNERS COM UNITS 02752P100 58 19000 SH DFND 9 19000 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1579 17400 SH DFND 9 17400 0 0 AMERIPRISE FINL INC COM 03076C106 6617 63400 SH DFND 9 63400 0 0 AMERISAFE INC COM 03071H100 224 3957 SH DFND 9 3957 0 0 AMGEN INC COM 031162100 4033 20719 SH DFND 9 20719 0 0 ANADARKO PETE CORP COM 032511107 3371 76900 SH DFND 9 76900 0 0 ANIXTER INTL INC COM 035290105 330 6084 SH DFND 9 6084 0 0 APACHE CORP COM 037411105 5176 197199 SH DFND 9 197199 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 706 16093 SH DFND 9 16093 0 0 APPLIED MATLS INC COM 038222105 6083 185800 SH DFND 9 185800 0 0 ARCH COAL INC CL A 039380407 763 9198 SH DFND 9 9198 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 910 22200 SH DFND 9 22200 0 0 ASSURANT INC COM 04621X108 233 2600 SH DFND 9 2600 0 0 ASTRAZENECA PLC SPONSORED ADR 046353108 1876 49400 SH DFND 9 49400 0 0 ATMOS ENERGY CORP COM 049560105 227 2450 SH DFND 9 2450 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 73 18637 SH DFND 9 18637 0 0 AUTOLIV INC COM 052800109 1552 22100 SH DFND 9 22100 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 472 3600 SH DFND 9 3600 0 0 AVANGRID INC COM 05351W103 496 9900 SH DFND 9 9900 0 0 AXA EQUITABLE HLDGS INC COM 054561105 1596 95988 SH DFND 9 95988 0 0 B & G FOODS INC NEW COM 05508R106 428 14800 SH DFND 9 14800 0 0 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 700 132290 SH DFND 9 132290 0 0 BANK N S HALIFAX COM 064149107 1719 34467 SH DFND 9 34467 0 0 BANKUNITED INC COM 06652K103 395 13200 SH DFND 9 13200 0 0 BARNES & NOBLE INC COM 067774109 406 57262 SH DFND 9 57262 0 0 BEMIS INC COM 081437105 647 14100 SH DFND 9 14100 0 0 BENCHMARK ELECTRS INC COM 08160H101 225 10600 SH DFND 9 10600 0 0 BHP GROUP PLC SPONSORED ADS 05545E209 3163 75500 SH DFND 9 75500 0 0 BIG LOTS INC COM 089302103 1192 41200 SH DFND 9 41200 0 0 BLACKROCK INC COM 09247X101 6681 17007 SH DFND 9 17007 0 0 BLOCK H & R INC COM 093671105 1532 60391 SH DFND 9 60391 0 0 BOISE CASCADE CO DEL COM 09739D100 239 10000 SH DFND 9 10000 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 334 7400 SH DFND 9 7400 0 0 BORGWARNER INC COM 099724106 632 18200 SH DFND 9 18200 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 116 10960 SH DFND 9 10960 0 0 BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 136 12774 SH DFND 9 12774 0 0 BRINKER INTL INC COM 109641100 795 18084 SH DFND 9 18084 0 0 BROADCOM INC COM 11135F101 1192 4686 SH DFND 9 4686 0 0 BUCKLE INC COM 118440106 1143 59100 SH DFND 9 59100 0 0 CAMDEN PPTY TR SH BEN INT 133131102 343 3900 SH DFND 9 3900 0 0 CAPITALA FIN CORP COM 14054R106 89 12426 SH DFND 9 12426 0 0 CATO CORP NEW CL A 149205106 933 65359 SH DFND 9 65359 0 0 CEMTREX INC *W EXP 12/02/202 15130G113 0 30000 SH DFND 9 30000 0 0 CENTERPOINT ENERGY INC COM 15189T107 4302 152398 SH DFND 9 152398 0 0 CENTRAL PUERTO S A SPONSORED ADR 155038201 400 43514 SH DFND 9 43514 0 0 CF INDS HLDGS INC COM 125269100 8495 195241 SH DFND 9 195241 0 0 CHEESECAKE FACTORY INC COM 163072101 509 11700 SH DFND 9 11700 0 0 CHENIERE ENERGY INC COM NEW 16411R208 750 12674 SH DFND 9 12674 0 0 CHEVRON CORP NEW COM 166764100 3688 33900 SH DFND 9 33900 0 0 CHIMERA INVT CORP COM NEW 16934Q208 684 38400 SH DFND 9 38400 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 211 20126 SH DFND 9 20126 0 0 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 447 9306 SH DFND 9 9306 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 467 9205 SH DFND 9 9205 0 0 CINCINNATI FINL CORP COM 172062101 1012 13068 SH DFND 9 13068 0 0 CISCO SYS INC COM 17275R102 819 18900 SH DFND 9 18900 0 0 CITIGROUP INC COM NEW 172967424 8314 159691 SH DFND 9 159691 0 0 CLEARWAY ENERGY INC CL C 18539C204 817 47387 SH DFND 9 47387 0 0 CLEVELAND CLIFFS INC COM 185899101 668 86900 SH DFND 9 86900 0 0 CLOROX CO DEL COM 189054109 879 5700 SH DFND 9 5700 0 0 CME GROUP INC COM CL A 12572Q105 221 1176 SH DFND 9 1176 0 0 CMS ENERGY CORP COM 125896100 2617 52700 SH DFND 9 52700 0 0 CNO FINL GROUP INC COM 12621E103 1246 83725 SH DFND 9 83725 0 0 CNOOC LTD SPONSORED ADR 126132109 1306 8569 SH DFND 9 8569 0 0 COCA COLA CO COM 191216100 922 19465 SH DFND 9 19465 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 1748 38655 SH DFND 9 38655 0 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 203 7053 SH DFND 9 7053 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 384 175161 SH DFND 9 175161 0 0 CONAGRA BRANDS INC COM 205887102 226 10585 SH DFND 9 10585 0 0 CONSOLIDATED COMM HLDGS INC COM 209034107 512 51840 SH DFND 9 51840 0 0 COPA HOLDINGS SA CL A P31076105 2885 36658 SH DFND 9 36658 0 0 CORNING INC COM 219350105 5386 178300 SH DFND 9 178300 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 303 14400 SH DFND 9 14400 0 0 COVANTA HLDG CORP COM 22282E102 1139 84900 SH DFND 9 84900 0 0 COVIA HLDGS CORP COM 22305A103 324 94743 SH DFND 9 94743 0 0 CRACKER BARREL OLD CTRY STOR COM 22410J106 304 1900 SH DFND 9 1900 0 0 CREDICORP LTD COM G2519Y108 534 2407 SH DFND 9 2407 0 0 CRH PLC ADR 12626K203 546 20713 SH DFND 9 20713 0 0 CUBESMART COM 229663109 316 11000 SH DFND 9 11000 0 0 CUMMINS INC COM 231021106 1403 10500 SH DFND 9 10500 0 0 CVR ENERGY INC COM 12662P108 2289 66391 SH DFND 9 66391 0 0 CVS HEALTH CORP COM 126650100 1743 26600 SH DFND 9 26600 0 0 DANA INCORPORATED COM 235825205 629 46170 SH DFND 9 46170 0 0 DARDEN RESTAURANTS INC COM 237194105 7639 76500 SH DFND 9 76500 0 0 DEAN FOODS CO NEW COM NEW 242370203 45 11900 SH DFND 9 11900 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 2819 56500 SH DFND 9 56500 0 0 DELUXE CORP COM 248019101 346 9000 SH DFND 9 9000 0 0 DIAGEO P L C SPON ADR NEW 25243Q205 1577 11120 SH DFND 9 11120 0 0 DICKS SPORTING GOODS INC COM 253393102 2788 89366 SH DFND 9 89366 0 0 DOMINION ENERGY MIDSTRM PRTN COM UT REP LTD 257454108 590 32700 SH DFND 9 32700 0 0 DOVER CORP COM 260003108 426 6000 SH DFND 9 6000 0 0 DRYSHIPS INC COM PAR NEW Y2109Q705 1719 304275 SH DFND 9 304275 0 0 DSW INC CL A 23334L102 2299 93068 SH DFND 9 93068 0 0 DTE ENERGY CO COM 233331107 2250 20400 SH DFND 9 20400 0 0 DUNKIN BRANDS GROUP INC COM 265504100 4495 70100 SH DFND 9 70100 0 0 EATON CORP PLC SHS G29183103 762 11100 SH DFND 9 11100 0 0 ECOPETROL S A SPONSORED ADS 279158109 306 19300 SH DFND 9 19300 0 0 EL PASO ELEC CO COM NEW 283677854 2270 45292 SH DFND 9 45292 0 0 ENBRIDGE INC COM 29250N105 553 17788 SH DFND 9 17788 0 0 ENEL AMERICAS S A SPONSORED ADR 29274F104 548 61392 SH DFND 9 61392 0 0 ENI S P A SPONSORED ADR 26874R108 273 8671 SH DFND 9 8671 0 0 ENTERGY CORP NEW COM 29364G103 12151 141178 SH DFND 9 141178 0 0 EQUINOR ASA SPONSORED ADR 29446M102 648 30600 SH DFND 9 30600 0 0 ERICSSON ADR B SEK 10 294821608 467 52700 SH DFND 9 52700 0 0 ESSEX PPTY TR INC COM 297178105 1567 6392 SH DFND 9 6392 0 0 EURONAV NV ANTWERPEN SHS B38564108 374 54000 SH DFND 9 54000 0 0 EVERCORE INC CLASS A 29977A105 630 8800 SH DFND 9 8800 0 0 EVERGY INC COM 30034W106 5643 99408 SH DFND 9 99408 0 0 EVERSOURCE ENERGY COM 30040W108 2712 41700 SH DFND 9 41700 0 0 EXELON CORP COM 30161N101 8265 183256 SH DFND 9 183256 0 0 FASTENAL CO COM 311900104 356 6800 SH DFND 9 6800 0 0 FERROGLOBE PLC SHS G33856108 112 70539 SH DFND 9 70539 0 0 FIFTH THIRD BANCORP COM 316773100 588 25000 SH DFND 9 25000 0 0 FIRST AMERN FINL CORP COM 31847R102 424 9500 SH DFND 9 9500 0 0 FIRST HAWAIIAN INC COM 32051X108 2173 96525 SH DFND 9 96525 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 438 15192 SH DFND 9 15192 0 0 FIRSTENERGY CORP COM 337932107 8344 222200 SH DFND 9 222200 0 0 FOOT LOCKER INC COM 344849104 3187 59900 SH DFND 9 59900 0 0 FRONTLINE LTD SHS NEW G3682E192 406 73400 SH DFND 9 73400 0 0 GALLAGHER ARTHUR J & CO COM 363576109 937 12717 SH DFND 9 12717 0 0 GANNETT CO INC COM 36473H104 186 21771 SH DFND 9 21771 0 0 GARMIN LTD SHS H2906T109 260 4100 SH DFND 9 4100 0 0 GASLOG LTD SHS G37585109 826 50160 SH DFND 9 50160 0 0 GATX CORP COM 361448103 1905 26909 SH DFND 9 26909 0 0 GENUINE PARTS CO COM 372460105 1450 15100 SH DFND 9 15100 0 0 GILEAD SCIENCES INC COM 375558103 3772 60300 SH DFND 9 60300 0 0 GLACIER BANCORP INC NEW COM 37637Q105 386 9745 SH DFND 9 9745 0 0 GRAFTECH INTL LTD COM 384313508 1304 113974 SH DFND 9 113974 0 0 GRAINGER W W INC COM 384802104 2202 7800 SH DFND 9 7800 0 0 GREENHILL & CO INC COM 395259104 354 14503 SH DFND 9 14503 0 0 GUESS INC COM 401617105 384 18500 SH DFND 9 18500 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 301 8700 SH DFND 9 8700 0 0 HASBRO INC COM 418056107 5295 65164 SH DFND 9 65164 0 0 HAVERTY FURNITURE INC COM 419596101 257 13698 SH DFND 9 13698 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 1472 40200 SH DFND 9 40200 0 0 HCP INC COM 40414L109 1098 39300 SH DFND 9 39300 0 0 HELMERICH & PAYNE INC COM 423452101 1548 32300 SH DFND 9 32300 0 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 695 39646 SH DFND 9 39646 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 42 11800 SH DFND 9 11800 0 0 HOME DEPOT INC COM 437076102 2869 16700 SH DFND 9 16700 0 0 HOPE BANCORP INC COM 43940T109 805 67893 SH DFND 9 67893 0 0 HP INC COM 40434L105 1463 71485 SH DFND 9 71485 0 0 HUNTSMAN CORP COM 447011107 3545 183756 SH DFND 9 183756 0 0 ICAHN ENTERPRISES LP DEPOSITARY UNIT 451100101 241 4216 SH DFND 9 4216 0 0 IDACORP INC COM 451107106 1824 19597 SH DFND 9 19597 0 0 INFOSYS LTD SPONSORED ADR 456788108 1266 133028 SH DFND 9 133028 0 0 INSPERITY INC COM 45778Q107 429 4600 SH DFND 9 4600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 13004 114400 SH DFND 9 114400 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2167 16141 SH DFND 9 16141 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1045 71429 SH DFND 9 71429 0 0 INTERPUBLIC GROUP COS INC COM 460690100 3444 166921 SH DFND 9 166921 0 0 INTL PAPER CO COM 460146103 9778 242273 SH DFND 9 242273 0 0 ISRAEL CHEMICALS LTD SHS M5920A109 76 13500 SH DFND 9 13500 0 0 JERNIGAN CAP INC COM 476405105 305 15371 SH DFND 9 15371 0 0 JUPAI HLDGS LTD ADS 48205B107 101 23007 SH DFND 9 23007 0 0 KAR AUCTION SVCS INC COM 48238T109 224 4700 SH DFND 9 4700 0 0 KELLOGG CO COM 487836108 2012 35300 SH DFND 9 35300 0 0 KEURIG DR PEPPER INC COM 49271V100 1482 57800 SH DFND 9 57800 0 0 KEYCORP NEW COM 493267108 3209 217090 SH DFND 9 217090 0 0 KIMBERLY CLARK CORP COM 494368103 5150 45202 SH DFND 9 45202 0 0 KLA-TENCOR CORP COM 482480100 5182 57906 SH DFND 9 57906 0 0 KONINKLIJKE PHILIPS N V NY REG SH NEW 500472303 2613 74423 SH DFND 9 74423 0 0 KROGER CO COM 501044101 3471 126200 SH DFND 9 126200 0 0 KT CORP SPONSORED ADR 48268K101 525 36900 SH DFND 9 36900 0 0 L BRANDS INC COM 501797104 5013 195300 SH DFND 9 195300 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 311 4500 SH DFND 9 4500 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 102 12500 SH DFND 9 12500 0 0 LILLY ELI & CO COM 532457108 3347 28921 SH DFND 9 28921 0 0 LINCOLN NATL CORP IND COM 534187109 3998 77914 SH DFND 9 77914 0 0 M & T BK CORP COM 55261F104 2347 16400 SH DFND 9 16400 0 0 MACQUARIE INFRASTRUCTURE COR COM 55608B105 479 13100 SH DFND 9 13100 0 0 MACYS INC COM 55616P104 6978 234312 SH DFND 9 234312 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 146 88606 SH DFND 9 88606 0 0 MARATHON PETE CORP COM 56585A102 12102 205087 SH DFND 9 205087 0 0 MARSH & MCLENNAN COS INC COM 571748102 2608 32700 SH DFND 9 32700 0 0 MATSON INC COM 57686G105 1159 36207 SH DFND 9 36207 0 0 MCCORMICK & CO INC COM NON VTG 579780206 3411 24500 SH DFND 9 24500 0 0 MCDONALDS CORP COM 580135101 2841 16000 SH DFND 9 16000 0 0 MEDTRONIC PLC SHS G5960L103 1273 14000 SH DFND 9 14000 0 0 MERCER INTL INC COM 588056101 135 12941 SH DFND 9 12941 0 0 MERCK & CO INC COM 58933Y105 3171 41500 SH DFND 9 41500 0 0 MERCURY GENL CORP NEW COM 589400100 536 10367 SH DFND 9 10367 0 0 MEREDITH CORP COM 589433101 2021 38911 SH DFND 9 38911 0 0 MERIDIAN BIOSCIENCE INC COM 589584101 1117 64359 SH DFND 9 64359 0 0 MILLER HERMAN INC COM 600544100 203 6700 SH DFND 9 6700 0 0 MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2146 306594 SH DFND 9 306594 0 0 MONDELEZ INTL INC CL A 609207105 2869 71662 SH DFND 9 71662 0 0 MORGAN STANLEY COM NEW 617446448 8477 213789 SH DFND 9 213789 0 0 MURPHY OIL CORP COM 626717102 2851 121903 SH DFND 9 121903 0 0 NATIONAL CINEMEDIA INC COM 635309107 330 50851 SH DFND 9 50851 0 0 NATIONAL FUEL GAS CO N J COM 636180101 998 19497 SH DFND 9 19497 0 0 NATIONAL PRESTO INDS INC COM 637215104 1779 15215 SH DFND 9 15215 0 0 NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 266 10060 SH DFND 9 10060 0 0 NETAPP INC COM 64110D104 4941 82800 SH DFND 9 82800 0 0 NEW JERSEY RES COM 646025106 592 12962 SH DFND 9 12962 0 0 NEW MTN FIN CORP COM 647551100 975 77470 SH DFND 9 77470 0 0 NEW YORK MTG TR INC COM PAR $.02 649604501 363 61652 SH DFND 9 61652 0 0 NEXTERA ENERGY INC COM 65339F101 5391 31013 SH DFND 9 31013 0 0 NIC INC COM 62914B100 445 35675 SH DFND 9 35675 0 0 NORDIC AMERICAN TANKERS LIMI COM G65773106 282 140938 SH DFND 9 140938 0 0 NORDSTROM INC COM 655664100 7635 163800 SH DFND 9 163800 0 0 NORTHERN TR CORP COM 665859104 678 8114 SH DFND 9 8114 0 0 NORTHWESTERN CORP COM NEW 668074305 3204 53902 SH DFND 9 53902 0 0 NUCOR CORP COM 670346105 756 14600 SH DFND 9 14600 0 0 NVENT ELECTRIC PLC SHS G6700G107 1660 73893 SH DFND 9 73893 0 0 OAKTREE SPECIALTY LENDING CO COM 67401P108 140 33100 SH DFND 9 33100 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 2725 44400 SH DFND 9 44400 0 0 OFFICE DEPOT INC COM 676220106 1741 674705 SH DFND 9 674705 0 0 OFG BANCORP COM 67103X102 363 22047 SH DFND 9 22047 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 3010 85640 SH DFND 9 85640 0 0 ONE GAS INC COM 68235P108 1973 24784 SH DFND 9 24784 0 0 OTTER TAIL CORP COM 689648103 437 8798 SH DFND 9 8798 0 0 OXFORD SQUARE CAP CORP COM 69181V107 167 25870 SH DFND 9 25870 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 461 17606 SH DFND 9 17606 0 0 PACWEST BANCORP DEL COM 695263103 654 19658 SH DFND 9 19658 0 0 PARK HOTELS RESORTS INC COM 700517105 684 26315 SH DFND 9 26315 0 0 PATTERSON COMPANIES INC COM 703395103 1529 77757 SH DFND 9 77757 0 0 PAYCHEX INC COM 704326107 1991 30558 SH DFND 9 30558 0 0 PBF ENERGY INC CL A 69318G106 516 15800 SH DFND 9 15800 0 0 PEARSON PLC SPONSORED ADR 705015105 570 47767 SH DFND 9 47767 0 0 PENNANTPARK INVT CORP COM 708062104 141 22122 SH DFND 9 22122 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1721 132300 SH DFND 9 132300 0 0 PG&E CORP COM 69331C108 3517 148081 SH DFND 9 148081 0 0 PHILLIPS 66 COM 718546104 3360 39000 SH DFND 9 39000 0 0 PINNACLE WEST CAP CORP COM 723484101 281 3300 SH DFND 9 3300 0 0 PITNEY BOWES INC COM 724479100 880 148907 SH DFND 9 148907 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 804 40000 SH DFND 9 40000 0 0 PNC FINL SVCS GROUP INC COM 693475105 3016 25800 SH DFND 9 25800 0 0 PNM RES INC COM 69349H107 1338 32566 SH DFND 9 32566 0 0 POPULAR INC COM NEW 733174700 859 18200 SH DFND 9 18200 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 2279 49705 SH DFND 9 49705 0 0 PPL CORP COM 69351T106 4757 167928 SH DFND 9 167928 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 6444 145900 SH DFND 9 145900 0 0 PROASSURANCE CORP COM 74267C106 769 18965 SH DFND 9 18965 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 90 14300 SH DFND 9 14300 0 0 PRUDENTIAL FINL INC COM 744320102 5217 63976 SH DFND 9 63976 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 922 12950 SH DFND 9 12950 0 0 RENASANT CORP COM 75970E107 223 7400 SH DFND 9 7400 0 0 REPUBLIC SVCS INC COM 760759100 1045 14500 SH DFND 9 14500 0 0 RLI CORP COM 749607107 1075 15575 SH DFND 9 15575 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 7678 78516 SH DFND 9 78516 0 0 RPM INTL INC COM 749685103 2704 45994 SH DFND 9 45994 0 0 SABRE CORP COM 78573M104 3075 142100 SH DFND 9 142100 0 0 SAFETY INS GROUP INC COM 78648T100 286 3501 SH DFND 9 3501 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 1010 57400 SH DFND 9 57400 0 0 SCANA CORP NEW COM 80589M102 1811 37894 SH DFND 9 37894 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2636 68308 SH DFND 9 68308 0 0 SEASPAN CORP SHS Y75638109 122 15600 SH DFND 9 15600 0 0 SEMPRA ENERGY COM 816851109 1060 9800 SH DFND 9 9800 0 0 SIGNET JEWELERS LIMITED SHS G81276100 289 9100 SH DFND 9 9100 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 235 6800 SH DFND 9 6800 0 0 SNAP ON INC COM 833034101 1936 13328 SH DFND 9 13328 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1196 31238 SH DFND 9 31238 0 0 SONOCO PRODS CO COM 835495102 1770 33311 SH DFND 9 33311 0 0 SPIRE INC COM 84857L101 1525 20589 SH DFND 9 20589 0 0 STARBUCKS CORP COM 855244109 3291 51100 SH DFND 9 51100 0 0 STEEL DYNAMICS INC COM 858119100 508 16900 SH DFND 9 16900 0 0 SUNOCO LP COM U REP LP 86765K109 289 10640 SH DFND 9 10640 0 0 SYNCHRONY FINL COM 87165B103 4465 190333 SH DFND 9 190333 0 0 SYNOVUS FINL CORP COM NEW 87161C501 237 7400 SH DFND 9 7400 0 0 TEEKAY TANKERS LTD CL A Y8565N102 42 44800 SH DFND 9 44800 0 0 TELEFONICA S A SPONSORED ADR 879382208 315 37290 SH DFND 9 37290 0 0 TERNIUM SA SPON ADR 880890108 244 9000 SH DFND 9 9000 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 4099 265845 SH DFND 9 265845 0 0 TFS FINL CORP COM 87240R107 169 10448 SH DFND 9 10448 0 0 THOMSON REUTERS CORP COM NEW 884903709 3155 65300 SH DFND 9 65300 0 0 TIFFANY & CO NEW COM 886547108 1586 19700 SH DFND 9 19700 0 0 TOTAL S A SPONSORED ADR 89151E109 569 10906 SH DFND 9 10906 0 0 TRANSDIGM GROUP INC COM 893641100 476 1400 SH DFND 9 1400 0 0 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 477 31808 SH DFND 9 31808 0 0 TRAVELPORT WORLDWIDE LTD SHS G9019D104 769 49200 SH DFND 9 49200 0 0 TRIBUNE MEDIA CO CL A 896047503 718 15825 SH DFND 9 15825 0 0 TRINITY INDS INC COM 896522109 1890 91800 SH DFND 9 91800 0 0 TRINSEO S A SHS L9340P101 728 15900 SH DFND 9 15900 0 0 TUPPERWARE BRANDS CORP COM 899896104 417 13200 SH DFND 9 13200 0 0 U S SILICA HLDGS INC COM 90346E103 660 64800 SH DFND 9 64800 0 0 UGI CORP NEW COM 902681105 1211 22700 SH DFND 9 22700 0 0 UNION PAC CORP COM 907818108 3414 24700 SH DFND 9 24700 0 0 UNIVERSAL CORP VA COM 913456109 685 12646 SH DFND 9 12646 0 0 US BANCORP DEL COM NEW 902973304 5148 112651 SH DFND 9 112651 0 0 V F CORP COM 918204108 920 12900 SH DFND 9 12900 0 0 VECTOR GROUP LTD COM 92240M108 626 64375 SH DFND 9 64375 0 0 VECTREN CORP COM 92240G101 1307 18158 SH DFND 9 18158 0 0 VEON LTD SPONSORED ADR 91822M106 617 263500 SH DFND 9 263500 0 0 VIACOM INC NEW CL B 92553P201 2241 87200 SH DFND 9 87200 0 0 WADDELL & REED FINL INC CL A 930059100 1887 104379 SH DFND 9 104379 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4701 68797 SH DFND 9 68797 0 0 WALMART INC COM 931142103 2871 30826 SH DFND 9 30826 0 0 WASTE MGMT INC DEL COM 94106L109 2225 25000 SH DFND 9 25000 0 0 WEC ENERGY GROUP INC COM 92939U106 2953 42639 SH DFND 9 42639 0 0 WESTERN DIGITAL CORP COM 958102105 5674 153470 SH DFND 9 153470 0 0 WESTROCK CO COM 96145D105 1816 48100 SH DFND 9 48100 0 0 WILLIAMS SONOMA INC COM 969904101 3106 61559 SH DFND 9 61559 0 0 WINGSTOP INC COM 974155103 2394 37291 SH DFND 9 37291 0 0 WYNDHAM DESTINATIONS INC COM 98310W108 896 25000 SH DFND 9 25000 0 0 WYNN RESORTS LTD COM 983134107 2659 26888 SH DFND 9 26888 0 0 XCEL ENERGY INC COM 98389B100 3010 61100 SH DFND 9 61100 0 0 XEROX CORP COM NEW 984121608 377 19100 SH DFND 9 19100 0 0 YIRENDAI LTD SPONSORED ADR 98585L100 300 27867 SH DFND 9 27867 0 0