NUMERIC INVESTORS LLC
Adviser information for NUMERIC INVESTORS LLC last updated from Form ADV on March 28th, 2024. Select data displayed; additional Form ADV, Form D, Form 13F and other data is available from the Fincoded API.
Advisory Business
| Type of Organization | Limited Liability Company |
|---|---|
| Fiscal Year End | DECEMBER |
| Legal Location | Delaware, United States |
Employees
| Total Number of Employees | 52 |
|---|---|
| Investment Advisory/Research | 44 |
| Registered Broker-Dealer Representatives | 2 |
| Registered State Investment Advisers | 0 |
| Licensed Agents of an Insurance Company | 0 |
| No. of Firms/People that Solicit Clients | 2 |
RAUM
| Provides Management of Securities Portfolios | Yes |
|---|
| Type | Accounts | RAUM |
|---|---|---|
| Discretionary | 85 | $48.9B |
| Non-Discretionary | 0 | $0 |
| Total | 85 | $48.9B |
Clients
| Type | Number | RAUM |
|---|---|---|
| Individuals | 0 | $0 |
| HNW Individuals | 0 | $0 |
| Banking or thrift institutions | 0 | $0 |
| Investment companies | 1 | $0 |
| Business development companies | 0 | $0 |
| Pooled investment vehicles | 51 | $28.5B |
| Pension and profit sharing plans | 26 | $15.1B |
| Charitable organizations | 0 | $0 |
| State or municipal gov entities | 5 | $2.9B |
| Other investment advisers | 0 | $0 |
| Insurance companies | <5 | $501.6M |
| Sovereign wealth funds and foreign official institutions | <5 | $1.8B |
| Corporations or other businesses | 0 | $0 |
| Other | 0 | $0 |
| Type | Number |
|---|---|
| No. of Non-RAUM Clients | 7 |
| No. of Non-U.S. Clients | 70 |
Services
| Advisory Services | Portfolio management for investment companiesPortfolio management for pooled investment vehiclesPortfolio management for businesses or institutional clientsMODEL PORTFOLIO SERVICES |
|---|---|
| Compensation | % of AUMPerformance-based feesINTER-COMPANY SERVICE FEES |
| Other Business Activities | Commodity pool operator or commodity trading advisor |
Principal Office
200 PIER 4 BOULEVARD5TH FLOOR
BOSTON
MA
United States
Monday - Friday, 8:30AM - 5:00PM
Tel: 617 897 7800, Fax: 617 897 7899
Websites
Chief Compliance Officer
NADINE LE GALL
1345 AVENUE OF THE AMERICAS
21ST FLOOR
NEW YORK
NY
United States
Tel:
212-649-6720
N************@******M
(Full email address available in API data)
Regulatory Contact
MARK DIGNARD
HEAD OF COMPLIANCE, NUMERIC
200 PIER 4 BOULEVARD
5TH FLOOR
BOSTON
MA
United States
Tel:
6178977800
C************@******M
(Full email address available in API data)
Industry Affiliates
| AHL PARTNERS LLP | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| GLG LLC | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| GLG PARTNERS LP | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| MAN ASSET MANAGEMENT (CAYMAN) LIMITED | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisorSponsor, GP, manager of pooled investment vehicles |
| MAN ASSET MANAGEMENT (IRELAND) LIMITED | Other investment adviser, including financial plannersSponsor, GP, manager of pooled investment vehicles |
| MAN GLOBAL PRIVATE MARKETS (UK) LIMITED | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| MAN GLOBAL PRIVATE MARKETS (USA) INC. | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| MAN INVESTMENT MANAGEMENT (SHANGHAI) CO., LTD | Other investment adviser, including financial planners |
| MAN INVESTMENTS AUSTRALIA LIMITED | Other investment adviser, including financial planners |
| MAN INVESTMENTS INC. | Broker-dealer, municipal securities dealer, or gov securities broker or dealer |
| MAN SOLUTIONS LIMITED | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| MAN SOLUTIONS LLC | Other investment adviser, including financial plannersCommodity pool operator or commodity trading advisor |
| SILVERMINE CAPITAL MANAGEMENT | Other investment adviser, including financial planners |
| VARAGON CAPITAL PARTNERS, L.P. | Other investment adviser, including financial planners |
| VCC ADVISORS, LLC | Other investment adviser, including financial planners |
Private Funds
| Name | Type | Assets $USD | Min Investment $USD | No. Owners |
|---|---|---|---|---|
| MAN NUMERIC ALTERNATIVE RISK PREMIA EQUITIES | Hedge Fund | $5,698.9M | $0.1M | 8 |
| MAN NUMERIC ALTERNATIVE RISK PREMIA QUALITY | Hedge Fund | $373.0M | $0.1M | 3 |
| MAN NUMERIC AMPLIFIED CORE LLC | Hedge Fund | $166.0M | $1.0M | 3 |
| MAN NUMERIC CHINA A ALPHA MASTER | Hedge Fund | $7.2M | $1.0M | 1 |
| MAN NUMERIC DIVERSIFIED RISK PREMIA PROGRESSIVE | Hedge Fund | $1,871.6M | $0.1M | 1 |
| MAN NUMERIC EMERGING MARKETS ALPHA LP | Hedge Fund | $1,876.2M | $1.0M | 24 |
| MAN NUMERIC EMERGING MARKETS CORE | Hedge Fund | $452.6M | $1.0M | 11 |
| MAN NUMERIC INTERNATIONAL ALPHA (US) LP | Hedge Fund | $579.6M | $1.0M | 3 |
| MAN NUMERIC INTERNATIONAL SMALL CAP | Hedge Fund | $76.0M | $1.0M | 1 |
| MAN NUMERIC LONG TERM ALPHA LP | Hedge Fund | $14.9M | $0.1M | 10 |
| MAN NUMERIC MULTI-STRATEGY MARKET NEUTRAL | Hedge Fund | $0.0M | $1.0M | 5 |
| MAN NUMERIC MULTI-STRATEGY MARKET NEUTRAL LLC | Hedge Fund | $0.0M | $1.0M | 9 |
| MAN NUMERIC MULTI-STRATEGY MARKET NEUTRAL MASTER LTD. | Hedge Fund | $0.0M | $1.0M | 2 |
| MAN NUMERIC QUANTITATIVE ALPHA | Hedge Fund | $207.6M | $0.1M | 6 |
| MAN NUMERIC SYSTEMATIC CREDIT LONG SHORT MASTER | Hedge Fund | $486.5M | $1.0M | 1 |
| MAN NUMERIC US LIQUID PRIVATE EQUITY ALTERNATIVE MASTER | Hedge Fund | $13.4M | $1.0M | 1 |
| NUMERIC EMERGING MARKETS SMALL CAP CORE OFFSHORE FUND LTD. | Hedge Fund | $382.3M | $1.0M | 6 |
| NUMERIC SOCIALLY-AWARE MULTI-STRATEGY FUND LTD. | Hedge Fund | $0.0M | $1.0M | 2 |
Control Persons
| Name | Type | Entity | Title | Since | Ownership |
|---|---|---|---|---|---|
| MAN INVESTMENTS USA HOLDINGS INC. | Domestic Entity | MAN INVESTMENTS HOLDINGS INC. | SHAREHOLDER | 08/2006 | > 75% |
| MAN INVESTMENTS HOLDINGS (NETHERLANDS) B.V. | Foreign Entity | MAN INVESTMENTS USA HOLDINGS INC. | SHAREHOLDER | 07/2006 | > 75% |
| MAN GROUP HOLDINGS LIMITED | Foreign Entity | MAN INVESTMENTS HOLDINGS (NETHERLANDS) B.V. | SHAREHOLDER | 08/2013 | > 75% |
| MAN WORLDWIDE OPERATIONS MANAGEMENT LIMITED | Foreign Entity | MAN GROUP HOLDINGS LIMITED | SHAREHOLDER | 05/2019 | > 75% |
| MAN GROUP TREASURY LIMITED | Foreign Entity | MAN WORLDWIDE OPERATIONS MANAGEMENT LIMITED | SHAREHOLDER | 05/2019 | > 75% |
| BOND, GREGORY, CARL | Individual | – | PRESIDENT & CHIEF EXECUTIVE OFFICER | 01/2021 | < 5% |
| MAN GROUP PLC | Foreign Entity | MAN GROUP TREASURY LIMITED | SHAREHOLDER | 05/2019 | > 75% |
| KUCKELMAN, SOLOMON, EDMUND | Individual | – | SECRETARY | 06/2015 | < 5% |
| TAYLOR, DANIEL, MARK | Individual | – | CHIEF INVESTMENT OFFICER | 01/2016 | < 5% |
| LE GALL, NADINE, NMN | Individual | – | CHIEF COMPLIANCE OFFICER | 06/2019 | < 5% |
| RODERICK, HEIDI, GANINA | Individual | – | VICE PRESIDENT & CHIEF OPERATING OFFICER | 01/2021 | < 5% |
| MAN INVESTMENTS HOLDINGS INC. | Domestic Entity | – | SOLE MEMBER | 06/2023 | > 75% |
No. Employees, Historic
RAUM, Historic
No. Clients, Historic
Holdings
From latest 13F, filed February 14th, 2018 for period ending December 31st, 2017
| Name | Class | Value $USD | # Shares | Private Fund |
|---|---|---|---|---|
| 58 COM INC | SPON ADR REP A | 20K | 285K | – |
| AAR CORP | COM | 5K | 131K | – |
| ABBOTT LABS | COM | 1K | 23K | – |
| ABBVIE INC | COM | 90K | 933K | – |
| ACACIA RESH CORP | ACACIA TCH COM | 55 | 14K | – |
| ACHILLION PHARMACEUTICALS IN | COM | 6K | 2M | – |
| ADIENT PLC | ORD SHS | 1K | 16K | – |
| ADOBE SYS INC | COM | 209K | 1M | – |
| ADTALEM GLOBAL ED INC | COM | 412 | 10K | – |
| ADVANCE AUTO PARTS INC | COM | 1K | 15K | – |
| ADVANCED ENERGY INDS | COM | 14K | 207K | – |
| ADVANCED MICRO DEVICES INC | COM | 142 | 14K | – |
| ADVANSIX INC | COM | 1K | 24K | – |
| ADVERUM BIOTECHNOLOGIES INC | COM | 874 | 250K | – |
| AERCAP HOLDINGS NV | SHS | 2K | 38K | – |
| AES CORP | COM | 766 | 71K | – |
| AETNA INC NEW | COM | 2K | 12K | – |
| AFFILIATED MANAGERS GROUP | COM | 205 | 1K | – |
| AFLAC INC | COM | 6K | 63K | – |
| AIRCASTLE LTD | COM | 3K | 119K | – |
| AKAMAI TECHNOLOGIES INC | COM | 3K | 51K | – |
| AKEBIA THERAPEUTICS INC | COM | 3K | 218K | – |
| ALAMO GROUP INC | COM | 3K | 25K | – |
| ALASKA AIR GROUP INC | COM | 2K | 29K | – |
| ALBEMARLE CORP | COM | 780 | 6K | – |
| ALCOA CORP | COM | 56K | 1M | – |
| ALDER BIOPHARMACEUTICALS INC | COM | 169 | 15K | – |
| ALEXION PHARMACEUTICALS INC | COM | 9K | 74K | – |
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 176K | 1M | – |
| ALLERGAN PLC | SHS | 409 | 3K | – |
| ALLETE INC | COM NEW | 20K | 269K | – |
| ALLIED MOTION TECHNOLOGIES I | COM | 1K | 36K | – |
| ALLISON TRANSMISSION HLDGS I | COM | 109K | 3M | – |
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 15K | 1M | – |
| ALLSTATE CORP | COM | 235K | 2M | – |
| ALLY FINL INC | COM | 2K | 69K | – |
| ALPHA & OMEGA SEMICONDUCTOR | SHS | 11K | 655K | – |
| ALPHABET INC | CAP STK CL A | 176K | 168K | – |
| ALPHABET INC | CAP STK CL C | 121K | 116K | – |
| AMAG PHARMACEUTICALS INC | COM | 4K | 270K | – |
| AMAZON COM INC | COM | 1K | 1K | – |
| AMEREN CORP | COM | 13K | 222K | – |
| AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 107K | 6M | – |
| AMERICAN ASSETS TR INC | COM | 19K | 509K | – |
| AMERICAN EAGLE OUTFITTERS NE | COM | 2K | 126K | – |
| AMERICAN EQTY INVT LIFE HLD | COM | 9K | 301K | – |
| AMERICAN HOMES 4 RENT | CL A | 3K | 132K | – |
| AMERICAN INTL GROUP INC | COM NEW | 18K | 295K | – |
| AMERICAN PUBLIC EDUCATION IN | COM | 4K | 166K | – |
| AMERIPRISE FINL INC | COM | 256K | 2M | – |
| AMERISOURCEBERGEN CORP | COM | 689 | 8K | – |
| AMGEN INC | COM | 117K | 674K | – |
| AMICUS THERAPEUTICS INC | COM | 3K | 192K | – |
| AMKOR TECHNOLOGY INC | COM | 3K | 312K | – |
| AMPHENOL CORP NEW | CL A | 6K | 73K | – |
| AMTECH SYS INC | COM PAR $0.01N | 722 | 72K | – |
| ANALOGIC CORP | COM PAR $0.05 | 13K | 151K | – |
| ANDEAVOR | COM | 1K | 10K | – |
| ANGIODYNAMICS INC | COM | 12K | 698K | – |
| ANTERO RES CORP | COM | 941 | 50K | – |
| ANTHEM INC | COM | 20K | 87K | – |
| AON PLC | SHS CL A | 6K | 42K | – |
| APPLE INC | COM | 89K | 525K | – |
| APPLIED GENETIC TECHNOL CORP | COM | 2K | 600K | – |
| APPLIED MATLS INC | COM | 140K | 3M | – |
| APTEVO THERAPEUTICS INC | COM | 76 | 18K | – |
| ARAMARK | COM | 1K | 30K | – |
| ARCBEST CORP | COM | 22K | 617K | – |
| ARCH CAP GROUP LTD | ORD | 9K | 97K | – |
| ARCHER DANIELS MIDLAND CO | COM | 20K | 493K | – |
| ARCHROCK INC | COM | 23K | 2M | – |
| ARDMORE SHIPPING CORP | COM | 2K | 276K | – |
| ARENA PHARMACEUTICALS INC | COM NEW | 1K | 32K | – |
| ARGAN INC | COM | 13K | 285K | – |
| ARGO GROUP INTL HLDGS LTD | COM | 10K | 155K | – |
| ARROWHEAD PHARMACEUTICALS IN | COM | 511 | 139K | – |
| ASBURY AUTOMOTIVE GROUP INC | COM | 8K | 129K | – |
| ASPEN INSURANCE HOLDINGS LTD | SHS | 22K | 547K | – |
| ASPEN TECHNOLOGY INC | COM | 18K | 276K | – |
| ASSEMBLY BIOSCIENCES INC | COM | 557 | 12K | – |
| ASSURANT INC | COM | 3K | 29K | – |
| ASSURED GUARANTY LTD | COM | 66K | 2M | – |
| AT&T INC | COM | 32K | 832K | – |
| ATHENAHEALTH INC | COM | 479 | 4K | – |
| ATHENE HLDG LTD | CL A | 2K | 44K | – |
| ATLANTIC PWR CORP | COM NEW | 1K | 443K | – |
| ATLANTICA YIELD PLC | SHS | 11K | 525K | – |
| AUDENTES THERAPEUTICS INC | COM | 3K | 87K | – |
| AUTOHOME INC | SP ADR RP CL A | 3K | 53K | – |
| AUTOWEB INC | COM | 721 | 80K | – |
| AUTOZONE INC | COM | 320 | 450 | – |
| AVALONBAY CMNTYS INC | COM | 6K | 36K | – |
| AVIANCA HLDGS SA | SPON ADR REP PFD | 3K | 423K | – |
| AVIS BUDGET GROUP | COM | 215 | 5K | – |
| AVNET INC | COM | 3K | 79K | – |
| AVX CORP NEW | COM | 7K | 414K | – |
| AXALTA COATING SYS LTD | COM | 2K | 64K | – |
| AXIS CAPITAL HOLDINGS LTD | SHS | 3K | 51K | – |
| BALL CORP | COM | 401 | 11K | – |
| BANCO SANTANDER BRASIL S A | ADS REP 1 UNIT | 69K | 7M | – |
| BANCORPSOUTH BK TUPELO MISS | COM | 2K | 51K | – |
| BANK MONTREAL QUE | COM | 12K | 152K | – |
| BANK N S HALIFAX | COM | 9K | 141K | – |
| BANK OF THE OZARKS | COM | 329 | 7K | – |
| BANKUNITED INC | COM | 880 | 22K | – |
| BARRACUDA NETWORKS INC | COM | 7K | 243K | – |
| BARRETT BILL CORP | COM | 751 | 146K | – |
| BARRETT BUSINESS SERVICES IN | COM | 6K | 88K | – |
| BASSETT FURNITURE INDS INC | COM | 2K | 42K | – |
| BAXTER INTL INC | COM | 105K | 2M | – |
| BB&T CORP | COM | 10K | 199K | – |
| BBX CAP CORP NEW | CL A | 2K | 299K | – |
| BCE INC | COM NEW | 11K | 237K | – |
| BEACON ROOFING SUPPLY INC | COM | 10K | 157K | – |
| BEAZER HOMES USA INC | COM NEW | 8K | 415K | – |
| BECTON DICKINSON & CO | COM | 7K | 31K | – |
| BED BATH & BEYOND INC | COM | 2K | 86K | – |
| BELLICUM PHARMACEUTICALS INC | COM | 100 | 12K | – |
| BENCHMARK ELECTRS INC | COM | 22K | 744K | – |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 11K | 55K | – |
| BEST BUY INC | COM | 10K | 150K | – |
| BIG 5 SPORTING GOODS CORP | COM | 1K | 133K | – |
| BIG LOTS INC | COM | 20K | 357K | – |
| BIOGEN INC | COM | 303 | 950 | – |
| BIOMARIN PHARMACEUTICAL INC | COM | 972 | 11K | – |
| BIOSPECIFICS TECHNOLOGIES CO | COM | 2K | 37K | – |
| BIOVERATIV INC | COM | 12K | 226K | – |
| BLUCORA INC | COM | 22K | 996K | – |
| BLUE BUFFALO PET PRODS INC | COM | 2K | 66K | – |
| BLUEBIRD BIO INC | COM | 3K | 19K | – |
| BMC STK HLDGS INC | COM | 751 | 30K | – |
| BOEING CO | COM | 221K | 749K | – |
| BOISE CASCADE CO DEL | COM | 21K | 517K | – |
| BOJANGLES INC | COM | 256 | 22K | – |
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 824 | 22K | – |
| BOSTON BEER INC | CL A | 11K | 59K | – |
| BOSTON SCIENTIFIC CORP | COM | 4K | 180K | – |
| BOYD GAMING CORP | COM | 775 | 22K | – |
| BRANDYWINE RLTY TR | SH BEN INT NEW | 729 | 40K | – |
| BRIGGS & STRATTON CORP | COM | 1K | 40K | – |
| BRIGHTHOUSE FINL INC | COM | 727 | 12K | – |
| BRISTOL MYERS SQUIBB CO | COM | 12K | 202K | – |
| BRISTOW GROUP INC | COM | 494 | 37K | – |
| BRIXMOR PPTY GROUP INC | COM | 59K | 3M | – |
| BROADCOM LTD | SHS | 974 | 4K | – |
| BUILDERS FIRSTSOURCE INC | COM | 12K | 559K | – |
| BUNGE LIMITED | COM | 6K | 92K | – |
| BWX TECHNOLOGIES INC | COM | 12K | 194K | – |
| C H ROBINSON WORLDWIDE INC | COM NEW | 8K | 91K | – |
| C&J ENERGY SVCS INC NEW | COM | 1K | 34K | – |
| CA INC | COM | 2K | 70K | – |
| CABLE ONE INC | COM | 3K | 4K | – |
| CABOT CORP | COM | 936 | 15K | – |
| CADENCE DESIGN SYSTEM INC | COM | 3K | 81K | – |
| CAE INC | COM | 287 | 15K | – |
| CAESARSTONE LTD | ORD SHS | 462 | 21K | – |
| CALIFORNIA RES CORP | COM NEW | 843 | 43K | – |
| CALITHERA BIOSCIENCES INC | COM | 6K | 661K | – |
| CALLAWAY GOLF CO | COM | 1K | 103K | – |
| CAMPBELL SOUP CO | COM | 2K | 48K | – |
| CANADIAN PAC RY LTD | COM | 3K | 16K | – |
| CANNAE HLDGS INC | COM | 5K | 296K | – |
| CAPITAL ONE FINL CORP | COM | 34K | 337K | – |
| CARDIOVASCULAR SYS INC DEL | COM | 3K | 132K | – |
| CARDTRONICS PLC | SHS CL A | 657 | 36K | – |
| CARE COM INC | COM | 3K | 174K | – |
| CARETRUST REIT INC | COM | 2K | 139K | – |
| CARNIVAL CORP | UNIT 99/99/9999 | 140K | 2M | – |
| CARROLS RESTAURANT GROUP INC | COM | 5K | 424K | – |
| CARVANA CO | CL A | 1K | 72K | – |
| CATALENT INC | COM | 2K | 44K | – |
| CATERPILLAR INC DEL | COM | 29K | 185K | – |
| CATHAY GEN BANCORP | COM | 2K | 53K | – |
| CBL & ASSOC PPTYS INC | COM | 22K | 4M | – |
| CBOE GLOBAL MARKETS INC | COM | 11K | 87K | – |
| CBRE GROUP INC | CL A | 515 | 12K | – |
| CBS CORP NEW | CL B | 260 | 4K | – |
| CDN IMPERIAL BK COMM TORONTO | COM | 29K | 293K | – |
| CDW CORP | COM | 1K | 19K | – |
| CELGENE CORP | COM | 16K | 150K | – |
| CELLDEX THERAPEUTICS INC NEW | COM | 2K | 660K | – |
| CENTENE CORP DEL | COM | 47K | 468K | – |
| CENTERPOINT ENERGY INC | COM | 67K | 2M | – |
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 3K | 74K | – |
| CENTRAL PAC FINL CORP | COM NEW | 25K | 839K | – |
| CENTURY BANCORP INC MASS | CL A NON VTG | 537 | 7K | – |
| CENTURY CASINOS INC | COM | 1K | 119K | – |
| CF INDS HLDGS INC | COM | 740 | 17K | – |
| CHARLES RIV LABS INTL INC | COM | 974 | 9K | – |
| CHECK POINT SOFTWARE TECH LT | ORD | 11K | 106K | – |
| CHEMED CORP NEW | COM | 17K | 68K | – |
| CHEMOURS CO | COM | 3K | 69K | – |
| CHEVRON CORP NEW | COM | 15K | 123K | – |
| CHICAGO BRIDGE & IRON CO N V | COM | 499 | 31K | – |
| CHIMERIX INC | COM | 5K | 1M | – |
| CHINA YUCHAI INTL LTD | COM | 2K | 69K | – |
| CHIPOTLE MEXICAN GRILL INC | COM | 873 | 3K | – |
| CHOICE HOTELS INTL INC | COM | 551 | 7K | – |
| CHURCHILL DOWNS INC | COM | 838 | 4K | – |
| CIGNA CORPORATION | COM | 80K | 393K | – |
| CINCINNATI BELL INC NEW | COM NEW | 12K | 584K | – |
| CINEMARK HOLDINGS INC | COM | 286 | 8K | – |
| CINTAS CORP | COM | 390 | 3K | – |
| CIRRUS LOGIC INC | COM | 29K | 552K | – |
| CISCO SYS INC | COM | 5K | 137K | – |
| CITI TRENDS INC | COM | 12K | 441K | – |
| CITIGROUP INC | COM NEW | 276K | 4M | – |
| CITIZENS FINL GROUP INC | COM | 104K | 2M | – |
| CLEAN ENERGY FUELS CORP | COM | 521 | 257K | – |
| CLOUD PEAK ENERGY INC | COM | 7K | 2M | – |
| CLOVIS ONCOLOGY INC | COM | 231 | 3K | – |
| CME GROUP INC | COM CL A | 11K | 72K | – |
| CNA FINL CORP | COM | 2K | 38K | – |
| CNO FINL GROUP INC | COM | 29K | 1M | – |
| COCA COLA BOTTLING CO CONS | COM | 1K | 5K | – |
| COCA COLA CO | COM | 9K | 206K | – |
| COGENT COMMUNICATIONS HLDGS | COM NEW | 19K | 422K | – |
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 3K | 41K | – |
| COHERENT INC | COM | 2K | 7K | – |
| COLFAX CORP | COM | 305 | 8K | – |
| COLONY NORTHSTAR INC | CL A COM | 2K | 142K | – |
| COLUMBIA SPORTSWEAR CO | COM | 762 | 11K | – |
| COLUMBUS MCKINNON CORP N Y | COM | 9K | 217K | – |
| COMCAST CORP NEW | CL A | 94K | 2M | – |
| COMERICA INC | COM | 755 | 9K | – |
| COMFORT SYS USA INC | COM | 847 | 19K | – |
| COMMERCIAL VEH GROUP INC | COM | 12K | 1M | – |
| COMMSCOPE HLDG CO INC | COM | 1K | 31K | – |
| COMMVAULT SYSTEMS INC | COM | 667 | 13K | – |
| CONAGRA BRANDS INC | COM | 82K | 2M | – |
| CONCERT PHARMACEUTICALS INC | COM | 207 | 8K | – |
| CONCHO RES INC | COM | 406 | 3K | – |
| CONDUENT INC | COM | 629 | 39K | – |
| CONOCOPHILLIPS | COM | 117K | 2M | – |
| CONSOLIDATED EDISON INC | COM | 6K | 76K | – |
| CONSTELLATION BRANDS INC | CL A | 154K | 674K | – |
| CONSUMER PORTFOLIO SVCS INC | COM | 852 | 205K | – |
| CONTANGO OIL & GAS COMPANY | COM NEW | 153 | 32K | – |
| CONTINENTAL BLDG PRODS INC | COM | 3K | 123K | – |
| CONTINENTAL RESOURCES INC | COM | 482 | 9K | – |
| COOPER COS INC | COM NEW | 9K | 42K | – |
| COOPER STD HLDGS INC | COM | 1K | 9K | – |
| CORCEPT THERAPEUTICS INC | COM | 5K | 301K | – |
| CORECIVIC INC | COM | 239 | 11K | – |
| CORESITE RLTY CORP | COM | 12K | 107K | – |
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 1K | 49K | – |
| CORVEL CORP | COM | 2K | 45K | – |
| COSTAMARE INC | SHS | 4K | 607K | – |
| COSTCO WHSL CORP NEW | COM | 2K | 12K | – |
| COVENANT TRANSN GROUP INC | CL A | 1K | 51K | – |
| CRA INTL INC | COM | 3K | 73K | – |
| CRACKER BARREL OLD CTRY STOR | COM | 524 | 3K | – |
| CRANE CO | COM | 8K | 90K | – |
| CROWN HOLDINGS INC | COM | 2K | 41K | – |
| CSRA INC | COM | 1K | 34K | – |
| CUMMINS INC | COM | 56K | 318K | – |
| CURTISS WRIGHT CORP | COM | 23K | 191K | – |
| CUSTOMERS BANCORP INC | COM | 3K | 117K | – |
| CUTERA INC | COM | 5K | 107K | – |
| CVR ENERGY INC | COM | 663 | 18K | – |
| CVS HEALTH CORP | COM | 20K | 270K | – |
| CYPRESS SEMICONDUCTOR CORP | COM | 334 | 22K | – |
| CYRUSONE INC | COM | 5K | 83K | – |
| CYTOMX THERAPEUTICS INC | COM | 15K | 729K | – |
| DANA INCORPORATED | COM | 11K | 333K | – |
| DANAHER CORP DEL | COM | 20K | 215K | – |
| DAQO NEW ENERGY CORP | SPNSRD ADR NEW | 19K | 314K | – |
| DARDEN RESTAURANTS INC | COM | 32K | 330K | – |
| DATA I O CORP | COM | 124 | 10K | – |
| DAVE & BUSTERS ENTMT INC | COM | 1K | 24K | – |
| DAVITA INC | COM | 4K | 60K | – |
| DEAN FOODS CO NEW | COM NEW | 3K | 264K | – |
| DECKERS OUTDOOR CORP | COM | 3K | 39K | – |
| DEERE & CO | COM | 7K | 48K | – |
| DEL FRISCOS RESTAURANT GROUP | COM | 459 | 30K | – |
| DEL TACO RESTAURANTS INC | COM | 3K | 264K | – |
| DELEK US HLDGS INC NEW | COM | 262 | 8K | – |
| DELL TECHNOLOGIES INC | COM CL V | 2K | 19K | – |
| DENNYS CORP | COM | 749 | 57K | – |
| DEPOMED INC | COM | 258 | 32K | – |
| DEVON ENERGY CORP NEW | COM | 20K | 474K | – |
| DHI GROUP INC | COM | 39 | 21K | – |
| DIAMOND HILL INVESTMENT GROU | COM NEW | 3K | 14K | – |
| DIAMOND OFFSHORE DRILLING IN | COM | 493 | 27K | – |
| DICKS SPORTING GOODS INC | COM | 15K | 506K | – |
| DIGITAL RLTY TR INC | COM | 2K | 16K | – |
| DIODES INC | COM | 17K | 596K | – |
| DISH NETWORK CORP | CL A | 205 | 4K | – |
| DISNEY WALT CO | COM DISNEY | 2K | 19K | – |
| DOLLAR GEN CORP NEW | COM | 7K | 71K | – |
| DOLLAR TREE INC | COM | 12K | 116K | – |
| DOMINION ENERGY INC | COM | 2K | 29K | – |
| DOMINOS PIZZA INC | COM | 32K | 169K | – |
| DOMTAR CORP | COM NEW | 11K | 231K | – |
| DONNELLEY FINL SOLUTIONS INC | COM | 301 | 15K | – |
| DORIAN LPG LTD | SHS USD | 887 | 108K | – |
| DOVER CORP | COM | 263 | 3K | – |
| DUKE ENERGY CORP NEW | COM NEW | 4K | 50K | – |
| DUN & BRADSTREET CORP DEL NE | COM | 320 | 3K | – |
| DXC TECHNOLOGY CO | COM | 12K | 125K | – |
| EAGLE BANCORP INC MD | COM | 1K | 25K | – |
| EAST WEST BANCORP INC | COM | 389 | 6K | – |
| EASTMAN KODAK CO | COM NEW | 185 | 60K | – |
| EATON CORP PLC | SHS | 593 | 8K | – |
| EBAY INC | COM | 9K | 242K | – |
| ECOLAB INC | COM | 2K | 16K | – |
| ECOPETROL S A | SPONSORED ADS | 31K | 2M | – |
| EDISON INTL | COM | 30K | 481K | – |
| EDITAS MEDICINE INC | COM | 959 | 31K | – |
| EDUCATION RLTY TR INC | COM NEW | 740 | 21K | – |
| EDWARDS LIFESCIENCES CORP | COM | 451 | 4K | – |
| EL PASO ELEC CO | COM NEW | 5K | 94K | – |
| EL POLLO LOCO HLDGS INC | COM | 227 | 23K | – |
| ELDORADO RESORTS INC | COM | 554 | 17K | – |
| ELECTRONIC ARTS INC | COM | 6K | 59K | – |
| EMCOR GROUP INC | COM | 36K | 446K | – |
| EMERGENT BIOSOLUTIONS INC | COM | 6K | 126K | – |
| EMERSON ELEC CO | COM | 578 | 8K | – |
| EMPIRE ST RLTY TR INC | CL A | 34K | 2M | – |
| EMPLOYERS HOLDINGS INC | COM | 849 | 19K | – |
| ENANTA PHARMACEUTICALS INC | COM | 15K | 249K | – |
| ENCORE WIRE CORP | COM | 6K | 126K | – |
| ENDURANCE INTL GROUP HLDGS I | COM | 2K | 187K | – |
| ENERGIZER HLDGS INC NEW | COM | 4K | 76K | – |
| ENERSYS | COM | 1K | 17K | – |
| ENPRO INDS INC | COM | 3K | 27K | – |
| ENTEGRIS INC | COM | 5K | 166K | – |
| ENTRAVISION COMMUNICATIONS C | CL A | 482 | 67K | – |
| EOG RES INC | COM | 4K | 39K | – |
| EQT CORP | COM | 7K | 115K | – |
| EQUINIX INC | COM PAR $0.001 | 44K | 98K | – |
| EQUITY LIFESTYLE PPTYS INC | COM | 14K | 153K | – |
| ERA GROUP INC | COM | 684 | 64K | – |
| ESSENDANT INC | COM | 1K | 118K | – |
| ESSENT GROUP LTD | COM | 68K | 2M | – |
| ESSEX PPTY TR INC | COM | 809 | 3K | – |
| ETHAN ALLEN INTERIORS INC | COM | 1K | 50K | – |
| ETSY INC | COM | 867 | 42K | – |
| EURONET WORLDWIDE INC | COM | 3K | 39K | – |
| EVERCORE INC | CLASS A | 1K | 17K | – |
| EVEREST RE GROUP LTD | COM | 2K | 10K | – |
| EVERI HLDGS INC | COM | 7K | 990K | – |
| EVERTEC INC | COM | 9K | 670K | – |
| EVOLUTION PETROLEUM CORP | COM | 961 | 140K | – |
| EXELIXIS INC | COM | 3K | 93K | – |
| EXELON CORP | COM | 2K | 52K | – |
| EXPEDIA INC DEL | COM NEW | 503 | 4K | – |
| EXPEDITORS INTL WASH INC | COM | 7K | 104K | – |
| EXPRESS INC | COM | 276 | 27K | – |
| EXPRESS SCRIPTS HLDG CO | COM | 209K | 3M | – |
| EXTENDED STAY AMER INC | UNIT 99/99/9999B | 5K | 237K | – |
| EXTERRAN CORP | COM | 15K | 480K | – |
| EXTRACTION OIL AND GAS INC | COM | 861 | 60K | – |
| EXTREME NETWORKS INC | COM | 3K | 216K | – |
| EXXON MOBIL CORP | COM | 12K | 147K | – |
| F5 NETWORKS INC | COM | 21K | 159K | – |
| FACEBOOK INC | CL A | 308K | 2M | – |
| FAIR ISAAC CORP | COM | 19K | 122K | – |
| FATE THERAPEUTICS INC | COM | 474 | 78K | – |
| FCB FINL HLDGS INC | CL A | 12K | 239K | – |
| FEDERAL AGRIC MTG CORP | CL C | 6K | 75K | – |
| FEDERATED INVS INC PA | CL B | 2K | 47K | – |
| FEDEX CORP | COM | 374 | 2K | – |
| FIBRIA CELULOSE S A | SP ADR REP COM | 4K | 304K | – |
| FIBROGEN INC | COM | 9K | 196K | – |
| FINANCIAL INSTNS INC | COM | 5K | 153K | – |
| FINISH LINE INC | CL A | 16K | 1M | – |
| FINJAN HLDGS INC | COM NEW | 422 | 196K | – |
| FIRST CONN BANCORP INC MD | COM | 222 | 8K | – |
| FIRST DATA CORP NEW | COM CL A | 336 | 20K | – |
| FIRST FINANCIAL NORTHWEST IN | COM | 3K | 173K | – |
| FIRST FINL CORP IND | COM | 5K | 114K | – |
| FIRST INDUSTRIAL REALTY TRUS | COM | 8K | 252K | – |
| FIRST INTERNET BANCORP | COM | 500 | 13K | – |
| FIRST REP BK SAN FRANCISCO C | COM | 6K | 66K | – |
| FIRST SOLAR INC | COM | 32K | 472K | – |
| FIRSTENERGY CORP | COM | 836 | 27K | – |
| FIVE BELOW INC | COM | 2K | 37K | – |
| FLAGSTAR BANCORP INC | COM PAR .001 | 412 | 11K | – |
| FLEETCOR TECHNOLOGIES INC | COM | 616 | 3K | – |
| FLEXSTEEL INDS INC | COM | 220 | 5K | – |
| FLOOR & DECOR HLDGS INC | CL A | 10K | 206K | – |
| FLUSHING FINL CORP | COM | 3K | 97K | – |
| FLY LEASING LTD | SPONSORED ADR | 2K | 153K | – |
| FONAR CORP | COM NEW | 5K | 203K | – |
| FOOT LOCKER INC | COM | 5K | 107K | – |
| FORD MTR CO DEL | COM PAR $0.01 | 12K | 948K | – |
| FOREST CITY RLTY TR INC | COM CL A | 10K | 427K | – |
| FORESTAR GROUP INC | COM | 469 | 21K | – |
| FORMFACTOR INC | COM | 2K | 123K | – |
| FORRESTER RESH INC | COM | 3K | 62K | – |
| FORTINET INC | COM | 668 | 15K | – |
| FORWARD AIR CORP | COM | 7K | 126K | – |
| FOSSIL GROUP INC | COM | 796 | 103K | – |
| FRANCESCAS HLDGS CORP | COM | 831 | 114K | – |
| FRANCO NEVADA CORP | COM | 9K | 107K | – |
| FRANKLIN RES INC | COM | 3K | 58K | – |
| FREEPORT-MCMORAN INC | CL B | 681 | 36K | – |
| FREIGHTCAR AMER INC | COM | 3K | 194K | – |
| FRESH DEL MONTE PRODUCE INC | ORD | 3K | 61K | – |
| FRONTLINE LTD | SHS NEW | 62 | 13K | – |
| FS BANCORP INC | COM | 688 | 13K | – |
| FTI CONSULTING INC | COM | 1K | 32K | – |
| FUTUREFUEL CORPORATION | COM | 9K | 625K | – |
| GAMESTOP CORP NEW | CL A | 32K | 2M | – |
| GAMING & LEISURE PPTYS INC | COM | 681 | 18K | – |
| GANNETT CO INC | COM | 459 | 40K | – |
| GASLOG LTD | SHS | 16K | 735K | – |
| GENERAL ELECTRIC CO | COM | 565 | 32K | – |
| GENERAL MTRS CO | COM | 16K | 386K | – |
| GENESCO INC | COM | 2K | 58K | – |
| GENOMIC HEALTH INC | COM | 7K | 213K | – |
| GENUINE PARTS CO | COM | 5K | 50K | – |
| GETTY RLTY CORP NEW | COM | 483 | 18K | – |
| GILDAN ACTIVEWEAR INC | COM | 256 | 8K | – |
| GILEAD SCIENCES INC | COM | 184K | 3M | – |
| GLOBAL BRASS & COPPR HLDGS I | COM | 8K | 231K | – |
| GLOBAL NET LEASE INC | COM NEW | 16K | 754K | – |
| GMS INC | COM | 4K | 109K | – |
| GOLDCORP INC NEW | COM | 427 | 33K | – |
| GOLDFIELD CORP | COM | 314 | 64K | – |
| GOLDMAN SACHS GROUP INC | COM | 225K | 885K | – |
| GRAHAM HLDGS CO | COM | 5K | 9K | – |
| GRANITE REAL ESTATE INVT TR | UNIT 99/99/9999 | 14K | 357K | – |
| GREAT SOUTHN BANCORP INC | COM | 529 | 10K | – |
| GREEN PLAINS INC | COM | 428 | 25K | – |
| GREENBRIER COS INC | COM | 6K | 114K | – |
| GREENLIGHT CAPITAL RE LTD | CLASS A | 4K | 200K | – |
| GREIF INC | CL B | 692 | 10K | – |
| GROUP 1 AUTOMOTIVE INC | COM | 1K | 14K | – |
| GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 16K | 2M | – |
| HACKETT GROUP INC | COM | 3K | 202K | – |
| HAEMONETICS CORP | COM | 7K | 123K | – |
| HALCON RES CORP | COM PAR NEW | 3K | 450K | – |
| HALLADOR ENERGY COMPANY | COM | 2K | 386K | – |
| HALOZYME THERAPEUTICS INC | COM | 247 | 12K | – |
| HANESBRANDS INC | COM | 493 | 24K | – |
| HANMI FINL CORP | COM NEW | 4K | 135K | – |
| HARDINGE INC | COM | 440 | 25K | – |
| HARMONY GOLD MNG LTD | SPONSORED ADR | 2K | 1M | – |
| HARRIS CORP DEL | COM | 10K | 71K | – |
| HARSCO CORP | COM | 5K | 285K | – |
| HARTFORD FINL SVCS GROUP INC | COM | 709 | 13K | – |
| HASBRO INC | COM | 2K | 22K | – |
| HAVERTY FURNITURE INC | COM | 616 | 27K | – |
| HAWAIIAN HOLDINGS INC | COM | 5K | 123K | – |
| HAYNES INTERNATIONAL INC | COM NEW | 285 | 9K | – |
| HCA HEALTHCARE INC | COM | 6K | 68K | – |
| HCI GROUP INC | COM | 5K | 178K | – |
| HD SUPPLY HLDGS INC | COM | 272 | 7K | – |
| HEALTHCARE TR AMER INC | CL A NEW | 9K | 289K | – |
| HEIDRICK & STRUGGLES INTL IN | COM | 390 | 16K | – |
| HERBALIFE LTD | COM USD SHS | 244 | 4K | – |
| HERITAGE CRYSTAL CLEAN INC | COM | 4K | 171K | – |
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 2K | 120K | – |
| HERSHEY CO | COM | 4K | 33K | – |
| HERTZ GLOBAL HLDGS INC | COM | 732 | 33K | – |
| HFF INC | CL A | 2K | 35K | – |
| HIBBETT SPORTS INC | COM | 18K | 905K | – |
| HILL ROM HLDGS INC | COM | 657 | 8K | – |
| HILLENBRAND INC | COM | 7K | 155K | – |
| HILLTOP HOLDINGS INC | COM | 26K | 1M | – |
| HOLLYFRONTIER CORP | COM | 748 | 15K | – |
| HOLOGIC INC | COM | 3K | 59K | – |
| HOMETRUST BANCSHARES INC | COM | 8K | 304K | – |
| HONEYWELL INTL INC | COM | 859 | 6K | – |
| HORACE MANN EDUCATORS CORP N | COM | 4K | 89K | – |
| HORIZON PHARMA PLC | SHS | 1K | 76K | – |
| HOSPITALITY PPTYS TR | COM SH BEN INT | 7K | 225K | – |
| HOST HOTELS & RESORTS INC | COM | 4K | 207K | – |
| HOVNANIAN ENTERPRISES INC | CL A | 1K | 313K | – |
| HUDBAY MINERALS INC | COM | 687 | 77K | – |
| HUDSON PAC PPTYS INC | COM | 8K | 246K | – |
| HUMANA INC | COM | 7K | 28K | – |
| HUNT J B TRANS SVCS INC | COM | 3K | 22K | – |
| HUNTINGTON INGALLS INDS INC | COM | 26K | 112K | – |
| HUNTSMAN CORP | COM | 21K | 619K | – |
| HURCO COMPANIES INC | COM | 8K | 194K | – |
| HYATT HOTELS CORP | COM CL A | 802 | 11K | – |
| HYSTER YALE MATLS HANDLING I | CL A | 6K | 73K | – |
| IAC INTERACTIVECORP | COM | 5K | 40K | – |
| ICF INTL INC | COM | 1K | 21K | – |
| ICHOR HOLDINGS | SHS | 2K | 86K | – |
| IDACORP INC | COM | 731 | 8K | – |
| IDEXX LABS INC | COM | 8K | 51K | – |
| II VI INC | COM | 535 | 11K | – |
| IMMUNE DESIGN CORP | COM | 103 | 26K | – |
| INDEPENDENT BANK CORP MICH | COM NEW | 10K | 468K | – |
| INFINITY PHARMACEUTICALS INC | COM | 126 | 62K | – |
| INFINITY PPTY & CAS CORP | COM | 2K | 19K | – |
| INFRAREIT INC | COM | 7K | 369K | – |
| INGERSOLL-RAND PLC | SHS | 9K | 100K | – |
| INGLES MKTS INC | CL A | 3K | 76K | – |
| INGREDION INC | COM | 7K | 52K | – |
| INNOVATIVE INDL PPTYS INC | COM | 297 | 9K | – |
| INNOVIVA INC | COM | 7K | 508K | – |
| INOVIO PHARMACEUTICALS INC | COM NEW | 1K | 332K | – |
| INSPERITY INC | COM | 31K | 542K | – |
| INSTALLED BLDG PRODS INC | COM | 813 | 11K | – |
| INTELLIA THERAPEUTICS INC | COM | 7K | 338K | – |
| INTERCONTINENTAL EXCHANGE IN | COM | 5K | 65K | – |
| INTERNATIONAL BANCSHARES COR | COM | 873 | 22K | – |
| INTERNATIONAL BUSINESS MACHS | COM | 2K | 10K | – |
| INTERNATIONAL GAME TECHNOLOG | SHS USD | 3K | 128K | – |
| INTERSECT ENT INC | COM | 8K | 241K | – |
| INTEST CORP | COM | 216 | 25K | – |
| INTUIT | COM | 174K | 1M | – |
| INTUITIVE SURGICAL INC | COM NEW | 9K | 24K | – |
| INVESTMENT TECHNOLOGY GRP NE | COM | 868 | 45K | – |
| INVESTORS BANCORP INC NEW | COM | 2K | 138K | – |
| INVESTORS REAL ESTATE TR | SH BEN INT | 2K | 363K | – |
| INVITAE CORP | COM | 350 | 39K | – |
| INVITATION HOMES INC | COM | 4K | 159K | – |
| IONIS PHARMACEUTICALS INC | COM | 518 | 10K | – |
| IPG PHOTONICS CORP | COM | 621 | 3K | – |
| IQVIA HLDGS INC | COM | 1K | 15K | – |
| IROBOT CORP | COM | 360 | 5K | – |
| ISHARES INC | MSCI AUSTRIA ETF | 328 | 13K | – |
| ISHARES INC | MSCI HONG KG ETF | 315 | 12K | – |
| ISHARES INC | MSCI STH KOR ETF | 554 | 7K | – |
| ISHARES INC | MSCI TURKEY ETF | 899 | 21K | – |
| ISHARES TR | 1 3 YR TREAS BD | 855 | 10K | – |
| ISHARES TR | CHINA LG-CAP ETF | 277 | 6K | – |
| ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 2K | 170K | – |
| ITT INC | COM | 26K | 496K | – |
| J JILL INC | COM | 4K | 541K | – |
| J2 GLOBAL INC | COM | 893 | 12K | – |
| JA SOLAR HOLDINGS CO LTD | SPON ADR REP5ORD | 18K | 2M | – |
| JABIL INC | COM | 13K | 488K | – |
| JACOBS ENGR GROUP INC DEL | COM | 5K | 69K | – |
| JAMBA INC | COM NEW | 647 | 80K | – |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 296 | 2K | – |
| JOHNSON & JOHNSON | COM | 101K | 723K | – |
| JOHNSON OUTDOORS INC | CL A | 2K | 35K | – |
| JPMORGAN CHASE & CO | COM | 4K | 35K | – |
| JUNIPER NETWORKS INC | COM | 13K | 452K | – |
| JUNO THERAPEUTICS INC | COM | 247 | 5K | – |
| JUST ENERGY GROUP INC | COM | 4K | 926K | – |
| K12 INC | COM | 17K | 1M | – |
| KAISER ALUMINUM CORP | COM PAR $0.01 | 21K | 197K | – |
| KAR AUCTION SVCS INC | COM | 222 | 4K | – |
| KB FINANCIAL GROUP INC | SPONSORED ADR | 497 | 9K | – |
| KB HOME | COM | 25K | 783K | – |
| KELLOGG CO | COM | 2K | 23K | – |
| KEMET CORP | COM NEW | 2K | 137K | – |
| KENNAMETAL INC | COM | 2K | 34K | – |
| KEYSIGHT TECHNOLOGIES INC | COM | 254 | 6K | – |
| KFORCE INC | COM | 2K | 75K | – |
| KINDRED HEALTHCARE INC | COM | 1K | 112K | – |
| KIRKLANDS INC | COM | 5K | 417K | – |
| KITE RLTY GROUP TR | COM NEW | 28K | 1M | – |
| KOHLS CORP | COM | 9K | 165K | – |
| KOPPERS HOLDINGS INC | COM | 12K | 242K | – |
| KRAFT HEINZ CO | COM | 1K | 15K | – |
| KRATOS DEFENSE & SEC SOLUTIO | COM NEW | 321 | 30K | – |
| KROGER CO | COM | 3K | 112K | – |
| KULICKE & SOFFA INDS INC | COM | 11K | 436K | – |
| L BRANDS INC | COM | 440 | 7K | – |
| LA Z BOY INC | COM | 11K | 365K | – |
| LABORATORY CORP AMER HLDGS | COM NEW | 3K | 17K | – |
| LAKELAND INDS INC | COM | 5K | 315K | – |
| LAM RESEARCH CORP | COM | 2K | 13K | – |
| LANDSTAR SYS INC | COM | 7K | 72K | – |
| LANTHEUS HLDGS INC | COM | 6K | 317K | – |
| LAS VEGAS SANDS CORP | COM | 2K | 30K | – |
| LAUDER ESTEE COS INC | CL A | 38K | 300K | – |
| LEAR CORP | COM NEW | 137K | 775K | – |
| LEGGETT & PLATT INC | COM | 749 | 16K | – |
| LEUCADIA NATL CORP | COM | 34K | 1M | – |
| LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 20K | 813K | – |
| LIBERTY MEDIA CORP DELAWARE | COM A SIRIUSXM | 25K | 628K | – |
| LIBERTY MEDIA CORP DELAWARE | COM C SIRIUSXM | 21K | 518K | – |
| LIGAND PHARMACEUTICALS INC | COM NEW | 18K | 135K | – |
| LILLY ELI & CO | COM | 12K | 139K | – |
| LINCOLN NATL CORP IND | COM | 14K | 176K | – |
| LITHIA MTRS INC | CL A | 977 | 9K | – |
| LIVE NATION ENTERTAINMENT IN | COM | 243 | 6K | – |
| LOCKHEED MARTIN CORP | COM | 3K | 10K | – |
| LOEWS CORP | COM | 4K | 71K | – |
| LOGMEIN INC | COM | 17K | 145K | – |
| LORAL SPACE & COMMUNICATNS I | COM | 335 | 8K | – |
| LOUISIANA PAC CORP | COM | 46K | 2M | – |
| LOWES COS INC | COM | 7K | 72K | – |
| LSC COMMUNICATIONS INC | COM | 289 | 19K | – |
| LULULEMON ATHLETICA INC | COM | 2K | 27K | – |
| LUXOFT HLDG INC | ORD SHS CL A | 19K | 343K | – |
| LYONDELLBASELL INDUSTRIES N | SHS - A - | 29K | 262K | – |
| M & T BK CORP | COM | 10K | 59K | – |
| M D C HLDGS INC | COM | 12K | 369K | – |
| MACK CALI RLTY CORP | COM | 5K | 223K | – |
| MADDEN STEVEN LTD | COM | 1K | 23K | – |
| MADISON SQUARE GARDEN CO NEW | CL A | 5K | 25K | – |
| MAGNA INTL INC | COM | 972 | 17K | – |
| MALIBU BOATS INC | COM CL A | 1K | 47K | – |
| MANHATTAN ASSOCS INC | COM | 17K | 351K | – |
| MANPOWERGROUP INC | COM | 64K | 511K | – |
| MARATHON OIL CORP | COM | 14K | 833K | – |
| MARATHON PETE CORP | COM | 633 | 10K | – |
| MARCUS & MILLICHAP INC | COM | 264 | 8K | – |
| MARKEL CORP | COM | 4K | 4K | – |
| MARLIN BUSINESS SVCS CORP | COM | 4K | 178K | – |
| MARRIOTT INTL INC NEW | CL A | 638 | 5K | – |
| MARSH & MCLENNAN COS INC | COM | 1K | 18K | – |
| MARTEN TRANS LTD | COM | 3K | 161K | – |
| MARTIN MARIETTA MATLS INC | COM | 420 | 2K | – |
| MASIMO CORP | COM | 16K | 187K | – |
| MATERION CORP | COM | 9K | 187K | – |
| MAUI LD & PINEAPPLE INC | COM | 5K | 311K | – |
| MAXIM INTEGRATED PRODS INC | COM | 5K | 90K | – |
| MAXIMUS INC | COM | 7K | 102K | – |
| MCBC HLDGS INC | COM | 7K | 330K | – |
| MCDERMOTT INTL INC | COM | 203 | 31K | – |
| MCDONALDS CORP | COM | 9K | 50K | – |
| MCGRATH RENTCORP | COM | 5K | 110K | – |
| MCKESSON CORP | COM | 11K | 73K | – |
| MDU RES GROUP INC | COM | 6K | 224K | – |
| MEDEQUITIES RLTY TR INC | COM | 2K | 211K | – |
| MEDIFAST INC | COM | 15K | 217K | – |
| MEDPACE HLDGS INC | COM | 8K | 222K | – |
| MEDTRONIC PLC | SHS | 207K | 3M | – |
| MELCO RESORT ENTERTAINMENT L | ADR | 11K | 366K | – |
| MELINTA THERAPEUTICS INC | COM | 3K | 187K | – |
| MERCER INTL INC | COM | 10K | 681K | – |
| MERCK & CO INC | COM | 9K | 167K | – |
| MERIDIAN BANCORP INC MD | COM | 8K | 384K | – |
| MERIDIAN BIOSCIENCE INC | COM | 2K | 160K | – |
| METHODE ELECTRS INC | COM | 325 | 8K | – |
| METTLER TOLEDO INTERNATIONAL | COM | 15K | 24K | – |
| MGIC INVT CORP WIS | COM | 34K | 2M | – |
| MGM GROWTH PPTYS LLC | CL A COM | 1K | 44K | – |
| MGM RESORTS INTERNATIONAL | COM | 498 | 15K | – |
| MICHAEL KORS HLDGS LTD | SHS | 18K | 284K | – |
| MICRON TECHNOLOGY INC | COM | 84K | 2M | – |
| MICROSOFT CORP | COM | 100K | 1M | – |
| MICROSTRATEGY INC | CL A NEW | 13K | 97K | – |
| MIDSTATES PETE CO INC | COM PAR | 343 | 21K | – |
| MIMEDX GROUP INC | COM | 291 | 23K | – |
| MINDBODY INC | COM CL A | 505 | 17K | – |
| MINERALS TECHNOLOGIES INC | COM | 640 | 9K | – |
| MIRAGEN THERAPEUTICS INC | COM | 565 | 54K | – |
| MITEL NETWORKS CORP | COM | 3K | 330K | – |
| MKS INSTRUMENT INC | COM | 19K | 203K | – |
| MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 8K | 767K | – |
| MOLINA HEALTHCARE INC | COM | 20K | 265K | – |
| MOLSON COORS BREWING CO | CL B | 591 | 7K | – |
| MONARCH CASINO & RESORT INC | COM | 498 | 11K | – |
| MONOLITHIC PWR SYS INC | COM | 4K | 37K | – |
| MONOTYPE IMAGING HOLDINGS IN | COM | 245 | 10K | – |
| MONSTER BEVERAGE CORP NEW | COM | 19K | 295K | – |
| MOOG INC | CL A | 9K | 103K | – |
| MORGAN STANLEY | COM NEW | 256K | 5M | – |
| MOTOROLA SOLUTIONS INC | COM NEW | 6K | 63K | – |
| MSC INDL DIRECT INC | CL A | 3K | 34K | – |
| MSCI INC | COM | 9K | 72K | – |
| MSG NETWORK INC | CL A | 3K | 128K | – |
| MURPHY OIL CORP | COM | 5K | 162K | – |
| MYOKARDIA INC | COM | 11K | 268K | – |
| MYRIAD GENETICS INC | COM | 903 | 26K | – |
| NANOMETRICS INC | COM | 232 | 9K | – |
| NASDAQ INC | COM | 461 | 6K | – |
| NATHANS FAMOUS INC NEW | COM | 853 | 11K | – |
| NATIONAL PRESTO INDS INC | COM | 219 | 2K | – |
| NATIONAL VISION HLDGS INC | COM | 808 | 20K | – |
| NATIONAL WESTN LIFE GROUP IN | CL A | 833 | 3K | – |
| NAVIENT CORPORATION | COM | 26K | 2M | – |
| NAVIOS MARITIME ACQUIS CORP | SHS | 35 | 31K | – |
| NCR CORP NEW | COM | 11K | 326K | – |
| NELNET INC | CL A | 14K | 250K | – |
| NETGEAR INC | COM | 1K | 23K | – |
| NETWORK 1 TECHNOLOGIES INC | COM | 751 | 313K | – |
| NEW ORIENTAL ED & TECH GRP I | SPON ADR | 9K | 100K | – |
| NEW SR INVT GROUP INC | COM | 1K | 158K | – |
| NEWFIELD EXPL CO | COM | 5K | 174K | – |
| NEWMARKET CORP | COM | 250 | 630 | – |
| NEWMONT MINING CORP | COM | 7K | 181K | – |
| NEWTEK BUSINESS SVCS CORP | COM NEW | 396 | 21K | – |
| NEXPOINT RESIDENTIAL TR INC | COM | 2K | 61K | – |
| NIC INC | COM | 13K | 757K | – |
| NIELSEN HLDGS PLC | SHS EUR | 422 | 12K | – |
| NOAH HLDGS LTD | SPON ADS CL A | 14K | 309K | – |
| NOBLE ENERGY INC | COM | 288 | 10K | – |
| NOMAD FOODS LTD | USD ORD SHS | 4K | 221K | – |
| NORBORD INC | COM NEW | 1K | 40K | – |
| NORDSON CORP | COM | 4K | 24K | – |
| NORFOLK SOUTHERN CORP | COM | 1K | 9K | – |
| NORTHEAST BANCORP | COM NEW | 1K | 57K | – |
| NORTHSTAR REALTY EUROPE CORP | COM | 2K | 118K | – |
| NORTHWEST NAT GAS CO | COM | 865 | 15K | – |
| NOVA MEASURING INSTRUMENTS L | COM | 689 | 26K | – |
| NOVOCURE LTD | ORD SHS | 7K | 347K | – |
| NRG ENERGY INC | COM NEW | 299 | 10K | – |
| NU SKIN ENTERPRISES INC | CL A | 4K | 60K | – |
| NUANCE COMMUNICATIONS INC | COM | 255 | 16K | – |
| NUTRI SYS INC NEW | COM | 6K | 121K | – |
| NUVECTRA CORP | COM | 706 | 91K | – |
| NVE CORP | COM NEW | 3K | 31K | – |
| NVR INC | COM | 43K | 12K | – |
| OASIS PETE INC NEW | COM | 1K | 158K | – |
| OCCIDENTAL PETE CORP DEL | COM | 8K | 108K | – |
| OFG BANCORP | COM | 11K | 1M | – |
| OLD NATL BANCORP IND | COM | 5K | 273K | – |
| OLD REP INTL CORP | COM | 3K | 133K | – |
| OLD SECOND BANCORP INC ILL | COM | 1K | 74K | – |
| OM ASSET MGMT PLC | SHS | 3K | 175K | – |
| OMNOVA SOLUTIONS INC | COM | 5K | 473K | – |
| ON SEMICONDUCTOR CORP | COM | 10K | 492K | – |
| ONE GAS INC | COM | 2K | 30K | – |
| OOMA INC | COM | 251 | 21K | – |
| OPHTHOTECH CORP | COM | 608 | 195K | – |
| OPPENHEIMER HLDGS INC | CL A NON VTG | 453 | 17K | – |
| ORACLE CORP | COM | 39K | 818K | – |
| ORBCOMM INC | COM | 492 | 48K | – |
| ORION ENGINEERED CARBONS S A | COM | 16K | 613K | – |
| ORTHOFIX INTL N V | COM | 10K | 182K | – |
| OVERSEAS SHIPHOLDING GROUP I | CL A NEW | 4K | 2M | – |
| OWENS & MINOR INC NEW | COM | 2K | 95K | – |
| OWENS CORNING NEW | COM | 40K | 432K | – |
| OXFORD INDS INC | COM | 293 | 4K | – |
| PACIFIC ETHANOL INC | COM PAR $.001 | 2K | 526K | – |
| PAPA JOHNS INTL INC | COM | 404 | 7K | – |
| PARATEK PHARMACEUTICALS INC | COM | 7K | 375K | – |
| PARK HOTELS RESORTS INC | COM | 32K | 1M | – |
| PATRICK INDS INC | COM | 326 | 5K | – |
| PATTERN ENERGY GROUP INC | CL A | 658 | 31K | – |
| PAYCHEX INC | COM | 470 | 7K | – |
| PAYCOM SOFTWARE INC | COM | 2K | 28K | – |
| PAYLOCITY HLDG CORP | COM | 6K | 118K | – |
| PBF ENERGY INC | CL A | 954 | 27K | – |
| PCM INC | COM | 766 | 77K | – |
| PDL BIOPHARMA INC | COM | 3K | 1M | – |
| PEABODY ENERGY CORP NEW | COM | 7K | 181K | – |
| PENN VA CORP NEW | COM | 2K | 43K | – |
| PENNEY J C INC | COM | 2K | 695K | – |
| PENNYMAC FINL SVCS INC | CL A | 13K | 596K | – |
| PEPSICO INC | COM | 43K | 355K | – |
| PERFICIENT INC | COM | 2K | 86K | – |
| PERFORMANCE FOOD GROUP CO | COM | 7K | 198K | – |
| PERKINELMER INC | COM | 1K | 18K | – |
| PERRIGO CO PLC | SHS | 331 | 4K | – |
| PETMED EXPRESS INC | COM | 4K | 85K | – |
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 1K | 135K | – |
| PFENEX INC | COM | 516 | 194K | – |
| PFIZER INC | COM | 11K | 307K | – |
| PG&E CORP | COM | 28K | 616K | – |
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 8K | 228K | – |
| PHILLIPS 66 | COM | 2K | 24K | – |
| PHOTRONICS INC | COM | 419 | 49K | – |
| PIEDMONT OFFICE REALTY TR IN | COM CL A | 2K | 127K | – |
| PIER 1 IMPORTS INC | COM | 2K | 579K | – |
| PILGRIMS PRIDE CORP NEW | COM | 27K | 879K | – |
| PIPER JAFFRAY COS | COM | 5K | 63K | – |
| PITNEY BOWES INC | COM | 652 | 58K | – |
| PLANTRONICS INC NEW | COM | 16K | 316K | – |
| PNC FINL SVCS GROUP INC | COM | 13K | 93K | – |
| PNM RES INC | COM | 3K | 79K | – |
| POOL CORPORATION | COM | 18K | 142K | – |
| POPULAR INC | COM NEW | 11K | 305K | – |
| PORTLAND GEN ELEC CO | COM NEW | 29K | 626K | – |
| POSCO | SPONSORED ADR | 2K | 20K | – |
| POTBELLY CORP | COM | 5K | 396K | – |
| POTLATCH CORP NEW | COM | 1K | 27K | – |
| PRA HEALTH SCIENCES INC | COM | 7K | 79K | – |
| PRAXAIR INC | COM | 8K | 55K | – |
| PREMIER INC | CL A | 461 | 16K | – |
| PRESTIGE BRANDS HLDGS INC | COM | 9K | 214K | – |
| PRICELINE GRP INC | COM NEW | 210 | 121 | – |
| PRIMERICA INC | COM | 7K | 69K | – |
| PRIMORIS SVCS CORP | COM | 8K | 287K | – |
| PROCTER AND GAMBLE CO | COM | 10K | 109K | – |
| PROGENICS PHARMACEUTICALS IN | COM | 351 | 59K | – |
| PROGRESS SOFTWARE CORP | COM | 47K | 1M | – |
| PROLOGIS INC | COM | 15K | 234K | – |
| PROTAGONIST THERAPEUTICS INC | COM | 558 | 27K | – |
| PROVIDENCE SVC CORP | COM | 771 | 13K | – |
| PRUDENTIAL FINL INC | COM | 134K | 1M | – |
| PS BUSINESS PKS INC CALIF | COM | 2K | 17K | – |
| PTC INC | COM | 304 | 5K | – |
| PUBLIC SVC ENTERPRISE GROUP | COM | 57K | 1M | – |
| PULTE GROUP INC | COM | 888 | 27K | – |
| PVH CORP | COM | 2K | 18K | – |
| QEP RES INC | COM | 2K | 210K | – |
| QORVO INC | COM | 280 | 4K | – |
| QTS RLTY TR INC | COM CL A | 30K | 563K | – |
| QUAD / GRAPHICS INC | COM CL A | 3K | 153K | – |
| QUALCOMM INC | COM | 320 | 5K | – |
| QUEST DIAGNOSTICS INC | COM | 1K | 14K | – |
| QUINSTREET INC | COM | 6K | 700K | – |
| RADIAN GROUP INC | COM | 9K | 413K | – |
| RANGE RES CORP | COM | 590 | 35K | – |
| RAYONIER ADVANCED MATLS INC | COM | 4K | 178K | – |
| RAYTHEON CO | COM NEW | 3K | 17K | – |
| REALOGY HLDGS CORP | COM | 3K | 104K | – |
| RED HAT INC | COM | 228 | 2K | – |
| REGAL BELOIT CORP | COM | 889 | 12K | – |
| REGENXBIO INC | COM | 9K | 281K | – |
| REGIONAL MGMT CORP | COM | 7K | 284K | – |
| REGIONS FINL CORP NEW | COM | 9K | 506K | – |
| REINSURANCE GROUP AMER INC | COM NEW | 39K | 250K | – |
| RENAISSANCERE HOLDINGS LTD | COM | 553 | 4K | – |
| RENEWABLE ENERGY GROUP INC | COM NEW | 135 | 11K | – |
| RENT A CTR INC NEW | COM | 524 | 47K | – |
| REPUBLIC BANCORP KY | CL A | 4K | 105K | – |
| REPUBLIC SVCS INC | COM | 8K | 120K | – |
| RESMED INC | COM | 4K | 43K | – |
| RESOLUTE FST PRODS INC | COM | 532 | 48K | – |
| RETAIL PPTYS AMER INC | CL A | 12K | 904K | – |
| RETROPHIN INC | COM | 801 | 38K | – |
| REX AMERICAN RESOURCES CORP | COM | 493 | 6K | – |
| REXFORD INDL RLTY INC | COM | 621 | 21K | – |
| RLJ LODGING TR | COM | 5K | 205K | – |
| RMR GROUP INC | CL A | 2K | 34K | – |
| ROCKY BRANDS INC | COM | 3K | 184K | – |
| ROGERS COMMUNICATIONS INC | CL B | 32K | 627K | – |
| ROSS STORES INC | COM | 3K | 41K | – |
| ROWAN COMPANIES PLC | SHS CL A | 34K | 2M | – |
| ROYAL BK CDA MONTREAL QUE | COM | 13K | 159K | – |
| ROYAL CARIBBEAN CRUISES LTD | COM | 144K | 1M | – |
| RPX CORP | COM | 25K | 2M | – |
| RUDOLPH TECHNOLOGIES INC | COM | 3K | 117K | – |
| RUSH ENTERPRISES INC | CL A | 39K | 768K | – |
| RUTHS HOSPITALITY GROUP INC | COM | 8K | 375K | – |
| RYDER SYS INC | COM | 5K | 56K | – |
| RYMAN HOSPITALITY PPTYS INC | COM | 23K | 337K | – |
| S&P GLOBAL INC | COM | 6K | 33K | – |
| SABRA HEALTH CARE REIT INC | COM | 3K | 136K | – |
| SANDERSON FARMS INC | COM | 69K | 500K | – |
| SANDY SPRING BANCORP INC | COM | 11K | 269K | – |
| SANTANDER CONSUMER USA HDG I | COM | 276 | 15K | – |
| SBA COMMUNICATIONS CORP NEW | CL A | 15K | 91K | – |
| SCANA CORP NEW | COM | 4K | 111K | – |
| SCHLUMBERGER LTD | COM | 6K | 88K | – |
| SCHNITZER STL INDS | CL A | 20K | 593K | – |
| SCHULMAN A INC | COM | 5K | 130K | – |
| SCIENCE APPLICATNS INTL CP N | COM | 7K | 92K | – |
| SEAGATE TECHNOLOGY PLC | SHS | 586 | 14K | – |
| SEALED AIR CORP NEW | COM | 6K | 128K | – |
| SEATTLE GENETICS INC | COM | 760 | 14K | – |
| SELECT INCOME REIT | COM SH BEN INT | 4K | 163K | – |
| SELECT SECTOR SPDR TR | ENERGY | 5K | 75K | – |
| SELECT SECTOR SPDR TR | SBI CONS DISCR | 2K | 23K | – |
| SELECT SECTOR SPDR TR | SBI INT-FINL | 3K | 119K | – |
| SELECT SECTOR SPDR TR | SBI MATERIALS | 11K | 186K | – |
| SELECT SECTOR SPDR TR | TECHNOLOGY | 18K | 289K | – |
| SEMPRA ENERGY | COM | 577 | 5K | – |
| SENIOR HSG PPTYS TR | SH BEN INT | 2K | 93K | – |
| SENSATA TECHNOLOGIES HLDG NV | SHS | 756 | 15K | – |
| SHAW COMMUNICATIONS INC | CL B CONV | 10K | 432K | – |
| SHILOH INDS INC | COM | 3K | 424K | – |
| SHIP FINANCE INTERNATIONAL L | SHS | 17K | 1M | – |
| SHOE CARNIVAL INC | COM | 8K | 313K | – |
| SHORE BANCSHARES INC | COM | 2K | 136K | – |
| SHUTTERFLY INC | COM | 806 | 16K | – |
| SIERRA BANCORP | COM | 7K | 250K | – |
| SIGNET JEWELERS LIMITED | SHS | 300 | 5K | – |
| SILVERBOW RES INC | COM | 2K | 68K | – |
| SIMON PPTY GROUP INC NEW | COM | 50K | 290K | – |
| SINA CORP | ORD | 5K | 50K | – |
| SJW GROUP | COM | 8K | 128K | – |
| SKYWORKS SOLUTIONS INC | COM | 9K | 95K | – |
| SL GREEN RLTY CORP | COM | 2K | 19K | – |
| SLEEP NUMBER CORP | COM | 14K | 367K | – |
| SMUCKER J M CO | COM NEW | 66K | 530K | – |
| SOCIEDAD QUIMICA MINERA DE C | SPON ADR SER B | 356 | 6K | – |
| SODASTREAM INTERNATIONAL LTD | USD SHS | 3K | 47K | – |
| SOLAR CAP LTD | COM | 2K | 115K | – |
| SOUTHERN CO | COM | 6K | 117K | – |
| SOUTHERN COPPER CORP | COM | 745 | 16K | – |
| SOUTHWEST AIRLS CO | COM | 2K | 37K | – |
| SOUTHWESTERN ENERGY CO | COM | 257 | 46K | – |
| SPARK THERAPEUTICS INC | COM | 7K | 144K | – |
| SPDR S&P 500 ETF TR | TR UNIT | 560 | 2K | – |
| SPDR SERIES TRUST | BLOOMBERG BRCLYS | 338 | 9K | – |
| SPECTRUM PHARMACEUTICALS INC | COM | 7K | 344K | – |
| SPEEDWAY MOTORSPORTS INC | COM | 253 | 13K | – |
| SPIRE INC | COM | 1K | 14K | – |
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 72K | 825K | – |
| SPOK HLDGS INC | COM | 11K | 728K | – |
| SPS COMM INC | COM | 326 | 7K | – |
| SPX FLOW INC | COM | 266 | 6K | – |
| SS&C TECHNOLOGIES HLDGS INC | COM | 745 | 18K | – |
| STANLEY BLACK & DECKER INC | COM | 5K | 30K | – |
| STANTEC INC | COM | 752 | 27K | – |
| STARS GROUP INC | COM | 28K | 1M | – |
| STATE STR CORP | COM | 139K | 1M | – |
| STEPAN CO | COM | 4K | 56K | – |
| STITCH FIX INC | COM CL A | 2K | 82K | – |
| STONECASTLE FINL CORP | COM | 332 | 16K | – |
| STONERIDGE INC | COM | 16K | 683K | – |
| SUN LIFE FINL INC | COM | 567 | 14K | – |
| SUPER MICRO COMPUTER INC | COM | 1K | 49K | – |
| SUPERNUS PHARMACEUTICALS INC | COM | 2K | 50K | – |
| SUPERVALU INC | COM NEW | 244 | 11K | – |
| SURMODICS INC | COM | 2K | 57K | – |
| SVB FINL GROUP | COM | 491 | 2K | – |
| SYMANTEC CORP | COM | 2K | 81K | – |
| SYNAPTICS INC | COM | 4K | 97K | – |
| SYNOPSYS INC | COM | 36K | 424K | – |
| SYSCO CORP | COM | 8K | 137K | – |
| T MOBILE US INC | COM | 38K | 600K | – |
| TABLEAU SOFTWARE INC | CL A | 242 | 4K | – |
| TAILORED BRANDS INC | COM | 3K | 137K | – |
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 113K | 3M | – |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 417 | 4K | – |
| TANGER FACTORY OUTLET CTRS I | COM | 27K | 1M | – |
| TARGET CORP | COM | 2K | 37K | – |
| TAYLOR MORRISON HOME CORP | CL A | 35K | 1M | – |
| TCF FINL CORP | COM | 25K | 1M | – |
| TECH DATA CORP | COM | 34K | 349K | – |
| TEEKAY CORPORATION | COM | 1K | 123K | – |
| TELEPHONE & DATA SYS INC | COM NEW | 2K | 62K | – |
| TELUS CORP | COM | 12K | 317K | – |
| TENNECO INC | COM | 7K | 128K | – |
| TERADATA CORP DEL | COM | 2K | 55K | – |
| TETRAPHASE PHARMACEUTICALS I | COM | 13K | 2M | – |
| TEXAS ROADHOUSE INC | COM | 19K | 368K | – |
| TEXTAINER GROUP HOLDINGS LTD | SHS | 2K | 100K | – |
| THERMO FISHER SCIENTIFIC INC | COM | 4K | 20K | – |
| THIRD PT REINS LTD | COM | 41K | 3M | – |
| THOR INDS INC | COM | 6K | 37K | – |
| TIER REIT INC | COM NEW | 2K | 89K | – |
| TIFFANY & CO NEW | COM | 1K | 14K | – |
| TILLYS INC | CL A | 1K | 81K | – |
| TIM PARTICIPACOES S A | SPONSORED ADR | 906 | 47K | – |
| TJX COS INC NEW | COM | 6K | 84K | – |
| TOLL BROTHERS INC | COM | 48K | 990K | – |
| TOPBUILD CORP | COM | 1K | 14K | – |
| TORCHMARK CORP | COM | 213 | 2K | – |
| TORO CO | COM | 18K | 278K | – |
| TORONTO DOMINION BK ONT | COM NEW | 13K | 215K | – |
| TOTAL SYS SVCS INC | COM | 1K | 19K | – |
| TOWER INTL INC | COM | 3K | 82K | – |
| TRACTOR SUPPLY CO | COM | 5K | 72K | – |
| TRANSDIGM GROUP INC | COM | 629 | 2K | – |
| TRANSOCEAN LTD | REG SHS | 30K | 3M | – |
| TRAVELPORT WORLDWIDE LTD | SHS | 15K | 1M | – |
| TREEHOUSE FOODS INC | COM | 3K | 70K | – |
| TREX CO INC | COM | 1K | 10K | – |
| TRICO BANCSHARES | COM | 2K | 65K | – |
| TRINSEO S A | SHS | 225 | 3K | – |
| TRIPLE-S MGMT CORP | CL B | 5K | 200K | – |
| TRIUMPH GROUP INC NEW | COM | 792 | 29K | – |
| TRUEBLUE INC | COM | 7K | 251K | – |
| TTM TECHNOLOGIES INC | COM | 3K | 192K | – |
| TUPPERWARE BRANDS CORP | COM | 5K | 80K | – |
| TURNING PT BRANDS INC | COM | 467 | 22K | – |
| TYSON FOODS INC | CL A | 227K | 3M | – |
| U S PHYSICAL THERAPY INC | COM | 635 | 9K | – |
| ULTA BEAUTY INC | COM | 8K | 38K | – |
| ULTRALIFE CORP | COM | 162 | 25K | – |
| UMH PPTYS INC | COM | 2K | 134K | – |
| UNION PAC CORP | COM | 12K | 87K | – |
| UNISYS CORP | COM NEW | 943 | 116K | – |
| UNITED PARCEL SERVICE INC | CL B | 2K | 20K | – |
| UNITED RENTALS INC | COM | 223 | 1K | – |
| UNITED STATES CELLULAR CORP | COM | 1K | 30K | – |
| UNITED THERAPEUTICS CORP DEL | COM | 3K | 23K | – |
| UNITIL CORP | COM | 4K | 77K | – |
| UNIVERSAL CORP VA | COM | 2K | 30K | – |
| UNIVERSAL FST PRODS INC | COM | 3K | 75K | – |
| UNIVERSAL INS HLDGS INC | COM | 3K | 91K | – |
| URBAN OUTFITTERS INC | COM | 2K | 47K | – |
| US BANCORP DEL | COM NEW | 10K | 187K | – |
| US FOODS HLDG CORP | COM | 5K | 171K | – |
| USANA HEALTH SCIENCES INC | COM | 8K | 108K | – |
| V F CORP | COM | 444 | 6K | – |
| VALE S A | ADR | 27K | 2M | – |
| VALERO ENERGY CORP NEW | COM | 63K | 685K | – |
| VALIDUS HOLDINGS LTD | COM SHS | 2K | 33K | – |
| VANDA PHARMACEUTICALS INC | COM | 10K | 628K | – |
| VANECK VECTORS ETF TR | RUSSIA ETF | 645 | 30K | – |
| VANECK VECTORS ETF TR | VIETNAM ETF | 342 | 19K | – |
| VANGUARD BD INDEX FD INC | TOTAL BND MRKT | 212 | 3K | – |
| VANGUARD INDEX FDS | REIT ETF | 307 | 4K | – |
| VANGUARD INTL EQUITY INDEX F | FTSE EMR MKT ETF | 560 | 12K | – |
| VANGUARD SCOTTSDALE FDS | SHRT TRM CORP BD | 2K | 24K | – |
| VANGUARD TAX MANAGED INTL FD | FTSE DEV MKT ETF | 906 | 20K | – |
| VANTIV INC | CL A | 441 | 6K | – |
| VECTOR GROUP LTD | COM | 2K | 74K | – |
| VECTRUS INC | COM | 11K | 364K | – |
| VEDANTA LTD | SPONSORED ADR | 1K | 49K | – |
| VEEVA SYS INC | CL A COM | 5K | 97K | – |
| VENATOR MATLS PLC | SHS | 12K | 532K | – |
| VERASTEM INC | COM | 676 | 220K | – |
| VEREIT INC | COM | 5K | 597K | – |
| VERINT SYS INC | COM | 26K | 622K | – |
| VERISIGN INC | COM | 21K | 182K | – |
| VERISK ANALYTICS INC | COM | 2K | 25K | – |
| VERIZON COMMUNICATIONS INC | COM | 137K | 3M | – |
| VERSO CORP | CL A | 16K | 915K | – |
| VERSUM MATLS INC | COM | 3K | 80K | – |
| VERTEX PHARMACEUTICALS INC | COM | 2K | 14K | – |
| VIASAT INC | COM | 299 | 4K | – |
| VIRTU FINL INC | CL A | 959 | 52K | – |
| VISA INC | COM CL A | 376 | 3K | – |
| VISHAY INTERTECHNOLOGY INC | COM | 54K | 3M | – |
| VISTA OUTDOOR INC | COM | 802 | 55K | – |
| VISTEON CORP | COM NEW | 4K | 30K | – |
| VIVEVE MED INC | COM NEW | 213 | 43K | – |
| VMWARE INC | CL A COM | 7K | 53K | – |
| VORNADO RLTY TR | SH BEN INT | 9K | 113K | – |
| VOYA FINL INC | COM | 2K | 42K | – |
| WALGREENS BOOTS ALLIANCE INC | COM | 218K | 3M | – |
| WALKER & DUNLOP INC | COM | 2K | 35K | – |
| WAL-MART STORES INC | COM | 27K | 272K | – |
| WASHINGTON FED INC | COM | 8K | 243K | – |
| WASHINGTON PRIME GROUP NEW | COM | 3K | 471K | – |
| WASTE CONNECTIONS INC | COM | 3K | 40K | – |
| WASTE MGMT INC DEL | COM | 9K | 106K | – |
| WATERS CORP | COM | 850 | 4K | – |
| WAVE LIFE SCIENCES LTD | SHS | 372 | 11K | – |
| WAYFAIR INC | CL A | 530 | 7K | – |
| WD-40 CO | COM | 11K | 91K | – |
| WEB COM GROUP INC | COM | 23K | 1M | – |
| WELBILT INC | COM | 4K | 175K | – |
| WELLCARE HEALTH PLANS INC | COM | 45K | 223K | – |
| WELLS FARGO CO NEW | COM | 6K | 99K | – |
| WENDYS CO | COM | 980 | 60K | – |
| WERNER ENTERPRISES INC | COM | 10K | 266K | – |
| WESTAR ENERGY INC | COM | 544 | 10K | – |
| WESTERN ALLIANCE BANCORP | COM | 379 | 7K | – |
| WESTERN DIGITAL CORP | COM | 8K | 97K | – |
| WESTERN UN CO | COM | 331 | 17K | – |
| WESTLAKE CHEM CORP | COM | 4K | 33K | – |
| WHITE MTNS INS GROUP LTD | COM | 4K | 5K | – |
| WHITING PETE CORP NEW | COM NEW | 45K | 2M | – |
| WILEY JOHN & SONS INC | CL A | 5K | 76K | – |
| WILLIAMS SONOMA INC | COM | 2K | 38K | – |
| WINGSTOP INC | COM | 1K | 33K | – |
| WINMARK CORP | COM | 1K | 11K | – |
| WINNEBAGO INDS INC | COM | 4K | 76K | – |
| WOODWARD INC | COM | 444 | 6K | – |
| WORTHINGTON INDS INC | COM | 634 | 14K | – |
| WPX ENERGY INC | COM | 257 | 18K | – |
| WYNDHAM WORLDWIDE CORP | COM | 429 | 4K | – |
| XEROX CORP | COM NEW | 382 | 13K | – |
| XILINX INC | COM | 2K | 33K | – |
| XL GROUP LTD | COM | 39K | 1M | – |
| XO GROUP INC | COM | 3K | 146K | – |
| XYLEM INC | COM | 5K | 66K | – |
| YELP INC | CL A | 9K | 205K | – |
| YIRENDAI LTD | SPONSORED ADR | 46K | 1M | – |
| YUME INC | COM | 2K | 466K | – |
| YY INC | ADS REPCOM CLA | 71K | 626K | – |
| ZIMMER BIOMET HLDGS INC | COM | 19K | 161K | – |
| ZIX CORP | COM | 6K | 1M | – |
| ZUMIEZ INC | COM | 21K | 1M | – |
| ZYNGA INC | CL A | 3K | 665K | – |