Location: San Diego, CA
CIK: 0001142941 · Show all filings
Period: Q4 2017 (← Previous) (Next →)
Filing Date: Jan 24, 2018
Total Value: $645M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| WFC | Wells Fargo & Company | 358,200 | $21.73M | 3.4% | $39.29 | +14.8% | COM | 949746101 |
| WMT | Wal-Mart Stores, Inc. | 201,251 | $19.87M | 3.1% | $19.71 | +36.0% | COM | 931142103 |
| — | Discover Financial Services | 221,956 | $17.07M | 2.6% | $59.42 | — | COM | 254709108 |
| PFG | Principal Financial Group, Inc. | 238,617 | $16.84M | 2.6% | $37.72 | +33.4% | COM | 74251V102 |
| BF/B | Brown-Forman cl B | 241,972 | $16.62M | 2.6% | $32.90 | +24.5% | COM | 115637209 |
| SCCO | Southern Copper Corp. | 344,800 | $16.36M | 2.5% | $18.62 | +57.1% | COM | 84265V105 |
| PPC | Pilgrims Pride Corp | 521,999 | $16.21M | 2.5% | $23.53 | +38.8% | COM | 72147K108 |
| ETN | Eaton Corporation, plc | 199,978 | $15.8M | 2.5% | $60.85 | +8.9% | COM | G29183103 |
| GM | General Motors Company | 377,700 | $15.48M | 2.4% | $26.79 | +41.4% | COM | 37045V100 |
| TRV | The Travelers Companies, Inc. | 113,700 | $15.42M | 2.4% | $97.67 | +13.1% | COM | 89417E109 |
| LYB | LyondellBasell Industries cl A | 135,951 | $15M | 2.3% | $48.51 | +30.8% | COM | N53745100 |
| AFL | AFLAC INC COM | 168,605 | $14.8M | 2.3% | $26.03 | +35.6% | COM | 001055102 |
| PPL | PPL Corp. | 464,896 | $14.39M | 2.2% | $26.15 | -4.8% | COM | 69351T106 |
| LNC | Lincoln National Corporation | 186,000 | $14.3M | 2.2% | $42.26 | +27.2% | COM | 534187109 |
| IBM | International Business Machines Corp. | 90,214 | $13.84M | 2.1% | $102.13 | -0.0% | COM | 459200101 |
| AGO | Assured Guaranty Ltd | 400,300 | $13.56M | 2.1% | $34.52 | -8.7% | COM | G0585R106 |
| ITW | Illinois Tool Works | 71,690 | $11.96M | 1.9% | $85.70 | +52.7% | COM | 452308109 |
| CNA | CNA Financial Corp. | 219,900 | $11.67M | 1.8% | $21.35 | +37.1% | COM | 126117100 |
| WLK | Westlake Chemical Corporation | 108,961 | $11.61M | 1.8% | $49.01 | +66.8% | COM | 960413102 |
| — | Discovery Communications A | 516,716 | $11.56M | 1.8% | $26.26 | — | COM | 25470F104 |
| — | Santander Consumer USA Holdings Inc. | 616,200 | $11.47M | 1.8% | $14.74 | — | COM | 80283M101 |
| VLO | Valero Energy Corporation | 124,771 | $11.47M | 1.8% | $41.71 | +43.1% | COM | 91913Y100 |
| — | Twent-First Century Fox Inc. | 309,417 | $10.68M | 1.7% | $28.17 | — | COM | 90130A101 |
| BEN | Franklin Resources Inc | 237,243 | $10.28M | 1.6% | $26.57 | +4.2% | COM | 354613101 |
| TSN | Tyson Foods | 126,200 | $10.23M | 1.6% | $61.44 | 0.0% | COM | 902494103 |
| — | VMware, Inc. Cl A | 81,274 | $10.19M | 1.6% | $89.46 | — | COM | 928563402 |
| GILD | Gilead Sciences, Inc. | 141,303 | $10.12M | 1.6% | $59.73 | -6.4% | COM | 375558103 |
| LEA | Lear Corporation | 53,800 | $9.504M | 1.5% | $105.26 | +41.7% | COM | 521865204 |
| — | Viacom Inc cl B | 305,700 | $9.419M | 1.5% | $33.78 | — | COM | 92553P201 |
| — | Andeavor Corp | 82,000 | $9.376M | 1.5% | $106.99 | — | COM | 03349M105 |
| — | Avangrid Inc. | 179,900 | $9.099M | 1.4% | $45.72 | — | COM | 05351W103 |
| HPQ | HP Inc. | 431,700 | $9.07M | 1.4% | $9.96 | +63.1% | COM | 40434L105 |
| DGX | Quest Diagnostics Inc. | 91,644 | $9.026M | 1.4% | $68.05 | +18.5% | COM | 74834L100 |
| UHAL | Amerco | 23,200 | $8.768M | 1.4% | $36.16 | +3.4% | COM | 023586100 |
| — | Sun Trust Banks Inc | 127,100 | $8.209M | 1.3% | $53.35 | — | COM | 867914103 |
| GLW | Corning Incorporated | 245,400 | $7.85M | 1.2% | $19.02 | +32.6% | COM | 219350105 |
| ORCL | Oracle Corporation | 154,200 | $7.291M | 1.1% | $36.86 | +18.0% | COM | 68389X105 |
| EXC | Exelon Corporation | 181,600 | $7.157M | 1.1% | $19.17 | +13.0% | COM | 30161N101 |
| — | CA Inc. | 213,800 | $7.115M | 1.1% | $31.26 | — | COM | 12673P105 |
| CAH | Cardinal Health Inc. | 109,900 | $6.734M | 1.0% | $57.20 | -15.3% | COM | 14149Y108 |
| EQR | Equity Residential | 101,600 | $6.479M | 1.0% | $48.92 | +0.9% | COM | 29476L107 |
| — | Chimera Investment Corporation | 324,300 | $5.993M | 0.9% | $18.17 | — | COM | 16934Q208 |
| PSX | Phillips 66 | 49,400 | $4.997M | 0.8% | $61.25 | +13.1% | COM | 718546104 |
| CORT | Corcept Therapeutics Inc. | 273,000 | $4.93M | 0.8% | $18.11 | 0.0% | COM | 218352102 |
| FANG | Diamondback Energy, Inc. | 38,600 | $4.873M | 0.8% | $83.67 | +0.2% | COM | 25278X109 |
| EPR | Entertainment Properties | 73,800 | $4.831M | 0.7% | $70.90 | — | COM | 26884U109 |
| XOM | Exxon Mobil Corporation | 55,256 | $4.622M | 0.7% | $55.74 | +2.5% | COM | 30231G102 |
| TFX | Teleflex Incorporated | 18,500 | $4.603M | 0.7% | $231.68 | +3.6% | COM | 879369106 |
| AL | Air Lease Corp. Cl A | 95,000 | $4.569M | 0.7% | $33.64 | +13.4% | COM | 00912X302 |
| CBRE | CBRE Group, Inc. | 105,500 | $4.569M | 0.7% | $41.08 | +0.9% | COM | 12504L109 |
| FITB | Fifth Third Bancorp | 147,300 | $4.469M | 0.7% | $16.54 | +30.0% | COM | 316773100 |
| STT | State Street Corporation | 45,600 | $4.451M | 0.7% | $71.31 | +4.4% | COM | 857477103 |
| PSA | Public Storage, Inc. | 19,200 | $4.013M | 0.6% | $151.25 | +0.1% | COM | 74460D109 |
| GRMN | Garmin Ltd | 63,400 | $3.777M | 0.6% | $46.73 | +2.8% | COM | H2906T109 |
| ARW | Arrow Electronics Inc | 45,200 | $3.635M | 0.6% | $62.04 | +29.5% | COM | 042735100 |
| WAT | Waters Corporation | 18,700 | $3.613M | 0.6% | $185.48 | +4.1% | COM | 941848103 |
| EMN | Eastman Chemical Co | 35,600 | $3.298M | 0.5% | $56.26 | +22.3% | COM | 277432100 |
| JLL | Jones Lang LaSalle Incorporated | 21,600 | $3.217M | 0.5% | $133.48 | +4.6% | COM | 48020Q107 |
| MCO | Moody's Corp. | 19,600 | $2.893M | 0.4% | $108.23 | +25.9% | COM | 615369105 |
| SWKS | Skyworks Solutions, Inc. | 29,300 | $2.782M | 0.4% | $86.96 | 0.0% | COM | 83088M102 |
| JPM | JPMorgan Chase & Co. | 25,100 | $2.684M | 0.4% | $68.54 | +18.7% | COM | 46625H100 |
| — | DST SYS INC COM | 42,200 | $2.619M | 0.4% | $83.67 | — | COM | 233326107 |
| DLB | Dolby Laboratories Inc. | 40,600 | $2.517M | 0.4% | $46.91 | +15.1% | COM | 25659T107 |
| — | GGP Inc. | 104,200 | $2.437M | 0.4% | $23.19 | — | COM | 36174X101 |
| TGNA | TEGNA Inc. | 166,000 | $2.337M | 0.4% | $13.90 | -5.9% | COM | 87901J105 |
| KEYS | Keysight Technologies Inc | 55,300 | $2.3M | 0.4% | $26.69 | +61.9% | COM | 49338L103 |
| NAVI | Navient Corporation | 165,200 | $2.2M | 0.3% | $17.30 | -27.0% | COM | 63938C108 |
| — | Wyndham Worldwide Corporation | 18,900 | $2.19M | 0.3% | $107.07 | — | COM | 98310W108 |
| — | FLIR Systems, Inc. | 45,300 | $2.112M | 0.3% | $34.66 | — | COM | 302445101 |
| IPGP | IPG Photonics Corporation | 9,600 | $2.056M | 0.3% | $212.25 | 0.0% | COM | 44980X109 |
| DOV | Dover Corp. | 20,300 | $2.05M | 0.3% | $56.78 | +20.0% | COM | 260003108 |
| UNM | Unum Group | 34,500 | $1.894M | 0.3% | $53.68 | 0.0% | COM | 91529Y106 |
| GME | Gamestop Corp. Cl A | 103,400 | $1.856M | 0.3% | $4.56 | -11.9% | COM | 36467W109 |
| UAL | United Continental Hldg, Inc. | 27,200 | $1.833M | 0.3% | $70.33 | -11.4% | COM | 910047109 |
| AMP | Ameriprise Financial Inc. | 10,300 | $1.746M | 0.3% | $107.25 | +27.6% | COM | 03076C106 |
| BPOP | Popular Inc. | 48,700 | $1.728M | 0.3% | $31.51 | -13.1% | COM | 733174700 |
| GOOGL | Alphabet Inc. Class A | 1,500 | $1.58M | 0.2% | $51.24 | 0.0% | COM | 02079K305 |
| VRSN | VeriSign Inc | 13,100 | $1.499M | 0.2% | $90.98 | +21.6% | COM | 92343E102 |
| — | BGC Partners Inc. | 90,300 | $1.364M | 0.2% | $15.11 | — | COM | 05541T101 |
| LII | Lennox International Inc. | 6,400 | $1.333M | 0.2% | $150.90 | +17.1% | COM | 526107107 |
| IVZ | Invesco Limited | 36,000 | $1.315M | 0.2% | $24.58 | 0.0% | COM | G491BT108 |
| — | National Instruments | 31,300 | $1.303M | 0.2% | $41.63 | — | COM | 636518102 |
| NTRS | Northern Trust Corp. | 12,500 | $1.249M | 0.2% | $75.28 | 0.0% | COM | 665859104 |
| — | Spirit AeroSystems Holdings, Inc. | 14,100 | $1.23M | 0.2% | $57.93 | — | COM | 848574109 |
| ALSN | Allison Transmission Holdings | 27,800 | $1.197M | 0.2% | $33.13 | +8.1% | COM | 01973R101 |
| MAC | Macerich Co. REIT | 18,100 | $1.189M | 0.2% | $83.87 | — | COM | 554382101 |
| HUBB | Hubbell Incorporated | 8,300 | $1.123M | 0.2% | $92.43 | +14.2% | COM | 443510607 |
| DTE | DTE Energy Corp. | 10,200 | $1.116M | 0.2% | $50.21 | +44.0% | COM | 233331107 |
| AMGN | Amgen Inc. | 6,300 | $1.096M | 0.2% | $138.21 | 0.0% | COM | 031162100 |
| KIM | Kimco Realty Corporation | 59,000 | $1.071M | 0.2% | $12.87 | -3.2% | COM | 49446R109 |
| — | Xerox Corporation | 30,325 | $884K | 0.1% | $29.73 | — | COM | 984121608 |
| GLPI | Gaming and Leisure Properties, Inc. | 23,700 | $877K | 0.1% | $37.00 | — | COM | 36467J108 |
| OKE | ONEOK, Inc. | 15,200 | $812K | 0.1% | $28.58 | +12.2% | COM | 682680103 |
| — | Skechers U.S.A. Inc. | 21,000 | $795K | 0.1% | $25.10 | — | COM | 830566105 |
| — | Coherent Inc. | 2,800 | $790K | 0.1% | $282.14 | — | COM | 192479103 |
| ACGL | Arch Capital Group Ltd. | 8,700 | $790K | 0.1% | $18.24 | +66.7% | COM | G0450A105 |
| EG | Everest Re Group Ltd | 3,300 | $730K | 0.1% | $136.22 | +39.9% | COM | G3223R108 |
| IDXX | Idexx Laboratories, Inc. | 4,500 | $704K | 0.1% | $158.33 | -0.6% | COM | 45168D104 |
| NVR | NVR Inc. | 200 | $702K | 0.1% | $2254.34 | +44.4% | COM | 62944T105 |
| BAX | Baxter International | 10,700 | $692K | 0.1% | $39.98 | +39.5% | COM | 071813109 |
| BBY | Best Buy Inc. | 9,900 | $678K | 0.1% | $42.28 | +3.9% | COM | 086516101 |
| MPT | Medical Properties Trust Inc | 47,500 | $655K | 0.1% | $13.14 | — | COM | 58463J304 |
| ADNT | Adient plc | 8,000 | $630K | 0.1% | $79.56 | 0.0% | COM | G0084W101 |
| PAG | Penske Automotive Group, Inc. | 11,800 | $565K | 0.1% | $45.87 | +2.7% | COM | 70959W103 |
| — | Hospitality Properties Trust | 18,100 | $540K | 0.1% | $31.53 | — | COM | 44106M102 |
| — | RSP Permian Inc. | 13,200 | $537K | 0.1% | $40.68 | — | COM | 74978Q105 |
| — | Michael Kors Holdings Limited | 8,100 | $510K | 0.1% | $62.96 | — | COM | G60754101 |
| F | Ford Motor Company | 39,800 | $497K | 0.1% | $7.86 | +2.0% | COM | 345370860 |
| ODFL | Old Dominion Freight | 3,500 | $460K | 0.1% | $38.79 | 0.0% | COM | 679580100 |
| — | Match Group, Inc. | 13,400 | $420K | 0.1% | $16.34 | — | COM | 57665R106 |
| ALLY | Ally Financial Inc. | 14,100 | $411K | 0.1% | $16.84 | +23.5% | COM | 02005N100 |
| — | Cooper Companies, Inc. | 1,700 | $370K | 0.1% | $217.65 | — | COM | 216648402 |
| CXW | CoreCivic, Inc. | 16,300 | $367K | 0.1% | $19.04 | 0.0% | COM | 21871N101 |
| — | Dunkin Brands Group Inc. | 5,600 | $361K | 0.1% | $53.60 | — | COM | 265504100 |
| RGA | Reinsurance Group of America, Inc | 2,300 | $359K | 0.1% | $91.76 | +65.0% | COM | 759351604 |
| FTV | Fortive Corp. | 4,500 | $326K | 0.1% | $44.30 | 0.0% | COM | 34959J108 |
| THO | Thor Industries Inc. | 2,100 | $317K | 0.0% | $117.35 | 0.0% | COM | 885160101 |
| SYK | Stryker Corp | 1,900 | $294K | 0.0% | $139.59 | 0.0% | COM | 863667101 |
| AVT | Avnet Inc. | 7,200 | $285K | 0.0% | $30.89 | +6.6% | COM | 053807103 |
| AGNC | AGNC Investment Corp. | 13,100 | $264K | 0.0% | $20.15 | — | COM | 00123Q104 |
| ATO | Atmos Energy Corp | 3,000 | $258K | 0.0% | $70.65 | +2.5% | COM | 049560105 |
| — | Versum Materials, Inc. | 6,100 | $231K | 0.0% | $37.87 | — | COM | 92532W103 |
| BIIB | Biogen Inc. | 500 | $159K | 0.0% | $320.80 | 0.0% | COM | 09062X103 |
| CE | Celanese Corporation | 1,400 | $150K | 0.0% | $73.64 | +23.5% | COM | 150870103 |
| HD | Home Depot Inc. | 700 | $133K | 0.0% | $141.67 | 0.0% | COM | 437076102 |
| TRN | Trinity Industries, Inc. | 3,500 | $131K | 0.0% | $12.50 | +50.1% | COM | 896522109 |
| — | Tiffany & Company | 1,200 | $125K | 0.0% | $104.17 | — | COM | 886547108 |
| GAP | The Gap, Inc. | 3,600 | $123K | 0.0% | $19.45 | +15.3% | COM | 364760108 |
| MD | Mednax, Inc. | 2,300 | $123K | 0.0% | $47.53 | -0.7% | COM | 58502B106 |
| — | Lazard LTD. | 2,000 | $105K | 0.0% | $52.50 | — | COM | G54050102 |
| YUM | Yum! Brands, Inc. | 200 | $16,000 | 0.0% | $68.23 | 0.0% | COM | 988498101 |
| CNXN | PC Connection, Inc. | 345 | $9,000 | 0.0% | $19.66 | +26.2% | COM | 69318J100 |
| MOV | Movado Group Inc. | 242 | $8,000 | 0.0% | $28.98 | 0.0% | COM | 624580106 |
| GSBC | Great Southern Bancorp | 164 | $8,000 | 0.0% | $51.44 | +4.6% | COM | 390905107 |
| UVE | Universal Insurance Hldgs | 251 | $7,000 | 0.0% | $24.80 | +1.3% | COM | 91359V107 |
| KELYA | Kelly Services cl A | 248 | $7,000 | 0.0% | $18.05 | +37.4% | COM | 488152208 |
| RBCAA | Republic Bancorp KY | 196 | $7,000 | 0.0% | $28.38 | +41.6% | COM | 760281204 |
| PKOH | Park-Ohio Holdings Co | 158 | $7,000 | 0.0% | $33.43 | +13.2% | COM | 700666100 |
| — | EMC Insurance Group | 248 | $7,000 | 0.0% | $28.27 | — | COM | 268664109 |
| FFIC | Flushing Financial Corp | 208 | $6,000 | 0.0% | $18.52 | +3.8% | COM | 343873105 |
| — | Century Bancorp cl A | 83 | $6,000 | 0.0% | $36.11 | — | COM | 156432106 |
| COLM | Columbia Sportswear Co. | 66 | $5,000 | 0.0% | $52.33 | +13.5% | COM | 198516106 |
| SMBC | Southern MO Bancorp | 134 | $5,000 | 0.0% | $19.60 | +68.2% | COM | 843380106 |
| BKE | Buckle Inc. | 194 | $5,000 | 0.0% | $11.38 | -29.8% | COM | 118440106 |
| — | MSG Networks Inc. | 241 | $5,000 | 0.0% | $19.74 | — | COM | 553573106 |
| IBOC | International Bancshares | 116 | $5,000 | 0.0% | $16.01 | +101.5% | COM | 459044103 |
| IOSP | Innospec Inc. | 69 | $5,000 | 0.0% | $53.37 | +11.6% | COM | 45768S105 |
| MOG/A | Moog Inc. | 53 | $5,000 | 0.0% | $63.92 | +24.0% | COM | 615394202 |
| NPK | National Presto Industries | 47 | $5,000 | 0.0% | $107.20 | +1.8% | COM | 637215104 |
| OFLX | Omega Flex, Inc. | 72 | $5,000 | 0.0% | $40.68 | +62.9% | COM | 682095104 |
| OLP | One Liberty Properties Inc. | 211 | $5,000 | 0.0% | $21.69 | — | COM | 682406103 |
| — | Hemisphere Media Group Inc A | 465 | $5,000 | 0.0% | $11.95 | — | COM | 42365Q103 |
| ULH | Universal Logistics Holdings, | 200 | $5,000 | 0.0% | $18.38 | +21.7% | COM | 91388P105 |
| UTMD | Utah Medical Products Inc. | 64 | $5,000 | 0.0% | $67.29 | +16.0% | COM | 917488108 |
| FF | FutureFuel Corp | 383 | $5,000 | 0.0% | $3.24 | +58.7% | COM | 36116M106 |
| WINA | Winmark Corporation | 36 | $5,000 | 0.0% | $108.44 | +21.9% | COM | 974250102 |
| — | AG Mortgage Investment Tr | 245 | $5,000 | 0.0% | $17.72 | — | COM | 001228105 |
| THFF | First Financial Corp (IN) | 110 | $5,000 | 0.0% | $23.99 | +51.0% | COM | 320218100 |
| DGICA | Donegal Group Inc. cl A | 284 | $5,000 | 0.0% | $10.57 | +12.9% | COM | 257701201 |
| FONR | Fonar Corporation | 198 | $5,000 | 0.0% | $22.48 | +23.0% | COM | 344437405 |
| FCNCA | First Citizens Bancshares cl A | 10 | $4,000 | 0.0% | $236.22 | +65.1% | COM | 31946M103 |
| — | Fogo de Chao, Inc. | 377 | $4,000 | 0.0% | $13.94 | — | COM | 344177100 |
| — | Enterprise Bancorp Inc Mass | 104 | $4,000 | 0.0% | $29.59 | — | COM | 293668109 |
| — | Enstar Group Limited | 20 | $4,000 | 0.0% | $200.00 | — | COM | G3075P101 |
| FIBK | First Interstate BancSystem A | 89 | $4,000 | 0.0% | $12.34 | +109.0% | COM | 32055Y201 |
| EIG | Employers Holdings, Inc. | 88 | $4,000 | 0.0% | $36.53 | 0.0% | COM | 292218104 |
| FLXS | Flexsteel Industries Inc. | 82 | $4,000 | 0.0% | $39.09 | 0.0% | COM | 339382103 |
| BLX | Banco Latinoamericano de Comer | 135 | $4,000 | 0.0% | $13.27 | +31.5% | COM | P16994132 |
| — | American Railcar Industries | 106 | $4,000 | 0.0% | $38.57 | — | COM | 02916P103 |
| BANF | BancFirst Corp OK | 70 | $4,000 | 0.0% | $29.75 | +56.8% | COM | 05945F103 |
| CVI | CVR Energy, Inc. | 107 | $4,000 | 0.0% | $16.44 | 0.0% | COM | 12662P108 |
| PRK | Park National Corp OH | 40 | $4,000 | 0.0% | $75.85 | +42.9% | COM | 700658107 |
| — | Plantronics Inc. | 83 | $4,000 | 0.0% | $41.08 | — | COM | 727493108 |
| PLPC | Preformed Line Products | 53 | $4,000 | 0.0% | $72.96 | +1.7% | COM | 740444104 |
| STBA | S&T Bancorp Inc. | 109 | $4,000 | 0.0% | $35.83 | +13.0% | COM | 783859101 |
| MATV | Schweitzer-Mauduit Int'l Inc. | 99 | $4,000 | 0.0% | $29.31 | 0.0% | COM | 808541106 |
| NHTC | Natural Health Trends Corp | 234 | $4,000 | 0.0% | $27.04 | -30.3% | COM | 63888P406 |
| TTEC | TTEC Holdings Inc. | 93 | $4,000 | 0.0% | $41.16 | 0.0% | COM | 89854H102 |
| GAMI | GAMCO Investors, Inc. | 126 | $4,000 | 0.0% | $23.59 | -5.7% | COM | 361438104 |
| KE | Kimball Electronics, Inc. | 192 | $4,000 | 0.0% | $20.63 | 0.0% | COM | 49428J109 |
| USLM | United States Lime & Minerals | 55 | $4,000 | 0.0% | $12.64 | +36.4% | COM | 911922102 |
| NNI | Nelnet Inc | 80 | $4,000 | 0.0% | $41.92 | +29.0% | COM | 64031N108 |
| MMI | Marcus & Millichap, Inc. | 121 | $4,000 | 0.0% | $25.12 | +9.7% | COM | 566324109 |
| SRCE | 1st Source Corporation | 79 | $4,000 | 0.0% | $35.30 | — | COM | 336901103 |
| USNA | USANA Health Sciences, Inc. | 55 | $4,000 | 0.0% | $66.89 | 0.0% | COM | 90328M107 |
| ACCO | Acco Brands Corporation | 345 | $4,000 | 0.0% | $7.32 | +22.5% | COM | 00081T108 |
| — | AVX Corporation | 231 | $4,000 | 0.0% | $15.24 | — | COM | 002444107 |
| NRIM | Northrim Bancorp | 111 | $4,000 | 0.0% | $5.69 | +13.2% | COM | 666762109 |
| NL | NL Industries Inc. | 313 | $4,000 | 0.0% | $5.16 | +65.2% | COM | 629156407 |
| — | Aircastle Ltd | 173 | $4,000 | 0.0% | $26.73 | — | COM | G0129K104 |
| — | National Western Life Group A | 12 | $4,000 | 0.0% | $195.31 | — | COM | 638517102 |
| ALX | Alexanders Inc. | 9 | $4,000 | 0.0% | $368.61 | — | COM | 014752109 |
| SGC | Superior Uniform Group | 151 | $4,000 | 0.0% | $17.49 | +40.2% | COM | 868358102 |
| — | Syntel Inc. | 169 | $4,000 | 0.0% | $34.24 | — | COM | 87162H103 |
| — | NRG Yield Inc. | 182 | $3,000 | 0.0% | $16.48 | — | COM | 62942X306 |
| — | Navios Maritime Acq Corp | 2,500 | $3,000 | 0.0% | $1.70 | — | COM | Y62159101 |
| OFG | OFG Bancorp | 369 | $3,000 | 0.0% | $9.38 | -4.3% | COM | 67103X102 |
| IMPM | Impac Mortgage Holdings | 263 | $3,000 | 0.0% | $14.48 | -16.5% | COM | 45254P508 |
| MLR | Miller Industries Inc. | 116 | $3,000 | 0.0% | $20.86 | +8.9% | COM | 600551204 |
| WTBA | West Bancorporation | 137 | $3,000 | 0.0% | $20.79 | +21.4% | COM | 95123P106 |
| — | Summit Fincl Group Inc. | 121 | $3,000 | 0.0% | $24.79 | — | COM | 86606G101 |
| HNNA | Hennessy Advisors, Inc. | 174 | $3,000 | 0.0% | $15.71 | +4.6% | COM | 425885100 |
| GCBC | Greene County Bancorp | 80 | $3,000 | 0.0% | $13.08 | +5.9% | COM | 394357107 |
| — | Trecora Resources | 210 | $3,000 | 0.0% | $9.52 | — | COM | 894648104 |
| WEYS | Weyco Group Inc. | 94 | $3,000 | 0.0% | $28.39 | -1.0% | COM | 962149100 |
| VSEC | VSE Corporation | 65 | $3,000 | 0.0% | $36.08 | +33.1% | COM | 918284100 |
| CMRE | Costamare Inc | 530 | $3,000 | 0.0% | $4.39 | -2.0% | COM | Y1771G102 |
| FNLC | First Bancorp, Inc. (ME) | 100 | $3,000 | 0.0% | $17.45 | +14.5% | COM | 31866P102 |
| FSFG | First Savings Financial Grp | 53 | $3,000 | 0.0% | $13.15 | +20.5% | COM | 33621E109 |
| PKBK | Parke Bancorp, Inc. | 127 | $3,000 | 0.0% | $10.58 | +37.3% | COM | 700885106 |
| RWT | Redwood Trust Inc. | 205 | $3,000 | 0.0% | $17.99 | — | COM | 758075402 |
| HTO | SJW Group | 47 | $3,000 | 0.0% | $53.77 | +17.7% | COM | 784305104 |
| ABG | Asbury Automotive Group | 47 | $3,000 | 0.0% | $57.49 | +8.7% | COM | 043436104 |
| SAH | Sonic Automotive, Inc. | 168 | $3,000 | 0.0% | $21.48 | -5.2% | COM | 83545G102 |
| STRT | Strattec Security Corp | 40 | $2,000 | 0.0% | $48.60 | -14.6% | COM | 863111100 |
| — | Ship Finance Intl Ltd | 144 | $2,000 | 0.0% | $11.19 | — | COM | G81075106 |
| — | Party City Holdco Inc. | 158 | $2,000 | 0.0% | $12.66 | — | COM | 702150103 |
| AROW | Arrow Financial Corp. | 67 | $2,000 | 0.0% | $23.87 | 0.0% | COM | 042744102 |
| ATLO | Ames National Corp. | 85 | $2,000 | 0.0% | $19.96 | +3.2% | COM | 031001100 |
| PFIS | Peoples Financial Services | 48 | $2,000 | 0.0% | $31.10 | +12.6% | COM | 711040105 |
| — | Psychemedics Corporation | 80 | $2,000 | 0.0% | $18.75 | — | COM | 744375205 |
| CPSS | Consumer Portfolio Services | 550 | $2,000 | 0.0% | $7.26 | -39.7% | COM | 210502100 |
| — | Steelcase Inc cl A | 118 | $2,000 | 0.0% | $16.95 | — | COM | 858155203 |
| AMKR | Amkor Technology Inc | 189 | $2,000 | 0.0% | $8.41 | +18.6% | COM | 031652100 |
| SGA | Saga Communications Inc. | 52 | $2,000 | 0.0% | $41.65 | +5.0% | COM | 786598300 |
| CBAN | Colony Bankcorp GA | 128 | $2,000 | 0.0% | $10.77 | +3.3% | COM | 19623P101 |
| CCS | Century Communities, Inc. | 54 | $2,000 | 0.0% | $24.09 | +11.1% | COM | 156504300 |
| IMKTA | Ingles Markets cl A | 44 | $2,000 | 0.0% | $35.30 | -30.7% | COM | 457030104 |
| MPX | Marine Products Corp | 166 | $2,000 | 0.0% | $4.10 | +140.1% | COM | 568427108 |
| — | OM Asset Management plc | 100 | $2,000 | 0.0% | $20.00 | — | COM | G67506108 |
| — | Lee Enterprises Inc. | 986 | $2,000 | 0.0% | $3.04 | — | COM | 523768109 |
| HLI | Houlihan Lokey, Inc. | 52 | $2,000 | 0.0% | $22.98 | +57.7% | COM | 441593100 |
| — | Teekay Tankers cl A | 1,540 | $2,000 | 0.0% | $2.15 | — | COM | Y8565N102 |
| WLFC | Willis Lease Finance | 100 | $2,000 | 0.0% | $24.74 | +1.0% | COM | 970646105 |
| TACT | TransAct Technologies Inc. | 160 | $2,000 | 0.0% | $12.07 | 0.0% | COM | 892918103 |
| MLI | Mueller Industries, Inc. | 46 | $2,000 | 0.0% | $12.15 | +28.5% | COM | 624756102 |
| — | A V Homes, Inc. | 143 | $2,000 | 0.0% | $13.99 | — | COM | 00234P102 |
| HY | Hyster-Yale Materials Handling | 27 | $2,000 | 0.0% | $59.94 | +9.9% | COM | 449172105 |
| TSBK | Timberland Bancorp Inc. | 85 | $2,000 | 0.0% | $20.84 | +5.7% | COM | 887098101 |
| MLP | Maui Land & Pineapple Co. | 135 | $2,000 | 0.0% | $6.69 | +134.2% | COM | 577345101 |
| LGIH | LGI Homes, Inc. | 24 | $2,000 | 0.0% | $63.51 | 0.0% | COM | 50187T106 |
| — | Medequities Realty Trust | 172 | $2,000 | 0.0% | $11.63 | — | COM | 58409L306 |
| VLGEA | Village Super Market | 103 | $2,000 | 0.0% | $28.11 | -14.1% | COM | 927107409 |
| FSBW | FS Bancorp Inc. | 43 | $2,000 | 0.0% | $22.74 | 0.0% | COM | 30263Y104 |
| — | First Defiance Financial | 48 | $2,000 | 0.0% | $41.67 | — | COM | 32006W106 |
| — | FBL Financial Group cl A | 26 | $2,000 | 0.0% | $67.48 | — | COM | 30239F106 |
| ESCA | Escalade Inc. | 200 | $2,000 | 0.0% | $8.85 | +7.3% | COM | 296056104 |
| MHO | M/I Homes, Inc. | 18 | $1,000 | 0.0% | $21.41 | +52.5% | COM | 55305B101 |
| THRM | Gentherm Inc. | 23 | $1,000 | 0.0% | $34.59 | 0.0% | COM | 37253A103 |
| — | KEMET Corporation | 40 | $1,000 | 0.0% | $21.11 | — | COM | 488360207 |
| KAI | Kadant Inc | 9 | $1,000 | 0.0% | $80.02 | +19.9% | COM | 48282T104 |
| MTH | Meritage Homes Corp | 21 | $1,000 | 0.0% | $19.84 | +24.9% | COM | 59001A102 |
| — | MutualFirst Financial Inc. | 31 | $1,000 | 0.0% | $23.26 | — | COM | 62845B104 |
| NSSC | Napco Security Technologies | 144 | $1,000 | 0.0% | $4.62 | 0.0% | COM | 630402105 |
| — | National General Holdings Corp | 27 | $1,000 | 0.0% | $20.00 | — | COM | 636220303 |
| NHC | National HealthCare Corp | 24 | $1,000 | 0.0% | $52.33 | +21.9% | COM | 635906100 |
| NSIT | Insight Enterprises, Inc. | 17 | $1,000 | 0.0% | $40.89 | 0.0% | COM | 45765U103 |
| — | Oritani Financial Corp. | 55 | $1,000 | 0.0% | $20.00 | — | COM | 68633D103 |
| — | Capstead Mortgage Corp | 109 | $1,000 | 0.0% | $9.17 | — | COM | 14067E506 |
| — | CAI International, Inc. | 31 | $1,000 | 0.0% | $12.36 | — | COM | 12477X106 |
| — | Biospecifics Tech Corp | 22 | $1,000 | 0.0% | $45.45 | — | COM | 090931106 |
| SCSC | ScanSource, Inc. | 33 | $1,000 | 0.0% | $40.77 | -4.2% | COM | 806037107 |
| ACRE | Ares Commercial Real Estate | 115 | $1,000 | 0.0% | $8.70 | — | COM | 04013V108 |
| PFS | Provident Financial Services | 37 | $1,000 | 0.0% | $10.58 | +71.9% | COM | 74386T105 |
| — | PDL BioPharma, Inc. | 330 | $1,000 | 0.0% | $8.17 | — | COM | 69329Y104 |
| AMRC | Ameresco Inc | 146 | $1,000 | 0.0% | $7.08 | +17.1% | COM | 02361E108 |
| — | Premier Financial Bncp. | 57 | $1,000 | 0.0% | $13.77 | — | COM | 74050M105 |
| PAHC | Phibro Animal Health Corp CL A | 10 | $0 | 0.0% | $32.65 | +8.8% | COM | 71742Q106 |