0001085146-18-000498.txt : 20180212 0001085146-18-000498.hdr.sgml : 20180212 20180212100237 ACCESSION NUMBER: 0001085146-18-000498 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180212 DATE AS OF CHANGE: 20180212 EFFECTIVENESS DATE: 20180212 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Hutchin Hill Capital, LP CENTRAL INDEX KEY: 0001482799 IRS NUMBER: 260535838 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13730 FILM NUMBER: 18594395 BUSINESS ADDRESS: STREET 1: 888 SEVENTH AVENUE, 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 BUSINESS PHONE: 212-757-4490 MAIL ADDRESS: STREET 1: 888 SEVENTH AVENUE, 22ND FLOOR CITY: NEW YORK STATE: NY ZIP: 10106 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001482799 XXXXXXXX 12-31-2017 12-31-2017 false Hutchin Hill Capital, LP

888 SEVENTH AVENUE, 22ND FLOOR NEW YORK NY 10106

13F HOLDINGS REPORT 028-13730 N James McGovern 646-616-2067 /s/ James McGovern New York NY 01-30-2018 0 366 358540 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE AAR CORP COM 000361105 1638 41700 SH SOLE 41700 0 0 ABAXIS INC COM 002567105 376 7600 SH SOLE 7600 0 0 ACETO CORP COM 004446100 816 79000 SH SOLE 79000 0 0 AEGION CORP COM 00770F104 338 13300 SH SOLE 13300 0 0 AEROHIVE NETWORKS INC COM 007786106 116 19831 SH SOLE 19831 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 395 5900 SH SOLE 5900 0 0 ALAMO GROUP INC COM 011311107 463 4100 SH SOLE 4100 0 0 ALARM COM HLDGS INC COM 011642105 325 8600 SH SOLE 8600 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 621 7800 SH SOLE 7800 0 0 ALLERGAN PLC SHS G0177J108 327 2000 SH SOLE 2000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 684 2700 SH SOLE 2700 0 0 ALLSTATE CORP COM 020002101 2073 19800 SH SOLE 19800 0 0 ALPHABET INC CAP STK CL C 02079K107 732 700 SH SOLE 700 0 0 AMAZON COM INC COM 023135106 702 600 SH SOLE 600 0 0 AMDOCS LTD SHS G02602103 2004 30610 SH SOLE 30610 0 0 AMPHENOL CORP NEW CL A 032095101 448 5100 SH SOLE 5100 0 0 ANALOGIC CORP COM PAR $0.05 032657207 595 7100 SH SOLE 7100 0 0 ANI PHARMACEUTICALS INC COM 00182C103 844 13100 SH SOLE 13100 0 0 ANIKA THERAPEUTICS INC COM 035255108 668 12400 SH SOLE 12400 0 0 APOLLO COML REAL EST FIN INC COM 03762U105 447 24211 SH SOLE 24211 0 0 APOLLO INVT CORP COM 03761U106 708 125100 SH SOLE 125100 0 0 APPFOLIO INC COM CL A 03783C100 510 12300 SH SOLE 12300 0 0 APPLIED MATLS INC COM 038222105 920 18000 SH SOLE 18000 0 0 APTARGROUP INC COM 038336103 259 3000 SH SOLE 3000 0 0 ARCBEST CORP COM 03937C105 851 23800 SH SOLE 23800 0 0 ARCH CAP GROUP LTD ORD G0450A105 735 8100 SH SOLE 8100 0 0 ARDAGH GROUP S A CL A L0223L101 253 12000 SH SOLE 12000 0 0 ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 391 15200 SH SOLE 15200 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 1178 18400 SH SOLE 18400 0 0 ASPEN TECHNOLOGY INC COM 045327103 205 3100 SH SOLE 3100 0 0 ASSURANT INC COM 04621X108 1830 18150 SH SOLE 18150 0 0 AVX CORP NEW COM 002444107 621 35899 SH SOLE 35899 0 0 BALL CORP COM 058498106 700 18500 SH SOLE 18500 0 0 BANK NEW YORK MELLON CORP COM 064058100 273 5070 SH SOLE 5070 0 0 BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1535 42285 SH SOLE 42285 0 0 BARNES & NOBLE ED INC COM 06777U101 812 98500 SH SOLE 98500 0 0 BARRETT BUSINESS SERVICES IN COM 068463108 393 6100 SH SOLE 6100 0 0 BBX CAP CORP NEW CL A 05491N104 89 11200 SH SOLE 11200 0 0 BEACON ROOFING SUPPLY INC COM 073685109 434 6800 SH SOLE 6800 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 9790 267481 SH SOLE 267481 0 0 BERRY GLOBAL GROUP INC COM 08579W103 405 6900 SH SOLE 6900 0 0 BIO TECHNE CORP COM 09073M104 764 5900 SH SOLE 5900 0 0 BLACKBERRY LTD COM 09228F103 4036 361300 SH SOLE 361300 0 0 BOISE CASCADE CO DEL COM 09739D100 467 11700 SH SOLE 11700 0 0 BOJANGLES INC COM 097488100 304 25800 SH SOLE 25800 0 0 BOSTON BEER INC CL A 100557107 516 2700 SH SOLE 2700 0 0 BRIDGEPOINT ED INC COM 10807M105 190 22900 SH SOLE 22900 0 0 BRIGGS & STRATTON CORP COM 109043109 411 16200 SH SOLE 16200 0 0 BROADCOM LTD SHS Y09827109 1284 5000 SH SOLE 5000 0 0 BROOKS AUTOMATION INC COM 114340102 272 11400 SH SOLE 11400 0 0 BRYN MAWR BK CORP COM 117665109 469 10600 SH SOLE 10600 0 0 BWX TECHNOLOGIES INC COM 05605H100 575 9500 SH SOLE 9500 0 0 CABLE ONE INC COM 12685J105 352 500 SH SOLE 500 0 0 CACI INTL INC CL A 127190304 516 3900 SH SOLE 3900 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 732 17500 SH SOLE 17500 0 0 CAESARSTONE LTD ORD SHS M20598104 299 13600 SH SOLE 13600 0 0 CALAMP CORP COM 128126109 1689 78800 SH SOLE 78800 0 0 CALAVO GROWERS INC COM 128246105 599 7100 SH SOLE 7100 0 0 CAPITOL FED FINL INC COM 14057J101 1200 89500 SH SOLE 89500 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 597 69000 SH SOLE 69000 0 0 CARE COM INC COM 141633107 1203 66700 SH SOLE 66700 0 0 CARRIAGE SVCS INC COM 143905107 545 21200 SH SOLE 21200 0 0 CATO CORP NEW CL A 149205106 258 16200 SH SOLE 16200 0 0 CENOVUS ENERGY INC COM 15135U109 110 12100 SH SOLE 12100 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 444 14900 SH SOLE 14900 0 0 CHIMERIX INC COM 16934W106 133 28800 SH SOLE 28800 0 0 CHINA BIOLOGIC PRODS HLDGS I COM G21515104 473 6000 SH SOLE 6000 0 0 CHINA CORD BLOOD CORP SHS G21107100 391 39300 SH SOLE 39300 0 0 CHURCHILL DOWNS INC COM 171484108 209 900 SH SOLE 900 0 0 CIENA CORP COM NEW 171779309 2482 118600 SH SOLE 118600 0 0 CIRRUS LOGIC INC COM 172755100 233 4500 SH SOLE 4500 0 0 CLEAN HARBORS INC COM 184496107 282 5200 SH SOLE 5200 0 0 CLOUD PEAK ENERGY INC COM 18911Q102 133 29957 SH SOLE 29957 0 0 COCA COLA EUROPEAN PARTNERS SHS G25839104 566 14200 SH SOLE 14200 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1065 15000 SH SOLE 15000 0 0 COHU INC COM 192576106 637 29000 SH SOLE 29000 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 376 9400 SH SOLE 9400 0 0 COMCAST CORP NEW CL A 20030N101 1202 30000 SH SOLE 30000 0 0 COMFORT SYS USA INC COM 199908104 1056 24200 SH SOLE 24200 0 0 COMMUNITY HEALTH SYS INC NEW COM 203668108 924 216900 SH SOLE 216900 0 0 COMPUTER PROGRAMS & SYS INC COM 205306103 228 7600 SH SOLE 7600 0 0 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 628 28400 SH SOLE 28400 0 0 CONNECTONE BANCORP INC NEW COM 20786W107 2069 80344 SH SOLE 80344 0 0 CONSOL ENERGY INC NEW COM 20854L108 340 8600 SH SOLE 8600 0 0 COOPER COS INC COM NEW 216648402 4140 19000 SH SOLE 19000 0 0 COPA HOLDINGS SA CL A P31076105 241 1800 SH SOLE 1800 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 216 6100 SH SOLE 6100 0 0 COSTAMARE INC SHS Y1771G102 294 51000 SH SOLE 51000 0 0 COTIVITI HLDGS INC COM 22164K101 548 17020 SH SOLE 17020 0 0 COVENANT TRANSN GROUP INC CL A 22284P105 422 14700 SH SOLE 14700 0 0 CROCS INC COM 227046109 506 40000 SH SOLE 40000 0 0 CROWN HOLDINGS INC COM 228368106 422 7500 SH SOLE 7500 0 0 CSG SYS INTL INC COM 126349109 811 18500 SH SOLE 18500 0 0 CSS INDS INC COM 125906107 214 7700 SH SOLE 7700 0 0 CTS CORP COM 126501105 242 9400 SH SOLE 9400 0 0 CURTISS WRIGHT CORP COM 231561101 329 2700 SH SOLE 2700 0 0 DAKTRONICS INC COM 234264109 110 12100 SH SOLE 12100 0 0 DECKERS OUTDOOR CORP COM 243537107 225 2800 SH SOLE 2800 0 0 DENNYS CORP COM 24869P104 417 31500 SH SOLE 31500 0 0 DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 207 1000 SH SOLE 1000 0 0 DORIAN LPG LTD SHS USD Y2106R110 86 10400 SH SOLE 10400 0 0 DORMAN PRODUCTS INC COM 258278100 575 9400 SH SOLE 9400 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 261 3100 SH SOLE 3100 0 0 DXC TECHNOLOGY CO COM 23355L106 1006 10600 SH SOLE 10600 0 0 EDGEWELL PERS CARE CO COM 28035Q102 220 3700 SH SOLE 3700 0 0 EL POLLO LOCO HLDGS INC COM 268603107 490 49500 SH SOLE 49500 0 0 ELBIT SYS LTD ORD M3760D101 240 1800 SH SOLE 1800 0 0 EMCOR GROUP INC COM 29084Q100 204 2500 SH SOLE 2500 0 0 ENCORE WIRE CORP COM 292562105 521 10700 SH SOLE 10700 0 0 ENGILITY HLDGS INC NEW COM 29286C107 1211 42700 SH SOLE 42700 0 0 ENSTAR GROUP LIMITED SHS G3075P101 1129 5626 SH SOLE 5626 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 295 41300 SH SOLE 41300 0 0 ENVESTNET INC COM 29404K106 224 4500 SH SOLE 4500 0 0 ENZO BIOCHEM INC COM 294100102 231 28400 SH SOLE 28400 0 0 EPLUS INC COM 294268107 1308 17400 SH SOLE 17400 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 491 7700 SH SOLE 7700 0 0 ESSENDANT INC COM 296689102 269 29000 SH SOLE 29000 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 411 5500 SH SOLE 5500 0 0 EURONET WORLDWIDE INC COM 298736109 1331 15800 SH SOLE 15800 0 0 EVEREST RE GROUP LTD COM G3223R108 2349 10618 SH SOLE 10618 0 0 EVERTEC INC COM 30040P103 1538 112708 SH SOLE 112708 0 0 EXXON MOBIL CORP COM 30231G102 268 3200 SH SOLE 3200 0 0 FACEBOOK INC CL A 30303M102 988 5600 SH SOLE 5600 0 0 FAIR ISAAC CORP COM 303250104 1103 7200 SH SOLE 7200 0 0 FARMER BROS CO COM 307675108 254 7900 SH SOLE 7900 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 6803 72300 SH SOLE 72300 0 0 FINANCIAL INSTNS INC COM 317585404 355 11400 SH SOLE 11400 0 0 FINISH LINE INC CL A 317923100 4157 286100 SH SOLE 286100 0 0 FIRST BANCORP P R COM NEW 318672706 2897 568029 SH SOLE 568029 0 0 FIRST BUSEY CORP COM NEW 319383204 518 17300 SH SOLE 17300 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 441 30800 SH SOLE 30800 0 0 FIRST DATA CORP NEW COM CL A 32008D106 5898 352972 SH SOLE 352972 0 0 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 406 12900 SH SOLE 12900 0 0 FIRST REP BK SAN FRANCISCO C COM 33616C100 251 2900 SH SOLE 2900 0 0 FIRST SOLAR INC COM 336433107 344 5100 SH SOLE 5100 0 0 FIVE POINT HOLDINGS LLC COM CL A 33833Q106 995 70577 SH SOLE 70577 0 0 FLWS/1-800 FLOWERS CL A 68243Q106 242 22600 SH SOLE 22600 0 0 FNB CORP PA COM 302520101 8099 586033 SH SOLE 586033 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 144 11500 SH SOLE 11500 0 0 FORMFACTOR INC COM 346375108 224 14300 SH SOLE 14300 0 0 FORTINET INC COM 34959E109 354 8100 SH SOLE 8100 0 0 FOSSIL GROUP INC COM 34988V106 619 79651 SH SOLE 79651 0 0 FREIGHTCAR AMER INC COM 357023100 316 18500 SH SOLE 18500 0 0 FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 282 41700 SH SOLE 41700 0 0 FTI CONSULTING INC COM 302941109 215 5000 SH SOLE 5000 0 0 GALLAGHER ARTHUR J & CO COM 363576109 721 11400 SH SOLE 11400 0 0 GARMIN LTD SHS H2906T109 214 3600 SH SOLE 3600 0 0 GENERAL DYNAMICS CORP COM 369550108 326 1600 SH SOLE 1600 0 0 GENERAL MLS INC COM 370334104 5028 84800 SH SOLE 84800 0 0 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 331 10000 SH SOLE 10000 0 0 GRACE W R & CO DEL NEW COM 38388F108 344 4900 SH SOLE 4900 0 0 GRAHAM HLDGS CO COM 384637104 1228 2200 SH SOLE 2200 0 0 GRAND CANYON ED INC COM 38526M106 313 3500 SH SOLE 3500 0 0 GREIF INC CL A 397624107 3532 58300 SH SOLE 58300 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 1604 22600 SH SOLE 22600 0 0 HAEMONETICS CORP COM 405024100 465 8000 SH SOLE 8000 0 0 HANCOCK HLDG CO COM 410120109 454 9164 SH SOLE 9164 0 0 HARRIS CORP DEL COM 413875105 255 1800 SH SOLE 1800 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 1857 33000 SH SOLE 33000 0 0 HAVERTY FURNITURE INC COM 419596101 254 11200 SH SOLE 11200 0 0 HC2 HLDGS INC COM 404139107 98 16400 SH SOLE 16400 0 0 HD SUPPLY HLDGS INC COM 40416M105 837 20900 SH SOLE 20900 0 0 HEALTHEQUITY INC COM 42226A107 201 4300 SH SOLE 4300 0 0 HEALTHSTREAM INC COM 42222N103 491 21200 SH SOLE 21200 0 0 HEARTLAND FINL USA INC COM 42234Q102 3887 72452 SH SOLE 72452 0 0 HEMISPHERE MEDIA GROUP INC CL A 42365Q103 128 11100 SH SOLE 11100 0 0 HERBALIFE LTD COM USD SHS G4412G101 237 3500 SH SOLE 3500 0 0 HIBBETT SPORTS INC COM 428567101 2483 121700 SH SOLE 121700 0 0 HILLENBRAND INC COM 431571108 2702 60445 SH SOLE 60445 0 0 HOLLYFRONTIER CORP COM 436106108 481 9400 SH SOLE 9400 0 0 HOME DEPOT INC COM 437076102 265 1400 SH SOLE 1400 0 0 HOMESTREET INC COM 43785V102 8886 306948 SH SOLE 306948 0 0 HONEYWELL INTL INC COM 438516106 353 2300 SH SOLE 2300 0 0 HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 586 63000 SH SOLE 63000 0 0 HP INC COM 40434L105 574 27300 SH SOLE 27300 0 0 HRG GROUP INC COM 40434J100 344 20300 SH SOLE 20300 0 0 ICF INTL INC COM 44925C103 551 10500 SH SOLE 10500 0 0 ICON PLC SHS G4705A100 1065 9500 SH SOLE 9500 0 0 IMPERVA INC COM 45321L100 842 21200 SH SOLE 21200 0 0 INGEVITY CORP COM 45688C107 613 8700 SH SOLE 8700 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 55 13200 SH SOLE 13200 0 0 INSPERITY INC COM 45778Q107 1141 19900 SH SOLE 19900 0 0 INTEGER HLDGS CORP COM 45826H109 1314 29000 SH SOLE 29000 0 0 INTELSAT S A COM L5140P101 460 135600 SH SOLE 135600 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1227 8000 SH SOLE 8000 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 214 1400 SH SOLE 1400 0 0 INVESTORS BANCORP INC NEW COM 46146L101 341 24600 SH SOLE 24600 0 0 IQVIA HLDGS INC COM 46266C105 578 5900 SH SOLE 5900 0 0 ISHARES TR RUS 1000 GRW ETF 464287614 9348 69411 SH SOLE 69411 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 6489 51600 SH SOLE 51600 0 0 ISHARES TR RUSSELL 2000 ETF 464287655 2241 14700 SH SOLE 14700 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 242 1800 SH SOLE 1800 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 211 1900 SH SOLE 1900 0 0 JOHNSON & JOHNSON COM 478160104 265 1900 SH SOLE 1900 0 0 JOHNSON OUTDOORS INC CL A 479167108 286 4600 SH SOLE 4600 0 0 KAMAN CORP COM 483548103 541 9200 SH SOLE 9200 0 0 KBR INC COM 48242W106 533 26900 SH SOLE 26900 0 0 KEARNY FINL CORP MD COM 48716P108 415 28700 SH SOLE 28700 0 0 KEYCORP NEW COM 493267108 1109 55000 SH SOLE 55000 0 0 KLA-TENCOR CORP COM 482480100 221 2100 SH SOLE 2100 0 0 KORN FERRY INTL COM NEW 500643200 3530 85300 SH SOLE 85300 0 0 KOSMOS ENERGY LTD SHS G5315B107 140 20400 SH SOLE 20400 0 0 KULICKE & SOFFA INDS INC COM 501242101 1618 66500 SH SOLE 66500 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 1069 184900 SH SOLE 184900 0 0 LEGG MASON INC COM 524901105 378 9000 SH SOLE 9000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 503 11700 SH SOLE 11700 0 0 LILLY ELI & CO COM 532457108 693 8200 SH SOLE 8200 0 0 LOEWS CORP COM 540424108 330 6600 SH SOLE 6600 0 0 LORAL SPACE & COMMUNICATNS I COM 543881106 423 9600 SH SOLE 9600 0 0 LTC PPTYS INC COM 502175102 231 5300 SH SOLE 5300 0 0 LUMINEX CORP DEL COM 55027E102 859 43600 SH SOLE 43600 0 0 LYON WILLIAM HOMES CL A NEW 552074700 587 20200 SH SOLE 20200 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 358 1700 SH SOLE 1700 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 262 11600 SH SOLE 11600 0 0 MANITOWOC CO INC COM NEW 563571405 311 7900 SH SOLE 7900 0 0 MANTECH INTL CORP CL A 564563104 251 5000 SH SOLE 5000 0 0 MARATHON PETE CORP COM 56585A102 369 5600 SH SOLE 5600 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 644 30000 SH SOLE 30000 0 0 MASONITE INTL CORP NEW COM 575385109 630 8500 SH SOLE 8500 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1748 11550 SH SOLE 11550 0 0 MATRIX SVC CO COM 576853105 543 30500 SH SOLE 30500 0 0 MATTHEWS INTL CORP CL A 577128101 734 13900 SH SOLE 13900 0 0 MAXIMUS INC COM 577933104 215 3000 SH SOLE 3000 0 0 MEDIDATA SOLUTIONS INC COM 58471A105 355 5600 SH SOLE 5600 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1476 16800 SH SOLE 16800 0 0 MICRON TECHNOLOGY INC COM 595112103 6637 161400 SH SOLE 161400 0 0 MICROSOFT CORP COM 594918104 855 10000 SH SOLE 10000 0 0 MINERALS TECHNOLOGIES INC COM 603158106 365 5300 SH SOLE 5300 0 0 MOHAWK INDS INC COM 608190104 221 800 SH SOLE 800 0 0 MOODYS CORP COM 615369105 295 2000 SH SOLE 2000 0 0 MORNINGSTAR INC COM 617700109 562 5800 SH SOLE 5800 0 0 NASDAQ INC COM 631103108 292 3800 SH SOLE 3800 0 0 NATIONAL BK HLDGS CORP CL A 633707104 324 10000 SH SOLE 10000 0 0 NATIONAL PRESTO INDS INC COM 637215104 249 2500 SH SOLE 2500 0 0 NAUTILUS INC COM 63910B102 665 49800 SH SOLE 49800 0 0 NAVIENT CORPORATION COM 63938C108 8018 601952 SH SOLE 601952 0 0 NAVISTAR INTL CORP NEW COM 63934E108 2920 68100 SH SOLE 68100 0 0 NCI BUILDING SYS INC COM NEW 628852204 2607 135100 SH SOLE 135100 0 0 NETFLIX INC COM 64110L106 768 4000 SH SOLE 4000 0 0 NEWMARKET CORP COM 651587107 914 2300 SH SOLE 2300 0 0 NICOLET BANKSHARES INC COM 65406E102 203 3700 SH SOLE 3700 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 431 11854 SH SOLE 11854 0 0 NOBLE CORP PLC SHS USD G65431101 100 22100 SH SOLE 22100 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 422 25200 SH SOLE 25200 0 0 NOVA MEASURING INSTRUMENTS L COM M7516K103 205 7900 SH SOLE 7900 0 0 OAKTREE SPECIALTY LENDING CO COM 67401P108 2861 585108 SH SOLE 585108 0 0 OFFICE DEPOT INC COM 676220106 53 15000 SH SOLE 15000 0 0 ON SEMICONDUCTOR CORP COM 682189105 318 15200 SH SOLE 15200 0 0 ORITANI FINL CORP DEL COM 68633D103 856 52200 SH SOLE 52200 0 0 OSI SYSTEMS INC COM 671044105 914 14200 SH SOLE 14200 0 0 PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1057 54817 SH SOLE 54817 0 0 PARTY CITY HOLDCO INC COM 702149105 223 15983 SH SOLE 15983 0 0 PATTERSON COMPANIES INC COM 703395103 297 8211 SH SOLE 8211 0 0 PENNANTPARK FLOATING RATE CA COM 70806A106 904 65900 SH SOLE 65900 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 381 11500 SH SOLE 11500 0 0 PERRIGO CO PLC SHS G97822103 209 2400 SH SOLE 2400 0 0 PETIQ INC COM CL A 71639T106 221 10100 SH SOLE 10100 0 0 PGT INNOVATIONS INC COM 69336V101 318 18900 SH SOLE 18900 0 0 PHH CORP COM NEW 693320202 1233 119718 SH SOLE 119718 0 0 PIER 1 IMPORTS INC COM 720279108 898 217000 SH SOLE 217000 0 0 PIERIS PHARMACEUTICALS INC COM 720795103 88 11700 SH SOLE 11700 0 0 PILGRIMS PRIDE CORP NEW COM 72147K108 435 14000 SH SOLE 14000 0 0 PINNACLE WEST CAP CORP COM 723484101 460 5400 SH SOLE 5400 0 0 PLEXUS CORP COM 729132100 1467 24158 SH SOLE 24158 0 0 PRESIDIO INC COM 74102M103 523 27300 SH SOLE 27300 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 204 4600 SH SOLE 4600 0 0 PRIMORIS SVCS CORP COM 74164F103 795 29250 SH SOLE 29250 0 0 PROGRESSIVE CORP OHIO COM 743315103 1673 29700 SH SOLE 29700 0 0 QORVO INC COM 74736K101 380 5700 SH SOLE 5700 0 0 QUAD / GRAPHICS INC COM CL A 747301109 373 16500 SH SOLE 16500 0 0 QUALCOMM INC COM 747525103 640 10000 SH SOLE 10000 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 555 23700 SH SOLE 23700 0 0 QUINSTREET INC COM 74874Q100 292 34800 SH SOLE 34800 0 0 QUOTIENT TECHNOLOGY INC COM 749119103 859 73100 SH SOLE 73100 0 0 RADNET INC COM 750491102 395 39100 SH SOLE 39100 0 0 RADWARE LTD ORD M81873107 371 19100 SH SOLE 19100 0 0 RALPH LAUREN CORP CL A 751212101 311 3000 SH SOLE 3000 0 0 RAMBUS INC DEL COM 750917106 425 29900 SH SOLE 29900 0 0 REALOGY HLDGS CORP COM 75605Y106 3945 148885 SH SOLE 148885 0 0 REGIS CORP MINN COM 758932107 399 26000 SH SOLE 26000 0 0 REV GROUP INC COM 749527107 771 23700 SH SOLE 23700 0 0 REX AMERICAN RESOURCES CORP COM 761624105 580 7000 SH SOLE 7000 0 0 RH COM 74967X103 319 3700 SH SOLE 3700 0 0 ROLLINS INC COM 775711104 237 5100 SH SOLE 5100 0 0 RUTHS HOSPITALITY GROUP INC COM 783332109 275 12700 SH SOLE 12700 0 0 SABRE CORP COM 78573M104 219 10700 SH SOLE 10700 0 0 SALESFORCE COM INC COM 79466L302 1380 13500 SH SOLE 13500 0 0 SANDERSON FARMS INC COM 800013104 6092 43900 SH SOLE 43900 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 4396 236107 SH SOLE 236107 0 0 SCORPIO BULKERS INC COM Y7546A122 812 109700 SH SOLE 109700 0 0 SEACOR HOLDINGS INC COM 811904101 361 7800 SH SOLE 7800 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 1886 26100 SH SOLE 26100 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10428 183300 SH SOLE 183300 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 785 9500 SH SOLE 9500 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1011 16700 SH SOLE 16700 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 673 9200 SH SOLE 9200 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 915 59000 SH SOLE 59000 0 0 SHOE CARNIVAL INC COM 824889109 206 7700 SH SOLE 7700 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 8144 59330 SH SOLE 59330 0 0 SIGNET JEWELERS LIMITED SHS G81276100 532 9400 SH SOLE 9400 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 339 5900 SH SOLE 5900 0 0 SKYWEST INC COM 830879102 234 4400 SH SOLE 4400 0 0 SLM CORP COM 78442P106 4801 424826 SH SOLE 424826 0 0 SMART GLOBAL HLDGS INC SHS G8232Y101 364 10800 SH SOLE 10800 0 0 SOUTH ST CORP COM 840441109 523 6000 SH SOLE 6000 0 0 SPARTANNASH CO COM 847215100 267 10000 SH SOLE 10000 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 824 18241 SH SOLE 18241 0 0 SPS COMM INC COM 78463M107 476 9800 SH SOLE 9800 0 0 SPX FLOW INC COM 78469X107 1022 21500 SH SOLE 21500 0 0 STAR BULK CARRIERS CORP SHS PAR Y8162K204 1076 95600 SH SOLE 95600 0 0 STEPAN CO COM 858586100 1027 13000 SH SOLE 13000 0 0 STERIS PLC SHS USD G84720104 569 6500 SH SOLE 6500 0 0 STONE ENERGY CORP COM PAR 861642403 1000 31100 SH SOLE 31100 0 0 STRATASYS LTD SHS M85548101 202 10100 SH SOLE 10100 0 0 STUDENT TRANSN INC COM 86388A108 325 52900 SH SOLE 52900 0 0 SUTHERLAND ASSET MGMT CORP M COM 86933G105 262 17300 SH SOLE 17300 0 0 SYKES ENTERPRISES INC COM 871237103 833 26500 SH SOLE 26500 0 0 SYNOPSYS INC COM 871607107 349 4100 SH SOLE 4100 0 0 SYNTEL INC COM 87162H103 290 12600 SH SOLE 12600 0 0 T MOBILE US INC COM 872590104 768 12100 SH SOLE 12100 0 0 TAILORED BRANDS INC COM 87403A107 5983 274065 SH SOLE 274065 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 878 8000 SH SOLE 8000 0 0 TENNANT CO COM 880345103 371 5100 SH SOLE 5100 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 198 46300 SH SOLE 46300 0 0 TFS FINL CORP COM 87240R107 735 49200 SH SOLE 49200 0 0 THOMSON REUTERS CORP COM 884903105 340 7800 SH SOLE 7800 0 0 TILE SHOP HLDGS INC COM 88677Q109 795 82800 SH SOLE 82800 0 0 TILLYS INC CL A 886885102 170 11500 SH SOLE 11500 0 0 TIME WARNER INC COM NEW 887317303 457 5000 SH SOLE 5000 0 0 TIVITY HEALTH INC COM 88870R102 519 14200 SH SOLE 14200 0 0 TOLL BROTHERS INC COM 889478103 7184 149600 SH SOLE 149600 0 0 TOWER INTL INC COM 891826109 229 7500 SH SOLE 7500 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 200 6500 SH SOLE 6500 0 0 TPG RE FIN TR INC COM 87266M107 528 27700 SH SOLE 27700 0 0 TRAVELERS COMPANIES INC COM 89417E109 3357 24750 SH SOLE 24750 0 0 TRIMAS CORP COM NEW 896215209 848 31700 SH SOLE 31700 0 0 TRINET GROUP INC COM 896288107 239 5400 SH SOLE 5400 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 180 46000 SH SOLE 46000 0 0 UNISYS CORP COM NEW 909214306 363 44500 SH SOLE 44500 0 0 UNITED PARCEL SERVICE INC CL B 911312106 214 1800 SH SOLE 1800 0 0 US BANCORP DEL COM NEW 902973304 579 10800 SH SOLE 10800 0 0 VAIL RESORTS INC COM 91879Q109 807 3800 SH SOLE 3800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 303 3300 SH SOLE 3300 0 0 VALLEY NATL BANCORP COM 919794107 247 22000 SH SOLE 22000 0 0 VECTOR GROUP LTD COM 92240M108 367 16400 SH SOLE 16400 0 0 VECTRUS INC COM 92242T101 386 12500 SH SOLE 12500 0 0 VEECO INSTRS INC DEL COM 922417100 401 27035 SH SOLE 27035 0 0 VERITIV CORP COM 923454102 246 8500 SH SOLE 8500 0 0 VERSO CORP CL A 92531L207 748 42600 SH SOLE 42600 0 0 VIAD CORP COM NEW 92552R406 283 5100 SH SOLE 5100 0 0 VIRTUSA CORP COM 92827P102 445 10100 SH SOLE 10100 0 0 VISA INC COM CL A 92826C839 570 5000 SH SOLE 5000 0 0 VISTA OUTDOOR INC COM 928377100 418 28700 SH SOLE 28700 0 0 VISTEON CORP COM NEW 92839U206 363 2900 SH SOLE 2900 0 0 WAGEWORKS INC COM 930427109 229 3700 SH SOLE 3700 0 0 WATERS CORP COM 941848103 290 1500 SH SOLE 1500 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 337 7600 SH SOLE 7600 0 0 WESTERN DIGITAL CORP COM 958102105 477 6000 SH SOLE 6000 0 0 WESTERN UN CO COM 959802109 346 18200 SH SOLE 18200 0 0 WESTWOOD HLDGS GROUP INC COM 961765104 285 4300 SH SOLE 4300 0 0 WILLIAMS COS INC DEL COM 969457100 247 8100 SH SOLE 8100 0 0 WOODWARD INC COM 980745103 360 4700 SH SOLE 4700 0 0 XCEL ENERGY INC COM 98389B100 284 5900 SH SOLE 5900 0 0 XYLEM INC COM 98419M100 368 5400 SH SOLE 5400 0 0 ZIX CORP COM 98974P100 332 75800 SH SOLE 75800 0 0 ZOETIS INC CL A 98978V103 367 5100 SH SOLE 5100 0 0