0001034549-17-000004.txt : 20170807
0001034549-17-000004.hdr.sgml : 20170807
20170807161100
ACCESSION NUMBER: 0001034549-17-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170807
DATE AS OF CHANGE: 20170807
EFFECTIVENESS DATE: 20170807
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC
CENTRAL INDEX KEY: 0001034549
IRS NUMBER: 133521976
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06194
FILM NUMBER: 171011606
BUSINESS ADDRESS:
STREET 1: 445 HAMILTON AVENUE
STREET 2: 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10601
BUSINESS PHONE: 2127716100
MAIL ADDRESS:
STREET 1: 445 HAMILTON AVENUE
STREET 2: 12TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10601
FORMER COMPANY:
FORMER CONFORMED NAME: PARADIGM ASSET MANAGEMENT CO LLC/NY
DATE OF NAME CHANGE: 19990326
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001034549
XXXXXXXX
06-30-2017
06-30-2017
PARADIGM ASSET MANAGEMENT CO LLC
445 HAMILTON AVENUE
12TH FLOOR
NEW YORK
NY
10601
13F HOLDINGS REPORT
028-06194
N
James E. Francis
CEO & President
212-771-6100
James E. Francis
White Plains
NY
08-07-2017
0
584
495403
false
INFORMATION TABLE
2
paradigmholdings2q17.xml
3M CO
COM
88579Y101
3827157
18383
SH
SOLE
13783
0
4600
A O N CORP
COM
G0408V102
1143370
8600
SH
SOLE
0
0
8600
ABAXIS INC
COM
002567105
164362
3100
SH
SOLE
3100
0
0
ABB LTD-REG
COM
007108899
1270731
51390
SH
SOLE
0
0
51390
ABIOMED INC
COM
003654100
57320
400
SH
SOLE
400
0
0
ACADIA PHARMACEUTICALS IN
COM
004225108
39046
1400
SH
SOLE
1400
0
0
ACORDA THERAPEUTICS
COM
00484M106
43340
2200
SH
SOLE
2200
0
0
ACTIVISION BLIZZARD
COM
00507V109
662631
11510
SH
SOLE
8610
0
2900
ADCOCK INGRAM HDGS
COM
ACI0CVG89
646
1594
SH
SOLE
0
0
1594
ADECCO SA-REG
COM
007110720
623454
8190
SH
SOLE
0
0
8190
ADVANCED ENERGY INDUS.
COM
007973100
58221
900
SH
SOLE
900
0
0
ADVISORY BRD CO
COM
00762W107
56650
1100
SH
SOLE
1100
0
0
AEON MALL CO LTD
COM
006534202
444920
22600
SH
SOLE
0
0
22600
AES CORP
COM
00130H105
3239676
291600
SH
SOLE
218400
0
73200
AFFILIATED MGRS GP
COM
008252108
4046984
24400
SH
SOLE
18300
0
6100
AGIOS PHARMACEUTICALS INC
COM
00847X104
200655
3900
SH
SOLE
3900
0
0
AGNC INVESTMENT CORP
COM
00123Q104
667442
31350
SH
SOLE
23950
0
7400
AIA GROUP LTD
COM
00B4TX8S1
6577
900
SH
SOLE
0
0
900
AIR LIQUIDE SA
COM
00B1YXBJ7
379848
3078
SH
SOLE
0
0
3078
AKZO NOBEL
COM
005458314
563839
6497
SH
SOLE
0
0
6497
ALBANY INTL CL A
COM
012348108
74760
1400
SH
SOLE
1400
0
0
ALEXION PHARM.
COM
015351109
60835
500
SH
SOLE
500
0
0
ALLETE INC COM
COM
018522300
770560
10750
SH
SOLE
8550
0
2200
ALLIANCE BERNSTEIN
COM
01881G106
593615
25100
SH
SOLE
25100
0
0
ALLIANCE DATA SYSTEMS
COM
018581108
166849
650
SH
SOLE
650
0
0
ALLIANZ SE-REG
COM
005231485
334666
1702
SH
SOLE
0
0
1702
ALLSTATE CORP.
COM
020002101
172458
1950
SH
SOLE
1950
0
0
ALLY FINANCIAL INC
COM
02005N100
954503
45670
SH
SOLE
34170
0
11500
ALPHABET INC. CL A
COM
02079K305
3346848
3600
SH
SOLE
2700
0
900
ALPHABET INC. CL C
COM
02079K107
1895611
2086
SH
SOLE
1636
0
450
ALTRIA GROUP
COM
02209S103
3714415
49878
SH
SOLE
37328
0
12550
AMADEUS IT GROUP SA
COM
00B3MSM28
357471
5987
SH
SOLE
0
0
5987
AMAZON COM
COM
023135106
3852640
3980
SH
SOLE
3080
0
900
AMCOR LIMITED
COM
006066608
1095437
88101
SH
SOLE
0
0
88101
AMEC FOSTER WHEELER PLC
COM
000028262
519984
85683
SH
SOLE
0
0
85683
AMERICAN EQTY INVT LIF
COM
025676206
91980
3500
SH
SOLE
3500
0
0
AMERICAN TOWER CORP.
COM
03027X100
3473665
26252
SH
SOLE
19552
0
6700
AMERICAN WTR WKS CO
COM
030420103
140310
1800
SH
SOLE
1800
0
0
AMERIPRISE FINANCIAL
COM
03076C106
766159
6019
SH
SOLE
4569
0
1450
AMERISAFE INC
COM
03071H100
39865
700
SH
SOLE
700
0
0
AMGEN INC.
COM
031162100
602805
3500
SH
SOLE
2600
0
900
AMN HEALTHCARE SVC
COM
001744101
74195
1900
SH
SOLE
1900
0
0
ANALOGIC CORP.
COM
032657207
43590
600
SH
SOLE
600
0
0
ANSYS INC
COM
03662Q105
18252
150
SH
SOLE
150
0
0
ANTHEM INC.
COM
036752103
188130
1000
SH
SOLE
1000
0
0
APACHE CORP.
COM
037411105
3916840
81720
SH
SOLE
61220
0
20500
APPLE INC.
COM
037833100
5632622
39110
SH
SOLE
29310
0
9800
APPLIED INDL TECH
COM
03820C105
206675
3500
SH
SOLE
3500
0
0
APPLIED MATLS INC.
COM
038222105
3391179
82091
SH
SOLE
62491
0
19600
AQUA METALS INC.
COM
03837J101
38905
3100
SH
SOLE
3100
0
0
ARCH CAPITAL GP LTD.
COM
G0450A105
1119480
12000
SH
SOLE
0
0
12000
ARES CAP CORP
COM
04010L103
570466
34827
SH
SOLE
26027
0
8800
ARRAY BIOPHARMA INC.
COM
04269X105
265329
31700
SH
SOLE
31700
0
0
ASHFORD HOSPITALITY TR
COM
044103109
52288
8600
SH
SOLE
8600
0
0
ASPEN TECHNOLOGY
COM
045327103
138150
2500
SH
SOLE
2500
0
0
ASSURANT INC
COM
04621X108
1700516
16400
SH
SOLE
12300
0
4100
ATHENAHEALTH INC
COM
04685W103
274073
1950
SH
SOLE
1950
0
0
ATRICURE INC
COM
04963C209
468025
19300
SH
SOLE
19300
0
0
AUST & NZ BNKG
ADR
052528304
1022959
46100
SH
SOLE
0
0
46100
AUTOLIV INC-SWED DEP RECE
COM
005247374
336645
3073
SH
SOLE
0
0
3073
AVALONBAY CMNTYS
COM
053484101
518859
2700
SH
SOLE
2000
0
700
AXIS CAPITAL HDS
COM
G0692U109
1053958
16300
SH
SOLE
0
0
16300
BAE SYS PLC
ADR
05523R107
1006200
30000
SH
SOLE
0
0
30000
BAIDU COM INC
ADR
056752108
89430
500
SH
SOLE
0
0
500
BAKER HUGHES INC.
COM
057224107
550551
10100
SH
SOLE
0
0
10100
BANCO BILBAO VIZCAYA ARGE
COM
005501906
490777
59229
SH
SOLE
0
0
59229
BANDAI NAMCO HOLDINGS INC
COM
00B0JDQD4
858989
25200
SH
SOLE
0
0
25200
BANK OF THE OZARKS
COM
063904106
138267
2950
SH
SOLE
2950
0
0
BAYER AG-REG
COM
005069211
1463594
11336
SH
SOLE
0
0
11336
BEAZER HOMES USA
COM
07556Q881
11388
830
SH
SOLE
830
0
0
BECTON DICKINSON & CO
COM
075887109
2850362
14609
SH
SOLE
14609
0
0
BED BATH & BEYOND
COM
075896100
57760
1900
SH
SOLE
1900
0
0
BEIERSDORF AG
COM
005107401
506825
4828
SH
SOLE
0
0
4828
BELLE INTERNATIONAL HOLDI
COM
00B1WJ4X2
287229
364000
SH
SOLE
0
0
364000
BEST BUY INC.
COM
086516101
991809
17300
SH
SOLE
13000
0
4300
BIO-TECHNE CORP
COM
09073M104
35250
300
SH
SOLE
300
0
0
BLACK HILLS CORP
COM
092113109
543134
8050
SH
SOLE
6050
0
2000
BLACKSTONE MORTGAGE TRU-C
COM
09257W100
2660088
84180
SH
SOLE
59880
0
24300
BLUEBIRD BIO INC
COM
09609G100
483230
4600
SH
SOLE
4600
0
0
BOB EVANS FARMS INC.
COM
096761101
430980
6000
SH
SOLE
6000
0
0
BOEING CO.
COM
097023105
3877087
19606
SH
SOLE
14706
0
4900
BOISE CASCADE CO.
COM
09739D100
60800
2000
SH
SOLE
2000
0
0
BRIDGEPOINT EDUCATION
COM
10807M105
101475
6875
SH
SOLE
6875
0
0
BRISTOL MYERS SQUIBB
COM
110122108
3786508
67956
SH
SOLE
50956
0
17000
BRITISH AMERICAN TOBACCO
COM
000287580
30662
451
SH
SOLE
0
0
451
BROADCOM LTD
COM
Y09827109
1002115
4300
SH
SOLE
0
0
4300
BURLINGTON STORES INC
COM
122017106
340363
3700
SH
SOLE
3700
0
0
CA INC.
COM
12673P105
4411815
127990
SH
SOLE
95790
0
32200
CABOT MICROELECTRNCS
COM
12709P103
369150
5000
SH
SOLE
5000
0
0
CABOT OIL & GAS
COM
127097103
4038783
161036
SH
SOLE
120636
0
40400
CACI INTL INC
COM
127190304
337635
2700
SH
SOLE
2700
0
0
CAL MAINE FOODS
COM
128030202
324720
8200
SH
SOLE
8200
0
0
CAMBREX CORP.
COM
132011107
430200
7200
SH
SOLE
7200
0
0
CANADIAN NATL RAILWAY CO
COM
002180632
769685
9500
SH
SOLE
0
0
9500
CANADIAN PACIFIC RAILWAY
COM
002793115
273123
1700
SH
SOLE
0
0
1700
CAPELLA EDUCATION COMP
COM
139594105
136960
1600
SH
SOLE
1600
0
0
CARBO CERAMICS
COM
140781105
35620
5200
SH
SOLE
5200
0
0
CARDINAL HEALTH INC
COM
14149Y108
4059476
52098
SH
SOLE
39548
0
12550
CARLSBERG AS-B
COM
004169219
511265
4792
SH
SOLE
0
0
4792
CASEYS GEN STORES
COM
147528103
380241
3550
SH
SOLE
3550
0
0
CATALENT INC
COM
148806102
618111
17610
SH
SOLE
13610
0
4000
CATHAY GENERAL BANCORP
COM
149150104
607200
16000
SH
SOLE
12000
0
4000
CAVCO INDS INC
COM
149568107
103720
800
SH
SOLE
800
0
0
CBOE HOLDINGS INC
COM
12503M108
2228332
24380
SH
SOLE
18330
0
6050
CENTERPOINT ENERGY INC
COM
15189T107
125948
4600
SH
SOLE
4600
0
0
CENTURY COMMUNITIES INC
COM
156504300
96720
3900
SH
SOLE
3900
0
0
CENTURYLINK INC.
COM
156700106
3384512
141730
SH
SOLE
106430
0
35300
CGI GROUP INC - CL A
COM
002159740
658161
12900
SH
SOLE
0
0
12900
CHARLES SCHWAB
COM
808513105
191172
4450
SH
SOLE
4450
0
0
CHASE CORP
COM
16150R104
21340
200
SH
SOLE
200
0
0
CHEESECAKE FACTORY
COM
163072101
20120
400
SH
SOLE
400
0
0
CHEFS' WAREHOUSE INC
COM
163086101
19500
1500
SH
SOLE
1500
0
0
CHESAPEAKE UTILITIES CORP
COM
165303108
22485
300
SH
SOLE
300
0
0
CHIPOTLE MEXICAN GRILL
COM
169656105
124830
300
SH
SOLE
300
0
0
CINTAS CORP
COM
172908105
151248
1200
SH
SOLE
1200
0
0
CIT GROUP INC
COM
125581801
684722
14060
SH
SOLE
10560
0
3500
CITI TRENDS INC
COM
17306X102
26525
1250
SH
SOLE
1250
0
0
CITIZENS FINANCIAL GROUP
COM
174610105
4338224
121587
SH
SOLE
91037
0
30550
CLOVIS ONCOLOGY INC
COM
189464100
84267
900
SH
SOLE
900
0
0
CME GROUP
COM
12572Q105
56358
450
SH
SOLE
450
0
0
COACH INC
COM
189754104
1633230
34500
SH
SOLE
25800
0
8700
COGNIZANT TECH.
COM
192446102
3140720
47300
SH
SOLE
35400
0
11900
COHEN & STEERS INC
COM
19247A100
93242
2300
SH
SOLE
2300
0
0
COHERENT INC
COM
192479103
742467
3300
SH
SOLE
3300
0
0
COMCAST CORP-Cl A
COM
20030N101
4054141
104166
SH
SOLE
77966
0
26200
COMFORT SYS USA
COM
199908104
51940
1400
SH
SOLE
1400
0
0
COMPASS GROUP PLC
COM
00BLNN3L4
1198124
56937
SH
SOLE
0
0
56937
COMPASS MINERALS INTL
COM
20451N101
26120
400
SH
SOLE
400
0
0
CONAGRA INC.
COM
205887102
3592807
100470
SH
SOLE
75270
0
25200
CONCHO RESOURCES
COM
20605P101
3987399
32810
SH
SOLE
24610
0
8200
CONTINENTAL RESOURCES
COM
212015101
87291
2700
SH
SOLE
2700
0
0
COOPER TIRE & RUBR CO
COM
216831107
299630
8300
SH
SOLE
8300
0
0
COOPER-STANDARD HOLDINGS
COM
21676P103
110957
1100
SH
SOLE
1100
0
0
COPART INC
COM
217204106
23843
750
SH
SOLE
750
0
0
CORCEPT THERAPEUTICS INC
COM
218352102
68440
5800
SH
SOLE
5800
0
0
CREDIT SAISON CO LTD
COM
006591809
378815
19400
SH
SOLE
0
0
19400
CSG SYS INTL
COM
126349109
348988
8600
SH
SOLE
8600
0
0
CUBESMART
COM
229663109
262036
10900
SH
SOLE
10900
0
0
CULLEN FROST BANKERS
COM
229899109
122083
1300
SH
SOLE
1300
0
0
CULP INC
COM
230215105
165750
5100
SH
SOLE
0
0
5100
CVS CAREMARK CORP
COM
126650100
4065322
50526
SH
SOLE
37826
0
12700
CYS INVESTMENTS INC.
COM
12673A108
516122
61370
SH
SOLE
43470
0
17900
D R HORTON INC.
COM
23331A109
159022
4600
SH
SOLE
4600
0
0
DANONE
COM
00B1Y9TB3
490965
6541
SH
SOLE
0
0
6541
DARLING INGREDIENTS
COM
237266101
221934
14100
SH
SOLE
14100
0
0
DAVE & BUSTER'S ENTERTAIN
COM
238337109
492174
7400
SH
SOLE
7400
0
0
DBS GROUP HOLDINGS LTD
COM
006175203
1238209
82200
SH
SOLE
0
0
82200
DELPHI AUTOMOTIVE PLC
COM
G27823106
933473
10650
SH
SOLE
0
0
10650
DELTA AIR LINES
COM
247361702
4287377
79780
SH
SOLE
59780
0
20000
DENNYS CORP
COM
24869P104
56496
4800
SH
SOLE
4800
0
0
DENSO CORP
COM
006640381
527545
12500
SH
SOLE
0
0
12500
DEUTSCHE BOERSE AG
COM
007021963
548130
5200
SH
SOLE
0
0
5200
DEVON ENERGY (NEW)
COM
25179M103
3934868
123080
SH
SOLE
92180
0
30900
DEXCOM INC
COM
252131107
51205
700
SH
SOLE
700
0
0
DIAGEO PLC
COM
000237400
711767
24155
SH
SOLE
0
0
24155
DIEBOLD INC
COM
253651103
25200
900
SH
SOLE
900
0
0
DIGITAL RLTY TR
COM
253868103
3328637
29470
SH
SOLE
21220
0
8250
DIPLOMAT PHARMACY INC
COM
25456K101
78440
5300
SH
SOLE
5300
0
0
DISCOVER FINCL SERVICES
COM
254709108
4485143
72120
SH
SOLE
54020
0
18100
DISH NETWORK CORP CL A
COM
25470M109
156900
2500
SH
SOLE
2500
0
0
DISNEY WALT PRODTNS
COM
254687106
1121894
10559
SH
SOLE
7959
0
2600
DISTRIBUIDORA INTERNACION
COM
00B55ZR92
332474
53477
SH
SOLE
0
0
53477
DMC GLOBAL CORP
COM
23291C103
119210
9100
SH
SOLE
9100
0
0
DOLLAR GEN CORP
COM
256677105
54068
750
SH
SOLE
750
0
0
DR PEPPER SNAPPLE GP
COM
26138E109
2096441
23010
SH
SOLE
17210
0
5800
EAGLE PHARMACEUTICALS INC
COM
269796108
86779
1100
SH
SOLE
1100
0
0
EDISON INTERNATIONAL
COM
281020107
562030
7188
SH
SOLE
5388
0
1800
EL PASO ELEC CO.
COM
283677854
579040
11200
SH
SOLE
8400
0
2800
EL POLLO LOCO HOLDINGS
COM
268603107
60940
4400
SH
SOLE
4400
0
0
ELECTRN FOR IMAGIN
COM
286082102
206103
4350
SH
SOLE
4350
0
0
ELI LILLY & CO.
COM
532457108
3810490
46300
SH
SOLE
34700
0
11600
ELLIE MAE INC
COM
28849P100
505586
4600
SH
SOLE
4600
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
80370
1900
SH
SOLE
1900
0
0
ENERSYS
COM
29275Y102
355005
4900
SH
SOLE
4900
0
0
ENPRO INDS INC
COM
29355X107
78507
1100
SH
SOLE
1100
0
0
ENTERGY CORP.
COM
29364G103
1964468
25589
SH
SOLE
19139
0
6450
EOG RESOURCES INC.
COM
26875P101
5206710
57520
SH
SOLE
43120
0
14400
EQUINIX INC
COM
29444U700
583228
1359
SH
SOLE
1059
0
300
ERIE INDEMNITY CO. CL A
COM
29530P102
600336
4800
SH
SOLE
3600
0
1200
ERSTE GROUP BANK AG
COM
005289837
354762
9278
SH
SOLE
0
0
9278
ESCO TECHNOLOGIES
COM
296315104
125265
2100
SH
SOLE
2100
0
0
ESSILOR INTERNATIONAL
COM
007212477
215489
1696
SH
SOLE
0
0
1696
EURONET WORLDWIDE INC
COM
298736109
61159
700
SH
SOLE
700
0
0
EXELON CORP.
COM
30161N101
4782882
132600
SH
SOLE
99300
0
33300
EXLSERVICE HOLDINGS
COM
302081104
405734
7300
SH
SOLE
7300
0
0
EXPEDITORS INT'L
COM
302130109
39536
700
SH
SOLE
700
0
0
EXPRESS SCRIPTS HDG
COM
30219G108
814024
12751
SH
SOLE
9601
0
3150
EXTREME NETWORKS
COM
30226D106
140605
15250
SH
SOLE
15250
0
0
FACEBOOK INC.
COM
30303M102
354803
2350
SH
SOLE
2350
0
0
FACTSET RESH SYS
COM
303075105
124635
750
SH
SOLE
750
0
0
FAMILYMART UNY HOLDINGS C
COM
006331276
526486
9200
SH
SOLE
0
0
9200
FANUC CORP
COM
006356934
645641
3350
SH
SOLE
0
0
3350
FARO TECHNOLOGIES INC
COM
311642102
56700
1500
SH
SOLE
1500
0
0
FIFTH THIRD BANCORP
COM
316773100
621794
23952
SH
SOLE
17952
0
6000
FIRST AMERN FINL
COM
31847R102
223450
5000
SH
SOLE
5000
0
0
FIRST ENERGY CORP
COM
337932107
570078
19550
SH
SOLE
14650
0
4900
FIRST MERCHANTS CORP
COM
320817109
126441
3150
SH
SOLE
3150
0
0
FIRST REPUBLIC BANK/CA
COM
33616C100
785785
7850
SH
SOLE
6350
0
1500
FIVE PRIME THERAPEUTICS I
COM
33830X104
246902
8200
SH
SOLE
8200
0
0
FNB CORP
COM
302520101
603216
42600
SH
SOLE
31900
0
10700
FNF GROUP
COM
31620R303
929326
20730
SH
SOLE
15530
0
5200
FOMENTO ECONOMICO MEX-SP
ADR
344419106
211431
2150
SH
SOLE
0
0
2150
FOX FACTORY HOLDING CORP
COM
35138V102
160200
4500
SH
SOLE
4500
0
0
FRESENIUS SE & CO KGAA
COM
004352097
816716
9540
SH
SOLE
0
0
9540
FTI CONSULTING INC.
COM
302941109
115368
3300
SH
SOLE
3300
0
0
FULTON FINL CORP.
COM
360271100
604200
31800
SH
SOLE
23800
0
8000
GALLAGHER ARTHUR CO.
COM
363576109
3913095
68351
SH
SOLE
51151
0
17200
GEBERIT AG-REG
COM
00B1WGG93
795728
1704
SH
SOLE
0
0
1704
GENERAL MILLS INC.
COM
370334104
555385
10025
SH
SOLE
7525
0
2500
GENESEE & WYO INC
COM
371559105
321433
4700
SH
SOLE
4700
0
0
GIBRALTAR STL CORP.
COM
374689107
87343
2450
SH
SOLE
2450
0
0
GIGAMON INC
COM
37518B102
86570
2200
SH
SOLE
2200
0
0
GILEAD SCIENCES INC.
COM
375558103
3514935
49660
SH
SOLE
37160
0
12500
GLOBUS MEDICAL CL A
COM
379577208
34808
1050
SH
SOLE
1050
0
0
GRAMERCY PROPERTY TRUST
COM
385002308
46051
1550
SH
SOLE
1550
0
0
GRAPHIC PACKAGING HOLDING
COM
388689101
368615
26750
SH
SOLE
26750
0
0
GREENBRIER COMPANIES
COM
393657101
69375
1500
SH
SOLE
1500
0
0
GRIFOLS SA-ADR
ADR
398438408
1250896
59200
SH
SOLE
0
0
59200
GROUPE BRUXELLES LAMBERT
COM
007097328
370896
3858
SH
SOLE
0
0
3858
GRUPO TELEVISA SA
ADR
40049J206
148657
6100
SH
SOLE
0
0
6100
GUARANTY BANCORP
COM
40075T607
454240
16700
SH
SOLE
11100
0
5600
GUIDEWIRE SOFTWARE INC
COM
40171V100
391647
5700
SH
SOLE
5700
0
0
GULFPORT ENERGY CORP
COM
402635304
61950
4200
SH
SOLE
4200
0
0
HACKETT GROUP INC
COM
404609109
83700
5400
SH
SOLE
5400
0
0
HALLIBURTON CO.
COM
406216101
3601734
84330
SH
SOLE
84330
0
0
HARTFORD FINCL. SRV
COM
416515104
1508759
28700
SH
SOLE
21500
0
7200
HASBRO INC.
COM
418056107
167265
1500
SH
SOLE
1500
0
0
HEALTHCARE REALTY
COM
421946104
133185
3900
SH
SOLE
3900
0
0
HEALTHSTREAM INC
COM
42222N103
55272
2100
SH
SOLE
2100
0
0
HEICO CORP-CLASS A
COM
422806208
210970
3400
SH
SOLE
3400
0
0
HEINEKEN NV
COM
007792559
676267
6965
SH
SOLE
0
0
6965
HELMERICH & PAYNE
COM
423452101
1130815
20810
SH
SOLE
15560
0
5250
HENKEL AG & CO KGAA VORZU
COM
005076705
474980
3456
SH
SOLE
0
0
3456
HERITAGE INSURANCE HOLDIN
COM
42727J102
135408
10400
SH
SOLE
10400
0
0
HERMES INTERNATIONAL
COM
005253973
499874
1013
SH
SOLE
0
0
1013
HESS CORP.
COM
42809H107
3802652
86680
SH
SOLE
64880
0
21800
HEXAGON AB-B SHS
COM
00B1XFTL2
853844
17982
SH
SOLE
0
0
17982
HOLOGIC INC
COM
436440101
24959
550
SH
SOLE
550
0
0
HOME DEPOT INC.
COM
437076102
3802786
24790
SH
SOLE
18540
0
6250
HONEYWELL INT'L
COM
438516106
1632803
12250
SH
SOLE
12250
0
0
HOYA CORP
COM
006441506
981165
18900
SH
SOLE
0
0
18900
HUBSPOT INC.
COM
443573100
59175
900
SH
SOLE
900
0
0
HUMANA INC.
COM
444859102
36093
150
SH
SOLE
150
0
0
HUNT J B TRANS SVCS
COM
445658107
150777
1650
SH
SOLE
1650
0
0
HUNTINGTON BANCSHARES
COM
446150104
24336
1800
SH
SOLE
1800
0
0
HUNTINGTON INGALLS INDUS
COM
446413106
139620
750
SH
SOLE
750
0
0
HUNTSMAN CORP
COM
447011107
90440
3500
SH
SOLE
3500
0
0
ICF INTL INC.
COM
44925C103
150720
3200
SH
SOLE
3200
0
0
ICICI BK LTD
ADR
45104G104
99163
11055
SH
SOLE
0
0
11055
IDACORP
COM
451107106
580380
6800
SH
SOLE
5100
0
1700
II VI INC
COM
902104108
157780
4600
SH
SOLE
4600
0
0
ILG INC.
COM
44967H101
96215
3500
SH
SOLE
3500
0
0
ILLINOIS TOOL INC.
COM
452308109
3771056
26325
SH
SOLE
19725
0
6600
ILLUMINA INC
COM
452327109
164844
950
SH
SOLE
950
0
0
IMPERIAL OIL LTD
COM
453038408
405602
13900
SH
SOLE
0
0
13900
IMPERIAL OIL LTD
COM
002454241
52391
1800
SH
SOLE
0
0
1800
IMPERVA INC
COM
45321L100
62205
1300
SH
SOLE
1300
0
0
INFINERA CORPORATION
COM
45667G103
200596
18800
SH
SOLE
18800
0
0
ING GROEP NV-CVA
COM
00BZ57390
1652308
95940
SH
SOLE
0
0
95940
INGREDION INC
COM
457187102
23842
200
SH
SOLE
200
0
0
INNERWORKINGS INC
COM
45773Y105
110200
9500
SH
SOLE
9500
0
0
INNOPHOS HOLDINGS
COM
45774N108
83296
1900
SH
SOLE
1900
0
0
INSULET CORP
COM
45784P101
528493
10300
SH
SOLE
10300
0
0
INSURANCE AUSTRALIA GROUP
COM
006271026
635040
122109
SH
SOLE
0
0
122109
INTEGRA LIFESCIENCES
COM
457985208
550551
10100
SH
SOLE
10100
0
0
INTL CONSOLIDATED AIRLINE
COM
00B5M6XQ7
36449
4600
SH
SOLE
0
0
4600
INT'L PAPER CO.
COM
460146103
4631943
81822
SH
SOLE
61322
0
20500
INTUITIVE SURGICAL INC
COM
46120E602
187074
200
SH
SOLE
200
0
0
INVESTOR AB-B SHS
COM
005679591
809492
16817
SH
SOLE
0
0
16817
INVESTORS BANCORP INC
COM
46146L101
569136
42600
SH
SOLE
31900
0
10700
IONIS PHARMACEUTICALS
COM
462222100
55957
1100
SH
SOLE
1100
0
0
IROBOT CORP
COM
462726100
33656
400
SH
SOLE
400
0
0
IRONWOOD PHARMACEUTICALS
COM
46333X108
58528
3100
SH
SOLE
3100
0
0
ISS A/S
COM
00BKJ9RT5
945950
24116
SH
SOLE
0
0
24116
ITAU UNIBANCO HLDNG-PREF
ADR
465562106
323710
29295
SH
SOLE
0
0
29295
J & J SNACK FOODS
COM
466032109
211312
1600
SH
SOLE
1600
0
0
JAPAN TOBACCO INC
COM
006474535
681486
19400
SH
SOLE
0
0
19400
JARDINE LLOYD THOMPSON GR
COM
000520337
14153
908
SH
SOLE
0
0
908
JETBLUE AIRWAYS CORP
COM
477143101
358431
15700
SH
SOLE
15700
0
0
JM SMUCKER CO
COM
832696405
136080
1150
SH
SOLE
1150
0
0
JPMORGAN CHASE & CO
COM
46625H100
3866220
42300
SH
SOLE
31700
0
10600
JULIUS BAER GROUP LTD
COM
00B4R2R50
296120
5621
SH
SOLE
0
0
5621
K12 INC
COM
48273U102
121856
6800
SH
SOLE
6800
0
0
K2M GROUP HOLDINGS INC
COM
48273J107
60900
2500
SH
SOLE
2500
0
0
KADANT INC
COM
48282T104
97760
1300
SH
SOLE
1300
0
0
KAISER ALUMINUM CORP
COM
483007704
79668
900
SH
SOLE
900
0
0
KAMAN CORP
COM
483548103
59844
1200
SH
SOLE
1200
0
0
KATE SPADE & CO.
COM
485865109
144222
7800
SH
SOLE
0
0
7800
KBC GROEP NV
COM
004497749
289039
3816
SH
SOLE
0
0
3816
KDDI CORP
COM
006248990
667230
25200
SH
SOLE
0
0
25200
KEARNY FINANCIAL CORP
COM
48716P108
91476
6160
SH
SOLE
6160
0
0
KELLOGG CO
COM
487836108
2568978
36985
SH
SOLE
27735
0
9250
KENNEDY-WILSON HOLDINGS I
COM
489398107
297180
15600
SH
SOLE
15600
0
0
KEYCORP
COM
493267108
4700929
250850
SH
SOLE
188550
0
62300
KIA MOTORS CORP
COM
006490928
84236
2523
SH
SOLE
0
0
2523
KIMBERLY CLARK CORP.
COM
494368103
570150
4416
SH
SOLE
3266
0
1150
KINDRED HEALTHCARE INC
COM
494580103
271445
23300
SH
SOLE
23300
0
0
KINGFISHER PLC
COM
003319521
279708
71611
SH
SOLE
0
0
71611
KOMATSU LTD
COM
006496584
665610
26200
SH
SOLE
0
0
26200
KROGER CO.
COM
501044101
2877198
123379
SH
SOLE
92379
0
31000
KUEHNE & NAGEL INTL AG-RE
COM
00B142S60
435232
2605
SH
SOLE
0
0
2605
LAM RESEARCH
COM
512807108
3473238
24558
SH
SOLE
18408
0
6150
LAUDER ESTEE COS.
COM
518439104
3772974
39310
SH
SOLE
29410
0
9900
LCI INDUSTRIES
COM
50189K103
81920
800
SH
SOLE
800
0
0
LEAR CORP.
COM
521865204
3282048
23100
SH
SOLE
17300
0
5800
LEGRAND SA
COM
00B11ZRK9
453662
6494
SH
SOLE
0
0
6494
LENOVO GROUP LTD
COM
006218089
98519
156000
SH
SOLE
0
0
156000
LEXICON PHARMACEUTICAL
COM
528872302
67445
4100
SH
SOLE
4100
0
0
LGI HOMES INC
COM
50187T106
100450
2500
SH
SOLE
2500
0
0
LIBERTY GLOBAL PLC-SERIES
COM
094506492
321154
10300
SH
SOLE
0
0
10300
LINDE AG
COM
005740817
1213664
6418
SH
SOLE
0
0
6418
LITTELFUSE INC
COM
537008104
82500
500
SH
SOLE
500
0
0
LOCKHEED MARTIN
COM
539830109
3677222
13246
SH
SOLE
9896
0
3350
LOGMEIN INC
COM
54142L109
62700
600
SH
SOLE
600
0
0
MA-COM TECHNOLOGY SOLUTIO
COM
55405Y100
485199
8700
SH
SOLE
8700
0
0
MANHATTAN ASSOCS INC
COM
562750109
278748
5800
SH
SOLE
5800
0
0
MANITEX INTERNATIONAL INC
COM
563420108
68404
9800
SH
SOLE
9800
0
0
MARATHON OIL
COM
565849106
1254323
105850
SH
SOLE
73650
0
32200
MARATHON PETROLEUM CORP
COM
56585A102
151757
2900
SH
SOLE
2900
0
0
MARKETAXESS HOLDINGS
COM
57060D108
512805
2550
SH
SOLE
2550
0
0
MARSH & MCLENNON
COM
571748102
3770146
48360
SH
SOLE
36260
0
12100
MASIMO CORP
COM
574795100
118534
1300
SH
SOLE
1300
0
0
MASTEC INC
COM
576323109
58695
1300
SH
SOLE
1300
0
0
MASTERCARD INC.
COM
57636Q104
121450
1000
SH
SOLE
1000
0
0
MATERION CORP
COM
576690101
112200
3000
SH
SOLE
3000
0
0
MATTHEWS INTL CORP
COM
577128101
49000
800
SH
SOLE
800
0
0
MAXIM INTERGRATED
COM
57772K101
3496408
77871
SH
SOLE
58321
0
19550
MCDONALDS CORP.
COM
580135101
3781520
24690
SH
SOLE
18490
0
6200
MCGRATH RENTCORP
COM
580589109
256262
7400
SH
SOLE
7400
0
0
MCKESSON CORP
COM
58155Q103
822700
5000
SH
SOLE
3800
0
1200
MEDICINES CO
COM
584688105
338289
8900
SH
SOLE
8900
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
101660
1300
SH
SOLE
1300
0
0
MEDTRONIC INC.
COM
G5960L103
106500
1200
SH
SOLE
0
0
1200
MERCK KGAA
COM
004741844
842483
6985
SH
SOLE
0
0
6985
MERCURY COMPUTER SYS
COM
589378108
58926
1400
SH
SOLE
1400
0
0
METLIFE INC
COM
59156R108
5709914
103930
SH
SOLE
77830
0
26100
MFA FINANCIAL INC.
COM
55272X102
113265
13500
SH
SOLE
13500
0
0
MICROSOFT CORP.
COM
594918104
3611656
52396
SH
SOLE
39246
0
13150
MILLER INDUSTRIES INC/TEN
COM
600551204
77035
3100
SH
SOLE
3100
0
0
MIMEDX GROUP INC
COM
602496101
166916
11150
SH
SOLE
11150
0
0
MINERALS TECH.
COM
603158106
65880
900
SH
SOLE
900
0
0
MONOLITHIC PWR SYS
COM
609839105
241000
2500
SH
SOLE
2500
0
0
MOODYS CORP
COM
615369105
3869424
31800
SH
SOLE
23800
0
8000
MOOG INC. CL A
COM
615394202
387288
5400
SH
SOLE
5400
0
0
MORNINGSTAR INC
COM
617700109
54838
700
SH
SOLE
700
0
0
MOSAIC CO.
COM
61945C103
1658600
72650
SH
SOLE
54450
0
18200
MOVADO GROUP INC
COM
624580106
60600
2400
SH
SOLE
2400
0
0
MTU AERO ENGINES AG
COM
00B09DHL9
1091931
7752
SH
SOLE
0
0
7752
MUELLER INDUSTRIES
COM
624756102
48720
1600
SH
SOLE
1600
0
0
NASPERS LTD-N SHS
COM
006622691
68372
352
SH
SOLE
0
0
352
NATIONAL BANK HOLD-CL A
COM
633707104
4022666
121494
SH
SOLE
90994
0
30500
NATIONAL COMMERCE CORP
COM
63546L102
23730
600
SH
SOLE
600
0
0
NATIONAL RESEARCH CORP-A
COM
637372202
24210
900
SH
SOLE
900
0
0
NAUTILUS INC
COM
63910B102
338955
17700
SH
SOLE
17700
0
0
NEENAH PAPER INC
COM
640079109
64200
800
SH
SOLE
800
0
0
NEKTAR THERAPEUTICS
COM
640268108
63538
3250
SH
SOLE
3250
0
0
NESTLE SA-REG
COM
007123870
2104005
24145
SH
SOLE
0
0
24145
NETEASE COM INC
ADR
64110W102
120252
400
SH
SOLE
0
0
400
NEUROCRINE BIOSCIENCES
COM
64125C109
55200
1200
SH
SOLE
1200
0
0
NEVRO CORP.
COM
64157F103
327492
4400
SH
SOLE
4400
0
0
NEW ORIENTAL EDUCATIO-SP
ADR
647581107
119833
1700
SH
SOLE
0
0
1700
NEW RELIC INC
COM
64829B100
86020
2000
SH
SOLE
2000
0
0
NOBLE ENERGY INC
COM
655044105
2676614
94580
SH
SOLE
70830
0
23750
NORTHROP GRUMMAN
COM
666807102
2887988
11250
SH
SOLE
8450
0
2800
NORTHWESTERN CORP
COM
668074305
558333
9150
SH
SOLE
6850
0
2300
NOVOZYMES A/S-B SHARES
COM
00B798FW0
1021589
23375
SH
SOLE
0
0
23375
NTT DOCOMO INC
COM
006129277
380004
16100
SH
SOLE
0
0
16100
NUVASIVE INC
COM
670704105
53844
700
SH
SOLE
700
0
0
NVE CORP
COM
629445206
146300
1900
SH
SOLE
1900
0
0
NVIDIA CORP
COM
67066G104
173472
1200
SH
SOLE
1200
0
0
OLD DOMINION FGHT LINE
COM
679580100
157146
1650
SH
SOLE
1650
0
0
OLD REP INTL CORP.
COM
680223104
70308
3600
SH
SOLE
3600
0
0
OLLIE'S BARGAIN OUTLET HD
COM
681116109
643260
15100
SH
SOLE
15100
0
0
OLYMPUS CORP
COM
006658801
207992
5700
SH
SOLE
0
0
5700
OMEGA FLEX INC
COM
682095104
25760
400
SH
SOLE
400
0
0
ONO PHARMACEUTICAL CO LTD
COM
006660107
279217
12800
SH
SOLE
0
0
12800
ORION CORP
COM
006896849
172970
248
SH
SOLE
0
0
248
ORKLA ASA
COM
00B1VQF42
432138
42662
SH
SOLE
0
0
42662
OSHKOSH TRUCK CORP
COM
688239201
154980
2250
SH
SOLE
2250
0
0
OSI SYSTEMS INC
COM
671044105
323145
4300
SH
SOLE
4300
0
0
OVERSEA-CHINESE BANKING C
COM
00B0F9V20
545436
69600
SH
SOLE
0
0
69600
PACKAGING CORP OF AMERICA
COM
695156109
601506
5400
SH
SOLE
4050
0
1350
PALO ALTO NETWORKS INC
COM
697435105
26762
200
SH
SOLE
200
0
0
PANALPINA WELTTRANSPORT -
COM
00B0KJTG5
473027
3358
SH
SOLE
0
0
3358
PANHANDLE OIL AND GAS INC
COM
698477106
27720
1200
SH
SOLE
1200
0
0
PAPA JOHNS INTL INC
COM
698813102
373152
5200
SH
SOLE
5200
0
0
PAR PACIFIC HOLDINGS
COM
69888T207
23452
1300
SH
SOLE
1300
0
0
PARGESA HOLDING SA-BR
COM
00B0CDLF8
848601
11140
SH
SOLE
0
0
11140
PARSLEY ENERGY INC
COM
701877102
73538
2650
SH
SOLE
2650
0
0
PARTNERS GROUP HOLDING AG
COM
00B119QG0
1056585
1702
SH
SOLE
0
0
1702
PATTERN ENERGY GROUP
COM
70338P100
577166
24210
SH
SOLE
18110
0
6100
PATTERSON ENERGY
COM
703481101
3556670
176160
SH
SOLE
131960
0
44200
PAYCOM SOFTWARE INC
COM
70432V102
23944
350
SH
SOLE
350
0
0
PAYPAL HOLDINGS INC
COM
70450Y103
193212
3600
SH
SOLE
3600
0
0
PDC ENERGY INC
COM
69327R101
47421
1100
SH
SOLE
1100
0
0
PENSKE AUTOMOTIVE GROUP
COM
70959W103
307370
7000
SH
SOLE
7000
0
0
PEPSICO INC.
COM
713448108
4367947
37821
SH
SOLE
28321
0
9500
PERNOD RICARD SA
COM
004682329
642035
4801
SH
SOLE
0
0
4801
PETMED EXPRESS INC
COM
716382106
365400
9000
SH
SOLE
9000
0
0
PHIBRO ANIMAL HEALTH CORP
COM
71742Q106
813618
21960
SH
SOLE
16660
0
5300
PINNACLE FINANCIAL PARTNE
COM
72346Q104
62800
1000
SH
SOLE
1000
0
0
PINNACLE WEST CAP.
COM
723484101
485412
5700
SH
SOLE
4000
0
1700
PIONEER NAT RES CO
COM
723787107
4429941
27760
SH
SOLE
20760
0
7000
PNM RES INC
COM
69349H107
596700
15600
SH
SOLE
11700
0
3900
POLARIS INDS. INC.
COM
731068102
175237
1900
SH
SOLE
1900
0
0
POOL CORP
COM
73278L105
352710
3000
SH
SOLE
3000
0
0
PORTLAND GENERAL ELECTRIC
COM
736508847
1702409
37260
SH
SOLE
28060
0
9200
PORTOLA PHARMACEUTICALS
COM
737010108
662806
11800
SH
SOLE
11800
0
0
PPG INDUSTRIES
COM
693506107
569263
5177
SH
SOLE
3877
0
1300
PRA HEALTH SCIENCES INC
COM
69354M108
435058
5800
SH
SOLE
5800
0
0
PRAXAIR INC.
COM
74005P104
3891668
29360
SH
SOLE
21960
0
7400
PRESTIGE BRANDS HOLDINGS
COM
74112D101
2310966
43760
SH
SOLE
33360
0
10400
PRICELINE COM INC
COM
741503403
93526
50
SH
SOLE
50
0
0
PRICESMART INC
COM
741511109
65700
750
SH
SOLE
750
0
0
PROGENICS PHARMACEUTIC
COM
743187106
30555
4500
SH
SOLE
4500
0
0
PROGRESS SOFTWARE
COM
743312100
270288
8750
SH
SOLE
8750
0
0
PROLOGIS TR
COM
74340W103
3975792
67800
SH
SOLE
48400
0
19400
PS BUSINESS PKS INC CA
COM
69360J107
225063
1700
SH
SOLE
1700
0
0
PUBLIC STORAGE INC
COM
74460D109
3150888
15110
SH
SOLE
10810
0
4300
PUBLIC SVC ENTER.
COM
744573106
156987
3650
SH
SOLE
3650
0
0
PURE STORAGE INC.
COM
74624M102
82625
6450
SH
SOLE
6450
0
0
QUAKER CHEM CORP
COM
747316107
137969
950
SH
SOLE
950
0
0
QUALITY SYSTEMS
COM
747582104
72282
4200
SH
SOLE
4200
0
0
QUANTENNA COMMUNICATIONS
COM
74766D100
53200
2800
SH
SOLE
2800
0
0
RANDSTAD HOLDING NV
COM
005228658
348780
5982
SH
SOLE
0
0
5982
RAYONIER INC COM
COM
754907103
23016
800
SH
SOLE
800
0
0
RBC BEARINGS INC
COM
75524B104
152640
1500
SH
SOLE
1500
0
0
RECKITT BENCKISER GROUP P
COM
00B24CGK7
924248
9141
SH
SOLE
0
0
9141
RECRUIT HOLDINGS CO LTD
COM
00BQRRZ00
639313
37200
SH
SOLE
0
0
37200
RED HAT INC
COM
756577102
172350
1800
SH
SOLE
1800
0
0
REED ELSEVIER NV
COM
004148810
1160206
56513
SH
SOLE
0
0
56513
REED ELSEVIER PLC
COM
00B2B0DG9
1208172
56031
SH
SOLE
0
0
56031
REGENERON PHARM.
COM
75886F107
196456
400
SH
SOLE
400
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
4611014
314960
SH
SOLE
235860
0
79100
REPLIGEN CORP
COM
759916109
66304
1600
SH
SOLE
1600
0
0
RETAIL OPPORTUNITY INV.
COM
76131N101
69084
3600
SH
SOLE
3600
0
0
REVANCE THERAPEUTICS INC
COM
761330109
464640
17600
SH
SOLE
17600
0
0
REVLON INC
COM
761525609
28440
1200
SH
SOLE
1200
0
0
RIGHTMOVE PLC
COM
00B2987V8
612006
11086
SH
SOLE
0
0
11086
RINNAI CORP
COM
006740582
316821
3400
SH
SOLE
0
0
3400
ROCHE HOLDING AG-GENUSSCH
COM
007110388
1546060
6063
SH
SOLE
0
0
6063
ROCKWELL INT'L
COM
773903109
858388
5300
SH
SOLE
4000
0
1300
ROLLINS INC
COM
775711104
113988
2800
SH
SOLE
2800
0
0
ROYAL BANK OF CANADA
COM
002754383
1105675
15250
SH
SOLE
0
0
15250
ROYAL DUTCH SHELL A
ADR
780259206
1481342
27850
SH
SOLE
0
0
27850
RPX CORP
COM
74972G103
71145
5100
SH
SOLE
5100
0
0
RTI SURGICAL INC
COM
74975N105
25155
4300
SH
SOLE
4300
0
0
RYERSON HOLDING CORP
COM
783754104
101970
10300
SH
SOLE
10300
0
0
RYMAN HOSPITALITY PROPERT
COM
78377T107
57609
900
SH
SOLE
900
0
0
S & T BANCORP INC
COM
783859101
25102
700
SH
SOLE
700
0
0
SALESFORCE COM INC
COM
79466L302
181860
2100
SH
SOLE
2100
0
0
SANTEN PHARMACEUTICAL CO
COM
006776606
420470
31000
SH
SOLE
0
0
31000
SAP AG
COM
004846288
1430728
13717
SH
SOLE
0
0
13717
SASOL LTD
ADR
803866300
324220
11600
SH
SOLE
0
0
11600
SCRIPPS NETWORKS
COM
811065101
58064
850
SH
SOLE
850
0
0
SEI INVESTMENTS CO.
COM
784117103
618470
11500
SH
SOLE
8600
0
2900
SELECT COMFORT CORP
COM
81616X103
31941
900
SH
SOLE
900
0
0
SENIOR HOUSING PROP TRUST
COM
81721M109
21462
1050
SH
SOLE
1050
0
0
SERVICE CORP INT'L
COM
817565104
23415
700
SH
SOLE
700
0
0
SERVISFIRST BANCSHARES IN
COM
81768T108
55335
1500
SH
SOLE
1500
0
0
SHENANDOAH TELECOMM
COM
82312B106
323885
10550
SH
SOLE
10550
0
0
SHIN-ETSU CHEMICAL CO LTD
COM
006804585
1033366
11400
SH
SOLE
0
0
11400
SHUTTERSTOCK INC
COM
825690100
449616
10200
SH
SOLE
10200
0
0
SILICON LABORATORIES
COM
826919102
375925
5500
SH
SOLE
5500
0
0
SIMON PPTY GP
COM
828806109
3471370
21460
SH
SOLE
15260
0
6200
SINCLAIR BRDCASTinG GRP
COM
829226109
23030
700
SH
SOLE
700
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
498940
5200
SH
SOLE
3900
0
1300
SMITH & NEPHEW PLC
COM
000922320
15542
903
SH
SOLE
0
0
903
SMITHS GROUP PLC
COM
00B1WY233
317864
15323
SH
SOLE
0
0
15323
SODEXO
COM
007062713
442590
3428
SH
SOLE
0
0
3428
SONY FINANCIAL HOLDINGS I
COM
00B249SN5
943713
55400
SH
SOLE
0
0
55400
SOUTH JERSEY INDS
COM
838518108
269943
7900
SH
SOLE
7900
0
0
SOUTHWEST AIRLINES
COM
844741108
767429
12350
SH
SOLE
9950
0
2400
SPARK THERAPEUTICS INC
COM
84652J103
388310
6500
SH
SOLE
6500
0
0
SPECTRANETICS CORP
COM
84760C107
72960
1900
SH
SOLE
1900
0
0
SPECTRUM BRANDS HDGS
COM
84763R101
75024
600
SH
SOLE
600
0
0
SPIRE INC
COM
84857L101
554513
7950
SH
SOLE
5950
0
2000
STAG INDUSTRIAL INC
COM
85254J102
69000
2500
SH
SOLE
2500
0
0
STAMPS.COM INC.
COM
852857200
526575
3400
SH
SOLE
3400
0
0
STANDARD CHARTERED PLC
COM
000408284
16981
1682
SH
SOLE
0
0
1682
STANLEY ELECTRIC CO LTD
COM
006841106
896075
29700
SH
SOLE
0
0
29700
STATE BANK FINANCIAL CORP
COM
856190103
596640
22000
SH
SOLE
16500
0
5500
STATE NATIONAL COS INC
COM
85711T305
110280
6000
SH
SOLE
6000
0
0
STEEL DYNAMICS INC
COM
858119100
64458
1800
SH
SOLE
1800
0
0
STEMLINE THERAPEUTICS INC
COM
85858C107
72680
7900
SH
SOLE
7900
0
0
STIFEL FINL CORP
COM
860630102
101156
2200
SH
SOLE
2200
0
0
STRYKER CORP.
COM
863667101
596754
4300
SH
SOLE
3200
0
1100
SUMITOMO METAL MINING CO
COM
006858849
347214
26000
SH
SOLE
0
0
26000
SUN COMMUNITIES INC
COM
866674104
359529
4100
SH
SOLE
4100
0
0
SUNCOR ENERGY INC
COM
867224107
861400
29500
SH
SOLE
0
0
29500
SUNCOR ENERGY INC
COM
00B3NB1P2
107949
3700
SH
SOLE
0
0
3700
SUPERNUS PHARMACEUTICALS
COM
868459108
668050
15500
SH
SOLE
15500
0
0
SUPREME INDS INC.
COM
868607102
44415
2700
SH
SOLE
2700
0
0
SWEDBANK AB - A SHARES
COM
004846523
417023
17133
SH
SOLE
0
0
17133
SYKES ENTERPRISES
COM
871237103
93884
2800
SH
SOLE
2800
0
0
SYNCHRONY FINANCIAL
COM
87165B103
4083849
136950
SH
SOLE
102550
0
34400
SYNGENTA AG-REG
COM
004356646
46363
100
SH
SOLE
0
0
100
SYNNEX CORP
COM
87162W100
191936
1600
SH
SOLE
1600
0
0
SYSCO
COM
871829107
2401748
47720
SH
SOLE
35770
0
11950
T ROWE PRICE GP
COM
74144T108
3600669
48520
SH
SOLE
36320
0
12200
TAIWAN SEMICONDUCTOR
ADR
874039100
101384
2900
SH
SOLE
0
0
2900
TE CONNECTIVITY LTD
COM
H84989104
1184134
15050
SH
SOLE
0
0
15050
TELEFONICA BRASIL-ADR
ADR
87936R106
232028
17200
SH
SOLE
0
0
17200
TERADYNE INC.
COM
880770102
132132
4400
SH
SOLE
4400
0
0
TERUMO CORP
COM
006885074
271738
6900
SH
SOLE
0
0
6900
TESLA MOTORS
COM
88160R101
198886
550
SH
SOLE
550
0
0
TESORO PETE CORP
COM
881609101
28080
300
SH
SOLE
300
0
0
TEXAS CAPITAL BANCSHAR
COM
88224Q107
317340
4100
SH
SOLE
4100
0
0
TEXAS INSTRS INC.
COM
882508104
3475082
45172
SH
SOLE
33822
0
11350
TEXAS ROADHOUSE INC
COM
882681109
127375
2500
SH
SOLE
2500
0
0
THERAPEUTICSMD INC
COM
88338N107
181815
34500
SH
SOLE
34500
0
0
TITAN MACHY INC
COM
88830R101
107880
6000
SH
SOLE
6000
0
0
TJX COMPANIES INC.
COM
872540109
1238437
17160
SH
SOLE
12860
0
4300
T-MOBILE US INC
COM
872590104
24248
400
SH
SOLE
400
0
0
TOKYO ELECTRON LTD
COM
006895675
1241296
9200
SH
SOLE
0
0
9200
TORO CO DELA
COM
891092108
367237
5300
SH
SOLE
5300
0
0
TORONTO-DOMINION BANK
COM
002897222
1046647
20800
SH
SOLE
0
0
20800
TREEHOUSE FOODS INC
COM
89469A104
187887
2300
SH
SOLE
2300
0
0
TRIUMPH GROUP
COM
896818101
202240
6400
SH
SOLE
6400
0
0
TTM TECHNOLOGIES INC
COM
87305R109
23436
1350
SH
SOLE
1350
0
0
TUTOR PERINI CORP
COM
901109108
48875
1700
SH
SOLE
1700
0
0
TWENTY-FIRST CENTURY FOX-
COM
90130A101
1910116
67400
SH
SOLE
50500
0
16900
TWO HARBORS INVESTMENT CO
COM
90187B101
523843
52860
SH
SOLE
37460
0
15400
TYLER TECHNOLOGIES INC
COM
902252105
368907
2100
SH
SOLE
2100
0
0
TYSON FOOD CL A
COM
902494103
3892455
62150
SH
SOLE
46550
0
15600
UCB SA
COM
005596991
418080
6086
SH
SOLE
0
0
6086
ULTIMATE SOFTWARE GP
COM
90385D107
84024
400
SH
SOLE
400
0
0
ULTRAGENYX PHARMACEUTICAL
COM
90400D108
354027
5700
SH
SOLE
5700
0
0
UMPQUA HLDGS
COM
904214103
605880
33000
SH
SOLE
24700
0
8300
UNILEVER PLC
ADR
904767704
1469358
27150
SH
SOLE
0
0
27150
UNILEVER PLC
COM
00B10RZP7
274984
5095
SH
SOLE
0
0
5095
UNITED BANKSHARES INC
COM
909907107
576240
14700
SH
SOLE
11000
0
3700
UNITED HEALTHCARE
COM
91324P102
3897528
21020
SH
SOLE
15720
0
5300
UNITED OVERSEAS BANK LTD
COM
006916781
980650
58400
SH
SOLE
0
0
58400
UNITED OVERSEAS BANK-SP A
ADR
911271302
1221750
36200
SH
SOLE
0
0
36200
UNITED PARCEL SERVICE
COM
911312106
3766142
34055
SH
SOLE
25505
0
8550
UNUMPROVIDENT
COM
91529Y106
2259643
48459
SH
SOLE
36309
0
12150
US ECOLOGY INC
COM
91732J102
53025
1050
SH
SOLE
1050
0
0
USANA HEALTH SCIENCES
COM
90328M107
346140
5400
SH
SOLE
5400
0
0
V F CORP.
COM
918204108
593280
10300
SH
SOLE
7700
0
2600
VALERO ENERGY NEW
COM
91913Y100
5010254
74270
SH
SOLE
55570
0
18700
VALLEY NATIONAL BANCORP
COM
919794107
592862
50200
SH
SOLE
37600
0
12600
VASCO DATA SECURITY INTL
COM
92230Y104
78925
5500
SH
SOLE
5500
0
0
VERISK ANALYTICS INC
COM
92345Y106
164522
1950
SH
SOLE
1950
0
0
VERMILION ENERGY INC
COM
00B607XS1
441906
13950
SH
SOLE
0
0
13950
VESUVIUS PLC
COM
00B82YXW8
561948
81549
SH
SOLE
0
0
81549
VIPSHOP HOLDINGS LTD - AD
ADR
92763W103
65410
6200
SH
SOLE
0
0
6200
VIRTU FINANCIAL INC-CL A
COM
928254101
692057
39210
SH
SOLE
29410
0
9800
VISA INC
COM
92826C839
3892808
41510
SH
SOLE
31810
0
9700
VONAGE HOLDINGS CORP
COM
92886T201
390438
59700
SH
SOLE
59700
0
0
VOPAK
COM
005809428
432177
9333
SH
SOLE
0
0
9333
VOYA FINANCIAL INC.
COM
929089100
2064733
55970
SH
SOLE
41870
0
14100
VULCAN MATLS
COM
929160109
3605313
28460
SH
SOLE
21660
0
6800
WAGEWORKS INC
COM
930427109
396480
5900
SH
SOLE
5900
0
0
WASHASH NAT'L CORP.
COM
929566107
369264
16800
SH
SOLE
16800
0
0
WASTE MGMT INC DEL.
COM
94106L109
3984372
54320
SH
SOLE
40720
0
13600
WATERS CORP.
COM
941848103
73536
400
SH
SOLE
400
0
0
WATTS INDUSTRIES
COM
942749102
88480
1400
SH
SOLE
1400
0
0
WAYFAIR INC.
COM
94419L101
107632
1400
SH
SOLE
1400
0
0
WD-40 CO
COM
929236107
226218
2050
SH
SOLE
2050
0
0
WEB.COM GROUP
COM
94733A104
73370
2900
SH
SOLE
2900
0
0
WELLCARE HEALTH PLANS
COM
94946T106
430944
2400
SH
SOLE
2400
0
0
WELLS FARGO & CO
COM
949746101
3352305
60500
SH
SOLE
45300
0
15200
WERNER ENTERPRISES INC
COM
950755108
96855
3300
SH
SOLE
3300
0
0
WEST PHARMACEUTICAL
COM
955306105
56712
600
SH
SOLE
600
0
0
WESTAMERICA BANCORPORATIO
COM
957090103
605232
10800
SH
SOLE
8100
0
2700
WESTERN ALLIANCE BANCO
COM
957638109
344400
7000
SH
SOLE
7000
0
0
WH SMITH PLC
COM
00B2PDGW1
447990
20110
SH
SOLE
0
0
20110
WHITING PETE CORP
COM
966387102
66671
12100
SH
SOLE
12100
0
0
WINTRUST FINANCIAL
COM
97650W108
2950584
38600
SH
SOLE
28900
0
9700
WIRECARD AG
COM
007508927
756453
11903
SH
SOLE
0
0
11903
WOOD GROUP (JOHN) PLC
COM
00B5N0P84
268920
32323
SH
SOLE
0
0
32323
WORKDAY INC-CL. A
COM
98138H101
155200
1600
SH
SOLE
1600
0
0
WPP PLC
COM
00B8KF9B4
1011605
48252
SH
SOLE
0
0
48252
WSFS FINL CORP
COM
929328102
92968
2050
SH
SOLE
2050
0
0
XACTLY CORP.
COM
98386L101
67295
4300
SH
SOLE
4300
0
0
XPO LOGISTICS INC
COM
983793100
35547
550
SH
SOLE
550
0
0
YAHOO JAPAN CORP
COM
006084848
404308
92900
SH
SOLE
0
0
92900
ZIMMER BIOMET HOLDINGS
COM
98956P102
4373304
34060
SH
SOLE
25510
0
8550
ZION BANCORP
COM
989701107
1429271
32550
SH
SOLE
25350
0
7200
ZODIAC AEROSPACE
COM
007294334
419432
15484
SH
SOLE
0
0
15484
ZOETIS INC
COM
98978V103
3835122
61480
SH
SOLE
46480
0
15000
ZUMIEZ INC
COM
989817101
96330
7800
SH
SOLE
7800
0
0