O'SHAUGHNESSY ASSET MANAGEMENT, LLC

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$4.05 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 944 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 39.2% .

All

			Value		Shares		↓ Weighting
LYB	Sell	LYONDELLBASELL INDUSTRIES N SHS - A -	$154,748,000	+1.1%	1,780,757	-3.0%	3.82%	+20.1%
TRV	Sell	TRAVELERS COMPANIES INC COM	$150,459,000	-42.1%	1,333,148	-49.7%	3.72%	-31.2%
NOC	Sell	NORTHROP GRUMMAN CORP COM	$131,668,000	+1.6%	697,357	-10.7%	3.26%	+20.6%
ITW	Buy	ILLINOIS TOOL WKS INC COM	$111,683,000	+15.6%	1,205,043	+2.7%	2.76%	+37.4%
CCE	Sell	COCA COLA ENTERPRISES INC NE COM	$92,861,000	+0.0%	1,885,892	-1.8%	2.30%	+18.8%
BBBY	Sell	BED BATH & BEYOND INC COM	$88,795,000	-16.3%	1,840,319	-1.0%	2.20%	-0.5%
LUMN	Sell	CENTURYLINK INC COM	$80,504,000	-3.7%	3,199,684	-3.8%	1.99%	+14.4%
MOS	Sell	MOSAIC CO COM	$76,365,000	-14.8%	2,767,853	-3.9%	1.89%	+1.2%
IBM	Sell	INTERNATIONAL BUSINESS MACHS COM	$72,824,000	-19.0%	529,169	-14.6%	1.80%	-3.7%
NOV	Buy	NATIONAL OILWELL VARCO INC COM	$62,097,000	+90.7%	1,854,193	+114.4%	1.54%	+126.4%
HES	Sell	HESS CORP COM	$61,676,000	-19.5%	1,272,189	-16.8%	1.52%	-4.3%
SNDK	Buy	SANDISK CORP COM	$60,864,000	+40.8%	800,953	+0.7%	1.50%	+67.3%
RY	Buy	ROYAL BK CDA MONTREAL QUE COM	$60,561,000	-0.5%	1,132,943	+2.5%	1.50%	+18.2%
VIAB	Sell	VIACOM INC NEW CL B	$59,360,000	-57.4%	1,442,165	-44.4%	1.47%	-49.4%
MPC	Sell	MARATHON PETE CORP COM	$56,639,000	-28.7%	1,092,578	-36.3%	1.40%	-15.4%
PH	Buy	PARKER HANNIFIN CORP COM	$56,528,000	+71.6%	582,881	+72.1%	1.40%	+103.6%
GLW	Sell	CORNING INC COM	$55,900,000	-9.1%	3,058,001	-14.9%	1.38%	+8.0%
XL	Sell	XL GROUP PLC SHS	$55,333,000	-57.6%	1,412,264	-60.2%	1.37%	-49.7%
TYC	Sell	TYCO INTERNATIONAL PLC SHS	$55,285,000	-44.3%	1,733,626	-38.0%	1.37%	-33.9%
PSX	Sell	PHILLIPS 66 COM	$53,905,000	-32.3%	658,991	-36.4%	1.33%	-19.6%
XRX	Sell	XEROX CORP COM	$53,508,000	+1.1%	5,033,651	-4.9%	1.32%	+20.1%
ALL	Sell	ALLSTATE CORP COM	$52,466,000	-8.6%	845,001	-14.3%	1.30%	+8.5%
SIRI	Sell	SIRIUS XM HOLDINGS INC COM	$51,288,000	-3.8%	12,601,514	-11.6%	1.27%	+14.3%
CBS	Buy	CBS CORP NEW CL B	$48,006,000	+216.3%	1,018,582	+167.8%	1.19%	+275.6%
HIG	Buy	HARTFORD FINL SVCS GROUP INC COM	$45,738,000	+38.1%	1,052,423	+45.5%	1.13%	+64.2%
BMO	Buy	BANK MONTREAL QUE COM	$45,330,000	+8.4%	804,712	+4.7%	1.12%	+28.9%
MGA	Sell	MAGNA INTL INC COM	$44,360,000	-20.1%	1,096,618	-5.5%	1.10%	-5.0%
EMR	Buy	EMERSON ELEC CO COM	$43,806,000	+152.0%	915,876	+132.7%	1.08%	+199.2%
FDX	Sell	FEDEX CORP COM	$43,442,000	-32.1%	291,579	-34.4%	1.07%	-19.4%
NTAP	Buy	NETAPP INC COM	$40,766,000	-0.8%	1,536,613	+10.7%	1.01%	+17.9%
JNPR	Sell	JUNIPER NETWORKS INC COM	$38,294,000	-4.6%	1,387,451	-11.2%	0.95%	+13.3%
ESRX	Buy	EXPRESS SCRIPTS HLDG CO COM	$38,196,000	+52.8%	436,976	+41.5%	0.94%	+81.5%
PNR	Buy	PENTAIR PLC SHS	$37,730,000	+0.5%	761,757	+3.5%	0.93%	+19.3%
MFC	Sell	MANULIFE FINL CORP COM	$37,624,000	-7.6%	2,518,572	-4.6%	0.93%	+9.8%
FLR	Buy	FLUOR CORP NEW COM	$36,344,000	+15.0%	769,671	+3.1%	0.90%	+36.5%
CAT	Buy	CATERPILLAR INC DEL COM	$35,388,000	+20.3%	520,719	+15.7%	0.88%	+43.0%
GSK	Sell	GLAXOSMITHKLINE PLC SPONSORED ADR	$34,408,000	-11.0%	852,743	-15.2%	0.85%	+5.7%
STX	Sell	SEAGATE TECHNOLOGY SHS	$32,774,000	-22.0%	893,998	-4.6%	0.81%	-7.3%
M	Buy	MACY'S INC COM	$32,242,000	+0.8%	921,723	+47.9%	0.80%	+19.7%
SLF	Buy	SUN LIFE FINL INC COM	$32,135,000	+11.8%	1,034,487	+15.5%	0.79%	+32.8%
VOYA	Buy	VOYA FINANCIAL INC COM	$30,663,000	+57.3%	830,744	+65.2%	0.76%	+86.7%
ANTM	Buy	ANTHEM INC COM	$30,547,000	+0.0%	219,066	+0.4%	0.76%	+18.9%
INTC	Buy	INTEL CORP COM	$29,725,000	+18.3%	862,856	+3.5%	0.74%	+40.5%
HD	Sell	HOME DEPOT INC COM	$29,639,000	-33.3%	224,117	-41.7%	0.73%	-20.7%
MAR	Buy	MARRIOTT INTL INC NEW CL A	$28,008,000	+230.7%	417,780	+236.4%	0.69%	+293.2%
BA	Buy	BOEING CO COM	$27,708,000	+15.7%	191,635	+4.8%	0.68%	+37.6%
DOW	Buy	DOW CHEM CO COM	$25,887,000	+36.4%	502,850	+12.4%	0.64%	+62.0%
PFE	Buy	PFIZER INC COM	$23,143,000	+10.0%	716,946	+7.0%	0.57%	+30.6%
AIG	Buy	AMERICAN INTL GROUP INC COM	$22,995,000	+79.7%	371,062	+64.8%	0.57%	+113.5%
VLO	Buy	VALERO ENERGY CORP NEW COM	$22,558,000	+27.5%	319,024	+10.3%	0.56%	+51.6%
ASH	Buy	ASHLAND INC NEW COM	$21,800,000	+16.1%	212,268	+13.8%	0.54%	+37.9%
TWX	Sell	TIME WARNER INC COM	$21,530,000	-66.9%	332,928	-60.2%	0.53%	-60.8%
DISCA	Sell	DISCOVERY COMMUNICATIONS INC CL A COM	$21,252,000	-4.5%	796,555	-6.8%	0.52%	+13.4%
TSS	Buy	TOTAL SYS SVCS INC COM	$20,628,000	+42.5%	414,217	+27.9%	0.51%	+69.4%
CEO	Sell	CNOOC LTD SPONSORED ADR	$20,401,000	-4.2%	195,451	-5.4%	0.50%	+13.8%
SBUX	Buy	STARBUCKS CORP COM	$20,039,000	+9.1%	333,810	+3.3%	0.50%	+29.6%
IP	Buy	INTL PAPER CO COM	$18,989,000	+32.8%	503,683	+33.1%	0.47%	+57.4%
BNS	Buy	BANK N S HALIFAX COM	$18,506,000	+93.6%	458,153	+111.1%	0.46%	+129.6%
CF	Sell	CF INDS HLDGS INC COM	$18,378,000	-24.9%	450,326	-17.4%	0.45%	-11.0%
MSI	New	MOTOROLA SOLUTIONS COM	$18,175,000	–	265,528	+100.0%	0.45%	–
COH	Sell	COACH INC COM	$18,030,000	+3.7%	550,859	-8.4%	0.45%	+23.2%
MCD	Buy	MCDONALDS CORP COM	$17,577,000	+382.0%	148,781	+302.0%	0.43%	+471.1%
GIB	Sell	GROUPE CGI INC CL A SUB VTG	$17,467,000	+8.9%	437,980	-1.5%	0.43%	+29.3%
RDSA	Buy	ROYAL DUTCH SHELL PLC SPONS ADR A	$17,177,000	-1.2%	375,125	+2.3%	0.42%	+17.4%
IR	Sell	INGERSOLL-RAND PLC SHS	$16,178,000	-65.0%	292,607	-67.8%	0.40%	-58.4%
ORLY	Buy	O REILLY AUTOMOTIVE INC NEW COM	$15,885,000	+17.2%	62,684	+15.7%	0.39%	+39.4%
NSU	Buy	NEVSUN RES LTD COM	$14,839,000	+0.9%	5,496,638	+9.0%	0.37%	+19.9%
CA	Buy	CA INC COM	$14,636,000	+64.6%	512,448	+57.3%	0.36%	+95.7%
NAVI	Buy	NAVIENT CORP COM	$14,194,000	+27.5%	1,239,633	+25.2%	0.35%	+51.3%
HSBC	New	HSBC HLDGS PLC SPON ADR NEW	$13,921,000	–	352,688	+100.0%	0.34%	–
JE	Buy	JUST ENERGY GROUP INC COM	$13,859,000	+42.6%	1,948,522	+22.9%	0.34%	+69.8%
UFS	Buy	DOMTAR CORP COM	$13,505,000	+60.5%	366,053	+55.3%	0.33%	+90.9%
CVX	Buy	CHEVRON CORP NEW COM	$13,043,000	+30.3%	144,991	+14.3%	0.32%	+54.8%
WU	Sell	WESTERN UN CO COM	$12,541,000	-12.1%	700,207	-7.0%	0.31%	+4.4%
PRU	Buy	PRUDENTIAL FINL INC COM	$12,223,000	+13.7%	150,141	+6.4%	0.30%	+34.8%
CAJ	Buy	CANON INC SPONSORED ADR	$11,535,000	+9.1%	382,853	+4.9%	0.28%	+29.5%
JNJ	Buy	JOHNSON & JOHNSON COM	$11,414,000	+48.8%	111,121	+35.2%	0.28%	+76.2%
TRI	Sell	THOMSON REUTERS CORP COM	$11,227,000	-40.0%	297,574	-37.8%	0.28%	-28.5%
MON	Buy	MONSANTO CO NEW COM	$11,263,000	+1052.8%	114,319	+898.1%	0.28%	+1290.0%
DCMYY	Buy	NTT DOCOMO INC SPONS ADR	$11,089,000	+1996.2%	540,933	+1624.9%	0.27%	+2390.9%
SU	Sell	SUNCOR ENERGY INC COM	$10,801,000	-50.0%	420,042	-48.2%	0.27%	-40.5%
RIO	Sell	RIO TINTO PLC SPONSORED ADR	$10,731,000	-25.6%	368,515	-13.6%	0.26%	-11.7%
UN	Sell	UNILEVER N V N Y SHS NEW	$10,246,000	-35.3%	236,522	-39.1%	0.25%	-23.3%
MO	Buy	ALTRIA GROUP INC COM	$10,197,000	+130.3%	175,174	+115.3%	0.25%	+173.9%
FOXA	New	TWENTY FIRST CENTY FOX INC CL A	$9,832,000	–	361,995	+100.0%	0.24%	–
BBL	Sell	BHP BILLITON PLC SPONSORED ADR	$9,750,000	-54.0%	430,473	-37.7%	0.24%	-45.4%
KSS	Sell	KOHLS CORP COM	$9,749,000	-40.3%	204,676	-41.9%	0.24%	-29.1%
NUE	Buy	NUCOR CORP COM	$9,532,000	+9245.1%	236,522	+8589.3%	0.24%	+11700.0%
FISV	Buy	FISERV INC COM	$9,440,000	+15.7%	103,218	+9.6%	0.23%	+37.1%
ORAN	Sell	ORANGE SPONSORED ADR	$9,403,000	-52.7%	565,444	-57.0%	0.23%	-44.0%
MET	Buy	METLIFE INC COM	$9,362,000	+24.3%	194,199	+21.6%	0.23%	+47.1%
DPS	Sell	DR PEPPER SNAPPLE GROUP INC COM	$9,345,000	-26.5%	100,263	-37.7%	0.23%	-12.8%
CIGI	Sell	COLLIERS INTERNATIONAL GROUP I SUB VTG SH	$8,972,000	-11.2%	201,847	-19.2%	0.22%	+5.7%
BTI	Sell	BRITISH AMERN TOB PLC SPONSORED ADR	$8,742,000	-10.2%	79,149	-10.5%	0.22%	+6.9%
NKE	Buy	NIKE INC CL B	$8,265,000	+32.2%	132,232	+160.0%	0.20%	+56.9%
CLX	Buy	CLOROX CO DEL COM	$8,179,000	+1775.9%	64,485	+1610.5%	0.20%	+2144.4%
VZ	Sell	VERIZON COMMUNICATIONS INC COM	$8,134,000	-79.5%	175,974	-79.7%	0.20%	-75.7%
LOW	Sell	LOWES COS INC COM	$7,987,000	-70.4%	105,030	-73.2%	0.20%	-64.9%
NPK	Buy	NATIONAL PRESTO INDS INC COM	$7,760,000	+53.1%	93,647	+55.7%	0.19%	+82.9%
TD	Sell	TORONTO DOMINION BK ONT COM NEW	$7,779,000	-47.9%	198,879	-45.7%	0.19%	-38.3%
ABEV	Buy	AMBEV SA SPONSORED ADR	$7,724,000	+221.6%	1,731,880	+253.3%	0.19%	+282.0%
MRK	Buy	MERCK & CO INC COM	$7,464,000	+130.2%	141,312	+115.2%	0.18%	+176.1%
KR	Sell	KROGER CO COM	$7,480,000	+13.5%	178,825	-2.1%	0.18%	+35.0%
CLS	Buy	CELESTICA INC SUB VTG SHS	$7,364,000	+166.7%	668,482	+211.0%	0.18%	+219.3%
DRI	Buy	DARDEN RESTAURANTS INC COM	$7,356,000	+0.7%	115,586	+8.4%	0.18%	+19.7%
BP	Sell	BP PLC SPONSORED ADR	$7,378,000	-58.2%	236,011	-59.2%	0.18%	-50.5%
CORE	Sell	CORE MARK HOLDING CO INC COM	$7,382,000	-47.6%	90,095	-58.2%	0.18%	-37.9%
WM	Sell	WASTE MGMT INC DEL COM	$7,314,000	+7.8%	137,042	-0.2%	0.18%	+28.4%
TU	Sell	TELUS CORP COM	$7,194,000	-41.7%	261,198	-33.5%	0.18%	-30.7%
RBA		RITCHIE BROS AUCTIONEERS COM	$7,127,000	-6.7%	296,945	0.0%	0.18%	+10.7%
SAFM	Sell	SANDERSON FARMS INC COM	$7,065,000	-0.1%	91,142	-11.7%	0.18%	+19.0%
T	Sell	AT&T INC COM	$6,958,000	-76.9%	202,211	-78.2%	0.17%	-72.6%
EA	Sell	ELECTRONIC ARTS INC COM	$6,887,000	-6.4%	100,215	-7.7%	0.17%	+11.1%
ABB	Buy	ABB LTD SPONSORED ADR	$6,857,000	+49.0%	386,725	+48.5%	0.17%	+76.0%
MSFT	Sell	MICROSOFT CORP COM	$6,706,000	+12.4%	120,866	-10.3%	0.17%	+33.9%
FIX	Buy	COMFORT SYS USA INC COM	$6,617,000	+8.3%	232,814	+3.9%	0.16%	+29.1%
CI	Sell	CIGNA CORPORATION COM	$6,621,000	-3.2%	45,244	-10.7%	0.16%	+15.5%
AAPL	Sell	APPLE INC COM	$6,591,000	-24.9%	62,612	-21.3%	0.16%	-10.9%
CTAS	Sell	CINTAS CORP COM	$6,539,000	-22.8%	71,823	-27.3%	0.16%	-8.0%
KORS	New	MICHAEL KORS HLDGS LTD SHS	$6,298,000	–	157,209	+100.0%	0.16%	–
SHW	Sell	SHERWIN WILLIAMS CO COM	$6,245,000	+0.2%	24,056	-14.0%	0.15%	+18.5%
TTE	Sell	TOTAL S A SPONSORED ADR	$6,228,000	-86.3%	138,557	-85.5%	0.15%	-83.7%
MBT	Sell	MOBILE TELESYSTEMS PJSC SPONSORED ADR	$6,154,000	-51.6%	995,776	-43.5%	0.15%	-42.6%
PGR	Buy	PROGRESSIVE CORP OHIO COM	$5,936,000	+156.3%	186,661	+146.9%	0.15%	+206.2%
KLDX	New	KLONDEX MNS LTD COM	$5,746,000	–	2,820,285	+100.0%	0.14%	–
NSP	Sell	INSPERITY INC COM	$5,693,000	-16.2%	118,227	-23.6%	0.14%	0.0%
EFSC	Buy	ENTERPRISE FINL SVCS CORP COM	$5,615,000	+709.1%	198,075	+617.9%	0.14%	+892.9%
STO	Sell	STATOIL ASA SPONSORED ADR	$5,592,000	-56.3%	400,556	-54.4%	0.14%	-48.1%
CNC	Sell	CENTENE CORP DEL COM	$5,557,000	-18.5%	84,435	-32.9%	0.14%	-3.5%
DDC	Sell	DOMINION DIAMOND CORP COM	$5,430,000	-49.3%	533,424	-47.0%	0.13%	-39.9%
HOLX	Buy	HOLOGIC INC COM	$5,407,000	-0.2%	139,764	+0.9%	0.13%	+18.6%
SPOK	Buy	SPOK HOLDINGS INC COM	$5,424,000	+54.7%	296,094	+39.0%	0.13%	+83.6%
CVE	Sell	CENOVUS ENERGY INC COM	$5,391,000	-22.0%	427,945	-6.6%	0.13%	-7.6%
AIZ	Sell	ASSURANT INC COM	$5,177,000	-42.5%	64,284	-43.6%	0.13%	-31.6%
PWR	New	QUANTA SVCS INC COM	$5,080,000	–	250,862	+100.0%	0.13%	–
TEF	Sell	TELEFONICA S A SPONSORED ADR	$4,939,000	-69.4%	446,565	-66.7%	0.12%	-63.7%
SSL	Buy	SASOL LTD SPONSORED ADR	$4,750,000	+81.9%	177,089	+88.6%	0.12%	+116.7%
CS	New	CREDIT SUISSE GROUP SPONSORED ADR	$4,711,000	–	217,202	+100.0%	0.12%	–
CMI	Buy	CUMMINS INC COM	$4,634,000	+21.3%	52,650	+49.7%	0.12%	+45.6%
TSO	Sell	TESORO CORP COM	$4,665,000	+6.1%	44,274	-2.1%	0.12%	+26.4%
SCI	Buy	SERVICE CORP INTL COM	$4,456,000	+15.1%	171,252	+19.9%	0.11%	+35.8%
HTLF	Sell	HEARTLAND FINL USA INC COM	$4,396,000	-26.9%	140,165	-15.4%	0.11%	-12.8%
WMT	Buy	WAL-MART STORES INC COM	$4,393,000	+423.6%	71,663	+454.0%	0.11%	+541.2%
REX	Buy	REX AMERICAN RESOURCES CORP COM	$4,370,000	+98.1%	80,812	+85.4%	0.11%	+134.8%
IOSP	Buy	INNOSPEC INC COM	$4,343,000	+61942.9%	79,974	+55825.9%	0.11%	–
DLTR	Sell	DOLLAR TREE INC COM	$4,225,000	-11.0%	54,715	-23.2%	0.10%	+5.1%
BCR	Buy	BARD C R INC COM	$4,142,000	+64.5%	21,866	+61.8%	0.10%	+96.2%
IMO		IMPERIAL OIL LTD COM NEW	$4,043,000	+2.9%	124,581	0.0%	0.10%	+22.0%
BBY	Sell	BEST BUY INC COM	$4,059,000	-27.5%	133,311	-11.6%	0.10%	-13.8%
AET	Sell	AETNA INC NEW COM	$4,017,000	-11.8%	37,153	-10.7%	0.10%	+4.2%
NTTYY	Sell	NIPPON TELEG & TEL CORP SPONSORED ADR	$3,990,000	+1.2%	100,396	-10.1%	0.10%	+20.7%
AOS	Sell	SMITH A O COM	$3,844,000	-1.8%	50,171	-16.5%	0.10%	+17.3%
CULP	Sell	CULP INC COM	$3,793,000	-39.1%	148,902	-23.4%	0.09%	-27.7%
CVS	Buy	CVS HEALTH CORP COM	$3,807,000	+18.5%	38,942	+17.0%	0.09%	+40.3%
AMWD	Sell	AMERICAN WOODMARK CORP COM	$3,797,000	+21.1%	47,470	-1.8%	0.09%	+44.6%
RE	New	EVEREST RE GROUP LTD COM	$3,643,000	–	19,898	+100.0%	0.09%	–
CBRL	Sell	CRACKER BARREL OLD CNTRY STORE COM	$3,643,000	-38.5%	28,727	-28.5%	0.09%	-26.8%
DOV	New	DOVER CORP COM	$3,547,000	–	57,849	+100.0%	0.09%	–
RSG	Buy	REPUBLIC SVCS INC COM	$3,577,000	+14.5%	81,318	+7.2%	0.09%	+35.4%
FITB	Buy	FIFTH THIRD BANCORP COM	$3,533,000	+31.2%	175,792	+23.5%	0.09%	+55.4%
PTR	Buy	PETROCHINA CO LTD SPONSORED ADR	$3,520,000	-4.8%	53,671	+1.2%	0.09%	+13.0%
LB	Buy	L BRANDS INC COM	$3,505,000	+26.9%	36,577	+19.3%	0.09%	+52.6%
AVY	Buy	AVERY DENNISON CORP COM	$3,493,000	+1331.6%	55,747	+1190.4%	0.09%	+1620.0%
PAYX	New	PAYCHEX INC COM	$3,353,000	–	63,399	+100.0%	0.08%	–
BNCN	Buy	BNC BANCORP COM	$3,282,000	+39.8%	129,315	+22.5%	0.08%	+65.3%
HOFT	Sell	HOOKER FURNITURE CORP COM	$3,276,000	-15.2%	129,783	-21.0%	0.08%	+1.2%
HRB	New	BLOCK H & R INC COM	$3,279,000	–	98,429	+100.0%	0.08%	–
AZO	Buy	AUTOZONE INC COM	$3,220,000	+512.2%	4,340	+497.0%	0.08%	+627.3%
TRQ	Sell	TURQUOISE HILL RES LTD COM	$3,239,000	-59.6%	1,281,747	-49.4%	0.08%	-52.1%
CPN	Sell	CALPINE CORP COM NEW	$3,206,000	-1.1%	221,535	-0.2%	0.08%	+17.9%
HTBK	Buy	HERITAGE COMMERCE CORP COM	$3,171,000	+65.8%	265,165	+57.2%	0.08%	+95.0%
WNS	Sell	WNS HOLDINGS LTD SPON ADR	$3,114,000	+1.9%	99,827	-9.3%	0.08%	+20.3%
TECD	Buy	TECH DATA CORP COM	$3,106,000	+10610.3%	46,788	+10883.1%	0.08%	+7600.0%
CASY	Buy	CASEYS GEN STORES INC COM	$3,135,000	+19.5%	26,031	+2.1%	0.08%	+40.0%
DHIL	Buy	DIAMOND HILL INVESTMENT GROU COM NEW	$3,063,000	+3.3%	16,208	+1.7%	0.08%	+22.6%
IDT	Sell	IDT CORP CL B	$3,063,000	-51.5%	262,690	-40.5%	0.08%	-42.0%
GHC	Sell	GRAHAM HOLDINGS COMPANY CL B	$3,049,000	-41.1%	6,288	-29.9%	0.08%	-30.6%
BRSS	Buy	GLOBAL BRASS & COPPR HLDGS I COM	$3,028,000	+114.0%	142,157	+106.1%	0.08%	+158.6%
OUTR	Sell	OUTERWALL INC COM	$3,007,000	-48.4%	82,285	-19.7%	0.07%	-38.8%
RENX	Sell	RELX NV SPONSORED ADR	$2,950,000	+1.1%	175,301	-1.1%	0.07%	+19.7%
LUV	Sell	SOUTHWEST AIRLS CO COM	$2,957,000	-61.7%	68,666	-66.2%	0.07%	-54.7%
POT	Buy	POTASH CORP SASK INC COM	$2,913,000	+70.0%	170,735	+104.4%	0.07%	+100.0%
CACC	Sell	CREDIT ACCEP CORP MICH COM	$2,850,000	-26.5%	13,316	-32.4%	0.07%	-13.6%
CTB	Buy	COOPER TIRE & RUBR CO COM	$2,845,000	+1.0%	75,166	+5.4%	0.07%	+18.6%
IWV	New	ISHARES TR RUSSELL 3000 ETF	$2,735,000	–	22,737	+100.0%	0.07%	–
TTWO	Sell	TAKE-TWO INTERACTIVE SOFTWARE COM	$2,734,000	-57.6%	78,485	-65.0%	0.07%	-49.3%
UGI	Sell	UGI CORP NEW COM	$2,703,000	-69.3%	80,058	-68.5%	0.07%	-63.4%
SNI	Buy	SCRIPPS NETWORKS INTERACT IN CL A COM	$2,650,000	+22.7%	48,005	+9.4%	0.07%	+46.7%
DIN	Sell	DINEEQUITY INC COM	$2,679,000	-41.2%	31,639	-36.4%	0.07%	-30.5%
TGT	Buy	TARGET CORP COM	$2,573,000	+19.3%	35,435	+29.2%	0.06%	+42.2%
AYI	Buy	ACUITY BRANDS INC COM	$2,544,000	+46.1%	10,881	+9.8%	0.06%	+75.0%
AFL	Sell	AFLAC INC COM	$2,513,000	+0.9%	41,947	-2.1%	0.06%	+19.2%
LHCG	Buy	LHC GROUP INC COM	$2,453,000	+16.3%	54,172	+15.0%	0.06%	+38.6%
SWKS	Sell	SKYWORKS SOLUTIONS INC COM	$2,467,000	-34.6%	32,114	-28.3%	0.06%	-21.8%
DENN	Sell	DENNYS CORP COM	$2,437,000	-60.5%	247,953	-55.7%	0.06%	-53.1%
ACGL	Buy	ARCH CAP GROUP LTD ORD	$2,380,000	+151.1%	34,118	+164.4%	0.06%	+195.0%
MNST	Sell	MONSTER BEVERAGE CORP COM	$2,382,000	+2.8%	15,991	-6.7%	0.06%	+22.9%
ARGO	New	ARGO GROUP INTL HLDGS LTD COM	$2,383,000	–	39,815	+100.0%	0.06%	–
CHL	Sell	CHINA MOBILE LIMITED SPONSORED ADR	$2,338,000	-57.2%	41,506	-54.8%	0.06%	-49.1%
RHI	Sell	ROBERT HALF INTL INC COM	$2,323,000	-65.0%	49,274	-62.1%	0.06%	-58.7%
ADM	Buy	ARCHER DANIELS MIDLAND CO COM	$2,280,000	+20.5%	62,172	+36.2%	0.06%	+43.6%
ACWI	New	ISHARES TR MSCI ACWI ETF	$2,272,000	–	40,696	+100.0%	0.06%	–
BIN	Sell	PROGRESSIVE WASTE SOLUTIONS COM	$2,178,000	-68.5%	92,797	-64.6%	0.05%	-62.5%
GCI	Buy	GANNETT CO INC COM	$2,191,000	+37.3%	134,499	+24.1%	0.05%	+63.6%
ELNK	Sell	EARTHLINK HOLDINGS INC COM	$2,162,000	-14.5%	290,967	-10.5%	0.05%	0.0%
VIV	Sell	TELEFONICA BRASIL SA SPON ADR PFD	$2,164,000	-32.4%	239,655	-31.7%	0.05%	-20.9%
SPTN	Sell	SPARTANNASH COMPANY COM	$2,104,000	-23.6%	97,229	-8.7%	0.05%	-8.8%
EL	Sell	LAUDER ESTEE COS INC CL A	$2,028,000	+5.4%	23,034	-3.4%	0.05%	+25.0%
BCE	Sell	BCE INC COM	$2,030,000	-84.0%	52,737	-83.0%	0.05%	-81.0%
SIGI	Buy	SELECTIVE INS GROUP INC COM	$1,968,000	+368.6%	58,600	+333.5%	0.05%	+444.4%
LNCE	Buy	SNYDERS-LANCE INC COM	$1,998,000	+369.0%	58,241	+360.9%	0.05%	+444.4%
VRSN	Sell	VERISIGN INC COM	$1,972,000	-62.2%	22,576	-73.3%	0.05%	-55.0%
FFG	Sell	FBL FINL GROUP INC CL A	$1,949,000	-20.1%	30,631	-22.7%	0.05%	-5.9%
LII	Buy	LENNOX INTL INC COM	$1,934,000	+14.9%	15,488	+4.3%	0.05%	+37.1%
TRK	Sell	SPEEDWAY MOTORSPORTS INC COM	$1,901,000	-14.0%	91,756	-25.1%	0.05%	+2.2%
FL	Buy	FOOT LOCKER INC COM	$1,887,000	+1.1%	28,996	+11.8%	0.05%	+20.5%
BSET	Sell	BASSETT FURNITURE INDS INC COM	$1,892,000	-38.5%	75,455	-31.7%	0.05%	-26.6%
VNTV	Buy	VANTIV INC CL A	$1,845,000	+434.8%	38,916	+407.3%	0.05%	+557.1%
CENTA	Buy	CENTRAL GARDEN & PET CO CL A NON-VTG	$1,853,000	+599.2%	136,239	+729.3%	0.05%	+666.7%
UNM	Sell	UNUM GROUP COM	$1,872,000	-65.2%	56,220	-64.5%	0.05%	-58.9%
MEOH	Sell	METHANEX CORP COM	$1,841,000	-23.8%	55,972	-23.6%	0.05%	-8.0%
FLEX	New	FLEXTRONICS INTL LTD ORD	$1,865,000	–	166,326	+100.0%	0.05%	–
VLRS	Buy	CONTROLADORA VUELA CIA DE AV SPON ADR RP 10	$1,838,000	+95.9%	107,129	+70.3%	0.04%	+125.0%
ACCO	Buy	ACCO BRANDS CORP COM	$1,819,000	+101.2%	255,053	+99.6%	0.04%	+136.8%
LEG	Sell	LEGGETT & PLATT INC COM	$1,782,000	-66.7%	42,413	-67.4%	0.04%	-60.7%
SEIC	Buy	SEI INVESTMENTS CO COM	$1,779,000	+55.4%	33,958	+43.0%	0.04%	+83.3%
PZZA	Sell	PAPA JOHNS INTL INC COM	$1,733,000	-56.1%	31,025	-46.1%	0.04%	-47.6%
TBNK	Buy	TERRITORIAL BANCORP INC COM	$1,725,000	+12221.4%	62,174	+11183.8%	0.04%	–
JBSS	Sell	SANFILIPPO JOHN B & SON INC COM	$1,685,000	-73.5%	31,190	-74.8%	0.04%	-68.2%
COLM	Sell	COLUMBIA SPORTSWEAR CO COM	$1,670,000	-25.4%	34,246	-10.1%	0.04%	-12.8%
GTS	New	TRIPLE-S MGMT CORP CL B	$1,620,000	–	67,750	+100.0%	0.04%	–
USPH	Sell	U S PHYSICAL THERAPY INC COM	$1,628,000	-74.9%	30,332	-76.7%	0.04%	-70.4%
OSBC	Buy	OLD SECOND BANCORP INC ILL COM	$1,584,000	+22528.6%	202,055	+17318.5%	0.04%	–
CSFL	Buy	CENTERSTATE BANKS INC COM	$1,586,000	+370.6%	101,329	+342.4%	0.04%	+457.1%
TCX	Sell	TUCOWS INC COM	$1,590,000	-58.8%	75,342	-52.2%	0.04%	-51.2%
AAVVF	Sell	ADVANTAGE OIL & GAS LTD COM	$1,596,000	-4.0%	315,329	-1.4%	0.04%	+11.4%
SJR	Sell	SHAW COMMUNICATIONS INC CL B CONV	$1,547,000	-81.2%	90,317	-78.8%	0.04%	-77.8%
FIZZ	New	NATIONAL BEVERAGE CORP COM	$1,520,000	–	33,448	+100.0%	0.04%	–
INTL	Sell	INTERNATIONAL ASSETS HLDG CORP COM	$1,493,000	-20.5%	44,617	-41.4%	0.04%	-5.1%
FBC	New	FLAGSTAR BANCORP INC COM	$1,486,000	–	64,303	+100.0%	0.04%	–
ABC	Sell	AMERISOURCEBERGEN CORP COM	$1,503,000	+5.1%	14,490	-3.8%	0.04%	+23.3%
AMSF	Buy	AMERISAFE INC COM	$1,499,000	+180.2%	29,453	+173.7%	0.04%	+236.4%
UNP	Sell	UNION PAC CORP COM	$1,483,000	-92.1%	18,965	-90.7%	0.04%	-90.5%
AGCO	Buy	AGCO CORP COM	$1,510,000	+47.3%	33,262	+51.3%	0.04%	+76.2%
EBF	Buy	ENNIS INC COM	$1,467,000	+107.5%	76,199	+87.2%	0.04%	+140.0%
ITG	Sell	INVESTMENT TECHNOLOGY GRP NEW COM	$1,473,000	+16.4%	86,545	-8.8%	0.04%	+38.5%
NRTSF	Sell	NOBILIS HEALTH CORP COM	$1,440,000	-52.1%	511,467	-11.8%	0.04%	-42.9%
OSIS	Buy	OSI SYSTEMS INC COM	$1,467,000	+668.1%	16,545	+565.3%	0.04%	+800.0%
HCKT	Sell	HACKETT GROUP INC COM	$1,400,000	-15.4%	87,120	-27.6%	0.04%	+2.9%
ESLT	New	ELBIT SYS LTD ORD	$1,435,000	–	16,249	+100.0%	0.04%	–
ROL	Buy	ROLLINS INC COM	$1,391,000	+71.9%	53,700	+78.4%	0.03%	+100.0%
YHOO	Sell	YAHOO INC COM	$1,379,000	-71.1%	41,460	-70.1%	0.03%	-65.7%
CFNL	Buy	CARDINAL FINL CORP COM	$1,372,000	+124.9%	60,322	+127.4%	0.03%	+161.5%
CHE	Sell	CHEMED CORP NEW COM	$1,350,000	-56.6%	9,013	-61.3%	0.03%	-49.2%
COP	Sell	CONOCOPHILLIPS COM	$1,334,000	-73.4%	28,571	-72.7%	0.03%	-68.3%
MOH	Sell	MOLINA HEALTHCARE INC COM	$1,352,000	-39.1%	22,487	-30.3%	0.03%	-28.3%
UNH	Sell	UNITEDHEALTH GROUP INC COM	$1,291,000	-66.1%	10,970	-65.7%	0.03%	-59.5%
AF	Buy	ASTORIA FINL CORP COM	$1,281,000	-1.5%	80,819	+0.1%	0.03%	+18.5%
NICE	Sell	NICE SYS LTD SPONSORED ADR	$1,282,000	-38.3%	22,357	-39.4%	0.03%	-25.6%
PDLI	Sell	PDL BIOPHARMA INC COM	$1,275,000	-48.6%	360,262	-26.9%	0.03%	-38.5%
BERY	Sell	BERRY PLASTICS GROUP INC COM	$1,269,000	-11.8%	35,064	-26.7%	0.03%	+3.3%
NVR	Buy	NVR INC COM	$1,255,000	+425.1%	764	+386.6%	0.03%	+520.0%
WINA	Sell	WINMARK CORP COM	$1,236,000	-20.9%	13,287	-13.1%	0.03%	-6.1%
WNC	Buy	WABASH NATL CORP COM	$1,244,000	+1282.2%	105,154	+1147.7%	0.03%	+1450.0%
HAS	Sell	HASBRO INC COM	$1,236,000	-33.0%	18,349	-28.3%	0.03%	-18.4%
PG	Buy	PROCTER & GAMBLE CO COM	$1,233,000	+24560.0%	15,525	+23784.6%	0.03%	–
UFCS	Buy	UNITED FIRE GROUP INC COM	$1,228,000	+33.0%	32,065	+20.3%	0.03%	+57.9%
IART	Buy	INTEGRA LIFESCIENCES HLDGS CP COM NEW	$1,218,000	+26.0%	17,976	+10.7%	0.03%	+50.0%
EGBN	Buy	EAGLE BANCORP INC MD COM	$1,210,000	+32.2%	23,972	+19.2%	0.03%	+57.9%
ECA	Sell	ENCANA CORP COM	$1,219,000	-26.4%	240,778	-6.9%	0.03%	-11.8%
BFAM	Sell	BRIGHT HORIZONS FAM SOL IN D COM	$1,192,000	-30.0%	17,841	-32.7%	0.03%	-17.1%
TSRA	Sell	TESSERA TECHNOLOGIES INC COM	$1,161,000	-33.0%	38,677	-27.7%	0.03%	-19.4%
PNFP	Sell	PINNACLE FINL PARTNERS INC COM	$1,190,000	-17.6%	23,179	-20.7%	0.03%	-3.3%
PCBK	New	PACIFIC CONTINENTAL CORP COM	$1,151,000	–	77,346	+100.0%	0.03%	–
EBIX	Sell	EBIX INC COM NEW	$1,146,000	+14.9%	34,946	-12.5%	0.03%	+33.3%
EXPD	New	EXPEDITORS INTL WASH INC COM	$1,126,000	–	24,956	+100.0%	0.03%	–
FDEF	Sell	FIRST DEFIANCE FINL CORP COM	$1,111,000	-35.2%	29,410	-37.3%	0.03%	-25.0%
SYKE	Buy	SYKES ENTERPRISES INC COM	$1,096,000	+54700.0%	35,597	+36980.2%	0.03%	–
AMN	Sell	AMN HEALTHCARE SERVICES INC COM	$1,077,000	-11.6%	34,673	-14.6%	0.03%	+8.0%
BURL	Sell	BURLINGTON STORES INC COM	$1,099,000	-61.0%	25,610	-53.7%	0.03%	-54.2%
SWK	Buy	STANLEY BLACK & DECKER INC COM	$1,070,000	+1326.7%	10,025	+1198.6%	0.03%	+1200.0%
DIS	Buy	DISNEY WALT CO COM DISNEY	$1,057,000	+81.0%	10,062	+76.2%	0.03%	+116.7%
BYD	Sell	BOYD GAMING CORP COM	$1,035,000	+7.3%	52,087	-12.0%	0.03%	+30.0%
GK	Sell	G & K SVCS INC CL A	$1,061,000	-50.9%	16,862	-48.0%	0.03%	-42.2%
MBWM	Buy	MERCANTILE BANK CORP COM	$1,043,000	+4434.8%	42,518	+3730.5%	0.03%	–
LEA	Buy	LEAR CORP COM NEW	$1,012,000	+112.6%	8,237	+88.1%	0.02%	+150.0%
MASI	Buy	MASIMO CORP COM	$1,020,000	+22.6%	24,576	+13.8%	0.02%	+47.1%
VEC	Sell	VECTRUS INC COM	$951,000	-85.4%	45,537	-83.6%	0.02%	-82.4%
TXRH	Sell	TEXAS ROADHOUSE INC COM	$965,000	-86.8%	26,986	-86.2%	0.02%	-84.2%
BCC	Sell	BOISE CASCADE CO DEL COM	$981,000	-26.6%	38,425	-27.5%	0.02%	-14.3%
MORN	Buy	MORNINGSTAR INC COM	$943,000	+351.2%	11,732	+349.8%	0.02%	+475.0%
MATX	Sell	MATSON INC COM	$916,000	-37.9%	21,476	-44.0%	0.02%	-25.8%
UVV	Sell	UNIVERSAL CORP VA COM	$932,000	-19.0%	16,616	-26.1%	0.02%	-4.2%
AMED	Buy	AMEDISYS INC COM	$892,000	+8.9%	22,684	+5.2%	0.02%	+29.4%
AFAM	Sell	ALMOST FAMILY INC COM	$902,000	-58.0%	23,601	-56.0%	0.02%	-51.1%
UEPS	Sell	NET 1 UEPS TECHNOLOGIES INC COM NEW	$870,000	-40.5%	64,422	-26.2%	0.02%	-26.7%
COWN	Sell	COWEN GROUP INC NEW CL A	$881,000	-34.2%	229,961	-21.7%	0.02%	-21.4%
SONC	Sell	SONIC CORP COM	$851,000	-38.5%	26,340	-56.3%	0.02%	-27.6%
KAI	Sell	KADANT INC COM	$834,000	-20.8%	20,537	-23.9%	0.02%	-4.5%
MKTX	Sell	MARKETAXESS HLDGS INC COM	$854,000	-41.4%	7,657	-51.2%	0.02%	-30.0%
CNMD		CONMED CORP COM	$805,000	-7.8%	18,277	0.0%	0.02%	+11.1%
UFPI	New	UNIVERSAL FST PRODS INC COM	$809,000	–	11,833	+100.0%	0.02%	–
GM	Buy	GENERAL MTRS CO COM	$815,000	+72.3%	23,964	+52.2%	0.02%	+100.0%
CUNB	New	CU BANCORP CALIF COM	$811,000	–	32,087	+100.0%	0.02%	–
FAF	Sell	FIRST AMERN FINL CORP COM	$811,000	-42.1%	22,587	-37.0%	0.02%	-31.0%
EFX	Buy	EQUIFAX INC COM	$796,000	+83.8%	7,145	+60.4%	0.02%	+122.2%
COST	Buy	COSTCO WHSL CORP NEW COM	$828,000	+68.0%	5,124	+50.2%	0.02%	+100.0%
SCHL	Sell	SCHOLASTIC CORP COM	$826,000	-21.0%	21,423	-20.2%	0.02%	-9.1%
USCR	Sell	U S CONCRETE INC COM NEW	$801,000	-16.2%	15,218	-30.1%	0.02%	0.0%
HII	Sell	HUNTINGTON INGALLS INDS INC COM	$796,000	-46.5%	6,277	-54.8%	0.02%	-35.5%
MSCI	Buy	MSCI INC COM	$771,000	+42.3%	10,685	+17.3%	0.02%	+72.7%
DST	Sell	DST SYS INC DEL COM	$774,000	-26.7%	6,790	-32.4%	0.02%	-13.6%
BDX	Buy	BECTON DICKINSON & CO COM	$751,000	+40.9%	4,873	+21.3%	0.02%	+72.7%
ISLE	Sell	ISLE OF CAPRI CASINOS INC COM	$749,000	-45.1%	53,786	-31.2%	0.02%	-32.1%
JBT	New	JOHN BEAN TECHNOLOGIES CORP COM	$762,000	–	15,298	+100.0%	0.02%	–
ORI	New	OLD REP INTL CORP COM	$751,000	–	40,317	+100.0%	0.02%	–
STMP	Sell	STAMPS COM INC COM NEW	$742,000	+0.8%	6,773	-31.9%	0.02%	+20.0%
BWXT	New	BWX TECHNOLOGIES INC COM	$742,000	–	23,342	+100.0%	0.02%	–
BR	Buy	BROADRIDGE FINL SOLUTIONS IN COM	$728,000	+23.4%	13,554	+27.2%	0.02%	+50.0%
MHLD	New	MAIDEN HOLDINGS LTD SHS	$724,000	–	48,538	+100.0%	0.02%	–
SHEN	New	SHENANDOAH TELECOMMUNICATIONS COM	$732,000	–	16,999	+100.0%	0.02%	–
CPS	New	COOPER STD HLDGS INC COM	$746,000	–	9,615	+100.0%	0.02%	–
CSCO	Sell	CISCO SYS INC COM	$714,000	-96.4%	26,291	-96.5%	0.02%	-95.6%
GPN	New	GLOBAL PMTS INC COM	$711,000	–	11,017	+100.0%	0.02%	–
AXL	Sell	AMERICAN AXLE & MFG HLDGS INC COM	$722,000	-25.6%	38,102	-21.7%	0.02%	-10.0%
BECN	Buy	BEACON ROOFING SUPPLY INC COM	$719,000	+90.7%	17,469	+50.7%	0.02%	+125.0%
APOG	Sell	APOGEE ENTERPRISES INC COM	$712,000	-72.1%	16,354	-71.3%	0.02%	-66.0%
WAT	Buy	WATERS CORP COM	$698,000	+227.7%	5,189	+199.1%	0.02%	+325.0%
ORBK	New	ORBOTECH LTD ORD	$701,000	–	31,657	+100.0%	0.02%	–
ENSG	Sell	ENSIGN GROUP INC COM	$688,000	-53.7%	30,402	-12.8%	0.02%	-45.2%
DOX	New	AMDOCS LTD SHS	$675,000	–	12,365	+100.0%	0.02%	–
MKL	Buy	MARKEL CORP COM	$683,000	+32.4%	773	+20.0%	0.02%	+54.5%
JACK	Sell	JACK IN THE BOX INC COM	$658,000	-72.3%	8,581	-72.1%	0.02%	-67.3%
PMC	Sell	PHARMERICA CORP COM	$651,000	+20.3%	18,611	-2.0%	0.02%	+45.5%
DY	Sell	DYCOM INDS INC COM	$651,000	-29.1%	9,306	-26.6%	0.02%	-15.8%
FDS	Sell	FACTSET RESH SYS INC COM	$641,000	-61.1%	3,941	-61.8%	0.02%	-52.9%
TSE	New	TRINSEO S A SHS	$643,000	–	22,814	+100.0%	0.02%	–
TILE	Sell	INTERFACE INC COM	$663,000	-39.6%	34,626	-29.2%	0.02%	-30.4%
NATH	Sell	NATHANS FAMOUS INC NEW COM	$635,000	-63.8%	12,324	-73.3%	0.02%	-56.8%
3106PS	New	DELPHI AUTOMOTIVE PLC SHS	$602,000	–	7,020	+100.0%	0.02%	–
FLO	New	FLOWERS FOODS INC COM	$606,000	–	28,221	+100.0%	0.02%	–
VAC	Sell	MARRIOTT VACATIONS WRLDWDE C COM	$605,000	-82.6%	10,625	-79.2%	0.02%	-79.2%
PCG	Buy	PG&E CORP COM	$622,000	+57.5%	11,692	+56.3%	0.02%	+87.5%
SAFT	Sell	SAFETY INS GROUP INC COM	$589,000	-47.6%	10,448	-49.7%	0.02%	-34.8%
DGII	New	DIGI INTL INC COM	$598,000	–	52,577	+100.0%	0.02%	–
DDS	Buy	DILLARDS INC CL A	$609,000	+60800.0%	9,274	+77183.3%	0.02%	–
WOOF	Sell	VCA INC COM	$579,000	-89.3%	10,536	-89.6%	0.01%	-87.6%
WEN	Sell	WENDYS CO COM	$559,000	-72.2%	51,860	-74.1%	0.01%	-66.7%
AEPI	Buy	AEP INDS INC COM	$561,000	+9250.0%	7,269	+6630.6%	0.01%	–
ALV	Buy	AUTOLIV INC COM	$568,000	+90.6%	4,554	+66.3%	0.01%	+133.3%
CUK	Sell	CARNIVAL PLC ADR	$585,000	-10.3%	10,271	-18.5%	0.01%	0.0%
TEX	Sell	TEREX CORP NEW COM	$563,000	-45.1%	30,474	-46.7%	0.01%	-33.3%
VG	Sell	VONAGE HLDGS CORP COM	$560,000	-12.4%	97,552	-10.3%	0.01%	+7.7%
CHKE	Sell	CHEROKEE INC DEL NEW COM	$570,000	-20.8%	33,037	-28.8%	0.01%	-6.7%
RCI	New	ROGERS COMMUNICATIONS INC CL B	$586,000	–	17,071	+100.0%	0.01%	–
IIVI	Sell	II VI INC COM	$586,000	-6.5%	31,572	-19.0%	0.01%	+7.7%
SWHC	Buy	SMITH & WESSON HLDG CORP COM	$583,000	+130.4%	26,521	+77.1%	0.01%	+180.0%
WSFS	New	WSFS FINL CORP COM	$537,000	–	16,582	+100.0%	0.01%	–
MFG	Sell	MIZUHO FINL GROUP INC SPONSORED ADR	$525,000	+5.2%	129,931	-3.4%	0.01%	+30.0%
TRR	Sell	TRC COS INC COM	$524,000	-69.7%	56,690	-64.1%	0.01%	-63.9%
NTES	Sell	NETEASE INC SPONSORED ADR	$544,000	+31.7%	3,000	-12.7%	0.01%	+44.4%
COKE	Sell	COCA COLA BOTTLING CO CONS COM	$543,000	-57.6%	2,977	-55.1%	0.01%	-51.9%
MFLX	Sell	MULTI FINELINE ELECTRONIX IN COM	$514,000	+0.8%	24,842	-18.6%	0.01%	+18.2%
SCSS	Sell	SELECT COMFORT CORP COM	$513,000	-39.1%	23,947	-37.8%	0.01%	-27.8%
IWD	Sell	ISHARES TR RUS 1000 VAL ETF	$541,000	-64.1%	5,527	-65.8%	0.01%	-58.1%
EXPO	Buy	EXPONENT INC COM	$474,000	–	9,481	+473950.0%	0.01%	–
MUFG	Buy	MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR	$469,000	+40.0%	75,362	+36.9%	0.01%	+71.4%
IBA	Sell	INDUSTRIAS BACHOCO S A B DE SPON ADR B	$483,000	-56.9%	9,808	-46.5%	0.01%	-47.8%
NTRI	Sell	NUTRI SYS INC NEW COM	$482,000	-20.3%	22,292	-2.3%	0.01%	-7.7%
SPNS	New	SAPIENS INTL CORP N V SHS NEW	$496,000	–	48,623	+100.0%	0.01%	–
AHL	New	ASPEN INSURANCE HOLDINGS LTD SHS	$468,000	–	9,692	+100.0%	0.01%	–
CATO	Sell	CATO CORP NEW CL A	$493,000	-80.6%	13,380	-82.0%	0.01%	-77.4%
LABL	Sell	MULTI COLOR CORP COM	$481,000	-78.2%	8,044	-72.1%	0.01%	-73.9%
TTM	Buy	TATA MTRS LTD SPONSORED ADR	$457,000	+183.9%	15,507	+116.6%	0.01%	+266.7%
WDFC	Buy	WD-40 CO COM	$464,000	–	4,705	+58712.5%	0.01%	–
KMB	Buy	KIMBERLY CLARK CORP COM	$460,000	+15233.3%	3,612	+11187.5%	0.01%	–
PAC	Buy	GPO AEROPORTUARIO DEL PAC SA SPON ADR B	$462,000	+30.5%	5,229	+28.3%	0.01%	+57.1%
BAK	Buy	BRASKEM S A SP ADR PFD A	$439,000	+1729.2%	32,419	+1019.1%	0.01%	–
PLCE	Sell	CHILDRENS PL INC COM	$460,000	-38.6%	8,339	-35.8%	0.01%	-31.2%
CBM	Sell	CAMBREX CORP COM	$455,000	-31.2%	9,657	-42.1%	0.01%	-21.4%
NLS	Sell	NAUTILUS INC COM	$437,000	-72.8%	26,122	-75.6%	0.01%	-66.7%
OMAB	Sell	GRUPO AEROPORTUARIO CTR NORT SPON ADR	$399,000	-7.0%	10,384	-3.9%	0.01%	+11.1%
TM	Sell	TOYOTA MOTOR CORP SP ADR REP2COM	$411,000	-57.2%	3,339	-56.2%	0.01%	-50.0%
GGAL	Sell	GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B	$398,000	+42.1%	14,684	-6.4%	0.01%	+66.7%
VMC	Sell	VULCAN MATLS CO COM	$395,000	-42.3%	4,156	-47.3%	0.01%	-28.6%
ALLE	New	ALLEGION PUB LTD CO ORD SHS	$419,000	–	6,349	+100.0%	0.01%	–
ERIE	Sell	ERIE INDTY CO CL A	$409,000	-70.6%	4,272	-74.6%	0.01%	-65.5%
NSIT	Buy	INSIGHT ENTERPRISES INC COM	$406,000	+56.2%	16,151	+60.5%	0.01%	+100.0%
GFF	Sell	GRIFFON CORP COM	$398,000	-46.0%	22,380	-52.1%	0.01%	-33.3%
FMS	Sell	FRESENIUS MED CARE AG&CO KGA SPONSORED ADR	$377,000	-1.6%	9,004	-8.2%	0.01%	+12.5%
NAT	New	NORDIC AMERICAN TANKERS LIMI COM	$371,000	–	23,842	+100.0%	0.01%	–
TEVA	Sell	TEVA PHARMACEUTICAL INDS LTD ADR	$344,000	-46.3%	5,241	-52.7%	0.01%	-30.8%
AAL	New	AMERICAN AIRLS GROUP INC COM	$364,000	–	8,586	+100.0%	0.01%	–
WSO	Sell	WATSCO INC COM	$374,000	-57.5%	3,195	-56.0%	0.01%	-50.0%
FDP	New	FRESH DEL MONTE PRODUCE INC ORD	$357,000	–	9,184	+100.0%	0.01%	–
GPK	Sell	GRAPHIC PACKAGING HLDG CO COM	$350,000	-86.9%	27,257	-87.0%	0.01%	-83.9%
OME	New	OMEGA PROTEIN CORP COM	$356,000	–	16,034	+100.0%	0.01%	–
MTN	Sell	VAIL RESORTS INC COM	$355,000	-53.2%	2,773	-61.2%	0.01%	-43.8%
PNK	Sell	PINNACLE ENTMT INC COM	$347,000	-58.4%	11,144	-54.8%	0.01%	-47.1%
OZRK	Sell	BANK OF THE OZARKS INC COM	$351,000	+4.8%	7,104	-7.1%	0.01%	+28.6%
MMSI	Sell	MERIT MED SYS INC COM	$317,000	-44.3%	17,079	-28.2%	0.01%	-33.3%
V	Buy	VISA INC COM CL A	$333,000	+1981.2%	4,299	+1721.6%	0.01%	–
LDOS	New	LEIDOS HLDGS INC COM	$325,000	–	5,779	+100.0%	0.01%	–
BBD	Sell	BANCO BRADESCO S A SP ADR PFD NEW	$309,000	-36.3%	64,343	-28.9%	0.01%	-20.0%
PDCO	Sell	PATTERSON COS COM	$315,000	-54.4%	6,962	-56.4%	0.01%	-42.9%
GNCMA	Sell	GENERAL COMMUNICATION INC CL A	$304,000	-3.5%	15,371	-15.7%	0.01%	+14.3%
GD	Sell	GENERAL DYNAMICS CORP COM	$324,000	-95.9%	2,357	-95.9%	0.01%	-95.2%
ED	Sell	CONSOLIDATED EDISON INC COM	$316,000	-7.9%	4,920	-4.1%	0.01%	+14.3%
GT	New	GOODYEAR TIRE & RUBR CO COM	$313,000	–	9,583	+100.0%	0.01%	–
CPF	Buy	CENTRAL PAC FINL CORP COM	$317,000	+7.8%	14,396	+2.8%	0.01%	+33.3%
CLGX	Sell	CORELOGIC INC COM	$326,000	-51.3%	9,619	-46.6%	0.01%	-42.9%
SHOR	New	SHORETEL INC COM	$318,000	–	35,958	+100.0%	0.01%	–
SONY	Sell	SONY CORP ADR NEW	$321,000	-11.8%	13,026	-12.3%	0.01%	0.0%
NKSH	Buy	NATIONAL BANKSHARES INC VA COM	$337,000	+188.0%	9,482	+153.0%	0.01%	+300.0%
MUSA	Sell	MURPHY USA INC COM	$314,000	-52.9%	5,169	-57.4%	0.01%	-42.9%
IBCP	New	INDEPENDENT BANK CORP MICH COM	$340,000	–	22,295	+100.0%	0.01%	–
BRKL	Buy	BROOKLINE BANCORP INC DEL COM	$319,000	+13.5%	27,775	+0.1%	0.01%	+33.3%
ADUS	Buy	ADDUS HOMECARE CORP COM	$338,000	+26.1%	14,519	+68.9%	0.01%	+33.3%
INGR	Buy	INGREDION INC COM	$304,000	+10033.3%	3,175	+10848.3%	0.01%	–
SYT	Buy	SYNGENTA AG SPONSORED ADR	$329,000	+43.0%	4,184	+16.0%	0.01%	+60.0%
AES	New	AES CORP COM	$317,000	–	33,125	+100.0%	0.01%	–
CDW	New	CDW CORP COM	$323,000	–	7,692	+100.0%	0.01%	–
UHAL	New	AMERCO COM	$321,000	–	825	+100.0%	0.01%	–
MCY	Sell	MERCURY GENL CORP NEW COM	$321,000	-61.5%	6,903	-58.2%	0.01%	-52.9%
KHC	Buy	KRAFT HEINZ CO COM	$320,000	+43.5%	4,396	+39.1%	0.01%	+60.0%
LYTS	Buy	LSI INDS INC COM	$274,000	+1857.1%	22,507	+1237.3%	0.01%	–
ITUB	Buy	ITAU UNIBANCO HLDG SA SPON ADR REP PFD	$299,000	+73.8%	45,963	+77.1%	0.01%	+75.0%
UVE	Sell	UNIVERSAL INS HLDGS INC COM	$276,000	-13.5%	11,901	-1.4%	0.01%	0.0%
PARR	New	PAR PACIFIC HOLDINGS INC COM NEW	$297,000	–	12,617	+100.0%	0.01%	–
NAVG	Sell	NAVIGATORS GROUP INC COM	$287,000	-11.7%	3,347	-19.8%	0.01%	0.0%
CALM	Sell	CAL MAINE FOODS INC COM NEW	$294,000	-82.7%	6,346	-79.6%	0.01%	-80.0%
STRZA	Sell	STARZ COM SER A	$299,000	-54.6%	8,926	-49.4%	0.01%	-50.0%
IM	Buy	INGRAM MICRO INC CL A	$277,000	+27600.0%	9,123	+45515.0%	0.01%	–
HRTG	Sell	HERITAGE INS HLDGS INC COM	$283,000	+9.7%	12,992	-0.5%	0.01%	+40.0%
CIVI		CIVITAS SOLUTIONS INC COM	$279,000	+25.7%	9,677	0.0%	0.01%	+40.0%
MMS	Sell	MAXIMUS INC COM	$286,000	-57.7%	5,090	-55.1%	0.01%	-50.0%
SPNV	Sell	SUPERIOR ENERGY SVCS INC COM	$296,000	-39.0%	21,991	-42.8%	0.01%	-30.0%
CYNO		CYNOSURE INC CL A	$271,000	+48.9%	6,065	0.0%	0.01%	+75.0%
COTY	Sell	COTY INC COM CL A	$264,000	-28.3%	10,285	-24.5%	0.01%	-12.5%
SXI	New	STANDEX INTL CORP COM	$293,000	–	3,519	+100.0%	0.01%	–
WY	Sell	WEYERHAEUSER CO COM	$275,000	+3.0%	9,177	-6.0%	0.01%	+16.7%
MLR	Sell	MILLER INDS INC TENN COM NEW	$270,000	+11.6%	12,377	-0.0%	0.01%	+40.0%
MRCY	New	MERCURY SYS INC COM	$273,000	–	14,846	+100.0%	0.01%	–
KALU	Sell	KAISER ALUMINUM CORP COM PAR $0.01	$270,000	+1.5%	3,222	-2.8%	0.01%	+16.7%
NUTR	Buy	NUTRACEUTICAL INTL CORP COM	$282,000	+3928.6%	10,927	+3494.4%	0.01%	–
HCI	Buy	HCI GROUP INC COM	$302,000	+83.0%	8,666	+103.8%	0.01%	+133.3%
FFKT	Sell	FARMERS CAP BK CORP COM	$292,000	+8.1%	10,785	-0.6%	0.01%	+16.7%
ANAT	Buy	AMERICAN NATL INS CO COM	$251,000	+15.1%	2,454	+10.1%	0.01%	+20.0%
SPWH	Sell	SPORTSMANS WHSE HLDGS INC COM	$252,000	-18.4%	19,508	-22.1%	0.01%	0.0%
NEWM	Sell	NEW MEDIA INVT GROUP INC COM	$232,000	+4.5%	11,928	-16.9%	0.01%	+20.0%
ASPS	New	ALTISOURCE PORTFOLIO SOLNS S REG SHS	$230,000	–	8,269	+100.0%	0.01%	–
AAWW	Sell	ATLAS AIR WORLDWIDE HLDGS IN COM NEW	$228,000	+5.6%	5,523	-11.7%	0.01%	+50.0%
CHMT		CHEMTURA CORP COM NEW	$249,000	-4.6%	9,130	0.0%	0.01%	+20.0%
BNCL	Buy	BENEFICIAL BANCORP IN COM	$232,000	+44.1%	17,443	+43.5%	0.01%	+100.0%
LGIH	New	LGI HOMES INC COM	$244,000	–	10,025	+100.0%	0.01%	–
OLED	Sell	UNIVERSAL DISPLAY CORP COM	$243,000	-61.7%	4,457	-69.9%	0.01%	-53.8%
KNX	Sell	KNIGHT TRANSN INC COM	$247,000	-95.8%	10,206	-95.8%	0.01%	-95.1%
LANC	New	LANCASTER COLONY CORP COM	$262,000	–	2,271	+100.0%	0.01%	–
SANM	Buy	SANMINA CORPORATION COM	$197,000	+19.4%	9,591	+24.2%	0.01%	+66.7%
RUTH	Sell	RUTHS HOSPITALITY GROUP INC COM	$185,000	-49.9%	11,614	-48.9%	0.01%	-37.5%
VVI	Sell	VIAD CORP COM NEW	$213,000	-54.0%	7,539	-54.3%	0.01%	-50.0%
GVA	New	GRANITE CONSTR INC COM	$195,000	–	4,549	+100.0%	0.01%	–
PETS	Sell	PETMED EXPRESS INC COM	$213,000	-13.8%	12,456	-18.9%	0.01%	0.0%
NOAH	Sell	NOAH HLDGS LTD SPONSORED ADS	$219,000	-16.4%	7,847	-29.8%	0.01%	0.0%
ZNH	Sell	CHINA SOUTHN AIRLS LTD SPON ADR CL H	$193,000	-48.3%	5,057	-50.5%	0.01%	-37.5%
ETH	Sell	ETHAN ALLEN INTERIORS INC COM	$184,000	-41.4%	6,596	-44.5%	0.01%	-28.6%
CHA	Sell	CHINA TELECOM CORP LTD SPON ADR H SHS	$189,000	-32.0%	4,079	-28.7%	0.01%	-16.7%
HW	Sell	HEADWATERS INC COM	$213,000	-35.5%	12,651	-27.9%	0.01%	-28.6%
RS	New	RELIANCE STEEL & ALUMINUM CO COM	$192,000	–	3,307	+100.0%	0.01%	–
NCI	Buy	NAVIGANT CONSULTING INC COM	$220,000	+21900.0%	13,704	+19477.1%	0.01%	–
EDU	New	NEW ORIENTAL ED & TECH GRP I SPON ADR	$213,000	–	6,776	+100.0%	0.01%	–
RGA	Buy	REINSURANCE GROUP AMER INC COM NEW	$183,000	+4475.0%	2,140	+5250.0%	0.01%	–
NTGR	Buy	NETGEAR INC COM	$189,000	+2000.0%	4,508	+1438.6%	0.01%	–
THFF	Buy	FIRST FINL CORP IND COM	$200,000	+23.5%	5,902	+17.9%	0.01%	+66.7%
FCAU	New	FIAT CHRYSLER AUTOMOBILES N SHS	$205,000	–	14,676	+100.0%	0.01%	–
SCL		STEPAN CO COM	$209,000	+19.4%	4,211	0.0%	0.01%	+25.0%
FGL	Buy	FIDELITY & GTY LIFE COM	$204,000	+183.3%	8,027	+174.6%	0.01%	+400.0%
ALK	Sell	ALASKA AIR GROUP INC COM	$188,000	-47.5%	2,333	-48.3%	0.01%	-28.6%
HNP	Sell	HUANENG PWR INTL INC SPON ADR H SHS	$191,000	-67.5%	5,561	-59.9%	0.01%	-58.3%
ATNI	New	ATLANTIC TELE NETWORK INC COM NEW	$208,000	–	2,662	+100.0%	0.01%	–
FBNC	Buy	FIRST BANCORP N C COM	$222,000	+28.3%	11,826	+16.5%	0.01%	+25.0%
OXM		OXFORD INDS INC COM	$175,000	-13.4%	2,735	0.0%	0.00%	0.0%
FISI	New	FINANCIAL INSTNS INC COM	$154,000	–	5,489	+100.0%	0.00%	–
FICO	Sell	FAIR ISAAC CORP COM	$158,000	-45.5%	1,674	-51.3%	0.00%	-33.3%
PLUS	Sell	EPLUS INC COM	$154,000	-50.3%	1,655	-57.8%	0.00%	-33.3%
GSHHY	Sell	GUANGSHEN RY LTD SPONSORED ADR	$169,000	+23.4%	6,823	-0.2%	0.00%	+33.3%
WSH	Sell	WILLIS GROUP HOLDINGS PUBLIC SHS	$167,000	-12.1%	3,438	-15.2%	0.00%	0.0%
HY	Sell	HYSTER YALE MATLS HANDLING I CL A	$178,000	-11.4%	3,401	-2.4%	0.00%	0.0%
ATRI		ATRION CORP COM	$164,000	+1.9%	429	0.0%	0.00%	+33.3%
ACN	New	ACCENTURE PLC IRELAND SHS CLASS A	$154,000	–	1,470	+100.0%	0.00%	–
IFF	Sell	INTERNATIONAL FLAVORS&FRAGRANC COM	$156,000	-63.6%	1,300	-68.6%	0.00%	-55.6%
WNR	Buy	WESTERN REFNG INC COM	$168,000	+47.4%	4,711	+81.9%	0.00%	+100.0%
WPP	Buy	WPP PLC NEW ADR	$162,000	+138.2%	1,416	+124.1%	0.00%	+300.0%
VOD	Sell	VODAFONE GROUP PLC NEW SPONS ADR NEW	$159,000	-99.7%	4,929	-99.7%	0.00%	-99.7%
LMNX	New	LUMINEX CORP DEL COM	$152,000	–	7,110	+100.0%	0.00%	–
UTL	Sell	UNITIL CORP COM	$166,000	-34.1%	4,639	-35.1%	0.00%	-20.0%
UIHC	Sell	UNITED INS HLDGS CORP COM	$149,000	-68.8%	8,691	-73.7%	0.00%	-60.0%
MMI	Sell	MARCUS & MILLICHAP INC COM	$142,000	-45.8%	4,865	-14.7%	0.00%	-20.0%
TCBK	New	TRICO BANCSHARES COM	$167,000	–	6,072	+100.0%	0.00%	–
TREC	Sell	TRECORA RESOURCES COM	$171,000	-68.6%	13,824	-65.1%	0.00%	-63.6%
MAT	Sell	MATTEL INC COM	$146,000	-12.6%	5,372	-32.4%	0.00%	+33.3%
AFG	Buy	AMERICAN FINL GROUP INC OHIO COM	$181,000	+8950.0%	2,508	+10804.3%	0.00%	–
MSTR		MICROSTRATEGY INC CL A NEW	$167,000	-8.7%	932	0.0%	0.00%	0.0%
TTMI	Sell	TTM TECHNOLOGIES INC COM	$169,000	-59.8%	25,916	-50.0%	0.00%	-55.6%
STBZ	Sell	STATE BK FINL CORP COM	$155,000	-3.7%	7,347	-5.5%	0.00%	+33.3%
CRVL	New	CORVEL CORP COM	$158,000	–	3,604	+100.0%	0.00%	–
CVG	Sell	CONVERGYS CORP COM	$143,000	-34.1%	5,760	-38.6%	0.00%	-20.0%
PAM	Sell	PAMPA HLDG S A SPONS ADR LVL I	$151,000	+25.8%	7,356	-6.5%	0.00%	+100.0%
CBU	New	COMMUNITY BK SYS INC COM	$165,000	–	4,120	+100.0%	0.00%	–
ROG	Sell	ROGERS CORP COM	$152,000	-16.0%	2,940	-13.6%	0.00%	0.0%
LFC	Sell	CHINA LIFE INS CO LTD SPON ADR REP H	$169,000	-10.6%	10,550	-2.8%	0.00%	0.0%
PNW	Sell	PINNACLE WEST CAP CORP COM	$166,000	-28.8%	2,580	-28.8%	0.00%	-20.0%
MY	Sell	CHINA MING YANG WIND PWR GRO SPONSORED ADR	$150,000	+13.6%	64,617	-4.1%	0.00%	+33.3%
CHH	Sell	CHOICE HOTELS INTL INC COM	$177,000	-21.7%	3,506	-26.1%	0.00%	-20.0%
MU	New	MICRON TECHNOLOGY INC COM	$125,000	–	8,847	+100.0%	0.00%	–
CSS	Sell	CSS INDS INC COM	$132,000	-47.8%	4,638	-51.7%	0.00%	-40.0%
BLKB	Sell	BLACKBAUD INC COM	$129,000	-72.4%	1,954	-76.5%	0.00%	-70.0%
BKE	Sell	BUCKLE INC COM	$123,000	-49.6%	3,995	-39.6%	0.00%	-40.0%
CNK	Sell	CINEMARK HOLDINGS INC COM	$104,000	-59.7%	3,099	-61.0%	0.00%	-40.0%
NBTB	New	NBT BANCORP INC COM	$124,000	–	4,463	+100.0%	0.00%	–
FLWS	Sell	1 800 FLOWERS COM CL A	$137,000	-42.7%	18,770	-28.4%	0.00%	-40.0%
FCBC	Buy	FIRST CMNTY BANCSHARES INC NEV COM	$134,000	+12.6%	7,204	+8.6%	0.00%	+50.0%
CRL	Sell	CHARLES RIV LABS INTL INC COM	$140,000	-51.9%	1,740	-62.0%	0.00%	-50.0%
BGS	New	B & G FOODS INC NEW COM	$103,000	–	2,946	+100.0%	0.00%	–
CHFN	Buy	CHARTER FINL CORP WEST PT GA COM	$118,000	+1585.7%	8,956	+1430.9%	0.00%	–
EBS	New	EMERGENT BIOSOLUTIONS INC COM	$102,000	–	2,537	+100.0%	0.00%	–
GPC	Sell	GENUINE PARTS CO COM	$115,000	-79.8%	1,335	-80.6%	0.00%	-75.0%
SSNC	Sell	SS&C TECHNOLOGIES HLDGS INC COM	$125,000	-58.7%	1,838	-57.5%	0.00%	-50.0%
EIG	Sell	EMPLOYERS HOLDINGS INC COM	$102,000	-5.6%	3,732	-22.7%	0.00%	+50.0%
NDAQ	New	NASDAQ INC COM	$132,000	–	2,269	+100.0%	0.00%	–
NGHC		NATIONAL GEN HLDGS CORP COM	$116,000	+12.6%	5,317	0.0%	0.00%	+50.0%
TRST	Sell	TRUSTCO BK CORP N Y COM	$118,000	-9.2%	19,223	-10.6%	0.00%	0.0%
DRII		DIAMOND RESORTS INTL INC COM	$137,000	+8.7%	5,389	0.0%	0.00%	0.0%
TPX	Sell	TEMPUR SEALY INTL INC COM	$116,000	-51.1%	1,648	-50.3%	0.00%	-40.0%
CLMS	Sell	CALAMOS ASSET MGMT INC CL A	$116,000	-1.7%	11,937	-4.4%	0.00%	+50.0%
CSGS	New	CSG SYS INTL INC COM	$116,000	–	3,224	+100.0%	0.00%	–
CVLG	Sell	COVENANT TRANSPORT GROUP INC CL A	$116,000	-24.2%	6,166	-27.5%	0.00%	0.0%
VRTU	Sell	VIRTUSA CORP COM	$128,000	-73.3%	3,103	-66.7%	0.00%	-70.0%
NWLI	New	NATIONAL WESTERN LIFE GROUP CL A	$129,000	–	511	+100.0%	0.00%	–
ICLR	New	ICON PLC ORD SHS	$118,000	–	1,520	+100.0%	0.00%	–
PLAB	New	PHOTRONICS INC COM	$134,000	–	10,766	+100.0%	0.00%	–
BMA	Sell	BANCO MACRO SA SPON ADR B	$109,000	+32.9%	1,876	-12.5%	0.00%	+50.0%
ARCB	Buy	ARCBEST CORP COM	$115,000	+27.8%	5,379	+54.6%	0.00%	+50.0%
SPR	Sell	SPIRIT AEROSYSTEMS HLDGS INC COM CL A	$133,000	-46.8%	2,661	-48.6%	0.00%	-40.0%
SINA	New	SINA CORP ORD	$106,000	–	2,149	+100.0%	0.00%	–
BAH	Sell	BOOZ ALLEN HAMILTON HLDG COR CL A	$127,000	-88.8%	4,107	-90.5%	0.00%	-87.5%
NYCB	New	NEW YORK CMNTY BANCORP INC COM	$127,000	–	7,798	+100.0%	0.00%	–
ANF	Sell	ABERCROMBIE & FITCH CO CL A	$118,000	+21.6%	4,366	-4.5%	0.00%	+50.0%
CRI	Sell	CARTER INC COM	$134,000	-63.7%	1,506	-63.0%	0.00%	-62.5%
TYPE		MONOTYPE IMAGING HOLDINGS IN COM	$140,000	+8.5%	5,912	0.0%	0.00%	0.0%
THG	Sell	HANOVER INS GROUP INC COM	$139,000	-8.6%	1,704	-12.8%	0.00%	0.0%
NMR	Sell	NOMURA HLDGS INC SPONSORED ADR	$110,000	-8.3%	19,867	-3.5%	0.00%	+50.0%
CINF	New	CINCINNATI FINL CORP COM	$80,000	–	1,352	+100.0%	0.00%	–
AMC		AMC ENTMT HLDGS INC CL A COM	$101,000	-4.7%	4,217	0.0%	0.00%	0.0%
AFSI	Sell	AMTRUST FINL SVCS INC COM	$67,000	-30.2%	1,088	-28.8%	0.00%	0.0%
AEG	Buy	AEGON N V NY REGISTRY SH	$72,000	+5.9%	12,715	+7.9%	0.00%	+100.0%
MRKT	New	MARKIT LTD SHS	$70,000	–	2,315	+100.0%	0.00%	–
HSNI	Sell	HSN INC COM	$93,000	-81.5%	1,839	-79.1%	0.00%	-80.0%
AJRD	Sell	AEROJET ROCKETDYNE HLDGS INC COM	$76,000	-49.7%	4,826	-48.1%	0.00%	-33.3%
CSH	Buy	CASH AMER INTL INC COM	$95,000	+295.8%	3,180	+264.7%	0.00%	–
LMT	Sell	LOCKHEED MARTIN CORP COM	$85,000	-88.5%	393	-89.0%	0.00%	-86.7%
CST	Sell	CST BRANDS INC COM	$86,000	-68.3%	2,203	-72.7%	0.00%	-66.7%
HOT	Sell	STARWOOD HOTELS&RESORTS WRLDWD COM	$99,000	-99.8%	1,436	-99.8%	0.00%	-99.8%
ARW	Buy	ARROW ELECTRS INC COM	$86,000	+8500.0%	1,590	+7850.0%	0.00%	–
NWN	Sell	NORTHWEST NAT GAS CO COM	$91,000	-6.2%	1,801	-14.8%	0.00%	0.0%
VC	Sell	VISTEON CORP COM NEW	$67,000	-95.5%	584	-95.9%	0.00%	-93.5%
SFBS	New	SERVISFIRST BANCSHARES INC COM	$100,000	–	2,108	+100.0%	0.00%	–
FARM	Sell	FARMER BROS CO COM	$97,000	-81.7%	3,000	-84.6%	0.00%	-81.8%
HNI	Sell	HNI CORP COM	$90,000	-86.3%	2,490	-83.8%	0.00%	-85.7%
WSTC	Sell	WEST CORP COM	$81,000	-89.7%	3,749	-87.4%	0.00%	-87.5%
LRN	Sell	K12 INC COM	$89,000	-45.4%	10,133	-22.8%	0.00%	-33.3%
ADP	Sell	AUTOMATIC DATA PROCESSING INC COM	$86,000	-80.0%	1,016	-81.0%	0.00%	-77.8%
MOV	Buy	MOVADO GROUP INC COM	$94,000	+32.4%	3,650	+32.8%	0.00%	+100.0%
R114PS	New	CHIPMOS TECH BERMUDA LTD SHS	$85,000	–	4,306	+100.0%	0.00%	–
EAT	Sell	BRINKER INTL INC COM	$75,000	-69.5%	1,570	-66.4%	0.00%	-60.0%
CRAI	Sell	CRA INTL INC COM	$64,000	-84.0%	3,448	-81.3%	0.00%	-75.0%
VIVO	New	MERIDIAN BIOSCIENCE INC COM	$101,000	–	4,910	+100.0%	0.00%	–
WRK	Sell	WESTROCK CO COM	$73,000	-57.6%	1,607	-51.9%	0.00%	-50.0%
AAN	Sell	AARONS INC COM PAR $0.50	$65,000	-70.9%	2,893	-53.2%	0.00%	-60.0%
BIO	Sell	BIO RAD LABS INC CL A	$94,000	-46.0%	681	-47.5%	0.00%	-50.0%
ABCW	New	ANCHOR BANCORP WIS INC DEL COM	$94,000	–	2,149	+100.0%	0.00%	–
KYOCY	Sell	KYOCERA CORP ADR	$65,000	-9.7%	1,420	-9.0%	0.00%	+100.0%
NSR	Sell	NEUSTAR INC CL A	$78,000	-65.0%	3,265	-60.2%	0.00%	-60.0%
MGLN	Buy	MAGELLAN HEALTH INC COM NEW	$82,000	+34.4%	1,336	+21.9%	0.00%	+100.0%
PERY	Sell	ELLIS PERRY INTL INC COM	$99,000	-46.8%	5,370	-36.8%	0.00%	-50.0%
EEFT	New	EURONET WORLDWIDE INC COM	$74,000	–	1,017	+100.0%	0.00%	–
CELJF	New	CELLCOM ISRAEL LTD SHS	$79,000	–	12,718	+100.0%	0.00%	–
XRAY	New	DENTSPLY INTL INC NEW COM	$101,000	–	1,661	+100.0%	0.00%	–
SNP	Buy	CHINA PETE & CHEM CORP SPON ADR H SHS	$88,000	+183.9%	1,472	+192.6%	0.00%	+100.0%
CAKE	Sell	CHEESECAKE FACTORY INC COM	$71,000	-55.9%	1,532	-48.7%	0.00%	-33.3%
AT	Buy	ATLANTIC PWR CORP COM NEW	$92,000	+114.0%	46,684	+101.1%	0.00%	+100.0%
ALJ	Buy	ALON USA ENERGY INC COM	$100,000	+185.7%	6,744	+244.3%	0.00%	+100.0%
MTOR	Sell	MERITOR INC COM	$91,000	-71.8%	10,938	-64.0%	0.00%	-71.4%
G	New	GENPACT LIMITED SHS	$70,000	–	2,784	+100.0%	0.00%	–
PNRA	New	PANERA BREAD CO CL A	$67,000	–	346	+100.0%	0.00%	–
CASH	Sell	META FINL GROUP INC COM	$89,000	-48.0%	1,932	-52.8%	0.00%	-50.0%
LKFN	New	LAKELAND FINL CORP COM	$67,000	–	1,446	+100.0%	0.00%	–
PRA	New	PROASSURANCE CORP COM	$100,000	–	2,059	+100.0%	0.00%	–
KLIC	Buy	KULICKE & SOFFA INDS INC COM	$74,000	+76.2%	6,354	+38.0%	0.00%	+100.0%
HELE	New	HELEN OF TROY CORP LTD COM	$64,000	–	675	+100.0%	0.00%	–
FBR	Sell	FIBRIA CELULOSE S A SP ADR REP COM	$99,000	-25.6%	7,783	-20.5%	0.00%	-33.3%
GES	Buy	GUESS INC COM	$24,000	-11.1%	1,291	+2.8%	0.00%	0.0%
BFIN	Sell	BANKFINANCIAL CORP COM	$37,000	-87.2%	2,915	-87.5%	0.00%	-83.3%
CCNE	Buy	CNB FINL CORP PA COM	$23,000	+15.0%	1,288	+19.5%	0.00%	–
CMD	Buy	CANTEL MEDICAL CORP COM	$47,000	+1466.7%	760	+1517.0%	0.00%	–
MMM	Buy	3M CO COM	$60,000	+11.1%	399	+3.9%	0.00%	0.0%
CNA	Sell	CNA FINL CORP COM	$59,000	-20.3%	1,677	-20.9%	0.00%	-50.0%
KCG	Buy	KCG HLDGS INC CL A	$38,000	+58.3%	3,058	+42.7%	0.00%	–
WD	Sell	WALKER & DUNLOP INC COM	$34,000	-17.1%	1,164	-24.8%	0.00%	0.0%
CCBG	Buy	CAPITAL CITY BK GROUP INC COM	$21,000	+5.0%	1,399	+6.1%	0.00%	–
JPM	Buy	JPMORGAN CHASE & CO COM	$26,000	+271.4%	397	+251.3%	0.00%	–
XIN	New	XINYUAN REAL ESTATE CO LTD SPONS ADR	$53,000	–	14,229	+100.0%	0.00%	–
ZAGG	Sell	ZAGG INC COM	$36,000	-20.0%	3,321	-44.3%	0.00%	0.0%
TSM	Sell	TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR	$34,000	-83.8%	1,490	-85.3%	0.00%	-75.0%
CRWN	Buy	CROWN MEDIA HLDGS INC CL A	$27,000	+68.8%	4,737	+55.7%	0.00%	–
SNX	Buy	SYNNEX CORP COM	$22,000	+2100.0%	247	+3428.6%	0.00%	–
CYD	New	CHINA YUCHAI INTL LTD COM	$28,000	–	2,624	+100.0%	0.00%	–
IDXX	Sell	IDEXX LABS INC COM	$25,000	-28.6%	337	-28.9%	0.00%	0.0%
IMS	Buy	IMS HEALTH HLDGS INC COM	$31,000	-3.1%	1,233	+11.0%	0.00%	0.0%
INN	Sell	SUMMIT HOTEL PPTYS COM	$23,000	-25.8%	1,906	-28.9%	0.00%	0.0%
GSOL	New	GLOBAL SOURCES LTD ORD	$38,000	–	4,851	+100.0%	0.00%	–
HMHC	Sell	HOUGHTON MIFFLIN HARCOURT CO COM	$51,000	-52.3%	2,339	-55.7%	0.00%	-50.0%
NHC	Buy	NATIONAL HEALTHCARE CORP COM	$52,000	+10.6%	846	+8.7%	0.00%	0.0%
NGG	Buy	NATIONAL GRID PLC SPON ADR NEW	$25,000	+257.1%	366	+277.3%	0.00%	–
HRL	Buy	HORMEL FOODS CORP COM	$49,000	+69.0%	617	+33.5%	0.00%	0.0%
APEI	Buy	AMERICAN PUBLIC EDUCATION IN COM	$48,000	-12.7%	2,574	+9.1%	0.00%	0.0%
BBRG	Sell	BRAVO BRIO RESTAURANT GROUP COM	$28,000	-22.2%	3,101	-2.8%	0.00%	0.0%
DRE		DUKE REALTY CORP COM NEW	$23,000	+9.5%	1,083	0.0%	0.00%	–
HRC	Sell	HILL ROM HLDGS INC COM	$32,000	-72.4%	676	-69.7%	0.00%	-50.0%
HXL	Sell	HEXCEL CORP NEW COM	$46,000	-71.1%	981	-72.4%	0.00%	-66.7%
HFWA	Buy	HERITAGE FINL CORP WASH COM	$35,000	+94.4%	1,836	+94.3%	0.00%	–
	New	OM ASSET MGMT PLC SHS	$26,000	–	1,723	+100.0%	0.00%	–
NJR	Sell	NEW JERSEY RES COM	$32,000	-95.2%	978	-95.6%	0.00%	-92.9%
HA	Buy	HAWAIIAN HOLDINGS INC COM	$26,000	–	745	+4038.9%	0.00%	–
OKSB	Buy	SOUTHWEST BANCORP INC OKLA COM	$54,000	+14.9%	3,103	+7.5%	0.00%	0.0%
EMCI	Buy	EMC INS GROUP INC COM	$30,000	+30.4%	1,190	+20.9%	0.00%	–
ANDE	Buy	ANDERSONS INC COM	$26,000	-3.7%	812	+4.1%	0.00%	0.0%
HALL	Buy	HALLMARK FINL SVCS INC EC COM NEW	$29,000	+7.4%	2,463	+4.9%	0.00%	0.0%
E	Sell	ENI S P A SPONSORED ADR	$25,000	-91.9%	846	-91.4%	0.00%	-83.3%
COR	Sell	CORESITE RLTY CORP COM	$33,000	-5.7%	578	-15.7%	0.00%	0.0%
SEM	Sell	SELECT MED HLDGS CORP COM	$21,000	-58.8%	1,803	-62.0%	0.00%	0.0%
CPB	New	CAMPBELL SOUP CO COM	$57,000	–	1,082	+100.0%	0.00%	–
	Buy	GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS	$54,000	-6.9%	8,250	+8.1%	0.00%	0.0%
ITRN	New	ITURAN LOCATION AND CONTROL SHS	$24,000	–	1,283	+100.0%	0.00%	–
OIS	Buy	OIL STS INTL INC COM	$25,000	+31.6%	905	+25.7%	0.00%	–
SCLN	Buy	SCICLONE PHARMACEUTICALS INC COM	$25,000	+38.9%	2,754	+7.5%	0.00%	–
AWR	Buy	AMERICAN STS WTR CO COM	$21,000	+10.5%	493	+8.1%	0.00%	–
SAIC	Sell	SCIENCE APPLICATNS INTL CP N COM	$49,000	+11.4%	1,072	-2.6%	0.00%	0.0%
RDWR	New	RADWARE LTD ORD	$59,000	–	3,832	+100.0%	0.00%	–
EDN	New	EMPRESA DIST Y COMERCIAL NOR SPON ADR	$51,000	–	2,901	+100.0%	0.00%	–
XOM	Sell	EXXON MOBIL CORP COM	$47,000	-2.1%	602	-7.1%	0.00%	0.0%
SJW	Buy	SJW CORP COM	$37,000	+2.8%	1,262	+8.9%	0.00%	0.0%
BHE	Buy	BENCHMARK ELECTRS INC COM	$45,000	+32.4%	2,175	+37.5%	0.00%	0.0%
BMS		BEMIS INC COM	$33,000	+10.0%	748	0.0%	0.00%	0.0%
FF	Sell	FUTUREFUEL CORPORATION COM	$34,000	+30.8%	2,537	-2.0%	0.00%	0.0%
CHCO	Buy	CITY HLDG CO COM	$48,000	+2.1%	1,051	+9.6%	0.00%	0.0%
RAIL	New	FREIGHTCAR AMER INC COM	$25,000	–	1,284	+100.0%	0.00%	–
FMX	New	FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS	$29,000	–	316	+100.0%	0.00%	–
RMD	Sell	RESMED INC COM	$40,000	-70.4%	739	-72.1%	0.00%	-66.7%
FRME	Sell	FIRST MERCHANTS CORP COM	$57,000	-49.1%	2,223	-47.8%	0.00%	-50.0%
BBAR	Sell	BBVA BANCO FRANCES S A SPONSORED ADR	$39,000	-83.6%	2,054	-86.6%	0.00%	-80.0%
DRAD	Sell	DIGIRAD CORP COM	$23,000	+43.8%	3,912	-10.0%	0.00%	–
UHT	Sell	UNIVERSAL HEALTH RLTY INCM TR SH BEN INT	$21,000	-19.2%	417	-25.1%	0.00%	0.0%
LAMR		LAMAR ADVERTISING CO CL A	$23,000	+15.0%	377	0.0%	0.00%	–
ABCD	Buy	CAMBIUM LEARNING GRP INC COM	$24,000	+14.3%	4,861	+9.8%	0.00%	–
FFNW	Buy	FIRST FINANCIAL NORTHWEST IN COM	$21,000	+23.5%	1,515	+5.9%	0.00%	–
VRTS	Buy	VIRTUS INVT PARTNERS INC COM	$26,000	+36.8%	221	+15.1%	0.00%	–
RTN		RAYTHEON CO COM NEW	$0	–	3	0.0%	0.00%	–
AACG	Sell	ATA INC SPONS ADR	$5,000	+66.7%	768	-23.9%	0.00%	–
AUOTY	Sell	AU OPTRONICS CORP SPONSORED ADR	$1,000	-99.3%	204	-99.6%	0.00%	-100.0%
ABBV	New	ABBVIE INC COM	$9,000	–	146	+100.0%	0.00%	–
AE	Buy	ADAMS RES & ENERGY INC COM NEW	$4,000	0.0%	93	+3.3%	0.00%	–
GRO	Buy	AGRIA CORP SPONSORED ADR	$7,000	+16.7%	4,849	+3.9%	0.00%	–
AIRT		AIR T INC COM	$3,000	+50.0%	105	0.0%	0.00%	–
ALSK	Buy	ALASKA COMMUNICATIONS SYS GRP COM	$6,000	-14.3%	3,518	+3.0%	0.00%	–
Y		ALLEGHANY CORP DEL COM	$1,000	0.0%	3	0.0%	0.00%	–
AEP	Buy	AMERICAN ELEC PWR INC COM	$10,000	+400.0%	171	+470.0%	0.00%	–
AXP	New	AMERICAN EXPRESS CO COM	$7,000	–	96	+100.0%	0.00%	–
AMNB	Sell	AMERICAN NATL BANKSHARES INC COM	$4,000	-50.0%	142	-58.6%	0.00%	–
AMP	New	AMERIPRISE FINL INC COM	$9,000	–	82	+100.0%	0.00%	–
ANSS	Sell	ANSYS INC COM	$7,000	-41.7%	74	-44.4%	0.00%	–
AIV	Sell	APARTMENT INVT & MGMT CO CL A	$17,000	-26.1%	428	-30.7%	0.00%	–
APOL	New	APOLLO ED GROUP INC CL A	$11,000	–	1,492	+100.0%	0.00%	–
AIT	New	APPLIED INDL TECHNOLOGIES INC COM	$10,000	–	239	+100.0%	0.00%	–
BTTGY	New	BT GROUP PLC ADR	$5,000	–	131	+100.0%	0.00%	–
BLL	Sell	BALL CORP COM	$0	-100.0%	0	-100.0%	0.00%	-100.0%
BMRC	Buy	BANK OF MARIN BANCORP COM	$18,000	+20.0%	328	+6.8%	0.00%	–
BOCH	New	BANK COMM HLDGS COM	$0	–	21	+100.0%	0.00%	–
BKSC	New	BANK SOUTH CAROLINA CORP COM	$0	–	10	+100.0%	0.00%	–
BELFB	New	BEL FUSE INC CL B	$4,000	–	212	+100.0%	0.00%	–
WRB	Sell	BERKLEY W R CORP COM	$5,000	-99.6%	100	-99.6%	0.00%	-100.0%
BGFV		BIG 5 SPORTING GOODS CORP COM	$1,000	0.0%	78	0.0%	0.00%	–
BIG	Buy	BIG LOTS INC COM	$1,000	0.0%	17	+54.5%	0.00%	–
BGGSQ	New	BRIGGS & STRATTON CORP COM	$1,000	–	37	+100.0%	0.00%	–
BSQR	Buy	BSQUARE CORP COM NEW	$12,000	0.0%	1,929	+3.9%	0.00%	–
BBW	Sell	BUILD A BEAR WORKSHOP COM	$0	-100.0%	22	-84.1%	0.00%	–
CFFI	Buy	C & F FINL CORP COM	$11,000	+10.0%	292	+4.7%	0.00%	–
CBZ	New	CBIZ INC COM	$0	–	9	+100.0%	0.00%	–
CHRW	Sell	C H ROBINSON WORLDWIDE INC COM NEW	$3,000	-99.2%	49	-99.1%	0.00%	-100.0%
CIT	Sell	CIT GROUP INC COM NEW	$7,000	-100.0%	178	-100.0%	0.00%	-100.0%
CME	Sell	CME GROUP INC CL A PAR $0.01	$2,000	-60.0%	25	-54.5%	0.00%	–
CWT	Buy	CALIFORNIA WTR SVC GROUP COM	$16,000	+14.3%	706	+10.0%	0.00%	–
CPT	Buy	CAMDEN PPTY TR SH BEN INT	$13,000	+44.4%	164	+39.0%	0.00%	–
CSIQ		CANADIAN SOLAR INC COM	$1,000	–	19	0.0%	0.00%	–
CBNJ	New	CAPE BANCORP INC COM	$0	–	12	+100.0%	0.00%	–
COF	New	CAPITAL ONE FINL CORP COM	$8,000	–	107	+100.0%	0.00%	–
CACB	New	CASCADE BANCORP COM NEW	$7,000	–	1,216	+100.0%	0.00%	–
CSCD	Buy	CASCADE MICROTECH INC COM	$14,000	+16.7%	844	+3.6%	0.00%	–
CE	New	CELANESE CORP DEL COM SER A	$9,000	–	133	+100.0%	0.00%	–
CVCY		CENTRAL VALLEY CMNTY BANCORP COM	$3,000	0.0%	216	0.0%	0.00%	–
CNBKA	New	CENTURY BANCORP INC MASS CL A NON VTG	$2,000	–	48	+100.0%	0.00%	–
CHSP	Sell	CHESAPEAKE LODGING TR SH BEN INT	$14,000	-17.6%	547	-17.4%	0.00%	–
CHD		CHURCH & DWIGHT INC COM	$3,000	0.0%	36	0.0%	0.00%	–
CHDN	New	CHURCHILL DOWNS INC COM	$1,000	–	10	+100.0%	0.00%	–
C	New	CITIGROUP INC COM NEW	$8,000	–	163	+100.0%	0.00%	–
CLRO	Sell	CLEARONE INC COM	$14,000	0.0%	1,115	-3.0%	0.00%	–
CLW	Sell	CLEARWATER PAPER CORP COM	$10,000	-96.6%	223	-96.4%	0.00%	-100.0%
CLDPQ	Sell	CLOUD PEAK ENERGY INC COM	$16,000	-55.6%	7,552	-45.4%	0.00%	-100.0%
CXP		COLUMBIA PPTY TR INC COM NEW	$2,000	0.0%	70	0.0%	0.00%	–
ESXB	Buy	COMMUNITY BANKERS TR CORP COM	$4,000	+33.3%	714	+3.6%	0.00%	–
CTBI	Buy	COMMUNITY TR BANCORP INC COM	$13,000	+8.3%	360	+9.8%	0.00%	–
CTG	New	COMPUTER TASK GROUP INC COM	$3,000	–	399	+100.0%	0.00%	–
CXW		CORRECTIONS CORP AMER NEW COM NEW	$3,000	0.0%	97	0.0%	0.00%	–
CRWS	New	CROWN CRAFTS INC COM	$0	–	22	+100.0%	0.00%	–
CPIX	Sell	CUMBERLAND PHARMACEUTICALS I COM	$11,000	-21.4%	2,022	-15.6%	0.00%	–
CONE		CYRUSONE INC COM	$19,000	+18.8%	496	0.0%	0.00%	–
DAN	New	DANA HLDG CORP COM	$1,000	–	85	+100.0%	0.00%	–
DFODQ	New	DEAN FOODS CO NEW COM	$0	–	21	+100.0%	0.00%	–
DK	Sell	DELEK US HLDGS INC COM	$4,000	-96.9%	148	-96.9%	0.00%	-100.0%
DLA	Buy	DELTA APPAREL INC COM	$19,000	+58.3%	1,354	+95.1%	0.00%	–
DGAS	Sell	DELTA NAT GAS INC COM	$6,000	-57.1%	268	-60.8%	0.00%	–
DRH	Sell	DIAMONDROCK HOSPITALITY CO COM	$5,000	-37.5%	499	-35.0%	0.00%	–
DLR		DIGITAL RLTY TR INC COM	$7,000	+16.7%	86	0.0%	0.00%	–
DGICA	Sell	DONEGAL GROUP INC CL A	$13,000	-7.1%	954	-4.4%	0.00%	–
RRD		DONNELLEY R R & SONS CO COM	$1,000	0.0%	59	0.0%	0.00%	–
DFT	Sell	DUPONT FABROS TECHNOLOGY INC COM	$17,000	-88.9%	539	-90.9%	0.00%	-100.0%
EC	Sell	ECOPETROL S A SPONSORED ADS	$9,000	-99.6%	1,231	-99.5%	0.00%	-100.0%
EW	Sell	EDWARDS LIFESCIENCES CORP COM	$6,000	-99.8%	81	-99.7%	0.00%	-100.0%
EMKR	Buy	EMCORE CORP COM	$13,000	+333.3%	2,096	+326.9%	0.00%	–
EME	Buy	EMCOR GROUP INC COM	$3,000	+50.0%	65	+20.4%	0.00%	–
ESRT	Buy	EMPIRE ST RLTY TR INC CL A	$16,000	+33.3%	886	+29.5%	0.00%	–
EBTC	Sell	ENTERPRISE BANCORP INC MASS COM	$11,000	-21.4%	491	-23.8%	0.00%	–
ENZN	Sell	ENZON PHARMACEUTICALS INC COM	$9,000	-35.7%	12,496	-14.5%	0.00%	–
EQC	New	EQUITY COMMONWEALTH CWH	$3,000	–	97	+100.0%	0.00%	–
ELS		EQUITY LIFESTYLE PPTYS INC COM	$16,000	+14.3%	237	0.0%	0.00%	–
ESCA	Sell	ESCALADE INC COM	$11,000	-31.2%	824	-19.8%	0.00%	–
ESP		ESPEY MFG & ELECTRS CORP COM	$2,000	0.0%	82	0.0%	0.00%	–
FALC	New	FALCONSTOR SOFTWARE INC COM	$4,000	–	2,153	+100.0%	0.00%	–
FSS	New	FEDERAL SIGNAL CORP COM	$1,000	–	70	+100.0%	0.00%	–
FCH		FELCOR LODGING TR INC COM	$5,000	0.0%	654	0.0%	0.00%	–
FIS	New	FIDELITY NATL INFORMATION SVCS COM	$1,000	–	20	+100.0%	0.00%	–
FINL	Sell	FINISH LINE INC CL A	$9,000	-18.2%	480	-13.7%	0.00%	–
FACO	Buy	FIRST ACCEPTANCE CORP COM	$2,000	-33.3%	1,041	+4.1%	0.00%	–
FNLC	Buy	FIRST BANCORP INC (ME) COM	$12,000	+20.0%	579	+6.0%	0.00%	–
FCCY	Buy	1ST CONSTITUTION BANCORP COM	$3,000	+50.0%	218	+4.3%	0.00%	–
FHN	Buy	FIRST HORIZON NATL CORP COM	$0	–	0	+100.0%	0.00%	–
FR		FIRST INDUSTRIAL REALTY TRUST COM	$4,000	0.0%	183	0.0%	0.00%	–
FIBK	New	FIRST INTST BANCSYSTEM INC COM CL A	$7,000	–	229	+100.0%	0.00%	–
BDL	Sell	FLANIGANS ENTERPRISES INC COM	$5,000	-28.6%	212	-13.8%	0.00%	–
F	New	FORD MTR CO DEL COM PAR $0.01	$9,000	–	612	+100.0%	0.00%	–
FCPT	New	FOUR CORNERS PPTY TR INC COM	$15,000	–	620	+100.0%	0.00%	–
FOXF	Buy	FOX FACTORY HLDG CORP COM	$3,000	0.0%	159	+4.6%	0.00%	–
GIII	Sell	G-III APPAREL GROUP LTD COM	$0	-100.0%	5	-99.9%	0.00%	-100.0%
GME	Sell	GAMESTOP CORP NEW CL A	$2,000	-99.5%	65	-99.3%	0.00%	-100.0%
GGP	Buy	GENERAL GROWTH PPTYS INC COM NEW	$6,000	+200.0%	207	+158.8%	0.00%	–
GENN	Sell	GENESIS HEALTHCARE INC CL A	$2,000	-60.0%	714	-10.5%	0.00%	–
GILD	Sell	GILEAD SCIENCES INC COM	$10,000	-99.6%	94	-99.6%	0.00%	-100.0%
GSB	Buy	GLOBALSCAPE INC COM	$7,000	+133.3%	1,659	+103.1%	0.00%	–
GMANQ	Sell	GORDMANS STORES INC COM	$1,000	-66.7%	298	-69.8%	0.00%	–
GSBC	Sell	GREAT SOUTHN BANCORP INC COM	$4,000	-99.7%	91	-99.7%	0.00%	-100.0%
GHL	New	GREENHILL & CO INC COM	$17,000	–	608	+100.0%	0.00%	–
HCA	Sell	HCA HOLDINGS INC COM	$6,000	-99.9%	95	-99.8%	0.00%	-100.0%
HNH	Sell	HANDY & HARMAN LTD COM	$6,000	-50.0%	299	-37.8%	0.00%	–
HDNG	New	HARDINGE INC COM	$3,000	–	316	+100.0%	0.00%	–
HRS		HARRIS CORP DEL COM	$1,000	0.0%	7	0.0%	0.00%	–
HTLD	Sell	HEARTLAND EXPRESS INC COM	$0	-100.0%	13	-99.9%	0.00%	-100.0%
HNNA	Buy	HENNESSY ADVISORS INC COM	$16,000	+433.3%	525	+356.5%	0.00%	–
ONE	New	HIGHER ONE HLDGS INC COM	$4,000	–	1,211	+100.0%	0.00%	–
HBCP	Buy	HOME BANCORP INC COM	$1,000	0.0%	51	+10.9%	0.00%	–
HMN		HORACE MANN EDUCATORS CORP NEW COM	$1,000	0.0%	44	0.0%	0.00%	–
HPT		HOSPITALITY PPTYS TR COM SH BEN INT	$2,000	0.0%	68	0.0%	0.00%	–
IHC	Sell	INDEPENDENCE HLDG CO NEW COM NEW	$13,000	-7.1%	966	-7.3%	0.00%	–
INDB		INDEPENDENT BANK CORP MASS COM	$0	–	5	0.0%	0.00%	–
IPCC		INFINITY PPTY & CAS CORP COM	$2,000	0.0%	21	0.0%	0.00%	–
III	Buy	INFORMATION SERVICES GROUP I COM	$5,000	-16.7%	1,517	+4.0%	0.00%	–
INFY	Sell	INFOSYS LTD SPONSORED ADR	$1,000	-99.2%	50	-99.2%	0.00%	-100.0%
IMKTA	Buy	INGLES MKTS INC CL A	$7,000	+16.7%	154	+20.3%	0.00%	–
ICE	New	INTERCONTINENTAL EXCHANGE IN COM	$3,000	–	10	+100.0%	0.00%	–
INTU	New	INTUIT COM	$1,000	–	14	+100.0%	0.00%	–
INUV	Buy	INUVO INC COM	$5,000	0.0%	1,691	+3.0%	0.00%	–
ITIC	Sell	INVESTORS TITLE CO COM	$4,000	-20.0%	40	-40.3%	0.00%	–
IRM	Sell	IRON MTN INC NEW COM	$0	-100.0%	1	-99.0%	0.00%	–
JJSF		J & J SNACK FOODS CORP COM	$0	–	2	0.0%	0.00%	–
J	New	JACOBS ENGR GROUP INC DEL COM	$1,000	–	12	+100.0%	0.00%	–
JAKK	New	JAKKS PAC INC COM	$3,000	–	371	+100.0%	0.00%	–
JNS	New	JANUS CAP GROUP INC COM	$4,000	–	268	+100.0%	0.00%	–
JNP	Sell	JUNIPER PHARMACEUTICALS INC COM	$18,000	-33.3%	1,753	-23.7%	0.00%	-100.0%
KAMN	Buy	KAMAN CORP COM	$1,000	0.0%	25	+38.9%	0.00%	–
KIM	Buy	KIMCO RLTY CORP COM	$14,000	+180.0%	518	+153.9%	0.00%	–
KINS	Buy	KINGSTONE COMPANIES INC COM	$13,000	+116.7%	1,461	+128.3%	0.00%	–
PHG		KONINKLIJKE PHILIPS N V NY REG SH NEW	$0	–	1	0.0%	0.00%	–
LARK	Buy	LANDMARK BANCORP INC COM	$3,000	0.0%	111	+8.8%	0.00%	–
LSTR	Sell	LANDSTAR SYS INC COM	$12,000	-99.1%	197	-99.1%	0.00%	-100.0%
LHO	Sell	LASALLE HOTEL PPTYS COM SH BEN INT	$9,000	-30.8%	364	-23.0%	0.00%	–
LFVN	New	LIFEVANTAGE CORP COM	$10,000	–	1,036	+100.0%	0.00%	–
LLY	Sell	ELI LILLY & CO COM	$5,000	-96.3%	56	-96.5%	0.00%	-100.0%
LNC	New	LINCOLN NATL CORP IND COM	$5,000	–	104	+100.0%	0.00%	–
LUXTY	Buy	LUXOTTICA GROUP S P A SPONSORED ADR	$5,000	0.0%	73	+5.8%	0.00%	–
MGPI	Sell	MGP INGREDIENTS INC NEW COM	$12,000	-96.6%	466	-97.9%	0.00%	-100.0%
MRVC	Buy	MRV COMMUNICATIONS INC COM NEW	$6,000	+100.0%	452	+137.9%	0.00%	–
MYRG		MYR GROUP INC DEL COM	$1,000	0.0%	50	0.0%	0.00%	–
MCBC	Buy	MACATAWA BK CORP COM	$3,000	+50.0%	500	+11.6%	0.00%	–
CLI	Buy	MACK CALI RLTY CORP COM	$19,000	+46.2%	830	+25.2%	0.00%	–
MTEX	Sell	MANNATECH INC COM	$9,000	-18.2%	475	-14.9%	0.00%	–
MAN	Buy	MANPOWERGROUP INC COM	$20,000	+25.0%	242	+20.4%	0.00%	–
MRLN	Buy	MARLIN BUSINESS SERVICES CORP COM	$13,000	+62.5%	834	+68.8%	0.00%	–
MAS	New	MASCO CORP COM	$2,000	–	59	+100.0%	0.00%	–
MBTF	Buy	MBT FINL CORP COM	$6,000	+200.0%	915	+140.2%	0.00%	–
MD	New	MEDNAX INC COM	$0	–	6	+100.0%	0.00%	–
MBVT	New	MERCHANTS BANCSHARES COM	$0	–	11	+100.0%	0.00%	–
MTD	Sell	METTLER TOLEDO INTERNATIONAL COM	$8,000	-20.0%	25	-28.6%	0.00%	–
MAA	Buy	MID-AMER APT CMNTYS INC COM	$19,000	+111.1%	206	+94.3%	0.00%	–
MSL	Buy	MIDSOUTH BANCORP INC COM	$5,000	-16.7%	543	+4.0%	0.00%	–
MOFG	Buy	MIDWESTONE FINL GROUP INC NE COM	$17,000	+6.2%	565	+2.9%	0.00%	–
MCRI	Buy	MONARCH CASINO & RESORT INC COM	$16,000	+33.3%	705	+3.2%	0.00%	–
NCIT	Sell	NCI INC CL A	$9,000	0.0%	645	-0.3%	0.00%	–
NVEE	Buy	NV5 GLOBAL INC COM	$4,000	+33.3%	167	+3.7%	0.00%	–
NSSC	New	NAPCO SEC TECHNOLOGIES INC COM	$0	–	26	+100.0%	0.00%	–
NATL	Buy	NATIONAL INTERSTATE CORP COM	$9,000	+350.0%	345	+287.6%	0.00%	–
NRC	New	NATIONAL RESH CORP CL A	$3,000	–	213	+100.0%	0.00%	–
NAII	New	NATURAL ALTERNATIVES INTL INC COM NEW	$4,000	–	363	+100.0%	0.00%	–
NHTC	Sell	NATURAL HEALTH TRENDS CORP COM PAR $.001	$9,000	-40.0%	282	-36.8%	0.00%	–
NICK		NICHOLAS FINANCIAL INC COM NEW	$4,000	-20.0%	382	0.0%	0.00%	–
NRIM	Buy	NORTHRIM BANCORP INC COM	$10,000	+100.0%	376	+113.6%	0.00%	–
NWFL	Buy	NORWOOD FINANCIAL CORP COM	$3,000	0.0%	116	+3.6%	0.00%	–
NVO	Sell	NOVO-NORDISK A S ADR	$7,000	-22.2%	129	-26.3%	0.00%	–
OSHC	Buy	OCEAN SHORE HLDG CO NEW COM	$9,000	+28.6%	499	+7.1%	0.00%	–
ODC	Buy	OIL DRI CORP AMER COM	$15,000	+150.0%	413	+50.2%	0.00%	–
OLN	Sell	OLIN CORP COM PAR $1	$0	-100.0%	1	-98.6%	0.00%	–
OMC		OMNICOM GROUP INC COM	$1,000	–	7	0.0%	0.00%	–
OLP	Buy	ONE LIBERTY PPTYS INC COM	$9,000	+350.0%	422	+317.8%	0.00%	–
ORRF	Buy	ORRSTOWN FINL SVCS INC COM	$3,000	+50.0%	153	+7.0%	0.00%	–
PTSI	Sell	P A M TRANSN SVCS INC COM	$7,000	-58.8%	271	-46.0%	0.00%	–
PNC	New	PNC FINL SVCS GROUP INC COM	$10,000	–	103	+100.0%	0.00%	–
PRGX	New	PRGX GLOBAL INC COM NEW	$3,000	–	681	+100.0%	0.00%	–
PSB	Buy	PS BUSINESS PKS INC CALIF COM	$14,000	+180.0%	155	+131.3%	0.00%	–
FRSH	Sell	PAPA MURPHYS HLDGS INC COM	$6,000	-25.0%	560	-1.6%	0.00%	–
PAR	New	PAR TECHNOLOGY CORP COM	$2,000	–	308	+100.0%	0.00%	–
PKBK	Buy	PARKE BANCORP INC COM	$4,000	0.0%	303	+3.4%	0.00%	–
PEI		PENNSYLVANIA RL ESTATE INVT SH BEN INT	$15,000	+7.1%	687	0.0%	0.00%	–
PEP	Sell	PEPSICO INC COM	$5,000	-37.5%	48	-45.5%	0.00%	–
PM	Sell	PHILIP MORRIS INTL INC COM	$1,000	-85.7%	17	-79.5%	0.00%	–
PDM		PIEDMONT OFFICE REALTY TR IN COM CL A	$6,000	0.0%	341	0.0%	0.00%	–
PIR	New	PIER 1 IMPORTS INC COM	$17,000	–	3,424	+100.0%	0.00%	–
PPC	Sell	PILGRIMS PRIDE CORP NEW COM	$1,000	-99.2%	25	-99.6%	0.00%	-100.0%
POOL	New	POOL CORPORATION COM	$2,000	–	23	+100.0%	0.00%	–
BPOP	New	POPULAR INC COM	$0	–	12	+100.0%	0.00%	–
PPS	Buy	POST PPTYS INC COM	$5,000	+400.0%	79	+338.9%	0.00%	–
PLPC	New	PREFORMED LINE PRODS CO COM	$12,000	–	276	+100.0%	0.00%	–
PROV	Sell	PROVIDENT FINL HLDGS INC COM	$13,000	-18.8%	695	-27.1%	0.00%	–
PBIP	Buy	PRUDENTIAL BANCORP INC NEW COM	$5,000	0.0%	331	+5.8%	0.00%	–
PEG	New	PUBLIC SVC ENTERPRISE GROUP COM	$10,000	–	252	+100.0%	0.00%	–
PZN	Buy	PZENA INVESTMENT MGMT INC CLASS A	$18,000	+28.6%	2,088	+34.7%	0.00%	–
DGX	New	QUEST DIAGNOSTICS INC COM	$3,000	–	40	+100.0%	0.00%	–
RICK	Buy	RCI HOSPITALITY HOLDINGS INC COM NEW	$7,000	0.0%	673	+5.2%	0.00%	–
RLJ	Sell	RLJ LODGING TR COM	$8,000	-33.3%	360	-25.2%	0.00%	–
RES	Sell	RPC INC COM	$19,000	+26.7%	1,587	-5.5%	0.00%	–
RMR	New	RMR GROUP INC CL A	$0	–	1	+100.0%	0.00%	–
RDI	New	READING INTERNATIONAL INC CL A	$0	–	12	+100.0%	0.00%	–
RLH	Buy	RED LION HOTELS CORP COM	$9,000	-18.2%	1,321	+3.0%	0.00%	–
RM	Buy	REGIONAL MGMT CORP COM	$5,000	0.0%	347	+4.2%	0.00%	–
RCII	New	RENT A CTR INC NEW COM	$7,000	–	437	+100.0%	0.00%	–
RVSB	Buy	RIVERVIEW BANCORP INC COM	$5,000	+150.0%	961	+150.3%	0.00%	–
COL	Sell	ROCKWELL COLLINS INC COM	$5,000	-16.7%	58	-15.9%	0.00%	–
RCKY	Buy	ROCKY BRANDS INC COM	$9,000	-18.2%	774	+3.8%	0.00%	–
ROST	Sell	ROSS STORES INC COM	$9,000	-40.0%	176	-43.6%	0.00%	–
RSE		ROUSE PPTYS INC COM	$6,000	0.0%	411	0.0%	0.00%	–
R	Sell	RYDER SYS INC COM	$7,000	-97.1%	119	-96.4%	0.00%	-100.0%
RHP		RYMAN HOSPITALITY PROPERTIES COM	$11,000	0.0%	215	0.0%	0.00%	–
SLI	Sell	S L INDS INC COM	$3,000	-62.5%	105	-55.3%	0.00%	–
FLOW	New	SPX FLOW INC COM	$19,000	–	668	+100.0%	0.00%	–
SGA	Buy	SAGA COMMUNICATIONS INC CL A NEW	$3,000	+50.0%	88	+39.7%	0.00%	–
JOE	Sell	ST JOE CO COM	$13,000	-7.1%	683	-8.0%	0.00%	–
SBH	Sell	SALLY BEAUTY HLDGS INC COM	$0	-100.0%	5	-99.9%	0.00%	-100.0%
BFS		SAUL CTRS INC COM	$3,000	0.0%	54	0.0%	0.00%	–
SWM		SCHWEITZER-MAUDUIT INTL INC COM	$1,000	0.0%	20	0.0%	0.00%	–
SEE	Sell	SEALED AIR CORP NEW COM	$6,000	-40.0%	124	-44.1%	0.00%	–
SPNE		SEASPINE HLDGS CORP COM	$0	–	1	0.0%	0.00%	–
SNFCA	Buy	SECURITY NATL FINL CORP CL A NEW	$10,000	-9.1%	1,589	+0.5%	0.00%	–
SENEA	New	SENECA FOODS CORP NEW CL A	$5,000	–	188	+100.0%	0.00%	–
SCVL	Sell	SHOE CARNIVAL INC COM	$2,000	0.0%	67	-15.2%	0.00%	–
BSRR	Buy	SIERRA BANCORP COM	$10,000	+42.9%	557	+25.5%	0.00%	–
SAMG	New	SILVERCREST ASSET MGMT GROUP CL A	$3,000	–	227	+100.0%	0.00%	–
SNA	Sell	SNAP ON INC COM	$3,000	-99.2%	18	-99.3%	0.00%	-100.0%
SPAN	Buy	SPAN AMER MED SYS INC COM	$3,000	+50.0%	139	+4.5%	0.00%	–
SPKE	New	SPARK ENERGY INC CL A COM	$3,000	–	140	+100.0%	0.00%	–
SPLS		STAPLES INC COM	$0	–	27	0.0%	0.00%	–
SCX	Sell	STARRETT L S CO CL A	$7,000	-22.2%	682	-10.8%	0.00%	–
SYK	New	STRYKER CORP COM	$7,000	–	71	+100.0%	0.00%	–
SHO		SUNSTONE HOTEL INVS INC NEW COM	$4,000	-20.0%	345	0.0%	0.00%	–
SGC		SUPERIOR UNIFORM GP INC COM	$0	–	6	0.0%	0.00%	–
STS	Sell	SUPREME INDS INC CL A	$3,000	-50.0%	427	-35.9%	0.00%	–
TESS	Buy	TESSCO TECHNOLOGIES INC COM	$6,000	+200.0%	288	+174.3%	0.00%	–
TJX	Sell	TJX COS INC NEW COM	$2,000	-81.8%	25	-85.2%	0.00%	–
TLN	Buy	TALEN ENERGY CORP COM	$14,000	-30.0%	2,180	+11.4%	0.00%	–
TAYD	New	TAYLOR DEVICES INC COM	$3,000	–	183	+100.0%	0.00%	–
TTEK	Buy	TETRA TECH INC NEW COM	$1,000	–	48	+220.0%	0.00%	–
TLYS	Sell	TILLYS INC CL A	$5,000	-68.8%	756	-59.6%	0.00%	–
TR	Sell	TOOTSIE ROLL INDS INC COM	$0	–	3	-50.0%	0.00%	–
TOWR	Sell	TOWER INTL INC COM	$1,000	-99.8%	29	-99.9%	0.00%	-100.0%
TSQ	New	TOWNSQUARE MEDIA INC CL A	$0	–	12	+100.0%	0.00%	–
TACT	New	TRANSACT TECHNOLOGIES INC COM	$10,000	–	1,119	+100.0%	0.00%	–
TAC	Buy	TRANSALTA CORP COM	$11,000	+10.0%	3,066	+36.2%	0.00%	–
USNA	Sell	USANA HEALTH SCIENCES INC COM	$1,000	-50.0%	4	-50.0%	0.00%	–
ULBI	New	ULTRALIFE CORP COM	$11,000	–	1,759	+100.0%	0.00%	–
UCBA	New	UNITED CMNTY BANCORP COM	$1,000	–	88	+100.0%	0.00%	–
USLM	Sell	UNITED STATES LIME & MINERALS COM	$4,000	-81.8%	74	-82.0%	0.00%	–
UTX	New	UNITED TECHNOLOGIES CORP COM	$9,000	–	96	+100.0%	0.00%	–
UHS	Sell	UNIVERSAL HLTH SVCS INC CL B	$4,000	-99.9%	31	-99.9%	0.00%	-100.0%
VRSK	Sell	VERISK ANALYTICS INC COM	$6,000	-85.0%	81	-85.1%	0.00%	-100.0%
VLGEA	Sell	VILLAGE SUPER MKT INC CL A NEW	$20,000	-52.4%	746	-50.6%	0.00%	-100.0%
VIRT	New	VIRTU FINL INC CL A	$3,000	–	136	+100.0%	0.00%	–
WSTG	Buy	WAYSIDE TECHNOLOGY GROUP INC COM	$10,000	+66.7%	525	+49.6%	0.00%	–
WRI	Sell	WEINGARTEN RLTY INVS SH BEN INT	$9,000	-35.7%	249	-44.2%	0.00%	–
WFC	Buy	WELLS FARGO & CO NEW COM	$20,000	+150.0%	371	+154.1%	0.00%	–
WFD	New	WESTFIELD FINANCIAL INC NEW COM	$0	–	21	+100.0%	0.00%	–
WEYS	Sell	WEYCO GROUP INC COM	$15,000	-37.5%	542	-37.8%	0.00%	–
YUM	Sell	YUM BRANDS INC COM	$5,000	-82.8%	65	-80.7%	0.00%	-100.0%
AGO	New	ASSURED GUARANTY LTD COM	$1,000	–	31	+100.0%	0.00%	–
AFHIF	New	ATLAS FINANCIAL HOLDINGS INC SHS NEW	$3,000	–	168	+100.0%	0.00%	–
BCRHF	New	BLUE CAP REINS HLDGS LTD COM	$6,000	–	341	+100.0%	0.00%	–
ETN	New	EATON CORP PLC SHS	$7,000	–	140	+100.0%	0.00%	–
ENH	New	ENDURANCE SPECIALTY HLDGS LT SHS	$7,000	–	108	+100.0%	0.00%	–
HLF	New	HERBALIFE LTD COM USD SHS	$1,000	–	23	+100.0%	0.00%	–
JRVR	New	JAMES RIV GROUP LTD COM	$14,000	–	410	+100.0%	0.00%	–
AOSL	New	ALPHA & OMEGA SEMICONDUCTOR SHS	$8,000	–	868	+100.0%	0.00%	–
NTP	New	NAM TAI PROPERTY INC COM PAR $0.02	$5,000	–	897	+100.0%	0.00%	–
VR	Sell	VALIDUS HOLDINGS LTD COM SHS	$1,000	-87.5%	32	-83.3%	0.00%	–
AWHHF	New	ALLIED WRLD ASSUR COM HLDG L SHS	$6,000	–	164	+100.0%	0.00%	–
CHKP	New	CHECK POINT SOFTWARE TECH LTD ORD	$1,000	–	17	+100.0%	0.00%	–
CALL	New	MAGICJACK VOCALTEC LTD SHS	$15,000	–	1,605	+100.0%	0.00%	–
PLPM	New	PLANET PAYMENT INC SHS	$16,000	–	5,371	+100.0%	0.00%	–
RCL	New	ROYAL CARIBBEAN CRUISES LTD COM	$5,000	–	48	+100.0%	0.00%	–
DHT	New	DHT HOLDINGS INC COM	$1,000	–	65	+100.0%	0.00%	–
D	Exit	DOMINION RES INC VA NEW COM	$0	–	-45	-100.0%	0.00%	–
KMPR	Exit	KEMPER CORPORATION COM	$0	–	-190	-100.0%	0.00%	–
MFSF	Exit	MUTUALFIRST FINL INC COM	$0	–	-271	-100.0%	0.00%	–
RAI	Exit	REYNOLDS AMERICAN INC COM	$0	–	-198	-100.0%	0.00%	–
UFI	Exit	UNIFI INC COM	$0	–	-20	-100.0%	0.00%	–
AIR	Exit	AAR CORP COM	$0	–	-806	-100.0%	0.00%	–
VFC	Exit	V F CORP COM	$0	–	-319	-100.0%	0.00%	–
KO	Exit	COCA-COLA CO COM	$0	–	-62	-100.0%	0.00%	–
DVCR	Exit	DIVERSICARE HEALTHCARE SVCS COM	$0	–	-202	-100.0%	0.00%	–
MC	Exit	MOELIS & CO CL A	$0	–	-322	-100.0%	0.00%	–
TGS	Exit	TRANSPORTADORA DE GAS SUR SPON ADR B	$0	–	-4,694	-100.0%	0.00%	–
XLNX	Exit	XILINX INC COM	$0	–	-81	-100.0%	0.00%	–
TTGT	Exit	TECHTARGET INC COM	$0	–	-635	-100.0%	0.00%	–
AVA	Exit	AVISTA CORP COM	$0	–	-156	-100.0%	0.00%	–
MSEX	Exit	MIDDLESEX WATER CO COM	$0	–	-208	-100.0%	0.00%	–
WDR	Exit	WADDELL & REED FINL INC CL A	$0	–	-133	-100.0%	0.00%	–
TW	Exit	TOWERS WATSON & CO CL A	$0	–	-52	-100.0%	0.00%	–
TKR	Exit	TIMKEN CO COM	$0	–	-10	-100.0%	0.00%	–
MED	Exit	MEDIFAST INC COM	$0	–	-14	-100.0%	0.00%	–
OFLX	Exit	OMEGA FLEX INC COM	$0	–	-81	-100.0%	0.00%	–
KMI	Exit	KINDER MORGAN INC DEL COM	$0	–	-34	-100.0%	0.00%	–
PPL	Exit	PPL CORP COM	$0	–	-104	-100.0%	0.00%	–
PCMI	Exit	PCM INC COM	$0	–	-118	-100.0%	0.00%	–
LQDT	Exit	LIQUIDITY SERVICES INC COM	$0	–	-2,446	-100.0%	0.00%	–
UL	Exit	UNILEVER PLC SPON ADR NEW	$0	–	-89	-100.0%	0.00%	–
ATLO	Exit	AMES NATL CORP COM	$0	–	-360	-100.0%	0.00%	–
LRCX	Exit	LAM RESEARCH CORP COM	$0	–	-227	-100.0%	0.00%	–
HCP	Exit	HCP INC COM	$0	–	-74	-100.0%	0.00%	–
GFA	Exit	GAFISA S A SPONS ADR	$0	–	-17,028	-100.0%	0.00%	–
QTS	Exit	QTS RLTY TR INC COM CL A	$0	–	-98	-100.0%	0.00%	–
SPAR	Exit	SPARTAN MTRS INC COM	$0	–	-456	-100.0%	0.00%	–
WMAR	Exit	WEST MARINE INC COM	$0	–	-530	-100.0%	0.00%	–
SHI	Exit	SINOPEC SHANGHAI PETROCHEMIC SPON ADR H	$0	–	-16	-100.0%	0.00%	–
WLFC	Exit	WILLIS LEASE FINANCE CORP COM	$0	–	-273	-100.0%	0.00%	–
NFBK	Exit	NORTHFIELD BANCORP INC DEL COM	$0	–	-708	-100.0%	0.00%	–
DUK	Exit	DUKE ENERGY CORP NEW COM NEW	$0	–	-65	-100.0%	0.00%	–
TSU	Exit	TIM PARTICIPACOES S A SPONSORED ADR	$0	–	-627	-100.0%	0.00%	–
WDC	Exit	WESTERN DIGITAL CORP COM	$0	–	-78	-100.0%	0.00%	–
HNRG	Exit	HALLADOR ENERGY COMPANY COM	$0	–	-94	-100.0%	0.00%	–
SO	Exit	SOUTHERN CO COM	$0	–	-102	-100.0%	0.00%	–
BBOX	Exit	BLACK BOX CORP DEL COM	$0	–	-1,008	-100.0%	0.00%	–
GIS	Exit	GENERAL MLS INC COM	$0	–	-44	-100.0%	0.00%	–
VTR	Exit	VENTAS INC COM	$0	–	-44	-100.0%	0.00%	–
CCP	Exit	CARE CAP PPTYS INC COM	$0	–	-11	-100.0%	0.00%	–
ESND	Exit	ESSENDANT INC COM	$0	–	-162	-100.0%	0.00%	–
RWC	Exit	RELM WIRELESS CORP COM	$0	–	-649	-100.0%	0.00%	–
WLDN	Exit	WILLDAN GROUP INC COM	$0	–	-890	-100.0%	0.00%	–
O	Exit	REALTY INCOME CORP COM	$0	–	-40	-100.0%	0.00%	–
SNY	Exit	SANOFI SPONSORED ADR	$0	–	-32	-100.0%	0.00%	–
WELL	Exit	WELLTOWER INC COM	$0	–	-43	-100.0%	0.00%	–
HT	Exit	HERSHA HOSPITALITY TR SH BEN INT A	$0	–	-339	-100.0%	0.00%	–
UPS	Exit	UNITED PARCEL SERVICE INC CL B	$0	–	-78	-100.0%	0.00%	–
RDSB	Exit	ROYAL DUTCH SHELL PLC SPON ADR B	$0	–	-72	-100.0%	0.00%	–
ECOL	Exit	US ECOLOGY INC COM NEW	$0	–	-186	-100.0%	0.00%	–
FBIZ	Exit	FIRST BUS FINL SVCS INC WIS COM	$0	–	-122	-100.0%	0.00%	–
MNRK	Exit	MONARCH FINANCIAL HOLDINGS I COM	$0	–	-44	-100.0%	0.00%	–
WTT	Exit	WIRELESS TELECOM GROUP INC COM	$0	–	-2,006	-100.0%	0.00%	–
BZC	Exit	BREEZE EASTERN CORP COM	$0	–	-839	-100.0%	0.00%	–
PFBI	Exit	PREMIER FINL BANCORP INC COM	$0	–	-340	-100.0%	0.00%	–
OHI	Exit	OMEGA HEALTHCARE INVS INC COM	$0	–	-53	-100.0%	0.00%	–
URI	Exit	UNITED RENTALS INC COM	$0	–	-73	-100.0%	0.00%	–
STVVY	Exit	CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR	$0	–	-10,800	-100.0%	0.00%	–
URBN	Exit	URBAN OUTFITTERS INC COM	$0	–	-1,550	-100.0%	-0.00%	–
TKC	Exit	TURKCELL ILETISIM HIZMETLERI SPON ADR NEW	$0	–	-5,032	-100.0%	-0.00%	–
WERN	Exit	WERNER ENTERPRISES INC COM	$0	–	-2,328	-100.0%	-0.00%	–
SCOR	Exit	COMSCORE INC COM	$0	–	-709	-100.0%	-0.00%	–
RDY	Exit	DR REDDYS LABS LTD ADR	$0	–	-537	-100.0%	-0.00%	–
SCG	Exit	SCANA CORP NEW COM	$0	–	-976	-100.0%	-0.00%	–
QUAD	Exit	QUAD / GRAPHICS INC COM CL A	$0	–	-4,562	-100.0%	-0.00%	–
JWN	Exit	NORDSTROM INC COM	$0	–	-492	-100.0%	-0.00%	–
ENVA	Exit	ENOVA INTL INC COM	$0	–	-3,778	-100.0%	-0.00%	–
KCLI	Exit	KANSAS CITY LIFE INS CO COM	$0	–	-583	-100.0%	-0.00%	–
BRKB	Exit	BERKSHIRE HATHAWAY INC DEL CL B NEW	$0	–	-623	-100.0%	-0.00%	–
VNQ	Exit	VANGUARD INDEX FDS REIT ETF	$0	–	-1,360	-100.0%	-0.00%	–
PMCS	Exit	PMC-SIERRA INC COM	$0	–	-16,263	-100.0%	-0.00%	–
VSEC	Exit	VSE CORP COM	$0	–	-2,292	-100.0%	-0.00%	–
PHI	Exit	PHILIPPINE LONG DISTANCE TEL SPONSORED ADR	$0	–	-1,922	-100.0%	-0.00%	–
IT	Exit	GARTNER INC COM	$0	–	-1,330	-100.0%	-0.00%	–
TROX	Exit	TRONOX LTD SHS CL A	$0	–	-10,262	-100.0%	-0.00%	–
CZNC	Exit	CITIZENS & NORTHN CORP COM	$0	–	-7,129	-100.0%	-0.00%	–
SAIA	Exit	SAIA INC COM	$0	–	-5,353	-100.0%	-0.00%	–
GPX	Exit	GP STRATEGIES CORP COM	$0	–	-5,869	-100.0%	-0.00%	–
REIS	Exit	REIS INC COM	$0	–	-5,758	-100.0%	-0.00%	–
KEX	Exit	KIRBY CORP COM	$0	–	-2,067	-100.0%	-0.00%	–
WRLD	Exit	WORLD ACCEP CORP DEL COM	$0	–	-3,583	-100.0%	-0.00%	–
DSPG	Exit	DSP GROUP INC COM	$0	–	-23,096	-100.0%	-0.00%	–
ECHO	Exit	ECHO GLOBAL LOGISTICS INC COM	$0	–	-9,063	-100.0%	-0.00%	–
PIPR	Exit	PIPER JAFFRAY COS COM	$0	–	-5,266	-100.0%	-0.00%	–
STLD	Exit	STEEL DYNAMICS INC COM	$0	–	-11,616	-100.0%	-0.00%	–
ERJ	Exit	EMBRAER SA SP ADR COM SHS	$0	–	-7,645	-100.0%	-0.00%	–
KEP	Exit	KOREA ELECTRIC PWR SPONSORED ADR	$0	–	-9,533	-100.0%	-0.00%	–
WILN	Exit	WI-LAN INC COM	$0	–	-83,109	-100.0%	-0.00%	–
UEIC	Exit	UNIVERSAL ELECTRS INC COM	$0	–	-4,407	-100.0%	-0.01%	–
NP	Exit	NEENAH PAPER INC COM	$0	–	-4,214	-100.0%	-0.01%	–
H	Exit	HYATT HOTELS CORP COM CL A	$0	–	-5,044	-100.0%	-0.01%	–
PENN	Exit	PENN NATL GAMING INC COM	$0	–	-13,189	-100.0%	-0.01%	–
EXP	Exit	EAGLE MATERIALS INC COM	$0	–	-3,406	-100.0%	-0.01%	–
DTSI	Exit	DTS INC COM	$0	–	-10,601	-100.0%	-0.01%	–
PFBC	Exit	PREFERRED BK LOS ANGELES CA COM NEW	$0	–	-9,313	-100.0%	-0.01%	–
FTR	Exit	FRONTIER COMMUNICATIONS CORP COM	$0	–	-69,377	-100.0%	-0.01%	–
SCS	Exit	STEELCASE INC CL A	$0	–	-17,914	-100.0%	-0.01%	–
LPNT	Exit	LIFEPOINT HEALTH INC COM	$0	–	-4,682	-100.0%	-0.01%	–
NVEC	Exit	NVE CORP COM NEW	$0	–	-7,308	-100.0%	-0.01%	–
FTDCQ	Exit	FTD COS INC COM	$0	–	-12,129	-100.0%	-0.01%	–
CRMT	Exit	AMERICAS CAR MART INC COM	$0	–	-12,743	-100.0%	-0.01%	–
WGL	Exit	WGL HLDGS INC COM	$0	–	-8,554	-100.0%	-0.01%	–
VDSI	Exit	VASCO DATA SEC INTL INC COM	$0	–	-17,995	-100.0%	-0.01%	–
PRGS	Exit	PROGRESS SOFTWARE CORP COM	$0	–	-20,541	-100.0%	-0.01%	–
TRN	Exit	TRINITY INDS INC COM	$0	–	-21,144	-100.0%	-0.01%	–
ETR	Exit	ENTERGY CORP NEW COM	$0	–	-8,792	-100.0%	-0.01%	–
QSR	Exit	RESTAURANT BRANDS INTL INC COM	$0	–	-17,581	-100.0%	-0.01%	–
CCO	Exit	CLEAR CHANNEL OUTDOOR HLDGS CL A	$0	–	-86,092	-100.0%	-0.01%	–
TMH	Exit	TEAM HEALTH HOLDINGS INC COM	$0	–	-13,479	-100.0%	-0.02%	–
ICUI	Exit	ICU MED INC COM	$0	–	-6,581	-100.0%	-0.02%	–
BAM	Exit	BROOKFIELD ASSET MGMT INC CL A LTD VT SH	$0	–	-24,079	-100.0%	-0.02%	–
BJRI	Exit	BJS RESTAURANTS INC COM	$0	–	-19,033	-100.0%	-0.02%	–
SPB	Exit	SPECTRUM BRANDS INC (NEW) COM NEW	$0	–	-10,471	-100.0%	-0.02%	–
PLOW	Exit	DOUGLAS DYNAMICS INC COM	$0	–	-62,089	-100.0%	-0.03%	–
ODFL	Exit	OLD DOMINION FGHT LINES INC COM	$0	–	-23,374	-100.0%	-0.03%	–
HPQ	Exit	HEWLETT PACKARD CO COM	$0	–	-55,714	-100.0%	-0.03%	–
WIBC	Exit	WILSHIRE BANCORP INC COM	$0	–	-133,114	-100.0%	-0.03%	–
CNSL	Exit	CONSOLIDATED COMM HLDGS INC COM	$0	–	-82,397	-100.0%	-0.03%	–
HURC	Exit	HURCO COMPANIES INC COM	$0	–	-62,516	-100.0%	-0.03%	–
MKSI	Exit	MKS INSTRUMENT INC COM	$0	–	-50,161	-100.0%	-0.04%	–
BGCP	Exit	BGC PARTNERS INC CL A	$0	–	-221,310	-100.0%	-0.04%	–
TECK	Exit	TECK RESOURCES LTD CL B	$0	–	-461,728	-100.0%	-0.05%	–
UCFC	Exit	UNITED CMNTY FINL CORP OHIO COM	$0	–	-446,552	-100.0%	-0.05%	–
CP	Exit	CANADIAN PAC RY LTD COM	$0	–	-16,283	-100.0%	-0.05%	–
CPHRF	Exit	CIPHER PHARMACEUTICALS INC COM	$0	–	-638,000	-100.0%	-0.05%	–
MCO	Exit	MOODYS CORP COM	$0	–	-26,964	-100.0%	-0.06%	–
CXRX	Exit	CONCORDIA HEALTHCARE CORP COM	$0	–	-63,333	-100.0%	-0.06%	–
TGA	Exit	TRANSGLOBE ENERGY CORP COM	$0	–	-874,671	-100.0%	-0.06%	–
IQNT	Exit	INTELIQUENT INC COM	$0	–	-133,687	-100.0%	-0.06%	–
CNI	Exit	CANADIAN NATL RY CO COM	$0	–	-52,901	-100.0%	-0.06%	–
KMG	Exit	KMG CHEMICALS INC COM	$0	–	-157,921	-100.0%	-0.06%	–
AGU	Exit	AGRIUM INC COM	$0	–	-50,855	-100.0%	-0.09%	–
GPS	Exit	GAP INC DEL COM	$0	–	-431,583	-100.0%	-0.26%	–
ISRG	Exit	INTUITIVE SURGICAL INC COM NEW	$0	–	-27,832	-100.0%	-0.27%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL COM	$0	–	-102,329	-100.0%	-0.42%	–

Other managers

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

Mercer Investment Management, Inc. #1

Original filings

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

View 13F-HR filed 2016-02-11

Signatures

The EDGAR filing(s) were signed by:

Raymond Amoroso, III, Esq. — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01	42	Q3 2023	3.8%
MARATHON PETROLEUM CORP COM USD0.01	42	Q3 2023	3.3%
WESTERN UNION CO COM USD.01	42	Q3 2023	2.7%
VALERO ENERGY CORP NEW COM	42	Q3 2023	3.9%
BOEING CO/THE	42	Q3 2023	4.3%
ROYAL BK CDA SUSTAINABL	42	Q3 2023	1.6%
APPLE INC COM NPV	42	Q3 2023	2.3%
PFIZER INC COM USD.1	42	Q3 2023	2.0%
MAGNA INTL INC COM	42	Q3 2023	1.5%
ALLSTATE CORP COM USD.01	42	Q3 2023	1.7%

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete holdings history.

Latest significant ownerships (13-D/G)

O'SHAUGHNESSY ASSET MANAGEMENT, LLC Q4 2015 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
COTT CORP /CN/	February 01, 2010	3,841,065	4.7%
APPLIED SIGNAL TECHNOLOGY INC	June 08, 2009	594,058	4.6%
CRAWFORD & CO	May 01, 2009	979,322	4.0%
TREX CO INC	April 01, 2009	721,599	4.7%
UNIFI INC	March 24, 2009	1,463,028	2.4%
METALICO INC	October 02, 2008	1,584,233	5.0%
1 800 FLOWERS COM INC	July 08, 2008	781,222	3.0%
CAL MAINE FOODS INC	July 08, 2008	1,001,475	4.7%
Emergency Medical Services CORP	July 08, 2008	265,967	2.9%
LSB INDUSTRIES INC	July 08, 2008	686,846	3.2%

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-02-09
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR	2023-05-12
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-13
13F-HR	2022-02-11
13F-HR	2021-11-10

View O'SHAUGHNESSY ASSET MANAGEMENT, LLC'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 (4045482000.0 != 4045491000.0)

Export O'SHAUGHNESSY ASSET MANAGEMENT, LLC's holdings

O'SHAUGHNESSY ASSET MANAGEMENT, LLC - Q4 2015 holdings