The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAR CORP COM 000361105 1,638 41,700 SH   SOLE   41,700 0 0
ABAXIS INC COM 002567105 376 7,600 SH   SOLE   7,600 0 0
ACETO CORP COM 004446100 816 79,000 SH   SOLE   79,000 0 0
AEGION CORP COM 00770F104 338 13,300 SH   SOLE   13,300 0 0
AEROHIVE NETWORKS INC COM 007786106 116 19,831 SH   SOLE   19,831 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 395 5,900 SH   SOLE   5,900 0 0
ALAMO GROUP INC COM 011311107 463 4,100 SH   SOLE   4,100 0 0
ALARM COM HLDGS INC COM 011642105 325 8,600 SH   SOLE   8,600 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 621 7,800 SH   SOLE   7,800 0 0
ALLERGAN PLC SHS G0177J108 327 2,000 SH   SOLE   2,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 684 2,700 SH   SOLE   2,700 0 0
ALLSTATE CORP COM 020002101 2,073 19,800 SH   SOLE   19,800 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 2,004 30,610 SH   SOLE   30,610 0 0
AMPHENOL CORP NEW CL A 032095101 448 5,100 SH   SOLE   5,100 0 0
ANALOGIC CORP COM PAR $0.05 032657207 595 7,100 SH   SOLE   7,100 0 0
ANI PHARMACEUTICALS INC COM 00182C103 844 13,100 SH   SOLE   13,100 0 0
ANIKA THERAPEUTICS INC COM 035255108 668 12,400 SH   SOLE   12,400 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 447 24,211 SH   SOLE   24,211 0 0
APOLLO INVT CORP COM 03761U106 708 125,100 SH   SOLE   125,100 0 0
APPFOLIO INC COM CL A 03783C100 510 12,300 SH   SOLE   12,300 0 0
APPLIED MATLS INC COM 038222105 920 18,000 SH   SOLE   18,000 0 0
APTARGROUP INC COM 038336103 259 3,000 SH   SOLE   3,000 0 0
ARCBEST CORP COM 03937C105 851 23,800 SH   SOLE   23,800 0 0
ARCH CAP GROUP LTD ORD G0450A105 735 8,100 SH   SOLE   8,100 0 0
ARDAGH GROUP S A CL A L0223L101 253 12,000 SH   SOLE   12,000 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 391 15,200 SH   SOLE   15,200 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,178 18,400 SH   SOLE   18,400 0 0
ASPEN TECHNOLOGY INC COM 045327103 205 3,100 SH   SOLE   3,100 0 0
ASSURANT INC COM 04621X108 1,830 18,150 SH   SOLE   18,150 0 0
AVX CORP NEW COM 002444107 621 35,899 SH   SOLE   35,899 0 0
BALL CORP COM 058498106 700 18,500 SH   SOLE   18,500 0 0
BANK NEW YORK MELLON CORP COM 064058100 273 5,070 SH   SOLE   5,070 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,535 42,285 SH   SOLE   42,285 0 0
BARNES & NOBLE ED INC COM 06777U101 812 98,500 SH   SOLE   98,500 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 393 6,100 SH   SOLE   6,100 0 0
BBX CAP CORP NEW CL A 05491N104 89 11,200 SH   SOLE   11,200 0 0
BEACON ROOFING SUPPLY INC COM 073685109 434 6,800 SH   SOLE   6,800 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 9,790 267,481 SH   SOLE   267,481 0 0
BERRY GLOBAL GROUP INC COM 08579W103 405 6,900 SH   SOLE   6,900 0 0
BIO TECHNE CORP COM 09073M104 764 5,900 SH   SOLE   5,900 0 0
BLACKBERRY LTD COM 09228F103 4,036 361,300 SH   SOLE   361,300 0 0
BOISE CASCADE CO DEL COM 09739D100 467 11,700 SH   SOLE   11,700 0 0
BOJANGLES INC COM 097488100 304 25,800 SH   SOLE   25,800 0 0
BOSTON BEER INC CL A 100557107 516 2,700 SH   SOLE   2,700 0 0
BRIDGEPOINT ED INC COM 10807M105 190 22,900 SH   SOLE   22,900 0 0
BRIGGS & STRATTON CORP COM 109043109 411 16,200 SH   SOLE   16,200 0 0
BROADCOM LTD SHS Y09827109 1,284 5,000 SH   SOLE   5,000 0 0
BROOKS AUTOMATION INC COM 114340102 272 11,400 SH   SOLE   11,400 0 0
BRYN MAWR BK CORP COM 117665109 469 10,600 SH   SOLE   10,600 0 0
BWX TECHNOLOGIES INC COM 05605H100 575 9,500 SH   SOLE   9,500 0 0
CABLE ONE INC COM 12685J105 352 500 SH   SOLE   500 0 0
CACI INTL INC CL A 127190304 516 3,900 SH   SOLE   3,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 732 17,500 SH   SOLE   17,500 0 0
CAESARSTONE LTD ORD SHS M20598104 299 13,600 SH   SOLE   13,600 0 0
CALAMP CORP COM 128126109 1,689 78,800 SH   SOLE   78,800 0 0
CALAVO GROWERS INC COM 128246105 599 7,100 SH   SOLE   7,100 0 0
CAPITOL FED FINL INC COM 14057J101 1,200 89,500 SH   SOLE   89,500 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 597 69,000 SH   SOLE   69,000 0 0
CARE COM INC COM 141633107 1,203 66,700 SH   SOLE   66,700 0 0
CARRIAGE SVCS INC COM 143905107 545 21,200 SH   SOLE   21,200 0 0
CATO CORP NEW CL A 149205106 258 16,200 SH   SOLE   16,200 0 0
CENOVUS ENERGY INC COM 15135U109 110 12,100 SH   SOLE   12,100 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 444 14,900 SH   SOLE   14,900 0 0
CHIMERIX INC COM 16934W106 133 28,800 SH   SOLE   28,800 0 0
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 473 6,000 SH   SOLE   6,000 0 0
CHINA CORD BLOOD CORP SHS G21107100 391 39,300 SH   SOLE   39,300 0 0
CHURCHILL DOWNS INC COM 171484108 209 900 SH   SOLE   900 0 0
CIENA CORP COM NEW 171779309 2,482 118,600 SH   SOLE   118,600 0 0
CIRRUS LOGIC INC COM 172755100 233 4,500 SH   SOLE   4,500 0 0
CLEAN HARBORS INC COM 184496107 282 5,200 SH   SOLE   5,200 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 133 29,957 SH   SOLE   29,957 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 566 14,200 SH   SOLE   14,200 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,065 15,000 SH   SOLE   15,000 0 0
COHU INC COM 192576106 637 29,000 SH   SOLE   29,000 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 376 9,400 SH   SOLE   9,400 0 0
COMCAST CORP NEW CL A 20030N101 1,202 30,000 SH   SOLE   30,000 0 0
COMFORT SYS USA INC COM 199908104 1,056 24,200 SH   SOLE   24,200 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 924 216,900 SH   SOLE   216,900 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 228 7,600 SH   SOLE   7,600 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 628 28,400 SH   SOLE   28,400 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 2,069 80,344 SH   SOLE   80,344 0 0
CONSOL ENERGY INC NEW COM 20854L108 340 8,600 SH   SOLE   8,600 0 0
COOPER COS INC COM NEW 216648402 4,140 19,000 SH   SOLE   19,000 0 0
COPA HOLDINGS SA CL A P31076105 241 1,800 SH   SOLE   1,800 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 216 6,100 SH   SOLE   6,100 0 0
COSTAMARE INC SHS Y1771G102 294 51,000 SH   SOLE   51,000 0 0
COTIVITI HLDGS INC COM 22164K101 548 17,020 SH   SOLE   17,020 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 422 14,700 SH   SOLE   14,700 0 0
CROCS INC COM 227046109 506 40,000 SH   SOLE   40,000 0 0
CROWN HOLDINGS INC COM 228368106 422 7,500 SH   SOLE   7,500 0 0
CSG SYS INTL INC COM 126349109 811 18,500 SH   SOLE   18,500 0 0
CSS INDS INC COM 125906107 214 7,700 SH   SOLE   7,700 0 0
CTS CORP COM 126501105 242 9,400 SH   SOLE   9,400 0 0
CURTISS WRIGHT CORP COM 231561101 329 2,700 SH   SOLE   2,700 0 0
DAKTRONICS INC COM 234264109 110 12,100 SH   SOLE   12,100 0 0
DECKERS OUTDOOR CORP COM 243537107 225 2,800 SH   SOLE   2,800 0 0
DENNYS CORP COM 24869P104 417 31,500 SH   SOLE   31,500 0 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 207 1,000 SH   SOLE   1,000 0 0
DORIAN LPG LTD SHS USD Y2106R110 86 10,400 SH   SOLE   10,400 0 0
DORMAN PRODUCTS INC COM 258278100 575 9,400 SH   SOLE   9,400 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 261 3,100 SH   SOLE   3,100 0 0
DXC TECHNOLOGY CO COM 23355L106 1,006 10,600 SH   SOLE   10,600 0 0
EDGEWELL PERS CARE CO COM 28035Q102 220 3,700 SH   SOLE   3,700 0 0
EL POLLO LOCO HLDGS INC COM 268603107 490 49,500 SH   SOLE   49,500 0 0
ELBIT SYS LTD ORD M3760D101 240 1,800 SH   SOLE   1,800 0 0
EMCOR GROUP INC COM 29084Q100 204 2,500 SH   SOLE   2,500 0 0
ENCORE WIRE CORP COM 292562105 521 10,700 SH   SOLE   10,700 0 0
ENGILITY HLDGS INC NEW COM 29286C107 1,211 42,700 SH   SOLE   42,700 0 0
ENSTAR GROUP LIMITED SHS G3075P101 1,129 5,626 SH   SOLE   5,626 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 295 41,300 SH   SOLE   41,300 0 0
ENVESTNET INC COM 29404K106 224 4,500 SH   SOLE   4,500 0 0
ENZO BIOCHEM INC COM 294100102 231 28,400 SH   SOLE   28,400 0 0
EPLUS INC COM 294268107 1,308 17,400 SH   SOLE   17,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 491 7,700 SH   SOLE   7,700 0 0
ESSENDANT INC COM 296689102 269 29,000 SH   SOLE   29,000 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 411 5,500 SH   SOLE   5,500 0 0
EURONET WORLDWIDE INC COM 298736109 1,331 15,800 SH   SOLE   15,800 0 0
EVEREST RE GROUP LTD COM G3223R108 2,349 10,618 SH   SOLE   10,618 0 0
EVERTEC INC COM 30040P103 1,538 112,708 SH   SOLE   112,708 0 0
EXXON MOBIL CORP COM 30231G102 268 3,200 SH   SOLE   3,200 0 0
FACEBOOK INC CL A 30303M102 988 5,600 SH   SOLE   5,600 0 0
FAIR ISAAC CORP COM 303250104 1,103 7,200 SH   SOLE   7,200 0 0
FARMER BROS CO COM 307675108 254 7,900 SH   SOLE   7,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 6,803 72,300 SH   SOLE   72,300 0 0
FINANCIAL INSTNS INC COM 317585404 355 11,400 SH   SOLE   11,400 0 0
FINISH LINE INC CL A 317923100 4,157 286,100 SH   SOLE   286,100 0 0
FIRST BANCORP P R COM NEW 318672706 2,897 568,029 SH   SOLE   568,029 0 0
FIRST BUSEY CORP COM NEW 319383204 518 17,300 SH   SOLE   17,300 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 441 30,800 SH   SOLE   30,800 0 0
FIRST DATA CORP NEW COM CL A 32008D106 5,898 352,972 SH   SOLE   352,972 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 406 12,900 SH   SOLE   12,900 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 251 2,900 SH   SOLE   2,900 0 0
FIRST SOLAR INC COM 336433107 344 5,100 SH   SOLE   5,100 0 0
FIVE POINT HOLDINGS LLC COM CL A 33833Q106 995 70,577 SH   SOLE   70,577 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 242 22,600 SH   SOLE   22,600 0 0
FNB CORP PA COM 302520101 8,099 586,033 SH   SOLE   586,033 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 144 11,500 SH   SOLE   11,500 0 0
FORMFACTOR INC COM 346375108 224 14,300 SH   SOLE   14,300 0 0
FORTINET INC COM 34959E109 354 8,100 SH   SOLE   8,100 0 0
FOSSIL GROUP INC COM 34988V106 619 79,651 SH   SOLE   79,651 0 0
FREIGHTCAR AMER INC COM 357023100 316 18,500 SH   SOLE   18,500 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 282 41,700 SH   SOLE   41,700 0 0
FTI CONSULTING INC COM 302941109 215 5,000 SH   SOLE   5,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 721 11,400 SH   SOLE   11,400 0 0
GARMIN LTD SHS H2906T109 214 3,600 SH   SOLE   3,600 0 0
GENERAL DYNAMICS CORP COM 369550108 326 1,600 SH   SOLE   1,600 0 0
GENERAL MLS INC COM 370334104 5,028 84,800 SH   SOLE   84,800 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 331 10,000 SH   SOLE   10,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 344 4,900 SH   SOLE   4,900 0 0
GRAHAM HLDGS CO COM 384637104 1,228 2,200 SH   SOLE   2,200 0 0
GRAND CANYON ED INC COM 38526M106 313 3,500 SH   SOLE   3,500 0 0
GREIF INC CL A 397624107 3,532 58,300 SH   SOLE   58,300 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,604 22,600 SH   SOLE   22,600 0 0
HAEMONETICS CORP COM 405024100 465 8,000 SH   SOLE   8,000 0 0
HANCOCK HLDG CO COM 410120109 454 9,164 SH   SOLE   9,164 0 0
HARRIS CORP DEL COM 413875105 255 1,800 SH   SOLE   1,800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,857 33,000 SH   SOLE   33,000 0 0
HAVERTY FURNITURE INC COM 419596101 254 11,200 SH   SOLE   11,200 0 0
HC2 HLDGS INC COM 404139107 98 16,400 SH   SOLE   16,400 0 0
HD SUPPLY HLDGS INC COM 40416M105 837 20,900 SH   SOLE   20,900 0 0
HEALTHEQUITY INC COM 42226A107 201 4,300 SH   SOLE   4,300 0 0
HEALTHSTREAM INC COM 42222N103 491 21,200 SH   SOLE   21,200 0 0
HEARTLAND FINL USA INC COM 42234Q102 3,887 72,452 SH   SOLE   72,452 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 128 11,100 SH   SOLE   11,100 0 0
HERBALIFE LTD COM USD SHS G4412G101 237 3,500 SH   SOLE   3,500 0 0
HIBBETT SPORTS INC COM 428567101 2,483 121,700 SH   SOLE   121,700 0 0
HILLENBRAND INC COM 431571108 2,702 60,445 SH   SOLE   60,445 0 0
HOLLYFRONTIER CORP COM 436106108 481 9,400 SH   SOLE   9,400 0 0
HOME DEPOT INC COM 437076102 265 1,400 SH   SOLE   1,400 0 0
HOMESTREET INC COM 43785V102 8,886 306,948 SH   SOLE   306,948 0 0
HONEYWELL INTL INC COM 438516106 353 2,300 SH   SOLE   2,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 586 63,000 SH   SOLE   63,000 0 0
HP INC COM 40434L105 574 27,300 SH   SOLE   27,300 0 0
HRG GROUP INC COM 40434J100 344 20,300 SH   SOLE   20,300 0 0
ICF INTL INC COM 44925C103 551 10,500 SH   SOLE   10,500 0 0
ICON PLC SHS G4705A100 1,065 9,500 SH   SOLE   9,500 0 0
IMPERVA INC COM 45321L100 842 21,200 SH   SOLE   21,200 0 0
INGEVITY CORP COM 45688C107 613 8,700 SH   SOLE   8,700 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 55 13,200 SH   SOLE   13,200 0 0
INSPERITY INC COM 45778Q107 1,141 19,900 SH   SOLE   19,900 0 0
INTEGER HLDGS CORP COM 45826H109 1,314 29,000 SH   SOLE   29,000 0 0
INTELSAT S A COM L5140P101 460 135,600 SH   SOLE   135,600 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,227 8,000 SH   SOLE   8,000 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 214 1,400 SH   SOLE   1,400 0 0
INVESTORS BANCORP INC NEW COM 46146L101 341 24,600 SH   SOLE   24,600 0 0
IQVIA HLDGS INC COM 46266C105 578 5,900 SH   SOLE   5,900 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 9,348 69,411 SH   SOLE   69,411 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 6,489 51,600 SH   SOLE   51,600 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,241 14,700 SH   SOLE   14,700 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 242 1,800 SH   SOLE   1,800 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 211 1,900 SH   SOLE   1,900 0 0
JOHNSON & JOHNSON COM 478160104 265 1,900 SH   SOLE   1,900 0 0
JOHNSON OUTDOORS INC CL A 479167108 286 4,600 SH   SOLE   4,600 0 0
KAMAN CORP COM 483548103 541 9,200 SH   SOLE   9,200 0 0
KBR INC COM 48242W106 533 26,900 SH   SOLE   26,900 0 0
KEARNY FINL CORP MD COM 48716P108 415 28,700 SH   SOLE   28,700 0 0
KEYCORP NEW COM 493267108 1,109 55,000 SH   SOLE   55,000 0 0
KLA-TENCOR CORP COM 482480100 221 2,100 SH   SOLE   2,100 0 0
KORN FERRY INTL COM NEW 500643200 3,530 85,300 SH   SOLE   85,300 0 0
KOSMOS ENERGY LTD SHS G5315B107 140 20,400 SH   SOLE   20,400 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,618 66,500 SH   SOLE   66,500 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,069 184,900 SH   SOLE   184,900 0 0
LEGG MASON INC COM 524901105 378 9,000 SH   SOLE   9,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 503 11,700 SH   SOLE   11,700 0 0
LILLY ELI & CO COM 532457108 693 8,200 SH   SOLE   8,200 0 0
LOEWS CORP COM 540424108 330 6,600 SH   SOLE   6,600 0 0
LORAL SPACE & COMMUNICATNS I COM 543881106 423 9,600 SH   SOLE   9,600 0 0
LTC PPTYS INC COM 502175102 231 5,300 SH   SOLE   5,300 0 0
LUMINEX CORP DEL COM 55027E102 859 43,600 SH   SOLE   43,600 0 0
LYON WILLIAM HOMES CL A NEW 552074700 587 20,200 SH   SOLE   20,200 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 358 1,700 SH   SOLE   1,700 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 262 11,600 SH   SOLE   11,600 0 0
MANITOWOC CO INC COM NEW 563571405 311 7,900 SH   SOLE   7,900 0 0
MANTECH INTL CORP CL A 564563104 251 5,000 SH   SOLE   5,000 0 0
MARATHON PETE CORP COM 56585A102 369 5,600 SH   SOLE   5,600 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 644 30,000 SH   SOLE   30,000 0 0
MASONITE INTL CORP NEW COM 575385109 630 8,500 SH   SOLE   8,500 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,748 11,550 SH   SOLE   11,550 0 0
MATRIX SVC CO COM 576853105 543 30,500 SH   SOLE   30,500 0 0
MATTHEWS INTL CORP CL A 577128101 734 13,900 SH   SOLE   13,900 0 0
MAXIMUS INC COM 577933104 215 3,000 SH   SOLE   3,000 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 355 5,600 SH   SOLE   5,600 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,476 16,800 SH   SOLE   16,800 0 0
MICRON TECHNOLOGY INC COM 595112103 6,637 161,400 SH   SOLE   161,400 0 0
MICROSOFT CORP COM 594918104 855 10,000 SH   SOLE   10,000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 365 5,300 SH   SOLE   5,300 0 0
MOHAWK INDS INC COM 608190104 221 800 SH   SOLE   800 0 0
MOODYS CORP COM 615369105 295 2,000 SH   SOLE   2,000 0 0
MORNINGSTAR INC COM 617700109 562 5,800 SH   SOLE   5,800 0 0
NASDAQ INC COM 631103108 292 3,800 SH   SOLE   3,800 0 0
NATIONAL BK HLDGS CORP CL A 633707104 324 10,000 SH   SOLE   10,000 0 0
NATIONAL PRESTO INDS INC COM 637215104 249 2,500 SH   SOLE   2,500 0 0
NAUTILUS INC COM 63910B102 665 49,800 SH   SOLE   49,800 0 0
NAVIENT CORPORATION COM 63938C108 8,018 601,952 SH   SOLE   601,952 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,920 68,100 SH   SOLE   68,100 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,607 135,100 SH   SOLE   135,100 0 0
NETFLIX INC COM 64110L106 768 4,000 SH   SOLE   4,000 0 0
NEWMARKET CORP COM 651587107 914 2,300 SH   SOLE   2,300 0 0
NICOLET BANKSHARES INC COM 65406E102 203 3,700 SH   SOLE   3,700 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 431 11,854 SH   SOLE   11,854 0 0
NOBLE CORP PLC SHS USD G65431101 100 22,100 SH   SOLE   22,100 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 422 25,200 SH   SOLE   25,200 0 0
NOVA MEASURING INSTRUMENTS L COM M7516K103 205 7,900 SH   SOLE   7,900 0 0
OAKTREE SPECIALTY LENDING CO COM 67401P108 2,861 585,108 SH   SOLE   585,108 0 0
OFFICE DEPOT INC COM 676220106 53 15,000 SH   SOLE   15,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 318 15,200 SH   SOLE   15,200 0 0
ORITANI FINL CORP DEL COM 68633D103 856 52,200 SH   SOLE   52,200 0 0
OSI SYSTEMS INC COM 671044105 914 14,200 SH   SOLE   14,200 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,057 54,817 SH   SOLE   54,817 0 0
PARTY CITY HOLDCO INC COM 702149105 223 15,983 SH   SOLE   15,983 0 0
PATTERSON COMPANIES INC COM 703395103 297 8,211 SH   SOLE   8,211 0 0
PENNANTPARK FLOATING RATE CA COM 70806A106 904 65,900 SH   SOLE   65,900 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 381 11,500 SH   SOLE   11,500 0 0
PERRIGO CO PLC SHS G97822103 209 2,400 SH   SOLE   2,400 0 0
PETIQ INC COM CL A 71639T106 221 10,100 SH   SOLE   10,100 0 0
PGT INNOVATIONS INC COM 69336V101 318 18,900 SH   SOLE   18,900 0 0
PHH CORP COM NEW 693320202 1,233 119,718 SH   SOLE   119,718 0 0
PIER 1 IMPORTS INC COM 720279108 898 217,000 SH   SOLE   217,000 0 0
PIERIS PHARMACEUTICALS INC COM 720795103 88 11,700 SH   SOLE   11,700 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 435 14,000 SH   SOLE   14,000 0 0
PINNACLE WEST CAP CORP COM 723484101 460 5,400 SH   SOLE   5,400 0 0
PLEXUS CORP COM 729132100 1,467 24,158 SH   SOLE   24,158 0 0
PRESIDIO INC COM 74102M103 523 27,300 SH   SOLE   27,300 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 204 4,600 SH   SOLE   4,600 0 0
PRIMORIS SVCS CORP COM 74164F103 795 29,250 SH   SOLE   29,250 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,673 29,700 SH   SOLE   29,700 0 0
QORVO INC COM 74736K101 380 5,700 SH   SOLE   5,700 0 0
QUAD / GRAPHICS INC COM CL A 747301109 373 16,500 SH   SOLE   16,500 0 0
QUALCOMM INC COM 747525103 640 10,000 SH   SOLE   10,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 555 23,700 SH   SOLE   23,700 0 0
QUINSTREET INC COM 74874Q100 292 34,800 SH   SOLE   34,800 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 859 73,100 SH   SOLE   73,100 0 0
RADNET INC COM 750491102 395 39,100 SH   SOLE   39,100 0 0
RADWARE LTD ORD M81873107 371 19,100 SH   SOLE   19,100 0 0
RALPH LAUREN CORP CL A 751212101 311 3,000 SH   SOLE   3,000 0 0
RAMBUS INC DEL COM 750917106 425 29,900 SH   SOLE   29,900 0 0
REALOGY HLDGS CORP COM 75605Y106 3,945 148,885 SH   SOLE   148,885 0 0
REGIS CORP MINN COM 758932107 399 26,000 SH   SOLE   26,000 0 0
REV GROUP INC COM 749527107 771 23,700 SH   SOLE   23,700 0 0
REX AMERICAN RESOURCES CORP COM 761624105 580 7,000 SH   SOLE   7,000 0 0
RH COM 74967X103 319 3,700 SH   SOLE   3,700 0 0
ROLLINS INC COM 775711104 237 5,100 SH   SOLE   5,100 0 0
RUTHS HOSPITALITY GROUP INC COM 783332109 275 12,700 SH   SOLE   12,700 0 0
SABRE CORP COM 78573M104 219 10,700 SH   SOLE   10,700 0 0
SALESFORCE COM INC COM 79466L302 1,380 13,500 SH   SOLE   13,500 0 0
SANDERSON FARMS INC COM 800013104 6,092 43,900 SH   SOLE   43,900 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 4,396 236,107 SH   SOLE   236,107 0 0
SCORPIO BULKERS INC COM Y7546A122 812 109,700 SH   SOLE   109,700 0 0
SEACOR HOLDINGS INC COM 811904101 361 7,800 SH   SOLE   7,800 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,886 26,100 SH   SOLE   26,100 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 10,428 183,300 SH   SOLE   183,300 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 785 9,500 SH   SOLE   9,500 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,011 16,700 SH   SOLE   16,700 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 673 9,200 SH   SOLE   9,200 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 915 59,000 SH   SOLE   59,000 0 0
SHOE CARNIVAL INC COM 824889109 206 7,700 SH   SOLE   7,700 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 8,144 59,330 SH   SOLE   59,330 0 0
SIGNET JEWELERS LIMITED SHS G81276100 532 9,400 SH   SOLE   9,400 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 339 5,900 SH   SOLE   5,900 0 0
SKYWEST INC COM 830879102 234 4,400 SH   SOLE   4,400 0 0
SLM CORP COM 78442P106 4,801 424,826 SH   SOLE   424,826 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 364 10,800 SH   SOLE   10,800 0 0
SOUTH ST CORP COM 840441109 523 6,000 SH   SOLE   6,000 0 0
SPARTANNASH CO COM 847215100 267 10,000 SH   SOLE   10,000 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 824 18,241 SH   SOLE   18,241 0 0
SPS COMM INC COM 78463M107 476 9,800 SH   SOLE   9,800 0 0
SPX FLOW INC COM 78469X107 1,022 21,500 SH   SOLE   21,500 0 0
STAR BULK CARRIERS CORP SHS PAR Y8162K204 1,076 95,600 SH   SOLE   95,600 0 0
STEPAN CO COM 858586100 1,027 13,000 SH   SOLE   13,000 0 0
STERIS PLC SHS USD G84720104 569 6,500 SH   SOLE   6,500 0 0
STONE ENERGY CORP COM PAR 861642403 1,000 31,100 SH   SOLE   31,100 0 0
STRATASYS LTD SHS M85548101 202 10,100 SH   SOLE   10,100 0 0
STUDENT TRANSN INC COM 86388A108 325 52,900 SH   SOLE   52,900 0 0
SUTHERLAND ASSET MGMT CORP M COM 86933G105 262 17,300 SH   SOLE   17,300 0 0
SYKES ENTERPRISES INC COM 871237103 833 26,500 SH   SOLE   26,500 0 0
SYNOPSYS INC COM 871607107 349 4,100 SH   SOLE   4,100 0 0
SYNTEL INC COM 87162H103 290 12,600 SH   SOLE   12,600 0 0
T MOBILE US INC COM 872590104 768 12,100 SH   SOLE   12,100 0 0
TAILORED BRANDS INC COM 87403A107 5,983 274,065 SH   SOLE   274,065 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 878 8,000 SH   SOLE   8,000 0 0
TENNANT CO COM 880345103 371 5,100 SH   SOLE   5,100 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 198 46,300 SH   SOLE   46,300 0 0
TFS FINL CORP COM 87240R107 735 49,200 SH   SOLE   49,200 0 0
THOMSON REUTERS CORP COM 884903105 340 7,800 SH   SOLE   7,800 0 0
TILE SHOP HLDGS INC COM 88677Q109 795 82,800 SH   SOLE   82,800 0 0
TILLYS INC CL A 886885102 170 11,500 SH   SOLE   11,500 0 0
TIME WARNER INC COM NEW 887317303 457 5,000 SH   SOLE   5,000 0 0
TIVITY HEALTH INC COM 88870R102 519 14,200 SH   SOLE   14,200 0 0
TOLL BROTHERS INC COM 889478103 7,184 149,600 SH   SOLE   149,600 0 0
TOWER INTL INC COM 891826109 229 7,500 SH   SOLE   7,500 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 200 6,500 SH   SOLE   6,500 0 0
TPG RE FIN TR INC COM 87266M107 528 27,700 SH   SOLE   27,700 0 0
TRAVELERS COMPANIES INC COM 89417E109 3,357 24,750 SH   SOLE   24,750 0 0
TRIMAS CORP COM NEW 896215209 848 31,700 SH   SOLE   31,700 0 0
TRINET GROUP INC COM 896288107 239 5,400 SH   SOLE   5,400 0 0
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 180 46,000 SH   SOLE   46,000 0 0
UNISYS CORP COM NEW 909214306 363 44,500 SH   SOLE   44,500 0 0
UNITED PARCEL SERVICE INC CL B 911312106 214 1,800 SH   SOLE   1,800 0 0
US BANCORP DEL COM NEW 902973304 579 10,800 SH   SOLE   10,800 0 0
VAIL RESORTS INC COM 91879Q109 807 3,800 SH   SOLE   3,800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 303 3,300 SH   SOLE   3,300 0 0
VALLEY NATL BANCORP COM 919794107 247 22,000 SH   SOLE   22,000 0 0
VECTOR GROUP LTD COM 92240M108 367 16,400 SH   SOLE   16,400 0 0
VECTRUS INC COM 92242T101 386 12,500 SH   SOLE   12,500 0 0
VEECO INSTRS INC DEL COM 922417100 401 27,035 SH   SOLE   27,035 0 0
VERITIV CORP COM 923454102 246 8,500 SH   SOLE   8,500 0 0
VERSO CORP CL A 92531L207 748 42,600 SH   SOLE   42,600 0 0
VIAD CORP COM NEW 92552R406 283 5,100 SH   SOLE   5,100 0 0
VIRTUSA CORP COM 92827P102 445 10,100 SH   SOLE   10,100 0 0
VISA INC COM CL A 92826C839 570 5,000 SH   SOLE   5,000 0 0
VISTA OUTDOOR INC COM 928377100 418 28,700 SH   SOLE   28,700 0 0
VISTEON CORP COM NEW 92839U206 363 2,900 SH   SOLE   2,900 0 0
WAGEWORKS INC COM 930427109 229 3,700 SH   SOLE   3,700 0 0
WATERS CORP COM 941848103 290 1,500 SH   SOLE   1,500 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 337 7,600 SH   SOLE   7,600 0 0
WESTERN DIGITAL CORP COM 958102105 477 6,000 SH   SOLE   6,000 0 0
WESTERN UN CO COM 959802109 346 18,200 SH   SOLE   18,200 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 285 4,300 SH   SOLE   4,300 0 0
WILLIAMS COS INC DEL COM 969457100 247 8,100 SH   SOLE   8,100 0 0
WOODWARD INC COM 980745103 360 4,700 SH   SOLE   4,700 0 0
XCEL ENERGY INC COM 98389B100 284 5,900 SH   SOLE   5,900 0 0
XYLEM INC COM 98419M100 368 5,400 SH   SOLE   5,400 0 0
ZIX CORP COM 98974P100 332 75,800 SH   SOLE   75,800 0 0
ZOETIS INC CL A 98978V103 367 5,100 SH   SOLE   5,100 0 0