SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

Location: Bala Cynwyd, PA

CIK: 0001446179 · Show all filings

Period: Q1 2018 (Next →)

Filing Date: May 15, 2018

Total Value: $842M (100.0% shares, 0.0% debt)

Holdings (437)

VLO VALERO ENERGY CORP NEW 1.8%

Value $14.96M Shares 161,244 Est. Cost $68.16 Unrealized 0.0%

MPC MARATHON PETE CORP 1.6%

Value $13.19M Shares 180,387 Est. Cost $53.75 Unrealized 0.0%

PCG PG&E CORP 1.1%

Value $9.676M Shares 220,255 Est. Cost $41.94 Unrealized 0.0%

— L BRANDS INC 1.0%

Value $8.729M Shares 228,457 Est. Cost $38.21 Unrealized —

EIX EDISON INTL 1.0%

Value $8.645M Shares 135,800 Est. Cost $43.79 Unrealized 0.0%

WU WESTERN UN CO 1.0%

Value $8.004M Shares 416,200 Est. Cost $19.23 Unrealized —

HPQ HP INC 0.9%

Value $7.819M Shares 356,685 Est. Cost $17.36 Unrealized 0.0%

KMB KIMBERLY CLARK CORP 0.9%

Value $7.643M Shares 69,400 Est. Cost $86.21 Unrealized 0.0%

— SEAGATE TECHNOLOGY PLC 0.9%

Value $7.444M Shares 127,200 Est. Cost $58.52 Unrealized —

M MACYS INC 0.9%

Value $7.319M Shares 246,112 Est. Cost $27.02 Unrealized 0.0%

CAH CARDINAL HEALTH INC 0.9%

Value $7.26M Shares 115,820 Est. Cost $54.18 Unrealized 0.0%

FITB FIFTH THIRD BANCORP 0.8%

Value $6.845M Shares 215,600 Est. Cost $24.19 Unrealized 0.0%

CHRW C H ROBINSON WORLDWIDE INC 0.8%

Value $6.775M Shares 72,300 Est. Cost $76.47 Unrealized 0.0%

— BHP BILLITON PLC 0.7%

Value $6.317M Shares 159,000 Est. Cost $39.73 Unrealized —

MS MORGAN STANLEY 0.7%

Value $6.308M Shares 116,900 Est. Cost $43.68 Unrealized 0.0%

PPL PPL CORP 0.7%

Value $6.185M Shares 218,628 Est. Cost $20.88 Unrealized 0.0%

— WESTROCK CO 0.7%

Value $6.117M Shares 95,319 Est. Cost $64.17 Unrealized —

TGT TARGET CORP 0.7%

Value $6.103M Shares 87,900 Est. Cost $58.46 Unrealized 0.0%

TEVA TEVA PHARMACEUTICAL INDS LTD 0.7%

Value $6.092M Shares 356,445 Est. Cost $17.09 Unrealized —

PSX PHILLIPS 66 0.7%

Value $6.062M Shares 63,200 Est. Cost $71.47 Unrealized 0.0%

SBUX STARBUCKS CORP 0.7%

Value $5.989M Shares 103,451 Est. Cost $48.70 Unrealized 0.0%

— GREAT PLAINS ENERGY INC 0.7%

Value $5.853M Shares 184,100 Est. Cost $31.79 Unrealized —

GILD GILEAD SCIENCES INC 0.7%

Value $5.556M Shares 73,700 Est. Cost $58.92 Unrealized 0.0%

TD TORONTO DOMINION BK ONT 0.6%

Value $5.439M Shares 95,667 Est. Cost $58.52 Unrealized 0.0%

OMC OMNICOM GROUP INC 0.6%

Value $5.428M Shares 74,700 Est. Cost $56.50 Unrealized 0.0%

— TRIBUNE MEDIA CO 0.6%

Value $5.428M Shares 133,985 Est. Cost $40.51 Unrealized —

HP HELMERICH & PAYNE INC 0.6%

Value $5.378M Shares 80,800 Est. Cost $67.45 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GROUP 0.6%

Value $5.31M Shares 105,700 Est. Cost $37.56 Unrealized 0.0%

INFY INFOSYS LTD 0.6%

Value $5.239M Shares 293,514 Est. Cost $17.85 Unrealized —

MAT MATTEL INC 0.6%

Value $5.217M Shares 396,700 Est. Cost $15.59 Unrealized 0.0%

PK PARK HOTELS RESORTS INC 0.6%

Value $5.18M Shares 191,716 Est. Cost $27.02 Unrealized —

NAVI NAVIENT CORPORATION 0.6%

Value $5.13M Shares 390,971 Est. Cost $13.60 Unrealized 0.0%

— HOLLYFRONTIER CORP 0.6%

Value $5.125M Shares 104,900 Est. Cost $48.86 Unrealized —

ENR ENERGIZER HLDGS INC NEW 0.6%

Value $5.118M Shares 85,900 Est. Cost $41.00 Unrealized 0.0%

BPOP POPULAR INC 0.6%

Value $5.047M Shares 121,274 Est. Cost $32.66 Unrealized 0.0%

CF CF INDS HLDGS INC 0.6%

Value $5.041M Shares 133,603 Est. Cost $33.41 Unrealized 0.0%

PNR PENTAIR PLC 0.6%

Value $5.034M Shares 73,893 Est. Cost $42.33 Unrealized 0.0%

CL COLGATE PALMOLIVE CO 0.6%

Value $5.01M Shares 69,900 Est. Cost $59.73 Unrealized 0.0%

— HCP INC 0.6%

Value $4.957M Shares 213,404 Est. Cost $23.23 Unrealized —

SABR SABRE CORP 0.6%

Value $4.918M Shares 229,300 Est. Cost $21.42 Unrealized 0.0%

OXY OCCIDENTAL PETE CORP DEL 0.6%

Value $4.827M Shares 74,300 Est. Cost $57.44 Unrealized 0.0%

KIM KIMCO RLTY CORP 0.6%

Value $4.764M Shares 330,859 Est. Cost $10.41 Unrealized 0.0%

MSI MOTOROLA SOLUTIONS INC 0.6%

Value $4.749M Shares 45,100 Est. Cost $91.54 Unrealized 0.0%

— XEROX CORP 0.6%

Value $4.734M Shares 164,500 Est. Cost $28.78 Unrealized —

— DUNKIN BRANDS GROUP INC 0.6%

Value $4.721M Shares 79,100 Est. Cost $59.68 Unrealized —

EG EVEREST RE GROUP LTD 0.6%

Value $4.684M Shares 18,238 Est. Cost $203.94 Unrealized 0.0%

SMG SCOTTS MIRACLE GRO CO 0.5%

Value $4.583M Shares 53,450 Est. Cost $72.13 Unrealized 0.0%

CPB CAMPBELL SOUP CO 0.5%

Value $4.557M Shares 105,228 Est. Cost $34.67 Unrealized 0.0%

RF REGIONS FINL CORP NEW 0.5%

Value $4.485M Shares 241,400 Est. Cost $13.90 Unrealized 0.0%

JHG JANUS HENDERSON GROUP PLC 0.5%

Value $4.32M Shares 130,557 Est. Cost $36.84 Unrealized 0.0%

ABBV ABBVIE INC 0.5%

Value $4.316M Shares 45,600 Est. Cost $78.53 Unrealized 0.0%

— CREDIT SUISSE GROUP 0.5%

Value $4.309M Shares 256,668 Est. Cost $16.79 Unrealized —

BMY BRISTOL MYERS SQUIBB CO 0.5%

Value $4.301M Shares 68,000 Est. Cost $48.10 Unrealized 0.0%

DEO DIAGEO P L C 0.5%

Value $4.296M Shares 31,726 Est. Cost $135.41 Unrealized —

SU SUNCOR ENERGY INC NEW 0.5%

Value $4.29M Shares 124,200 Est. Cost $25.89 Unrealized 0.0%

CNQ CANADIAN NAT RES LTD 0.5%

Value $4.27M Shares 135,700 Est. Cost $11.03 Unrealized 0.0%

— EATON VANCE CORP 0.5%

Value $4.253M Shares 76,400 Est. Cost $55.67 Unrealized —

USB US BANCORP DEL 0.5%

Value $4.192M Shares 83,000 Est. Cost $39.92 Unrealized 0.0%

FNF FIDELITY NATIONAL FINANCIAL 0.5%

Value $4.105M Shares 102,572 Est. Cost $27.27 Unrealized 0.0%

SJM SMUCKER J M CO 0.5%

Value $3.981M Shares 32,100 Est. Cost $97.06 Unrealized 0.0%

KSS KOHLS CORP 0.5%

Value $3.957M Shares 60,400 Est. Cost $63.46 Unrealized 0.0%

— BUNGE LIMITED 0.5%

Value $3.934M Shares 53,200 Est. Cost $73.95 Unrealized —

PHG KONINKLIJKE PHILIPS N V 0.5%

Value $3.869M Shares 100,981 Est. Cost $38.31 Unrealized —

PAYX PAYCHEX INC 0.5%

Value $3.837M Shares 62,300 Est. Cost $52.37 Unrealized 0.0%

BAP CREDICORP LTD 0.5%

Value $3.814M Shares 16,800 Est. Cost $183.02 Unrealized 0.0%

— INVESCO MORTGAGE CAPITAL INC 0.4%

Value $3.743M Shares 228,507 Est. Cost $16.38 Unrealized —

RL RALPH LAUREN CORP 0.4%

Value $3.723M Shares 33,300 Est. Cost $92.65 Unrealized 0.0%

FHI FEDERATED INVS INC PA 0.4%

Value $3.664M Shares 109,700 Est. Cost $23.87 Unrealized 0.0%

INTC INTEL CORP 0.4%

Value $3.489M Shares 67,000 Est. Cost $40.06 Unrealized 0.0%

— INTERPUBLIC GROUP COS INC 0.4%

Value $3.487M Shares 151,400 Est. Cost $16.40 Unrealized 0.0%

FAF FIRST AMERN FINL CORP 0.4%

Value $3.45M Shares 58,800 Est. Cost $45.00 Unrealized 0.0%

AMP AMERIPRISE FINL INC 0.4%

Value $3.447M Shares 23,300 Est. Cost $139.94 Unrealized 0.0%

DIN DINE BRANDS GLOBAL INC 0.4%

Value $3.437M Shares 52,410 Est. Cost $45.03 Unrealized 0.0%

STWD STARWOOD PPTY TR INC 0.4%

Value $3.407M Shares 162,612 Est. Cost $20.95 Unrealized —

PLD PROLOGIS INC 0.4%

Value $3.389M Shares 53,800 Est. Cost $49.87 Unrealized 0.0%

— NATIONAL INSTRS CORP 0.4%

Value $3.383M Shares 66,900 Est. Cost $50.57 Unrealized —

— NABORS INDUSTRIES LTD 0.4%

Value $3.25M Shares 464,958 Est. Cost $6.99 Unrealized —

NWE NORTHWESTERN CORP 0.4%

Value $3.242M Shares 60,256 Est. Cost $37.69 Unrealized 0.0%

CAG CONAGRA BRANDS INC 0.4%

Value $3.22M Shares 87,300 Est. Cost $27.24 Unrealized 0.0%

— SCANA CORP NEW 0.4%

Value $3.162M Shares 84,220 Est. Cost $37.54 Unrealized —

IP INTL PAPER CO 0.4%

Value $3.152M Shares 59,000 Est. Cost $39.21 Unrealized 0.0%

EC ECOPETROL S A 0.4%

Value $3.141M Shares 162,500 Est. Cost $19.33 Unrealized —

CMS CMS ENERGY CORP 0.4%

Value $3.116M Shares 68,800 Est. Cost $34.73 Unrealized 0.0%

SAN BANCO SANTANDER SA 0.4%

Value $3.115M Shares 475,545 Est. Cost $6.55 Unrealized —

LLY LILLY ELI & CO 0.4%

Value $3.093M Shares 39,978 Est. Cost $71.71 Unrealized 0.0%

— SHIP FINANCE INTERNATIONAL L 0.4%

Value $3.082M Shares 215,497 Est. Cost $14.30 Unrealized —

TSCO TRACTOR SUPPLY CO 0.4%

Value $3.082M Shares 48,900 Est. Cost $12.33 Unrealized 0.0%

CUBE CUBESMART 0.4%

Value $3.065M Shares 108,696 Est. Cost $28.20 Unrealized —

AZN ASTRAZENECA PLC 0.4%

Value $3.042M Shares 87,000 Est. Cost $34.97 Unrealized —

HAS HASBRO INC 0.4%

Value $3.04M Shares 36,064 Est. Cost $70.02 Unrealized 0.0%

DTE DTE ENERGY CO 0.4%

Value $3.038M Shares 29,100 Est. Cost $67.23 Unrealized 0.0%

ES EVERSOURCE ENERGY 0.4%

Value $3.011M Shares 51,100 Est. Cost $44.88 Unrealized 0.0%

— WYNDHAM WORLDWIDE CORP 0.4%

Value $3M Shares 26,218 Est. Cost $114.43 Unrealized —

ED CONSOLIDATED EDISON INC 0.4%

Value $2.991M Shares 38,378 Est. Cost $58.47 Unrealized 0.0%

ETN EATON CORP PLC 0.4%

Value $2.989M Shares 37,400 Est. Cost $70.28 Unrealized 0.0%

— TUPPERWARE BRANDS CORP 0.4%

Value $2.981M Shares 61,616 Est. Cost $48.38 Unrealized —

AFL AFLAC INC 0.4%

Value $2.979M Shares 68,086 Est. Cost $36.79 Unrealized 0.0%

ALLY ALLY FINL INC 0.3%

Value $2.932M Shares 108,000 Est. Cost $22.57 Unrealized 0.0%

LYG LLOYDS BANKING GROUP PLC 0.3%

Value $2.926M Shares 786,535 Est. Cost $3.72 Unrealized —

PBF PBF ENERGY INC 0.3%

Value $2.893M Shares 85,325 Est. Cost $32.28 Unrealized 0.0%

— TIFFANY & CO NEW 0.3%

Value $2.871M Shares 29,400 Est. Cost $97.65 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.3%

Value $2.871M Shares 25,300 Est. Cost $98.61 Unrealized 0.0%

MCO MOODYS CORP 0.3%

Value $2.855M Shares 17,700 Est. Cost $151.00 Unrealized 0.0%

HBAN HUNTINGTON BANCSHARES INC 0.3%

Value $2.833M Shares 187,600 Est. Cost $11.01 Unrealized 0.0%

BKE BUCKLE INC 0.3%

Value $2.815M Shares 127,100 Est. Cost $9.27 Unrealized 0.0%

KEY KEYCORP NEW 0.3%

Value $2.796M Shares 143,000 Est. Cost $14.60 Unrealized 0.0%

MDLZ MONDELEZ INTL INC 0.3%

Value $2.783M Shares 66,700 Est. Cost $35.85 Unrealized 0.0%

SKT TANGER FACTORY OUTLET CTRS I 0.3%

Value $2.774M Shares 126,069 Est. Cost $22.00 Unrealized —

CCOI COGENT COMMUNICATIONS HLDGS 0.3%

Value $2.767M Shares 63,766 Est. Cost $29.20 Unrealized 0.0%

BA BOEING CO 0.3%

Value $2.754M Shares 8,400 Est. Cost $322.88 Unrealized 0.0%

LMT LOCKHEED MARTIN CORP 0.3%

Value $2.738M Shares 8,103 Est. Cost $275.43 Unrealized 0.0%

— GUESS INC 0.3%

Value $2.709M Shares 130,600 Est. Cost $20.74 Unrealized —

FLO FLOWERS FOODS INC 0.3%

Value $2.685M Shares 122,818 Est. Cost $14.75 Unrealized 0.0%

— FOOT LOCKER INC 0.3%

Value $2.673M Shares 58,700 Est. Cost $45.54 Unrealized —

HUBB HUBBELL INC 0.3%

Value $2.655M Shares 21,800 Est. Cost $111.96 Unrealized 0.0%

— NIELSEN HLDGS PLC 0.3%

Value $2.648M Shares 83,300 Est. Cost $31.79 Unrealized —

GAP GAP INC DEL 0.3%

Value $2.621M Shares 84,000 Est. Cost $24.80 Unrealized 0.0%

PAG PENSKE AUTOMOTIVE GRP INC 0.3%

Value $2.601M Shares 58,680 Est. Cost $48.49 Unrealized 0.0%

— VECTOR GROUP LTD 0.3%

Value $2.579M Shares 126,473 Est. Cost $20.39 Unrealized —

PBI PITNEY BOWES INC 0.3%

Value $2.52M Shares 231,400 Est. Cost $12.39 Unrealized 0.0%

AMGN AMGEN INC 0.3%

Value $2.499M Shares 14,660 Est. Cost $144.43 Unrealized 0.0%

— UMPQUA HLDGS CORP 0.3%

Value $2.481M Shares 115,900 Est. Cost $21.41 Unrealized —

— DR PEPPER SNAPPLE GROUP INC 0.3%

Value $2.474M Shares 20,900 Est. Cost $118.37 Unrealized —

SQM SOCIEDAD QUIMICA MINERA DE C 0.3%

Value $2.453M Shares 49,900 Est. Cost $49.16 Unrealized —

TLK P T TELEKOMUNIKASI INDONESIA 0.3%

Value $2.412M Shares 91,287 Est. Cost $26.42 Unrealized —

ABBNY ABB LTD 0.3%

Value $2.389M Shares 100,634 Est. Cost $23.74 Unrealized —

— SCHNITZER STL INDS 0.3%

Value $2.389M Shares 73,856 Est. Cost $32.35 Unrealized —

— TAILORED BRANDS INC 0.3%

Value $2.386M Shares 95,204 Est. Cost $25.06 Unrealized —

— DISCOVER FINL SVCS 0.3%

Value $2.338M Shares 32,500 Est. Cost $71.94 Unrealized —

YUM YUM BRANDS INC 0.3%

Value $2.324M Shares 27,300 Est. Cost $71.00 Unrealized 0.0%

POR PORTLAND GEN ELEC CO 0.3%

Value $2.265M Shares 55,905 Est. Cost $30.23 Unrealized 0.0%

CAKE CHEESECAKE FACTORY INC 0.3%

Value $2.247M Shares 46,600 Est. Cost $40.52 Unrealized 0.0%

TROW PRICE T ROWE GROUP INC 0.3%

Value $2.246M Shares 20,800 Est. Cost $82.41 Unrealized 0.0%

WY WEYERHAEUSER CO 0.3%

Value $2.244M Shares 64,100 Est. Cost $25.91 Unrealized 0.0%

WMT WALMART INC 0.3%

Value $2.233M Shares 25,100 Est. Cost $28.34 Unrealized 0.0%

HMY HARMONY GOLD MNG LTD 0.3%

Value $2.23M Shares 933,000 Est. Cost $2.39 Unrealized —

CDW CDW CORP 0.3%

Value $2.222M Shares 31,600 Est. Cost $66.43 Unrealized 0.0%

DK DELEK US HLDGS INC NEW 0.3%

Value $2.211M Shares 54,336 Est. Cost $27.75 Unrealized 0.0%

GWW GRAINGER W W INC 0.3%

Value $2.202M Shares 7,800 Est. Cost $235.02 Unrealized 0.0%

— BT GROUP PLC 0.3%

Value $2.2M Shares 136,166 Est. Cost $16.16 Unrealized —

COST COSTCO WHSL CORP NEW 0.3%

Value $2.186M Shares 11,600 Est. Cost $169.26 Unrealized 0.0%

— SINCLAIR BROADCAST GROUP INC 0.3%

Value $2.185M Shares 69,801 Est. Cost $31.30 Unrealized —

WDC WESTERN DIGITAL CORP 0.3%

Value $2.178M Shares 23,600 Est. Cost $61.52 Unrealized 0.0%

OII OCEANEERING INTL INC 0.3%

Value $2.173M Shares 117,226 Est. Cost $20.05 Unrealized 0.0%

CCI CROWN CASTLE INTL CORP NEW 0.3%

Value $2.159M Shares 19,700 Est. Cost $77.70 Unrealized 0.0%

VOYA VOYA FINL INC 0.3%

Value $2.146M Shares 42,500 Est. Cost $46.39 Unrealized 0.0%

OEC ORION ENGINEERED CARBONS S A 0.2%

Value $2.098M Shares 77,400 Est. Cost $27.91 Unrealized 0.0%

XEL XCEL ENERGY INC 0.2%

Value $2.065M Shares 45,400 Est. Cost $34.95 Unrealized 0.0%

MKC MCCORMICK & CO INC 0.2%

Value $2.053M Shares 19,300 Est. Cost $45.28 Unrealized 0.0%

FAST FASTENAL CO 0.2%

Value $2.036M Shares 37,300 Est. Cost $11.23 Unrealized 0.0%

RIO RIO TINTO PLC 0.2%

Value $2.01M Shares 39,000 Est. Cost $51.54 Unrealized —

KALU KAISER ALUMINUM CORP 0.2%

Value $2.008M Shares 19,900 Est. Cost $81.81 Unrealized 0.0%

CBRL CRACKER BARREL OLD CTRY STOR 0.2%

Value $2.006M Shares 12,600 Est. Cost $119.30 Unrealized 0.0%

— EL PASO ELEC CO 0.2%

Value $2M Shares 39,221 Est. Cost $50.99 Unrealized —

— GASLOG LTD 0.2%

Value $1.999M Shares 121,539 Est. Cost $16.45 Unrealized —

QCOM QUALCOMM INC 0.2%

Value $1.995M Shares 36,000 Est. Cost $51.91 Unrealized 0.0%

WSM WILLIAMS SONOMA INC 0.2%

Value $1.994M Shares 37,800 Est. Cost $22.14 Unrealized 0.0%

R RYDER SYS INC 0.2%

Value $1.994M Shares 27,400 Est. Cost $80.56 Unrealized 0.0%

KLAC KLA-TENCOR CORP 0.2%

Value $1.984M Shares 18,200 Est. Cost $98.66 Unrealized 0.0%

EAT BRINKER INTL INC 0.2%

Value $1.921M Shares 53,200 Est. Cost $33.55 Unrealized 0.0%

LAMR LAMAR ADVERTISING CO NEW 0.2%

Value $1.898M Shares 29,810 Est. Cost $63.67 Unrealized —

HRB BLOCK H & R INC 0.2%

Value $1.883M Shares 74,100 Est. Cost $19.35 Unrealized 0.0%

CNA CNA FINL CORP 0.2%

Value $1.876M Shares 38,019 Est. Cost $29.65 Unrealized 0.0%

VFC V F CORP 0.2%

Value $1.868M Shares 25,200 Est. Cost $72.31 Unrealized 0.0%

CLX CLOROX CO DEL 0.2%

Value $1.864M Shares 14,002 Est. Cost $106.77 Unrealized 0.0%

— CORESITE RLTY CORP 0.2%

Value $1.858M Shares 18,530 Est. Cost $100.27 Unrealized —

WEC WEC ENERGY GROUP INC 0.2%

Value $1.85M Shares 29,500 Est. Cost $48.22 Unrealized 0.0%

— STATOIL ASA 0.2%

Value $1.831M Shares 77,441 Est. Cost $23.64 Unrealized —

— SIX FLAGS ENTMT CORP NEW 0.2%

Value $1.828M Shares 29,368 Est. Cost $62.24 Unrealized —

THG HANOVER INS GROUP INC 0.2%

Value $1.816M Shares 15,400 Est. Cost $88.48 Unrealized 0.0%

Value $1.784M Shares 44,000 Est. Cost $40.55 Unrealized —

IPGP IPG PHOTONICS CORP 0.2%

Value $1.774M Shares 7,600 Est. Cost $246.76 Unrealized 0.0%

— STEELCASE INC 0.2%

Value $1.771M Shares 130,200 Est. Cost $13.60 Unrealized —

WING WINGSTOP INC 0.2%

Value $1.761M Shares 37,291 Est. Cost $45.92 Unrealized 0.0%

PDM PIEDMONT OFFICE REALTY TR IN 0.2%

Value $1.753M Shares 99,687 Est. Cost $17.59 Unrealized —

— FRONTIER COMMUNICATIONS CORP 0.2%

Value $1.746M Shares 235,300 Est. Cost $7.42 Unrealized —

— SONIC CORP 0.2%

Value $1.735M Shares 68,775 Est. Cost $25.23 Unrealized —

— RAMCO-GERSHENSON PPTYS TR 0.2%

Value $1.722M Shares 139,360 Est. Cost $12.36 Unrealized —

OHI OMEGA HEALTHCARE INVS INC 0.2%

Value $1.721M Shares 63,640 Est. Cost $27.04 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.2%

Value $1.706M Shares 28,000 Est. Cost $44.72 Unrealized 0.0%

AEE AMEREN CORP 0.2%

Value $1.693M Shares 29,900 Est. Cost $44.14 Unrealized 0.0%

Value $1.69M Shares 7,700 Est. Cost $150.16 Unrealized 0.0%

GEF GREIF INC 0.2%

Value $1.687M Shares 32,283 Est. Cost $42.38 Unrealized 0.0%

— CONSOLIDATED COMM HLDGS INC 0.2%

Value $1.646M Shares 150,200 Est. Cost $10.96 Unrealized —

SGI TEMPUR SEALY INTL INC 0.2%

Value $1.644M Shares 36,300 Est. Cost $13.73 Unrealized 0.0%

— FINISH LINE INC 0.2%

Value $1.637M Shares 120,900 Est. Cost $13.54 Unrealized —

— TRINSEO S A 0.2%

Value $1.622M Shares 21,900 Est. Cost $74.06 Unrealized —

— EQT MIDSTREAM PARTNERS LP 0.2%

Value $1.606M Shares 27,200 Est. Cost $59.04 Unrealized —

— COSAN LTD 0.2%

Value $1.568M Shares 150,907 Est. Cost $10.39 Unrealized —

BIGGQ BIG LOTS INC 0.2%

Value $1.567M Shares 36,000 Est. Cost $44.04 Unrealized 0.0%

ESS ESSEX PPTY TR INC 0.2%

Value $1.538M Shares 6,392 Est. Cost $175.97 Unrealized 0.0%

SIMO SILICON MOTION TECHNOLOGY CO 0.2%

Value $1.508M Shares 31,331 Est. Cost $48.13 Unrealized —

GATX GATX CORP 0.2%

Value $1.501M Shares 21,912 Est. Cost $57.96 Unrealized 0.0%

CDP CORPORATE OFFICE PPTYS TR 0.2%

Value $1.496M Shares 57,900 Est. Cost $25.84 Unrealized —

— LEGG MASON INC 0.2%

Value $1.492M Shares 36,700 Est. Cost $40.65 Unrealized —

CFR CULLEN FROST BANKERS INC 0.2%

Value $1.483M Shares 13,985 Est. Cost $82.70 Unrealized 0.0%

— NRG YIELD INC 0.2%

Value $1.48M Shares 87,076 Est. Cost $17.00 Unrealized —

HUBS HUBSPOT INC 0.2%

Value $1.473M Shares 13,600 Est. Cost $104.22 Unrealized 0.0%

— WALGREENS BOOTS ALLIANCE INC 0.2%

Value $1.46M Shares 22,300 Est. Cost $65.47 Unrealized —

APLE APPLE HOSPITALITY REIT INC 0.2%

Value $1.453M Shares 82,694 Est. Cost $17.57 Unrealized —

EXC EXELON CORP 0.2%

Value $1.443M Shares 37,000 Est. Cost $20.53 Unrealized 0.0%

— PACWEST BANCORP DEL 0.2%

Value $1.443M Shares 29,138 Est. Cost $49.52 Unrealized —

NMFC NEW MTN FIN CORP 0.2%

Value $1.437M Shares 109,259 Est. Cost $5.61 Unrealized 0.0%

— GANNETT CO INC 0.2%

Value $1.43M Shares 143,318 Est. Cost $9.98 Unrealized —

— SWITCH INC 0.2%

Value $1.411M Shares 88,700 Est. Cost $15.91 Unrealized —

— CVR REFNG LP 0.2%

Value $1.397M Shares 107,023 Est. Cost $13.05 Unrealized —

KT KT CORP 0.2%

Value $1.368M Shares 99,880 Est. Cost $13.70 Unrealized —

— FS INVT CORP 0.2%

Value $1.368M Shares 188,700 Est. Cost $7.25 Unrealized —

— APARTMENT INVT & MGMT CO 0.2%

Value $1.357M Shares 33,293 Est. Cost $40.76 Unrealized —

— BLACKROCK INC 0.2%

Value $1.354M Shares 2,500 Est. Cost $541.60 Unrealized —

XHR XENIA HOTELS & RESORTS INC 0.2%

Value $1.342M Shares 68,076 Est. Cost $19.71 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 0.2%

Value $1.339M Shares 204,500 Est. Cost $2.55 Unrealized 0.0%

SUN SUNOCO LP 0.2%

Value $1.33M Shares 52,155 Est. Cost $25.50 Unrealized —

WSO WATSCO INC 0.2%

Value $1.328M Shares 7,339 Est. Cost $173.34 Unrealized 0.0%

— HERSHA HOSPITALITY TR 0.2%

Value $1.317M Shares 73,596 Est. Cost $17.89 Unrealized —

GLW CORNING INC 0.2%

Value $1.313M Shares 47,100 Est. Cost $24.81 Unrealized 0.0%

OPLN KAR AUCTION SVCS INC 0.2%

Value $1.285M Shares 23,700 Est. Cost $20.17 Unrealized 0.0%

BMO BANK MONTREAL QUE 0.2%

Value $1.285M Shares 17,000 Est. Cost $56.99 Unrealized 0.0%

IVZ INVESCO LTD 0.2%

Value $1.264M Shares 39,500 Est. Cost $23.62 Unrealized 0.0%

— AEGON N V 0.1%

Value $1.256M Shares 185,469 Est. Cost $6.77 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.1%

Value $1.24M Shares 8,200 Est. Cost $118.19 Unrealized 0.0%

IMKTA INGLES MKTS INC 0.1%

Value $1.235M Shares 36,482 Est. Cost $30.13 Unrealized 0.0%

PSO PEARSON PLC 0.1%

Value $1.23M Shares 116,818 Est. Cost $10.53 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.1%

Value $1.227M Shares 8,000 Est. Cost $107.30 Unrealized 0.0%

— ANDEAVOR 0.1%

Value $1.207M Shares 12,004 Est. Cost $100.55 Unrealized —

KRG KITE RLTY GROUP TR 0.1%

Value $1.205M Shares 79,142 Est. Cost $15.23 Unrealized —

COF CAPITAL ONE FINL CORP 0.1%

Value $1.188M Shares 12,400 Est. Cost $86.88 Unrealized 0.0%

RYN RAYONIER INC 0.1%

Value $1.174M Shares 33,369 Est. Cost $35.18 Unrealized —

SYF SYNCHRONY FINL 0.1%

Value $1.157M Shares 34,500 Est. Cost $30.49 Unrealized 0.0%

— CAPSTEAD MTG CORP 0.1%

Value $1.157M Shares 133,708 Est. Cost $8.65 Unrealized —

VET VERMILION ENERGY INC 0.1%

Value $1.141M Shares 35,344 Est. Cost $34.79 Unrealized 0.0%

— MOBILE MINI INC 0.1%

Value $1.128M Shares 25,942 Est. Cost $43.48 Unrealized —

CMBT EURONAV NV ANTWERPEN 0.1%

Value $1.115M Shares 136,000 Est. Cost $4.11 Unrealized 0.0%

RCL ROYAL CARIBBEAN CRUISES LTD 0.1%

Value $1.107M Shares 9,400 Est. Cost $117.41 Unrealized 0.0%

— EXTENDED STAY AMER INC 0.1%

Value $1.105M Shares 55,912 Est. Cost $19.76 Unrealized —

SUI SUN CMNTYS INC 0.1%

Value $1.104M Shares 12,081 Est. Cost $91.38 Unrealized —

SIG SIGNET JEWELERS LIMITED 0.1%

Value $1.102M Shares 28,600 Est. Cost $41.98 Unrealized 0.0%

BRSL INTERNATIONAL GAME TECHNOLOG 0.1%

Value $1.085M Shares 40,600 Est. Cost $17.30 Unrealized 0.0%

BXP BOSTON PROPERTIES INC 0.1%

Value $1.06M Shares 8,600 Est. Cost $85.13 Unrealized 0.0%

FIZZ NATIONAL BEVERAGE CORP 0.1%

Value $1.059M Shares 11,900 Est. Cost $39.33 Unrealized 0.0%

TRNO TERRENO RLTY CORP 0.1%

Value $1.056M Shares 30,600 Est. Cost $34.51 Unrealized —

SPH SUBURBAN PROPANE PARTNERS L 0.1%

Value $1.053M Shares 47,836 Est. Cost $22.01 Unrealized —

TXN TEXAS INSTRS INC 0.1%

Value $1.049M Shares 10,100 Est. Cost $86.84 Unrealized 0.0%

— CHIMERA INVT CORP 0.1%

Value $1.048M Shares 60,200 Est. Cost $17.41 Unrealized —

MATX MATSON INC 0.1%

Value $1.037M Shares 36,207 Est. Cost $27.27 Unrealized 0.0%

PCH POTLATCHDELTIC CORPORATION 0.1%

Value $1.036M Shares 19,900 Est. Cost $52.06 Unrealized —

— ALLETE INC 0.1%

Value $1.029M Shares 14,236 Est. Cost $72.28 Unrealized —

— COVANTA HLDG CORP 0.1%

Value $1.025M Shares 70,700 Est. Cost $14.50 Unrealized —

— CHENIERE ENERGY PTNRS LP HLD 0.1%

Value $1.023M Shares 37,059 Est. Cost $27.60 Unrealized —

— NEW SR INVT GROUP INC 0.1%

Value $1.019M Shares 124,623 Est. Cost $8.18 Unrealized —

BNS BANK N S HALIFAX 0.1%

Value $1.016M Shares 16,468 Est. Cost $41.93 Unrealized 0.0%

UGI UGI CORP NEW 0.1%

Value $1.008M Shares 22,700 Est. Cost $44.84 Unrealized 0.0%

HIW HIGHWOODS PPTYS INC 0.1%

Value $1M Shares 22,822 Est. Cost $43.82 Unrealized —

— TOTAL S A 0.1%

Value $993K Shares 17,214 Est. Cost $57.69 Unrealized —

HTGC HERCULES CAPITAL INC 0.1%

Value $991K Shares 81,885 Est. Cost $12.54 Unrealized 0.0%

— CNOOC LTD 0.1%

Value $985K Shares 6,659 Est. Cost $147.92 Unrealized —

— DRYSHIPS INC 0.1%

Value $978K Shares 267,275 Est. Cost $3.66 Unrealized —

AB ALLIANCEBERNSTEIN HOLDING LP 0.1%

Value $977K Shares 36,400 Est. Cost $26.84 Unrealized —

NPK NATIONAL PRESTO INDS INC 0.1%

Value $962K Shares 10,260 Est. Cost $99.25 Unrealized 0.0%

— INGERSOLL-RAND PLC 0.1%

Value $958K Shares 11,200 Est. Cost $85.54 Unrealized —

VIRT VIRTU FINL INC 0.1%

Value $954K Shares 28,900 Est. Cost $25.88 Unrealized 0.0%

UBS UBS GROUP AG 0.1%

Value $948K Shares 53,700 Est. Cost $19.01 Unrealized 0.0%

RCI ROGERS COMMUNICATIONS INC 0.1%

Value $942K Shares 21,093 Est. Cost $46.93 Unrealized 0.0%

— VIPER ENERGY PARTNERS LP 0.1%

Value $940K Shares 37,005 Est. Cost $25.40 Unrealized —

APD AIR PRODS & CHEMS INC 0.1%

Value $938K Shares 5,900 Est. Cost $135.74 Unrealized 0.0%

ALGN ALIGN TECHNOLOGY INC 0.1%

Value $929K Shares 3,700 Est. Cost $256.81 Unrealized 0.0%

— BUCKEYE PARTNERS L P 0.1%

Value $921K Shares 24,628 Est. Cost $37.40 Unrealized —

— MERIDIAN BIOSCIENCE INC 0.1%

Value $920K Shares 64,800 Est. Cost $14.20 Unrealized —

— AMERIGAS PARTNERS L P 0.1%

Value $919K Shares 23,004 Est. Cost $39.95 Unrealized —

— NEW YORK MTG TR INC 0.1%

Value $915K Shares 154,299 Est. Cost $5.93 Unrealized —

WM WASTE MGMT INC DEL 0.1%

Value $883K Shares 10,500 Est. Cost $74.90 Unrealized 0.0%

— AQUA AMERICA INC 0.1%

Value $882K Shares 25,900 Est. Cost $34.05 Unrealized —

CM CDN IMPERIAL BK COMM TORONTO 0.1%

Value $877K Shares 9,939 Est. Cost $32.17 Unrealized 0.0%

— GREENHILL & CO INC 0.1%

Value $875K Shares 47,303 Est. Cost $18.50 Unrealized —

— HFF INC 0.1%

Value $874K Shares 17,578 Est. Cost $49.72 Unrealized —

SON SONOCO PRODS CO 0.1%

Value $871K Shares 17,955 Est. Cost $38.76 Unrealized 0.0%

ADC AGREE REALTY CORP 0.1%

Value $868K Shares 18,062 Est. Cost $48.06 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.1%

Value $866K Shares 446,444 Est. Cost $2.29 Unrealized 0.0%

TEO TELECOM ARGENTINA S A 0.1%

Value $853K Shares 27,226 Est. Cost $31.33 Unrealized —

AGM FEDERAL AGRIC MTG CORP 0.1%

Value $853K Shares 9,800 Est. Cost $61.75 Unrealized 0.0%

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $852K Shares 21,767 Est. Cost $28.88 Unrealized 0.0%

— ENEL AMERICAS S A 0.1%

Value $824K Shares 70,930 Est. Cost $11.62 Unrealized —

CSCO CISCO SYS INC 0.1%

Value $811K Shares 18,900 Est. Cost $33.46 Unrealized 0.0%

CATO CATO CORP NEW 0.1%

Value $808K Shares 54,794 Est. Cost $8.01 Unrealized 0.0%

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $804K Shares 49,200 Est. Cost $16.34 Unrealized —

CSGS CSG SYS INTL INC 0.1%

Value $803K Shares 17,734 Est. Cost $38.83 Unrealized 0.0%

— MTGE INVT CORP 0.1%

Value $777K Shares 43,395 Est. Cost $17.91 Unrealized —

FULT FULTON FINL CORP PA 0.1%

Value $777K Shares 43,800 Est. Cost $13.36 Unrealized 0.0%

WAFD WASHINGTON FED INC 0.1%

Value $776K Shares 22,440 Est. Cost $27.70 Unrealized 0.0%

FR FIRST INDUSTRIAL REALTY TRUS 0.1%

Value $763K Shares 26,092 Est. Cost $29.24 Unrealized —

— NIC INC 0.1%

Value $742K Shares 55,775 Est. Cost $13.30 Unrealized —

CBT CABOT CORP 0.1%

Value $741K Shares 13,300 Est. Cost $51.90 Unrealized 0.0%

EEFT EURONET WORLDWIDE INC 0.1%

Value $726K Shares 9,200 Est. Cost $88.03 Unrealized 0.0%

— QIWI PLC 0.1%

Value $726K Shares 38,016 Est. Cost $19.10 Unrealized —

HE HAWAIIAN ELEC INDUSTRIES 0.1%

Value $725K Shares 21,100 Est. Cost $33.79 Unrealized 0.0%

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value $720K Shares 28,700 Est. Cost $25.09 Unrealized —

AIZ ASSURANT INC 0.1%

Value $713K Shares 7,800 Est. Cost $78.65 Unrealized 0.0%

TKC TURKCELL ILETISIM HIZMETLERI 0.1%

Value $713K Shares 74,600 Est. Cost $9.56 Unrealized —

EXR EXTRA SPACE STORAGE INC 0.1%

Value $708K Shares 8,100 Est. Cost $62.65 Unrealized 0.0%

CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%

Value $692K Shares 8,600 Est. Cost $70.61 Unrealized 0.0%

— ADVANCED SEMICONDUCTOR ENGR 0.1%

Value $688K Shares 94,700 Est. Cost $7.27 Unrealized —

CHCT COMMUNITY HEALTHCARE TR INC 0.1%

Value $686K Shares 26,634 Est. Cost $25.76 Unrealized —

E ENI S P A 0.1%

Value $675K Shares 19,096 Est. Cost $35.35 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.1%

Value $668K Shares 28,706 Est. Cost $23.27 Unrealized —

— BLACK KNIGHT INC 0.1%

Value $663K Shares 14,074 Est. Cost $47.11 Unrealized —

CPT CAMDEN PPTY TR 0.1%

Value $657K Shares 7,800 Est. Cost $63.82 Unrealized 0.0%

— AMTRUST FINL SVCS INC 0.1%

Value $638K Shares 51,827 Est. Cost $12.31 Unrealized —

FHB FIRST HAWAIIAN INC 0.1%

Value $637K Shares 22,900 Est. Cost $20.53 Unrealized 0.0%

— KNOLL INC 0.1%

Value $635K Shares 31,438 Est. Cost $20.20 Unrealized —

MC MOELIS & CO 0.1%

Value $631K Shares 12,400 Est. Cost $28.96 Unrealized 0.0%

CCU COMPANIA CERVECERIAS UNIDAS 0.1%

Value $626K Shares 21,280 Est. Cost $29.42 Unrealized —

CINF CINCINNATI FINL CORP 0.1%

Value $624K Shares 8,400 Est. Cost $60.86 Unrealized 0.0%

HMC HONDA MOTOR LTD 0.1%

Value $618K Shares 17,800 Est. Cost $34.72 Unrealized —

— BROOKFIELD PPTY PARTNERS L P 0.1%

Value $613K Shares 31,962 Est. Cost $19.18 Unrealized —

CVBF CVB FINL CORP 0.1%

Value $595K Shares 26,300 Est. Cost $17.45 Unrealized 0.0%

MERC MERCER INTL INC 0.1%

Value $594K Shares 47,741 Est. Cost $10.28 Unrealized 0.0%

— ENLINK MIDSTREAM LLC 0.1%

Value $592K Shares 40,391 Est. Cost $14.66 Unrealized —

— XINYUAN REAL ESTATE CO LTD 0.1%

Value $579K Shares 109,681 Est. Cost $5.28 Unrealized —

CNP CENTERPOINT ENERGY INC 0.1%

Value $578K Shares 21,100 Est. Cost $21.46 Unrealized 0.0%

TBRG COMPUTER PROGRAMS & SYS INC 0.1%

Value $569K Shares 19,487 Est. Cost $28.76 Unrealized 0.0%

NEWT NEWTEK BUSINESS SVCS CORP 0.1%

Value $568K Shares 31,441 Est. Cost $17.71 Unrealized 0.0%

UDR UDR INC 0.1%

Value $566K Shares 15,900 Est. Cost $26.50 Unrealized 0.0%

— VECTREN CORP 0.1%

Value $550K Shares 8,601 Est. Cost $63.95 Unrealized —

— OUTFRONT MEDIA INC 0.1%

Value $545K Shares 29,100 Est. Cost $18.73 Unrealized —

GNTX GENTEX CORP 0.1%

Value $531K Shares 23,079 Est. Cost $22.76 Unrealized 0.0%

WT WISDOMTREE INVTS INC 0.1%

Value $528K Shares 57,600 Est. Cost $10.80 Unrealized 0.0%

— WESTPAC BKG CORP 0.1%

Value $527K Shares 23,738 Est. Cost $22.20 Unrealized —

KNSL KINSALE CAP GROUP INC 0.1%

Value $524K Shares 10,200 Est. Cost $47.47 Unrealized 0.0%

PKG PACKAGING CORP AMER 0.1%

Value $524K Shares 4,652 Est. Cost $95.04 Unrealized 0.0%

CATY CATHAY GEN BANCORP 0.1%

Value $522K Shares 13,047 Est. Cost $32.89 Unrealized 0.0%

NSP INSPERITY INC 0.1%

Value $522K Shares 7,500 Est. Cost $52.97 Unrealized 0.0%

NJR NEW JERSEY RES 0.1%

Value $493K Shares 12,294 Est. Cost $29.63 Unrealized 0.0%

MOV MOVADO GROUP INC 0.1%

Value $487K Shares 12,688 Est. Cost $31.92 Unrealized 0.0%

— HUANENG PWR INTL INC 0.1%

Value $485K Shares 18,056 Est. Cost $26.86 Unrealized —

— JERNIGAN CAP INC 0.1%

Value $475K Shares 26,229 Est. Cost $18.11 Unrealized —

COLB COLUMBIA BKG SYS INC 0.1%

Value $474K Shares 11,300 Est. Cost $30.33 Unrealized 0.0%

IX ORIX CORP 0.1%

Value $462K Shares 5,145 Est. Cost $89.80 Unrealized —

TKR TIMKEN CO 0.1%

Value $461K Shares 10,100 Est. Cost $48.13 Unrealized 0.0%

AJG GALLAGHER ARTHUR J & CO 0.1%

Value $460K Shares 6,700 Est. Cost $60.39 Unrealized 0.0%

— RUDOLPH TECHNOLOGIES INC 0.1%

Value $452K Shares 16,330 Est. Cost $27.68 Unrealized —

KFRC KFORCE INC 0.1%

Value $434K Shares 16,060 Est. Cost $26.89 Unrealized 0.0%

TDG TRANSDIGM GROUP INC 0.1%

Value $430K Shares 1,400 Est. Cost $218.67 Unrealized 0.0%

— NEVSUN RES LTD 0.1%

Value $422K Shares 177,300 Est. Cost $2.38 Unrealized —

CMC COMMERCIAL METALS CO 0.0%

Value $421K Shares 20,600 Est. Cost $20.99 Unrealized 0.0%

— ROYAL DUTCH SHELL PLC 0.0%

Value $419K Shares 6,400 Est. Cost $65.47 Unrealized —

GSBD GOLDMAN SACHS BDC INC 0.0%

Value $414K Shares 21,624 Est. Cost $20.76 Unrealized 0.0%

TX TERNIUM SA 0.0%

Value $413K Shares 12,700 Est. Cost $32.52 Unrealized —

OFG OFG BANCORP 0.0%

Value $410K Shares 39,247 Est. Cost $10.59 Unrealized 0.0%

— CHINA TELECOM CORP LTD 0.0%

Value $409K Shares 9,205 Est. Cost $44.43 Unrealized —

— TIER REIT INC 0.0%

Value $405K Shares 21,930 Est. Cost $18.47 Unrealized —

— STORE CAP CORP 0.0%

Value $390K Shares 15,700 Est. Cost $24.84 Unrealized —

MLI MUELLER INDS INC 0.0%

Value $388K Shares 14,835 Est. Cost $13.53 Unrealized 0.0%

RLJ RLJ LODGING TR 0.0%

Value $385K Shares 19,826 Est. Cost $19.42 Unrealized —

UHT UNIVERSAL HEALTH RLTY INCM T 0.0%

Value $381K Shares 6,346 Est. Cost $60.04 Unrealized —

— BRIGGS & STRATTON CORP 0.0%

Value $371K Shares 17,322 Est. Cost $21.42 Unrealized —

— CAPITAL PRODUCT PARTNERS L P 0.0%

Value $346K Shares 110,796 Est. Cost $3.12 Unrealized —

SBSI SOUTHSIDE BANCSHARES INC 0.0%

Value $346K Shares 9,949 Est. Cost $34.76 Unrealized 0.0%

AWR AMERICAN STS WTR CO 0.0%

Value $343K Shares 6,467 Est. Cost $46.64 Unrealized 0.0%

— NEENAH INC 0.0%

Value $343K Shares 4,380 Est. Cost $78.31 Unrealized —

MLCO MELCO RESORT ENTERTAINMENT L 0.0%

Value $336K Shares 11,600 Est. Cost $28.97 Unrealized —

RWT REDWOOD TR INC 0.0%

Value $332K Shares 21,472 Est. Cost $15.46 Unrealized —

— TELEFONICA BRASIL SA 0.0%

Value $332K Shares 21,600 Est. Cost $15.37 Unrealized —

EWBC EAST WEST BANCORP INC 0.0%

Value $331K Shares 5,300 Est. Cost $54.04 Unrealized 0.0%

SBR SABINE ROYALTY TR 0.0%

Value $326K Shares 7,421 Est. Cost $43.93 Unrealized —

— KINDRED HEALTHCARE INC 0.0%

Value $313K Shares 34,200 Est. Cost $9.15 Unrealized —

TLYS TILLYS INC 0.0%

Value $313K Shares 27,658 Est. Cost $9.42 Unrealized 0.0%

HCI HCI GROUP INC 0.0%

Value $307K Shares 8,032 Est. Cost $36.10 Unrealized 0.0%

MGRC MCGRATH RENTCORP 0.0%

Value $303K Shares 5,651 Est. Cost $49.96 Unrealized 0.0%

AHRT ARMADA HOFFLER PPTYS INC 0.0%

Value $302K Shares 22,053 Est. Cost $13.69 Unrealized —

FIBK FIRST INTST BANCSYSTEM INC 0.0%

Value $301K Shares 7,605 Est. Cost $27.27 Unrealized 0.0%

— FRONTLINE LTD 0.0%

Value $295K Shares 66,500 Est. Cost $4.44 Unrealized —

— DUKE REALTY CORP 0.0%

Value $289K Shares 10,900 Est. Cost $26.51 Unrealized —

BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%

Value $287K Shares 7,400 Est. Cost $33.57 Unrealized 0.0%

— NUSTAR GP HOLDINGS LLC 0.0%

Value $286K Shares 24,800 Est. Cost $11.53 Unrealized —

— LIBERTY INTERACTIVE CORP 0.0%

Value $284K Shares 11,287 Est. Cost $25.16 Unrealized —

— CORENERGY INFRASTRUCTURE TR 0.0%

Value $282K Shares 7,518 Est. Cost $37.51 Unrealized —

— SINOPEC SHANGHAI PETROCHEMIC 0.0%

Value $273K Shares 4,444 Est. Cost $61.43 Unrealized —

RES RPC INC 0.0%

Value $272K Shares 15,100 Est. Cost $18.43 Unrealized 0.0%

SAFT SAFETY INS GROUP INC 0.0%

Value $269K Shares 3,501 Est. Cost $76.53 Unrealized 0.0%

— DOMTAR CORP 0.0%

Value $268K Shares 6,300 Est. Cost $42.54 Unrealized —

— CIGNA CORPORATION 0.0%

Value $268K Shares 1,600 Est. Cost $167.50 Unrealized —

— INTEGRATED DEVICE TECHNOLOGY 0.0%

Value $266K Shares 8,700 Est. Cost $30.57 Unrealized —

— INFRAREIT INC 0.0%

Value $264K Shares 13,600 Est. Cost $19.41 Unrealized —

— STONE ENERGY CORP 0.0%

Value $263K Shares 7,100 Est. Cost $37.04 Unrealized —

RLI RLI CORP 0.0%

Value $262K Shares 4,132 Est. Cost $24.04 Unrealized 0.0%

PUK PRUDENTIAL PLC 0.0%

Value $262K Shares 5,115 Est. Cost $51.22 Unrealized —

NDAQ NASDAQ INC 0.0%

Value $259K Shares 3,000 Est. Cost $23.90 Unrealized 0.0%

— SIRIUS XM HLDGS INC 0.0%

Value $255K Shares 40,829 Est. Cost $6.25 Unrealized —

— BED BATH & BEYOND INC 0.0%

Value $248K Shares 11,800 Est. Cost $21.02 Unrealized —

— NORDSTROM INC 0.0%

Value $247K Shares 5,100 Est. Cost $48.43 Unrealized —

— COLUMBIA PPTY TR INC 0.0%

Value $246K Shares 12,000 Est. Cost $20.50 Unrealized —

FCF FIRST COMWLTH FINL CORP PA 0.0%

Value $242K Shares 17,100 Est. Cost $10.98 Unrealized 0.0%

NWBI NORTHWEST BANCSHARES INC MD 0.0%

Value $242K Shares 14,600 Est. Cost $10.50 Unrealized 0.0%

— BANCO SANTANDER S A 0.0%

Value $231K Shares 32,285 Est. Cost $7.16 Unrealized —

— AVX CORP NEW 0.0%

Value $226K Shares 13,661 Est. Cost $16.54 Unrealized —

— PDL BIOPHARMA INC 0.0%

Value $226K Shares 77,000 Est. Cost $2.94 Unrealized —

— TRANSCANADA CORP 0.0%

Value $223K Shares 5,400 Est. Cost $41.30 Unrealized —

ASIX ADVANSIX INC 0.0%

Value $223K Shares 6,400 Est. Cost $36.01 Unrealized 0.0%

AROC ARCHROCK INC 0.0%

Value $215K Shares 24,600 Est. Cost $6.09 Unrealized 0.0%

— EQT GP HLDGS LP 0.0%

Value $215K Shares 9,337 Est. Cost $23.03 Unrealized —

— AMERICAN RAILCAR INDS INC 0.0%

Value $214K Shares 5,726 Est. Cost $37.37 Unrealized —

HNI HNI CORP 0.0%

Value $212K Shares 5,885 Est. Cost $38.23 Unrealized 0.0%

HCKT HACKETT GROUP INC 0.0%

Value $210K Shares 13,087 Est. Cost $16.70 Unrealized 0.0%

USNA USANA HEALTH SCIENCES INC 0.0%

Value $206K Shares 2,400 Est. Cost $77.44 Unrealized 0.0%

POWL POWELL INDS INC 0.0%

Value $200K Shares 7,435 Est. Cost $24.05 Unrealized 0.0%

OMAB GRUPO AEROPORTUARIO CTR NORT 0.0%

Value $200K Shares 5,086 Est. Cost $39.32 Unrealized —

GAIN GLADSTONE INVT CORP 0.0%

Value $195K Shares 19,356 Est. Cost $4.58 Unrealized 0.0%

— CAPITALA FIN CORP 0.0%

Value $187K Shares 24,273 Est. Cost $7.70 Unrealized —

ERIC ERICSSON 0.0%

Value $177K Shares 27,700 Est. Cost $6.39 Unrealized —

CIG COMPANHIA ENERGETICA DE MINA 0.0%

Value $171K Shares 66,300 Est. Cost $2.58 Unrealized —

— BIG 5 SPORTING GOODS CORP 0.0%

Value $168K Shares 23,200 Est. Cost $7.24 Unrealized —

OXSQ OXFORD SQUARE CAP CORP 0.0%

Value $167K Shares 27,370 Est. Cost $5.83 Unrealized 0.0%

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $160K Shares 26,478 Est. Cost $6.04 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 0.0%

Value $152K Shares 20,500 Est. Cost $7.41 Unrealized —

NTPIF NAM TAI PPTY INC 0.0%

Value $149K Shares 11,961 Est. Cost $12.86 Unrealized 0.0%

— JA SOLAR HOLDINGS CO LTD 0.0%

Value $147K Shares 22,400 Est. Cost $6.56 Unrealized —

MMLP MARTIN MIDSTREAM PRTNRS L P 0.0%

Value $137K Shares 10,119 Est. Cost $13.54 Unrealized —

DAKT DAKTRONICS INC 0.0%

Value $133K Shares 15,041 Est. Cost $8.56 Unrealized 0.0%

— RENEWABLE ENERGY GROUP INC 0.0%

Value $131K Shares 10,200 Est. Cost $12.84 Unrealized —

ENIC ENEL CHILE S A 0.0%

Value $127K Shares 19,865 Est. Cost $6.39 Unrealized —

— JUST ENERGY GROUP INC 0.0%

Value $123K Shares 28,032 Est. Cost $4.39 Unrealized —

— TEEKAY OFFSHORE PARTNERS L P 0.0%

Value $122K Shares 53,745 Est. Cost $2.27 Unrealized —

— BARNES & NOBLE INC 0.0%

Value $121K Shares 24,400 Est. Cost $4.96 Unrealized —

— NATIONAL CINEMEDIA INC 0.0%

Value $115K Shares 22,116 Est. Cost $5.20 Unrealized —

— ATENTO S A 0.0%

Value $109K Shares 14,030 Est. Cost $7.77 Unrealized —

— THL CR INC 0.0%

Value $105K Shares 13,465 Est. Cost $7.80 Unrealized —

— NAVIOS MARITIME ACQUIS CORP 0.0%

Value $97,000 Shares 115,100 Est. Cost $0.84 Unrealized —

— NAVIOS MARITIME PARTNERS L P 0.0%

Value $93,000 Shares 51,549 Est. Cost $1.80 Unrealized —

— STONEMOR PARTNERS L P 0.0%

Value $86,000 Shares 13,800 Est. Cost $6.23 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value $80,000 Shares 67,100 Est. Cost $1.19 Unrealized —

CGIP CELADON GROUP INC 0.0%

Value $79,000 Shares 21,227 Est. Cost $5.00 Unrealized 0.0%

— ASHFORD HOSPITALITY TR INC 0.0%

Value $72,000 Shares 11,221 Est. Cost $6.42 Unrealized —

— ISRAEL CHEMICALS LTD 0.0%

Value $57,000 Shares 13,500 Est. Cost $4.22 Unrealized —

— CVR PARTNERS LP 0.0%

Value $54,000 Shares 16,600 Est. Cost $3.25 Unrealized —

SID COMPANHIA SIDERURGICA NACION 0.0%

Value $54,000 Shares 20,400 Est. Cost $2.65 Unrealized —

— OAKTREE SPECIALTY LENDING CO 0.0%

Value $54,000 Shares 12,900 Est. Cost $4.19 Unrealized —

— CEMTREX INC 0.0%

Value $16,000 Shares 30,000 Est. Cost $0.53 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VLO	VALERO ENERGY CORP NEW	161,244	$14.96M	1.8%	$68.16	0.0%	COM	91913Y100
MPC	MARATHON PETE CORP	180,387	$13.19M	1.6%	$53.75	0.0%	COM	56585A102
PCG	PG&E CORP	220,255	$9.676M	1.1%	$41.94	0.0%	COM	69331C108
—	L BRANDS INC	228,457	$8.729M	1.0%	$38.21	—	COM	501797104
EIX	EDISON INTL	135,800	$8.645M	1.0%	$43.79	0.0%	COM	281020107
WU	WESTERN UN CO	416,200	$8.004M	1.0%	$19.23	—	COM	959802109
HPQ	HP INC	356,685	$7.819M	0.9%	$17.36	0.0%	COM	40434L105
KMB	KIMBERLY CLARK CORP	69,400	$7.643M	0.9%	$86.21	0.0%	COM	494368103
—	SEAGATE TECHNOLOGY PLC	127,200	$7.444M	0.9%	$58.52	—	SHS	G7945M107
M	MACYS INC	246,112	$7.319M	0.9%	$27.02	0.0%	COM	55616P104
CAH	CARDINAL HEALTH INC	115,820	$7.26M	0.9%	$54.18	0.0%	COM	14149Y108
FITB	FIFTH THIRD BANCORP	215,600	$6.845M	0.8%	$24.19	0.0%	COM	316773100
CHRW	C H ROBINSON WORLDWIDE INC	72,300	$6.775M	0.8%	$76.47	0.0%	COM NEW	12541W209
—	BHP BILLITON PLC	159,000	$6.317M	0.7%	$39.73	—	SPONSORED ADR	05545E209
MS	MORGAN STANLEY	116,900	$6.308M	0.7%	$43.68	0.0%	COM NEW	617446448
PPL	PPL CORP	218,628	$6.185M	0.7%	$20.88	0.0%	COM	69351T106
—	WESTROCK CO	95,319	$6.117M	0.7%	$64.17	—	COM	96145D105
TGT	TARGET CORP	87,900	$6.103M	0.7%	$58.46	0.0%	COM	87612E106
TEVA	TEVA PHARMACEUTICAL INDS LTD	356,445	$6.092M	0.7%	$17.09	—	SPONSORED ADR	881624209
PSX	PHILLIPS 66	63,200	$6.062M	0.7%	$71.47	0.0%	COM	718546104
SBUX	STARBUCKS CORP	103,451	$5.989M	0.7%	$48.70	0.0%	COM	855244109
—	GREAT PLAINS ENERGY INC	184,100	$5.853M	0.7%	$31.79	—	COM	391164100
GILD	GILEAD SCIENCES INC	73,700	$5.556M	0.7%	$58.92	0.0%	COM	375558103
TD	TORONTO DOMINION BK ONT	95,667	$5.439M	0.6%	$58.52	0.0%	COM NEW	891160509
OMC	OMNICOM GROUP INC	74,700	$5.428M	0.6%	$56.50	0.0%	COM	681919106
—	TRIBUNE MEDIA CO	133,985	$5.428M	0.6%	$40.51	—	CL A	896047503
HP	HELMERICH & PAYNE INC	80,800	$5.378M	0.6%	$67.45	0.0%	COM	423452101
PEG	PUBLIC SVC ENTERPRISE GROUP	105,700	$5.31M	0.6%	$37.56	0.0%	COM	744573106
INFY	INFOSYS LTD	293,514	$5.239M	0.6%	$17.85	—	SPONSORED ADR	456788108
MAT	MATTEL INC	396,700	$5.217M	0.6%	$15.59	0.0%	COM	577081102
PK	PARK HOTELS RESORTS INC	191,716	$5.18M	0.6%	$27.02	—	COM	700517105
NAVI	NAVIENT CORPORATION	390,971	$5.13M	0.6%	$13.60	0.0%	COM	63938C108
—	HOLLYFRONTIER CORP	104,900	$5.125M	0.6%	$48.86	—	COM	436106108
ENR	ENERGIZER HLDGS INC NEW	85,900	$5.118M	0.6%	$41.00	0.0%	COM	29272W109
BPOP	POPULAR INC	121,274	$5.047M	0.6%	$32.66	0.0%	COM NEW	733174700
CF	CF INDS HLDGS INC	133,603	$5.041M	0.6%	$33.41	0.0%	COM	125269100
PNR	PENTAIR PLC	73,893	$5.034M	0.6%	$42.33	0.0%	SHS	G7S00T104
CL	COLGATE PALMOLIVE CO	69,900	$5.01M	0.6%	$59.73	0.0%	COM	194162103
—	HCP INC	213,404	$4.957M	0.6%	$23.23	—	COM	40414L109
SABR	SABRE CORP	229,300	$4.918M	0.6%	$21.42	0.0%	COM	78573M104
OXY	OCCIDENTAL PETE CORP DEL	74,300	$4.827M	0.6%	$57.44	0.0%	COM	674599105
KIM	KIMCO RLTY CORP	330,859	$4.764M	0.6%	$10.41	0.0%	COM	49446R109
MSI	MOTOROLA SOLUTIONS INC	45,100	$4.749M	0.6%	$91.54	0.0%	COM NEW	620076307
—	XEROX CORP	164,500	$4.734M	0.6%	$28.78	—	COM NEW	984121608
—	DUNKIN BRANDS GROUP INC	79,100	$4.721M	0.6%	$59.68	—	COM	265504100
EG	EVEREST RE GROUP LTD	18,238	$4.684M	0.6%	$203.94	0.0%	COM	G3223R108
SMG	SCOTTS MIRACLE GRO CO	53,450	$4.583M	0.5%	$72.13	0.0%	CL A	810186106
CPB	CAMPBELL SOUP CO	105,228	$4.557M	0.5%	$34.67	0.0%	COM	134429109
RF	REGIONS FINL CORP NEW	241,400	$4.485M	0.5%	$13.90	0.0%	COM	7591EP100
JHG	JANUS HENDERSON GROUP PLC	130,557	$4.32M	0.5%	$36.84	0.0%	ORD SHS	G4474Y214
ABBV	ABBVIE INC	45,600	$4.316M	0.5%	$78.53	0.0%	COM	00287Y109
—	CREDIT SUISSE GROUP	256,668	$4.309M	0.5%	$16.79	—	SPONSORED ADR	225401108
BMY	BRISTOL MYERS SQUIBB CO	68,000	$4.301M	0.5%	$48.10	0.0%	COM	110122108
DEO	DIAGEO P L C	31,726	$4.296M	0.5%	$135.41	—	SPON ADR NEW	25243Q205
SU	SUNCOR ENERGY INC NEW	124,200	$4.29M	0.5%	$25.89	0.0%	COM	867224107
CNQ	CANADIAN NAT RES LTD	135,700	$4.27M	0.5%	$11.03	0.0%	COM	136385101
—	EATON VANCE CORP	76,400	$4.253M	0.5%	$55.67	—	COM NON VTG	278265103
USB	US BANCORP DEL	83,000	$4.192M	0.5%	$39.92	0.0%	COM NEW	902973304
FNF	FIDELITY NATIONAL FINANCIAL	102,572	$4.105M	0.5%	$27.27	0.0%	FNF GROUP COM	31620R303
SJM	SMUCKER J M CO	32,100	$3.981M	0.5%	$97.06	0.0%	COM NEW	832696405
KSS	KOHLS CORP	60,400	$3.957M	0.5%	$63.46	0.0%	COM	500255104
—	BUNGE LIMITED	53,200	$3.934M	0.5%	$73.95	—	COM	G16962105
PHG	KONINKLIJKE PHILIPS N V	100,981	$3.869M	0.5%	$38.31	—	NY REG SH NEW	500472303
PAYX	PAYCHEX INC	62,300	$3.837M	0.5%	$52.37	0.0%	COM	704326107
BAP	CREDICORP LTD	16,800	$3.814M	0.5%	$183.02	0.0%	COM	G2519Y108
—	INVESCO MORTGAGE CAPITAL INC	228,507	$3.743M	0.4%	$16.38	—	COM	46131B100
RL	RALPH LAUREN CORP	33,300	$3.723M	0.4%	$92.65	0.0%	CL A	751212101
FHI	FEDERATED INVS INC PA	109,700	$3.664M	0.4%	$23.87	0.0%	CL B	314211103
INTC	INTEL CORP	67,000	$3.489M	0.4%	$40.06	0.0%	COM	458140100
—	INTERPUBLIC GROUP COS INC	151,400	$3.487M	0.4%	$16.40	0.0%	COM	460690100
FAF	FIRST AMERN FINL CORP	58,800	$3.45M	0.4%	$45.00	0.0%	COM	31847R102
AMP	AMERIPRISE FINL INC	23,300	$3.447M	0.4%	$139.94	0.0%	COM	03076C106
DIN	DINE BRANDS GLOBAL INC	52,410	$3.437M	0.4%	$45.03	0.0%	COM	254423106
STWD	STARWOOD PPTY TR INC	162,612	$3.407M	0.4%	$20.95	—	COM	85571B105
PLD	PROLOGIS INC	53,800	$3.389M	0.4%	$49.87	0.0%	COM	74340W103
—	NATIONAL INSTRS CORP	66,900	$3.383M	0.4%	$50.57	—	COM	636518102
—	NABORS INDUSTRIES LTD	464,958	$3.25M	0.4%	$6.99	—	SHS	G6359F103
NWE	NORTHWESTERN CORP	60,256	$3.242M	0.4%	$37.69	0.0%	COM NEW	668074305
CAG	CONAGRA BRANDS INC	87,300	$3.22M	0.4%	$27.24	0.0%	COM	205887102
—	SCANA CORP NEW	84,220	$3.162M	0.4%	$37.54	—	COM	80589M102
IP	INTL PAPER CO	59,000	$3.152M	0.4%	$39.21	0.0%	COM	460146103
EC	ECOPETROL S A	162,500	$3.141M	0.4%	$19.33	—	SPONSORED ADS	279158109
CMS	CMS ENERGY CORP	68,800	$3.116M	0.4%	$34.73	0.0%	COM	125896100
SAN	BANCO SANTANDER SA	475,545	$3.115M	0.4%	$6.55	—	ADR	05964H105
LLY	LILLY ELI & CO	39,978	$3.093M	0.4%	$71.71	0.0%	COM	532457108
—	SHIP FINANCE INTERNATIONAL L	215,497	$3.082M	0.4%	$14.30	—	SHS	G81075106
TSCO	TRACTOR SUPPLY CO	48,900	$3.082M	0.4%	$12.33	0.0%	COM	892356106
CUBE	CUBESMART	108,696	$3.065M	0.4%	$28.20	—	COM	229663109
AZN	ASTRAZENECA PLC	87,000	$3.042M	0.4%	$34.97	—	SPONSORED ADR	046353108
HAS	HASBRO INC	36,064	$3.04M	0.4%	$70.02	0.0%	COM	418056107
DTE	DTE ENERGY CO	29,100	$3.038M	0.4%	$67.23	0.0%	COM	233331107
ES	EVERSOURCE ENERGY	51,100	$3.011M	0.4%	$44.88	0.0%	COM	30040W108
—	WYNDHAM WORLDWIDE CORP	26,218	$3M	0.4%	$114.43	—	COM	98310W108
ED	CONSOLIDATED EDISON INC	38,378	$2.991M	0.4%	$58.47	0.0%	COM	209115104
ETN	EATON CORP PLC	37,400	$2.989M	0.4%	$70.28	0.0%	SHS	G29183103
—	TUPPERWARE BRANDS CORP	61,616	$2.981M	0.4%	$48.38	—	COM	899896104
AFL	AFLAC INC	68,086	$2.979M	0.4%	$36.79	0.0%	COM	001055102
ALLY	ALLY FINL INC	108,000	$2.932M	0.3%	$22.57	0.0%	COM	02005N100
LYG	LLOYDS BANKING GROUP PLC	786,535	$2.926M	0.3%	$3.72	—	SPONSORED ADR	539439109
PBF	PBF ENERGY INC	85,325	$2.893M	0.3%	$32.28	0.0%	CL A	69318G106
—	TIFFANY & CO NEW	29,400	$2.871M	0.3%	$97.65	—	COM	886547108
ADP	AUTOMATIC DATA PROCESSING IN	25,300	$2.871M	0.3%	$98.61	0.0%	COM	053015103
MCO	MOODYS CORP	17,700	$2.855M	0.3%	$151.00	0.0%	COM	615369105
HBAN	HUNTINGTON BANCSHARES INC	187,600	$2.833M	0.3%	$11.01	0.0%	COM	446150104
BKE	BUCKLE INC	127,100	$2.815M	0.3%	$9.27	0.0%	COM	118440106
KEY	KEYCORP NEW	143,000	$2.796M	0.3%	$14.60	0.0%	COM	493267108
MDLZ	MONDELEZ INTL INC	66,700	$2.783M	0.3%	$35.85	0.0%	CL A	609207105
SKT	TANGER FACTORY OUTLET CTRS I	126,069	$2.774M	0.3%	$22.00	—	COM	875465106
CCOI	COGENT COMMUNICATIONS HLDGS	63,766	$2.767M	0.3%	$29.20	0.0%	COM NEW	19239V302
BA	BOEING CO	8,400	$2.754M	0.3%	$322.88	0.0%	COM	097023105
LMT	LOCKHEED MARTIN CORP	8,103	$2.738M	0.3%	$275.43	0.0%	COM	539830109
—	GUESS INC	130,600	$2.709M	0.3%	$20.74	—	COM	401617105
FLO	FLOWERS FOODS INC	122,818	$2.685M	0.3%	$14.75	0.0%	COM	343498101
—	FOOT LOCKER INC	58,700	$2.673M	0.3%	$45.54	—	COM	344849104
HUBB	HUBBELL INC	21,800	$2.655M	0.3%	$111.96	0.0%	COM	443510607
—	NIELSEN HLDGS PLC	83,300	$2.648M	0.3%	$31.79	—	SHS EUR	G6518L108
GAP	GAP INC DEL	84,000	$2.621M	0.3%	$24.80	0.0%	COM	364760108
PAG	PENSKE AUTOMOTIVE GRP INC	58,680	$2.601M	0.3%	$48.49	0.0%	COM	70959W103
—	VECTOR GROUP LTD	126,473	$2.579M	0.3%	$20.39	—	COM	92240M108
PBI	PITNEY BOWES INC	231,400	$2.52M	0.3%	$12.39	0.0%	COM	724479100
AMGN	AMGEN INC	14,660	$2.499M	0.3%	$144.43	0.0%	COM	031162100
—	UMPQUA HLDGS CORP	115,900	$2.481M	0.3%	$21.41	—	COM	904214103
—	DR PEPPER SNAPPLE GROUP INC	20,900	$2.474M	0.3%	$118.37	—	COM	26138E109
SQM	SOCIEDAD QUIMICA MINERA DE C	49,900	$2.453M	0.3%	$49.16	—	SPON ADR SER B	833635105
TLK	P T TELEKOMUNIKASI INDONESIA	91,287	$2.412M	0.3%	$26.42	—	SPONSORED ADR	715684106
ABBNY	ABB LTD	100,634	$2.389M	0.3%	$23.74	—	SPONSORED ADR	000375204
—	SCHNITZER STL INDS	73,856	$2.389M	0.3%	$32.35	—	CL A	806882106
—	TAILORED BRANDS INC	95,204	$2.386M	0.3%	$25.06	—	COM	87403A107
—	DISCOVER FINL SVCS	32,500	$2.338M	0.3%	$71.94	—	COM	254709108
YUM	YUM BRANDS INC	27,300	$2.324M	0.3%	$71.00	0.0%	COM	988498101
POR	PORTLAND GEN ELEC CO	55,905	$2.265M	0.3%	$30.23	0.0%	COM NEW	736508847
CAKE	CHEESECAKE FACTORY INC	46,600	$2.247M	0.3%	$40.52	0.0%	COM	163072101
TROW	PRICE T ROWE GROUP INC	20,800	$2.246M	0.3%	$82.41	0.0%	COM	74144T108
WY	WEYERHAEUSER CO	64,100	$2.244M	0.3%	$25.91	0.0%	COM	962166104
WMT	WALMART INC	25,100	$2.233M	0.3%	$28.34	0.0%	COM	931142103
HMY	HARMONY GOLD MNG LTD	933,000	$2.23M	0.3%	$2.39	—	SPONSORED ADR	413216300
CDW	CDW CORP	31,600	$2.222M	0.3%	$66.43	0.0%	COM	12514G108
DK	DELEK US HLDGS INC NEW	54,336	$2.211M	0.3%	$27.75	0.0%	COM	24665A103
GWW	GRAINGER W W INC	7,800	$2.202M	0.3%	$235.02	0.0%	COM	384802104
—	BT GROUP PLC	136,166	$2.2M	0.3%	$16.16	—	ADR	05577E101
COST	COSTCO WHSL CORP NEW	11,600	$2.186M	0.3%	$169.26	0.0%	COM	22160K105
—	SINCLAIR BROADCAST GROUP INC	69,801	$2.185M	0.3%	$31.30	—	CL A	829226109
WDC	WESTERN DIGITAL CORP	23,600	$2.178M	0.3%	$61.52	0.0%	COM	958102105
OII	OCEANEERING INTL INC	117,226	$2.173M	0.3%	$20.05	0.0%	COM	675232102
CCI	CROWN CASTLE INTL CORP NEW	19,700	$2.159M	0.3%	$77.70	0.0%	COM	22822V101
VOYA	VOYA FINL INC	42,500	$2.146M	0.3%	$46.39	0.0%	COM	929089100
OEC	ORION ENGINEERED CARBONS S A	77,400	$2.098M	0.2%	$27.91	0.0%	COM	L72967109
XEL	XCEL ENERGY INC	45,400	$2.065M	0.2%	$34.95	0.0%	COM	98389B100
MKC	MCCORMICK & CO INC	19,300	$2.053M	0.2%	$45.28	0.0%	COM NON VTG	579780206
FAST	FASTENAL CO	37,300	$2.036M	0.2%	$11.23	0.0%	COM	311900104
RIO	RIO TINTO PLC	39,000	$2.01M	0.2%	$51.54	—	SPONSORED ADR	767204100
KALU	KAISER ALUMINUM CORP	19,900	$2.008M	0.2%	$81.81	0.0%	COM PAR $0.01	483007704
CBRL	CRACKER BARREL OLD CTRY STOR	12,600	$2.006M	0.2%	$119.30	0.0%	COM	22410J106
—	EL PASO ELEC CO	39,221	$2M	0.2%	$50.99	—	COM NEW	283677854
—	GASLOG LTD	121,539	$1.999M	0.2%	$16.45	—	SHS	G37585109
QCOM	QUALCOMM INC	36,000	$1.995M	0.2%	$51.91	0.0%	COM	747525103
WSM	WILLIAMS SONOMA INC	37,800	$1.994M	0.2%	$22.14	0.0%	COM	969904101
R	RYDER SYS INC	27,400	$1.994M	0.2%	$80.56	0.0%	COM	783549108
KLAC	KLA-TENCOR CORP	18,200	$1.984M	0.2%	$98.66	0.0%	COM	482480100
EAT	BRINKER INTL INC	53,200	$1.921M	0.2%	$33.55	0.0%	COM	109641100
LAMR	LAMAR ADVERTISING CO NEW	29,810	$1.898M	0.2%	$63.67	—	CL A	512816109
HRB	BLOCK H & R INC	74,100	$1.883M	0.2%	$19.35	0.0%	COM	093671105
CNA	CNA FINL CORP	38,019	$1.876M	0.2%	$29.65	0.0%	COM	126117100
VFC	V F CORP	25,200	$1.868M	0.2%	$72.31	0.0%	COM	918204108
CLX	CLOROX CO DEL	14,002	$1.864M	0.2%	$106.77	0.0%	COM	189054109
—	CORESITE RLTY CORP	18,530	$1.858M	0.2%	$100.27	—	COM	21870Q105
WEC	WEC ENERGY GROUP INC	29,500	$1.85M	0.2%	$48.22	0.0%	COM	92939U106
—	STATOIL ASA	77,441	$1.831M	0.2%	$23.64	—	SPONSORED ADR	85771P102
—	SIX FLAGS ENTMT CORP NEW	29,368	$1.828M	0.2%	$62.24	—	COM	83001A102
THG	HANOVER INS GROUP INC	15,400	$1.816M	0.2%	$88.48	0.0%	COM	410867105
BP	BP PLC	44,000	$1.784M	0.2%	$40.55	—	SPONSORED ADR	055622104
IPGP	IPG PHOTONICS CORP	7,600	$1.774M	0.2%	$246.76	0.0%	COM	44980X109
—	STEELCASE INC	130,200	$1.771M	0.2%	$13.60	—	CL A	858155203
WING	WINGSTOP INC	37,291	$1.761M	0.2%	$45.92	0.0%	COM	974155103
PDM	PIEDMONT OFFICE REALTY TR IN	99,687	$1.753M	0.2%	$17.59	—	COM CL A	720190206
—	FRONTIER COMMUNICATIONS CORP	235,300	$1.746M	0.2%	$7.42	—	COM NEW	35906A306
—	SONIC CORP	68,775	$1.735M	0.2%	$25.23	—	COM	835451105
—	RAMCO-GERSHENSON PPTYS TR	139,360	$1.722M	0.2%	$12.36	—	COM SH BEN INT	751452202
OHI	OMEGA HEALTHCARE INVS INC	63,640	$1.721M	0.2%	$27.04	—	COM	681936100
PGR	PROGRESSIVE CORP OHIO	28,000	$1.706M	0.2%	$44.72	0.0%	COM	743315103
AEE	AMEREN CORP	29,900	$1.693M	0.2%	$44.14	0.0%	COM	023608102
MMM	3M CO	7,700	$1.69M	0.2%	$150.16	0.0%	COM	88579Y101
GEF	GREIF INC	32,283	$1.687M	0.2%	$42.38	0.0%	CL A	397624107
—	CONSOLIDATED COMM HLDGS INC	150,200	$1.646M	0.2%	$10.96	—	COM	209034107
SGI	TEMPUR SEALY INTL INC	36,300	$1.644M	0.2%	$13.73	0.0%	COM	88023U101
—	FINISH LINE INC	120,900	$1.637M	0.2%	$13.54	—	CL A	317923100
—	TRINSEO S A	21,900	$1.622M	0.2%	$74.06	—	SHS	L9340P101
—	EQT MIDSTREAM PARTNERS LP	27,200	$1.606M	0.2%	$59.04	—	UNIT LTD PARTN	26885B100
—	COSAN LTD	150,907	$1.568M	0.2%	$10.39	—	SHS A	G25343107
BIGGQ	BIG LOTS INC	36,000	$1.567M	0.2%	$44.04	0.0%	COM	089302103
ESS	ESSEX PPTY TR INC	6,392	$1.538M	0.2%	$175.97	0.0%	COM	297178105
SIMO	SILICON MOTION TECHNOLOGY CO	31,331	$1.508M	0.2%	$48.13	—	SPONSORED ADR	82706C108
GATX	GATX CORP	21,912	$1.501M	0.2%	$57.96	0.0%	COM	361448103
CDP	CORPORATE OFFICE PPTYS TR	57,900	$1.496M	0.2%	$25.84	—	SH BEN INT	22002T108
—	LEGG MASON INC	36,700	$1.492M	0.2%	$40.65	—	COM	524901105
CFR	CULLEN FROST BANKERS INC	13,985	$1.483M	0.2%	$82.70	0.0%	COM	229899109
—	NRG YIELD INC	87,076	$1.48M	0.2%	$17.00	—	CL C	62942X405
HUBS	HUBSPOT INC	13,600	$1.473M	0.2%	$104.22	0.0%	COM	443573100
—	WALGREENS BOOTS ALLIANCE INC	22,300	$1.46M	0.2%	$65.47	—	COM	931427108
APLE	APPLE HOSPITALITY REIT INC	82,694	$1.453M	0.2%	$17.57	—	COM NEW	03784Y200
EXC	EXELON CORP	37,000	$1.443M	0.2%	$20.53	0.0%	COM	30161N101
—	PACWEST BANCORP DEL	29,138	$1.443M	0.2%	$49.52	—	COM	695263103
NMFC	NEW MTN FIN CORP	109,259	$1.437M	0.2%	$5.61	0.0%	COM	647551100
—	GANNETT CO INC	143,318	$1.43M	0.2%	$9.98	—	COM	36473H104
—	SWITCH INC	88,700	$1.411M	0.2%	$15.91	—	CL A	87105L104
—	CVR REFNG LP	107,023	$1.397M	0.2%	$13.05	—	COMUNIT REP LT	12663P107
KT	KT CORP	99,880	$1.368M	0.2%	$13.70	—	SPONSORED ADR	48268K101
—	FS INVT CORP	188,700	$1.368M	0.2%	$7.25	—	COM	302635107
—	APARTMENT INVT & MGMT CO	33,293	$1.357M	0.2%	$40.76	—	CL A	03748R101
—	BLACKROCK INC	2,500	$1.354M	0.2%	$541.60	—	COM	09247X101
XHR	XENIA HOTELS & RESORTS INC	68,076	$1.342M	0.2%	$19.71	—	COM	984017103
PSEC	PROSPECT CAPITAL CORPORATION	204,500	$1.339M	0.2%	$2.55	0.0%	COM	74348T102
SUN	SUNOCO LP	52,155	$1.33M	0.2%	$25.50	—	COM U REP LP	86765K109
WSO	WATSCO INC	7,339	$1.328M	0.2%	$173.34	0.0%	COM	942622200
—	HERSHA HOSPITALITY TR	73,596	$1.317M	0.2%	$17.89	—	PR SHS BEN INT	427825500
GLW	CORNING INC	47,100	$1.313M	0.2%	$24.81	0.0%	COM	219350105
OPLN	KAR AUCTION SVCS INC	23,700	$1.285M	0.2%	$20.17	0.0%	COM	48238T109
BMO	BANK MONTREAL QUE	17,000	$1.285M	0.2%	$56.99	0.0%	COM	063671101
IVZ	INVESCO LTD	39,500	$1.264M	0.2%	$23.62	0.0%	SHS	G491BT108
—	AEGON N V	185,469	$1.256M	0.1%	$6.77	—	NY REGISTRY SH	007924103
PNC	PNC FINL SVCS GROUP INC	8,200	$1.24M	0.1%	$118.19	0.0%	COM	693475105
IMKTA	INGLES MKTS INC	36,482	$1.235M	0.1%	$30.13	0.0%	CL A	457030104
PSO	PEARSON PLC	116,818	$1.23M	0.1%	$10.53	—	SPONSORED ADR	705015105
IBM	INTERNATIONAL BUSINESS MACHS	8,000	$1.227M	0.1%	$107.30	0.0%	COM	459200101
—	ANDEAVOR	12,004	$1.207M	0.1%	$100.55	—	COM	03349M105
KRG	KITE RLTY GROUP TR	79,142	$1.205M	0.1%	$15.23	—	COM NEW	49803T300
COF	CAPITAL ONE FINL CORP	12,400	$1.188M	0.1%	$86.88	0.0%	COM	14040H105
RYN	RAYONIER INC	33,369	$1.174M	0.1%	$35.18	—	COM	754907103
SYF	SYNCHRONY FINL	34,500	$1.157M	0.1%	$30.49	0.0%	COM	87165B103
—	CAPSTEAD MTG CORP	133,708	$1.157M	0.1%	$8.65	—	COM NO PAR	14067E506
VET	VERMILION ENERGY INC	35,344	$1.141M	0.1%	$34.79	0.0%	COM	923725105
—	MOBILE MINI INC	25,942	$1.128M	0.1%	$43.48	—	COM	60740F105
CMBT	EURONAV NV ANTWERPEN	136,000	$1.115M	0.1%	$4.11	0.0%	SHS	B38564108
RCL	ROYAL CARIBBEAN CRUISES LTD	9,400	$1.107M	0.1%	$117.41	0.0%	COM	V7780T103
—	EXTENDED STAY AMER INC	55,912	$1.105M	0.1%	$19.76	—	UNIT 99/99/9999B	30224P200
SUI	SUN CMNTYS INC	12,081	$1.104M	0.1%	$91.38	—	COM	866674104
SIG	SIGNET JEWELERS LIMITED	28,600	$1.102M	0.1%	$41.98	0.0%	SHS	G81276100
BRSL	INTERNATIONAL GAME TECHNOLOG	40,600	$1.085M	0.1%	$17.30	0.0%	SHS USD	G4863A108
BXP	BOSTON PROPERTIES INC	8,600	$1.06M	0.1%	$85.13	0.0%	COM	101121101
FIZZ	NATIONAL BEVERAGE CORP	11,900	$1.059M	0.1%	$39.33	0.0%	COM	635017106
TRNO	TERRENO RLTY CORP	30,600	$1.056M	0.1%	$34.51	—	COM	88146M101
SPH	SUBURBAN PROPANE PARTNERS L	47,836	$1.053M	0.1%	$22.01	—	UNIT LTD PARTN	864482104
TXN	TEXAS INSTRS INC	10,100	$1.049M	0.1%	$86.84	0.0%	COM	882508104
—	CHIMERA INVT CORP	60,200	$1.048M	0.1%	$17.41	—	COM NEW	16934Q208
MATX	MATSON INC	36,207	$1.037M	0.1%	$27.27	0.0%	COM	57686G105
PCH	POTLATCHDELTIC CORPORATION	19,900	$1.036M	0.1%	$52.06	—	COM	737630103
—	ALLETE INC	14,236	$1.029M	0.1%	$72.28	—	COM NEW	018522300
—	COVANTA HLDG CORP	70,700	$1.025M	0.1%	$14.50	—	COM	22282E102
—	CHENIERE ENERGY PTNRS LP HLD	37,059	$1.023M	0.1%	$27.60	—	COM REP LLC IN	16411W108
—	NEW SR INVT GROUP INC	124,623	$1.019M	0.1%	$8.18	—	COM	648691103
BNS	BANK N S HALIFAX	16,468	$1.016M	0.1%	$41.93	0.0%	COM	064149107
UGI	UGI CORP NEW	22,700	$1.008M	0.1%	$44.84	0.0%	COM	902681105
HIW	HIGHWOODS PPTYS INC	22,822	$1M	0.1%	$43.82	—	COM	431284108
—	TOTAL S A	17,214	$993K	0.1%	$57.69	—	SPONSORED ADR	89151E109
HTGC	HERCULES CAPITAL INC	81,885	$991K	0.1%	$12.54	0.0%	COM	427096508
—	CNOOC LTD	6,659	$985K	0.1%	$147.92	—	SPONSORED ADR	126132109
—	DRYSHIPS INC	267,275	$978K	0.1%	$3.66	—	COM PAR NEW	Y2109Q705
AB	ALLIANCEBERNSTEIN HOLDING LP	36,400	$977K	0.1%	$26.84	—	UNIT LTD PARTN	01881G106
NPK	NATIONAL PRESTO INDS INC	10,260	$962K	0.1%	$99.25	0.0%	COM	637215104
—	INGERSOLL-RAND PLC	11,200	$958K	0.1%	$85.54	—	SHS	G47791101
VIRT	VIRTU FINL INC	28,900	$954K	0.1%	$25.88	0.0%	CL A	928254101
UBS	UBS GROUP AG	53,700	$948K	0.1%	$19.01	0.0%	SHS	H42097107
RCI	ROGERS COMMUNICATIONS INC	21,093	$942K	0.1%	$46.93	0.0%	CL B	775109200
—	VIPER ENERGY PARTNERS LP	37,005	$940K	0.1%	$25.40	—	COM UNT RP INT	92763M105
APD	AIR PRODS & CHEMS INC	5,900	$938K	0.1%	$135.74	0.0%	COM	009158106
ALGN	ALIGN TECHNOLOGY INC	3,700	$929K	0.1%	$256.81	0.0%	COM	016255101
—	BUCKEYE PARTNERS L P	24,628	$921K	0.1%	$37.40	—	UNIT LTD PARTN	118230101
—	MERIDIAN BIOSCIENCE INC	64,800	$920K	0.1%	$14.20	—	COM	589584101
—	AMERIGAS PARTNERS L P	23,004	$919K	0.1%	$39.95	—	UNIT L P INT	030975106
—	NEW YORK MTG TR INC	154,299	$915K	0.1%	$5.93	—	COM PAR $.02	649604501
WM	WASTE MGMT INC DEL	10,500	$883K	0.1%	$74.90	0.0%	COM	94106L109
—	AQUA AMERICA INC	25,900	$882K	0.1%	$34.05	—	COM	03836W103
CM	CDN IMPERIAL BK COMM TORONTO	9,939	$877K	0.1%	$32.17	0.0%	COM	136069101
—	GREENHILL & CO INC	47,303	$875K	0.1%	$18.50	—	COM	395259104
—	HFF INC	17,578	$874K	0.1%	$49.72	—	CL A	40418F108
SON	SONOCO PRODS CO	17,955	$871K	0.1%	$38.76	0.0%	COM	835495102
ADC	AGREE REALTY CORP	18,062	$868K	0.1%	$48.06	—	COM	008492100
NAT	NORDIC AMERICAN TANKERS LIMI	446,444	$866K	0.1%	$2.29	0.0%	COM	G65773106
TEO	TELECOM ARGENTINA S A	27,226	$853K	0.1%	$31.33	—	SPON ADR REP B	879273209
AGM	FEDERAL AGRIC MTG CORP	9,800	$853K	0.1%	$61.75	0.0%	CL C	313148306
MATV	SCHWEITZER-MAUDUIT INTL INC	21,767	$852K	0.1%	$28.88	0.0%	COM	808541106
—	ENEL AMERICAS S A	70,930	$824K	0.1%	$11.62	—	SPONSORED ADR	29274F104
CSCO	CISCO SYS INC	18,900	$811K	0.1%	$33.46	0.0%	COM	17275R102
CATO	CATO CORP NEW	54,794	$808K	0.1%	$8.01	0.0%	CL A	149205106
—	TRAVELPORT WORLDWIDE LTD	49,200	$804K	0.1%	$16.34	—	SHS	G9019D104
CSGS	CSG SYS INTL INC	17,734	$803K	0.1%	$38.83	0.0%	COM	126349109
—	MTGE INVT CORP	43,395	$777K	0.1%	$17.91	—	COM	55378A105
FULT	FULTON FINL CORP PA	43,800	$777K	0.1%	$13.36	0.0%	COM	360271100
WAFD	WASHINGTON FED INC	22,440	$776K	0.1%	$27.70	0.0%	COM	938824109
FR	FIRST INDUSTRIAL REALTY TRUS	26,092	$763K	0.1%	$29.24	—	COM	32054K103
—	NIC INC	55,775	$742K	0.1%	$13.30	—	COM	62914B100
CBT	CABOT CORP	13,300	$741K	0.1%	$51.90	0.0%	COM	127055101
EEFT	EURONET WORLDWIDE INC	9,200	$726K	0.1%	$88.03	0.0%	COM	298736109
—	QIWI PLC	38,016	$726K	0.1%	$19.10	—	SPON ADR REP B	74735M108
HE	HAWAIIAN ELEC INDUSTRIES	21,100	$725K	0.1%	$33.79	0.0%	COM	419870100
NSA	NATIONAL STORAGE AFFILIATES	28,700	$720K	0.1%	$25.09	—	COM SHS BEN IN	637870106
AIZ	ASSURANT INC	7,800	$713K	0.1%	$78.65	0.0%	COM	04621X108
TKC	TURKCELL ILETISIM HIZMETLERI	74,600	$713K	0.1%	$9.56	—	SPON ADR NEW	900111204
EXR	EXTRA SPACE STORAGE INC	8,100	$708K	0.1%	$62.65	0.0%	COM	30225T102
CTSH	COGNIZANT TECHNOLOGY SOLUTIO	8,600	$692K	0.1%	$70.61	0.0%	CL A	192446102
—	ADVANCED SEMICONDUCTOR ENGR	94,700	$688K	0.1%	$7.27	—	SPONSORED ADR	00756M404
CHCT	COMMUNITY HEALTHCARE TR INC	26,634	$686K	0.1%	$25.76	—	COM	20369C106
E	ENI S P A	19,096	$675K	0.1%	$35.35	—	SPONSORED ADR	26874R108
—	ARMOUR RESIDENTIAL REIT INC	28,706	$668K	0.1%	$23.27	—	COM NEW	042315507
—	BLACK KNIGHT INC	14,074	$663K	0.1%	$47.11	—	COM	09215C105
CPT	CAMDEN PPTY TR	7,800	$657K	0.1%	$63.82	0.0%	SH BEN INT	133131102
—	AMTRUST FINL SVCS INC	51,827	$638K	0.1%	$12.31	—	COM	032359309
FHB	FIRST HAWAIIAN INC	22,900	$637K	0.1%	$20.53	0.0%	COM	32051X108
—	KNOLL INC	31,438	$635K	0.1%	$20.20	—	COM NEW	498904200
MC	MOELIS & CO	12,400	$631K	0.1%	$28.96	0.0%	CL A	60786M105
CCU	COMPANIA CERVECERIAS UNIDAS	21,280	$626K	0.1%	$29.42	—	SPONSORED ADR	204429104
CINF	CINCINNATI FINL CORP	8,400	$624K	0.1%	$60.86	0.0%	COM	172062101
HMC	HONDA MOTOR LTD	17,800	$618K	0.1%	$34.72	—	AMERN SHS	438128308
—	BROOKFIELD PPTY PARTNERS L P	31,962	$613K	0.1%	$19.18	—	UNIT LTD PARTN	G16249107
CVBF	CVB FINL CORP	26,300	$595K	0.1%	$17.45	0.0%	COM	126600105
MERC	MERCER INTL INC	47,741	$594K	0.1%	$10.28	0.0%	COM	588056101
—	ENLINK MIDSTREAM LLC	40,391	$592K	0.1%	$14.66	—	COM UNIT REP LTD	29336T100
—	XINYUAN REAL ESTATE CO LTD	109,681	$579K	0.1%	$5.28	—	SPONS ADR	98417P105
CNP	CENTERPOINT ENERGY INC	21,100	$578K	0.1%	$21.46	0.0%	COM	15189T107
TBRG	COMPUTER PROGRAMS & SYS INC	19,487	$569K	0.1%	$28.76	0.0%	COM	205306103
NEWT	NEWTEK BUSINESS SVCS CORP	31,441	$568K	0.1%	$17.71	0.0%	COM NEW	652526203
UDR	UDR INC	15,900	$566K	0.1%	$26.50	0.0%	COM	902653104
—	VECTREN CORP	8,601	$550K	0.1%	$63.95	—	COM	92240G101
—	OUTFRONT MEDIA INC	29,100	$545K	0.1%	$18.73	—	COM	69007J106
GNTX	GENTEX CORP	23,079	$531K	0.1%	$22.76	0.0%	COM	371901109
WT	WISDOMTREE INVTS INC	57,600	$528K	0.1%	$10.80	0.0%	COM	97717P104
—	WESTPAC BKG CORP	23,738	$527K	0.1%	$22.20	—	SPONSORED ADR	961214301
KNSL	KINSALE CAP GROUP INC	10,200	$524K	0.1%	$47.47	0.0%	COM	49714P108
PKG	PACKAGING CORP AMER	4,652	$524K	0.1%	$95.04	0.0%	COM	695156109
CATY	CATHAY GEN BANCORP	13,047	$522K	0.1%	$32.89	0.0%	COM	149150104
NSP	INSPERITY INC	7,500	$522K	0.1%	$52.97	0.0%	COM	45778Q107
NJR	NEW JERSEY RES	12,294	$493K	0.1%	$29.63	0.0%	COM	646025106
MOV	MOVADO GROUP INC	12,688	$487K	0.1%	$31.92	0.0%	COM	624580106
—	HUANENG PWR INTL INC	18,056	$485K	0.1%	$26.86	—	SPON ADR H SHS	443304100
—	JERNIGAN CAP INC	26,229	$475K	0.1%	$18.11	—	COM	476405105
COLB	COLUMBIA BKG SYS INC	11,300	$474K	0.1%	$30.33	0.0%	COM	197236102
IX	ORIX CORP	5,145	$462K	0.1%	$89.80	—	SPONSORED ADR	686330101
TKR	TIMKEN CO	10,100	$461K	0.1%	$48.13	0.0%	COM	887389104
AJG	GALLAGHER ARTHUR J & CO	6,700	$460K	0.1%	$60.39	0.0%	COM	363576109
—	RUDOLPH TECHNOLOGIES INC	16,330	$452K	0.1%	$27.68	—	COM	781270103
KFRC	KFORCE INC	16,060	$434K	0.1%	$26.89	0.0%	COM	493732101
TDG	TRANSDIGM GROUP INC	1,400	$430K	0.1%	$218.67	0.0%	COM	893641100
—	NEVSUN RES LTD	177,300	$422K	0.1%	$2.38	—	COM	64156L101
CMC	COMMERCIAL METALS CO	20,600	$421K	0.0%	$20.99	0.0%	COM	201723103
—	ROYAL DUTCH SHELL PLC	6,400	$419K	0.0%	$65.47	—	SPON ADR B	780259107
GSBD	GOLDMAN SACHS BDC INC	21,624	$414K	0.0%	$20.76	0.0%	SHS	38147U107
TX	TERNIUM SA	12,700	$413K	0.0%	$32.52	—	SPON ADR	880890108
OFG	OFG BANCORP	39,247	$410K	0.0%	$10.59	0.0%	COM	67103X102
—	CHINA TELECOM CORP LTD	9,205	$409K	0.0%	$44.43	—	SPON ADR H SHS	169426103
—	TIER REIT INC	21,930	$405K	0.0%	$18.47	—	COM NEW	88650V208
—	STORE CAP CORP	15,700	$390K	0.0%	$24.84	—	COM	862121100
MLI	MUELLER INDS INC	14,835	$388K	0.0%	$13.53	0.0%	COM	624756102
RLJ	RLJ LODGING TR	19,826	$385K	0.0%	$19.42	—	COM	74965L101
UHT	UNIVERSAL HEALTH RLTY INCM T	6,346	$381K	0.0%	$60.04	—	SH BEN INT	91359E105
—	BRIGGS & STRATTON CORP	17,322	$371K	0.0%	$21.42	—	COM	109043109
—	CAPITAL PRODUCT PARTNERS L P	110,796	$346K	0.0%	$3.12	—	COM UNIT LP	Y11082107
SBSI	SOUTHSIDE BANCSHARES INC	9,949	$346K	0.0%	$34.76	0.0%	COM	84470P109
AWR	AMERICAN STS WTR CO	6,467	$343K	0.0%	$46.64	0.0%	COM	029899101
—	NEENAH INC	4,380	$343K	0.0%	$78.31	—	COM	640079109
MLCO	MELCO RESORT ENTERTAINMENT L	11,600	$336K	0.0%	$28.97	—	ADR	585464100
RWT	REDWOOD TR INC	21,472	$332K	0.0%	$15.46	—	COM	758075402
—	TELEFONICA BRASIL SA	21,600	$332K	0.0%	$15.37	—	SPONSORED ADR	87936R106
EWBC	EAST WEST BANCORP INC	5,300	$331K	0.0%	$54.04	0.0%	COM	27579R104
SBR	SABINE ROYALTY TR	7,421	$326K	0.0%	$43.93	—	UNIT BEN INT	785688102
—	KINDRED HEALTHCARE INC	34,200	$313K	0.0%	$9.15	—	COM	494580103
TLYS	TILLYS INC	27,658	$313K	0.0%	$9.42	0.0%	CL A	886885102
HCI	HCI GROUP INC	8,032	$307K	0.0%	$36.10	0.0%	COM	40416E103
MGRC	MCGRATH RENTCORP	5,651	$303K	0.0%	$49.96	0.0%	COM	580589109
AHRT	ARMADA HOFFLER PPTYS INC	22,053	$302K	0.0%	$13.69	—	COM	04208T108
FIBK	FIRST INTST BANCSYSTEM INC	7,605	$301K	0.0%	$27.27	0.0%	COM CL A	32055Y201
—	FRONTLINE LTD	66,500	$295K	0.0%	$4.44	—	SHS NEW	G3682E192
—	DUKE REALTY CORP	10,900	$289K	0.0%	$26.51	—	COM NEW	264411505
BAH	BOOZ ALLEN HAMILTON HLDG COR	7,400	$287K	0.0%	$33.57	0.0%	CL A	099502106
—	NUSTAR GP HOLDINGS LLC	24,800	$286K	0.0%	$11.53	—	UNIT RESTG LLC	67059L102
—	LIBERTY INTERACTIVE CORP	11,287	$284K	0.0%	$25.16	—	QVC GP COM SER A	53071M104
—	CORENERGY INFRASTRUCTURE TR	7,518	$282K	0.0%	$37.51	—	COM NEW	21870U502
—	SINOPEC SHANGHAI PETROCHEMIC	4,444	$273K	0.0%	$61.43	—	SPON ADR H	82935M109
RES	RPC INC	15,100	$272K	0.0%	$18.43	0.0%	COM	749660106
SAFT	SAFETY INS GROUP INC	3,501	$269K	0.0%	$76.53	0.0%	COM	78648T100
—	DOMTAR CORP	6,300	$268K	0.0%	$42.54	—	COM NEW	257559203
—	CIGNA CORPORATION	1,600	$268K	0.0%	$167.50	—	COM	125509109
—	INTEGRATED DEVICE TECHNOLOGY	8,700	$266K	0.0%	$30.57	—	COM	458118106
—	INFRAREIT INC	13,600	$264K	0.0%	$19.41	—	COM	45685L100
—	STONE ENERGY CORP	7,100	$263K	0.0%	$37.04	—	COM PAR	861642403
RLI	RLI CORP	4,132	$262K	0.0%	$24.04	0.0%	COM	749607107
PUK	PRUDENTIAL PLC	5,115	$262K	0.0%	$51.22	—	ADR	74435K204
NDAQ	NASDAQ INC	3,000	$259K	0.0%	$23.90	0.0%	COM	631103108
—	SIRIUS XM HLDGS INC	40,829	$255K	0.0%	$6.25	—	COM	82968B103
—	BED BATH & BEYOND INC	11,800	$248K	0.0%	$21.02	—	COM	075896100
—	NORDSTROM INC	5,100	$247K	0.0%	$48.43	—	COM	655664100
—	COLUMBIA PPTY TR INC	12,000	$246K	0.0%	$20.50	—	COM NEW	198287203
FCF	FIRST COMWLTH FINL CORP PA	17,100	$242K	0.0%	$10.98	0.0%	COM	319829107
NWBI	NORTHWEST BANCSHARES INC MD	14,600	$242K	0.0%	$10.50	0.0%	COM	667340103
—	BANCO SANTANDER S A	32,285	$231K	0.0%	$7.16	—	SPONSORED ADR B	05969B103
—	AVX CORP NEW	13,661	$226K	0.0%	$16.54	—	COM	002444107
—	PDL BIOPHARMA INC	77,000	$226K	0.0%	$2.94	—	COM	69329Y104
—	TRANSCANADA CORP	5,400	$223K	0.0%	$41.30	—	COM	89353D107
ASIX	ADVANSIX INC	6,400	$223K	0.0%	$36.01	0.0%	COM	00773T101
AROC	ARCHROCK INC	24,600	$215K	0.0%	$6.09	0.0%	COM	03957W106
—	EQT GP HLDGS LP	9,337	$215K	0.0%	$23.03	—	COM UNIT REP	26885J103
—	AMERICAN RAILCAR INDS INC	5,726	$214K	0.0%	$37.37	—	COM	02916P103
HNI	HNI CORP	5,885	$212K	0.0%	$38.23	0.0%	COM	404251100
HCKT	HACKETT GROUP INC	13,087	$210K	0.0%	$16.70	0.0%	COM	404609109
USNA	USANA HEALTH SCIENCES INC	2,400	$206K	0.0%	$77.44	0.0%	COM	90328M107
POWL	POWELL INDS INC	7,435	$200K	0.0%	$24.05	0.0%	COM	739128106
OMAB	GRUPO AEROPORTUARIO CTR NORT	5,086	$200K	0.0%	$39.32	—	SPON ADR	400501102
GAIN	GLADSTONE INVT CORP	19,356	$195K	0.0%	$4.58	0.0%	COM	376546107
—	CAPITALA FIN CORP	24,273	$187K	0.0%	$7.70	—	COM	14054R106
ERIC	ERICSSON	27,700	$177K	0.0%	$6.39	—	ADR B SEK 10	294821608
CIG	COMPANHIA ENERGETICA DE MINA	66,300	$171K	0.0%	$2.58	—	SP ADR N-V PFD	204409601
—	BIG 5 SPORTING GOODS CORP	23,200	$168K	0.0%	$7.24	—	COM	08915P101
OXSQ	OXFORD SQUARE CAP CORP	27,370	$167K	0.0%	$5.83	0.0%	COM	69181V107
—	BLACKROCK CAPITAL INVESTMENT	26,478	$160K	0.0%	$6.04	—	COM	092533108
—	ROYAL BK SCOTLAND GROUP PLC	20,500	$152K	0.0%	$7.41	—	SPONS ADR 2 ORD	780097689
NTPIF	NAM TAI PPTY INC	11,961	$149K	0.0%	$12.86	0.0%	SHS	G63907102
—	JA SOLAR HOLDINGS CO LTD	22,400	$147K	0.0%	$6.56	—	SPON ADR REP5ORD	466090206
MMLP	MARTIN MIDSTREAM PRTNRS L P	10,119	$137K	0.0%	$13.54	—	UNIT L P INT	573331105
DAKT	DAKTRONICS INC	15,041	$133K	0.0%	$8.56	0.0%	COM	234264109
—	RENEWABLE ENERGY GROUP INC	10,200	$131K	0.0%	$12.84	—	COM NEW	75972A301
ENIC	ENEL CHILE S A	19,865	$127K	0.0%	$6.39	—	SPONSORED ADR	29278D105
—	JUST ENERGY GROUP INC	28,032	$123K	0.0%	$4.39	—	COM	48213W101
—	TEEKAY OFFSHORE PARTNERS L P	53,745	$122K	0.0%	$2.27	—	PARTNERSHIP UN	Y8565J101
—	BARNES & NOBLE INC	24,400	$121K	0.0%	$4.96	—	COM	067774109
—	NATIONAL CINEMEDIA INC	22,116	$115K	0.0%	$5.20	—	COM	635309107
—	ATENTO S A	14,030	$109K	0.0%	$7.77	—	SHS	L0427L105
—	THL CR INC	13,465	$105K	0.0%	$7.80	—	COM	872438106
—	NAVIOS MARITIME ACQUIS CORP	115,100	$97,000	0.0%	$0.84	—	SHS	Y62159101
—	NAVIOS MARITIME PARTNERS L P	51,549	$93,000	0.0%	$1.80	—	UNIT LPI	Y62267102
—	STONEMOR PARTNERS L P	13,800	$86,000	0.0%	$6.23	—	COM UNITS INT	86183Q100
—	TEEKAY TANKERS LTD	67,100	$80,000	0.0%	$1.19	—	CL A	Y8565N102
CGIP	CELADON GROUP INC	21,227	$79,000	0.0%	$5.00	0.0%	COM	150838100
—	ASHFORD HOSPITALITY TR INC	11,221	$72,000	0.0%	$6.42	—	COM SHS	044103109
—	ISRAEL CHEMICALS LTD	13,500	$57,000	0.0%	$4.22	—	SHS	M5920A109
—	CVR PARTNERS LP	16,600	$54,000	0.0%	$3.25	—	COM	126633106
SID	COMPANHIA SIDERURGICA NACION	20,400	$54,000	0.0%	$2.65	—	SPONSORED ADR	20440W105
—	OAKTREE SPECIALTY LENDING CO	12,900	$54,000	0.0%	$4.19	—	COM	67401P108
—	CEMTREX INC	30,000	$16,000	0.0%	$0.53	—	*W EXP 12/02/202	15130G113