0001172661-16-004117.txt : 20161110
0001172661-16-004117.hdr.sgml : 20161110
20161110144535
ACCESSION NUMBER: 0001172661-16-004117
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161110
DATE AS OF CHANGE: 20161110
EFFECTIVENESS DATE: 20161110
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Trexquant Investment LP
CENTRAL INDEX KEY: 0001633445
IRS NUMBER: 464650164
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-16610
FILM NUMBER: 161987469
BUSINESS ADDRESS:
STREET 1: 300 FIRST STAMFORD PLACE
STREET 2: FOURTH FLOOR EAST
CITY: STAMFORD
STATE: CT
ZIP: 06902
BUSINESS PHONE: 2038170551
MAIL ADDRESS:
STREET 1: 300 FIRST STAMFORD PLACE
STREET 2: FOURTH FLOOR EAST
CITY: STAMFORD
STATE: CT
ZIP: 06902
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001633445
XXXXXXXX
09-30-2016
09-30-2016
false
Trexquant Investment LP
300 First Stamford Place
Fourth Floor East
Stamford
CT
06902
13F HOLDINGS REPORT
028-16610
N
Brian Chung
Chief Operating Officer
203-817-0551
/s/ Brian Chung
Stamford
CT
11-10-2016
0
699
447939
INFORMATION TABLE
2
infotable.xml
21VIANET GROUP INC
SPONSORED ADR
90138A103
84
10533
SH
SOLE
10533
0
0
3M CO
COM
88579Y101
352
2000
SH
SOLE
2000
0
0
51JOB INC
SP ADR REP COM
316827104
227
6800
SH
SOLE
6800
0
0
AAR CORP
COM
000361105
532
17000
SH
SOLE
17000
0
0
ABBVIE INC
COM
00287Y109
1388
22000
SH
SOLE
22000
0
0
ACACIA RESH CORP
ACACIA TCH COM
003881307
210
32260
SH
SOLE
32260
0
0
ACADIA HEALTHCARE COMPANY IN
COM
00404A109
639
12900
SH
SOLE
12900
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
1552
12700
SH
SOLE
12700
0
0
ACCO BRANDS CORP
COM
00081T108
137
14163
SH
SOLE
14163
0
0
ACCURAY INC
COM
004397105
151
23767
SH
SOLE
23767
0
0
ACHILLION PHARMACEUTICALS IN
COM
00448Q201
93
11449
SH
SOLE
11449
0
0
ACTUANT CORP
CL A NEW
00508X203
529
22751
SH
SOLE
22751
0
0
ACUITY BRANDS INC
COM
00508Y102
357
1349
SH
SOLE
1349
0
0
ADTRAN INC
COM
00738A106
217
11357
SH
SOLE
11357
0
0
ADVANCE AUTO PARTS INC
COM
00751Y106
388
2600
SH
SOLE
2600
0
0
ADVANCED DRAIN SYS INC DEL
COM
00790R104
212
8800
SH
SOLE
8800
0
0
ADVISORY BRD CO
COM
00762W107
340
7600
SH
SOLE
7600
0
0
AEP INDS INC
COM
001031103
457
4180
SH
SOLE
4180
0
0
AERIE PHARMACEUTICALS INC
COM
00771V108
255
6745
SH
SOLE
6745
0
0
AETNA INC NEW
COM
00817Y108
1189
10300
SH
SOLE
10300
0
0
AGCO CORP
COM
001084102
774
15700
SH
SOLE
15700
0
0
AKORN INC
COM
009728106
532
19500
SH
SOLE
19500
0
0
ALASKA AIR GROUP INC
COM
011659109
2404
36498
SH
SOLE
36498
0
0
ALCOA INC
COM
013817101
2102
207300
SH
SOLE
207300
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
588
4800
SH
SOLE
4800
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
381
3600
SH
SOLE
3600
0
0
ALIGN TECHNOLOGY INC
COM
016255101
464
4945
SH
SOLE
4945
0
0
ALLEGHENY TECHNOLOGIES INC
COM
01741R102
287
15900
SH
SOLE
15900
0
0
ALLEGIANT TRAVEL CO
COM
01748X102
427
3230
SH
SOLE
3230
0
0
ALLSTATE CORP
COM
020002101
726
10500
SH
SOLE
10500
0
0
ALLY FINL INC
COM
02005N100
991
50900
SH
SOLE
50900
0
0
ALON USA ENERGY INC
COM
020520102
387
48006
SH
SOLE
48006
0
0
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
234
10795
SH
SOLE
10795
0
0
ALTISOURCE PORTFOLIO SOLNS S
REG SHS
L0175J104
277
8564
SH
SOLE
8564
0
0
AMC NETWORKS INC
CL A
00164V103
991
19100
SH
SOLE
19100
0
0
AMDOCS LTD
SHS
G02602103
607
10500
SH
SOLE
10500
0
0
AMERICAN CAP LTD
COM
02503Y103
227
13400
SH
SOLE
13400
0
0
AMERICAN EAGLE OUTFITTERS NE
COM
02553E106
1200
67200
SH
SOLE
67200
0
0
AMERICAN ELEC PWR INC
COM
025537101
1188
18500
SH
SOLE
18500
0
0
AMERICAN EXPRESS CO
COM
025816109
2094
32700
SH
SOLE
32700
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
310
4135
SH
SOLE
4135
0
0
AMERICAN INTL GROUP INC
COM NEW
026874784
271
4571
SH
SOLE
4571
0
0
AMERICAN WTR WKS CO INC NEW
COM
030420103
412
5500
SH
SOLE
5500
0
0
AMETEK INC NEW
COM
031100100
1309
27400
SH
SOLE
27400
0
0
AMGEN INC
COM
031162100
1028
6163
SH
SOLE
6163
0
0
AMICUS THERAPEUTICS INC
COM
03152W109
219
29662
SH
SOLE
29662
0
0
AMKOR TECHNOLOGY INC
COM
031652100
362
37207
SH
SOLE
37207
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
904
28372
SH
SOLE
28372
0
0
AMTRUST FINL SVCS INC
COM
032359309
515
19200
SH
SOLE
19200
0
0
ANGIODYNAMICS INC
COM
03475V101
178
10158
SH
SOLE
10158
0
0
ANHEUSER BUSCH INBEV SA/NV
SPONSORED ADR
03524A108
657
5000
SH
SOLE
5000
0
0
APOLLO INVT CORP
COM
03761U106
294
50714
SH
SOLE
50714
0
0
APPLIED MATLS INC
COM
038222105
678
22500
SH
SOLE
22500
0
0
APTARGROUP INC
COM
038336103
403
5200
SH
SOLE
5200
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
507
6400
SH
SOLE
6400
0
0
ARDMORE SHIPPING CORP
COM
Y0207T100
115
16300
SH
SOLE
16300
0
0
ARIAD PHARMACEUTICALS INC
COM
04033A100
732
53500
SH
SOLE
53500
0
0
ARMSTRONG WORLD INDS INC NEW
COM
04247X102
289
7000
SH
SOLE
7000
0
0
ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
326
12000
SH
SOLE
12000
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
440
7900
SH
SOLE
7900
0
0
ASCENA RETAIL GROUP INC
COM
04351G101
866
154900
SH
SOLE
154900
0
0
AUTODESK INC
COM
052769106
231
3200
SH
SOLE
3200
0
0
AUTOHOME INC
SP ADR RP CL A
05278C107
217
8963
SH
SOLE
8963
0
0
AUTONATION INC
COM
05329W102
525
10771
SH
SOLE
10771
0
0
AVEXIS INC
COM
05366U100
422
10237
SH
SOLE
10237
0
0
AVNET INC
COM
053807103
429
10458
SH
SOLE
10458
0
0
AXALTA COATING SYS LTD
COM
G0750C108
304
10746
SH
SOLE
10746
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
261
4800
SH
SOLE
4800
0
0
AXOVANT SCIENCES LTD
COM
G0750W104
264
18831
SH
SOLE
18831
0
0
AZZ INC
COM
002474104
477
7314
SH
SOLE
7314
0
0
BAIDU INC
SPON ADR REP A
056752108
255
1400
SH
SOLE
1400
0
0
BANC OF CALIFORNIA INC
COM
05990K106
403
23100
SH
SOLE
23100
0
0
BANCORPSOUTH INC
COM
059692103
516
22256
SH
SOLE
22256
0
0
BANK AMER CORP
COM
060505104
1471
93994
SH
SOLE
93994
0
0
BANK NEW YORK MELLON CORP
COM
064058100
2800
70200
SH
SOLE
70200
0
0
BANK OF THE OZARKS INC
COM
063904106
306
7957
SH
SOLE
7957
0
0
BARD C R INC
COM
067383109
247
1100
SH
SOLE
1100
0
0
BARNES & NOBLE INC
COM
067774109
365
32322
SH
SOLE
32322
0
0
BB&T CORP
COM
054937107
804
21309
SH
SOLE
21309
0
0
BCE INC
COM NEW
05534B760
416
9000
SH
SOLE
9000
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
258
9317
SH
SOLE
9317
0
0
BEST BUY INC
COM
086516101
2138
56000
SH
SOLE
56000
0
0
BGC PARTNERS INC
CL A
05541T101
149
16972
SH
SOLE
16972
0
0
BHP BILLITON LTD
SPONSORED ADR
088606108
1633
47129
SH
SOLE
47129
0
0
BIO TECHNE CORP
COM
09073M104
241
2200
SH
SOLE
2200
0
0
BIOGEN INC
COM
09062X103
876
2800
SH
SOLE
2800
0
0
BIOTELEMETRY INC
COM
090672106
323
17397
SH
SOLE
17397
0
0
BJS RESTAURANTS INC
COM
09180C106
530
14900
SH
SOLE
14900
0
0
BLACKBERRY LTD
COM
09228F103
735
92127
SH
SOLE
92127
0
0
BLACKHAWK NETWORK HLDGS INC
COM
09238E104
793
26272
SH
SOLE
26272
0
0
BLACKROCK CAPITAL INVESTMENT
COM
092533108
101
12139
SH
SOLE
12139
0
0
BLACKROCK INC
COM
09247X101
761
2100
SH
SOLE
2100
0
0
BLOOMIN BRANDS INC
COM
094235108
241
14000
SH
SOLE
14000
0
0
BLUCORA INC
COM
095229100
121
10800
SH
SOLE
10800
0
0
BLUE BUFFALO PET PRODS INC
COM
09531U102
544
22902
SH
SOLE
22902
0
0
BOEING CO
COM
097023105
1778
13500
SH
SOLE
13500
0
0
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
364
11500
SH
SOLE
11500
0
0
BORGWARNER INC
COM
099724106
652
18544
SH
SOLE
18544
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
2442
102600
SH
SOLE
102600
0
0
BOX INC
CL A
10316T104
158
10000
SH
SOLE
10000
0
0
BOYD GAMING CORP
COM
103304101
445
22500
SH
SOLE
22500
0
0
BRADY CORP
CL A
104674106
322
9300
SH
SOLE
9300
0
0
BRIGGS & STRATTON CORP
COM
109043109
241
12902
SH
SOLE
12902
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1095
20300
SH
SOLE
20300
0
0
BROADRIDGE FINL SOLUTIONS IN
COM
11133T103
208
3073
SH
SOLE
3073
0
0
BROCADE COMMUNICATIONS SYS I
COM NEW
111621306
94
10225
SH
SOLE
10225
0
0
BROOKDALE SR LIVING INC
COM
112463104
733
42000
SH
SOLE
42000
0
0
BROOKS AUTOMATION INC
COM
114340102
338
24843
SH
SOLE
24843
0
0
BUCKLE INC
COM
118440106
215
8960
SH
SOLE
8960
0
0
BUFFALO WILD WINGS INC
COM
119848109
479
3400
SH
SOLE
3400
0
0
BUNGE LIMITED
COM
G16962105
1262
21300
SH
SOLE
21300
0
0
BURLINGTON STORES INC
COM
122017106
762
9400
SH
SOLE
9400
0
0
CACI INTL INC
CL A
127190304
202
2000
SH
SOLE
2000
0
0
CALATLANTIC GROUP INC
COM
128195104
201
6000
SH
SOLE
6000
0
0
CALAVO GROWERS INC
COM
128246105
322
4928
SH
SOLE
4928
0
0
CALLAWAY GOLF CO
COM
131193104
234
20125
SH
SOLE
20125
0
0
CANADIAN PAC RY LTD
COM
13645T100
244
1600
SH
SOLE
1600
0
0
CANADIAN SOLAR INC
COM
136635109
309
22498
SH
SOLE
22498
0
0
CANTEL MEDICAL CORP
COM
138098108
326
4181
SH
SOLE
4181
0
0
CARBONITE INC
COM
141337105
154
10020
SH
SOLE
10020
0
0
CARDIOVASCULAR SYS INC DEL
COM
141619106
517
21762
SH
SOLE
21762
0
0
CARMAX INC
COM
143130102
1516
28417
SH
SOLE
28417
0
0
CARROLS RESTAURANT GROUP INC
COM
14574X104
168
12724
SH
SOLE
12724
0
0
CBRE GROUP INC
CL A
12504L109
255
9100
SH
SOLE
9100
0
0
CEB INC
COM
125134106
491
9017
SH
SOLE
9017
0
0
CELESTICA INC
SUB VTG SHS
15101Q108
211
19478
SH
SOLE
19478
0
0
CELGENE CORP
COM
151020104
249
2379
SH
SOLE
2379
0
0
CENOVUS ENERGY INC
COM
15135U109
639
44500
SH
SOLE
44500
0
0
CENTERPOINT ENERGY INC
COM
15189T107
1208
52000
SH
SOLE
52000
0
0
CENTERSTATE BANKS INC
COM
15201P109
201
11324
SH
SOLE
11324
0
0
CENTURYLINK INC
COM
156700106
244
8900
SH
SOLE
8900
0
0
CERNER CORP
COM
156782104
1150
18616
SH
SOLE
18616
0
0
CHANGYOU COM LTD
ADS REP CL A
15911M107
374
13723
SH
SOLE
13723
0
0
CHECK POINT SOFTWARE TECH LT
ORD
M22465104
396
5100
SH
SOLE
5100
0
0
CHEGG INC
COM
163092109
121
16996
SH
SOLE
16996
0
0
CHEMICAL FINL CORP
COM
163731102
269
6100
SH
SOLE
6100
0
0
CHEMOURS CO
COM
163851108
682
42624
SH
SOLE
42624
0
0
CHESAPEAKE UTILS CORP
COM
165303108
268
4382
SH
SOLE
4382
0
0
CHICOS FAS INC
COM
168615102
824
69236
SH
SOLE
69236
0
0
CHINA LODGING GROUP LTD
SPONSORED ADR
16949N109
262
5800
SH
SOLE
5800
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
209
3400
SH
SOLE
3400
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
365
4942
SH
SOLE
4942
0
0
CHINA UNICOM (HONG KONG) LTD
SPONSORED ADR
16945R104
264
21700
SH
SOLE
21700
0
0
CHUBB LIMITED
COM
H1467J104
479
3810
SH
SOLE
3810
0
0
CINCINNATI FINL CORP
COM
172062101
573
7600
SH
SOLE
7600
0
0
CINTAS CORP
COM
172908105
1993
17700
SH
SOLE
17700
0
0
CIRRUS LOGIC INC
COM
172755100
239
4489
SH
SOLE
4489
0
0
CISCO SYS INC
COM
17275R102
1297
40900
SH
SOLE
40900
0
0
CITIGROUP INC
COM NEW
172967424
217
4600
SH
SOLE
4600
0
0
CITIZENS FINL GROUP INC
COM
174610105
996
40300
SH
SOLE
40300
0
0
CITRIX SYS INC
COM
177376100
1074
12600
SH
SOLE
12600
0
0
CLOROX CO DEL
COM
189054109
1202
9600
SH
SOLE
9600
0
0
CLOVIS ONCOLOGY INC
COM
189464100
871
24159
SH
SOLE
24159
0
0
CMS ENERGY CORP
COM
125896100
320
7622
SH
SOLE
7622
0
0
CNO FINL GROUP INC
COM
12621E103
813
53216
SH
SOLE
53216
0
0
CNOOC LTD
SPONSORED ADR
126132109
228
1800
SH
SOLE
1800
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
1048
21972
SH
SOLE
21972
0
0
COHEN & STEERS INC
COM
19247A100
283
6610
SH
SOLE
6610
0
0
COHERUS BIOSCIENCES INC
COM
19249H103
574
21421
SH
SOLE
21421
0
0
COMFORT SYS USA INC
COM
199908104
260
8868
SH
SOLE
8868
0
0
COMMERCIAL METALS CO
COM
201723103
589
36400
SH
SOLE
36400
0
0
COMMUNITY HEALTH SYS INC NEW
COM
203668108
496
43007
SH
SOLE
43007
0
0
COMMVAULT SYSTEMS INC
COM
204166102
276
5200
SH
SOLE
5200
0
0
COMPASS MINERALS INTL INC
COM
20451N101
265
3590
SH
SOLE
3590
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
234
18243
SH
SOLE
18243
0
0
CONAGRA FOODS INC
COM
205887102
1960
41600
SH
SOLE
41600
0
0
CONCORDIA INTL CORP
COM
20653P102
83
18612
SH
SOLE
18612
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
1615
9700
SH
SOLE
9700
0
0
CONSTELLIUM NV
CL A
N22035104
108
15035
SH
SOLE
15035
0
0
CONTINENTAL RESOURCES INC
COM
212015101
698
13433
SH
SOLE
13433
0
0
COPART INC
COM
217204106
600
11200
SH
SOLE
11200
0
0
CORE LABORATORIES N V
COM
N22717107
483
4300
SH
SOLE
4300
0
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
214
4666
SH
SOLE
4666
0
0
COSAN LTD
SHS A
G25343107
378
52927
SH
SOLE
52927
0
0
COTT CORP QUE
COM
22163N106
584
41000
SH
SOLE
41000
0
0
COVANTA HLDG CORP
COM
22282E102
204
13261
SH
SOLE
13261
0
0
COVENANT TRANSN GROUP INC
CL A
22284P105
213
11026
SH
SOLE
11026
0
0
CROWN HOLDINGS INC
COM
228368106
348
6100
SH
SOLE
6100
0
0
CRYOLIFE INC
COM
228903100
206
11717
SH
SOLE
11717
0
0
CVS HEALTH CORP
COM
126650100
409
4600
SH
SOLE
4600
0
0
CYBERARK SOFTWARE LTD
SHS
M2682V108
336
6781
SH
SOLE
6781
0
0
D R HORTON INC
COM
23331A109
2350
77800
SH
SOLE
77800
0
0
DANA INCORPORATED
COM
235825205
543
34800
SH
SOLE
34800
0
0
DANAHER CORP DEL
COM
235851102
651
8300
SH
SOLE
8300
0
0
DARDEN RESTAURANTS INC
COM
237194105
2514
41000
SH
SOLE
41000
0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
507
12936
SH
SOLE
12936
0
0
DEAN FOODS CO NEW
COM NEW
242370203
608
37080
SH
SOLE
37080
0
0
DEERE & CO
COM
244199105
1349
15800
SH
SOLE
15800
0
0
DELEK US HLDGS INC
COM
246647101
367
21200
SH
SOLE
21200
0
0
DENNYS CORP
COM
24869P104
141
13215
SH
SOLE
13215
0
0
DENTSPLY SIRONA INC
COM
24906P109
617
10381
SH
SOLE
10381
0
0
DERMIRA INC
COM
24983L104
207
6127
SH
SOLE
6127
0
0
DEVON ENERGY CORP NEW
COM
25179M103
1094
24800
SH
SOLE
24800
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
228
54348
SH
SOLE
54348
0
0
DIAGEO P L C
SPON ADR NEW
25243Q205
348
3000
SH
SOLE
3000
0
0
DIAMONDBACK ENERGY INC
COM
25278X109
946
9794
SH
SOLE
9794
0
0
DICKS SPORTING GOODS INC
COM
253393102
1991
35100
SH
SOLE
35100
0
0
DILLARDS INC
CL A
254067101
290
4600
SH
SOLE
4600
0
0
DIME CMNTY BANCSHARES
COM
253922108
183
10938
SH
SOLE
10938
0
0
DIPLOMAT PHARMACY INC
COM
25456K101
350
12509
SH
SOLE
12509
0
0
DISCOVER FINL SVCS
COM
254709108
1945
34400
SH
SOLE
34400
0
0
DISH NETWORK CORP
CL A
25470M109
542
9900
SH
SOLE
9900
0
0
DISNEY WALT CO
COM DISNEY
254687106
696
7500
SH
SOLE
7500
0
0
DOMINION DIAMOND CORP
COM
257287102
273
28021
SH
SOLE
28021
0
0
DOMINOS PIZZA INC
COM
25754A201
790
5200
SH
SOLE
5200
0
0
DONALDSON INC
COM
257651109
883
23658
SH
SOLE
23658
0
0
DR PEPPER SNAPPLE GROUP INC
COM
26138E109
1365
14951
SH
SOLE
14951
0
0
DREW INDS INC
COM NEW
26168L205
216
2200
SH
SOLE
2200
0
0
DST SYS INC DEL
COM
233326107
643
5454
SH
SOLE
5454
0
0
DSW INC
CL A
23334L102
705
34400
SH
SOLE
34400
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
576
7200
SH
SOLE
7200
0
0
DULUTH HLDGS INC
COM CL B
26443V101
280
10579
SH
SOLE
10579
0
0
DXP ENTERPRISES INC NEW
COM NEW
233377407
234
8301
SH
SOLE
8301
0
0
DYNAVAX TECHNOLOGIES CORP
COM NEW
268158201
213
20307
SH
SOLE
20307
0
0
EARTHLINK HLDGS CORP
COM
27033X101
106
17114
SH
SOLE
17114
0
0
EASTMAN CHEM CO
COM
277432100
548
8104
SH
SOLE
8104
0
0
EATON CORP PLC
SHS
G29183103
1489
22657
SH
SOLE
22657
0
0
EBAY INC
COM
278642103
2280
69300
SH
SOLE
69300
0
0
ECHO GLOBAL LOGISTICS INC
COM
27875T101
458
19872
SH
SOLE
19872
0
0
ECHOSTAR CORP
CL A
278768106
229
5236
SH
SOLE
5236
0
0
ECOLAB INC
COM
278865100
1570
12900
SH
SOLE
12900
0
0
ECOPETROL S A
SPONSORED ADS
279158109
124
14200
SH
SOLE
14200
0
0
ELDORADO RESORTS INC
COM
28470R102
298
21200
SH
SOLE
21200
0
0
EMPRESA NACIONAL DE ELCTRCID
SPONSORED ADR
29244T101
466
23480
SH
SOLE
23480
0
0
ENBRIDGE INC
COM
29250N105
354
8000
SH
SOLE
8000
0
0
ENCORE WIRE CORP
COM
292562105
212
5756
SH
SOLE
5756
0
0
ENDO INTL PLC
SHS
G30401106
1338
66400
SH
SOLE
66400
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
309
35300
SH
SOLE
35300
0
0
ENERGEN CORP
COM
29265N108
1047
18134
SH
SOLE
18134
0
0
ENERGIZER HLDGS INC NEW
COM
29272W109
260
5200
SH
SOLE
5200
0
0
ENERPLUS CORP
COM
292766102
290
45195
SH
SOLE
45195
0
0
ENERSIS AMERICAS SA
SPONSORED ADR
29274F104
120
14597
SH
SOLE
14597
0
0
ENERSYS
COM
29275Y102
226
3273
SH
SOLE
3273
0
0
ENGILITY HLDGS INC NEW
COM
29286C107
387
12297
SH
SOLE
12297
0
0
ENI S P A
SPONSORED ADR
26874R108
500
17331
SH
SOLE
17331
0
0
ENSCO PLC
SHS CLASS A
G3157S106
2097
246700
SH
SOLE
246700
0
0
ENTEGRIS INC
COM
29362U104
253
14500
SH
SOLE
14500
0
0
ENTERGY CORP NEW
COM
29364G103
437
5700
SH
SOLE
5700
0
0
ENTRAVISION COMMUNICATIONS C
CL A
29382R107
112
14719
SH
SOLE
14719
0
0
ENVESTNET INC
COM
29404K106
210
5773
SH
SOLE
5773
0
0
EOG RES INC
COM
26875P101
1460
15100
SH
SOLE
15100
0
0
EQUIFAX INC
COM
294429105
969
7199
SH
SOLE
7199
0
0
ESPERION THERAPEUTICS INC NE
COM
29664W105
308
22272
SH
SOLE
22272
0
0
ETSY INC
COM
29786A106
455
31843
SH
SOLE
31843
0
0
EURONET WORLDWIDE INC
COM
298736109
434
5300
SH
SOLE
5300
0
0
EVERCORE PARTNERS INC
CLASS A
29977A105
237
4600
SH
SOLE
4600
0
0
EVEREST RE GROUP LTD
COM
G3223R108
551
2900
SH
SOLE
2900
0
0
EXACT SCIENCES CORP
COM
30063P105
851
45800
SH
SOLE
45800
0
0
EXELIXIS INC
COM
30161Q104
738
57738
SH
SOLE
57738
0
0
EXELON CORP
COM
30161N101
1114
33463
SH
SOLE
33463
0
0
EXPRESS SCRIPTS HLDG CO
COM
30219G108
832
11800
SH
SOLE
11800
0
0
FAIR ISAAC CORP
COM
303250104
342
2741
SH
SOLE
2741
0
0
FASTENAL CO
COM
311900104
748
17900
SH
SOLE
17900
0
0
FEDEX CORP
COM
31428X106
1764
10100
SH
SOLE
10100
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
257
40168
SH
SOLE
40168
0
0
FIDELITY NATL INFORMATION SV
COM
31620M106
840
10900
SH
SOLE
10900
0
0
FINISAR CORP
COM NEW
31787A507
578
19400
SH
SOLE
19400
0
0
FIRST AMERN FINL CORP
COM
31847R102
318
8100
SH
SOLE
8100
0
0
FIRST DATA CORP NEW
COM CL A
32008D106
670
50900
SH
SOLE
50900
0
0
FIRST MERCHANTS CORP
COM
320817109
295
11012
SH
SOLE
11012
0
0
FIRST NBC BK HLDG CO
COM
32115D106
113
12019
SH
SOLE
12019
0
0
FIRSTENERGY CORP
COM
337932107
270
8151
SH
SOLE
8151
0
0
FISERV INC
COM
337738108
438
4400
SH
SOLE
4400
0
0
FLEX LTD
ORD
Y2573F102
365
26800
SH
SOLE
26800
0
0
FLOTEK INDS INC DEL
COM
343389102
212
14600
SH
SOLE
14600
0
0
FNB CORP PA
COM
302520101
540
43933
SH
SOLE
43933
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
299
24800
SH
SOLE
24800
0
0
FORESTAR GROUP INC
COM
346233109
313
26747
SH
SOLE
26747
0
0
FORTINET INC
COM
34959E109
414
11200
SH
SOLE
11200
0
0
FORTUNA SILVER MINES INC
COM
349915108
85
11800
SH
SOLE
11800
0
0
FORTUNE BRANDS HOME & SEC IN
COM
34964C106
256
4400
SH
SOLE
4400
0
0
FORUM ENERGY TECHNOLOGIES IN
COM
34984V100
216
10900
SH
SOLE
10900
0
0
FRANCESCAS HLDGS CORP
COM
351793104
349
22590
SH
SOLE
22590
0
0
FRANKLIN RES INC
COM
354613101
1899
53376
SH
SOLE
53376
0
0
GANNETT CO INC
COM
36473H104
182
15614
SH
SOLE
15614
0
0
GAP INC DEL
COM
364760108
2233
100400
SH
SOLE
100400
0
0
GARTNER INC
COM
366651107
265
3000
SH
SOLE
3000
0
0
GENERAC HLDGS INC
COM
368736104
454
12500
SH
SOLE
12500
0
0
GENERAL MTRS CO
COM
37045V100
700
22040
SH
SOLE
22040
0
0
GENTEX CORP
COM
371901109
713
40600
SH
SOLE
40600
0
0
GLOBAL PMTS INC
COM
37940X102
1290
16800
SH
SOLE
16800
0
0
GNC HLDGS INC
COM CL A
36191G107
515
25200
SH
SOLE
25200
0
0
GODADDY INC
CL A
380237107
558
16172
SH
SOLE
16172
0
0
GOGO INC
COM
38046C109
310
28062
SH
SOLE
28062
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
498
23500
SH
SOLE
23500
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
882
5468
SH
SOLE
5468
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
640
19800
SH
SOLE
19800
0
0
GORES HLDGS INC
CL A
382866101
246
22778
SH
SOLE
22778
0
0
GRAND CANYON ED INC
COM
38526M106
408
10099
SH
SOLE
10099
0
0
GRAPHIC PACKAGING HLDG CO
COM
388689101
859
61371
SH
SOLE
61371
0
0
GREEN PLAINS INC
COM
393222104
440
16800
SH
SOLE
16800
0
0
GUIDEWIRE SOFTWARE INC
COM
40171V100
408
6800
SH
SOLE
6800
0
0
HABIT RESTAURANTS INC
COM CL A
40449J103
204
14571
SH
SOLE
14571
0
0
HAIN CELESTIAL GROUP INC
COM
405217100
2220
62400
SH
SOLE
62400
0
0
HALLIBURTON CO
COM
406216101
660
14700
SH
SOLE
14700
0
0
HANESBRANDS INC
COM
410345102
553
21900
SH
SOLE
21900
0
0
HARLEY DAVIDSON INC
COM
412822108
342
6500
SH
SOLE
6500
0
0
HARMAN INTL INDS INC
COM
413086109
1173
13892
SH
SOLE
13892
0
0
HARRIS CORP DEL
COM
413875105
1118
12200
SH
SOLE
12200
0
0
HASBRO INC
COM
418056107
389
4900
SH
SOLE
4900
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
609
12528
SH
SOLE
12528
0
0
HCA HOLDINGS INC
COM
40412C101
1339
17700
SH
SOLE
17700
0
0
HEALTHSOUTH CORP
COM NEW
421924309
309
7624
SH
SOLE
7624
0
0
HEARTLAND EXPRESS INC
COM
422347104
206
10917
SH
SOLE
10917
0
0
HECLA MNG CO
COM
422704106
962
168769
SH
SOLE
168769
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
1089
12633
SH
SOLE
12633
0
0
HELMERICH & PAYNE INC
COM
423452101
458
6800
SH
SOLE
6800
0
0
HENRY JACK & ASSOC INC
COM
426281101
573
6700
SH
SOLE
6700
0
0
HERBALIFE LTD
COM USD SHS
G4412G101
310
5000
SH
SOLE
5000
0
0
HERC HLDGS INC
COM
42704L104
648
19214
SH
SOLE
19214
0
0
HERSHEY CO
COM
427866108
2307
24134
SH
SOLE
24134
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
792
34800
SH
SOLE
34800
0
0
HOLLYFRONTIER CORP
COM
436106108
1135
46312
SH
SOLE
46312
0
0
HOLOGIC INC
COM
436440101
493
12700
SH
SOLE
12700
0
0
HORIZON PHARMA PLC
SHS
G4617B105
1398
77100
SH
SOLE
77100
0
0
HORTONWORKS INC
COM
440894103
170
20335
SH
SOLE
20335
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
207
5500
SH
SOLE
5500
0
0
HUB GROUP INC
CL A
443320106
791
19413
SH
SOLE
19413
0
0
HUMANA INC
COM
444859102
1433
8100
SH
SOLE
8100
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
2629
266600
SH
SOLE
266600
0
0
HURON CONSULTING GROUP INC
COM
447462102
257
4300
SH
SOLE
4300
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
239
3981
SH
SOLE
3981
0
0
ICON PLC
SHS
G4705A100
305
3948
SH
SOLE
3948
0
0
IDEX CORP
COM
45167R104
600
6409
SH
SOLE
6409
0
0
INC RESH HLDGS INC
CL A
45329R109
548
12300
SH
SOLE
12300
0
0
INFOSYS LTD
SPONSORED ADR
456788108
589
37300
SH
SOLE
37300
0
0
INGREDION INC
COM
457187102
505
3794
SH
SOLE
3794
0
0
INSPERITY INC
COM
45778Q107
516
7100
SH
SOLE
7100
0
0
INSULET CORP
COM
45784P101
221
5400
SH
SOLE
5400
0
0
INTEL CORP
COM
458140100
521
13800
SH
SOLE
13800
0
0
INTER PARFUMS INC
COM
458334109
374
11598
SH
SOLE
11598
0
0
INTERACTIVE BROKERS GROUP IN
COM
45841N107
289
8200
SH
SOLE
8200
0
0
INTERACTIVE INTELLIGENCE GRO
COM
45841V109
578
9613
SH
SOLE
9613
0
0
INTERCEPT PHARMACEUTICALS IN
COM
45845P108
1037
6300
SH
SOLE
6300
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
1158
4300
SH
SOLE
4300
0
0
INTERDIGITAL INC
COM
45867G101
341
4300
SH
SOLE
4300
0
0
INTERNATIONAL SPEEDWAY CORP
CL A
460335201
328
9810
SH
SOLE
9810
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
1388
62100
SH
SOLE
62100
0
0
INTERVAL LEISURE GROUP INC
COM
46113M108
547
31875
SH
SOLE
31875
0
0
INTL PAPER CO
COM
460146103
259
5400
SH
SOLE
5400
0
0
INVENSENSE INC
COM
46123D205
245
33000
SH
SOLE
33000
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
191
15900
SH
SOLE
15900
0
0
ITRON INC
COM
465741106
825
14801
SH
SOLE
14801
0
0
IXIA
COM
45071R109
160
12806
SH
SOLE
12806
0
0
J2 GLOBAL INC
COM
48123V102
583
8759
SH
SOLE
8759
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
380
63305
SH
SOLE
63305
0
0
JABIL CIRCUIT INC
COM
466313103
1115
51113
SH
SOLE
51113
0
0
JACOBS ENGR GROUP INC DEL
COM
469814107
243
4700
SH
SOLE
4700
0
0
JANUS CAP GROUP INC
COM
47102X105
799
57000
SH
SOLE
57000
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
279
2300
SH
SOLE
2300
0
0
JD COM INC
SPON ADR CL A
47215P106
652
25000
SH
SOLE
25000
0
0
JETBLUE AIRWAYS CORP
COM
477143101
1664
96500
SH
SOLE
96500
0
0
JOHNSON & JOHNSON
COM
478160104
969
8200
SH
SOLE
8200
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
1507
32388
SH
SOLE
32388
0
0
JUNIPER NETWORKS INC
COM
48203R104
841
34964
SH
SOLE
34964
0
0
KAISER ALUMINUM CORP
COM PAR $0.01
483007704
319
3690
SH
SOLE
3690
0
0
KAMAN CORP
COM
483548103
255
5800
SH
SOLE
5800
0
0
KANSAS CITY SOUTHERN
COM NEW
485170302
1344
14400
SH
SOLE
14400
0
0
KAPSTONE PAPER & PACKAGING C
COM
48562P103
443
23400
SH
SOLE
23400
0
0
KAR AUCTION SVCS INC
COM
48238T109
224
5200
SH
SOLE
5200
0
0
KATE SPADE & CO
COM
485865109
386
22507
SH
SOLE
22507
0
0
KBR INC
COM
48242W106
575
37975
SH
SOLE
37975
0
0
KELLOGG CO
COM
487836108
744
9600
SH
SOLE
9600
0
0
KENNAMETAL INC
COM
489170100
514
17700
SH
SOLE
17700
0
0
KEYCORP NEW
COM
493267108
846
69494
SH
SOLE
69494
0
0
KEYSIGHT TECHNOLOGIES INC
COM
49338L103
396
12493
SH
SOLE
12493
0
0
KINDER MORGAN INC DEL
COM
49456B101
1462
63200
SH
SOLE
63200
0
0
KOREA ELECTRIC PWR
SPONSORED ADR
500631106
239
9800
SH
SOLE
9800
0
0
KOSMOS ENERGY LTD
SHS
G5315B107
137
21400
SH
SOLE
21400
0
0
KRAFT HEINZ CO
COM
500754106
859
9600
SH
SOLE
9600
0
0
KROGER CO
COM
501044101
1339
45100
SH
SOLE
45100
0
0
KRONOS WORLDWIDE INC
COM
50105F105
99
11915
SH
SOLE
11915
0
0
KULICKE & SOFFA INDS INC
COM
501242101
454
35100
SH
SOLE
35100
0
0
L BRANDS INC
COM
501797104
771
10900
SH
SOLE
10900
0
0
LANDSTAR SYS INC
COM
515098101
231
3388
SH
SOLE
3388
0
0
LANNET INC
COM
516012101
617
23216
SH
SOLE
23216
0
0
LAREDO PETROLEUM INC
COM
516806106
579
44900
SH
SOLE
44900
0
0
LATAM AIRLS GROUP S A
SPONSORED ADR
51817R106
307
37800
SH
SOLE
37800
0
0
LAUDER ESTEE COS INC
CL A
518439104
1231
13900
SH
SOLE
13900
0
0
LEIDOS HLDGS INC
COM
525327102
1476
34100
SH
SOLE
34100
0
0
LENNAR CORP
CL A
526057104
2206
52100
SH
SOLE
52100
0
0
LENNOX INTL INC
COM
526107107
722
4600
SH
SOLE
4600
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
357
7700
SH
SOLE
7700
0
0
LINCOLN NATL CORP IND
COM
534187109
577
12287
SH
SOLE
12287
0
0
LION BIOTECHNOLOGIES INC
COM
53619R102
121
14652
SH
SOLE
14652
0
0
LIVANOVA PLC
SHS
G5509L101
601
10004
SH
SOLE
10004
0
0
LIVE NATION ENTERTAINMENT IN
COM
538034109
829
30173
SH
SOLE
30173
0
0
LKQ CORP
COM
501889208
2201
62064
SH
SOLE
62064
0
0
LOCKHEED MARTIN CORP
COM
539830109
1822
7600
SH
SOLE
7600
0
0
LOUISIANA PAC CORP
COM
546347105
625
33206
SH
SOLE
33206
0
0
LOWES COS INC
COM
548661107
1163
16100
SH
SOLE
16100
0
0
LSB INDS INC
COM
502160104
395
46008
SH
SOLE
46008
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
2275
28200
SH
SOLE
28200
0
0
M & T BK CORP
COM
55261F104
414
3567
SH
SOLE
3567
0
0
MACQUARIE INFRASTRUCTURE COR
COM
55608B105
633
7600
SH
SOLE
7600
0
0
MACYS INC
COM
55616P104
756
20400
SH
SOLE
20400
0
0
MADISON SQUARE GARDEN CO NEW
CL A
55825T103
220
1300
SH
SOLE
1300
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
310
5775
SH
SOLE
5775
0
0
MAGNA INTL INC
COM
559222401
544
12673
SH
SOLE
12673
0
0
MAKEMYTRIP LIMITED MAURITIUS
SHS
V5633W109
364
15438
SH
SOLE
15438
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
809
11600
SH
SOLE
11600
0
0
MANHATTAN ASSOCS INC
COM
562750109
853
14800
SH
SOLE
14800
0
0
MANPOWERGROUP INC
COM
56418H100
260
3600
SH
SOLE
3600
0
0
MARATHON PETE CORP
COM
56585A102
2797
68900
SH
SOLE
68900
0
0
MARCUS & MILLICHAP INC
COM
566324109
442
16910
SH
SOLE
16910
0
0
MARRIOTT INTL INC NEW
CL A
571903202
774
11500
SH
SOLE
11500
0
0
MARSH & MCLENNAN COS INC
COM
571748102
518
7702
SH
SOLE
7702
0
0
MASCO CORP
COM
574599106
837
24400
SH
SOLE
24400
0
0
MASIMO CORP
COM
574795100
202
3400
SH
SOLE
3400
0
0
MASONITE INTL CORP NEW
COM
575385109
325
5220
SH
SOLE
5220
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
733
7200
SH
SOLE
7200
0
0
MATERION CORP
COM
576690101
461
15001
SH
SOLE
15001
0
0
MATTHEWS INTL CORP
CL A
577128101
207
3400
SH
SOLE
3400
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
1625
40700
SH
SOLE
40700
0
0
MB FINANCIAL INC NEW
COM
55264U108
327
8600
SH
SOLE
8600
0
0
MCDONALDS CORP
COM
580135101
715
6200
SH
SOLE
6200
0
0
MEDICINES CO
COM
584688105
226
6000
SH
SOLE
6000
0
0
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
355
8200
SH
SOLE
8200
0
0
MERIT MED SYS INC
COM
589889104
267
11000
SH
SOLE
11000
0
0
METHODE ELECTRS INC
COM
591520200
227
6500
SH
SOLE
6500
0
0
MGIC INVT CORP WIS
COM
552848103
1383
172895
SH
SOLE
172895
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1206
19400
SH
SOLE
19400
0
0
MICRON TECHNOLOGY INC
COM
595112103
2260
127100
SH
SOLE
127100
0
0
MIDDLEBY CORP
COM
596278101
433
3500
SH
SOLE
3500
0
0
MIRATI THERAPEUTICS INC
COM
60468T105
144
21833
SH
SOLE
21833
0
0
MISTRAS GROUP INC
COM
60649T107
438
18672
SH
SOLE
18672
0
0
MITEL NETWORKS CORP
COM
60671Q104
278
37803
SH
SOLE
37803
0
0
MOBILE TELESYSTEMS PJSC
SPONSORED ADR
607409109
331
43425
SH
SOLE
43425
0
0
MOBILEYE N V AMSTELVEEN
ORD SHS
N51488117
1182
27761
SH
SOLE
27761
0
0
MOMO INC
ADR
60879B107
1035
46000
SH
SOLE
46000
0
0
MONSANTO CO NEW
COM
61166W101
2391
23400
SH
SOLE
23400
0
0
MORGAN STANLEY
COM NEW
617446448
1767
55100
SH
SOLE
55100
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
816
10700
SH
SOLE
10700
0
0
MRC GLOBAL INC
COM
55345K103
325
19774
SH
SOLE
19774
0
0
MUELLER INDS INC
COM
624756102
271
8353
SH
SOLE
8353
0
0
MUELLER WTR PRODS INC
COM SER A
624758108
294
23400
SH
SOLE
23400
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
992
81568
SH
SOLE
81568
0
0
NASDAQ INC
COM
631103108
230
3400
SH
SOLE
3400
0
0
NATERA INC
COM
632307104
338
30453
SH
SOLE
30453
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
328
14746
SH
SOLE
14746
0
0
NAUTILUS INC
COM
63910B102
303
13333
SH
SOLE
13333
0
0
NCR CORP NEW
COM
62886E108
303
9400
SH
SOLE
9400
0
0
NEKTAR THERAPEUTICS
COM
640268108
397
23120
SH
SOLE
23120
0
0
NEOPHOTONICS CORP
COM
64051T100
373
22800
SH
SOLE
22800
0
0
NETAPP INC
COM
64110D104
2318
64700
SH
SOLE
64700
0
0
NETEASE INC
SPONSORED ADR
64110W102
1324
5500
SH
SOLE
5500
0
0
NETSCOUT SYS INC
COM
64115T104
274
9382
SH
SOLE
9382
0
0
NEVRO CORP
COM
64157F103
804
7700
SH
SOLE
7700
0
0
NEW JERSEY RES
COM
646025106
205
6236
SH
SOLE
6236
0
0
NEW RELIC INC
COM
64829B100
296
7719
SH
SOLE
7719
0
0
NEW YORK TIMES CO
CL A
650111107
146
12179
SH
SOLE
12179
0
0
NEWMONT MINING CORP
COM
651639106
1273
32400
SH
SOLE
32400
0
0
NEWPARK RES INC
COM PAR $.01NEW
651718504
118
16044
SH
SOLE
16044
0
0
NIKE INC
CL B
654106103
2241
42573
SH
SOLE
42573
0
0
NIPPON TELEG & TEL CORP
SPONSORED ADR
654624105
229
5000
SH
SOLE
5000
0
0
NISOURCE INC
COM
65473P105
393
16282
SH
SOLE
16282
0
0
NOMAD HLDGS LTD
USD ORD SHS
G6564A105
159
13423
SH
SOLE
13423
0
0
NORTHERN TR CORP
COM
665859104
972
14300
SH
SOLE
14300
0
0
NORWEGIAN CRUISE LINE HLDGS
SHS
G66721104
324
8600
SH
SOLE
8600
0
0
NOVADAQ TECHNOLOGIES INC
COM
66987G102
216
18663
SH
SOLE
18663
0
0
NOVO-NORDISK A S
ADR
670100205
699
16800
SH
SOLE
16800
0
0
NRG ENERGY INC
COM NEW
629377508
1380
123076
SH
SOLE
123076
0
0
NTT DOCOMO INC
SPONS ADR
62942M201
259
10174
SH
SOLE
10174
0
0
NXSTAGE MEDICAL INC
COM
67072V103
436
17455
SH
SOLE
17455
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
788
2813
SH
SOLE
2813
0
0
OASIS PETE INC NEW
COM
674215108
2510
218800
SH
SOLE
218800
0
0
OIL STS INTL INC
COM
678026105
441
13984
SH
SOLE
13984
0
0
OLD REP INTL CORP
COM
680223104
618
35100
SH
SOLE
35100
0
0
OMEGA PROTEIN CORP
COM
68210P107
316
13504
SH
SOLE
13504
0
0
ON DECK CAP INC
COM
682163100
211
37060
SH
SOLE
37060
0
0
ON SEMICONDUCTOR CORP
COM
682189105
634
51500
SH
SOLE
51500
0
0
OPEN TEXT CORP
COM
683715106
236
3637
SH
SOLE
3637
0
0
OPHTHOTECH CORP
COM
683745103
631
13680
SH
SOLE
13680
0
0
ORACLE CORP
COM
68389X105
982
25000
SH
SOLE
25000
0
0
ORASURE TECHNOLOGIES INC
COM
68554V108
364
45635
SH
SOLE
45635
0
0
ORIX CORP
SPONSORED ADR
686330101
290
3911
SH
SOLE
3911
0
0
P T TELEKOMUNIKASI INDONESIA
SPONSORED ADR
715684106
238
3600
SH
SOLE
3600
0
0
PACCAR INC
COM
693718108
1358
23100
SH
SOLE
23100
0
0
PACIFIC BIOSCIENCES CALIF IN
COM
69404D108
335
37342
SH
SOLE
37342
0
0
PACIFIC ETHANOL INC
COM PAR $.001
69423U305
267
38579
SH
SOLE
38579
0
0
PACIRA PHARMACEUTICALS INC
COM
695127100
712
20800
SH
SOLE
20800
0
0
PACKAGING CORP AMER
COM
695156109
431
5300
SH
SOLE
5300
0
0
PACWEST BANCORP DEL
COM
695263103
378
8800
SH
SOLE
8800
0
0
PANERA BREAD CO
CL A
69840W108
1694
8700
SH
SOLE
8700
0
0
PARKER HANNIFIN CORP
COM
701094104
967
7700
SH
SOLE
7700
0
0
PARSLEY ENERGY INC
CL A
701877102
1062
31700
SH
SOLE
31700
0
0
PATRICK INDS INC
COM
703343103
283
4566
SH
SOLE
4566
0
0
PATTERSON UTI ENERGY INC
COM
703481101
295
13200
SH
SOLE
13200
0
0
PENN NATL GAMING INC
COM
707569109
161
11900
SH
SOLE
11900
0
0
PENNANTPARK INVT CORP
COM
708062104
207
27572
SH
SOLE
27572
0
0
PENNEY J C INC
COM
708160106
519
56276
SH
SOLE
56276
0
0
PEPSICO INC
COM
713448108
685
6300
SH
SOLE
6300
0
0
PETROCHINA CO LTD
SPONSORED ADR
71646E100
487
7289
SH
SOLE
7289
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
677
72599
SH
SOLE
72599
0
0
PG&E CORP
COM
69331C108
338
5527
SH
SOLE
5527
0
0
PGT INC
COM
69336V101
277
25983
SH
SOLE
25983
0
0
PHH CORP
COM NEW
693320202
315
21831
SH
SOLE
21831
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
558
26400
SH
SOLE
26400
0
0
PINNACLE FOODS INC DEL
COM
72348P104
341
6800
SH
SOLE
6800
0
0
PLAINS GP HLDGS L P
SHS A REP LTPN
72651A108
204
15800
SH
SOLE
15800
0
0
PLY GEM HLDGS INC
COM
72941W100
135
10097
SH
SOLE
10097
0
0
PNM RES INC
COM
69349H107
376
11500
SH
SOLE
11500
0
0
POLARIS INDS INC
COM
731068102
270
3500
SH
SOLE
3500
0
0
POOL CORPORATION
COM
73278L105
312
3300
SH
SOLE
3300
0
0
POPEYES LA KITCHEN INC
COM
732872106
225
4260
SH
SOLE
4260
0
0
POPULAR INC
COM NEW
733174700
338
8838
SH
SOLE
8838
0
0
PORTOLA PHARMACEUTICALS INC
COM
737010108
697
30682
SH
SOLE
30682
0
0
PPG INDS INC
COM
693506107
2295
22200
SH
SOLE
22200
0
0
PRAXAIR INC
COM
74005P104
592
4900
SH
SOLE
4900
0
0
PRICE T ROWE GROUP INC
COM
74144T108
1357
20400
SH
SOLE
20400
0
0
PROGRESS SOFTWARE CORP
COM
743312100
563
20685
SH
SOLE
20685
0
0
PROGRESSIVE CORP OHIO
COM
743315103
961
30501
SH
SOLE
30501
0
0
PROOFPOINT INC
COM
743424103
322
4300
SH
SOLE
4300
0
0
PROTHENA CORP PLC
SHS
G72800108
253
4213
SH
SOLE
4213
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
2006
47900
SH
SOLE
47900
0
0
PUMA BIOTECHNOLOGY INC
COM
74587V107
1102
16429
SH
SOLE
16429
0
0
PVH CORP
COM
693656100
627
5678
SH
SOLE
5678
0
0
QIAGEN NV
REG SHS
N72482107
341
12440
SH
SOLE
12440
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
203
7600
SH
SOLE
7600
0
0
QUOTIENT TECHNOLOGY INC
COM
749119103
339
25476
SH
SOLE
25476
0
0
RALPH LAUREN CORP
CL A
751212101
1386
13700
SH
SOLE
13700
0
0
RAMBUS INC DEL
COM
750917106
209
16700
SH
SOLE
16700
0
0
RAPTOR PHARMACEUTICAL CORP
COM
75382F106
256
28587
SH
SOLE
28587
0
0
RAYTHEON CO
COM NEW
755111507
830
6100
SH
SOLE
6100
0
0
RBC BEARINGS INC
COM
75524B104
264
3446
SH
SOLE
3446
0
0
REALOGY HLDGS CORP
COM
75605Y106
274
10600
SH
SOLE
10600
0
0
REALPAGE INC
COM
75606N109
225
8766
SH
SOLE
8766
0
0
REGAL BELOIT CORP
COM
758750103
213
3586
SH
SOLE
3586
0
0
REGIS CORP MINN
COM
758932107
157
12506
SH
SOLE
12506
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
511
7100
SH
SOLE
7100
0
0
RENT A CTR INC NEW
COM
76009N100
507
40100
SH
SOLE
40100
0
0
RESMED INC
COM
761152107
1315
20300
SH
SOLE
20300
0
0
REYNOLDS AMERICAN INC
COM
761713106
359
7611
SH
SOLE
7611
0
0
RICE ENERGY INC
COM
762760106
2381
91200
SH
SOLE
91200
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
773
23153
SH
SOLE
23153
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
512
14596
SH
SOLE
14596
0
0
ROCKWELL AUTOMATION INC
COM
773903109
526
4300
SH
SOLE
4300
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
250
16500
SH
SOLE
16500
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
1322
21340
SH
SOLE
21340
0
0
RPC INC
COM
749660106
478
28454
SH
SOLE
28454
0
0
RUBICON PROJ INC
COM
78112V102
316
38193
SH
SOLE
38193
0
0
RUTHS HOSPITALITY GROUP INC
COM
783332109
145
10254
SH
SOLE
10254
0
0
RYANAIR HLDGS PLC
SPONSORED ADR NE
783513203
585
7800
SH
SOLE
7800
0
0
RYDER SYS INC
COM
783549108
291
4408
SH
SOLE
4408
0
0
SAGE THERAPEUTICS INC
COM
78667J108
820
17800
SH
SOLE
17800
0
0
SANFILIPPO JOHN B & SON INC
COM
800422107
205
4000
SH
SOLE
4000
0
0
SANGAMO BIOSCIENCES INC
COM
800677106
74
15952
SH
SOLE
15952
0
0
SAREPTA THERAPEUTICS INC
COM
803607100
1148
18700
SH
SOLE
18700
0
0
SBA COMMUNICATIONS CORP
COM
78388J106
460
4100
SH
SOLE
4100
0
0
SCHLUMBERGER LTD
COM
806857108
818
10400
SH
SOLE
10400
0
0
SCHWAB CHARLES CORP NEW
COM
808513105
2281
72246
SH
SOLE
72246
0
0
SCOTTS MIRACLE GRO CO
CL A
810186106
460
5527
SH
SOLE
5527
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
669
17346
SH
SOLE
17346
0
0
SEAWORLD ENTMT INC
COM
81282V100
316
23424
SH
SOLE
23424
0
0
SELECT COMFORT CORP
COM
81616X103
564
26100
SH
SOLE
26100
0
0
SENSATA TECHNOLOGIES HLDG NV
SHS
N7902X106
452
11659
SH
SOLE
11659
0
0
SERES THERAPEUTICS INC
COM
81750R102
129
10474
SH
SOLE
10474
0
0
SERVICEMASTER GLOBAL HLDGS I
COM
81761R109
397
11800
SH
SOLE
11800
0
0
SHOPIFY INC
CL A
82509L107
218
5097
SH
SOLE
5097
0
0
SHORETEL INC
COM
825211105
681
85073
SH
SOLE
85073
0
0
SIGNATURE BK NEW YORK N Y
COM
82669G104
924
7800
SH
SOLE
7800
0
0
SILICON MOTION TECHNOLOGY CO
SPONSORED ADR
82706C108
238
4600
SH
SOLE
4600
0
0
SILVER STD RES INC
COM
82823L106
558
46300
SH
SOLE
46300
0
0
SINA CORP
ORD
G81477104
1558
21100
SH
SOLE
21100
0
0
SINCLAIR BROADCAST GROUP INC
CL A
829226109
303
10500
SH
SOLE
10500
0
0
SM ENERGY CO
COM
78454L100
691
17900
SH
SOLE
17900
0
0
SMITH & WESSON HLDG CORP
COM
831756101
354
13300
SH
SOLE
13300
0
0
SODASTREAM INTERNATIONAL LTD
USD SHS
M9068E105
263
9896
SH
SOLE
9896
0
0
SONIC CORP
COM
835451105
264
10100
SH
SOLE
10100
0
0
SOTHEBYS
COM
835898107
353
9294
SH
SOLE
9294
0
0
SOUTHWEST GAS CORP
COM
844895102
439
6290
SH
SOLE
6290
0
0
SPARTANNASH CO
COM
847215100
292
10100
SH
SOLE
10100
0
0
SPECTRUM PHARMACEUTICALS INC
COM
84763A108
364
77927
SH
SOLE
77927
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
305
6841
SH
SOLE
6841
0
0
SPX FLOW INC
COM
78469X107
358
11568
SH
SOLE
11568
0
0
SQUARE INC
CL A
852234103
541
46427
SH
SOLE
46427
0
0
STAGE STORES INC
COM NEW
85254C305
115
20487
SH
SOLE
20487
0
0
STAMPS COM INC
COM NEW
852857200
544
5752
SH
SOLE
5752
0
0
STANLEY BLACK & DECKER INC
COM
854502101
723
5879
SH
SOLE
5879
0
0
STARBUCKS CORP
COM
855244109
406
7500
SH
SOLE
7500
0
0
STARZ
COM SER A
85571Q102
234
7500
SH
SOLE
7500
0
0
STATOIL ASA
SPONSORED ADR
85771P102
175
10400
SH
SOLE
10400
0
0
STEELCASE INC
CL A
858155203
225
16200
SH
SOLE
16200
0
0
STILLWATER MNG CO
COM
86074Q102
339
25400
SH
SOLE
25400
0
0
STURM RUGER & CO INC
COM
864159108
265
4590
SH
SOLE
4590
0
0
SUNCOKE ENERGY INC
COM
86722A103
122
15208
SH
SOLE
15208
0
0
SUNCOR ENERGY INC NEW
COM
867224107
311
11179
SH
SOLE
11179
0
0
SUNRUN INC
COM
86771W105
242
38380
SH
SOLE
38380
0
0
SYMANTEC CORP
COM
871503108
2598
103500
SH
SOLE
103500
0
0
SYNAPTICS INC
COM
87157D109
433
7400
SH
SOLE
7400
0
0
SYNCHRONY FINL
COM
87165B103
216
7700
SH
SOLE
7700
0
0
SYNOPSYS INC
COM
871607107
576
9700
SH
SOLE
9700
0
0
SYNOVUS FINL CORP
COM NEW
87161C501
265
8143
SH
SOLE
8143
0
0
SYSCO CORP
COM
871829107
304
6200
SH
SOLE
6200
0
0
T MOBILE US INC
COM
872590104
1243
26600
SH
SOLE
26600
0
0
TAILORED BRANDS INC
COM
87403A107
796
50724
SH
SOLE
50724
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADR
874039100
1266
41400
SH
SOLE
41400
0
0
TARGA RES CORP
COM
87612G101
732
14900
SH
SOLE
14900
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
459
14100
SH
SOLE
14100
0
0
TECH DATA CORP
COM
878237106
664
7838
SH
SOLE
7838
0
0
TECK RESOURCES LTD
CL B
878742204
2420
134200
SH
SOLE
134200
0
0
TEEKAY CORPORATION
COM
Y8564W103
86
11100
SH
SOLE
11100
0
0
TEGNA INC
COM
87901J105
243
11100
SH
SOLE
11100
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
327
12020
SH
SOLE
12020
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
594
26217
SH
SOLE
26217
0
0
TERADYNE INC
COM
880770102
283
13100
SH
SOLE
13100
0
0
TESORO CORP
COM
881609101
374
4700
SH
SOLE
4700
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
363
59342
SH
SOLE
59342
0
0
TEVA PHARMACEUTICAL INDS LTD
ADR
881624209
543
11800
SH
SOLE
11800
0
0
TEXAS INSTRS INC
COM
882508104
2337
33300
SH
SOLE
33300
0
0
TEXAS ROADHOUSE INC
COM
882681109
640
16400
SH
SOLE
16400
0
0
TEXTRON INC
COM
883203101
628
15800
SH
SOLE
15800
0
0
THERAVANCE BIOPHARMA INC
COM
G8807B106
217
5995
SH
SOLE
5995
0
0
TIME INC NEW
COM
887228104
229
15823
SH
SOLE
15823
0
0
TIME WARNER INC
COM NEW
887317303
390
4900
SH
SOLE
4900
0
0
TJX COS INC NEW
COM
872540109
2781
37188
SH
SOLE
37188
0
0
TOPBUILD CORP
COM
89055F103
206
6200
SH
SOLE
6200
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
1581
35600
SH
SOLE
35600
0
0
TOTAL SYS SVCS INC
COM
891906109
646
13700
SH
SOLE
13700
0
0
TOWER SEMICONDUCTOR LTD
SHS NEW
M87915274
175
11500
SH
SOLE
11500
0
0
TRANSUNION
COM
89400J107
342
9916
SH
SOLE
9916
0
0
TRAVELCENTERS AMER LLC
COM
894174101
161
22457
SH
SOLE
22457
0
0
TRAVELERS COMPANIES INC
COM
89417E109
951
8300
SH
SOLE
8300
0
0
TREVENA INC
COM
89532E109
287
42500
SH
SOLE
42500
0
0
TRIMAS CORP
COM NEW
896215209
296
15929
SH
SOLE
15929
0
0
TRINA SOLAR LIMITED
SPON ADR
89628E104
152
14868
SH
SOLE
14868
0
0
TRINSEO S A
SHS
L9340P101
288
5100
SH
SOLE
5100
0
0
TTM TECHNOLOGIES INC
COM
87305R109
310
27100
SH
SOLE
27100
0
0
TUNIU CORP
SPONSORED ADS CL
89977P106
281
27741
SH
SOLE
27741
0
0
TWENTY FIRST CENTY FOX INC
CL A
90130A101
298
12300
SH
SOLE
12300
0
0
TYSON FOODS INC
CL A
902494103
1523
20400
SH
SOLE
20400
0
0
U S CONCRETE INC
COM NEW
90333L201
682
14800
SH
SOLE
14800
0
0
U S PHYSICAL THERAPY INC
COM
90337L108
286
4566
SH
SOLE
4566
0
0
UGI CORP NEW
COM
902681105
307
6800
SH
SOLE
6800
0
0
ULTIMATE SOFTWARE GROUP INC
COM
90385D107
204
1000
SH
SOLE
1000
0
0
ULTRAGENYX PHARMACEUTICAL IN
COM
90400D108
482
6800
SH
SOLE
6800
0
0
UMPQUA HLDGS CORP
COM
904214103
544
36154
SH
SOLE
36154
0
0
UNION BANKSHARES CORP NEW
COM
90539J109
250
9321
SH
SOLE
9321
0
0
UNION PAC CORP
COM
907818108
790
8100
SH
SOLE
8100
0
0
UNIT CORP
COM
909218109
346
18579
SH
SOLE
18579
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
1270
11612
SH
SOLE
11612
0
0
UNITED RENTALS INC
COM
911363109
1405
17900
SH
SOLE
17900
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
1068
10508
SH
SOLE
10508
0
0
UNIVAR INC
COM
91336L107
203
9292
SH
SOLE
9292
0
0
URBAN OUTFITTERS INC
COM
917047102
1464
42400
SH
SOLE
42400
0
0
V F CORP
COM
918204108
1485
26500
SH
SOLE
26500
0
0
VAIL RESORTS INC
COM
91879Q109
235
1500
SH
SOLE
1500
0
0
VALE S A
ADR
91912E105
1185
215400
SH
SOLE
215400
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
2598
49027
SH
SOLE
49027
0
0
VANDA PHARMACEUTICALS INC
COM
921659108
185
11100
SH
SOLE
11100
0
0
VARONIS SYS INC
COM
922280102
280
9296
SH
SOLE
9296
0
0
VASCO DATA SEC INTL INC
COM
92230Y104
190
10792
SH
SOLE
10792
0
0
VASCULAR SOLUTIONS INC
COM
92231M109
200
4137
SH
SOLE
4137
0
0
VCA INC
COM
918194101
539
7700
SH
SOLE
7700
0
0
VEECO INSTRS INC DEL
COM
922417100
236
12016
SH
SOLE
12016
0
0
VEEVA SYS INC
CL A COM
922475108
768
18600
SH
SOLE
18600
0
0
VERA BRADLEY INC
COM
92335C106
558
36800
SH
SOLE
36800
0
0
VERISIGN INC
COM
92343E102
1361
17400
SH
SOLE
17400
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
1278
24589
SH
SOLE
24589
0
0
VIACOM INC NEW
CL B
92553P201
949
24900
SH
SOLE
24900
0
0
VIRTU FINL INC
CL A
928254101
383
25602
SH
SOLE
25602
0
0
VISTEON CORP
COM NEW
92839U206
706
9857
SH
SOLE
9857
0
0
VODAFONE GROUP PLC NEW
SPNSR ADR
92857W308
484
16600
SH
SOLE
16600
0
0
VONAGE HLDGS CORP
COM
92886T201
156
23535
SH
SOLE
23535
0
0
WADDELL & REED FINL INC
CL A
930059100
421
23163
SH
SOLE
23163
0
0
WAGEWORKS INC
COM
930427109
236
3870
SH
SOLE
3870
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
2419
30000
SH
SOLE
30000
0
0
WAL-MART STORES INC
COM
931142103
1623
22500
SH
SOLE
22500
0
0
WASTE CONNECTIONS INC
COM
94106B101
657
8800
SH
SOLE
8800
0
0
WASTE MGMT INC DEL
COM
94106L109
1065
16699
SH
SOLE
16699
0
0
WATSCO INC
COM
942622200
404
2869
SH
SOLE
2869
0
0
WEATHERFORD INTL PLC
ORD SHS
G48833100
362
64438
SH
SOLE
64438
0
0
WEC ENERGY GROUP INC
COM
92939U106
246
4100
SH
SOLE
4100
0
0
WELLS FARGO & CO NEW
COM
949746101
1554
35100
SH
SOLE
35100
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
337
4521
SH
SOLE
4521
0
0
WESTERN REFNG INC
COM
959319104
529
20005
SH
SOLE
20005
0
0
WESTLAKE CHEM CORP
COM
960413102
375
7000
SH
SOLE
7000
0
0
WESTROCK CO
COM
96145D105
975
20112
SH
SOLE
20112
0
0
WILLIAMS CLAYTON ENERGY INC
COM
969490101
211
2466
SH
SOLE
2466
0
0
WILLIAMS COS INC DEL
COM
969457100
1404
45700
SH
SOLE
45700
0
0
WINTRUST FINL CORP
COM
97650W108
261
4700
SH
SOLE
4700
0
0
WNS HOLDINGS LTD
SPON ADR
92932M101
386
12892
SH
SOLE
12892
0
0
WORKDAY INC
CL A
98138H101
1054
11500
SH
SOLE
11500
0
0
WPX ENERGY INC
COM
98212B103
772
58500
SH
SOLE
58500
0
0
WSFS FINL CORP
COM
929328102
221
6043
SH
SOLE
6043
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
209
3100
SH
SOLE
3100
0
0
WYNN RESORTS LTD
COM
983134107
1861
19100
SH
SOLE
19100
0
0
XCEL ENERGY INC
COM
98389B100
1053
25600
SH
SOLE
25600
0
0
XEROX CORP
COM
984121103
198
19500
SH
SOLE
19500
0
0
XILINX INC
COM
983919101
1810
33300
SH
SOLE
33300
0
0
XPO LOGISTICS INC
COM
983793100
293
8000
SH
SOLE
8000
0
0
YAHOO INC
COM
984332106
901
20900
SH
SOLE
20900
0
0
YANDEX N V
SHS CLASS A
N97284108
770
36600
SH
SOLE
36600
0
0
YELP INC
CL A
985817105
745
17857
SH
SOLE
17857
0
0
YUM BRANDS INC
COM
988498101
1144
12600
SH
SOLE
12600
0
0
YY INC
ADS REPCOM CLA
98426T106
623
11693
SH
SOLE
11693
0
0
ZEBRA TECHNOLOGIES CORP
CL A
989207105
668
9600
SH
SOLE
9600
0
0
ZELTIQ AESTHETICS INC
COM
98933Q108
530
13515
SH
SOLE
13515
0
0
ZIMMER BIOMET HLDGS INC
COM
98956P102
351
2700
SH
SOLE
2700
0
0