Location: San Diego, CA
CIK: 0001142941 · Show all filings
Period: Q3 2015 (← Previous) (Next →)
Filing Date: Oct 6, 2015
Total Value: $433M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| XOM | Exxon Mobil Corporation | 193,000 | $14.35M | 3.3% | $55.27 | -11.2% | COM | 30231G102 |
| EG | Everest Re Group Ltd | 79,400 | $13.76M | 3.2% | $128.93 | +12.7% | COM | G3223R108 |
| LEA | Lear Corporation | 121,200 | $13.18M | 3.0% | $73.32 | +17.8% | COM | 521865204 |
| AVT | Avnet Inc | 281,800 | $12.03M | 2.8% | $28.41 | +16.0% | COM | 053807103 |
| — | CA, Inc. | 431,700 | $11.79M | 2.7% | $29.51 | — | COM | 12673P105 |
| JPM | JPMorgan Chase & Co | 181,800 | $11.08M | 2.6% | $42.89 | +15.7% | COM | 46625H100 |
| WMT | Wal-Mart Stores, Inc. | 152,600 | $9.895M | 2.3% | $21.10 | -10.4% | COM | 931142103 |
| ACGL | Arch Capital Group Ltd. | 125,900 | $9.25M | 2.1% | $17.87 | +24.7% | COM | G0450A105 |
| CALM | Cal-Maine Foods Inc. | 160,200 | $8.749M | 2.0% | $39.11 | 0.0% | COM | 128030202 |
| IBM | IBM Corp | 59,300 | $8.597M | 2.0% | $101.73 | -6.3% | COM | 459200101 |
| — | DST Systems Inc. | 80,100 | $8.422M | 1.9% | $100.77 | — | COM | 233326107 |
| CVX | Chevron Corp | 106,700 | $8.416M | 1.9% | $68.53 | -21.4% | COM | 166764100 |
| — | Patterson Companies Inc | 192,900 | $8.343M | 1.9% | $48.32 | — | COM | 703395103 |
| — | ACE Limited | 80,300 | $8.303M | 1.9% | $102.54 | — | COM | H0023R105 |
| DAL | Delta Air Lines, Inc. | 168,100 | $7.543M | 1.7% | $36.16 | +9.4% | COM | 247361702 |
| — | Quintiles Transnation | 107,300 | $7.465M | 1.7% | $58.87 | — | COM | 74876Y101 |
| SYF | Synchrony Financial | 232,000 | $7.262M | 1.7% | $26.47 | 0.0% | COM | 87165B103 |
| PPC | Pilgrims Pride Corp | 346,500 | $7.2M | 1.7% | $28.82 | -25.5% | COM | 72147K108 |
| AFL | AFLAC Inc. | 121,400 | $7.057M | 1.6% | $24.06 | -1.5% | COM | 001055102 |
| ITW | Illinois Tool Works Inc. | 83,900 | $6.906M | 1.6% | $68.94 | -0.9% | COM | 452308109 |
| RGA | Reinsurance Group of America | 75,900 | $6.876M | 1.6% | $69.28 | +35.7% | COM | 759351604 |
| HRL | Hormel Foods Corp | 107,600 | $6.812M | 1.6% | $20.86 | +12.1% | COM | 440452100 |
| MTB | M&T Bank Corp. | 55,500 | $6.768M | 1.6% | $91.77 | +1.6% | COM | 55261F104 |
| — | Twenty-First Cent Fox Inc Cl A | 236,000 | $6.367M | 1.5% | $28.07 | — | COM | 90130A101 |
| SUI | Sun Communities Inc. | 89,600 | $6.071M | 1.4% | $66.24 | — | COM | 866674104 |
| ARW | Arrow Electronics Inc | 109,500 | $6.053M | 1.4% | $43.18 | +28.6% | COM | 042735100 |
| SCCO | Southern Copper Corp. | 215,200 | $5.75M | 1.3% | $19.62 | -7.8% | COM | 84265V105 |
| DOX | Amdocs Limited | 97,400 | $5.54M | 1.3% | $42.64 | +10.7% | COM | G02602103 |
| — | SunTrust Banks, Inc. | 138,700 | $5.304M | 1.2% | $41.90 | — | COM | 867914103 |
| BEN | Franklin Resources, Inc. | 142,300 | $5.302M | 1.2% | $30.32 | -12.6% | COM | 354613101 |
| FITB | Fifth Third Bancorp | 276,700 | $5.232M | 1.2% | $13.46 | +5.1% | COM | 316773100 |
| NAVI | Navient Corporation | 435,800 | $4.898M | 1.1% | $18.98 | -22.9% | COM | 63938C108 |
| AFG | American Financial Group | 71,000 | $4.893M | 1.1% | $21.96 | +47.5% | COM | 025932104 |
| — | Annaly Capital Mgmt. | 468,000 | $4.619M | 1.1% | $10.81 | — | COM | 035710409 |
| — | Santander Consmer USA Hdng Inc | 225,300 | $4.601M | 1.1% | $23.14 | — | COM | 80283M101 |
| DTE | DTE Energy Company | 55,300 | $4.444M | 1.0% | $46.05 | +2.6% | COM | 233331107 |
| — | Medivation, Inc. | 103,000 | $4.378M | 1.0% | $42.50 | — | COM | 58501N101 |
| GT | Goodyear Tire & Rubber | 146,100 | $4.285M | 1.0% | $29.60 | +1.4% | COM | 382550101 |
| PFG | Principal Financial Group | 81,500 | $3.858M | 0.9% | $23.77 | +48.2% | COM | 74251V102 |
| PAG | Penske Automotive Group | 73,300 | $3.551M | 0.8% | $45.64 | +12.3% | COM | 70959W103 |
| XEL | Xcel Energy Inc | 99,400 | $3.52M | 0.8% | $23.17 | +6.0% | COM | 98389B100 |
| VOYA | Voya Financial, Inc. | 90,300 | $3.501M | 0.8% | $37.71 | +4.4% | COM | 929089100 |
| BC | Brunswick Corporation | 72,900 | $3.491M | 0.8% | $42.73 | -0.2% | COM | 117043109 |
| — | Raytheon Company | 31,400 | $3.431M | 0.8% | $91.27 | — | COM | 755111507 |
| BF/B | Brown-Forman cl B | 35,400 | $3.43M | 0.8% | $33.91 | 0.0% | COM | 115637209 |
| CNA | CNA Financial Corporation | 97,700 | $3.413M | 0.8% | $15.37 | +14.5% | COM | 126117100 |
| CE | Celanese Corp. | 56,300 | $3.331M | 0.8% | $49.46 | +5.1% | COM | 150870103 |
| VLO | Valero Energy Corp. | 52,900 | $3.179M | 0.7% | $42.17 | 0.0% | COM | 91913Y100 |
| UHAL | Amerco | 7,900 | $3.108M | 0.7% | $23.63 | +53.8% | COM | 023586100 |
| ICUI | ICU Medical, Inc. | 28,300 | $3.099M | 0.7% | $99.99 | +7.0% | COM | 44930G107 |
| — | Harris Corporation | 42,200 | $3.087M | 0.7% | $74.56 | — | COM | 413875105 |
| AGO | Assured Guaranty Ltd | 119,800 | $2.995M | 0.7% | $23.19 | -9.3% | COM | G0585R106 |
| — | General Growth Properties | 112,300 | $2.916M | 0.7% | $25.97 | — | COM | 370023103 |
| GAP | Gap Inc. | 100,200 | $2.856M | 0.7% | $27.59 | -13.8% | COM | 364760108 |
| — | L-3 Communications | 26,500 | $2.77M | 0.6% | $85.74 | — | COM | 502424104 |
| WFC | Wells Fargo & Co | 52,500 | $2.696M | 0.6% | $41.35 | -0.7% | COM | 949746101 |
| PHM | PulteGroup, Inc. | 141,300 | $2.666M | 0.6% | $17.75 | +0.7% | COM | 745867101 |
| — | Trans World Entertainement | 65,200 | $2.625M | 0.6% | $39.76 | — | COM | 884903105 |
| HSIC | Henry Schein Inc. | 19,300 | $2.561M | 0.6% | $53.24 | +4.0% | COM | 806407102 |
| INN | Summit Hotel Properties, Inc. | 216,700 | $2.529M | 0.6% | $12.39 | — | COM | 866082100 |
| JLL | Jones Lang LaSalle Inc | 16,700 | $2.401M | 0.6% | $92.00 | +73.3% | COM | 48020Q107 |
| — | Scana Corporation | 41,400 | $2.329M | 0.5% | $49.34 | — | COM | 80589M102 |
| — | BB&T Corp | 65,300 | $2.325M | 0.5% | $38.92 | — | COM | 054937107 |
| ZBH | Zimmer Biomet Holdings Inc | 23,900 | $2.245M | 0.5% | $97.59 | -5.7% | COM | 98956P102 |
| TRN | Trinity Industries, Inc. | 95,900 | $2.174M | 0.5% | $16.53 | -17.2% | COM | 896522109 |
| CUBE | CubeSmart | 79,500 | $2.163M | 0.5% | $27.21 | — | COM | 229663109 |
| CCK | Crown Holdings, Inc. | 45,200 | $2.068M | 0.5% | $47.16 | +2.0% | COM | 228368106 |
| MCO | Moody's Corp. | 21,000 | $2.062M | 0.5% | $91.04 | +5.3% | COM | 615369105 |
| — | HollyFrontier Corporation | 42,100 | $2.056M | 0.5% | $46.56 | — | COM | 436106108 |
| — | Hudson Pacific Properties, Inc | 70,600 | $2.033M | 0.5% | $28.37 | — | COM | 444097109 |
| BXP | Boston Properties, Inc. | 16,600 | $1.965M | 0.5% | $78.38 | 0.0% | COM | 101121101 |
| INGR | Ingredion Incorporated | 21,200 | $1.851M | 0.4% | $71.10 | +20.6% | COM | 457187102 |
| TSN | Tyson Foods Inc | 41,000 | $1.767M | 0.4% | $23.56 | +41.4% | COM | 902494103 |
| R | Ryder System Inc. | 23,300 | $1.725M | 0.4% | $66.27 | +28.8% | COM | 783549108 |
| — | Starz Series A Liberty Capital | 44,700 | $1.669M | 0.4% | $28.05 | — | COM | 85571Q102 |
| — | Ingram Micro Inc. | 58,800 | $1.602M | 0.4% | $19.94 | — | COM | 457153104 |
| BAH | Booz Allen Hamilton cl A | 60,800 | $1.594M | 0.4% | $14.91 | +48.1% | COM | 099502106 |
| PEG | Public Service Enterprise Grp | 37,300 | $1.573M | 0.4% | $21.50 | +32.1% | COM | 744573106 |
| MD | Mednax, Inc. | 18,500 | $1.421M | 0.3% | $74.94 | +7.7% | COM | 58502B106 |
| — | Rockwell Collins Inc | 17,300 | $1.416M | 0.3% | $92.36 | — | COM | 774341101 |
| OXM | Oxford Industries Inc. | 18,800 | $1.389M | 0.3% | $82.96 | 0.0% | COM | 691497309 |
| LNT | Alliant Energy Corp. | 23,700 | $1.386M | 0.3% | $17.13 | +23.8% | COM | 018802108 |
| SBH | Sally Beauty Holdings, Inc. | 55,400 | $1.316M | 0.3% | $31.94 | -13.4% | COM | 79546E104 |
| VC | Visteon Corp | 12,800 | $1.296M | 0.3% | $55.61 | +4.3% | COM | 92839U206 |
| MAN | Manpower Inc. | 15,600 | $1.277M | 0.3% | $79.36 | +12.3% | COM | 56418H100 |
| — | General Electric Co | 50,100 | $1.264M | 0.3% | $25.07 | — | COM | 369604103 |
| AWK | American Water Works | 22,500 | $1.239M | 0.3% | $31.82 | +34.3% | COM | 030420103 |
| MOS | Mosaic Co. (The) | 38,200 | $1.188M | 0.3% | $36.64 | -8.4% | COM | 61945C103 |
| BOKF | BOK Financial Corp. | 17,900 | $1.158M | 0.3% | $48.27 | +3.4% | COM | 05561Q201 |
| F | Ford Motor Company | 83,100 | $1.128M | 0.3% | $8.21 | -0.8% | COM | 345370860 |
| AMWD | American Woodmark Corp. | 17,300 | $1.122M | 0.3% | $63.22 | 0.0% | COM | 030506109 |
| — | Activision Blizzard, Inc. | 35,200 | $1.087M | 0.3% | $20.99 | — | COM | 00507V109 |
| AXS | Axis Capital Holdings Ltd | 19,700 | $1.058M | 0.2% | $33.62 | +23.9% | COM | G0692U109 |
| — | Education Realty Trust Inc. | 31,400 | $1.035M | 0.2% | $32.96 | — | COM | 28140H203 |
| CBRE | CBRE Group Inc. | 32,300 | $1.034M | 0.2% | $23.78 | +49.2% | COM | 12504L109 |
| — | Xerox Corporation | 105,300 | $1.025M | 0.2% | $9.71 | — | COM | 984121103 |
| CPB | Campbell Soup Company | 20,200 | $1.024M | 0.2% | $31.70 | +12.1% | COM | 134429109 |
| — | Colony Financial, Inc. | 51,400 | $1.005M | 0.2% | $19.55 | — | COM | 19624R106 |
| — | Laboratory Corp of America | 8,600 | $933K | 0.2% | $118.71 | — | COM | 50540R409 |
| CDW | CDW Corporation | 20,100 | $821K | 0.2% | $31.46 | +6.7% | COM | 12514G108 |
| — | Seadrill Limited | 138,500 | $817K | 0.2% | $17.76 | — | COM | G7945E105 |
| ALK | Alaska Air Group Inc | 10,100 | $802K | 0.2% | $59.43 | +18.4% | COM | 011659109 |
| JBL | Jabil Circuit Inc. | 35,100 | $785K | 0.2% | $18.27 | 0.0% | COM | 466313103 |
| — | Skechers U.S.A. Inc. | 5,600 | $751K | 0.2% | $134.11 | — | COM | 830566105 |
| STAG | Stag Industrial Inc. | 40,900 | $745K | 0.2% | $24.06 | — | COM | 85254J102 |
| GBX | Greenbrier Companies | 21,700 | $697K | 0.2% | $43.10 | -27.6% | COM | 393657101 |
| AAT | American Assets Trust, Inc. | 16,800 | $686K | 0.2% | $40.83 | — | COM | 024013104 |
| WEC | WEC Energy Group, Inc. | 12,295 | $642K | 0.1% | $33.96 | +2.5% | COM | 92939U106 |
| AN | AutoNation Inc. | 10,900 | $634K | 0.1% | $44.94 | +35.3% | COM | 05329W102 |
| ALL | Allstate Corporation | 10,700 | $623K | 0.1% | $55.35 | -10.1% | COM | 020002101 |
| EIX | Edison International | 9,000 | $568K | 0.1% | $39.30 | 0.0% | COM | 281020107 |
| — | Lannett Company | 13,500 | $561K | 0.1% | $59.42 | — | COM | 516012101 |
| PBI | Pitney Bowes Inc. | 26,200 | $520K | 0.1% | $24.43 | -16.0% | COM | 724479100 |
| EBS | Emergent Biosolutions, Inc. | 17,300 | $493K | 0.1% | $31.00 | +6.3% | COM | 29089Q105 |
| DDS | Dillards Inc cl A | 5,600 | $489K | 0.1% | $62.73 | +14.7% | COM | 254067101 |
| — | EP Energy Corporation Cl A | 92,000 | $474K | 0.1% | $7.88 | — | COM | 268785102 |
| ALLY | Ally Financial Inc. | 20,400 | $416K | 0.1% | $16.84 | -1.4% | COM | 02005N100 |
| — | Atrion Corporation | 1,000 | $375K | 0.1% | $375.00 | — | COM | 049904105 |
| — | Knoll Inc. | 15,300 | $336K | 0.1% | $25.03 | — | COM | 498904200 |
| UGI | UGI Corporation | 9,200 | $320K | 0.1% | $35.06 | -0.4% | COM | 902681105 |
| — | Sucampo Pharmaceuticals, Inc. | 14,100 | $280K | 0.1% | $19.86 | — | COM | 864909106 |
| WAT | Waters Corporation | 2,300 | $272K | 0.1% | $129.76 | -2.5% | COM | 941848103 |
| — | Team Health Holdings, Inc | 4,800 | $259K | 0.1% | $53.96 | — | COM | 87817A107 |
| — | Beneficial Bancorp, Inc. | 18,100 | $240K | 0.1% | $13.26 | — | COM | 08171T102 |
| CAH | Cardinal Health Inc. | 3,000 | $230K | 0.1% | $62.30 | 0.0% | COM | 14149Y108 |
| CYH | Community Health Systems | 4,600 | $197K | 0.0% | $41.41 | +10.7% | COM | 203668108 |
| LPG | Dorian LPG Ltd. | 17,900 | $185K | 0.0% | $13.79 | 0.0% | COM | Y2106R110 |
| AOS | A.O. Smith Corp. | 2,700 | $176K | 0.0% | $28.87 | 0.0% | COM | 831865209 |
| — | Varian Medical Systems Inc. | 2,200 | $162K | 0.0% | $84.29 | — | COM | 92220P105 |
| WKC | World Fuel Services Corp | 4,500 | $161K | 0.0% | $51.93 | -19.9% | COM | 981475106 |
| — | Atwood Oceanics Inc | 9,700 | $144K | 0.0% | $32.53 | — | COM | 050095108 |
| ROL | Rollins Inc. | 5,300 | $142K | 0.0% | $11.01 | 0.0% | COM | 775711104 |
| — | Scripps Networks Interact. | 2,800 | $138K | 0.0% | $68.59 | — | COM | 811065101 |
| PPL | PPL Corp | 3,700 | $122K | 0.0% | $16.72 | +17.7% | COM | 69351T106 |
| — | Corrections Corp of America | 3,700 | $109K | 0.0% | $34.32 | — | COM | 22025Y407 |
| — | Discovery Communications A | 4,000 | $104K | 0.0% | $33.25 | — | COM | 25470F104 |
| HII | Huntington Ingalls Industries | 800 | $86,000 | 0.0% | $104.11 | -10.1% | COM | 446413106 |
| DGX | Quest Diagnostics Inc | 700 | $43,000 | 0.0% | $56.82 | 0.0% | COM | 74834L100 |
| GS | Goldman Sachs Group Inc | 200 | $35,000 | 0.0% | $158.88 | 0.0% | COM | 38141G104 |
| LGIH | LGI Homes, Inc. | 205 | $6,000 | 0.0% | $18.10 | +30.3% | COM | 50187T106 |
| CNXN | PC Connection, Inc. | 304 | $6,000 | 0.0% | $18.23 | +6.2% | COM | 69318J100 |
| — | Nutraceutical Int'l Corp | 229 | $5,000 | 0.0% | $22.63 | — | COM | 67060Y101 |
| — | TRC Companies Inc. | 401 | $5,000 | 0.0% | $7.38 | — | COM | 872625108 |
| TOWN | Towne Bank | 258 | $5,000 | 0.0% | $14.89 | +20.3% | COM | 89214P109 |
| GSBC | Great Southern Bancorp | 116 | $5,000 | 0.0% | $28.29 | +46.5% | COM | 390905107 |
| — | Triple-S Management Corp | 200 | $4,000 | 0.0% | $20.00 | — | COM | 896749108 |
| WASH | Washington Trust Bancorp | 100 | $4,000 | 0.0% | $19.19 | +21.3% | COM | 940610108 |
| — | TESSCO Technologies, Inc. | 200 | $4,000 | 0.0% | $31.11 | — | COM | 872386107 |
| — | Hawaiian Telcom Holdco, Inc. | 188 | $4,000 | 0.0% | $27.43 | — | COM | 420031106 |
| FF | FutureFuel Corp | 417 | $4,000 | 0.0% | $3.24 | -5.5% | COM | 36116M106 |
| PRK | Park National Corp OH | 40 | $4,000 | 0.0% | $75.85 | +14.1% | COM | 700658107 |
| CACI | CACI International, Inc. | 371 | $4,000 | 0.0% | $79.72 | 0.0% | COM | 127190304 |
| — | Century Bancorp cl A | 100 | $4,000 | 0.0% | $30.00 | — | COM | 156432106 |
| CTBI | Community Trust Bancorp | 100 | $4,000 | 0.0% | $23.76 | 0.0% | COM | 204149108 |
| NHC | National Healthcare Corp | 44 | $3,000 | 0.0% | $52.33 | +19.6% | COM | 635906100 |
| BHB | Bar Harbor Bankshares | 91 | $3,000 | 0.0% | $15.19 | 0.0% | COM | 066849100 |
| CRD/A | Crawford & Co cl A | 500 | $3,000 | 0.0% | $5.28 | -10.3% | COM | 224633206 |
| BANF | BancFirst Corp OK | 53 | $3,000 | 0.0% | $20.74 | +22.5% | COM | 05945F103 |
| PKOH | Park-Ohio Holdings Co | 87 | $3,000 | 0.0% | $40.27 | -18.5% | COM | 700666100 |
| BKE | Buckle Inc. | 69 | $3,000 | 0.0% | $15.76 | -8.3% | COM | 118440106 |
| CPSS | Consumer Portfolio Services | 550 | $3,000 | 0.0% | $7.26 | -21.0% | COM | 210502100 |
| FIZZ | National Beverage Corp | 109 | $3,000 | 0.0% | $8.07 | +21.2% | COM | 635017106 |
| OLP | One Liberty Properties Inc. | 135 | $3,000 | 0.0% | $20.58 | — | COM | 682406103 |
| — | Onebeacon Insurance Grp | 187 | $3,000 | 0.0% | $13.70 | — | COM | G67742109 |
| MHO | M/I Homes, Inc. | 143 | $3,000 | 0.0% | $23.80 | +4.3% | COM | 55305B101 |
| — | AVX Corporation | 196 | $3,000 | 0.0% | $15.31 | — | COM | 002444107 |
| — | Global Sources Ltd. | 313 | $3,000 | 0.0% | $8.00 | — | COM | G39300101 |
| IBOC | International Bancshares | 116 | $3,000 | 0.0% | $16.01 | +24.1% | COM | 459044103 |
| VLGEA | Village Super Market | 12,295 | $3,000 | 0.0% | $28.41 | -0.1% | COM | 927107409 |
| JOUT | Johnson Outdoors Inc. | 139 | $3,000 | 0.0% | $26.59 | -13.6% | COM | 479167108 |
| — | Adams Resources & Energy | 61 | $3,000 | 0.0% | $72.84 | — | COM | 006351308 |
| — | Kansas City Life Insurance | 67 | $3,000 | 0.0% | $44.78 | — | COM | 484836101 |
| IDT | IDT Corp Class B | 188 | $3,000 | 0.0% | $13.87 | -17.0% | COM | 448947507 |
| ALX | Alexanders Inc. | 7 | $3,000 | 0.0% | $346.94 | — | COM | 014752109 |
| — | Symetra Financial Corp | 88 | $3,000 | 0.0% | $18.19 | — | COM | 87151Q106 |
| — | Third Point Reinsurance Ltd. | 200 | $3,000 | 0.0% | $15.00 | — | COM | G8827U100 |
| — | Syntel Inc. | 68 | $3,000 | 0.0% | $70.93 | — | COM | 87162H103 |
| — | TeleTech Holdings Inc | 114 | $3,000 | 0.0% | $28.62 | — | COM | 879939106 |
| FLXS | Flexsteel Industries Inc. | 105 | $3,000 | 0.0% | $27.89 | 0.0% | COM | 339382103 |
| — | Essendant Inc. | 80 | $3,000 | 0.0% | $37.50 | — | COM | 296689102 |
| EFSC | Enterprise Financial Services | 100 | $3,000 | 0.0% | $15.16 | +31.9% | COM | 293712105 |
| — | Standard Pacific Corp | 336 | $3,000 | 0.0% | $5.95 | — | COM | 85375C101 |
| FIBK | First Interstate BancSystem A | 111 | $3,000 | 0.0% | $12.34 | +38.4% | COM | 32055Y201 |
| BFS | Saul Centers Inc. | 55 | $3,000 | 0.0% | $56.99 | — | COM | 804395101 |
| EIG | Employers Holdings, Inc. | 136 | $3,000 | 0.0% | $18.39 | -5.3% | COM | 292218104 |
| THFF | First Financial Corp (IN) | 100 | $3,000 | 0.0% | $23.39 | +2.8% | COM | 320218100 |
| — | Electro Rent Corp | 292 | $3,000 | 0.0% | $11.75 | — | COM | 285218103 |
| — | EMC Insurance Group | 150 | $3,000 | 0.0% | $28.89 | — | COM | 268664109 |
| FCNCA | First Citizens Bancshares cl A | 12 | $3,000 | 0.0% | $236.22 | 0.0% | COM | 31946M103 |
| FCBC | First Community Bancshares Inc | 119 | $2,000 | 0.0% | $11.51 | 0.0% | COM | 31983A103 |
| CULP | Culp Inc. | 50 | $2,000 | 0.0% | $15.96 | +67.0% | COM | 230215105 |
| DGICA | Donegal Group Inc. cl A | 135 | $2,000 | 0.0% | $9.61 | -3.0% | COM | 257701201 |
| — | Dynex Capital Inc. | 239 | $2,000 | 0.0% | $8.37 | — | COM | 26817Q506 |
| — | Enstar Group Limited | 10 | $2,000 | 0.0% | $200.00 | — | COM | G3075P101 |
| — | EverBank Financial Corp. | 100 | $2,000 | 0.0% | $20.00 | — | COM | 29977G102 |
| — | Exactech Inc. | 100 | $2,000 | 0.0% | $20.00 | — | COM | 30064E109 |
| — | FBR & Co. | 100 | $2,000 | 0.0% | $26.32 | — | COM | 30247C400 |
| FN | Fabrinet | 100 | $2,000 | 0.0% | $18.87 | -0.0% | COM | G3323L100 |
| — | Crown Media Holdings Inc. | 400 | $2,000 | 0.0% | $2.50 | — | COM | 228411104 |
| FFIC | Flushing Financial Corp | 108 | $2,000 | 0.0% | $12.82 | 0.0% | COM | 343873105 |
| FDP | Fresh Del Monte Produce | 42 | $2,000 | 0.0% | $21.60 | +48.2% | COM | G36738105 |
| GAMI | GAMCO Investors, Inc. | 38 | $2,000 | 0.0% | $23.34 | +8.7% | COM | 361438104 |
| PLPC | Preformed Line Products | 53 | $2,000 | 0.0% | $72.96 | -52.6% | COM | 740444104 |
| — | Pulaski Financial Corp. | 162 | $2,000 | 0.0% | $12.35 | — | COM | 745548107 |
| QCRH | QCR Holdings, Inc. | 100 | $2,000 | 0.0% | $16.18 | +27.2% | COM | 74727A104 |
| RBCAA | Republic Bancorp KY | 100 | $2,000 | 0.0% | $23.72 | +5.7% | COM | 760281204 |
| — | SL Industries, Inc. | 50 | $2,000 | 0.0% | $40.00 | — | COM | 784413106 |
| SGA | Saga Communications Inc. | 52 | $2,000 | 0.0% | $41.65 | -11.7% | COM | 786598300 |
| — | Sanmina Corp | 100 | $2,000 | 0.0% | $20.00 | — | COM | 800907206 |
| SEM | Select Medical Holdings Corp | 207 | $2,000 | 0.0% | $3.81 | +79.3% | COM | 81619Q105 |
| SENEA | Seneca Foods cl A | 65 | $2,000 | 0.0% | $27.20 | +5.8% | COM | 817070501 |
| SAH | Sonic Automotive, Inc. | 76 | $2,000 | 0.0% | $22.34 | 0.0% | COM | 83545G102 |
| SMBC | Southern MO Bancorp | 109 | $2,000 | 0.0% | $15.61 | +6.0% | COM | 843380106 |
| — | Span-America Medical | 100 | $2,000 | 0.0% | $20.00 | — | COM | 846396109 |
| — | National Western Life Group, Inc. | 10 | $2,000 | 0.0% | $200.00 | — | COM | 638517102 |
| NATR | Nature's Sunshine Products | 142 | $2,000 | 0.0% | $11.20 | -0.8% | COM | 639027101 |
| CAC | Camden National Corp | 53 | $2,000 | 0.0% | $17.34 | +6.6% | COM | 133034108 |
| NNI | Nelnet Inc | 70 | $2,000 | 0.0% | $45.52 | -13.5% | COM | 64031N108 |
| — | CSS Industries Inc. | 62 | $2,000 | 0.0% | $32.26 | — | COM | 125906107 |
| OCFC | OceanFirst Financial | 126 | $2,000 | 0.0% | $11.27 | +10.0% | COM | 675234108 |
| OFLX | Omega Flex, Inc. | 55 | $2,000 | 0.0% | $33.92 | 0.0% | COM | 682095104 |
| CCNE | CNB Financial Corp PA | 100 | $2,000 | 0.0% | $12.69 | +2.6% | COM | 126128107 |
| PLUS | ePlus Inc. | 26 | $2,000 | 0.0% | $14.26 | +34.4% | COM | 294268107 |
| MGEE | MGE Energy Inc. | 55 | $2,000 | 0.0% | $35.01 | -9.7% | COM | 55277P104 |
| CPS | Cooper-Standard Holdings Inc. | 27 | $2,000 | 0.0% | $60.06 | 0.0% | COM | 21676P103 |
| MPX | Marine Products Corp | 300 | $2,000 | 0.0% | $4.10 | 0.0% | COM | 568427108 |
| — | Marlin Business Services Corp | 100 | $2,000 | 0.0% | $20.00 | — | COM | 571157106 |
| CZNC | Citizens & Northern Corp | 100 | $2,000 | 0.0% | $10.87 | +7.9% | COM | 172922106 |
| — | Monarch Financial Hldgs | 140 | $2,000 | 0.0% | $14.29 | — | COM | 60907Q100 |
| — | Chase Corporation | 57 | $2,000 | 0.0% | $35.09 | — | COM | 16150R104 |
| — | Central Pacific Financial Corp | 117 | $2,000 | 0.0% | $17.09 | — | COM | 154760102 |
| — | Multi-Color Corp. | 21 | $2,000 | 0.0% | $95.24 | — | COM | 625383104 |
| — | National General Holdings Corp | 100 | $2,000 | 0.0% | $20.00 | — | COM | 636220303 |
| — | PCM, Inc. | 200 | $2,000 | 0.0% | $10.00 | — | COM | 69323K100 |
| — | PDL BioPharma, Inc. | 330 | $2,000 | 0.0% | $8.17 | — | COM | 69329Y104 |
| — | PHI, Inc. Non-Voting | 109 | $2,000 | 0.0% | $34.66 | — | COM | 69336T205 |
| — | Breeze-Eastern Corp | 159 | $2,000 | 0.0% | $12.58 | — | COM | 106764103 |
| AWRE | Aware Inc. | 651 | $2,000 | 0.0% | $4.13 | -17.6% | COM | 05453N100 |
| — | Wilshire Bancorp Inc. | 163 | $2,000 | 0.0% | $12.27 | — | COM | 97186T108 |
| — | Baldwin & Lyons cl B | 100 | $2,000 | 0.0% | $20.00 | — | COM | 057755209 |
| WEYS | Weyco Group Inc. | 63 | $2,000 | 0.0% | $28.53 | -2.4% | COM | 962149100 |
| GABC | German American Bancorp | 73 | $2,000 | 0.0% | $15.18 | 0.0% | COM | 373865104 |
| — | Hallador Energy Company | 331 | $2,000 | 0.0% | $9.06 | — | COM | 406092304 |
| — | Handy & Harman Ltd. | 84 | $2,000 | 0.0% | $24.21 | — | COM | 410315105 |
| HTH | Hilltop Holdings Inc. | 100 | $2,000 | 0.0% | $21.40 | 0.0% | COM | 432748101 |
| HIFS | Hingham Institution for Saving | 18 | $2,000 | 0.0% | $102.47 | 0.0% | COM | 433323102 |
| DCH | American Axle & Manufacturing | 122 | $2,000 | 0.0% | $18.38 | +10.0% | COM | 024061103 |
| HY | Hyster-Yale Materials Handling | 40 | $2,000 | 0.0% | $67.38 | -27.3% | COM | 449172105 |
| DIT | Amcon Distributing Co | 25 | $2,000 | 0.0% | $66.01 | +3.7% | COM | 02341Q205 |
| — | Altisource Portfolio Solutions | 77 | $2,000 | 0.0% | $25.97 | — | COM | 044540827 |
| — | Independence Holding Co. | 160 | $2,000 | 0.0% | $12.50 | — | COM | 453440307 |
| JBSS | John B Sanfilippo & Son Inc. | 32 | $2,000 | 0.0% | $51.70 | 0.0% | COM | 800422107 |
| — | Supreme Industries Inc. | 276 | $2,000 | 0.0% | $7.25 | — | COM | 868607102 |
| — | Textainer Group Hldgs Ltd. | 100 | $2,000 | 0.0% | $38.43 | — | COM | G8766E109 |
| SRCE | 1st Source Corporation | 79 | $2,000 | 0.0% | $35.30 | — | COM | 336901103 |
| — | Trans World Entertainment | 500 | $2,000 | 0.0% | $4.00 | — | COM | 89336Q100 |
| TPC | Tutor Perini Corporation | 100 | $2,000 | 0.0% | $18.34 | 0.0% | COM | 901109108 |
| ULH | Universal Truckload Services | 150 | $2,000 | 0.0% | $22.79 | -11.3% | COM | 91388P105 |
| ACCO | Acco Brands Corporation | 300 | $2,000 | 0.0% | $5.75 | -9.1% | COM | 00081T108 |
| CLMB | Wayside Technology Group | 100 | $2,000 | 0.0% | $10.39 | +28.9% | COM | 946760105 |
| WMK | Weis Markets Inc. | 55 | $2,000 | 0.0% | $34.84 | -4.9% | COM | 948849104 |
| — | Autobytel Inc. | 100 | $2,000 | 0.0% | $10.00 | — | COM | 05275N205 |
| — | Heartland Financial USA | 14 | $1,000 | 0.0% | $26.85 | — | COM | 42234Q102 |
| — | TAL International Group | 71 | $1,000 | 0.0% | $14.08 | — | COM | 874083108 |
| KTCC | Key Tronic Corp | 100 | $1,000 | 0.0% | $8.56 | +19.7% | COM | 493144109 |
| IMKTA | Ingles Markets cl A | 22 | $1,000 | 0.0% | $20.51 | +107.4% | COM | 457030104 |
| MCHB | Homestreet Inc | 31 | $1,000 | 0.0% | $18.17 | +24.2% | COM | 43785V102 |
| — | West Corporation | 42 | $1,000 | 0.0% | $20.83 | — | COM | 952355204 |
| — | Western Refining, Inc. | 14 | $1,000 | 0.0% | $37.79 | — | COM | 959319104 |
| VSEC | VSE Corporation | 26 | $1,000 | 0.0% | $28.41 | -26.3% | COM | 918284100 |
| — | Urstadt Biddle Prop cl A | 47 | $1,000 | 0.0% | $21.28 | — | COM | 917286205 |
| UVV | Universal Corporation | 28 | $1,000 | 0.0% | $49.36 | +6.4% | COM | 913456109 |
| USLM | United States Lime & Minerals | 13 | $1,000 | 0.0% | $11.99 | -11.0% | COM | 911922102 |
| — | Biospecifics Tech Corp | 27 | $1,000 | 0.0% | $37.04 | — | COM | 090931106 |
| BHE | Benchmark Electronics, Inc. | 41 | $1,000 | 0.0% | $19.82 | -10.5% | COM | 08160H101 |
| LMAT | LeMaitre Vascular, Inc. | 85 | $1,000 | 0.0% | $11.59 | 0.0% | COM | 525558201 |
| MLI | Mueller Industries, Inc. | 46 | $1,000 | 0.0% | $12.15 | +5.3% | COM | 624756102 |
| WRLD | World Acceptance Corp | 28 | $1,000 | 0.0% | $42.55 | 0.0% | COM | 981419104 |
| — | Beasley Broadcast Group Inc. | 300 | $1,000 | 0.0% | $7.78 | — | COM | 074014101 |
| MCS | Marcus Corporation | 52 | $1,000 | 0.0% | $18.08 | +8.3% | COM | 566330106 |
| — | Maiden Holdings Ltd. | 52 | $1,000 | 0.0% | $12.93 | — | COM | G5753U112 |
| — | ZAIS Financial Corp. | 100 | $1,000 | 0.0% | $20.00 | — | COM | 98886K108 |
| MOV | Movado Group Inc. | 55 | $1,000 | 0.0% | $28.81 | -9.7% | COM | 624580106 |
| — | FBL Financial Group cl A | 16 | $1,000 | 0.0% | $62.50 | — | COM | 30239F106 |
| — | Entercom Communications | 100 | $1,000 | 0.0% | $10.72 | — | COM | 293639100 |
| PFS | Provident Financial Services | 37 | $1,000 | 0.0% | $10.58 | +12.6% | COM | 74386T105 |
| — | Preferred Apt Communties cl A | 137 | $1,000 | 0.0% | $7.30 | — | COM | 74039L103 |
| — | Fidelity Southern Corp | 68 | $1,000 | 0.0% | $14.71 | — | COM | 316394105 |
| — | Shiloh Industries Inc. | 160 | $1,000 | 0.0% | $12.50 | — | COM | 824543102 |
| SCL | Stepan Company | 29 | $1,000 | 0.0% | $50.42 | -7.6% | COM | 858586100 |
| QUAD | Quad/Graphics, Inc. cl A | 100 | $1,000 | 0.0% | $21.06 | -28.0% | COM | 747301109 |