0000936944-17-000004.txt : 20170509
0000936944-17-000004.hdr.sgml : 20170509
20170509114342
ACCESSION NUMBER: 0000936944-17-000004
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170509
DATE AS OF CHANGE: 20170509
EFFECTIVENESS DATE: 20170509
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MARTINGALE ASSET MANAGEMENT L P
CENTRAL INDEX KEY: 0000936944
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04632
FILM NUMBER: 17825293
BUSINESS ADDRESS:
STREET 1: 222 BERKELEY STREET
STREET 2: 19TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 6174244700
MAIL ADDRESS:
STREET 1: 222 BERKELEY ST
STREET 2: 19TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
13F-HR
1
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03-31-2017
03-31-2017
MARTINGALE ASSET MANAGEMENT L P
222 BERKELEY ST
19TH FLOOR
BOSTON
MA
02116
13F HOLDINGS REPORT
028-04632
N
Betty Davis
Manager of Operations
617-424-4700
Betty Davis
Boston
MA
05-09-2017
1
1133
6922
false
3
0001409728
028-12567
Mercer Investment Management, Inc.
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111100
Enstar Group Ltd
COM
G3075P101
1435
7500
SH
SOLE
7500
0
0
Entegris Inc
COM
29362U104
3430
146581
SH
SOLE
36881
0
109700
Entercom Comm
COM
293639100
1325
92646
SH
SOLE
9446
0
83200
Entergy Corp
COM
29364G103
5429
71466
SH
SOLE
55366
0
16100
Entergy Corp
COM
29364G103
335
4400
SH
DFND
03
4400
0
0
Enterprise Finl Services
COM
293712105
4713
111136
SH
SOLE
47836
0
63300
Equity Commonwealth
COM
294628102
1340
42906
SH
SOLE
42906
0
0
Equity Lifestyle Properties
COM
29472R108
17213
223365
SH
SOLE
193165
0
30200
Equity Lifestyle Properties
COM
29472R108
1318
17100
SH
DFND
03
17100
0
0
Era Group Inc
COM
26885G109
1155
87037
SH
SOLE
9137
0
77900
Erie Indemnity Co
COM
29530P102
4762
38803
SH
SOLE
33003
0
5800
Erie Indemnity Co
COM
29530P102
504
4100
SH
DFND
03
4100
0
0
Esco Technologies Inc
COM
296315104
1291
22207
SH
SOLE
22207
0
0
Esperion Therapeutics
COM
29664W105
894
25304
SH
SOLE
2604
0
22700
Essa Bancorp Inc Com
COM
29667D104
410
28103
SH
SOLE
15503
0
12600
Essent Group Ltd
COM
G3198U102
5373
148548
SH
SOLE
82948
0
65600
Essex Property Trust
COM
297178105
1449
6257
SH
SOLE
6257
0
0
Essex Property Trust
COM
297178105
1251
5400
SH
DFND
03
5400
0
0
Everest Re Group
COM
G3223R108
33353
142646
SH
SOLE
127646
0
15000
Everest Re Group
COM
G3223R108
2432
10400
SH
DFND
03
10400
0
0
Eversource Energy
COM
30040W108
2588
44017
SH
SOLE
44017
0
0
Evertec Inc Shares
COM
30040P103
4455
280177
SH
SOLE
124377
0
155800
Exa Corp
COM
300614500
777
61106
SH
SOLE
32006
0
29100
Exactech Inc
COM
30064E109
1780
70610
SH
SOLE
32210
0
38400
Exelixis Inc Com
COM
30161Q104
1288
59428
SH
SOLE
5828
0
53600
Exelon Corp
COM
30161N101
25236
701384
SH
SOLE
621984
0
79400
Exelon Corp
COM
30161N101
1753
48700
SH
DFND
03
48700
0
0
Expeditors Int'l Wash
COM
302130109
3956
70027
SH
SOLE
52127
0
17900
Express Inc
COM
30219E103
994
109049
SH
SOLE
1349
0
107700
Express Scripts Holdings Co
COM
30219G108
10932
165852
SH
SOLE
155352
0
10500
Express Scripts Holdings Co
COM
30219G108
80
1200
SH
DFND
03
1200
0
0
Exterran Corp
COM
30227H106
1640
52125
SH
SOLE
5125
0
47000
Exxon Mobil Corp
COM
30231G102
2172
26474
SH
SOLE
26474
0
0
F5 Networks
COM
315616102
13012
91262
SH
SOLE
85062
0
6200
F5 Networks
COM
315616102
585
4100
SH
DFND
03
4100
0
0
FTD Companies Inc
COM
30281V108
1594
79108
SH
SOLE
45908
0
33200
FTI Consult Inc
COM
302941109
4592
111522
SH
SOLE
60222
0
51300
Facebook Inc
COM
30303M102
24734
174121
SH
SOLE
159121
0
15000
Facebook Inc
COM
30303M102
1620
11400
SH
DFND
03
11400
0
0
Fair Isaac and Co
COM
303250104
6359
49312
SH
SOLE
28312
0
21000
Federated National Hldg Co
COM
31422T101
1148
65833
SH
SOLE
10033
0
55800
Fedex Corporation
COM
31428X106
39348
201627
SH
SOLE
182427
0
19200
Fedex Corporation
COM
31428X106
2420
12400
SH
DFND
03
12400
0
0
Fidelity Natl Info
COM
31620M106
1212
15216
SH
SOLE
15216
0
0
Finl Institutions
COM
317585404
3445
104536
SH
SOLE
38436
0
66100
First Amer Finl Corp
COM
31847R102
370
9405
SH
SOLE
9405
0
0
First Bancorp/NC
COM
318910106
1146
39115
SH
SOLE
21415
0
17700
First Bus Finl Svcs Inc
COM
319390100
1190
45815
SH
SOLE
18315
0
27500
First Citizens Bancshares Inc
COM
31946M103
7598
22654
SH
SOLE
10654
0
12000
First Comm Bancshares
COM
31983A103
1656
66319
SH
SOLE
25919
0
40400
First Data Corp
COM
32008D106
2007
129448
SH
SOLE
129448
0
0
First Defiance Finl Co
COM
32006W106
3398
68614
SH
SOLE
25514
0
43100
First Finl Bancorp
COM
320209109
440
16004
SH
SOLE
4
0
16000
First Finl Corp Indiana
COM
320218100
3176
66860
SH
SOLE
27360
0
39500
First Intst Bancsystem
COM
32055Y201
3963
99940
SH
SOLE
47440
0
52500
First Mid Ill Bancshares
COM
320866106
999
29501
SH
SOLE
15401
0
14100
First Midwest Bancorp
COM
320867104
2525
106590
SH
SOLE
29890
0
76700
First Potomac Realty
COM
33610F109
1505
146391
SH
SOLE
43291
0
103100
FirstEnergy Corp
COM
337932107
30587
961230
SH
SOLE
889130
0
72100
FirstEnergy Corp
COM
337932107
1903
59800
SH
DFND
03
59800
0
0
Fiserv Inc
COM
337738108
13546
117474
SH
SOLE
107574
0
9900
Fiserv Inc
COM
337738108
669
5800
SH
DFND
03
5800
0
0
Five Prime Therapeutics
COM
33830X104
330
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SH
SOLE
1406
0
7700
Flexsteel Industry Inc
COM
339382103
2204
43714
SH
SOLE
15214
0
28500
Flushing Finl Corp
COM
343873105
1347
50107
SH
SOLE
32007
0
18100
Forrester Research Inc
COM
346563109
684
17204
SH
SOLE
10804
0
6400
Fortinet
COM
34959E109
2068
53900
SH
SOLE
53900
0
0
Fortive Corp
COM
34959J108
812
13476
SH
SOLE
13476
0
0
Forward Air Corporation
COM
349853101
3907
82116
SH
SOLE
47016
0
35100
Four Corners Property Trust
COM
35086T109
358
15644
SH
SOLE
15644
0
0
Franklin Street Pptys
COM
35471R106
5852
482035
SH
SOLE
231935
0
250100
Fresh Del Monte
COM
G36738105
7164
120940
SH
SOLE
55640
0
65300
Fuller H.B. Co.
COM
359694106
635
12302
SH
SOLE
7602
0
4700
Gain Cap Hldgs
COM
36268W100
126
15120
SH
SOLE
15120
0
0
Gallagher Arthur J & C
COM
363576109
32180
569147
SH
SOLE
509647
0
59500
Gallagher Arthur J & C
COM
363576109
2138
37800
SH
DFND
03
37800
0
0
General Cable Corp
COM
369300108
1252
69721
SH
SOLE
7421
0
62300
General Dynamics
COM
369550108
28379
151592
SH
SOLE
133792
0
17800
General Dynamics
COM
369550108
2490
13300
SH
DFND
03
13300
0
0
General Electric
COM
369604103
919
30827
SH
SOLE
30827
0
0
General Mills
COM
370334104
21880
370773
SH
SOLE
327373
0
43400
General Mills
COM
370334104
1729
29300
SH
DFND
03
29300
0
0
Genesco Inc
COM
371532102
583
10506
SH
SOLE
1806
0
8700
Genie Energy Ltd
COM
372284208
280
38614
SH
SOLE
4214
0
34400
Genpact Limited
COM
G3922B107
16123
651140
SH
SOLE
579140
0
72000
Genpact Limited
COM
G3922B107
1122
45300
SH
DFND
03
45300
0
0
Getty Realty Corp
COM
374297109
3270
129375
SH
SOLE
73675
0
55700
Gilead Sciences Inc
COM
375558103
4836
71195
SH
SOLE
71195
0
0
Gladstone Commercial Corp
COM
376536108
2549
123311
SH
SOLE
71211
0
52100
Global Brass and Copper
COM
37953G103
4532
131738
SH
SOLE
52538
0
79200
Globus Med Inc Cl A
COM
379577208
1094
36912
SH
SOLE
11212
0
25700
Gold Resource Corp
COM
38068T105
396
87600
SH
SOLE
0
0
87600
Golden Entertainment Inc
COM
381013101
191
14404
SH
SOLE
5204
0
9200
Graham Holdings Company
COM
384637104
210
350
SH
SOLE
350
0
0
Gray Television Inc
COM
389375106
928
63939
SH
SOLE
39
0
63900
Great Ajax Corp
COM
38983D300
1197
91724
SH
SOLE
45224
0
46500
Great Southern Bancorp
COM
390905107
3481
68923
SH
SOLE
28523
0
40400
Green Bancorp
COM
39260X100
1470
82542
SH
SOLE
8342
0
74200
Greenbrier Companies
COM
393657101
1721
39920
SH
SOLE
3920
0
36000
Greif Inc
COM
397624107
1864
33823
SH
SOLE
3323
0
30500
Group 1 Automotive
COM
398905109
1379
18604
SH
SOLE
1204
0
17400
HCA Holdings Inc
COM
40412C101
5184
58247
SH
SOLE
58247
0
0
HCA Holdings Inc
COM
40412C101
45
500
SH
DFND
03
500
0
0
HCI Group Inc
COM
40416E103
981
21513
SH
SOLE
2013
0
19500
HP Inc
COM
40434L105
4689
262247
SH
SOLE
262247
0
0
HSN Inc
COM
404303109
3930
105928
SH
SOLE
63228
0
42700
Hacket Group
COM
404609109
2013
103244
SH
SOLE
58644
0
44600
Haemonetics Corp
COM
405024100
7508
185049
SH
SOLE
83849
0
101200
Hallmark Finl Services Inc
COM
40624Q203
460
41602
SH
SOLE
16702
0
24900
Halyard Health Inc
COM
40650V100
2718
71335
SH
SOLE
15335
0
56000
Hancock Hldg Co
COM
410120109
2248
49337
SH
SOLE
4937
0
44400
Handy & Harman Ltd Co
COM
410315105
256
9401
SH
SOLE
1201
0
8200
Hanmi Finl Corp
COM
410495204
2953
96010
SH
SOLE
53310
0
42700
Hanover Insurance Group Inc
COM
410867105
24796
275317
SH
SOLE
252517
0
22800
Hanover Insurance Group Inc
COM
410867105
1297
14400
SH
DFND
03
14400
0
0
Harris Corp
COM
413875105
2778
24960
SH
SOLE
22960
0
2000
Harsco Corporation
COM
415864107
1460
114458
SH
SOLE
11758
0
102700
Haverty Furniture
COM
419596101
960
39405
SH
SOLE
28905
0
10500
Hawaiian Elec Inds
COM
419870100
8398
252089
SH
SOLE
235989
0
16100
Hawaiian Elec Inds
COM
419870100
444
13300
SH
DFND
03
13300
0
0
Hawaiian Hldgs Inc
COM
419879101
5162
111120
SH
SOLE
64920
0
46200
Hawkins Inc
COM
420261109
1652
33708
SH
SOLE
18208
0
15500
Healthcare Tr Amer Inc Cl
COM
42225P501
328
10409
SH
SOLE
10409
0
0
Healthsouth Corp New
COM
421924309
6029
140814
SH
SOLE
80414
0
60400
Heartland Finl USA
COM
42234Q102
6041
120933
SH
SOLE
52333
0
68600
Helen of Troy Corp
COM
G4388N106
6549
69516
SH
SOLE
40216
0
29300
Henry Jack & Assoc Inc
COM
426281101
14162
152116
SH
SOLE
144116
0
8000
Henry Jack & Assoc Inc
COM
426281101
969
10400
SH
DFND
03
10400
0
0
Heritage Commerce Co
COM
426927109
2068
146655
SH
SOLE
61255
0
85400
Heritage Finl Corp
COM
42722X106
4506
182057
SH
SOLE
76357
0
105700
Heritage Ins Hldgs
COM
42727J102
1199
93868
SH
SOLE
9068
0
84800
Hersha Hospitality
COM
427825500
3520
187326
SH
SOLE
57826
0
129500
Hershey Foods
COM
427866108
12095
110709
SH
SOLE
90509
0
20200
Hershey Foods
COM
427866108
1552
14200
SH
DFND
03
14200
0
0
Heska Corp
COM
42805E306
2394
22802
SH
SOLE
13402
0
9400
Highwoods Properties
COM
431284108
5051
102801
SH
SOLE
82501
0
20300
Highwoods Properties
COM
431284108
403
8200
SH
DFND
03
8200
0
0
Hill Rom Holdings Inc
COM
431475102
27429
388509
SH
SOLE
358509
0
30000
Hill Rom Holdings Inc
COM
431475102
714
10100
SH
DFND
03
10100
0
0
Hingham Institutional Svgs Mas
COM
433323102
1097
6200
SH
SOLE
3400
0
2800
Hologic Inc
COM
436440101
12482
293330
SH
SOLE
266930
0
26400
Hologic Inc
COM
436440101
349
8200
SH
DFND
03
8200
0
0
Home Bancorp Inc
COM
43689E107
868
25711
SH
SOLE
9611
0
16100
Home Depot
COM
437076102
48021
327051
SH
SOLE
289251
0
37800
Home Depot
COM
437076102
3510
23900
SH
DFND
03
23900
0
0
Honeywell Int'l Inc
COM
438516106
38080
304957
SH
SOLE
264057
0
40900
Honeywell Int'l Inc
COM
438516106
3285
26300
SH
DFND
03
26300
0
0
Hooker Furniture Corp
COM
439038100
1544
49704
SH
SOLE
21404
0
28300
Hormel Foods Corp
COM
440452100
320
9228
SH
SOLE
9228
0
0
Hospitality Properties Trust
COM
44106M102
24862
788501
SH
SOLE
723901
0
64600
Hospitality Properties Trust
COM
44106M102
1454
46100
SH
DFND
03
46100
0
0
Host Hotels & Resorts
COM
44107P104
3812
204270
SH
SOLE
204270
0
0
Hub Group Inc
COM
443320106
2215
47718
SH
SOLE
7218
0
40500
Hunt (JB) Transport
COM
445658107
5376
58596
SH
SOLE
47696
0
10900
Hunt (JB) Transport
COM
445658107
569
6200
SH
DFND
03
6200
0
0
Huntington Ingalls Ind
COM
446413106
36537
182462
SH
SOLE
167462
0
15000
Huntington Ingalls Ind
COM
446413106
2383
11900
SH
DFND
03
11900
0
0
Huron Consulting Group Inc
COM
447462102
611
14500
SH
SOLE
8200
0
6300
IAC Interactive Corp
COM
44919P508
2291
31065
SH
SOLE
31065
0
0
IAC Interactive Corp
COM
44919P508
303
4100
SH
DFND
03
4100
0
0
ICF Int'l Inc
COM
44925C103
2624
63521
SH
SOLE
37721
0
25800
ICU Medical Inc
COM
44930G107
5895
38603
SH
SOLE
22303
0
16300
Iberiabank Corp
COM
450828108
2027
25618
SH
SOLE
1518
0
24100
Idacorp Inc
COM
451107106
5941
71607
SH
SOLE
40707
0
30900
Independent Bank Corp/MI
COM
453838609
2069
99933
SH
SOLE
43033
0
56900
Infinity Prop & Casualty
COM
45665Q103
3620
37903
SH
SOLE
22403
0
15500
Infrareit Inc
COM
45685L100
2561
142224
SH
SOLE
53024
0
89200
Ingersoll-Rand Co
COM
G47791101
3570
43894
SH
SOLE
43894
0
0
Ingredion Intl
COM
457187102
30570
253835
SH
SOLE
228535
0
25300
Ingredion Intl
COM
457187102
1915
15900
SH
DFND
03
15900
0
0
Innophos Holdings Inc Com
COM
45774N108
3655
67713
SH
SOLE
39913
0
27800
Innospec Inc Com
COM
45768S105
1859
28703
SH
SOLE
17803
0
10900
Inogen Inc
COM
45780L104
738
9503
SH
SOLE
5103
0
4400
Insight Enterprises Inc
COM
45765U103
2351
57208
SH
SOLE
39808
0
17400
Insperity Inc
COM
45778Q107
4222
47615
SH
SOLE
25715
0
21900
Int'l Bancshares Corp
COM
459044103
1963
55450
SH
SOLE
5550
0
49900
Int'l Business Machines
COM
459200101
67933
390105
SH
SOLE
351705
0
38400
Int'l Business Machines
COM
459200101
4685
26900
SH
DFND
03
26900
0
0
Integer Holdings Corp
COM
45826H109
1191
29617
SH
SOLE
3917
0
25700
Integra Lifesciences
COM
457985208
5621
133412
SH
SOLE
77412
0
56000
Intel Corp
COM
458140100
46315
1284019
SH
SOLE
1128619
0
155400
Intel Corp
COM
458140100
3528
97800
SH
DFND
03
97800
0
0
IntercontinentalExchange Grp
COM
45866F104
1175
19610
SH
SOLE
16110
0
3500
IntercontinentalExchange Grp
COM
45866F104
126
2100
SH
DFND
03
2100
0
0
Intuit Inc
COM
461202103
33835
291705
SH
SOLE
260505
0
31200
Intuit Inc
COM
461202103
2494
21500
SH
DFND
03
21500
0
0
Intuitive Surgical Inc
COM
46120E602
1045
1363
SH
SOLE
863
0
500
Invesco Mortgage Capital
COM
46131B100
1651
107038
SH
SOLE
12438
0
94600
Ixys Corp
COM
46600W106
2866
196966
SH
SOLE
63366
0
133600
J Alexanders Holdings
COM
46609J106
443
44006
SH
SOLE
10606
0
33400
J and J Snack Foods Corp
COM
466032109
5681
41903
SH
SOLE
24203
0
17700
J2 Global Inc
COM
48123V102
6596
78606
SH
SOLE
45006
0
33600
JM Smucker Co
COM
832696405
22039
168127
SH
SOLE
146927
0
21200
JM Smucker Co
COM
832696405
2006
15300
SH
DFND
03
15300
0
0
JP Morgan Chase & Co
COM
46625H100
690
7847
SH
SOLE
7847
0
0
Jabil Circuit Inc
COM
466313103
4465
154360
SH
SOLE
154360
0
0
Jack In The Box Inc
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466367109
3297
32405
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18905
0
13500
Jacobs Engr Group
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469814107
273
4921
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4921
0
0
James River Group Inc
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G5005R107
2538
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34205
0
25000
Johnson & Johnson
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478160104
65271
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468951
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55100
Johnson & Johnson
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478160104
5132
41200
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03
41200
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0
K 12 Inc
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48273U102
1357
70819
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SOLE
7319
0
63500
KLA-Tencor Corp
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482480100
9971
104877
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104077
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800
KLA-Tencor Corp
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482480100
561
5900
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DFND
03
5900
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0
KMG Chemicals Inc
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482564101
3577
77631
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27431
0
50200
Kadant Inc
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48282T104
2808
47310
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25810
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21500
Kaman Corp Cl A
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483548103
2764
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30509
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26900
Kellogg Co
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487836108
19720
271576
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234776
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36800
Kellogg Co
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487836108
1634
22500
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DFND
03
22500
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0
Kelly Services Inc
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488152208
744
34000
SH
SOLE
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24500
Keysight Technologies
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49338L103
698
19300
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SOLE
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0
0
Kimball Electronics
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49428J109
1887
111322
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SOLE
55522
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55800
Kimberly-Clark
COM
494368103
1538
11680
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8480
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3200
Kimberly-Clark
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494368103
264
2000
SH
DFND
03
2000
0
0
Knoll Inc
COM
498904200
2847
119537
SH
SOLE
70237
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49300
Koppers Holdings Inc
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50060P106
2005
47322
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9022
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38300
Kraft Heinz Co
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500754106
247
2711
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0
0
Kroger Co
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501044101
1566
53079
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SOLE
53079
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0
LCI Industries
COM
50189K103
270
2705
SH
SOLE
2705
0
0
LCNB Corp
COM
50181P100
504
21091
SH
SOLE
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13600
LHC Group Inc
COM
50187A107
1326
24601
SH
SOLE
12401
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12200
La Z Boy Chair Co
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505336107
560
20704
SH
SOLE
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0
20700
Ladder Capital Corp
COM
505743104
1525
105601
SH
SOLE
55677
0
49924
Lancaster Colony Corp
COM
513847103
5361
41603
SH
SOLE
24203
0
17400
Landstar Sys Inc
COM
515098101
22878
267107
SH
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242107
0
25000
Landstar Sys Inc
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515098101
1388
16200
SH
DFND
03
16200
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0
Lannett Company Inc Delaware
COM
516012101
1423
63632
SH
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6032
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57600
Lasalle Hotel Ppty
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517942108
3581
123673
SH
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34773
0
88900
Lazard Ltd
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G54050102
431
9351
SH
SOLE
9351
0
0
Lear Corporation
COM
521865204
11683
82516
SH
SOLE
82516
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0
Legacy Tex Finl Group
COM
52471Y106
575
14400
SH
SOLE
1900
0
12500
Lemaitre Vascular Inc
COM
525558201
1609
65307
SH
SOLE
37907
0
27400
Lexington Co Prop Trust Reit
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529043101
5744
575520
SH
SOLE
200020
0
375500
Liberty Ppty Tr
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531172104
3681
95473
SH
SOLE
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0
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531172104
336
8700
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DFND
03
8700
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0
Lifetime Brands Inc Com
COM
53222Q103
324
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SH
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5409
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10700
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COM
535919401
7058
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SOLE
265706
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0
Lions Gate Entertainment
COM
535919401
38
1400
SH
DFND
03
1400
0
0
Liquidity Services Inc
COM
53635B107
88
10900
SH
SOLE
10900
0
0
Littelfuse Inc
COM
537008104
2448
15303
SH
SOLE
15303
0
0
Live Nation Inc
COM
538034109
968
31848
SH
SOLE
31848
0
0
Lockheed Martin Corp
COM
539830109
40581
151647
SH
SOLE
137947
0
13700
Lockheed Martin Corp
COM
539830109
2971
11100
SH
DFND
03
11100
0
0
Loew's Corp
COM
540424108
718
15351
SH
SOLE
15351
0
0
Louisiana Pacific Corp
COM
546347105
308
12400
SH
SOLE
0
0
12400
Lowe's Companies
COM
548661107
22999
279758
SH
SOLE
249358
0
30400
Lowe's Companies
COM
548661107
2327
28300
SH
DFND
03
28300
0
0
Luminex Corporation
COM
55027E102
2280
124113
SH
SOLE
66513
0
57600
Lyondellbasell Industries
COM
N53745100
10407
114118
SH
SOLE
114118
0
0
M & T Bank Corporation
COM
55261F104
22262
143874
SH
SOLE
127474
0
16400
M & T Bank Corporation
COM
55261F104
1733
11200
SH
DFND
03
11200
0
0
MDU Res Group Inc
COM
552690109
7745
282966
SH
SOLE
279766
0
3200
MFA Finl Inc
COM
55272X102
9467
1171586
SH
SOLE
1013386
0
158200
MFA Finl Inc
COM
55272X102
729
90100
SH
DFND
03
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0
0
MGE Energy Inc
COM
55277P104
6196
95310
SH
SOLE
56110
0
39200
MGIC Investment Corp
COM
552848103
1373
135481
SH
SOLE
13781
0
121700
MKS Instruments Inc
COM
55306N104
592
8603
SH
SOLE
8603
0
0
MSA Safety
COM
553498106
5776
81707
SH
SOLE
47207
0
34500
MTGE Invest Corp
COM
55378A105
5070
302678
SH
SOLE
132978
0
169700
MTS Systems Corp
COM
553777103
3463
62905
SH
SOLE
36205
0
26700
MacQuarie Infrastructure
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55608B105
26616
330295
SH
SOLE
293795
0
36500
MacQuarie Infrastructure
COM
55608B105
1830
22700
SH
DFND
03
22700
0
0
Mack Cali Realty Corp
COM
554489104
5353
198679
SH
SOLE
98179
0
100500
Madison Square Garden Company
COM
55825T103
859
4301
SH
SOLE
3001
0
1300
Magellan Health Inc
COM
559079207
1617
23404
SH
SOLE
13904
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9500
Maiden Holdings Lts
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G5753U112
4468
319093
SH
SOLE
137493
0
181600
Manning & Napier Inc.
COM
56382Q102
364
63727
SH
SOLE
5227
0
58500
Manpower Inc
COM
56418H100
21807
212601
SH
SOLE
200601
0
12000
Manpower Inc
COM
56418H100
677
6600
SH
DFND
03
6600
0
0
Mantech Int'l Corp A
COM
564563104
4092
118136
SH
SOLE
61336
0
56800
Marathon Petroleum
COM
56585A102
2035
40261
SH
SOLE
40261
0
0
Marcus Corp
COM
566330106
2990
93118
SH
SOLE
56018
0
37100
Marsh & McLennan
COM
571748102
32425
438815
SH
SOLE
384515
0
54300
Marten Transport Ltd
COM
573075108
2041
87024
SH
SOLE
47724
0
39300
Masimo Corp Com
COM
574795100
6913
74121
SH
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42821
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31300
Masonite International Co
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575385109
246
3104
SH
SOLE
3104
0
0
Mastercard Inc Class A
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57636Q104
34315
305098
SH
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264998
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40100
Mastercard Inc Class A
COM
57636Q104
3003
26700
SH
DFND
03
26700
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0
Maxim Integrated Prod
COM
57772K101
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396094
SH
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359994
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36100
Maxim Integrated Prod
COM
57772K101
1893
42100
SH
DFND
03
42100
0
0
Maxlinear Inc
COM
57776J100
534
19010
SH
SOLE
1010
0
18000
McCormick & Co
COM
579780206
7907
81047
SH
SOLE
56947
0
24100
McCormick & Co
COM
579780206
322
3300
SH
DFND
03
3300
0
0
McDermott Int'l
COM
580037109
75
11110
SH
SOLE
3210
0
7900
McDonald's Corp
COM
580135101
47813
368895
SH
SOLE
330195
0
38700
McDonald's Corp
COM
580135101
3448
26600
SH
DFND
03
26600
0
0
McGrath Rentcorp
COM
580589109
2524
75174
SH
SOLE
40607
0
34567
McKesson Corp
COM
58155Q103
6170
41613
SH
SOLE
41613
0
0
Medifast Inc Com
COM
58470H101
2685
60506
SH
SOLE
35706
0
24800
Medtronic PLC Shares
COM
G5960L103
14059
174509
SH
SOLE
150209
0
24300
Medtronic PLC Shares
COM
G5960L103
3239
40200
SH
DFND
03
40200
0
0
Mercantile Bank Corp
COM
587376104
773
22468
SH
SOLE
12068
0
10400
Merck and Co Inc
COM
58933Y105
40019
629811
SH
SOLE
542611
0
87200
Merck and Co Inc
COM
58933Y105
3921
61700
SH
DFND
03
61700
0
0
Mercury General Corp
COM
589400100
1480
24259
SH
SOLE
22559
0
1700
Meredith Corp
COM
589433101
440
6800
SH
SOLE
6800
0
0
Meridian Bioscience
COM
589584101
905
65554
SH
SOLE
14954
0
50600
Merit Med Sys
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589889104
3454
119512
SH
SOLE
66712
0
52800
Meritor Inc Com
COM
59001K100
847
49421
SH
SOLE
5421
0
44000
Meta Finl Group
COM
59100U108
4674
52808
SH
SOLE
22108
0
30700
Methode Electronics Inc
COM
591520200
2086
45729
SH
SOLE
16329
0
29400
Mettler-Toledo Int'l
COM
592688105
361
752
SH
SOLE
552
0
200
Michael Kors Hldgs Ltd
COM
G60754101
3264
85627
SH
SOLE
85627
0
0
Michaels Cos Inc
COM
59408Q106
2781
124177
SH
SOLE
124177
0
0
Microsoft Corp
COM
594918104
87172
1323583
SH
SOLE
1210983
0
112600
Microsoft Corp
COM
594918104
4854
73700
SH
DFND
03
73700
0
0
Microstrategy Inc
COM
594972408
6820
36310
SH
SOLE
17310
0
19000
Mid-Amer Apart Cmty
COM
59522J103
16790
165023
SH
SOLE
138853
0
26170
Mid-Amer Apart Cmty
COM
59522J103
27
263
SH
DFND
03
263
0
0
Middlesex Water Co
COM
596680108
2798
75706
SH
SOLE
44506
0
31200
Midland States Bancorp
COM
597742105
2085
60621
SH
SOLE
17021
0
43600
Midwestone Finl Group Inc
COM
598511103
1331
38813
SH
SOLE
14513
0
24300
Miller Herman Inc
COM
600544100
866
27432
SH
SOLE
13932
0
13500
Monmouth Real Estate Investmen
COM
609720107
2543
178204
SH
SOLE
113304
0
64900
Monolithic Power Sys Inc
COM
609839105
2708
29400
SH
SOLE
9600
0
19800
Monotype Imaging Holdings
COM
61022P100
1719
85514
SH
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40314
0
45200
Moog Inc Cl A
COM
615394202
3437
51030
SH
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13730
0
37300
Morningstar Inc
COM
617700109
7873
100155
SH
SOLE
88255
0
11900
Morningstar Inc
COM
617700109
566
7200
SH
DFND
03
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0
0
Motorola Solutions Inc
COM
620076307
34116
395684
SH
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354084
0
41600
Motorola Solutions Inc
COM
620076307
2328
27000
SH
DFND
03
27000
0
0
Murphy USA Inc Co
COM
626755102
1066
14506
SH
SOLE
14506
0
0
Mutual First Finl Inc
COM
62845B104
419
13253
SH
SOLE
7653
0
5600
Myr Group Inc
COM
55405W104
4253
103722
SH
SOLE
36822
0
66900
NCR Corp
COM
62886E108
4317
94500
SH
SOLE
94500
0
0
NIC Inc
COM
62914B100
4182
207021
SH
SOLE
117821
0
89200
NRG Yield Inc
COM
62942X306
1554
89342
SH
SOLE
8942
0
80400
NVE Corp
COM
629445206
1797
21702
SH
SOLE
12302
0
9400
NVR Inc
COM
62944T105
9692
4600
SH
SOLE
3980
0
620
NVR Inc
COM
62944T105
422
200
SH
DFND
03
200
0
0
Nacco Inds Inc Cl A
COM
629579103
2611
37406
SH
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17006
0
20400
Nantkwest Inc
COM
63016Q102
52
14400
SH
SOLE
2500
0
11900
Nasdaq Stock Market In
COM
631103108
2112
30409
SH
SOLE
30409
0
0
Nathan's Famous Inc
COM
632347100
900
14364
SH
SOLE
9264
0
5100
National Commerce Corp
COM
63546L102
2091
57122
SH
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20022
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37100
National Storage Affiliate
COM
637870106
235
9800
SH
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9800
0
0
Natl Bankshares
COM
634865109
226
6001
SH
SOLE
6001
0
0
Natl Cinemedia
COM
635309107
2736
216620
SH
SOLE
124820
0
91800
Natl Fuel Gas Co
COM
636180101
6197
103928
SH
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103928
0
0
Natl Gen Hldgs
COM
636220303
5522
232370
SH
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105770
0
126600
Natl Health Investors
COM
63633D104
3676
50603
SH
SOLE
25903
0
24700
Natl Healthcare Corp
COM
635906100
2824
39604
SH
SOLE
23104
0
16500
Natl Instruments Corp
COM
636518102
401
12315
SH
SOLE
12315
0
0
Natl Presto Inds Inc
COM
637215104
3302
32302
SH
SOLE
18702
0
13600
Natl Western Life Ins Co
COM
638517102
1553
5103
SH
SOLE
503
0
4600
Natus Medical Inc
COM
639050103
3836
97724
SH
SOLE
53024
0
44700
Navigant Consulting Co
COM
63935N107
3374
147576
SH
SOLE
51476
0
96100
Navigators Group Inc
COM
638904102
4204
77414
SH
SOLE
44814
0
32600
Neff Corporation Shs
COM
640094207
789
40523
SH
SOLE
4123
0
36400
Neogen Corp
COM
640491106
3059
46655
SH
SOLE
27055
0
19600
New York Community Bancorp
COM
649445103
141
10039
SH
SOLE
10039
0
0
Newmarket Corp
COM
651587107
4669
10300
SH
SOLE
9600
0
700
Newmarket Corp
COM
651587107
1088
2400
SH
DFND
03
2400
0
0
Newmont Mining
COM
651639106
3959
120095
SH
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114195
0
5900
Newmont Mining
COM
651639106
215
6500
SH
DFND
03
6500
0
0
Nexpoint Residential Tr Inc
COM
65341D102
2695
111538
SH
SOLE
37738
0
73800
Nextera Energy Inc
COM
65339F101
16402
127770
SH
SOLE
115170
0
12600
Nextera Energy Inc
COM
65339F101
2337
18200
SH
DFND
03
18200
0
0
Nike Inc
COM
654106103
778
13951
SH
SOLE
13951
0
0
Nisource
COM
65473P105
640
26870
SH
SOLE
26870
0
0
Noble Affiliates
COM
655044105
1482
43149
SH
SOLE
43149
0
0
NorthWestern Corp
COM
668074305
6276
106909
SH
SOLE
61409
0
45500
Northern Trust Corp
COM
665859104
11396
131618
SH
SOLE
118518
0
13100
Northern Trust Corp
COM
665859104
1161
13400
SH
DFND
03
13400
0
0
Northrop Grumman Corp
COM
666807102
31496
132423
SH
SOLE
119223
0
13200
Northrop Grumman Corp
COM
666807102
2284
9600
SH
DFND
03
9600
0
0
Northwest Bancshares Inc
COM
667340103
4878
289629
SH
SOLE
168829
0
120800
Northwest Natl Gas Co
COM
667655104
5409
91508
SH
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52708
0
38800
Norwegian Cruise Line
COM
G66721104
2320
45723
SH
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45723
0
0
Novanta Inc
COM
67000B104
2014
75837
SH
SOLE
46237
0
29600
Nu Skin Enterprises
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67018T105
4490
80841
SH
SOLE
80841
0
0
Nuance Communications Inc
COM
67020Y100
3203
185004
SH
SOLE
185004
0
0
Nutraceutical Int'l
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67060Y101
1178
37809
SH
SOLE
20209
0
17600
O'Reilly Automotive
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67103H107
6136
22736
SH
SOLE
20336
0
2400
OFG Bancorp
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67103X102
1054
89322
SH
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10022
0
79300
OGE Energy Company
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670837103
1323
37805
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37805
0
0
OM Asset Management Plc
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G67506108
842
55646
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8246
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47400
Oceanfirst Finl Corp
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675234108
2883
102322
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59722
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42600
Office Depot Inc
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676220106
2090
447813
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42613
0
405200
Old Line Bancshares Inc
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67984M100
557
19539
SH
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10839
0
8700
Old Republic Int'l
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680223104
1052
51347
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41347
0
10000
Old Second Bancorp
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680277100
659
58529
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53100
Omega Protein Corp
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68210P107
2838
141534
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55834
0
85700
Omnicell Inc
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68213N109
4407
108410
SH
SOLE
62910
0
45500
Omnicom Group Inc
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681919106
29106
337607
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302407
0
35200
Omnicom Group Inc
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681919106
2044
23700
SH
DFND
03
23700
0
0
Omnova Solutions
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682129101
966
97500
SH
SOLE
0
0
97500
On Semiconductor Co
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682189105
4130
266578
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266578
0
0
One Gas Inc
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68235P108
7452
110224
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58924
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51300
One Liberty Property
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682406103
1772
75818
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40418
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35400
OneBeacon Ins Grp
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G67742109
1639
102429
SH
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61029
0
41400
Oneok Inc
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682680103
7936
143139
SH
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143139
0
0
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Oracle Systems Corp
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68389X105
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0
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68557N103
481
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0
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689648103
2723
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32000
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69036R863
422
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Owens & Minor Inc
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690732102
6628
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Owens Illinois Inc
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0
Owens Realty Mtg Inc
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690828108
465
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12300
PC Connection Inc
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69318J100
1753
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PG & E Corp
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69331C108
31462
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PG & E Corp
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69331C108
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693475105
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69351T106
239
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PS Business Parks Inc CA
COM
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PVH Corp
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693656100
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Pacwest Bancorp
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23769
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Pacwest Bancorp
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1811
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Panera Bread Company Class A
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69840W108
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699462107
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70932B101
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70931T103
3363
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Peoples Finl Services Corp
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Peoples Utah Bancorp
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Pepsico Inc
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Performance Food Group
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Pfizer Inc
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Pfizer Inc
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Photronic Inc
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Pinnacle Foods Inc
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Pinnacle Foods Inc
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Pinnacle West Capital Corp
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Pool Corporation
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381
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Quality Sys Inc
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336
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749685103
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749685103
958
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0
Radian Group Inc
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750236101
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75025X100
112
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75508B104
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Raytheon Co
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755111507
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Raytheon Co
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755111507
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0
Realpage Inc
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75606N109
249
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Regions Finl Corp
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7591EP100
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759351604
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759351604
2070
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Reis Inc Com
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75936P105
188
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G7496G103
20716
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Renaissance Holdings Ltd
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G7496G103
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Renasant Corp
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75970E107
6444
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Rent-a-Center Inc
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76009N100
961
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9838
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760281204
867
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Republic Services Inc
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760759100
34457
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Republic Services Inc
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760759100
2469
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0
Retail PPtys Amer Inc
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76131V202
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389424
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Retail PPtys Amer Inc
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76131V202
374
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DFND
03
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0
Retailmenot Inc
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76132B106
1086
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12369
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Reynolds American Inc
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761713106
1070
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76973Q105
281
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770323103
348
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Rogers Corp
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775133101
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12200
Royal Caribbean Cruises Ltd
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V7780T103
208
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20700
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783332109
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783754104
339
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5554
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78425V104
404
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784305104
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406
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SP Plus Corp Com
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78469C103
3481
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Saga Comm Inc
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501
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0
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Salem Media Group Inc
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355
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2526
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Sanderson Farms
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1226
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800422107
1241
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6000
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801056102
7761
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SH
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Sapiens Intl Corp NV shares
COM
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909
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28000
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5572
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637
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Schulman A Inc
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3247
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36928
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66300
Science Applications Intl Corp
COM
808625107
5790
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81211K100
690
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Select Income REIT
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380
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Selective Ins Group Inc
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816300107
7670
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61466
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Sempra Energy
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1416
12813
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0
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2286
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Seneca Foods Corp
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817070501
275
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3000
Senior Housing Prop Trust
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81721M109
24846
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1129860
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Senior Housing Prop Trust
COM
81721M109
1396
68900
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DFND
03
68900
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Sensient Technologies Corp
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81725T100
5518
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39207
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Shore Bancshares Inc
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825107105
1157
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25924
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43300
Sierra Bancorp
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82620P102
2717
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34235
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Silgan Holdings Inc
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827048109
986
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16606
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0
Silicon Labs Inc
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826919102
1030
14000
SH
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10000
0
4000
Simmons 1st Natl Corp
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828730200
718
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6315
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Simon Property Group Inc
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326
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0
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83001A102
542
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1000
Six Flags Inc
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83001A102
96
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SH
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Skywest
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Skyworks Solutions
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218
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835495102
433
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South State Corp
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840441109
6497
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31910
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40800
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842873101
356
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4802
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6100
Southern Missouri Bancorp
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1095
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843395104
312
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52336
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846511103
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17512
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847215100
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847235108
330
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15200
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84763R101
7495
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50410
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3500
Spectrum Brands Holdings Inc
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84763R101
473
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Spire Inc
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7042
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53713
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Spirit Aerosystems
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1500
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848574109
111
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1554
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Spok Holdings Inc
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84863T106
1327
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Standex Int'l Corp Com
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854231107
3146
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8513
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1579
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855244109
34878
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10458
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Starwood Property Trust
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85571B105
1337
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525
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1179
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300
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775
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6165
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860372101
3128
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2187
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30832
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2647
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200000
Sun Comm Inc
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2130
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Sun Comm Inc
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1262
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Suncoke Energy Inc
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Suntrust Bks Inc
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Suntrust Bks Inc
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868536103
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871237103
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Syncrony Finl Com
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87165B103
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87162W100
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Synopsys Inc
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Synopsys Inc
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Synovus Finl Corp
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Synovus Finl Corp
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87161C501
2134
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Sysco Corp
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871829107
31026
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Sysco Corp
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871829107
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Systemax Inc
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131
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TCF Finl Corp
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TFS Finl
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87240R107
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TFS Finl
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87240R107
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TJX Companies Inc
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224
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TTM Tech Inc
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Tech Data
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Teledyne Tech Inc
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Teleflex Inc
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Teleflex Inc
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Telephone & Data Systems
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Teletech Holdings Inc
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879939106
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Teradata Corp
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Teradyne Inc
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Territorial Barncorp
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88145X108
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Tetra Tech Inc
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Texas Instruments
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Texas Instruments
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Thermo Electron Co
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Thermo Electron Co
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Thomson Reuters Corp
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Torchmark Corp
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Torchmark Corp
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891027104
486
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Toro Company
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Townebank com
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Travelers Corp
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Travelers Corp
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Travelport Worldwide Ltd
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Tupperware Corp
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899896104
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Tyson Food Inc
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UGI Corp
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1000
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476
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03
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0
0