Location: San Diego, CA
CIK: 0001142941 · Show all filings
Period: Q2 2016 (← Previous) (Next →)
Filing Date: Jul 14, 2016
Total Value: $581M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| JPM | JPMorgan Chase & Co | 314,500 | $19.54M | 3.4% | $45.13 | +7.1% | COM | 46625H100 |
| WFC | Wells Fargo & Co | 408,300 | $19.32M | 3.3% | $38.54 | -3.4% | COM | 949746101 |
| — | Scana Corporation | 236,800 | $17.92M | 3.1% | $64.01 | — | COM | 80589M102 |
| — | CA, Inc. | 539,400 | $17.71M | 3.1% | $30.06 | — | COM | 12673P105 |
| EG | Everest Re Group Ltd | 94,300 | $17.23M | 3.0% | $133.72 | +12.4% | COM | G3223R108 |
| WMT | Wal-Mart Stores, Inc. | 230,000 | $16.8M | 2.9% | $19.59 | -0.4% | COM | 931142103 |
| AVT | Avnet Inc | 379,900 | $15.39M | 2.7% | $29.75 | +12.4% | COM | 053807103 |
| WLK | Westlake Chemical Corp | 341,900 | $14.67M | 2.5% | $41.05 | -3.7% | COM | 960413102 |
| PPC | Pilgrims Pride Corp | 569,400 | $14.51M | 2.5% | $26.12 | -3.8% | COM | 72147K108 |
| IBM | IBM Corp | 92,500 | $14.04M | 2.4% | $99.27 | -4.2% | COM | 459200101 |
| AFL | AFLAC Inc. | 188,000 | $13.57M | 2.3% | $24.98 | +9.2% | COM | 001055102 |
| ALL | Allstate Corporation | 182,800 | $12.79M | 2.2% | $51.41 | +5.2% | COM | 020002101 |
| ITW | Illinois Tool Works Inc. | 113,200 | $11.79M | 2.0% | $73.16 | +13.8% | COM | 452308109 |
| NI | NiSource Inc | 428,400 | $11.36M | 2.0% | $17.50 | +0.9% | COM | 65473P105 |
| GILD | Gilead Sciences Inc. | 135,100 | $11.27M | 1.9% | $62.87 | -0.2% | COM | 375558103 |
| — | Discovery Communications A | 445,400 | $11.24M | 1.9% | $26.43 | — | COM | 25470F104 |
| — | Twenty-First Cent Fox Inc Cl A | 395,600 | $10.7M | 1.8% | $27.67 | — | COM | 90130A101 |
| VLO | Valero Energy Corp. | 209,700 | $10.7M | 1.8% | $40.01 | -3.9% | COM | 91913Y100 |
| DTE | DTE Energy Company | 102,200 | $10.13M | 1.7% | $49.34 | +13.7% | COM | 233331107 |
| LEA | Lear Corporation | 90,900 | $9.25M | 1.6% | $73.32 | +28.0% | COM | 521865204 |
| BEN | Franklin Resources, Inc. | 277,100 | $9.247M | 1.6% | $26.57 | -15.2% | COM | 354613101 |
| DGX | Quest Diagnostics Inc | 113,100 | $9.207M | 1.6% | $58.89 | +7.0% | COM | 74834L100 |
| WKC | World Fuel Services Corp | 186,000 | $8.833M | 1.5% | $44.00 | +5.8% | COM | 981475106 |
| GAP | Gap Inc. | 415,500 | $8.817M | 1.5% | $19.45 | -22.4% | COM | 364760108 |
| ACGL | Arch Capital Group Ltd. | 121,000 | $8.712M | 1.5% | $18.24 | +23.1% | COM | G0450A105 |
| SCCO | Southern Copper Corp. | 308,200 | $8.315M | 1.4% | $19.16 | -5.5% | COM | 84265V105 |
| — | DST Systems Inc. | 71,000 | $8.267M | 1.4% | $101.45 | — | COM | 233326107 |
| DAL | Delta Air Lines, Inc. | 199,500 | $7.268M | 1.3% | $36.66 | +3.1% | COM | 247361702 |
| DOX | Amdocs Limited | 124,500 | $7.186M | 1.2% | $44.10 | +8.2% | COM | G02602103 |
| FITB | Fifth Third Bancorp | 408,300 | $7.182M | 1.2% | $12.84 | -0.7% | COM | 316773100 |
| LNC | Lincoln National Corp | 178,600 | $6.924M | 1.2% | $28.07 | +4.3% | COM | 534187109 |
| MAC | Macerich Company | 76,600 | $6.541M | 1.1% | $85.39 | — | COM | 554382101 |
| PFG | Principal Financial Group | 151,600 | $6.232M | 1.1% | $25.88 | +13.8% | COM | 74251V102 |
| — | Annaly Capital Mgmt. | 549,000 | $6.077M | 1.0% | $10.84 | — | COM | 035710409 |
| HRL | Hormel Foods Corp | 156,300 | $5.721M | 1.0% | $24.27 | +21.6% | COM | 440452100 |
| NAVI | Navient Corporation | 431,600 | $5.158M | 0.9% | $18.90 | -32.7% | COM | 63938C108 |
| ADM | Archer Daniels Midland | 117,900 | $5.057M | 0.9% | $29.99 | 0.0% | COM | 039483102 |
| TRN | Trinity Industries, Inc. | 271,000 | $5.032M | 0.9% | $12.50 | -22.5% | COM | 896522109 |
| CPB | Campbell Soup Company | 73,500 | $4.89M | 0.8% | $38.81 | +18.9% | COM | 134429109 |
| TTC | Toro Company | 54,500 | $4.807M | 0.8% | $39.57 | +10.4% | COM | 891092108 |
| HPQ | HP Inc. | 377,700 | $4.74M | 0.8% | $8.13 | +11.5% | COM | 40434L105 |
| — | Discover Financial Services | 85,700 | $4.593M | 0.8% | $53.59 | — | COM | 254709108 |
| ARW | Arrow Electronics Inc | 71,700 | $4.438M | 0.8% | $43.18 | +47.0% | COM | 042735100 |
| F | Ford Motor Company | 345,800 | $4.347M | 0.7% | $7.96 | -0.3% | COM | 345370860 |
| XOM | Exxon Mobil Corporation | 46,300 | $4.34M | 0.7% | $55.27 | +4.7% | COM | 30231G102 |
| AXS | Axis Capital Holdings Ltd | 76,700 | $4.219M | 0.7% | $41.46 | 0.0% | COM | G0692U109 |
| KEYS | Keysight Technologies Inc | 143,800 | $4.183M | 0.7% | $25.15 | +12.5% | COM | 49338L103 |
| ROL | Rollins Inc. | 142,200 | $4.162M | 0.7% | $10.76 | +1.0% | COM | 775711104 |
| SUI | Sun Communities Inc. | 53,500 | $4.1M | 0.7% | $66.24 | — | COM | 866674104 |
| NEU | NewMarket Corporation | 9,800 | $4.061M | 0.7% | $334.36 | 0.0% | COM | 651587107 |
| — | Thomson Reuters Corp | 94,200 | $3.808M | 0.7% | $39.97 | — | COM | 884903105 |
| EQR | Equity Residential Properties | 52,200 | $3.596M | 0.6% | $46.36 | 0.0% | COM | 29476L107 |
| ETN | Eaton Corporation, plc | 56,300 | $3.363M | 0.6% | $49.44 | +0.7% | COM | G29183103 |
| CAH | Cardinal Health Inc. | 42,400 | $3.308M | 0.6% | $62.94 | -4.2% | COM | 14149Y108 |
| RGA | Reinsurance Group of America | 33,900 | $3.288M | 0.6% | $75.21 | +27.5% | COM | 759351604 |
| PHM | PulteGroup, Inc. | 168,700 | $3.288M | 0.6% | $17.54 | -5.8% | COM | 745867101 |
| CNA | CNA Financial Corporation | 98,100 | $3.082M | 0.5% | $15.37 | +5.9% | COM | 126117100 |
| SKT | Tanger Factory Outlet | 76,100 | $3.058M | 0.5% | $32.70 | — | COM | 875465106 |
| — | Dril-Quip Inc. | 52,300 | $3.056M | 0.5% | $58.43 | — | COM | 262037104 |
| AAPL | Apple Inc. | 31,500 | $3.011M | 0.5% | $22.62 | 0.0% | COM | 037833100 |
| L | Loews Corp | 71,500 | $2.938M | 0.5% | $37.19 | +2.0% | COM | 540424108 |
| PEG | Public Service Enterprise Grp | 59,800 | $2.787M | 0.5% | $24.76 | +31.3% | COM | 744573106 |
| — | Healthcare Realty Trust Inc. | 77,300 | $2.705M | 0.5% | $28.32 | — | COM | 421946104 |
| JKHY | Jack Henry & Associates | 30,100 | $2.627M | 0.5% | $72.21 | +3.2% | COM | 426281101 |
| WDFC | WD-40 Company | 22,100 | $2.596M | 0.4% | $86.66 | +7.6% | COM | 929236107 |
| — | Varian Medical Systems Inc. | 31,200 | $2.566M | 0.4% | $80.40 | — | COM | 92220P105 |
| — | Hudson Pacific Properties, Inc | 83,100 | $2.425M | 0.4% | $28.45 | — | COM | 444097109 |
| — | Santander Consmer USA Hdng Inc | 225,100 | $2.325M | 0.4% | $23.14 | — | COM | 80283M101 |
| — | Patterson Companies Inc | 47,600 | $2.28M | 0.4% | $48.32 | — | COM | 703395103 |
| AMWD | American Woodmark Corp. | 31,500 | $2.091M | 0.4% | $70.86 | +2.0% | COM | 030506109 |
| — | Alleghany Corp | 3,800 | $2.088M | 0.4% | $541.14 | — | COM | 017175100 |
| MORN | Morningstar, Inc. | 24,500 | $2.004M | 0.3% | $80.04 | +4.4% | COM | 617700109 |
| — | General Electric Company | 62,525 | $1.968M | 0.3% | $27.99 | — | COM | 369604103 |
| CALM | Cal-Maine Foods Inc. | 43,400 | $1.923M | 0.3% | $39.11 | -8.4% | COM | 128030202 |
| — | Xerox Corporation | 202,000 | $1.917M | 0.3% | $10.15 | — | COM | 984121103 |
| BOKF | BOK Financial Corp. | 30,200 | $1.894M | 0.3% | $45.86 | +1.6% | COM | 05561Q201 |
| — | CBL & Associates Properties | 196,100 | $1.826M | 0.3% | $9.31 | — | COM | 124830100 |
| — | SunTrust Banks, Inc. | 44,400 | $1.824M | 0.3% | $42.25 | — | COM | 867914103 |
| BAH | Booz Allen Hamilton cl A | 60,800 | $1.802M | 0.3% | $14.91 | +60.9% | COM | 099502106 |
| LSTR | Landstar System Inc. | 25,400 | $1.744M | 0.3% | $62.50 | — | COM | 515098101 |
| RHI | Robert Half International Inc. | 43,700 | $1.668M | 0.3% | $45.72 | -10.6% | COM | 770323103 |
| — | Education Realty Trust Inc. | 34,600 | $1.596M | 0.3% | $34.18 | — | COM | 28140H203 |
| — | ITT Corporation | 49,300 | $1.577M | 0.3% | $31.99 | — | COM | 450911102 |
| — | Rockwell Collins Inc | 17,400 | $1.481M | 0.3% | $89.44 | — | COM | 774341101 |
| MPC | Marathon Petroleum Corp | 37,900 | $1.439M | 0.2% | $27.63 | -1.5% | COM | 56585A102 |
| UHS | Universal Health Services | 10,200 | $1.368M | 0.2% | $117.13 | +8.1% | COM | 913903100 |
| UHAL | Amerco | 3,500 | $1.311M | 0.2% | $28.47 | +26.9% | COM | 023586100 |
| UNM | Unum Group | 40,800 | $1.297M | 0.2% | $34.49 | -1.9% | COM | 91529Y106 |
| VOYA | Voya Financial, Inc. | 50,300 | $1.245M | 0.2% | $37.71 | -27.3% | COM | 929089100 |
| AR | Antero Resources Corporation | 47,900 | $1.244M | 0.2% | $26.27 | +3.8% | COM | 03674X106 |
| CVX | Chevron Corp | 11,600 | $1.216M | 0.2% | $68.53 | -2.6% | COM | 166764100 |
| PAG | Penske Automotive Group | 38,300 | $1.205M | 0.2% | $45.64 | -19.9% | COM | 70959W103 |
| RMD | ResMed Inc. | 18,800 | $1.189M | 0.2% | $52.74 | +0.1% | COM | 761152107 |
| PSX | Phillips 66 | 14,000 | $1.111M | 0.2% | $56.71 | 0.0% | COM | 718546104 |
| EMN | Eastman Chemical Co. | 16,100 | $1.093M | 0.2% | $53.55 | 0.0% | COM | 277432100 |
| — | Ingram Micro Inc. | 30,500 | $1.061M | 0.2% | $19.94 | — | COM | 457153104 |
| — | BB&T Corp | 29,300 | $1.043M | 0.2% | $38.92 | — | COM | 054937107 |
| — | Quintiles Transnational Hldg | 13,900 | $908K | 0.2% | $58.87 | — | COM | 74876Y101 |
| BF/B | Brown-Forman cl B | 8,700 | $868K | 0.1% | $33.95 | -4.2% | COM | 115637209 |
| — | General Growth Properties Inc | 28,400 | $847K | 0.1% | $25.97 | — | COM | 370023103 |
| CUBE | CubeSmart | 26,400 | $815K | 0.1% | $27.21 | — | COM | 229663109 |
| — | Monmouth Real Est Inv Corp | 60,575 | $803K | 0.1% | $12.04 | — | COM | 609720107 |
| FLR | Fluor Corporation | 16,100 | $793K | 0.1% | $42.90 | +11.2% | COM | 343412102 |
| — | Scripps Networks Interact. | 12,400 | $772K | 0.1% | $58.21 | — | COM | 811065101 |
| DKS | Dicks Sporting Goods Inc | 16,700 | $753K | 0.1% | $31.57 | +5.4% | COM | 253393102 |
| WMK | Weis Markets Inc. | 14,855 | $751K | 0.1% | $34.69 | +10.9% | COM | 948849104 |
| INGR | Ingredion Incorporated | 5,800 | $751K | 0.1% | $71.10 | +63.6% | COM | 457187102 |
| C | Citigroup Inc. | 17,600 | $746K | 0.1% | $33.10 | 0.0% | COM | 172967424 |
| LNT | Alliant Energy Corp. | 18,700 | $742K | 0.1% | $17.13 | +60.3% | COM | 018802108 |
| — | Hubbell Inc | 6,900 | $728K | 0.1% | $105.94 | — | COM | 443510201 |
| — | Bunge Limited | 12,000 | $710K | 0.1% | $56.67 | — | COM | G16962105 |
| — | Sanderson Farms Inc. | 8,200 | $710K | 0.1% | $86.59 | — | COM | 800013104 |
| — | Starz Series A | 22,400 | $670K | 0.1% | $28.49 | — | COM | 85571Q102 |
| — | VMware, Inc. Cl A | 10,600 | $607K | 0.1% | $57.26 | — | COM | 928563402 |
| LII | Lennox International, Inc. | 4,200 | $599K | 0.1% | $122.50 | 0.0% | COM | 526107107 |
| NSC | Norfolk Southern Corp | 6,900 | $587K | 0.1% | $69.72 | 0.0% | COM | 655844108 |
| MAN | ManpowerGroup | 8,700 | $560K | 0.1% | $79.36 | -2.3% | COM | 56418H100 |
| — | Bed Bath & Beyond Inc | 12,500 | $540K | 0.1% | $43.20 | — | COM | 075896100 |
| UGI | UGI Corp | 9,200 | $416K | 0.1% | $35.06 | +20.2% | COM | 902681105 |
| PPL | PPL Corporation | 10,700 | $404K | 0.1% | $20.75 | +19.4% | COM | 69351T106 |
| HUN | Huntsman Corp. | 25,800 | $347K | 0.1% | $11.85 | +23.8% | COM | 447011107 |
| — | Noble Corporation plc (UK) | 36,300 | $299K | 0.1% | $8.24 | — | COM | G65431101 |
| WCC | WESCO International, Inc. | 5,200 | $268K | 0.0% | $43.22 | +26.6% | COM | 95082P105 |
| CF | CF Industries Holdings, Inc. | 10,600 | $255K | 0.0% | $22.68 | 0.0% | COM | 125269100 |
| ALLY | Ally Financial Inc. | 14,100 | $241K | 0.0% | $16.84 | -21.6% | COM | 02005N100 |
| CYH | Community Health Systems | 19,300 | $233K | 0.0% | $14.65 | 0.0% | COM | 203668108 |
| DDS | Dillards Inc cl A | 3,400 | $206K | 0.0% | $62.73 | -22.4% | COM | 254067101 |
| GME | Gamestop Corp | 7,200 | $191K | 0.0% | $5.57 | +3.0% | COM | 36467W109 |
| — | Atwood Oceanics Inc | 9,700 | $121K | 0.0% | $32.53 | — | COM | 050095108 |
| QCOM | Qualcomm Inc. | 600 | $32,000 | 0.0% | $40.28 | 0.0% | COM | 747525103 |
| CNXN | PC Connection, Inc. | 304 | $7,000 | 0.0% | $18.23 | +18.6% | COM | 69318J100 |
| OLP | One Liberty Properties Inc. | 237 | $6,000 | 0.0% | $21.16 | — | COM | 682406103 |
| VLGEA | Village Super Market | 223 | $6,000 | 0.0% | $26.86 | -2.5% | COM | 927107409 |
| CTBI | Community Trust Bancorp | 145 | $5,000 | 0.0% | $24.05 | +2.6% | COM | 204149108 |
| MHO | M/I Homes, Inc. | 243 | $5,000 | 0.0% | $21.41 | -12.0% | COM | 55305B101 |
| — | PHI, Inc. Non-Voting | 269 | $5,000 | 0.0% | $24.99 | — | COM | 69336T205 |
| AROW | Arrow Financial Corp. | 154 | $5,000 | 0.0% | $17.14 | +4.2% | COM | 042744102 |
| — | EMC Insurance Group | 191 | $5,000 | 0.0% | $28.31 | — | COM | 268664109 |
| THFF | First Financial Corp (IN) | 132 | $5,000 | 0.0% | $23.99 | +7.8% | COM | 320218100 |
| — | Electro Rent Corp | 261 | $4,000 | 0.0% | $11.75 | — | COM | 285218103 |
| FF | FutureFuel Corp | 383 | $4,000 | 0.0% | $3.24 | -2.8% | COM | 36116M106 |
| RBCAA | Republic Bancorp KY | 138 | $4,000 | 0.0% | $24.60 | +9.4% | COM | 760281204 |
| PRK | Park National Corp OH | 40 | $4,000 | 0.0% | $75.85 | +19.9% | COM | 700658107 |
| EIG | Employers Holdings, Inc. | 136 | $4,000 | 0.0% | $18.39 | +19.8% | COM | 292218104 |
| SANM | Sanmina Corporation | 147 | $4,000 | 0.0% | $20.09 | +24.6% | COM | 801056102 |
| VVX | Vectrus, Inc. | 156 | $4,000 | 0.0% | $23.59 | +1.6% | COM | 92242T101 |
| — | CAI International, Inc. | 531 | $4,000 | 0.0% | $9.42 | — | COM | 12477X106 |
| — | Century Bancorp cl A | 100 | $4,000 | 0.0% | $30.00 | — | COM | 156432106 |
| APEI | American Public Education | 133 | $4,000 | 0.0% | $17.56 | +41.3% | COM | 02913V103 |
| FIZZ | National Beverage Corp | 69 | $4,000 | 0.0% | $8.07 | +141.6% | COM | 635017106 |
| — | Nutraceutical Int'l Corp | 181 | $4,000 | 0.0% | $22.63 | — | COM | 67060Y101 |
| ALX | Alexanders Inc. | 7 | $3,000 | 0.0% | $346.94 | — | COM | 014752109 |
| — | Western Refining, Inc. | 147 | $3,000 | 0.0% | $28.95 | — | COM | 959319104 |
| SRCE | 1st Source Corporation | 79 | $3,000 | 0.0% | $35.30 | — | COM | 336901103 |
| — | AVX Corporation | 196 | $3,000 | 0.0% | $15.31 | — | COM | 002444107 |
| — | PH Glatfelter Co. | 156 | $3,000 | 0.0% | $19.23 | — | COM | 377316104 |
| NHC | National HealthCare Corp | 44 | $3,000 | 0.0% | $52.33 | +21.3% | COM | 635906100 |
| NNI | Nelnet Inc | 78 | $3,000 | 0.0% | $41.59 | -10.2% | COM | 64031N108 |
| — | Onebeacon Insurance Grp | 187 | $3,000 | 0.0% | $13.70 | — | COM | G67742109 |
| FCNCA | First Citizens Bancshares cl A | 12 | $3,000 | 0.0% | $236.22 | +3.0% | COM | 31946M103 |
| PKOH | Park-Ohio Holdings Co | 122 | $3,000 | 0.0% | $32.01 | -16.7% | COM | 700666100 |
| — | Premier Financial Bncp. | 150 | $3,000 | 0.0% | $13.33 | — | COM | 74050M105 |
| BFS | Saul Centers Inc. | 55 | $3,000 | 0.0% | $56.99 | — | COM | 804395101 |
| SAH | Sonic Automotive, Inc. | 168 | $3,000 | 0.0% | $21.48 | -19.5% | COM | 83545G102 |
| SMBC | Southern MO Bancorp | 109 | $3,000 | 0.0% | $15.61 | +30.9% | COM | 843380106 |
| — | Entercom Communications | 200 | $3,000 | 0.0% | $10.36 | — | COM | 293639100 |
| FCBC | First Community Bancshares Inc | 119 | $3,000 | 0.0% | $11.51 | +20.7% | COM | 31983A103 |
| FIBK | First Interstate BancSystem A | 111 | $3,000 | 0.0% | $12.34 | +44.6% | COM | 32055Y201 |
| GAMI | GAMCO Investors, Inc. | 94 | $3,000 | 0.0% | $23.83 | +16.3% | COM | 361438104 |
| — | Global Sources Ltd. | 313 | $3,000 | 0.0% | $8.00 | — | COM | G39300101 |
| BANF | BancFirst Corp OK | 53 | $3,000 | 0.0% | $20.74 | +19.9% | COM | 05945F103 |
| BLX | Banco Latinoamericano de Comer | 107 | $3,000 | 0.0% | $12.47 | +14.4% | COM | P16994132 |
| CAC | Camden National Corp | 80 | $3,000 | 0.0% | $18.20 | +10.6% | COM | 133034108 |
| ULH | Universal Truckload Services | 217 | $3,000 | 0.0% | $20.49 | -29.6% | COM | 91388P105 |
| — | Chemtura Corp. | 114 | $3,000 | 0.0% | $30.01 | — | COM | 163893209 |
| CHMG | Chemung Financial Corporation | 100 | $3,000 | 0.0% | $21.96 | 0.0% | COM | 164024101 |
| UNF | UniFirst Corporation | 25 | $3,000 | 0.0% | $106.68 | 0.0% | COM | 904708104 |
| TPC | Tutor Perini Corporation | 139 | $3,000 | 0.0% | $17.73 | +10.0% | COM | 901109108 |
| HY | Hyster-Yale Materials Handling | 56 | $3,000 | 0.0% | $60.76 | -19.6% | COM | 449172105 |
| — | TeleTech Holdings Inc | 114 | $3,000 | 0.0% | $28.62 | — | COM | 879939106 |
| — | Independence Holding Co. | 160 | $3,000 | 0.0% | $12.50 | — | COM | 453440307 |
| IBOC | International Bancshares | 116 | $3,000 | 0.0% | $16.01 | +27.3% | COM | 459044103 |
| — | TRC Companies Inc. | 401 | $3,000 | 0.0% | $7.38 | — | COM | 872625108 |
| — | TESSCO Technologies, Inc. | 200 | $3,000 | 0.0% | $31.11 | — | COM | 872386107 |
| KMPR | Kemper Corp | 105 | $3,000 | 0.0% | $31.17 | 0.0% | COM | 488401100 |
| KE | Kimball Electronics, Inc. | 215 | $3,000 | 0.0% | $10.72 | +5.6% | COM | 49428J109 |
| — | Lake Sunapee Bank Group | 156 | $3,000 | 0.0% | $12.82 | — | COM | 510866106 |
| — | Syntel Inc. | 68 | $3,000 | 0.0% | $70.93 | — | COM | 87162H103 |
| MGEE | MGE Energy Inc. | 55 | $3,000 | 0.0% | $35.01 | +20.7% | COM | 55277P104 |
| MPX | Marine Products Corp | 300 | $3,000 | 0.0% | $4.10 | +28.4% | COM | 568427108 |
| — | Marlin Business Services Corp | 206 | $3,000 | 0.0% | $17.20 | — | COM | 571157106 |
| USLM | United States Lime & Minerals | 38 | $2,000 | 0.0% | $11.11 | 0.0% | COM | 911922102 |
| CZNC | Citizens & Northern Corp | 100 | $2,000 | 0.0% | $10.87 | +13.7% | COM | 172922106 |
| — | Baldwin & Lyons cl B | 100 | $2,000 | 0.0% | $20.00 | — | COM | 057755209 |
| — | Interval Leisure Group, Inc. | 128 | $2,000 | 0.0% | $12.82 | — | COM | 46113M108 |
| — | Supreme Industries Inc. | 133 | $2,000 | 0.0% | $15.04 | — | COM | 868607102 |
| — | CSS Industries Inc. | 62 | $2,000 | 0.0% | $32.26 | — | COM | 125906107 |
| — | Trans World Entertainment | 500 | $2,000 | 0.0% | $4.00 | — | COM | 89336Q100 |
| STRT | Strattec Security Corp | 40 | $2,000 | 0.0% | $48.60 | -4.5% | COM | 863111100 |
| CCNE | CNB Financial Corp PA | 100 | $2,000 | 0.0% | $12.69 | +5.5% | COM | 126128107 |
| UTMD | Utah Medical Products Inc. | 39 | $2,000 | 0.0% | $56.70 | +13.7% | COM | 917488108 |
| WSBC | WesBanco Inc. | 56 | $2,000 | 0.0% | $31.48 | 0.0% | COM | 950810101 |
| BHB | Bar Harbor Bankshares | 45 | $2,000 | 0.0% | $15.19 | +3.9% | COM | 066849100 |
| CLMB | Wayside Technology Group | 12,295 | $2,000 | 0.0% | $13.10 | +0.2% | COM | 946760105 |
| MOFG | MidWestOne Finl Grp | 72 | $2,000 | 0.0% | $30.80 | -8.7% | COM | 598511103 |
| BKE | Buckle Inc. | 91 | $2,000 | 0.0% | $14.71 | -33.4% | COM | 118440106 |
| MCS | Marcus Corporation | 100 | $2,000 | 0.0% | $19.65 | 0.0% | COM | 566330106 |
| VSEC | VSE Corporation | 26 | $2,000 | 0.0% | $28.41 | +9.7% | COM | 918284100 |
| BHE | Benchmark Electronics, Inc. | 110 | $2,000 | 0.0% | $18.27 | -5.0% | COM | 08160H101 |
| — | Blue Capital Reinsurnce Hldgs | 128 | $2,000 | 0.0% | $15.63 | — | COM | G1190F107 |
| CPSS | Consumer Portfolio Services | 550 | $2,000 | 0.0% | $7.26 | -46.0% | COM | 210502100 |
| UVV | Universal Corporation | 28 | $2,000 | 0.0% | $49.36 | +11.6% | COM | 913456109 |
| AWRE | Aware Inc. | 351 | $2,000 | 0.0% | $4.13 | -0.3% | COM | 05453N100 |
| — | Altisource Portfolio Solutions | 77 | $2,000 | 0.0% | $25.97 | — | COM | 044540827 |
| — | BBX Capital Corporation | 144 | $2,000 | 0.0% | $13.89 | — | COM | 05540P100 |
| BCBP | BCB Bancorp, Inc. | 171 | $2,000 | 0.0% | $6.21 | +2.4% | COM | 055298103 |
| WINA | Winmark Corporation | 22 | $2,000 | 0.0% | $95.52 | +2.0% | COM | 974250102 |
| ODC | Oil-Dri Corp. of Amer | 54 | $2,000 | 0.0% | $17.97 | -7.2% | COM | 677864100 |
| OFLX | Omega Flex, Inc. | 55 | $2,000 | 0.0% | $33.92 | +4.0% | COM | 682095104 |
| WEYS | Weyco Group Inc. | 63 | $2,000 | 0.0% | $28.53 | -3.8% | COM | 962149100 |
| — | Oritani Financial Corp. | 100 | $2,000 | 0.0% | $20.00 | — | COM | 68633D103 |
| — | Outerwall Inc. | 38 | $2,000 | 0.0% | $52.63 | — | COM | 690070107 |
| ACRE | Ares Commercial Real Estate | 131 | $2,000 | 0.0% | $15.27 | — | COM | 04013V108 |
| AMKR | Amkor Technology Inc | 270 | $2,000 | 0.0% | $5.44 | 0.0% | COM | 031652100 |
| DIT | Amcon Distributing Co | 25 | $2,000 | 0.0% | $66.01 | +7.5% | COM | 02341Q205 |
| — | MutualFirst Financial Inc. | 86 | $2,000 | 0.0% | $23.26 | — | COM | 62845B104 |
| NKSH | National Bankshares Inc | 54 | $2,000 | 0.0% | $22.45 | +0.5% | COM | 634865109 |
| — | Adams Resources & Energy | 61 | $2,000 | 0.0% | $72.84 | — | COM | 006351308 |
| PAMT | P.A.M. Transportation | 104 | $2,000 | 0.0% | $5.39 | 0.0% | COM | 693149106 |
| — | National Western Life Group A | 10 | $2,000 | 0.0% | $200.00 | — | COM | 638517102 |
| NATR | Nature's Sunshine Products | 242 | $2,000 | 0.0% | $9.81 | -9.2% | COM | 639027101 |
| ACCO | Acco Brands Corporation | 192 | $2,000 | 0.0% | $6.75 | 0.0% | COM | 00081T108 |
| — | Navigators Group, Inc. | 22 | $2,000 | 0.0% | $90.91 | — | COM | 638904102 |
| — | West Corporation | 87 | $2,000 | 0.0% | $22.99 | — | COM | 952355204 |
| ACNB | ACNB Corporation | 87 | $2,000 | 0.0% | $17.15 | 0.0% | COM | 000868109 |
| — | NewStar Financial, Inc. | 220 | $2,000 | 0.0% | $9.09 | — | COM | 65251F105 |
| — | El Paso Electric Co. | 35 | $2,000 | 0.0% | $57.14 | — | COM | 283677854 |
| — | Dynex Capital Inc. | 239 | $2,000 | 0.0% | $8.37 | — | COM | 26817Q506 |
| — | FBL Financial Group cl A | 34 | $2,000 | 0.0% | $60.55 | — | COM | 30239F106 |
| PEBK | Peoples Bancorp of NC | 100 | $2,000 | 0.0% | $17.02 | +1.8% | COM | 710577107 |
| — | Handy & Harman Ltd. | 84 | $2,000 | 0.0% | $24.21 | — | COM | 410315105 |
| ENVA | Enova International, Inc. | 231 | $2,000 | 0.0% | $5.97 | +18.4% | COM | 29357K103 |
| — | Enstar Group Limited | 10 | $2,000 | 0.0% | $200.00 | — | COM | G3075P101 |
| — | Enterprise Bancorp Inc Mass | 104 | $2,000 | 0.0% | $29.59 | — | COM | 293668109 |
| — | ESSA Bancorp, Inc. | 120 | $2,000 | 0.0% | $16.67 | — | COM | 29667D104 |
| DGICA | Donegal Group Inc. cl A | 135 | $2,000 | 0.0% | $9.61 | +6.5% | COM | 257701201 |
| SYBT | Stock Yards Bancorp, Inc. | 72 | $2,000 | 0.0% | $27.15 | 0.0% | COM | 861025104 |
| — | People's Utah Bancorp | 122 | $2,000 | 0.0% | $16.39 | — | COM | 712706209 |
| HNRG | Hallador Energy Company | 331 | $2,000 | 0.0% | $4.82 | -6.3% | COM | 40609P105 |
| — | Ship Finance Intl Ltd | 119 | $2,000 | 0.0% | $17.54 | — | COM | G81075106 |
| — | Sapiens International | 171 | $2,000 | 0.0% | $11.70 | — | COM | N7716A151 |
| — | Hallmark Financial Services | 200 | $2,000 | 0.0% | $10.00 | — | COM | 40624Q203 |
| SGA | Saga Communications Inc. | 52 | $2,000 | 0.0% | $41.65 | +0.5% | COM | 786598300 |
| RM | Regional Management Corp. | 150 | $2,000 | 0.0% | $13.56 | 0.0% | COM | 75902K106 |
| — | Gener8 Maritime, Inc. | 294 | $2,000 | 0.0% | $6.80 | — | COM | Y26889108 |
| PLPC | Preformed Line Products | 53 | $2,000 | 0.0% | $72.96 | -44.7% | COM | 740444104 |
| — | Fidelity & Guaranty Life | 28 | $1,000 | 0.0% | $17.24 | — | COM | 315785105 |
| PFS | Provident Financial Services | 37 | $1,000 | 0.0% | $10.58 | +19.9% | COM | 74386T105 |
| — | Shiloh Industries Inc. | 160 | $1,000 | 0.0% | $12.50 | — | COM | 824543102 |
| MATV | Schweitzer-Mauduit Int'l Inc. | 40 | $1,000 | 0.0% | $21.16 | 0.0% | COM | 808541106 |
| SMP | Standard Motor Products | 30 | $1,000 | 0.0% | $36.64 | 0.0% | COM | 853666105 |
| GSBC | Great Southern Bancorp | 16 | $1,000 | 0.0% | $28.29 | +35.4% | COM | 390905107 |
| MOV | Movado Group Inc. | 55 | $1,000 | 0.0% | $28.81 | -14.9% | COM | 624580106 |
| MLI | Mueller Industries, Inc. | 46 | $1,000 | 0.0% | $12.15 | +3.0% | COM | 624756102 |
| — | ZAIS Financial Corp. | 100 | $1,000 | 0.0% | $20.00 | — | COM | 98886K108 |
| WRLD | World Acceptance Corp | 28 | $1,000 | 0.0% | $42.55 | -4.5% | COM | 981419104 |
| — | PDL BioPharma, Inc. | 330 | $1,000 | 0.0% | $8.17 | — | COM | 69329Y104 |
| — | National General Holdings Corp | 27 | $1,000 | 0.0% | $20.00 | — | COM | 636220303 |
| — | OM Asset Management plc | 100 | $1,000 | 0.0% | $20.00 | — | COM | G67506108 |
| OCFC | OceanFirst Financial | 44 | $1,000 | 0.0% | $11.27 | +13.7% | COM | 675234108 |
| — | Textainer Group Hldgs Ltd. | 100 | $1,000 | 0.0% | $38.43 | — | COM | G8766E109 |
| — | Maiden Holdings Ltd. | 52 | $1,000 | 0.0% | $12.93 | — | COM | G5753U112 |
| JOUT | Johnson Outdoors Inc. | 47 | $1,000 | 0.0% | $26.59 | -9.6% | COM | 479167108 |
| KTCC | Key Tronic Corp | 100 | $1,000 | 0.0% | $8.56 | -12.4% | COM | 493144109 |
| — | TAL International Group | 71 | $1,000 | 0.0% | $14.08 | — | COM | 874083108 |
| — | Synutra International, Inc. | 233 | $1,000 | 0.0% | $4.29 | — | COM | 87164C102 |
| — | Chase Corporation | 22 | $1,000 | 0.0% | $45.45 | — | COM | 16150R104 |
| UG | United Guardian Inc. | 69 | $1,000 | 0.0% | $21.26 | -17.0% | COM | 910571108 |
| — | Beasley Broadcast Group Inc. | 300 | $1,000 | 0.0% | $7.78 | — | COM | 074014101 |
| — | Urstadt Biddle Prop cl A | 47 | $1,000 | 0.0% | $21.28 | — | COM | 917286205 |
| IDT | IDT Corporation Cl B | 49 | $1,000 | 0.0% | $13.87 | -20.2% | COM | 448947507 |
| — | Heartland Financial USA | 14 | $0 | 0.0% | $26.85 | — | COM | 42234Q102 |
| IRDM | Iridium Communications Inc | 43 | $0 | 0.0% | $7.19 | +14.3% | COM | 46269C102 |
| — | Zedge Inc. Cl B | 16 | $0 | 0.0% | — | — | COM | 98886K109 |