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
AARONS INC COM PAR $0.50 002535300 349 7,988 SH   SOLE 7,988 0 0
ACTIVISION BLIZZARD INC COM 00507V109 353 5,473 SH   SOLE 5,473 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 348 9,940 SH   SOLE 9,940 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 351 9,344 SH   SOLE 9,344 0 0
ALPHABET INC CAP STK CL A 02079K305 298 306 SH   SOLE 306 0 0
AMBARELLA INC SHS G037AX101 352 7,175 SH   SOLE 7,175 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 345 11,874 SH   SOLE 11,874 0 0
ANGIODYNAMICS INC COM 03475V101 329 19,250 SH   SOLE 19,250 0 0
ANSYS INC COM 03662Q105 351 2,859 SH   SOLE 2,859 0 0
ANTHEM INC COM 036752103 348 1,832 SH   SOLE 1,832 0 0
APOLLO INVT CORP COM 03761U106 354 57,871 SH   SOLE 57,871 0 0
ARGAN INC COM 04010E109 349 5,194 SH   SOLE 5,194 0 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 349 10,701 SH   SOLE 10,701 0 0
AT&T INC COM 00206R102 349 8,908 SH   SOLE 8,908 0 0
ATLANTICA YIELD PLC SHS G0751N103 350 17,772 SH   SOLE 17,772 0 0
AVIS BUDGET GROUP COM 053774105 346 9,083 SH   SOLE 9,083 0 0
AVON PRODS INC COM 054303102 339 145,525 SH   SOLE 145,525 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 349 6,086 SH   SOLE 6,086 0 0
BARRACUDA NETWORKS INC COM 068323104 350 14,461 SH   SOLE 14,461 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 349 6,165 SH   SOLE 6,165 0 0
BEST BUY INC COM 086516101 349 6,120 SH   SOLE 6,120 0 0
BGC PARTNERS INC CL A 05541T101 367 25,387 SH   SOLE 25,387 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 357 46,685 SH   SOLE 46,685 0 0
BLOCK H & R INC COM 093671105 338 12,768 SH   SOLE 12,768 0 0
BOEING CO COM 097023105 348 1,367 SH   SOLE 1,367 0 0
BUCKLE INC COM 118440106 350 20,764 SH   SOLE 20,764 0 0
CA INC COM 12673P105 352 10,536 SH   SOLE 10,536 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 352 8,918 SH   SOLE 8,918 0 0
CAESARSTONE LTD ORD SHS M20598104 347 11,651 SH   SOLE 11,651 0 0
CAMPBELL SOUP CO COM 134429109 346 7,392 SH   SOLE 7,392 0 0
CAPITAL SR LIVING CORP COM 140475104 4,710 375,294 SH   SOLE 375,294 0 0
CENTENE CORP DEL COM 15135B101 351 3,629 SH   SOLE 3,629 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 353 3,095 SH   SOLE 3,095 0 0
CHEMOURS CO COM 163851108 349 6,899 SH   SOLE 6,899 0 0
CHERRY HILL MTG INVT CORP COM 164651101 346 19,089 SH   SOLE 19,089 0 0
CHINA CORD BLOOD CORP SHS G21107100 362 32,535 SH   SOLE 32,535 0 0
CHURCH & DWIGHT INC COM 171340102 350 7,227 SH   SOLE 7,227 0 0
CIGNA CORPORATION COM 125509109 348 1,859 SH   SOLE 1,859 0 0
CIRRUS LOGIC INC COM 172755100 347 6,508 SH   SOLE 6,508 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 545 7,510 SH   SOLE 7,510 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 354 46,127 SH   SOLE 46,127 0 0
COMMVAULT SYSTEMS INC COM 204166102 346 5,687 SH   SOLE 5,687 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 351 11,870 SH   SOLE 11,870 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 317 15,450 SH   SOLE 15,450 0 0
CONAGRA BRANDS INC COM 205887102 346 10,244 SH   SOLE 10,244 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 351 13,506 SH   SOLE 13,506 0 0
COPA HOLDINGS SA CL A P31076105 353 2,835 SH   SOLE 2,835 0 0
CORELOGIC INC COM 21871D103 348 7,536 SH   SOLE 7,536 0 0
COSTAMARE INC SHS Y1771G102 343 55,559 SH   SOLE 55,559 0 0
CRANE CO COM 224399105 346 4,320 SH   SOLE 4,320 0 0
CVS HEALTH CORP COM 126650100 348 4,280 SH   SOLE 4,280 0 0
DECKERS OUTDOOR CORP COM 243537107 354 5,180 SH   SOLE 5,180 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 346 16,260 SH   SOLE 16,260 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 348 17,184 SH   SOLE 17,184 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 348 2,989 SH   SOLE 2,989 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 363 44,306 SH   SOLE 44,306 0 0
ESSENDANT INC COM 296689102 339 25,725 SH   SOLE 25,725 0 0
EVERTEC INC COM 30040P103 349 22,012 SH   SOLE 22,012 0 0
EXPEDIA INC DEL COM NEW 30212P303 350 2,434 SH   SOLE 2,434 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 349 5,514 SH   SOLE 5,514 0 0
F5 NETWORKS INC COM 315616102 345 2,864 SH   SOLE 2,864 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 348 3,726 SH   SOLE 3,726 0 0
FIFTH STREET FINANCE CORP COM 31678A103 354 64,647 SH   SOLE 64,647 0 0
FIRST DATA CORP NEW COM CL A 32008D106 351 19,452 SH   SOLE 19,452 0 0
FIRSTENERGY CORP COM 337932107 357 11,566 SH   SOLE 11,566 0 0
FLUOR CORP NEW COM 343412102 347 8,253 SH   SOLE 8,253 0 0
FORTRESS INVESTMENT GROUP LL CL A 34958B106 353 44,306 SH   SOLE 44,306 0 0
FRANCESCAS HLDGS CORP COM 351793104 348 47,320 SH   SOLE 47,320 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 333 28,253 SH   SOLE 28,253 0 0
GIBRALTAR INDS INC COM 374689107 350 11,237 SH   SOLE 11,237 0 0
HARSCO CORP COM 415864107 350 16,761 SH   SOLE 16,761 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 345 10,329 SH   SOLE 10,329 0 0
HAWAIIAN HOLDINGS INC COM 419879101 353 9,412 SH   SOLE 9,412 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 358 24,667 SH   SOLE 24,667 0 0
HEARTLAND EXPRESS INC COM 422347104 375 14,933 SH   SOLE 14,933 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 348 15,991 SH   SOLE 15,991 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 350 181,148 SH   SOLE 181,148 0 0
HUMANA INC COM 444859102 349 1,432 SH   SOLE 1,432 0 0
HUNTSMAN CORP COM 447011107 349 12,712 SH   SOLE 12,712 0 0
INGERSOLL-RAND PLC SHS G47791101 352 3,944 SH   SOLE 3,944 0 0
INNOPHOS HOLDINGS INC COM 45774N108 347 7,046 SH   SOLE 7,046 0 0
INTERDIGITAL INC COM 45867G101 342 4,640 SH   SOLE 4,640 0 0
INTERPUBLIC GROUP COS INC COM 460690100 350 16,826 SH   SOLE 16,826 0 0
JUNIPER NETWORKS INC COM 48203R104 349 12,551 SH   SOLE 12,551 0 0
K12 INC COM 48273U102 344 19,279 SH   SOLE 19,279 0 0
KAR AUCTION SVCS INC COM 48238T109 353 7,396 SH   SOLE 7,396 0 0
KIMBERLY CLARK CORP COM 494368103 350 2,973 SH   SOLE 2,973 0 0
KINDER MORGAN INC DEL COM 49456B101 345 18,011 SH   SOLE 18,011 0 0
LAZARD LTD SHS A G54050102 350 7,741 SH   SOLE 7,741 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 345 6,476 SH   SOLE 6,476 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 471 20,000 SH   SOLE 20,000 0 0
LOCKHEED MARTIN CORP COM 539830109 349 1,125 SH   SOLE 1,125 0 0
LOGMEIN INC COM 54142L109 357 3,241 SH   SOLE 3,241 0 0
LOUISIANA PAC CORP COM 546347105 330 12,173 SH   SOLE 12,173 0 0
MACYS INC COM 55616P104 345 15,794 SH   SOLE 15,794 0 0
MANHATTAN ASSOCS INC COM 562750109 342 8,224 SH   SOLE 8,224 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 346 19,354 SH   SOLE 19,354 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 348 7,297 SH   SOLE 7,297 0 0
MAXIMUS INC COM 577933104 349 5,404 SH   SOLE 5,404 0 0
MDU RES GROUP INC COM 552690109 346 13,346 SH   SOLE 13,346 0 0
MEREDITH CORP COM 589433101 354 6,381 SH   SOLE 6,381 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 350 24,493 SH   SOLE 24,493 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 348 11,524 SH   SOLE 11,524 0 0
MICROSEMI CORP COM 595137100 351 6,818 SH   SOLE 6,818 0 0
MICROSOFT CORP COM 594918104 351 4,708 SH   SOLE 4,708 0 0
MITEK SYS INC COM NEW 606710200 342 36,041 SH   SOLE 36,041 0 0
MOLINA HEALTHCARE INC COM 60855R100 354 5,145 SH   SOLE 5,145 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 350 21,697 SH   SOLE 21,697 0 0
MSG NETWORK INC CL A 553573106 347 16,367 SH   SOLE 16,367 0 0
NATIONAL FUEL GAS CO N J COM 636180101 345 6,089 SH   SOLE 6,089 0 0
NEFF CORP COM CL A 640094207 348 13,912 SH   SOLE 13,912 0 0
NETSCOUT SYS INC COM 64115T104 345 10,668 SH   SOLE 10,668 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 347 23,468 SH   SOLE 23,468 0 0
NORDSTROM INC COM 655664100 346 7,337 SH   SOLE 7,337 0 0
NORTHWEST NAT GAS CO COM 667655104 345 5,354 SH   SOLE 5,354 0 0
OCEANEERING INTL INC COM 675232102 344 13,100 SH   SOLE 13,100 0 0
OMNICOM GROUP INC COM 681919106 347 4,684 SH   SOLE 4,684 0 0
OWENS ILL INC COM NEW 690768403 347 13,790 SH   SOLE 13,790 0 0
OXFORD INDS INC COM 691497309 351 5,524 SH   SOLE 5,524 0 0
PENNANTPARK INVT CORP COM 708062104 348 46,312 SH   SOLE 46,312 0 0
PETMED EXPRESS INC COM 716382106 346 10,441 SH   SOLE 10,441 0 0
PHILIP MORRIS INTL INC COM 718172109 345 3,110 SH   SOLE 3,110 0 0
PIER 1 IMPORTS INC COM 720279108 347 82,810 SH   SOLE 82,810 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 348 16,313 SH   SOLE 16,313 0 0
PPG INDS INC COM 693506107 347 3,195 SH   SOLE 3,195 0 0
PRIMORIS SVCS CORP COM 74164F103 350 11,882 SH   SOLE 11,882 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 350 52,144 SH   SOLE 52,144 0 0
QUAD / GRAPHICS INC COM CL A 747301109 344 15,221 SH   SOLE 15,221 0 0
QUALITY SYS INC COM 747582104 353 22,439 SH   SOLE 22,439 0 0
RALPH LAUREN CORP CL A 751212101 346 3,914 SH   SOLE 3,914 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 348 25,368 SH   SOLE 25,368 0 0
REALOGY HLDGS CORP COM 75605Y106 341 10,342 SH   SOLE 10,342 0 0
REMARK HLDGS INC COM 75955K102 471 125,000 SH   SOLE 125,000 0 0
RENT A CTR INC NEW COM 76009N100 346 30,165 SH   SOLE 30,165 0 0
RESOURCES CONNECTION INC COM 76122Q105 282 20,287 SH   SOLE 20,287 0 0
RH COM 74967X103 344 4,891 SH   SOLE 4,891 0 0
RMR GROUP INC CL A 74967R106 348 6,779 SH   SOLE 6,779 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 349 2,942 SH   SOLE 2,942 0 0
RPX CORP COM 74972G103 348 26,190 SH   SOLE 26,190 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 348 4,053 SH   SOLE 4,053 0 0
SEALED AIR CORP NEW COM 81211K100 346 8,099 SH   SOLE 8,099 0 0
SEASPAN CORP SHS Y75638109 346 48,780 SH   SOLE 48,780 0 0
SELECT COMFORT CORP COM 81616X103 349 11,244 SH   SOLE 11,244 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 349 17,836 SH   SOLE 17,836 0 0
SHILOH INDS INC COM 824543102 246 23,700 SH   SOLE 23,700 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 348 23,986 SH   SOLE 23,986 0 0
SHUTTERFLY INC COM 82568P304 348 7,168 SH   SOLE 7,168 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 359 11,201 SH   SOLE 11,201 0 0
SIRIUS XM HLDGS INC COM 82968B103 353 63,934 SH   SOLE 63,934 0 0
SOLAR CAP LTD COM 83413U100 348 16,087 SH   SOLE 16,087 0 0
SOLAREDGE TECHNOLOGIES INC COM 83417M104 345 12,076 SH   SOLE 12,076 0 0
SP PLUS CORP COM 78469C103 346 8,749 SH   SOLE 8,749 0 0
SPARK ENERGY INC CL A COM 846511103 345 23,033 SH   SOLE 23,033 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 348 4,482 SH   SOLE 4,482 0 0
STERICYCLE INC COM 858912108 347 4,849 SH   SOLE 4,849 0 0
SYNCHRONY FINL COM 87165B103 346 11,151 SH   SOLE 11,151 0 0
TAILORED BRANDS INC COM 87403A107 354 24,545 SH   SOLE 24,545 0 0
TEGNA INC COM 87901J105 345 25,878 SH   SOLE 25,878 0 0
TICC CAPITAL CORP COM 87244T109 232 33,900 SH   SOLE 33,900 0 0
TIFFANY & CO NEW COM 886547108 351 3,824 SH   SOLE 3,824 0 0
TILLYS INC CL A 886885102 329 27,405 SH   SOLE 27,405 0 0
TITAN MACHY INC COM 88830R101 341 21,985 SH   SOLE 21,985 0 0
TOTAL SYS SVCS INC COM 891906109 350 5,348 SH   SOLE 5,348 0 0
TRAVELERS COMPANIES INC COM 89417E109 347 2,832 SH   SOLE 2,832 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 349 22,223 SH   SOLE 22,223 0 0
TRINET GROUP INC COM 896288107 336 9,991 SH   SOLE 9,991 0 0
TRIPLE-S MGMT CORP CL B 896749108 359 15,141 SH   SOLE 15,141 0 0
TRIUMPH GROUP INC NEW COM 896818101 343 11,516 SH   SOLE 11,516 0 0
TRUEBLUE INC COM 89785X101 349 15,561 SH   SOLE 15,561 0 0
U S CONCRETE INC COM NEW 90333L201 351 4,600 SH   SOLE 4,600 0 0
UGI CORP NEW COM 902681105 346 7,378 SH   SOLE 7,378 0 0
UNITED NAT FOODS INC COM 911163103 348 8,356 SH   SOLE 8,356 0 0
UNITEDHEALTH GROUP INC COM 91324P102 347 1,773 SH   SOLE 1,773 0 0
USANA HEALTH SCIENCES INC COM 90328M107 348 6,038 SH   SOLE 6,038 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 354 7,202 SH   SOLE 7,202 0 0
VARIAN MED SYS INC COM 92220P105 349 3,487 SH   SOLE 3,487 0 0
VERISIGN INC COM 92343E102 350 3,292 SH   SOLE 3,292 0 0
VMWARE INC CL A COM 928563402 348 3,185 SH   SOLE 3,185 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 1,444 458,538 SH   SOLE 458,538 0 0
WABASH NATL CORP COM 929566107 343 15,036 SH   SOLE 15,036 0 0
WAL-MART STORES INC COM 931142103 344 4,405 SH   SOLE 4,405 0 0
WEB COM GROUP INC COM 94733A104 349 13,940 SH   SOLE 13,940 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 349 2,035 SH   SOLE 2,035 0 0
WEST CORP COM 952355204 348 14,831 SH   SOLE 14,831 0 0
WILEY JOHN & SONS INC CL A 968223206 348 6,501 SH   SOLE 6,501 0 0
WILLIAMS COS INC DEL COM 969457100 348 11,593 SH   SOLE 11,593 0 0
YUME INC COM 98872B104 250 54,100 SH   SOLE 54,100 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 346 3,189 SH   SOLE 3,189 0 0