Location: San Diego, CA
CIK: 0001142941 · Show all filings
Period: Q3 2017 (← Previous) (Next →)
Filing Date: Oct 19, 2017
Total Value: $605M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| WFC | Wells Fargo & Co | 377,803 | $20.84M | 3.4% | $39.29 | +7.3% | COM | 949746101 |
| WMT | Wal-Mart Stores, Inc. | 220,704 | $17.25M | 2.9% | $19.71 | +16.2% | COM | 931142103 |
| PPC | Pilgrims Pride Corp | 593,788 | $16.87M | 2.8% | $23.53 | +11.8% | COM | 72147K108 |
| GM | General Motors Company | 410,800 | $16.59M | 2.7% | $26.79 | +17.9% | COM | 37045V100 |
| PPL | PPL Corporation | 426,348 | $16.18M | 2.7% | $26.26 | +1.0% | COM | 69351T106 |
| LYB | LyondellBasell Industries cl A | 151,579 | $15.01M | 2.5% | $48.51 | +12.4% | COM | N53745100 |
| AGO | Assured Guaranty Ltd | 382,100 | $14.42M | 2.4% | $34.66 | +7.0% | COM | G0585R106 |
| SCCO | Southern Copper Corp. | 348,900 | $13.87M | 2.3% | $18.62 | +40.7% | COM | 84265V105 |
| BF/B | Brown-Forman cl B | 253,732 | $13.78M | 2.3% | $32.90 | +5.6% | COM | 115637209 |
| AFL | AFLAC Inc. | 168,749 | $13.73M | 2.3% | $26.03 | +27.2% | COM | 001055102 |
| EPR | EPR Properties | 190,700 | $13.3M | 2.2% | $70.90 | — | COM | 26884U109 |
| IBM | IBM Corp | 89,905 | $13.04M | 2.2% | $102.13 | -5.2% | COM | 459200101 |
| LNC | Lincoln National Corp | 172,700 | $12.69M | 2.1% | $41.37 | +20.7% | COM | 534187109 |
| TRV | The Travelers Companies | 103,400 | $12.67M | 2.1% | $96.40 | +7.8% | COM | 89417E109 |
| — | Discover Financial Services | 195,913 | $12.63M | 2.1% | $57.09 | — | COM | 254709108 |
| ITW | Illinois Tool Works Inc. | 85,213 | $12.61M | 2.1% | $85.70 | +35.4% | COM | 452308109 |
| HPQ | HP Inc. | 585,500 | $11.69M | 1.9% | $9.96 | +45.0% | COM | 40434L105 |
| VLO | Valero Energy Corp. | 150,894 | $11.61M | 1.9% | $41.71 | +18.5% | COM | 91913Y100 |
| GILD | Gilead Sciences Inc. | 139,577 | $11.31M | 1.9% | $59.77 | -6.4% | COM | 375558103 |
| — | SunTrust Banks, Inc. | 184,100 | $11M | 1.8% | $53.35 | — | COM | 867914103 |
| — | Santander Consmer USA Hdng Inc | 713,400 | $10.96M | 1.8% | $14.74 | — | COM | 80283M101 |
| UAL | United Continental Hldg, Inc. | 176,800 | $10.76M | 1.8% | $70.33 | -5.3% | COM | 910047109 |
| EG | Everest Re Group Ltd | 47,101 | $10.76M | 1.8% | $136.22 | +55.5% | COM | G3223R108 |
| — | Discovery Communications A | 469,831 | $10M | 1.7% | $26.65 | — | COM | 25470F104 |
| PFG | Principal Financial Group | 152,234 | $9.795M | 1.6% | $30.57 | +52.5% | COM | 74251V102 |
| CNA | CNA Financial Corporation | 177,700 | $8.929M | 1.5% | $19.47 | +41.9% | COM | 126117100 |
| NAVI | Navient Corporation | 591,900 | $8.89M | 1.5% | $17.30 | -15.7% | COM | 63938C108 |
| BEN | Franklin Resources, Inc. | 196,478 | $8.745M | 1.4% | $26.34 | +5.8% | COM | 354613101 |
| — | VMware, Inc. Cl A | 78,889 | $8.614M | 1.4% | $88.37 | — | COM | 928563402 |
| CGNX | Cognex Corporation | 77,200 | $8.514M | 1.4% | $41.35 | +14.5% | COM | 192422103 |
| — | Twenty-First Cent Fox Inc Cl A | 311,803 | $8.225M | 1.4% | $28.17 | — | COM | 90130A101 |
| DGX | Quest Diagnostics Inc | 86,471 | $8.097M | 1.3% | $67.30 | +33.5% | COM | 74834L100 |
| — | Dunkin' Brands Group, Inc. | 152,400 | $8.089M | 1.3% | $53.60 | — | COM | 265504100 |
| EXC | Exelon Corp | 208,700 | $7.862M | 1.3% | $19.17 | +4.3% | COM | 30161N101 |
| ORCL | Oracle Corporation | 158,700 | $7.673M | 1.3% | $36.86 | +19.2% | COM | 68389X105 |
| ETN | Eaton Corporation, plc | 95,409 | $7.326M | 1.2% | $54.93 | +16.2% | COM | G29183103 |
| GLW | Corning Inc. | 243,600 | $7.289M | 1.2% | $19.02 | +24.0% | COM | 219350105 |
| WLK | Westlake Chemical Corp | 87,661 | $7.284M | 1.2% | $41.05 | +57.5% | COM | 960413102 |
| — | CA, Inc. | 216,000 | $7.21M | 1.2% | $31.26 | — | COM | 12673P105 |
| — | Viacom Inc cl B | 253,000 | $7.044M | 1.2% | $34.40 | — | COM | 92553P201 |
| CAH | Cardinal Health Inc. | 101,800 | $6.812M | 1.1% | $57.90 | -5.0% | COM | 14149Y108 |
| DOV | Dover Corporation | 72,800 | $6.653M | 1.1% | $56.78 | +7.1% | COM | 260003108 |
| JPM | JPMorgan Chase & Co | 63,700 | $6.084M | 1.0% | $68.54 | +7.5% | COM | 46625H100 |
| — | Chimera Investment Corp | 305,100 | $5.772M | 1.0% | $18.15 | — | COM | 16934Q208 |
| LEA | Lear Corporation | 32,300 | $5.59M | 0.9% | $76.04 | +68.6% | COM | 521865204 |
| — | Andeavor | 53,900 | $5.56M | 0.9% | $103.15 | — | COM | 03349M105 |
| — | AVANGRID, Inc. | 111,400 | $5.283M | 0.9% | $42.74 | — | COM | 05351W103 |
| DTE | DTE Energy Company | 47,600 | $5.11M | 0.8% | $50.21 | +39.3% | COM | 233331107 |
| — | Healthcare Trust of America, Inc. | 163,600 | $4.875M | 0.8% | $29.80 | — | COM | 42225P501 |
| OKE | ONEOK Inc. | 84,600 | $4.688M | 0.8% | $28.58 | +12.1% | COM | 682680103 |
| PSX | Phillips 66 | 49,700 | $4.553M | 0.8% | $61.25 | 0.0% | COM | 718546104 |
| XOM | Exxon Mobil Corporation | 54,966 | $4.506M | 0.7% | $55.74 | -2.5% | COM | 30231G102 |
| IDXX | Idexx Laboratories, Inc. | 28,000 | $4.354M | 0.7% | $158.33 | -0.1% | COM | 45168D104 |
| MCO | Moody's Corp. | 31,200 | $4.343M | 0.7% | $108.23 | +12.7% | COM | 615369105 |
| AL | Air Lease Corp cl A | 99,400 | $4.236M | 0.7% | $33.64 | +2.8% | COM | 00912X302 |
| KEYS | Keysight Technologies Inc | 97,500 | $4.062M | 0.7% | $26.69 | +53.5% | COM | 49338L103 |
| UHAL | Amerco | 9,000 | $3.374M | 0.6% | $34.19 | +9.2% | COM | 023586100 |
| INTC | Intel Corporation | 86,500 | $3.294M | 0.5% | $29.59 | 0.0% | COM | 458140100 |
| EMN | Eastman Chemical Co. | 35,600 | $3.221M | 0.5% | $56.26 | +13.9% | COM | 277432100 |
| ARW | Arrow Electronics Inc | 36,600 | $2.943M | 0.5% | $57.74 | +36.8% | COM | 042735100 |
| — | GGP Inc. | 128,800 | $2.675M | 0.4% | $23.19 | — | COM | 36174X101 |
| — | Scana Corporation | 49,900 | $2.42M | 0.4% | $63.33 | — | COM | 80589M102 |
| FITB | Fifth Third Bancorp | 84,300 | $2.359M | 0.4% | $12.84 | +51.4% | COM | 316773100 |
| — | DST Systems Inc. | 42,200 | $2.316M | 0.4% | $83.67 | — | COM | 233326107 |
| TGNA | TEGNA Inc. | 166,000 | $2.213M | 0.4% | $13.90 | -3.5% | COM | 87901J105 |
| WAT | Waters Corporation | 12,100 | $2.172M | 0.4% | $181.32 | 0.0% | COM | 941848103 |
| KIM | Kimco Realty Corp. | 109,600 | $2.143M | 0.4% | $12.87 | 0.0% | COM | 49446R109 |
| GME | Gamestop Corp | 103,400 | $2.136M | 0.4% | $4.56 | -4.2% | COM | 36467W109 |
| — | Xerox Corporation | 54,000 | $1.798M | 0.3% | $29.73 | — | COM | 984121608 |
| — | FLIR Systems Inc. | 45,300 | $1.763M | 0.3% | $34.66 | — | COM | 302445101 |
| BPOP | Popular Inc. | 48,700 | $1.75M | 0.3% | $31.51 | +1.0% | COM | 733174700 |
| BAX | Baxter International | 27,237 | $1.709M | 0.3% | $39.98 | +33.9% | COM | 071813109 |
| — | Wyndham Worldwide Corp | 15,900 | $1.676M | 0.3% | $105.41 | — | COM | 98310W108 |
| AMP | Ameriprise Financial, Inc. | 10,300 | $1.53M | 0.3% | $107.25 | +10.6% | COM | 03076C106 |
| MAC | Macerich Company | 27,800 | $1.528M | 0.3% | $83.87 | — | COM | 554382101 |
| DLB | Dolby Laboratories Inc | 25,200 | $1.45M | 0.2% | $42.59 | +9.6% | COM | 25659T107 |
| LII | Lennox International, Inc. | 7,800 | $1.396M | 0.2% | $150.90 | +3.0% | COM | 526107107 |
| — | Spirit Aerosystems Holdings | 16,900 | $1.313M | 0.2% | $57.93 | — | COM | 848574109 |
| VRSN | VeriSign Inc | 12,200 | $1.298M | 0.2% | $89.53 | +11.5% | COM | 92343E102 |
| STT | State Street Corp | 12,415 | $1.186M | 0.2% | $62.97 | +14.6% | COM | 857477103 |
| — | Macquarie Infrastructure Co Tr | 14,800 | $1.068M | 0.2% | $79.21 | — | COM | 55608B105 |
| HUBB | Hubbell Inc | 8,300 | $963K | 0.2% | $92.43 | +4.3% | COM | 443510607 |
| AVT | Avnet Inc | 22,000 | $865K | 0.1% | $30.89 | +1.5% | COM | 053807103 |
| ACGL | Arch Capital Group Ltd. | 8,700 | $857K | 0.1% | $18.24 | +68.2% | COM | G0450A105 |
| EQR | Equity Residential Properties | 12,725 | $839K | 0.1% | $45.98 | +6.8% | COM | 29476L107 |
| F | Ford Motor Company | 68,200 | $816K | 0.1% | $7.86 | -7.7% | COM | 345370860 |
| — | CalAtlantic Group Inc. | 21,000 | $769K | 0.1% | $36.62 | — | COM | 128195104 |
| TFX | Teleflex Inc. | 3,100 | $750K | 0.1% | $190.76 | +8.7% | COM | 879369106 |
| BBY | Best Buy Co., Inc. | 13,000 | $740K | 0.1% | $42.28 | 0.0% | COM | 086516101 |
| GRMN | Garmin Ltd | 13,700 | $739K | 0.1% | $42.01 | 0.0% | COM | H2906T109 |
| ALSN | Allison Transmission | 19,100 | $717K | 0.1% | $31.90 | 0.0% | COM | 01973R101 |
| HRB | H&R Block Inc. | 23,600 | $625K | 0.1% | $18.78 | +11.6% | COM | 093671105 |
| MPT | Medical Properties Trust Inc | 47,500 | $624K | 0.1% | $13.14 | — | COM | 58463J304 |
| — | Mallinckrodt plc. | 15,500 | $579K | 0.1% | $38.56 | — | COM | G5785G107 |
| NVR | NVR Inc. | 200 | $571K | 0.1% | $2254.34 | +18.9% | COM | 62944T105 |
| INVA | Innoviva, Inc. | 40,400 | $570K | 0.1% | $13.22 | 0.0% | COM | 45781M101 |
| — | Skechers U.S.A. Inc. | 21,000 | $527K | 0.1% | $25.10 | — | COM | 830566105 |
| — | Hospitality Properties Trust | 18,100 | $516K | 0.1% | $31.53 | — | COM | 44106M102 |
| AR | Antero Resources Corporation | 24,700 | $492K | 0.1% | $25.72 | -21.7% | COM | 03674X106 |
| PAG | Penske Automotive Group | 9,900 | $471K | 0.1% | $45.64 | -5.4% | COM | 70959W103 |
| JLL | Jones Lang LaSalle Inc | 3,800 | $469K | 0.1% | $104.75 | +16.4% | COM | 48020Q107 |
| CRI | Carters Inc | 3,700 | $365K | 0.1% | $68.92 | +1.7% | COM | 146229109 |
| CE | Celanese Corp. | 3,300 | $344K | 0.1% | $73.64 | +13.7% | COM | 150870103 |
| ALLY | Ally Financial Inc. | 14,100 | $342K | 0.1% | $16.84 | +3.4% | COM | 02005N100 |
| CBRE | CBRE Group, Inc. | 8,500 | $322K | 0.1% | $36.79 | 0.0% | COM | 12504L109 |
| RGA | Reinsurance Group of America | 2,300 | $321K | 0.1% | $91.76 | +47.4% | COM | 759351604 |
| — | Match Group, Inc. | 13,400 | $311K | 0.1% | $16.34 | — | COM | 57665R106 |
| ATO | Atmos Energy Corp | 3,000 | $252K | 0.0% | $70.65 | 0.0% | COM | 049560105 |
| — | Bed Bath & Beyond Inc | 9,900 | $232K | 0.0% | $40.55 | — | COM | 075896100 |
| ALL | Allstate Corporation | 2,400 | $221K | 0.0% | $55.44 | +35.6% | COM | 020002101 |
| VNO | Vornado Realty Trust | 2,700 | $208K | 0.0% | $99.35 | — | COM | 929042109 |
| MD | Mednax, Inc. | 4,300 | $185K | 0.0% | $47.53 | 0.0% | COM | 58502B106 |
| FANG | Diamondback Energy, Inc. | 1,500 | $147K | 0.0% | $79.49 | -10.5% | COM | 25278X109 |
| MAN | ManpowerGroup | 1,100 | $130K | 0.0% | $89.52 | +25.0% | COM | 56418H100 |
| — | KEMET Corporation | 5,778 | $122K | 0.0% | $21.11 | — | COM | 488360207 |
| JBLU | JetBlue Airways Corp | 6,300 | $117K | 0.0% | $20.36 | +2.9% | COM | 477143101 |
| TRN | Trinity Industries, Inc. | 3,500 | $112K | 0.0% | $12.50 | +23.7% | COM | 896522109 |
| GAP | Gap Inc. | 3,600 | $106K | 0.0% | $19.45 | -5.7% | COM | 364760108 |
| PSA | Public Storage, Inc. | 400 | $86,000 | 0.0% | $146.67 | 0.0% | COM | 74460D109 |
| CB | Chubb Limited | 600 | $86,000 | 0.0% | $124.84 | 0.0% | COM | H1467J104 |
| LNG | Cheniere Energy Inc | 1,500 | $68,000 | 0.0% | $44.19 | 0.0% | COM | 16411R208 |
| AXS | Axis Capital Holdings Ltd | 1,100 | $63,000 | 0.0% | $48.62 | 0.0% | COM | G0692U109 |
| COR | AmerisourceBergen Corp | 600 | $50,000 | 0.0% | $64.71 | 0.0% | COM | 03073E105 |
| CNXN | PC Connection, Inc. | 316 | $9,000 | 0.0% | $19.19 | +24.1% | COM | 69318J100 |
| GSBC | Great Southern Bancorp | 136 | $8,000 | 0.0% | $50.95 | +0.8% | COM | 390905107 |
| RBCAA | Republic Bancorp KY | 174 | $7,000 | 0.0% | $26.88 | +32.5% | COM | 760281204 |
| SMBC | Southern MO Bancorp | 161 | $6,000 | 0.0% | $19.60 | +42.7% | COM | 843380106 |
| SLP | Simulations Plus Inc. | 407 | $6,000 | 0.0% | $13.78 | 0.0% | COM | 829214105 |
| FF | FutureFuel Corp | 383 | $6,000 | 0.0% | $3.24 | +53.2% | COM | 36116M106 |
| NHTC | Natural Hlth Trends Corp | 234 | $6,000 | 0.0% | $27.04 | -15.6% | COM | 63888P406 |
| — | Meritor, Inc. | 227 | $6,000 | 0.0% | $16.26 | — | COM | 59001K100 |
| — | Century Bancorp cl A | 71 | $6,000 | 0.0% | $30.00 | — | COM | 156432106 |
| CCS | Century Communities, Inc. | 255 | $6,000 | 0.0% | $24.09 | -5.6% | COM | 156504300 |
| FONR | Fonar Corporation | 187 | $6,000 | 0.0% | $22.17 | +27.4% | COM | 344437405 |
| KELYA | Kelly Services cl A | 248 | $6,000 | 0.0% | $18.05 | +11.6% | COM | 488152208 |
| FFIC | Flushing Financial Corp | 208 | $6,000 | 0.0% | $18.52 | +0.1% | COM | 343873105 |
| — | Hemisphere Media Group Inc A | 465 | $6,000 | 0.0% | $11.95 | — | COM | 42365Q103 |
| UTMD | Utah Medical Products Inc. | 64 | $5,000 | 0.0% | $67.29 | +6.9% | COM | 917488108 |
| IMPM | Impac Mortgage Holdings | 413 | $5,000 | 0.0% | $14.48 | -3.9% | COM | 45254P508 |
| WINA | Winmark Corporation | 36 | $5,000 | 0.0% | $108.44 | +20.8% | COM | 974250102 |
| THFF | First Financial Corp (IN) | 110 | $5,000 | 0.0% | $23.99 | +42.4% | COM | 320218100 |
| — | AG Mortgage Investment Tr | 245 | $5,000 | 0.0% | $17.72 | — | COM | 001228105 |
| DGICA | Donegal Group Inc. cl A | 284 | $5,000 | 0.0% | $10.57 | +0.9% | COM | 257701201 |
| USLM | United States Lime & Minerals | 55 | $5,000 | 0.0% | $12.64 | +27.2% | COM | 911922102 |
| IBOC | International Bancshares | 116 | $5,000 | 0.0% | $16.01 | +79.2% | COM | 459044103 |
| — | Fogo de Chao, Inc. | 377 | $5,000 | 0.0% | $13.94 | — | COM | 344177100 |
| OFLX | Omega Flex, Inc. | 72 | $5,000 | 0.0% | $40.68 | +53.8% | COM | 682095104 |
| PKOH | Park-Ohio Holdings Co | 118 | $5,000 | 0.0% | $31.93 | +6.0% | COM | 700666100 |
| — | Navios Maritime Acq Corp | 3,700 | $5,000 | 0.0% | $1.70 | — | COM | Y62159101 |
| OLP | One Liberty Properties Inc. | 211 | $5,000 | 0.0% | $21.69 | — | COM | 682406103 |
| ALX | Alexanders Inc. | 9 | $4,000 | 0.0% | $368.61 | — | COM | 014752109 |
| MOG/A | Moog Inc. | 53 | $4,000 | 0.0% | $63.92 | +9.5% | COM | 615394202 |
| — | National Western Life Group A | 12 | $4,000 | 0.0% | $195.31 | — | COM | 638517102 |
| NNI | Nelnet Inc | 80 | $4,000 | 0.0% | $41.92 | +14.4% | COM | 64031N108 |
| PAMT | P.A.M. Transportation | 160 | $4,000 | 0.0% | $4.84 | -1.8% | COM | 693149106 |
| PRK | Park National Corp OH | 40 | $4,000 | 0.0% | $75.85 | +31.9% | COM | 700658107 |
| — | American Railcar Industries | 106 | $4,000 | 0.0% | $38.57 | — | COM | 02916P103 |
| BANF | BancFirst Corp OK | 70 | $4,000 | 0.0% | $29.75 | +45.4% | COM | 05945F103 |
| BLX | Banco Latinoamericano de Comer | 135 | $4,000 | 0.0% | $13.27 | +22.2% | COM | P16994132 |
| PLPC | Preformed Line Products | 53 | $4,000 | 0.0% | $72.96 | -28.0% | COM | 740444104 |
| — | Premier Financial Bncp. | 165 | $4,000 | 0.0% | $13.77 | — | COM | 74050M105 |
| STBA | S&T Bancorp Inc. | 109 | $4,000 | 0.0% | $35.83 | +2.6% | COM | 783859101 |
| — | Syntel Inc. | 203 | $4,000 | 0.0% | $34.24 | — | COM | 87162H103 |
| GAMI | GAMCO Investors, Inc. | 126 | $4,000 | 0.0% | $23.59 | -4.3% | COM | 361438104 |
| — | TeleTech Holdings Inc | 93 | $4,000 | 0.0% | $28.62 | — | COM | 879939106 |
| CUBI | Customers Bancorp Inc | 131 | $4,000 | 0.0% | $29.31 | -1.6% | COM | 23204G100 |
| VSEC | VSE Corporation | 65 | $4,000 | 0.0% | $36.08 | +29.4% | COM | 918284100 |
| — | Enterprise Bancorp Inc Mass | 104 | $4,000 | 0.0% | $29.59 | — | COM | 293668109 |
| — | MSG Networks Inc. | 178 | $4,000 | 0.0% | $19.38 | — | COM | 553573106 |
| — | Enstar Group Limited | 20 | $4,000 | 0.0% | $200.00 | — | COM | G3075P101 |
| IOSP | Innospec Inc. | 69 | $4,000 | 0.0% | $53.37 | 0.0% | COM | 45768S105 |
| — | EMC Insurance Group | 150 | $4,000 | 0.0% | $28.31 | — | COM | 268664109 |
| ULH | Universal Logistics Holdings, | 200 | $4,000 | 0.0% | $18.38 | -13.0% | COM | 91388P105 |
| SRCE | 1st Source Corporation | 79 | $4,000 | 0.0% | $35.30 | — | COM | 336901103 |
| FCNCA | First Citizens Bancshares cl A | 10 | $4,000 | 0.0% | $236.22 | +47.2% | COM | 31946M103 |
| — | AVX Corporation | 231 | $4,000 | 0.0% | $15.24 | — | COM | 002444107 |
| — | Aircastle Ltd | 173 | $4,000 | 0.0% | $26.73 | — | COM | G0129K104 |
| VLGEA | Village Super Market | 154 | $4,000 | 0.0% | $28.11 | -14.5% | COM | 927107409 |
| COLM | Columbia Sportswear Co. | 66 | $4,000 | 0.0% | $52.33 | 0.0% | COM | 198516106 |
| FNLC | First Bancorp, Inc. (ME) | 100 | $3,000 | 0.0% | $17.45 | +2.2% | COM | 31866P102 |
| WEYS | Weyco Group Inc. | 94 | $3,000 | 0.0% | $28.39 | -2.1% | COM | 962149100 |
| WRLD | World Acceptance Corp | 39 | $3,000 | 0.0% | $52.74 | +46.2% | COM | 981419104 |
| UVE | Universal Insurance Hldgs | 150 | $3,000 | 0.0% | $24.59 | -7.7% | COM | 91359V107 |
| ACCO | Acco Brands Corporation | 272 | $3,000 | 0.0% | $6.87 | +15.6% | COM | 00081T108 |
| — | Trecora Resources | 210 | $3,000 | 0.0% | $9.52 | — | COM | 894648104 |
| CIVB | Civista Bancshares, Inc. | 120 | $3,000 | 0.0% | $14.14 | +16.3% | COM | 178867107 |
| TSBK | Timberland Bancorp Inc. | 85 | $3,000 | 0.0% | $20.84 | 0.0% | COM | 887098101 |
| CPSS | Consumer Portfolio Services | 550 | $3,000 | 0.0% | $7.26 | -41.5% | COM | 210502100 |
| CMRE | Costamare Inc | 530 | $3,000 | 0.0% | $4.39 | +5.7% | COM | Y1771G102 |
| MHO | M/I Homes, Inc. | 112 | $3,000 | 0.0% | $21.41 | +21.1% | COM | 55305B101 |
| ESCA | Escalade Inc. | 200 | $3,000 | 0.0% | $8.85 | 0.0% | COM | 296056104 |
| HLI | Houlihan Lokey, Inc. | 84 | $3,000 | 0.0% | $22.98 | +34.0% | COM | 441593100 |
| HBCP | Home Bancorp, Inc. | 74 | $3,000 | 0.0% | $29.63 | +12.6% | COM | 43689E107 |
| HNNA | Hennessy Advisors, Inc. | 174 | $3,000 | 0.0% | $15.71 | -1.7% | COM | 425885100 |
| FIBK | First Interstate BancSystem A | 89 | $3,000 | 0.0% | $12.34 | +93.7% | COM | 32055Y201 |
| FSFG | First Savings Financial Grp | 53 | $3,000 | 0.0% | $13.15 | +13.8% | COM | 33621E109 |
| ABG | Asbury Automotive Group | 47 | $3,000 | 0.0% | $57.49 | -3.9% | COM | 043436104 |
| NVEC | Nve Corporation | 38 | $3,000 | 0.0% | $79.82 | -4.5% | COM | 629445206 |
| — | Blue Capital Reinsurnce Hldgs | 188 | $3,000 | 0.0% | $15.73 | — | COM | G1190F107 |
| MPX | Marine Products Corp | 166 | $3,000 | 0.0% | $4.10 | +143.5% | COM | 568427108 |
| PKBK | Parke Bancorp, Inc. | 127 | $3,000 | 0.0% | $10.58 | +30.6% | COM | 700885106 |
| ATLO | Ames National Corp. | 85 | $3,000 | 0.0% | $19.96 | 0.0% | COM | 031001100 |
| NL | NL Industries Inc. | 313 | $3,000 | 0.0% | $5.16 | 0.0% | COM | 629156407 |
| — | NRG Yield Inc. | 182 | $3,000 | 0.0% | $16.48 | — | COM | 62942X306 |
| MLP | Maui Land & Pineapple Co. | 200 | $3,000 | 0.0% | $6.69 | +135.7% | COM | 577345101 |
| NPK | National Presto Industries | 26 | $3,000 | 0.0% | $105.66 | 0.0% | COM | 637215104 |
| NRIM | Northrim Bancorp | 86 | $3,000 | 0.0% | $5.47 | 0.0% | COM | 666762109 |
| HTO | SJW Group | 47 | $3,000 | 0.0% | $53.77 | 0.0% | COM | 784305104 |
| RWT | Redwood Trust Inc. | 158 | $3,000 | 0.0% | $18.99 | — | COM | 758075402 |
| — | Summit Fincl Group Inc. | 121 | $3,000 | 0.0% | $24.79 | — | COM | 86606G101 |
| SGC | Superior Uniform Group | 151 | $3,000 | 0.0% | $17.49 | +27.0% | COM | 868358102 |
| SAH | Sonic Automotive, Inc. | 168 | $3,000 | 0.0% | $21.48 | -15.1% | COM | 83545G102 |
| PEBK | Peoples Bancorp of NC | 47 | $2,000 | 0.0% | $17.02 | +69.8% | COM | 710577107 |
| SGA | Saga Communications Inc. | 52 | $2,000 | 0.0% | $41.65 | +1.2% | COM | 786598300 |
| — | Steelcase Inc cl A | 118 | $2,000 | 0.0% | $16.95 | — | COM | 858155203 |
| STRT | Strattec Security Corp | 40 | $2,000 | 0.0% | $48.60 | -29.6% | COM | 863111100 |
| — | Teekay Tankers cl A | 1,540 | $2,000 | 0.0% | $2.15 | — | COM | Y8565N102 |
| — | Frontline Ltd. | 372 | $2,000 | 0.0% | $8.06 | — | COM | G3682E192 |
| — | Global Indemnity Ltd. | 50 | $2,000 | 0.0% | $40.00 | — | COM | G3933F105 |
| PFIS | Peoples Financial Services | 48 | $2,000 | 0.0% | $31.10 | +1.8% | COM | 711040105 |
| — | Ship Finance Intl Ltd | 144 | $2,000 | 0.0% | $11.19 | — | COM | G81075106 |
| MMI | Marcus & Millichap, Inc. | 85 | $2,000 | 0.0% | $24.09 | 0.0% | COM | 566324109 |
| HY | Hyster-Yale Materials Handling | 27 | $2,000 | 0.0% | $59.94 | -6.6% | COM | 449172105 |
| — | A V Homes, Inc. | 143 | $2,000 | 0.0% | $13.99 | — | COM | 00234P102 |
| LAKE | Lakeland Industries Inc. | 140 | $2,000 | 0.0% | $14.69 | 0.0% | COM | 511795106 |
| ENVA | Enova International, Inc. | 116 | $2,000 | 0.0% | $7.73 | +75.9% | COM | 29357K103 |
| — | Lee Enterprises Inc. | 986 | $2,000 | 0.0% | $3.04 | — | COM | 523768109 |
| — | Entercom Communications | 193 | $2,000 | 0.0% | $12.75 | — | COM | 293639100 |
| — | West Corporation | 95 | $2,000 | 0.0% | $23.78 | — | COM | 952355204 |
| WTBA | West Bancorporation | 100 | $2,000 | 0.0% | $19.15 | +18.1% | COM | 95123P106 |
| WLFC | Willis Lease Finance | 100 | $2,000 | 0.0% | $24.74 | 0.0% | COM | 970646105 |
| — | FBL Financial Group cl A | 26 | $2,000 | 0.0% | $67.48 | — | COM | 30239F106 |
| CBAN | Colony Bankcorp GA | 128 | $2,000 | 0.0% | $10.77 | +0.1% | COM | 19623P101 |
| WTI | W&T Offshore Inc. | 539 | $2,000 | 0.0% | $2.12 | 0.0% | COM | 92922P106 |
| BKE | Buckle Inc. | 122 | $2,000 | 0.0% | $13.38 | -52.6% | COM | 118440106 |
| — | Party City Holdco Inc. | 158 | $2,000 | 0.0% | $12.66 | — | COM | 702150103 |
| OFG | OFG Bancorp | 271 | $2,000 | 0.0% | $9.52 | 0.0% | COM | 67103X102 |
| — | New York Mortgage Trust | 249 | $2,000 | 0.0% | $8.03 | — | COM | 649604501 |
| NHC | National HealthCare Corp | 24 | $2,000 | 0.0% | $52.33 | +23.1% | COM | 635906100 |
| MLI | Mueller Industries, Inc. | 46 | $2,000 | 0.0% | $12.15 | +12.3% | COM | 624756102 |
| MLR | Miller Industries Inc. | 77 | $2,000 | 0.0% | $19.92 | +6.1% | COM | 600551204 |
| AMKR | Amkor Technology Inc | 189 | $2,000 | 0.0% | $8.41 | +6.0% | COM | 031652100 |
| — | Atwood Oceanics Inc | 133 | $1,000 | 0.0% | $22.22 | — | COM | 050095108 |
| — | National General Holdings Corp | 27 | $1,000 | 0.0% | $20.00 | — | COM | 636220303 |
| — | Capstead Mortgage Corp | 109 | $1,000 | 0.0% | $9.17 | — | COM | 14067E506 |
| — | Oritani Financial Corp. | 55 | $1,000 | 0.0% | $20.00 | — | COM | 68633D103 |
| — | PDL BioPharma, Inc. | 330 | $1,000 | 0.0% | $8.17 | — | COM | 69329Y104 |
| — | MutualFirst Financial Inc. | 31 | $1,000 | 0.0% | $23.26 | — | COM | 62845B104 |
| — | OM Asset Management plc | 100 | $1,000 | 0.0% | $20.00 | — | COM | G67506108 |
| AMRC | Ameresco Inc | 146 | $1,000 | 0.0% | $7.08 | 0.0% | COM | 02361E108 |
| MTH | Meritage Homes Corp | 21 | $1,000 | 0.0% | $19.84 | +5.3% | COM | 59001A102 |
| — | CAI International, Inc. | 27 | $1,000 | 0.0% | $9.42 | — | COM | 12477X106 |
| — | Marlin Business Services Corp | 41 | $1,000 | 0.0% | $17.20 | — | COM | 571157106 |
| — | Urstadt Biddle Prop cl A | 47 | $1,000 | 0.0% | $21.28 | — | COM | 917286205 |
| IMKTA | Ingles Markets cl A | 44 | $1,000 | 0.0% | $35.30 | -32.5% | COM | 457030104 |
| — | Fidelity & Guaranty Life | 28 | $1,000 | 0.0% | $17.24 | — | COM | 315785105 |
| GCBC | Greene County Bancorp | 25 | $1,000 | 0.0% | $11.39 | 0.0% | COM | 394357107 |
| KAI | Kadant Inc | 9 | $1,000 | 0.0% | $80.02 | 0.0% | COM | 48282T104 |
| RMR | RMR Group | 25 | $1,000 | 0.0% | $26.33 | 0.0% | COM | 74967R106 |
| SCSC | ScanSource, Inc. | 33 | $1,000 | 0.0% | $40.77 | -3.5% | COM | 806037107 |
| REX | REX American Resources | 11 | $1,000 | 0.0% | $15.69 | 0.0% | COM | 761624105 |
| — | Plantronics Inc. | 33 | $1,000 | 0.0% | $30.30 | — | COM | 727493108 |
| — | Psychemedics Corporation | 60 | $1,000 | 0.0% | $16.67 | — | COM | 744375205 |
| PFS | Provident Financial Services | 37 | $1,000 | 0.0% | $10.58 | +58.9% | COM | 74386T105 |
| PAHC | Phibro Animal Health Corp CL A | 10 | $0 | 0.0% | $32.65 | +15.0% | COM | 71742Q106 |