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
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
58 COM INC SPON ADR REP A 31680Q104 312 6,400 SH   SOLE   6,400 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 292 6,900 SH   SOLE   6,900 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 131 10,600 SH   SOLE   10,600 0 0
ACCO BRANDS CORP COM 00081T108 80 15,800 SH   SOLE   15,800 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,169 19,650 SH   SOLE   19,650 0 0
ADIENT PLC ORD SHS G0084W101 535 59,000 SH   SOLE   59,000 0 0
ADOBE INC COM 00724F101 1,050 3,300 SH   SOLE   3,300 0 0
ADT INC COM 00090Q103 926 214,424 SH   SOLE   214,424 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,829 19,600 SH   SOLE   19,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,073 23,600 SH   SOLE   23,600 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 389 9,300 SH   SOLE   9,300 0 0
AES CORP COM 00130H105 892 65,600 SH   SOLE   65,600 0 0
AGNC INVT CORP COM 00123Q104 3,643 344,298 SH   SOLE   344,298 0 0
AGREE REALTY CORP COM 008492100 551 8,900 SH   SOLE   8,900 0 0
ALCOA CORP COM 013872106 1,223 198,503 SH   SOLE   198,503 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 440 4,900 SH   SOLE   4,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 506 2,600 SH   SOLE   2,600 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 925 8,500 SH   SOLE   8,500 0 0
ALTRA INDL MOTION CORP COM 02208R106 241 13,800 SH   SOLE   13,800 0 0
AMC NETWORKS INC CL A 00164V103 1,602 65,881 SH   SOLE   65,881 0 0
AMCOR PLC ORD G0250X107 638 78,600 SH   SOLE   78,600 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 492 41,800 SH   SOLE   41,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 638 52,351 SH   SOLE   52,351 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 10,829 888,400 SH Put SOLE   888,400 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 469 130,000 SH Call SOLE   130,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 210 58,200 SH Put SOLE   58,200 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,800 775,487 SH   SOLE   775,487 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 1,121 48,300 SH   SOLE   48,300 0 0
AMERICOLD RLTY TR COM 03064D108 1,460 42,900 SH   SOLE   42,900 0 0
AMICUS THERAPEUTICS INC COM 03152W109 96 10,400 SH   SOLE   10,400 0 0
AMKOR TECHNOLOGY INC COM 031652100 94 12,100 SH   SOLE   12,100 0 0
AMN HEALTHCARE SVCS INC COM 001744101 752 13,000 SH   SOLE   13,000 0 0
ANGIODYNAMICS INC COM 03475V101 108 10,400 SH   SOLE   10,400 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 2,601 512,983 SH   SOLE   512,983 0 0
ANTHEM INC COM 036752103 1,044 4,600 SH   SOLE   4,600 0 0
APOGEE ENTERPRISES INC COM 037598109 202 9,700 SH   SOLE   9,700 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 156 21,000 SH   SOLE   21,000 0 0
APPLE INC COM 037833100 1,424 5,600 SH   SOLE   5,600 0 0
ARBOR RLTY TR INC COM 038923108 1,308 266,940 SH   SOLE   266,940 0 0
ARCH COAL INC CL A 039380407 205 7,100 SH   SOLE   7,100 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 419 11,900 SH   SOLE   11,900 0 0
ARES COML REAL ESTATE CORP COM 04013V108 148 21,200 SH   SOLE   21,200 0 0
ARLINGTON ASSET INVST CORP CL A NEW 041356205 485 221,522 SH   SOLE   221,522 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 233 26,500 SH   SOLE   26,500 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 1,491 5,700 SH   SOLE   5,700 0 0
ASSURED GUARANTY LTD COM G0585R106 299 11,600 SH   SOLE   11,600 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 1,443 32,300 SH   SOLE   32,300 0 0
AT&T INC COM 00206R102 17,356 595,400 SH Put SOLE   595,400 0 0
ATARA BIOTHERAPEUTICS INC COM 046513107 208 24,500 SH   SOLE   24,500 0 0
ATHENE HLDG LTD CL A G0684D107 812 32,700 SH   SOLE   32,700 0 0
ATLASSIAN CORP PLC CL A G06242104 1,620 11,800 SH   SOLE   11,800 0 0
AUTODESK INC COM 052769106 359 2,300 SH   SOLE   2,300 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 618 8,700 SH   SOLE   8,700 0 0
AXALTA COATING SYS LTD COM G0750C108 601 34,800 SH   SOLE   34,800 0 0
AXOS FINL INC COM 05465C100 185 10,200 SH   SOLE   10,200 0 0
AZZ INC COM 002474104 281 10,000 SH   SOLE   10,000 0 0
B & G FOODS INC NEW COM 05508R106 570 31,522 SH   SOLE   31,522 0 0
BAKER HUGHES COMPANY CL A 05722G100 264 25,100 SH   SOLE   25,100 0 0
BALL CORP COM 058498106 310 4,800 SH   SOLE   4,800 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 63 12,200 SH   SOLE   12,200 0 0
BARRICK GOLD CORPORATION COM 067901108 911 49,700 SH   SOLE   49,700 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 194 30,200 SH   SOLE   30,200 0 0
BEIGENE LTD SPONSORED ADR 07725L102 332 2,700 SH   SOLE   2,700 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 640 3,500 SH   SOLE   3,500 0 0
BIG LOTS INC COM 089302103 284 20,000 SH   SOLE   20,000 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 786 9,300 SH   SOLE   9,300 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 652 25,600 SH   SOLE   25,600 0 0
BK OF AMERICA CORP COM 060505104 650 30,600 SH   SOLE   30,600 0 0
BLUEPRINT MEDICINES CORP COM 09627Y109 439 7,500 SH   SOLE   7,500 0 0
BOOT BARN HLDGS INC COM 099406100 256 19,800 SH   SOLE   19,800 0 0
BOSTON PROPERTIES INC COM 101121101 286 3,100 SH   SOLE   3,100 0 0
BRIGHTHOUSE FINL INC COM 10922N103 462 19,100 SH   SOLE   19,100 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 909 16,300 SH   SOLE   16,300 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 611 64,300 SH   SOLE   64,300 0 0
BUNGE LIMITED COM G16962105 1,592 38,800 SH   SOLE   38,800 0 0
CABOT OIL & GAS CORP COM 127097103 1,054 61,300 SH   SOLE   61,300 0 0
CAL MAINE FOODS INC COM NEW 128030202 994 22,600 SH   SOLE   22,600 0 0
CALAMP CORP COM 128126109 111 24,700 SH   SOLE   24,700 0 0
CAMPBELL SOUP CO COM 134429109 1,297 28,100 SH   SOLE   28,100 0 0
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 358 18,000 SH   SOLE   18,000 0 0
CANTEL MEDICAL CORP COM 138098108 370 10,300 SH   SOLE   10,300 0 0
CARDINAL HEALTH INC COM 14149Y108 580 12,100 SH   SOLE   12,100 0 0
CARTERS INC COM 146229109 1,361 20,700 SH   SOLE   20,700 0 0
CAVCO INDS INC DEL COM 149568107 232 1,600 SH   SOLE   1,600 0 0
CELANESE CORP DEL COM 150870103 220 3,000 SH   SOLE   3,000 0 0
CENTENE CORP DEL COM 15135B101 220 3,700 SH   SOLE   3,700 0 0
CERNER CORP COM 156782104 800 12,700 SH   SOLE   12,700 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,347 13,400 SH   SOLE   13,400 0 0
CHEMOURS CO COM 163851108 526 59,300 SH   SOLE   59,300 0 0
CHENIERE ENERGY INC COM NEW 16411R208 318 9,500 SH   SOLE   9,500 0 0
CHESAPEAKE ENERGY CORP COM 165167107 276 1,600,000 SH Call SOLE   1,600,000 0 0
CHEVRON CORP NEW COM 166764100 717 9,900 SH   SOLE   9,900 0 0
CHEWY INC CL A 16679L109 424 11,300 SH   SOLE   11,300 0 0
CHIMERA INVT CORP COM NEW 16934Q208 740 81,300 SH   SOLE   81,300 0 0
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 356 7,300 SH   SOLE   7,300 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,112 1,700 SH   SOLE   1,700 0 0
CHURCH & DWIGHT INC COM 171340102 372 5,800 SH   SOLE   5,800 0 0
CIGNA CORP NEW COM 125523100 1,772 10,000 SH   SOLE   10,000 0 0
CIRCOR INTL INC COM 17273K109 231 19,900 SH   SOLE   19,900 0 0
CIRRUS LOGIC INC COM 172755100 840 12,800 SH   SOLE   12,800 0 0
CLOUDERA INC COM 18914U100 238 30,300 SH   SOLE   30,300 0 0
CME GROUP INC COM 12572Q105 951 5,500 SH   SOLE   5,500 0 0
CODEXIS INC COM 192005106 228 20,400 SH   SOLE   20,400 0 0
COHERUS BIOSCIENCES INC COM 19249H103 248 15,300 SH   SOLE   15,300 0 0
COLGATE PALMOLIVE CO COM 194162103 1,287 19,400 SH   SOLE   19,400 0 0
COMMERCIAL METALS CO COM 201723103 163 10,300 SH   SOLE   10,300 0 0
COMMSCOPE HLDG CO INC COM 20337X109 949 104,200 SH   SOLE   104,200 0 0
COMPUGEN LTD ORD M25722105 81 11,200 SH   SOLE   11,200 0 0
CONAGRA BRANDS INC COM 205887102 640 21,800 SH   SOLE   21,800 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 169 12,600 SH   SOLE   12,600 0 0
CONTINENTAL RES INC COM 212015101 377 49,300 SH   SOLE   49,300 0 0
COOPER TIRE & RUBR CO COM 216831107 282 17,300 SH   SOLE   17,300 0 0
CORCEPT THERAPEUTICS INC COM 218352102 136 11,400 SH   SOLE   11,400 0 0
CORELOGIC INC COM 21871D103 605 19,800 SH   SOLE   19,800 0 0
CORESITE RLTY CORP COM 21870Q105 568 4,900 SH   SOLE   4,900 0 0
CORNING INC COM 219350105 659 32,100 SH   SOLE   32,100 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 281 12,700 SH   SOLE   12,700 0 0
CORTEVA INC COM 22052L104 1,262 53,700 SH   SOLE   53,700 0 0
COTY INC COM CL A 222070203 1,788 346,600 SH   SOLE   346,600 0 0
CROWDSTRIKE HLDGS INC CL A 22788C105 312 5,600 SH   SOLE   5,600 0 0
CROWN HLDGS INC COM 228368106 656 11,300 SH   SOLE   11,300 0 0
CSX CORP COM 126408103 1,822 31,800 SH   SOLE   31,800 0 0
CUBESMART COM 229663109 964 36,000 SH   SOLE   36,000 0 0
CURO GROUP HLDGS CORP COM 23131L107 61 11,500 SH   SOLE   11,500 0 0
CVS HEALTH CORP COM 126650100 1,652 27,850 SH   SOLE   27,850 0 0
D R HORTON INC COM 23331A109 1,125 33,100 SH   SOLE   33,100 0 0
DAVITA INC COM 23918K108 525 6,900 SH   SOLE   6,900 0 0
DECKERS OUTDOOR CORP COM 243537107 523 3,900 SH   SOLE   3,900 0 0
DELL TECHNOLOGIES INC CL C 24703L202 850 21,500 SH   SOLE   21,500 0 0
DESIGNER BRANDS INC CL A 250565108 793 159,284 SH   SOLE   159,284 0 0
DESPEGAR COM CORP ORD SHS G27358103 168 29,700 SH   SOLE   29,700 0 0
DEXCOM INC COM 252131107 242 900 SH   SOLE   900 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 51 10,100 SH   SOLE   10,100 0 0
DILLARDS INC CL A 254067101 1,411 38,200 SH   SOLE   38,200 0 0
DISCOVER FINL SVCS COM 254709108 271 7,600 SH   SOLE   7,600 0 0
DISCOVERY INC COM SER A 25470F104 838 43,100 SH   SOLE   43,100 0 0
DISCOVERY INC COM SER C 25470F302 775 44,200 SH   SOLE   44,200 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,897 94,900 SH   SOLE   94,900 0 0
DISH NETWORK CORPORATION CL A 25470M109 494 24,700 SH Put SOLE   24,700 0 0
DOCUSIGN INC COM 256163106 684 7,400 SH   SOLE   7,400 0 0
DOLLAR GEN CORP NEW COM 256677105 257 1,700 SH   SOLE   1,700 0 0
DOLLAR TREE INC COM 256746108 1,109 15,100 SH   SOLE   15,100 0 0
DOMINION ENERGY INC COM 25746U109 332 4,600 SH   SOLE   4,600 0 0
DOVER CORP COM 260003108 260 3,100 SH   SOLE   3,100 0 0
DOW INC COM 260557103 1,173 40,100 SH   SOLE   40,100 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,057 31,000 SH   SOLE   31,000 0 0
DXC TECHNOLOGY CO COM 23355L106 649 49,700 SH   SOLE   49,700 0 0
DYNEX CAP INC COM 26817Q886 151 14,500 SH   SOLE   14,500 0 0
EBIX INC COM NEW 278715206 255 16,800 SH   SOLE   16,800 0 0
ECHOSTAR CORP CL A 278768106 241 7,546 SH   SOLE   7,546 0 0
EDGEWELL PERS CARE CO COM 28035Q102 633 26,289 SH   SOLE   26,289 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 96 14,100 SH   SOLE   14,100 0 0
ELECTRONIC ARTS INC COM 285512109 481 4,800 SH   SOLE   4,800 0 0
ELLINGTON FINANCIAL INC COM 28852N109 4,859 850,887 SH   SOLE   850,887 0 0
EMBRAER S.A. SPONSORED ADS 29082A107 200 27,000 SH   SOLE   27,000 0 0
ENCOMPASS HEALTH CORP COM 29261A100 243 3,800 SH   SOLE   3,800 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 398 65,700 SH   SOLE   65,700 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 771 25,500 SH   SOLE   25,500 0 0
ENERSYS COM 29275Y102 426 8,600 SH   SOLE   8,600 0 0
ENPHASE ENERGY INC COM 29355A107 410 12,700 SH   SOLE   12,700 0 0
ENTEGRIS INC COM 29362U104 452 10,100 SH   SOLE   10,100 0 0
EOG RES INC COM 26875P101 1,024 28,500 SH   SOLE   28,500 0 0
EQUIFAX INC COM 294429105 741 6,200 SH   SOLE   6,200 0 0
EQUINOR ASA SPONSORED ADR 29446M102 883 72,500 SH   SOLE   72,500 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,316 22,900 SH   SOLE   22,900 0 0
ERICSSON ADR B SEK 10 294821608 633 78,200 SH   SOLE   78,200 0 0
ESSENT GROUP LTD COM G3198U102 1,976 75,017 SH   SOLE   75,017 0 0
ESSEX PPTY TR INC COM 297178105 1,982 9,000 SH   SOLE   9,000 0 0
EURONAV NV ANTWERPEN SHS B38564108 191 16,900 SH   SOLE   16,900 0 0
EVERCORE INC CLASS A 29977A105 926 20,100 SH   SOLE   20,100 0 0
EXELON CORP COM 30161N101 342 9,300 SH   SOLE   9,300 0 0
EXPEDITORS INTL WASH INC COM 302130109 274 4,100 SH   SOLE   4,100 0 0
EXPONENT INC COM 30214U102 216 3,000 SH   SOLE   3,000 0 0
F M C CORP COM NEW 302491303 1,078 13,200 SH   SOLE   13,200 0 0
FASTENAL CO COM 311900104 603 19,300 SH   SOLE   19,300 0 0
FEDEX CORP COM 31428X106 2,013 16,600 SH   SOLE   16,600 0 0
FERRARI N V COM N3167Y103 214 1,400 SH   SOLE   1,400 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 308 42,800 SH   SOLE   42,800 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 729 29,300 SH   SOLE   29,300 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 243 2,000 SH   SOLE   2,000 0 0
FIFTH THIRD BANCORP COM 316773100 915 61,600 SH   SOLE   61,600 0 0
FIRST AMERN FINL CORP COM 31847R102 1,781 42,000 SH   SOLE   42,000 0 0
FIRST HORIZON NATL CORP COM 320517105 256 31,800 SH   SOLE   31,800 0 0
FIRST INDL RLTY TR INC COM 32054K103 213 6,400 SH   SOLE   6,400 0 0
FIRST SOLAR INC COM 336433107 317 8,800 SH   SOLE   8,800 0 0
FLEX LTD ORD Y2573F102 331 39,500 SH   SOLE   39,500 0 0
FLY LEASING LTD SPONSORED ADR 34407D109 168 23,900 SH   SOLE   23,900 0 0
FORD MTR CO DEL COM 345370860 21,981 4,550,700 SH Call SOLE   4,550,700 0 0
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 318 9,700 SH   SOLE   9,700 0 0
FRONTLINE LTD SHS NEW G3682E192 100 10,400 SH   SOLE   10,400 0 0
G1 THERAPEUTICS INC COM 3621LQ109 191 17,300 SH   SOLE   17,300 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 327 11,800 SH   SOLE   11,800 0 0
GAP INC COM 364760108 636 90,300 SH   SOLE   90,300 0 0
GARMIN LTD SHS H2906T109 862 11,500 SH   SOLE   11,500 0 0
GENERAC HLDGS INC COM 368736104 680 7,300 SH   SOLE   7,300 0 0
GENERAL ELECTRIC CO COM 369604103 1,272 160,200 SH   SOLE   160,200 0 0
GENERAL MLS INC COM 370334104 918 17,400 SH   SOLE   17,400 0 0
GEOPARK LTD USD SHS G38327105 122 17,200 SH   SOLE   17,200 0 0
GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 109 15,400 SH   SOLE   15,400 0 0
GLATFELTER COM 377316104 181 14,800 SH   SOLE   14,800 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 250 4,900 SH   SOLE   4,900 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 772 162,500 SH   SOLE   162,500 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,036 6,700 SH   SOLE   6,700 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 571 98,100 SH   SOLE   98,100 0 0
GRAFTECH INTL LTD COM 384313508 212 26,100 SH   SOLE   26,100 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,449 118,800 SH   SOLE   118,800 0 0
GREAT AJAX CORP COM 38983D300 497 78,105 SH   SOLE   78,105 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 168 20,200 SH   SOLE   20,200 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 272 13,500 SH   SOLE   13,500 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 214 2,700 SH   SOLE   2,700 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 552 6,300 SH   SOLE   6,300 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 228 15,500 SH   SOLE   15,500 0 0
HACKETT GROUP INC COM 404609109 253 19,900 SH   SOLE   19,900 0 0
HALLIBURTON CO COM 406216101 1,046 152,700 SH   SOLE   152,700 0 0
HANESBRANDS INC COM 410345102 767 97,457 SH   SOLE   97,457 0 0
HANOVER INS GROUP INC COM 410867105 317 3,500 SH   SOLE   3,500 0 0
HARSCO CORP COM 415864107 114 16,300 SH   SOLE   16,300 0 0
HCA HEALTHCARE INC COM 40412C101 827 9,200 SH   SOLE   9,200 0 0
HD SUPPLY HLDGS INC COM 40416M105 881 31,000 SH   SOLE   31,000 0 0
HELEN OF TROY CORP LTD COM G4388N106 605 4,200 SH   SOLE   4,200 0 0
HELMERICH & PAYNE INC COM 423452101 332 21,200 SH   SOLE   21,200 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 230 7,900 SH   SOLE   7,900 0 0
HERON THERAPEUTICS INC COM 427746102 218 18,600 SH   SOLE   18,600 0 0
HESS CORP COM 42809H107 386 11,600 SH   SOLE   11,600 0 0
HOME DEPOT INC COM 437076102 1,195 6,400 SH   SOLE   6,400 0 0
HORMEL FOODS CORP COM 440452100 2,103 45,100 SH   SOLE   45,100 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,070 96,950 SH   SOLE   96,950 0 0
HUNT COS FIN TR INC COM 44558T100 528 285,344 SH   SOLE   285,344 0 0
HUNTINGTON BANCSHARES INC COM 446150104 312 38,000 SH   SOLE   38,000 0 0
IAA INC COM 449253103 339 11,300 SH   SOLE   11,300 0 0
IAC INTERACTIVECORP COM 44919P508 269 1,500 SH   SOLE   1,500 0 0
IDACORP INC COM 451107106 263 3,000 SH   SOLE   3,000 0 0
IDEX CORP COM 45167R104 207 1,500 SH   SOLE   1,500 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 126 51,900 SH   SOLE   51,900 0 0
INCYTE CORP COM 45337C102 542 7,400 SH   SOLE   7,400 0 0
ING GROEP N.V. SPONSORED ADR 456837103 260 50,500 SH   SOLE   50,500 0 0
INGERSOLL RAND INC COM 45687V106 345 13,900 SH   SOLE   13,900 0 0
INSPERITY INC COM 45778Q107 992 26,600 SH   SOLE   26,600 0 0
INTEGER HLDGS CORP COM 45826H109 327 5,200 SH   SOLE   5,200 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 608 13,600 SH   SOLE   13,600 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,736 21,500 SH   SOLE   21,500 0 0
INTERDIGITAL INC COM 45867G101 402 9,000 SH   SOLE   9,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 347 3,400 SH   SOLE   3,400 0 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 298 50,100 SH   SOLE   50,100 0 0
INTUIT COM 461202103 2,116 9,200 SH   SOLE   9,200 0 0
ITAU UNIBANCO HLDG S A SPON ADR REP PFD 465562106 902 200,900 SH   SOLE   200,900 0 0
JACOBS ENGR GROUP INC COM 469814107 444 5,600 SH   SOLE   5,600 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 299 3,000 SH   SOLE   3,000 0 0
JD COM INC SPON ADR CL A 47215P106 567 14,000 SH   SOLE   14,000 0 0
JONES LANG LASALLE INC COM 48020Q107 384 3,800 SH   SOLE   3,800 0 0
JPMORGAN CHASE & CO COM 46625H100 891 9,900 SH   SOLE   9,900 0 0
K12 INC COM 48273U102 273 14,500 SH   SOLE   14,500 0 0
KALA PHARMACEUTICALS INC COM 483119103 160 18,200 SH   SOLE   18,200 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 203 1,600 SH   SOLE   1,600 0 0
KB HOME COM 48666K109 954 52,700 SH   SOLE   52,700 0 0
KBR INC COM 48242W106 776 37,500 SH   SOLE   37,500 0 0
KELLOGG CO COM 487836108 420 7,000 SH   SOLE   7,000 0 0
KEYCORP COM 493267108 899 86,700 SH   SOLE   86,700 0 0
KILROY RLTY CORP COM 49427F108 605 9,500 SH   SOLE   9,500 0 0
KIMBERLY CLARK CORP COM 494368103 1,573 12,300 SH   SOLE   12,300 0 0
KINDER MORGAN INC DEL COM 49456B101 388 27,900 SH   SOLE   27,900 0 0
KINROSS GOLD CORP COM 496902404 75 18,800 SH   SOLE   18,800 0 0
KNOWLES CORP COM 49926D109 162 12,100 SH   SOLE   12,100 0 0
KOPPERS HOLDINGS INC COM 50060P106 163 13,200 SH   SOLE   13,200 0 0
KRAFT HEINZ CO COM 500754106 826 33,400 SH   SOLE   33,400 0 0
KT CORP SPONSORED ADR 48268K101 235 30,200 SH   SOLE   30,200 0 0
KURA ONCOLOGY INC COM 50127T109 270 27,100 SH   SOLE   27,100 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 414 2,300 SH   SOLE   2,300 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 619 4,900 SH   SOLE   4,900 0 0
LADDER CAP CORP CL A 505743104 180 37,900 SH   SOLE   37,900 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 395 7,700 SH   SOLE   7,700 0 0
LEIDOS HOLDINGS INC COM 525327102 596 6,500 SH   SOLE   6,500 0 0
LENNAR CORP CL A 526057104 1,077 28,200 SH   SOLE   28,200 0 0
LENNAR CORP CL A 526057104 3,710 97,100 SH Put SOLE   97,100 0 0
LENNAR CORP CL B 526057302 283 9,800 SH   SOLE   9,800 0 0
LENNOX INTL INC COM 526107107 200 1,100 SH   SOLE   1,100 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 558 33,800 SH   SOLE   33,800 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 545 34,700 SH   SOLE   34,700 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 418 13,200 SH   SOLE   13,200 0 0
LIONS GATE ENTMNT CORP CL B NON VTG 535919500 92 16,400 SH   SOLE   16,400 0 0
LIVONGO HEALTH INC COM 539183103 422 14,800 SH   SOLE   14,800 0 0
LOCKHEED MARTIN CORP COM 539830109 610 1,800 SH   SOLE   1,800 0 0
LULULEMON ATHLETICA INC COM 550021109 588 3,100 SH   SOLE   3,100 0 0
LUMENTUM HLDGS INC COM 55024U109 1,098 14,900 SH   SOLE   14,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 233 4,700 SH   SOLE   4,700 0 0
M & T BK CORP COM 55261F104 921 8,900 SH   SOLE   8,900 0 0
M/I HOMES INC COM 55305B101 220 13,300 SH   SOLE   13,300 0 0
MACERICH CO COM 554382101 61 10,900 SH   SOLE   10,900 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 123 11,100 SH   SOLE   11,100 0 0
MANITOWOC CO INC COM NEW 563571405 219 25,800 SH   SOLE   25,800 0 0
MATTEL INC COM 577081102 1,130 128,300 SH   SOLE   128,300 0 0
MCCORMICK & CO INC COM NON VTG 579780206 212 1,500 SH   SOLE   1,500 0 0
MCKESSON CORP COM 58155Q103 1,339 9,900 SH   SOLE   9,900 0 0
MDU RES GROUP INC COM 552690109 692 32,200 SH   SOLE   32,200 0 0
MEDIFAST INC COM 58470H101 706 11,300 SH   SOLE   11,300 0 0
MEDNAX INC COM 58502B106 577 49,600 SH   SOLE   49,600 0 0
MERITAGE HOMES CORP COM 59001A102 635 17,400 SH   SOLE   17,400 0 0
MGIC INVT CORP WIS COM 552848103 1,691 266,338 SH   SOLE   266,338 0 0
MGM RESORTS INTERNATIONAL COM 552953101 564 47,781 SH   SOLE   47,781 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,527 129,400 SH Put SOLE   129,400 0 0
MIDDLESEX WATER CO COM 596680108 228 3,800 SH   SOLE   3,800 0 0
MOLINA HEALTHCARE INC COM 60855R100 391 2,800 SH   SOLE   2,800 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 640 16,400 SH   SOLE   16,400 0 0
MORGAN STANLEY COM NEW 617446448 299 8,800 SH   SOLE   8,800 0 0
MOSAIC CO NEW COM 61945C103 636 58,800 SH   SOLE   58,800 0 0
MOTORCAR PTS AMER INC COM 620071100 152 12,100 SH   SOLE   12,100 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 798 6,000 SH   SOLE   6,000 0 0
MR COOPER GROUP INC COM 62482R107 84 11,400 SH   SOLE   11,400 0 0
NABORS INDS INC NEW NOTE 0.750% 1/1 62957HAB1 24,624 114,530,000 PRN   SOLE   114,530,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 570 1,460,000 SH Call SOLE   1,460,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 251 642,484 SH   SOLE   642,484 0 0
NASDAQ INC COM 631103108 294 3,100 SH   SOLE   3,100 0 0
NATIONAL GEN HLDGS CORP COM 636220303 215 13,000 SH   SOLE   13,000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 281 28,600 SH   SOLE   28,600 0 0
NAVIENT CORPORATION COM 63938C108 158 20,900 SH   SOLE   20,900 0 0
NCR CORP NEW COM 62886E108 793 44,800 SH   SOLE   44,800 0 0
NEOPHOTONICS CORP COM 64051T100 88 12,200 SH   SOLE   12,200 0 0
NETFLIX INC COM 64110L106 3,267 8,700 SH   SOLE   8,700 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 268 3,100 SH   SOLE   3,100 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 603 120,400 SH   SOLE   120,400 0 0
NEWMARK GROUP INC CL A 65158N102 275 64,600 SH   SOLE   64,600 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 562 44,800 SH   SOLE   44,800 0 0
NIKE INC CL B 654106103 778 9,400 SH   SOLE   9,400 0 0
NMI HLDGS INC CL A 629209305 650 56,000 SH   SOLE   56,000 0 0
NORTHERN TR CORP COM 665859104 845 11,200 SH   SOLE   11,200 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,150 3,800 SH   SOLE   3,800 0 0
NORTHWEST NAT HLDG CO COM 66765N105 241 3,900 SH   SOLE   3,900 0 0
NORTONLIFELOCK INC COM 668771108 692 37,000 SH   SOLE   37,000 0 0
NOVARTIS A G SPONSORED ADR 66987V109 272 3,300 SH   SOLE   3,300 0 0
NOVAVAX INC COM NEW 670002401 204 15,000 SH   SOLE   15,000 0 0
NRG ENERGY INC COM NEW 629377508 1,121 41,106 SH   SOLE   41,106 0 0
NVIDIA CORP COM 67066G104 949 3,600 SH   SOLE   3,600 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 211 700 SH   SOLE   700 0 0
OKTA INC CL A 679295105 1,308 10,700 SH   SOLE   10,700 0 0
OLIN CORP COM PAR $1 680665205 450 38,589 SH   SOLE   38,589 0 0
OMEROS CORP COM 682143102 266 19,900 SH   SOLE   19,900 0 0
ONE GAS INC COM 68235P108 226 2,700 SH   SOLE   2,700 0 0
ONEMAIN HLDGS INC COM 68268W103 338 17,700 SH   SOLE   17,700 0 0
OPERA LTD SPONSORED ADS 68373M107 164 30,500 SH   SOLE   30,500 0 0
ORCHARD THERAPEUTICS PLC ADS 68570P101 162 21,500 SH   SOLE   21,500 0 0
OUTFRONT MEDIA INC COM 69007J106 592 43,900 SH   SOLE   43,900 0 0
OWENS CORNING NEW COM 690742101 714 18,400 SH   SOLE   18,400 0 0
PALO ALTO NETWORKS INC COM 697435105 1,082 6,600 SH   SOLE   6,600 0 0
PAPA JOHNS INTL INC COM 698813102 2,236 41,900 SH   SOLE   41,900 0 0
PARSLEY ENERGY INC CL A 701877102 138 24,100 SH   SOLE   24,100 0 0
PAYCHEX INC COM 704326107 239 3,800 SH   SOLE   3,800 0 0
PAYLOCITY HLDG CORP COM 70438V106 336 3,800 SH   SOLE   3,800 0 0
PBF ENERGY INC CL A 69318G106 563 79,500 SH   SOLE   79,500 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 207 19,000 SH   SOLE   19,000 0 0
PENNYMAC FINL SVCS INC COM 70932M107 1,500 67,864 SH   SOLE   67,864 0 0
PEOPLES UTD FINL INC COM 712704105 308 27,900 SH   SOLE   27,900 0 0
PERRIGO CO PLC SHS G97822103 736 15,300 SH   SOLE   15,300 0 0
PETMED EXPRESS INC COM 716382106 2,146 74,563 SH   SOLE   74,563 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 866 160,700 SH   SOLE   160,700 0 0
PFIZER INC COM 717081103 643 19,700 SH   SOLE   19,700 0 0
PHOTRONICS INC COM 719405102 141 13,700 SH   SOLE   13,700 0 0
PITNEY BOWES INC COM 724479100 4,459 2,185,866 SH   SOLE   2,185,866 0 0
PLYMOUTH INDL REIT INC COM 729640102 134 12,000 SH   SOLE   12,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,158 12,100 SH   SOLE   12,100 0 0
POWER INTEGRATIONS INC COM 739276103 247 2,800 SH   SOLE   2,800 0 0
PRECISION BIOSCIENCES INC COM 74019P108 140 23,300 SH   SOLE   23,300 0 0
PREFERRED APT CMNTYS INC COM 74039L103 159 22,100 SH   SOLE   22,100 0 0
PRIMO WATER CORPORATION COM 74167P108 1,105 122,000 SH   SOLE   122,000 0 0
PROCTER & GAMBLE CO COM 742718109 1,254 11,400 SH   SOLE   11,400 0 0
PROGRESSIVE CORP OHIO COM 743315103 583 7,900 SH   SOLE   7,900 0 0
PROLOGIS INC. COM 74340W103 1,455 18,100 SH   SOLE   18,100 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 1,109 24,700 SH   SOLE   24,700 0 0
PURE STORAGE INC CL A 74624M102 203 16,500 SH   SOLE   16,500 0 0
QIWI PLC SPON ADR REP B 74735M108 131 12,200 SH   SOLE   12,200 0 0
QUANTA SVCS INC COM 74762E102 270 8,500 SH   SOLE   8,500 0 0
QUINSTREET INC COM 74874Q100 203 25,200 SH   SOLE   25,200 0 0
R1 RCM INC COM 749397105 131 14,400 SH   SOLE   14,400 0 0
RADIUS HEALTH INC COM NEW 750469207 187 14,400 SH   SOLE   14,400 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 122 12,200 SH   SOLE   12,200 0 0
READY CAP CORP COM 75574U101 2,555 353,826 SH   SOLE   353,826 0 0
REALOGY HLDGS CORP COM 75605Y106 2,587 859,369 SH   SOLE   859,369 0 0
REDWOOD TR INC COM 758075402 758 149,866 SH   SOLE   149,866 0 0
REGENCY CTRS CORP COM 758849103 895 23,300 SH   SOLE   23,300 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 199 22,200 SH   SOLE   22,200 0 0
REGIS CORP MINN COM 758932107 145 24,600 SH   SOLE   24,600 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 897 22,400 SH   SOLE   22,400 0 0
RETROPHIN INC COM 761299106 188 12,900 SH   SOLE   12,900 0 0
RIO TINTO PLC SPONSORED ADR 767204100 210 4,600 SH   SOLE   4,600 0 0
RITE AID CORP COM 767754872 623 41,500 SH   SOLE   41,500 0 0
RUBICON PROJ INC COM 78112V102 87 15,600 SH   SOLE   15,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 687 62,900 SH   SOLE   62,900 0 0
SABRE CORP COM 78573M104 297 50,100 SH   SOLE   50,100 0 0
SALESFORCE COM INC COM 79466L302 216 1,500 SH   SOLE   1,500 0 0
SANDERSON FARMS INC COM 800013104 555 4,500 SH   SOLE   4,500 0 0
SCHLUMBERGER LTD COM 806857108 1,122 83,200 SH   SOLE   83,200 0 0
SCHWAB CHARLES CORP COM 808513105 471 14,000 SH   SOLE   14,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,672 22,400 SH   SOLE   22,400 0 0
SEA LTD SPONSORED ADS 81141R100 851 19,200 SH   SOLE   19,200 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 908 18,600 SH   SOLE   18,600 0 0
SERVICE PPTYS TR COM SH BEN INT 81761L102 215 39,800 SH   SOLE   39,800 0 0
SFL CORPORATION LTD SHS G7738W106 170 18,000 SH   SOLE   18,000 0 0
SHERWIN WILLIAMS CO COM 824348106 505 1,100 SH   SOLE   1,100 0 0
SILGAN HOLDINGS INC COM 827048109 206 7,100 SH   SOLE   7,100 0 0
SILICON LABORATORIES INC COM 826919102 316 3,700 SH   SOLE   3,700 0 0
SIMON PPTY GROUP INC NEW COM 828806109 565 10,300 SH   SOLE   10,300 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 338 21,000 SH   SOLE   21,000 0 0
SITE CENTERS CORP COM 82981J109 234 45,000 SH   SOLE   45,000 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 377 30,097 SH   SOLE   30,097 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 231 14,200 SH   SOLE   14,200 0 0
SLM CORP COM 78442P106 156 21,700 SH   SOLE   21,700 0 0
SMUCKER J M CO COM NEW 832696405 455 4,100 SH   SOLE   4,100 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 352 4,300 SH   SOLE   4,300 0 0
SONY CORP SPONSORED ADR 835699307 337 5,700 SH   SOLE   5,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,439 21,100 SH   SOLE   21,100 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 668 27,900 SH   SOLE   27,900 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,168 90,600 SH Put SOLE   90,600 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 360 58,500 SH   SOLE   58,500 0 0
SPOTIFY TECHNOLOGY S A SHS L8681T102 2,271 18,700 SH   SOLE   18,700 0 0
SPROUTS FMRS MKT INC COM 85208M102 1,610 86,600 SH   SOLE   86,600 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,477 33,700 SH   SOLE   33,700 0 0
STAMPS COM INC COM NEW 852857200 234 1,800 SH   SOLE   1,800 0 0
STARWOOD PPTY TR INC COM 85571B105 731 71,300 SH   SOLE   71,300 0 0
STATE STR CORP COM 857477103 1,049 19,700 SH   SOLE   19,700 0 0
STERLING CONSTRUCTION CO INC COM 859241101 95 10,000 SH   SOLE   10,000 0 0
STMICROELECTRONICS N V NY REGISTRY 861012102 333 15,600 SH   SOLE   15,600 0 0
STORE CAP CORP COM 862121100 237 13,100 SH   SOLE   13,100 0 0
SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 182 38,100 SH   SOLE   38,100 0 0
SUMMIT MATLS INC CL A 86614U100 186 12,400 SH   SOLE   12,400 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 98 11,200 SH   SOLE   11,200 0 0
SUPER MICRO COMPUTER INC COM 86800U104 277 13,000 SH   SOLE   13,000 0 0
SYNAPTICS INC COM 87157D109 266 4,600 SH   SOLE   4,600 0 0
SYNCHRONY FINL COM 87165B103 352 21,900 SH   SOLE   21,900 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,041 59,300 SH   SOLE   59,300 0 0
T MOBILE US INC COM 872590104 445 5,300 SH   SOLE   5,300 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 261 2,200 SH   SOLE   2,200 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 932 17,500 SH   SOLE   17,500 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 512 102,300 SH   SOLE   102,300 0 0
TAPESTRY INC COM 876030107 751 58,000 SH   SOLE   58,000 0 0
TARGA RES CORP COM 87612G101 254 36,700 SH   SOLE   36,700 0 0
TARGET CORP COM 87612E106 1,078 11,600 SH   SOLE   11,600 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 571 51,900 SH   SOLE   51,900 0 0
TECHNIPFMC PLC COM G87110105 399 59,200 SH   SOLE   59,200 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 482 33,500 SH   SOLE   33,500 0 0
TESLA INC COM 88160R101 8,227 15,700 SH Put SOLE   15,700 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 150 16,700 SH   SOLE   16,700 0 0
TOLL BROTHERS INC COM 889478103 2,596 134,859 SH   SOLE   134,859 0 0
TRACTOR SUPPLY CO COM 892356106 1,116 13,200 SH   SOLE   13,200 0 0
TRADEWEB MKTS INC CL A 892672106 362 8,600 SH   SOLE   8,600 0 0
TRANSDIGM GROUP INC COM 893641100 988 3,086 SH   SOLE   3,086 0 0
TRANSUNION COM 89400J107 1,880 28,400 SH   SOLE   28,400 0 0
TREEHOUSE FOODS INC COM 89469A104 216 4,900 SH   SOLE   4,900 0 0
TRI POINTE GROUP INC COM 87265H109 785 89,500 SH   SOLE   89,500 0 0
TRIP COM GROUP LTD ADS 89677Q107 1,475 62,900 SH   SOLE   62,900 0 0
TRIUMPH GROUP INC NEW COM 896818101 72 10,700 SH   SOLE   10,700 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 1,164 233,701 SH   SOLE   233,701 0 0
TRUIST FINL CORP COM 89832Q109 481 15,600 SH   SOLE   15,600 0 0
TUTOR PERINI CORP COM 901109108 212 31,500 SH   SOLE   31,500 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 212 16,300 SH   SOLE   16,300 0 0
TWO HBRS INVT CORP COM NEW 90187B408 48 12,503 SH   SOLE   12,503 0 0
TYLER TECHNOLOGIES INC COM 902252105 237 800 SH   SOLE   800 0 0
TYSON FOODS INC CL A 902494103 243 4,200 SH   SOLE   4,200 0 0
UBS GROUP AG SHS H42097107 455 49,100 SH   SOLE   49,100 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 222 16,100 SH   SOLE   16,100 0 0
UNDER ARMOUR INC CL A 904311107 264 28,700 SH   SOLE   28,700 0 0
UNILEVER N V N Y SHS NEW 904784709 312 6,400 SH   SOLE   6,400 0 0
UNILEVER PLC SPON ADR NEW 904767704 319 6,300 SH   SOLE   6,300 0 0
UNION PAC CORP COM 907818108 959 6,800 SH   SOLE   6,800 0 0
UNISYS CORP COM NEW 909214306 219 17,700 SH   SOLE   17,700 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 313 3,300 SH   SOLE   3,300 0 0
UNITEDHEALTH GROUP INC COM 91324P102 973 3,900 SH   SOLE   3,900 0 0
UNIVAR SOLUTIONS INC COM 91336L107 631 58,900 SH   SOLE   58,900 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 250 1,900 SH   SOLE   1,900 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 287 2,900 SH   SOLE   2,900 0 0
URBAN EDGE PPTYS COM 91704F104 270 30,600 SH   SOLE   30,600 0 0
URBAN OUTFITTERS INC COM 917047102 1,000 70,200 SH   SOLE   70,200 0 0
US BANCORP DEL COM NEW 902973304 293 8,500 SH   SOLE   8,500 0 0
VALE S A SPONSORED ADS 91912E105 464 56,000 SH   SOLE   56,000 0 0
VENTAS INC COM 92276F100 641 23,900 SH   SOLE   23,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 9,613 178,900 SH Put SOLE   178,900 0 0
VERSO CORP CL A 92531L207 122 10,800 SH   SOLE   10,800 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 690 2,900 SH   SOLE   2,900 0 0
VIACOMCBS INC CL B 92556H206 628 44,800 SH   SOLE   44,800 0 0
VIAVI SOLUTIONS INC COM 925550105 195 17,400 SH   SOLE   17,400 0 0
VICI PPTYS INC COM 925652109 353 21,200 SH   SOLE   21,200 0 0
VIKING THERAPEUTICS INC COM 92686J106 171 36,600 SH   SOLE   36,600 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 240 15,400 SH   SOLE   15,400 0 0
VIRTU FINL INC CL A 928254101 590 28,350 SH   SOLE   28,350 0 0
VISTA OUTDOOR INC COM 928377100 148 16,800 SH   SOLE   16,800 0 0
VISTRA ENERGY CORP COM 92840M102 1,229 77,000 SH   SOLE   77,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 605 16,700 SH   SOLE   16,700 0 0
VULCAN MATLS CO COM 929160109 259 2,400 SH   SOLE   2,400 0 0
WALKER & DUNLOP INC COM 93148P102 213 5,300 SH   SOLE   5,300 0 0
WALMART INC COM 931142103 2,750 24,200 SH   SOLE   24,200 0 0
WARRIOR MET COAL INC COM 93627C101 244 23,000 SH   SOLE   23,000 0 0
WAYFAIR INC CL A 94419L101 780 14,600 SH   SOLE   14,600 0 0
WD-40 CO COM 929236107 977 4,866 SH   SOLE   4,866 0 0
WELBILT INC COM 949090104 146 28,500 SH   SOLE   28,500 0 0
WELLS FARGO CO NEW COM 949746101 347 12,100 SH   SOLE   12,100 0 0
WERNER ENTERPRISES INC COM 950755108 228 6,300 SH   SOLE   6,300 0 0
WESCO INTL INC COM 95082P105 526 23,000 SH   SOLE   23,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 642 2,000,000 PRN   SOLE   2,000,000 0 0
WESTERN DIGITAL CORP. COM 958102105 283 6,800 SH   SOLE   6,800 0 0
WEX INC COM 96208T104 815 7,800 SH   SOLE   7,800 0 0
WEYERHAEUSER CO COM 962166104 1,117 65,900 SH   SOLE   65,900 0 0
WILLIAMS COS INC COM 969457100 1,049 74,100 SH   SOLE   74,100 0 0
WILLIAMS SONOMA INC COM 969904101 819 19,250 SH   SOLE   19,250 0 0
WINGSTOP INC COM 974155103 1,498 18,800 SH   SOLE   18,800 0 0
WIX COM LTD SHS M98068105 1,099 10,900 SH   SOLE   10,900 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 753 22,200 SH   SOLE   22,200 0 0
WW INTL INC COM 98262P101 1,730 102,281 SH   SOLE   102,281 0 0
ZILLOW GROUP INC CL A 98954M101 336 9,900 SH   SOLE   9,900 0 0
ZIONS BANCORPORATION N A COM 989701107 1,014 37,900 SH   SOLE   37,900 0 0
ZIX CORP COM 98974P100 116 27,000 SH   SOLE   27,000 0 0
ZSCALER INC COM 98980G102 1,315 21,600 SH   SOLE   21,600 0 0
ZUMIEZ INC COM 989817101 294 17,000 SH   SOLE   17,000 0 0
ZYNGA INC CL A 98986T108 301 43,900 SH   SOLE   43,900 0 0