VIRGINIA RETIREMENT SYSTEMS ET AL

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$8.28 Billion is the total value of VIRGINIA RETIREMENT SYSTEMS ET AL's 975 reported holdings in Q1 2018. The portfolio turnover from Q4 2017 to Q1 2018 was 27.9% .

All

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$252,022,000	-9.3%	1,502,100	-8.5%	3.04%	-7.3%
MSFT		MICROSOFT CORP	$178,415,000	+6.7%	1,954,800	0.0%	2.15%	+9.1%
FB	Buy	FACEBOOK INCcl a	$141,941,000	-3.5%	888,300	+6.5%	1.71%	-1.4%
JNJ		JOHNSON & JOHNSON	$138,099,000	-8.3%	1,077,632	0.0%	1.67%	-6.2%
AMZN	Sell	AMAZON COM INC	$126,932,000	+14.6%	87,700	-7.4%	1.53%	+17.1%
XOM	Buy	EXXON MOBIL CORP	$114,997,000	-10.4%	1,541,304	+0.5%	1.39%	-8.4%
BRKB		BERKSHIRE HATHAWAY INC DELcl b new	$105,824,000	+0.6%	530,500	0.0%	1.28%	+2.9%
GOOG	Sell	ALPHABET INCcap stk cl c	$99,297,000	-8.1%	96,238	-6.8%	1.20%	-6.0%
CVX	Buy	CHEVRON CORP NEW	$90,823,000	-8.0%	796,416	+1.0%	1.10%	-5.9%
HD	Sell	HOME DEPOT INC	$88,318,000	-6.5%	495,500	-0.6%	1.07%	-4.4%
V	Sell	VISA INC	$84,105,000	-20.4%	703,100	-24.1%	1.02%	-18.7%
UNH		UNITEDHEALTH GROUP INC	$82,386,000	-2.9%	384,980	0.0%	1.00%	-0.7%
JPM		JPMORGAN CHASE & CO	$79,757,000	+2.8%	725,258	0.0%	0.96%	+5.1%
MA	Buy	MASTERCARD INCORPORATEDcl a	$73,988,000	+40.7%	422,400	+21.6%	0.89%	+43.8%
IBM	Buy	INTERNATIONAL BUSINESS MACHS	$73,109,000	+60.1%	476,500	+60.1%	0.88%	+63.8%
GOOGL	Sell	ALPHABET INCcap stk cl a	$73,015,000	-15.9%	70,400	-14.6%	0.88%	-14.0%
VZ	Buy	VERIZON COMMUNICATIONS INC	$72,495,000	-4.9%	1,516,000	+5.3%	0.88%	-2.8%
BAC		BANK AMER CORP	$69,316,000	+1.6%	2,311,304	0.0%	0.84%	+3.8%
BA	Sell	BOEING CO	$64,232,000	+7.1%	195,900	-3.7%	0.78%	+9.5%
MO		ALTRIA GROUP INC	$62,183,000	-12.7%	997,800	0.0%	0.75%	-10.8%
TXN	Sell	TEXAS INSTRS INC	$61,461,000	-4.7%	591,600	-4.2%	0.74%	-2.6%
C		CITIGROUP INC	$60,440,000	-9.3%	895,410	0.0%	0.73%	-7.2%
ACN		ACCENTURE PLC IRELAND	$58,422,000	+0.3%	380,600	0.0%	0.70%	+2.5%
INTC	Sell	INTEL CORP	$58,054,000	-24.4%	1,114,700	-33.0%	0.70%	-22.6%
WMT	Sell	WALMART INC	$56,549,000	-10.7%	635,600	-0.9%	0.68%	-8.7%
SPG	Buy	SIMON PPTY GROUP INC NEW	$55,763,000	-8.0%	361,277	+2.4%	0.67%	-6.0%
CMCSA		COMCAST CORP NEWcl a	$54,037,000	-14.7%	1,581,406	0.0%	0.65%	-12.8%
SBUX	Buy	STARBUCKS CORP	$52,356,000	+17.3%	904,400	+16.4%	0.63%	+19.9%
MMM		3M CO	$48,646,000	-6.7%	221,600	0.0%	0.59%	-4.7%
ADBE	Sell	ADOBE SYS INC	$48,424,000	+22.4%	224,100	-0.8%	0.58%	+25.3%
WFC	Sell	WELLS FARGO CO NEW	$43,351,000	-38.3%	827,159	-28.5%	0.52%	-36.9%
PEP		PEPSICO INC	$43,034,000	-9.0%	394,262	0.0%	0.52%	-6.8%
MRK		MERCK & CO INC	$43,069,000	-3.2%	790,694	0.0%	0.52%	-1.0%
BAX	Buy	BAXTER INTL INC	$42,894,000	+26.3%	659,500	+25.5%	0.52%	+29.2%
PFE		PFIZER INC	$42,804,000	-2.0%	1,206,096	0.0%	0.52%	+0.2%
CI		CIGNA CORPORATION	$42,606,000	-17.4%	254,000	0.0%	0.51%	-15.6%
LLY		LILLY ELI & CO	$41,309,000	-8.4%	533,920	0.0%	0.50%	-6.4%
UTX		UNITED TECHNOLOGIES CORP	$41,030,000	-1.4%	326,100	0.0%	0.50%	+0.8%
T	Sell	AT&T INC	$40,987,000	-31.5%	1,149,711	-25.3%	0.50%	-30.0%
PG		PROCTER AND GAMBLE CO	$40,680,000	-13.7%	513,122	0.0%	0.49%	-11.8%
CNI	Sell	CANADIAN NATL RY CO	$40,147,000	-12.1%	549,700	-0.4%	0.48%	-10.0%
ABBV		ABBVIE INC	$38,579,000	-2.1%	407,600	0.0%	0.47%	0.0%
MNST	Buy	MONSTER BEVERAGE CORP NEW	$37,873,000	+271.7%	662,000	+311.2%	0.46%	+280.8%
COF	Buy	CAPITAL ONE FINL CORP	$36,757,000	+10.1%	383,601	+14.4%	0.44%	+12.7%
MCD	Buy	MCDONALDS CORP	$36,702,000	+35.2%	234,700	+48.8%	0.44%	+38.0%
MU		MICRON TECHNOLOGY INC	$36,675,000	+26.8%	703,400	0.0%	0.44%	+29.5%
DPZ	Buy	DOMINOS PIZZA INC	$36,575,000	+90.5%	156,600	+54.1%	0.44%	+94.7%
LEA	Buy	LEAR CORP	$36,474,000	+51.8%	196,000	+44.1%	0.44%	+54.9%
CM	Sell	CDN IMPERIAL BK COMM TORONTO	$36,076,000	-10.2%	409,000	-0.4%	0.44%	-8.0%
PSA	Buy	PUBLIC STORAGE	$35,420,000	+0.2%	176,754	+4.6%	0.43%	+2.6%
REG	Buy	REGENCY CTRS CORP	$35,359,000	-13.7%	599,500	+1.2%	0.43%	-11.8%
AJG		GALLAGHER ARTHUR J & CO	$35,190,000	+8.6%	512,000	0.0%	0.42%	+11.0%
ETR	Buy	ENTERGY CORP NEW	$34,805,000	+2.2%	441,800	+5.6%	0.42%	+4.5%
PRU		PRUDENTIAL FINL INC	$34,814,000	-9.9%	336,200	0.0%	0.42%	-8.1%
TROW	Sell	PRICE T ROWE GROUP INC	$34,572,000	-0.9%	320,200	-3.7%	0.42%	+1.2%
CCL	Buy	CARNIVAL CORPunit 99/99/999	$34,088,000	+19.5%	519,800	+20.9%	0.41%	+22.3%
NTRS	Sell	NORTHERN TR CORP	$33,919,000	+3.2%	328,900	-0.1%	0.41%	+5.7%
BLK		BLACKROCK INC	$33,174,000	+5.5%	61,238	0.0%	0.40%	+7.8%
AMAT		APPLIED MATLS INC	$33,094,000	+8.8%	595,100	0.0%	0.40%	+11.4%
DXC	Buy	DXC TECHNOLOGY CO	$32,977,000	+92.1%	328,033	+81.3%	0.40%	+96.1%
PEG		PUBLIC SVC ENTERPRISE GROUP	$32,746,000	-2.4%	651,800	0.0%	0.40%	-0.3%
SYY	Buy	SYSCO CORP	$32,414,000	+11.2%	540,600	+12.7%	0.39%	+13.7%
XEL		XCEL ENERGY INC	$31,506,000	-5.5%	692,736	0.0%	0.38%	-3.6%
RE		EVEREST RE GROUP LTD	$31,306,000	+16.1%	121,900	0.0%	0.38%	+18.5%
ISRG	Sell	INTUITIVE SURGICAL INC	$30,921,000	+10.6%	74,900	-2.2%	0.37%	+13.0%
ATVI		ACTIVISION BLIZZARD INC	$30,553,000	+6.5%	452,900	0.0%	0.37%	+8.8%
NFLX	Buy	NETFLIX INC	$30,303,000	+54.2%	102,600	+0.2%	0.37%	+57.8%
DIS	Buy	DISNEY WALT CO	$30,221,000	-1.2%	300,889	+5.7%	0.36%	+1.1%
CAT		CATERPILLAR INC DEL	$29,874,000	-6.5%	202,700	0.0%	0.36%	-4.2%
PLD	Buy	PROLOGIS INC	$29,923,000	+18.8%	475,049	+21.6%	0.36%	+21.1%
STZ		CONSTELLATION BRANDS INCcl a	$29,766,000	-0.3%	130,600	0.0%	0.36%	+1.7%
CSCO		CISCO SYS INC	$29,620,000	+12.0%	690,600	0.0%	0.36%	+14.7%
SPGI	Sell	S&P GLOBAL INC	$29,309,000	-25.4%	153,400	-33.9%	0.35%	-23.7%
BIIB		BIOGEN INC	$29,326,000	-14.0%	107,100	0.0%	0.35%	-12.2%
PM		PHILIP MORRIS INTL INC	$28,995,000	-5.9%	291,700	0.0%	0.35%	-3.8%
EBAY		EBAY INC	$28,840,000	+6.6%	716,700	0.0%	0.35%	+9.1%
RY	Sell	ROYAL BK CDA MONTREAL QUE	$28,399,000	-22.1%	367,900	-17.3%	0.34%	-20.2%
GS	Buy	GOLDMAN SACHS GROUP INC	$28,234,000	+18.9%	112,100	+20.3%	0.34%	+21.8%
UNP		UNION PAC CORP	$28,177,000	+0.2%	209,600	0.0%	0.34%	+2.4%
RTN		RAYTHEON CO	$27,992,000	+14.9%	129,700	0.0%	0.34%	+17.4%
CMI	Sell	CUMMINS INC	$27,896,000	-10.7%	172,100	-2.7%	0.34%	-8.7%
CHKP	Sell	CHECK POINT SOFTWARE TECH LTord	$27,269,000	-4.4%	274,500	-0.3%	0.33%	-2.4%
AIG	Buy	AMERICAN INTL GROUP INC	$27,020,000	-4.5%	496,500	+4.6%	0.33%	-2.4%
LYB		LYONDELLBASELL INDUSTRIES N	$26,730,000	-4.2%	252,930	0.0%	0.32%	-2.1%
STT		STATE STR CORP	$26,688,000	+2.2%	267,600	0.0%	0.32%	+4.2%
LRCX	Sell	LAM RESEARCH CORP	$26,675,000	-17.3%	131,300	-25.1%	0.32%	-15.5%
LMT		LOCKHEED MARTIN CORP	$26,595,000	+5.3%	78,700	0.0%	0.32%	+7.7%
INGR	Sell	INGREDION INC	$26,313,000	-8.6%	204,100	-0.9%	0.32%	-6.5%
PNW		PINNACLE WEST CAP CORP	$26,366,000	-6.3%	330,400	0.0%	0.32%	-4.2%
KO		COCA COLA CO	$26,232,000	-5.3%	604,000	0.0%	0.32%	-3.1%
ROP		ROPER TECHNOLOGIES INC	$25,234,000	+8.4%	89,900	0.0%	0.30%	+10.9%
MCO		MOODYS CORP	$25,179,000	+9.3%	156,100	0.0%	0.30%	+11.8%
CL		COLGATE PALMOLIVE CO	$25,059,000	-5.0%	349,600	0.0%	0.30%	-2.9%
EXC		EXELON CORP	$25,009,000	-1.0%	641,100	0.0%	0.30%	+1.3%
AVB	Buy	AVALONBAY CMNTYS INC	$24,788,000	-4.5%	150,721	+3.6%	0.30%	-2.6%
FLT	Sell	FLEETCOR TECHNOLOGIES INC	$24,806,000	-1.2%	122,500	-6.1%	0.30%	+0.7%
COP	Sell	CONOCOPHILLIPS	$24,688,000	+2.8%	416,390	-4.8%	0.30%	+4.9%
CDW	Buy	CDW CORP	$24,545,000	+3.1%	349,100	+1.9%	0.30%	+5.3%
RHI	Buy	ROBERT HALF INTL INC	$24,221,000	+36.3%	418,400	+30.8%	0.29%	+39.0%
CBRE		CBRE GROUP INCcl a	$24,016,000	+9.0%	508,600	0.0%	0.29%	+11.5%
TEL	Buy	TE CONNECTIVITY LTD	$23,686,000	+39.4%	237,100	+32.6%	0.29%	+42.3%
BABA		ALIBABA GROUP HLDG LTDsponsored ads	$22,979,000	+6.4%	125,200	0.0%	0.28%	+8.6%
GE	Sell	GENERAL ELECTRIC CO	$22,886,000	-24.1%	1,697,800	-1.7%	0.28%	-22.5%
ZTS	Buy	ZOETIS INCcl a	$22,873,000	+693.7%	273,900	+584.8%	0.28%	+711.8%
VLO	Sell	VALERO ENERGY CORP NEW	$22,821,000	-2.2%	246,000	-3.1%	0.28%	0.0%
APH	Buy	AMPHENOL CORP NEWcl a	$22,480,000	+8.2%	261,000	+10.3%	0.27%	+10.6%
PH	Sell	PARKER HANNIFIN CORP	$22,371,000	-15.5%	130,800	-1.4%	0.27%	-13.7%
ARE	Buy	ALEXANDRIA REAL ESTATE EQ IN	$22,243,000	+5.0%	178,100	+9.8%	0.27%	+7.6%
CELG	Sell	CELGENE CORP	$22,124,000	-24.5%	248,000	-11.6%	0.27%	-22.8%
ITW		ILLINOIS TOOL WKS INC	$22,105,000	-6.1%	141,100	0.0%	0.27%	-4.0%
LNC	Sell	LINCOLN NATL CORP IND	$21,955,000	-6.4%	300,500	-1.5%	0.26%	-4.3%
GM	Buy	GENERAL MTRS CO	$21,582,000	-8.0%	593,900	+3.7%	0.26%	-5.8%
JAZZ	Buy	JAZZ PHARMACEUTICALS PLC	$21,607,000	+31.0%	143,100	+16.8%	0.26%	+33.8%
EL		LAUDER ESTEE COS INCcl a	$21,605,000	+17.7%	144,300	0.0%	0.26%	+20.3%
REGN	Buy	REGENERON PHARMACEUTICALS	$21,385,000	+16.6%	62,100	+27.3%	0.26%	+18.9%
FFIV	Buy	F5 NETWORKS INC	$21,344,000	+201.2%	147,600	+173.3%	0.26%	+207.1%
NSC	Buy	NORFOLK SOUTHERN CORP	$21,263,000	+12.0%	156,600	+19.5%	0.26%	+14.7%
AMTD	Buy	TD AMERITRADE HLDG CORP	$21,222,000	+405.5%	358,300	+336.4%	0.26%	+412.0%
DUK		DUKE ENERGY CORP NEW	$20,870,000	-7.9%	269,400	0.0%	0.25%	-6.0%
DWDP		DOWDUPONT INC	$20,418,000	-10.5%	320,483	0.0%	0.25%	-8.5%
WYND		WYNDHAM WORLDWIDE CORP	$20,369,000	-1.2%	178,000	0.0%	0.25%	+0.8%
RCL		ROYAL CARIBBEAN CRUISES LTD	$20,287,000	-1.3%	172,300	0.0%	0.24%	+0.8%
COST		COSTCO WHSL CORP NEW	$19,992,000	+1.2%	106,100	0.0%	0.24%	+3.4%
GRMN		GARMIN LTD	$19,989,000	-1.1%	339,200	0.0%	0.24%	+0.8%
INTU		INTUIT	$19,901,000	+9.9%	114,800	0.0%	0.24%	+12.1%
TD	Sell	TORONTO DOMINION BK ONT	$19,694,000	-15.7%	347,300	-12.6%	0.24%	-13.8%
KORS		MICHAEL KORS HLDGS LTD	$19,735,000	-1.4%	317,900	0.0%	0.24%	+0.8%
EQR	Buy	EQUITY RESIDENTIALsh ben int	$19,520,000	+13.0%	316,787	+16.9%	0.24%	+15.7%
BRX	Buy	BRIXMOR PPTY GROUP INC	$19,496,000	-5.5%	1,278,400	+15.6%	0.24%	-3.7%
ULTA	Buy	ULTA BEAUTY INC	$19,344,000	+50.9%	94,700	+65.3%	0.23%	+55.0%
UDR	Buy	UDR INC	$19,285,000	-5.6%	541,400	+2.1%	0.23%	-3.3%
WDC	Sell	WESTERN DIGITAL CORP	$19,174,000	+11.6%	207,800	-3.8%	0.23%	+13.8%
QRTEA	Buy	LIBERTY INTERACTIVE CORP	$18,983,000	+73.7%	754,200	+68.5%	0.23%	+77.5%
URI	Buy	UNITED RENTALS INC	$18,758,000	+7.2%	108,600	+6.7%	0.23%	+9.2%
CNP	Buy	CENTERPOINT ENERGY INC	$18,574,000	-2.3%	677,900	+1.2%	0.22%	0.0%
ADM		ARCHER DANIELS MIDLAND CO	$18,467,000	+8.2%	425,800	0.0%	0.22%	+10.4%
TTWO	Buy	TAKE-TWO INTERACTIVE SOFTWAR	$18,373,000	+13.3%	187,900	+27.2%	0.22%	+15.6%
COO	Buy	COOPER COS INC	$18,328,000	+29.6%	80,100	+23.4%	0.22%	+32.3%
ROST	Sell	ROSS STORES INC	$18,325,000	-5.7%	235,000	-3.0%	0.22%	-3.9%
ESS	Sell	ESSEX PPTY TR INC	$18,121,000	-10.0%	75,291	-9.7%	0.22%	-8.0%
AOS		SMITH A O	$17,920,000	+3.8%	281,800	0.0%	0.22%	+5.9%
ORCL	Sell	ORACLE CORP	$17,801,000	-3.5%	389,100	-0.3%	0.22%	-1.4%
KMB	Buy	KIMBERLY CLARK CORP	$17,687,000	+227.9%	160,600	+259.3%	0.21%	+234.4%
STOR	Buy	STORE CAP CORP	$17,443,000	+22.7%	702,800	+28.7%	0.21%	+25.6%
GPN		GLOBAL PMTS INC	$17,286,000	+11.3%	155,000	0.0%	0.21%	+13.6%
GD		GENERAL DYNAMICS CORP	$17,274,000	+8.6%	78,200	0.0%	0.21%	+11.2%
ALXN		ALEXION PHARMACEUTICALS INC	$16,964,000	-6.8%	152,200	0.0%	0.20%	-4.7%
TMUS	Sell	T MOBILE US INC	$16,963,000	-4.6%	277,900	-0.8%	0.20%	-2.4%
MHK		MOHAWK INDS INC	$16,836,000	-15.8%	72,500	0.0%	0.20%	-14.0%
SWKS	Sell	SKYWORKS SOLUTIONS INC	$16,814,000	+0.9%	167,700	-4.4%	0.20%	+3.0%
OGS	Buy	ONE GAS INC	$16,795,000	+86.8%	254,400	+107.3%	0.20%	+91.5%
CGNX	Buy	COGNEX CORP	$16,616,000	+51.4%	319,600	+78.1%	0.20%	+54.6%
MAA	Buy	MID AMER APT CMNTYS INC	$16,577,000	+43.1%	181,683	+57.7%	0.20%	+46.0%
RNR		RENAISSANCERE HOLDINGS LTD	$16,497,000	+10.3%	119,100	0.0%	0.20%	+12.4%
OTEX	Sell	OPEN TEXT CORP	$16,468,000	-14.1%	473,700	-11.8%	0.20%	-11.9%
EHC	New	ENCOMPASS HEALTH CORP	$16,494,000	–	288,500	+100.0%	0.20%	–
TJX	Sell	TJX COS INC NEW	$16,312,000	+6.4%	200,000	-0.3%	0.20%	+8.8%
MTD	Sell	METTLER TOLEDO INTERNATIONAL	$16,216,000	-24.3%	28,200	-18.5%	0.20%	-22.5%
HAS		HASBRO INC	$16,160,000	-7.3%	191,700	0.0%	0.20%	-5.3%
CUBE	Sell	CUBESMART	$16,012,000	-3.7%	567,800	-1.3%	0.19%	-1.5%
HST	Buy	HOST HOTELS & RESORTS INC	$15,733,000	+4.2%	844,023	+11.0%	0.19%	+6.7%
LPT	Sell	LIBERTY PPTY TRsh ben int	$15,372,000	-11.5%	386,900	-4.2%	0.19%	-9.3%
WELL	Buy	WELLTOWER INC	$15,373,000	-14.5%	282,433	+0.2%	0.19%	-12.3%
MFC	Buy	MANULIFE FINL CORP	$15,338,000	+305.1%	826,700	+357.0%	0.18%	+311.1%
MON		MONSANTO CO NEW	$15,356,000	-0.1%	131,600	0.0%	0.18%	+1.6%
NBL	Buy	NOBLE ENERGY INC	$15,138,000	+70.7%	499,600	+64.1%	0.18%	+74.3%
ED		CONSOLIDATED EDISON INC	$14,972,000	-8.3%	192,100	0.0%	0.18%	-6.2%
APD		AIR PRODS & CHEMS INC	$14,917,000	-3.1%	93,800	0.0%	0.18%	-1.1%
FTI	Sell	TECHNIPFMC PLC	$14,925,000	-7.2%	506,800	-1.3%	0.18%	-5.3%
AEE		AMEREN CORP	$14,831,000	-4.0%	261,900	0.0%	0.18%	-1.6%
F		FORD MTR CO DEL	$14,636,000	-11.3%	1,320,900	0.0%	0.18%	-9.2%
ANTM	Buy	ANTHEM INC	$14,588,000	+4531.1%	66,400	+4642.9%	0.18%	+4300.0%
QCOM	Sell	QUALCOMM INC	$14,468,000	-13.9%	261,100	-0.5%	0.18%	-11.6%
TWX	Buy	TIME WARNER INC	$14,376,000	+3.7%	152,000	+0.3%	0.17%	+6.1%
SJR	Buy	SHAW COMMUNICATIONS INCcl b conv	$14,240,000	-11.4%	739,700	+5.4%	0.17%	-9.5%
OFC	Buy	CORPORATE OFFICE PPTYS TRsh ben int	$14,067,000	+27.0%	544,600	+43.6%	0.17%	+29.8%
ROK		ROCKWELL AUTOMATION INC	$14,041,000	-11.3%	80,600	0.0%	0.17%	-9.1%
FTV		FORTIVE CORP	$14,000,000	+7.1%	180,600	0.0%	0.17%	+9.7%
MPC	Sell	MARATHON PETE CORP	$13,799,000	+5.8%	188,742	-4.6%	0.17%	+8.4%
PNC		PNC FINL SVCS GROUP INC	$13,763,000	+4.8%	91,000	0.0%	0.17%	+7.1%
NUE		NUCOR CORP	$13,519,000	-3.9%	221,300	0.0%	0.16%	-1.8%
AMGN		AMGEN INC	$13,439,000	-2.0%	78,828	0.0%	0.16%	0.0%
AME		AMETEK INC NEW	$13,074,000	+4.8%	172,100	0.0%	0.16%	+7.5%
DRE	Sell	DUKE REALTY CORP	$12,898,000	-8.1%	487,070	-5.6%	0.16%	-6.0%
NVDA	Buy	NVIDIA CORP	$12,923,000	+76.7%	55,800	+47.6%	0.16%	+81.4%
DLR	Buy	DIGITAL RLTY TR INC	$12,858,000	+5.2%	122,017	+13.7%	0.16%	+7.6%
UPS		UNITED PARCEL SERVICE INCcl b	$12,716,000	-12.2%	121,500	0.0%	0.15%	-9.9%
AET		AETNA INC NEW	$12,794,000	-6.3%	75,702	0.0%	0.15%	-4.3%
RGA	Buy	REINSURANCE GROUP AMER INC	$12,643,000	-0.9%	82,100	+0.4%	0.15%	+1.3%
MUR	Buy	MURPHY OIL CORP	$12,571,000	-3.7%	486,500	+15.8%	0.15%	-1.3%
JLL	Sell	JONES LANG LASALLE INC	$12,469,000	+11.0%	71,400	-5.3%	0.15%	+13.5%
EOG	Sell	EOG RES INC	$12,453,000	-9.9%	118,300	-7.6%	0.15%	-8.0%
KLAC	Buy	KLA-TENCOR CORP	$12,427,000	+19.0%	114,000	+14.7%	0.15%	+22.0%
MGA	Sell	MAGNA INTL INC	$12,436,000	-22.0%	220,940	-21.2%	0.15%	-20.2%
SLF	Buy	SUN LIFE FINL INC	$12,254,000	+74.1%	298,600	+75.6%	0.15%	+78.3%
O	Buy	REALTY INCOME CORP	$12,279,000	+8.6%	237,359	+19.7%	0.15%	+10.4%
STI		SUNTRUST BKS INC	$12,152,000	+5.3%	178,600	0.0%	0.15%	+8.1%
DCT	Sell	DCT INDUSTRIAL TRUST INC	$12,192,000	-15.4%	216,400	-11.7%	0.15%	-13.5%
DLX	Sell	DELUXE CORP	$12,049,000	-5.5%	162,800	-1.9%	0.14%	-4.0%
WLK	Sell	WESTLAKE CHEM CORP	$11,938,000	+3.3%	107,400	-1.0%	0.14%	+5.1%
ABT		ABBOTT LABS	$11,732,000	+5.0%	195,800	0.0%	0.14%	+7.6%
DGX		QUEST DIAGNOSTICS INC	$11,775,000	+1.8%	117,400	0.0%	0.14%	+3.6%
MSCI		MSCI INC	$11,748,000	+18.1%	78,600	0.0%	0.14%	+21.4%
CFG		CITIZENS FINL GROUP INC	$11,759,000	0.0%	280,100	0.0%	0.14%	+2.2%
HSY		HERSHEY CO	$11,766,000	-12.8%	118,900	0.0%	0.14%	-10.7%
SU	Buy	SUNCOR ENERGY INC NEW	$11,602,000	+16.6%	336,200	+24.5%	0.14%	+18.6%
MKC		MCCORMICK & CO INC	$11,607,000	+4.4%	109,100	0.0%	0.14%	+6.9%
SWK	Sell	STANLEY BLACK & DECKER INC	$11,475,000	-11.4%	74,900	-1.8%	0.14%	-9.2%
AFL	Buy	AFLAC INC	$11,421,000	-0.3%	261,000	+100.0%	0.14%	+2.2%
NXPI	Buy	NXP SEMICONDUCTORS N V	$11,349,000	+46.9%	97,000	+47.0%	0.14%	+50.5%
CTSH	Buy	COGNIZANT TECHNOLOGY SOLUTIOcl a	$11,302,000	+13.6%	140,400	+0.2%	0.14%	+15.3%
BNS	Sell	BANK N S HALIFAX	$11,141,000	-70.7%	181,000	-69.2%	0.14%	-69.9%
DPS	Sell	DR PEPPER SNAPPLE GROUP INC	$11,128,000	-61.1%	94,000	-68.1%	0.13%	-60.4%
INVH	Buy	INVITATION HOMES INC	$10,958,000	+5.7%	479,995	+9.1%	0.13%	+8.2%
BXP	Buy	BOSTON PROPERTIES INC	$10,918,000	-3.7%	88,608	+1.6%	0.13%	-1.5%
WMB	Sell	WILLIAMS COS INC DEL	$10,906,000	-20.7%	438,700	-2.7%	0.13%	-18.5%
SUI	Buy	SUN CMNTYS INC	$10,873,000	+11.6%	119,000	+13.3%	0.13%	+13.9%
SO		SOUTHERN CO	$10,808,000	-7.1%	242,000	0.0%	0.13%	-5.1%
DRI		DARDEN RESTAURANTS INC	$10,742,000	-11.2%	126,000	0.0%	0.13%	-9.1%
VMW	Sell	VMWARE INC	$10,635,000	-11.3%	87,700	-8.4%	0.13%	-9.9%
APA	Buy	APACHE CORP	$10,555,000	+11.7%	274,300	+22.6%	0.13%	+13.4%
AIV	Sell	APARTMENT INVT & MGMT COcl a	$10,436,000	-10.6%	256,100	-4.1%	0.13%	-8.7%
UBS	Sell	UBS GROUP AG	$10,430,000	-41.8%	594,673	-38.9%	0.13%	-40.6%
VOYA	Sell	VOYA FINL INC	$10,413,000	-26.7%	206,200	-28.2%	0.13%	-25.0%
TGT	Buy	TARGET CORP	$10,421,000	+27.8%	150,100	+20.1%	0.13%	+31.2%
TSS		TOTAL SYS SVCS INC	$10,325,000	+9.1%	119,700	0.0%	0.12%	+11.6%
SBRA	Buy	SABRA HEALTH CARE REIT INC	$10,186,000	+7.4%	577,110	+14.2%	0.12%	+9.8%
VTR	Buy	VENTAS INC	$10,113,000	-8.9%	204,186	+10.4%	0.12%	-6.9%
AZO	Buy	AUTOZONE INC	$10,120,000	+173.6%	15,600	+200.0%	0.12%	+177.3%
DVN	Sell	DEVON ENERGY CORP NEW	$9,715,000	-25.2%	305,600	-2.6%	0.12%	-23.5%
UTHR	Sell	UNITED THERAPEUTICS CORP DEL	$9,674,000	-24.6%	86,100	-0.7%	0.12%	-22.5%
MET	Sell	METLIFE INC	$9,536,000	-15.3%	207,800	-6.7%	0.12%	-13.5%
HTA	Sell	HEALTHCARE TR AMER INCcl a new	$9,289,000	-20.0%	351,200	-9.1%	0.11%	-18.2%
MDT		MEDTRONIC PLC	$9,201,000	-0.7%	114,700	0.0%	0.11%	+1.8%
MS		MORGAN STANLEY	$9,065,000	+2.8%	168,000	0.0%	0.11%	+4.8%
HP	Buy	HELMERICH & PAYNE INC	$8,946,000	+20.9%	134,400	+17.4%	0.11%	+24.1%
CMA	Sell	COMERICA INC	$8,921,000	+9.1%	93,000	-1.3%	0.11%	+11.3%
WPC	Buy	W P CAREY INC	$8,933,000	+39.0%	144,100	+54.4%	0.11%	+42.1%
NNN	Sell	NATIONAL RETAIL PPTYS INC	$8,880,000	-14.4%	226,181	-6.0%	0.11%	-13.0%
GGP	Sell	GGP INC	$8,769,000	-41.6%	428,580	-33.3%	0.11%	-40.1%
ELS	Sell	EQUITY LIFESTYLE PPTYS INC	$8,716,000	-10.5%	99,300	-9.2%	0.10%	-8.7%
HON	Sell	HONEYWELL INTL INC	$8,685,000	-43.9%	60,100	-40.5%	0.10%	-42.6%
CSX	Sell	CSX CORP	$8,668,000	-38.9%	155,600	-39.6%	0.10%	-37.5%
DE		DEERE & CO	$8,558,000	-0.8%	55,100	0.0%	0.10%	+1.0%
LII		LENNOX INTL INC	$8,481,000	-1.9%	41,500	0.0%	0.10%	0.0%
SPR	Buy	SPIRIT AEROSYSTEMS HLDGS INC	$8,479,000	+96.3%	101,300	+104.6%	0.10%	+100.0%
ICE	New	INTERCONTINENTAL EXCHANGE IN	$8,340,000	–	115,000	+100.0%	0.10%	–
TSN		TYSON FOODS INCcl a	$8,000,000	-9.7%	109,300	0.0%	0.10%	-7.6%
FIS		FIDELITY NATL INFORMATION SV	$7,993,000	+2.4%	83,000	0.0%	0.10%	+5.4%
HSIC	Sell	SCHEIN HENRY INC	$8,072,000	-60.5%	120,100	-59.0%	0.10%	-59.9%
NHI	Buy	NATIONAL HEALTH INVS INC	$7,826,000	-1.7%	116,300	+10.1%	0.09%	0.0%
DHI	Sell	D R HORTON INC	$7,698,000	-67.0%	175,600	-61.5%	0.09%	-66.2%
BMY		BRISTOL MYERS SQUIBB CO	$7,729,000	+3.2%	122,200	0.0%	0.09%	+5.7%
VST	Buy	VISTRA ENERGY CORP	$7,507,000	+23.6%	360,400	+8.7%	0.09%	+26.4%
WP	New	WORLDPAY INCcl a	$7,574,000	–	92,100	+100.0%	0.09%	–
ESRT	Buy	EMPIRE ST RLTY TR INCcl a	$7,483,000	-15.7%	445,690	+3.1%	0.09%	-14.3%
ORLY	New	O REILLY AUTOMOTIVE INC NEW	$7,149,000	–	28,900	+100.0%	0.09%	–
EXR	Sell	EXTRA SPACE STORAGE INC	$7,085,000	-26.9%	81,100	-26.9%	0.09%	-25.2%
IP		INTL PAPER CO	$7,112,000	-7.8%	133,100	0.0%	0.09%	-5.5%
MPW	Buy	MEDICAL PPTYS TRUST INC	$7,014,000	+41.8%	539,500	+50.3%	0.08%	+46.6%
ALLY		ALLY FINL INC	$6,921,000	-6.9%	254,900	0.0%	0.08%	-4.5%
CIT		CIT GROUP INC	$6,973,000	+4.6%	135,400	0.0%	0.08%	+6.3%
CDK	Sell	CDK GLOBAL INC	$6,967,000	-16.2%	110,000	-5.7%	0.08%	-14.3%
WTM		WHITE MTNS INS GROUP LTD	$6,991,000	-3.4%	8,500	0.0%	0.08%	-1.2%
WM		WASTE MGMT INC DEL	$6,957,000	-2.5%	82,700	0.0%	0.08%	0.0%
VER	Sell	VEREIT INC	$6,792,000	-30.0%	975,860	-21.7%	0.08%	-28.7%
CPT	Sell	CAMDEN PPTY TRsh ben int	$6,785,000	-14.9%	80,600	-6.9%	0.08%	-12.8%
NCLH		NORWEGIAN CRUISE LINE HLDGS	$6,722,000	-0.5%	126,900	0.0%	0.08%	+1.2%
AVT	Buy	AVNET INC	$6,669,000	+2959.2%	159,700	+2803.6%	0.08%	+2600.0%
BIDU	Sell	BAIDU INCspon adr rep a	$6,718,000	-28.6%	30,100	-25.1%	0.08%	-27.0%
KEY		KEYCORP NEW	$6,629,000	-3.1%	339,100	0.0%	0.08%	-1.2%
LNT		ALLIANT ENERGY CORP	$6,538,000	-4.1%	160,000	0.0%	0.08%	-2.5%
PNM	Sell	PNM RES INC	$6,503,000	-6.5%	170,000	-1.1%	0.08%	-3.7%
MCK	Buy	MCKESSON CORP	$6,353,000	+188.9%	45,100	+219.9%	0.08%	+196.2%
EW		EDWARDS LIFESCIENCES CORP	$6,418,000	+23.8%	46,000	0.0%	0.08%	+26.2%
GILD	Sell	GILEAD SCIENCES INC	$6,303,000	-60.1%	83,600	-62.1%	0.08%	-59.4%
MSI		MOTOROLA SOLUTIONS INC	$6,202,000	+16.6%	58,900	0.0%	0.08%	+19.0%
APLE	Buy	APPLE HOSPITALITY REIT INC	$6,165,000	+26.9%	350,907	+41.6%	0.07%	+29.8%
AVGO		BROADCOM LTD	$6,056,000	-8.3%	25,700	0.0%	0.07%	-6.4%
WEC		WEC ENERGY GROUP INC	$6,019,000	-5.6%	96,000	0.0%	0.07%	-2.7%
BTI		BRITISH AMERN TOB PLCsponsored adr	$5,953,000	-13.9%	103,187	0.0%	0.07%	-12.2%
DEI	Buy	DOUGLAS EMMETT INC	$5,896,000	+1067.5%	160,400	+1204.1%	0.07%	+1083.3%
VFC		V F CORP	$5,855,000	+0.2%	79,000	0.0%	0.07%	+2.9%
CHTR		CHARTER COMMUNICATIONS INC Ncl a	$5,820,000	-7.4%	18,700	0.0%	0.07%	-5.4%
PKG		PACKAGING CORP AMER	$5,748,000	-6.5%	51,000	0.0%	0.07%	-5.5%
DISCK	Buy	DISCOVERY COMMUNICATNS NEW	$5,700,000	-1.5%	291,996	+6.8%	0.07%	+1.5%
GIL	Buy	GILDAN ACTIVEWEAR INC	$5,738,000	+368.4%	198,800	+425.9%	0.07%	+392.9%
BKNG	New	BOOKING HLDGS INC	$5,754,000	–	2,766	+100.0%	0.07%	–
AWK		AMERICAN WTR WKS CO INC NEW	$5,421,000	-10.2%	66,000	0.0%	0.06%	-8.5%
RPAI	Sell	RETAIL PPTYS AMER INCcl a	$5,414,000	-42.0%	464,330	-33.1%	0.06%	-40.9%
CHRW	Buy	C H ROBINSON WORLDWIDE INC	$5,416,000	+10.3%	57,800	+4.9%	0.06%	+12.1%
IVZ	Sell	INVESCO LTD	$5,317,000	-28.7%	166,100	-18.6%	0.06%	-27.3%
IT		GARTNER INC	$5,293,000	-4.5%	45,000	0.0%	0.06%	-1.5%
SRC	Sell	SPIRIT RLTY CAP INC NEW	$5,333,000	-16.8%	687,200	-8.0%	0.06%	-15.8%
CXP	Sell	COLUMBIA PPTY TR INC	$5,117,000	-14.9%	250,100	-4.5%	0.06%	-12.7%
TSCO	New	TRACTOR SUPPLY CO	$5,168,000	–	82,000	+100.0%	0.06%	–
FAST		FASTENAL CO	$5,039,000	-0.2%	92,300	0.0%	0.06%	+1.7%
SJM		SMUCKER J M CO	$5,084,000	-0.2%	41,000	0.0%	0.06%	+1.7%
TU		TELUS CORP	$4,983,000	-7.7%	142,000	0.0%	0.06%	-6.2%
HRL		HORMEL FOODS CORP	$4,982,000	-5.7%	145,176	0.0%	0.06%	-3.2%
PRGO	Buy	PERRIGO CO PLC	$4,867,000	+43.2%	58,400	+49.7%	0.06%	+47.5%
NEM		NEWMONT MINING CORP	$4,794,000	+4.1%	122,700	0.0%	0.06%	+7.4%
MRO	Sell	MARATHON OIL CORP	$4,654,000	-9.3%	288,543	-4.8%	0.06%	-8.2%
SLB	Sell	SCHLUMBERGER LTD	$4,663,000	-27.6%	71,976	-24.7%	0.06%	-26.3%
DG		DOLLAR GEN CORP NEW	$4,518,000	+0.6%	48,300	0.0%	0.06%	+3.8%
EPR	Sell	EPR PPTYS	$4,593,000	-47.2%	82,900	-37.7%	0.06%	-46.6%
HPT	Sell	HOSPITALITY PPTYS TR	$4,546,000	-24.8%	179,400	-11.4%	0.06%	-22.5%
PFG		PRINCIPAL FINL GROUP INC	$4,544,000	-13.7%	74,600	0.0%	0.06%	-11.3%
ANDV	Sell	ANDEAVOR	$4,435,000	-43.5%	44,100	-35.8%	0.05%	-41.9%
HCP	Buy	HCP INC	$4,411,000	+1.7%	189,868	+14.2%	0.05%	+3.9%
NEE		NEXTERA ENERGY INC	$4,296,000	+4.6%	26,300	0.0%	0.05%	+6.1%
ZION	Sell	ZIONS BANCORPORATION	$4,319,000	-0.0%	81,900	-3.6%	0.05%	+2.0%
PYPL	Sell	PAYPAL HLDGS INC	$4,203,000	-11.3%	55,400	-14.0%	0.05%	-8.9%
CNQ	Sell	CANADIAN NAT RES LTD	$4,181,000	-37.4%	133,100	-28.6%	0.05%	-36.7%
DRH	Sell	DIAMONDROCK HOSPITALITY CO	$4,172,000	-23.0%	399,600	-16.8%	0.05%	-21.9%
WRE	Buy	WASHINGTON REAL ESTATE INVTsh ben int	$4,180,000	+1029.7%	153,100	+1186.6%	0.05%	+1150.0%
AON		AON PLC	$4,042,000	+4.7%	28,800	0.0%	0.05%	+6.5%
TCO	Buy	TAUBMAN CTRS INC	$4,080,000	+210.3%	71,700	+256.7%	0.05%	+206.2%
USB		US BANCORP DEL	$4,015,000	-5.8%	79,500	0.0%	0.05%	-4.0%
DISCA	Sell	DISCOVERY COMMUNICATNS NEW	$3,872,000	-27.4%	180,700	-24.1%	0.05%	-25.4%
ECL		ECOLAB INC	$3,906,000	+2.1%	28,500	0.0%	0.05%	+4.4%
WRB		W R BERKLEY CORPORATION	$3,635,000	+1.5%	50,000	0.0%	0.04%	+4.8%
AGCO	Sell	AGCO CORP	$3,625,000	-19.4%	55,900	-11.3%	0.04%	-17.0%
NOC		NORTHROP GRUMMAN CORP	$3,631,000	+13.8%	10,400	0.0%	0.04%	+15.8%
OKE	Sell	ONEOK INC NEW	$3,649,000	+0.9%	64,100	-5.3%	0.04%	+2.3%
SLG	Buy	SL GREEN RLTY CORP	$3,632,000	+81.7%	37,504	+89.4%	0.04%	+83.3%
CPG	Buy	CRESCENT PT ENERGY CORP	$3,530,000	+294.9%	519,473	+344.0%	0.04%	+290.9%
XHR	Sell	XENIA HOTELS & RESORTS INC	$3,565,000	-33.9%	180,800	-27.6%	0.04%	-32.8%
VNO	Buy	VORNADO RLTY TRsh ben int	$3,522,000	-9.8%	52,336	+4.8%	0.04%	-6.5%
IMO	Buy	IMPERIAL OIL LTD	$3,591,000	+61.5%	135,700	+91.2%	0.04%	+65.4%
PPG	Sell	PPG INDS INC	$3,594,000	-31.2%	32,200	-28.0%	0.04%	-30.6%
HIW	Buy	HIGHWOODS PPTYS INC	$3,554,000	+651.4%	81,100	+772.0%	0.04%	+616.7%
RMD	New	RESMED INC	$3,446,000	–	35,000	+100.0%	0.04%	–
EWC	Buy	ISHARES INCmsci cda etf	$3,395,000	+18.1%	123,200	+27.0%	0.04%	+20.6%
KGC	Buy	KINROSS GOLD CORP	$3,331,000	+193.0%	843,800	+221.1%	0.04%	+207.7%
RPT	Buy	RAMCO-GERSHENSON PPTYS TR	$3,351,000	-13.7%	271,100	+2.8%	0.04%	-13.0%
EGP	New	EASTGROUP PPTY INC	$3,265,000	–	39,500	+100.0%	0.04%	–
AA	Sell	ALCOA CORP	$3,228,000	-19.2%	71,800	-3.2%	0.04%	-17.0%
KRC	Sell	KILROY RLTY CORP	$3,229,000	-49.4%	45,500	-46.8%	0.04%	-48.0%
MAC	Buy	MACERICH CO	$3,212,000	+72.5%	57,343	+102.3%	0.04%	+77.3%
AR	Buy	ANTERO RES CORP	$3,150,000	+20.4%	158,700	+15.2%	0.04%	+22.6%
VICI	New	VICI PPTYS INC	$3,149,000	–	171,900	+100.0%	0.04%	–
PEI	Sell	PENNSYLVANIA RL ESTATE INVTsh ben int	$3,183,000	-18.9%	329,800	-0.0%	0.04%	-17.4%
HII		HUNTINGTON INGALLS INDS INC	$3,093,000	+9.4%	12,000	0.0%	0.04%	+12.1%
KMI	Sell	KINDER MORGAN INC DEL	$3,038,000	-28.1%	201,700	-13.8%	0.04%	-26.0%
BERY	Buy	BERRY GLOBAL GROUP INC	$3,069,000	+1.6%	56,000	+8.7%	0.04%	+2.8%
SNA		SNAP ON INC	$2,951,000	-15.3%	20,000	0.0%	0.04%	-12.2%
KR	Buy	KROGER CO	$3,014,000	+41.7%	125,900	+62.5%	0.04%	+44.0%
DVA	New	DAVITA INC	$2,961,000	–	44,900	+100.0%	0.04%	–
IDXX		IDEXX LABS INC	$2,890,000	+22.4%	15,100	0.0%	0.04%	+25.0%
FAF	Buy	FIRST AMERN FINL CORP	$2,934,000	+43.8%	50,000	+37.4%	0.04%	+45.8%
SNV		SYNOVUS FINL CORP	$2,892,000	+4.2%	57,900	0.0%	0.04%	+6.1%
RCI	Buy	ROGERS COMMUNICATIONS INCcl b	$2,870,000	-1.2%	64,300	+13.2%	0.04%	+2.9%
GG	Buy	GOLDCORP INC NEW	$2,920,000	+58.9%	211,600	+47.3%	0.04%	+59.1%
MOMO		MOMO INCadr	$2,818,000	+52.7%	75,400	0.0%	0.03%	+54.5%
PX		PRAXAIR INC	$2,828,000	-6.7%	19,600	0.0%	0.03%	-5.6%
CVS		CVS HEALTH CORP	$2,717,000	-14.2%	43,672	0.0%	0.03%	-10.8%
MDU		MDU RES GROUP INC	$2,698,000	+4.8%	95,800	0.0%	0.03%	+10.0%
WTFC		WINTRUST FINL CORP	$2,754,000	+4.5%	32,000	0.0%	0.03%	+6.5%
KFY		KORN FERRY INTL	$2,610,000	+24.6%	50,600	0.0%	0.03%	+28.0%
NDSN	Sell	NORDSON CORP	$2,645,000	-13.6%	19,400	-7.2%	0.03%	-11.1%
FITB		FIFTH THIRD BANCORP	$2,616,000	+4.6%	82,400	0.0%	0.03%	+6.7%
VSM	Buy	VERSUM MATLS INC	$2,619,000	+2.5%	69,600	+3.1%	0.03%	+6.7%
LTC	Buy	LTC PPTYS INC	$2,649,000	+120.4%	69,700	+152.5%	0.03%	+128.6%
MTDR	Sell	MATADOR RES CO	$2,530,000	-13.0%	84,600	-9.5%	0.03%	-8.8%
PRAH		PRA HEALTH SCIENCES INC	$2,547,000	-8.9%	30,700	0.0%	0.03%	-6.1%
ARRS	Buy	ARRIS INTL INC	$2,604,000	+11.3%	98,000	+7.6%	0.03%	+10.7%
VVC	Sell	VECTREN CORP	$2,563,000	-2.2%	40,100	-0.5%	0.03%	0.0%
MMS	Buy	MAXIMUS INC	$2,576,000	-5.0%	38,600	+1.8%	0.03%	-3.1%
ARW		ARROW ELECTRS INC	$2,542,000	-4.2%	33,000	0.0%	0.03%	0.0%
MAN	Sell	MANPOWERGROUP INC	$2,601,000	-23.9%	22,600	-16.6%	0.03%	-22.5%
MASI	Sell	MASIMO CORP	$2,577,000	+3.4%	29,300	-0.3%	0.03%	+6.9%
ADS		ALLIANCE DATA SYSTEMS CORP	$2,490,000	-16.0%	11,700	0.0%	0.03%	-14.3%
HOG	Buy	HARLEY DAVIDSON INC	$2,496,000	+11.0%	58,200	+31.7%	0.03%	+11.1%
ZBRA	Sell	ZEBRA TECHNOLOGIES CORPcl a	$2,464,000	+16.9%	17,700	-12.8%	0.03%	+20.0%
GNL	New	GLOBAL NET LEASE INC	$2,449,000	–	145,100	+100.0%	0.03%	–
GXP	Buy	GREAT PLAINS ENERGY INC	$2,448,000	+60.2%	77,000	+62.4%	0.03%	+66.7%
LSI	Buy	LIFE STORAGE INC	$2,455,000	+43.6%	29,400	+53.1%	0.03%	+50.0%
EBS	Sell	EMERGENT BIOSOLUTIONS INC	$2,501,000	+3.1%	47,500	-9.0%	0.03%	+3.4%
HE	Buy	HAWAIIAN ELEC INDUSTRIES	$2,458,000	+209.2%	71,500	+225.0%	0.03%	+233.3%
CHE	Buy	CHEMED CORP NEW	$2,483,000	+32.7%	9,100	+18.2%	0.03%	+36.4%
LECO		LINCOLN ELEC HLDGS INC	$2,375,000	-1.8%	26,400	0.0%	0.03%	0.0%
LPX	Sell	LOUISIANA PAC CORP	$2,425,000	+0.8%	84,300	-8.0%	0.03%	+3.6%
UNM		UNUM GROUP	$2,381,000	-13.3%	50,000	0.0%	0.03%	-9.4%
RBC	Buy	REGAL BELOIT CORP	$2,406,000	+0.0%	32,800	+4.5%	0.03%	+3.6%
UE	Sell	URBAN EDGE PPTYS	$2,423,000	-28.7%	113,500	-14.9%	0.03%	-27.5%
VLY	Buy	VALLEY NATL BANCORP	$2,401,000	+184.8%	192,700	+156.6%	0.03%	+190.0%
SKT	Buy	TANGER FACTORY OUTLET CTRS I	$2,422,000	+288.8%	110,100	+368.5%	0.03%	+314.3%
CTRE	Buy	CARETRUST REIT INC	$2,416,000	-9.2%	180,300	+13.5%	0.03%	-6.5%
NLY		ANNALY CAP MGMT INC	$2,396,000	-12.3%	229,700	0.0%	0.03%	-9.4%
CACI	Sell	CACI INTL INCcl a	$2,422,000	+0.5%	16,000	-12.1%	0.03%	+3.6%
FCPT	Buy	FOUR CORNERS PPTY TR INC	$2,390,000	-7.3%	103,500	+3.2%	0.03%	-3.3%
BDN	Buy	BRANDYWINE RLTY TRsh ben int new	$2,434,000	+59.5%	153,300	+82.7%	0.03%	+61.1%
HEI	Buy	HEICO CORP NEW	$2,372,000	+195.8%	27,325	+221.5%	0.03%	+222.2%
SYK		STRYKER CORP	$2,317,000	+3.9%	14,400	0.0%	0.03%	+7.7%
YY		YY INC	$2,314,000	-7.0%	22,000	0.0%	0.03%	-3.4%
RYN	Sell	RAYONIER INC	$2,329,000	-7.0%	66,200	-16.4%	0.03%	-6.7%
IFF		INTERNATIONAL FLAVORS&FRAGRA	$2,341,000	-10.3%	17,100	0.0%	0.03%	-9.7%
MANH	Buy	MANHATTAN ASSOCS INC	$2,278,000	-9.0%	54,400	+7.7%	0.03%	-6.7%
ENV		ENVESTNET INC	$2,332,000	+14.9%	40,700	0.0%	0.03%	+16.7%
DEA	Buy	EASTERLY GOVT PPTYS INC	$2,354,000	+267.8%	115,400	+284.7%	0.03%	+250.0%
WCC		WESCO INTL INC	$2,339,000	-9.0%	37,700	0.0%	0.03%	-6.7%
TKR		TIMKEN CO	$2,234,000	-7.2%	49,000	0.0%	0.03%	-3.6%
FIX		COMFORT SYS USA INC	$2,215,000	-5.5%	53,700	0.0%	0.03%	-3.6%
ECA	Sell	ENCANA CORP	$2,264,000	-20.4%	206,000	-3.1%	0.03%	-20.6%
MUSA		MURPHY USA INC	$2,213,000	-9.4%	30,400	0.0%	0.03%	-6.9%
SBH		SALLY BEAUTY HLDGS INC	$2,239,000	-12.3%	136,100	0.0%	0.03%	-10.0%
HRC	Sell	HILL ROM HLDGS INC	$2,227,000	-19.7%	25,600	-22.2%	0.03%	-18.2%
AZPN	Sell	ASPEN TECHNOLOGY INC	$2,201,000	-76.9%	27,900	-80.7%	0.03%	-76.1%
AXS		AXIS CAPITAL HOLDINGS LTD	$2,216,000	+14.5%	38,500	0.0%	0.03%	+17.4%
AXP		AMERICAN EXPRESS CO	$2,276,000	-6.1%	24,400	0.0%	0.03%	-6.9%
KSS		KOHLS CORP	$2,221,000	+20.8%	33,900	0.0%	0.03%	+22.7%
FRME	Buy	FIRST MERCHANTS CORP	$2,181,000	+5.2%	52,300	+6.1%	0.03%	+8.3%
WING	Sell	WINGSTOP INC	$2,187,000	+20.6%	46,300	-0.4%	0.03%	+23.8%
SBGI	Sell	SINCLAIR BROADCAST GROUP INCcl a	$2,172,000	-19.5%	69,400	-2.7%	0.03%	-18.8%
SNR	New	NEW SR INVT GROUP INC	$2,115,000	–	258,600	+100.0%	0.03%	–
CLB	Sell	CORE LABORATORIES N V	$2,132,000	-5.0%	19,700	-3.8%	0.03%	-3.7%
TECK	Buy	TECK RESOURCES LTDcl b	$2,180,000	+18.2%	84,700	+20.5%	0.03%	+18.2%
AEIS	Buy	ADVANCED ENERGY INDS	$2,134,000	-3.0%	33,400	+2.5%	0.03%	0.0%
NSA		NATIONAL STORAGE AFFILIATES	$2,124,000	-8.0%	84,700	0.0%	0.03%	-3.7%
THO	Sell	THOR INDS INC	$2,188,000	-36.0%	19,000	-16.3%	0.03%	-35.0%
SWX	Buy	SOUTHWEST GAS HOLDINGS INC	$2,124,000	-11.4%	31,400	+5.4%	0.03%	-7.1%
NRZ	Sell	NEW RESIDENTIAL INVT CORP	$2,115,000	-22.4%	128,600	-15.7%	0.03%	-18.8%
AEL		AMERICAN EQTY INVT LIFE HLD	$2,179,000	-4.4%	74,200	0.0%	0.03%	-3.7%
KEX	Buy	KIRBY CORP	$2,170,000	+513.0%	28,200	+432.1%	0.03%	+550.0%
COR	Buy	CORESITE RLTY CORP	$2,176,000	+6.7%	21,700	+21.2%	0.03%	+8.3%
TUP	Buy	TUPPERWARE BRANDS CORP	$2,095,000	-10.4%	43,300	+16.1%	0.02%	-10.7%
BSX		BOSTON SCIENTIFIC CORP	$2,041,000	+10.2%	74,700	0.0%	0.02%	+13.6%
BRKR	Buy	BRUKER CORP	$2,079,000	+176.5%	69,500	+217.4%	0.02%	+177.8%
COLB	Buy	COLUMBIA BKG SYS INC	$2,110,000	+177.6%	50,300	+187.4%	0.02%	+177.8%
SAFM	Buy	SANDERSON FARMS INC	$2,071,000	-1.2%	17,400	+15.2%	0.02%	0.0%
DOC	Buy	PHYSICIANS RLTY TR	$2,069,000	-11.2%	132,900	+2.6%	0.02%	-10.7%
EGN	Sell	ENERGEN CORP	$2,068,000	-16.7%	32,900	-23.7%	0.02%	-13.8%
VSH		VISHAY INTERTECHNOLOGY INC	$2,040,000	-10.4%	109,700	0.0%	0.02%	-7.4%
KW	Sell	KENNEDY-WILSON HLDGS INC	$2,015,000	-33.5%	115,800	-33.6%	0.02%	-33.3%
RHP	Sell	RYMAN HOSPITALITY PPTYS INC	$2,029,000	-7.3%	26,200	-17.4%	0.02%	-7.7%
HAIN	Buy	HAIN CELESTIAL GROUP INC	$1,953,000	-23.4%	60,900	+1.3%	0.02%	-20.0%
PATK	Buy	PATRICK INDS INC	$2,016,000	-7.3%	32,600	+4.2%	0.02%	-7.7%
ULTI	New	ULTIMATE SOFTWARE GROUP INC	$2,023,000	–	8,300	+100.0%	0.02%	–
HXL	Buy	HEXCEL CORP NEW	$1,983,000	+12.1%	30,700	+7.3%	0.02%	+14.3%
CMD	Sell	CANTEL MEDICAL CORP	$1,983,000	+5.9%	17,800	-2.2%	0.02%	+9.1%
FSP	Sell	FRANKLIN STREET PPTYS CORP	$2,023,000	-47.4%	240,500	-32.8%	0.02%	-46.7%
SHO	Buy	SUNSTONE HOTEL INVS INC NEW	$1,988,000	+28.5%	130,600	+39.5%	0.02%	+33.3%
LUMN	Sell	CENTURYLINK INC	$1,983,000	-74.6%	120,700	-74.2%	0.02%	-73.9%
EBIX	Buy	EBIX INC	$1,967,000	+5.6%	26,400	+12.3%	0.02%	+9.1%
MKSI	Sell	MKS INSTRUMENT INC	$1,954,000	-7.7%	16,900	-24.6%	0.02%	-4.0%
DPLO	Sell	DIPLOMAT PHARMACY INC	$1,894,000	-3.0%	94,000	-3.4%	0.02%	0.0%
HUM		HUMANA INC	$1,882,000	+8.4%	7,000	0.0%	0.02%	+9.5%
MOS	Buy	MOSAIC CO NEW	$1,925,000	+8.0%	79,300	+14.1%	0.02%	+9.5%
FCFS	New	FIRSTCASH INC	$1,926,000	–	23,700	+100.0%	0.02%	–
WD	Sell	WALKER & DUNLOP INC	$1,907,000	-5.3%	32,100	-24.3%	0.02%	-4.2%
LIVN	Sell	LIVANOVA PLC	$1,867,000	-24.2%	21,100	-31.5%	0.02%	-20.7%
AMKR	Sell	AMKOR TECHNOLOGY INC	$1,865,000	-4.6%	184,100	-5.3%	0.02%	0.0%
ACC	Buy	AMERICAN CAMPUS CMNTYS INC	$1,943,000	+51.3%	50,300	+60.7%	0.02%	+53.3%
EXTR	Buy	EXTREME NETWORKS INC	$1,880,000	+100.0%	169,800	+126.1%	0.02%	+109.1%
EVR		EVERCORE INCclass a	$1,892,000	-3.1%	21,700	0.0%	0.02%	0.0%
MRTN	New	MARTEN TRANS LTD	$1,946,000	–	85,366	+100.0%	0.02%	–
NEU		NEWMARKET CORP	$1,928,000	+1.1%	4,800	0.0%	0.02%	0.0%
CXO	Sell	CONCHO RES INC	$1,909,000	-16.1%	12,700	-16.1%	0.02%	-14.8%
KRG	Sell	KITE RLTY GROUP TR	$1,908,000	-34.1%	125,300	-15.2%	0.02%	-32.4%
LOGM	Sell	LOGMEIN INC	$1,907,000	-48.7%	16,500	-49.1%	0.02%	-47.7%
SANM	Buy	SANMINA CORPORATION	$1,898,000	+111.4%	72,600	+166.9%	0.02%	+109.1%
FR	Sell	FIRST INDUSTRIAL REALTY TRUS	$1,862,000	-51.3%	63,700	-47.6%	0.02%	-51.1%
MEDP	Buy	MEDPACE HLDGS INC	$1,822,000	+34.4%	52,200	+39.6%	0.02%	+37.5%
SNX	Sell	SYNNEX CORP	$1,835,000	-80.3%	15,500	-77.4%	0.02%	-80.0%
PXD	Sell	PIONEER NAT RES CO	$1,838,000	-21.7%	10,700	-21.2%	0.02%	-21.4%
OHI	Sell	OMEGA HEALTHCARE INVS INC	$1,846,000	-5.8%	68,251	-4.1%	0.02%	-4.3%
BC	Sell	BRUNSWICK CORP	$1,800,000	-34.1%	30,300	-38.8%	0.02%	-31.2%
KIM	Buy	KIMCO RLTY CORP	$1,793,000	-2.2%	124,500	+23.3%	0.02%	0.0%
PTEN	Sell	PATTERSON UTI ENERGY INC	$1,790,000	-27.8%	102,200	-5.1%	0.02%	-24.1%
ODFL	Sell	OLD DOMINION FGHT LINES INC	$1,852,000	+1.3%	12,600	-9.4%	0.02%	0.0%
ONB	Sell	OLD NATL BANCORP IND	$1,836,000	-15.0%	108,655	-12.3%	0.02%	-15.4%
GMED	Sell	GLOBUS MED INCcl a	$1,833,000	-31.3%	36,800	-43.3%	0.02%	-29.0%
TXRH	Sell	TEXAS ROADHOUSE INC	$1,791,000	-13.1%	31,000	-20.7%	0.02%	-8.3%
TPRE	Buy	THIRD PT REINS LTD	$1,836,000	+0.3%	131,600	+5.3%	0.02%	0.0%
TEN	Buy	TENNECO INC	$1,816,000	+50.6%	33,100	+60.7%	0.02%	+57.1%
ENS	Sell	ENERSYS	$1,804,000	-18.0%	26,000	-17.7%	0.02%	-15.4%
FOE	Sell	FERRO CORP	$1,781,000	-16.8%	76,700	-15.4%	0.02%	-12.0%
IRBT	Sell	IROBOT CORP	$1,772,000	-25.2%	27,600	-10.7%	0.02%	-25.0%
ATH		ATHENE HLDG LTDcl a	$1,755,000	-7.5%	36,700	0.0%	0.02%	-4.5%
BWXT	New	BWX TECHNOLOGIES INC	$1,741,000	–	27,400	+100.0%	0.02%	–
CASY		CASEYS GEN STORES INC	$1,734,000	-2.0%	15,800	0.0%	0.02%	0.0%
ANIP		ANI PHARMACEUTICALS INC	$1,717,000	-9.7%	29,500	0.0%	0.02%	-4.5%
TDY	Sell	TELEDYNE TECHNOLOGIES INC	$1,703,000	-43.0%	9,100	-44.8%	0.02%	-40.0%
SERV	Sell	SERVICEMASTER GLOBAL HLDGS I	$1,719,000	-5.8%	33,800	-5.1%	0.02%	-4.5%
PRLB	Buy	PROTO LABS INC	$1,763,000	+41.5%	15,000	+24.0%	0.02%	+40.0%
LXP	Sell	LEXINGTON REALTY TRUST	$1,728,000	-57.9%	219,600	-48.4%	0.02%	-56.2%
PBH	Buy	PRESTIGE BRANDS HLDGS INC	$1,753,000	-22.3%	52,000	+2.4%	0.02%	-22.2%
POST	Buy	POST HLDGS INC	$1,742,000	+92.9%	23,000	+101.8%	0.02%	+90.9%
MDCO	Buy	MEDICINES CO	$1,762,000	+61.1%	53,500	+33.8%	0.02%	+61.5%
PAYC	Sell	PAYCOM SOFTWARE INC	$1,772,000	-28.4%	16,500	-46.4%	0.02%	-27.6%
PK	Buy	PARK HOTELS RESORTS INC	$1,716,000	+82.6%	63,500	+94.2%	0.02%	+90.9%
OGE	New	OGE ENERGY CORP	$1,743,000	–	53,200	+100.0%	0.02%	–
CPRT		COPART INC	$1,635,000	+18.0%	32,100	0.0%	0.02%	+25.0%
WSM		WILLIAMS SONOMA INC	$1,625,000	+2.1%	30,800	0.0%	0.02%	+5.3%
FNGN	Buy	FINANCIAL ENGINES INC	$1,691,000	+452.6%	48,300	+378.2%	0.02%	+400.0%
TWO	New	TWO HBRS INVT CORP	$1,688,000	–	109,800	+100.0%	0.02%	–
GLPI	Sell	GAMING & LEISURE PPTYS INC	$1,697,000	-77.6%	50,700	-75.3%	0.02%	-77.8%
BDC		BELDEN INC	$1,641,000	-10.7%	23,800	0.0%	0.02%	-9.1%
LGND	Buy	LIGAND PHARMACEUTICALS INC	$1,668,000	+238.3%	10,100	+180.6%	0.02%	+233.3%
BBY	Sell	BEST BUY INC	$1,673,000	-87.7%	23,900	-87.9%	0.02%	-87.5%
TCBI	Buy	TEXAS CAPITAL BANCSHARES INC	$1,645,000	+120.2%	18,300	+117.9%	0.02%	+122.2%
SYNT		SYNTEL INC	$1,675,000	+11.1%	65,600	0.0%	0.02%	+11.1%
AMCX	Buy	AMC NETWORKS INCcl a	$1,618,000	-4.1%	31,300	+0.3%	0.02%	0.0%
KMT	Sell	KENNAMETAL INC	$1,639,000	-40.4%	40,800	-28.2%	0.02%	-37.5%
NTCT	Sell	NETSCOUT SYS INC	$1,694,000	-26.4%	64,300	-14.9%	0.02%	-25.9%
EDR	Sell	EDUCATION RLTY TR INC	$1,644,000	-25.0%	50,200	-20.1%	0.02%	-23.1%
CPF		CENTRAL PAC FINL CORP	$1,628,000	-4.6%	57,200	0.0%	0.02%	0.0%
ANET	Sell	ARISTA NETWORKS INC	$1,634,000	-79.0%	6,400	-80.6%	0.02%	-78.3%
MLHR	Sell	MILLER HERMAN INC	$1,693,000	-24.1%	53,000	-4.8%	0.02%	-23.1%
BEAT	Sell	BIOTELEMETRY INC	$1,680,000	+3.4%	54,100	-0.4%	0.02%	+5.3%
AAN	Sell	AARONS INC	$1,696,000	-29.1%	36,400	-39.3%	0.02%	-28.6%
QEP	Sell	QEP RES INC	$1,540,000	-11.4%	157,300	-13.4%	0.02%	-9.5%
FFBC	Buy	FIRST FINL BANCORP OH	$1,553,000	+37.4%	52,900	+23.3%	0.02%	+46.2%
WAT		WATERS CORP	$1,549,000	+2.8%	7,800	0.0%	0.02%	+5.6%
LCII	Sell	LCI INDS	$1,614,000	-36.0%	15,500	-20.1%	0.02%	-36.7%
PGR		PROGRESSIVE CORP OHIO	$1,609,000	+8.2%	26,400	0.0%	0.02%	+5.6%
LW		LAMB WESTON HLDGS INC	$1,566,000	+3.1%	26,900	0.0%	0.02%	+5.6%
BXS	New	BANCORPSOUTH BK TUPELO MISS	$1,587,000	–	49,900	+100.0%	0.02%	–
CR	Buy	CRANE CO	$1,567,000	+18.7%	16,900	+14.2%	0.02%	+18.8%
ALDR	Sell	ALDER BIOPHARMACEUTICALS INC	$1,565,000	-8.8%	123,200	-17.8%	0.02%	-5.0%
SYNA	Buy	SYNAPTICS INC	$1,573,000	+34.4%	34,400	+17.4%	0.02%	+35.7%
EME		EMCOR GROUP INC	$1,504,000	-4.7%	19,300	0.0%	0.02%	-5.3%
IOSP	Sell	INNOSPEC INC	$1,495,000	-28.9%	21,800	-26.8%	0.02%	-28.0%
COHR		COHERENT INC	$1,499,000	-33.6%	8,000	0.0%	0.02%	-33.3%
DTE		DTE ENERGY CO	$1,472,000	-4.6%	14,100	0.0%	0.02%	0.0%
HMST	Sell	HOMESTREET INC	$1,521,000	-17.8%	53,100	-16.9%	0.02%	-18.2%
SEMG	New	SEMGROUP CORPcl a	$1,489,000	–	69,600	+100.0%	0.02%	–
BMO	Sell	BANK MONTREAL QUE	$1,495,000	-6.4%	19,800	-0.5%	0.02%	-5.3%
KLIC	Sell	KULICKE & SOFFA INDS INC	$1,513,000	+1.3%	60,500	-1.5%	0.02%	0.0%
PDM	Buy	PIEDMONT OFFICE REALTY TR IN	$1,490,000	+50.2%	84,700	+67.4%	0.02%	+50.0%
EPAY	Sell	BOTTOMLINE TECH DEL INC	$1,496,000	-27.1%	38,600	-34.8%	0.02%	-25.0%
BRC		BRADY CORPcl a	$1,471,000	-2.0%	39,600	0.0%	0.02%	0.0%
RP	New	REALPAGE INC	$1,457,000	–	28,300	+100.0%	0.02%	–
CPE	Sell	CALLON PETE CO DEL	$1,509,000	-7.3%	114,000	-14.9%	0.02%	-5.3%
NPO	New	ENPRO INDS INC	$1,501,000	–	19,400	+100.0%	0.02%	–
FIVE	New	FIVE BELOW INC	$1,415,000	–	19,300	+100.0%	0.02%	–
NGHC		NATIONAL GEN HLDGS CORP	$1,425,000	+23.8%	58,600	0.0%	0.02%	+21.4%
FDP	Sell	FRESH DEL MONTE PRODUCE INCord	$1,425,000	-26.2%	31,500	-22.2%	0.02%	-26.1%
INVA	New	INNOVIVA INC	$1,440,000	–	86,400	+100.0%	0.02%	–
HUBB	New	HUBBELL INC	$1,400,000	–	11,500	+100.0%	0.02%	–
MTG	Sell	MGIC INVT CORP WIS	$1,430,000	-28.2%	110,000	-22.0%	0.02%	-29.2%
MSGN	New	MSG NETWORK INCcl a	$1,388,000	–	61,400	+100.0%	0.02%	–
TDC	Sell	TERADATA CORP DEL	$1,420,000	-1.5%	35,800	-4.5%	0.02%	0.0%
ETSY	New	ETSY INC	$1,420,000	–	50,600	+100.0%	0.02%	–
TRN	Buy	TRINITY INDS INC	$1,377,000	-8.1%	42,200	+5.5%	0.02%	-5.6%
DFS		DISCOVER FINL SVCS	$1,431,000	-6.5%	19,900	0.0%	0.02%	-5.6%
UCBI	Sell	UNITED CMNTY BKS BLAIRSVLE G	$1,427,000	+5.9%	45,100	-5.8%	0.02%	+6.2%
CORT	Sell	CORCEPT THERAPEUTICS INC	$1,385,000	-20.5%	84,200	-12.7%	0.02%	-19.0%
VIRT	Buy	VIRTU FINL INCcl a	$1,419,000	+83.3%	43,000	+1.7%	0.02%	+88.9%
CNO	Buy	CNO FINL GROUP INC	$1,417,000	+93.3%	65,400	+120.2%	0.02%	+88.9%
BLKB	Buy	BLACKBAUD INC	$1,436,000	+32.1%	14,100	+22.6%	0.02%	+30.8%
WY		WEYERHAEUSER CO	$1,425,000	-0.7%	40,700	0.0%	0.02%	0.0%
B	Sell	BARNES GROUP INC	$1,431,000	-10.6%	23,900	-5.5%	0.02%	-10.5%
PBYI	Buy	PUMA BIOTECHNOLOGY INC	$1,436,000	+3.0%	21,100	+49.6%	0.02%	+6.2%
QCP		QUALITY CARE PPTYS INC	$1,400,000	+40.7%	72,053	0.0%	0.02%	+41.7%
JJSF	Sell	J & J SNACK FOODS CORP	$1,284,000	-11.0%	9,400	-1.1%	0.02%	-5.9%
RS	New	RELIANCE STEEL & ALUMINUM CO	$1,338,000	–	15,600	+100.0%	0.02%	–
MTCH	Buy	MATCH GROUP INC	$1,307,000	+80.0%	29,400	+26.7%	0.02%	+77.8%
FNB	Buy	FNB CORP PA	$1,326,000	+70.7%	98,600	+75.4%	0.02%	+77.8%
ADNT	Buy	ADIENT PLC	$1,309,000	+12.4%	21,900	+48.0%	0.02%	+14.3%
SIR	Sell	SELECT INCOME REIT	$1,332,000	-41.6%	68,400	-24.7%	0.02%	-40.7%
AGX		ARGAN INC	$1,284,000	-4.6%	29,900	0.0%	0.02%	0.0%
CNC		CENTENE CORP DEL	$1,293,000	+5.9%	12,100	0.0%	0.02%	+14.3%
EQC	Sell	EQUITY COMWLTH	$1,297,000	-42.0%	42,300	-42.3%	0.02%	-38.5%
SRCI	Sell	SRC ENERGY INC	$1,325,000	-6.2%	140,500	-15.2%	0.02%	-5.9%
MATW	New	MATTHEWS INTL CORPcl a	$1,356,000	–	26,800	+100.0%	0.02%	–
RTRX	Buy	RETROPHIN INC	$1,348,000	+13.5%	60,300	+6.9%	0.02%	+14.3%
WDR	Buy	WADDELL & REED FINL INCcl a	$1,350,000	-6.8%	66,800	+3.1%	0.02%	-5.9%
CATM	Sell	CARDTRONICS PLC	$1,303,000	+16.7%	58,400	-3.2%	0.02%	+23.1%
SAIA	Sell	SAIA INC	$1,338,000	-44.0%	17,800	-47.3%	0.02%	-42.9%
SUPN	Sell	SUPERNUS PHARMACEUTICALS INC	$1,360,000	-26.9%	29,700	-36.4%	0.02%	-27.3%
TBK	Buy	TRIUMPH BANCORP INC	$1,310,000	+141.7%	31,800	+84.9%	0.02%	+166.7%
HCI	Buy	HCI GROUP INC	$1,263,000	+68.4%	33,100	+31.9%	0.02%	+66.7%
ARNA	New	ARENA PHARMACEUTICALS INC	$1,260,000	–	31,900	+100.0%	0.02%	–
UEPS	Buy	NET 1 UEPS TECHNOLOGIES INC	$1,273,000	-0.9%	134,600	+24.5%	0.02%	0.0%
UCTT		ULTRA CLEAN HLDGS INC	$1,226,000	-16.7%	63,700	0.0%	0.02%	-11.8%
MLCO	Buy	MELCO RESORT ENTERTAINMENT Ladr	$1,214,000	+6.7%	41,900	+6.9%	0.02%	+15.4%
UFS	Buy	DOMTAR CORP	$1,208,000	+18.4%	28,400	+37.9%	0.02%	+25.0%
VIVO	Buy	MERIDIAN BIOSCIENCE INC	$1,277,000	+56.1%	89,900	+53.9%	0.02%	+50.0%
ALRM	New	ALARM COM HLDGS INC	$1,261,000	–	33,400	+100.0%	0.02%	–
TCX	Buy	TUCOWS INC	$1,243,000	-13.9%	22,200	+7.8%	0.02%	-11.8%
MEI		METHODE ELECTRS INC	$1,251,000	-2.5%	32,000	0.0%	0.02%	0.0%
CIEN	Buy	CIENA CORP	$1,228,000	+286.2%	47,400	+211.8%	0.02%	+275.0%
KMX	New	CARMAX INC	$1,233,000	–	19,900	+100.0%	0.02%	–
PETS	Sell	PETMED EXPRESS INC	$1,244,000	-47.6%	29,800	-42.9%	0.02%	-46.4%
TTD	Buy	THE TRADE DESK INC	$1,226,000	+48.1%	24,700	+36.5%	0.02%	+50.0%
WPG	Sell	WASHINGTON PRIME GROUP NEW	$1,264,000	-16.1%	189,500	-10.4%	0.02%	-16.7%
STAY	Sell	EXTENDED STAY AMER INCunit 99/99/999	$1,277,000	-1.6%	64,600	-5.4%	0.02%	0.0%
WCG	Sell	WELLCARE HEALTH PLANS INC	$1,278,000	-39.5%	6,600	-37.1%	0.02%	-40.0%
AGNC		AGNC INVT CORP	$1,270,000	-6.3%	67,100	0.0%	0.02%	-6.2%
PLAB	Sell	PHOTRONICS INC	$1,235,000	-17.4%	149,700	-14.7%	0.02%	-16.7%
JD		JD COM INCspon adr cl a	$1,267,000	-2.2%	31,300	0.0%	0.02%	0.0%
WRK		WESTROCK CO	$1,219,000	+1.5%	19,000	0.0%	0.02%	+7.1%
TCF	Sell	TCF FINL CORP	$1,236,000	+4.7%	54,200	-5.9%	0.02%	+7.1%
KLXI	Buy	KLX INC	$1,258,000	+61.7%	17,700	+55.3%	0.02%	+66.7%
GOV	Sell	GOVERNMENT PPTYS INCOME TR	$1,201,000	-56.5%	87,900	-40.9%	0.02%	-54.5%
AMED		AMEDISYS INC	$1,213,000	+14.5%	20,100	0.0%	0.02%	+15.4%
TREX	Sell	TREX CO INC	$1,131,000	-0.6%	10,400	-1.0%	0.01%	+7.7%
BHLB	Buy	BERKSHIRE HILLS BANCORP INC	$1,157,000	+378.1%	30,500	+362.1%	0.01%	+366.7%
BCO	Buy	BRINKS CO	$1,120,000	+80.1%	15,700	+98.7%	0.01%	+100.0%
CWT	Sell	CALIFORNIA WTR SVC GROUP	$1,155,000	-20.2%	31,000	-2.8%	0.01%	-17.6%
CNS	Buy	COHEN & STEERS INC	$1,171,000	+14.7%	28,800	+33.3%	0.01%	+16.7%
FRT	Sell	FEDERAL REALTY INVT TRsh ben int new	$1,149,000	-39.9%	9,900	-31.2%	0.01%	-39.1%
FHI		FEDERATED INVS INC PAcl b	$1,176,000	-7.4%	35,200	0.0%	0.01%	-6.7%
FOXF	New	FOX FACTORY HLDG CORP	$1,148,000	–	32,900	+100.0%	0.01%	–
GEF	Buy	GREIF INCcl a	$1,144,000	+36.8%	21,900	+58.7%	0.01%	+40.0%
HIBB	Buy	HIBBETT SPORTS INC	$1,135,000	+21.8%	47,400	+3.7%	0.01%	+27.3%
MDR	Sell	MCDERMOTT INTL INC	$1,186,000	-17.5%	194,700	-10.9%	0.01%	-17.6%
MC	Sell	MOELIS & COcl a	$1,149,000	-3.3%	22,600	-7.8%	0.01%	0.0%
NTES		NETEASE INCsponsored adr	$1,178,000	-18.7%	4,200	0.0%	0.01%	-17.6%
PAH	Sell	PLATFORM SPECIALTY PRODS COR	$1,197,000	-9.9%	124,300	-7.2%	0.01%	-12.5%
REGI	New	RENEWABLE ENERGY GROUP INC	$1,143,000	–	89,300	+100.0%	0.01%	–
SCHN	New	SCHNITZER STL INDScl a	$1,165,000	–	36,000	+100.0%	0.01%	–
SCHL	Sell	SCHOLASTIC CORP	$1,150,000	-11.8%	29,600	-8.9%	0.01%	-6.7%
TFX	Sell	TELEFLEX INC	$1,173,000	-34.5%	4,600	-36.1%	0.01%	-33.3%
TIER	Sell	TIER REIT INC	$1,199,000	-13.6%	64,900	-4.6%	0.01%	-12.5%
UIHC	Buy	UNITED INS HLDGS CORP	$1,187,000	+380.6%	62,000	+333.6%	0.01%	+366.7%
WRD	Buy	WILDHORSE RESOURCE DEV CORP	$1,145,000	+105.9%	60,000	+98.7%	0.01%	+100.0%
BAP		CREDICORP LTD	$1,158,000	+9.5%	5,100	0.0%	0.01%	+16.7%
MLNX	Buy	MELLANOX TECHNOLOGIES LTD	$1,129,000	+22.1%	15,500	+8.4%	0.01%	+27.3%
GHC	New	GRAHAM HLDGS CO	$1,084,000	–	1,800	+100.0%	0.01%	–
CPSI	New	COMPUTER PROGRAMS & SYS INC	$1,042,000	–	35,700	+100.0%	0.01%	–
MOGA	Buy	MOOG INCcl a	$1,047,000	+234.5%	12,700	+252.8%	0.01%	+225.0%
TDS	Sell	TELEPHONE & DATA SYS INC	$1,093,000	-53.9%	39,000	-54.2%	0.01%	-53.6%
SHW	Sell	SHERWIN WILLIAMS CO	$1,059,000	-92.1%	2,700	-91.7%	0.01%	-91.8%
FIZZ	Buy	NATIONAL BEVERAGE CORP	$1,104,000	+2.0%	12,400	+11.7%	0.01%	0.0%
IDA		IDACORP INC	$1,095,000	-3.4%	12,400	0.0%	0.01%	0.0%
DOV		DOVER CORP	$1,090,000	-2.8%	11,100	0.0%	0.01%	0.0%
MTRN	Sell	MATERION CORP	$1,067,000	-35.6%	20,900	-38.7%	0.01%	-35.0%
INTL	Sell	INTL FCSTONE INC	$1,110,000	-22.3%	26,000	-22.6%	0.01%	-23.5%
WNC	Sell	WABASH NATL CORP	$1,063,000	-49.0%	51,100	-46.8%	0.01%	-48.0%
BLL		BALL CORP	$1,104,000	+4.9%	27,800	0.0%	0.01%	+8.3%
SBCF	Sell	SEACOAST BKG CORP FLA	$1,101,000	-40.6%	41,600	-43.5%	0.01%	-40.9%
BRSS	Sell	GLOBAL BRASS & COPPR HLDGS I	$1,047,000	-4.1%	31,300	-5.2%	0.01%	0.0%
KAI		KADANT INC	$1,040,000	-5.8%	11,000	0.0%	0.01%	0.0%
KEM	Buy	KEMET CORP	$1,055,000	+117.5%	58,200	+80.7%	0.01%	+116.7%
CRUS	Sell	CIRRUS LOGIC INC	$1,004,000	-40.1%	24,700	-23.5%	0.01%	-40.0%
XNCR	Sell	XENCOR INC	$1,031,000	-41.6%	34,400	-57.3%	0.01%	-42.9%
JBSS	Sell	SANFILIPPO JOHN B & SON INC	$978,000	-11.7%	16,900	-3.4%	0.01%	-7.7%
PEGA		PEGASYSTEMS INC	$1,007,000	+28.6%	16,600	0.0%	0.01%	+33.3%
PENN	Buy	PENN NATL GAMING INC	$993,000	+145.8%	37,800	+193.0%	0.01%	+140.0%
PLCE	Sell	CHILDRENS PL INC	$960,000	-54.1%	7,100	-50.7%	0.01%	-52.0%
HBAN		HUNTINGTON BANCSHARES INC	$1,021,000	+3.8%	67,600	0.0%	0.01%	0.0%
ATHN	New	ATHENAHEALTH INC	$1,001,000	–	7,000	+100.0%	0.01%	–
REX	Sell	REX AMERICAN RESOURCES CORP	$983,000	-41.6%	13,500	-33.6%	0.01%	-40.0%
AHL	Sell	ASPEN INSURANCE HOLDINGS LTD	$991,000	+8.4%	22,100	-1.8%	0.01%	+9.1%
RGEN		REPLIGEN CORP	$1,013,000	-0.3%	28,000	0.0%	0.01%	0.0%
CC	Sell	CHEMOURS CO	$964,000	-10.0%	19,800	-7.5%	0.01%	-7.7%
IONS	New	IONIS PHARMACEUTICALS INC	$961,000	–	21,800	+100.0%	0.01%	–
NTRI	Sell	NUTRI SYS INC NEW	$997,000	-53.3%	37,000	-8.9%	0.01%	-52.0%
RDN		RADIAN GROUP INC	$963,000	-7.7%	50,600	0.0%	0.01%	0.0%
QLYS	New	QUALYS INC	$1,033,000	–	14,200	+100.0%	0.01%	–
PCH		POTLATCHDELTIC CORPORATION	$1,010,000	+4.3%	19,400	0.0%	0.01%	+9.1%
MGEE		MGE ENERGY INC	$1,021,000	-11.1%	18,200	0.0%	0.01%	-14.3%
DDR	Buy	DDR CORP	$1,000,000	-13.6%	136,400	+5.7%	0.01%	-14.3%
TER	Buy	TERADYNE INC	$996,000	+19.6%	21,800	+9.5%	0.01%	+20.0%
UBSH	New	UNION BANKSHARES CORP NEW	$960,000	–	26,151	+100.0%	0.01%	–
OI		OWENS ILL INC	$1,009,000	-2.3%	46,600	0.0%	0.01%	0.0%
EEFT	Buy	EURONET WORLDWIDE INC	$963,000	-4.0%	12,200	+2.5%	0.01%	0.0%
CAKE	Buy	CHEESECAKE FACTORY INC	$969,000	+157.7%	20,100	+157.7%	0.01%	+200.0%
FRGI	Sell	FIESTA RESTAURANT GROUP INC	$973,000	-3.2%	52,600	-0.6%	0.01%	0.0%
BHF		BRIGHTHOUSE FINL INC	$1,026,000	-12.3%	19,954	0.0%	0.01%	-14.3%
BKI		BLACK KNIGHT INC	$964,000	+6.8%	20,461	0.0%	0.01%	+9.1%
PZZA	Sell	PAPA JOHNS INTL INC	$963,000	-28.8%	16,800	-30.3%	0.01%	-25.0%
MBT		MOBILE TELESYSTEMS PJSCsponsored adr	$958,000	+11.8%	84,100	0.0%	0.01%	+20.0%
GTN	Sell	GRAY TELEVISION INC	$888,000	-61.2%	69,900	-48.9%	0.01%	-59.3%
CW	New	CURTISS WRIGHT CORP	$932,000	–	6,900	+100.0%	0.01%	–
CCK		CROWN HOLDINGS INC	$883,000	-9.8%	17,400	0.0%	0.01%	-8.3%
ABMD	Buy	ABIOMED INC	$931,000	+84.0%	3,200	+18.5%	0.01%	+83.3%
MMSI	Buy	MERIT MED SYS INC	$952,000	+60.8%	21,000	+53.3%	0.01%	+57.1%
CB		CHUBB LIMITED	$922,000	-6.4%	6,741	0.0%	0.01%	-8.3%
PFBC	Sell	PREFERRED BK LOS ANGELES CA	$944,000	-7.2%	14,700	-15.0%	0.01%	-8.3%
PINC	New	PREMIER INCcl a	$874,000	–	27,900	+100.0%	0.01%	–
PRGS	Buy	PROGRESS SOFTWARE CORP	$873,000	+91.9%	22,700	+112.1%	0.01%	+120.0%
AAIC	New	ARLINGTON ASSET INVT CORPcl a new	$926,000	–	83,900	+100.0%	0.01%	–
RYAM	Sell	RAYONIER ADVANCED MATLS INC	$940,000	-10.6%	43,800	-14.8%	0.01%	-8.3%
IVR	New	INVESCO MORTGAGE CAPITAL INC	$939,000	–	57,300	+100.0%	0.01%	–
OMCL	New	OMNICELL INC	$890,000	–	20,500	+100.0%	0.01%	–
PODD		INSULET CORP	$875,000	+25.5%	10,100	0.0%	0.01%	+37.5%
BGCP		BGC PARTNERS INCcl a	$943,000	-11.0%	70,100	0.0%	0.01%	-15.4%
BECN	New	BEACON ROOFING SUPPLY INC	$918,000	–	17,300	+100.0%	0.01%	–
BIO	Buy	BIO RAD LABS INCcl a	$900,000	+88.7%	3,600	+80.0%	0.01%	+83.3%
WEX	Sell	WEX INC	$940,000	+2.4%	6,000	-7.7%	0.01%	0.0%
STMP		STAMPS COM INC	$905,000	+7.0%	4,500	0.0%	0.01%	+10.0%
FCEA	Buy	FOREST CITY RLTY TR INC	$912,000	+172.2%	45,000	+223.7%	0.01%	+175.0%
CRI	Buy	CARTER INC	$916,000	+11.4%	8,800	+25.7%	0.01%	+10.0%
CTLT	Sell	CATALENT INC	$875,000	-7.0%	21,300	-7.0%	0.01%	0.0%
CVE	Sell	CENOVUS ENERGY INC	$877,000	-40.6%	103,100	-36.0%	0.01%	-35.3%
MHO	New	M/I HOMES INC	$866,000	–	27,200	+100.0%	0.01%	–
FSLR	New	FIRST SOLAR INC	$830,000	–	11,700	+100.0%	0.01%	–
OTTR	Sell	OTTER TAIL CORP	$793,000	-5.6%	18,300	-3.2%	0.01%	0.0%
CLX		CLOROX CO DEL	$825,000	-10.5%	6,200	0.0%	0.01%	-9.1%
EXAS	New	EXACT SCIENCES CORP	$843,000	–	20,900	+100.0%	0.01%	–
TRGP	Sell	TARGA RES CORP	$810,000	-21.1%	18,400	-13.3%	0.01%	-16.7%
TECD	Sell	TECH DATA CORP	$860,000	-27.4%	10,100	-16.5%	0.01%	-28.6%
CTB	New	COOPER TIRE & RUBR CO	$841,000	–	28,700	+100.0%	0.01%	–
ARR	Buy	ARMOUR RESIDENTIAL REIT INC	$801,000	+3.1%	34,412	+13.9%	0.01%	+11.1%
ISCA	Sell	INTERNATIONAL SPEEDWAY CORPcl a	$798,000	-58.8%	18,100	-62.8%	0.01%	-56.5%
SLCA	Buy	U S SILICA HLDGS INC	$863,000	+237.1%	33,800	+330.2%	0.01%	+233.3%
ROG	Sell	ROGERS CORP	$813,000	-29.3%	6,800	-4.2%	0.01%	-28.6%
NGVT		INGEVITY CORP	$796,000	+4.6%	10,800	0.0%	0.01%	+11.1%
IPGP	Sell	IPG PHOTONICS CORP	$840,000	-54.9%	3,600	-58.6%	0.01%	-54.5%
HRTX	Buy	HERON THERAPEUTICS INC	$792,000	+67.1%	28,700	+9.5%	0.01%	+66.7%
ORI	Sell	OLD REP INTL CORP	$837,000	-3.8%	39,000	-4.2%	0.01%	0.0%
ERI	Buy	ELDORADO RESORTS INC	$842,000	+44.4%	25,500	+44.9%	0.01%	+42.9%
XRX	Sell	XEROX CORP	$809,000	-45.3%	28,100	-44.6%	0.01%	-41.2%
QSII		QUALITY SYS INC	$826,000	+0.5%	60,500	0.0%	0.01%	0.0%
ROLL	New	RBC BEARINGS INC	$832,000	–	6,700	+100.0%	0.01%	–
USG	Sell	U S G CORP	$841,000	+1.0%	20,800	-3.7%	0.01%	0.0%
TIVO	Sell	TIVO CORP	$851,000	-58.8%	62,800	-52.6%	0.01%	-58.3%
PAK	Buy	GLOBAL X FDSmsci pakistan	$805,000	+13.2%	61,500	+7.2%	0.01%	+25.0%
GTY	Buy	GETTY RLTY CORP NEW	$868,000	-5.1%	34,400	+2.1%	0.01%	-9.1%
EFSC		ENTERPRISE FINL SVCS CORP	$849,000	+3.9%	18,100	0.0%	0.01%	0.0%
THRM	Sell	GENTHERM INC	$845,000	-48.2%	24,900	-51.6%	0.01%	-47.4%
WERN	Buy	WERNER ENTERPRISES INC	$861,000	+46.7%	23,600	+55.3%	0.01%	+42.9%
RGR	New	STURM RUGER & CO INC	$803,000	–	15,300	+100.0%	0.01%	–
CCMP	Sell	CABOT MICROELECTRONICS CORP	$868,000	-38.5%	8,100	-46.0%	0.01%	-41.2%
CUBI	Sell	CUSTOMERS BANCORP INC	$840,000	-1.2%	28,800	-11.9%	0.01%	0.0%
TDG	Sell	TRANSDIGM GROUP INC	$706,000	-72.9%	2,300	-75.8%	0.01%	-71.0%
MOV	Buy	MOVADO GROUP INC	$776,000	+28.3%	20,200	+7.4%	0.01%	+28.6%
CUTR	New	CUTERA INC	$749,000	–	14,900	+100.0%	0.01%	–
LKFN	Buy	LAKELAND FINL CORP	$777,000	+17.9%	16,800	+23.5%	0.01%	+12.5%
BPOP		POPULAR INC	$724,000	+17.2%	17,400	0.0%	0.01%	+28.6%
ENTA	Sell	ENANTA PHARMACEUTICALS INC	$777,000	-37.2%	9,600	-54.5%	0.01%	-40.0%
SJW		SJW GROUP	$764,000	-17.5%	14,500	0.0%	0.01%	-18.2%
RAVN	Buy	RAVEN INDS INC	$771,000	+36.0%	22,000	+33.3%	0.01%	+28.6%
AHH	Sell	ARMADA HOFFLER PPTYS INC	$717,000	-38.5%	52,400	-30.2%	0.01%	-35.7%
GCI	Buy	GANNETT CO INC	$778,000	-12.7%	78,000	+1.4%	0.01%	-18.2%
NUVA	New	NUVASIVE INC	$783,000	–	15,000	+100.0%	0.01%	–
MTOR	Sell	MERITOR INC	$736,000	-51.7%	35,800	-44.8%	0.01%	-50.0%
LDL		LYDALL INC DEL	$738,000	-4.9%	15,300	0.0%	0.01%	0.0%
CASH		META FINL GROUP INC	$721,000	+18.0%	6,600	0.0%	0.01%	+28.6%
XEC	Sell	CIMAREX ENERGY CO	$757,000	-36.2%	8,100	-16.7%	0.01%	-35.7%
HAFC	New	HANMI FINL CORP	$778,000	–	25,300	+100.0%	0.01%	–
HWC		HANCOCK HLDG CO	$760,000	+4.4%	14,700	0.0%	0.01%	0.0%
BANC	Buy	BANC OF CALIFORNIA INC	$706,000	-3.9%	36,600	+2.8%	0.01%	0.0%
UFI	Sell	UNIFI INC	$714,000	-36.8%	19,700	-37.5%	0.01%	-30.8%
WGO	Buy	WINNEBAGO INDS INC	$722,000	-18.3%	19,200	+20.8%	0.01%	-10.0%
SMCI		SUPER MICRO COMPUTER INC	$767,000	-18.8%	45,100	0.0%	0.01%	-18.2%
CARB	Sell	CARBONITE INC	$720,000	+11.6%	25,000	-2.7%	0.01%	+12.5%
CONN	Sell	CONNS INC	$734,000	-29.3%	21,600	-26.0%	0.01%	-25.0%
FBNC	Buy	FIRST BANCORP N C	$759,000	+3.4%	21,300	+2.4%	0.01%	0.0%
STE	Buy	STERIS PLC	$784,000	+12.0%	8,400	+5.0%	0.01%	+12.5%
SF	Sell	STIFEL FINL CORP	$740,000	-10.6%	12,500	-10.1%	0.01%	-10.0%
AGM	Sell	FEDERAL AGRIC MTG CORPcl c	$766,000	-1.2%	8,800	-11.1%	0.01%	0.0%
JELD		JELD-WEN HLDG INC	$710,000	-22.2%	23,200	0.0%	0.01%	-18.2%
FDS	Sell	FACTSET RESH SYS INC	$778,000	-48.9%	3,900	-50.6%	0.01%	-50.0%
SEDG	Buy	SOLAREDGE TECHNOLOGIES INC	$710,000	+46.7%	13,500	+4.7%	0.01%	+50.0%
FMC		F M C CORP	$712,000	-19.1%	9,300	0.0%	0.01%	-10.0%
ADC	Sell	AGREE REALTY CORP	$778,000	-15.5%	16,200	-9.5%	0.01%	-18.2%
LHCG		LHC GROUP INC	$763,000	+0.4%	12,400	0.0%	0.01%	0.0%
ACOR	Sell	ACORDA THERAPEUTICS INC	$764,000	-4.7%	32,300	-13.6%	0.01%	0.0%
MDLZ		MONDELEZ INTL INCcl a	$692,000	-2.5%	16,580	0.0%	0.01%	0.0%
LNTH	New	LANTHEUS HLDGS INC	$668,000	–	42,000	+100.0%	0.01%	–
RES	Sell	RPC INC	$683,000	-32.8%	37,900	-4.7%	0.01%	-33.3%
RSO	New	RESOURCE CAP CORP	$673,000	–	70,800	+100.0%	0.01%	–
IIIN	Sell	INSTEEL INDUSTRIES INC	$674,000	-16.5%	24,400	-14.4%	0.01%	-20.0%
AVX	New	AVX CORP NEW	$693,000	–	41,900	+100.0%	0.01%	–
TROX		TRONOX LTD	$697,000	-10.1%	37,800	0.0%	0.01%	-11.1%
AHT	Sell	ASHFORD HOSPITALITY TR INC	$660,000	-53.4%	102,100	-51.5%	0.01%	-52.9%
CSFL	Buy	CENTERSTATE BK CORP	$629,000	+14.8%	23,700	+11.3%	0.01%	+33.3%
ATRO	Sell	ASTRONICS CORP	$699,000	-55.2%	18,731	-50.2%	0.01%	-55.6%
VGR	Sell	VECTOR GROUP LTD	$652,000	-36.8%	32,000	-30.6%	0.01%	-33.3%
ANIK	Sell	ANIKA THERAPEUTICS INC	$622,000	-40.2%	12,500	-35.2%	0.01%	-33.3%
STAR	Buy	ISTAR INC	$701,000	-2.8%	68,900	+8.0%	0.01%	-11.1%
UNFI	New	UNITED NAT FOODS INC	$674,000	–	15,700	+100.0%	0.01%	–
CHSP	Sell	CHESAPEAKE LODGING TRsh ben int	$695,000	-7.3%	25,000	-9.7%	0.01%	-11.1%
KRO	Sell	KRONOS WORLDWIDE INC	$692,000	-46.3%	30,600	-38.8%	0.01%	-46.7%
AKR	New	ACADIA RLTY TR	$664,000	–	27,000	+100.0%	0.01%	–
IRET	Sell	INVESTORS REAL ESTATE TRsh ben int	$668,000	-36.7%	128,800	-30.6%	0.01%	-33.3%
NFG	Sell	NATIONAL FUEL GAS CO N J	$684,000	-7.1%	13,300	-0.7%	0.01%	-11.1%
SON		SONOCO PRODS CO	$703,000	-8.8%	14,500	0.0%	0.01%	-11.1%
FBC		FLAGSTAR BANCORP INC	$704,000	-5.5%	19,900	0.0%	0.01%	-11.1%
NSM		NATIONSTAR MTG HLDGS INC	$636,000	-2.9%	35,400	0.0%	0.01%	0.0%
MHLD	Buy	MAIDEN HOLDINGS LTD	$667,000	+14.0%	102,600	+15.8%	0.01%	+14.3%
EGRX	New	EAGLE PHARMACEUTICALS INC	$632,000	–	12,000	+100.0%	0.01%	–
PUMP	New	PROPETRO HLDG CORP	$686,000	–	43,200	+100.0%	0.01%	–
FIBK		FIRST INTST BANCSYSTEM INC	$641,000	-1.2%	16,200	0.0%	0.01%	0.0%
AFSI	Buy	AMTRUST FINL SVCS INC	$704,000	+66.8%	57,200	+36.5%	0.01%	+60.0%
CSV	Sell	CARRIAGE SVCS INC	$680,000	+4.6%	24,600	-2.8%	0.01%	0.0%
CUZ	Buy	COUSINS PPTYS INC	$687,000	+33.7%	79,100	+42.3%	0.01%	+33.3%
FL	New	FOOT LOCKER INC	$692,000	–	15,200	+100.0%	0.01%	–
CHDN		CHURCHILL DOWNS INC	$635,000	+5.0%	2,600	0.0%	0.01%	+14.3%
HEES	Buy	H & E EQUIPMENT SERVICES INC	$666,000	+43.8%	17,300	+51.8%	0.01%	+60.0%
SHEN	New	SHENANDOAH TELECOMMUNICATION	$634,000	–	17,600	+100.0%	0.01%	–
AGO	Sell	ASSURED GUARANTY LTD	$561,000	-20.0%	15,500	-25.1%	0.01%	-12.5%
ICHR	New	ICHOR HOLDINGS	$583,000	–	24,100	+100.0%	0.01%	–
RDC	Sell	ROWAN COMPANIES PLC	$598,000	-48.9%	51,800	-30.7%	0.01%	-50.0%
NDAQ		NASDAQ INC	$543,000	+12.2%	6,300	0.0%	0.01%	+16.7%
MKTX	New	MARKETAXESS HLDGS INC	$587,000	–	2,700	+100.0%	0.01%	–
PKI	Buy	PERKINELMER INC	$621,000	+16.3%	8,200	+12.3%	0.01%	+16.7%
AMBA	New	AMBARELLA INC	$588,000	–	12,000	+100.0%	0.01%	–
NYLDA	New	NRG YIELD INCcl a new	$569,000	–	34,600	+100.0%	0.01%	–
MXL	New	MAXLINEAR INC	$539,000	–	23,700	+100.0%	0.01%	–
IAC	Sell	IAC INTERACTIVECORP	$594,000	-50.4%	3,800	-61.2%	0.01%	-50.0%
HFC	Sell	HOLLYFRONTIER CORP	$581,000	-41.1%	11,900	-38.2%	0.01%	-41.7%
MTH	New	MERITAGE HOMES CORP	$606,000	–	13,400	+100.0%	0.01%	–
HRTG	Buy	HERITAGE INS HLDGS INC	$597,000	+7.6%	39,400	+27.9%	0.01%	0.0%
MEOH	New	METHANEX CORP	$581,000	–	9,600	+100.0%	0.01%	–
SMPL	New	SIMPLY GOOD FOODS CO	$566,000	–	41,200	+100.0%	0.01%	–
NLNK	Sell	NEWLINK GENETICS CORP	$540,000	-11.0%	74,500	-0.4%	0.01%	0.0%
CYTK	Buy	CYTOKINETICS INC	$611,000	+0.2%	84,800	+13.2%	0.01%	0.0%
BID	Sell	SOTHEBYS	$595,000	-37.7%	11,600	-37.3%	0.01%	-36.4%
CLF		CLEVELAND CLIFFS INC	$539,000	-3.6%	77,600	0.0%	0.01%	0.0%
SCL	Sell	STEPAN CO	$591,000	-67.7%	7,100	-69.4%	0.01%	-68.2%
CRCQQ	New	CALIFORNIA RES CORP	$588,000	–	34,300	+100.0%	0.01%	–
FF	Buy	FUTUREFUEL CORPORATION	$608,000	-13.1%	50,700	+2.0%	0.01%	-12.5%
FPRX	Buy	FIVE PRIME THERAPEUTICS INC	$600,000	+17.9%	34,900	+50.4%	0.01%	+16.7%
NOVT	Buy	NOVANTA INC	$548,000	+61.2%	10,500	+54.4%	0.01%	+75.0%
NTGR	New	NETGEAR INC	$612,000	–	10,700	+100.0%	0.01%	–
TMO		THERMO FISHER SCIENTIFIC INC	$578,000	+8.6%	2,800	0.0%	0.01%	+16.7%
ENTG		ENTEGRIS INC	$592,000	+14.3%	17,000	0.0%	0.01%	+16.7%
TMST	Buy	TIMKENSTEEL CORP	$597,000	+13.5%	39,300	+13.6%	0.01%	+16.7%
ABCB		AMERIS BANCORP	$561,000	+9.8%	10,600	0.0%	0.01%	+16.7%
AEO	Buy	AMERICAN EAGLE OUTFITTERS NE	$584,000	+6.4%	29,300	+0.3%	0.01%	+16.7%
LEXEA	Buy	LIBERTY EXPEDIA HOLDINGS	$558,000	+100.0%	14,200	+125.4%	0.01%	+133.3%
LXRX	Buy	LEXICON PHARMACEUTICALS INC	$585,000	+26.3%	68,300	+45.6%	0.01%	+40.0%
OSUR	New	ORASURE TECHNOLOGIES INC	$464,000	–	27,500	+100.0%	0.01%	–
LADR	New	LADDER CAP CORPcl a	$493,000	–	32,700	+100.0%	0.01%	–
ESV	Sell	ENSCO PLC	$459,000	-47.8%	104,460	-29.7%	0.01%	-40.0%
CNOB		CONNECTONE BANCORP INC NEW	$495,000	+11.7%	17,200	0.0%	0.01%	+20.0%
VET	New	VERMILION ENERGY INC	$496,000	–	15,400	+100.0%	0.01%	–
SBSI	New	SOUTHSIDE BANCSHARES INC	$483,000	–	13,900	+100.0%	0.01%	–
EFII	New	ELECTRONICS FOR IMAGING INC	$511,000	–	18,700	+100.0%	0.01%	–
APC	Sell	ANADARKO PETE CORP	$501,000	-47.4%	8,300	-53.3%	0.01%	-45.5%
MNR	New	MONMOUTH REAL ESTATE INVT COcl a	$495,000	–	32,900	+100.0%	0.01%	–
DNB		DUN & BRADSTREET CORP DEL NE	$480,000	-1.0%	4,100	0.0%	0.01%	0.0%
ALG		ALAMO GROUP INC	$484,000	-2.6%	4,400	0.0%	0.01%	0.0%
SMG	New	SCOTTS MIRACLE GRO COcl a	$489,000	–	5,700	+100.0%	0.01%	–
EXP	Buy	EAGLE MATERIALS INC	$474,000	-2.7%	4,600	+7.0%	0.01%	0.0%
HEIA	New	HEICO CORP NEWcl a	$529,000	–	7,450	+100.0%	0.01%	–
RL		RALPH LAUREN CORPcl a	$458,000	+7.8%	4,100	0.0%	0.01%	+20.0%
ACETQ	Sell	ACETO CORP	$469,000	-36.4%	61,700	-13.5%	0.01%	-33.3%
WLTW	Sell	WILLIS TOWERS WATSON PUB LTD	$533,000	-77.8%	3,500	-78.0%	0.01%	-78.6%
UVV	Buy	UNIVERSAL CORP VA	$509,000	+83.1%	10,500	+98.1%	0.01%	+100.0%
LSTR	New	LANDSTAR SYS INC	$493,000	–	4,500	+100.0%	0.01%	–
TTMI	Sell	TTM TECHNOLOGIES INC	$508,000	-50.3%	33,200	-49.2%	0.01%	-50.0%
FCF		FIRST COMWLTH FINL CORP PA	$480,000	-1.4%	34,000	0.0%	0.01%	0.0%
DK	Buy	DELEK US HLDGS INC NEW	$517,000	+135.0%	12,700	+101.5%	0.01%	+100.0%
FTRCQ	Buy	FRONTIER COMMUNICATIONS CORP	$512,000	+89.6%	69,000	+72.9%	0.01%	+100.0%
WEB	Buy	WEB COM GROUP INC	$456,000	+77.4%	25,200	+113.6%	0.01%	+100.0%
STBZ	New	STATE BK FINL CORP	$459,000	–	15,300	+100.0%	0.01%	–
APAM		ARTISAN PARTNERS ASSET MGMTcl a	$413,000	-15.7%	12,400	0.0%	0.01%	-16.7%
NNBR		NN INC	$377,000	-12.9%	15,700	0.0%	0.01%	0.0%
LL	New	LUMBER LIQUIDATORS HLDGS INC	$414,000	–	17,300	+100.0%	0.01%	–
PGNX	Buy	PROGENICS PHARMACEUTICALS IN	$413,000	+103.4%	55,300	+61.7%	0.01%	+150.0%
RJF		RAYMOND JAMES FINANCIAL INC	$402,000	0.0%	4,500	0.0%	0.01%	0.0%
KELYA		KELLY SVCS INCcl a	$383,000	+6.4%	13,200	0.0%	0.01%	+25.0%
RNST	Buy	RENASANT CORP	$387,000	+78.3%	9,100	+71.7%	0.01%	+66.7%
RFP		RESOLUTE FST PRODS INC	$448,000	-25.0%	54,000	0.0%	0.01%	-28.6%
IPHS		INNOPHOS HOLDINGS INC	$418,000	-14.0%	10,400	0.0%	0.01%	-16.7%
HSKA	New	HESKA CORP	$411,000	–	5,200	+100.0%	0.01%	–
GABC		GERMAN AMERN BANCORP INC	$400,000	-5.7%	12,000	0.0%	0.01%	0.0%
SRCE		1ST SOURCE CORP	$420,000	+2.4%	8,300	0.0%	0.01%	0.0%
EXPE		EXPEDIA GROUP INC	$453,000	-7.7%	4,100	0.0%	0.01%	-16.7%
ETM	Buy	ENTERCOM COMMUNICATIONS CORPcl a	$427,000	+77.2%	44,300	+98.7%	0.01%	+66.7%
DX	New	DYNEX CAP INC	$377,000	–	56,900	+100.0%	0.01%	–
IIVI	Sell	II VI INC	$376,000	-22.3%	9,200	-10.7%	0.01%	-16.7%
UNTCQ	New	UNIT CORP	$451,000	–	22,800	+100.0%	0.01%	–
CNSL	Buy	CONSOLIDATED COMM HLDGS INC	$388,000	+11.5%	35,388	+23.8%	0.01%	+25.0%
UVE		UNIVERSAL INS HLDGS INC	$402,000	+16.5%	12,600	0.0%	0.01%	+25.0%
UBA	Sell	URSTADT BIDDLE PPTYS INCcl a	$378,000	-22.7%	19,600	-12.9%	0.01%	-16.7%
CPK	New	CHESAPEAKE UTILS CORP	$415,000	–	5,900	+100.0%	0.01%	–
WBS	Sell	WEBSTER FINL CORP CONN	$377,000	-56.7%	6,800	-56.1%	0.01%	-50.0%
CVBF	Sell	CVB FINL CORP	$421,000	-4.5%	18,600	-0.5%	0.01%	0.0%
GOLD	Sell	BARRICK GOLD CORP	$429,000	-79.9%	34,500	-76.6%	0.01%	-80.0%
AAT	New	AMERICAN ASSETS TR INC	$401,000	–	12,000	+100.0%	0.01%	–
ALX	Buy	ALEXANDERS INC	$419,000	+17.7%	1,100	+22.2%	0.01%	+25.0%
ATNI	New	ATN INTL INC	$429,000	–	7,200	+100.0%	0.01%	–
WSR	New	WHITESTONE REIT	$365,000	–	35,100	+100.0%	0.00%	–
NCSM	New	NCS MULTISTAGE HLDGS INC	$305,000	–	20,300	+100.0%	0.00%	–
SKX	New	SKECHERS U S A INCcl a	$319,000	–	8,200	+100.0%	0.00%	–
OLN	New	OLIN CORP	$359,000	–	11,800	+100.0%	0.00%	–
CIVI	New	CIVITAS SOLUTIONS INC	$371,000	–	24,100	+100.0%	0.00%	–
NCR	Sell	NCR CORP NEW	$350,000	-84.7%	11,100	-83.5%	0.00%	-85.2%
AKBA	New	AKEBIA THERAPEUTICS INC	$367,000	–	38,500	+100.0%	0.00%	–
HR	Sell	HEALTHCARE RLTY TR	$363,000	-22.6%	13,100	-10.3%	0.00%	-33.3%
CVGW	Buy	CALAVO GROWERS INC	$304,000	+12.6%	3,300	+3.1%	0.00%	+33.3%
XPO	New	XPO LOGISTICS INC	$326,000	–	3,200	+100.0%	0.00%	–
TUSK	New	MAMMOTH ENERGY SVCS INC	$298,000	–	9,300	+100.0%	0.00%	–
ATHM		AUTOHOME INCsp adr rp cl a	$352,000	+32.8%	4,100	0.0%	0.00%	+33.3%
MTW	New	MANITOWOC CO INC	$353,000	–	12,400	+100.0%	0.00%	–
JKHY	New	HENRY JACK & ASSOC INC	$302,000	–	2,500	+100.0%	0.00%	–
PEBO	Buy	PEOPLES BANCORP INC	$298,000	+42.6%	8,400	+31.2%	0.00%	+100.0%
SATS	Sell	ECHOSTAR CORPcl a	$359,000	-24.1%	6,800	-13.9%	0.00%	-33.3%
ASTE	Buy	ASTEC INDS INC	$320,000	-0.6%	5,800	+5.5%	0.00%	0.0%
IMKTA		INGLES MKTS INCcl a	$355,000	-2.2%	10,500	0.0%	0.00%	0.0%
OFG		OFG BANCORP	$292,000	+11.5%	27,900	0.0%	0.00%	+33.3%
ADTN	Sell	ADTRAN INC	$356,000	-42.7%	22,900	-28.7%	0.00%	-42.9%
AWI	New	ARMSTRONG WORLD INDS INC NEW	$293,000	–	5,200	+100.0%	0.00%	–
CVI	New	CVR ENERGY INC	$332,000	–	11,000	+100.0%	0.00%	–
VNTR	New	VENATOR MATLS PLC	$311,000	–	17,200	+100.0%	0.00%	–
NHC	New	NATIONAL HEALTHCARE CORP	$334,000	–	5,600	+100.0%	0.00%	–
RRGB	Sell	RED ROBIN GOURMET BURGERS IN	$331,000	-38.2%	5,700	-40.0%	0.00%	-33.3%
ARA	Buy	AMERICAN RENAL ASSOCIATES HO	$300,000	+20.5%	15,900	+11.2%	0.00%	+33.3%
TTC	Sell	TORO CO	$331,000	-26.4%	5,300	-23.2%	0.00%	-20.0%
NKE		NIKE INCcl b	$326,000	+6.5%	4,900	0.0%	0.00%	0.0%
SLD	New	SUTHERLAND ASSET MGMT CORP M	$362,000	–	23,900	+100.0%	0.00%	–
ESPR	New	ESPERION THERAPEUTICS INC NE	$347,000	–	4,800	+100.0%	0.00%	–
AAOI	Buy	APPLIED OPTOELECTRONICS INC	$341,000	-31.7%	13,600	+3.0%	0.00%	-33.3%
ARI	Buy	APOLLO COML REAL EST FIN INC	$336,000	-0.6%	18,700	+2.2%	0.00%	0.0%
GTE	Sell	GRAN TIERRA ENERGY INC	$324,000	-22.5%	116,000	-25.1%	0.00%	-20.0%
ETH	Buy	ETHAN ALLEN INTERIORS INC	$344,000	-15.3%	15,000	+5.6%	0.00%	-20.0%
DBD		DIEBOLD NXDF INC	$331,000	-6.0%	21,500	0.0%	0.00%	0.0%
TECH	Sell	BIO TECHNE CORP	$347,000	-81.8%	2,300	-84.4%	0.00%	-81.8%
VAC	New	MARRIOTT VACATIONS WRLDWDE C	$346,000	–	2,600	+100.0%	0.00%	–
SUP	Sell	SUPERIOR INDS INTL INC	$368,000	-14.0%	27,700	-3.8%	0.00%	-20.0%
PRI	Sell	PRIMERICA INC	$367,000	-26.3%	3,800	-22.4%	0.00%	-33.3%
CAC	Sell	CAMDEN NATL CORP	$367,000	-41.7%	8,250	-44.8%	0.00%	-42.9%
DAN	New	DANA INCORPORATED	$222,000	–	8,600	+100.0%	0.00%	–
WMGI	Sell	WRIGHT MED GROUP N V	$238,000	-12.8%	12,000	-2.4%	0.00%	0.0%
UMH	Buy	UMH PPTYS INC	$275,000	+14.6%	20,500	+27.3%	0.00%	0.0%
MTGE	New	MTGE INVT CORP	$213,000	–	11,900	+100.0%	0.00%	–
NWLI	New	NATIONAL WESTN LIFE GROUP INcl a	$213,000	–	700	+100.0%	0.00%	–
TRTN	Sell	TRITON INTL LTDcl a	$245,000	-37.0%	8,000	-23.1%	0.00%	-40.0%
CLI		MACK CALI RLTY CORP	$247,000	-22.6%	14,800	0.0%	0.00%	-25.0%
SHOO		MADDEN STEVEN LTD	$272,000	-6.2%	6,200	0.0%	0.00%	0.0%
MDXG	New	MIMEDX GROUP INC	$257,000	–	36,900	+100.0%	0.00%	–
JOBS	New	51JOB INC	$258,000	–	3,000	+100.0%	0.00%	–
FBP		FIRST BANCORP P R	$217,000	+17.9%	36,000	0.0%	0.00%	+50.0%
FCBC	Sell	FIRST CMNTY BANCSHARES INC N	$233,000	-40.9%	7,800	-43.1%	0.00%	-40.0%
GDS	New	GDS HLDGS LTDsponsored adr	$236,000	–	8,600	+100.0%	0.00%	–
WASH		WASHINGTON TR BANCORP	$215,000	+0.9%	4,000	0.0%	0.00%	0.0%
TRV	New	TRAVELERS COMPANIES INC	$208,000	–	1,500	+100.0%	0.00%	–
NKTR	New	NEKTAR THERAPEUTICS	$266,000	–	2,500	+100.0%	0.00%	–
NMIH		NMI HLDGS INCcl a	$275,000	-2.5%	16,600	0.0%	0.00%	0.0%
CECE	Sell	CECO ENVIRONMENTAL CORP	$235,000	-43.8%	52,900	-35.1%	0.00%	-40.0%
VRNT	New	VERINT SYS INC	$222,000	–	5,200	+100.0%	0.00%	–
BPFH	New	BOSTON PRIVATE FINL HLDGS IN	$244,000	–	16,200	+100.0%	0.00%	–
GVA	New	GRANITE CONSTR INC	$274,000	–	4,900	+100.0%	0.00%	–
GNBC	Sell	GREEN BANCORP INC	$267,000	-28.6%	12,000	-34.8%	0.00%	-25.0%
GPRE	New	GREEN PLAINS INC	$234,000	–	13,900	+100.0%	0.00%	–
GBX	Buy	GREENBRIER COS INC	$251,000	-2.0%	5,000	+4.2%	0.00%	0.0%
BLD	Buy	TOPBUILD CORP	$275,000	+25.0%	3,600	+24.1%	0.00%	0.0%
BBX	Sell	BBX CAP CORP NEWcl a	$213,000	+8.7%	23,100	-6.1%	0.00%	+50.0%
CTBI	Buy	COMMUNITY TR BANCORP INC	$276,000	+3.0%	6,100	+7.0%	0.00%	0.0%
STBA		S & T BANCORP INC	$228,000	+0.4%	5,700	0.0%	0.00%	0.0%
IMGN	Sell	IMMUNOGEN INC	$288,000	-6.5%	27,400	-42.9%	0.00%	-25.0%
IBP	New	INSTALLED BLDG PRODS INC	$222,000	–	3,700	+100.0%	0.00%	–
RBCAA	Sell	REPUBLIC BANCORP KYcl a	$248,000	-37.1%	6,464	-37.6%	0.00%	-40.0%
OSK		OSHKOSH CORP	$240,000	-14.9%	3,100	0.0%	0.00%	0.0%
KAR		KAR AUCTION SVCS INC	$282,000	+7.2%	5,200	0.0%	0.00%	0.0%
KNX		KNIGHT SWIFT TRANSN HLDGS INcl a	$248,000	+5.1%	5,400	0.0%	0.00%	0.0%
PRFT	New	PERFICIENT INC	$257,000	–	11,200	+100.0%	0.00%	–
UHT		UNIVERSAL HEALTH RLTY INCM Tsh ben int	$282,000	-20.1%	4,700	0.0%	0.00%	-25.0%
LPLA	Sell	LPL FINL HLDGS INC	$256,000	-8.6%	4,200	-14.3%	0.00%	0.0%
LHO	Sell	LASALLE HOTEL PPTYS	$255,000	-54.1%	8,800	-55.6%	0.00%	-57.1%
ESRX	New	EXPRESS SCRIPTS HLDG CO	$242,000	–	3,500	+100.0%	0.00%	–
INN	Sell	SUMMIT HOTEL PPTYS INC	$136,000	-90.4%	10,000	-89.2%	0.00%	-88.2%
EEQ	New	ENBRIDGE ENERGY MANAGEMENT L	$205,000	–	22,400	+100.0%	0.00%	–
OPK		OPKO HEALTH INC	$127,000	-35.2%	40,000	0.0%	0.00%	0.0%
SFUN	Buy	FANG HLDGS LTDadr	$152,000	-5.6%	29,500	+2.4%	0.00%	0.0%
ELY	New	CALLAWAY GOLF CO	$198,000	–	12,100	+100.0%	0.00%	–
GNW		GENWORTH FINL INC	$151,000	-8.5%	53,200	0.0%	0.00%	0.0%
SRI	New	STONERIDGE INC	$207,000	–	7,500	+100.0%	0.00%	–
BNED		BARNES & NOBLE ED INC	$157,000	-16.5%	22,824	0.0%	0.00%	0.0%
ABR	New	ARBOR RLTY TR INC	$168,000	–	19,100	+100.0%	0.00%	–
RPXC	Buy	RPX CORP	$172,000	+9.6%	16,100	+37.6%	0.00%	0.0%
APOG	Sell	APOGEE ENTERPRISES INC	$204,000	-45.6%	4,700	-42.7%	0.00%	-50.0%
LCI	New	LANNET INC	$181,000	–	11,300	+100.0%	0.00%	–
MNKKQ	New	MALLINCKRODT PUB LTD CO	$175,000	–	12,100	+100.0%	0.00%	–
MBI		MBIA INC	$139,000	+26.4%	15,000	0.0%	0.00%	+100.0%
MFA	New	MFA FINL INC	$195,000	–	25,900	+100.0%	0.00%	–
ABEO	New	ABEONA THERAPEUTICS INC	$152,000	–	10,600	+100.0%	0.00%	–
PDLI		PDL BIOPHARMA INC	$125,000	+6.8%	42,600	0.0%	0.00%	+100.0%
CMRX		CHIMERIX INC	$111,000	+12.1%	21,300	0.0%	0.00%	0.0%
CDR	Sell	CEDAR REALTY TRUST INC	$123,000	-92.8%	31,200	-88.9%	0.00%	-95.0%
OCSL	New	OAKTREE SPECIALTY LENDING CO	$45,000	–	10,633	+100.0%	0.00%	–
NEBLQ	Sell	NOBLE CORP PLC	$122,000	-52.9%	32,800	-42.7%	0.00%	-66.7%
CYS	New	CYS INVTS INC	$122,000	–	18,100	+100.0%	0.00%	–
CLDX		CELLDEX THERAPEUTICS INC NEW	$61,000	-17.6%	26,000	0.0%	0.00%	0.0%
LKM	New	LINK MOTION INCsponsrd ads cl	$18,000	–	10,700	+100.0%	0.00%	–
GRAM		GRANA Y MONTERO S A Asponsored adr	$39,000	+5.4%	12,900	0.0%	0.00%	–
PKD	Exit	PARKER DRILLING CO	$0	–	-12,317	-100.0%	0.00%	–
CLNE	Exit	CLEAN ENERGY FUELS CORP	$0	–	-11,002	-100.0%	0.00%	–
APVO		APTEVO THERAPEUTICS INC	$35,000	-22.2%	10,699	0.0%	0.00%	-100.0%
DNRCQ	Exit	DENBURY RES INC	$0	–	-39,505	-100.0%	-0.00%	–
MIND	Exit	MITCHAM INDS INC	$0	–	-15,200	-100.0%	-0.00%	–
TTI	Exit	TETRA TECHNOLOGIES INC DEL	$0	–	-11,077	-100.0%	-0.00%	–
WFTIQ	Exit	WEATHERFORD INTL PLC	$0	–	-15,822	-100.0%	-0.00%	–
NQ	Exit	NQ MOBILE INCadr repstg cl	$0	–	-10,700	-100.0%	-0.00%	–
FMSA	Exit	FAIRMOUNT SANTROL HLDGS INC	$0	–	-14,342	-100.0%	-0.00%	–
HLX	Exit	HELIX ENERGY SOLUTIONS GRP I	$0	–	-10,617	-100.0%	-0.00%	–
GEOS	Exit	GEOSPACE TECHNOLOGIES CORP	$0	–	-10,800	-100.0%	-0.00%	–
OII	Exit	OCEANEERING INTL INC	$0	–	-9,753	-100.0%	-0.00%	–
OPB	Exit	OPUS BK IRVINE CALIF	$0	–	-7,600	-100.0%	-0.00%	–
OASPQ	Exit	OASIS PETE INC NEW	$0	–	-21,618	-100.0%	-0.00%	–
KOS	Exit	KOSMOS ENERGY LTD	$0	–	-22,109	-100.0%	-0.00%	–
PIPR	Exit	PIPER JAFFRAY COS	$0	–	-2,400	-100.0%	-0.00%	–
CBLAQ	Exit	CBL & ASSOC PPTYS INC	$0	–	-29,200	-100.0%	-0.00%	–
LPI	Exit	LAREDO PETROLEUM INC	$0	–	-15,499	-100.0%	-0.00%	–
CCJ	Exit	CAMECO CORP	$0	–	-17,102	-100.0%	-0.00%	–
GPORQ	Exit	GULFPORT ENERGY CORP	$0	–	-15,291	-100.0%	-0.00%	–
SPNV	Exit	SUPERIOR ENERGY SVCS INC	$0	–	-16,530	-100.0%	-0.00%	–
GNCMA	Exit	GENERAL COMMUNICATION INCcl a	$0	–	-5,400	-100.0%	-0.00%	–
LION	Exit	FIDELITY SOUTHERN CORP NEW	$0	–	-11,800	-100.0%	-0.00%	–
CHK	Exit	CHESAPEAKE ENERGY CORP	$0	–	-69,245	-100.0%	-0.00%	–
HES	Exit	HESS CORP	$0	–	-4,862	-100.0%	-0.00%	–
NOV	Exit	NATIONAL OILWELL VARCO INC	$0	–	-6,430	-100.0%	-0.00%	–
SPB	Exit	SPECTRUM BRANDS HLDGS INC	$0	–	-1,900	-100.0%	-0.00%	–
TWNK	Exit	HOSTESS BRANDS INCcl a	$0	–	-16,500	-100.0%	-0.00%	–
BW	Exit	BABCOCK & WILCOX ENTERPRIS I	$0	–	-44,900	-100.0%	-0.00%	–
SPPI	Exit	SPECTRUM PHARMACEUTICALS INC	$0	–	-12,400	-100.0%	-0.00%	–
SASR	Exit	SANDY SPRING BANCORP INC	$0	–	-6,600	-100.0%	-0.00%	–
COG	Exit	CABOT OIL & GAS CORP	$0	–	-7,883	-100.0%	-0.00%	–
CNDT	Exit	CONDUENT INC	$0	–	-16,100	-100.0%	-0.00%	–
GHDX	Exit	GENOMIC HEALTH INC	$0	–	-7,000	-100.0%	-0.00%	–
DCI	Exit	DONALDSON INC	$0	–	-4,800	-100.0%	-0.00%	–
BKR	Exit	BAKER HUGHES A GE COcl a	$0	–	-6,874	-100.0%	-0.00%	–
GDEN	Exit	GOLDEN ENTMT INC	$0	–	-6,500	-100.0%	-0.00%	–
NBR	Exit	NABORS INDUSTRIES LTD	$0	–	-31,207	-100.0%	-0.00%	–
FLXN	Exit	FLEXION THERAPEUTICS INC	$0	–	-11,300	-100.0%	-0.00%	–
UFPI	Exit	UNIVERSAL FST PRODS INC	$0	–	-6,800	-100.0%	-0.00%	–
NAV	Exit	NAVISTAR INTL CORP NEW	$0	–	-6,500	-100.0%	-0.00%	–
MTSC	Exit	MTS SYS CORP	$0	–	-5,100	-100.0%	-0.00%	–
FHN	Exit	FIRST HORIZON NATL CORP	$0	–	-16,900	-100.0%	-0.00%	–
HURN	Exit	HURON CONSULTING GROUP INC	$0	–	-9,000	-100.0%	-0.00%	–
FSTR	Exit	FOSTER L B CO	$0	–	-11,500	-100.0%	-0.00%	–
WW	Exit	WEIGHT WATCHERS INTL INC NEW	$0	–	-7,300	-100.0%	-0.00%	–
CRL	Exit	CHARLES RIV LABS INTL INC	$0	–	-2,800	-100.0%	-0.00%	–
PRTY	Exit	PARTY CITY HOLDCO INC	$0	–	-23,200	-100.0%	-0.00%	–
CBF	Exit	CAPITAL BK FINL CORP	$0	–	-9,100	-100.0%	-0.00%	–
AXL	Exit	AMERICAN AXLE & MFG HLDGS IN	$0	–	-18,100	-100.0%	-0.00%	–
PDCE	Exit	PDC ENERGY INC	$0	–	-6,762	-100.0%	-0.00%	–
AIT	Exit	APPLIED INDL TECHNOLOGIES IN	$0	–	-6,700	-100.0%	-0.01%	–
RSPP	Exit	RSP PERMIAN INC	$0	–	-9,764	-100.0%	-0.01%	–
JCOM	Exit	J2 GLOBAL INC	$0	–	-5,500	-100.0%	-0.01%	–
PBF	Exit	PBF ENERGY INCcl a	$0	–	-10,764	-100.0%	-0.01%	–
PGRE	Exit	PARAMOUNT GROUP INC	$0	–	-27,600	-100.0%	-0.01%	–
MSFG	Exit	MAINSOURCE FINANCIAL GP INC	$0	–	-11,750	-100.0%	-0.01%	–
AZZ	Exit	AZZ INC	$0	–	-8,800	-100.0%	-0.01%	–
SCMP	Exit	SUCAMPO PHARMACEUTICALS INCcl a	$0	–	-21,300	-100.0%	-0.01%	–
MTZ	Exit	MASTEC INC	$0	–	-8,800	-100.0%	-0.01%	–
RIG	Exit	TRANSOCEAN LTD	$0	–	-38,475	-100.0%	-0.01%	–
ACCO	Exit	ACCO BRANDS CORP	$0	–	-40,500	-100.0%	-0.01%	–
CMPR	Exit	CIMPRESS N V	$0	–	-4,300	-100.0%	-0.01%	–
DB	Exit	DEUTSCHE BANK AGnamen akt	$0	–	-27,127	-100.0%	-0.01%	–
TEVA	Exit	TEVA PHARMACEUTICAL INDS LTDsponsored adr	$0	–	-26,100	-100.0%	-0.01%	–
WPX	Exit	WPX ENERGY INC	$0	–	-34,084	-100.0%	-0.01%	–
EPC	Exit	EDGEWELL PERS CARE CO	$0	–	-8,100	-100.0%	-0.01%	–
DY	Exit	DYCOM INDS INC	$0	–	-4,700	-100.0%	-0.01%	–
IRWD	Exit	IRONWOOD PHARMACEUTICALS INC	$0	–	-35,400	-100.0%	-0.01%	–
EQT	Exit	EQT CORP	$0	–	-9,910	-100.0%	-0.01%	–
RESI	Exit	ALTISOURCE RESIDENTIAL CORPcl b	$0	–	-49,400	-100.0%	-0.01%	–
TREE	Exit	LENDINGTREE INC NEW	$0	–	-1,800	-100.0%	-0.01%	–
MATX	Exit	MATSON INC	$0	–	-20,800	-100.0%	-0.01%	–
STAG	Exit	STAG INDL INC	$0	–	-20,400	-100.0%	-0.01%	–
WSO	Exit	WATSCO INC	$0	–	-3,300	-100.0%	-0.01%	–
SRPT	Exit	SAREPTA THERAPEUTICS INC	$0	–	-10,200	-100.0%	-0.01%	–
SXT	Exit	SENSIENT TECHNOLOGIES CORP	$0	–	-8,800	-100.0%	-0.01%	–
CHFC	Exit	CHEMICAL FINL CORP	$0	–	-12,800	-100.0%	-0.01%	–
NWL	Exit	NEWELL BRANDS INC	$0	–	-22,681	-100.0%	-0.01%	–
HLF	Exit	HERBALIFE LTD	$0	–	-10,400	-100.0%	-0.01%	–
HAL	Exit	HALLIBURTON CO	$0	–	-14,624	-100.0%	-0.01%	–
CLDT	Exit	CHATHAM LODGING TR	$0	–	-29,100	-100.0%	-0.01%	–
HTLF	Exit	HEARTLAND FINL USA INC	$0	–	-12,300	-100.0%	-0.01%	–
XLE	Exit	SELECT SECTOR SPDR TRenergy	$0	–	-9,661	-100.0%	-0.01%	–
BKU	Exit	BANKUNITED INC	$0	–	-16,000	-100.0%	-0.01%	–
GPI	Exit	GROUP 1 AUTOMOTIVE INC	$0	–	-9,500	-100.0%	-0.01%	–
NTUS	Exit	NATUS MEDICAL INC DEL	$0	–	-19,400	-100.0%	-0.01%	–
DDS	Exit	DILLARDS INCcl a	$0	–	-13,000	-100.0%	-0.01%	–
ADI	Exit	ANALOG DEVICES INC	$0	–	-8,269	-100.0%	-0.01%	–
PSX	Exit	PHILLIPS 66	$0	–	-8,008	-100.0%	-0.01%	–
GME	Exit	GAMESTOP CORP NEWcl a	$0	–	-45,800	-100.0%	-0.01%	–
FICO	Exit	FAIR ISAAC CORP	$0	–	-5,300	-100.0%	-0.01%	–
PBA	Exit	PEMBINA PIPELINE CORP	$0	–	-22,662	-100.0%	-0.01%	–
PWR	Exit	QUANTA SVCS INC	$0	–	-23,800	-100.0%	-0.01%	–
SM	Exit	SM ENERGY CO	$0	–	-46,133	-100.0%	-0.01%	–
TEX	Exit	TEREX CORP NEW	$0	–	-20,500	-100.0%	-0.01%	–
OXY	Exit	OCCIDENTAL PETE CORP DEL	$0	–	-13,454	-100.0%	-0.01%	–
X	Exit	UNITED STATES STL CORP NEW	$0	–	-32,000	-100.0%	-0.01%	–
FNV	Exit	FRANCO NEVADA CORP	$0	–	-14,000	-100.0%	-0.01%	–
KMPR	Exit	KEMPER CORP DEL	$0	–	-17,400	-100.0%	-0.01%	–
ASIX	Exit	ADVANSIX INC	$0	–	-29,536	-100.0%	-0.02%	–
CNK	Exit	CINEMARK HOLDINGS INC	$0	–	-40,000	-100.0%	-0.02%	–
FANG	Exit	DIAMONDBACK ENERGY INC	$0	–	-10,777	-100.0%	-0.02%	–
WRI	Exit	WEINGARTEN RLTY INVSsh ben int	$0	–	-44,400	-100.0%	-0.02%	–
BB	Exit	BLACKBERRY LTD	$0	–	-135,200	-100.0%	-0.02%	–
MYGN	Exit	MYRIAD GENETICS INC	$0	–	-43,600	-100.0%	-0.02%	–
IART	Exit	INTEGRA LIFESCIENCES HLDGS C	$0	–	-31,400	-100.0%	-0.02%	–
MED	Exit	MEDIFAST INC	$0	–	-22,900	-100.0%	-0.02%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-15,000	-100.0%	-0.02%	–
ROIC	Exit	RETAIL OPPORTUNITY INVTS COR	$0	–	-83,600	-100.0%	-0.02%	–
PCAR	Exit	PACCAR INC	$0	–	-25,400	-100.0%	-0.02%	–
TRP	Exit	TRANSCANADA CORP	$0	–	-36,907	-100.0%	-0.02%	–
SNI	Exit	SCRIPPS NETWORKS INTERACT IN	$0	–	-20,500	-100.0%	-0.02%	–
UMPQ	Exit	UMPQUA HLDGS CORP	$0	–	-91,100	-100.0%	-0.02%	–
SLM	Exit	SLM CORP	$0	–	-165,300	-100.0%	-0.02%	–
UBSI	Exit	UNITED BANKSHARES INC WEST V	$0	–	-56,600	-100.0%	-0.02%	–
TRMB	Exit	TRIMBLE INC	$0	–	-50,700	-100.0%	-0.02%	–
NRG	Exit	NRG ENERGY INC	$0	–	-75,700	-100.0%	-0.02%	–
AEM	Exit	AGNICO EAGLE MINES LTD	$0	–	-45,800	-100.0%	-0.02%	–
AGN	Exit	ALLERGAN PLC	$0	–	-13,714	-100.0%	-0.03%	–
WBT	Exit	WELBILT INC	$0	–	-100,100	-100.0%	-0.03%	–
OA	Exit	ORBITAL ATK INC	$0	–	-18,900	-100.0%	-0.03%	–
REXR	Exit	REXFORD INDL RLTY INC	$0	–	-88,900	-100.0%	-0.03%	–
HLS	Exit	HEALTHSOUTH CORP	$0	–	-53,500	-100.0%	-0.03%	–
RHT	Exit	RED HAT INC	$0	–	-21,900	-100.0%	-0.03%	–
BIVV	Exit	BIOVERATIV INC	$0	–	-48,700	-100.0%	-0.03%	–
ENB	Exit	ENBRIDGE INC	$0	–	-86,580	-100.0%	-0.04%	–
A	Exit	AGILENT TECHNOLOGIES INC	$0	–	-51,300	-100.0%	-0.04%	–
AMT	Exit	AMERICAN TOWER CORP NEW	$0	–	-26,100	-100.0%	-0.04%	–
FCX	Exit	FREEPORT-MCMORAN INCcl b	$0	–	-248,400	-100.0%	-0.06%	–
HPP	Exit	HUDSON PAC PPTYS INC	$0	–	-145,200	-100.0%	-0.06%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-2,966	-100.0%	-0.06%	–
GNTX	Exit	GENTEX CORP	$0	–	-290,000	-100.0%	-0.07%	–
YUMC	Exit	YUM CHINA HLDGS INC	$0	–	-161,900	-100.0%	-0.08%	–
VNTV	Exit	VANTIV INCcl a	$0	–	-92,100	-100.0%	-0.08%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-106,700	-100.0%	-0.09%	–
GLW	Exit	CORNING INC	$0	–	-309,400	-100.0%	-0.12%	–
SNPS	Exit	SYNOPSYS INC	$0	–	-236,800	-100.0%	-0.24%	–
ALGN	Exit	ALIGN TECHNOLOGY INC	$0	–	-94,597	-100.0%	-0.25%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2018-05-04

Signatures

The EDGAR filing(s) were signed by:

Curtis M Mattson — Chief Administrative Officer - Investments

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
APPLE INC	40	Q3 2023	6.4%
MICROSOFT CORP	40	Q3 2023	4.8%
JOHNSON & JOHNSON	40	Q3 2023	2.1%
EXXON MOBIL CORP	40	Q3 2023	2.9%
AMAZON COM INC	40	Q3 2023	2.7%
META PLATFORMS INC	40	Q3 2023	1.7%
BERKSHIRE HATHAWAY INC DEL	40	Q3 2023	1.5%
VISA INC	40	Q3 2023	1.6%
VERIZON COMMUNICATIONS INC	40	Q3 2023	1.5%
CHEVRON CORP NEW	40	Q3 2023	1.9%

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete holdings history.

Latest significant ownerships (13-D/G)

VIRGINIA RETIREMENT SYSTEMS ET AL Q1 2018 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
BlackRock Kelso Capital CORP	February 14, 2013	11,306,628	15.3%
KCAP Financial, Inc.	February 14, 2013	2,114,020	7.4%

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-01-02
13F-HR	2023-08-22
13F-HR	2023-07-11
13F-HR	2023-05-17
13F-HR	2023-05-16
13F-HR	2022-04-21
13F-HR	2022-02-03
13F-HR	2021-10-21
13F-HR	2021-08-13
13F-HR	2021-04-30

View VIRGINIA RETIREMENT SYSTEMS ET AL's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (8282732000.0 != 8282730000.0)

Export VIRGINIA RETIREMENT SYSTEMS ET AL's holdings