Yorktown Management & Research Co Inc Diversified Active

Location: Forest, VA

CIK: 0001313559 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 8, 2017

Total Value: $382M (95.8% shares, 4.2% debt)

Holdings (369)

ARCC ARES CAP CORP 10.0%

Value $38.19M Shares 2,330,000 Est. Cost $6.32 Unrealized +15.3%

SLRC SOLAR CAP LTD 7.0%

Value $26.83M Shares 1,240,000 Est. Cost $7.95 Unrealized +21.2%

RITM NEW RESIDENTIAL INVT CORP 5.5%

Value $20.91M Shares 1,250,000 Est. Cost $16.73 Unrealized —

— TWO HARBORS INVESTMENT CO 4.0%

Value $15.12M Shares 1,500,000 Est. Cost $9.10 Unrealized —

— BGC PARTNERS INC 2.8%

Value $10.85M Shares 750,000 Est. Cost $9.42 Unrealized —

ARI APOLLO COML REAL EST FIN INC 2.6%

Value $9.961M Shares 550,000 Est. Cost $16.67 Unrealized —

T AT&T INC 2.2%

Value $8.277M Shares 211,300 Est. Cost $12.03 Unrealized +29.7%

— TCP CAPITAL CORP 1.9%

Value $7.421M Shares 450,000 Est. Cost $16.58 Unrealized —

VZ VERIZON COMMUNICATIONS INC 1.8%

Value $6.8M Shares 137,400 Est. Cost $27.30 Unrealized +10.7%

IWD ISHARES TR 1.7%

Value $6.518M Shares 55,000 Est. Cost $117.11 Unrealized —

— PORTFOLIO RECOVERY ASSOCS IN 1.5%

Value $5.565M Shares 6,020,000 Est. Cost $0.92 Unrealized —

NMFC NEW MOUNTAIN FINANCE CORP 1.5%

Value $5.558M Shares 390,000 Est. Cost $4.60 Unrealized +24.7%

SCHD SCHWAB STRATEGIC TR 1.3%

Value $5.148M Shares 110,000 Est. Cost $45.25 Unrealized —

SCHV SCHWAB STRATEGIC TR 1.2%

Value $4.664M Shares 90,000 Est. Cost $50.46 Unrealized —

FDUS FIDUS INVESTMENT CORP 1.2%

Value $4.422M Shares 275,000 Est. Cost $5.13 Unrealized +23.9%

— MFA FINL INC 1.1%

Value $4.117M Shares 470,000 Est. Cost $7.81 Unrealized —

STWD STARWOOD PPTY TR INC 1.0%

Value $3.91M Shares 180,000 Est. Cost $21.14 Unrealized —

LADR LADDER CAPITAL CORP 0.9%

Value $3.445M Shares 250,000 Est. Cost $13.84 Unrealized —

— SEMGROUP CORP 0.8%

Value $3.163M Shares 110,000 Est. Cost $28.75 Unrealized —

BXMT BLACKSTONE MORT TR INC 0.8%

Value $3.102M Shares 100,000 Est. Cost $28.22 Unrealized —

ACRE ARES COML REAL ESTATE CORP 0.8%

Value $3.061M Shares 230,000 Est. Cost $13.09 Unrealized —

— ROYAL DUTCH SHELL PLC 0.8%

Value $3.029M Shares 50,000 Est. Cost $52.95 Unrealized —

VT VANGUARD INTL EQUITY INDEX F 0.8%

Value $2.9M Shares 41,000 Est. Cost $70.73 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.7%

Value $2.834M Shares 2,700,000 Est. Cost $1.05 Unrealized —

SPY SPDR S&P 500 ETF TR 0.7%

Value $2.512M Shares 10,000 Est. Cost $229.21 Unrealized —

— SPIRIT RLTY CAP INC NEW 0.7%

Value $2.511M Shares 2,500,000 Est. Cost $1.00 Unrealized —

LEG LEGGETT & PLATT INC 0.6%

Value $2.387M Shares 50,000 Est. Cost $48.33 Unrealized 0.0%

LNC LINCOLN NATL CRP 0.6%

Value $2.351M Shares 32,000 Est. Cost $44.93 Unrealized +11.2%

— ROYAL BK SCOTLAND GROUP PLC 0.6%

Value $2.223M Shares 2,000,000 Est. Cost $1.11 Unrealized —

ALLY ALLY FINANCIAL, INC. 0.6%

Value $2.149M Shares 88,600 Est. Cost $16.26 Unrealized +7.1%

— ELLINGTON FINANCIAL LLC 0.6%

Value $2.132M Shares 135,000 Est. Cost $22.97 Unrealized —

WFC WELLS FARGO & CO 0.5%

Value $2.041M Shares 37,000 Est. Cost $39.88 Unrealized +5.7%

— LAM RESEARCH CORP 0.5%

Value $1.943M Shares 10,500 Est. Cost $105.76 Unrealized —

CSCO CISCO SYS INC 0.5%

Value $1.866M Shares 55,500 Est. Cost $23.50 Unrealized +5.1%

C CITIGROUP INC 0.5%

Value $1.819M Shares 25,000 Est. Cost $48.42 Unrealized +7.2%

BAC BANK AMER CORP 0.5%

Value $1.799M Shares 71,000 Est. Cost $16.16 Unrealized +23.5%

AAPL APPLE INC 0.4%

Value $1.634M Shares 10,600 Est. Cost $25.93 Unrealized +39.4%

— CORENERGY INFRASTRUCTURE TR 0.4%

Value $1.56M Shares 60,000 Est. Cost $26.00 Unrealized —

BA BOEING CO 0.4%

Value $1.525M Shares 6,000 Est. Cost $135.00 Unrealized +63.3%

SCHB SCHWAB STRATEGIC TR 0.4%

Value $1.523M Shares 25,000 Est. Cost $55.92 Unrealized —

CVX CHEVRON CORP 0.4%

Value $1.475M Shares 12,550 Est. Cost $72.40 Unrealized +5.2%

SWKS SKYWORKS SOLUTIONS INC 0.4%

Value $1.427M Shares 14,000 Est. Cost $63.42 Unrealized +36.1%

TTWO TAKE-TWO INTERACTIVE SOFTWAR 0.4%

Value $1.411M Shares 13,800 Est. Cost $64.35 Unrealized +39.1%

MET METLIFE INC 0.4%

Value $1.392M Shares 26,800 Est. Cost $34.03 Unrealized +7.6%

BP BP PLC-ADR 0.4%

Value $1.374M Shares 35,750 Est. Cost $34.66 Unrealized —

UPS UNITED PARCEL SERVICE INC 0.4%

Value $1.372M Shares 11,425 Est. Cost $77.82 Unrealized +6.5%

JNJ JOHNSON & JOHNSON 0.4%

Value $1.352M Shares 10,400 Est. Cost $89.71 Unrealized +17.0%

MGA MAGNA INTL INC 0.3%

Value $1.335M Shares 25,000 Est. Cost $31.97 Unrealized +17.5%

PFE PFIZER INC 0.3%

Value $1.299M Shares 36,400 Est. Cost $20.50 Unrealized +8.5%

FDX FEDEX CORP 0.3%

Value $1.286M Shares 5,700 Est. Cost $158.34 Unrealized +16.8%

MSFT MICROSOFT CORP 0.3%

Value $1.266M Shares 17,000 Est. Cost $53.94 Unrealized +23.6%

CCL CARNIVAL CORP 0.3%

Value $1.259M Shares 19,500 Est. Cost $44.75 Unrealized +36.1%

EMN EASTMAN CHEMICAL 0.3%

Value $1.222M Shares 13,500 Est. Cost $53.34 Unrealized +20.2%

JCI JOHNSON CONTROLS INT'L 0.3%

Value $1.209M Shares 30,000 Est. Cost $34.14 Unrealized -2.2%

— MONSANTO CO 0.3%

Value $1.198M Shares 10,000 Est. Cost $105.20 Unrealized —

TGT TARGET CORP 0.3%

Value $1.18M Shares 20,000 Est. Cost $44.13 Unrealized 0.0%

FAST FASTENAL CO 0.3%

Value $1.14M Shares 25,000 Est. Cost $8.67 Unrealized 0.0%

VOD VODAFONE GROUP PLC NEW 0.3%

Value $1.138M Shares 40,000 Est. Cost $28.73 Unrealized —

HON HONEYWELL INTL 0.3%

Value $1.134M Shares 8,000 Est. Cost $84.48 Unrealized +23.5%

COP CONOCOPHILLIPS 0.3%

Value $1.101M Shares 22,000 Est. Cost $34.77 Unrealized -0.9%

MCD MCDONALDS CORP 0.3%

Value $1.097M Shares 7,000 Est. Cost $94.30 Unrealized +36.4%

— COACH INC 0.3%

Value $1.088M Shares 27,000 Est. Cost $38.92 Unrealized —

XOM EXXON MOBIL CORP 0.3%

Value $1.066M Shares 13,000 Est. Cost $56.11 Unrealized -3.2%

DIS WALT DISNEY CO 0.3%

Value $1.055M Shares 10,700 Est. Cost $90.71 Unrealized +6.9%

— COVANTA HOLDING CORP. 0.3%

Value $1.04M Shares 70,000 Est. Cost $15.60 Unrealized —

— CAPITALA FINANCE CORP. 0.3%

Value $998K Shares 40,000 Est. Cost $24.95 Unrealized —

AMP AMERIPRISE FINL INC 0.3%

Value $995K Shares 6,700 Est. Cost $95.03 Unrealized +24.8%

CODI COMPASS DIVERSIFIED HLDGS 0.3%

Value $976K Shares 55,000 Est. Cost $7.10 Unrealized +44.9%

PRGO PERRIGO CO 0.3%

Value $965K Shares 11,400 Est. Cost $77.80 Unrealized 0.0%

Value $957K Shares 26,000 Est. Cost $31.61 Unrealized 0.0%

LUV SOUTHWEST AIRLINES CO 0.2%

Value $952K Shares 17,000 Est. Cost $40.16 Unrealized +26.0%

SIG SIGNET JEWELERS LTD 0.2%

Value $952K Shares 14,300 Est. Cost $51.51 Unrealized 0.0%

— WEATHERFORD INTL PLC 0.2%

Value $946K Shares 206,500 Est. Cost $4.58 Unrealized —

— HURON CONSULTING GROUP INC 0.2%

Value $938K Shares 1,000,000 Est. Cost $0.94 Unrealized —

NNBR NN INC 0.2%

Value $919K Shares 31,700 Est. Cost $25.85 Unrealized 0.0%

SLB SCHLUMBERGER LTD 0.2%

Value $907K Shares 13,000 Est. Cost $63.04 Unrealized -17.7%

— TEVA PHARMACEUTICAL FIN LLC 0.2%

Value $906K Shares 1,000,000 Est. Cost $0.91 Unrealized —

— ABIOMED INC 0.2%

Value $868K Shares 5,150 Est. Cost $168.54 Unrealized —

MSM MSC INDL DIRECT INC 0.2%

Value $861K Shares 11,400 Est. Cost $72.54 Unrealized 0.0%

RS RELIANCE STEEL & ALUMINUM CO 0.2%

Value $845K Shares 11,100 Est. Cost $73.06 Unrealized 0.0%

FAF FIRST AMERICAN FINANCIAL 0.2%

Value $842K Shares 16,850 Est. Cost $36.13 Unrealized 0.0%

COR AMERISOURCEBERGEN CORP 0.2%

Value $836K Shares 10,100 Est. Cost $64.71 Unrealized 0.0%

ZBH ZIMMER BIOMET HOLDINGS 0.2%

Value $831K Shares 7,100 Est. Cost $107.78 Unrealized 0.0%

HD HOME DEPOT INC 0.2%

Value $818K Shares 5,000 Est. Cost $125.16 Unrealized 0.0%

EQT EQT CORP 0.2%

Value $750K Shares 11,500 Est. Cost $31.36 Unrealized 0.0%

— GRUBHUB, INC. 0.2%

Value $711K Shares 13,500 Est. Cost $52.67 Unrealized —

HPE HEWLETT-PACKARD ENTERPRIS 0.2%

Value $706K Shares 48,000 Est. Cost $10.56 Unrealized 0.0%

MMS MAXIMUS INC 0.2%

Value $706K Shares 10,950 Est. Cost $61.30 Unrealized 0.0%

PAYC PAYCOM SOFTWARE INC 0.2%

Value $705K Shares 9,400 Est. Cost $70.18 Unrealized 0.0%

— CSRA INC 0.2%

Value $703K Shares 21,800 Est. Cost $32.25 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.2%

Value $695K Shares 18,500 Est. Cost $23.63 Unrealized —

— SEAGATE TECHNOLOGY PLC 0.2%

Value $663K Shares 20,000 Est. Cost $33.15 Unrealized —

RL RALPH LAUREN CORP 0.2%

Value $645K Shares 7,300 Est. Cost $69.79 Unrealized 0.0%

VOYA VOYA FINANCIAL INC 0.2%

Value $638K Shares 16,000 Est. Cost $34.38 Unrealized 0.0%

— TECH DATA CORP 0.2%

Value $631K Shares 7,100 Est. Cost $88.87 Unrealized —

— PARTY CITY HOLDCO 0.2%

Value $607K Shares 44,800 Est. Cost $13.55 Unrealized —

AR ANTERO RESOURCES CORP 0.2%

Value $601K Shares 30,200 Est. Cost $20.14 Unrealized 0.0%

VISN COMMSCOPE HOLDING CO INC 0.2%

Value $598K Shares 18,000 Est. Cost $34.16 Unrealized 0.0%

CBRL CRACKER BARREL 0.2%

Value $591K Shares 3,900 Est. Cost $108.20 Unrealized 0.0%

AAP ADVANCE AUTO PARTS INC 0.2%

Value $575K Shares 5,800 Est. Cost $88.61 Unrealized 0.0%

INTC INTEL CORP 0.1%

Value $564K Shares 14,800 Est. Cost $24.41 Unrealized +21.2%

PSX PHILLIPS 66 0.1%

Value $559K Shares 6,100 Est. Cost $57.28 Unrealized +6.9%

— ROYAL BK OF SCOTLAND PLC 0.1%

Value $555K Shares 500,000 Est. Cost $1.11 Unrealized —

OKE ONEOK INC 0.1%

Value $554K Shares 10,000 Est. Cost $32.05 Unrealized 0.0%

— NV5 HOLDINGS INC 0.1%

Value $547K Shares 10,000 Est. Cost $54.70 Unrealized —

HCKT HACKETT GROUP INC 0.1%

Value $542K Shares 35,650 Est. Cost $14.89 Unrealized 0.0%

SPYD SPDR SER TR 0.1%

Value $540K Shares 15,000 Est. Cost $36.00 Unrealized —

FN FABRINET 0.1%

Value $521K Shares 14,050 Est. Cost $40.92 Unrealized 0.0%

GVA GRANITE CONSTR INC 0.1%

Value $509K Shares 8,775 Est. Cost $52.71 Unrealized 0.0%

— SILVER STD RES INC 0.1%

Value $505K Shares 500,000 Est. Cost $1.01 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value $489K Shares 4,500 Est. Cost $108.67 Unrealized —

CPK CHESAPEAKE UTILITIES CORP 0.1%

Value $489K Shares 6,250 Est. Cost $66.94 Unrealized 0.0%

PLCE CHILDRENS PL INC 0.1%

Value $484K Shares 4,100 Est. Cost $107.55 Unrealized 0.0%

— GENERAL ELECTRIC 0.1%

Value $484K Shares 20,000 Est. Cost $24.20 Unrealized —

— E TRADE FINANCIAL CORP 0.1%

Value $480K Shares 11,000 Est. Cost $43.64 Unrealized —

— CANTEL MEDICAL CORP. 0.1%

Value $471K Shares 5,000 Est. Cost $94.20 Unrealized —

FCX FREEPORT-MCMORAN INC 0.1%

Value $470K Shares 33,500 Est. Cost $12.74 Unrealized 0.0%

MLAB MESA LABORATORIES INC 0.1%

Value $463K Shares 3,100 Est. Cost $136.33 Unrealized 0.0%

ING ING GROEP N V 0.1%

Value $424K Shares 23,000 Est. Cost $12.56 Unrealized —

— SCICLONE PHARMACEUTICALS INC 0.1%

Value $423K Shares 37,800 Est. Cost $11.19 Unrealized —

— UNILEVER PLC 0.1%

Value $423K Shares 7,300 Est. Cost $40.68 Unrealized —

WCN WASTE CONNECTIONS INC. 0.1%

Value $420K Shares 6,000 Est. Cost $62.37 Unrealized 0.0%

CRUS CIRRUS LOGIC INC 0.1%

Value $417K Shares 7,825 Est. Cost $58.54 Unrealized 0.0%

KEYS KEYSIGHT TECHNOLOGIES 0.1%

Value $412K Shares 9,900 Est. Cost $40.96 Unrealized 0.0%

BAK BRASKEM S A 0.1%

Value $412K Shares 15,400 Est. Cost $11.86 Unrealized —

ABR ARBOR REALTY TRUST INC. 0.1%

Value $410K Shares 50,000 Est. Cost $8.34 Unrealized —

TTMI TTM TECHNOLOGIES INC 0.1%

Value $402K Shares 26,150 Est. Cost $15.59 Unrealized 0.0%

IEX IDEX CORP 0.1%

Value $401K Shares 3,300 Est. Cost $45.08 Unrealized +134.1%

BMA BANCO MACRO S A 0.1%

Value $399K Shares 3,400 Est. Cost $117.35 Unrealized —

1741046D STERIS PLC 0.1%

Value $398K Shares 4,500 Est. Cost $88.44 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 0.1%

Value $397K Shares 7,700 Est. Cost $51.56 Unrealized —

NJR NEW JERSEY RES 0.1%

Value $392K Shares 9,300 Est. Cost $31.74 Unrealized 0.0%

— WHEELER REAL ESTATE INVT TR 0.1%

Value $391K Shares 17,372 Est. Cost $22.51 Unrealized —

CDNS CADENCE DESIGN SYS INC 0.1%

Value $391K Shares 9,900 Est. Cost $15.99 Unrealized +130.4%

INGN INOGEN INC 0.1%

Value $385K Shares 4,050 Est. Cost $96.41 Unrealized 0.0%

ORA ORMAT TECHNOLOGIES INC 0.1%

Value $385K Shares 6,300 Est. Cost $34.30 Unrealized +59.1%

— COMMERCEHUB INC 0.1%

Value $383K Shares 17,927 Est. Cost $15.90 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $383K Shares 3,500 Est. Cost $61.61 Unrealized +45.4%

MSI MOTOROLA INC 0.1%

Value $382K Shares 4,500 Est. Cost $77.60 Unrealized 0.0%

THO THOR INDS INC 0.1%

Value $378K Shares 3,000 Est. Cost $31.55 Unrealized +187.7%

RCI ROGERS COMMUNICATIONS INC 0.1%

Value $376K Shares 7,300 Est. Cost $41.73 Unrealized +22.5%

FIS FIDELITY NATL INFORMATION SV 0.1%

Value $374K Shares 4,000 Est. Cost $55.68 Unrealized +40.4%

IT GARTNER INC 0.1%

Value $373K Shares 3,000 Est. Cost $87.10 Unrealized +41.9%

ABBV ABBVIE INC 0.1%

Value $373K Shares 4,200 Est. Cost $53.65 Unrealized 0.0%

SAP SAP SE 0.1%

Value $373K Shares 3,400 Est. Cost $88.81 Unrealized —

— BROOKFIELD ASSET MGMT INC 0.1%

Value $372K Shares 9,000 Est. Cost $35.63 Unrealized —

GGG GRACO INC 0.1%

Value $371K Shares 3,000 Est. Cost $23.37 Unrealized +46.6%

NXST NEXSTAR MEDIA GROUP INC 0.1%

Value $367K Shares 5,886 Est. Cost $46.91 Unrealized +4.0%

PTC PARAMETRIC TECH 0.1%

Value $366K Shares 6,500 Est. Cost $27.20 Unrealized +103.6%

CEVA CEVA INC 0.1%

Value $364K Shares 8,500 Est. Cost $43.19 Unrealized 0.0%

OLED UNIVERSAL DISPLAY CORP 0.1%

Value $361K Shares 2,800 Est. Cost $99.76 Unrealized +14.9%

— RELX NV 0.1%

Value $361K Shares 16,918 Est. Cost $16.43 Unrealized —

FDS FACTSET RESH SYS INC 0.1%

Value $360K Shares 2,000 Est. Cost $83.78 Unrealized +79.1%

MAS MASCO CORP 0.1%

Value $359K Shares 9,200 Est. Cost $23.79 Unrealized +39.2%

— MEDIDATA SOLUTIONS INC 0.1%

Value $359K Shares 4,600 Est. Cost $49.57 Unrealized —

CB CHUBB LTD. 0.1%

Value $356K Shares 2,500 Est. Cost $96.06 Unrealized +30.0%

GNTX GENTEX CORP 0.1%

Value $356K Shares 18,000 Est. Cost $18.18 Unrealized 0.0%

AMZN AMAZON.COM INC 0.1%

Value $356K Shares 370 Est. Cost $25.28 Unrealized +94.3%

ICLR ICON PLC 0.1%

Value $353K Shares 3,100 Est. Cost $38.50 Unrealized +176.0%

— UNIVERSAL FST PRODS INC 0.1%

Value $353K Shares 3,600 Est. Cost $89.51 Unrealized —

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $352K Shares 8,500 Est. Cost $25.71 Unrealized 0.0%

SIMO SILICON MOTION TECHNOLOGY CO 0.1%

Value $351K Shares 7,300 Est. Cost $14.14 Unrealized —

— US ECOLOGY INC 0.1%

Value $350K Shares 6,500 Est. Cost $37.23 Unrealized —

CCU COMPANIA CERVECERIAS UNIDAS 0.1%

Value $350K Shares 13,000 Est. Cost $23.31 Unrealized —

MAIN MAIN STREET CAPITAL CORP 0.1%

Value $350K Shares 8,800 Est. Cost $39.28 Unrealized 0.0%

— COMMERCEHUB INC 0.1%

Value $349K Shares 15,463 Est. Cost $15.78 Unrealized —

LBRDA LIBERTY BROADBAND CORP 0.1%

Value $348K Shares 3,700 Est. Cost $47.55 Unrealized +88.0%

MCO MOODY'S CORP 0.1%

Value $348K Shares 2,500 Est. Cost $73.12 Unrealized +66.8%

HL HECLA MINING CO 0.1%

Value $348K Shares 69,250 Est. Cost $4.92 Unrealized 0.0%

EBS EMERGENT BIOSOLUTIONS INC 0.1%

Value $348K Shares 8,600 Est. Cost $29.98 Unrealized +20.7%

— CDK GLOBAL INC 0.1%

Value $347K Shares 5,500 Est. Cost $46.73 Unrealized —

LEA LEAR CORP 0.1%

Value $346K Shares 2,000 Est. Cost $75.60 Unrealized +69.6%

— CHARTER FINANCIAL CORP 0.1%

Value $345K Shares 18,600 Est. Cost $18.55 Unrealized —

G GENPACT LTD 0.1%

Value $345K Shares 12,000 Est. Cost $15.93 Unrealized +62.5%

— VANTIV INC 0.1%

Value $345K Shares 4,900 Est. Cost $33.85 Unrealized —

PLOW DOUGLAS DYNAMICS INC 0.1%

Value $343K Shares 8,700 Est. Cost $34.13 Unrealized 0.0%

CDW CDW CORP/DE 0.1%

Value $343K Shares 5,200 Est. Cost $25.78 Unrealized +119.6%

LBRDK LIBERTY BROADBAND CORP 0.1%

Value $343K Shares 3,600 Est. Cost $47.43 Unrealized +90.0%

CHE CHEMED CORP 0.1%

Value $343K Shares 1,700 Est. Cost $142.14 Unrealized +34.4%

DPZ DOMINO'S PIZZA 0.1%

Value $342K Shares 1,725 Est. Cost $177.13 Unrealized 0.0%

PRSU VIAD CORP 0.1%

Value $341K Shares 5,600 Est. Cost $22.03 Unrealized +136.0%

WAT WATERS CORP 0.1%

Value $341K Shares 1,900 Est. Cost $142.72 Unrealized +27.1%

STZ CONSTELLATION BRANDS INC 0.1%

Value $339K Shares 1,700 Est. Cost $138.20 Unrealized +25.6%

CNC CENTENE CORP 0.1%

Value $339K Shares 3,500 Est. Cost $21.10 Unrealized +104.1%

PAGP PLAINS GP HOLDINGS LP 0.1%

Value $339K Shares 15,500 Est. Cost $21.87 Unrealized —

AMH AMERICAN HOMES 4 RENT 0.1%

Value $339K Shares 15,600 Est. Cost $21.73 Unrealized —

AZN ASTRAZENECA PLC 0.1%

Value $339K Shares 10,000 Est. Cost $30.83 Unrealized —

HXL HEXCEL CORP 0.1%

Value $339K Shares 5,900 Est. Cost $32.19 Unrealized +67.4%

ACN ACCENTURE PLC IRELAND 0.1%

Value $338K Shares 2,500 Est. Cost $63.81 Unrealized +79.7%

— AON PLC 0.1%

Value $336K Shares 2,300 Est. Cost $64.41 Unrealized —

LPLA LPL FINANCIAL HOLDINGS 0.1%

Value $335K Shares 6,500 Est. Cost $46.02 Unrealized 0.0%

TGS TRANSPORTADORA DE GAS SUR 0.1%

Value $335K Shares 16,500 Est. Cost $6.76 Unrealized —

PHG KONINKLIKE PHILLIPS NV 0.1%

Value $334K Shares 8,100 Est. Cost $30.62 Unrealized —

— APOLLO GLOBAL MGMT LLC 0.1%

Value $334K Shares 11,100 Est. Cost $30.09 Unrealized —

LFUS LITTELFUSE INC 0.1%

Value $333K Shares 1,700 Est. Cost $70.35 Unrealized +158.0%

WNC WABASH NATIONAL CORP 0.1%

Value $333K Shares 14,600 Est. Cost $11.13 Unrealized +58.8%

FMS FRESENIUS ME-ADR 0.1%

Value $332K Shares 6,800 Est. Cost $37.21 Unrealized —

TOL TOLL BROTHERS INC 0.1%

Value $332K Shares 8,000 Est. Cost $39.33 Unrealized 0.0%

CTAS CINTAS CORP 0.1%

Value $332K Shares 2,300 Est. Cost $25.60 Unrealized +19.1%

IP INTL PAPER CO 0.1%

Value $330K Shares 5,800 Est. Cost $31.25 Unrealized +16.8%

INTU INTUIT INC 0.1%

Value $327K Shares 2,300 Est. Cost $81.30 Unrealized +60.1%

— AVANGRID INC 0.1%

Value $327K Shares 6,900 Est. Cost $47.39 Unrealized —

NVS NOVARTIS A G 0.1%

Value $326K Shares 3,800 Est. Cost $72.89 Unrealized —

PLD PROLOGIS INC 0.1%

Value $324K Shares 5,100 Est. Cost $48.75 Unrealized 0.0%

— CORELOGIC INC 0.1%

Value $324K Shares 7,000 Est. Cost $46.29 Unrealized —

CPRT COPART INC 0.1%

Value $323K Shares 9,400 Est. Cost $5.96 Unrealized +34.4%

GTY GETTY REALTY CORP 0.1%

Value $323K Shares 11,300 Est. Cost $28.58 Unrealized —

— INDEPENDENT BANK GROUP 0.1%

Value $323K Shares 5,350 Est. Cost $60.37 Unrealized —

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value $322K Shares 13,300 Est. Cost $24.21 Unrealized —

WGO WINNEBAGO INDUSTRIES INC 0.1%

Value $322K Shares 7,200 Est. Cost $31.15 Unrealized +18.0%

DOX AMDOCS LTD 0.1%

Value $322K Shares 5,000 Est. Cost $28.59 Unrealized +91.2%

— LIBERTY INTERACTIVE CORP 0.1%

Value $322K Shares 5,600 Est. Cost $57.50 Unrealized —

NX QUANEX BUILDING PRODUCTS COR 0.1%

Value $321K Shares 14,000 Est. Cost $16.50 Unrealized +10.6%

— TRANSCANADA CORP 0.1%

Value $321K Shares 6,500 Est. Cost $45.08 Unrealized —

CRESY CRESUD S A C I F Y A 0.1%

Value $320K Shares 17,131 Est. Cost $14.15 Unrealized —

MKL MARKEL CORP 0.1%

Value $320K Shares 300 Est. Cost $523.59 Unrealized +97.5%

ALLE ALLEGION PLC 0.1%

Value $320K Shares 3,700 Est. Cost $44.33 Unrealized +64.8%

— NRG YIELD INC - CLASS C 0.1%

Value $320K Shares 16,600 Est. Cost $19.28 Unrealized —

— LIONS GATE ENTMNT CORP 0.1%

Value $318K Shares 10,000 Est. Cost $31.80 Unrealized —

TDY TELEDYNE TECH 0.1%

Value $318K Shares 2,000 Est. Cost $76.20 Unrealized +90.7%

— HARRIS CORP 0.1%

Value $316K Shares 2,400 Est. Cost $59.17 Unrealized —

ESNT ESSENT GROUP LTD 0.1%

Value $316K Shares 7,800 Est. Cost $34.61 Unrealized 0.0%

— CREDIT SUISSE GROUP 0.1%

Value $316K Shares 20,000 Est. Cost $15.80 Unrealized —

MDXG MIMEDX GROUP INC 0.1%

Value $315K Shares 26,500 Est. Cost $14.83 Unrealized 0.0%

AOS SMITH (A.O.)CORP 0.1%

Value $315K Shares 5,300 Est. Cost $41.33 Unrealized +17.2%

AHRT ARMADA HOFFLER PPTYS INC 0.1%

Value $315K Shares 22,800 Est. Cost $13.82 Unrealized —

— ROCKWELL COLLINS INC 0.1%

Value $314K Shares 2,400 Est. Cost $79.71 Unrealized —

NVR NVR INC 0.1%

Value $314K Shares 110 Est. Cost $1617.32 Unrealized +65.7%

FMC FMC CORP 0.1%

Value $313K Shares 3,500 Est. Cost $27.13 Unrealized +114.7%

REGN REGENERON PHARMACEUTICALS 0.1%

Value $313K Shares 700 Est. Cost $391.09 Unrealized +21.0%

RHI ROBERT HALF INTL INC 0.1%

Value $312K Shares 6,200 Est. Cost $46.21 Unrealized 0.0%

— AIRCASTLE LTD 0.1%

Value $312K Shares 14,000 Est. Cost $18.51 Unrealized —

— SENSATA TECHNOLOGIES HLDG NV 0.1%

Value $312K Shares 6,500 Est. Cost $38.92 Unrealized —

EXR EXTRA SPACE STOR 0.1%

Value $312K Shares 3,900 Est. Cost $56.89 Unrealized 0.0%

— CONVERGYS CORP 0.1%

Value $311K Shares 12,000 Est. Cost $27.75 Unrealized —

LCII LCI INDUSTRIES 0.1%

Value $310K Shares 2,680 Est. Cost $81.42 Unrealized -4.2%

TSCO TRACTOR SUPPLY COMPANY 0.1%

Value $310K Shares 4,900 Est. Cost $9.96 Unrealized 0.0%

ALV AUTOLIV INC 0.1%

Value $309K Shares 2,500 Est. Cost $40.38 Unrealized +64.9%

AMWD AMERICAN WOODMARK CORP 0.1%

Value $308K Shares 3,200 Est. Cost $92.57 Unrealized 0.0%

AYI ACUITY BRANDS INC 0.1%

Value $308K Shares 1,800 Est. Cost $181.12 Unrealized 0.0%

META FACEBOOK INC 0.1%

Value $308K Shares 1,800 Est. Cost $25.44 Unrealized +551.5%

GPK GRAPHIC PACKAGING HLDG CO 0.1%

Value $307K Shares 22,000 Est. Cost $13.19 Unrealized +1.6%

— INTEGRATED DEVICE TECH 0.1%

Value $306K Shares 11,500 Est. Cost $26.61 Unrealized —

— CELGENE CORP 0.1%

Value $306K Shares 2,100 Est. Cost $120.00 Unrealized —

NOAH NOAH HLDGS LTD 0.1%

Value $305K Shares 9,500 Est. Cost $23.37 Unrealized —

PCAR PACCAR INC 0.1%

Value $304K Shares 4,200 Est. Cost $28.43 Unrealized +13.9%

XRAY DENTSPLY SIRONA INC 0.1%

Value $304K Shares 5,079 Est. Cost $58.93 Unrealized +0.9%

OLLI OLLIES BARGAIN OUTLT HLDGS I 0.1%

Value $302K Shares 6,500 Est. Cost $44.14 Unrealized 0.0%

GRMN GARMIN LTD 0.1%

Value $302K Shares 5,600 Est. Cost $39.20 Unrealized +7.2%

MOS MOSAIC CO NEW 0.1%

Value $302K Shares 14,000 Est. Cost $18.92 Unrealized 0.0%

— LIBERTY MEDIA CORPORATION 0.1%

Value $302K Shares 7,200 Est. Cost $31.39 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $302K Shares 2,000 Est. Cost $111.62 Unrealized +6.8%

AKAM AKAMAI TECHNOLOGIES INC 0.1%

Value $302K Shares 6,200 Est. Cost $47.83 Unrealized 0.0%

— SCRIPPS NETWORKS INTERACT IN 0.1%

Value $301K Shares 3,500 Est. Cost $86.00 Unrealized —

ORCL ORACLE CORP 0.1%

Value $300K Shares 6,200 Est. Cost $27.58 Unrealized +59.3%

TTC TORO CO. 0.1%

Value $298K Shares 4,800 Est. Cost $34.91 Unrealized +91.9%

ADBE ADOBE SYS INC 0.1%

Value $298K Shares 2,000 Est. Cost $86.68 Unrealized +72.2%

WINA WINMARK CORP 0.1%

Value $296K Shares 2,250 Est. Cost $130.98 Unrealized 0.0%

TEO TELECOM ARGENTINA S A 0.1%

Value $296K Shares 9,600 Est. Cost $18.31 Unrealized —

PZZA PAPA JOHN'S INTL 0.1%

Value $296K Shares 4,050 Est. Cost $61.89 Unrealized 0.0%

GENC GENCOR INDUSTRIES INC 0.1%

Value $296K Shares 16,750 Est. Cost $16.12 Unrealized 0.0%

— TOTAL SYS SVCS INC 0.1%

Value $295K Shares 4,500 Est. Cost $49.11 Unrealized —

EA ELECTRONIC ARTS 0.1%

Value $295K Shares 2,500 Est. Cost $26.06 Unrealized +332.1%

CRTO CRITEO S A 0.1%

Value $291K Shares 7,000 Est. Cost $33.60 Unrealized —

THG HANOVER INS GROUP INC 0.1%

Value $291K Shares 3,000 Est. Cost $43.91 Unrealized +68.8%

OPLN KAR AUCTION SERVICES INC 0.1%

Value $291K Shares 6,100 Est. Cost $15.96 Unrealized +3.4%

PFG PRINCIPAL FINL GROUP INC 0.1%

Value $290K Shares 4,500 Est. Cost $39.76 Unrealized +17.3%

CHT CHUNGHWA TELECOM CO LTD 0.1%

Value $290K Shares 8,500 Est. Cost $30.71 Unrealized —

MRK MERCK & CO 0.1%

Value $288K Shares 4,500 Est. Cost $46.68 Unrealized 0.0%

LOW LOWE'S COS INC 0.1%

Value $288K Shares 3,600 Est. Cost $32.16 Unrealized +104.1%

WWD WOODWARD INC 0.1%

Value $287K Shares 3,700 Est. Cost $39.69 Unrealized +68.1%

AXS AXIS CAPITAL HOLDINGS LTD 0.1%

Value $287K Shares 5,000 Est. Cost $33.36 Unrealized +45.8%

— ELLIE MAE INC 0.1%

Value $287K Shares 3,500 Est. Cost $69.81 Unrealized —

CMI CUMMINS INC 0.1%

Value $286K Shares 1,700 Est. Cost $94.73 Unrealized +37.2%

BUD ANHEUSER BUSCH INBEV SA/NV 0.1%

Value $286K Shares 2,400 Est. Cost $105.42 Unrealized —

— MDC HOLDINGS INC 0.1%

Value $286K Shares 8,610 Est. Cost $25.84 Unrealized —

VLO VALERO ENERGY CORP NEW 0.1%

Value $285K Shares 3,700 Est. Cost $42.78 Unrealized +15.5%

— ULTIMATE SOFTWARE GROUP 0.1%

Value $284K Shares 1,500 Est. Cost $179.33 Unrealized —

DRI DARDEN RESTAURANTS INC 0.1%

Value $284K Shares 3,600 Est. Cost $53.91 Unrealized +23.9%

PPG PPG INDS INC 0.1%

Value $283K Shares 2,600 Est. Cost $77.00 Unrealized +18.3%

LVS LAS VEGAS SANDS CORP 0.1%

Value $282K Shares 4,400 Est. Cost $46.83 Unrealized +10.4%

IDT IDT CORP 0.1%

Value $282K Shares 20,000 Est. Cost $12.33 Unrealized 0.0%

UTHR UNITED THERAPEUTICS CORP DEL 0.1%

Value $281K Shares 2,400 Est. Cost $127.70 Unrealized 0.0%

EVR EVERCORE PARTNERS INC 0.1%

Value $281K Shares 3,500 Est. Cost $43.65 Unrealized +43.5%

— JUNIPER NETWORKS INC 0.1%

Value $278K Shares 10,000 Est. Cost $25.50 Unrealized —

— ITAU CORPBANCA 0.1%

Value $278K Shares 20,000 Est. Cost $13.90 Unrealized —

— MAXIM INTEGRATED PRODS INC 0.1%

Value $277K Shares 5,800 Est. Cost $38.62 Unrealized —

BRK/A BERKSHIRE HATHAWAY INC DEL 0.1%

Value $275K Shares 1 Est. Cost $230816.08 Unrealized +15.0%

LKQ LKQ CORP 0.1%

Value $274K Shares 7,600 Est. Cost $24.54 Unrealized +24.6%

SNY SANOFI 0.1%

Value $274K Shares 5,500 Est. Cost $49.00 Unrealized —

MTN VAIL RESORTS INC 0.1%

Value $274K Shares 1,200 Est. Cost $217.26 Unrealized 0.0%

IVZ INVESCO LTD 0.1%

Value $273K Shares 7,800 Est. Cost $23.01 Unrealized 0.0%

WMK WEIS MARKETS INC 0.1%

Value $272K Shares 6,250 Est. Cost $37.40 Unrealized 0.0%

USB US BANCORP 0.1%

Value $268K Shares 5,000 Est. Cost $29.97 Unrealized +26.0%

— AGRIUM INC 0.1%

Value $268K Shares 2,500 Est. Cost $95.92 Unrealized —

PFS PROVIDENT FINL SVCS INC 0.1%

Value $267K Shares 10,000 Est. Cost $13.27 Unrealized +26.8%

DHR DANAHER CORP 0.1%

Value $266K Shares 3,100 Est. Cost $27.40 Unrealized +159.4%

— LIBERTY EXPEDIA HOLDINGS 0.1%

Value $266K Shares 5,000 Est. Cost $54.00 Unrealized —

— HILL-ROM HOLDING 0.1%

Value $266K Shares 3,600 Est. Cost $73.89 Unrealized —

BBD BANCO BRADESCO S A 0.1%

Value $266K Shares 24,000 Est. Cost $11.08 Unrealized —

— AEGON N V 0.1%

Value $266K Shares 46,000 Est. Cost $5.78 Unrealized —

GBCI GLACIER BANCORP INC 0.1%

Value $264K Shares 7,000 Est. Cost $23.95 Unrealized +10.6%

WAFD WASHINGTON FED INC 0.1%

Value $262K Shares 7,800 Est. Cost $16.13 Unrealized +55.9%

NGG NATIONAL GRID PLC 0.1%

Value $259K Shares 4,125 Est. Cost $62.79 Unrealized —

STLD STEEL DYNAMICS INC 0.1%

Value $259K Shares 7,500 Est. Cost $11.35 Unrealized +159.9%

TMUS T MOBILE US INC 0.1%

Value $259K Shares 4,200 Est. Cost $36.47 Unrealized +66.1%

FMX FOMENTO ECONOMICO MEXICANO S 0.1%

Value $258K Shares 2,700 Est. Cost $97.78 Unrealized —

NEU NEWMARKET CORP 0.1%

Value $255K Shares 600 Est. Cost $215.14 Unrealized +71.5%

LMAT LEMAITRE VASCULAR INC 0.1%

Value $255K Shares 6,825 Est. Cost $31.38 Unrealized 0.0%

— WESTROCK CO 0.1%

Value $255K Shares 4,500 Est. Cost $50.67 Unrealized —

NKE NIKE INC 0.1%

Value $254K Shares 4,900 Est. Cost $42.31 Unrealized +19.1%

SMFG SUMITOMO MITSUI FINL GROUP I 0.1%

Value $254K Shares 33,000 Est. Cost $6.84 Unrealized —

AJG ARTHUR J GALLAGHER CO 0.1%

Value $252K Shares 4,100 Est. Cost $42.42 Unrealized +22.6%

— NTT DOCOMO INC 0.1%

Value $251K Shares 11,000 Est. Cost $22.73 Unrealized —

IDCC INTERDIGITAL INC 0.1%

Value $251K Shares 3,400 Est. Cost $73.19 Unrealized 0.0%

AZO AUTOZONE INC 0.1%

Value $250K Shares 420 Est. Cost $448.75 Unrealized +18.7%

OTEX OPEN TEXT CORP 0.1%

Value $249K Shares 7,700 Est. Cost $26.55 Unrealized 0.0%

— TE CONNECTIVITY LTD 0.1%

Value $249K Shares 3,000 Est. Cost $83.00 Unrealized —

LMT LOCKHEED MARTIN CORP 0.1%

Value $248K Shares 800 Est. Cost $195.92 Unrealized +21.8%

ENB ENBRIDGE INC 0.1%

Value $247K Shares 5,904 Est. Cost $24.73 Unrealized -1.6%

PG PROCTER AND GAMBLE CO 0.1%

Value $246K Shares 2,700 Est. Cost $66.77 Unrealized +9.4%

GEF GREIF INC 0.1%

Value $246K Shares 4,200 Est. Cost $30.68 Unrealized +37.5%

TRMK TRUSTMARK CORP 0.1%

Value $245K Shares 7,400 Est. Cost $20.23 Unrealized +19.3%

WEC WEC ENERGY GROUP 0.1%

Value $245K Shares 3,900 Est. Cost $42.76 Unrealized +14.1%

PEP PEPSICO INC 0.1%

Value $245K Shares 2,200 Est. Cost $79.36 Unrealized +12.7%

— KKR & CO L P DEL 0.1%

Value $244K Shares 12,000 Est. Cost $20.33 Unrealized —

— CA INC 0.1%

Value $244K Shares 7,300 Est. Cost $31.78 Unrealized —

GOOGL ALPHABET INC 0.1%

Value $243K Shares 250 Est. Cost $41.73 Unrealized +12.8%

RIO RIO TINTO PLC 0.1%

Value $241K Shares 5,100 Est. Cost $47.25 Unrealized —

— CONN'S INC 0.1%

Value $241K Shares 8,550 Est. Cost $28.19 Unrealized —

GOOG ALPHABET INC 0.1%

Value $240K Shares 250 Est. Cost $40.71 Unrealized +13.6%

— SINOPEC SHANGHAI PETROCHEMIC 0.1%

Value $239K Shares 4,000 Est. Cost $59.75 Unrealized —

SAFT SAFETY INS GROUP INC 0.1%

Value $237K Shares 3,100 Est. Cost $65.27 Unrealized +9.1%

— CHIMERA INVESTMENT CORP 0.1%

Value $237K Shares 12,500 Est. Cost $18.96 Unrealized —

— LEGG MASON INC 0.1%

Value $236K Shares 6,000 Est. Cost $36.17 Unrealized —

DTE DTE ENERGY CO 0.1%

Value $236K Shares 2,200 Est. Cost $69.96 Unrealized 0.0%

WMT WAL-MART STORES INC 0.1%

Value $234K Shares 3,000 Est. Cost $19.91 Unrealized +15.0%

CNO CNO FINL GROUP INC 0.1%

Value $233K Shares 10,000 Est. Cost $14.06 Unrealized +31.6%

— SOTHEBYS 0.1%

Value $233K Shares 5,050 Est. Cost $46.14 Unrealized —

PANW PALO ALTO NETWORKS INC 0.1%

Value $231K Shares 1,600 Est. Cost $20.20 Unrealized +12.7%

LLY ELI LILLY & CO 0.1%

Value $231K Shares 2,700 Est. Cost $69.54 Unrealized +3.7%

— AU OPTRONICS CORP 0.1%

Value $230K Shares 57,000 Est. Cost $3.65 Unrealized —

OMC OMNICOM GROUP INC 0.1%

Value $230K Shares 3,100 Est. Cost $60.96 Unrealized -6.3%

CPT CAMDEN PROP TR 0.1%

Value $229K Shares 2,500 Est. Cost $60.73 Unrealized +11.3%

HMN HORACE MANN EDUCATORS CORP N 0.1%

Value $228K Shares 5,800 Est. Cost $35.40 Unrealized +4.1%

— ANNALY CAP MGMT INC 0.1%

Value $226K Shares 18,500 Est. Cost $12.22 Unrealized —

ULTA ULTA BEAUTY INC 0.1%

Value $226K Shares 1,000 Est. Cost $99.40 Unrealized +142.2%

BTI BRITISH AMERN TOB PLC 0.1%

Value $225K Shares 3,600 Est. Cost $91.53 Unrealized —

— ALLERGAN PLC 0.1%

Value $225K Shares 1,100 Est. Cost $303.31 Unrealized —

— ALLETE INC 0.1%

Value $224K Shares 2,900 Est. Cost $77.24 Unrealized —

BGS B&G FOODS INC 0.1%

Value $223K Shares 7,000 Est. Cost $16.01 Unrealized 0.0%

— BB&T CORP 0.1%

Value $221K Shares 4,700 Est. Cost $47.02 Unrealized —

BCE BCE INC 0.1%

Value $218K Shares 4,650 Est. Cost $25.43 Unrealized +9.9%

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $218K Shares 1,500 Est. Cost $103.05 Unrealized -6.0%

SYY SYSCO CORP 0.1%

Value $216K Shares 4,000 Est. Cost $40.96 Unrealized +2.1%

— ENEL AMERICAS S A 0.1%

Value $215K Shares 21,000 Est. Cost $8.57 Unrealized —

COST COSTCO WHOLESALE 0.1%

Value $214K Shares 1,300 Est. Cost $140.12 Unrealized 0.0%

ORANY ORANGE 0.1%

Value $213K Shares 13,000 Est. Cost $15.15 Unrealized —

BNS BANK N S HALIFAX 0.1%

Value $212K Shares 3,300 Est. Cost $40.31 Unrealized 0.0%

ALX ALEXANDER'S, INC. 0.1%

Value $212K Shares 500 Est. Cost $420.00 Unrealized —

PAYX PAYCHEX INC 0.1%

Value $210K Shares 3,500 Est. Cost $44.58 Unrealized 0.0%

RGR STURM RUGER & CO 0.1%

Value $209K Shares 4,050 Est. Cost $52.78 Unrealized 0.0%

NHI NATIONAL HEALTH INVS INC 0.1%

Value $209K Shares 2,700 Est. Cost $79.26 Unrealized —

KBH KB HOME 0.1%

Value $203K Shares 8,400 Est. Cost $18.98 Unrealized +6.5%

HOFT HOOKER FURNITURE CORP 0.1%

Value $203K Shares 4,250 Est. Cost $42.85 Unrealized 0.0%

AES AES CORP 0.1%

Value $198K Shares 18,000 Est. Cost $8.38 Unrealized -1.9%

— BLUE CAPITAL REISURANCE 0.1%

Value $196K Shares 11,891 Est. Cost $18.42 Unrealized —

KHC KRAFT HEINZ CO/ THE 0.0%

Value $155K Shares 2,000 Est. Cost $56.41 Unrealized 0.0%

— TILE SHOP HOLDINGS INC 0.0%

Value $145K Shares 11,450 Est. Cost $12.66 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
ARCC	ARES CAP CORP	2,330,000	$38.19M	10.0%	$6.32	+15.3%	COM	04010L103
SLRC	SOLAR CAP LTD	1,240,000	$26.83M	7.0%	$7.95	+21.2%	COM	83413U100
RITM	NEW RESIDENTIAL INVT CORP	1,250,000	$20.91M	5.5%	$16.73	—	COM NEW	64828T201
—	TWO HARBORS INVESTMENT CO	1,500,000	$15.12M	4.0%	$9.10	—	COM	90187B101
—	BGC PARTNERS INC	750,000	$10.85M	2.8%	$9.42	—	CL A	05541T101
ARI	APOLLO COML REAL EST FIN INC	550,000	$9.961M	2.6%	$16.67	—	COM	03762U105
T	AT&T INC	211,300	$8.277M	2.2%	$12.03	+29.7%	COM	00206R102
—	TCP CAPITAL CORP	450,000	$7.421M	1.9%	$16.58	—	COM	87238Q103
VZ	VERIZON COMMUNICATIONS INC	137,400	$6.8M	1.8%	$27.30	+10.7%	COM	92343V104
IWD	ISHARES TR	55,000	$6.518M	1.7%	$117.11	—	RUS 1000 VAL ETF	464287598
—	PORTFOLIO RECOVERY ASSOCS IN	6,020,000	$5.565M	1.5%	$0.92	—	NOTE 3.000% 8/0	73640QAB1
NMFC	NEW MOUNTAIN FINANCE CORP	390,000	$5.558M	1.5%	$4.60	+24.7%	COM	647551100
SCHD	SCHWAB STRATEGIC TR	110,000	$5.148M	1.3%	$45.25	—	US DIVIDEND EQ	808524797
SCHV	SCHWAB STRATEGIC TR	90,000	$4.664M	1.2%	$50.46	—	US LCAP VA ETF	808524409
FDUS	FIDUS INVESTMENT CORP	275,000	$4.422M	1.2%	$5.13	+23.9%	COM	316500107
—	MFA FINL INC	470,000	$4.117M	1.1%	$7.81	—	COM	55272X102
STWD	STARWOOD PPTY TR INC	180,000	$3.91M	1.0%	$21.14	—	COM	85571B105
LADR	LADDER CAPITAL CORP	250,000	$3.445M	0.9%	$13.84	—	CL A	505743104
—	SEMGROUP CORP	110,000	$3.163M	0.8%	$28.75	—	CL A	81663A105
BXMT	BLACKSTONE MORT TR INC	100,000	$3.102M	0.8%	$28.22	—	COM CL A	09257W100
ACRE	ARES COML REAL ESTATE CORP	230,000	$3.061M	0.8%	$13.09	—	COM	04013V108
—	ROYAL DUTCH SHELL PLC	50,000	$3.029M	0.8%	$52.95	—	SPONS ADR A	780259206
VT	VANGUARD INTL EQUITY INDEX F	41,000	$2.9M	0.8%	$70.73	—	TT WRLD ST ETF	922042742
—	ROYAL BK OF SCOTLAND PLC	2,700,000	$2.834M	0.7%	$1.05	—	DEBT 7.500%12/3	780099CJ4
SPY	SPDR S&P 500 ETF TR	10,000	$2.512M	0.7%	$229.21	—	TR UNIT	78462F103
—	SPIRIT RLTY CAP INC NEW	2,500,000	$2.511M	0.7%	$1.00	—	NOTE 2.875% 5/1	84860WAA0
LEG	LEGGETT & PLATT INC	50,000	$2.387M	0.6%	$48.33	0.0%	COM	524660107
LNC	LINCOLN NATL CRP	32,000	$2.351M	0.6%	$44.93	+11.2%	COM	534187109
—	ROYAL BK SCOTLAND GROUP PLC	2,000,000	$2.223M	0.6%	$1.11	—	NOTE 8.625%12/3	780097BB6
ALLY	ALLY FINANCIAL, INC.	88,600	$2.149M	0.6%	$16.26	+7.1%	COM	02005N100
—	ELLINGTON FINANCIAL LLC	135,000	$2.132M	0.6%	$22.97	—	COM	288522303
WFC	WELLS FARGO & CO	37,000	$2.041M	0.5%	$39.88	+5.7%	COM	949746101
—	LAM RESEARCH CORP	10,500	$1.943M	0.5%	$105.76	—	COM	512807108
CSCO	CISCO SYS INC	55,500	$1.866M	0.5%	$23.50	+5.1%	COM	17275R102
C	CITIGROUP INC	25,000	$1.819M	0.5%	$48.42	+7.2%	COM NEW	172967424
BAC	BANK AMER CORP	71,000	$1.799M	0.5%	$16.16	+23.5%	COM	060505104
AAPL	APPLE INC	10,600	$1.634M	0.4%	$25.93	+39.4%	COM	037833100
—	CORENERGY INFRASTRUCTURE TR	60,000	$1.56M	0.4%	$26.00	—	DEP SHS REPSTG	21870U304
BA	BOEING CO	6,000	$1.525M	0.4%	$135.00	+63.3%	COM	097023105
SCHB	SCHWAB STRATEGIC TR	25,000	$1.523M	0.4%	$55.92	—	US BRD MKT ETF	808524102
CVX	CHEVRON CORP	12,550	$1.475M	0.4%	$72.40	+5.2%	COM	166764100
SWKS	SKYWORKS SOLUTIONS INC	14,000	$1.427M	0.4%	$63.42	+36.1%	COM	83088M102
TTWO	TAKE-TWO INTERACTIVE SOFTWAR	13,800	$1.411M	0.4%	$64.35	+39.1%	COM	874054109
MET	METLIFE INC	26,800	$1.392M	0.4%	$34.03	+7.6%	COM	59156R108
BP	BP PLC-ADR	35,750	$1.374M	0.4%	$34.66	—	SPONSORED ADR	055622104
UPS	UNITED PARCEL SERVICE INC	11,425	$1.372M	0.4%	$77.82	+6.5%	CL B	911312106
JNJ	JOHNSON & JOHNSON	10,400	$1.352M	0.4%	$89.71	+17.0%	COM	478160104
MGA	MAGNA INTL INC	25,000	$1.335M	0.3%	$31.97	+17.5%	COM	559222401
PFE	PFIZER INC	36,400	$1.299M	0.3%	$20.50	+8.5%	COM	717081103
FDX	FEDEX CORP	5,700	$1.286M	0.3%	$158.34	+16.8%	COM	31428X106
MSFT	MICROSOFT CORP	17,000	$1.266M	0.3%	$53.94	+23.6%	COM	594918104
CCL	CARNIVAL CORP	19,500	$1.259M	0.3%	$44.75	+36.1%	UNIT 99/99/9999	143658300
EMN	EASTMAN CHEMICAL	13,500	$1.222M	0.3%	$53.34	+20.2%	COM	277432100
JCI	JOHNSON CONTROLS INT'L	30,000	$1.209M	0.3%	$34.14	-2.2%	SHS	G51502105
—	MONSANTO CO	10,000	$1.198M	0.3%	$105.20	—	COM	61166W101
TGT	TARGET CORP	20,000	$1.18M	0.3%	$44.13	0.0%	COM	87612E106
FAST	FASTENAL CO	25,000	$1.14M	0.3%	$8.67	0.0%	COM	311900104
VOD	VODAFONE GROUP PLC NEW	40,000	$1.138M	0.3%	$28.73	—	SPONSORED ADR	92857W308
HON	HONEYWELL INTL	8,000	$1.134M	0.3%	$84.48	+23.5%	COM	438516106
COP	CONOCOPHILLIPS	22,000	$1.101M	0.3%	$34.77	-0.9%	COM	20825C104
MCD	MCDONALDS CORP	7,000	$1.097M	0.3%	$94.30	+36.4%	COM	580135101
—	COACH INC	27,000	$1.088M	0.3%	$38.92	—	COM	189754104
XOM	EXXON MOBIL CORP	13,000	$1.066M	0.3%	$56.11	-3.2%	COM	30231G102
DIS	WALT DISNEY CO	10,700	$1.055M	0.3%	$90.71	+6.9%	COM DISNEY	254687106
—	COVANTA HOLDING CORP.	70,000	$1.04M	0.3%	$15.60	—	COM	22282E102
—	CAPITALA FINANCE CORP.	40,000	$998K	0.3%	$24.95	—	5.75% NT CV 22	14054R403
AMP	AMERIPRISE FINL INC	6,700	$995K	0.3%	$95.03	+24.8%	COM	03076C106
CODI	COMPASS DIVERSIFIED HLDGS	55,000	$976K	0.3%	$7.10	+44.9%	SH BEN INT	20451Q104
PRGO	PERRIGO CO	11,400	$965K	0.3%	$77.80	0.0%	SHS	G97822103
ACM	AECOM	26,000	$957K	0.3%	$31.61	0.0%	COM	00766T100
LUV	SOUTHWEST AIRLINES CO	17,000	$952K	0.2%	$40.16	+26.0%	COM	844741108
SIG	SIGNET JEWELERS LTD	14,300	$952K	0.2%	$51.51	0.0%	SHS	G81276100
—	WEATHERFORD INTL PLC	206,500	$946K	0.2%	$4.58	—	ORD SHS	G48833100
—	HURON CONSULTING GROUP INC	1,000,000	$938K	0.2%	$0.94	—	NOTE 1.250%10/0	447462AB8
NNBR	NN INC	31,700	$919K	0.2%	$25.85	0.0%	COM	629337106
SLB	SCHLUMBERGER LTD	13,000	$907K	0.2%	$63.04	-17.7%	COM	806857108
—	TEVA PHARMACEUTICAL FIN LLC	1,000,000	$906K	0.2%	$0.91	—	DBCV 0.250% 2/0	88163VAE9
—	ABIOMED INC	5,150	$868K	0.2%	$168.54	—	COM	003654100
MSM	MSC INDL DIRECT INC	11,400	$861K	0.2%	$72.54	0.0%	CL A	553530106
RS	RELIANCE STEEL & ALUMINUM CO	11,100	$845K	0.2%	$73.06	0.0%	COM	759509102
FAF	FIRST AMERICAN FINANCIAL	16,850	$842K	0.2%	$36.13	0.0%	COM	31847R102
COR	AMERISOURCEBERGEN CORP	10,100	$836K	0.2%	$64.71	0.0%	COM	03073E105
ZBH	ZIMMER BIOMET HOLDINGS	7,100	$831K	0.2%	$107.78	0.0%	COM	98956P102
HD	HOME DEPOT INC	5,000	$818K	0.2%	$125.16	0.0%	COM	437076102
EQT	EQT CORP	11,500	$750K	0.2%	$31.36	0.0%	COM	26884L109
—	GRUBHUB, INC.	13,500	$711K	0.2%	$52.67	—	COM	400110102
HPE	HEWLETT-PACKARD ENTERPRIS	48,000	$706K	0.2%	$10.56	0.0%	COM	42824C109
MMS	MAXIMUS INC	10,950	$706K	0.2%	$61.30	0.0%	COM	577933104
PAYC	PAYCOM SOFTWARE INC	9,400	$705K	0.2%	$70.18	0.0%	COM	70432V102
—	CSRA INC	21,800	$703K	0.2%	$32.25	—	COM	12650T104
TSM	TAIWAN SEMICONDUCTOR MFG LTD	18,500	$695K	0.2%	$23.63	—	SPONSORED ADR	874039100
—	SEAGATE TECHNOLOGY PLC	20,000	$663K	0.2%	$33.15	—	SHS	G7945M107
RL	RALPH LAUREN CORP	7,300	$645K	0.2%	$69.79	0.0%	CL A	751212101
VOYA	VOYA FINANCIAL INC	16,000	$638K	0.2%	$34.38	0.0%	COM	929089100
—	TECH DATA CORP	7,100	$631K	0.2%	$88.87	—	COM	878237106
—	PARTY CITY HOLDCO	44,800	$607K	0.2%	$13.55	—	COM	702149105
AR	ANTERO RESOURCES CORP	30,200	$601K	0.2%	$20.14	0.0%	COM	03674X106
VISN	COMMSCOPE HOLDING CO INC	18,000	$598K	0.2%	$34.16	0.0%	COM	20337X109
CBRL	CRACKER BARREL	3,900	$591K	0.2%	$108.20	0.0%	COM	22410J106
AAP	ADVANCE AUTO PARTS INC	5,800	$575K	0.2%	$88.61	0.0%	COM	00751Y106
INTC	INTEL CORP	14,800	$564K	0.1%	$24.41	+21.2%	COM	458140100
PSX	PHILLIPS 66	6,100	$559K	0.1%	$57.28	+6.9%	COM	718546104
—	ROYAL BK OF SCOTLAND PLC	500,000	$555K	0.1%	$1.11	—	NOTE 8.000%12/3	780099CK1
OKE	ONEOK INC	10,000	$554K	0.1%	$32.05	0.0%	COM	682680103
—	NV5 HOLDINGS INC	10,000	$547K	0.1%	$54.70	—	COM	62945V109
HCKT	HACKETT GROUP INC	35,650	$542K	0.1%	$14.89	0.0%	COM	404609109
SPYD	SPDR SER TR	15,000	$540K	0.1%	$36.00	—	SP500 HIGH DIV	78468R788
FN	FABRINET	14,050	$521K	0.1%	$40.92	0.0%	SHS	G3323L100
GVA	GRANITE CONSTR INC	8,775	$509K	0.1%	$52.71	0.0%	COM	387328107
—	SILVER STD RES INC	500,000	$505K	0.1%	$1.01	—	NOTE 2.875% 2/0	82823LAC0
—	KANSAS CITY SOUTHERN	4,500	$489K	0.1%	$108.67	—	COM NEW	485170302
CPK	CHESAPEAKE UTILITIES CORP	6,250	$489K	0.1%	$66.94	0.0%	COM	165303108
PLCE	CHILDRENS PL INC	4,100	$484K	0.1%	$107.55	0.0%	COM	168905107
—	GENERAL ELECTRIC	20,000	$484K	0.1%	$24.20	—	COM	369604103
—	E TRADE FINANCIAL CORP	11,000	$480K	0.1%	$43.64	—	COM NEW	269246401
—	CANTEL MEDICAL CORP.	5,000	$471K	0.1%	$94.20	—	COM	138098108
FCX	FREEPORT-MCMORAN INC	33,500	$470K	0.1%	$12.74	0.0%	CL B	35671D857
MLAB	MESA LABORATORIES INC	3,100	$463K	0.1%	$136.33	0.0%	COM	59064R109
ING	ING GROEP N V	23,000	$424K	0.1%	$12.56	—	SPONSORED ADR	456837103
—	SCICLONE PHARMACEUTICALS INC	37,800	$423K	0.1%	$11.19	—	COM	80862K104
—	UNILEVER PLC	7,300	$423K	0.1%	$40.68	—	SPON ADR NEW	904767704
WCN	WASTE CONNECTIONS INC.	6,000	$420K	0.1%	$62.37	0.0%	COM	94106B101
CRUS	CIRRUS LOGIC INC	7,825	$417K	0.1%	$58.54	0.0%	COM	172755100
KEYS	KEYSIGHT TECHNOLOGIES	9,900	$412K	0.1%	$40.96	0.0%	COM	49338L103
BAK	BRASKEM S A	15,400	$412K	0.1%	$11.86	—	SP ADR PFD A	105532105
ABR	ARBOR REALTY TRUST INC.	50,000	$410K	0.1%	$8.34	—	COM	038923108
TTMI	TTM TECHNOLOGIES INC	26,150	$402K	0.1%	$15.59	0.0%	COM	87305R109
IEX	IDEX CORP	3,300	$401K	0.1%	$45.08	+134.1%	COM	45167R104
BMA	BANCO MACRO S A	3,400	$399K	0.1%	$117.35	—	SPON ADR B	05961W105
1741046D	STERIS PLC	4,500	$398K	0.1%	$88.44	—	SHS USD	G84720104
GGAL	GRUPO FINANCIERO GALICIA S A	7,700	$397K	0.1%	$51.56	—	SP ADR 10 SH B	399909100
NJR	NEW JERSEY RES	9,300	$392K	0.1%	$31.74	0.0%	COM	646025106
—	WHEELER REAL ESTATE INVT TR	17,372	$391K	0.1%	$22.51	—	PFD CNV SER D	963025606
CDNS	CADENCE DESIGN SYS INC	9,900	$391K	0.1%	$15.99	+130.4%	COM	127387108
INGN	INOGEN INC	4,050	$385K	0.1%	$96.41	0.0%	COM	45780L104
ORA	ORMAT TECHNOLOGIES INC	6,300	$385K	0.1%	$34.30	+59.1%	COM	686688102
—	COMMERCEHUB INC	17,927	$383K	0.1%	$15.90	—	COM SER C	20084V306
ADP	AUTOMATIC DATA PROCESSING IN	3,500	$383K	0.1%	$61.61	+45.4%	COM	053015103
MSI	MOTOROLA INC	4,500	$382K	0.1%	$77.60	0.0%	COM NEW	620076307
THO	THOR INDS INC	3,000	$378K	0.1%	$31.55	+187.7%	COM	885160101
RCI	ROGERS COMMUNICATIONS INC	7,300	$376K	0.1%	$41.73	+22.5%	CL B	775109200
FIS	FIDELITY NATL INFORMATION SV	4,000	$374K	0.1%	$55.68	+40.4%	COM	31620M106
IT	GARTNER INC	3,000	$373K	0.1%	$87.10	+41.9%	COM	366651107
ABBV	ABBVIE INC	4,200	$373K	0.1%	$53.65	0.0%	COM	00287Y109
SAP	SAP SE	3,400	$373K	0.1%	$88.81	—	SPON ADR	803054204
—	BROOKFIELD ASSET MGMT INC	9,000	$372K	0.1%	$35.63	—	CL A LTD VT SH	112585104
GGG	GRACO INC	3,000	$371K	0.1%	$23.37	+46.6%	COM	384109104
NXST	NEXSTAR MEDIA GROUP INC	5,886	$367K	0.1%	$46.91	+4.0%	CL A	65336K103
PTC	PARAMETRIC TECH	6,500	$366K	0.1%	$27.20	+103.6%	COM	69370C100
CEVA	CEVA INC	8,500	$364K	0.1%	$43.19	0.0%	COM	157210105
OLED	UNIVERSAL DISPLAY CORP	2,800	$361K	0.1%	$99.76	+14.9%	COM	91347P105
—	RELX NV	16,918	$361K	0.1%	$16.43	—	SPONSORED ADR	75955B102
FDS	FACTSET RESH SYS INC	2,000	$360K	0.1%	$83.78	+79.1%	COM	303075105
MAS	MASCO CORP	9,200	$359K	0.1%	$23.79	+39.2%	COM	574599106
—	MEDIDATA SOLUTIONS INC	4,600	$359K	0.1%	$49.57	—	COM	58471A105
CB	CHUBB LTD.	2,500	$356K	0.1%	$96.06	+30.0%	COM	H1467J104
GNTX	GENTEX CORP	18,000	$356K	0.1%	$18.18	0.0%	COM	371901109
AMZN	AMAZON.COM INC	370	$356K	0.1%	$25.28	+94.3%	COM	023135106
ICLR	ICON PLC	3,100	$353K	0.1%	$38.50	+176.0%	SHS	G4705A100
—	UNIVERSAL FST PRODS INC	3,600	$353K	0.1%	$89.51	—	COM	913543104
MATV	SCHWEITZER-MAUDUIT INTL INC	8,500	$352K	0.1%	$25.71	0.0%	COM	808541106
SIMO	SILICON MOTION TECHNOLOGY CO	7,300	$351K	0.1%	$14.14	—	SPONSORED ADR	82706C108
—	US ECOLOGY INC	6,500	$350K	0.1%	$37.23	—	COM	91732J102
CCU	COMPANIA CERVECERIAS UNIDAS	13,000	$350K	0.1%	$23.31	—	SPONSORED ADR	204429104
MAIN	MAIN STREET CAPITAL CORP	8,800	$350K	0.1%	$39.28	0.0%	COM	56035L104
—	COMMERCEHUB INC	15,463	$349K	0.1%	$15.78	—	COM SER A	20084V108
LBRDA	LIBERTY BROADBAND CORP	3,700	$348K	0.1%	$47.55	+88.0%	COM SER A	530307107
MCO	MOODY'S CORP	2,500	$348K	0.1%	$73.12	+66.8%	COM	615369105
HL	HECLA MINING CO	69,250	$348K	0.1%	$4.92	0.0%	COM	422704106
EBS	EMERGENT BIOSOLUTIONS INC	8,600	$348K	0.1%	$29.98	+20.7%	COM	29089Q105
—	CDK GLOBAL INC	5,500	$347K	0.1%	$46.73	—	COM	12508E101
LEA	LEAR CORP	2,000	$346K	0.1%	$75.60	+69.6%	COM NEW	521865204
—	CHARTER FINANCIAL CORP	18,600	$345K	0.1%	$18.55	—	COM	16122W108
G	GENPACT LTD	12,000	$345K	0.1%	$15.93	+62.5%	SHS	G3922B107
—	VANTIV INC	4,900	$345K	0.1%	$33.85	—	CL A	92210H105
PLOW	DOUGLAS DYNAMICS INC	8,700	$343K	0.1%	$34.13	0.0%	COM	25960R105
CDW	CDW CORP/DE	5,200	$343K	0.1%	$25.78	+119.6%	COM	12514G108
LBRDK	LIBERTY BROADBAND CORP	3,600	$343K	0.1%	$47.43	+90.0%	COM SER C	530307305
CHE	CHEMED CORP	1,700	$343K	0.1%	$142.14	+34.4%	COM	16359R103
DPZ	DOMINO'S PIZZA	1,725	$342K	0.1%	$177.13	0.0%	COM	25754A201
PRSU	VIAD CORP	5,600	$341K	0.1%	$22.03	+136.0%	COM NEW	92552R406
WAT	WATERS CORP	1,900	$341K	0.1%	$142.72	+27.1%	COM	941848103
STZ	CONSTELLATION BRANDS INC	1,700	$339K	0.1%	$138.20	+25.6%	CL A	21036P108
CNC	CENTENE CORP	3,500	$339K	0.1%	$21.10	+104.1%	COM	15135B101
PAGP	PLAINS GP HOLDINGS LP	15,500	$339K	0.1%	$21.87	—	LTD PARTNR INT A	72651A207
AMH	AMERICAN HOMES 4 RENT	15,600	$339K	0.1%	$21.73	—	CL A	02665T306
AZN	ASTRAZENECA PLC	10,000	$339K	0.1%	$30.83	—	SPONSORED ADR	046353108
HXL	HEXCEL CORP	5,900	$339K	0.1%	$32.19	+67.4%	COM	428291108
ACN	ACCENTURE PLC IRELAND	2,500	$338K	0.1%	$63.81	+79.7%	SHS CLASS A	G1151C101
—	AON PLC	2,300	$336K	0.1%	$64.41	—	SHS CL A	G0408V102
LPLA	LPL FINANCIAL HOLDINGS	6,500	$335K	0.1%	$46.02	0.0%	COM	50212V100
TGS	TRANSPORTADORA DE GAS SUR	16,500	$335K	0.1%	$6.76	—	SPON ADR B	893870204
PHG	KONINKLIKE PHILLIPS NV	8,100	$334K	0.1%	$30.62	—	NY REG SH NEW	500472303
—	APOLLO GLOBAL MGMT LLC	11,100	$334K	0.1%	$30.09	—	CL A SHS	037612306
LFUS	LITTELFUSE INC	1,700	$333K	0.1%	$70.35	+158.0%	COM	537008104
WNC	WABASH NATIONAL CORP	14,600	$333K	0.1%	$11.13	+58.8%	COM	929566107
FMS	FRESENIUS ME-ADR	6,800	$332K	0.1%	$37.21	—	SPONSORED ADR	358029106
TOL	TOLL BROTHERS INC	8,000	$332K	0.1%	$39.33	0.0%	COM	889478103
CTAS	CINTAS CORP	2,300	$332K	0.1%	$25.60	+19.1%	COM	172908105
IP	INTL PAPER CO	5,800	$330K	0.1%	$31.25	+16.8%	COM	460146103
INTU	INTUIT INC	2,300	$327K	0.1%	$81.30	+60.1%	COM	461202103
—	AVANGRID INC	6,900	$327K	0.1%	$47.39	—	COM	05351W103
NVS	NOVARTIS A G	3,800	$326K	0.1%	$72.89	—	SPONSORED ADR	66987V109
PLD	PROLOGIS INC	5,100	$324K	0.1%	$48.75	0.0%	COM	74340W103
—	CORELOGIC INC	7,000	$324K	0.1%	$46.29	—	COM	21871D103
CPRT	COPART INC	9,400	$323K	0.1%	$5.96	+34.4%	COM	217204106
GTY	GETTY REALTY CORP	11,300	$323K	0.1%	$28.58	—	COM	374297109
—	INDEPENDENT BANK GROUP	5,350	$323K	0.1%	$60.37	—	COM	45384B106
NSA	NATIONAL STORAGE AFFILIATES	13,300	$322K	0.1%	$24.21	—	COM SHS BEN IN	637870106
WGO	WINNEBAGO INDUSTRIES INC	7,200	$322K	0.1%	$31.15	+18.0%	COM	974637100
DOX	AMDOCS LTD	5,000	$322K	0.1%	$28.59	+91.2%	SHS	G02602103
—	LIBERTY INTERACTIVE CORP	5,600	$322K	0.1%	$57.50	—	LBT VEN COM A NE	53071M856
NX	QUANEX BUILDING PRODUCTS COR	14,000	$321K	0.1%	$16.50	+10.6%	COM	747619104
—	TRANSCANADA CORP	6,500	$321K	0.1%	$45.08	—	COM	89353D107
CRESY	CRESUD S A C I F Y A	17,131	$320K	0.1%	$14.15	—	SPONSORED ADR	226406106
MKL	MARKEL CORP	300	$320K	0.1%	$523.59	+97.5%	COM	570535104
ALLE	ALLEGION PLC	3,700	$320K	0.1%	$44.33	+64.8%	ORD SHS	G0176J109
—	NRG YIELD INC - CLASS C	16,600	$320K	0.1%	$19.28	—	CL C	62942X405
—	LIONS GATE ENTMNT CORP	10,000	$318K	0.1%	$31.80	—	CL B NON VTG	535919500
TDY	TELEDYNE TECH	2,000	$318K	0.1%	$76.20	+90.7%	COM	879360105
—	HARRIS CORP	2,400	$316K	0.1%	$59.17	—	COM	413875105
ESNT	ESSENT GROUP LTD	7,800	$316K	0.1%	$34.61	0.0%	COM	G3198U102
—	CREDIT SUISSE GROUP	20,000	$316K	0.1%	$15.80	—	SPONSORED ADR	225401108
MDXG	MIMEDX GROUP INC	26,500	$315K	0.1%	$14.83	0.0%	COM	602496101
AOS	SMITH (A.O.)CORP	5,300	$315K	0.1%	$41.33	+17.2%	COM	831865209
AHRT	ARMADA HOFFLER PPTYS INC	22,800	$315K	0.1%	$13.82	—	COM	04208T108
—	ROCKWELL COLLINS INC	2,400	$314K	0.1%	$79.71	—	COM	774341101
NVR	NVR INC	110	$314K	0.1%	$1617.32	+65.7%	COM	62944T105
FMC	FMC CORP	3,500	$313K	0.1%	$27.13	+114.7%	COM NEW	302491303
REGN	REGENERON PHARMACEUTICALS	700	$313K	0.1%	$391.09	+21.0%	COM	75886F107
RHI	ROBERT HALF INTL INC	6,200	$312K	0.1%	$46.21	0.0%	COM	770323103
—	AIRCASTLE LTD	14,000	$312K	0.1%	$18.51	—	COM	G0129K104
—	SENSATA TECHNOLOGIES HLDG NV	6,500	$312K	0.1%	$38.92	—	SHS	N7902X106
EXR	EXTRA SPACE STOR	3,900	$312K	0.1%	$56.89	0.0%	COM	30225T102
—	CONVERGYS CORP	12,000	$311K	0.1%	$27.75	—	COM	212485106
LCII	LCI INDUSTRIES	2,680	$310K	0.1%	$81.42	-4.2%	COM	50189K103
TSCO	TRACTOR SUPPLY COMPANY	4,900	$310K	0.1%	$9.96	0.0%	COM	892356106
ALV	AUTOLIV INC	2,500	$309K	0.1%	$40.38	+64.9%	COM	052800109
AMWD	AMERICAN WOODMARK CORP	3,200	$308K	0.1%	$92.57	0.0%	COM	030506109
AYI	ACUITY BRANDS INC	1,800	$308K	0.1%	$181.12	0.0%	COM	00508Y102
META	FACEBOOK INC	1,800	$308K	0.1%	$25.44	+551.5%	CL A	30303M102
GPK	GRAPHIC PACKAGING HLDG CO	22,000	$307K	0.1%	$13.19	+1.6%	COM	388689101
—	INTEGRATED DEVICE TECH	11,500	$306K	0.1%	$26.61	—	COM	458118106
—	CELGENE CORP	2,100	$306K	0.1%	$120.00	—	COM	151020104
NOAH	NOAH HLDGS LTD	9,500	$305K	0.1%	$23.37	—	SPON ADS CL A	65487X102
PCAR	PACCAR INC	4,200	$304K	0.1%	$28.43	+13.9%	COM	693718108
XRAY	DENTSPLY SIRONA INC	5,079	$304K	0.1%	$58.93	+0.9%	COM	24906P109
OLLI	OLLIES BARGAIN OUTLT HLDGS I	6,500	$302K	0.1%	$44.14	0.0%	COM	681116109
GRMN	GARMIN LTD	5,600	$302K	0.1%	$39.20	+7.2%	SHS	H2906T109
MOS	MOSAIC CO NEW	14,000	$302K	0.1%	$18.92	0.0%	COM	61945C103
—	LIBERTY MEDIA CORPORATION	7,200	$302K	0.1%	$31.39	—	COM A SIRIUSXM	531229409
APD	AIR PRODS & CHEMS INC	2,000	$302K	0.1%	$111.62	+6.8%	COM	009158106
AKAM	AKAMAI TECHNOLOGIES INC	6,200	$302K	0.1%	$47.83	0.0%	COM	00971T101
—	SCRIPPS NETWORKS INTERACT IN	3,500	$301K	0.1%	$86.00	—	CL A COM	811065101
ORCL	ORACLE CORP	6,200	$300K	0.1%	$27.58	+59.3%	COM	68389X105
TTC	TORO CO.	4,800	$298K	0.1%	$34.91	+91.9%	COM	891092108
ADBE	ADOBE SYS INC	2,000	$298K	0.1%	$86.68	+72.2%	COM	00724F101
WINA	WINMARK CORP	2,250	$296K	0.1%	$130.98	0.0%	COM	974250102
TEO	TELECOM ARGENTINA S A	9,600	$296K	0.1%	$18.31	—	SPON ADR REP B	879273209
PZZA	PAPA JOHN'S INTL	4,050	$296K	0.1%	$61.89	0.0%	COM	698813102
GENC	GENCOR INDUSTRIES INC	16,750	$296K	0.1%	$16.12	0.0%	COM	368678108
—	TOTAL SYS SVCS INC	4,500	$295K	0.1%	$49.11	—	COM	891906109
EA	ELECTRONIC ARTS	2,500	$295K	0.1%	$26.06	+332.1%	COM	285512109
CRTO	CRITEO S A	7,000	$291K	0.1%	$33.60	—	SPONS ADS	226718104
THG	HANOVER INS GROUP INC	3,000	$291K	0.1%	$43.91	+68.8%	COM	410867105
OPLN	KAR AUCTION SERVICES INC	6,100	$291K	0.1%	$15.96	+3.4%	COM	48238T109
PFG	PRINCIPAL FINL GROUP INC	4,500	$290K	0.1%	$39.76	+17.3%	COM	74251V102
CHT	CHUNGHWA TELECOM CO LTD	8,500	$290K	0.1%	$30.71	—	SPON ADR NEW11	17133Q502
MRK	MERCK & CO	4,500	$288K	0.1%	$46.68	0.0%	COM	58933Y105
LOW	LOWE'S COS INC	3,600	$288K	0.1%	$32.16	+104.1%	COM	548661107
WWD	WOODWARD INC	3,700	$287K	0.1%	$39.69	+68.1%	COM	980745103
AXS	AXIS CAPITAL HOLDINGS LTD	5,000	$287K	0.1%	$33.36	+45.8%	SHS	G0692U109
—	ELLIE MAE INC	3,500	$287K	0.1%	$69.81	—	COM	28849P100
CMI	CUMMINS INC	1,700	$286K	0.1%	$94.73	+37.2%	COM	231021106
BUD	ANHEUSER BUSCH INBEV SA/NV	2,400	$286K	0.1%	$105.42	—	SPONSORED ADR	03524A108
—	MDC HOLDINGS INC	8,610	$286K	0.1%	$25.84	—	COM	552676108
VLO	VALERO ENERGY CORP NEW	3,700	$285K	0.1%	$42.78	+15.5%	COM	91913Y100
—	ULTIMATE SOFTWARE GROUP	1,500	$284K	0.1%	$179.33	—	COM	90385D107
DRI	DARDEN RESTAURANTS INC	3,600	$284K	0.1%	$53.91	+23.9%	COM	237194105
PPG	PPG INDS INC	2,600	$283K	0.1%	$77.00	+18.3%	COM	693506107
LVS	LAS VEGAS SANDS CORP	4,400	$282K	0.1%	$46.83	+10.4%	COM	517834107
IDT	IDT CORP	20,000	$282K	0.1%	$12.33	0.0%	CL B NEW	448947507
UTHR	UNITED THERAPEUTICS CORP DEL	2,400	$281K	0.1%	$127.70	0.0%	COM	91307C102
EVR	EVERCORE PARTNERS INC	3,500	$281K	0.1%	$43.65	+43.5%	CLASS A	29977A105
—	JUNIPER NETWORKS INC	10,000	$278K	0.1%	$25.50	—	COM	48203R104
—	ITAU CORPBANCA	20,000	$278K	0.1%	$13.90	—	SPONSORED ADR	45033E105
—	MAXIM INTEGRATED PRODS INC	5,800	$277K	0.1%	$38.62	—	COM	57772K101
BRK/A	BERKSHIRE HATHAWAY INC DEL	1	$275K	0.1%	$230816.08	+15.0%	CL A	084670108
LKQ	LKQ CORP	7,600	$274K	0.1%	$24.54	+24.6%	COM	501889208
SNY	SANOFI	5,500	$274K	0.1%	$49.00	—	SPONSORED ADR	80105N105
MTN	VAIL RESORTS INC	1,200	$274K	0.1%	$217.26	0.0%	COM	91879Q109
IVZ	INVESCO LTD	7,800	$273K	0.1%	$23.01	0.0%	SHS	G491BT108
WMK	WEIS MARKETS INC	6,250	$272K	0.1%	$37.40	0.0%	COM	948849104
USB	US BANCORP	5,000	$268K	0.1%	$29.97	+26.0%	COM NEW	902973304
—	AGRIUM INC	2,500	$268K	0.1%	$95.92	—	COM	008916108
PFS	PROVIDENT FINL SVCS INC	10,000	$267K	0.1%	$13.27	+26.8%	COM	74386T105
DHR	DANAHER CORP	3,100	$266K	0.1%	$27.40	+159.4%	COM	235851102
—	LIBERTY EXPEDIA HOLDINGS	5,000	$266K	0.1%	$54.00	—	SER A COM	53046P109
—	HILL-ROM HOLDING	3,600	$266K	0.1%	$73.89	—	COM	431475102
BBD	BANCO BRADESCO S A	24,000	$266K	0.1%	$11.08	—	SP ADR PFD NEW	059460303
—	AEGON N V	46,000	$266K	0.1%	$5.78	—	NY REGISTRY SH	007924103
GBCI	GLACIER BANCORP INC	7,000	$264K	0.1%	$23.95	+10.6%	COM	37637Q105
WAFD	WASHINGTON FED INC	7,800	$262K	0.1%	$16.13	+55.9%	COM	938824109
NGG	NATIONAL GRID PLC	4,125	$259K	0.1%	$62.79	—	SPONSORED ADR NE	636274409
STLD	STEEL DYNAMICS INC	7,500	$259K	0.1%	$11.35	+159.9%	COM	858119100
TMUS	T MOBILE US INC	4,200	$259K	0.1%	$36.47	+66.1%	COM	872590104
FMX	FOMENTO ECONOMICO MEXICANO S	2,700	$258K	0.1%	$97.78	—	SPON ADR UNITS	344419106
NEU	NEWMARKET CORP	600	$255K	0.1%	$215.14	+71.5%	COM	651587107
LMAT	LEMAITRE VASCULAR INC	6,825	$255K	0.1%	$31.38	0.0%	COM	525558201
—	WESTROCK CO	4,500	$255K	0.1%	$50.67	—	COM	96145D105
NKE	NIKE INC	4,900	$254K	0.1%	$42.31	+19.1%	CL B	654106103
SMFG	SUMITOMO MITSUI FINL GROUP I	33,000	$254K	0.1%	$6.84	—	SPONSORED ADR	86562M209
AJG	ARTHUR J GALLAGHER CO	4,100	$252K	0.1%	$42.42	+22.6%	COM	363576109
—	NTT DOCOMO INC	11,000	$251K	0.1%	$22.73	—	SPONS ADR	62942M201
IDCC	INTERDIGITAL INC	3,400	$251K	0.1%	$73.19	0.0%	COM	45867G101
AZO	AUTOZONE INC	420	$250K	0.1%	$448.75	+18.7%	COM	053332102
OTEX	OPEN TEXT CORP	7,700	$249K	0.1%	$26.55	0.0%	COM	683715106
—	TE CONNECTIVITY LTD	3,000	$249K	0.1%	$83.00	—	REG SHS	H84989104
LMT	LOCKHEED MARTIN CORP	800	$248K	0.1%	$195.92	+21.8%	COM	539830109
ENB	ENBRIDGE INC	5,904	$247K	0.1%	$24.73	-1.6%	COM	29250N105
PG	PROCTER AND GAMBLE CO	2,700	$246K	0.1%	$66.77	+9.4%	COM	742718109
GEF	GREIF INC	4,200	$246K	0.1%	$30.68	+37.5%	CL A	397624107
TRMK	TRUSTMARK CORP	7,400	$245K	0.1%	$20.23	+19.3%	COM	898402102
WEC	WEC ENERGY GROUP	3,900	$245K	0.1%	$42.76	+14.1%	COM	92939U106
PEP	PEPSICO INC	2,200	$245K	0.1%	$79.36	+12.7%	COM	713448108
—	KKR & CO L P DEL	12,000	$244K	0.1%	$20.33	—	COM UNITS	48248M102
—	CA INC	7,300	$244K	0.1%	$31.78	—	COM	12673P105
GOOGL	ALPHABET INC	250	$243K	0.1%	$41.73	+12.8%	CAP STK CL A	02079K305
RIO	RIO TINTO PLC	5,100	$241K	0.1%	$47.25	—	SPONSORED ADR	767204100
—	CONN'S INC	8,550	$241K	0.1%	$28.19	—	COM	208242107
GOOG	ALPHABET INC	250	$240K	0.1%	$40.71	+13.6%	CAP STK CL C	02079K107
—	SINOPEC SHANGHAI PETROCHEMIC	4,000	$239K	0.1%	$59.75	—	SPON ADR H	82935M109
SAFT	SAFETY INS GROUP INC	3,100	$237K	0.1%	$65.27	+9.1%	COM	78648T100
—	CHIMERA INVESTMENT CORP	12,500	$237K	0.1%	$18.96	—	COM NEW	16934Q208
—	LEGG MASON INC	6,000	$236K	0.1%	$36.17	—	COM	524901105
DTE	DTE ENERGY CO	2,200	$236K	0.1%	$69.96	0.0%	COM	233331107
WMT	WAL-MART STORES INC	3,000	$234K	0.1%	$19.91	+15.0%	COM	931142103
CNO	CNO FINL GROUP INC	10,000	$233K	0.1%	$14.06	+31.6%	COM	12621E103
—	SOTHEBYS	5,050	$233K	0.1%	$46.14	—	COM	835898107
PANW	PALO ALTO NETWORKS INC	1,600	$231K	0.1%	$20.20	+12.7%	COM	697435105
LLY	ELI LILLY & CO	2,700	$231K	0.1%	$69.54	+3.7%	COM	532457108
—	AU OPTRONICS CORP	57,000	$230K	0.1%	$3.65	—	SPONSORED ADR	002255107
OMC	OMNICOM GROUP INC	3,100	$230K	0.1%	$60.96	-6.3%	COM	681919106
CPT	CAMDEN PROP TR	2,500	$229K	0.1%	$60.73	+11.3%	SH BEN INT	133131102
HMN	HORACE MANN EDUCATORS CORP N	5,800	$228K	0.1%	$35.40	+4.1%	COM	440327104
—	ANNALY CAP MGMT INC	18,500	$226K	0.1%	$12.22	—	COM	035710409
ULTA	ULTA BEAUTY INC	1,000	$226K	0.1%	$99.40	+142.2%	COM	90384S303
BTI	BRITISH AMERN TOB PLC	3,600	$225K	0.1%	$91.53	—	SPONSORED ADR	110448107
—	ALLERGAN PLC	1,100	$225K	0.1%	$303.31	—	SHS	G0177J108
—	ALLETE INC	2,900	$224K	0.1%	$77.24	—	COM NEW	018522300
BGS	B&G FOODS INC	7,000	$223K	0.1%	$16.01	0.0%	COM	05508R106
—	BB&T CORP	4,700	$221K	0.1%	$47.02	—	COM	054937107
BCE	BCE INC	4,650	$218K	0.1%	$25.43	+9.9%	COM NEW	05534B760
IBM	INTERNATIONAL BUSINESS MACHS	1,500	$218K	0.1%	$103.05	-6.0%	COM	459200101
SYY	SYSCO CORP	4,000	$216K	0.1%	$40.96	+2.1%	COM	871829107
—	ENEL AMERICAS S A	21,000	$215K	0.1%	$8.57	—	SPONSORED ADR	29274F104
COST	COSTCO WHOLESALE	1,300	$214K	0.1%	$140.12	0.0%	COM	22160K105
ORANY	ORANGE	13,000	$213K	0.1%	$15.15	—	SPONSORED ADR	684060106
BNS	BANK N S HALIFAX	3,300	$212K	0.1%	$40.31	0.0%	COM	064149107
ALX	ALEXANDER'S, INC.	500	$212K	0.1%	$420.00	—	COM	014752109
PAYX	PAYCHEX INC	3,500	$210K	0.1%	$44.58	0.0%	COM	704326107
RGR	STURM RUGER & CO	4,050	$209K	0.1%	$52.78	0.0%	COM	864159108
NHI	NATIONAL HEALTH INVS INC	2,700	$209K	0.1%	$79.26	—	COM	63633D104
KBH	KB HOME	8,400	$203K	0.1%	$18.98	+6.5%	COM	48666K109
HOFT	HOOKER FURNITURE CORP	4,250	$203K	0.1%	$42.85	0.0%	COM	439038100
AES	AES CORP	18,000	$198K	0.1%	$8.38	-1.9%	COM	00130H105
—	BLUE CAPITAL REISURANCE	11,891	$196K	0.1%	$18.42	—	COM	G1190F107
KHC	KRAFT HEINZ CO/ THE	2,000	$155K	0.0%	$56.41	0.0%	COM	500754106
—	TILE SHOP HOLDINGS INC	11,450	$145K	0.0%	$12.66	—	COM	88677Q109