0000919574-16-014940.txt : 20160815 0000919574-16-014940.hdr.sgml : 20160815 20160815142258 ACCESSION NUMBER: 0000919574-16-014940 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TWO SIGMA ADVISERS, LP CENTRAL INDEX KEY: 0001478735 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14367 FILM NUMBER: 161831802 BUSINESS ADDRESS: STREET 1: 100 AVENUE OF THE AMERICAS STREET 2: 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10013 BUSINESS PHONE: 212-625-5700 MAIL ADDRESS: STREET 1: 100 AVENUE OF THE AMERICAS STREET 2: 16TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10013 FORMER COMPANY: FORMER CONFORMED NAME: TWO SIGMA ADVISERS, LLC DATE OF NAME CHANGE: 20091215 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001478735 XXXXXXXX 06-30-2016 06-30-2016 false TWO SIGMA ADVISERS, LP
100 Avenue of the Americas 16th Floor New York NY 10013
13F HOLDINGS REPORT 028-14367 Y This Form 13F holdings report is being filed on behalf of Two Sigma Advisers, LP ("Advisers"). Advisers serves as the sole manager or investment manager, as applicable, of (i) Two Sigma U.S. All Cap Core Equity Fund, LP ("All Cap"), Two Sigma U.S. Small Cap Core Equity Fund, LP ("Small Cap"), Two Sigma Absolute Return Portfolio, LLC ("Absolute Return"), Two Sigma Active Extension U.S. All Cap Equity Portfolio, LLC ("Active Extension All Cap"), Two Sigma Active Extension U.S. Small Cap Equity Fund, LP ("Active Extension Small Cap"), Two Sigma U.S. Equity Variable Exposure Portfolio, LLC ("Equity Variable Exposure"), Two Sigma Constellation Portfolio, LLC ("Constellation"), Two Sigma Macro Portfolio, LLC ("Macro"), Two Sigma World Core Fund, LP ("World Core") and Two Sigma Equity Risk Premia Portfolio, LLC ("Equity Risk Premia"), ten investment entities that are managed by Advisers, each of which may be deemed to be an "other manager" for purposes of this Form 13F report, (ii) Two Sigma Genesis Portfolio, LLC ("Genesis"), Two Sigma U.S. Large Cap Core Equity Portfolio, LLC ("Large Cap") and Two Sigma International Core Portfolio, LLC ("International Core"), three investment entities that are managed by Advisers, each of which may not presently be deemed to be an "other manager" for purposes of this Form 13F report and (iii) one or more separately managed accounts and subadvised accounts (collectively, the "Managed Accounts"), each of which may not presently be deemed to be an "other manager" for purposes of this 13F report. Advisers, rather than All Cap, Small Cap, Absolute Return, Active Extension All Cap, Active Extension Small Cap, Equity Variable Exposure, Constellation, Macro, World Core, Equity Risk Premia, Genesis, Large Cap, International Core or the Managed Accounts, exercises sole investment discretion and voting authority over the securities held in the various accounts of All Cap, Small Cap, Absolute Return, Active Extension All Cap, Active Extension Small Cap, Equity Variable Exposure, Constellation, Macro, World Core, Equity Risk Premia, Genesis, Large Cap, International Core and in the Managed Accounts.
Matthew B. Siano, Esq. General Counsel 212-625-5712 /s/ Matthew B. Siano New York NY 08-15-2016 10 2029 19684210 1 0001507209 028-14405 Two Sigma U.S. All Cap Core Equity Fund, LP 2 0001488779 028-14382 Two Sigma U.S. Small Cap Core Equity Fund, LP 3 0001569734 028-15367 TWO SIGMA ABSOLUTE RETURN PORTFOLIO, LLC 4 0001569731 028-15404 TWO SIGMA ACTIVE EXTENSION U.S. ALL CAP EQUITY PORTFOLIO, LLC 5 0001559804 028-15364 Two Sigma Active Extension U.S. Small Cap Equity Fund, LP 6 0001569858 028-15408 TWO SIGMA U.S. EQUITY VARIABLE EXPOSURE PORTFOLIO, LLC 7 0001569813 028-15375 TWO SIGMA CONSTELLATION PORTFOLIO, LLC 8 0001634034 028-16751 Two Sigma Macro Portfolio, LLC 9 0001630305 028-17350 Two Sigma World Core Fund, LP 10 0001667002 028-17346 Two Sigma Equity Risk Premia Portfolio, LLC
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COM 23332B106 532 50143 SH SOLE 50143 0 0 DTE ENERGY CO COM 233331107 607 6123 SH SOLE 6123 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 200042 3087075 SH SOLE 3087075 0 0 DUCOMMUN INC DEL COM 264147109 490 24779 SH SOLE 24779 0 0 DUNKIN BRANDS GROUP INC COM 265504100 40508 928647 SH SOLE 928647 0 0 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 4936 103823 SH SOLE 103823 0 0 DURECT CORP COM 266605104 15 12500 SH SOLE 12500 0 0 DYNAMIC MATLS CORP COM 267888105 455 42281 SH SOLE 42281 0 0 DYNEX CAP INC COM NEW 26817Q506 1464 210901 SH SOLE 210901 0 0 E HOUSE CHINA HLDGS LTD ADR 26852W103 1136 175600 SH SOLE 175600 0 0 E M C CORP MASS COM 268648102 101579 3738654 SH SOLE 3738654 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 4980 212002 SH SOLE 212002 0 0 EAGLE MATERIALS INC COM 26969P108 7621 98778 SH SOLE 98778 0 0 EARTHLINK HLDGS CORP COM 27033X101 2517 393347 SH SOLE 393347 0 0 EAST WEST BANCORP INC COM 27579R104 21922 641356 SH SOLE 641356 0 0 EASTERLY GOVT PPTYS INC COM 27616P103 2399 121600 SH SOLE 121600 0 0 EASTMAN KODAK CO COM NEW 277461406 621 38600 SH SOLE 38600 0 0 EATON CORP PLC SHS G29183103 77663 1300238 SH SOLE 1300238 0 0 EBAY INC COM 278642103 67570 2886369 SH SOLE 2886369 0 0 EBIX INC COM NEW 278715206 1533 31996 SH SOLE 31996 0 0 ECHOSTAR CORP CL A 278768106 4049 101991 SH SOLE 101991 0 0 E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 526 86900 SH SOLE 86900 0 0 EDISON INTL COM 281020107 5724 73697 SH SOLE 73697 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 49204 493374 SH SOLE 493374 0 0 EHEALTH INC COM 28238P109 1776 126706 SH SOLE 126706 0 0 ELDORADO RESORTS INC COM 28470R102 2345 154300 SH SOLE 154300 0 0 ELECTRO RENT CORP COM 285218103 352 22874 SH SOLE 22874 0 0 ELECTRO SCIENTIFIC INDS COM 285229100 882 151031 SH SOLE 151031 0 0 ELECTRONIC ARTS INC COM 285512109 145185 1916380 SH SOLE 1916380 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 316 24200 SH SOLE 24200 0 0 ELLIS PERRY INTL INC COM 288853104 1226 60946 SH SOLE 60946 0 0 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438 7369 SH SOLE 7369 0 0 ENNIS INC COM 293389102 1999 104225 SH SOLE 104225 0 0 ENOVA INTL INC COM 29357K103 347 47100 SH SOLE 47100 0 0 ENPRO INDS INC COM 29355X107 262 5898 SH SOLE 5898 0 0 ENSCO PLC SHS CLASS A G3157S106 1599 164675 SH SOLE 164675 0 0 ENSIGN GROUP INC COM 29358P101 621 29576 SH SOLE 29576 0 0 ENTEGRIS INC COM 29362U104 1602 110692 SH SOLE 110692 0 0 ENTERCOM COMMUNICATIONS CORP CL A 293639100 523 38575 SH SOLE 38575 0 0 ENTERGY CORP NEW COM 29364G103 12217 150175 SH SOLE 150175 0 0 ENTERPRISE FINL SVCS CORP COM 293712105 645 23126 SH SOLE 23126 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 382 56800 SH SOLE 56800 0 0 ENVISION HEALTHCARE HLDGS IN COM 29413U103 17292 681600 SH SOLE 681600 0 0 ENZO BIOCHEM INC COM 294100102 983 164600 SH SOLE 164600 0 0 EP ENERGY CORP CL A 268785102 322 62200 SH SOLE 62200 0 0 EPIQ SYS INC COM 26882D109 507 34743 SH SOLE 34743 0 0 EPLUS INC COM 294268107 777 9504 SH SOLE 9504 0 0 EPR PPTYS COM SH BEN INT 26884U109 1936 23995 SH SOLE 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EZCORP INC CL A NON VTG 302301106 483 63870 SH SOLE 63870 0 0 F5 NETWORKS INC COM 315616102 55471 487276 SH SOLE 487276 0 0 FABRINET SHS G3323L100 8691 234140 SH SOLE 234140 0 0 FACEBOOK INC CL A 30303M102 210709 1843800 SH SOLE 1843800 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 1105 75300 SH SOLE 75300 0 0 FAMOUS DAVES AMER INC COM 307068106 95 18800 SH SOLE 18800 0 0 FARMER BROS CO COM 307675108 324 10100 SH SOLE 10100 0 0 FARO TECHNOLOGIES INC COM 311642102 620 18326 SH SOLE 18326 0 0 FBL FINL GROUP INC CL A 30239F106 201 3309 SH SOLE 3309 0 0 FCB FINL HLDGS INC CL A 30255G103 3349 98500 SH SOLE 98500 0 0 FEDERAL SIGNAL CORP COM 313855108 2517 195382 SH SOLE 195382 0 0 FEDERATED INVS INC PA CL B 314211103 739 25686 SH SOLE 25686 0 0 FEDEX CORP COM 31428X106 6463 42582 SH SOLE 42582 0 0 FELCOR LODGING TR INC COM 31430F101 3818 612876 SH SOLE 612876 0 0 FEMALE HEALTH CO COM 314462102 44 35072 SH SOLE 35072 0 0 FERRO CORP COM 315405100 759 56751 SH SOLE 56751 0 0 FERROGLOBE PLC SHS G33856108 2012 233641 SH SOLE 233641 0 0 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 753 123100 SH SOLE 123100 0 0 FIBRIA CELULOSE S A SP ADR REP COM 31573A109 569 84138 SH SOLE 84138 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 12437 331647 SH SOLE 331647 0 0 FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 988 86114 SH SOLE 86114 0 0 FIDELITY SOUTHERN CORP NEW COM 316394105 962 61379 SH SOLE 61379 0 0 FIDUS INVT CORP COM 316500107 1017 66613 SH SOLE 66613 0 0 FIESTA RESTAURANT GROUP INC COM 31660B101 861 39458 SH SOLE 39458 0 0 FIFTH STREET FINANCE CORP COM 31678A103 2141 441534 SH SOLE 441534 0 0 FIFTH THIRD BANCORP COM 316773100 1974 112250 SH SOLE 112250 0 0 FINANCIAL ENGINES INC COM 317485100 207 8008 SH SOLE 8008 0 0 FINANCIAL INSTNS INC COM 317585404 477 18287 SH SOLE 18287 0 0 FINISAR CORP COM NEW 31787A507 7906 451501 SH SOLE 451501 0 0 FINISH LINE INC CL A 317923100 257 12737 SH SOLE 12737 0 0 FIRST BANCORP N C COM 318910106 784 44607 SH SOLE 44607 0 0 FIRST BANCORP P R COM NEW 318672706 753 189547 SH SOLE 189547 0 0 FIRST BUS FINL SVCS INC WIS COM 319390100 249 10600 SH SOLE 10600 0 0 FIRST BUSEY CORP COM NEW 319383204 1105 51669 SH SOLE 51669 0 0 FIRST CASH FINL SVCS INC COM 31942D107 3289 64069 SH SOLE 64069 0 0 FIRST CMNTY BANCSHARES INC N COM 31983A103 459 20474 SH SOLE 20474 0 0 FIRST CONN BANCORP INC MD COM 319850103 167 10098 SH SOLE 10098 0 0 FIRST DATA CORP NEW COM CL A 32008D106 17128 1547200 SH SOLE 1547200 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 904 23280 SH SOLE 23280 0 0 FIRST FINANCIAL NORTHWEST IN COM 32022K102 308 23182 SH SOLE 23182 0 0 FIRST FINL BANCORP OH COM 320209109 996 51221 SH SOLE 51221 0 0 FIRST FINL CORP IND COM 320218100 619 16910 SH SOLE 16910 0 0 FIRST HORIZON NATL CORP COM 320517105 1231 89334 SH SOLE 89334 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2180 77579 SH SOLE 77579 0 0 FIRST MAJESTIC SILVER CORP COM 32076V103 2563 189411 SH SOLE 189411 0 0 FIRST MERCHANTS CORP COM 320817109 373 14965 SH SOLE 14965 0 0 FIRST MIDWEST BANCORP DEL COM 320867104 3850 219220 SH SOLE 219220 0 0 FIRST NBC BK HLDG CO COM 32115D106 1006 59900 SH SOLE 59900 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 17525 1799267 SH SOLE 1799267 0 0 FIRST POTOMAC RLTY TR COM 33610F109 608 66049 SH SOLE 66049 0 0 FIRST SOLAR INC COM 336433107 16142 332969 SH SOLE 332969 0 0 FIRSTENERGY CORP COM 337932107 65621 1879727 SH SOLE 1879727 0 0 FIRSTMERIT CORP COM 337915102 10642 525004 SH SOLE 525004 0 0 FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 984 21578 SH SOLE 21578 0 0 FISERV INC COM 337738108 1322 12160 SH SOLE 12160 0 0 FITBIT INC CL A 33812L102 183 15000 SH SOLE 15000 0 0 FIVE BELOW INC COM 33829M101 260 5600 SH SOLE 5600 0 0 FIVE OAKS INVT CORP COM 33830W106 113 20674 SH SOLE 20674 0 0 FIVE PRIME THERAPEUTICS INC COM 33830X104 289 7000 SH SOLE 7000 0 0 FIVE STAR QUALITY CARE INC COM 33832D106 395 168855 SH SOLE 168855 0 0 FIVE9 INC COM 338307101 515 43300 SH SOLE 43300 0 0 FLAGSTAR BANCORP INC COM PAR .001 337930705 865 35420 SH SOLE 35420 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 25580 178720 SH SOLE 178720 0 0 FLEXSTEEL INDS INC COM 339382103 285 7200 SH SOLE 7200 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 30334 2570700 SH SOLE 2570700 0 0 FLIR SYS INC COM 302445101 443 14303 SH SOLE 14303 0 0 FLOWSERVE CORP COM 34354P105 424 9378 SH SOLE 9378 0 0 FLUOR CORP NEW COM 343412102 10127 205498 SH SOLE 205498 0 0 FLUSHING FINL CORP COM 343873105 1390 69922 SH SOLE 69922 0 0 FLY LEASING LTD SPONSORED ADR 34407D109 2219 223468 SH SOLE 223468 0 0 FMC TECHNOLOGIES INC COM 30249U101 67227 2520685 SH SOLE 2520685 0 0 FNB CORP PA COM 302520101 4055 323349 SH SOLE 323349 0 0 FOREST CITY RLTY TR INC COM CL A 345605109 11398 510899 SH SOLE 510899 0 0 FORMFACTOR INC COM 346375108 1375 152954 SH SOLE 152954 0 0 FORRESTER RESH INC COM 346563109 738 20015 SH SOLE 20015 0 0 FORTINET INC COM 34959E109 2557 80928 SH SOLE 80928 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 402 91000 SH SOLE 91000 0 0 FORTUNA SILVER MINES INC COM 349915108 529 76000 SH SOLE 76000 0 0 FOSSIL GROUP INC COM 34988V106 6516 228375 SH SOLE 228375 0 0 FOSTER L B CO COM 350060109 727 66782 SH SOLE 66782 0 0 FOUR CORNERS PPTY TR INC COM 35086T109 9227 448129 SH SOLE 448129 0 0 FOX CHASE BANCORP INC NEW COM 35137T108 347 17039 SH SOLE 17039 0 0 FRANCESCAS HLDGS CORP COM 351793104 586 53002 SH SOLE 53002 0 0 FRANKLIN COVEY CO COM 353469109 196 12800 SH SOLE 12800 0 0 FRANKLIN FINL NETWORK INC COM 35352P104 787 25100 SH SOLE 25100 0 0 FRANKLIN STREET PPTYS CORP COM 35471R106 123 10011 SH SOLE 10011 0 0 FRANKS INTL N V COM N33462107 479 32800 SH SOLE 32800 0 0 FREEPORT-MCMORAN INC CL B 35671D857 785 70511 SH SOLE 70511 0 0 FREIGHTCAR AMER INC COM 357023100 278 19815 SH SOLE 19815 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 4417 81146 SH SOLE 81146 0 0 FS INVT CORP COM 302635107 927 102400 SH SOLE 102400 0 0 FTI CONSULTING INC COM 302941109 327 8045 SH SOLE 8045 0 0 FULLER H B CO COM 359694106 552 12547 SH SOLE 12547 0 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369604103 12756 405217 SH SOLE 405217 0 0 GENERAL MLS INC COM 370334104 20958 293862 SH SOLE 293862 0 0 GENERAL MTRS CO COM 37045V100 2957 104475 SH SOLE 104475 0 0 GENOMIC HEALTH INC COM 37244C101 2598 100320 SH SOLE 100320 0 0 GENUINE PARTS CO COM 372460105 3401 33594 SH SOLE 33594 0 0 GENWORTH FINL INC COM CL A 37247D106 3563 1381150 SH SOLE 1381150 0 0 GEO GROUP INC NEW COM 36162J106 298 8725 SH SOLE 8725 0 0 GERDAU S A SPON ADR REP PFD 373737105 307 168700 SH SOLE 168700 0 0 GERMAN AMERN BANCORP INC COM 373865104 227 7100 SH SOLE 7100 0 0 GETTY RLTY CORP NEW COM 374297109 1143 53267 SH SOLE 53267 0 0 GIBRALTAR INDS INC COM 374689107 3554 112563 SH SOLE 112563 0 0 GIGAMON INC COM 37518B102 2924 78200 SH SOLE 78200 0 0 G-III APPAREL GROUP LTD COM 36237H101 212 4632 SH SOLE 4632 0 0 GILEAD SCIENCES INC COM 375558103 154218 1848699 SH SOLE 1848699 0 0 GLACIER BANCORP INC NEW COM 37637Q105 1823 68583 SH SOLE 68583 0 0 GLADSTONE CAPITAL CORP COM 376535100 538 74358 SH SOLE 74358 0 0 GLADSTONE COML CORP COM 376536108 2229 131949 SH SOLE 131949 0 0 GLADSTONE INVT CORP COM 376546107 1620 226321 SH SOLE 226321 0 0 GLATFELTER COM 377316104 312 15947 SH SOLE 15947 0 0 GLAUKOS CORP COM 377322102 586 20100 SH SOLE 20100 0 0 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 849 19600 SH SOLE 19600 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1818 66600 SH SOLE 66600 0 0 GLOBAL EAGLE ENTMT INC COM 37951D102 172 25900 SH SOLE 25900 0 0 GLOBAL NET LEASE INC COM 379378102 111 13900 SH SOLE 13900 0 0 GLOBAL PMTS INC COM 37940X102 414 5800 SH SOLE 5800 0 0 GLOBAL SOURCES LTD ORD G39300101 93 10107 SH SOLE 10107 0 0 GLOBALSTAR INC COM 378973408 27 22700 SH SOLE 22700 0 0 GLOBUS MED INC CL A 379577208 295 12400 SH SOLE 12400 0 0 GNC HLDGS INC COM CL A 36191G107 16597 683271 SH SOLE 683271 0 0 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 10149 2071300 SH SOLE 2071300 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 21274 829087 SH SOLE 829087 0 0 GP STRATEGIES CORP COM 36225V104 599 27600 SH SOLE 27600 0 0 GRACE W R & CO DEL NEW COM 38388F108 37470 511821 SH SOLE 511821 0 0 GRAHAM CORP COM 384556106 336 18239 SH SOLE 18239 0 0 GRAHAM HLDGS CO COM 384637104 3414 6974 SH SOLE 6974 0 0 GRAMERCY PPTY TR COM 385002100 9462 1026222 SH SOLE 1026222 0 0 GRAN TIERRA ENERGY INC COM 38500T101 2094 619900 SH SOLE 619900 0 0 GRAND CANYON ED INC COM 38526M106 2133 53425 SH SOLE 53425 0 0 GRANITE CONSTR INC COM 387328107 1316 28900 SH SOLE 28900 0 0 GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 632 21154 SH SOLE 21154 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 33012 2632549 SH SOLE 2632549 0 0 GRAY TELEVISION INC COM 389375106 1360 125300 SH SOLE 125300 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 103 23567 SH SOLE 23567 0 0 GREAT PLAINS ENERGY INC COM 391164100 52541 1728319 SH SOLE 1728319 0 0 GREAT SOUTHN BANCORP INC COM 390905107 554 14980 SH SOLE 14980 0 0 GREAT WESTN BANCORP INC COM 391416104 5832 184900 SH SOLE 184900 0 0 GREEN DOT CORP CL A 39304D102 2026 88143 SH SOLE 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CORP IND COM 534187109 32753 844795 SH SOLE 844795 0 0 LINEAR TECHNOLOGY CORP COM 535678106 16163 347369 SH SOLE 347369 0 0 LINKEDIN CORP COM CL A 53578A108 72845 384913 SH SOLE 384913 0 0 LIONBRIDGE TECHNOLOGIES INC COM 536252109 497 125886 SH SOLE 125886 0 0 LIQUIDITY SERVICES INC COM 53635B107 713 90992 SH SOLE 90992 0 0 LITTELFUSE INC COM 537008104 266 2248 SH SOLE 2248 0 0 LIVANOVA PLC SHS G5509L101 8479 168800 SH SOLE 168800 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 22606 961957 SH SOLE 961957 0 0 LIVEPERSON INC COM 538146101 881 138954 SH SOLE 138954 0 0 LOCKHEED MARTIN CORP COM 539830109 74781 301329 SH SOLE 301329 0 0 LOGITECH INTL S A SHS H50430232 677 41600 SH SOLE 41600 0 0 LOGMEIN INC COM 54142L109 810 12770 SH SOLE 12770 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 876 24844 SH SOLE 24844 0 0 LOWES COS INC COM 548661107 175354 2214902 SH SOLE 2214902 0 0 LPL FINL HLDGS INC COM 50212V100 2998 133050 SH SOLE 133050 0 0 LSI INDS INC COM 50216C108 632 57100 SH SOLE 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691589 SH SOLE 691589 0 0 PROOFPOINT INC COM 743424103 815 12916 SH SOLE 12916 0 0 PROSHARES TR PSHS ULSHT SP500 74347B300 654 36700 SH SOLE 36700 0 0 PROSHARES TR PSHS ULTRA QQQ 74347R206 3384 47500 SH SOLE 47500 0 0 PROSHARES TR ULTRAPRO QQQ 74347X831 15180 157600 SH SOLE 157600 0 0 PROSHARES TR ULTRAPRO SHORT S 74348A442 724 27600 SH SOLE 27600 0 0 PROSHARES TR PSHS ULDOW30 NEW 74348A590 976 54500 SH SOLE 54500 0 0 PROSPECT CAPITAL CORPORATION COM 74348T102 190 24304 SH SOLE 24304 0 0 PROSPERITY BANCSHARES INC COM 743606105 388 7600 SH SOLE 7600 0 0 PROVIDENT FINL SVCS INC COM 74386T105 427 21728 SH SOLE 21728 0 0 PRUDENTIAL FINL INC COM 744320102 1144 16036 SH SOLE 16036 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 6424 60556 SH SOLE 60556 0 0 PTC THERAPEUTICS INC COM 69366J200 1131 161100 SH SOLE 161100 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5054 108431 SH SOLE 108431 0 0 PURE STORAGE INC CL A 74624M102 3792 347900 SH SOLE 347900 0 0 PVH CORP COM 693656100 27469 291514 SH SOLE 291514 0 0 QAD INC CL A 74727D306 601 31200 SH SOLE 31200 0 0 QEP RES INC COM 74733V100 5390 305710 SH SOLE 305710 0 0 QIAGEN NV REG SHS N72482107 3904 179015 SH SOLE 179015 0 0 QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1269 17370 SH SOLE 17370 0 0 QLIK TECHNOLOGIES INC COM 74733T105 5142 173827 SH SOLE 173827 0 0 QLOGIC CORP COM 747277101 1300 88193 SH SOLE 88193 0 0 QLT INC COM 746927102 92 64800 SH SOLE 64800 0 0 QUAD / GRAPHICS INC COM CL A 747301109 6022 258554 SH SOLE 258554 0 0 QUALCOMM INC COM 747525103 129866 2424224 SH SOLE 2424224 0 0 QUALITY SYS INC COM 747582104 1710 143589 SH SOLE 143589 0 0 QUALYS INC COM 74758T303 2236 75000 SH SOLE 75000 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 2710 145784 SH SOLE 145784 0 0 QUANTA SVCS INC COM 74762E102 6563 283883 SH SOLE 283883 0 0 QUANTUM CORP COM DSSG 747906204 54 127644 SH SOLE 127644 0 0 QUIDEL CORP COM 74838J101 884 49503 SH SOLE 49503 0 0 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 57384 878500 SH SOLE 878500 0 0 RACKSPACE HOSTING INC COM 750086100 26845 1286936 SH SOLE 1286936 0 0 RADIAN GROUP INC COM 750236101 4511 432948 SH SOLE 432948 0 0 RADNET INC COM 750491102 244 45600 SH SOLE 45600 0 0 RADWARE LTD ORD M81873107 1766 156800 SH SOLE 156800 0 0 RALPH LAUREN CORP CL A 751212101 806 8991 SH SOLE 8991 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1800 91800 SH SOLE 91800 0 0 RANGE RES CORP COM 75281A109 7364 170690 SH SOLE 170690 0 0 RAVEN INDS INC COM 754212108 979 51683 SH SOLE 51683 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 540 10960 SH SOLE 10960 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 216 15900 SH SOLE 15900 0 0 RAYONIER INC COM 754907103 1000 38095 SH SOLE 38095 0 0 RAYTHEON CO COM NEW 755111507 33095 243435 SH SOLE 243435 0 0 REALOGY HLDGS CORP COM 75605Y106 36738 1265958 SH SOLE 1265958 0 0 REALPAGE INC COM 75606N109 1516 67884 SH SOLE 67884 0 0 RED HAT INC COM 756577102 5097 70206 SH SOLE 70206 0 0 RED ROCK RESORTS INC CL A 75700L108 503 22900 SH SOLE 22900 0 0 REDWOOD TR INC COM 758075402 283 20504 SH SOLE 20504 0 0 REGAL BELOIT CORP COM 758750103 7758 140918 SH SOLE 140918 0 0 REGAL ENTMT GROUP CL A 758766109 10638 482683 SH SOLE 482683 0 0 REGENERON PHARMACEUTICALS COM 75886F107 135215 387180 SH SOLE 387180 0 0 REGIONAL MGMT CORP COM 75902K106 335 22818 SH SOLE 22818 0 0 REGIONS FINL CORP NEW COM 7591EP100 25246 2966645 SH SOLE 2966645 0 0 REGIS CORP MINN COM 758932107 268 21514 SH SOLE 21514 0 0 REIS INC COM 75936P105 269 10800 SH SOLE 10800 0 0 RELX NV SPONSORED ADR 75955B102 447 25689 SH SOLE 25689 0 0 RENASANT CORP COM 75970E107 204 6302 SH SOLE 6302 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 1724 195300 SH SOLE 195300 0 0 RENT A CTR INC NEW COM 76009N100 1820 148226 SH SOLE 148226 0 0 REPLIGEN CORP COM 759916109 1368 50000 SH SOLE 50000 0 0 REPUBLIC BANCORP KY CL A 760281204 210 7617 SH SOLE 7617 0 0 RESMED INC COM 761152107 8613 136219 SH SOLE 136219 0 0 RESOLUTE FST PRODS INC COM 76117W109 186 35113 SH SOLE 35113 0 0 RESOURCES CONNECTION INC COM 76122Q105 1292 87418 SH SOLE 87418 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 1287 31037 SH SOLE 31037 0 0 RESTORATION HARDWARE HLDGS I COM 761283100 4772 166400 SH SOLE 166400 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 386 17809 SH SOLE 17809 0 0 RETAIL PPTYS AMER INC CL A 76131V202 3253 192500 SH SOLE 192500 0 0 RETAILMENOT INC COM SER 1 76132B106 2053 266300 SH SOLE 266300 0 0 RETROPHIN INC COM 761299106 851 47800 SH SOLE 47800 0 0 REVLON INC CL A NEW 761525609 490 15229 SH SOLE 15229 0 0 REX AMERICAN RESOURCES CORP COM 761624105 251 4201 SH SOLE 4201 0 0 REXNORD CORP NEW COM 76169B102 431 21931 SH SOLE 21931 0 0 RICHMONT MINES INC COM 76547T106 796 86100 SH SOLE 86100 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 539 241891 SH SOLE 241891 0 0 RIGNET INC COM 766582100 427 31911 SH SOLE 31911 0 0 RINGCENTRAL INC CL A 76680R206 6770 343300 SH SOLE 343300 0 0 RIO TINTO PLC SPONSORED ADR 767204100 1318 42100 SH SOLE 42100 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 2447 72605 SH SOLE 72605 0 0 RITE AID CORP COM 767754104 6565 876504 SH SOLE 876504 0 0 RLJ LODGING TR COM 74965L101 1040 48500 SH SOLE 48500 0 0 ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 1047 140339 SH SOLE 140339 0 0 ROBERT HALF INTL INC COM 770323103 22829 598245 SH SOLE 598245 0 0 ROCKWELL AUTOMATION INC COM 773903109 6784 59083 SH SOLE 59083 0 0 ROCKY BRANDS INC COM 774515100 176 15450 SH SOLE 15450 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 1055 33028 SH SOLE 33028 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 3653 90578 SH SOLE 90578 0 0 ROGERS CORP COM 775133101 1943 31807 SH SOLE 31807 0 0 ROUSE PPTYS INC COM 779287101 1121 61435 SH SOLE 61435 0 0 ROVI CORP COM 779376102 10728 685907 SH SOLE 685907 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 13850 234985 SH SOLE 234985 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 745 11100 SH SOLE 11100 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 8896 161099 SH SOLE 161099 0 0 RPC INC COM 749660106 250 16100 SH SOLE 16100 0 0 RPM INTL INC COM 749685103 3246 64982 SH SOLE 64982 0 0 RPX CORP COM 74972G103 2230 243212 SH SOLE 243212 0 0 RTI SURGICAL INC COM 74975N105 506 140984 SH SOLE 140984 0 0 RUBICON PROJ INC COM 78112V102 768 56300 SH SOLE 56300 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 3017 194289 SH SOLE 194289 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 2325 145743 SH SOLE 145743 0 0 RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 14300 205630 SH SOLE 205630 0 0 RYDER SYS INC COM 783549108 27741 453722 SH SOLE 453722 0 0 RYERSON HLDG CORP COM 783754104 1460 83400 SH SOLE 83400 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 1462 28874 SH SOLE 28874 0 0 S & T BANCORP INC COM 783859101 719 29415 SH SOLE 29415 0 0 S&P GLOBAL INC COM 78409V104 3907 36421 SH SOLE 36421 0 0 SABINE ROYALTY TR UNIT BEN INT 785688102 668 19996 SH SOLE 19996 0 0 SABRA HEALTH CARE REIT INC COM 78573L106 2348 113800 SH SOLE 113800 0 0 SABRE CORP COM 78573M104 43654 1629500 SH SOLE 1629500 0 0 SAFE BULKERS INC COM Y7388L103 122 115806 SH SOLE 115806 0 0 SAFETY INS GROUP INC COM 78648T100 476 7724 SH SOLE 7724 0 0 SAIA INC COM 78709Y105 3308 131590 SH SOLE 131590 0 0 SALESFORCE COM INC COM 79466L302 24202 304776 SH SOLE 304776 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 7735 263001 SH SOLE 263001 0 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 372 51200 SH SOLE 51200 0 0 SANCHEZ ENERGY CORP COM 79970Y105 98 13869 SH SOLE 13869 0 0 SANDSTORM GOLD LTD COM NEW 80013R206 51 11400 SH SOLE 11400 0 0 SANDY SPRING BANCORP INC COM 800363103 442 15200 SH SOLE 15200 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 3112 73000 SH SOLE 73000 0 0 SANGAMO BIOSCIENCES INC COM 800677106 212 36555 SH SOLE 36555 0 0 SANMINA CORPORATION COM 801056102 5550 207003 SH SOLE 207003 0 0 SAPIENS INTL CORP N V SHS NEW N7716A151 258 22029 SH SOLE 22029 0 0 SASOL LTD SPONSORED ADR 803866300 236 8700 SH SOLE 8700 0 0 SAUL CTRS INC COM 804395101 1352 21911 SH SOLE 21911 0 0 SBA COMMUNICATIONS CORP COM 78388J106 30694 284362 SH SOLE 284362 0 0 SCANSOURCE INC COM 806037107 2218 59763 SH SOLE 59763 0 0 SCHLUMBERGER LTD COM 806857108 8481 107249 SH SOLE 107249 0 0 SCHNITZER STL INDS CL A 806882106 1966 111701 SH SOLE 111701 0 0 SCHWAB CHARLES CORP NEW COM 808513105 8769 346465 SH SOLE 346465 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1303 36942 SH SOLE 36942 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 2305 176461 SH SOLE 176461 0 0 SCIENCE APPLICATNS INTL CP N COM 808625107 1301 22300 SH SOLE 22300 0 0 SCIQUEST INC NEW COM 80908T101 883 50005 SH SOLE 50005 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 15067 215526 SH SOLE 215526 0 0 SEACHANGE INTL INC COM 811699107 376 117911 SH SOLE 117911 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 1106 68097 SH SOLE 68097 0 0 SEADRILL LIMITED SHS G7945E105 3108 959182 SH SOLE 959182 0 0 SEALED AIR CORP NEW COM 81211K100 24989 543600 SH SOLE 543600 0 0 SEARS HOMETOWN & OUTLET STOR COM 812362101 117 17400 SH SOLE 17400 0 0 SEASPAN CORP SHS Y75638109 1482 106176 SH SOLE 106176 0 0 SEASPINE HLDGS CORP COM 81255T108 105 10000 SH SOLE 10000 0 0 SEATTLE GENETICS INC COM 812578102 6115 151322 SH SOLE 151322 0 0 SEI INVESTMENTS CO COM 784117103 2573 53480 SH SOLE 53480 0 0 SELECT INCOME REIT COM SH BEN INT 81618T100 5332 205140 SH SOLE 205140 0 0 SELECT MED HLDGS CORP COM 81619Q105 1865 171605 SH SOLE 171605 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 10366 223700 SH SOLE 223700 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 50584 648100 SH SOLE 648100 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 3634 83800 SH SOLE 83800 0 0 SELECTIVE INS GROUP INC COM 816300107 2413 63164 SH SOLE 63164 0 0 SEMPRA ENERGY COM 816851109 37783 331373 SH SOLE 331373 0 0 SEMTECH CORP COM 816850101 1368 57335 SH SOLE 57335 0 0 SENECA FOODS CORP NEW CL A 817070501 305 8429 SH SOLE 8429 0 0 SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 22902 656400 SH SOLE 656400 0 0 SEQUENOM INC COM NEW 817337405 26 28371 SH SOLE 28371 0 0 SERITAGE GROWTH PPTYS CL A 81752R100 5288 106100 SH SOLE 106100 0 0 SERVICE CORP INTL COM 817565104 18104 669521 SH SOLE 669521 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 13006 326775 SH SOLE 326775 0 0 SERVICENOW INC COM 81762P102 601 9053 SH SOLE 9053 0 0 SERVICESOURCE INTL INC COM 81763U100 1165 289022 SH SOLE 289022 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 248 6350 SH SOLE 6350 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 476 32300 SH SOLE 32300 0 0 SHIRE PLC SPONSORED ADR 82481R106 8298 45076 SH SOLE 45076 0 0 SHORETEL INC COM 825211105 2693 402563 SH SOLE 402563 0 0 SHUTTERFLY INC COM 82568P304 7582 162662 SH SOLE 162662 0 0 SIGMA DESIGNS INC COM 826565103 397 61715 SH SOLE 61715 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 1127 9020 SH SOLE 9020 0 0 SIGNET JEWELERS LIMITED SHS G81276100 22397 271779 SH SOLE 271779 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2098 43881 SH SOLE 43881 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 540 70458 SH SOLE 70458 0 0 SILVER BAY RLTY TR CORP COM 82735Q102 3428 201271 SH SOLE 201271 0 0 SILVER STD RES INC COM 82823L106 2806 216808 SH SOLE 216808 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 314 7863 SH SOLE 7863 0 0 SINA CORP ORD G81477104 24332 469100 SH SOLE 469100 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 1148 38431 SH SOLE 38431 0 0 SINOVAC BIOTECH LTD SHS P8696W104 240 40500 SH SOLE 40500 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 33334 575222 SH SOLE 575222 0 0 SIZMEK INC COM 83013P105 66 28900 SH SOLE 28900 0 0 SJW CORP COM 784305104 1419 36028 SH SOLE 36028 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 7184 343400 SH SOLE 343400 0 0 SKECHERS U S A INC CL A 830566105 25675 863910 SH SOLE 863910 0 0 SKULLCANDY INC COM 83083J104 645 105106 SH SOLE 105106 0 0 SKYWEST INC COM 830879102 331 12493 SH SOLE 12493 0 0 SLM CORP COM 78442P106 317 51334 SH SOLE 51334 0 0 SMART & FINAL STORES INC COM 83190B101 609 40900 SH SOLE 40900 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 5649 164600 SH SOLE 164600 0 0 SMITH & WESSON HLDG CORP COM 831756101 1962 72200 SH SOLE 72200 0 0 SMITH A O COM 831865209 2150 24400 SH SOLE 24400 0 0 SMUCKER J M CO COM NEW 832696405 79743 523212 SH SOLE 523212 0 0 SNAP ON INC COM 833034101 33340 211255 SH SOLE 211255 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3999 161774 SH SOLE 161774 0 0 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 732 34300 SH SOLE 34300 0 0 SOHU COM INC COM 83408W103 9791 258600 SH SOLE 258600 0 0 SOLAR CAP LTD COM 83413U100 2114 110995 SH SOLE 110995 0 0 SOLAR SR CAP LTD COM 83416M105 330 20483 SH SOLE 20483 0 0 SONIC CORP COM 835451105 491 18147 SH SOLE 18147 0 0 SONUS NETWORKS INC COM NEW 835916503 2983 343234 SH SOLE 343234 0 0 SONY CORP ADR NEW 835699307 790 26900 SH SOLE 26900 0 0 SOUTH ST CORP COM 840441109 1688 24798 SH SOLE 24798 0 0 SOUTHWEST AIRLS CO COM 844741108 29775 759367 SH SOLE 759367 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 802 47381 SH SOLE 47381 0 0 SOUTHWEST GAS CORP COM 844895102 1031 13100 SH SOLE 13100 0 0 SOUTHWESTERN ENERGY CO COM 845467109 16926 1345476 SH SOLE 1345476 0 0 SOVRAN SELF STORAGE INC COM 84610H108 1597 15225 SH SOLE 15225 0 0 SP PLUS CORP COM 78469C103 487 21574 SH SOLE 21574 0 0 SPARK ENERGY INC CL A COM 846511103 1659 50200 SH SOLE 50200 0 0 SPARTAN MTRS INC COM 846819100 249 39825 SH SOLE 39825 0 0 SPARTANNASH CO COM 847215100 646 21112 SH SOLE 21112 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 396031 1890091 SH SOLE 1890091 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 10493 273600 SH SOLE 273600 0 0 SPDR SERIES TRUST S&P BK ETF 78464A797 3539 116100 SH SOLE 116100 0 0 SPECTRANETICS CORP COM 84760C107 260 13913 SH SOLE 13913 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 12137 101730 SH SOLE 101730 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 340 51691 SH SOLE 51691 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 382 21524 SH SOLE 21524 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 36402 846559 SH SOLE 846559 0 0 SPIRIT AIRLS INC COM 848577102 27410 610880 SH SOLE 610880 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 25853 2024538 SH SOLE 2024538 0 0 SPLUNK INC COM 848637104 579 10684 SH SOLE 10684 0 0 SPOK HLDGS INC COM 84863T106 1123 58587 SH SOLE 58587 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 155 19200 SH SOLE 19200 0 0 SPROUTS FMRS MKT INC COM 85208M102 20186 881500 SH SOLE 881500 0 0 SPS COMM INC COM 78463M107 594 9800 SH SOLE 9800 0 0 SPX CORP COM 784635104 4008 269882 SH SOLE 269882 0 0 SPX FLOW INC COM 78469X107 4098 157200 SH SOLE 157200 0 0 SQUARE INC CL A 852234103 3335 368500 SH SOLE 368500 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4373 155736 SH SOLE 155736 0 0 ST JUDE MED INC COM 790849103 83111 1065528 SH SOLE 1065528 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 183 33141 SH SOLE 33141 0 0 STANDARD MTR PRODS INC COM 853666105 823 20680 SH SOLE 20680 0 0 STANDEX INTL CORP COM 854231107 1641 19863 SH SOLE 19863 0 0 STANLEY BLACK & DECKER INC COM 854502101 4869 43782 SH SOLE 43782 0 0 STAPLES INC COM 855030102 17461 2025597 SH SOLE 2025597 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 90272 1220722 SH SOLE 1220722 0 0 STARWOOD PPTY TR INC COM 85571B105 6948 335316 SH SOLE 335316 0 0 STARZ COM SER A 85571Q102 12097 404309 SH SOLE 404309 0 0 STATE BK FINL CORP COM 856190103 474 23296 SH SOLE 23296 0 0 STATE NATL COS INC COM 85711T305 788 74800 SH SOLE 74800 0 0 STATE STR CORP COM 857477103 1852 34342 SH SOLE 34342 0 0 STATOIL ASA SPONSORED ADR 85771P102 1156 66800 SH SOLE 66800 0 0 STEALTHGAS INC SHS Y81669106 68 17910 SH SOLE 17910 0 0 STEEL DYNAMICS INC COM 858119100 38313 1563781 SH SOLE 1563781 0 0 STEELCASE INC CL A 858155203 6028 444243 SH SOLE 444243 0 0 STEIN MART INC COM 858375108 803 104042 SH SOLE 104042 0 0 STELLUS CAP INVT CORP COM 858568108 398 38900 SH SOLE 38900 0 0 STEPAN CO COM 858586100 2915 48967 SH SOLE 48967 0 0 STERLING CONSTRUCTION CO INC COM 859241101 104 21200 SH SOLE 21200 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 521 88500 SH SOLE 88500 0 0 STOCK YDS BANCORP INC COM 861025104 236 8371 SH SOLE 8371 0 0 STONEGATE BK FT LAUDERDALE F COM 861811107 1113 34500 SH SOLE 34500 0 0 STONERIDGE INC COM 86183P102 1259 84300 SH SOLE 84300 0 0 STORE CAP CORP COM 862121100 14713 499600 SH SOLE 499600 0 0 STRATASYS LTD SHS M85548101 625 27321 SH SOLE 27321 0 0 STRAYER ED INC COM 863236105 1538 31311 SH SOLE 31311 0 0 STUDENT TRANSN INC COM 86388A108 288 56125 SH SOLE 56125 0 0 STURM RUGER & CO INC COM 864159108 275 4294 SH SOLE 4294 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 1545 140845 SH SOLE 140845 0 0 SUFFOLK BANCORP COM 864739107 294 9405 SH SOLE 9405 0 0 SUMITOMO MITSUI FINL GROUP I SPONSORED ADR 86562M209 220 38400 SH SOLE 38400 0 0 SUMMIT MATLS INC CL A 86614U100 473 23101 SH SOLE 23101 0 0 SUN HYDRAULICS CORP COM 866942105 899 30284 SH SOLE 30284 0 0 SUN LIFE FINL INC COM 866796105 8631 263726 SH SOLE 263726 0 0 SUNCOKE ENERGY INC COM 86722A103 2036 349825 SH SOLE 349825 0 0 SUNEDISON SEMICONDUCTOR LTD SHS Y8213L102 237 39900 SH SOLE 39900 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 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