CANADA LIFE ASSURANCE Co - Q2 2018 holdings

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$42.5 Billion is the total value of CANADA LIFE ASSURANCE Co's 2730 reported holdings in Q2 2018. The portfolio turnover from Q1 2018 to Q2 2018 was 7.1% .

All

			Value		Shares		↓ Weighting
AAPL	Sell	APPLE INC	$861,408,000	+4.6%	4,703,255	-4.0%	2.02%	+1.6%
JNJ	Sell	JOHNSON & JOHNSON	$452,941,000	-6.7%	3,730,036	-1.4%	1.06%	-9.3%
CNI	Sell	CANADIAN NATL RY CO	$402,416,000	+12.0%	4,906,245	-0.3%	0.95%	+8.9%
FB	Sell	FACEBOOK INCcl a	$389,925,000	+18.8%	2,005,846	-2.3%	0.92%	+15.5%
MFC	Sell	MANULIFE FINL CORP	$377,710,000	-3.7%	20,956,867	-0.9%	0.89%	-6.3%
JPM	Sell	JPMORGAN CHASE & CO	$376,292,000	-7.1%	3,605,061	-2.1%	0.88%	-9.7%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$361,422,000	-19.0%	1,935,143	-13.3%	0.85%	-21.2%
ENB	Sell	ENBRIDGE INC	$361,152,000	+8.9%	10,073,567	-4.6%	0.85%	+5.9%
CSCO	Sell	CISCO SYS INC	$360,727,000	-6.4%	8,376,738	-6.6%	0.85%	-9.0%
BAM	Sell	BROOKFIELD ASSET MGMT INCcl a ltd vt sh	$336,575,000	+2.9%	8,273,199	-1.5%	0.79%	0.0%
GOOGL	Sell	ALPHABET INCcap stk cl a	$329,922,000	+4.7%	291,997	-3.9%	0.78%	+1.8%
BCE	Sell	BCE INC	$300,211,000	-6.9%	7,388,823	-1.5%	0.71%	-9.5%
SLF	Sell	SUN LIFE FINL INC	$289,970,000	-3.4%	7,195,092	-1.7%	0.68%	-6.1%
INTC	Sell	INTEL CORP	$286,681,000	-8.7%	5,762,041	-4.4%	0.67%	-11.3%
UNH	Sell	UNITEDHEALTH GROUP INC	$282,281,000	+8.1%	1,149,721	-3.3%	0.66%	+5.2%
MGA	Sell	MAGNA INTL INC	$267,282,000	-3.2%	4,581,362	-6.6%	0.63%	-6.0%
GOOG	Sell	ALPHABET INCcap stk cl c	$254,866,000	+8.0%	228,410	-0.1%	0.60%	+4.9%
BAC	Sell	BANK AMER CORP	$234,649,000	-9.5%	8,316,783	-3.8%	0.55%	-12.0%
SPY	Sell	SPDR S&P 500 ETF TRtr unit	$228,725,000	+1.5%	842,860	-1.3%	0.54%	-1.3%
CP	Sell	CANADIAN PAC RY LTD	$228,473,000	+3.5%	1,243,841	-0.8%	0.54%	+0.6%
WFC	Sell	WELLS FARGO CO NEW	$218,960,000	+2.3%	3,946,365	-3.3%	0.52%	-0.6%
HD	Sell	HOME DEPOT INC	$214,526,000	+5.1%	1,098,812	-4.1%	0.50%	+2.0%
TRP	Sell	TRANSCANADA CORP	$195,448,000	-2.4%	4,504,159	-7.2%	0.46%	-5.0%
MRK	Sell	MERCK & CO INC	$193,255,000	+4.3%	3,181,495	-6.4%	0.45%	+1.3%
MCD	Sell	MCDONALDS CORP	$191,760,000	-17.7%	1,222,926	-17.8%	0.45%	-20.0%
WCN	Sell	WASTE CONNECTIONS INC	$180,454,000	-2.9%	2,390,347	-7.9%	0.42%	-5.8%
CMCSA	Sell	COMCAST CORP NEWcl a	$178,001,000	-4.3%	5,419,123	-0.4%	0.42%	-7.1%
KO	Sell	COCA COLA CO	$163,913,000	+0.4%	3,736,279	-0.5%	0.38%	-2.5%
C	Sell	CITIGROUP INC	$163,158,000	-4.5%	2,436,053	-1.8%	0.38%	-7.0%
MO	Sell	ALTRIA GROUP INC	$142,943,000	-15.2%	2,515,014	-6.9%	0.34%	-17.6%
OXY	Sell	OCCIDENTAL PETE CORP DEL	$141,424,000	+26.7%	1,688,592	-1.6%	0.33%	+23.0%
VLO	Sell	VALERO ENERGY CORP NEW	$139,640,000	-0.2%	1,258,429	-16.6%	0.33%	-3.2%
NVDA	Sell	NVIDIA CORP	$138,426,000	-3.2%	584,135	-5.1%	0.32%	-6.1%
TJX	Sell	TJX COS INC NEW	$131,168,000	+5.0%	1,376,925	-10.1%	0.31%	+2.0%
DWDP	Sell	DOWDUPONT INC	$130,953,000	-1.9%	1,984,587	-5.2%	0.31%	-4.6%
FTS	Sell	FORTIS INC	$126,120,000	-5.3%	3,934,176	-0.4%	0.30%	-7.8%
SYY	Sell	SYSCO CORP	$122,562,000	+6.8%	1,793,123	-6.2%	0.29%	+3.6%
OI	Sell	OWENS ILL INC	$121,525,000	-22.9%	7,220,268	-0.6%	0.29%	-24.9%
OSK	Sell	OSHKOSH CORP	$117,685,000	-9.3%	1,672,285	-0.2%	0.28%	-11.8%
ADBE	Sell	ADOBE SYS INC	$114,319,000	+10.6%	468,925	-1.9%	0.27%	+7.6%
KEYS	Sell	KEYSIGHT TECHNOLOGIES INC	$111,432,000	-0.6%	1,886,416	-11.8%	0.26%	-3.3%
NOV	Sell	NATIONAL OILWELL VARCO INC	$99,260,000	+9.1%	2,285,318	-7.4%	0.23%	+5.9%
AMGN	Sell	AMGEN INC	$98,591,000	+4.9%	534,041	-3.0%	0.23%	+2.2%
GG	Sell	GOLDCORP INC NEW	$95,491,000	-8.9%	6,938,872	-8.7%	0.22%	-11.1%
MKL	Sell	MARKEL CORP	$94,847,000	-10.6%	87,398	-3.5%	0.22%	-13.2%
MMM	Sell	3M CO	$94,652,000	-28.1%	481,031	-19.7%	0.22%	-30.1%
ABT	Sell	ABBOTT LABS	$93,854,000	-1.4%	1,537,639	-3.1%	0.22%	-3.9%
GE	Sell	GENERAL ELECTRIC CO	$90,198,000	-1.6%	6,625,737	-2.5%	0.21%	-4.5%
ISRG	Sell	INTUITIVE SURGICAL INC	$83,589,000	-20.1%	174,754	-30.9%	0.20%	-22.1%
NEM	Sell	NEWMONT MINING CORP	$82,161,000	-5.2%	2,176,570	-1.7%	0.19%	-8.1%
USB	Sell	US BANCORP DEL	$79,415,000	-9.0%	1,586,664	-8.1%	0.19%	-11.4%
CONE	Sell	CYRUSONE INC	$78,817,000	+3.2%	1,347,702	-9.7%	0.18%	0.0%
HPQ	Sell	HP INC	$78,631,000	-9.7%	3,463,367	-12.7%	0.18%	-12.3%
COST	Sell	COSTCO WHSL CORP NEW	$72,123,000	+6.1%	345,047	-4.5%	0.17%	+3.7%
TRI	Sell	THOMSON REUTERS CORP	$70,819,000	+1.7%	1,749,751	-3.0%	0.17%	-0.6%
KMB	Sell	KIMBERLY CLARK CORP	$70,759,000	-28.8%	671,216	-25.6%	0.17%	-31.1%
HSIC	Sell	SCHEIN HENRY INC	$70,363,000	+7.8%	968,093	-0.1%	0.16%	+4.4%
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$66,900,000	-2.9%	629,540	-4.3%	0.16%	-6.0%
BK	Sell	BANK NEW YORK MELLON CORP	$65,827,000	+4.7%	1,219,495	-0.0%	0.16%	+2.0%
CCI	Sell	CROWN CASTLE INTL CORP NEW	$62,959,000	-13.2%	583,167	-11.8%	0.15%	-15.4%
MS	Sell	MORGAN STANLEY	$62,506,000	-12.8%	1,317,609	-0.7%	0.15%	-15.0%
CAT	Sell	CATERPILLAR INC DEL	$61,146,000	-19.8%	450,489	-12.8%	0.14%	-21.7%
QCOM	Sell	QUALCOMM INC	$61,285,000	-6.0%	1,091,618	-7.2%	0.14%	-8.9%
AXP	Sell	AMERICAN EXPRESS CO	$61,283,000	+4.2%	625,204	-0.4%	0.14%	+1.4%
BIIB	Sell	BIOGEN INC	$59,770,000	-2.8%	205,884	-8.2%	0.14%	-5.4%
FCNCA	Sell	FIRST CTZNS BANCSHARES INC Ncl a	$59,983,000	-26.5%	148,803	-24.5%	0.14%	-28.4%
SCHW	Sell	SCHWAB CHARLES CORP NEW	$58,276,000	-2.8%	1,139,663	-1.0%	0.14%	-5.5%
SBUX	Sell	STARBUCKS CORP	$57,598,000	-18.4%	1,178,562	-3.3%	0.14%	-21.1%
SPGI	Sell	S&P GLOBAL INC	$57,233,000	-17.3%	280,408	-22.7%	0.14%	-19.2%
MCK	Sell	MCKESSON CORP	$57,117,000	-18.0%	427,485	-13.4%	0.13%	-20.2%
BLK	Sell	BLACKROCK INC	$56,231,000	-9.2%	112,536	-1.5%	0.13%	-12.0%
FIS	Sell	FIDELITY NATL INFORMATION SV	$52,687,000	-21.4%	496,351	-28.6%	0.12%	-23.5%
GOLD	Sell	BARRICK GOLD CORP	$52,714,000	+3.1%	4,009,802	-2.3%	0.12%	0.0%
CELG	Sell	CELGENE CORP	$52,838,000	-13.5%	664,906	-2.9%	0.12%	-16.2%
EOG	Sell	EOG RES INC	$51,791,000	+17.4%	416,060	-0.6%	0.12%	+14.0%
MMC	Sell	MARSH & MCLENNAN COS INC	$50,521,000	-2.5%	616,168	-1.6%	0.12%	-4.8%
PNC	Sell	PNC FINL SVCS GROUP INC	$50,627,000	-11.7%	374,599	-1.1%	0.12%	-14.4%
WP	Sell	WORLDPAY INCcl a	$49,631,000	-4.1%	607,678	-4.9%	0.12%	-6.4%
BDX	Sell	BECTON DICKINSON & CO	$49,780,000	-20.0%	207,618	-27.6%	0.12%	-22.5%
ADP	Sell	AUTOMATIC DATA PROCESSING IN	$49,516,000	+9.6%	369,066	-7.1%	0.12%	+6.4%
ZAYO	Sell	ZAYO GROUP HLDGS INC	$49,020,000	+5.3%	1,340,777	-1.6%	0.12%	+1.8%
MEOH	Sell	METHANEX CORP	$47,564,000	-28.5%	671,265	-38.9%	0.11%	-30.4%
DHR	Sell	DANAHER CORP DEL	$47,618,000	-5.0%	482,439	-5.6%	0.11%	-7.4%
SYK	Sell	STRYKER CORP	$47,060,000	-4.5%	278,626	-8.8%	0.11%	-6.7%
MPC	Sell	MARATHON PETE CORP	$46,443,000	-15.2%	661,075	-11.7%	0.11%	-17.4%
EQIX	Sell	EQUINIX INC	$45,744,000	+2.2%	106,312	-0.6%	0.11%	0.0%
PLD	Sell	PROLOGIS INC	$45,913,000	+4.2%	698,779	-0.0%	0.11%	+0.9%
BBY	Sell	BEST BUY INC	$46,075,000	-18.9%	616,994	-23.9%	0.11%	-21.2%
NOC	Sell	NORTHROP GRUMMAN CORP	$44,715,000	-36.2%	145,268	-27.6%	0.10%	-38.2%
PEG	Sell	PUBLIC SVC ENTERPRISE GROUP	$44,406,000	+2.6%	819,107	-4.9%	0.10%	-1.0%
LRCX	Sell	LAM RESEARCH CORP	$43,987,000	-34.2%	254,118	-22.7%	0.10%	-36.4%
BPY	Sell	BROOKFIELD PPTY PARTNERS L Punit ltd partn	$42,526,000	-1.7%	2,232,223	-1.2%	0.10%	-4.8%
FDX	Sell	FEDEX CORP	$41,538,000	-8.9%	182,870	-3.5%	0.10%	-10.9%
AEM	Sell	AGNICO EAGLE MINES LTD	$41,631,000	+4.8%	906,164	-4.1%	0.10%	+2.1%
D	Sell	DOMINION ENERGY INC	$41,302,000	-8.7%	605,570	-9.6%	0.10%	-11.0%
FE	Sell	FIRSTENERGY CORP	$40,943,000	-38.7%	1,138,102	-42.1%	0.10%	-40.7%
RFP	Sell	RESOLUTE FST PRODS INC	$40,424,000	+10.9%	3,918,975	-11.1%	0.10%	+8.0%
CSX	Sell	CSX CORP	$40,506,000	+12.9%	635,054	-1.3%	0.10%	+9.2%
CVE	Sell	CENOVUS ENERGY INC	$40,443,000	+10.7%	3,883,803	-9.5%	0.10%	+8.0%
AVB	Sell	AVALONBAY CMNTYS INC	$40,448,000	-23.7%	235,236	-26.9%	0.10%	-25.8%
KAR	Sell	KAR AUCTION SVCS INC	$40,122,000	-0.2%	730,709	-1.5%	0.09%	-3.1%
NLY	Sell	ANNALY CAP MGMT INC	$39,699,000	-5.9%	3,852,278	-4.8%	0.09%	-8.8%
WM	Sell	WASTE MGMT INC DEL	$39,404,000	-3.7%	484,291	-0.3%	0.09%	-6.1%
SHW	Sell	SHERWIN WILLIAMS CO	$39,007,000	+3.8%	95,581	-0.2%	0.09%	+1.1%
VTR	Sell	VENTAS INC	$38,521,000	+8.4%	675,706	-5.8%	0.09%	+5.8%
FOXA	Sell	TWENTY FIRST CENTY FOX INCcl a	$37,800,000	+33.5%	759,467	-1.6%	0.09%	+29.0%
INXN	Sell	INTERXION HOLDING N.V	$37,951,000	-14.5%	606,767	-15.2%	0.09%	-16.8%
GD	Sell	GENERAL DYNAMICS CORP	$37,639,000	-46.2%	201,947	-36.2%	0.09%	-47.9%
CHTR	Sell	CHARTER COMMUNICATIONS INC Ncl a	$36,396,000	-16.3%	124,095	-11.1%	0.09%	-18.1%
GIS	Sell	GENERAL MLS INC	$35,935,000	-6.2%	810,940	-4.6%	0.08%	-9.7%
MET	Sell	METLIFE INC	$35,920,000	-10.7%	823,393	-6.0%	0.08%	-13.4%
AEP	Sell	AMERICAN ELEC PWR INC	$35,126,000	-1.3%	507,080	-2.1%	0.08%	-3.5%
PX	Sell	PRAXAIR INC	$34,750,000	+1.7%	219,636	-7.1%	0.08%	-1.2%
PRU	Sell	PRUDENTIAL FINL INC	$33,875,000	-10.9%	362,056	-1.3%	0.08%	-13.0%
EA	Sell	ELECTRONIC ARTS INC	$33,927,000	-0.9%	240,465	-14.8%	0.08%	-3.6%
DLR	Sell	DIGITAL RLTY TR INC	$33,692,000	+3.9%	301,718	-1.9%	0.08%	+1.3%
ICE	Sell	INTERCONTINENTAL EXCHANGE IN	$33,111,000	-1.2%	449,955	-2.5%	0.08%	-3.7%
BAX	Sell	BAXTER INTL INC	$32,851,000	-46.9%	444,859	-53.2%	0.08%	-48.7%
IMO	Sell	IMPERIAL OIL LTD	$32,410,000	+9.1%	973,828	-13.2%	0.08%	+5.6%
OMC	Sell	OMNICOM GROUP INC	$32,224,000	-19.8%	421,934	-23.6%	0.08%	-21.6%
FISV	Sell	FISERV INC	$31,933,000	-4.0%	430,877	-7.5%	0.08%	-6.2%
EQR	Sell	EQUITY RESIDENTIALsh ben int	$32,110,000	-4.6%	503,991	-7.7%	0.08%	-7.4%
AGNC	Sell	AGNC INVT CORP	$31,379,000	-5.3%	1,685,340	-3.7%	0.07%	-7.5%
NSC	Sell	NORFOLK SOUTHERN CORP	$31,000,000	+7.7%	205,402	-3.0%	0.07%	+4.3%
EMN	Sell	EASTMAN CHEM CO	$31,193,000	-7.5%	311,516	-2.4%	0.07%	-11.0%
DGX	Sell	QUEST DIAGNOSTICS INC	$30,473,000	-19.8%	277,016	-26.8%	0.07%	-21.7%
WELL	Sell	WELLTOWER INC	$30,459,000	+9.1%	485,715	-5.3%	0.07%	+5.9%
MNST	Sell	MONSTER BEVERAGE CORP NEW	$30,081,000	-5.9%	524,336	-6.1%	0.07%	-7.8%
HRC	Sell	HILL ROM HLDGS INC	$30,206,000	-4.4%	345,123	-5.0%	0.07%	-6.6%
EIX	Sell	EDISON INTL	$28,816,000	-30.0%	455,309	-29.5%	0.07%	-32.0%
ECL	Sell	ECOLAB INC	$28,940,000	-2.5%	206,171	-4.7%	0.07%	-5.6%
SYF	Sell	SYNCHRONY FINL	$29,072,000	-6.3%	870,045	-5.9%	0.07%	-9.3%
AON	Sell	AON PLC	$28,406,000	-11.2%	207,051	-8.7%	0.07%	-13.0%
KHC	Sell	KRAFT HEINZ CO	$28,096,000	-1.1%	447,227	-1.8%	0.07%	-4.3%
GRPU	Sell	GRANITE REAL ESTATE INVT TRunit 99/99/9999	$28,081,000	-56.5%	687,357	-58.1%	0.07%	-57.7%
WEC	Sell	WEC ENERGY GROUP INC	$28,008,000	-5.7%	432,825	-8.5%	0.07%	-8.3%
WPM	Sell	WHEATON PRECIOUS METALS CORP	$27,865,000	-6.9%	1,260,090	-14.3%	0.07%	-8.3%
BRKA	Sell	BERKSHIRE HATHAWAY INC DELcl a	$27,649,000	-12.3%	98	-6.7%	0.06%	-14.5%
EBAY	Sell	EBAY INC	$27,509,000	-12.0%	758,396	-2.2%	0.06%	-14.5%
XEL	Sell	XCEL ENERGY INC	$27,564,000	-34.7%	603,300	-34.9%	0.06%	-36.3%
APC	Sell	ANADARKO PETE CORP	$27,743,000	+12.2%	378,639	-7.4%	0.06%	+8.3%
M	Sell	MACYS INC	$27,391,000	-67.2%	730,822	-73.9%	0.06%	-68.3%
DOFSQ	Sell	DIAMOND OFFSHORE DRILLING IN	$26,739,000	+35.7%	1,281,019	-4.6%	0.06%	+31.2%
IP	Sell	INTL PAPER CO	$25,879,000	-3.0%	496,339	-0.6%	0.06%	-6.2%
STN	Sell	STANTEC INC	$25,157,000	+3.1%	975,489	-1.5%	0.06%	0.0%
FCX	Sell	FREEPORT-MCMORAN INCcl b	$24,928,000	-8.7%	1,442,125	-7.2%	0.06%	-10.6%
TSLA	Sell	TESLA INC	$24,998,000	+28.1%	72,906	-0.4%	0.06%	+25.5%
APD	Sell	AIR PRODS & CHEMS INC	$24,502,000	-4.9%	157,302	-2.8%	0.06%	-6.5%
BXP	Sell	BOSTON PROPERTIES INC	$24,164,000	-1.1%	192,638	-2.8%	0.06%	-3.4%
AZO	Sell	AUTOZONE INC	$23,675,000	-4.1%	35,255	-7.3%	0.06%	-6.7%
KR	Sell	KROGER CO	$23,443,000	-34.9%	823,821	-45.2%	0.06%	-36.8%
PAYX	Sell	PAYCHEX INC	$23,156,000	-4.5%	338,707	-13.9%	0.05%	-8.5%
NVR	Sell	NVR INC	$22,792,000	-24.0%	7,663	-25.2%	0.05%	-26.0%
ANDV	Sell	ANDEAVOR	$22,577,000	-38.0%	171,888	-52.6%	0.05%	-39.8%
FL	Sell	FOOT LOCKER INC	$21,508,000	+14.8%	408,292	-0.6%	0.05%	+13.3%
IBB	Sell	ISHARES TRnasdaq biotech	$21,689,000	+2.7%	197,427	-0.0%	0.05%	0.0%
APH	Sell	AMPHENOL CORP NEWcl a	$21,493,000	-4.5%	246,562	-5.5%	0.05%	-5.6%
ESS	Sell	ESSEX PPTY TR INC	$21,276,000	-7.7%	88,973	-7.0%	0.05%	-10.7%
CBRE	Sell	CBRE GROUP INCcl a	$21,112,000	-1.1%	441,570	-2.3%	0.05%	-3.8%
DTE	Sell	DTE ENERGY CO	$21,002,000	-27.8%	202,590	-27.3%	0.05%	-30.0%
WY	Sell	WEYERHAEUSER CO	$20,064,000	+2.6%	550,173	-1.4%	0.05%	0.0%
ABC	Sell	AMERISOURCEBERGEN CORP	$20,051,000	-2.0%	234,894	-1.0%	0.05%	-6.0%
CMA	Sell	COMERICA INC	$19,699,000	-32.3%	216,384	-28.8%	0.05%	-34.3%
ALXN	Sell	ALEXION PHARMACEUTICALS INC	$19,509,000	+9.3%	157,102	-1.8%	0.05%	+7.0%
PCG	Sell	PG&E CORP	$19,428,000	-13.0%	456,265	-10.1%	0.05%	-14.8%
IT	Sell	GARTNER INC	$19,298,000	-14.9%	144,962	-24.8%	0.04%	-18.2%
PPG	Sell	PPG INDS INC	$19,204,000	-9.9%	185,084	-3.0%	0.04%	-13.5%
RSG	Sell	REPUBLIC SVCS INC	$19,034,000	-16.7%	278,360	-19.2%	0.04%	-18.2%
GLW	Sell	CORNING INC	$17,669,000	-32.7%	641,879	-31.8%	0.04%	-34.4%
ES	Sell	EVERSOURCE ENERGY	$17,955,000	-9.2%	306,270	-8.5%	0.04%	-12.5%
BR	Sell	BROADRIDGE FINL SOLUTIONS IN	$17,573,000	-17.0%	152,590	-20.9%	0.04%	-19.6%
FTV	Sell	FORTIVE CORP	$17,077,000	-1.9%	221,421	-1.3%	0.04%	-4.8%
STLD	Sell	STEEL DYNAMICS INC	$16,639,000	+3.1%	361,628	-1.0%	0.04%	0.0%
DHI	Sell	D R HORTON INC	$16,576,000	-9.4%	403,835	-3.1%	0.04%	-11.4%
GWRE	Sell	GUIDEWIRE SOFTWARE INC	$16,518,000	-13.6%	185,578	-21.6%	0.04%	-15.2%
CLX	Sell	CLOROX CO DEL	$16,576,000	-50.6%	122,529	-51.3%	0.04%	-51.9%
GGP	Sell	GGP INC	$16,384,000	-0.6%	801,819	-0.4%	0.04%	-2.5%
JKHY	Sell	HENRY JACK & ASSOC INC	$16,521,000	+6.2%	126,659	-1.4%	0.04%	+2.6%
VNO	Sell	VORNADO RLTY TRsh ben int	$16,243,000	+6.5%	219,600	-3.0%	0.04%	+2.7%
DVN	Sell	DEVON ENERGY CORP NEW	$16,296,000	-17.7%	370,636	-40.5%	0.04%	-20.8%
CUB	Sell	CUBIC CORP	$16,058,000	-29.5%	250,258	-30.2%	0.04%	-30.9%
MKC	Sell	MCCORMICK & CO INC	$15,917,000	-9.9%	137,095	-17.3%	0.04%	-14.0%
URI	Sell	UNITED RENTALS INC	$15,771,000	-16.5%	106,681	-2.5%	0.04%	-19.6%
HCP	Sell	HCP INC	$15,259,000	+6.9%	590,872	-3.8%	0.04%	+2.9%
LH	Sell	LABORATORY CORP AMER HLDGS	$15,291,000	+1.7%	85,158	-8.2%	0.04%	0.0%
KEY	Sell	KEYCORP NEW	$15,299,000	-0.9%	782,797	-0.7%	0.04%	-2.7%
HSY	Sell	HERSHEY CO	$15,507,000	-34.2%	166,584	-29.9%	0.04%	-36.8%
AMTD	Sell	TD AMERITRADE HLDG CORP	$14,851,000	-24.1%	270,792	-18.0%	0.04%	-25.5%
PH	Sell	PARKER HANNIFIN CORP	$15,039,000	-10.4%	96,451	-1.6%	0.04%	-14.6%
MAA	Sell	MID AMER APT CMNTYS INC	$14,854,000	+8.6%	147,528	-1.6%	0.04%	+6.1%
EXR	Sell	EXTRA SPACE STORAGE INC	$14,768,000	+10.9%	147,869	-3.0%	0.04%	+9.4%
CXO	Sell	CONCHO RES INC	$14,932,000	-8.0%	107,899	-0.1%	0.04%	-10.3%
A	Sell	AGILENT TECHNOLOGIES INC	$14,815,000	-7.9%	239,498	-0.3%	0.04%	-10.3%
VIAB	Sell	VIACOM INC NEWcl b	$14,826,000	-14.1%	491,140	-11.5%	0.04%	-16.7%
NUE	Sell	NUCOR CORP	$14,686,000	+1.3%	234,965	-0.9%	0.04%	0.0%
LNC	Sell	LINCOLN NATL CORP IND	$14,321,000	-17.3%	230,043	-2.8%	0.03%	-19.0%
HRS	Sell	HARRIS CORP DEL	$14,444,000	-11.9%	99,917	-1.5%	0.03%	-15.0%
SBAC	Sell	SBA COMMUNICATIONS CORP NEWcl a	$14,643,000	-4.5%	88,663	-1.0%	0.03%	-8.1%
HES	Sell	HESS CORP	$14,417,000	+29.1%	215,557	-2.2%	0.03%	+25.9%
JBHT	Sell	HUNT J B TRANS SVCS INC	$14,004,000	+2.4%	115,064	-1.4%	0.03%	0.0%
ANSS	Sell	ANSYS INC	$14,067,000	+3.1%	80,749	-7.2%	0.03%	0.0%
LUMN	Sell	CENTURYLINK INC	$13,735,000	+7.9%	736,713	-4.8%	0.03%	+3.2%
TDG	Sell	TRANSDIGM GROUP INC	$13,816,000	+9.3%	40,004	-2.7%	0.03%	+3.2%
UDR	Sell	UDR INC	$13,477,000	-2.6%	359,019	-7.6%	0.03%	-3.0%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$13,754,000	-2.8%	268,946	-1.9%	0.03%	-5.9%
CIGI	Sell	COLLIERS INTL GROUP INC	$13,426,000	+6.9%	176,350	-2.8%	0.03%	+6.7%
HII	Sell	HUNTINGTON INGALLS INDS INC	$13,663,000	-26.1%	62,929	-12.3%	0.03%	-28.9%
CHD	Sell	CHURCH & DWIGHT INC	$13,053,000	-12.6%	245,399	-17.2%	0.03%	-13.9%
MRO	Sell	MARATHON OIL CORP	$13,176,000	+23.5%	631,598	-4.5%	0.03%	+19.2%
DRE	Sell	DUKE REALTY CORP	$13,369,000	+8.7%	460,214	-0.9%	0.03%	+3.3%
O	Sell	REALTY INCOME CORP	$12,838,000	-2.3%	238,709	-5.9%	0.03%	-6.2%
PFG	Sell	PRINCIPAL FINL GROUP INC	$12,552,000	-13.5%	237,061	-0.4%	0.03%	-14.3%
CPT	Sell	CAMDEN PPTY TRsh ben int	$12,860,000	+3.9%	141,079	-4.0%	0.03%	0.0%
TMUS	Sell	T MOBILE US INC	$12,710,000	-28.9%	212,627	-27.3%	0.03%	-30.2%
WRB	Sell	W R BERKLEY CORPORATION	$12,552,000	-11.9%	173,326	-11.5%	0.03%	-11.8%
LII	Sell	LENNOX INTL INC	$12,816,000	-2.4%	63,946	-0.6%	0.03%	-6.2%
KLAC	Sell	KLA-TENCOR CORP	$12,531,000	-10.2%	122,192	-4.4%	0.03%	-14.7%
CTAS	Sell	CINTAS CORP	$12,345,000	+3.4%	66,686	-4.7%	0.03%	0.0%
SIRI	Sell	SIRIUS XM HLDGS INC	$12,250,000	-4.9%	1,806,698	-12.4%	0.03%	-6.5%
CAH	Sell	CARDINAL HEALTH INC	$12,394,000	-32.1%	253,813	-12.8%	0.03%	-34.1%
CMS	Sell	CMS ENERGY CORP	$12,180,000	+1.4%	257,546	-2.8%	0.03%	0.0%
FRT	Sell	FEDERAL REALTY INVT TRsh ben int new	$11,896,000	+5.6%	93,992	-3.1%	0.03%	+3.7%
XLNX	Sell	XILINX INC	$11,925,000	-10.1%	182,710	-0.3%	0.03%	-12.5%
MSCI	Sell	MSCI INC	$11,881,000	-15.2%	71,753	-23.5%	0.03%	-17.6%
DPZ	Sell	DOMINOS PIZZA INC	$12,100,000	+14.4%	42,878	-5.3%	0.03%	+7.7%
NRG	Sell	NRG ENERGY INC	$11,907,000	-5.3%	387,341	-5.9%	0.03%	-6.7%
SLG	Sell	SL GREEN RLTY CORP	$12,050,000	+0.1%	119,843	-3.5%	0.03%	-3.4%
CCOI	Sell	COGENT COMMUNICATIONS HLDGS	$11,763,000	-48.6%	220,013	-58.3%	0.03%	-49.1%
TXT	Sell	TEXTRON INC	$11,900,000	-12.3%	180,472	-21.5%	0.03%	-15.2%
MTD	Sell	METTLER TOLEDO INTERNATIONAL	$11,512,000	-23.3%	19,875	-22.6%	0.03%	-25.0%
GPC	Sell	GENUINE PARTS CO	$11,399,000	-6.2%	124,113	-8.1%	0.03%	-6.9%
DVMT	Sell	DELL TECHNOLOGIES INC	$11,333,000	-34.6%	133,924	-43.4%	0.03%	-35.7%
DSGX	Sell	DESCARTES SYS GROUP INC	$11,643,000	-45.2%	356,204	-52.2%	0.03%	-47.1%
LEA	Sell	LEAR CORP	$10,853,000	-7.2%	58,391	-7.0%	0.03%	-7.1%
Y	Sell	ALLEGHANY CORP DEL	$10,098,000	-42.8%	17,553	-38.4%	0.02%	-44.2%
IRDM	Sell	IRIDIUM COMMUNICATIONS INC	$10,039,000	+4.4%	623,242	-27.4%	0.02%	+4.3%
HYH	Sell	HALYARD HEALTH INC	$9,689,000	+3.7%	169,126	-16.6%	0.02%	0.0%
MHK	Sell	MOHAWK INDS INC	$9,898,000	-9.0%	46,183	-1.3%	0.02%	-11.5%
MLM	Sell	MARTIN MARIETTA MATLS INC	$9,792,000	+6.9%	43,841	-0.6%	0.02%	+4.5%
CDNS	Sell	CADENCE DESIGN SYSTEM INC	$9,921,000	+16.2%	229,003	-1.3%	0.02%	+9.5%
KGC	Sell	KINROSS GOLD CORP	$9,774,000	-25.6%	2,600,039	-21.8%	0.02%	-28.1%
LPT	Sell	LIBERTY PPTY TRsh ben int	$9,924,000	-3.2%	223,767	-13.2%	0.02%	-8.0%
KMX	Sell	CARMAX INC	$9,967,000	+13.2%	136,745	-3.7%	0.02%	+9.5%
BKR	Sell	BAKER HUGHES A GE COcl a	$9,657,000	-17.2%	292,193	-30.3%	0.02%	-17.9%
UA	Sell	UNDER ARMOUR INCcl c	$9,345,000	-8.2%	441,964	-37.8%	0.02%	-12.0%
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWAR	$9,317,000	+8.3%	78,715	-10.4%	0.02%	+4.8%
XEC	Sell	CIMAREX ENERGY CO	$9,260,000	+1.2%	90,985	-6.8%	0.02%	0.0%
NWL	Sell	NEWELL BRANDS INC	$9,186,000	-5.2%	356,036	-6.2%	0.02%	-4.3%
ULTA	Sell	ULTA BEAUTY INC	$9,441,000	+13.0%	40,430	-1.1%	0.02%	+10.0%
KRC	Sell	KILROY RLTY CORP	$9,263,000	+2.0%	122,412	-4.4%	0.02%	0.0%
TAP	Sell	MOLSON COORS BREWING COcl b	$8,902,000	-10.3%	130,803	-0.5%	0.02%	-12.5%
PRGO	Sell	PERRIGO CO PLC	$8,911,000	-20.5%	122,146	-9.0%	0.02%	-22.2%
COO	Sell	COOPER COS INC	$9,128,000	+2.7%	38,726	-0.2%	0.02%	0.0%
CE	Sell	CELANESE CORP DEL	$8,843,000	-27.7%	79,598	-34.8%	0.02%	-30.0%
ABMD	Sell	ABIOMED INC	$8,740,000	+10.7%	21,357	-21.3%	0.02%	+10.5%
CINF	Sell	CINCINNATI FINL CORP	$8,755,000	-13.0%	130,901	-3.3%	0.02%	-12.5%
ALB	Sell	ALBEMARLE CORP	$8,796,000	-21.6%	93,198	-22.8%	0.02%	-22.2%
WHR	Sell	WHIRLPOOL CORP	$8,684,000	-9.4%	59,343	-5.1%	0.02%	-13.0%
IVZ	Sell	INVESCO LTD	$8,299,000	-19.8%	312,523	-3.2%	0.02%	-20.0%
MAC	Sell	MACERICH CO	$8,390,000	-2.9%	147,617	-4.2%	0.02%	-4.8%
PII	Sell	POLARIS INDS INC	$8,461,000	+6.1%	69,215	-0.5%	0.02%	+5.3%
EWBC	Sell	EAST WEST BANCORP INC	$8,560,000	+4.1%	131,250	-0.2%	0.02%	0.0%
TRMB	Sell	TRIMBLE INC	$8,388,000	-18.1%	255,326	-10.5%	0.02%	-20.0%
CDK	Sell	CDK GLOBAL INC	$8,421,000	+2.3%	129,430	-0.3%	0.02%	0.0%
BLL	Sell	BALL CORP	$8,676,000	-12.2%	243,946	-1.9%	0.02%	-16.7%
WAB	Sell	WABTEC CORP	$8,622,000	+20.1%	87,460	-0.8%	0.02%	+17.6%
BEN	Sell	FRANKLIN RES INC	$8,400,000	-28.1%	262,033	-22.1%	0.02%	-28.6%
ARW	Sell	ARROW ELECTRS INC	$7,971,000	-16.8%	105,848	-14.9%	0.02%	-17.4%
DOV	Sell	DOVER CORP	$8,196,000	-64.8%	111,897	-52.8%	0.02%	-66.1%
RNR	Sell	RENAISSANCERE HOLDINGS LTD	$7,449,000	-60.6%	61,898	-54.6%	0.02%	-60.9%
CMG	Sell	CHIPOTLE MEXICAN GRILL INC	$7,737,000	-50.6%	17,929	-63.1%	0.02%	-52.6%
EV	Sell	EATON VANCE CORP	$7,691,000	-35.1%	147,343	-30.8%	0.02%	-37.9%
MOS	Sell	MOSAIC CO NEW	$7,762,000	+10.9%	276,673	-3.9%	0.02%	+5.9%
DCT	Sell	DCT INDUSTRIAL TRUST INC	$7,476,000	+11.4%	112,006	-5.9%	0.02%	+12.5%
LW	Sell	LAMB WESTON HLDGS INC	$7,560,000	+10.4%	110,428	-6.1%	0.02%	+5.9%
SCCO	Sell	SOUTHERN COPPER CORP	$7,843,000	-15.5%	167,047	-2.5%	0.02%	-18.2%
RJF	Sell	RAYMOND JAMES FINANCIAL INC	$7,802,000	-1.0%	87,295	-0.9%	0.02%	-5.3%
BURL	Sell	BURLINGTON STORES INC	$7,287,000	+8.5%	48,302	-4.3%	0.02%	+6.2%
LNT	Sell	ALLIANT ENERGY CORP	$7,066,000	-0.6%	166,964	-3.9%	0.02%	0.0%
LKQ	Sell	LKQ CORP	$7,223,000	-16.5%	226,347	-0.6%	0.02%	-19.0%
QRVO	Sell	QORVO INC	$7,420,000	+13.7%	92,523	-0.0%	0.02%	+6.2%
INVH	Sell	INVITATION HOMES INC	$7,126,000	-1.4%	308,712	-2.5%	0.02%	0.0%
DVA	Sell	DAVITA INC	$7,416,000	-4.5%	106,768	-9.3%	0.02%	-10.5%
FXI	Sell	ISHARES TRchina lg-cap etf	$6,949,000	-11.3%	161,673	-2.3%	0.02%	-15.8%
INGN	Sell	INOGEN INC	$6,768,000	+12.5%	36,286	-25.9%	0.02%	+6.7%
IRM	Sell	IRON MTN INC NEW	$6,690,000	+2.1%	190,935	-4.1%	0.02%	0.0%
CGNX	Sell	COGNEX CORP	$6,851,000	-51.8%	153,491	-43.9%	0.02%	-52.9%
LDOS	Sell	LEIDOS HLDGS INC	$6,727,000	-13.8%	114,016	-4.4%	0.02%	-15.8%
XLK	Sell	SELECT SECTOR SPDR TRtechnology	$6,728,000	+2.4%	96,472	-5.0%	0.02%	0.0%
LB	Sell	L BRANDS INC	$6,486,000	-7.4%	175,845	-4.0%	0.02%	-11.8%
UAL	Sell	UNITED CONTL HLDGS INC	$6,413,000	-6.7%	91,953	-6.9%	0.02%	-11.8%
VMW	Sell	VMWARE INC	$6,532,000	-16.3%	44,434	-30.8%	0.02%	-21.1%
IPGP	Sell	IPG PHOTONICS CORP	$6,229,000	-55.4%	28,217	-52.8%	0.02%	-55.9%
IAC	Sell	IAC INTERACTIVECORP	$6,372,000	-7.4%	41,792	-4.8%	0.02%	-11.8%
ARMK	Sell	ARAMARK	$6,288,000	-16.6%	169,470	-10.9%	0.02%	-16.7%
ACC	Sell	AMERICAN CAMPUS CMNTYS INC	$6,401,000	+6.8%	149,276	-3.8%	0.02%	0.0%
PTC	Sell	PTC INC	$6,250,000	+18.1%	66,631	-1.7%	0.02%	+15.4%
DISCK	Sell	DISCOVERY INC	$5,946,000	-61.6%	233,154	-70.6%	0.01%	-62.2%
HIW	Sell	HIGHWOODS PPTYS INC	$5,805,000	+11.5%	114,407	-3.7%	0.01%	+7.7%
TRGP	Sell	TARGA RES CORP	$6,113,000	+7.5%	123,477	-4.3%	0.01%	0.0%
HPT	Sell	HOSPITALITY PPTYS TR	$5,968,000	+10.0%	208,595	-2.5%	0.01%	+7.7%
EGP	Sell	EASTGROUP PPTY INC	$6,031,000	+11.6%	63,139	-3.4%	0.01%	+7.7%
GGG	Sell	GRACO INC	$5,959,000	-3.6%	131,638	-2.6%	0.01%	-6.7%
AMG	Sell	AFFILIATED MANAGERS GROUP	$5,906,000	-70.0%	39,710	-61.9%	0.01%	-70.8%
MAN	Sell	MANPOWERGROUP INC	$6,134,000	-34.2%	71,276	-11.9%	0.01%	-39.1%
OGE	Sell	OGE ENERGY CORP	$5,969,000	+6.6%	169,536	-0.8%	0.01%	0.0%
J	Sell	JACOBS ENGR GROUP INC DEL	$5,731,000	+4.1%	90,220	-2.9%	0.01%	0.0%
NYCB	Sell	NEW YORK CMNTY BANCORP INC	$5,683,000	-25.3%	514,711	-11.9%	0.01%	-27.8%
FCFS	Sell	FIRSTCASH INC	$5,337,000	+6.5%	59,388	-3.7%	0.01%	+8.3%
AIZ	Sell	ASSURANT INC	$5,340,000	-68.5%	51,588	-72.2%	0.01%	-68.3%
LGND	Sell	LIGAND PHARMACEUTICALS INC	$5,639,000	+21.7%	27,222	-3.0%	0.01%	+18.2%
STMP	Sell	STAMPS COM INC	$5,390,000	+24.5%	21,304	-1.1%	0.01%	+30.0%
DISH	Sell	DISH NETWORK CORPcl a	$5,397,000	-12.7%	160,527	-1.4%	0.01%	-13.3%
CACI	Sell	CACI INTL INCcl a	$5,378,000	+9.3%	31,907	-1.8%	0.01%	+8.3%
MKTX	Sell	MARKETAXESS HLDGS INC	$5,342,000	-11.6%	26,993	-2.8%	0.01%	-13.3%
CUZ	Sell	COUSINS PPTYS INC	$4,919,000	+7.1%	506,936	-4.3%	0.01%	+9.1%
TTC	Sell	TORO CO	$4,967,000	-4.5%	82,377	-1.1%	0.01%	-7.7%
ELS	Sell	EQUITY LIFESTYLE PPTYS INC	$5,267,000	+4.1%	57,293	-0.5%	0.01%	0.0%
AIV	Sell	APARTMENT INVT & MGMT COcl a	$5,141,000	-0.6%	121,585	-4.2%	0.01%	-7.7%
VOYA	Sell	VOYA FINL INC	$5,112,000	-17.9%	108,772	-11.7%	0.01%	-20.0%
GNTX	Sell	GENTEX CORP	$4,917,000	-1.6%	213,565	-1.6%	0.01%	0.0%
ALLE	Sell	ALLEGION PUB LTD CO	$5,055,000	-9.4%	65,315	-0.0%	0.01%	-7.7%
ZBRA	Sell	ZEBRA TECHNOLOGIES CORPcl a	$5,036,000	+1.4%	35,142	-1.5%	0.01%	0.0%
L100PS	Sell	ARCONIC INC	$5,274,000	-31.6%	309,991	-7.2%	0.01%	-36.8%
NDSN	Sell	NORDSON CORP	$4,984,000	-6.8%	38,799	-1.1%	0.01%	-7.7%
ERF	Sell	ENERPLUS CORP	$4,923,000	-11.2%	390,144	-21.1%	0.01%	-7.7%
NEOG	Sell	NEOGEN CORP	$5,302,000	+17.5%	66,158	-1.8%	0.01%	+9.1%
TER	Sell	TERADYNE INC	$5,204,000	-20.6%	136,667	-4.6%	0.01%	-25.0%
SUI	Sell	SUN CMNTYS INC	$4,893,000	+2.0%	49,980	-4.8%	0.01%	0.0%
FBP	Sell	FIRST BANCORP P R	$4,939,000	+26.8%	645,675	-0.4%	0.01%	+33.3%
LSI	Sell	LIFE STORAGE INC	$5,004,000	+11.3%	51,435	-4.4%	0.01%	+9.1%
FLR	Sell	FLUOR CORP NEW	$4,978,000	-18.6%	102,028	-4.4%	0.01%	-20.0%
FR	Sell	FIRST INDUSTRIAL REALTY TRUS	$4,977,000	+10.8%	149,318	-2.8%	0.01%	+9.1%
PSB	Sell	PS BUSINESS PKS INC CALIF	$5,011,000	+10.8%	38,986	-2.5%	0.01%	+9.1%
PDCE	Sell	PDC ENERGY INC	$5,071,000	+20.9%	83,880	-2.0%	0.01%	+20.0%
SBNY	Sell	SIGNATURE BK NEW YORK N Y	$5,293,000	-15.9%	41,413	-6.6%	0.01%	-20.0%
XRX	Sell	XEROX CORP	$4,828,000	-80.1%	201,169	-76.1%	0.01%	-81.4%
MUR	Sell	MURPHY OIL CORP	$4,836,000	+24.4%	143,163	-4.8%	0.01%	+22.2%
TRIP	Sell	TRIPADVISOR INC	$4,503,000	+35.8%	80,800	-0.2%	0.01%	+37.5%
KFY	Sell	KORN FERRY INTL	$4,516,000	+17.5%	72,946	-2.1%	0.01%	+22.2%
SCI	Sell	SERVICE CORP INTL	$4,614,000	-8.1%	128,841	-3.1%	0.01%	-8.3%
PENN	Sell	PENN NATL GAMING INC	$4,653,000	+16.1%	138,459	-9.3%	0.01%	+10.0%
NFX	Sell	NEWFIELD EXPL CO	$4,665,000	-21.8%	154,157	-36.8%	0.01%	-21.4%
CFR	Sell	CULLEN FROST BANKERS INC	$4,864,000	+0.8%	44,936	-1.3%	0.01%	-8.3%
CLB	Sell	CORE LABORATORIES N V	$4,473,000	-48.8%	35,441	-56.0%	0.01%	-47.6%
RPM	Sell	RPM INTL INC	$4,479,000	+17.6%	76,791	-3.9%	0.01%	+22.2%
LSXMK	Sell	LIBERTY MEDIA CORP DELAWARE	$4,752,000	-1.2%	104,716	-10.9%	0.01%	-8.3%
HP	Sell	HELMERICH & PAYNE INC	$4,859,000	-13.3%	76,201	-9.4%	0.01%	-21.4%
PK	Sell	PARK HOTELS RESORTS INC	$4,718,000	+10.1%	154,023	-2.9%	0.01%	+10.0%
SNH	Sell	SENIOR HSG PPTYS TRsh ben int	$4,742,000	+12.2%	262,107	-2.9%	0.01%	+10.0%
CRL	Sell	CHARLES RIV LABS INTL INC	$4,321,000	+3.3%	38,470	-1.9%	0.01%	0.0%
GDOT	Sell	GREEN DOT CORPcl a	$4,428,000	+13.1%	60,334	-1.1%	0.01%	+11.1%
AEL	Sell	AMERICAN EQTY INVT LIFE HLD	$4,053,000	+19.8%	112,716	-2.2%	0.01%	+25.0%
BCPC	Sell	BALCHEM CORP	$4,104,000	+17.2%	41,825	-2.4%	0.01%	+25.0%
HR	Sell	HEALTHCARE RLTY TR	$4,066,000	+2.1%	139,849	-2.7%	0.01%	0.0%
MAT	Sell	MATTEL INC	$4,384,000	+24.5%	266,930	-0.3%	0.01%	+11.1%
WEX	Sell	WEX INC	$4,452,000	+18.7%	23,382	-2.3%	0.01%	+11.1%
CLS	Sell	CELESTICA INC	$4,213,000	+14.5%	353,738	-0.8%	0.01%	+11.1%
AVA	Sell	AVISTA CORP	$4,431,000	+0.5%	84,147	-2.3%	0.01%	-9.1%
BHF	Sell	BRIGHTHOUSE FINL INC	$4,302,000	-29.8%	107,376	-9.8%	0.01%	-33.3%
RIG	Sell	TRANSOCEAN LTD	$4,148,000	+22.0%	308,372	-10.2%	0.01%	+25.0%
AMN	Sell	AMN HEALTHCARE SERVICES INC	$4,154,000	+0.8%	70,848	-2.5%	0.01%	0.0%
WWW	Sell	WOLVERINE WORLD WIDE INC	$4,274,000	+17.0%	122,865	-2.8%	0.01%	+11.1%
CBSH	Sell	COMMERCE BANCSHARES INC	$4,408,000	-0.0%	68,127	-7.4%	0.01%	-9.1%
WPX	Sell	WPX ENERGY INC	$4,219,000	+20.1%	233,960	-1.6%	0.01%	+25.0%
MDU	Sell	MDU RES GROUP INC	$4,114,000	-6.6%	143,483	-8.2%	0.01%	-9.1%
DAR	Sell	DARLING INGREDIENTS INC	$4,199,000	+12.6%	211,211	-2.0%	0.01%	+11.1%
DRH	Sell	DIAMONDROCK HOSPITALITY CO	$4,457,000	+12.7%	362,694	-4.2%	0.01%	0.0%
EGN	Sell	ENERGEN CORP	$4,073,000	+12.9%	55,935	-2.5%	0.01%	+11.1%
TTEK	Sell	TETRA TECH INC NEW	$4,182,000	+15.0%	71,472	-3.9%	0.01%	+11.1%
LHO	Sell	LASALLE HOTEL PPTYS	$4,219,000	+10.8%	123,192	-6.1%	0.01%	+11.1%
LSTR	Sell	LANDSTAR SYS INC	$4,175,000	-2.2%	38,199	-1.9%	0.01%	0.0%
AMH	Sell	AMERICAN HOMES 4 RENTcl a	$4,096,000	+8.8%	184,663	-1.5%	0.01%	+11.1%
AKR	Sell	ACADIA RLTY TR	$4,100,000	-0.3%	149,801	-10.5%	0.01%	0.0%
FFIN	Sell	FIRST FINL BANKSHARES	$4,277,000	+7.4%	84,092	-2.3%	0.01%	0.0%
RGLD	Sell	ROYAL GOLD INC	$4,451,000	+5.6%	47,921	-2.3%	0.01%	0.0%
WST	Sell	WEST PHARMACEUTICAL SVSC INC	$4,196,000	+7.3%	42,253	-4.6%	0.01%	+11.1%
NGVT	Sell	INGEVITY CORP	$4,362,000	+6.0%	53,936	-3.4%	0.01%	0.0%
SIGI	Sell	SELECTIVE INS GROUP INC	$4,165,000	-12.0%	75,710	-3.1%	0.01%	-9.1%
ROL	Sell	ROLLINS INC	$3,988,000	+2.6%	75,854	-0.4%	0.01%	0.0%
COHR	Sell	COHERENT INC	$3,649,000	-62.4%	23,303	-55.0%	0.01%	-60.9%
PRI	Sell	PRIMERICA INC	$3,820,000	+1.1%	38,331	-2.0%	0.01%	0.0%
TCO	Sell	TAUBMAN CTRS INC	$4,036,000	+0.4%	68,709	-2.6%	0.01%	-10.0%
MMS	Sell	MAXIMUS INC	$3,952,000	-8.4%	63,585	-1.7%	0.01%	-10.0%
B	Sell	BARNES GROUP INC	$3,716,000	-4.3%	63,090	-2.6%	0.01%	0.0%
PRLB	Sell	PROTO LABS INC	$3,833,000	-0.6%	32,221	-1.8%	0.01%	0.0%
JBGS	Sell	JBG SMITH PPTYS	$3,790,000	+4.4%	103,935	-3.4%	0.01%	0.0%
TDY	Sell	TELEDYNE TECHNOLOGIES INC	$3,988,000	+4.3%	20,056	-1.8%	0.01%	0.0%
HPP	Sell	HUDSON PAC PPTYS INC	$3,965,000	+5.0%	111,866	-3.6%	0.01%	0.0%
JBL	Sell	JABIL INC	$3,795,000	-10.0%	137,173	-6.4%	0.01%	-10.0%
KS	Sell	KAPSTONE PAPER & PACKAGING C	$4,024,000	+0.1%	116,652	-0.4%	0.01%	-10.0%
CUBE	Sell	CUBESMART	$3,740,000	+6.4%	116,079	-6.9%	0.01%	0.0%
OHI	Sell	OMEGA HEALTHCARE INVS INC	$3,763,000	+12.8%	121,324	-1.6%	0.01%	+12.5%
GBCI	Sell	GLACIER BANCORP INC NEW	$3,975,000	-1.6%	102,745	-2.3%	0.01%	-10.0%
ROIC	Sell	RETAIL OPPORTUNITY INVTS COR	$3,872,000	+3.7%	202,089	-4.3%	0.01%	0.0%
SAIC	Sell	SCIENCE APPLICATNS INTL CP N	$3,775,000	+0.4%	46,588	-2.4%	0.01%	0.0%
PACW	Sell	PACWEST BANCORP DEL	$3,621,000	-5.8%	73,281	-5.5%	0.01%	0.0%
SMTC	Sell	SEMTECH CORP	$4,007,000	+14.9%	85,245	-4.6%	0.01%	+12.5%
HI	Sell	HILLENBRAND INC	$3,876,000	+0.3%	82,175	-2.4%	0.01%	0.0%
SFLY	Sell	SHUTTERFLY INC	$3,821,000	+10.6%	42,447	-0.2%	0.01%	+12.5%
FCEA	Sell	FOREST CITY RLTY TR INC	$3,732,000	+6.9%	163,616	-5.0%	0.01%	+12.5%
FLS	Sell	FLOWSERVE CORP	$3,873,000	-6.8%	95,797	-0.0%	0.01%	-10.0%
ORI	Sell	OLD REP INTL CORP	$4,036,000	-8.0%	202,806	-0.8%	0.01%	-18.2%
WWE	Sell	WORLD WRESTLING ENTMT INCcl a	$3,779,000	+97.0%	51,887	-2.6%	0.01%	+80.0%
CSL	Sell	CARLISLE COS INC	$3,863,000	+1.4%	35,660	-2.2%	0.01%	0.0%
SHOO	Sell	MADDEN STEVEN LTD	$3,635,000	+17.8%	68,451	-2.7%	0.01%	+28.6%
CTLT	Sell	CATALENT INC	$3,936,000	+0.5%	93,930	-1.5%	0.01%	0.0%
CBU	Sell	COMMUNITY BK SYS INC	$3,923,000	+10.2%	66,424	-0.0%	0.01%	0.0%
MPW	Sell	MEDICAL PPTYS TRUST INC	$3,631,000	+7.4%	258,481	-0.7%	0.01%	+12.5%
WTR	Sell	AQUA AMERICA INC	$3,759,000	+0.9%	106,857	-2.2%	0.01%	0.0%
THO	Sell	THOR INDS INC	$3,944,000	-67.1%	40,477	-61.1%	0.01%	-69.0%
X	Sell	UNITED STATES STL CORP NEW	$3,558,000	-4.4%	102,376	-3.2%	0.01%	-11.1%
TECH	Sell	BIO TECHNE CORP	$3,208,000	-6.0%	21,686	-4.0%	0.01%	0.0%
VVC	Sell	VECTREN CORP	$3,466,000	+8.6%	48,539	-2.7%	0.01%	0.0%
MMSI	Sell	MERIT MED SYS INC	$3,245,000	+7.9%	63,443	-4.4%	0.01%	+14.3%
INN	Sell	SUMMIT HOTEL PPTYS INC	$3,226,000	+1.9%	225,419	-3.0%	0.01%	0.0%
FHN	Sell	FIRST HORIZON NATL CORP	$3,329,000	-6.7%	186,730	-1.5%	0.01%	-11.1%
DNKN	Sell	DUNKIN BRANDS GROUP INC	$3,300,000	+13.2%	47,777	-2.1%	0.01%	+14.3%
BIO	Sell	BIO RAD LABS INCcl a	$3,338,000	+12.2%	11,574	-2.6%	0.01%	+14.3%
LAMR	Sell	LAMAR ADVERTISING CO NEWcl a	$3,343,000	+7.3%	48,917	-0.1%	0.01%	0.0%
AIT	Sell	APPLIED INDL TECHNOLOGIES IN	$3,475,000	-6.4%	49,569	-2.7%	0.01%	-11.1%
WSO	Sell	WATSCO INC	$3,203,000	-4.4%	17,968	-3.0%	0.01%	0.0%
RH	Sell	RH	$3,439,000	+42.8%	24,622	-2.6%	0.01%	+33.3%
BRX	Sell	BRIXMOR PPTY GROUP INC	$3,199,000	-21.8%	183,449	-31.7%	0.01%	-20.0%
UNF	Sell	UNIFIRST CORP MASS	$3,477,000	+6.6%	19,651	-2.7%	0.01%	0.0%
WBS	Sell	WEBSTER FINL CORP CONN	$3,385,000	+11.9%	53,164	-2.6%	0.01%	+14.3%
VAC	Sell	MARRIOTT VACATIONS WRLDWDE C	$3,386,000	-17.4%	29,975	-2.6%	0.01%	-20.0%
CCMP	Sell	CABOT MICROELECTRONICS CORP	$3,571,000	+0.3%	33,207	-0.0%	0.01%	-11.1%
OFC	Sell	CORPORATE OFFICE PPTYS TRsh ben int	$3,296,000	+8.8%	113,731	-3.0%	0.01%	+14.3%
CHSP	Sell	CHESAPEAKE LODGING TRsh ben int	$3,441,000	+8.0%	108,722	-5.1%	0.01%	0.0%
MYGN	Sell	MYRIAD GENETICS INC	$3,414,000	+24.6%	91,382	-1.5%	0.01%	+14.3%
FAF	Sell	FIRST AMERN FINL CORP	$3,377,000	-12.9%	65,279	-1.1%	0.01%	-11.1%
SNV	Sell	SYNOVUS FINL CORP	$3,593,000	+1.1%	68,047	-4.4%	0.01%	-11.1%
SPR	Sell	SPIRIT AEROSYSTEMS HLDGS INC	$3,571,000	-55.0%	41,560	-56.2%	0.01%	-57.9%
SRCI	Sell	SRC ENERGY INC	$3,380,000	+14.0%	307,294	-2.5%	0.01%	+14.3%
MOH	Sell	MOLINA HEALTHCARE INC	$3,437,000	+8.6%	35,074	-10.1%	0.01%	0.0%
SSD	Sell	SIMPSON MANUFACTURING CO INC	$3,276,000	+5.0%	52,694	-2.7%	0.01%	0.0%
DCI	Sell	DONALDSON INC	$3,413,000	-0.1%	75,640	-0.3%	0.01%	0.0%
QLYS	Sell	QUALYS INC	$3,593,000	+13.6%	42,648	-1.9%	0.01%	0.0%
ONB	Sell	OLD NATL BANCORP IND	$3,216,000	+7.5%	172,881	-2.6%	0.01%	+14.3%
CAE	Sell	CAE INC	$3,304,000	-2.3%	158,978	-12.7%	0.01%	0.0%
EDR	Sell	EDUCATION RLTY TR INC	$3,565,000	+23.1%	85,953	-2.8%	0.01%	+14.3%
EE	Sell	EL PASO ELEC CO	$3,172,000	+12.3%	53,674	-3.1%	0.01%	0.0%
LAD	Sell	LITHIA MTRS INCcl a	$2,955,000	-8.4%	31,239	-2.7%	0.01%	-12.5%
IIVI	Sell	II VI INC	$3,041,000	+1.0%	70,085	-4.9%	0.01%	0.0%
LOGM	Sell	LOGMEIN INC	$3,158,000	-12.6%	30,599	-2.2%	0.01%	-22.2%
LECO	Sell	LINCOLN ELEC HLDGS INC	$3,105,000	-4.3%	35,384	-1.9%	0.01%	-12.5%
LPX	Sell	LOUISIANA PAC CORP	$3,060,000	-6.8%	112,374	-1.6%	0.01%	-12.5%
RYN	Sell	RAYONIER INC	$2,882,000	+9.8%	74,514	-0.1%	0.01%	+16.7%
TRN	Sell	TRINITY INDS INC	$3,116,000	-0.1%	90,928	-4.8%	0.01%	-12.5%
NSA	Sell	NATIONAL STORAGE AFFILIATES	$2,891,000	+21.4%	93,771	-1.3%	0.01%	+16.7%
AEIS	Sell	ADVANCED ENERGY INDS	$2,786,000	-16.5%	47,955	-8.2%	0.01%	-12.5%
OZRK	Sell	BANK OF THE OZARKS	$3,189,000	-8.5%	70,835	-2.0%	0.01%	-12.5%
CY	Sell	CYPRESS SEMICONDUCTOR CORP	$3,157,000	-10.3%	202,720	-2.4%	0.01%	-22.2%
CW	Sell	CURTISS WRIGHT CORP	$2,988,000	-14.0%	25,109	-2.4%	0.01%	-12.5%
UMPQ	Sell	UMPQUA HLDGS CORP	$2,933,000	+3.6%	129,925	-1.7%	0.01%	0.0%
GWB	Sell	GREAT WESTN BANCORP INC	$3,171,000	+1.2%	75,562	-3.0%	0.01%	-12.5%
PCH	Sell	POTLATCHDELTIC CORPORATION	$3,142,000	-3.7%	61,713	-1.7%	0.01%	-12.5%
BRKS	Sell	BROOKS AUTOMATION INC	$2,944,000	+16.1%	90,637	-3.2%	0.01%	+16.7%
AA	Sell	ALCOA CORP	$2,798,000	-38.7%	59,565	-41.3%	0.01%	-36.4%
MGLN	Sell	MAGELLAN HEALTH INC	$3,052,000	-11.6%	31,825	-1.3%	0.01%	-12.5%
UFPI	Sell	UNIVERSAL FST PRODS INC	$2,878,000	+7.1%	78,579	-5.2%	0.01%	0.0%
FCN	Sell	FTI CONSULTING INC	$2,918,000	+24.3%	48,254	-0.5%	0.01%	+16.7%
WTFC	Sell	WINTRUST FINL CORP	$2,817,000	-1.7%	32,368	-2.8%	0.01%	0.0%
URBN	Sell	URBAN OUTFITTERS INC	$2,769,000	+20.7%	62,103	-0.0%	0.01%	+16.7%
UE	Sell	URBAN EDGE PPTYS	$3,085,000	+4.3%	134,830	-2.7%	0.01%	0.0%
TCBI	Sell	TEXAS CAPITAL BANCSHARES INC	$3,182,000	-14.6%	34,777	-16.1%	0.01%	-22.2%
WSM	Sell	WILLIAMS SONOMA INC	$2,875,000	+14.2%	46,836	-1.8%	0.01%	+16.7%
WTS	Sell	WATTS WATER TECHNOLOGIES INCcl a	$2,817,000	-3.3%	35,910	-4.2%	0.01%	0.0%
CHE	Sell	CHEMED CORP NEW	$2,974,000	-48.3%	9,245	-56.1%	0.01%	-50.0%
TDC	Sell	TERADATA CORP DEL	$2,797,000	-1.8%	69,658	-3.0%	0.01%	0.0%
JJSF	Sell	J & J SNACK FOODS CORP	$2,920,000	+7.8%	19,149	-3.5%	0.01%	0.0%
CVBF	Sell	CVB FINL CORP	$2,981,000	-4.1%	133,015	-3.2%	0.01%	-12.5%
OLN	Sell	OLIN CORP	$2,766,000	-7.2%	96,307	-1.7%	0.01%	0.0%
FIVE	Sell	FIVE BELOW INC	$3,171,000	-40.3%	32,453	-55.2%	0.01%	-46.2%
SFNC	Sell	SIMMONS 1ST NATL CORPcl a $1 par	$2,992,000	+1.4%	100,235	-3.6%	0.01%	0.0%
HOPE	Sell	HOPE BANCORP INC	$2,875,000	-5.8%	161,316	-3.9%	0.01%	0.0%
JBLU	Sell	JETBLUE AIRWAYS CORP	$2,813,000	-9.5%	148,227	-3.1%	0.01%	-12.5%
SBRA	Sell	SABRA HEALTH CARE REIT INC	$2,874,000	+16.0%	132,224	-5.8%	0.01%	+16.7%
SIX	Sell	SIX FLAGS ENTMT CORP NEW	$3,169,000	+12.4%	45,226	-0.1%	0.01%	0.0%
AAT	Sell	AMERICAN ASSETS TR INC	$2,834,000	+9.5%	74,009	-4.4%	0.01%	+16.7%
LTC	Sell	LTC PPTYS INC	$3,115,000	+10.6%	72,872	-1.7%	0.01%	0.0%
AGCO	Sell	AGCO CORP	$3,036,000	-7.3%	50,003	-1.0%	0.01%	-12.5%
VIAV	Sell	VIAVI SOLUTIONS INC	$2,872,000	+1.2%	280,780	-3.8%	0.01%	0.0%
AMED	Sell	AMEDISYS INC	$3,139,000	+37.2%	36,736	-3.2%	0.01%	+16.7%
BLKB	Sell	BLACKBAUD INC	$2,840,000	-1.5%	27,718	-2.1%	0.01%	0.0%
SON	Sell	SONOCO PRODS CO	$2,986,000	+8.1%	56,874	-0.0%	0.01%	0.0%
SPKE	Sell	SPARK ENERGY INC	$2,946,000	-18.5%	301,453	-1.3%	0.01%	-22.2%
BMS	Sell	BEMIS INC	$2,959,000	-4.8%	70,119	-1.8%	0.01%	-12.5%
EPR	Sell	EPR PPTYS	$2,956,000	+15.9%	45,606	-1.0%	0.01%	+16.7%
S	Sell	SPRINT CORP	$2,554,000	-5.3%	470,126	-15.0%	0.01%	-14.3%
ITT	Sell	ITT INC	$2,608,000	-0.1%	49,896	-6.4%	0.01%	0.0%
PNFP	Sell	PINNACLE FINL PARTNERS INC	$2,621,000	-7.3%	42,716	-3.0%	0.01%	-14.3%
CNMD	Sell	CONMED CORP	$2,345,000	+8.7%	32,046	-6.0%	0.01%	+20.0%
BRC	Sell	BRADY CORPcl a	$2,415,000	+0.6%	62,658	-3.2%	0.01%	0.0%
VSM	Sell	VERSUM MATLS INC	$2,386,000	-1.6%	64,217	-0.3%	0.01%	0.0%
AEO	Sell	AMERICAN EAGLE OUTFITTERS NE	$2,425,000	+16.5%	104,341	-0.0%	0.01%	+20.0%
POWI	Sell	POWER INTEGRATIONS INC	$2,758,000	+1.3%	37,800	-5.2%	0.01%	-14.3%
DISCA	Sell	DISCOVERY INC	$2,652,000	+9.5%	96,441	-14.6%	0.01%	0.0%
CPS	Sell	COOPER STD HLDGS INC	$2,735,000	+2.4%	20,948	-3.7%	0.01%	0.0%
FLO	Sell	FLOWERS FOODS INC	$2,361,000	-5.4%	113,353	-0.6%	0.01%	0.0%
WDFC	Sell	WD-40 CO	$2,625,000	+6.4%	17,965	-4.2%	0.01%	0.0%
IBKR	Sell	INTERACTIVE BROKERS GROUP IN	$2,572,000	-6.6%	39,935	-2.5%	0.01%	-14.3%
EME	Sell	EMCOR GROUP INC	$2,593,000	-4.5%	34,053	-2.3%	0.01%	-14.3%
MD	Sell	MEDNAX INC	$2,409,000	-23.5%	55,645	-1.7%	0.01%	-25.0%
MATW	Sell	MATTHEWS INTL CORPcl a	$2,447,000	+9.1%	41,678	-6.1%	0.01%	+20.0%
SAIA	Sell	SAIA INC	$2,639,000	+4.4%	32,664	-2.9%	0.01%	0.0%
AWR	Sell	AMERICAN STS WTR CO	$2,734,000	+4.1%	47,875	-3.3%	0.01%	0.0%
IDTI	Sell	INTEGRATED DEVICE TECHNOLOGY	$2,428,000	-1.1%	76,160	-5.2%	0.01%	0.0%
IART	Sell	INTEGRA LIFESCIENCES HLDGS C	$2,623,000	-43.5%	40,730	-51.5%	0.01%	-45.5%
NWBI	Sell	NORTHWEST BANCSHARES INC MD	$2,422,000	+5.2%	139,373	-0.0%	0.01%	0.0%
LXP	Sell	LEXINGTON REALTY TRUST	$2,548,000	+8.4%	291,810	-2.1%	0.01%	0.0%
DORM	Sell	DORMAN PRODUCTS INC	$2,543,000	-2.8%	37,238	-5.7%	0.01%	0.0%
RLJ	Sell	RLJ LODGING TR	$2,491,000	-6.8%	112,982	-17.8%	0.01%	0.0%
KAMN	Sell	KAMAN CORP	$2,519,000	+11.7%	36,165	-0.4%	0.01%	+20.0%
LSXMA	Sell	LIBERTY MEDIA CORP DELAWARE	$2,569,000	+4.0%	57,023	-5.1%	0.01%	0.0%
CREE	Sell	CREE INC	$2,423,000	+0.2%	58,303	-2.7%	0.01%	0.0%
EQC	Sell	EQUITY COMWLTH	$2,399,000	-4.0%	76,170	-6.5%	0.01%	0.0%
OMCL	Sell	OMNICELL INC	$2,633,000	+18.3%	50,203	-2.1%	0.01%	+20.0%
ALE	Sell	ALLETE INC	$2,356,000	+7.0%	30,451	-0.0%	0.01%	+20.0%
R	Sell	RYDER SYS INC	$2,422,000	-4.0%	33,690	-2.8%	0.01%	0.0%
PB	Sell	PROSPERITY BANCSHARES INC	$2,675,000	-7.5%	39,116	-1.8%	0.01%	-14.3%
GIII	Sell	G-III APPAREL GROUP LTD	$2,350,000	+13.8%	52,932	-3.4%	0.01%	+20.0%
RHP	Sell	RYMAN HOSPITALITY PPTYS INC	$2,620,000	+2.2%	31,507	-4.8%	0.01%	0.0%
BANR	Sell	BANNER CORP	$2,534,000	+4.7%	42,147	-3.4%	0.01%	0.0%
SLCA	Sell	U S SILICA HLDGS INC	$2,593,000	-6.3%	100,950	-6.9%	0.01%	-14.3%
OC	Sell	OWENS CORNING NEW	$2,441,000	-70.0%	38,523	-61.9%	0.01%	-70.0%
KWR	Sell	QUAKER CHEM CORP	$2,696,000	+1.1%	17,395	-3.3%	0.01%	0.0%
PLXS	Sell	PLEXUS CORP	$2,486,000	-4.4%	41,761	-4.0%	0.01%	0.0%
APLE	Sell	APPLE HOSPITALITY REIT INC	$2,397,000	-0.7%	134,122	-2.5%	0.01%	0.0%
EGHT	Sell	8X8 INC NEW	$2,446,000	+5.0%	122,285	-2.4%	0.01%	0.0%
DSW	Sell	DSW INCcl a	$2,455,000	+10.4%	95,072	-3.9%	0.01%	+20.0%
SFBS	Sell	SERVISFIRST BANCSHARES INC	$2,417,000	-1.2%	57,987	-3.3%	0.01%	0.0%
JCOM	Sell	J2 GLOBAL INC	$2,473,000	+7.2%	28,530	-2.4%	0.01%	0.0%
NFG	Sell	NATIONAL FUEL GAS CO N J	$2,551,000	-0.4%	48,168	-3.1%	0.01%	0.0%
HAE	Sell	HAEMONETICS CORP	$2,764,000	-46.3%	30,820	-56.2%	0.01%	-50.0%
PLAY	Sell	DAVE & BUSTERS ENTMT INC	$2,440,000	+8.3%	51,270	-5.0%	0.01%	+20.0%
ADC	Sell	AGREE REALTY CORP	$2,535,000	+5.2%	48,010	-4.3%	0.01%	0.0%
IDA	Sell	IDACORP INC	$2,594,000	+1.1%	28,116	-3.3%	0.01%	0.0%
OIS	Sell	OIL STS INTL INC	$2,430,000	+17.9%	75,826	-3.8%	0.01%	+20.0%
CHK	Sell	CHESAPEAKE ENERGY CORP	$2,758,000	+65.1%	527,416	-5.0%	0.01%	+50.0%
FNSR	Sell	FINISAR CORP	$2,679,000	+11.4%	148,912	-2.1%	0.01%	0.0%
PLCE	Sell	CHILDRENS PL INC	$2,682,000	-15.2%	22,190	-5.1%	0.01%	-25.0%
WAGE	Sell	WAGEWORKS INC	$2,481,000	+4.9%	49,608	-5.4%	0.01%	0.0%
GTLS	Sell	CHART INDS INC	$2,399,000	+0.8%	38,890	-3.6%	0.01%	0.0%
IRBT	Sell	IROBOT CORP	$2,659,000	+13.6%	35,080	-3.8%	0.01%	0.0%
KRG	Sell	KITE RLTY GROUP TR	$2,630,000	+10.5%	153,895	-1.5%	0.01%	0.0%
SEM	Sell	SELECT MED HLDGS CORP	$2,502,000	+0.2%	137,826	-4.7%	0.01%	0.0%
ROG	Sell	ROGERS CORP	$2,645,000	-8.6%	23,741	-1.9%	0.01%	-14.3%
NEBLQ	Sell	NOBLE CORP PLC	$2,371,000	+48.1%	374,512	-13.4%	0.01%	+50.0%
INDB	Sell	INDEPENDENT BANK CORP MASS	$2,745,000	+6.5%	35,063	-2.8%	0.01%	0.0%
SHO	Sell	SUNSTONE HOTEL INVS INC NEW	$2,763,000	+4.3%	166,187	-4.6%	0.01%	0.0%
SKT	Sell	TANGER FACTORY OUTLET CTRS I	$2,511,000	+3.3%	106,960	-3.2%	0.01%	0.0%
SANM	Sell	SANMINA CORPORATION	$2,570,000	+3.2%	87,712	-7.9%	0.01%	0.0%
FNB	Sell	FNB CORP PA	$2,527,000	-0.3%	188,448	-0.1%	0.01%	0.0%
BGS	Sell	B & G FOODS INC NEW	$2,636,000	+21.1%	88,161	-4.2%	0.01%	+20.0%
FSLR	Sell	FIRST SOLAR INC	$2,439,000	-29.1%	46,337	-4.4%	0.01%	-25.0%
ASB	Sell	ASSOCIATED BANC CORP	$2,686,000	+2.1%	98,383	-7.2%	0.01%	0.0%
MASI	Sell	MASIMO CORP	$2,691,000	+8.9%	27,559	-1.9%	0.01%	0.0%
CRZO	Sell	CARRIZO OIL & GAS INC	$2,721,000	+67.9%	97,758	-3.5%	0.01%	+50.0%
BCOR	Sell	BLUCORA INC	$2,209,000	+43.5%	59,777	-4.6%	0.01%	+25.0%
WDR	Sell	WADDELL & REED FINL INCcl a	$1,919,000	-15.3%	106,850	-4.7%	0.01%	0.0%
BCC	Sell	BOISE CASCADE CO DEL	$2,279,000	+13.2%	51,043	-2.1%	0.01%	0.0%
BBBY	Sell	BED BATH & BEYOND INC	$1,919,000	-81.9%	96,300	-81.0%	0.01%	-80.8%
ANF	Sell	ABERCROMBIE & FITCH COcl a	$2,146,000	-4.0%	87,739	-5.0%	0.01%	0.0%
PFS	Sell	PROVIDENT FINL SVCS INC	$2,225,000	+4.1%	80,763	-3.4%	0.01%	0.0%
NBTB	Sell	NBT BANCORP INC	$2,156,000	+4.2%	56,555	-3.0%	0.01%	0.0%
BOH	Sell	BANK HAWAII CORP	$1,985,000	-3.4%	23,800	-3.8%	0.01%	0.0%
MRCY	Sell	MERCURY SYS INC	$2,303,000	-24.8%	60,524	-4.5%	0.01%	-28.6%
CNX	Sell	CNX RESOURCES CORPORATION	$2,053,000	+12.2%	115,496	-2.6%	0.01%	+25.0%
ELY	Sell	CALLAWAY GOLF CO	$2,307,000	+11.3%	121,596	-4.0%	0.01%	0.0%
AIR	Sell	AAR CORP	$2,007,000	+1.8%	43,171	-3.4%	0.01%	0.0%
PRGS	Sell	PROGRESS SOFTWARE CORP	$2,278,000	-5.0%	58,655	-5.9%	0.01%	-16.7%
CTRE	Sell	CARETRUST REIT INC	$2,143,000	+24.7%	128,343	-0.0%	0.01%	+25.0%
CASY	Sell	CASEYS GEN STORES INC	$2,265,000	-10.7%	21,556	-6.6%	0.01%	-16.7%
CVCO	Sell	CAVCO INDS INC DEL	$2,263,000	+12.3%	10,897	-6.3%	0.01%	0.0%
AN	Sell	AUTONATION INC	$2,188,000	-30.1%	45,066	-32.6%	0.01%	-37.5%
VMI	Sell	VALMONT INDS INC	$1,987,000	+0.4%	13,161	-2.7%	0.01%	0.0%
EPAC	Sell	ACTUANT CORPcl a new	$2,338,000	+22.7%	79,644	-2.8%	0.01%	0.0%
CHDN	Sell	CHURCHILL DOWNS INC	$1,966,000	+13.1%	6,634	-6.8%	0.01%	+25.0%
CNK	Sell	CINEMARK HOLDINGS INC	$2,183,000	-9.2%	62,231	-2.5%	0.01%	-16.7%
VLY	Sell	VALLEY NATL BANCORP	$1,975,000	-2.4%	162,360	-0.1%	0.01%	0.0%
AAWW	Sell	ATLAS AIR WORLDWIDE HLDGS IN	$2,268,000	+16.0%	31,625	-2.4%	0.01%	0.0%
UVV	Sell	UNIVERSAL CORP VA	$2,155,000	+29.4%	32,626	-5.0%	0.01%	+25.0%
UNIT	Sell	UNITI GROUP INC	$2,037,000	+22.9%	101,740	-0.2%	0.01%	+25.0%
FIX	Sell	COMFORT SYS USA INC	$2,173,000	+4.0%	47,443	-6.4%	0.01%	0.0%
NEU	Sell	NEWMARKET CORP	$2,132,000	-3.3%	5,276	-4.1%	0.01%	0.0%
CLI	Sell	MACK CALI RLTY CORP	$2,045,000	+15.0%	100,881	-5.1%	0.01%	+25.0%
UBSI	Sell	UNITED BANKSHARES INC WEST V	$2,251,000	-0.4%	61,918	-3.5%	0.01%	0.0%
COR	Sell	CORESITE RLTY CORP	$2,247,000	+7.7%	20,284	-2.5%	0.01%	0.0%
RGEN	Sell	REPLIGEN CORP	$2,255,000	+26.6%	47,953	-2.6%	0.01%	+25.0%
MLI	Sell	MUELLER INDS INC	$2,170,000	+10.2%	73,540	-2.3%	0.01%	0.0%
CBRL	Sell	CRACKER BARREL OLD CTRY STOR	$2,064,000	-5.8%	13,216	-4.0%	0.01%	0.0%
AR	Sell	ANTERO RES CORP	$2,088,000	-0.9%	97,711	-7.8%	0.01%	0.0%
CCK	Sell	CROWN HOLDINGS INC	$1,971,000	-17.1%	44,010	-6.0%	0.01%	-16.7%
MBFI	Sell	MB FINANCIAL INC NEW	$2,262,000	+12.3%	48,459	-2.6%	0.01%	0.0%
LITE	Sell	LUMENTUM HLDGS INC	$2,000,000	-61.1%	34,576	-57.1%	0.01%	-58.3%
DECK	Sell	DECKERS OUTDOOR CORP	$2,034,000	+13.3%	18,022	-9.6%	0.01%	+25.0%
QCP	Sell	QUALITY CARE PPTYS INC	$2,245,000	+7.7%	104,374	-2.7%	0.01%	0.0%
PGRE	Sell	PARAMOUNT GROUP INC	$2,016,000	+3.1%	130,901	-4.7%	0.01%	0.0%
EBIX	Sell	EBIX INC	$2,114,000	-2.3%	27,727	-4.5%	0.01%	0.0%
ENTA	Sell	ENANTA PHARMACEUTICALS INC	$2,138,000	+42.0%	18,452	-0.9%	0.01%	+25.0%
MNTA	Sell	MOMENTA PHARMACEUTICALS INC	$1,979,000	+11.6%	96,960	-1.0%	0.01%	+25.0%
NPO	Sell	ENPRO INDS INC	$1,947,000	-13.7%	27,832	-4.6%	0.01%	0.0%
ENSG	Sell	ENSIGN GROUP INC	$2,260,000	+32.9%	63,133	-2.3%	0.01%	+25.0%
AIN	Sell	ALBANY INTL CORPcl a	$2,261,000	-7.8%	37,579	-3.9%	0.01%	-16.7%
TIVO	Sell	TIVO CORP	$2,247,000	-0.8%	167,118	-0.0%	0.01%	0.0%
Z	Sell	ZILLOW GROUP INCcl c cap stk	$2,153,000	+7.3%	36,431	-2.3%	0.01%	0.0%
LTXB	Sell	LEGACY TEX FINL GROUP INC	$2,087,000	-11.8%	53,457	-3.2%	0.01%	-16.7%
ILF	Sell	ISHARES TRlatn amer 40 etf	$2,221,000	-27.5%	75,043	-7.8%	0.01%	-28.6%
THC	Sell	TENET HEALTHCARE CORP	$2,013,000	+9.7%	59,977	-20.6%	0.01%	+25.0%
TECD	Sell	TECH DATA CORP	$1,928,000	-14.5%	23,474	-11.4%	0.01%	0.0%
OLLI	Sell	OLLIES BARGAIN OUTLT HLDGS I	$2,101,000	-46.4%	28,970	-55.4%	0.01%	-44.4%
ITGR	Sell	INTEGER HLDGS CORP	$2,306,000	+8.8%	35,685	-5.0%	0.01%	0.0%
FWRD	Sell	FORWARD AIR CORP	$2,185,000	+6.8%	36,974	-4.5%	0.01%	0.0%
FOXF	Sell	FOX FACTORY HLDG CORP	$2,163,000	+26.9%	46,580	-4.6%	0.01%	+25.0%
FELE	Sell	FRANKLIN ELEC INC	$2,245,000	+4.1%	49,764	-5.9%	0.01%	0.0%
GEO	Sell	GEO GROUP INC NEW	$1,977,000	+28.1%	71,767	-4.8%	0.01%	+25.0%
SMG	Sell	SCOTTS MIRACLE GRO COcl a	$1,925,000	-30.1%	23,140	-27.9%	0.01%	-28.6%
KLIC	Sell	KULICKE & SOFFA INDS INC	$2,073,000	-8.8%	87,051	-4.2%	0.01%	0.0%
NSIT	Sell	INSIGHT ENTERPRISES INC	$2,220,000	+34.1%	45,383	-4.2%	0.01%	+25.0%
IPCC	Sell	INFINITY PPTY & CAS CORP	$2,027,000	+14.1%	14,241	-5.1%	0.01%	+25.0%
SCL	Sell	STEPAN CO	$2,049,000	-8.6%	26,276	-2.6%	0.01%	0.0%
GOV	Sell	GOVERNMENT PPTYS INCOME TR	$2,110,000	+16.1%	133,102	-0.0%	0.01%	+25.0%
KEX	Sell	KIRBY CORP	$2,193,000	+5.1%	26,222	-3.3%	0.01%	0.0%
HMSY	Sell	HMS HLDGS CORP	$2,300,000	+28.2%	106,424	-0.1%	0.01%	+25.0%
HWC	Sell	HANCOCK WHITNEY CORPORATION	$2,294,000	-32.2%	49,186	-24.8%	0.01%	-37.5%
HSC	Sell	HARSCO CORP	$2,257,000	+3.9%	102,125	-3.1%	0.01%	0.0%
HE	Sell	HAWAIIAN ELEC INDUSTRIES	$2,189,000	-3.0%	63,793	-2.8%	0.01%	0.0%
PKI	Sell	PERKINELMER INC	$2,117,000	-7.3%	28,922	-4.0%	0.01%	-16.7%
HUBG	Sell	HUB GROUP INCcl a	$2,116,000	+14.0%	42,486	-4.3%	0.01%	+25.0%
HOMB	Sell	HOME BANCSHARES INC	$2,084,000	-4.1%	92,424	-3.0%	0.01%	0.0%
KLXI	Sell	KLX INC	$2,106,000	-3.3%	29,293	-4.4%	0.01%	0.0%
CXW	Sell	CORECIVIC INC	$1,795,000	+22.2%	75,151	-0.1%	0.00%	0.0%
NAVG	Sell	NAVIGATORS GROUP INC	$1,699,000	-2.0%	29,797	-0.9%	0.00%	0.0%
NP	Sell	NEENAH INC	$1,807,000	+2.4%	21,303	-5.5%	0.00%	0.0%
PDM	Sell	PIEDMONT OFFICE REALTY TR IN	$1,619,000	+3.7%	81,258	-8.4%	0.00%	0.0%
OSIS	Sell	OSI SYSTEMS INC	$1,722,000	+12.1%	22,271	-5.4%	0.00%	0.0%
PEB	Sell	PEBBLEBROOK HOTEL TR	$1,740,000	+3.9%	44,827	-8.0%	0.00%	0.0%
PATK	Sell	PATRICK INDS INC	$1,695,000	-12.8%	29,804	-5.3%	0.00%	-20.0%
AKS	Sell	AK STL HLDG CORP	$1,738,000	-5.6%	401,494	-1.2%	0.00%	0.0%
AMCX	Sell	AMC NETWORKS INCcl a	$1,726,000	+12.2%	27,748	-6.7%	0.00%	0.0%
JWA	Sell	WILEY JOHN & SONS INCcl a	$1,657,000	-6.3%	26,586	-4.2%	0.00%	0.0%
CAR	Sell	AVIS BUDGET GROUP	$1,530,000	-40.1%	47,073	-13.6%	0.00%	-33.3%
WEN	Sell	WENDYS CO	$1,790,000	-10.1%	104,250	-8.1%	0.00%	-20.0%
BHE	Sell	BENCHMARK ELECTRS INC	$1,773,000	-7.8%	60,803	-5.8%	0.00%	-20.0%
WRE	Sell	WASHINGTON REAL ESTATE INVTsh ben int	$1,544,000	+5.2%	50,937	-5.2%	0.00%	0.0%
WAFD	Sell	WASHINGTON FED INC	$1,588,000	-10.0%	48,542	-5.0%	0.00%	0.0%
AAN	Sell	AARONS INC	$1,551,000	-11.4%	35,705	-4.9%	0.00%	0.0%
BPFH	Sell	BOSTON PRIVATE FINL HLDGS IN	$1,694,000	+0.6%	106,557	-5.4%	0.00%	0.0%
BDN	Sell	BRANDYWINE RLTY TRsh ben int new	$1,907,000	-0.9%	112,907	-6.8%	0.00%	-20.0%
ACHC	Sell	ACADIA HEALTHCARE COMPANY IN	$1,900,000	+0.1%	46,470	-4.0%	0.00%	-20.0%
CBLAQ	Sell	CBL & ASSOC PPTYS INC	$1,800,000	+8.6%	323,104	-18.6%	0.00%	0.0%
VSH	Sell	VISHAY INTERTECHNOLOGY INC	$1,758,000	+21.2%	75,924	-2.9%	0.00%	0.0%
CNO	Sell	CNO FINL GROUP INC	$1,732,000	-16.2%	90,984	-4.6%	0.00%	-20.0%
ACIW	Sell	ACI WORLDWIDE INC	$1,603,000	-5.4%	64,930	-9.1%	0.00%	0.0%
CLDT	Sell	CHATHAM LODGING TR	$1,804,000	+9.9%	85,022	-0.9%	0.00%	0.0%
ECOL	Sell	US ECOLOGY INC	$1,871,000	+16.0%	29,384	-2.9%	0.00%	0.0%
CXP	Sell	COLUMBIA PPTY TR INC	$1,757,000	+1.8%	77,459	-8.0%	0.00%	0.0%
ATGE	Sell	ADTALEM GLOBAL ED INC	$1,698,000	-2.0%	35,338	-3.0%	0.00%	0.0%
CMC	Sell	COMMERCIAL METALS CO	$1,524,000	-0.3%	72,198	-3.3%	0.00%	0.0%
MNKKQ	Sell	MALLINCKRODT PUB LTD CO	$1,836,000	+0.8%	98,343	-21.8%	0.00%	0.0%
DAN	Sell	DANA INCORPORATED	$1,608,000	-26.7%	79,691	-6.4%	0.00%	-20.0%
DLX	Sell	DELUXE CORP	$1,808,000	-14.6%	27,296	-4.5%	0.00%	-20.0%
DKS	Sell	DICKS SPORTING GOODS INC	$1,735,000	-4.5%	49,212	-4.9%	0.00%	0.0%
DIN	Sell	DINE BRANDS GLOBAL INC	$1,769,000	-23.0%	23,654	-32.5%	0.00%	-33.3%
UFS	Sell	DOMTAR CORP	$1,829,000	+12.1%	38,323	-0.1%	0.00%	0.0%
EFII	Sell	ELECTRONICS FOR IMAGING INC	$1,864,000	+9.4%	57,237	-8.2%	0.00%	0.0%
PLUS	Sell	EPLUS INC	$1,703,000	+17.4%	18,099	-3.1%	0.00%	0.0%
EVTC	Sell	EVERTEC INC	$1,663,000	+32.8%	75,926	-1.1%	0.00%	+33.3%
TKR	Sell	TIMKEN CO	$1,683,000	-9.4%	38,637	-5.2%	0.00%	0.0%
FSS	Sell	FEDERAL SIGNAL CORP	$1,733,000	-0.1%	74,460	-5.5%	0.00%	0.0%
TEX	Sell	TEREX CORP NEW	$1,767,000	-2.2%	41,871	-13.3%	0.00%	0.0%
TNC	Sell	TENNANT CO	$1,839,000	+13.4%	23,306	-2.8%	0.00%	0.0%
FSP	Sell	FRANKLIN STREET PPTYS CORP	$1,706,000	-0.8%	199,486	-2.4%	0.00%	0.0%
FULT	Sell	FULTON FINL CORP PA	$1,712,000	-9.4%	103,768	-2.7%	0.00%	-20.0%
GATX	Sell	GATX CORP	$1,679,000	-0.6%	22,648	-8.1%	0.00%	0.0%
GCI	Sell	GANNETT CO INC	$1,665,000	+7.1%	155,642	-0.1%	0.00%	0.0%
GBX	Sell	GREENBRIER COS INC	$1,889,000	-0.8%	35,848	-5.4%	0.00%	-20.0%
HAIN	Sell	HAIN CELESTIAL GROUP INC	$1,731,000	-10.0%	58,070	-3.2%	0.00%	-20.0%
HCSG	Sell	HEALTHCARE SVCS GRP INC	$1,854,000	-3.6%	42,912	-3.1%	0.00%	-20.0%
SONC	Sell	SONIC CORP	$1,670,000	+23.9%	48,515	-9.3%	0.00%	+33.3%
HLX	Sell	HELIX ENERGY SOLUTIONS GRP I	$1,494,000	+43.7%	179,379	-0.3%	0.00%	+33.3%
HT	Sell	HERSHA HOSPITALITY TR	$1,514,000	+16.5%	70,532	-2.9%	0.00%	+33.3%
AXL	Sell	AMERICAN AXLE & MFG HLDGS IN	$1,902,000	-2.3%	122,283	-4.4%	0.00%	-20.0%
SXT	Sell	SENSIENT TECHNOLOGIES CORP	$1,612,000	-3.8%	22,527	-5.1%	0.00%	0.0%
IBP	Sell	INSTALLED BLDG PRODS INC	$1,491,000	-11.3%	26,332	-6.0%	0.00%	0.0%
SWM	Sell	SCHWEITZER-MAUDUIT INTL INC	$1,719,000	+5.7%	39,296	-5.4%	0.00%	0.0%
URTH	Sell	ISHARES INCmsci world etf	$1,692,000	-30.7%	19,384	-31.0%	0.00%	-33.3%
KMT	Sell	KENNAMETAL INC	$1,681,000	-85.1%	46,836	-83.3%	0.00%	-85.2%
LM	Sell	LEGG MASON INC	$1,752,000	-14.6%	50,450	-0.0%	0.00%	-20.0%
AMWD	Sell	AMERICAN WOODMARK CORPORATIO	$1,661,000	-9.6%	18,148	-2.8%	0.00%	0.0%
REXR	Sell	REXFORD INDL RLTY INC	$1,548,000	+6.1%	49,317	-2.8%	0.00%	0.0%
RPAI	Sell	RETAIL PPTYS AMER INCcl a	$1,825,000	-1.8%	142,705	-10.4%	0.00%	0.0%
MDC	Sell	M D C HLDGS INC	$1,787,000	+5.5%	58,061	-4.3%	0.00%	0.0%
MSA	Sell	MSA SAFETY INC	$1,879,000	+12.5%	19,508	-2.8%	0.00%	0.0%
MANH	Sell	MANHATTAN ASSOCS INC	$1,816,000	+7.4%	38,631	-4.3%	0.00%	0.0%
MANT	Sell	MANTECH INTL CORPcl a	$1,866,000	-5.9%	34,780	-2.7%	0.00%	-20.0%
MTDR	Sell	MATADOR RES CO	$1,824,000	-19.4%	60,710	-19.8%	0.00%	-20.0%
RPT	Sell	RAMCO-GERSHENSON PPTYS TR	$1,893,000	+4.2%	143,311	-2.4%	0.00%	0.0%
MEI	Sell	METHODE ELECTRS INC	$1,868,000	-1.7%	46,364	-4.6%	0.00%	-20.0%
RMBS	Sell	RAMBUS INC DEL	$1,728,000	-14.2%	137,775	-8.1%	0.00%	-20.0%
QEP	Sell	QEP RES INC	$1,707,000	+19.3%	139,216	-4.7%	0.00%	+33.3%
MUSA	Sell	MURPHY USA INC	$1,608,000	-11.1%	21,638	-12.8%	0.00%	0.0%
CMP	Sell	COMPASS MINERALS INTL INC	$1,380,000	+9.2%	20,965	-0.1%	0.00%	0.0%
UHT	Sell	UNIVERSAL HEALTH RLTY INCM Tsh ben int	$1,437,000	+5.1%	22,450	-1.4%	0.00%	0.0%
GNW	Sell	GENWORTH FINL INC	$1,301,000	+28.2%	289,692	-19.2%	0.00%	+50.0%
NTCT	Sell	NETSCOUT SYS INC	$1,394,000	+4.0%	46,928	-7.9%	0.00%	0.0%
CHCO	Sell	CITY HLDG CO	$1,471,000	+9.7%	19,558	-0.0%	0.00%	0.0%
CRUS	Sell	CIRRUS LOGIC INC	$1,372,000	-10.3%	35,788	-4.8%	0.00%	-25.0%
SBSI	Sell	SOUTHSIDE BANCSHARES INC	$1,215,000	-3.0%	36,102	-0.0%	0.00%	0.0%
SLGN	Sell	SILGAN HOLDINGS INC	$1,159,000	-10.0%	43,181	-6.6%	0.00%	0.0%
GPORQ	Sell	GULFPORT ENERGY CORP	$1,176,000	+22.4%	93,584	-6.0%	0.00%	+50.0%
CHS	Sell	CHICOS FAS INC	$1,442,000	-10.0%	177,035	-0.0%	0.00%	-25.0%
ESL	Sell	ESTERLINE TECHNOLOGIES CORP	$1,071,000	-6.4%	14,518	-7.2%	0.00%	0.0%
EVHC	Sell	ENVISION HEALTHCARE CORP	$1,318,000	-39.5%	29,920	-47.2%	0.00%	-40.0%
KBH	Sell	KB HOME	$1,272,000	-8.9%	46,722	-4.8%	0.00%	0.0%
CRS	Sell	CARPENTER TECHNOLOGY CORP	$1,429,000	+13.1%	27,178	-5.1%	0.00%	0.0%
MTRN	Sell	MATERION CORP	$1,325,000	+4.2%	24,482	-1.7%	0.00%	0.0%
CECO	Sell	CAREER EDUCATION CORP	$1,393,000	+18.5%	86,152	-3.7%	0.00%	0.0%
LPNT	Sell	LIFEPOINT HEALTH INC	$1,107,000	-0.4%	22,691	-4.1%	0.00%	0.0%
EAT	Sell	BRINKER INTL INC	$1,244,000	+22.7%	26,133	-7.0%	0.00%	+50.0%
SNBR	Sell	SLEEP NUMBER CORP	$1,359,000	-22.4%	46,829	-6.0%	0.00%	-25.0%
TBI	Sell	TRUEBLUE INC	$1,312,000	-3.0%	48,786	-6.7%	0.00%	0.0%
PRSC	Sell	PROVIDENCE SVC CORP	$1,090,000	+4.3%	13,878	-8.2%	0.00%	0.0%
LNN	Sell	LINDSAY CORP	$1,307,000	+5.1%	13,482	-1.3%	0.00%	0.0%
MDP	Sell	MEREDITH CORP	$1,214,000	-5.2%	23,800	-0.1%	0.00%	0.0%
TPH	Sell	TRI POINTE GROUP INC	$1,472,000	-3.7%	89,942	-3.2%	0.00%	-25.0%
TRST	Sell	TRUSTCO BK CORP N Y	$1,172,000	+6.5%	130,849	-0.0%	0.00%	0.0%
WAL	Sell	WESTERN ALLIANCE BANCORP	$1,367,000	-26.7%	24,112	-24.8%	0.00%	-40.0%
TRMK	Sell	TRUSTMARK CORP	$1,305,000	+0.6%	39,981	-3.9%	0.00%	0.0%
LPSN	Sell	LIVEPERSON INC	$1,460,000	+28.6%	69,235	-0.6%	0.00%	0.0%
TUP	Sell	TUPPERWARE BRANDS CORP	$1,284,000	-14.7%	31,116	-0.1%	0.00%	-25.0%
MIK	Sell	MICHAELS COS INC	$1,227,000	-7.5%	64,034	-4.8%	0.00%	0.0%
DDS	Sell	DILLARDS INCcl a	$1,093,000	+12.0%	11,573	-4.7%	0.00%	+50.0%
SMP	Sell	STANDARD MTR PRODS INC	$1,277,000	-2.5%	26,432	-4.0%	0.00%	0.0%
PWR	Sell	QUANTA SVCS INC	$1,274,000	-3.0%	38,146	-0.1%	0.00%	0.0%
MTX	Sell	MINERALS TECHNOLOGIES INC	$1,479,000	+2.6%	19,654	-8.8%	0.00%	0.0%
TPX	Sell	TEMPUR SEALY INTL INC	$1,254,000	-4.2%	26,106	-9.6%	0.00%	0.0%
PDCO	Sell	PATTERSON COMPANIES INC	$1,116,000	+1.8%	49,265	-0.1%	0.00%	0.0%
GVA	Sell	GRANITE CONSTR INC	$1,265,000	-4.2%	22,749	-3.9%	0.00%	0.0%
CRY	Sell	CRYOLIFE INC	$1,131,000	+35.1%	40,679	-2.8%	0.00%	+50.0%
QTS	Sell	QTS RLTY TR INC	$1,291,000	+3.8%	32,707	-4.8%	0.00%	0.0%
PEI	Sell	PENNSYLVANIA RL ESTATE INVTsh ben int	$1,427,000	-10.9%	129,860	-21.8%	0.00%	-25.0%
NTRI	Sell	NUTRI SYS INC NEW	$1,465,000	+33.7%	38,095	-6.5%	0.00%	0.0%
BFS	Sell	SAUL CTRS INC	$1,178,000	+5.3%	21,981	-0.0%	0.00%	0.0%
MDRX	Sell	ALLSCRIPTS HEALTHCARE SOLUTN	$1,263,000	-7.7%	105,315	-5.0%	0.00%	0.0%
HAFC	Sell	HANMI FINL CORP	$1,184,000	-7.6%	41,735	-0.0%	0.00%	0.0%
SGMS	Sell	SCIENTIFIC GAMES CORP	$1,462,000	+12.1%	29,773	-5.1%	0.00%	0.0%
CNSL	Sell	CONSOLIDATED COMM HLDGS INC	$1,220,000	+12.7%	98,770	-0.1%	0.00%	0.0%
IPHS	Sell	INNOPHOS HOLDINGS INC	$1,249,000	+18.2%	26,257	-0.1%	0.00%	0.0%
STC	Sell	STEWART INFORMATION SVCS COR	$1,202,000	-2.0%	27,916	-0.0%	0.00%	0.0%
STOR	Sell	STORE CAP CORP	$1,095,000	+10.3%	39,929	-0.1%	0.00%	+50.0%
USFD	Sell	US FOODS HLDG CORP	$1,284,000	+2.0%	33,928	-11.5%	0.00%	0.0%
SRG	Sell	SERITAGE GROWTH PPTYScl a	$710,000	+17.5%	16,745	-1.3%	0.00%	+100.0%
HUN	Sell	HUNTSMAN CORP	$652,000	-9.2%	22,321	-8.9%	0.00%	0.0%
HHC	Sell	HOWARD HUGHES CORP	$696,000	-5.2%	5,253	-0.3%	0.00%	0.0%
HTA	Sell	HEALTHCARE TR AMER INCcl a new	$689,000	+1.6%	25,515	-0.1%	0.00%	0.0%
HNI	Sell	HNI CORP	$1,017,000	+2.8%	27,348	-0.2%	0.00%	0.0%
GHL	Sell	GREENHILL & CO INC	$842,000	+38.0%	29,677	-10.0%	0.00%	+100.0%
KL	Sell	KIRKLAND LAKE GOLD LTD	$996,000	+34.4%	47,053	-1.9%	0.00%	0.0%
KOP	Sell	KOPPERS HOLDINGS INC	$1,005,000	-10.1%	26,210	-3.8%	0.00%	-33.3%
SRDX	Sell	SURMODICS INC	$952,000	+36.0%	17,263	-6.0%	0.00%	0.0%
GLPI	Sell	GAMING & LEISURE PPTYS INC	$857,000	-2.7%	23,913	-9.0%	0.00%	0.0%
FTRCQ	Sell	FRONTIER COMMUNICATIONS CORP	$703,000	-36.8%	131,901	-12.1%	0.00%	-33.3%
AVD	Sell	AMERICAN VANGUARD CORP	$781,000	+6.4%	34,036	-6.3%	0.00%	0.0%
TRNO	Sell	TERRENO RLTY CORP	$685,000	+7.9%	18,176	-1.2%	0.00%	0.0%
LION	Sell	FIDELITY SOUTHERN CORP NEW	$722,000	+9.9%	28,425	-0.2%	0.00%	0.0%
TIER	Sell	TIER REIT INC	$770,000	+22.4%	32,376	-4.8%	0.00%	0.0%
EXEL	Sell	EXELIXIS INC	$687,000	-10.7%	31,890	-8.0%	0.00%	0.0%
ESND	Sell	ESSENDANT INC	$674,000	+69.8%	51,016	-0.0%	0.00%	+100.0%
ERJ	Sell	EMBRAER S A	$1,056,000	-35.6%	42,410	-32.6%	0.00%	-50.0%
RGP	Sell	RESOURCES CONNECTION INC	$644,000	+4.7%	38,053	-0.0%	0.00%	+100.0%
DCOM	Sell	DIME CMNTY BANCSHARES	$755,000	+5.6%	38,820	-0.0%	0.00%	0.0%
DXCM	Sell	DEXCOM INC	$931,000	+16.8%	9,800	-8.7%	0.00%	0.0%
WLH	Sell	LYON WILLIAM HOMEScl a new	$772,000	-24.9%	33,285	-11.1%	0.00%	0.0%
CHCT	Sell	COMMUNITY HEALTHCARE TR INC	$682,000	+15.0%	22,829	-0.9%	0.00%	+100.0%
UBA	Sell	URSTADT BIDDLE PPTYS INCcl a	$868,000	+15.9%	38,361	-1.1%	0.00%	0.0%
CDR	Sell	CEDAR REALTY TRUST INC	$671,000	+20.0%	142,134	-0.0%	0.00%	+100.0%
CATO	Sell	CATO CORP NEWcl a	$853,000	+66.3%	34,649	-0.6%	0.00%	+100.0%
VICR	Sell	VICOR CORP	$867,000	+51.0%	19,942	-0.9%	0.00%	+100.0%
BKE	Sell	BUCKLE INC	$1,015,000	+21.0%	37,779	-0.2%	0.00%	0.0%
WPC	Sell	W P CAREY INC	$949,000	+6.3%	14,298	-0.5%	0.00%	0.0%
BAH	Sell	BOOZ ALLEN HAMILTON HLDG CORcl a	$918,000	-3.0%	21,006	-13.9%	0.00%	0.0%
MCY	Sell	MERCURY GENL CORP NEW	$919,000	-0.9%	20,173	-0.0%	0.00%	0.0%
VIVO	Sell	MERIDIAN BIOSCIENCE INC	$919,000	+11.9%	57,825	-0.0%	0.00%	0.0%
AVP	Sell	AVON PRODS INC	$921,000	-46.3%	568,899	-6.1%	0.00%	-50.0%
INT	Sell	WORLD FUEL SVCS CORP	$845,000	-23.7%	41,411	-8.2%	0.00%	-33.3%
AZPN	Sell	ASPEN TECHNOLOGY INC	$709,000	+1.9%	7,644	-13.2%	0.00%	0.0%
AHH	Sell	ARMADA HOFFLER PPTYS INC	$848,000	-24.5%	56,903	-30.7%	0.00%	-33.3%
OR	Sell	OSISKO GOLD ROYALTIES LTD	$820,000	-5.5%	86,580	-4.0%	0.00%	0.0%
ORIT	Sell	ORITANI FINL CORP DEL	$800,000	+5.5%	49,512	-0.0%	0.00%	0.0%
DNOW	Sell	NOW INC	$838,000	+23.1%	62,759	-5.9%	0.00%	0.0%
USG	Sell	U S G CORP	$417,000	-6.1%	9,671	-11.9%	0.00%	0.0%
ALSN	Sell	ALLISON TRANSMISSION HLDGS I	$554,000	-5.3%	13,663	-8.6%	0.00%	0.0%
ARCH	Sell	ARCH COAL INCcl a	$217,000	-15.2%	2,766	-0.5%	0.00%	0.0%
ARRY	Sell	ARRAY BIOPHARMA INC	$372,000	-9.5%	22,164	-11.9%	0.00%	0.0%
AHT	Sell	ASHFORD HOSPITALITY TR INC	$488,000	+23.2%	60,139	-1.7%	0.00%	0.0%
AT	Sell	ATLANTIC PWR CORP	$252,000	+4.1%	114,711	-0.4%	0.00%	0.0%
BGCP	Sell	BGC PARTNERS INCcl a	$286,000	-16.4%	25,280	-0.4%	0.00%	0.0%
BKU	Sell	BANKUNITED INC	$527,000	-6.7%	12,874	-8.7%	0.00%	0.0%
BLMN	Sell	BLOOMIN BRANDS INC	$218,000	-36.8%	10,853	-23.7%	0.00%	0.0%
BTI	Sell	BRITISH AMERN TOB PLCsponsored adr	$267,000	-96.5%	5,297	-96.0%	0.00%	-94.7%
BRKR	Sell	BRUKER CORP	$314,000	-26.8%	10,829	-24.4%	0.00%	0.0%
BTG	Sell	B2GOLD CORP	$462,000	-94.9%	178,991	-94.6%	0.00%	-95.5%
CVI	Sell	CVR ENERGY INC	$303,000	+22.2%	8,188	-0.3%	0.00%	0.0%
CHGG	Sell	CHEGG INC	$311,000	+8.7%	11,201	-19.0%	0.00%	0.0%
CFX	Sell	COLFAX CORP	$281,000	-23.2%	9,157	-20.1%	0.00%	0.0%
CYH	Sell	COMMUNITY HEALTH SYS INC NEW	$608,000	-33.0%	183,086	-20.0%	0.00%	-50.0%
CSOD	Sell	CORNERSTONE ONDEMAND INC	$255,000	-1.9%	5,369	-19.0%	0.00%	0.0%
COT	Sell	COTT CORP QUE	$384,000	+12.0%	23,391	-0.3%	0.00%	0.0%
CVA	Sell	COVANTA HLDG CORP	$396,000	+13.8%	23,942	-0.1%	0.00%	0.0%
DAKT	Sell	DAKTRONICS INC	$464,000	-3.5%	54,569	-0.0%	0.00%	0.0%
ERI	Sell	ELDORADO RESORTS INC	$233,000	-2.1%	5,969	-17.2%	0.00%	0.0%
ENTG	Sell	ENTEGRIS INC	$527,000	-12.5%	15,567	-9.8%	0.00%	0.0%
ERIE	Sell	ERIE INDTY COcl a	$369,000	-0.8%	3,162	-0.0%	0.00%	0.0%
STAY	Sell	EXTENDED STAY AMER INCunit 99/99/9999b	$463,000	-2.3%	21,411	-10.5%	0.00%	0.0%
FEYE	Sell	FIREEYE INC	$298,000	-22.0%	19,371	-14.1%	0.00%	0.0%
GRA	Sell	GRACE W R & CO DEL NEW	$280,000	-78.5%	3,817	-82.1%	0.00%	-66.7%
GPT	Sell	GRAMERCY PPTY TR	$572,000	+22.5%	20,902	-2.5%	0.00%	0.0%
GTE	Sell	GRAN TIERRA ENERGY INC	$328,000	+24.7%	95,002	-0.3%	0.00%	0.0%
HCI	Sell	HCI GROUP INC	$393,000	+9.2%	9,445	-0.0%	0.00%	0.0%
HTZGQ	Sell	HERTZ GLOBAL HLDGS INC	$308,000	-61.0%	20,049	-49.5%	0.00%	-50.0%
IAG	Sell	IAMGOLD CORP	$483,000	+0.4%	82,956	-10.5%	0.00%	0.0%
PODD	Sell	INSULET CORP	$569,000	-9.0%	6,639	-7.8%	0.00%	-50.0%
IONS	Sell	IONIS PHARMACEUTICALS INC	$572,000	-14.2%	13,728	-9.1%	0.00%	-50.0%
EPP	Sell	ISHARES INCmsci pac jp etf	$610,000	-1.0%	13,259	-0.6%	0.00%	0.0%
LOXO	Sell	LOXO ONCOLOGY INC	$446,000	+30.4%	2,568	-13.2%	0.00%	0.0%
MFA	Sell	MFA FINL INC	$361,000	-12.2%	47,603	-12.6%	0.00%	0.0%
MTG	Sell	MGIC INVT CORP WIS	$445,000	-26.1%	41,553	-10.2%	0.00%	0.0%
DOOR	Sell	MASONITE INTL CORP NEW	$233,000	-5.7%	3,248	-19.3%	0.00%	0.0%
MAXR	Sell	MAXAR TECHNOLOGIES LTD	$503,000	+8.4%	10,018	-0.3%	0.00%	0.0%
MC	Sell	MOELIS & COcl a	$233,000	+12.6%	3,989	-2.1%	0.00%	0.0%
NHI	Sell	NATIONAL HEALTH INVS INC	$391,000	+8.6%	5,313	-0.4%	0.00%	0.0%
NGD	Sell	NEW GOLD INC CDA	$213,000	-19.3%	102,427	-0.4%	0.00%	0.0%
OSB	Sell	NORBORD INC	$345,000	+13.1%	8,397	-0.3%	0.00%	0.0%
NRE	Sell	NORTHSTAR REALTY EUROPE CORP	$491,000	0.0%	33,934	-9.9%	0.00%	0.0%
OUT	Sell	OUTFRONT MEDIA INC	$292,000	+2.8%	15,018	-0.5%	0.00%	0.0%
PAAS	Sell	PAN AMERICAN SILVER CORP	$459,000	+10.3%	25,881	-0.5%	0.00%	0.0%
PEGI	Sell	PATTERN ENERGY GROUP INCcl a	$388,000	-82.0%	20,723	-83.4%	0.00%	-80.0%
PEGA	Sell	PEGASYSTEMS INC	$224,000	-25.6%	4,090	-17.4%	0.00%	0.0%
DOC	Sell	PHYSICIANS RLTY TR	$430,000	-14.7%	26,976	-16.5%	0.00%	0.0%
PPC	Sell	PILGRIMS PRIDE CORP NEW	$630,000	-46.0%	31,190	-34.3%	0.00%	-66.7%
POR	Sell	PORTLAND GEN ELEC CO	$383,000	+4.9%	8,959	-0.3%	0.00%	0.0%
POWL	Sell	POWELL INDS INC	$405,000	+29.0%	11,672	-0.1%	0.00%	0.0%
PVG	Sell	PRETIUM RES INC	$221,000	+10.5%	30,053	-0.4%	0.00%	–
RMR	Sell	RMR GROUP INCcl a	$480,000	+2.8%	6,090	-9.0%	0.00%	0.0%
RAD	Sell	RITE AID CORP	$525,000	-26.5%	305,642	-28.3%	0.00%	-50.0%
SEMG	Sell	SEMGROUP CORPcl a	$386,000	+18.8%	15,189	-0.2%	0.00%	0.0%
SENEA	Sell	SENECA FOODS CORP NEWcl a	$237,000	-7.1%	8,812	-4.5%	0.00%	0.0%
SBGI	Sell	SINCLAIR BROADCAST GROUP INCcl a	$312,000	-13.8%	9,732	-15.7%	0.00%	0.0%
SRC	Sell	SPIRIT RLTY CAP INC NEW	$534,000	+2.3%	66,492	-0.9%	0.00%	0.0%
SPOK	Sell	SPOK HLDGS INC	$509,000	+0.6%	33,907	-0.1%	0.00%	0.0%
TAHO	Sell	TAHOE RES INC	$304,000	+4.5%	61,876	-0.4%	0.00%	0.0%
TEN	Sell	TENNECO INC	$232,000	-34.3%	5,287	-17.7%	0.00%	0.0%
TPL	Sell	TEXAS PAC LD TRsub ctf prop i t	$490,000	+23.7%	705	-9.7%	0.00%	0.0%
TAC	Sell	TRANSALTA CORP	$257,000	-8.2%	51,413	-0.5%	0.00%	0.0%
TRCO	Sell	TRIBUNE MEDIA COcl a	$408,000	-6.0%	10,677	-0.2%	0.00%	0.0%
RARE	Sell	ULTRAGENYX PHARMACEUTICAL IN	$411,000	+29.2%	5,344	-14.1%	0.00%	0.0%
UGP	Sell	ULTRAPAR PARTICIPACOES S A	$304,000	-88.9%	25,650	-79.7%	0.00%	-85.7%
OLED	Sell	UNIVERSAL DISPLAY CORP	$381,000	-69.6%	4,433	-64.2%	0.00%	-66.7%
VGR	Sell	VECTOR GROUP LTD	$451,000	-6.6%	23,643	-0.0%	0.00%	0.0%
VC	Sell	VISTEON CORP	$381,000	-1.6%	2,947	-15.9%	0.00%	0.0%
WBT	Sell	WELBILT INC	$322,000	-2.4%	14,420	-15.0%	0.00%	0.0%
WSBC	Sell	WESBANCO INC	$318,000	+6.4%	7,055	-0.1%	0.00%	0.0%
WSR	Sell	WHITESTONE REIT	$623,000	+15.6%	49,870	-3.8%	0.00%	0.0%
WLL	Sell	WHITING PETE CORP NEW	$534,000	+41.6%	10,132	-9.0%	0.00%	0.0%
YELP	Sell	YELP INCcl a	$356,000	-18.5%	9,081	-13.0%	0.00%	0.0%
ZNGA	Sell	ZYNGA INCcl a	$364,000	-9.0%	89,512	-18.1%	0.00%	0.0%
BEP	Sell	BROOKFIELD RENEWABLE PARTNERpartnership unit	$250,000	-3.8%	8,309	-1.1%	0.00%	0.0%
CB	Sell	CHUBB LIMITED	$351,000	-7.4%	2,755	-0.5%	0.00%	0.0%
NVEC	Sell	NVE CORP	$135,000	+0.7%	1,106	-30.9%	0.00%	–
AMC	Sell	AMC ENTMT HLDGS INC	$141,000	+12.8%	8,900	-0.3%	0.00%	–
NYLDA	Sell	NRG YIELD INCcl a new	$110,000	-87.8%	6,447	-88.3%	0.00%	-100.0%
MWA	Sell	MUELLER WTR PRODS INC	$155,000	+6.2%	13,238	-1.4%	0.00%	–
QADA	Sell	QAD INCcl a	$94,000	-21.7%	1,874	-35.0%	0.00%	–
QUAD	Sell	QUAD / GRAPHICS INC	$138,000	-18.3%	6,631	-0.2%	0.00%	–
MNR	Sell	MONMOUTH REAL ESTATE INVT COcl a	$207,000	+9.5%	12,519	-0.3%	0.00%	–
MITL	Sell	MITEL NETWORKS CORP	$208,000	+18.2%	18,934	-0.1%	0.00%	–
MLR	Sell	MILLER INDS INC TENN	$9,000	0.0%	370	-1.1%	0.00%	–
XL	Sell	XL GROUP LTD	$137,000	+1.5%	2,432	-0.1%	0.00%	–
CLDX	Exit	CELLDEX THERAPEUTICS INC NEW	$0	–	-10,275	-100.0%	0.00%	–
PDS	Sell	PRECISION DRILLING CORP	$179,000	+18.5%	54,133	-0.4%	0.00%	–
APTS	Sell	PREFERRED APT CMNTYS INC	$95,000	-71.8%	5,582	-76.5%	0.00%	-100.0%
AVX	Sell	AVX CORP NEW	$79,000	-6.0%	5,061	-0.8%	0.00%	–
NHC	Sell	NATIONAL HEALTHCARE CORP	$150,000	+16.3%	2,129	-0.9%	0.00%	–
RRTS	Exit	ROADRUNNER TRNSN SVCS HLDG I	$0	–	-41,203	-100.0%	0.00%	–
TGB	Exit	TASEKO MINES LTD	$0	–	-26,637	-100.0%	0.00%	–
MERC	Sell	MERCER INTL INC	$98,000	-10.9%	5,599	-36.5%	0.00%	–
MCC	Sell	MEDLEY CAP CORP	$52,000	-17.5%	14,910	-5.6%	0.00%	–
MRT	Sell	MEDEQUITIES RLTY TR INC	$13,000	0.0%	1,144	-10.5%	0.00%	–
CALA	Exit	CALITHERA BIOSCIENCES INC	$0	–	-3,298	-100.0%	0.00%	–
NAK	Exit	NORTHERN DYNASTY MINERALS LT	$0	–	-33,903	-100.0%	0.00%	–
PGEM	Exit	PLY GEM HLDGS INC	$0	–	-3,491	-100.0%	0.00%	–
FREDQ	Exit	FREDS INCcl a	$0	–	-39,329	-100.0%	0.00%	–
MBI	Sell	MBIA INC	$96,000	-36.4%	10,594	-34.6%	0.00%	–
MSFG	Exit	MAINSOURCE FINANCIAL GP INC	$0	–	-4,402	-100.0%	0.00%	–
KNL	Sell	KNOLL INC	$163,000	+3.2%	7,832	-0.2%	0.00%	–
KBAL	Sell	KIMBALL INTL INCcl b	$71,000	-46.2%	4,420	-43.0%	0.00%	–
JCAP	Sell	JERNIGAN CAP INC	$8,000	0.0%	425	-2.3%	0.00%	–
SASR	Sell	SANDY SPRING BANCORP INC	$160,000	+5.3%	3,904	-0.2%	0.00%	–
FMSA	Exit	FAIRMOUNT SANTROL HLDGS INC	$0	–	-12,859	-100.0%	0.00%	–
SCHN	Sell	SCHNITZER STL INDScl a	$134,000	-26.8%	3,965	-29.5%	0.00%	–
INSM	Sell	INSMED INC	$210,000	-13.6%	8,861	-17.8%	0.00%	-100.0%
HIFR	Sell	INFRAREIT INC	$173,000	+14.6%	7,775	-0.3%	0.00%	–
SEAS	Sell	SEAWORLD ENTMT INC	$164,000	-6.3%	7,518	-36.2%	0.00%	–
SHLDQ	Exit	SEARS HLDGS CORP	$0	–	-2,500	-100.0%	0.00%	–
NLNK	Exit	NEWLINK GENETICS CORP	$0	–	-2,048	-100.0%	0.00%	–
IDT	Sell	IDT CORPcl b new	$11,000	-50.0%	2,016	-40.9%	0.00%	–
SWIR	Sell	SIERRA WIRELESS INC	$103,000	-1.9%	6,412	-0.3%	0.00%	–
CBI	Exit	CHICAGO BRIDGE & IRON CO N V	$0	–	-10,791	-100.0%	0.00%	–
HTH	Sell	HILLTOP HOLDINGS INC	$180,000	-26.8%	8,180	-21.7%	0.00%	-100.0%
HTBK	Sell	HERITAGE COMMERCE CORP	$72,000	+2.9%	4,229	-0.2%	0.00%	–
RSO	Exit	RESOURCE CAP CORP	$0	–	-1,125	-100.0%	0.00%	–
DHX	Exit	DHI GROUP INC	$0	–	-62,575	-100.0%	0.00%	–
SPB	Sell	SPECTRUM BRANDS HLDGS INC	$122,000	-87.9%	1,493	-84.6%	0.00%	-100.0%
TRK	Sell	SPEEDWAY MOTORSPORTS INC	$42,000	-4.5%	2,388	-3.2%	0.00%	–
STB	Exit	STUDENT TRANSN INC	$0	–	-4,708	-100.0%	0.00%	–
STAA	Sell	STAAR SURGICAL CO	$109,000	+38.0%	3,523	-34.2%	0.00%	–
GEFB	Sell	GREIF INCcl b	$62,000	-3.1%	1,079	-2.6%	0.00%	–
SCS	Sell	STEELCASE INCcl a	$170,000	-1.2%	12,605	-0.2%	0.00%	–
SCM	Sell	STELLUS CAP INVT CORP	$56,000	+7.7%	4,403	-3.0%	0.00%	–
GMRE	Sell	GLOBAL MED REIT INC	$8,000	+33.3%	853	-2.1%	0.00%	–
PIR	Exit	PIER 1 IMPORTS INC	$0	–	-15,642	-100.0%	0.00%	–
GHDX	Sell	GENOMIC HEALTH INC	$138,000	+16.0%	2,733	-27.7%	0.00%	–
RARX	Exit	RA PHARMACEUTICALS INC	$0	–	-800	-100.0%	0.00%	–
	Sell	GARRISON CAP INC	$37,000	-2.6%	4,508	-3.1%	0.00%	–
GCAP	Sell	GAIN CAP HLDGS INC	$5,000	0.0%	656	-2.4%	0.00%	–
FSM	Sell	FORTUNA SILVER MINES INC	$158,000	+9.0%	27,999	-0.4%	0.00%	–
TESS	Sell	TESSCO TECHNOLOGIES INC	$6,000	-40.0%	369	-17.3%	0.00%	–
TFSL	Sell	TFS FINL CORP	$26,000	0.0%	1,651	-6.8%	0.00%	–
FFIC	Sell	FLUSHING FINL CORP	$132,000	-3.6%	5,067	-0.1%	0.00%	–
TLGT	Exit	TELIGENT INC NEW	$0	–	-11,080	-100.0%	0.00%	–
FHB	Sell	FIRST HAWAIIAN INC	$187,000	+3.9%	6,447	-0.6%	0.00%	–
FNLC	Sell	FIRST BANCORP INC ME	$5,000	0.0%	160	-2.4%	0.00%	–
TSRO	Sell	TESARO INC	$133,000	-79.2%	2,986	-73.4%	0.00%	-100.0%
FPI	Sell	FARMLAND PARTNERS INC	$7,000	0.0%	801	-2.2%	0.00%	–
CHUBA	Exit	COMMERCEHUB INC	$0	–	-1,564	-100.0%	0.00%	–
EOCCY	Exit	ENEL GENERACION CHILE S Asponsored adr	$0	–	-700	-100.0%	0.00%	–
FTDCQ	Sell	FTD COS INC	$85,000	+18.1%	18,399	-6.5%	0.00%	–
RNET	Exit	RIGNET INC	$0	–	-2,365	-100.0%	0.00%	–
EPM	Sell	EVOLUTION PETROLEUM CORP	$15,000	+25.0%	1,532	-0.6%	0.00%	–
ICON	Exit	ICONIX BRAND GROUP INC	$0	–	-2,976	-100.0%	0.00%	–
CGIPQ	Exit	CELADON GROUP INC	$0	–	-335	-100.0%	0.00%	–
EBF	Sell	ENNIS INC	$64,000	+3.2%	3,139	-0.3%	0.00%	–
SGY	Exit	STONE ENERGY CORP	$0	–	-2,479	-100.0%	0.00%	–
TPVG	Sell	TRIPLEPOINT VENTURE GROWTH B	$53,000	-5.4%	4,278	-7.6%	0.00%	–
EGO	Sell	ELDORADO GOLD CORP NEW	$124,000	-13.3%	123,364	-28.0%	0.00%	–
EC	Sell	ECOPETROL S Asponsored ads	$83,000	-5.7%	4,034	-11.3%	0.00%	–
EMCI	Sell	EMC INS GROUP INC	$8,000	0.0%	278	-2.1%	0.00%	–
SNECQ	Exit	SANCHEZ ENERGY CORP	$0	–	-5,493	-100.0%	0.00%	–
LQ	Exit	LA QUINTA HLDGS INC	$0	–	-7,073	-100.0%	0.00%	–
DGICA	Sell	DONEGAL GROUP INCcl a	$4,000	-20.0%	295	-2.0%	0.00%	–
UMH	Sell	UMH PPTYS INC	$64,000	+14.3%	4,138	-0.4%	0.00%	–
DYN	Exit	DYNEGY INC NEW DEL	$0	–	-13,925	-100.0%	0.00%	–
BSF	Exit	BEAR ST FINL INC	$0	–	-116	-100.0%	0.00%	–
COTV	Sell	COTIVITI HLDGS INC	$185,000	-3.6%	4,185	-24.9%	0.00%	–
CORR	Sell	CORENERGY INFRASTRUCTURE TR	$17,000	0.0%	441	-0.5%	0.00%	–
UBNK	Sell	UNITED FINL BANCORP INC NEW	$90,000	+5.9%	5,177	-0.2%	0.00%	–
CTBI	Sell	COMMUNITY TR BANCORP INC	$62,000	+6.9%	1,259	-0.5%	0.00%	–
CMCO	Sell	COLUMBUS MCKINNON CORP N Y	$108,000	-19.4%	2,496	-33.5%	0.00%	–
UTL	Sell	UNITIL CORP	$163,000	+9.4%	3,202	-0.1%	0.00%	–
RPXC	Exit	RPX CORP	$0	–	-6,526	-100.0%	0.00%	–
CLCT	Sell	COLLECTORS UNIVERSE INC	$9,000	-10.0%	593	-2.0%	0.00%	–
FNHC	Exit	FEDERATED NATL HLDG CO	$0	–	-76	-100.0%	0.00%	–
SBBX	Exit	SUSSEX BANCORP	$0	–	-14	-100.0%	0.00%	–
CDE	Sell	COEUR MNG INC	$130,000	-32.6%	17,091	-28.9%	0.00%	–
UVSP	Sell	UNIVEST CORP PA	$113,000	0.0%	4,089	-0.1%	0.00%	–
CZNC	Sell	CITIZENS & NORTHN CORP	$8,000	0.0%	326	-3.6%	0.00%	–
VNDA	Sell	VANDA PHARMACEUTICALS INC	$120,000	-23.6%	6,312	-32.2%	0.00%	–
CHEF	Sell	CHEFS WHSE INC	$96,000	-22.6%	3,368	-37.7%	0.00%	–
PICO	Exit	PICO HLDGS INC	$0	–	-1,273	-100.0%	0.00%	–
CTT	Sell	CATCHMARK TIMBER TR INCcl a	$62,000	+1.6%	4,848	-0.3%	0.00%	–
NRCIB	Exit	NATIONAL RESH CORPcl b	$0	–	-195	-100.0%	0.00%	–
TAST	Sell	CARROLS RESTAURANT GROUP INC	$73,000	-27.7%	4,903	-45.7%	0.00%	–
VLGEA	Sell	VILLAGE SUPER MKT INCcl a new	$14,000	+16.7%	460	-0.9%	0.00%	–
VIRT	Sell	VIRTU FINL INCcl a	$194,000	-19.8%	7,306	-0.7%	0.00%	-100.0%
CHUBK	Exit	COMMERCEHUB INC	$0	–	-3,128	-100.0%	0.00%	–
CMCT	Sell	CIM COML TR CORP	$9,000	+12.5%	630	-2.2%	0.00%	–
BDGE	Sell	BRIDGE BANCORP INC	$130,000	+6.6%	3,620	-0.1%	0.00%	–
BRG	Sell	BLUEROCK RESIDENTIAL GRW REI	$9,000	0.0%	1,010	-1.8%	0.00%	–
BHBK	Sell	BLUE HILLS BANCORP INC	$85,000	+4.9%	3,867	-0.2%	0.00%	–
WASH	Sell	WASHINGTON TR BANCORP	$121,000	+8.0%	2,080	-0.2%	0.00%	–
BTEGF	Sell	BAYTEX ENERGY CORP	$140,000	+22.8%	41,775	-0.3%	0.00%	–
MTCH	Exit	MATCH GROUP INC	$0	–	-4,300	-100.0%	0.00%	–
LBYYQ	Exit	LIBBEY INC	$0	–	-1,652	-100.0%	0.00%	–
WIN	Exit	WINDSTREAM HLDGS INC	$0	–	-21,720	-100.0%	0.00%	–
CAFD	Exit	8POINT3 ENERGY PARTNERS LPcl a rpt ltdpt	$0	–	-6,052	-100.0%	0.00%	–
WTBA	Sell	WEST BANCORPORATION INCcap stk	$5,000	0.0%	196	-2.0%	0.00%	–
BWINB	Sell	BALDWIN & LYONS INCcl b	$98,000	+10.1%	4,023	-0.1%	0.00%	–
WHG	Sell	WESTWOOD HLDGS GROUP INC	$114,000	+5.6%	1,907	-0.2%	0.00%	–
WEYS	Sell	WEYCO GROUP INC	$13,000	+8.3%	344	-0.6%	0.00%	–
AROW	Sell	ARROW FINL CORP	$53,000	+6.0%	1,454	-0.3%	0.00%	–
AAIC	Sell	ARLINGTON ASSET INVT CORPcl a new	$54,000	-6.9%	5,216	-0.4%	0.00%	–
PGHEF	Exit	PENGROWTH ENERGY CORP	$0	–	-41,878	-100.0%	0.00%	–
REV	Exit	REVLON INCcl a new	$0	–	-1,212	-100.0%	0.00%	–
AMSWA	Sell	AMERICAN SOFTWARE INCcl a	$17,000	+13.3%	1,134	-0.9%	0.00%	–
CLNE	Exit	CLEAN ENERGY FUELS CORP	$0	–	-7,535	-100.0%	0.00%	–
ANAT	Sell	AMERICAN NATL INS CO	$132,000	+1.5%	1,104	-0.5%	0.00%	–
AMNB	Sell	AMERICAN NATL BANKSHARES INC	$4,000	0.0%	102	-1.9%	0.00%	–
PI	Exit	IMPINJ INC	$0	–	-2,255	-100.0%	0.00%	–
AIMC	Sell	ALTRA INDL MOTION CORP	$158,000	-29.5%	3,660	-24.7%	0.00%	-100.0%
ALX	Sell	ALEXANDERS INC	$180,000	0.0%	472	-0.2%	0.00%	–
AVHI	Exit	AV HOMES INC	$0	–	-4,274	-100.0%	0.00%	–
AAVVF	Sell	ADVANTAGE OIL & GAS LTD	$103,000	+4.0%	33,202	-0.4%	0.00%	–
APTV	Sell	APTIV PLC	$143,000	+5.9%	1,567	-1.2%	0.00%	–
PRK	Sell	PARK NATL CORP	$135,000	+5.5%	1,212	-1.1%	0.00%	–
OLP	Sell	ONE LIBERTY PPTYS INC	$83,000	+7.8%	3,145	-9.4%	0.00%	–
PWOD	Sell	PENNS WOODS BANCORP INC	$4,000	0.0%	84	-2.3%	0.00%	–
PAG	Sell	PENSKE AUTOMOTIVE GRP INC	$200,000	+5.3%	4,247	-0.5%	0.00%	–
ACETQ	Sell	ACETO CORP	$116,000	-62.0%	34,660	-13.7%	0.00%	-100.0%
PFIS	Sell	PEOPLES FINL SVCS CORP	$5,000	+25.0%	96	-2.0%	0.00%	–
NG	Sell	NOVAGOLD RES INC	$210,000	+1.4%	47,232	-0.4%	0.00%	-100.0%
NXRT	Sell	NEXPOINT RESIDENTIAL TR INC	$71,000	+14.5%	2,502	-0.1%	0.00%	–
FTI	Sell	TECHNIPFMC PLC	$130,000	+6.6%	4,086	-1.6%	0.00%	–
NXE	Sell	NEXGEN ENERGY LTD	$95,000	+9.2%	50,968	-0.4%	0.00%	–
NYRT	Sell	NEW YORK REIT INC	$40,000	-25.9%	2,200	-12.0%	0.00%	–
NSU	Sell	NEVSUN RES LTD	$160,000	+44.1%	46,152	-0.5%	0.00%	–
WLTW	Sell	WILLIS TOWERS WATSON PUB LTD	$118,000	-2.5%	780	-1.0%	0.00%	–
SNCR	Exit	SYNCHRONOSS TECHNOLOGIES INC	$0	–	-56,359	-100.0%	-0.00%	–
BUFF	Exit	BLUE BUFFALO PET PRODS INC	$0	–	-10,675	-100.0%	-0.00%	–
BH	Exit	BIGLARI HLDGS INC	$0	–	-1,379	-100.0%	-0.00%	–
AHP	Exit	ASHFORD HOSPITALITY PRIME IN	$0	–	-23,445	-100.0%	-0.00%	–
AVXS	Exit	AVEXIS INC	$0	–	-3,313	-100.0%	-0.00%	–
VDSI	Exit	VASCO DATA SEC INTL INC	$0	–	-37,980	-100.0%	-0.00%	–
HAWK	Exit	BLACKHAWK NETWORK HLDGS INC	$0	–	-6,565	-100.0%	-0.00%	–
CALD	Exit	CALLIDUS SOFTWARE INC	$0	–	-6,973	-100.0%	-0.00%	–
AFAM	Exit	ALMOST FAMILY INC	$0	–	-17,537	-100.0%	-0.00%	–
FINL	Exit	FINISH LINE INCcl a	$0	–	-54,223	-100.0%	-0.00%	–
MFGP	Exit	MICRO FOCUS INTERNATIONAL PLspon adr new	$0	–	-75,510	-100.0%	-0.00%	–
CLNS	Exit	COLONY NORTHSTAR INC	$0	–	-192,781	-100.0%	-0.00%	–
ALOG	Exit	ANALOGIC CORP	$0	–	-16,359	-100.0%	-0.00%	–
DDR	Exit	DDR CORP	$0	–	-226,852	-100.0%	-0.00%	–
KKR	Exit	KKR & CO L P DEL	$0	–	-75,575	-100.0%	-0.00%	–
IPXL	Exit	IMPAX LABORATORIES INC	$0	–	-97,500	-100.0%	-0.01%	–
BGC	Exit	GENERAL CABLE CORP DEL NEW	$0	–	-69,227	-100.0%	-0.01%	–
MDR	Exit	MCDERMOTT INTL INC	$0	–	-462,360	-100.0%	-0.01%	–
DST	Exit	DST SYS INC DEL	$0	–	-35,407	-100.0%	-0.01%	–
MSCC	Exit	MICROSEMI CORP	$0	–	-69,824	-100.0%	-0.01%	–
OA	Exit	ORBITAL ATK INC	$0	–	-33,302	-100.0%	-0.01%	–
ASGN	Exit	ON ASSIGNMENT INC	$0	–	-64,208	-100.0%	-0.01%	–
QRTEA	Exit	LIBERTY INTERACTIVE CORP	$0	–	-268,813	-100.0%	-0.02%	–
CSRA	Exit	CSRA INC	$0	–	-178,047	-100.0%	-0.02%	–
WR	Exit	WESTAR ENERGY INC	$0	–	-185,856	-100.0%	-0.02%	–
GXP	Exit	GREAT PLAINS ENERGY INC	$0	–	-353,706	-100.0%	-0.03%	–
AVGO	Exit	BROADCOM LTD	$0	–	-64,583	-100.0%	-0.04%	–
QQQ	Exit	POWERSHARES QQQ TRUSTunit ser 1	$0	–	-151,148	-100.0%	-0.06%	–
MON	Exit	MONSANTO CO NEW	$0	–	-703,430	-100.0%	-0.20%	–
TWX	Exit	TIME WARNER INC	$0	–	-976,656	-100.0%	-0.22%	–
LUK	Exit	LEUCADIA NATL CORP	$0	–	-5,919,994	-100.0%	-0.33%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

Original filings

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

View 13F-HR filed 2018-08-10

Signatures

The EDGAR filing(s) were signed by:

AMANDEEP SEKHON — ASSOCIATE MANAGER-INVESTMENT COMPLIANCE

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
MICROSOFT CORP	42	Q3 2023	5.3%
TORONTO DOMINION BK ONT	42	Q3 2023	5.9%
ROYAL BK CDA SUSTAINABL	42	Q3 2023	5.6%
JOHNSON & JOHNSON	42	Q3 2023	1.6%
EXXON MOBIL CORP	42	Q3 2023	1.4%
CANADIAN NATL RY CO	42	Q3 2023	2.5%
SUNCOR ENERGY INC NEW	42	Q3 2023	2.5%
ENBRIDGE INC	42	Q3 2023	2.3%
MANULIFE FINL CORP	42	Q3 2023	2.1%
JPMORGAN CHASE & CO	42	Q3 2023	1.1%

View CANADA LIFE ASSURANCE Co's complete holdings history.

Latest filings

Type	Filed
13F-HR	2024-05-13
13F-HR	2024-02-13
13F-HR	2023-11-14
13F-HR	2023-08-10
13F-HR	2023-05-12
13F-HR	2023-02-10
13F-HR	2022-11-01
13F-HR/A	2022-08-12
13F-HR	2022-08-09
13F-HR	2022-05-12

View CANADA LIFE ASSURANCE Co's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported number of holdings is incorrect (2730 != 4028)

Export CANADA LIFE ASSURANCE Co's holdings