SUSQUEHANNA FUNDAMENTAL INVESTMENTS, LLC Quant / Systematic

Location: Bala Cynwyd, PA

CIK: 0001446179 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value: $674M (100.0% shares, 0.0% debt)

Holdings (376)

VLO VALERO ENERGY CORP NEW 2.7%

Value $17.87M Shares 161,244 Est. Cost $68.16 Unrealized +21.1%

OXY OCCIDENTAL PETE CORP DEL 1.8%

Value $12.2M Shares 145,800 Est. Cost $61.81 Unrealized +7.3%

TEVA TEVA PHARMACEUTICAL INDS LTD 1.5%

Value $10.45M Shares 429,745 Est. Cost $18.32 Unrealized —

AES AES CORP 1.4%

Value $9.755M Shares 727,451 Est. Cost $9.38 Unrealized 0.0%

M MACYS INC 1.4%

Value $9.212M Shares 246,112 Est. Cost $27.02 Unrealized +24.1%

ETR ENTERGY CORP NEW 1.3%

Value $9.022M Shares 111,678 Est. Cost $29.87 Unrealized 0.0%

— SEAGATE TECHNOLOGY PLC 1.2%

Value $8.211M Shares 145,400 Est. Cost $58.27 Unrealized —

ALLY ALLY FINL INC 1.2%

Value $8.008M Shares 304,848 Est. Cost $21.62 Unrealized -2.4%

FE FIRSTENERGY CORP 1.2%

Value $7.979M Shares 222,200 Est. Cost $25.13 Unrealized 0.0%

— DR PEPPER SNAPPLE GROUP INC 1.1%

Value $7.621M Shares 62,464 Est. Cost $120.79 Unrealized —

CF CF INDS HLDGS INC 1.1%

Value $7.593M Shares 171,003 Est. Cost $33.47 Unrealized +0.7%

PAYX PAYCHEX INC 1.1%

Value $7.283M Shares 106,558 Est. Cost $52.03 Unrealized -0.9%

EVRG EVERGY INC 1.1%

Value $7.278M Shares 129,612 Est. Cost $40.03 Unrealized 0.0%

SABR SABRE CORP 1.1%

Value $7.178M Shares 291,300 Est. Cost $21.79 Unrealized +6.4%

— BHP BILLITON PLC 1.1%

Value $7.147M Shares 159,000 Est. Cost $39.73 Unrealized —

MAT MATTEL INC 1.0%

Value $6.527M Shares 397,500 Est. Cost $15.59 Unrealized -2.6%

C CITIGROUP INC 0.9%

Value $6.367M Shares 95,146 Est. Cost $53.03 Unrealized 0.0%

KSS KOHLS CORP 0.9%

Value $6.366M Shares 87,321 Est. Cost $64.45 Unrealized +3.4%

MPC MARATHON PETE CORP 0.9%

Value $6.208M Shares 88,487 Est. Cost $53.75 Unrealized +11.7%

EXC EXELON CORP 0.9%

Value $5.867M Shares 137,734 Est. Cost $21.58 Unrealized +1.8%

PRU PRUDENTIAL FINL INC 0.8%

Value $5.61M Shares 59,992 Est. Cost $69.70 Unrealized 0.0%

WU WESTERN UN CO 0.8%

Value $5.535M Shares 272,254 Est. Cost $19.23 Unrealized —

— HOLLYFRONTIER CORP 0.8%

Value $5.495M Shares 80,300 Est. Cost $48.86 Unrealized —

BPOP POPULAR INC 0.8%

Value $5.483M Shares 121,274 Est. Cost $32.66 Unrealized +12.4%

ENR ENERGIZER HLDGS INC NEW 0.8%

Value $5.408M Shares 85,900 Est. Cost $41.00 Unrealized +9.6%

PPL PPL CORP 0.8%

Value $5.38M Shares 188,428 Est. Cost $20.88 Unrealized -5.6%

AFL AFLAC INC 0.8%

Value $5.252M Shares 122,085 Est. Cost $37.13 Unrealized +1.2%

NEE NEXTERA ENERGY INC 0.8%

Value $5.18M Shares 31,013 Est. Cost $33.41 Unrealized 0.0%

INTC INTEL CORP 0.8%

Value $5.141M Shares 103,424 Est. Cost $41.82 Unrealized +7.7%

HRB BLOCK H & R INC 0.8%

Value $5.086M Shares 223,278 Est. Cost $19.56 Unrealized +0.5%

EG EVEREST RE GROUP LTD 0.7%

Value $5.041M Shares 21,872 Est. Cost $203.38 Unrealized -1.4%

Value $5.027M Shares 110,100 Est. Cost $43.62 Unrealized —

FITB FIFTH THIRD BANCORP 0.7%

Value $4.925M Shares 171,620 Est. Cost $24.19 Unrealized -2.3%

— DUNKIN BRANDS GROUP INC 0.7%

Value $4.842M Shares 70,100 Est. Cost $59.68 Unrealized —

IBM INTERNATIONAL BUSINESS MACHS 0.7%

Value $4.806M Shares 34,400 Est. Cost $101.66 Unrealized -1.7%

DAL DELTA AIR LINES INC DEL 0.7%

Value $4.587M Shares 92,600 Est. Cost $49.40 Unrealized 0.0%

LMT LOCKHEED MARTIN CORP 0.7%

Value $4.465M Shares 15,115 Est. Cost $269.45 Unrealized -2.6%

TXN TEXAS INSTRS INC 0.7%

Value $4.443M Shares 40,300 Est. Cost $87.17 Unrealized +0.1%

CAG CONAGRA BRANDS INC 0.7%

Value $4.416M Shares 123,600 Est. Cost $27.37 Unrealized +1.1%

NAVI NAVIENT CORPORATION 0.6%

Value $4.335M Shares 332,671 Est. Cost $13.60 Unrealized +0.2%

PHG KONINKLIJKE PHILIPS N V 0.6%

Value $4.268M Shares 100,981 Est. Cost $38.31 Unrealized —

CNP CENTERPOINT ENERGY INC 0.6%

Value $4.223M Shares 152,398 Est. Cost $20.96 Unrealized -0.4%

— NORDSTROM INC 0.6%

Value $4.21M Shares 81,300 Est. Cost $51.57 Unrealized —

RL RALPH LAUREN CORP 0.6%

Value $4.186M Shares 33,300 Est. Cost $92.65 Unrealized +12.7%

— WHITING PETE CORP NEW 0.6%

Value $4.109M Shares 77,937 Est. Cost $52.72 Unrealized —

R RYDER SYS INC 0.6%

Value $4.096M Shares 57,005 Est. Cost $75.13 Unrealized -6.7%

GT GOODYEAR TIRE & RUBR CO 0.6%

Value $3.946M Shares 169,414 Est. Cost $25.69 Unrealized 0.0%

— HANESBRANDS INC 0.6%

Value $3.945M Shares 179,173 Est. Cost $22.02 Unrealized —

DIN DINE BRANDS GLOBAL INC 0.6%

Value $3.92M Shares 52,410 Est. Cost $45.03 Unrealized +19.4%

ABBV ABBVIE INC 0.6%

Value $3.901M Shares 42,100 Est. Cost $78.53 Unrealized -10.2%

BKE BUCKLE INC 0.6%

Value $3.868M Shares 143,800 Est. Cost $9.49 Unrealized +17.5%

PK PARK HOTELS RESORTS INC 0.6%

Value $3.783M Shares 123,515 Est. Cost $27.02 Unrealized —

WSM WILLIAMS SONOMA INC 0.6%

Value $3.778M Shares 61,559 Est. Cost $22.32 Unrealized +1.3%

TSCO TRACTOR SUPPLY CO 0.6%

Value $3.74M Shares 48,900 Est. Cost $12.33 Unrealized +0.2%

TGT TARGET CORP 0.6%

Value $3.722M Shares 48,900 Est. Cost $58.46 Unrealized +2.0%

KR KROGER CO 0.5%

Value $3.59M Shares 126,200 Est. Cost $21.37 Unrealized 0.0%

EAT BRINKER INTL INC 0.5%

Value $3.393M Shares 71,284 Est. Cost $35.53 Unrealized +16.3%

CCOI COGENT COMMUNICATIONS HLDGS 0.5%

Value $3.327M Shares 62,304 Est. Cost $29.20 Unrealized +14.8%

PCG PG&E CORP 0.5%

Value $3.183M Shares 74,800 Est. Cost $41.94 Unrealized +2.2%

INFY INFOSYS LTD 0.5%

Value $3.175M Shares 163,414 Est. Cost $17.85 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 0.5%

Value $3.129M Shares 37,400 Est. Cost $76.47 Unrealized -2.6%

NWE NORTHWESTERN CORP 0.5%

Value $3.086M Shares 53,902 Est. Cost $37.69 Unrealized +3.6%

KLAC KLA-TENCOR CORP 0.5%

Value $3.063M Shares 29,876 Est. Cost $98.02 Unrealized -1.0%

BIGGQ BIG LOTS INC 0.5%

Value $3.062M Shares 73,300 Est. Cost $38.94 Unrealized -12.7%

AZN ASTRAZENECA PLC 0.5%

Value $3.055M Shares 87,000 Est. Cost $34.97 Unrealized —

PNC PNC FINL SVCS GROUP INC 0.4%

Value $3.027M Shares 22,404 Est. Cost $114.01 Unrealized -2.1%

— EL PASO ELEC CO 0.4%

Value $3.02M Shares 51,092 Est. Cost $52.88 Unrealized —

NUE NUCOR CORP 0.4%

Value $3.019M Shares 48,300 Est. Cost $54.10 Unrealized 0.0%

OII OCEANEERING INTL INC 0.4%

Value $2.985M Shares 117,226 Est. Cost $20.05 Unrealized +11.7%

ADM ARCHER DANIELS MIDLAND CO 0.4%

Value $2.945M Shares 64,266 Est. Cost $35.86 Unrealized 0.0%

GAP GAP INC DEL 0.4%

Value $2.873M Shares 88,700 Est. Cost $24.73 Unrealized -5.0%

MKC MCCORMICK & CO INC 0.4%

Value $2.844M Shares 24,500 Est. Cost $45.31 Unrealized +0.2%

BA BOEING CO 0.4%

Value $2.818M Shares 8,400 Est. Cost $322.88 Unrealized +2.3%

PFG PRINCIPAL FINL GROUP INC 0.4%

Value $2.772M Shares 52,354 Est. Cost $43.12 Unrealized 0.0%

CVS CVS HEALTH CORP 0.4%

Value $2.754M Shares 42,800 Est. Cost $51.69 Unrealized 0.0%

WHR WHIRLPOOL CORP 0.4%

Value $2.751M Shares 18,816 Est. Cost $151.94 Unrealized 0.0%

PAG PENSKE AUTOMOTIVE GRP INC 0.4%

Value $2.749M Shares 58,680 Est. Cost $48.49 Unrealized -2.7%

HUN HUNTSMAN CORP 0.4%

Value $2.681M Shares 91,801 Est. Cost $30.92 Unrealized 0.0%

OHI OMEGA HEALTHCARE INVS INC 0.4%

Value $2.655M Shares 85,640 Est. Cost $28.06 Unrealized —

CUBE CUBESMART 0.4%

Value $2.6M Shares 80,700 Est. Cost $28.20 Unrealized —

CAKE CHEESECAKE FACTORY INC 0.4%

Value $2.566M Shares 46,600 Est. Cost $40.52 Unrealized +11.0%

MSI MOTOROLA SOLUTIONS INC 0.4%

Value $2.49M Shares 21,400 Est. Cost $91.54 Unrealized +8.4%

HAS HASBRO INC 0.4%

Value $2.461M Shares 26,664 Est. Cost $70.02 Unrealized -4.7%

— TAILORED BRANDS INC 0.4%

Value $2.43M Shares 95,204 Est. Cost $25.06 Unrealized —

COST COSTCO WHSL CORP NEW 0.4%

Value $2.424M Shares 11,600 Est. Cost $169.26 Unrealized +5.0%

TROW PRICE T ROWE GROUP INC 0.4%

Value $2.415M Shares 20,800 Est. Cost $82.41 Unrealized +5.0%

GWW GRAINGER W W INC 0.4%

Value $2.406M Shares 7,800 Est. Cost $235.02 Unrealized +14.7%

— CVR REFNG LP 0.4%

Value $2.392M Shares 107,023 Est. Cost $13.05 Unrealized —

OMC OMNICOM GROUP INC 0.4%

Value $2.38M Shares 31,200 Est. Cost $56.50 Unrealized -0.7%

VFC V F CORP 0.4%

Value $2.364M Shares 29,000 Est. Cost $72.71 Unrealized +3.6%

— SHIP FINANCE INTERNATIONAL L 0.3%

Value $2.344M Shares 156,797 Est. Cost $14.30 Unrealized —

WY WEYERHAEUSER CO 0.3%

Value $2.337M Shares 64,100 Est. Cost $25.91 Unrealized +4.5%

DEO DIAGEO P L C 0.3%

Value $2.336M Shares 16,220 Est. Cost $135.41 Unrealized —

AIZ ASSURANT INC 0.3%

Value $2.329M Shares 22,500 Est. Cost $80.47 Unrealized +1.2%

NTAP NETAPP INC 0.3%

Value $2.309M Shares 29,400 Est. Cost $57.19 Unrealized 0.0%

HUBB HUBBELL INC 0.3%

Value $2.305M Shares 21,800 Est. Cost $111.96 Unrealized -15.4%

— DISCOVER FINL SVCS 0.3%

Value $2.288M Shares 32,500 Est. Cost $71.94 Unrealized —

RF REGIONS FINL CORP NEW 0.3%

Value $2.249M Shares 126,500 Est. Cost $13.90 Unrealized -0.7%

PBF PBF ENERGY INC 0.3%

Value $2.202M Shares 52,525 Est. Cost $32.28 Unrealized +29.7%

GEF GREIF INC 0.3%

Value $2.181M Shares 41,237 Est. Cost $42.62 Unrealized +2.1%

— INTERPUBLIC GROUP COS INC 0.3%

Value $2.154M Shares 91,900 Est. Cost $16.40 Unrealized +5.6%

— MAXIM INTEGRATED PRODS INC 0.3%

Value $2.153M Shares 36,700 Est. Cost $58.66 Unrealized —

SNA SNAP ON INC 0.3%

Value $2.142M Shares 13,328 Est. Cost $124.36 Unrealized 0.0%

POR PORTLAND GEN ELEC CO 0.3%

Value $2.125M Shares 49,705 Est. Cost $30.23 Unrealized +1.1%

CFR CULLEN FROST BANKERS INC 0.3%

Value $2.101M Shares 19,406 Est. Cost $84.69 Unrealized +6.1%

— AMERIGAS PARTNERS L P 0.3%

Value $2.063M Shares 48,873 Est. Cost $41.15 Unrealized —

TXNM PNM RES INC 0.3%

Value $2.062M Shares 52,996 Est. Cost $38.31 Unrealized 0.0%

EQNR EQUINOR ASA 0.3%

Value $2.045M Shares 77,441 Est. Cost $26.41 Unrealized —

GATX GATX CORP 0.3%

Value $2.043M Shares 27,524 Est. Cost $58.39 Unrealized +2.8%

SR SPIRE INC 0.3%

Value $2.006M Shares 28,390 Est. Cost $70.66 Unrealized —

IVZ INVESCO LTD 0.3%

Value $1.994M Shares 75,069 Est. Cost $21.86 Unrealized -8.9%

PII POLARIS INDS INC 0.3%

Value $1.98M Shares 16,208 Est. Cost $116.99 Unrealized 0.0%

— LAM RESEARCH CORP 0.3%

Value $1.968M Shares 11,388 Est. Cost $172.81 Unrealized —

WING WINGSTOP INC 0.3%

Value $1.944M Shares 37,291 Est. Cost $45.92 Unrealized +10.9%

NPK NATIONAL PRESTO INDS INC 0.3%

Value $1.936M Shares 15,615 Est. Cost $102.24 Unrealized +5.6%

SQM SOCIEDAD QUIMICA MINERA DE C 0.3%

Value $1.926M Shares 40,091 Est. Cost $49.16 Unrealized —

BCE BCE INC 0.3%

Value $1.922M Shares 47,476 Est. Cost $26.02 Unrealized 0.0%

KEY KEYCORP NEW 0.3%

Value $1.912M Shares 97,870 Est. Cost $14.60 Unrealized -4.3%

STWD STARWOOD PPTY TR INC 0.3%

Value $1.856M Shares 85,500 Est. Cost $20.95 Unrealized —

NVT NVENT ELECTRIC PLC 0.3%

Value $1.855M Shares 73,893 Est. Cost $21.84 Unrealized 0.0%

CPB CAMPBELL SOUP CO 0.3%

Value $1.847M Shares 45,562 Est. Cost $34.67 Unrealized -12.9%

IDA IDACORP INC 0.3%

Value $1.808M Shares 19,597 Est. Cost $89.76 Unrealized 0.0%

AVGO BROADCOM INC 0.3%

Value $1.796M Shares 7,400 Est. Cost $19.73 Unrealized 0.0%

CBRL CRACKER BARREL OLD CTRY STOR 0.3%

Value $1.78M Shares 11,396 Est. Cost $119.30 Unrealized -1.9%

CATO CATO CORP NEW 0.3%

Value $1.762M Shares 71,567 Est. Cost $9.13 Unrealized +40.2%

WDC WESTERN DIGITAL CORP 0.3%

Value $1.757M Shares 22,700 Est. Cost $61.52 Unrealized -5.0%

— THOMSON REUTERS CORP 0.3%

Value $1.746M Shares 43,300 Est. Cost $40.32 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.3%

Value $1.704M Shares 137,900 Est. Cost $10.96 Unrealized —

WBS WEBSTER FINL CORP CONN 0.2%

Value $1.651M Shares 25,916 Est. Cost $62.26 Unrealized 0.0%

— GREENHILL & CO INC 0.2%

Value $1.647M Shares 57,994 Est. Cost $20.32 Unrealized —

— STEELCASE INC 0.2%

Value $1.64M Shares 121,500 Est. Cost $13.60 Unrealized —

HPQ HP INC 0.2%

Value $1.629M Shares 71,776 Est. Cost $17.36 Unrealized -0.7%

AEE AMEREN CORP 0.2%

Value $1.619M Shares 26,600 Est. Cost $44.14 Unrealized +4.7%

PSO PEARSON PLC 0.2%

Value $1.613M Shares 139,015 Est. Cost $10.70 Unrealized —

NMFC NEW MTN FIN CORP 0.2%

Value $1.608M Shares 118,239 Est. Cost $5.63 Unrealized +4.9%

— DRYSHIPS INC 0.2%

Value $1.6M Shares 304,275 Est. Cost $3.85 Unrealized —

— GASLOG LTD 0.2%

Value $1.599M Shares 83,733 Est. Cost $16.45 Unrealized —

AMGN AMGEN INC 0.2%

Value $1.587M Shares 8,600 Est. Cost $144.43 Unrealized -2.9%

— APOLLO GLOBAL MGMT LLC 0.2%

Value $1.58M Shares 49,568 Est. Cost $31.88 Unrealized —

— HERSHA HOSPITALITY TR 0.2%

Value $1.579M Shares 73,596 Est. Cost $17.89 Unrealized —

— AMC ENTMT HLDGS INC 0.2%

Value $1.574M Shares 99,016 Est. Cost $15.90 Unrealized —

— COVANTA HLDG CORP 0.2%

Value $1.573M Shares 95,341 Est. Cost $15.01 Unrealized —

CMI CUMMINS INC 0.2%

Value $1.569M Shares 11,800 Est. Cost $122.60 Unrealized 0.0%

— AMTRUST FINL SVCS INC 0.2%

Value $1.555M Shares 106,727 Est. Cost $13.47 Unrealized —

ESS ESSEX PPTY TR INC 0.2%

Value $1.528M Shares 6,392 Est. Cost $175.97 Unrealized +4.2%

OEC ORION ENGINEERED CARBONS S A 0.2%

Value $1.524M Shares 49,407 Est. Cost $27.91 Unrealized +4.2%

— NIELSEN HLDGS PLC 0.2%

Value $1.466M Shares 47,386 Est. Cost $31.79 Unrealized —

TX TERNIUM SA 0.2%

Value $1.462M Shares 41,990 Est. Cost $34.12 Unrealized —

— MEREDITH CORP 0.2%

Value $1.433M Shares 28,089 Est. Cost $51.02 Unrealized —

HMC HONDA MOTOR LTD 0.2%

Value $1.425M Shares 48,700 Est. Cost $31.26 Unrealized —

— MERIDIAN BIOSCIENCE INC 0.2%

Value $1.414M Shares 88,959 Est. Cost $14.66 Unrealized —

MATX MATSON INC 0.2%

Value $1.39M Shares 36,207 Est. Cost $27.27 Unrealized +6.7%

— TRINSEO S A 0.2%

Value $1.376M Shares 19,391 Est. Cost $74.06 Unrealized —

— SCHNITZER STL INDS 0.2%

Value $1.376M Shares 40,835 Est. Cost $32.35 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 0.2%

Value $1.362M Shares 203,000 Est. Cost $2.55 Unrealized +2.3%

EIX EDISON INTL 0.2%

Value $1.354M Shares 21,400 Est. Cost $43.79 Unrealized +2.3%

TD TORONTO DOMINION BK ONT 0.2%

Value $1.344M Shares 23,236 Est. Cost $58.52 Unrealized -2.2%

— BED BATH & BEYOND INC 0.2%

Value $1.333M Shares 66,900 Est. Cost $20.12 Unrealized —

PGR PROGRESSIVE CORP OHIO 0.2%

Value $1.331M Shares 22,500 Est. Cost $44.72 Unrealized +8.0%

RGR STURM RUGER & CO INC 0.2%

Value $1.329M Shares 23,726 Est. Cost $58.31 Unrealized 0.0%

SRE SEMPRA ENERGY 0.2%

Value $1.324M Shares 11,400 Est. Cost $42.70 Unrealized 0.0%

CNQ CANADIAN NAT RES LTD 0.2%

Value $1.3M Shares 36,030 Est. Cost $11.03 Unrealized +6.3%

OPLN KAR AUCTION SVCS INC 0.2%

Value $1.299M Shares 23,700 Est. Cost $20.17 Unrealized +1.0%

RYN RAYONIER INC 0.2%

Value $1.291M Shares 33,369 Est. Cost $35.18 Unrealized —

— DSW INC 0.2%

Value $1.251M Shares 48,468 Est. Cost $25.81 Unrealized —

— CNOOC LTD 0.2%

Value $1.243M Shares 7,259 Est. Cost $149.85 Unrealized —

HP HELMERICH & PAYNE INC 0.2%

Value $1.224M Shares 19,200 Est. Cost $67.45 Unrealized +0.9%

— MOBILE MINI INC 0.2%

Value $1.217M Shares 25,942 Est. Cost $43.48 Unrealized —

— CAPSTEAD MTG CORP 0.2%

Value $1.214M Shares 135,605 Est. Cost $8.66 Unrealized —

— DEAN FOODS CO NEW 0.2%

Value $1.19M Shares 113,242 Est. Cost $10.51 Unrealized —

LLY LILLY ELI & CO 0.2%

Value $1.188M Shares 13,921 Est. Cost $71.71 Unrealized +2.8%

UGI UGI CORP NEW 0.2%

Value $1.182M Shares 22,700 Est. Cost $44.84 Unrealized +8.1%

— VIPER ENERGY PARTNERS LP 0.2%

Value $1.181M Shares 37,005 Est. Cost $25.40 Unrealized —

MDU MDU RES GROUP INC 0.2%

Value $1.17M Shares 40,802 Est. Cost $8.49 Unrealized 0.0%

— CHENIERE ENERGY PTNRS LP HLD 0.2%

Value $1.166M Shares 37,064 Est. Cost $27.60 Unrealized —

— WESTROCK CO 0.2%

Value $1.113M Shares 19,519 Est. Cost $64.17 Unrealized —

NJR NEW JERSEY RES 0.2%

Value $1.113M Shares 24,862 Est. Cost $31.01 Unrealized +4.4%

MC MOELIS & CO 0.2%

Value $1.073M Shares 18,300 Est. Cost $30.36 Unrealized +9.7%

— RUDOLPH TECHNOLOGIES INC 0.2%

Value $1.066M Shares 36,001 Est. Cost $28.73 Unrealized —

— CHINA MOBILE LIMITED 0.2%

Value $1.063M Shares 23,942 Est. Cost $44.40 Unrealized —

— PINNACLE FOODS INC DEL 0.2%

Value $1.06M Shares 16,300 Est. Cost $65.03 Unrealized —

OGS ONE GAS INC 0.2%

Value $1.053M Shares 14,084 Est. Cost $71.11 Unrealized 0.0%

— TOTAL S A 0.2%

Value $1.051M Shares 17,358 Est. Cost $57.69 Unrealized —

AWK AMERICAN WTR WKS CO INC NEW 0.2%

Value $1.05M Shares 12,300 Est. Cost $71.59 Unrealized 0.0%

SIMO SILICON MOTION TECHNOLOGY CO 0.2%

Value $1.049M Shares 19,829 Est. Cost $48.13 Unrealized —

NFG NATIONAL FUEL GAS CO N J 0.2%

Value $1.033M Shares 19,497 Est. Cost $51.80 Unrealized 0.0%

PNW PINNACLE WEST CAP CORP 0.2%

Value $1.023M Shares 12,700 Est. Cost $57.22 Unrealized 0.0%

CMBT EURONAV NV ANTWERPEN 0.2%

Value $1.019M Shares 110,710 Est. Cost $4.11 Unrealized +2.9%

— HCP INC 0.2%

Value $1.015M Shares 39,300 Est. Cost $23.23 Unrealized —

IMKTA INGLES MKTS INC 0.1%

Value $992K Shares 31,182 Est. Cost $30.13 Unrealized -5.2%

RSG REPUBLIC SVCS INC 0.1%

Value $991K Shares 14,500 Est. Cost $59.86 Unrealized 0.0%

— GANNETT CO INC 0.1%

Value $990K Shares 92,518 Est. Cost $9.98 Unrealized —

AJG GALLAGHER ARTHUR J & CO 0.1%

Value $980K Shares 15,017 Est. Cost $60.72 Unrealized +0.4%

RLI RLI CORP 0.1%

Value $975K Shares 14,736 Est. Cost $25.21 Unrealized +1.8%

INGR INGREDION INC 0.1%

Value $974K Shares 8,798 Est. Cost $117.60 Unrealized 0.0%

CDP CORPORATE OFFICE PPTYS TR 0.1%

Value $969K Shares 33,412 Est. Cost $25.84 Unrealized —

HSY HERSHEY CO 0.1%

Value $968K Shares 10,400 Est. Cost $77.82 Unrealized 0.0%

— WADDELL & REED FINL INC 0.1%

Value $967K Shares 53,805 Est. Cost $17.97 Unrealized —

MERC MERCER INTL INC 0.1%

Value $956K Shares 54,617 Est. Cost $10.44 Unrealized +10.8%

VET VERMILION ENERGY INC 0.1%

Value $939K Shares 26,081 Est. Cost $34.79 Unrealized -0.6%

HWC HANCOCK WHITNEY CORPORATION 0.1%

Value $939K Shares 20,129 Est. Cost $50.73 Unrealized 0.0%

TBRG COMPUTER PROGRAMS & SYS INC 0.1%

Value $912K Shares 27,727 Est. Cost $29.23 Unrealized +3.8%

— TRAVELPORT WORLDWIDE LTD 0.1%

Value $912K Shares 49,200 Est. Cost $16.34 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.1%

Value $901K Shares 336,187 Est. Cost $2.29 Unrealized -3.7%

— MOBILE TELESYSTEMS PJSC 0.1%

Value $899K Shares 101,774 Est. Cost $8.83 Unrealized —

TPR TAPESTRY INC 0.1%

Value $878K Shares 18,800 Est. Cost $39.03 Unrealized 0.0%

— ESSENDANT INC 0.1%

Value $874K Shares 66,100 Est. Cost $13.22 Unrealized —

IFF INTERNATIONAL FLAVORS&FRAGRA 0.1%

Value $865K Shares 6,981 Est. Cost $107.03 Unrealized 0.0%

BAP CREDICORP LTD 0.1%

Value $864K Shares 3,839 Est. Cost $183.02 Unrealized +2.6%

WM WASTE MGMT INC DEL 0.1%

Value $854K Shares 10,500 Est. Cost $74.90 Unrealized -3.0%

— AIRCASTLE LTD 0.1%

Value $841K Shares 41,005 Est. Cost $20.51 Unrealized —

RCL ROYAL CARIBBEAN CRUISES LTD 0.1%

Value $839K Shares 8,100 Est. Cost $117.41 Unrealized -12.5%

SLF SUN LIFE FINL INC 0.1%

Value $825K Shares 20,553 Est. Cost $41.40 Unrealized 0.0%

AB ALLIANCEBERNSTEIN HOLDING LP 0.1%

Value $823K Shares 28,816 Est. Cost $26.84 Unrealized —

— NRG YIELD INC 0.1%

Value $815K Shares 47,387 Est. Cost $17.00 Unrealized —

BRSL INTERNATIONAL GAME TECHNOLOG 0.1%

Value $814K Shares 35,026 Est. Cost $17.30 Unrealized -3.3%

CSCO CISCO SYS INC 0.1%

Value $813K Shares 18,900 Est. Cost $33.46 Unrealized +3.9%

EXR EXTRA SPACE STORAGE INC 0.1%

Value $808K Shares 8,100 Est. Cost $62.65 Unrealized +11.7%

— NIC INC 0.1%

Value $805K Shares 51,775 Est. Cost $13.30 Unrealized —

MAIN MAIN STREET CAPITAL CORP 0.1%

Value $786K Shares 20,648 Est. Cost $38.06 Unrealized 0.0%

— SONIC CORP 0.1%

Value $781K Shares 22,700 Est. Cost $25.23 Unrealized —

CLX CLOROX CO DEL 0.1%

Value $771K Shares 5,700 Est. Cost $106.77 Unrealized -7.4%

WRB W R BERKLEY CORPORATION 0.1%

Value $770K Shares 10,634 Est. Cost $18.67 Unrealized 0.0%

— KNOLL INC 0.1%

Value $744K Shares 35,747 Est. Cost $20.27 Unrealized —

PRA PROASSURANCE CORP 0.1%

Value $733K Shares 20,665 Est. Cost $41.80 Unrealized 0.0%

PBI PITNEY BOWES INC 0.1%

Value $729K Shares 85,100 Est. Cost $12.39 Unrealized -22.1%

FLO FLOWERS FOODS INC 0.1%

Value $729K Shares 35,008 Est. Cost $14.75 Unrealized +6.5%

— ARCH COAL INC 0.1%

Value $721K Shares 9,198 Est. Cost $78.39 Unrealized —

— ALLETE INC 0.1%

Value $720K Shares 9,300 Est. Cost $72.28 Unrealized —

— NEW SR INVT GROUP INC 0.1%

Value $718K Shares 94,823 Est. Cost $8.18 Unrealized —

FNF FIDELITY NATIONAL FINANCIAL 0.1%

Value $715K Shares 18,998 Est. Cost $27.27 Unrealized -3.5%

NSP INSPERITY INC 0.1%

Value $714K Shares 7,500 Est. Cost $52.97 Unrealized +34.9%

SPH SUBURBAN PROPANE PARTNERS L 0.1%

Value $713K Shares 30,363 Est. Cost $22.01 Unrealized —

— CHIMERA INVT CORP 0.1%

Value $702K Shares 38,400 Est. Cost $17.41 Unrealized —

— NEW YORK MTG TR INC 0.1%

Value $699K Shares 116,352 Est. Cost $5.93 Unrealized —

— APARTMENT INVT & MGMT CO 0.1%

Value $681K Shares 16,093 Est. Cost $40.76 Unrealized —

ES EVERSOURCE ENERGY 0.1%

Value $674K Shares 11,500 Est. Cost $44.88 Unrealized -1.8%

— DONNELLEY R R & SONS CO 0.1%

Value $671K Shares 116,466 Est. Cost $5.76 Unrealized —

CNS COHEN & STEERS INC 0.1%

Value $669K Shares 16,049 Est. Cost $28.15 Unrealized 0.0%

FHB FIRST HAWAIIAN INC 0.1%

Value $665K Shares 22,900 Est. Cost $20.53 Unrealized +0.0%

— FRONTIER COMMUNICATIONS CORP 0.1%

Value $659K Shares 122,898 Est. Cost $7.42 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 0.1%

Value $639K Shares 32,078 Est. Cost $17.59 Unrealized —

— BOARDWALK PIPELINE PARTNERS 0.1%

Value $635K Shares 54,675 Est. Cost $11.61 Unrealized —

NSA NATIONAL STORAGE AFFILIATES 0.1%

Value $634K Shares 20,560 Est. Cost $25.09 Unrealized —

HTGC HERCULES CAPITAL INC 0.1%

Value $632K Shares 49,933 Est. Cost $12.54 Unrealized -1.4%

SON SONOCO PRODS CO 0.1%

Value $611K Shares 11,634 Est. Cost $38.76 Unrealized +2.0%

— FS INVT CORP 0.1%

Value $600K Shares 81,676 Est. Cost $7.25 Unrealized —

WSO WATSCO INC 0.1%

Value $595K Shares 3,339 Est. Cost $173.34 Unrealized +4.9%

TELFY TELEFONICA S A 0.1%

Value $592K Shares 69,409 Est. Cost $8.53 Unrealized —

— GREAT WESTN BANCORP INC 0.1%

Value $586K Shares 13,963 Est. Cost $41.97 Unrealized —

OFG OFG BANCORP 0.1%

Value $551K Shares 39,247 Est. Cost $10.59 Unrealized +27.7%

KT KT CORP 0.1%

Value $546K Shares 41,100 Est. Cost $13.70 Unrealized —

GNTX GENTEX CORP 0.1%

Value $531K Shares 23,079 Est. Cost $22.76 Unrealized +4.3%

— NEVSUN RES LTD 0.1%

Value $527K Shares 151,787 Est. Cost $2.38 Unrealized —

— MAXAR TECHNOLOGIES LTD 0.1%

Value $523K Shares 10,362 Est. Cost $50.47 Unrealized —

E ENI S P A 0.1%

Value $521K Shares 14,036 Est. Cost $35.35 Unrealized —

— STATE BK FINL CORP 0.1%

Value $516K Shares 15,435 Est. Cost $33.43 Unrealized —

— EQT GP HLDGS LP 0.1%

Value $513K Shares 21,802 Est. Cost $23.31 Unrealized —

BBVA BANCO BILBAO VIZCAYA ARGENTA 0.1%

Value $513K Shares 73,258 Est. Cost $7.00 Unrealized —

— TELEFONICA BRASIL SA 0.1%

Value $509K Shares 42,900 Est. Cost $13.63 Unrealized —

FR FIRST INDUSTRIAL REALTY TRUS 0.1%

Value $507K Shares 15,192 Est. Cost $29.24 Unrealized —

XHR XENIA HOTELS & RESORTS INC 0.1%

Value $504K Shares 20,676 Est. Cost $19.71 Unrealized —

ADC AGREE REALTY CORP 0.1%

Value $494K Shares 9,365 Est. Cost $48.06 Unrealized —

— VEON LTD 0.1%

Value $494K Shares 207,700 Est. Cost $2.38 Unrealized —

HMY HARMONY GOLD MNG LTD 0.1%

Value $494K Shares 316,552 Est. Cost $2.39 Unrealized —

CBT CABOT CORP 0.1%

Value $488K Shares 7,900 Est. Cost $51.90 Unrealized -5.7%

— HUANENG PWR INTL INC 0.1%

Value $485K Shares 18,463 Est. Cost $26.85 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 0.1%

Value $483K Shares 3,600 Est. Cost $98.61 Unrealized +9.3%

TDG TRANSDIGM GROUP INC 0.1%

Value $483K Shares 1,400 Est. Cost $218.67 Unrealized +11.5%

— NATIONAL CINEMEDIA INC 0.1%

Value $464K Shares 55,215 Est. Cost $7.12 Unrealized —

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $453K Shares 10,364 Est. Cost $28.88 Unrealized +1.6%

— XPERI CORP 0.1%

Value $452K Shares 28,074 Est. Cost $16.10 Unrealized —

— CHINA PETE & CHEM CORP 0.1%

Value $449K Shares 4,993 Est. Cost $89.93 Unrealized —

CAJPY CANON INC 0.1%

Value $449K Shares 13,738 Est. Cost $32.68 Unrealized —

— ENBRIDGE ENERGY MANAGEMENT L 0.1%

Value $447K Shares 43,566 Est. Cost $10.26 Unrealized —

— DOMINION ENERGY MIDSTRM PRTN 0.1%

Value $445K Shares 32,700 Est. Cost $13.61 Unrealized —

— GUESS INC 0.1%

Value $443K Shares 20,700 Est. Cost $20.74 Unrealized —

WPP WPP PLC NEW 0.1%

Value $443K Shares 5,639 Est. Cost $78.56 Unrealized —

TKR TIMKEN CO 0.1%

Value $440K Shares 10,100 Est. Cost $48.13 Unrealized -3.1%

RLJ RLJ LODGING TR 0.1%

Value $437K Shares 19,826 Est. Cost $19.42 Unrealized —

TRMK TRUSTMARK CORP 0.1%

Value $434K Shares 13,304 Est. Cost $25.54 Unrealized 0.0%

CMRE COSTAMARE INC 0.1%

Value $433K Shares 54,280 Est. Cost $5.42 Unrealized 0.0%

— FRONTLINE LTD 0.1%

Value $429K Shares 73,400 Est. Cost $4.57 Unrealized —

— CHINA TELECOM CORP LTD 0.1%

Value $427K Shares 9,205 Est. Cost $44.43 Unrealized —

OTTR OTTER TAIL CORP 0.1%

Value $419K Shares 8,798 Est. Cost $36.40 Unrealized 0.0%

PIPR PIPER JAFFRAY COS 0.1%

Value $414K Shares 5,392 Est. Cost $78.29 Unrealized 0.0%

ERIC ERICSSON 0.1%

Value $404K Shares 52,700 Est. Cost $7.00 Unrealized —

HE HAWAIIAN ELEC INDUSTRIES 0.1%

Value $401K Shares 11,700 Est. Cost $33.79 Unrealized +0.6%

— JERNIGAN CAP INC 0.1%

Value $394K Shares 20,666 Est. Cost $18.11 Unrealized —

— CHANGYOU COM LTD 0.1%

Value $392K Shares 23,505 Est. Cost $16.68 Unrealized —

CVBF CVB FINL CORP 0.1%

Value $388K Shares 17,300 Est. Cost $17.45 Unrealized -1.6%

CIG COMPANHIA ENERGETICA DE MINA 0.1%

Value $383K Shares 208,269 Est. Cost $2.07 Unrealized —

THG HANOVER INS GROUP INC 0.1%

Value $383K Shares 3,200 Est. Cost $88.48 Unrealized +6.3%

GBCI GLACIER BANCORP INC NEW 0.1%

Value $377K Shares 9,745 Est. Cost $30.57 Unrealized 0.0%

— NEENAH INC 0.1%

Value $372K Shares 4,380 Est. Cost $78.31 Unrealized —

NMRK NEWMARK GROUP INC 0.1%

Value $372K Shares 26,110 Est. Cost $12.92 Unrealized 0.0%

WH WYNDHAM HOTELS & RESORTS INC 0.1%

Value $371K Shares 6,300 Est. Cost $60.97 Unrealized 0.0%

AWR AMERICAN STS WTR CO 0.1%

Value $370K Shares 6,467 Est. Cost $46.64 Unrealized +3.0%

— BUCKEYE PARTNERS L P 0.1%

Value $359K Shares 10,200 Est. Cost $37.40 Unrealized —

— BARNES & NOBLE INC 0.1%

Value $357K Shares 56,166 Est. Cost $5.75 Unrealized —

CPT CAMDEN PPTY TR 0.1%

Value $355K Shares 3,900 Est. Cost $63.82 Unrealized +5.3%

RWT REDWOOD TR INC 0.1%

Value $354K Shares 21,472 Est. Cost $15.46 Unrealized —

CHCT COMMUNITY HEALTHCARE TR INC 0.1%

Value $353K Shares 11,812 Est. Cost $25.76 Unrealized —

— NUSTAR GP HOLDINGS LLC 0.1%

Value $346K Shares 27,913 Est. Cost $11.63 Unrealized —

HCI HCI GROUP INC 0.0%

Value $334K Shares 8,032 Est. Cost $36.10 Unrealized +14.6%

MCY MERCURY GENL CORP NEW 0.0%

Value $330K Shares 7,235 Est. Cost $47.11 Unrealized 0.0%

FAST FASTENAL CO 0.0%

Value $327K Shares 6,800 Est. Cost $11.23 Unrealized -5.3%

WT WISDOMTREE INVTS INC 0.0%

Value $327K Shares 36,000 Est. Cost $10.80 Unrealized -3.3%

— ADTRAN INC 0.0%

Value $325K Shares 21,880 Est. Cost $14.85 Unrealized —

MLCO MELCO RESORT ENTERTAINMENT L 0.0%

Value $325K Shares 11,600 Est. Cost $28.97 Unrealized —

BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%

Value $324K Shares 7,400 Est. Cost $33.57 Unrealized +8.8%

— DUKE REALTY CORP 0.0%

Value $316K Shares 10,900 Est. Cost $26.51 Unrealized —

— BOSTON PRIVATE FINL HLDGS IN 0.0%

Value $313K Shares 19,699 Est. Cost $15.89 Unrealized —

KFRC KFORCE INC 0.0%

Value $310K Shares 9,024 Est. Cost $26.89 Unrealized +17.3%

TFSL TFS FINL CORP 0.0%

Value $309K Shares 19,596 Est. Cost $8.90 Unrealized 0.0%

— AEGON N V 0.0%

Value $308K Shares 52,030 Est. Cost $6.77 Unrealized —

GSBD GOLDMAN SACHS BDC INC 0.0%

Value $308K Shares 15,032 Est. Cost $20.76 Unrealized -3.3%

— KINDRED HEALTHCARE INC 0.0%

Value $308K Shares 34,200 Est. Cost $9.15 Unrealized —

LAMR LAMAR ADVERTISING CO NEW 0.0%

Value $307K Shares 4,500 Est. Cost $63.67 Unrealized —

— NEW MEDIA INVT GROUP INC 0.0%

Value $303K Shares 16,381 Est. Cost $18.50 Unrealized —

— DOMTAR CORP 0.0%

Value $301K Shares 6,300 Est. Cost $42.54 Unrealized —

— CORESITE RLTY CORP 0.0%

Value $299K Shares 2,700 Est. Cost $100.27 Unrealized —

SAFT SAFETY INS GROUP INC 0.0%

Value $299K Shares 3,501 Est. Cost $76.53 Unrealized +8.4%

ORANY ORANGE 0.0%

Value $299K Shares 17,930 Est. Cost $16.68 Unrealized —

NEXA NEXA RES S A 0.0%

Value $298K Shares 25,312 Est. Cost $12.65 Unrealized 0.0%

NHTC NATURAL HEALTH TRENDS CORP 0.0%

Value $298K Shares 11,920 Est. Cost $20.92 Unrealized 0.0%

HVT HAVERTY FURNITURE INC 0.0%

Value $296K Shares 13,698 Est. Cost $19.94 Unrealized 0.0%

— SUMMIT MIDSTREAM PARTNERS LP 0.0%

Value $295K Shares 19,171 Est. Cost $15.39 Unrealized —

AMSF AMERISAFE INC 0.0%

Value $290K Shares 5,021 Est. Cost $31.13 Unrealized 0.0%

— ANIXTER INTL INC 0.0%

Value $284K Shares 4,484 Est. Cost $63.34 Unrealized —

— BIG 5 SPORTING GOODS CORP 0.0%

Value $283K Shares 37,200 Est. Cost $7.38 Unrealized —

— GOLAR LNG PARTNERS LP 0.0%

Value $283K Shares 18,288 Est. Cost $15.47 Unrealized —

— ENEL AMERICAS S A 0.0%

Value $278K Shares 31,600 Est. Cost $11.62 Unrealized —

— CRH PLC 0.0%

Value $275K Shares 7,785 Est. Cost $35.32 Unrealized —

NDAQ NASDAQ INC 0.0%

Value $274K Shares 3,000 Est. Cost $23.90 Unrealized +11.8%

— COLUMBIA PPTY TR INC 0.0%

Value $273K Shares 12,000 Est. Cost $20.50 Unrealized —

— XINYUAN REAL ESTATE CO LTD 0.0%

Value $267K Shares 59,926 Est. Cost $5.28 Unrealized —

— SINOPEC SHANGHAI PETROCHEMIC 0.0%

Value $267K Shares 4,444 Est. Cost $61.43 Unrealized —

— QIWI PLC 0.0%

Value $265K Shares 16,821 Est. Cost $19.10 Unrealized —

— GAIN CAP HLDGS INC 0.0%

Value $261K Shares 34,530 Est. Cost $7.56 Unrealized —

POWL POWELL INDS INC 0.0%

Value $259K Shares 7,435 Est. Cost $24.05 Unrealized +13.8%

— ARMOUR RESIDENTIAL REIT INC 0.0%

Value $256K Shares 11,206 Est. Cost $23.27 Unrealized —

QCOM QUALCOMM INC 0.0%

Value $253K Shares 4,500 Est. Cost $51.91 Unrealized -11.6%

RIO RIO TINTO PLC 0.0%

Value $244K Shares 4,400 Est. Cost $51.54 Unrealized —

OCFC OCEANFIRST FINL CORP 0.0%

Value $234K Shares 7,797 Est. Cost $20.86 Unrealized 0.0%

UFCS UNITED FIRE GROUP INC 0.0%

Value $234K Shares 4,296 Est. Cost $51.95 Unrealized 0.0%

USAC USA COMPRESSION PARTNERS LP 0.0%

Value $233K Shares 13,831 Est. Cost $16.85 Unrealized —

— HEIDRICK & STRUGGLES INTL IN 0.0%

Value $219K Shares 6,252 Est. Cost $35.03 Unrealized —

CAH CARDINAL HEALTH INC 0.0%

Value $215K Shares 4,400 Est. Cost $54.18 Unrealized -16.7%

BMO BANK MONTREAL QUE 0.0%

Value $214K Shares 2,772 Est. Cost $56.99 Unrealized -1.2%

PNNT PENNANTPARK INVT CORP 0.0%

Value $213K Shares 30,422 Est. Cost $2.78 Unrealized 0.0%

MYE MYERS INDS INC 0.0%

Value $211K Shares 10,991 Est. Cost $16.72 Unrealized 0.0%

HCKT HACKETT GROUP INC 0.0%

Value $210K Shares 13,087 Est. Cost $16.70 Unrealized -2.6%

KEP KOREA ELECTRIC PWR 0.0%

Value $203K Shares 14,128 Est. Cost $14.37 Unrealized —

— AMERICAN RAILCAR INDS INC 0.0%

Value $201K Shares 5,086 Est. Cost $37.37 Unrealized —

DK DELEK US HLDGS INC NEW 0.0%

Value $201K Shares 4,008 Est. Cost $27.75 Unrealized +39.1%

MGEE MGE ENERGY INC 0.0%

Value $201K Shares 3,194 Est. Cost $49.58 Unrealized 0.0%

— CAPITALA FIN CORP 0.0%

Value $201K Shares 24,273 Est. Cost $7.70 Unrealized —

HOPE HOPE BANCORP INC 0.0%

Value $196K Shares 10,977 Est. Cost $18.08 Unrealized 0.0%

OXSQ OXFORD SQUARE CAP CORP 0.0%

Value $189K Shares 27,370 Est. Cost $5.83 Unrealized +13.7%

— OAKTREE SPECIALTY LENDING CO 0.0%

Value $176K Shares 36,900 Est. Cost $4.57 Unrealized —

MMLP MARTIN MIDSTREAM PRTNRS L P 0.0%

Value $140K Shares 10,119 Est. Cost $13.54 Unrealized —

— ACETO CORP 0.0%

Value $128K Shares 38,219 Est. Cost $3.35 Unrealized —

DLNG DYNAGAS LNG PARTNERS LP 0.0%

Value $109K Shares 13,315 Est. Cost $8.19 Unrealized —

— AU OPTRONICS CORP 0.0%

Value $107K Shares 25,300 Est. Cost $4.23 Unrealized —

— NAVIOS MARITIME PARTNERS L P 0.0%

Value $105K Shares 55,786 Est. Cost $1.81 Unrealized —

— CAPITAL PRODUCT PARTNERS L P 0.0%

Value $86,000 Shares 27,985 Est. Cost $3.12 Unrealized —

— BLACKROCK CAPITAL INVESTMENT 0.0%

Value $84,000 Shares 14,378 Est. Cost $6.04 Unrealized —

— STONEMOR PARTNERS L P 0.0%

Value $68,000 Shares 11,300 Est. Cost $6.23 Unrealized —

— TEEKAY OFFSHORE PARTNERS L P 0.0%

Value $68,000 Shares 25,800 Est. Cost $2.27 Unrealized —

— ISRAEL CHEMICALS LTD 0.0%

Value $62,000 Shares 13,500 Est. Cost $4.22 Unrealized —

— NAVIOS MARITIME ACQUIS CORP 0.0%

Value $55,000 Shares 89,723 Est. Cost $0.84 Unrealized —

— JUST ENERGY GROUP INC 0.0%

Value $44,000 Shares 12,224 Est. Cost $4.39 Unrealized —

— CVR PARTNERS LP 0.0%

Value $39,000 Shares 11,900 Est. Cost $3.25 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value $30,000 Shares 26,004 Est. Cost $1.19 Unrealized —

— CEMTREX INC 0.0%

Value $3,000 Shares 30,000 Est. Cost $0.53 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
VLO	VALERO ENERGY CORP NEW	161,244	$17.87M	2.7%	$68.16	+21.1%	COM	91913Y100
OXY	OCCIDENTAL PETE CORP DEL	145,800	$12.2M	1.8%	$61.81	+7.3%	COM	674599105
TEVA	TEVA PHARMACEUTICAL INDS LTD	429,745	$10.45M	1.5%	$18.32	—	SPONSORED ADR	881624209
AES	AES CORP	727,451	$9.755M	1.4%	$9.38	0.0%	COM	00130H105
M	MACYS INC	246,112	$9.212M	1.4%	$27.02	+24.1%	COM	55616P104
ETR	ENTERGY CORP NEW	111,678	$9.022M	1.3%	$29.87	0.0%	COM	29364G103
—	SEAGATE TECHNOLOGY PLC	145,400	$8.211M	1.2%	$58.27	—	SHS	G7945M107
ALLY	ALLY FINL INC	304,848	$8.008M	1.2%	$21.62	-2.4%	COM	02005N100
FE	FIRSTENERGY CORP	222,200	$7.979M	1.2%	$25.13	0.0%	COM	337932107
—	DR PEPPER SNAPPLE GROUP INC	62,464	$7.621M	1.1%	$120.79	—	COM	26138E109
CF	CF INDS HLDGS INC	171,003	$7.593M	1.1%	$33.47	+0.7%	COM	125269100
PAYX	PAYCHEX INC	106,558	$7.283M	1.1%	$52.03	-0.9%	COM	704326107
EVRG	EVERGY INC	129,612	$7.278M	1.1%	$40.03	0.0%	COM	30034W106
SABR	SABRE CORP	291,300	$7.178M	1.1%	$21.79	+6.4%	COM	78573M104
—	BHP BILLITON PLC	159,000	$7.147M	1.1%	$39.73	—	SPONSORED ADR	05545E209
MAT	MATTEL INC	397,500	$6.527M	1.0%	$15.59	-2.6%	COM	577081102
C	CITIGROUP INC	95,146	$6.367M	0.9%	$53.03	0.0%	COM NEW	172967424
KSS	KOHLS CORP	87,321	$6.366M	0.9%	$64.45	+3.4%	COM	500255104
MPC	MARATHON PETE CORP	88,487	$6.208M	0.9%	$53.75	+11.7%	COM	56585A102
EXC	EXELON CORP	137,734	$5.867M	0.9%	$21.58	+1.8%	COM	30161N101
PRU	PRUDENTIAL FINL INC	59,992	$5.61M	0.8%	$69.70	0.0%	COM	744320102
WU	WESTERN UN CO	272,254	$5.535M	0.8%	$19.23	—	COM	959802109
—	HOLLYFRONTIER CORP	80,300	$5.495M	0.8%	$48.86	—	COM	436106108
BPOP	POPULAR INC	121,274	$5.483M	0.8%	$32.66	+12.4%	COM NEW	733174700
ENR	ENERGIZER HLDGS INC NEW	85,900	$5.408M	0.8%	$41.00	+9.6%	COM	29272W109
PPL	PPL CORP	188,428	$5.38M	0.8%	$20.88	-5.6%	COM	69351T106
AFL	AFLAC INC	122,085	$5.252M	0.8%	$37.13	+1.2%	COM	001055102
NEE	NEXTERA ENERGY INC	31,013	$5.18M	0.8%	$33.41	0.0%	COM	65339F101
INTC	INTEL CORP	103,424	$5.141M	0.8%	$41.82	+7.7%	COM	458140100
HRB	BLOCK H & R INC	223,278	$5.086M	0.8%	$19.56	+0.5%	COM	093671105
EG	EVEREST RE GROUP LTD	21,872	$5.041M	0.7%	$203.38	-1.4%	COM	G3223R108
BP	BP PLC	110,100	$5.027M	0.7%	$43.62	—	SPONSORED ADR	055622104
FITB	FIFTH THIRD BANCORP	171,620	$4.925M	0.7%	$24.19	-2.3%	COM	316773100
—	DUNKIN BRANDS GROUP INC	70,100	$4.842M	0.7%	$59.68	—	COM	265504100
IBM	INTERNATIONAL BUSINESS MACHS	34,400	$4.806M	0.7%	$101.66	-1.7%	COM	459200101
DAL	DELTA AIR LINES INC DEL	92,600	$4.587M	0.7%	$49.40	0.0%	COM NEW	247361702
LMT	LOCKHEED MARTIN CORP	15,115	$4.465M	0.7%	$269.45	-2.6%	COM	539830109
TXN	TEXAS INSTRS INC	40,300	$4.443M	0.7%	$87.17	+0.1%	COM	882508104
CAG	CONAGRA BRANDS INC	123,600	$4.416M	0.7%	$27.37	+1.1%	COM	205887102
NAVI	NAVIENT CORPORATION	332,671	$4.335M	0.6%	$13.60	+0.2%	COM	63938C108
PHG	KONINKLIJKE PHILIPS N V	100,981	$4.268M	0.6%	$38.31	—	NY REG SH NEW	500472303
CNP	CENTERPOINT ENERGY INC	152,398	$4.223M	0.6%	$20.96	-0.4%	COM	15189T107
—	NORDSTROM INC	81,300	$4.21M	0.6%	$51.57	—	COM	655664100
RL	RALPH LAUREN CORP	33,300	$4.186M	0.6%	$92.65	+12.7%	CL A	751212101
—	WHITING PETE CORP NEW	77,937	$4.109M	0.6%	$52.72	—	COM NEW	966387409
R	RYDER SYS INC	57,005	$4.096M	0.6%	$75.13	-6.7%	COM	783549108
GT	GOODYEAR TIRE & RUBR CO	169,414	$3.946M	0.6%	$25.69	0.0%	COM	382550101
—	HANESBRANDS INC	179,173	$3.945M	0.6%	$22.02	—	COM	410345102
DIN	DINE BRANDS GLOBAL INC	52,410	$3.92M	0.6%	$45.03	+19.4%	COM	254423106
ABBV	ABBVIE INC	42,100	$3.901M	0.6%	$78.53	-10.2%	COM	00287Y109
BKE	BUCKLE INC	143,800	$3.868M	0.6%	$9.49	+17.5%	COM	118440106
PK	PARK HOTELS RESORTS INC	123,515	$3.783M	0.6%	$27.02	—	COM	700517105
WSM	WILLIAMS SONOMA INC	61,559	$3.778M	0.6%	$22.32	+1.3%	COM	969904101
TSCO	TRACTOR SUPPLY CO	48,900	$3.74M	0.6%	$12.33	+0.2%	COM	892356106
TGT	TARGET CORP	48,900	$3.722M	0.6%	$58.46	+2.0%	COM	87612E106
KR	KROGER CO	126,200	$3.59M	0.5%	$21.37	0.0%	COM	501044101
EAT	BRINKER INTL INC	71,284	$3.393M	0.5%	$35.53	+16.3%	COM	109641100
CCOI	COGENT COMMUNICATIONS HLDGS	62,304	$3.327M	0.5%	$29.20	+14.8%	COM NEW	19239V302
PCG	PG&E CORP	74,800	$3.183M	0.5%	$41.94	+2.2%	COM	69331C108
INFY	INFOSYS LTD	163,414	$3.175M	0.5%	$17.85	—	SPONSORED ADR	456788108
CHRW	C H ROBINSON WORLDWIDE INC	37,400	$3.129M	0.5%	$76.47	-2.6%	COM NEW	12541W209
NWE	NORTHWESTERN CORP	53,902	$3.086M	0.5%	$37.69	+3.6%	COM NEW	668074305
KLAC	KLA-TENCOR CORP	29,876	$3.063M	0.5%	$98.02	-1.0%	COM	482480100
BIGGQ	BIG LOTS INC	73,300	$3.062M	0.5%	$38.94	-12.7%	COM	089302103
AZN	ASTRAZENECA PLC	87,000	$3.055M	0.5%	$34.97	—	SPONSORED ADR	046353108
PNC	PNC FINL SVCS GROUP INC	22,404	$3.027M	0.4%	$114.01	-2.1%	COM	693475105
—	EL PASO ELEC CO	51,092	$3.02M	0.4%	$52.88	—	COM NEW	283677854
NUE	NUCOR CORP	48,300	$3.019M	0.4%	$54.10	0.0%	COM	670346105
OII	OCEANEERING INTL INC	117,226	$2.985M	0.4%	$20.05	+11.7%	COM	675232102
ADM	ARCHER DANIELS MIDLAND CO	64,266	$2.945M	0.4%	$35.86	0.0%	COM	039483102
GAP	GAP INC DEL	88,700	$2.873M	0.4%	$24.73	-5.0%	COM	364760108
MKC	MCCORMICK & CO INC	24,500	$2.844M	0.4%	$45.31	+0.2%	COM NON VTG	579780206
BA	BOEING CO	8,400	$2.818M	0.4%	$322.88	+2.3%	COM	097023105
PFG	PRINCIPAL FINL GROUP INC	52,354	$2.772M	0.4%	$43.12	0.0%	COM	74251V102
CVS	CVS HEALTH CORP	42,800	$2.754M	0.4%	$51.69	0.0%	COM	126650100
WHR	WHIRLPOOL CORP	18,816	$2.751M	0.4%	$151.94	0.0%	COM	963320106
PAG	PENSKE AUTOMOTIVE GRP INC	58,680	$2.749M	0.4%	$48.49	-2.7%	COM	70959W103
HUN	HUNTSMAN CORP	91,801	$2.681M	0.4%	$30.92	0.0%	COM	447011107
OHI	OMEGA HEALTHCARE INVS INC	85,640	$2.655M	0.4%	$28.06	—	COM	681936100
CUBE	CUBESMART	80,700	$2.6M	0.4%	$28.20	—	COM	229663109
CAKE	CHEESECAKE FACTORY INC	46,600	$2.566M	0.4%	$40.52	+11.0%	COM	163072101
MSI	MOTOROLA SOLUTIONS INC	21,400	$2.49M	0.4%	$91.54	+8.4%	COM NEW	620076307
HAS	HASBRO INC	26,664	$2.461M	0.4%	$70.02	-4.7%	COM	418056107
—	TAILORED BRANDS INC	95,204	$2.43M	0.4%	$25.06	—	COM	87403A107
COST	COSTCO WHSL CORP NEW	11,600	$2.424M	0.4%	$169.26	+5.0%	COM	22160K105
TROW	PRICE T ROWE GROUP INC	20,800	$2.415M	0.4%	$82.41	+5.0%	COM	74144T108
GWW	GRAINGER W W INC	7,800	$2.406M	0.4%	$235.02	+14.7%	COM	384802104
—	CVR REFNG LP	107,023	$2.392M	0.4%	$13.05	—	COMUNIT REP LT	12663P107
OMC	OMNICOM GROUP INC	31,200	$2.38M	0.4%	$56.50	-0.7%	COM	681919106
VFC	V F CORP	29,000	$2.364M	0.4%	$72.71	+3.6%	COM	918204108
—	SHIP FINANCE INTERNATIONAL L	156,797	$2.344M	0.3%	$14.30	—	SHS	G81075106
WY	WEYERHAEUSER CO	64,100	$2.337M	0.3%	$25.91	+4.5%	COM	962166104
DEO	DIAGEO P L C	16,220	$2.336M	0.3%	$135.41	—	SPON ADR NEW	25243Q205
AIZ	ASSURANT INC	22,500	$2.329M	0.3%	$80.47	+1.2%	COM	04621X108
NTAP	NETAPP INC	29,400	$2.309M	0.3%	$57.19	0.0%	COM	64110D104
HUBB	HUBBELL INC	21,800	$2.305M	0.3%	$111.96	-15.4%	COM	443510607
—	DISCOVER FINL SVCS	32,500	$2.288M	0.3%	$71.94	—	COM	254709108
RF	REGIONS FINL CORP NEW	126,500	$2.249M	0.3%	$13.90	-0.7%	COM	7591EP100
PBF	PBF ENERGY INC	52,525	$2.202M	0.3%	$32.28	+29.7%	CL A	69318G106
GEF	GREIF INC	41,237	$2.181M	0.3%	$42.62	+2.1%	CL A	397624107
—	INTERPUBLIC GROUP COS INC	91,900	$2.154M	0.3%	$16.40	+5.6%	COM	460690100
—	MAXIM INTEGRATED PRODS INC	36,700	$2.153M	0.3%	$58.66	—	COM	57772K101
SNA	SNAP ON INC	13,328	$2.142M	0.3%	$124.36	0.0%	COM	833034101
POR	PORTLAND GEN ELEC CO	49,705	$2.125M	0.3%	$30.23	+1.1%	COM NEW	736508847
CFR	CULLEN FROST BANKERS INC	19,406	$2.101M	0.3%	$84.69	+6.1%	COM	229899109
—	AMERIGAS PARTNERS L P	48,873	$2.063M	0.3%	$41.15	—	UNIT L P INT	030975106
TXNM	PNM RES INC	52,996	$2.062M	0.3%	$38.31	0.0%	COM	69349H107
EQNR	EQUINOR ASA	77,441	$2.045M	0.3%	$26.41	—	SPONSORED ADR	29446M102
GATX	GATX CORP	27,524	$2.043M	0.3%	$58.39	+2.8%	COM	361448103
SR	SPIRE INC	28,390	$2.006M	0.3%	$70.66	—	COM	84857L101
IVZ	INVESCO LTD	75,069	$1.994M	0.3%	$21.86	-8.9%	SHS	G491BT108
PII	POLARIS INDS INC	16,208	$1.98M	0.3%	$116.99	0.0%	COM	731068102
—	LAM RESEARCH CORP	11,388	$1.968M	0.3%	$172.81	—	COM	512807108
WING	WINGSTOP INC	37,291	$1.944M	0.3%	$45.92	+10.9%	COM	974155103
NPK	NATIONAL PRESTO INDS INC	15,615	$1.936M	0.3%	$102.24	+5.6%	COM	637215104
SQM	SOCIEDAD QUIMICA MINERA DE C	40,091	$1.926M	0.3%	$49.16	—	SPON ADR SER B	833635105
BCE	BCE INC	47,476	$1.922M	0.3%	$26.02	0.0%	COM NEW	05534B760
KEY	KEYCORP NEW	97,870	$1.912M	0.3%	$14.60	-4.3%	COM	493267108
STWD	STARWOOD PPTY TR INC	85,500	$1.856M	0.3%	$20.95	—	COM	85571B105
NVT	NVENT ELECTRIC PLC	73,893	$1.855M	0.3%	$21.84	0.0%	SHS	G6700G107
CPB	CAMPBELL SOUP CO	45,562	$1.847M	0.3%	$34.67	-12.9%	COM	134429109
IDA	IDACORP INC	19,597	$1.808M	0.3%	$89.76	0.0%	COM	451107106
AVGO	BROADCOM INC	7,400	$1.796M	0.3%	$19.73	0.0%	COM	11135F101
CBRL	CRACKER BARREL OLD CTRY STOR	11,396	$1.78M	0.3%	$119.30	-1.9%	COM	22410J106
CATO	CATO CORP NEW	71,567	$1.762M	0.3%	$9.13	+40.2%	CL A	149205106
WDC	WESTERN DIGITAL CORP	22,700	$1.757M	0.3%	$61.52	-5.0%	COM	958102105
—	THOMSON REUTERS CORP	43,300	$1.746M	0.3%	$40.32	—	COM	884903105
—	CONSOLIDATED COMM HLDGS INC	137,900	$1.704M	0.3%	$10.96	—	COM	209034107
WBS	WEBSTER FINL CORP CONN	25,916	$1.651M	0.2%	$62.26	0.0%	COM	947890109
—	GREENHILL & CO INC	57,994	$1.647M	0.2%	$20.32	—	COM	395259104
—	STEELCASE INC	121,500	$1.64M	0.2%	$13.60	—	CL A	858155203
HPQ	HP INC	71,776	$1.629M	0.2%	$17.36	-0.7%	COM	40434L105
AEE	AMEREN CORP	26,600	$1.619M	0.2%	$44.14	+4.7%	COM	023608102
PSO	PEARSON PLC	139,015	$1.613M	0.2%	$10.70	—	SPONSORED ADR	705015105
NMFC	NEW MTN FIN CORP	118,239	$1.608M	0.2%	$5.63	+4.9%	COM	647551100
—	DRYSHIPS INC	304,275	$1.6M	0.2%	$3.85	—	COM PAR NEW	Y2109Q705
—	GASLOG LTD	83,733	$1.599M	0.2%	$16.45	—	SHS	G37585109
AMGN	AMGEN INC	8,600	$1.587M	0.2%	$144.43	-2.9%	COM	031162100
—	APOLLO GLOBAL MGMT LLC	49,568	$1.58M	0.2%	$31.88	—	CL A SHS	037612306
—	HERSHA HOSPITALITY TR	73,596	$1.579M	0.2%	$17.89	—	PR SHS BEN INT	427825500
—	AMC ENTMT HLDGS INC	99,016	$1.574M	0.2%	$15.90	—	CL A COM	00165C104
—	COVANTA HLDG CORP	95,341	$1.573M	0.2%	$15.01	—	COM	22282E102
CMI	CUMMINS INC	11,800	$1.569M	0.2%	$122.60	0.0%	COM	231021106
—	AMTRUST FINL SVCS INC	106,727	$1.555M	0.2%	$13.47	—	COM	032359309
ESS	ESSEX PPTY TR INC	6,392	$1.528M	0.2%	$175.97	+4.2%	COM	297178105
OEC	ORION ENGINEERED CARBONS S A	49,407	$1.524M	0.2%	$27.91	+4.2%	COM	L72967109
—	NIELSEN HLDGS PLC	47,386	$1.466M	0.2%	$31.79	—	SHS EUR	G6518L108
TX	TERNIUM SA	41,990	$1.462M	0.2%	$34.12	—	SPON ADR	880890108
—	MEREDITH CORP	28,089	$1.433M	0.2%	$51.02	—	COM	589433101
HMC	HONDA MOTOR LTD	48,700	$1.425M	0.2%	$31.26	—	AMERN SHS	438128308
—	MERIDIAN BIOSCIENCE INC	88,959	$1.414M	0.2%	$14.66	—	COM	589584101
MATX	MATSON INC	36,207	$1.39M	0.2%	$27.27	+6.7%	COM	57686G105
—	TRINSEO S A	19,391	$1.376M	0.2%	$74.06	—	SHS	L9340P101
—	SCHNITZER STL INDS	40,835	$1.376M	0.2%	$32.35	—	CL A	806882106
PSEC	PROSPECT CAPITAL CORPORATION	203,000	$1.362M	0.2%	$2.55	+2.3%	COM	74348T102
EIX	EDISON INTL	21,400	$1.354M	0.2%	$43.79	+2.3%	COM	281020107
TD	TORONTO DOMINION BK ONT	23,236	$1.344M	0.2%	$58.52	-2.2%	COM NEW	891160509
—	BED BATH & BEYOND INC	66,900	$1.333M	0.2%	$20.12	—	COM	075896100
PGR	PROGRESSIVE CORP OHIO	22,500	$1.331M	0.2%	$44.72	+8.0%	COM	743315103
RGR	STURM RUGER & CO INC	23,726	$1.329M	0.2%	$58.31	0.0%	COM	864159108
SRE	SEMPRA ENERGY	11,400	$1.324M	0.2%	$42.70	0.0%	COM	816851109
CNQ	CANADIAN NAT RES LTD	36,030	$1.3M	0.2%	$11.03	+6.3%	COM	136385101
OPLN	KAR AUCTION SVCS INC	23,700	$1.299M	0.2%	$20.17	+1.0%	COM	48238T109
RYN	RAYONIER INC	33,369	$1.291M	0.2%	$35.18	—	COM	754907103
—	DSW INC	48,468	$1.251M	0.2%	$25.81	—	CL A	23334L102
—	CNOOC LTD	7,259	$1.243M	0.2%	$149.85	—	SPONSORED ADR	126132109
HP	HELMERICH & PAYNE INC	19,200	$1.224M	0.2%	$67.45	+0.9%	COM	423452101
—	MOBILE MINI INC	25,942	$1.217M	0.2%	$43.48	—	COM	60740F105
—	CAPSTEAD MTG CORP	135,605	$1.214M	0.2%	$8.66	—	COM NO PAR	14067E506
—	DEAN FOODS CO NEW	113,242	$1.19M	0.2%	$10.51	—	COM NEW	242370203
LLY	LILLY ELI & CO	13,921	$1.188M	0.2%	$71.71	+2.8%	COM	532457108
UGI	UGI CORP NEW	22,700	$1.182M	0.2%	$44.84	+8.1%	COM	902681105
—	VIPER ENERGY PARTNERS LP	37,005	$1.181M	0.2%	$25.40	—	COM UNT RP INT	92763M105
MDU	MDU RES GROUP INC	40,802	$1.17M	0.2%	$8.49	0.0%	COM	552690109
—	CHENIERE ENERGY PTNRS LP HLD	37,064	$1.166M	0.2%	$27.60	—	COM REP LLC IN	16411W108
—	WESTROCK CO	19,519	$1.113M	0.2%	$64.17	—	COM	96145D105
NJR	NEW JERSEY RES	24,862	$1.113M	0.2%	$31.01	+4.4%	COM	646025106
MC	MOELIS & CO	18,300	$1.073M	0.2%	$30.36	+9.7%	CL A	60786M105
—	RUDOLPH TECHNOLOGIES INC	36,001	$1.066M	0.2%	$28.73	—	COM	781270103
—	CHINA MOBILE LIMITED	23,942	$1.063M	0.2%	$44.40	—	SPONSORED ADR	16941M109
—	PINNACLE FOODS INC DEL	16,300	$1.06M	0.2%	$65.03	—	COM	72348P104
OGS	ONE GAS INC	14,084	$1.053M	0.2%	$71.11	0.0%	COM	68235P108
—	TOTAL S A	17,358	$1.051M	0.2%	$57.69	—	SPONSORED ADR	89151E109
AWK	AMERICAN WTR WKS CO INC NEW	12,300	$1.05M	0.2%	$71.59	0.0%	COM	030420103
SIMO	SILICON MOTION TECHNOLOGY CO	19,829	$1.049M	0.2%	$48.13	—	SPONSORED ADR	82706C108
NFG	NATIONAL FUEL GAS CO N J	19,497	$1.033M	0.2%	$51.80	0.0%	COM	636180101
PNW	PINNACLE WEST CAP CORP	12,700	$1.023M	0.2%	$57.22	0.0%	COM	723484101
CMBT	EURONAV NV ANTWERPEN	110,710	$1.019M	0.2%	$4.11	+2.9%	SHS	B38564108
—	HCP INC	39,300	$1.015M	0.2%	$23.23	—	COM	40414L109
IMKTA	INGLES MKTS INC	31,182	$992K	0.1%	$30.13	-5.2%	CL A	457030104
RSG	REPUBLIC SVCS INC	14,500	$991K	0.1%	$59.86	0.0%	COM	760759100
—	GANNETT CO INC	92,518	$990K	0.1%	$9.98	—	COM	36473H104
AJG	GALLAGHER ARTHUR J & CO	15,017	$980K	0.1%	$60.72	+0.4%	COM	363576109
RLI	RLI CORP	14,736	$975K	0.1%	$25.21	+1.8%	COM	749607107
INGR	INGREDION INC	8,798	$974K	0.1%	$117.60	0.0%	COM	457187102
CDP	CORPORATE OFFICE PPTYS TR	33,412	$969K	0.1%	$25.84	—	SH BEN INT	22002T108
HSY	HERSHEY CO	10,400	$968K	0.1%	$77.82	0.0%	COM	427866108
—	WADDELL & REED FINL INC	53,805	$967K	0.1%	$17.97	—	CL A	930059100
MERC	MERCER INTL INC	54,617	$956K	0.1%	$10.44	+10.8%	COM	588056101
VET	VERMILION ENERGY INC	26,081	$939K	0.1%	$34.79	-0.6%	COM	923725105
HWC	HANCOCK WHITNEY CORPORATION	20,129	$939K	0.1%	$50.73	0.0%	COM	410120109
TBRG	COMPUTER PROGRAMS & SYS INC	27,727	$912K	0.1%	$29.23	+3.8%	COM	205306103
—	TRAVELPORT WORLDWIDE LTD	49,200	$912K	0.1%	$16.34	—	SHS	G9019D104
NAT	NORDIC AMERICAN TANKERS LIMI	336,187	$901K	0.1%	$2.29	-3.7%	COM	G65773106
—	MOBILE TELESYSTEMS PJSC	101,774	$899K	0.1%	$8.83	—	SPONSORED ADR	607409109
TPR	TAPESTRY INC	18,800	$878K	0.1%	$39.03	0.0%	COM	876030107
—	ESSENDANT INC	66,100	$874K	0.1%	$13.22	—	COM	296689102
IFF	INTERNATIONAL FLAVORS&FRAGRA	6,981	$865K	0.1%	$107.03	0.0%	COM	459506101
BAP	CREDICORP LTD	3,839	$864K	0.1%	$183.02	+2.6%	COM	G2519Y108
WM	WASTE MGMT INC DEL	10,500	$854K	0.1%	$74.90	-3.0%	COM	94106L109
—	AIRCASTLE LTD	41,005	$841K	0.1%	$20.51	—	COM	G0129K104
RCL	ROYAL CARIBBEAN CRUISES LTD	8,100	$839K	0.1%	$117.41	-12.5%	COM	V7780T103
SLF	SUN LIFE FINL INC	20,553	$825K	0.1%	$41.40	0.0%	COM	866796105
AB	ALLIANCEBERNSTEIN HOLDING LP	28,816	$823K	0.1%	$26.84	—	UNIT LTD PARTN	01881G106
—	NRG YIELD INC	47,387	$815K	0.1%	$17.00	—	CL C	62942X405
BRSL	INTERNATIONAL GAME TECHNOLOG	35,026	$814K	0.1%	$17.30	-3.3%	SHS USD	G4863A108
CSCO	CISCO SYS INC	18,900	$813K	0.1%	$33.46	+3.9%	COM	17275R102
EXR	EXTRA SPACE STORAGE INC	8,100	$808K	0.1%	$62.65	+11.7%	COM	30225T102
—	NIC INC	51,775	$805K	0.1%	$13.30	—	COM	62914B100
MAIN	MAIN STREET CAPITAL CORP	20,648	$786K	0.1%	$38.06	0.0%	COM	56035L104
—	SONIC CORP	22,700	$781K	0.1%	$25.23	—	COM	835451105
CLX	CLOROX CO DEL	5,700	$771K	0.1%	$106.77	-7.4%	COM	189054109
WRB	W R BERKLEY CORPORATION	10,634	$770K	0.1%	$18.67	0.0%	COM	084423102
—	KNOLL INC	35,747	$744K	0.1%	$20.27	—	COM NEW	498904200
PRA	PROASSURANCE CORP	20,665	$733K	0.1%	$41.80	0.0%	COM	74267C106
PBI	PITNEY BOWES INC	85,100	$729K	0.1%	$12.39	-22.1%	COM	724479100
FLO	FLOWERS FOODS INC	35,008	$729K	0.1%	$14.75	+6.5%	COM	343498101
—	ARCH COAL INC	9,198	$721K	0.1%	$78.39	—	CL A	039380407
—	ALLETE INC	9,300	$720K	0.1%	$72.28	—	COM NEW	018522300
—	NEW SR INVT GROUP INC	94,823	$718K	0.1%	$8.18	—	COM	648691103
FNF	FIDELITY NATIONAL FINANCIAL	18,998	$715K	0.1%	$27.27	-3.5%	FNF GROUP COM	31620R303
NSP	INSPERITY INC	7,500	$714K	0.1%	$52.97	+34.9%	COM	45778Q107
SPH	SUBURBAN PROPANE PARTNERS L	30,363	$713K	0.1%	$22.01	—	UNIT LTD PARTN	864482104
—	CHIMERA INVT CORP	38,400	$702K	0.1%	$17.41	—	COM NEW	16934Q208
—	NEW YORK MTG TR INC	116,352	$699K	0.1%	$5.93	—	COM PAR $.02	649604501
—	APARTMENT INVT & MGMT CO	16,093	$681K	0.1%	$40.76	—	CL A	03748R101
ES	EVERSOURCE ENERGY	11,500	$674K	0.1%	$44.88	-1.8%	COM	30040W108
—	DONNELLEY R R & SONS CO	116,466	$671K	0.1%	$5.76	—	COM	257867200
CNS	COHEN & STEERS INC	16,049	$669K	0.1%	$28.15	0.0%	COM	19247A100
FHB	FIRST HAWAIIAN INC	22,900	$665K	0.1%	$20.53	+0.0%	COM	32051X108
—	FRONTIER COMMUNICATIONS CORP	122,898	$659K	0.1%	$7.42	—	COM NEW	35906A306
PDM	PIEDMONT OFFICE REALTY TR IN	32,078	$639K	0.1%	$17.59	—	COM CL A	720190206
—	BOARDWALK PIPELINE PARTNERS	54,675	$635K	0.1%	$11.61	—	UT LTD PARTNER	096627104
NSA	NATIONAL STORAGE AFFILIATES	20,560	$634K	0.1%	$25.09	—	COM SHS BEN IN	637870106
HTGC	HERCULES CAPITAL INC	49,933	$632K	0.1%	$12.54	-1.4%	COM	427096508
SON	SONOCO PRODS CO	11,634	$611K	0.1%	$38.76	+2.0%	COM	835495102
—	FS INVT CORP	81,676	$600K	0.1%	$7.25	—	COM	302635107
WSO	WATSCO INC	3,339	$595K	0.1%	$173.34	+4.9%	COM	942622200
TELFY	TELEFONICA S A	69,409	$592K	0.1%	$8.53	—	SPONSORED ADR	879382208
—	GREAT WESTN BANCORP INC	13,963	$586K	0.1%	$41.97	—	COM	391416104
OFG	OFG BANCORP	39,247	$551K	0.1%	$10.59	+27.7%	COM	67103X102
KT	KT CORP	41,100	$546K	0.1%	$13.70	—	SPONSORED ADR	48268K101
GNTX	GENTEX CORP	23,079	$531K	0.1%	$22.76	+4.3%	COM	371901109
—	NEVSUN RES LTD	151,787	$527K	0.1%	$2.38	—	COM	64156L101
—	MAXAR TECHNOLOGIES LTD	10,362	$523K	0.1%	$50.47	—	COM	57778L103
E	ENI S P A	14,036	$521K	0.1%	$35.35	—	SPONSORED ADR	26874R108
—	STATE BK FINL CORP	15,435	$516K	0.1%	$33.43	—	COM	856190103
—	EQT GP HLDGS LP	21,802	$513K	0.1%	$23.31	—	COM UNIT REP	26885J103
BBVA	BANCO BILBAO VIZCAYA ARGENTA	73,258	$513K	0.1%	$7.00	—	SPONSORED ADR	05946K101
—	TELEFONICA BRASIL SA	42,900	$509K	0.1%	$13.63	—	SPONSORED ADR	87936R106
FR	FIRST INDUSTRIAL REALTY TRUS	15,192	$507K	0.1%	$29.24	—	COM	32054K103
XHR	XENIA HOTELS & RESORTS INC	20,676	$504K	0.1%	$19.71	—	COM	984017103
ADC	AGREE REALTY CORP	9,365	$494K	0.1%	$48.06	—	COM	008492100
—	VEON LTD	207,700	$494K	0.1%	$2.38	—	SPONSORED ADR	91822M106
HMY	HARMONY GOLD MNG LTD	316,552	$494K	0.1%	$2.39	—	SPONSORED ADR	413216300
CBT	CABOT CORP	7,900	$488K	0.1%	$51.90	-5.7%	COM	127055101
—	HUANENG PWR INTL INC	18,463	$485K	0.1%	$26.85	—	SPON ADR H SHS	443304100
ADP	AUTOMATIC DATA PROCESSING IN	3,600	$483K	0.1%	$98.61	+9.3%	COM	053015103
TDG	TRANSDIGM GROUP INC	1,400	$483K	0.1%	$218.67	+11.5%	COM	893641100
—	NATIONAL CINEMEDIA INC	55,215	$464K	0.1%	$7.12	—	COM	635309107
MATV	SCHWEITZER-MAUDUIT INTL INC	10,364	$453K	0.1%	$28.88	+1.6%	COM	808541106
—	XPERI CORP	28,074	$452K	0.1%	$16.10	—	COM	98421B100
—	CHINA PETE & CHEM CORP	4,993	$449K	0.1%	$89.93	—	SPON ADR H SHS	16941R108
CAJPY	CANON INC	13,738	$449K	0.1%	$32.68	—	SPONSORED ADR	138006309
—	ENBRIDGE ENERGY MANAGEMENT L	43,566	$447K	0.1%	$10.26	—	SHS UNITS LLI	29250X103
—	DOMINION ENERGY MIDSTRM PRTN	32,700	$445K	0.1%	$13.61	—	COM UT REP LTD	257454108
—	GUESS INC	20,700	$443K	0.1%	$20.74	—	COM	401617105
WPP	WPP PLC NEW	5,639	$443K	0.1%	$78.56	—	ADR	92937A102
TKR	TIMKEN CO	10,100	$440K	0.1%	$48.13	-3.1%	COM	887389104
RLJ	RLJ LODGING TR	19,826	$437K	0.1%	$19.42	—	COM	74965L101
TRMK	TRUSTMARK CORP	13,304	$434K	0.1%	$25.54	0.0%	COM	898402102
CMRE	COSTAMARE INC	54,280	$433K	0.1%	$5.42	0.0%	SHS	Y1771G102
—	FRONTLINE LTD	73,400	$429K	0.1%	$4.57	—	SHS NEW	G3682E192
—	CHINA TELECOM CORP LTD	9,205	$427K	0.1%	$44.43	—	SPON ADR H SHS	169426103
OTTR	OTTER TAIL CORP	8,798	$419K	0.1%	$36.40	0.0%	COM	689648103
PIPR	PIPER JAFFRAY COS	5,392	$414K	0.1%	$78.29	0.0%	COM	724078100
ERIC	ERICSSON	52,700	$404K	0.1%	$7.00	—	ADR B SEK 10	294821608
HE	HAWAIIAN ELEC INDUSTRIES	11,700	$401K	0.1%	$33.79	+0.6%	COM	419870100
—	JERNIGAN CAP INC	20,666	$394K	0.1%	$18.11	—	COM	476405105
—	CHANGYOU COM LTD	23,505	$392K	0.1%	$16.68	—	ADS REP CL A	15911M107
CVBF	CVB FINL CORP	17,300	$388K	0.1%	$17.45	-1.6%	COM	126600105
CIG	COMPANHIA ENERGETICA DE MINA	208,269	$383K	0.1%	$2.07	—	SP ADR N-V PFD	204409601
THG	HANOVER INS GROUP INC	3,200	$383K	0.1%	$88.48	+6.3%	COM	410867105
GBCI	GLACIER BANCORP INC NEW	9,745	$377K	0.1%	$30.57	0.0%	COM	37637Q105
—	NEENAH INC	4,380	$372K	0.1%	$78.31	—	COM	640079109
NMRK	NEWMARK GROUP INC	26,110	$372K	0.1%	$12.92	0.0%	CL A	65158N102
WH	WYNDHAM HOTELS & RESORTS INC	6,300	$371K	0.1%	$60.97	0.0%	COM	98311A105
AWR	AMERICAN STS WTR CO	6,467	$370K	0.1%	$46.64	+3.0%	COM	029899101
—	BUCKEYE PARTNERS L P	10,200	$359K	0.1%	$37.40	—	UNIT LTD PARTN	118230101
—	BARNES & NOBLE INC	56,166	$357K	0.1%	$5.75	—	COM	067774109
CPT	CAMDEN PPTY TR	3,900	$355K	0.1%	$63.82	+5.3%	SH BEN INT	133131102
RWT	REDWOOD TR INC	21,472	$354K	0.1%	$15.46	—	COM	758075402
CHCT	COMMUNITY HEALTHCARE TR INC	11,812	$353K	0.1%	$25.76	—	COM	20369C106
—	NUSTAR GP HOLDINGS LLC	27,913	$346K	0.1%	$11.63	—	UNIT RESTG LLC	67059L102
HCI	HCI GROUP INC	8,032	$334K	0.0%	$36.10	+14.6%	COM	40416E103
MCY	MERCURY GENL CORP NEW	7,235	$330K	0.0%	$47.11	0.0%	COM	589400100
FAST	FASTENAL CO	6,800	$327K	0.0%	$11.23	-5.3%	COM	311900104
WT	WISDOMTREE INVTS INC	36,000	$327K	0.0%	$10.80	-3.3%	COM	97717P104
—	ADTRAN INC	21,880	$325K	0.0%	$14.85	—	COM	00738A106
MLCO	MELCO RESORT ENTERTAINMENT L	11,600	$325K	0.0%	$28.97	—	ADR	585464100
BAH	BOOZ ALLEN HAMILTON HLDG COR	7,400	$324K	0.0%	$33.57	+8.8%	CL A	099502106
—	DUKE REALTY CORP	10,900	$316K	0.0%	$26.51	—	COM NEW	264411505
—	BOSTON PRIVATE FINL HLDGS IN	19,699	$313K	0.0%	$15.89	—	COM	101119105
KFRC	KFORCE INC	9,024	$310K	0.0%	$26.89	+17.3%	COM	493732101
TFSL	TFS FINL CORP	19,596	$309K	0.0%	$8.90	0.0%	COM	87240R107
—	AEGON N V	52,030	$308K	0.0%	$6.77	—	NY REGISTRY SH	007924103
GSBD	GOLDMAN SACHS BDC INC	15,032	$308K	0.0%	$20.76	-3.3%	SHS	38147U107
—	KINDRED HEALTHCARE INC	34,200	$308K	0.0%	$9.15	—	COM	494580103
LAMR	LAMAR ADVERTISING CO NEW	4,500	$307K	0.0%	$63.67	—	CL A	512816109
—	NEW MEDIA INVT GROUP INC	16,381	$303K	0.0%	$18.50	—	COM	64704V106
—	DOMTAR CORP	6,300	$301K	0.0%	$42.54	—	COM NEW	257559203
—	CORESITE RLTY CORP	2,700	$299K	0.0%	$100.27	—	COM	21870Q105
SAFT	SAFETY INS GROUP INC	3,501	$299K	0.0%	$76.53	+8.4%	COM	78648T100
ORANY	ORANGE	17,930	$299K	0.0%	$16.68	—	SPONSORED ADR	684060106
NEXA	NEXA RES S A	25,312	$298K	0.0%	$12.65	0.0%	COM	L67359106
NHTC	NATURAL HEALTH TRENDS CORP	11,920	$298K	0.0%	$20.92	0.0%	COM PAR $.001	63888P406
HVT	HAVERTY FURNITURE INC	13,698	$296K	0.0%	$19.94	0.0%	COM	419596101
—	SUMMIT MIDSTREAM PARTNERS LP	19,171	$295K	0.0%	$15.39	—	COM UNIT LTD	866142102
AMSF	AMERISAFE INC	5,021	$290K	0.0%	$31.13	0.0%	COM	03071H100
—	ANIXTER INTL INC	4,484	$284K	0.0%	$63.34	—	COM	035290105
—	BIG 5 SPORTING GOODS CORP	37,200	$283K	0.0%	$7.38	—	COM	08915P101
—	GOLAR LNG PARTNERS LP	18,288	$283K	0.0%	$15.47	—	COM UNIT LPI	Y2745C102
—	ENEL AMERICAS S A	31,600	$278K	0.0%	$11.62	—	SPONSORED ADR	29274F104
—	CRH PLC	7,785	$275K	0.0%	$35.32	—	ADR	12626K203
NDAQ	NASDAQ INC	3,000	$274K	0.0%	$23.90	+11.8%	COM	631103108
—	COLUMBIA PPTY TR INC	12,000	$273K	0.0%	$20.50	—	COM NEW	198287203
—	XINYUAN REAL ESTATE CO LTD	59,926	$267K	0.0%	$5.28	—	SPONS ADR	98417P105
—	SINOPEC SHANGHAI PETROCHEMIC	4,444	$267K	0.0%	$61.43	—	SPON ADR H	82935M109
—	QIWI PLC	16,821	$265K	0.0%	$19.10	—	SPON ADR REP B	74735M108
—	GAIN CAP HLDGS INC	34,530	$261K	0.0%	$7.56	—	COM	36268W100
POWL	POWELL INDS INC	7,435	$259K	0.0%	$24.05	+13.8%	COM	739128106
—	ARMOUR RESIDENTIAL REIT INC	11,206	$256K	0.0%	$23.27	—	COM NEW	042315507
QCOM	QUALCOMM INC	4,500	$253K	0.0%	$51.91	-11.6%	COM	747525103
RIO	RIO TINTO PLC	4,400	$244K	0.0%	$51.54	—	SPONSORED ADR	767204100
OCFC	OCEANFIRST FINL CORP	7,797	$234K	0.0%	$20.86	0.0%	COM	675234108
UFCS	UNITED FIRE GROUP INC	4,296	$234K	0.0%	$51.95	0.0%	COM	910340108
USAC	USA COMPRESSION PARTNERS LP	13,831	$233K	0.0%	$16.85	—	COMUNIT LTDPAR	90290N109
—	HEIDRICK & STRUGGLES INTL IN	6,252	$219K	0.0%	$35.03	—	COM	422819102
CAH	CARDINAL HEALTH INC	4,400	$215K	0.0%	$54.18	-16.7%	COM	14149Y108
BMO	BANK MONTREAL QUE	2,772	$214K	0.0%	$56.99	-1.2%	COM	063671101
PNNT	PENNANTPARK INVT CORP	30,422	$213K	0.0%	$2.78	0.0%	COM	708062104
MYE	MYERS INDS INC	10,991	$211K	0.0%	$16.72	0.0%	COM	628464109
HCKT	HACKETT GROUP INC	13,087	$210K	0.0%	$16.70	-2.6%	COM	404609109
KEP	KOREA ELECTRIC PWR	14,128	$203K	0.0%	$14.37	—	SPONSORED ADR	500631106
—	AMERICAN RAILCAR INDS INC	5,086	$201K	0.0%	$37.37	—	COM	02916P103
DK	DELEK US HLDGS INC NEW	4,008	$201K	0.0%	$27.75	+39.1%	COM	24665A103
MGEE	MGE ENERGY INC	3,194	$201K	0.0%	$49.58	0.0%	COM	55277P104
—	CAPITALA FIN CORP	24,273	$201K	0.0%	$7.70	—	COM	14054R106
HOPE	HOPE BANCORP INC	10,977	$196K	0.0%	$18.08	0.0%	COM	43940T109
OXSQ	OXFORD SQUARE CAP CORP	27,370	$189K	0.0%	$5.83	+13.7%	COM	69181V107
—	OAKTREE SPECIALTY LENDING CO	36,900	$176K	0.0%	$4.57	—	COM	67401P108
MMLP	MARTIN MIDSTREAM PRTNRS L P	10,119	$140K	0.0%	$13.54	—	UNIT L P INT	573331105
—	ACETO CORP	38,219	$128K	0.0%	$3.35	—	COM	004446100
DLNG	DYNAGAS LNG PARTNERS LP	13,315	$109K	0.0%	$8.19	—	COM UNIT LTD PT	Y2188B108
—	AU OPTRONICS CORP	25,300	$107K	0.0%	$4.23	—	SPONSORED ADR	002255107
—	NAVIOS MARITIME PARTNERS L P	55,786	$105K	0.0%	$1.81	—	UNIT LPI	Y62267102
—	CAPITAL PRODUCT PARTNERS L P	27,985	$86,000	0.0%	$3.12	—	COM UNIT LP	Y11082107
—	BLACKROCK CAPITAL INVESTMENT	14,378	$84,000	0.0%	$6.04	—	COM	092533108
—	STONEMOR PARTNERS L P	11,300	$68,000	0.0%	$6.23	—	COM UNITS INT	86183Q100
—	TEEKAY OFFSHORE PARTNERS L P	25,800	$68,000	0.0%	$2.27	—	PARTNERSHIP UN	Y8565J101
—	ISRAEL CHEMICALS LTD	13,500	$62,000	0.0%	$4.22	—	SHS	M5920A109
—	NAVIOS MARITIME ACQUIS CORP	89,723	$55,000	0.0%	$0.84	—	SHS	Y62159101
—	JUST ENERGY GROUP INC	12,224	$44,000	0.0%	$4.39	—	COM	48213W101
—	CVR PARTNERS LP	11,900	$39,000	0.0%	$3.25	—	COM	126633106
—	TEEKAY TANKERS LTD	26,004	$30,000	0.0%	$1.19	—	CL A	Y8565N102
—	CEMTREX INC	30,000	$3,000	0.0%	$0.53	—	*W EXP 12/02/202	15130G113