0001172661-17-000361.txt : 20170210
0001172661-17-000361.hdr.sgml : 20170210
20170210144840
ACCESSION NUMBER: 0001172661-17-000361
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170210
DATE AS OF CHANGE: 20170210
EFFECTIVENESS DATE: 20170210
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Trexquant Investment LP
CENTRAL INDEX KEY: 0001633445
IRS NUMBER: 464650164
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16610
FILM NUMBER: 17592418
BUSINESS ADDRESS:
STREET 1: 300 FIRST STAMFORD PLACE
STREET 2: FOURTH FLOOR EAST
CITY: STAMFORD
STATE: CT
ZIP: 06902
BUSINESS PHONE: 2038170551
MAIL ADDRESS:
STREET 1: 300 FIRST STAMFORD PLACE
STREET 2: FOURTH FLOOR EAST
CITY: STAMFORD
STATE: CT
ZIP: 06902
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001633445
XXXXXXXX
12-31-2016
12-31-2016
false
Trexquant Investment LP
300 First Stamford Place
Fourth Floor East
Stamford
CT
06902
13F HOLDINGS REPORT
028-16610
N
George Poarch
Controller
203-817-0551
/s/ George Poarch
Stamford
CT
02-10-2017
0
914
632168
INFORMATION TABLE
2
infotable.xml
ABBOTT LABS
COM
002824100
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89600
SH
SOLE
89600
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ABBVIE INC
COM
00287Y109
219
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SOLE
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0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
407
12311
SH
SOLE
12311
0
0
ACCO BRANDS CORP
COM
00081T108
439
33627
SH
SOLE
33627
0
0
ACTUANT CORP
CL A NEW
00508X203
357
13764
SH
SOLE
13764
0
0
ACUITY BRANDS INC
COM
00508Y102
646
2800
SH
SOLE
2800
0
0
ACXIOM CORP
COM
005125109
270
10068
SH
SOLE
10068
0
0
ADDUS HOMECARE CORP
COM
006739106
343
9800
SH
SOLE
9800
0
0
ADOBE SYS INC
COM
00724F101
1750
16996
SH
SOLE
16996
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
558
3300
SH
SOLE
3300
0
0
AECOM
COM
00766T100
1756
48300
SH
SOLE
48300
0
0
AERCAP HOLDINGS NV
SHS
N00985106
949
22800
SH
SOLE
22800
0
0
AERIE PHARMACEUTICALS INC
COM
00771V108
400
10566
SH
SOLE
10566
0
0
AETNA INC NEW
COM
00817Y108
2369
19100
SH
SOLE
19100
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
756
5204
SH
SOLE
5204
0
0
AIR PRODS & CHEMS INC
COM
009158106
992
6900
SH
SOLE
6900
0
0
AIR TRANSPORT SERVICES GRP I
COM
00922R105
356
22300
SH
SOLE
22300
0
0
AK STL HLDG CORP
COM
001547108
740
72520
SH
SOLE
72520
0
0
AKEBIA THERAPEUTICS INC
COM
00972D105
344
33034
SH
SOLE
33034
0
0
ALAMOS GOLD INC NEW
COM CL A
011532108
141
20601
SH
SOLE
20601
0
0
ALEXANDER & BALDWIN INC NEW
COM
014491104
332
7400
SH
SOLE
7400
0
0
ALKERMES PLC
SHS
G01767105
322
5800
SH
SOLE
5800
0
0
ALLEGION PUB LTD CO
ORD SHS
G0176J109
442
6900
SH
SOLE
6900
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
431
12800
SH
SOLE
12800
0
0
ALLSTATE CORP
COM
020002101
1331
17952
SH
SOLE
17952
0
0
ALMOST FAMILY INC
COM
020409108
334
7564
SH
SOLE
7564
0
0
ALON USA ENERGY INC
COM
020520102
543
47730
SH
SOLE
47730
0
0
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
440
20666
SH
SOLE
20666
0
0
ALTISOURCE PORTFOLIO SOLNS S
REG SHS
L0175J104
632
23781
SH
SOLE
23781
0
0
AMBER RD INC
COM
02318Y108
181
19979
SH
SOLE
19979
0
0
AMEDISYS INC
COM
023436108
379
8890
SH
SOLE
8890
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
2120
45400
SH
SOLE
45400
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
804
41650
SH
SOLE
41650
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
228
15000
SH
SOLE
15000
0
0
AMERICAN EQTY INVT LIFE HLD
COM
025676206
999
44331
SH
SOLE
44331
0
0
AMERICAN EXPRESS CO
COM
025816109
548
7400
SH
SOLE
7400
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
960
14700
SH
SOLE
14700
0
0
AMERICAN WOODMARK CORP
COM
030506109
214
2838
SH
SOLE
2838
0
0
AMERIPRISE FINL INC
COM
03076C106
1076
9700
SH
SOLE
9700
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
414
5300
SH
SOLE
5300
0
0
AMETEK INC NEW
COM
031100100
204
4200
SH
SOLE
4200
0
0
AMGEN INC
COM
031162100
424
2900
SH
SOLE
2900
0
0
AMPHASTAR PHARMACEUTICALS IN
COM
03209R103
197
10669
SH
SOLE
10669
0
0
AMTRUST FINL SVCS INC
COM
032359309
444
16200
SH
SOLE
16200
0
0
ANADARKO PETE CORP
COM
032511107
1234
17700
SH
SOLE
17700
0
0
ANALOG DEVICES INC
COM
032654105
494
6800
SH
SOLE
6800
0
0
ANALOGIC CORP
COM PAR $0.05
032657207
684
8247
SH
SOLE
8247
0
0
ANDERSONS INC
COM
034164103
657
14706
SH
SOLE
14706
0
0
ANIXTER INTL INC
COM
035290105
293
3612
SH
SOLE
3612
0
0
ANTHEM INC
COM
036752103
1782
12397
SH
SOLE
12397
0
0
AON PLC
SHS CL A
G0408V102
1316
11800
SH
SOLE
11800
0
0
APOLLO ED GROUP INC
CL A
037604105
135
13656
SH
SOLE
13656
0
0
APOLLO INVT CORP
COM
03761U106
875
149241
SH
SOLE
149241
0
0
APPLIED GENETIC TECHNOL CORP
COM
03820J100
309
33064
SH
SOLE
33064
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
445
7494
SH
SOLE
7494
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
699
8100
SH
SOLE
8100
0
0
ARCHROCK INC
COM
03957W106
522
39528
SH
SOLE
39528
0
0
ARCOS DORADOS HOLDINGS INC
SHS CLASS -A -
G0457F107
378
69913
SH
SOLE
69913
0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
644
9777
SH
SOLE
9777
0
0
ARIAD PHARMACEUTICALS INC
COM
04033A100
616
49529
SH
SOLE
49529
0
0
ARISTA NETWORKS INC
COM
040413106
1207
12476
SH
SOLE
12476
0
0
ARRAY BIOPHARMA INC
COM
04269X105
363
41332
SH
SOLE
41332
0
0
ARROW ELECTRS INC
COM
042735100
314
4403
SH
SOLE
4403
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
386
62329
SH
SOLE
62329
0
0
ASTEC INDS INC
COM
046224101
702
10400
SH
SOLE
10400
0
0
ATHENAHEALTH INC
COM
04685W103
593
5636
SH
SOLE
5636
0
0
ATLASSIAN CORP PLC
CL A
G06242104
1167
48481
SH
SOLE
48481
0
0
ATMOS ENERGY CORP
COM
049560105
868
11700
SH
SOLE
11700
0
0
AUDIOCODES LTD
ORD
M15342104
130
20500
SH
SOLE
20500
0
0
AUTOBYTEL INC
COM NEW
05275N205
391
29077
SH
SOLE
29077
0
0
AUTOZONE INC
COM
053332102
3575
4527
SH
SOLE
4527
0
0
AV HOMES INC
COM
00234P102
185
11734
SH
SOLE
11734
0
0
AVIANCA HLDGS SA
SPON ADR REP PFD
05367G100
222
23075
SH
SOLE
23075
0
0
AVNET INC
COM
053807103
300
6303
SH
SOLE
6303
0
0
AVON PRODS INC
COM
054303102
65
12844
SH
SOLE
12844
0
0
BAKER HUGHES INC
COM
057224107
507
7800
SH
SOLE
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0
0
BANK AMER CORP
COM
060505104
3719
168300
SH
SOLE
168300
0
0
BANK MONTREAL QUE
COM
063671101
288
4000
SH
SOLE
4000
0
0
BANK MUTUAL CORP NEW
COM
063750103
260
27463
SH
SOLE
27463
0
0
BANK NEW YORK MELLON CORP
COM
064058100
2393
50500
SH
SOLE
50500
0
0
BANKRATE INC DEL
COM
06647F102
364
32960
SH
SOLE
32960
0
0
BANKUNITED INC
COM
06652K103
867
23000
SH
SOLE
23000
0
0
BAOZUN INC
SPONSORED ADR
06684L103
232
19200
SH
SOLE
19200
0
0
BARNES & NOBLE ED INC
COM
06777U101
615
53631
SH
SOLE
53631
0
0
BARNES & NOBLE INC
COM
067774109
279
25056
SH
SOLE
25056
0
0
BARRACUDA NETWORKS INC
COM
068323104
385
17975
SH
SOLE
17975
0
0
BARRICK GOLD CORP
COM
067901108
217
13556
SH
SOLE
13556
0
0
BAZAARVOICE INC
COM
073271108
495
102003
SH
SOLE
102003
0
0
BB&T CORP
COM
054937107
1194
25400
SH
SOLE
25400
0
0
BEACON ROOFING SUPPLY INC
COM
073685109
858
18621
SH
SOLE
18621
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
384
28900
SH
SOLE
28900
0
0
BECTON DICKINSON & CO
COM
075887109
2467
14900
SH
SOLE
14900
0
0
BELDEN INC
COM
077454106
748
10008
SH
SOLE
10008
0
0
BENEFITFOCUS INC
COM
08180D106
523
17621
SH
SOLE
17621
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
546
11200
SH
SOLE
11200
0
0
BEST BUY INC
COM
086516101
1899
44500
SH
SOLE
44500
0
0
BGC PARTNERS INC
CL A
05541T101
733
71700
SH
SOLE
71700
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
236
6600
SH
SOLE
6600
0
0
BIG 5 SPORTING GOODS CORP
COM
08915P101
189
10900
SH
SOLE
10900
0
0
BIO TECHNE CORP
COM
09073M104
730
7100
SH
SOLE
7100
0
0
BIOCRYST PHARMACEUTICALS
COM
09058V103
231
36458
SH
SOLE
36458
0
0
BIOGEN INC
COM
09062X103
1843
6500
SH
SOLE
6500
0
0
BLACKBERRY LTD
COM
09228F103
407
59128
SH
SOLE
59128
0
0
BLACKROCK CAPITAL INVESTMENT
COM
092533108
218
31385
SH
SOLE
31385
0
0
BLACKROCK INC
COM
09247X101
1294
3400
SH
SOLE
3400
0
0
BLOOMIN BRANDS INC
COM
094235108
932
51700
SH
SOLE
51700
0
0
BMC STK HLDGS INC
COM
05591B109
322
16504
SH
SOLE
16504
0
0
BOK FINL CORP
COM NEW
05561Q201
673
8100
SH
SOLE
8100
0
0
BOOT BARN HLDGS INC
COM
099406100
456
36401
SH
SOLE
36401
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
906
25117
SH
SOLE
25117
0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
299
18045
SH
SOLE
18045
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
1025
47400
SH
SOLE
47400
0
0
BOTTOMLINE TECH DEL INC
COM
101388106
318
12704
SH
SOLE
12704
0
0
BRADY CORP
CL A
104674106
488
12989
SH
SOLE
12989
0
0
BRF SA
SPONSORED ADR
10552T107
769
52075
SH
SOLE
52075
0
0
BRIGHT HORIZONS FAM SOL IN D
COM
109194100
724
10346
SH
SOLE
10346
0
0
BRIGHTCOVE INC
COM
10921T101
350
43418
SH
SOLE
43418
0
0
BRINKS CO
COM
109696104
664
16100
SH
SOLE
16100
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
228
3900
SH
SOLE
3900
0
0
BROADCOM LTD
SHS
Y09827109
937
5300
SH
SOLE
5300
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
605
9128
SH
SOLE
9128
0
0
BROOKS AUTOMATION INC
COM
114340102
1137
66600
SH
SOLE
66600
0
0
BRUKER CORP
COM
116794108
352
16603
SH
SOLE
16603
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
627
57200
SH
SOLE
57200
0
0
BUNGE LIMITED
COM
G16962105
480
6642
SH
SOLE
6642
0
0
BWX TECHNOLOGIES INC
COM
05605H100
1187
29905
SH
SOLE
29905
0
0
CABOT CORP
COM
127055101
678
13421
SH
SOLE
13421
0
0
CACI INTL INC
CL A
127190304
1227
9875
SH
SOLE
9875
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
368
14600
SH
SOLE
14600
0
0
CALAMOS ASSET MGMT INC
CL A
12811R104
162
18998
SH
SOLE
18998
0
0
CALAVO GROWERS INC
COM
128246105
812
13218
SH
SOLE
13218
0
0
CALERES INC
COM
129500104
975
29700
SH
SOLE
29700
0
0
CALGON CARBON CORP
COM
129603106
294
17300
SH
SOLE
17300
0
0
CALPINE CORP
COM NEW
131347304
127
11100
SH
SOLE
11100
0
0
CAMDEN NATL CORP
COM
133034108
202
4549
SH
SOLE
4549
0
0
CANADIAN PAC RY LTD
COM
13645T100
815
5707
SH
SOLE
5707
0
0
CANADIAN SOLAR INC
COM
136635109
361
29626
SH
SOLE
29626
0
0
CAPITAL BK FINL CORP
CL A COM
139794101
334
8500
SH
SOLE
8500
0
0
CAPITAL ONE FINL CORP
COM
14040H105
1876
21500
SH
SOLE
21500
0
0
CAPITOL FED FINL INC
COM
14057J101
517
31400
SH
SOLE
31400
0
0
CARBONITE INC
COM
141337105
680
41435
SH
SOLE
41435
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
649
26815
SH
SOLE
26815
0
0
CARLISLE COS INC
COM
142339100
754
6833
SH
SOLE
6833
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
224
4300
SH
SOLE
4300
0
0
CARTER INC
COM
146229109
596
6900
SH
SOLE
6900
0
0
CASCADIAN THERAPEUTICS INC
COM NEW
14740B606
70
16283
SH
SOLE
16283
0
0
CASELLA WASTE SYS INC
CL A
147448104
375
30191
SH
SOLE
30191
0
0
CATALENT INC
COM
148806102
304
11288
SH
SOLE
11288
0
0
CATHAY GEN BANCORP
COM
149150104
498
13100
SH
SOLE
13100
0
0
CDN IMPERIAL BK COMM TORONTO
COM
136069101
498
6100
SH
SOLE
6100
0
0
CDW CORP
COM
12514G108
734
14094
SH
SOLE
14094
0
0
CELANESE CORP DEL
COM SER A
150870103
2096
26625
SH
SOLE
26625
0
0
CELGENE CORP
COM
151020104
579
5000
SH
SOLE
5000
0
0
CENOVUS ENERGY INC
COM
15135U109
206
13600
SH
SOLE
13600
0
0
CENTENE CORP DEL
COM
15135B101
542
9600
SH
SOLE
9600
0
0
CENTERSTATE BANKS INC
COM
15201P109
211
8400
SH
SOLE
8400
0
0
CENTRAL PAC FINL CORP
COM NEW
154760409
528
16807
SH
SOLE
16807
0
0
CENTURY ALUM CO
COM
156431108
499
58265
SH
SOLE
58265
0
0
CERUS CORP
COM
157085101
434
99714
SH
SOLE
99714
0
0
CHANGYOU COM LTD
ADS REP CL A
15911M107
246
11596
SH
SOLE
11596
0
0
CHARLES RIV LABS INTL INC
COM
159864107
715
9381
SH
SOLE
9381
0
0
CHEESECAKE FACTORY INC
COM
163072101
293
4900
SH
SOLE
4900
0
0
CHEFS WHSE INC
COM
163086101
201
12700
SH
SOLE
12700
0
0
CHEGG INC
COM
163092109
206
27894
SH
SOLE
27894
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
1019
145100
SH
SOLE
145100
0
0
CHICOS FAS INC
COM
168615102
1184
82300
SH
SOLE
82300
0
0
CHINA BIOLOGIC PRODS INC
COM
16938C106
462
4300
SH
SOLE
4300
0
0
CHINA LODGING GROUP LTD
SPONSORED ADR
16949N109
544
10492
SH
SOLE
10492
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
611
8600
SH
SOLE
8600
0
0
CHOICE HOTELS INTL INC
COM
169905106
232
4144
SH
SOLE
4144
0
0
CHURCHILL DOWNS INC
COM
171484108
359
2386
SH
SOLE
2386
0
0
CIENA CORP
COM NEW
171779309
789
32339
SH
SOLE
32339
0
0
CIMAREX ENERGY CO
COM
171798101
843
6200
SH
SOLE
6200
0
0
CINCINNATI FINL CORP
COM
172062101
454
6000
SH
SOLE
6000
0
0
CITIGROUP INC
COM NEW
172967424
2490
41900
SH
SOLE
41900
0
0
CITIZENS FINL GROUP INC
COM
174610105
463
12992
SH
SOLE
12992
0
0
CIVITAS SOLUTIONS INC
COM
17887R102
398
20001
SH
SOLE
20001
0
0
CLEARSIDE BIOMEDICAL INC
COM
185063104
96
10700
SH
SOLE
10700
0
0
CLOUD PEAK ENERGY INC
COM
18911Q102
150
26659
SH
SOLE
26659
0
0
CLUBCORP HLDGS INC
COM
18948M108
247
17228
SH
SOLE
17228
0
0
CMS ENERGY CORP
COM
125896100
1401
33661
SH
SOLE
33661
0
0
CNO FINL GROUP INC
COM
12621E103
1092
57000
SH
SOLE
57000
0
0
COACH INC
COM
189754104
1544
44100
SH
SOLE
44100
0
0
COCA COLA EUROPEAN PARTNERS
SHS
G25839104
816
26000
SH
SOLE
26000
0
0
COEUR MNG INC
COM NEW
192108504
253
27834
SH
SOLE
27834
0
0
COLUCID PHARMACEUTICALS INC
COM
19716T101
281
7711
SH
SOLE
7711
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
290
4969
SH
SOLE
4969
0
0
COLUMBUS MCKINNON CORP N Y
COM
199333105
211
7812
SH
SOLE
7812
0
0
COMCAST CORP NEW
CL A
20030N101
1436
20800
SH
SOLE
20800
0
0
COMERICA INC
COM
200340107
1028
15100
SH
SOLE
15100
0
0
COMMERCE BANCSHARES INC
COM
200525103
618
10688
SH
SOLE
10688
0
0
COMMSCOPE HLDG CO INC
COM
20337X109
1190
32000
SH
SOLE
32000
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
672
120276
SH
SOLE
120276
0
0
COMMVAULT SYSTEMS INC
COM
204166102
324
6300
SH
SOLE
6300
0
0
COMPANHIA BRASILEIRA DE DIST
SPN ADR PFD CL A
20440T201
577
34893
SH
SOLE
34893
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
169
19500
SH
SOLE
19500
0
0
COMPASS MINERALS INTL INC
COM
20451N101
300
3824
SH
SOLE
3824
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
460
38803
SH
SOLE
38803
0
0
CONAGRA BRANDS INC
COM
205887102
3690
93300
SH
SOLE
93300
0
0
CONCERT PHARMACEUTICALS INC
COM
206022105
229
22288
SH
SOLE
22288
0
0
CONCHO RES INC
COM
20605P101
1008
7600
SH
SOLE
7600
0
0
CONNS INC
COM
208242107
742
58617
SH
SOLE
58617
0
0
CONSOLIDATED WATER CO INC
ORD
G23773107
188
17319
SH
SOLE
17319
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
2560
16700
SH
SOLE
16700
0
0
CONSTELLIUM NV
CL A
N22035104
610
103374
SH
SOLE
103374
0
0
CONTAINER STORE GROUP INC
COM
210751103
111
17522
SH
SOLE
17522
0
0
CONTINENTAL RESOURCES INC
COM
212015101
1019
19773
SH
SOLE
19773
0
0
CONTROL4 CORP
COM
21240D107
418
40941
SH
SOLE
40941
0
0
COOPER COS INC
COM NEW
216648402
3438
19652
SH
SOLE
19652
0
0
COOPER TIRE & RUBR CO
COM
216831107
311
8000
SH
SOLE
8000
0
0
COPA HOLDINGS SA
CL A
P31076105
247
2721
SH
SOLE
2721
0
0
COSTAR GROUP INC
COM
22160N109
339
1800
SH
SOLE
1800
0
0
COTY INC
COM CL A
222070203
714
39000
SH
SOLE
39000
0
0
COVANTA HLDG CORP
COM
22282E102
504
32332
SH
SOLE
32332
0
0
CRAFT BREW ALLIANCE INC
COM
224122101
301
17805
SH
SOLE
17805
0
0
CRANE CO
COM
224399105
577
8000
SH
SOLE
8000
0
0
CROCS INC
COM
227046109
380
55347
SH
SOLE
55347
0
0
CROWN HOLDINGS INC
COM
228368106
489
9300
SH
SOLE
9300
0
0
CSRA INC
COM
12650T104
482
15123
SH
SOLE
15123
0
0
CSX CORP
COM
126408103
2386
66400
SH
SOLE
66400
0
0
CTRIP COM INTL LTD
AMERICAN DEP SHS
22943F100
1532
38300
SH
SOLE
38300
0
0
CULLEN FROST BANKERS INC
COM
229899109
958
10863
SH
SOLE
10863
0
0
CUMMINS INC
COM
231021106
2979
21800
SH
SOLE
21800
0
0
CURTISS WRIGHT CORP
COM
231561101
521
5300
SH
SOLE
5300
0
0
CUSTOMERS BANCORP INC
COM
23204G100
429
11966
SH
SOLE
11966
0
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
1217
26740
SH
SOLE
26740
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
279
24400
SH
SOLE
24400
0
0
CYTOMX THERAPEUTICS INC
COM
23284F105
186
16900
SH
SOLE
16900
0
0
D R HORTON INC
COM
23331A109
2126
77800
SH
SOLE
77800
0
0
DAKTRONICS INC
COM
234264109
464
43383
SH
SOLE
43383
0
0
DANA INCORPORATED
COM
235825205
528
27800
SH
SOLE
27800
0
0
DANAHER CORP DEL
COM
235851102
1938
24900
SH
SOLE
24900
0
0
DATAWATCH CORP
COM NEW
237917208
115
20842
SH
SOLE
20842
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
294
5221
SH
SOLE
5221
0
0
DEERE & CO
COM
244199105
618
6000
SH
SOLE
6000
0
0
DELEK US HLDGS INC
COM
246647101
1118
46459
SH
SOLE
46459
0
0
DELPHI AUTOMOTIVE PLC
SHS
G27823106
1926
28600
SH
SOLE
28600
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
413
8400
SH
SOLE
8400
0
0
DENTSPLY SIRONA INC
COM
24906P109
468
8100
SH
SOLE
8100
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1514
33141
SH
SOLE
33141
0
0
DEXCOM INC
COM
252131107
378
6327
SH
SOLE
6327
0
0
DIAGEO P L C
SPON ADR NEW
25243Q205
603
5800
SH
SOLE
5800
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
535
30200
SH
SOLE
30200
0
0
DICKS SPORTING GOODS INC
COM
253393102
1168
22000
SH
SOLE
22000
0
0
DIGI INTL INC
COM
253798102
168
12207
SH
SOLE
12207
0
0
DINEEQUITY INC
COM
254423106
231
3000
SH
SOLE
3000
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
469
37238
SH
SOLE
37238
0
0
DISNEY WALT CO
COM DISNEY
254687106
1178
11300
SH
SOLE
11300
0
0
DOLBY LABORATORIES INC
COM
25659T107
800
17700
SH
SOLE
17700
0
0
DOLLAR TREE INC
COM
256746108
2663
34500
SH
SOLE
34500
0
0
DOMINION DIAMOND CORP
COM
257287102
494
50989
SH
SOLE
50989
0
0
DOMTAR CORP
COM NEW
257559203
465
11926
SH
SOLE
11926
0
0
DONALDSON INC
COM
257651109
1302
30951
SH
SOLE
30951
0
0
DREW INDS INC
COM NEW
26168L205
283
2627
SH
SOLE
2627
0
0
DSP GROUP INC
COM
23332B106
155
11900
SH
SOLE
11900
0
0
DST SYS INC DEL
COM
233326107
246
2300
SH
SOLE
2300
0
0
DSW INC
CL A
23334L102
1151
50800
SH
SOLE
50800
0
0
DU PONT E I DE NEMOURS & CO
COM
263534109
524
7144
SH
SOLE
7144
0
0
DUN & BRADSTREET CORP DEL NE
COM
26483E100
208
1712
SH
SOLE
1712
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
690
19905
SH
SOLE
19905
0
0
EAGLE MATERIALS INC
COM
26969P108
874
8871
SH
SOLE
8871
0
0
EASTMAN CHEM CO
COM
277432100
935
12435
SH
SOLE
12435
0
0
EATON VANCE CORP
COM NON VTG
278265103
838
20000
SH
SOLE
20000
0
0
EGALET CORP
COM
28226B104
85
11122
SH
SOLE
11122
0
0
EL POLLO LOCO HLDGS INC
COM
268603107
388
31533
SH
SOLE
31533
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
201
6111
SH
SOLE
6111
0
0
EMERSON ELEC CO
COM
291011104
769
13800
SH
SOLE
13800
0
0
ENBRIDGE INC
COM
29250N105
935
22200
SH
SOLE
22200
0
0
ENCANA CORP
COM
292505104
2363
201300
SH
SOLE
201300
0
0
ENDO INTL PLC
SHS
G30401106
1310
79535
SH
SOLE
79535
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
630
67788
SH
SOLE
67788
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
245
29884
SH
SOLE
29884
0
0
ENEL GENERACION CHILE S A
SPONSORED ADR
29244T101
244
12538
SH
SOLE
12538
0
0
ENERGEN CORP
COM
29265N108
1078
18700
SH
SOLE
18700
0
0
ENERNOC INC
COM
292764107
216
36047
SH
SOLE
36047
0
0
ENERPLUS CORP
COM
292766102
518
54600
SH
SOLE
54600
0
0
ENERSYS
COM
29275Y102
672
8600
SH
SOLE
8600
0
0
ENNIS INC
COM
293389102
1232
71037
SH
SOLE
71037
0
0
ENOVA INTL INC
COM
29357K103
297
23668
SH
SOLE
23668
0
0
ENTEGRIS INC
COM
29362U104
402
22466
SH
SOLE
22466
0
0
ENTERCOM COMMUNICATIONS CORP
CL A
293639100
269
17596
SH
SOLE
17596
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
86
12352
SH
SOLE
12352
0
0
EOG RES INC
COM
26875P101
1729
17100
SH
SOLE
17100
0
0
EURONET WORLDWIDE INC
COM
298736109
683
9430
SH
SOLE
9430
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
466
6782
SH
SOLE
6782
0
0
EVOLENT HEALTH INC
CL A
30050B101
350
23661
SH
SOLE
23661
0
0
EXACT SCIENCES CORP
COM
30063P105
168
12600
SH
SOLE
12600
0
0
EXAR CORP
COM
300645108
185
17162
SH
SOLE
17162
0
0
EXELIXIS INC
COM
30161Q104
829
55600
SH
SOLE
55600
0
0
EXELON CORP
COM
30161N101
1863
52500
SH
SOLE
52500
0
0
EXPEDIA INC DEL
COM NEW
30212P303
1121
9900
SH
SOLE
9900
0
0
EXPRESS INC
COM
30219E103
494
45879
SH
SOLE
45879
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
1844
26800
SH
SOLE
26800
0
0
EZCORP INC
CL A NON VTG
302301106
132
12428
SH
SOLE
12428
0
0
F M C CORP
COM NEW
302491303
588
10400
SH
SOLE
10400
0
0
F5 NETWORKS INC
COM
315616102
2055
14200
SH
SOLE
14200
0
0
FABRINET
SHS
G3323L100
517
12838
SH
SOLE
12838
0
0
FAIRMOUNT SANTROL HLDGS INC
COM
30555Q108
1175
99700
SH
SOLE
99700
0
0
FEDERAL SIGNAL CORP
COM
313855108
219
14045
SH
SOLE
14045
0
0
FEDEX CORP
COM
31428X106
540
2900
SH
SOLE
2900
0
0
FERRO CORP
COM
315405100
230
16070
SH
SOLE
16070
0
0
FERROGLOBE PLC
SHS
G33856108
412
38022
SH
SOLE
38022
0
0
FIBROGEN INC
COM
31572Q808
679
31752
SH
SOLE
31752
0
0
FIFTH STR SR FLOATNG RATE CO
COM
31679F101
194
22259
SH
SOLE
22259
0
0
FIFTH STREET FINANCE CORP
COM
31678A103
241
44850
SH
SOLE
44850
0
0
FINISAR CORP
COM NEW
31787A507
291
9601
SH
SOLE
9601
0
0
FIRST AMERN FINL CORP
COM
31847R102
209
5700
SH
SOLE
5700
0
0
FIRST BANCORP P R
COM NEW
318672706
414
62613
SH
SOLE
62613
0
0
FIRST CTZNS BANCSHARES INC N
CL A
31946M103
294
829
SH
SOLE
829
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
248
17500
SH
SOLE
17500
0
0
FIRST FNDTN INC
COM
32026V104
526
18473
SH
SOLE
18473
0
0
FIRST HORIZON NATL CORP
COM
320517105
1601
80000
SH
SOLE
80000
0
0
FIRST MERCHANTS CORP
COM
320817109
599
15903
SH
SOLE
15903
0
0
FIRST MIDWEST BANCORP DEL
COM
320867104
631
25000
SH
SOLE
25000
0
0
FIRSTENERGY CORP
COM
337932107
1130
36500
SH
SOLE
36500
0
0
FISERV INC
COM
337738108
202
1900
SH
SOLE
1900
0
0
FIVE9 INC
COM
338307101
364
25687
SH
SOLE
25687
0
0
FLAMEL TECHNOLOGIES SA
SPONSORED ADR
338488109
128
12300
SH
SOLE
12300
0
0
FLEX LTD
ORD
Y2573F102
221
15368
SH
SOLE
15368
0
0
FLEX PHARMA INC
COM
33938A105
73
13798
SH
SOLE
13798
0
0
FLIR SYS INC
COM
302445101
796
22000
SH
SOLE
22000
0
0
FLOTEK INDS INC DEL
COM
343389102
530
56433
SH
SOLE
56433
0
0
FLUOR CORP NEW
COM
343412102
940
17900
SH
SOLE
17900
0
0
FNB CORP PA
COM
302520101
813
50700
SH
SOLE
50700
0
0
FOAMIX PHARMACEUTICALS LTD
SHS
M46135105
244
22000
SH
SOLE
22000
0
0
FOOT LOCKER INC
COM
344849104
227
3200
SH
SOLE
3200
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
2078
171300
SH
SOLE
171300
0
0
FORESTAR GROUP INC
COM
346233109
745
56003
SH
SOLE
56003
0
0
FORTINET INC
COM
34959E109
928
30800
SH
SOLE
30800
0
0
FORTUNA SILVER MINES INC
COM
349915108
303
53588
SH
SOLE
53588
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
1353
25300
SH
SOLE
25300
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V100
307
13939
SH
SOLE
13939
0
0
FOSSIL GROUP INC
COM
34988V106
522
20202
SH
SOLE
20202
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
3180
241100
SH
SOLE
241100
0
0
FRESENIUS MED CARE AG&CO KGA
SPONSORED ADR
358029106
215
5093
SH
SOLE
5093
0
0
GAIA INC NEW
CL A
36269P104
152
17518
SH
SOLE
17518
0
0
GAIN CAP HLDGS INC
COM
36268W100
189
28700
SH
SOLE
28700
0
0
GAMESTOP CORP NEW
CL A
36467W109
2042
80826
SH
SOLE
80826
0
0
GAP INC DEL
COM
364760108
393
17500
SH
SOLE
17500
0
0
GARMIN LTD
SHS
H2906T109
257
5300
SH
SOLE
5300
0
0
GARTNER INC
COM
366651107
323
3199
SH
SOLE
3199
0
0
GCP APPLIED TECHNOLOGIES INC
COM
36164Y101
221
8266
SH
SOLE
8266
0
0
GENERAC HLDGS INC
COM
368736104
207
5070
SH
SOLE
5070
0
0
GENERAL CABLE CORP DEL NEW
COM
369300108
200
10500
SH
SOLE
10500
0
0
GENERAL DYNAMICS CORP
COM
369550108
1070
6200
SH
SOLE
6200
0
0
GENERAL MLS INC
COM
370334104
2168
35100
SH
SOLE
35100
0
0
GENESEE & WYO INC
CL A
371559105
521
7500
SH
SOLE
7500
0
0
GENUINE PARTS CO
COM
372460105
889
9300
SH
SOLE
9300
0
0
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
202
9900
SH
SOLE
9900
0
0
GIGAMON INC
COM
37518B102
1426
31300
SH
SOLE
31300
0
0
GILEAD SCIENCES INC
COM
375558103
1626
22700
SH
SOLE
22700
0
0
GLACIER BANCORP INC NEW
COM
37637Q105
731
20183
SH
SOLE
20183
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
239
6200
SH
SOLE
6200
0
0
GLOBAL PMTS INC
COM
37940X102
2291
33000
SH
SOLE
33000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
282
12272
SH
SOLE
12272
0
0
GRACE W R & CO DEL NEW
COM
38388F108
929
13737
SH
SOLE
13737
0
0
GRANITE CONSTR INC
COM
387328107
460
8357
SH
SOLE
8357
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
573
45900
SH
SOLE
45900
0
0
GREEN BANCORP INC
COM
39260X100
436
28663
SH
SOLE
28663
0
0
GREEN PLAINS INC
COM
393222104
849
30499
SH
SOLE
30499
0
0
GREENBRIER COS INC
COM
393657101
341
8200
SH
SOLE
8200
0
0
GREENLIGHT CAPITAL RE LTD
CLASS A
G4095J109
321
14080
SH
SOLE
14080
0
0
GREIF INC
CL A
397624107
349
6800
SH
SOLE
6800
0
0
GRUPO AVAL ACCIONES Y VALORE
SPONSORED ADS
40053W101
126
15860
SH
SOLE
15860
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
355
16400
SH
SOLE
16400
0
0
GW PHARMACEUTICALS PLC
ADS
36197T103
497
4445
SH
SOLE
4445
0
0
HAEMONETICS CORP
COM
405024100
269
6682
SH
SOLE
6682
0
0
HALCON RES CORP
COM PAR NEW
40537Q605
384
41149
SH
SOLE
41149
0
0
HALLIBURTON CO
COM
406216101
898
16600
SH
SOLE
16600
0
0
HALOZYME THERAPEUTICS INC
COM
40637H109
346
35009
SH
SOLE
35009
0
0
HANESBRANDS INC
COM
410345102
2155
99900
SH
SOLE
99900
0
0
HARLEY DAVIDSON INC
COM
412822108
910
15600
SH
SOLE
15600
0
0
HARRIS CORP DEL
COM
413875105
1793
17500
SH
SOLE
17500
0
0
HARSCO CORP
COM
415864107
263
19326
SH
SOLE
19326
0
0
HASBRO INC
COM
418056107
537
6900
SH
SOLE
6900
0
0
HD SUPPLY HLDGS INC
COM
40416M105
837
19700
SH
SOLE
19700
0
0
HEALTHWAYS INC
COM
422245100
696
30600
SH
SOLE
30600
0
0
HEICO CORP NEW
COM
422806109
1491
19331
SH
SOLE
19331
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
785
9300
SH
SOLE
9300
0
0
HELMERICH & PAYNE INC
COM
423452101
1300
16800
SH
SOLE
16800
0
0
HENRY JACK & ASSOC INC
COM
426281101
444
5000
SH
SOLE
5000
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
1109
23029
SH
SOLE
23029
0
0
HERITAGE INS HLDGS INC
COM
42727J102
221
14085
SH
SOLE
14085
0
0
HERITAGE OAKS BANCORP
COM
42724R107
187
15136
SH
SOLE
15136
0
0
HERON THERAPEUTICS INC
COM
427746102
353
26915
SH
SOLE
26915
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
1052
48804
SH
SOLE
48804
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
1587
68600
SH
SOLE
68600
0
0
HILL ROM HLDGS INC
COM
431475102
779
13871
SH
SOLE
13871
0
0
HILLENBRAND INC
COM
431571108
618
16112
SH
SOLE
16112
0
0
HILTON WORLDWIDE HLDGS INC
COM
43300A104
2206
81100
SH
SOLE
81100
0
0
HIMAX TECHNOLOGIES INC
SPONSORED ADR
43289P106
665
110101
SH
SOLE
110101
0
0
HOLLYSYS AUTOMATION TECHNOLO
SHS
G45667105
246
13454
SH
SOLE
13454
0
0
HONDA MOTOR LTD
AMERN SHS
438128308
233
7984
SH
SOLE
7984
0
0
HONEYWELL INTL INC
COM
438516106
1043
9000
SH
SOLE
9000
0
0
HOPE BANCORP INC
COM
43940T109
392
17900
SH
SOLE
17900
0
0
HORNBECK OFFSHORE SVCS INC N
COM
440543106
270
37429
SH
SOLE
37429
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
233
21517
SH
SOLE
21517
0
0
HOULIHAN LOKEY INC
CL A
441593100
214
6873
SH
SOLE
6873
0
0
HRG GROUP INC
COM
40434J100
311
20000
SH
SOLE
20000
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
434
10800
SH
SOLE
10800
0
0
HUBBELL INC
COM
443510607
232
1985
SH
SOLE
1985
0
0
HUBSPOT INC
COM
443573100
282
6000
SH
SOLE
6000
0
0
HUDBAY MINERALS INC
COM
443628102
101
17673
SH
SOLE
17673
0
0
HUMANA INC
COM
444859102
224
1100
SH
SOLE
1100
0
0
HUNT J B TRANS SVCS INC
COM
445658107
893
9200
SH
SOLE
9200
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2643
199900
SH
SOLE
199900
0
0
HUNTSMAN CORP
COM
447011107
1603
84030
SH
SOLE
84030
0
0
HURON CONSULTING GROUP INC
COM
447462102
725
14309
SH
SOLE
14309
0
0
HYATT HOTELS CORP
COM CL A
448579102
563
10187
SH
SOLE
10187
0
0
IBERIABANK CORP
COM
450828108
1248
14900
SH
SOLE
14900
0
0
ICONIX BRAND GROUP INC
COM
451055107
135
14412
SH
SOLE
14412
0
0
II VI INC
COM
902104108
768
25900
SH
SOLE
25900
0
0
ILG INC
COM
44967H101
461
25349
SH
SOLE
25349
0
0
ILLINOIS TOOL WKS INC
COM
452308109
1274
10400
SH
SOLE
10400
0
0
INDEPENDENCE CONTRACT DRIL I
COM
453415309
134
19940
SH
SOLE
19940
0
0
INFINITY PPTY & CAS CORP
COM
45665Q103
328
3737
SH
SOLE
3737
0
0
INGERSOLL-RAND PLC
SHS
G47791101
638
8500
SH
SOLE
8500
0
0
INGLES MKTS INC
CL A
457030104
357
7421
SH
SOLE
7421
0
0
INOGEN INC
COM
45780L104
275
4100
SH
SOLE
4100
0
0
INOTEK PHARMACEUTICALS CORP
COM
45780V102
145
23723
SH
SOLE
23723
0
0
INSMED INC
COM PAR $.01
457669307
140
10576
SH
SOLE
10576
0
0
INSPERITY INC
COM
45778Q107
439
6186
SH
SOLE
6186
0
0
INSTEEL INDUSTRIES INC
COM
45774W108
293
8218
SH
SOLE
8218
0
0
INSULET CORP
COM
45784P101
360
9563
SH
SOLE
9563
0
0
INTEGRATED DEVICE TECHNOLOGY
COM
458118106
393
16700
SH
SOLE
16700
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
745
20400
SH
SOLE
20400
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
2387
42300
SH
SOLE
42300
0
0
INTUIT
COM
461202103
419
3659
SH
SOLE
3659
0
0
INVESCO LTD
SHS
G491BT108
1332
43900
SH
SOLE
43900
0
0
INVESTMENT TECHNOLOGY GRP NE
COM
46145F105
348
17640
SH
SOLE
17640
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
750
53788
SH
SOLE
53788
0
0
INVUITY INC
COM NEW
46187J205
184
31914
SH
SOLE
31914
0
0
ISLE OF CAPRI CASINOS INC
COM
464592104
626
25339
SH
SOLE
25339
0
0
ITRON INC
COM
465741106
361
5739
SH
SOLE
5739
0
0
ITT INC
COM
45073V108
409
10600
SH
SOLE
10600
0
0
IXIA
COM
45071R109
306
18984
SH
SOLE
18984
0
0
J & J SNACK FOODS CORP
COM
466032109
469
3517
SH
SOLE
3517
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
250
52600
SH
SOLE
52600
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
986
17300
SH
SOLE
17300
0
0
JAMBA INC
COM NEW
47023A309
176
17100
SH
SOLE
17100
0
0
JAMES RIV GROUP LTD
COM
G5005R107
317
7635
SH
SOLE
7635
0
0
JETBLUE AIRWAYS CORP
COM
477143101
311
13859
SH
SOLE
13859
0
0
JOHNSON OUTDOORS INC
CL A
479167108
258
6494
SH
SOLE
6494
0
0
JUNIPER NETWORKS INC
COM
48203R104
1998
70700
SH
SOLE
70700
0
0
K12 INC
COM
48273U102
198
11558
SH
SOLE
11558
0
0
KADANT INC
COM
48282T104
471
7699
SH
SOLE
7699
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
327
4215
SH
SOLE
4215
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
1052
12400
SH
SOLE
12400
0
0
KARYOPHARM THERAPEUTICS INC
COM
48576U106
273
29007
SH
SOLE
29007
0
0
KCG HLDGS INC
CL A
48244B100
304
22909
SH
SOLE
22909
0
0
KELLOGG CO
COM
487836108
693
9400
SH
SOLE
9400
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
892
24400
SH
SOLE
24400
0
0
KIMBERLY CLARK CORP
COM
494368103
742
6500
SH
SOLE
6500
0
0
KINDER MORGAN INC DEL
COM
49456B101
2373
114600
SH
SOLE
114600
0
0
KINDRED HEALTHCARE INC
COM
494580103
234
29751
SH
SOLE
29751
0
0
KMG CHEMICALS INC
COM
482564101
266
6845
SH
SOLE
6845
0
0
KNIGHT TRANSN INC
COM
499064103
797
24100
SH
SOLE
24100
0
0
KOHLS CORP
COM
500255104
765
15500
SH
SOLE
15500
0
0
KOPPERS HOLDINGS INC
COM
50060P106
641
15914
SH
SOLE
15914
0
0
KOREA ELECTRIC PWR
SPONSORED ADR
500631106
1114
60300
SH
SOLE
60300
0
0
KORN FERRY INTL
COM NEW
500643200
1292
43902
SH
SOLE
43902
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
193
27493
SH
SOLE
27493
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
281
37915
SH
SOLE
37915
0
0
LA QUINTA HLDGS INC
COM
50420D108
922
64900
SH
SOLE
64900
0
0
LANCASTER COLONY CORP
COM
513847103
752
5317
SH
SOLE
5317
0
0
LAS VEGAS SANDS CORP
COM
517834107
2174
40700
SH
SOLE
40700
0
0
LATAM AIRLS GROUP S A
SPONSORED ADR
51817R106
203
24770
SH
SOLE
24770
0
0
LAYNE CHRISTENSEN CO
COM
521050104
174
16028
SH
SOLE
16028
0
0
LAZARD LTD
SHS A
G54050102
600
14600
SH
SOLE
14600
0
0
LEAR CORP
COM NEW
521865204
768
5800
SH
SOLE
5800
0
0
LEGGETT & PLATT INC
COM
524660107
845
17281
SH
SOLE
17281
0
0
LENDINGCLUB CORP
COM
52603A109
220
41870
SH
SOLE
41870
0
0
LENNAR CORP
CL A
526057104
1219
28400
SH
SOLE
28400
0
0
LENNOX INTL INC
COM
526107107
1011
6600
SH
SOLE
6600
0
0
LG DISPLAY CO LTD
SPONS ADR REP
50186V102
152
11821
SH
SOLE
11821
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
1370
44800
SH
SOLE
44800
0
0
LIMONEIRA CO
COM
532746104
240
11137
SH
SOLE
11137
0
0
LINCOLN NATL CORP IND
COM
534187109
1219
18400
SH
SOLE
18400
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
974
36621
SH
SOLE
36621
0
0
LKQ CORP
COM
501889208
1444
47100
SH
SOLE
47100
0
0
LOCKHEED MARTIN CORP
COM
539830109
1150
4600
SH
SOLE
4600
0
0
LOUISIANA PAC CORP
COM
546347105
273
14436
SH
SOLE
14436
0
0
LOWES COS INC
COM
548661107
3698
52000
SH
SOLE
52000
0
0
LOXO ONCOLOGY INC
COM
548862101
352
10969
SH
SOLE
10969
0
0
LPL FINL HLDGS INC
COM
50212V100
500
14210
SH
SOLE
14210
0
0
LSB INDS INC
COM
502160104
126
15000
SH
SOLE
15000
0
0
LUMINEX CORP DEL
COM
55027E102
247
12204
SH
SOLE
12204
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
1192
13900
SH
SOLE
13900
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
351
4300
SH
SOLE
4300
0
0
MACYS INC
COM
55616P104
1411
39400
SH
SOLE
39400
0
0
MADDEN STEVEN LTD
COM
556269108
915
25600
SH
SOLE
25600
0
0
MAINSOURCE FINANCIAL GP INC
COM
56062Y102
224
6500
SH
SOLE
6500
0
0
MAKEMYTRIP LIMITED MAURITIUS
SHS
V5633W109
354
15928
SH
SOLE
15928
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
1735
34834
SH
SOLE
34834
0
0
MANHATTAN ASSOCS INC
COM
562750109
488
9200
SH
SOLE
9200
0
0
MANITOWOC INC
COM
563571108
267
44613
SH
SOLE
44613
0
0
MANPOWERGROUP INC
COM
56418H100
1376
15484
SH
SOLE
15484
0
0
MANTECH INTL CORP
CL A
564563104
358
8472
SH
SOLE
8472
0
0
MARATHON OIL CORP
COM
565849106
2307
133300
SH
SOLE
133300
0
0
MARATHON PETE CORP
COM
56585A102
312
6200
SH
SOLE
6200
0
0
MARINEMAX INC
COM
567908108
447
23077
SH
SOLE
23077
0
0
MARKETAXESS HLDGS INC
COM
57060D108
514
3500
SH
SOLE
3500
0
0
MARSH & MCLENNAN COS INC
COM
571748102
2095
31000
SH
SOLE
31000
0
0
MARVELL TECHNOLOGY GROUP LTD
ORD
G5876H105
469
33800
SH
SOLE
33800
0
0
MASCO CORP
COM
574599106
1344
42506
SH
SOLE
42506
0
0
MASONITE INTL CORP NEW
COM
575385109
395
5998
SH
SOLE
5998
0
0
MASTEC INC
COM
576323109
208
5449
SH
SOLE
5449
0
0
MATERION CORP
COM
576690101
469
11855
SH
SOLE
11855
0
0
MATTHEWS INTL CORP
CL A
577128101
599
7800
SH
SOLE
7800
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
941
24400
SH
SOLE
24400
0
0
MAXIMUS INC
COM
577933104
842
15100
SH
SOLE
15100
0
0
MAXLINEAR INC
CL A
57776J100
325
14898
SH
SOLE
14898
0
0
MB FINANCIAL INC NEW
COM
55264U108
387
8200
SH
SOLE
8200
0
0
MCBC HLDGS INC
COM
55276F107
261
17920
SH
SOLE
17920
0
0
MCGRATH RENTCORP
COM
580589109
354
9037
SH
SOLE
9037
0
0
MCKESSON CORP
COM
58155Q103
1404
10000
SH
SOLE
10000
0
0
MDU RES GROUP INC
COM
552690109
780
27106
SH
SOLE
27106
0
0
MEDIDATA SOLUTIONS INC
COM
58471A105
322
6491
SH
SOLE
6491
0
0
MEDLEY CAP CORP
COM
58503F106
320
42673
SH
SOLE
42673
0
0
MEETME INC
COM
585141104
467
94701
SH
SOLE
94701
0
0
MELCO CROWN ENTMT LTD
ADR
585464100
577
36300
SH
SOLE
36300
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
212
5184
SH
SOLE
5184
0
0
MERCK & CO INC
COM
58933Y105
1819
30900
SH
SOLE
30900
0
0
MERITOR INC
COM
59001K100
501
40326
SH
SOLE
40326
0
0
METHODE ELECTRS INC
COM
591520200
343
8304
SH
SOLE
8304
0
0
MGIC INVT CORP WIS
COM
552848103
1627
159668
SH
SOLE
159668
0
0
MICHAEL KORS HLDGS LTD
SHS
G60754101
559
13009
SH
SOLE
13009
0
0
MICHAELS COS INC
COM
59408Q106
1278
62481
SH
SOLE
62481
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1726
26900
SH
SOLE
26900
0
0
MICRON TECHNOLOGY INC
COM
595112103
3448
157300
SH
SOLE
157300
0
0
MICROSEMI CORP
COM
595137100
1004
18600
SH
SOLE
18600
0
0
MIDLAND STS BANCORP INC ILL
COM
597742105
230
6364
SH
SOLE
6364
0
0
MIMECAST LTD
ORD SHS
G14838109
481
26877
SH
SOLE
26877
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
126
26432
SH
SOLE
26432
0
0
MITEK SYS INC
COM NEW
606710200
653
106143
SH
SOLE
106143
0
0
MITEL NETWORKS CORP
COM
60671Q104
514
75657
SH
SOLE
75657
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
126
13830
SH
SOLE
13830
0
0
MODINE MFG CO
COM
607828100
344
23080
SH
SOLE
23080
0
0
MOMO INC
ADR
60879B107
313
17026
SH
SOLE
17026
0
0
MONSTER BEVERAGE CORP NEW
COM
61174X109
630
14200
SH
SOLE
14200
0
0
MORGAN STANLEY
COM NEW
617446448
3646
86300
SH
SOLE
86300
0
0
MOTORCAR PTS AMER INC
COM
620071100
289
10737
SH
SOLE
10737
0
0
MRC GLOBAL INC
COM
55345K103
1102
54400
SH
SOLE
54400
0
0
MSCI INC
COM
55354G100
599
7600
SH
SOLE
7600
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
676
50800
SH
SOLE
50800
0
0
MYOKARDIA INC
COM
62857M105
210
16200
SH
SOLE
16200
0
0
MYRIAD GENETICS INC
COM
62855J104
471
28226
SH
SOLE
28226
0
0
NANOMETRICS INC
COM
630077105
289
11548
SH
SOLE
11548
0
0
NANOSTRING TECHNOLOGIES INC
COM
63009R109
268
12036
SH
SOLE
12036
0
0
NANTKWEST INC
COM
63016Q102
209
36593
SH
SOLE
36593
0
0
NASDAQ INC
COM
631103108
698
10400
SH
SOLE
10400
0
0
NATIONAL BEVERAGE CORP
COM
635017106
1389
27200
SH
SOLE
27200
0
0
NATIONAL CINEMEDIA INC
COM
635309107
427
28994
SH
SOLE
28994
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
249
9944
SH
SOLE
9944
0
0
NATIONAL OILWELL VARCO INC
COM
637071101
307
8200
SH
SOLE
8200
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
322
17807
SH
SOLE
17807
0
0
NATUS MEDICAL INC DEL
COM
639050103
1194
34309
SH
SOLE
34309
0
0
NAVIENT CORP
COM
63938C108
1689
102800
SH
SOLE
102800
0
0
NAVIGANT CONSULTING INC
COM
63935N107
441
16839
SH
SOLE
16839
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
1403
44739
SH
SOLE
44739
0
0
NCR CORP NEW
COM
62886E108
783
19300
SH
SOLE
19300
0
0
NEENAH PAPER INC
COM
640079109
204
2400
SH
SOLE
2400
0
0
NEKTAR THERAPEUTICS
COM
640268108
669
54535
SH
SOLE
54535
0
0
NELNET INC
CL A
64031N108
290
5716
SH
SOLE
5716
0
0
NEOGEN CORP
COM
640491106
306
4633
SH
SOLE
4633
0
0
NET 1 UEPS TECHNOLOGIES INC
COM NEW
64107N206
119
10400
SH
SOLE
10400
0
0
NEUROCRINE BIOSCIENCES INC
COM
64125C109
1552
40116
SH
SOLE
40116
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
780
48811
SH
SOLE
48811
0
0
NEW MTN FIN CORP
COM
647551100
153
10864
SH
SOLE
10864
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
662
15718
SH
SOLE
15718
0
0
NEW RELIC INC
COM
64829B100
585
20700
SH
SOLE
20700
0
0
NEW YORK TIMES CO
CL A
650111107
344
25900
SH
SOLE
25900
0
0
NEWFIELD EXPL CO
COM
651290108
1065
26300
SH
SOLE
26300
0
0
NEWLINK GENETICS CORP
COM
651511107
200
19481
SH
SOLE
19481
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
190
25278
SH
SOLE
25278
0
0
NEWS CORP NEW
CL A
65249B109
829
72300
SH
SOLE
72300
0
0
NIMBLE STORAGE INC
COM
65440R101
608
76767
SH
SOLE
76767
0
0
NIPPON TELEG & TEL CORP
SPONSORED ADR
654624105
639
15200
SH
SOLE
15200
0
0
NISOURCE INC
COM
65473P105
1432
64700
SH
SOLE
64700
0
0
NMI HLDGS INC
CL A
629209305
241
22612
SH
SOLE
22612
0
0
NN INC
COM
629337106
439
23042
SH
SOLE
23042
0
0
NORD ANGLIA EDUCATION INC
SHS
G6583A102
200
8580
SH
SOLE
8580
0
0
NORDSON CORP
COM
655663102
1255
11200
SH
SOLE
11200
0
0
NORFOLK SOUTHERN CORP
COM
655844108
1448
13400
SH
SOLE
13400
0
0
NORTHERN TR CORP
COM
665859104
501
5629
SH
SOLE
5629
0
0
NORTHROP GRUMMAN CORP
COM
666807102
1930
8300
SH
SOLE
8300
0
0
NORTHWEST PIPE CO
COM
667746101
289
16759
SH
SOLE
16759
0
0
NORTHWESTERN CORP
COM NEW
668074305
341
6000
SH
SOLE
6000
0
0
NOW INC
COM
67011P100
373
18244
SH
SOLE
18244
0
0
NRG ENERGY INC
COM NEW
629377508
593
48400
SH
SOLE
48400
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
226
4735
SH
SOLE
4735
0
0
NUANCE COMMUNICATIONS INC
COM
67020Y100
2093
140500
SH
SOLE
140500
0
0
NUCOR CORP
COM
670346105
482
8100
SH
SOLE
8100
0
0
NUTRACEUTICAL INTL CORP
COM
67060Y101
240
6872
SH
SOLE
6872
0
0
NUTRI SYS INC NEW
COM
67069D108
786
22686
SH
SOLE
22686
0
0
OCLARO INC
COM NEW
67555N206
160
17916
SH
SOLE
17916
0
0
OCULAR THERAPEUTIX INC
COM
67576A100
181
21663
SH
SOLE
21663
0
0
OGE ENERGY CORP
COM
670837103
937
28000
SH
SOLE
28000
0
0
OIL STS INTL INC
COM
678026105
827
21200
SH
SOLE
21200
0
0
OLD DOMINION FGHT LINES INC
COM
679580100
455
5300
SH
SOLE
5300
0
0
OLD NATL BANCORP IND
COM
680033107
252
13871
SH
SOLE
13871
0
0
OLLIES BARGAIN OUTLT HLDGS I
COM
681116109
841
29578
SH
SOLE
29578
0
0
OM ASSET MGMT PLC
SHS
G67506108
528
36385
SH
SOLE
36385
0
0
OMEGA PROTEIN CORP
COM
68210P107
272
10878
SH
SOLE
10878
0
0
OMNICOM GROUP INC
COM
681919106
460
5400
SH
SOLE
5400
0
0
ONEBEACON INSURANCE GROUP LT
CL A
G67742109
258
16086
SH
SOLE
16086
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
814
92707
SH
SOLE
92707
0
0
ORBOTECH LTD
ORD
M75253100
352
10542
SH
SOLE
10542
0
0
ORION GROUP HOLDINGS INC
COM
68628V308
105
10532
SH
SOLE
10532
0
0
ORITANI FINL CORP DEL
COM
68633D103
279
14870
SH
SOLE
14870
0
0
ORMAT TECHNOLOGIES INC
COM
686688102
739
13773
SH
SOLE
13773
0
0
ORTHOFIX INTL N V
COM
N6748L102
286
7907
SH
SOLE
7907
0
0
OSHKOSH CORP
COM
688239201
1512
23400
SH
SOLE
23400
0
0
PACCAR INC
COM
693718108
1419
22200
SH
SOLE
22200
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
720
75839
SH
SOLE
75839
0
0
PACIFIC PREMIER BANCORP
COM
69478X105
245
6925
SH
SOLE
6925
0
0
PACKAGING CORP AMER
COM
695156109
1713
20200
SH
SOLE
20200
0
0
PANDORA MEDIA INC
COM
698354107
230
17600
SH
SOLE
17600
0
0
PANERA BREAD CO
CL A
69840W108
615
3000
SH
SOLE
3000
0
0
PARSLEY ENERGY INC
CL A
701877102
419
11900
SH
SOLE
11900
0
0
PARTY CITY HOLDCO INC
COM
702149105
211
14826
SH
SOLE
14826
0
0
PAYLOCITY HLDG CORP
COM
70438V106
996
33200
SH
SOLE
33200
0
0
PEGASYSTEMS INC
COM
705573103
400
11122
SH
SOLE
11122
0
0
PENNANTPARK INVT CORP
COM
708062104
334
43651
SH
SOLE
43651
0
0
PENNEY J C INC
COM
708160106
577
69382
SH
SOLE
69382
0
0
PENSKE AUTOMOTIVE GRP INC
COM
70959W103
233
4500
SH
SOLE
4500
0
0
PENTAIR PLC
SHS
G7S00T104
1833
32700
SH
SOLE
32700
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
537
27729
SH
SOLE
27729
0
0
PEPSICO INC
COM
713448108
1758
16800
SH
SOLE
16800
0
0
PERFORMANCE FOOD GROUP CO
COM
71377A103
532
22175
SH
SOLE
22175
0
0
PERRIGO CO PLC
SHS
G97822103
766
9200
SH
SOLE
9200
0
0
PETROCHINA CO LTD
SPONSORED ADR
71646E100
282
3830
SH
SOLE
3830
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
258
25500
SH
SOLE
25500
0
0
PG&E CORP
COM
69331C108
760
12500
SH
SOLE
12500
0
0
PGT INNOVATIONS INC
COM
69336V101
241
21051
SH
SOLE
21051
0
0
PHH CORP
COM NEW
693320202
723
47682
SH
SOLE
47682
0
0
PHIBRO ANIMAL HEALTH CORP
CL A COM
71742Q106
765
26114
SH
SOLE
26114
0
0
PHILLIPS 66
COM
718546104
1815
21000
SH
SOLE
21000
0
0
PHOTRONICS INC
COM
719405102
268
23722
SH
SOLE
23722
0
0
PIER 1 IMPORTS INC
COM
720279108
626
73300
SH
SOLE
73300
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
463
24400
SH
SOLE
24400
0
0
PIONEER ENERGY SVCS CORP
COM
723664108
199
29003
SH
SOLE
29003
0
0
PIONEER NAT RES CO
COM
723787107
504
2800
SH
SOLE
2800
0
0
PLAINS GP HLDGS L P
LTD PARTNR INT A
72651A207
427
12300
SH
SOLE
12300
0
0
PLANET FITNESS INC
CL A
72703H101
476
23700
SH
SOLE
23700
0
0
PLANTRONICS INC NEW
COM
727493108
246
4500
SH
SOLE
4500
0
0
PLY GEM HLDGS INC
COM
72941W100
164
10087
SH
SOLE
10087
0
0
PNC FINL SVCS GROUP INC
COM
693475105
1661
14200
SH
SOLE
14200
0
0
POLYONE CORP
COM
73179P106
772
24100
SH
SOLE
24100
0
0
POPULAR INC
COM NEW
733174700
416
9500
SH
SOLE
9500
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
299
6900
SH
SOLE
6900
0
0
POTBELLY CORP
COM
73754Y100
264
20451
SH
SOLE
20451
0
0
POWELL INDS INC
COM
739128106
459
11767
SH
SOLE
11767
0
0
POWER INTEGRATIONS INC
COM
739276103
556
8200
SH
SOLE
8200
0
0
PPG INDS INC
COM
693506107
1999
21100
SH
SOLE
21100
0
0
PPL CORP
COM
69351T106
232
6800
SH
SOLE
6800
0
0
PRA HEALTH SCIENCES INC
COM
69354M108
485
8800
SH
SOLE
8800
0
0
PRICESMART INC
COM
741511109
1290
15449
SH
SOLE
15449
0
0
PRIMERICA INC
COM
74164M108
816
11800
SH
SOLE
11800
0
0
PRIMO WTR CORP
COM
74165N105
208
16900
SH
SOLE
16900
0
0
PROGRESS SOFTWARE CORP
COM
743312100
205
6427
SH
SOLE
6427
0
0
PROGRESSIVE CORP OHIO
COM
743315103
2471
69600
SH
SOLE
69600
0
0
PROTEOSTASIS THERAPEUTICS IN
COM
74373B109
240
19600
SH
SOLE
19600
0
0
PROTHENA CORP PLC
SHS
G72800108
374
7613
SH
SOLE
7613
0
0
PROVIDENCE SVC CORP
COM
743815102
375
9846
SH
SOLE
9846
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
436
15421
SH
SOLE
15421
0
0
PRUDENTIAL FINL INC
COM
744320102
1446
13900
SH
SOLE
13900
0
0
PTC INC
COM
69370C100
1592
34400
SH
SOLE
34400
0
0
PTC THERAPEUTICS INC
COM
69366J200
427
39181
SH
SOLE
39181
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
593
19326
SH
SOLE
19326
0
0
PURE STORAGE INC
CL A
74624M102
158
14003
SH
SOLE
14003
0
0
PVH CORP
COM
693656100
493
5467
SH
SOLE
5467
0
0
QEP RES INC
COM
74733V100
1016
55200
SH
SOLE
55200
0
0
QIAGEN NV
REG SHS
N72482107
997
35582
SH
SOLE
35582
0
0
QUALCOMM INC
COM
747525103
2230
34200
SH
SOLE
34200
0
0
QUINTILES IMS HOLDINGS INC
COM
74876Y101
654
8600
SH
SOLE
8600
0
0
RALPH LAUREN CORP
CL A
751212101
397
4400
SH
SOLE
4400
0
0
RAMBUS INC DEL
COM
750917106
317
23007
SH
SOLE
23007
0
0
RAPID7 INC
COM
753422104
752
61775
SH
SOLE
61775
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
960
13854
SH
SOLE
13854
0
0
RBC BEARINGS INC
COM
75524B104
464
4999
SH
SOLE
4999
0
0
REALOGY HLDGS CORP
COM
75605Y106
1543
59984
SH
SOLE
59984
0
0
RECRO PHARMA INC
COM
75629F109
89
11076
SH
SOLE
11076
0
0
RED HAT INC
COM
756577102
802
11500
SH
SOLE
11500
0
0
RED ROCK RESORTS INC
CL A
75700L108
584
25200
SH
SOLE
25200
0
0
REGAL ENTMT GROUP
CL A
758766109
293
14200
SH
SOLE
14200
0
0
REGIONS FINL CORP NEW
COM
7591EP100
1834
127700
SH
SOLE
127700
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
589
7400
SH
SOLE
7400
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
497
51199
SH
SOLE
51199
0
0
RENT A CTR INC NEW
COM
76009N100
142
12600
SH
SOLE
12600
0
0
RESMED INC
COM
761152107
840
13544
SH
SOLE
13544
0
0
RESOLUTE ENERGY CORP
COM NEW
76116A306
621
15071
SH
SOLE
15071
0
0
REYNOLDS AMERICAN INC
COM
761713106
1771
31600
SH
SOLE
31600
0
0
RINGCENTRAL INC
CL A
76680R206
412
19984
SH
SOLE
19984
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
1046
27200
SH
SOLE
27200
0
0
ROADRUNNER TRNSN SVCS HLDG I
COM
76973Q105
157
15100
SH
SOLE
15100
0
0
ROCKWELL AUTOMATION INC
COM
773903109
538
4000
SH
SOLE
4000
0
0
ROCKWELL COLLINS INC
COM
774341101
269
2900
SH
SOLE
2900
0
0
ROSETTA STONE INC
COM
777780107
240
26932
SH
SOLE
26932
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
975
14400
SH
SOLE
14400
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
336
4100
SH
SOLE
4100
0
0
ROYAL GOLD INC
COM
780287108
234
3700
SH
SOLE
3700
0
0
RPC INC
COM
749660106
796
40200
SH
SOLE
40200
0
0
RPM INTL INC
COM
749685103
522
9700
SH
SOLE
9700
0
0
RPX CORP
COM
74972G103
472
43713
SH
SOLE
43713
0
0
RUBICON PROJ INC
COM
78112V102
308
41565
SH
SOLE
41565
0
0
RUSH ENTERPRISES INC
CL A
781846209
353
11079
SH
SOLE
11079
0
0
RUTHS HOSPITALITY GROUP INC
COM
783332109
332
18144
SH
SOLE
18144
0
0
RYDER SYS INC
COM
783549108
462
6200
SH
SOLE
6200
0
0
RYERSON HLDG CORP
COM
783754104
143
10692
SH
SOLE
10692
0
0
S&P GLOBAL INC
COM
78409V104
3054
28400
SH
SOLE
28400
0
0
SAFETY INS GROUP INC
COM
78648T100
273
3700
SH
SOLE
3700
0
0
SAGE THERAPEUTICS INC
COM
78667J108
505
9900
SH
SOLE
9900
0
0
SAIA INC
COM
78709Y105
216
4899
SH
SOLE
4899
0
0
SANCHEZ ENERGY CORP
COM
79970Y105
577
63950
SH
SOLE
63950
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
238
10102
SH
SOLE
10102
0
0
SANMINA CORPORATION
COM
801056102
204
5553
SH
SOLE
5553
0
0
SCHEIN HENRY INC
COM
806407102
592
3900
SH
SOLE
3900
0
0
SCHOLASTIC CORP
COM
807066105
1863
39229
SH
SOLE
39229
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
531
11661
SH
SOLE
11661
0
0
SCICLONE PHARMACEUTICALS INC
COM
80862K104
504
46629
SH
SOLE
46629
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
1187
14000
SH
SOLE
14000
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
401
4200
SH
SOLE
4200
0
0
SCRIPPS NETWORKS INTERACT IN
CL A COM
811065101
1106
15500
SH
SOLE
15500
0
0
SEACOAST BKG CORP FLA
COM NEW
811707801
293
13270
SH
SOLE
13270
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
1363
35700
SH
SOLE
35700
0
0
SEALED AIR CORP NEW
COM
81211K100
530
11700
SH
SOLE
11700
0
0
SEAWORLD ENTMT INC
COM
81282V100
693
36586
SH
SOLE
36586
0
0
SECUREWORKS CORP
CL A
81374A105
144
13599
SH
SOLE
13599
0
0
SELECT COMFORT CORP
COM
81616X103
201
8886
SH
SOLE
8886
0
0
SERES THERAPEUTICS INC
COM
81750R102
257
25924
SH
SOLE
25924
0
0
SERVICENOW INC
COM
81762P102
758
10200
SH
SOLE
10200
0
0
SERVICESOURCE INTL INC
COM
81763U100
169
29683
SH
SOLE
29683
0
0
SHERWIN WILLIAMS CO
COM
824348106
242
900
SH
SOLE
900
0
0
SHOE CARNIVAL INC
COM
824889109
433
16053
SH
SOLE
16053
0
0
SHOPIFY INC
CL A
82509L107
1050
24500
SH
SOLE
24500
0
0
SHORETEL INC
COM
825211105
189
26413
SH
SOLE
26413
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
946
6300
SH
SOLE
6300
0
0
SILICON LABORATORIES INC
COM
826919102
362
5567
SH
SOLE
5567
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
624
14688
SH
SOLE
14688
0
0
SILVER SPRING NETWORKS INC
COM
82817Q103
306
22963
SH
SOLE
22963
0
0
SIMPSON MANUFACTURING CO INC
COM
829073105
284
6500
SH
SOLE
6500
0
0
SITEONE LANDSCAPE SUPPLY INC
COM
82982L103
280
8058
SH
SOLE
8058
0
0
SJW GROUP
COM
784305104
224
4000
SH
SOLE
4000
0
0
SKECHERS U S A INC
CL A
830566105
460
18700
SH
SOLE
18700
0
0
SKYWEST INC
COM
830879102
405
11100
SH
SOLE
11100
0
0
SM ENERGY CO
COM
78454L100
369
10700
SH
SOLE
10700
0
0
SMITH A O
COM
831865209
322
6800
SH
SOLE
6800
0
0
SODASTREAM INTERNATIONAL LTD
USD SHS
M9068E105
921
23336
SH
SOLE
23336
0
0
SOLAR CAP LTD
COM
83413U100
437
21000
SH
SOLE
21000
0
0
SOLAR SR CAP LTD
COM
83416M105
182
11048
SH
SOLE
11048
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
244
10670
SH
SOLE
10670
0
0
SOTHEBYS
COM
835898107
1041
26126
SH
SOLE
26126
0
0
SOUTH ST CORP
COM
840441109
287
3289
SH
SOLE
3289
0
0
SOUTHERN CO
COM
842587107
526
10700
SH
SOLE
10700
0
0
SOUTHSIDE BANCSHARES INC
COM
84470P109
261
6919
SH
SOLE
6919
0
0
SPARTANNASH CO
COM
847215100
481
12156
SH
SOLE
12156
0
0
SPECTRUM BRANDS HLDGS INC
COM
84763R101
404
3300
SH
SOLE
3300
0
0
SPIRE INC
COM
84857L101
626
9700
SH
SOLE
9700
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
683
11704
SH
SOLE
11704
0
0
SPLUNK INC
COM
848637104
481
9400
SH
SOLE
9400
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
132
14081
SH
SOLE
14081
0
0
SPRINT CORP
COM SER 1
85207U105
673
79900
SH
SOLE
79900
0
0
SPROUTS FMRS MKT INC
COM
85208M102
704
37200
SH
SOLE
37200
0
0
SPX FLOW INC
COM
78469X107
502
15671
SH
SOLE
15671
0
0
STAAR SURGICAL CO
COM PAR $0.01
852312305
183
16900
SH
SOLE
16900
0
0
STANDARD MTR PRODS INC
COM
853666105
201
3777
SH
SOLE
3777
0
0
STANLEY BLACK & DECKER INC
COM
854502101
1548
13500
SH
SOLE
13500
0
0
STAPLES INC
COM
855030102
95
10542
SH
SOLE
10542
0
0
STARBUCKS CORP
COM
855244109
1682
30300
SH
SOLE
30300
0
0
STATE NATL COS INC
COM
85711T305
296
21342
SH
SOLE
21342
0
0
STATE STR CORP
COM
857477103
2409
31000
SH
SOLE
31000
0
0
STEEL DYNAMICS INC
COM
858119100
797
22400
SH
SOLE
22400
0
0
STEELCASE INC
CL A
858155203
2125
118707
SH
SOLE
118707
0
0
STEIN MART INC
COM
858375108
158
28787
SH
SOLE
28787
0
0
STEPAN CO
COM
858586100
277
3400
SH
SOLE
3400
0
0
STERICYCLE INC
COM
858912108
409
5312
SH
SOLE
5312
0
0
STERIS PLC
SHS USD
G84720104
500
7419
SH
SOLE
7419
0
0
STERLING BANCORP DEL
COM
85917A100
684
29248
SH
SOLE
29248
0
0
STERLING CONSTRUCTION CO INC
COM
859241101
156
18488
SH
SOLE
18488
0
0
STRATASYS LTD
SHS
M85548101
511
30918
SH
SOLE
30918
0
0
STUDENT TRANSN INC
COM
86388A108
119
21374
SH
SOLE
21374
0
0
SUCAMPO PHARMACEUTICALS INC
CL A
864909106
492
36299
SH
SOLE
36299
0
0
SUN LIFE FINL INC
COM
866796105
378
9847
SH
SOLE
9847
0
0
SUNCOKE ENERGY INC
COM
86722A103
265
23409
SH
SOLE
23409
0
0
SUNCOR ENERGY INC NEW
COM
867224107
409
12500
SH
SOLE
12500
0
0
SUNRUN INC
COM
86771W105
248
46616
SH
SOLE
46616
0
0
SUNTRUST BKS INC
COM
867914103
2682
48900
SH
SOLE
48900
0
0
SUPERNUS PHARMACEUTICALS INC
COM
868459108
556
22000
SH
SOLE
22000
0
0
SUPERVALU INC
COM
868536103
629
134697
SH
SOLE
134697
0
0
SYMANTEC CORP
COM
871503108
815
34100
SH
SOLE
34100
0
0
SYNAPTICS INC
COM
87157D109
579
10800
SH
SOLE
10800
0
0
SYNCHRONY FINL
COM
87165B103
1248
34400
SH
SOLE
34400
0
0
SYNERON MEDICAL LTD
ORD SHS
M87245102
235
27984
SH
SOLE
27984
0
0
SYNNEX CORP
COM
87162W100
793
6556
SH
SOLE
6556
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
571
13900
SH
SOLE
13900
0
0
SYSCO CORP
COM
871829107
2010
36300
SH
SOLE
36300
0
0
T MOBILE US INC
COM
872590104
213
3700
SH
SOLE
3700
0
0
TAHOE RES INC
COM
873868103
203
21532
SH
SOLE
21532
0
0
TAILORED BRANDS INC
COM
87403A107
1643
64300
SH
SOLE
64300
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
204
7100
SH
SOLE
7100
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1464
29700
SH
SOLE
29700
0
0
TARENA INTL INC
ADR
876108101
187
12496
SH
SOLE
12496
0
0
TARGET CORP
COM
87612E106
2449
33900
SH
SOLE
33900
0
0
TATA MTRS LTD
SPONSORED ADR
876568502
279
8100
SH
SOLE
8100
0
0
TAYLOR MORRISON HOME CORP
CL A
87724P106
561
29133
SH
SOLE
29133
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
201
4600
SH
SOLE
4600
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
1760
25400
SH
SOLE
25400
0
0
TECH DATA CORP
COM
878237106
449
5300
SH
SOLE
5300
0
0
TECHTARGET INC
COM
87874R100
173
20302
SH
SOLE
20302
0
0
TECK RESOURCES LTD
CL B
878742204
1078
53800
SH
SOLE
53800
0
0
TEEKAY CORPORATION
COM
Y8564W103
197
24500
SH
SOLE
24500
0
0
TEGNA INC
COM
87901J105
214
10013
SH
SOLE
10013
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
312
10793
SH
SOLE
10793
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
380
25614
SH
SOLE
25614
0
0
TERADATA CORP DEL
COM
88076W103
359
13200
SH
SOLE
13200
0
0
TERADYNE INC
COM
880770102
810
31900
SH
SOLE
31900
0
0
TESORO CORP
COM
881609101
1373
15700
SH
SOLE
15700
0
0
TETRA TECH INC NEW
COM
88162G103
867
20096
SH
SOLE
20096
0
0
TEXAS INSTRS INC
COM
882508104
1284
17600
SH
SOLE
17600
0
0
TFS FINL CORP
COM
87240R107
201
10572
SH
SOLE
10572
0
0
THIRD PT REINS LTD
COM
G8827U100
282
24435
SH
SOLE
24435
0
0
THL CR INC
COM
872438106
104
10400
SH
SOLE
10400
0
0
TILLYS INC
CL A
886885102
584
44312
SH
SOLE
44312
0
0
TIMKENSTEEL CORP
COM
887399103
375
24216
SH
SOLE
24216
0
0
TITAN INTL INC ILL
COM
88830M102
134
11970
SH
SOLE
11970
0
0
TITAN MACHY INC
COM
88830R101
403
27635
SH
SOLE
27635
0
0
TJX COS INC NEW
COM
872540109
1653
22000
SH
SOLE
22000
0
0
TOLL BROTHERS INC
COM
889478103
781
25200
SH
SOLE
25200
0
0
TORO CO
COM
891092108
280
5000
SH
SOLE
5000
0
0
TOTAL SYS SVCS INC
COM
891906109
441
9000
SH
SOLE
9000
0
0
TOWNSQUARE MEDIA INC
CL A
892231101
105
10100
SH
SOLE
10100
0
0
TOYOTA MOTOR CORP
SP ADR REP2COM
892331307
305
2600
SH
SOLE
2600
0
0
TRACTOR SUPPLY CO
COM
892356106
561
7400
SH
SOLE
7400
0
0
TRANSUNION
COM
89400J107
501
16200
SH
SOLE
16200
0
0
TRAVELCENTERS AMER LLC
COM
894174101
115
16200
SH
SOLE
16200
0
0
TRILLIUM THERAPEUTICS INC
COM NEW
89620X506
84
14902
SH
SOLE
14902
0
0
TRIMAS CORP
COM NEW
896215209
542
23064
SH
SOLE
23064
0
0
TRINET GROUP INC
COM
896288107
213
8300
SH
SOLE
8300
0
0
TRIUMPH BANCORP INC
COM
89679E300
213
8139
SH
SOLE
8139
0
0
TRONOX LTD
SHS CL A
Q9235V101
192
18600
SH
SOLE
18600
0
0
TRUECAR INC
COM
89785L107
161
12872
SH
SOLE
12872
0
0
TRUSTMARK CORP
COM
898402102
285
8000
SH
SOLE
8000
0
0
TTM TECHNOLOGIES INC
COM
87305R109
631
46300
SH
SOLE
46300
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
681
25000
SH
SOLE
25000
0
0
TYSON FOODS INC
CL A
902494103
2269
36792
SH
SOLE
36792
0
0
U S G CORP
COM NEW
903293405
222
7700
SH
SOLE
7700
0
0
UBIQUITI NETWORKS INC
COM
90347A100
847
14660
SH
SOLE
14660
0
0
UBS GROUP AG
SHS
H42097107
531
33900
SH
SOLE
33900
0
0
UGI CORP NEW
COM
902681105
654
14200
SH
SOLE
14200
0
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
253
3600
SH
SOLE
3600
0
0
UMB FINL CORP
COM
902788108
514
6666
SH
SOLE
6666
0
0
UMPQUA HLDGS CORP
COM
904214103
674
35900
SH
SOLE
35900
0
0
UNDER ARMOUR INC
CL C
904311206
224
8900
SH
SOLE
8900
0
0
UNIFIRST CORP MASS
COM
904708104
261
1818
SH
SOLE
1818
0
0
UNILEVER PLC
SPON ADR NEW
904767704
725
17812
SH
SOLE
17812
0
0
UNION BANKSHARES CORP NEW
COM
90539J109
346
9684
SH
SOLE
9684
0
0
UNION PAC CORP
COM
907818108
923
8900
SH
SOLE
8900
0
0
UNIQURE NV
SHS
N90064101
90
16080
SH
SOLE
16080
0
0
UNITED CMNTY FINL CORP OHIO
COM
909839102
194
21700
SH
SOLE
21700
0
0
UNITED CONTL HLDGS INC
COM
910047109
2922
40100
SH
SOLE
40100
0
0
UNITED RENTALS INC
COM
911363109
1453
13761
SH
SOLE
13761
0
0
UNITED STATES STL CORP NEW
COM
912909108
1116
33800
SH
SOLE
33800
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
2689
16800
SH
SOLE
16800
0
0
UNIVERSAL ELECTRS INC
COM
913483103
478
7400
SH
SOLE
7400
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
1340
12600
SH
SOLE
12600
0
0
URBAN OUTFITTERS INC
COM
917047102
732
25718
SH
SOLE
25718
0
0
US BANCORP DEL
COM NEW
902973304
354
6900
SH
SOLE
6900
0
0
USA TRUCK INC
COM
902925106
183
21057
SH
SOLE
21057
0
0
USANA HEALTH SCIENCES INC
COM
90328M107
220
3602
SH
SOLE
3602
0
0
VALEANT PHARMACEUTICALS INTL
COM
91911K102
299
20600
SH
SOLE
20600
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
478
7000
SH
SOLE
7000
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
209
3800
SH
SOLE
3800
0
0
VALLEY NATL BANCORP
COM
919794107
173
14900
SH
SOLE
14900
0
0
VALMONT INDS INC
COM
920253101
400
2839
SH
SOLE
2839
0
0
VARIAN MED SYS INC
COM
92220P105
539
6000
SH
SOLE
6000
0
0
VARONIS SYS INC
COM
922280102
732
27318
SH
SOLE
27318
0
0
VASCO DATA SEC INTL INC
COM
92230Y104
145
10603
SH
SOLE
10603
0
0
VECTRUS INC
COM
92242T101
219
9178
SH
SOLE
9178
0
0
VEECO INSTRS INC DEL
COM
922417100
276
9464
SH
SOLE
9464
0
0
VEEVA SYS INC
CL A COM
922475108
1030
25300
SH
SOLE
25300
0
0
VERA BRADLEY INC
COM
92335C106
747
63721
SH
SOLE
63721
0
0
VERACYTE INC
COM
92337F107
161
20765
SH
SOLE
20765
0
0
VERIFONE SYS INC
COM
92342Y109
415
23381
SH
SOLE
23381
0
0
VERISIGN INC
COM
92343E102
259
3400
SH
SOLE
3400
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
258
3500
SH
SOLE
3500
0
0
VIACOM INC NEW
CL B
92553P201
1653
47100
SH
SOLE
47100
0
0
VIAD CORP
COM NEW
92552R406
245
5550
SH
SOLE
5550
0
0
VIAVI SOLUTIONS INC
COM
925550105
862
105351
SH
SOLE
105351
0
0
VODAFONE GROUP PLC NEW
SPNSR ADR
92857W308
314
12851
SH
SOLE
12851
0
0
VOYA FINL INC
COM
929089100
716
18250
SH
SOLE
18250
0
0
VWR CORP
COM
91843L103
302
12074
SH
SOLE
12074
0
0
WABTEC CORP
COM
929740108
324
3900
SH
SOLE
3900
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
3691
44600
SH
SOLE
44600
0
0
WASTE MGMT INC DEL
COM
94106L109
1617
22800
SH
SOLE
22800
0
0
WATERS CORP
COM
941848103
1142
8500
SH
SOLE
8500
0
0
WELLS FARGO & CO NEW
COM
949746101
1769
32100
SH
SOLE
32100
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
247
2907
SH
SOLE
2907
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
224
4600
SH
SOLE
4600
0
0
WESTROCK CO
COM
96145D105
376
7400
SH
SOLE
7400
0
0
WHITING PETE CORP NEW
COM
966387102
1939
161300
SH
SOLE
161300
0
0
WILLIAMS COS INC DEL
COM
969457100
607
19500
SH
SOLE
19500
0
0
WILLIAMS SONOMA INC
COM
969904101
857
17700
SH
SOLE
17700
0
0
WILLIS TOWERS WATSON PUB LTD
SHS
G96629103
514
4200
SH
SOLE
4200
0
0
WINDSTREAM HLDGS INC
COM NEW
97382A200
130
17717
SH
SOLE
17717
0
0
WOODWARD INC
COM
980745103
2037
29500
SH
SOLE
29500
0
0
WORKIVA INC
COM CL A
98139A105
348
25495
SH
SOLE
25495
0
0
WPP PLC NEW
ADR
92937A102
266
2400
SH
SOLE
2400
0
0
WSFS FINL CORP
COM
929328102
649
14008
SH
SOLE
14008
0
0
XACTLY CORP
COM
98386L101
137
12424
SH
SOLE
12424
0
0
XPO LOGISTICS INC
COM
983793100
837
19400
SH
SOLE
19400
0
0
XYLEM INC
COM
98419M100
688
13900
SH
SOLE
13900
0
0
YY INC
ADS REPCOM CLA
98426T106
326
8260
SH
SOLE
8260
0
0
ZIONS BANCORPORATION
COM
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258
6000
SH
SOLE
6000
0
0