Location: San Diego, CA
CIK: 0001142941 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Jan 7, 2016
Total Value: $447M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| XOM | Exxon Mobil Corporation | 192,800 | $15.03M | 3.4% | $55.27 | -7.0% | COM | 30231G102 |
| EG | Everest Re Group Ltd | 80,000 | $14.65M | 3.3% | $128.93 | +13.8% | COM | G3223R108 |
| LEA | Lear Corporation | 109,100 | $13.4M | 3.0% | $73.32 | +37.9% | COM | 521865204 |
| — | CA, Inc. | 462,100 | $13.2M | 3.0% | $29.45 | — | COM | 12673P105 |
| AVT | Avnet Inc | 277,700 | $11.9M | 2.7% | $28.41 | +25.9% | COM | 053807103 |
| JPM | JPMorgan Chase & Co | 172,500 | $11.39M | 2.5% | $42.89 | +15.8% | COM | 46625H100 |
| PPC | Pilgrims Pride Corp | 497,300 | $10.98M | 2.5% | $26.29 | -22.2% | COM | 72147K108 |
| — | DST Systems Inc. | 84,400 | $9.627M | 2.2% | $101.45 | — | COM | 233326107 |
| CVX | Chevron Corp | 106,700 | $9.599M | 2.1% | $68.53 | -14.7% | COM | 166764100 |
| WMT | Wal-Mart Stores, Inc. | 155,900 | $9.557M | 2.1% | $21.00 | -20.8% | COM | 931142103 |
| — | SunTrust Banks, Inc. | 220,300 | $9.438M | 2.1% | $42.25 | — | COM | 867914103 |
| ACGL | Arch Capital Group Ltd. | 132,200 | $9.221M | 2.1% | $18.13 | +28.9% | COM | G0450A105 |
| RGA | Reinsurance Group of America | 105,200 | $9M | 2.0% | $75.21 | +20.4% | COM | 759351604 |
| IBM | IBM Corp | 60,400 | $8.312M | 1.9% | $101.47 | -13.8% | COM | 459200101 |
| HRL | Hormel Foods Corp | 104,400 | $8.256M | 1.8% | $20.86 | +33.6% | COM | 440452100 |
| WFC | Wells Fargo & Co | 146,100 | $7.942M | 1.8% | $41.02 | -0.4% | COM | 949746101 |
| ALL | Allstate Corporation | 127,200 | $7.898M | 1.8% | $50.22 | -0.9% | COM | 020002101 |
| AFL | AFLAC Inc. | 130,000 | $7.787M | 1.7% | $24.09 | +1.8% | COM | 001055102 |
| ITW | Illinois Tool Works Inc. | 83,900 | $7.776M | 1.7% | $68.94 | +3.6% | COM | 452308109 |
| DAL | Delta Air Lines, Inc. | 152,300 | $7.72M | 1.7% | $36.16 | +20.8% | COM | 247361702 |
| — | Scana Corporation | 124,500 | $7.531M | 1.7% | $56.78 | — | COM | 80589M102 |
| — | Patterson Companies Inc | 157,500 | $7.121M | 1.6% | $48.32 | — | COM | 703395103 |
| CALM | Cal-Maine Foods Inc. | 143,200 | $6.636M | 1.5% | $39.11 | +1.8% | COM | 128030202 |
| — | Twenty-First Cent Fox Inc Cl A | 238,600 | $6.48M | 1.4% | $28.06 | — | COM | 90130A101 |
| BEN | Franklin Resources, Inc. | 169,000 | $6.223M | 1.4% | $29.33 | -18.1% | COM | 354613101 |
| DOX | Amdocs Limited | 111,700 | $6.095M | 1.4% | $43.25 | +9.7% | COM | G02602103 |
| SUI | Sun Communities Inc. | 86,100 | $5.9M | 1.3% | $66.24 | — | COM | 866674104 |
| GT | Goodyear Tire & Rubber | 179,900 | $5.877M | 1.3% | $30.20 | +8.6% | COM | 382550101 |
| — | Quintiles Transnation | 85,600 | $5.877M | 1.3% | $58.87 | — | COM | 74876Y101 |
| ARW | Arrow Electronics Inc | 108,200 | $5.862M | 1.3% | $43.18 | +32.0% | COM | 042735100 |
| DTE | DTE Energy Company | 72,900 | $5.846M | 1.3% | $46.78 | +4.9% | COM | 233331107 |
| SYF | Synchrony Financial | 190,904 | $5.805M | 1.3% | $26.47 | -5.6% | COM | 87165B103 |
| SCCO | Southern Copper Corp. | 215,200 | $5.621M | 1.3% | $19.62 | -9.1% | COM | 84265V105 |
| FITB | Fifth Third Bancorp | 250,000 | $5.025M | 1.1% | $13.46 | +3.2% | COM | 316773100 |
| NAVI | Navient Corporation | 435,800 | $4.99M | 1.1% | $18.98 | -35.4% | COM | 63938C108 |
| — | Annaly Capital Mgmt. | 475,700 | $4.462M | 1.0% | $10.79 | — | COM | 035710409 |
| AFG | American Financial Group | 60,800 | $4.382M | 1.0% | $21.96 | +54.7% | COM | 025932104 |
| UHAL | Amerco | 11,100 | $4.323M | 1.0% | $28.47 | +42.0% | COM | 023586100 |
| SKT | Tanger Factory Outlet | 129,900 | $4.248M | 0.9% | $32.70 | — | COM | 875465106 |
| WLK | Westlake Chemical Corp | 77,300 | $4.199M | 0.9% | $49.75 | 0.0% | COM | 960413102 |
| CE | Celanese Corp. | 58,400 | $3.932M | 0.9% | $49.69 | +12.5% | COM | 150870103 |
| — | Raytheon Company | 31,200 | $3.885M | 0.9% | $91.27 | — | COM | 755111507 |
| DGX | Quest Diagnostics Inc | 52,500 | $3.735M | 0.8% | $55.02 | -0.0% | COM | 74834L100 |
| AMWD | American Woodmark Corp. | 46,300 | $3.703M | 0.8% | $70.86 | +6.4% | COM | 030506109 |
| PFG | Principal Financial Group | 81,500 | $3.666M | 0.8% | $23.77 | +40.7% | COM | 74251V102 |
| BF/B | Brown-Forman cl B | 36,900 | $3.663M | 0.8% | $33.95 | +2.6% | COM | 115637209 |
| — | Santander Consmer USA Hdng Inc | 225,300 | $3.571M | 0.8% | $23.14 | — | COM | 80283M101 |
| CNA | CNA Financial Corporation | 97,700 | $3.434M | 0.8% | $15.37 | +9.6% | COM | 126117100 |
| GAP | Gap Inc. | 136,000 | $3.359M | 0.8% | $25.22 | -26.3% | COM | 364760108 |
| — | Healthcare Realty Trust Inc. | 110,000 | $3.115M | 0.7% | $28.32 | — | COM | 421946104 |
| PAG | Penske Automotive Group | 73,300 | $3.104M | 0.7% | $45.64 | +3.1% | COM | 70959W103 |
| BC | Brunswick Corporation | 60,800 | $3.071M | 0.7% | $42.73 | +1.4% | COM | 117043109 |
| CAH | Cardinal Health Inc. | 33,900 | $3.026M | 0.7% | $63.50 | +0.2% | COM | 14149Y108 |
| BR | Broadridge Fncl Solutions | 55,900 | $3.004M | 0.7% | $47.04 | 0.0% | COM | 11133T103 |
| TRN | Trinity Industries, Inc. | 123,900 | $2.976M | 0.7% | $15.83 | -15.1% | COM | 896522109 |
| PHM | PulteGroup, Inc. | 166,400 | $2.965M | 0.7% | $17.55 | -6.3% | COM | 745867101 |
| HSIC | Henry Schein Inc. | 17,600 | $2.784M | 0.6% | $53.24 | +11.7% | COM | 806407102 |
| VLO | Valero Energy Corp. | 38,700 | $2.736M | 0.6% | $42.17 | +7.9% | COM | 91913Y100 |
| CPB | Campbell Soup Company | 48,000 | $2.522M | 0.6% | $34.92 | +6.7% | COM | 134429109 |
| — | Thomson Reuters Corp | 65,200 | $2.468M | 0.6% | $39.76 | — | COM | 884903105 |
| CUBE | CubeSmart | 79,500 | $2.434M | 0.5% | $27.21 | — | COM | 229663109 |
| — | BB&T Corp | 64,100 | $2.424M | 0.5% | $38.92 | — | COM | 054937107 |
| — | General Growth Properties | 83,600 | $2.275M | 0.5% | $25.97 | — | COM | 370023103 |
| — | Medivation, Inc. | 45,300 | $2.19M | 0.5% | $42.50 | — | COM | 58501N101 |
| — | Xerox Corporation | 202,000 | $2.147M | 0.5% | $10.15 | — | COM | 984121103 |
| — | Hudson Pacific Properties, Inc | 70,600 | $1.987M | 0.4% | $28.37 | — | COM | 444097109 |
| WKC | World Fuel Services Corp | 51,500 | $1.981M | 0.4% | $41.89 | -2.3% | COM | 981475106 |
| BAH | Booz Allen Hamilton cl A | 60,800 | $1.876M | 0.4% | $14.91 | +61.8% | COM | 099502106 |
| VOYA | Voya Financial, Inc. | 50,300 | $1.857M | 0.4% | $37.71 | -5.9% | COM | 929089100 |
| — | Ingram Micro Inc. | 58,800 | $1.786M | 0.4% | $19.94 | — | COM | 457153104 |
| — | Rockwell Collins Inc | 17,300 | $1.597M | 0.4% | $92.36 | — | COM | 774341101 |
| UHS | Universal Health Services | 13,000 | $1.553M | 0.3% | $117.13 | 0.0% | COM | 913903100 |
| SBH | Sally Beauty Holdings, Inc. | 55,400 | $1.545M | 0.3% | $31.94 | -21.4% | COM | 79546E104 |
| AGO | Assured Guaranty Ltd | 56,800 | $1.501M | 0.3% | $23.19 | -2.8% | COM | G0585R106 |
| LNT | Alliant Energy Corp. | 23,700 | $1.48M | 0.3% | $17.13 | +27.5% | COM | 018802108 |
| UNM | Unum Group | 43,600 | $1.451M | 0.3% | $34.49 | 0.0% | COM | 91529Y106 |
| PEG | Public Service Enterprise Grp | 37,300 | $1.443M | 0.3% | $21.50 | +31.1% | COM | 744573106 |
| MAN | Manpower Inc. | 15,600 | $1.315M | 0.3% | $79.36 | +10.1% | COM | 56418H100 |
| — | Steris Corporation | 17,000 | $1.281M | 0.3% | $75.35 | — | COM | 859152100 |
| MD | Mednax, Inc. | 17,600 | $1.261M | 0.3% | $74.94 | -1.3% | COM | 58502B106 |
| MORN | Morningstar, Inc. | 15,100 | $1.214M | 0.3% | $81.02 | 0.0% | COM | 617700109 |
| — | Discovery Communications A | 45,500 | $1.214M | 0.3% | $27.26 | — | COM | 25470F104 |
| — | Education Realty Trust Inc. | 31,400 | $1.189M | 0.3% | $32.96 | — | COM | 28140H203 |
| TTC | Toro Company | 15,900 | $1.162M | 0.3% | $37.42 | 0.0% | COM | 891092108 |
| MCO | Moody's Corp. | 11,400 | $1.144M | 0.3% | $91.04 | -0.5% | COM | 615369105 |
| MEI | Methode Electronics Inc | 35,500 | $1.13M | 0.3% | $27.45 | 0.0% | COM | 591520200 |
| — | HollyFrontier Corporation | 28,000 | $1.117M | 0.2% | $46.56 | — | COM | 436106108 |
| L | Loews Corp | 28,900 | $1.11M | 0.2% | $35.50 | 0.0% | COM | 540424108 |
| — | General Electric Co | 34,426 | $1.072M | 0.2% | $25.07 | — | COM | 369604103 |
| BOKF | BOK Financial Corp. | 17,900 | $1.07M | 0.2% | $48.27 | +4.8% | COM | 05561Q201 |
| RHI | Robert Half International Inc. | 21,900 | $1.032M | 0.2% | $50.44 | 0.0% | COM | 770323103 |
| INN | Summit Hotel Properties, Inc. | 82,400 | $985K | 0.2% | $12.39 | — | COM | 866082100 |
| JBL | Jabil Circuit Inc. | 38,100 | $887K | 0.2% | $18.56 | +18.3% | COM | 466313103 |
| WDFC | WD-40 Company | 8,900 | $878K | 0.2% | $82.77 | 0.0% | COM | 929236107 |
| ALK | Alaska Air Group Inc | 10,100 | $813K | 0.2% | $59.43 | +23.1% | COM | 011659109 |
| — | Starz Series A Liberty Capital | 24,200 | $811K | 0.2% | $28.05 | — | COM | 85571Q102 |
| FLR | Fluor Corp | 16,100 | $760K | 0.2% | $42.79 | 0.0% | COM | 343412102 |
| STAG | Stag Industrial Inc. | 40,800 | $753K | 0.2% | $24.06 | — | COM | 85254J102 |
| AWK | American Water Works | 12,100 | $723K | 0.2% | $31.82 | +49.0% | COM | 030420103 |
| GBX | Greenbrier Companies | 21,700 | $708K | 0.2% | $43.10 | -40.6% | COM | 393657101 |
| WAT | Waters Corporation | 12,295 | $700K | 0.2% | $128.73 | -0.2% | COM | 941848103 |
| HUBB | Hubbell Inc | 6,900 | $697K | 0.2% | $76.44 | 0.0% | COM | 443510607 |
| — | Scripps Networks Interact. | 12,600 | $696K | 0.2% | $58.21 | — | COM | 811065101 |
| JBTM | John Bean Technologies | 12,800 | $638K | 0.1% | $43.57 | 0.0% | COM | 477839104 |
| CDW | CDW Corporation | 13,500 | $568K | 0.1% | $31.46 | +22.9% | COM | 12514G108 |
| INGR | Ingredion Incorporated | 5,800 | $556K | 0.1% | $71.10 | +33.3% | COM | 457187102 |
| PBI | Pitney Bowes Inc. | 26,200 | $541K | 0.1% | $24.43 | -15.3% | COM | 724479100 |
| EIX | Edison International | 9,000 | $533K | 0.1% | $39.30 | +3.6% | COM | 281020107 |
| LSTR | Landstar System Inc. | 9,000 | $528K | 0.1% | $58.67 | — | COM | 515098101 |
| AN | AutoNation Inc. | 8,700 | $519K | 0.1% | $44.94 | +37.7% | COM | 05329W102 |
| F | Ford Motor Company | 34,300 | $483K | 0.1% | $8.21 | +1.6% | COM | 345370860 |
| — | Seadrill Limited | 138,500 | $470K | 0.1% | $17.76 | — | COM | G7945E105 |
| DKS | Dicks Sporting Goods Inc | 12,000 | $424K | 0.1% | $31.82 | 0.0% | COM | 253393102 |
| — | EP Energy Corporation Cl A | 92,000 | $403K | 0.1% | $7.88 | — | COM | 268785102 |
| ALLY | Ally Financial Inc. | 20,400 | $380K | 0.1% | $16.84 | -10.1% | COM | 02005N100 |
| DDS | Dillards Inc cl A | 5,600 | $368K | 0.1% | $62.73 | -4.5% | COM | 254067101 |
| — | Jardine Strategic Hldg | 11,567 | $316K | 0.1% | $27.32 | — | COM | FM6472969 |
| UGI | Trans World Entertainement | 9,200 | $311K | 0.1% | $35.06 | -1.0% | COM | 902681105 |
| — | Investors Real Estate Trust | 42,287 | $294K | 0.1% | $6.95 | — | COM | 461730103 |
| HUN | Huntsman Corp. | 25,800 | $293K | 0.1% | $11.85 | 0.0% | COM | 447011107 |
| — | Varian Medical Systems Inc. | 3,600 | $291K | 0.1% | $82.94 | — | COM | 92220P105 |
| — | Keysight Technologies | 9,100 | $258K | 0.1% | $28.35 | — | COM | 49338L10 |
| LPG | Dorian LPG Ltd. | 17,900 | $211K | 0.0% | $13.79 | -12.9% | COM | Y2106R110 |
| AOS | A.O. Smith Corp. | 2,700 | $207K | 0.0% | $28.87 | +10.7% | COM | 831865209 |
| WMK | Weis Markets Inc. | 4,355 | $193K | 0.0% | $33.55 | -0.0% | COM | 948849104 |
| — | Sucampo Pharmaceuticals, Inc. | 9,800 | $169K | 0.0% | $19.86 | — | COM | 864909106 |
| — | Monmouth Real Est Inv Corp | 15,675 | $164K | 0.0% | $10.46 | — | COM | 609720107 |
| ROL | Rollins Inc. | 5,300 | $137K | 0.0% | $11.01 | -5.1% | COM | 775711104 |
| PPL | PPL Corp | 3,700 | $126K | 0.0% | $16.72 | +28.4% | COM | 69351T106 |
| — | Atrion Corporation | 300 | $114K | 0.0% | $375.00 | — | COM | 049904105 |
| — | Atwood Oceanics Inc | 9,700 | $99,000 | 0.0% | $32.53 | — | COM | 050095108 |
| MAA | Mid-America Apartment | 500 | $45,000 | 0.0% | $61.27 | 0.0% | COM | 59522J103 |
| GS | Goldman Sachs Group Inc | 200 | $36,000 | 0.0% | $158.88 | -4.9% | COM | 38141G104 |
| CNXN | PC Connection, Inc. | 304 | $7,000 | 0.0% | $18.23 | +6.8% | COM | 69318J100 |
| CMCO | Columbus McKinnon Corp | 278 | $5,000 | 0.0% | $17.79 | 0.0% | COM | 199333105 |
| — | Nutraceutical Int'l Corp | 181 | $5,000 | 0.0% | $22.63 | — | COM | 67060Y101 |
| CACI | CACI International, Inc. | 531 | $5,000 | 0.0% | $83.62 | +10.8% | COM | 127190304 |
| FLXS | Flexsteel Industries Inc. | 105 | $5,000 | 0.0% | $27.89 | +18.6% | COM | 339382103 |
| FF | FutureFuel Corp | 383 | $5,000 | 0.0% | $3.24 | +23.3% | COM | 36116M106 |
| GSBC | Great Southern Bancorp | 116 | $5,000 | 0.0% | $28.29 | +70.7% | COM | 390905107 |
| — | Hawaiian Telcom Holdco, Inc. | 188 | $5,000 | 0.0% | $27.43 | — | COM | 420031106 |
| TMP | Tompkins Financial Corp | 66 | $4,000 | 0.0% | $41.80 | 0.0% | COM | 890110109 |
| CAC | Camden National Corp | 80 | $4,000 | 0.0% | $18.20 | +9.3% | COM | 133034108 |
| — | Century Bancorp cl A | 100 | $4,000 | 0.0% | $30.00 | — | COM | 156432106 |
| — | TESSCO Technologies, Inc. | 200 | $4,000 | 0.0% | $31.11 | — | COM | 872386107 |
| — | TRC Companies Inc. | 401 | $4,000 | 0.0% | $7.38 | — | COM | 872625108 |
| GABC | German American Bancorp | 119 | $4,000 | 0.0% | $15.81 | +6.4% | COM | 373865104 |
| EIG | Employers Holdings, Inc. | 136 | $4,000 | 0.0% | $18.39 | +5.9% | COM | 292218104 |
| OLP | One Liberty Properties Inc. | 170 | $4,000 | 0.0% | $21.18 | — | COM | 682406103 |
| PRK | Park National Corp OH | 40 | $4,000 | 0.0% | $75.85 | +23.0% | COM | 700658107 |
| — | EMC Insurance Group | 150 | $4,000 | 0.0% | $28.89 | — | COM | 268664109 |
| FIZZ | National Beverage Corp | 87 | $4,000 | 0.0% | $8.07 | +83.7% | COM | 635017106 |
| WASH | Washington Trust Bancorp | 100 | $4,000 | 0.0% | $19.19 | +23.3% | COM | 940610108 |
| ULH | Universal Truckload Services | 217 | $3,000 | 0.0% | $20.49 | -25.1% | COM | 91388P105 |
| IBOC | International Bancshares | 116 | $3,000 | 0.0% | $16.01 | +31.7% | COM | 459044103 |
| MHO | M/I Homes, Inc. | 143 | $3,000 | 0.0% | $23.80 | -3.6% | COM | 55305B101 |
| MGEE | MGE Energy Inc. | 55 | $3,000 | 0.0% | $35.01 | -1.3% | COM | 55277P104 |
| — | Marlin Business Services Corp | 206 | $3,000 | 0.0% | $17.20 | — | COM | 571157106 |
| — | Monarch Financial Hldgs | 154 | $3,000 | 0.0% | $14.76 | — | COM | 60907Q100 |
| VLGEA | Village Super Market | 128 | $3,000 | 0.0% | $28.41 | -10.1% | COM | 927107409 |
| ALX | Alexanders Inc. | 7 | $3,000 | 0.0% | $346.94 | — | COM | 014752109 |
| — | TeleTech Holdings Inc | 114 | $3,000 | 0.0% | $28.62 | — | COM | 879939106 |
| FIBK | First Interstate BancSystem A | 111 | $3,000 | 0.0% | $12.34 | +47.0% | COM | 32055Y201 |
| BKE | Buckle Inc. | 91 | $3,000 | 0.0% | $14.71 | -22.3% | COM | 118440106 |
| GAMI | GAMCO Investors, Inc. | 94 | $3,000 | 0.0% | $23.83 | +1.4% | COM | 361438104 |
| SAH | Sonic Automotive, Inc. | 129 | $3,000 | 0.0% | $22.75 | +2.6% | COM | 83545G102 |
| — | Breeze-Eastern Corp | 159 | $3,000 | 0.0% | $12.58 | — | COM | 106764103 |
| — | Ship Finance Intl Ltd | 171 | $3,000 | 0.0% | $17.54 | — | COM | G81075106 |
| FCNCA | First Citizens Bancshares cl A | 12 | $3,000 | 0.0% | $236.22 | +1.6% | COM | 31946M103 |
| — | Central Pacific Financial Corp | 117 | $3,000 | 0.0% | $17.09 | — | COM | 154760102 |
| — | Syntel Inc. | 68 | $3,000 | 0.0% | $70.93 | — | COM | 87162H103 |
| HY | Hyster-Yale Materials Handling | 56 | $3,000 | 0.0% | $60.76 | -27.2% | COM | 449172105 |
| BFS | Saul Centers Inc. | 55 | $3,000 | 0.0% | $56.99 | — | COM | 804395101 |
| THFF | First Financial Corp (IN) | 100 | $3,000 | 0.0% | $23.39 | +6.8% | COM | 320218100 |
| TPC | Tutor Perini Corporation | 186 | $3,000 | 0.0% | $17.73 | -4.0% | COM | 901109108 |
| CCS | Century Communities, Inc. | 173 | $3,000 | 0.0% | $17.73 | 0.0% | COM | 156504300 |
| SMBC | Southern MO Bancorp | 109 | $3,000 | 0.0% | $15.61 | +23.1% | COM | 843380106 |
| BANF | BancFirst Corp OK | 53 | $3,000 | 0.0% | $20.74 | +21.6% | COM | 05945F103 |
| NNI | Nelnet Inc | 104 | $3,000 | 0.0% | $41.59 | -19.5% | COM | 64031N108 |
| CRD/A | Crawford & Co cl A | 500 | $3,000 | 0.0% | $5.28 | -24.7% | COM | 224633206 |
| — | Sanmina Corp | 147 | $3,000 | 0.0% | $20.13 | — | COM | 800907206 |
| PKOH | Park-Ohio Holdings Co | 87 | $3,000 | 0.0% | $40.27 | -26.0% | COM | 700666100 |
| CTBI | Community Trust Bancorp | 100 | $3,000 | 0.0% | $23.76 | +1.4% | COM | 204149108 |
| — | Electro Rent Corp | 292 | $3,000 | 0.0% | $11.75 | — | COM | 285218103 |
| — | National Western Life Group, Inc. | 10 | $3,000 | 0.0% | $200.00 | — | COM | 638517102 |
| — | Pulaski Financial Corp. | 162 | $3,000 | 0.0% | $12.35 | — | COM | 745548107 |
| NHC | National Healthcare Corp | 44 | $3,000 | 0.0% | $52.33 | +23.8% | COM | 635906100 |
| OCFC | OceanFirst Financial | 126 | $3,000 | 0.0% | $11.27 | +18.2% | COM | 675234108 |
| — | Essendant Inc. | 80 | $3,000 | 0.0% | $37.50 | — | COM | 296689102 |
| RBCAA | Republic Bancorp KY | 100 | $3,000 | 0.0% | $23.72 | +9.0% | COM | 760281204 |
| CPSS | Consumer Portfolio Services | 550 | $3,000 | 0.0% | $7.26 | -29.4% | COM | 210502100 |
| — | Enstar Group Limited | 10 | $2,000 | 0.0% | $200.00 | — | COM | G3075P101 |
| — | EverBank Financial Corp. | 100 | $2,000 | 0.0% | $20.00 | — | COM | 29977G102 |
| — | National General Holdings Corp | 100 | $2,000 | 0.0% | $20.00 | — | COM | 636220303 |
| — | National Interstate Corp | 83 | $2,000 | 0.0% | $24.10 | — | COM | 63654U100 |
| — | Navigators Group Inc | 22 | $2,000 | 0.0% | $90.91 | — | COM | 638904102 |
| — | OM Asset Management plc | 100 | $2,000 | 0.0% | $20.00 | — | COM | G67506108 |
| OFLX | Omega Flex, Inc. | 55 | $2,000 | 0.0% | $33.92 | +13.4% | COM | 682095104 |
| — | Onebeacon Insurance Grp | 187 | $2,000 | 0.0% | $13.70 | — | COM | G67742109 |
| — | PHI, Inc. Non-Voting | 109 | $2,000 | 0.0% | $34.66 | — | COM | 69336T205 |
| PLPC | Preformed Line Products | 53 | $2,000 | 0.0% | $72.96 | -43.0% | COM | 740444104 |
| — | Premier Financial Bncp. | 150 | $2,000 | 0.0% | $13.33 | — | COM | 74050M105 |
| SGA | Saga Communications Inc. | 52 | $2,000 | 0.0% | $41.65 | -1.2% | COM | 786598300 |
| — | Crown Media Holdings Inc. | 400 | $2,000 | 0.0% | $2.50 | — | COM | 228411104 |
| DGICA | Donegal Group Inc. cl A | 135 | $2,000 | 0.0% | $9.61 | -5.1% | COM | 257701201 |
| — | Dynex Capital Inc. | 239 | $2,000 | 0.0% | $8.37 | — | COM | 26817Q506 |
| — | Entercom Communications | 200 | $2,000 | 0.0% | $10.36 | — | COM | 293639100 |
| VVX | Vectrus, Inc. | 88 | $2,000 | 0.0% | $23.29 | 0.0% | COM | 92242T101 |
| UTMD | Utah Medical Products Inc. | 39 | $2,000 | 0.0% | $56.70 | 0.0% | COM | 917488108 |
| WEYS | Weyco Group Inc. | 63 | $2,000 | 0.0% | $28.53 | -3.3% | COM | 962149100 |
| — | ZAIS Financial Corp. | 100 | $2,000 | 0.0% | $20.00 | — | COM | 98886K108 |
| PLUS | ePlus Inc. | 26 | $2,000 | 0.0% | $14.26 | +57.6% | COM | 294268107 |
| SRCE | 1st Source Corporation | 79 | $2,000 | 0.0% | $35.30 | — | COM | 336901103 |
| MOFG | MidWestOne Finl Grp | 72 | $2,000 | 0.0% | $30.80 | 0.0% | COM | 598511103 |
| MPX | Marine Products Corp | 300 | $2,000 | 0.0% | $4.10 | +4.0% | COM | 568427108 |
| — | AVX Corporation | 196 | $2,000 | 0.0% | $15.31 | — | COM | 002444107 |
| ACCO | Acco Brands Corporation | 300 | $2,000 | 0.0% | $5.75 | -5.7% | COM | 00081T108 |
| — | Adams Resources & Energy | 61 | $2,000 | 0.0% | $72.84 | — | COM | 006351308 |
| — | Independence Holding Co. | 160 | $2,000 | 0.0% | $12.50 | — | COM | 453440307 |
| — | Altisource Portfolio Solutions | 77 | $2,000 | 0.0% | $25.97 | — | COM | 044540827 |
| DIT | Amcon Distributing Co | 25 | $2,000 | 0.0% | $66.01 | +2.7% | COM | 02341Q205 |
| DCH | American Axle & Manufacturing | 122 | $2,000 | 0.0% | $18.38 | +14.5% | COM | 024061103 |
| VSEC | VSE Corporation | 26 | $2,000 | 0.0% | $28.41 | -11.0% | COM | 918284100 |
| CLMB | Wayside Technology Group | 100 | $2,000 | 0.0% | $10.39 | +30.1% | COM | 946760105 |
| NKSH | National Bankshares Inc | 54 | $2,000 | 0.0% | $22.45 | 0.0% | COM | 634865109 |
| — | MutualFirst Financial Inc. | 86 | $2,000 | 0.0% | $23.26 | — | COM | 62845B104 |
| CZNC | Citizens & Northern Corp | 100 | $2,000 | 0.0% | $10.87 | +11.6% | COM | 172922106 |
| — | Supreme Industries Inc. | 276 | $2,000 | 0.0% | $7.25 | — | COM | 868607102 |
| — | Trans World Entertainment | 500 | $2,000 | 0.0% | $4.00 | — | COM | 89336Q100 |
| — | Span-America Medical | 100 | $2,000 | 0.0% | $20.00 | — | COM | 846396109 |
| UVV | Universal Corporation | 28 | $2,000 | 0.0% | $49.36 | +10.8% | COM | 913456109 |
| SENEA | Seneca Foods cl A | 65 | $2,000 | 0.0% | $27.20 | +3.5% | COM | 817070501 |
| SEM | Select Medical Holdings Corp | 207 | $2,000 | 0.0% | $3.81 | +51.2% | COM | 81619Q105 |
| AROW | Arrow Financial Corp. | 80 | $2,000 | 0.0% | $17.17 | 0.0% | COM | 042744102 |
| HIFS | Hingham Institution for Saving | 18 | $2,000 | 0.0% | $102.47 | +10.2% | COM | 433323102 |
| HTH | Hilltop Holdings Inc. | 100 | $2,000 | 0.0% | $21.40 | -2.6% | COM | 432748101 |
| — | Autobytel Inc. | 100 | $2,000 | 0.0% | $10.00 | — | COM | 05275N205 |
| AWRE | Aware Inc. | 651 | $2,000 | 0.0% | $4.13 | -22.6% | COM | 05453N100 |
| — | Handy & Harman Ltd. | 84 | $2,000 | 0.0% | $24.21 | — | COM | 410315105 |
| — | Hallador Energy Company | 331 | $2,000 | 0.0% | $9.06 | — | COM | 406092304 |
| — | Baldwin & Lyons cl B | 100 | $2,000 | 0.0% | $20.00 | — | COM | 057755209 |
| BHB | Bar Harbor Bankshares | 45 | $2,000 | 0.0% | $15.19 | +3.6% | COM | 066849100 |
| — | Global Sources Ltd. | 313 | $2,000 | 0.0% | $8.00 | — | COM | G39300101 |
| FDP | Fresh Del Monte Produce | 42 | $2,000 | 0.0% | $21.60 | +61.7% | COM | G36738105 |
| — | First of Long Island Corp | 79 | $2,000 | 0.0% | $25.32 | — | COM | 320734106 |
| FCBC | First Community Bancshares Inc | 119 | $2,000 | 0.0% | $11.51 | +8.2% | COM | 31983A103 |
| CCNE | CNB Financial Corp PA | 100 | $2,000 | 0.0% | $12.69 | +7.3% | COM | 126128107 |
| — | CSS Industries Inc. | 62 | $2,000 | 0.0% | $32.26 | — | COM | 125906107 |
| FN | Fabrinet | 100 | $2,000 | 0.0% | $18.87 | +18.1% | COM | G3323L100 |
| — | FBR & Co. | 100 | $2,000 | 0.0% | $26.32 | — | COM | 30247C400 |
| — | Chase Corporation | 57 | $2,000 | 0.0% | $35.09 | — | COM | 16150R104 |
| — | FBL Financial Group cl A | 34 | $2,000 | 0.0% | $60.55 | — | COM | 30239F106 |
| — | Textainer Group Hldgs Ltd. | 100 | $1,000 | 0.0% | $38.43 | — | COM | G8766E109 |
| SCL | Stepan Company | 29 | $1,000 | 0.0% | $50.42 | -0.6% | COM | 858586100 |
| — | Blue Capital Reinsurnce Hldgs | 64 | $1,000 | 0.0% | $15.63 | — | COM | G1190F107 |
| — | Fidelity & Guaranty Life | 58 | $1,000 | 0.0% | $17.24 | — | COM | 315785105 |
| BHE | Benchmark Electronics, Inc. | 41 | $1,000 | 0.0% | $19.82 | -11.3% | COM | 08160H101 |
| — | Synutra International, Inc. | 233 | $1,000 | 0.0% | $4.29 | — | COM | 87164C102 |
| — | Beasley Broadcast Group Inc. | 300 | $1,000 | 0.0% | $7.78 | — | COM | 074014101 |
| — | Shiloh Industries Inc. | 160 | $1,000 | 0.0% | $12.50 | — | COM | 824543102 |
| — | TAL International Group | 71 | $1,000 | 0.0% | $14.08 | — | COM | 874083108 |
| — | Third Point Reinsurance Ltd. | 43 | $1,000 | 0.0% | $15.00 | — | COM | G8827U100 |
| PFS | Provident Financial Services | 37 | $1,000 | 0.0% | $10.58 | +20.6% | COM | 74386T105 |
| — | PDL BioPharma, Inc. | 330 | $1,000 | 0.0% | $8.17 | — | COM | 69329Y104 |
| NATR | Nature's Sunshine Products | 142 | $1,000 | 0.0% | $11.20 | -6.7% | COM | 639027101 |
| CULP | Culp Inc. | 50 | $1,000 | 0.0% | $15.96 | +50.3% | COM | 230215105 |
| JOUT | Johnson Outdoors Inc. | 47 | $1,000 | 0.0% | $26.59 | -14.2% | COM | 479167108 |
| IDT | IDT Corp Class B | 49 | $1,000 | 0.0% | $13.87 | -34.4% | COM | 448947507 |
| — | Maiden Holdings Ltd. | 52 | $1,000 | 0.0% | $12.93 | — | COM | G5753U112 |
| LGIH | LGI Homes, Inc. | 56 | $1,000 | 0.0% | $18.10 | +61.1% | COM | 50187T106 |
| KTCC | Key Tronic Corp | 100 | $1,000 | 0.0% | $8.56 | -5.0% | COM | 493144109 |
| — | Urstadt Biddle Prop cl A | 47 | $1,000 | 0.0% | $21.28 | — | COM | 917286205 |
| — | Multi-Color Corp. | 21 | $1,000 | 0.0% | $95.24 | — | COM | 625383104 |
| JBSS | John B Sanfilippo & Son Inc. | 11 | $1,000 | 0.0% | $51.70 | +9.0% | COM | 800422107 |
| WRLD | World Acceptance Corp | 28 | $1,000 | 0.0% | $42.55 | -12.9% | COM | 981419104 |
| MLI | Mueller Industries, Inc. | 46 | $1,000 | 0.0% | $12.15 | +0.5% | COM | 624756102 |
| MOV | Movado Group Inc. | 55 | $1,000 | 0.0% | $28.81 | -9.5% | COM | 624580106 |
| IMKTA | Ingles Markets cl A | 22 | $1,000 | 0.0% | $20.51 | +111.3% | COM | 457030104 |
| MCS | Marcus Corporation | 52 | $1,000 | 0.0% | $18.08 | +10.6% | COM | 566330106 |
| — | Western Refining, Inc. | 14 | $0 | 0.0% | $37.79 | — | COM | 959319104 |
| EFSC | Enterprise Financial Services | 17 | $0 | 0.0% | $15.16 | +55.3% | COM | 293712105 |
| — | Heartland Financial USA | 14 | $0 | 0.0% | $26.85 | — | COM | 42234Q102 |