InvestorEllington Management Group Llc
Portfolio Value $ 1,392,879,000
Current Positions786
Opened Positions5
Closed Positions341


Latest Holdings, Performance, AUM (from 13F, 13D)

Ellington Management Group Llc has disclosed 786 total holdings in their latest SEC filings. Most recent portfolio value is calculated to be $ 1,392,879,000 USD. Actual Assets Under Management (AUM) is this value plus cash (which is not disclosed). Ellington Management Group Llc's top holdings are SPDR S&P 500 ETF Trust (NYSE:SPY) , iShares Russell 2000 ETF (NYSE:IWM) , SPDR S&P 500 ETF Trust (NYSE:SPY) , iShares Russell 2000 ETF (NYSE:IWM) , and SPDR S&P 500 ETF Trust (NYSE:SPY) . Ellington Management Group Llc's new positions include SPDR Financial Select Sector ETF (NYSE:XLF) , Advanced Micro Devices, Inc. (NASDAQ:AMD) , Netflix, Inc. (NASDAQ:NFLX) , Advanced Micro Devices, Inc. (NASDAQ:AMD) , and Diamond Offshore Drilling, Inc. (NYSE:DO) .

All Ellington Management Group Llc holdings are listed in the following tables. Data is sourced from 13D/13G, 13F, and N-Q filings. Green rows indicate new positions. Red rows indicate closed positions.

This form was filed on May 15, 2018. Click the link icon to see the full transaction history.

Reporting
Period
Form Security Opt Imputed
Share Price
Prev
Shares
Current
Shares
Change
(Percent)
Prev Value
($1000)
Current Value
($1000)
Change
(Percent)
2018-03-31 13F-HR WETF / WisdomTree Investments, Inc. 9.17 0 54,100 0 496
2018-03-31 13F-HR SYRG / Synergy Resources Corp. 9.43 0 36,600 0 345
2018-03-31 13F-HR EVR / Evercore Partners, Inc. 87.20 2,400 37,200 1,450.00 216 3,244 1,401.85
2018-03-31 13F-HR VMW / VMWare, Inc. 121.30 6,500 2,300 -64.62 815 279 -65.77
2018-03-31 13F-HR MOV / Movado Group, Inc. 38.46 0 8,112 0 312
2018-03-31 13F-HR HTH / Hilltop Holdings, Inc. 23.43 0 13,400 0 314
2018-03-31 13F-HR ALL / Allstate Corp. (The) 94.78 0 17,800 0 1,687
2018-03-31 13F-HR MNK / Maillinckrodt plc. 14.49 0 13,800 0 200
2018-03-31 13F-HR CBS / CBS Corp. 51.33 6,300 7,500 19.05 372 385 3.49
2018-03-31 13F-HR MRVL / Marvell Technology Group Ltd. 21.00 0 43,200 0 907
2018-03-31 13F-HR TRV / Travelers Companies, Inc. (The) 138.91 0 5,500 0 764
2018-03-31 13F-HR KFRC / Kforce, Inc. 27.04 0 9,800 0 265
2018-03-31 13F-HR SM / SM Energy Co 18.03 33,112 50,625 52.89 731 913 24.90
2018-03-31 13F-HR NR / Newpark Resources, Inc. 8.12 14,100 29,200 107.09 121 237 95.87
2018-03-31 13F-HR MIK / Michaels Companies Inc. (The) 19.70 122,864 57,000 -53.61 2,972 1,123 -62.21
2018-03-31 13F-HR PAH / Platform Specialty Products Corp. 9.63 22,900 77,700 239.30 227 748 229.52
2018-03-31 13F-HR HURN / Huron Consulting Group, Inc. 38.08 0 9,900 0 377
2018-03-31 13F-HR PEGA / Pegasystems, Inc. 60.67 0 10,500 0 637
2018-03-31 13F-HR FLWS / 1-800-Flowers.com, Inc. 11.81 0 23,700 0 280
2018-03-31 13F-HR LXRX / Lexicon Pharmaceuticals, Inc. 8.56 0 55,000 0 471
2018-03-31 13F-HR CBZ / CBIZ, Inc. 18.24 0 15,300 0 279
2018-03-31 13F-HR APH / Amphenol Corp. 86.11 0 18,000 0 1,550
2018-03-31 13F-HR PVH / PVH Corp. 151.43 0 5,600 0 848
2018-03-31 13F-HR SBLK / Star Bulk Carriers Corp. 11.64 0 33,000 0 384
2018-03-31 13F-HR AUO / AU Optronics Corp. 4.56 20,700 36,200 74.88 86 165 91.86
2018-03-31 13F-HR HPP / Hudson Pacific Properties, Inc. 32.52 0 14,300 0 465
2018-03-31 13F-HR ACHC / Acadia Healthcare Company, Inc. 39.15 0 17,700 0 693
2018-03-31 13F-HR MANT / ManTech International Corp. 55.48 0 22,800 0 1,265
2018-03-31 13F-HR MRO / Marathon Oil Corp. 16.14 0 29,000 0 468
2018-03-31 13F-HR KMI / Kinder Morgan, Inc. 15.06 0 141,200 0 2,126
2018-03-31 13F-HR SUPV / Grupo Supervielle S.A. 30.37 29,700 8,100 -72.73 505 246 -51.29
2018-03-31 13F-HR BXP / Boston Properties, Inc. 123.19 2,500 6,900 176.00 325 850 161.54
2018-03-31 13F-HR BBT / BB&T Corp. 52.02 0 8,400 0 437
2018-03-31 13F-HR LII / Lennox International, Inc. 204.48 0 2,900 0 593
2018-03-31 13F-HR AMT / American Tower Corp. (REIT) 145.34 4,300 10,300 139.53 613 1,497 144.21
2018-03-31 13F-HR VOYA / Voya Financial, Inc. 50.46 0 6,500 0 328
2018-03-31 13F-HR RDNT / RadNet, Inc. 14.42 0 27,400 0 395
2018-03-31 13F-HR PFG / Principal Financial Group, Inc. 60.89 3,900 16,900 333.33 275 1,029 274.18
2018-03-31 13F-HR ATHN / athenahealth, Inc. 143.10 0 2,900 0 415
2018-03-31 13F-HR LL / Lumber Liquidators Holdings, Inc. 23.94 0 18,800 0 450
2018-03-31 13F-HR EXPD / Expeditors International of Washington, Inc. 63.26 3,700 4,300 16.22 239 272 13.81
2018-03-31 13F-HR ADM / Archer-Daniels-Midland Co. 43.37 0 18,100 0 785
2018-03-31 13F-HR LFC / China Life Insurance Company Limited 14.00 0 18,500 0 259
2018-03-31 13F-HR RPAI / Retail Properties of America, Inc. 11.65 13,400 50,800 279.10 180 592 228.89
2018-03-31 13F-HR FOR / Forestar Group Inc 81.31 0 6,100 0 496
2018-03-31 13F-HR PSA / Public Storage 200.27 0 3,700 0 741
2018-03-31 13F-HR NXST / Nexstar Broadcasting Group, Inc. 66.47 0 11,675 0 776
2018-03-31 13F-HR JRVR / James River Group Holdings, Ltd. 35.52 0 8,700 0 309
2018-03-31 13F-HR ISRG / Intuitive Surgical, Inc. 413.33 0 900 0 372
2018-03-31 13F-HR HIW / Highwoods Properties, Inc. 43.73 8,500 5,100 -40.00 433 223 -48.50
2018-03-31 13F-HR UFS / Domator Corp. 42.53 4,800 9,900 106.25 238 421 76.89
2018-03-31 13F-HR STKL / SunOpta Inc. 7.10 0 10,700 0 76
2018-03-31 13F-HR SQM / Sociedad Quimica y Minera de Chile S.A. 49.13 4,200 20,800 395.24 249 1,022 310.44
2018-03-31 13F-HR CALA / Calithera Biosciences, Inc. 6.31 22,900 11,100 -51.53 191 70 -63.35
2018-03-31 13F-HR EIX / Edison International 63.65 0 17,000 0 1,082
2018-03-31 13F-HR HIBB / Hibbett Sports, Inc. 23.95 16,600 71,700 331.93 339 1,717 406.49
2018-03-31 13F-HR SILC / Silicom Limited 34.48 0 5,800 0 200
2018-03-31 13F-HR AOS / Smith (A.O.) Corp. 63.59 8,600 11,700 36.05 440 744 69.09
2018-03-31 13F-HR LEA / Lear Corp. 186.21 0 2,900 0 540
2018-03-31 13F-HR BURL / Burlington Stores, Inc. 133.15 10,200 19,700 93.14 1,255 2,623 109.00
2018-03-31 13F-HR NCMI / National CineMedia, Inc. 5.20 25,600 25,200 -1.56 323 131 -59.44
2018-03-31 13F-HR CNDT / Conduent 18.64 0 59,500 0 1,109
2018-03-31 13F-HR CNO / CNO Financial Group, Inc. 21.71 0 11,700 0 254
2018-03-31 13F-HR ESIO / Electro Scientific Industries, Inc. 19.32 13,400 38,500 187.31 287 744 159.23
2018-03-31 13F-HR HSY / Hershey Company (The) 98.92 8,900 6,500 -26.97 972 643 -33.85
2018-03-31 13F-HR WIRE / Encore Wire Corp. 56.79 5,000 5,300 6.00 243 301 23.87
2018-03-31 13F-HR CXO / Concho Resources, Inc. 150.45 0 2,200 0 331
2018-03-31 13F-HR VZ / Verizon Communications, Inc. 47.83 0 14,300 0 684
2018-03-31 13F-HR ES / Eversource Energy 58.89 0 4,500 0 265
2018-03-31 13F-HR XLF / SPDR Financial Select Sector ETF Call 27.57 0 583,600 0 16,090
2018-03-31 13F-HR NEE / NextEra Energy, Inc. 163.28 0 5,800 0 947
2018-03-31 13F-HR WLH / Lyon William Homes 27.48 7,100 32,900 363.38 206 904 338.83
2018-03-31 13F-HR CLNS / Colony NorthStar, Inc. 5.61 11,000 29,400 167.27 126 165 30.95
2018-03-31 13F-HR THS / TreeHouse Foods, Inc. 38.27 5,552 32,977 493.97 275 1,262 358.91
2018-03-31 13F-HR EL / Estee Lauder Companies, Inc. (THE) 149.64 0 2,800 0 419
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust 263.15 51,401 112,200 118.28 13,717 29,525 115.24
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust Call 263.15 0 1,800,000 0 473,670
2018-03-31 13F-HR SPY / SPDR S&P 500 ETF Trust Put 263.15 81,000 200,000 146.91 19,095 52,630 175.62
2018-03-31 13F-HR TPX / Tempur Sealy International, Inc. 45.22 0 5,175 0 234
2018-03-31 13F-HR UGI / UGI Corp. 44.43 0 21,900 0 973
2018-03-31 13F-HR CELG / Celgene Corp. 89.17 13,700 7,200 -47.45 1,430 642 -55.10
2018-03-31 13F-HR ZBRA / Zebra Technologies Corp. 139.09 0 2,200 0 306
2018-03-31 13F-HR FNF / Fidelity National Financial, Inc. 40.04 7,900 25,100 217.72 310 1,005 224.19
2018-03-31 13F-HR UNVR / Univar, Inc. 27.77 0 17,500 0 486
2018-03-31 13F-HR ENDP / Endo International plc 5.94 0 165,413 0 983
2018-03-31 13F-HR WUBA / 58.com Inc. 79.83 0 12,000 0 958
2018-03-31 13F-HR FTRPR / Frontier Communications Corp. 7.42 71,443 88,462 23.82 483 656 35.82
2018-03-31 13F-HR SWM / Schweitzer-Mauduit International, Inc. 39.12 0 6,800 0 266
2018-03-31 13F-HR ENVA / Enova International Inc 22.04 0 35,300 0 778
2018-03-31 13F-HR CMN / Cantel Medical Corp. 111.35 0 3,700 0 412
2018-03-31 13F-HR MTB / M & T Bank Corp. 184.55 0 2,200 0 406
2018-03-31 13F-HR PRTA / Prothena Corp plc 36.75 0 11,700 0 430
2018-03-31 13F-HR SFS / Smart & Final Stores, Inc. 5.55 0 112,500 0 624
2018-03-31 13F-HR INTU / Intuit Inc. 173.39 5,800 5,900 1.72 915 1,023 11.80
2018-03-31 13F-HR VSTE / Vistra Energy Corp. 20.83 55,600 97,500 75.36 1,019 2,031 99.31
2018-03-31 13F-HR DNKN / Dunkin' Brands Group, Inc. 59.71 0 17,300 0 1,033
2018-03-31 13F-HR PCG / PG&E Corp. 43.83 0 4,700 0 206
2018-03-31 13F-HR FMX / Fomento Economico Mexicano, S.A.B de C.V. 91.42 18,200 12,000 -34.07 1,709 1,097 -35.81
2018-03-31 13F-HR ADS / Alliance Data Systems Corp. 212.94 0 1,700 0 362
2018-03-31 13F-HR CMI / Cummins, Inc. 162.15 0 6,500 0 1,054
2018-03-31 13F-HR CVX / Chevron Corp. 114.04 5,200 21,300 309.62 651 2,429 273.12
2018-03-31 13F-HR MOBL / MobileIron, Inc. 4.95 0 19,400 0 96
2018-03-31 13F-HR CRK / Comstock Resources, Inc. 7.31 0 95,700 0 700
2018-03-31 13F-HR SAIA / Saia, Inc. 75.00 0 3,200 0 240
2018-03-31 13F-HR ILMN / Illumina, Inc. 236.67 2,800 1,200 -57.14 478 284 -40.59
2018-03-31 13F-HR RDS.B / Royal Dutch Shell Plc 65.54 9,800 6,500 -33.67 669 426 -36.32
2018-03-31 13F-HR BBSI / Barrett Business Services, Inc. 82.98 0 4,700 0 390
2018-03-31 13F-HR MTZ / MasTec, Inc. 47.06 13,100 10,200 -22.14 641 480 -25.12
2018-03-31 13F-HR IRT / Independence Realty Trust, Inc. 9.20 13,200 20,000 51.52 133 184 38.35
2018-03-31 13F-HR GLPI / Gaming and Leisure Properties, Inc. 33.47 0 19,300 0 646
2018-03-31 13F-HR NFLX / Netflix, Inc. 295.21 1,900 2,483 30.68 365 733 100.82
2018-03-31 13F-HR LEN.B / Lennar Corp. 47.64 4,000 7,200 80.00 207 343 65.70
2018-03-31 13F-HR SUP / Superior Industries International, Inc. 13.27 0 11,000 0 146
2018-03-31 13F-HR AJG / Gallagher (ARTHUR J.) & Co. 68.71 0 18,600 0 1,278
2018-03-31 13F-HR CSGS / CSG Systems International, Inc. 45.35 0 7,100 0 322
2018-03-31 13F-HR FHN / First Horizon National Corp. 18.85 0 12,200 0 230
2018-03-31 13F-HR AER / AerCap Holdings N.V. 50.75 15,200 17,400 14.47 800 883 10.38
2018-03-31 13F-HR PMT / Penny Mac Mortgage Investment Trust 18.02 73,700 45,000 -38.94 1,184 811 -31.50
2018-03-31 13F-HR SIVB / SVB Financial Group 240.00 0 4,300 0 1,032
2018-03-31 13F-HR SGEN / Seattle Genetics, Inc. 52.28 0 7,900 0 413
2018-03-31 13F-HR LEN / Lennar Corp. 58.92 3,600 9,300 158.33 228 548 140.35
2018-03-31 13F-HR ETN / Eaton Corporation 79.90 0 9,800 0 783
2018-03-31 13F-HR EVRI / Everi Holdings Inc. 6.57 10,700 14,000 30.84 81 92 13.58
2018-03-31 13F-HR CRM / Salesforce.com, Inc. 116.29 0 3,500 0 407
2018-03-31 13F-HR LECO / Lincoln Electric Holdings, Inc. 90.00 0 6,100 0 549
2018-03-31 13F-HR DSW / DSW, Inc. 22.46 22,400 174,700 679.91 480 3,924 717.50
2018-03-31 13F-HR TXMD / TherapeuticsMD, Inc. 4.87 41,700 52,600 26.14 300 256 -14.67
2018-03-31 13F-HR VERI / Veritone, Inc. 13.89 0 14,400 0 200
2018-03-31 13F-HR CSGP / Costar Group, Inc. 362.56 1,900 3,900 105.26 394 1,414 258.88
2018-03-31 13F-HR KNL / Knoll, Inc. 20.18 23,300 11,000 -52.79 537 222 -58.66
2018-03-31 13F-HR ING / ING Groep N.V. 16.96 0 18,400 0 312
2018-03-31 13F-HR BID / Sotheby's 51.32 0 15,200 0 780
2018-03-31 13F-HR BKD / Brookdale Senior Living, Inc. 6.71 33,800 58,300 72.49 454 391 -13.88
2018-03-31 13F-HR MSFT / Microsoft Corp. 91.32 3,300 3,800 15.15 217 347 59.91
2018-03-31 13F-HR MTRX / Matrix Service Co. 13.69 0 17,600 0 241
2018-03-31 13F-HR EXC / Exelon Corp. 38.99 0 22,800 0 889
2018-03-31 13F-HR PAG / Penske Automotive Group, Inc. 44.32 0 63,125 0 2,798
2018-03-31 13F-HR TSS / Total System Services, Inc. 86.27 15,600 8,300 -46.79 834 716 -14.15
2018-03-31 13F-HR KRO / Kronos Worldwide, Inc. 22.60 0 12,700 0 287
2018-03-31 13F-HR URBN / Urban Outfitters, Inc. 36.96 0 66,700 0 2,465
2018-03-31 13F-HR HK / Halcon Resources Corporation 4.88 33,300 20,300 -39.04 252 99 -60.71
2018-03-31 13F-HR OLED / Universal Display Corp. 100.98 0 16,400 0 1,656
2018-03-31 13F-HR HLF / Herbalife Ltd. 97.55 5,800 4,900 -15.52 393 478 21.63
2018-03-31 13F-HR STX / Seagate Technology PLC 58.55 11,900 6,200 -47.90 498 363 -27.11
2018-03-31 13F-HR AGM / Federal Agricultural Mortgage Corp. 87.06 0 3,400 0 296
2018-03-31 13F-HR DERM / Dermira, Inc. 8.00 0 50,149 0 401
2018-03-31 13F-HR FB / Facebook, Inc. 159.85 0 6,600 0 1,055
2018-03-31 13F-HR NVTA / Invitae Corp. 4.68 0 17,100 0 80
2018-03-31 13F-HR RNR / RenaissanceRe Holdings Ltd. 138.53 10,000 3,400 -66.00 1,256 471 -62.50
2018-03-31 13F-HR TBBK / Bancorp Inc. (The) 10.81 43,900 30,700 -30.07 434 332 -23.50
2018-03-31 13F-HR SWN / Southwestern Energy Co. 4.33 12,500 55,673 345.38 70 241 244.29
2018-03-31 13F-HR ICUI / ICU Medical, Inc. 252.63 0 1,900 0 480
2018-03-31 13F-HR WB / Weibo Corporation 119.52 6,500 6,200 -4.62 672 741 10.27
2018-03-31 13F-HR ASX / Advanced Semiconductor Engineering, Inc. 7.27 0 12,100 0 88
2018-03-31 13F-HR KAR / Kar Auction Services, Inc. 54.18 0 22,000 0 1,192
2018-03-31 13F-HR AKBA / Akebia Therapeutics, Inc. 9.57 0 11,700 0 112
2018-03-31 13F-HR PBR / Petroleo Brasileiro SA Petrobras ADR 14.14 0 52,900 0 748
2018-03-31 13F-HR MTW / Manitowoc Co., Inc. (The) 28.49 0 15,900 0 453
2018-03-31 13F-HR M / Macy's, Inc. 29.73 0 36,125 0 1,074
2018-03-31 13F-HR PBI / Pitney Bowes, Inc. 10.89 20,900 250,000 1,096.17 234 2,723 1,063.68
2018-03-31 13F-HR PBI / Pitney Bowes, Inc. Call 10.89 797,200 350,000 -56.10 8,913 3,812 -57.23
2018-03-31 13F-HR BBVA / Banco Bilbao Vizcaya Argentaria, S.A. 7.90 73,400 99,000 34.88 559 782 39.89
2018-03-31 13F-HR ON / ON Semiconductor Corporation 24.41 0 10,200 0 249
2018-03-31 13F-HR SLG / SL Green Realty Corp. 96.81 15,000 4,700 -68.67 1,514 455 -69.95
2018-03-31 13F-HR NCLH / Norwegian Cruise Line Holdings Ltd 52.99 0 17,700 0 938
2018-03-31 13F-HR DLX / Deluxe Corp. 73.93 2,900 5,600 93.10 223 414 85.65
2018-03-31 13F-HR SRC / Spirit Realty Capital, Inc. 7.76 0 109,100 0 847
2018-03-31 13F-HR GD / General Dynamics Corp. 220.90 0 10,000 0 2,209
2018-03-31 13F-HR TXRH / Texas Roadhouse, Inc. 57.79 0 34,400 0 1,988
2018-03-31 13F-HR HIIQ / Health Insurance Innovations, Inc. 28.94 0 11,300 0 327
2018-03-31 13F-HR WAAS / AquaVenture Holdings Limited 12.43 0 14,000 0 174
2018-03-31 13F-HR MOS / Mosaic Company 24.29 0 56,000 0 1,360
2018-03-31 13F-HR MCD / McDonald's Corp. 156.25 14,100 1,600 -88.65 2,427 250 -89.70
2018-03-31 13F-HR PFSI / PennyMac Financial Services, Inc. 22.65 98,900 97,954 -0.96 2,210 2,219 0.41
2018-03-31 13F-HR HDP / Hortonworks, Inc. 20.35 0 17,200 0 350
2018-03-31 13F-HR ASIX / AdvanSix Inc. 34.76 0 16,800 0 584
2018-03-31 13F-HR SODA / SodaStream International Ltd. 91.67 0 2,400 0 220
2018-03-31 13F-HR SAVE / Spirit Airlines, Inc. 37.78 0 11,700 0 442
2018-03-31 13F-HR OUT / OUTFRONT Media Inc. 18.76 14,200 12,900 -9.15 329 242 -26.44
2018-03-31 13F-HR CJES / C&J Energy Services Ltd. 25.82 0 37,100 0 958
2018-03-31 13F-HR DFRG / Del Frisco's Restaurant Group, Inc. 15.27 0 18,600 0 284
2018-03-31 13F-HR OSK / Oshkosh Corporation 77.20 0 5,000 0 386
2018-03-31 13F-HR IWM / iShares Russell 2000 ETF Call 151.83 279,600 279,600 0.00 42,628 42,452 -0.41
2018-03-31 13F-HR IWM / iShares Russell 2000 ETF Put 151.83 830,900 377,300 -54.59 126,679 57,285 -54.78
2018-03-31 13F-HR QSR / Restaurant Brands International Inc. 56.91 0 28,500 0 1,622
2018-03-31 13F-HR TPC / Tutor Perini Corp. 22.06 0 10,200 0 225
2018-03-31 13F-HR CECO / Career Education Corp. 13.13 0 32,600 0 428
2018-03-31 13F-HR UNF / Unifirst Corp. 161.67 0 1,800 0 291
2018-03-31 13F-HR NBR / Nabors Industries Ltd. 6.99 95,464 133,412 39.75 652 933 43.10
2018-03-31 13F-HR COR / Coresite Realty Corp 100.36 0 2,800 0 281
2018-03-31 13F-HR MNRO / Monro Muffler Brake, Inc. 53.60 0 11,100 0 595
2018-03-31 13F-HR SUM / Summit Materials, Inc. 30.28 0 25,100 0 760
2018-03-31 13F-HR IMMR / Immersion Corporation 11.94 0 42,700 0 510
2018-03-31 13F-HR CBG / CBRE Group, Inc. 47.22 18,100 20,500 13.26 784 968 23.47
2018-03-31 13F-HR NOK / Nokia Corp. 5.47 38,900 126,900 226.22 181 694 283.43
2018-03-31 13F-HR IRM / Iron Mountain Incorporated. (REIT) 32.86 7,300 97,650 1,237.67 275 3,209 1,066.91
2018-03-31 13F-HR AVD / American Vanguard Corp. 20.19 0 21,000 0 424
2018-03-31 13F-HR MITL / Mitel Networks Corp 9.29 55,300 57,600 4.16 455 535 17.58
2018-03-31 13F-HR IEX / IDEX Corp. 142.67 0 1,500 0 214
2018-03-31 13F-HR TEF / Telefonica S.A. 9.86 18,800 27,800 47.87 182 274 50.55
2018-03-31 13F-HR PBF / PBF Energy, Inc. 33.92 0 14,300 0 485
2018-03-31 13F-HR AWK / American Water Works Co., Inc. 82.12 4,700 24,100 412.77 430 1,979 360.23
2018-03-31 13F-HR EBAY / eBay, Inc. 40.22 0 8,900 0 358
2018-03-31 13F-HR ACN / Accenture plc 153.44 4,200 3,200 -23.81 643 491 -23.64
2018-03-31 13F-HR UNFI / United Natural Foods, Inc. 42.99 0 6,700 0 288
2018-03-31 13F-HR MRK / Merck & Co., Inc. 54.48 23,500 19,400 -17.45 1,493 1,057 -29.20
2018-03-31 13F-HR CNAT / Conatus Pharmaceuticals Inc. 5.87 0 60,600 0 356
2018-03-31 13F-HR RH / Restoration Hardware Holdings, Inc. 95.33 0 6,000 0 572
2018-03-31 13F-HR SLCA / U.S. Silica Holdings, Inc. 25.55 0 11,000 0 281
2018-03-31 13F-HR GRMN / Garmin Ltd. 58.94 63,400 53,700 -15.30 3,777 3,165 -16.20
2018-03-31 13F-HR CRS / Carpenter Technology Corp. 44.04 0 5,700 0 251
2018-03-31 13F-HR NSM / Nationstar Mortgage Holdings Inc. 17.96 0 111,353 0 2,000
2018-03-31 13F-HR BHE / Benchmark Electronics, Inc. 29.88 0 8,300 0 248
2018-03-31 13F-HR AES / AES Corp. (The) 11.38 183,629 68,306 -62.80 1,989 777 -60.94
2018-03-31 13F-HR QUAD / Quad/Graphics, Inc. 25.35 11,300 29,900 164.60 255 758 197.25
2018-03-31 13F-HR SPR / Spirit Aerosystems Holdings, Inc. 83.67 0 4,900 0 410
2018-03-31 13F-HR IART / Integra LifeSciences Holdings Corp. 55.33 0 10,700 0 592
2018-03-31 13F-HR ACIW / ACI Worldwide, Inc. 23.68 0 9,500 0 225
2018-03-31 13F-HR NOW / ServiceNow, Inc. 165.56 0 2,700 0 447
2018-03-31 13F-HR NRG / NRG Energy, Inc. 30.53 0 154,400 0 4,714
2018-03-31 13F-HR NRE / NorthStar Realty Europe Corp. 13.02 11,000 29,100 164.55 148 379 156.08
2018-03-31 13F-HR HCP / HCP, Inc. 23.24 8,900 46,000 416.85 232 1,069 360.78
2018-03-31 13F-HR PGNX / Progenics Pharmaceuticals, Inc. 7.45 0 20,000 0 149
2018-03-31 13F-HR AKS / AK Steel Holding Corp. 4.53 0 117,913 0 534
2018-03-31 13F-HR MRC / MRC Global Inc. 16.43 0 61,400 0 1,009
2018-03-31 13F-HR INO / Inovio Pharmaceuticals, Inc. 4.72 0 65,300 0 308
2018-03-31 13F-HR AL / Air Lease Corporation 42.64 0 20,100 0 857
2018-03-31 13F-HR AKR / Acadia Realty Trust 24.60 0 42,400 0 1,043
2018-03-31 13F-HR SHAK / Shake Shack, Inc. 41.64 46,800 77,433 65.46 2,022 3,224 59.45
2018-03-31 13F-HR PSEC / Prospect Capital Corp. 6.55 0 109,600 0 718
2018-03-31 13F-HR NBL / Noble Energy, Inc. 30.30 17,900 92,600 417.32 522 2,806 437.55
2018-03-31 13F-HR THC / Tenet Healthcare Corp. 24.24 0 60,100 0 1,457
2018-03-31 13F-HR BJRI / BJ's Restaurants, Inc. 44.89 0 46,600 0 2,092
2018-03-31 13F-HR PKD / Parker Drilling Co. 0.63 400,572 509,237 27.13 401 323 -19.45
2018-03-31 13F-HR ADI / Analog Devices, Inc. 91.16 10,200 4,300 -57.84 836 392 -53.11
2018-03-31 13F-HR MASI / Masimo Corp. 87.94 13,500 17,500 29.63 1,259 1,539 22.24
2018-03-31 13F-HR SAIC / Science Applications International Corp. 78.68 0 3,800 0 299
2018-03-31 13F-HR VTR / Ventas, Inc. 49.57 0 9,200 0 456
2018-03-31 13F-HR AMBC / Ambac Financial Group, Inc. 15.69 18,000 14,400 -20.00 339 226 -33.33
2018-03-31 13F-HR GOOS / Canada Goose Holdings Inc 33.41 0 28,700 0 959
2018-03-31 13F-HR PSX / Phillips 66 95.95 0 12,100 0 1,161
2018-03-31 13F-HR R / Ryder System, Inc. 72.82 0 13,100 0 954
2018-03-31 13F-HR ENPH / Enphase Energy, Inc. 4.57 0 115,700 0 529
2018-03-31 13F-HR EOG / EOG Resources, Inc. 105.27 7,400 22,200 200.00 799 2,337 192.49
2018-03-31 13F-HR TSM / Taiwan Semiconductor Manufacturing Co. Ltd. 43.82 22,900 5,500 -75.98 752 241 -67.95
2018-03-31 13F-HR ISBC / Investors Bancorp, Inc. 13.64 0 109,800 0 1,498
2018-03-31 13F-HR CNC / Centene Corp. 106.84 4,300 18,700 334.88 434 1,998 360.37
2018-03-31 13F-HR DISH / DISH Network Corp. 37.87 0 19,701 0 746
2018-03-31 13F-HR SMTC / Semtech Corp. 39.05 0 26,891 0 1,050
2018-03-31 13F-HR NEWM / New Media Investment Group Inc. 17.12 0 17,700 0 303
2018-03-31 13F-HR SCVL / Shoe Carnival, Inc. 23.79 21,300 9,500 -55.40 570 226 -60.35
2018-03-31 13F-HR NKE / Nike, Inc. 66.43 34,100 15,400 -54.84 2,133 1,023 -52.04
2018-03-31 13F-HR SWKS / Skyworks Solutions, Inc. 100.31 0 3,200 0 321
2018-03-31 13F-HR YPF / YPF Sociedad Anonima 21.60 0 16,900 0 365
2018-03-31 13F-HR HRS / Harris Corp. 161.32 0 7,600 0 1,226
2018-03-31 13F-HR DE / Deere & Co. 155.25 4,100 5,900 43.90 446 916 105.38
2018-03-31 13F-HR HST / Host Hotels & Resorts, Inc. 18.63 69,100 51,900 -24.89 1,289 967 -24.98
2018-03-31 13F-HR CIB / BanColombia S.A. 42.06 6,100 6,300 3.28 243 265 9.05
2018-03-31 13F-HR FCN / FTI Consulting, Inc. 48.33 0 5,400 0 261
2018-03-31 13F-HR ALG / Alamo Group, Inc. 110.00 0 3,200 0 352
2018-03-31 13F-HR PCH / Potlatch Holdings, Inc. 52.06 8,000 9,700 21.25 399 505 26.57
2018-03-31 13F-HR NICE / NICE Systems Ltd. 93.97 3,100 11,600 274.19 285 1,090 282.46
2018-03-31 13F-HR CMA / Comerica, Inc. 95.94 0 12,800 0 1,228
2018-03-31 13F-HR KN / Knowles Corp 12.60 0 62,000 0 781
2018-03-31 13F-HR BB / Blackberry Limited 11.52 13,800 33,000 139.13 154 380 146.75
2018-03-31 13F-HR KFY / Korn/Ferry International 51.60 26,500 31,900 20.38 834 1,646 97.36
2018-03-31 13F-HR KEP / Korea Electric Power Corp. 15.40 0 13,900 0 214
2018-03-31 13F-HR IMH / Impac Mortgage Holdings, Inc. 7.90 45,500 51,900 14.07 462 410 -11.26
2018-03-31 13F-HR TMST / TimkenSteel Corporation 15.18 0 14,100 0 214
2018-03-31 13F-HR ANF / Abercrombie & Fitch Co. 24.21 68,100 135,500 98.97 812 3,280 303.94
2018-03-31 13F-HR ZAGG / ZAGG Inc 12.22 0 26,600 0 325
2018-03-31 13F-HR HHC / Howard Hughes Corp. (The) 139.13 0 19,227 0 2,675
2018-03-31 13F-HR GPI / Group 1 Automotive, Inc. 65.37 4,000 17,700 342.50 284 1,157 307.39
2018-03-31 13F-HR AI / Arlington Asset Investment Corp. 11.01 0 13,900 0 153
2018-03-31 13F-HR UL / Unilever, PLC ADR 55.57 17,700 20,100 13.56 873 1,117 27.95
2018-03-31 13F-HR CMO / Capstead Mortgage Corp. 8.65 75,000 80,600 7.47 649 697 7.40
2018-03-31 13F-HR LPI / Laredo Petroleum, Inc. 8.70 0 15,400 0 134
2018-03-31 13F-HR MTOR / Meritor, Inc. 20.56 20,400 63,900 213.24 479 1,314 174.32
2018-03-31 13F-HR W / Wayfair, Inc. 67.52 34,900 13,700 -60.74 2,801 925 -66.98
2018-03-31 13F-HR COF / Capital One Financial Corp. 95.87 2,300 4,600 100.00 229 441 92.58
2018-03-31 13F-HR DFIN / Donnelley Financial Solutions 17.18 17,800 17,400 -2.25 347 299 -13.83
2018-03-31 13F-HR OI / Owens-Illinois, Inc. 21.65 21,800 56,900 161.01 444 1,232 177.48
2018-03-31 13F-HR NGHC / National General Holdings Corp 24.29 0 8,400 0 204
2018-03-31 13F-HR UAA / Under Armour, Inc. 14.35 78,800 246,800 213.20 1,442 3,542 145.63
2018-03-31 13F-HR LB / L Brands, Inc. 38.18 0 17,050 0 651
2018-03-31 13F-HR ALDR / Alder BioPharmaceuticals, Inc. 12.68 0 11,200 0 142
2018-03-31 13F-HR AMTD / TD AmeriTrade Holding Corp. 59.24 0 25,100 0 1,487
2018-03-31 13F-HR BP / BP Plc 40.54 0 50,000 0 2,027
2018-03-31 13F-HR FIVE / Five Below, Inc. 73.34 58,400 82,900 41.95 3,873 6,080 56.98
2018-03-31 13F-HR MDCO / Medicines Company 32.89 0 8,300 0 273
2018-03-31 13F-HR INCY / Incyte Corp. 83.33 9,800 8,400 -14.29 928 700 -24.57
2018-03-31 13F-HR TGI / Triumph Group, Inc. 25.19 0 28,500 0 718
2018-03-31 13F-HR HSC / Harsco Corp. 20.66 18,100 42,600 135.36 338 880 160.36
2018-03-31 13F-HR TOWR / Tower International, Inc. 27.71 0 8,300 0 230
2018-03-31 13F-HR FDX / FedEx Corp. 240.00 7,400 1,500 -79.73 1,847 360 -80.51
2018-03-31 13F-HR VIV / Telefonica Brasil, S.A. 15.39 0 11,500 0 177
2018-03-31 13F-HR FTK / Flotek Industries Inc. 6.08 31,800 22,700 -28.62 148 138 -6.76
2018-03-31 13F-HR SPN / Superior Energy Services, Inc. 8.43 0 43,900 0 370
2018-03-31 13F-HR RBC / Regal-Beloit Corp. 73.33 0 17,700 0 1,298
2018-03-31 13F-HR EXH / 8.74 37,800 30,200 -20.11 397 264 -33.50
2018-03-31 13F-HR DIS / The Walt Disney Co. 100.33 10,500 3,000 -71.43 1,191 301 -74.73
2018-03-31 13F-HR OKE / ONEOK, Inc. 56.90 0 22,600 0 1,286
2018-03-31 13F-HR PAM / Pampa Energia S.A. 59.66 10,500 5,800 -44.76 706 346 -50.99
2018-03-31 13F-HR RES / RPC, Inc. 18.02 13,500 27,300 102.22 345 492 42.61
2018-03-31 13F-HR ALLY / Ally Financial Inc. 27.16 13,200 19,000 43.94 385 516 34.03
2018-03-31 13F-HR NTNX / Nutanix, Inc. 49.13 11,900 11,500 -3.36 420 565 34.52
2018-03-31 13F-HR UVV / Universal Corp. 48.45 7,000 9,700 38.57 495 470 -5.05
2018-03-31 13F-HR CHRW / C.H. Robinson Worldwide, Inc. 93.82 0 3,400 0 319
2018-03-31 13F-HR CHTR / Charter Communications, Inc. 84.75 5,041 4,000 -20.65 1,569 339 -78.39
2018-03-31 13F-HR BLCM / Bellicum Pharmaceuticals, Inc. 6.56 26,400 58,200 120.45 222 382 72.07
2018-03-31 13F-HR IPG / Interpublic Group of Companies, Inc. (The) 23.04 0 37,200 0 857
2018-03-31 13F-HR BRSS / Global Brass & Copper Holdings, Inc. 33.45 0 11,600 0 388
2018-03-31 13F-HR GPS / Gap, Inc. (The) 31.20 0 118,700 0 3,703
2018-03-31 13F-HR HAE / Haemonetics Corp. 73.21 4,500 5,300 17.78 261 388 48.66
2018-03-31 13F-HR COP / ConocoPhillips 59.28 0 8,300 0 492
2018-03-31 13F-HR ECA / EnCana Corp. 11.00 0 213,300 0 2,346
2018-03-31 13F-HR NSP / Insperity, Inc. 69.52 5,700 8,400 47.37 505 584 15.64
2018-03-31 13F-HR OC / Owens Corning, Inc. 80.40 14,400 17,600 22.22 1,324 1,415 6.87
2018-03-31 13F-HR MTU / Mitsubishi UFJ Financial Group, Inc. 6.65 0 23,900 0 159
2018-03-31 13F-HR AZO / AutoZone, Inc. 648.75 0 1,600 0 1,038
2018-03-31 13F-HR CALM / Cal-Maine Foods, Inc. 43.74 0 11,500 0 503
2018-03-31 13F-HR WYNN / Wynn Resorts Ltd. 182.38 0 4,200 0 766
2018-03-31 13F-HR ECYT / Endocyte, Inc. 9.09 0 31,800 0 289
2018-03-31 13F-HR UNT / Unit Corp. 19.74 12,400 11,600 -6.45 300 229 -23.67
2018-03-31 13F-HR OAKS / Five Oaks Investment Corp. 2.91 0 243,744 0 709
2018-03-31 13F-HR BGCP / BGC Partners, Inc. 13.45 0 54,500 0 733
2018-03-31 13F-HR OFG / OFG Bancorp 10.45 57,300 11,000 -80.80 539 115 -78.66
2018-03-31 13F-HR ERII / Energy Recovery, Inc. 8.22 0 38,800 0 319
2018-03-31 13F-HR PLD / Prologis, Inc. 63.00 0 14,000 0 882
2018-03-31 13F-HR TEN / Tenneco, Inc. 54.93 0 6,700 0 368
2018-03-31 13F-HR ZEUS / Olympic Steel, Inc. 20.49 0 16,400 0 336
2018-03-31 13F-HR ONDK / On Deck Capital, Inc. 5.60 29,500 86,497 193.21 169 484 186.39
2018-03-31 13F-HR LRCX / Lam Research Corp. 203.33 1,200 2,100 75.00 221 427 93.21
2018-03-31 13F-HR POOL / Pool Corp. 146.13 0 3,100 0 453
2018-03-31 13F-HR PLCE / Children's Place, Inc. (The) 135.27 5,900 30,000 408.47 858 4,058 372.96
2018-03-31 13F-HR LOGI / Logitech International S.A. 36.76 0 7,400 0 272
2018-03-31 13F-HR DXCM / DexCom, Inc. 74.10 0 6,100 0 452
2018-03-31 13F-HR ATRA / Atara Biotherapeutics, Inc. 38.99 10,700 41,600 288.79 220 1,622 637.27
2018-03-31 13F-HR TTMI / TTM Technologies, Inc. 15.32 0 12,400 0 190
2018-03-31 13F-HR GEO / Geo Group, Inc. (The) 20.49 0 12,200 0 250
2018-03-31 13F-HR AMCX / AMC Networks Inc. 51.75 27,100 6,725 -75.18 1,466 348 -76.26
2018-03-31 13F-HR MGPI / MGP Ingredients, Inc. 89.60 22,200 20,200 -9.01 1,204 1,810 50.33
2018-03-31 13F-HR ALSN / Allison Transmission Holdings, Inc. 39.08 0 14,200 0 555
2018-03-31 13F-HR SYNT / Syntel, Inc. 25.52 0 14,500 0 370
2018-03-31 13F-HR PLOW / Douglas Dynamics Inc. 43.33 0 10,200 0 442
2018-03-31 13F-HR WYN / Wyndham Worldwide Corp. 114.48 0 5,800 0 664
2018-03-31 13F-HR ZOES / Zoe's Kitchen, Inc. 14.46 28,600 15,285 -46.56 478 221 -53.77
2018-03-31 13F-HR EVC / Entravision Communications Corp. 4.70 24,600 49,100 99.59 176 231 31.25
2018-03-31 13F-HR LITE / Lumentum Holdings Inc. 63.83 0 12,800 0 817
2018-03-31 13F-HR OFIX / Orthofix International N.V. 58.73 0 5,500 0 323
2018-03-31 13F-HR CX / Cemex S.A.B de C.V. 6.61 72,500 49,300 -32.00 544 326 -40.07
2018-03-31 13F-HR WWE / World Wrestling Entertainment, Inc. 36.03 0 23,400 0 843
2018-03-31 13F-HR ECL / Ecolab, Inc. 137.11 0 9,700 0 1,330
2018-03-31 13F-HR NLNK / NewLink Genetics Corp 7.25 21,000 66,600 217.14 170 483 184.12
2018-03-31 13F-HR BCOR / Blucora, Inc. 24.61 10,700 19,300 80.37 236 475 101.27
2018-03-31 13F-HR CRZO / Carrizo Oil & Gas, Inc. 16.00 7,600 73,800 871.05 218 1,181 441.74
2018-03-31 13F-HR NAVI / Navient Corporation 13.10 26,500 17,400 -34.34 353 228 -35.41
2018-03-31 13F-HR NEM / Newmont Mining Corp. 39.12 0 9,100 0 356
2018-03-31 13F-HR WDC / Western Digital Corp. 92.28 26,900 19,700 -26.77 2,139 1,818 -15.01
2018-03-31 13F-HR LRN / K12 Inc. 14.21 0 15,200 0 216
2018-03-31 13F-HR ACRS / Aclaris Therapeutics, Inc. 17.50 0 18,800 0 329
2018-03-31 13F-HR COTV / Cotiviti Holdings, Inc. 34.50 0 6,000 0 207
2018-03-31 13F-HR PWR / Quanta Services, Inc. 34.39 15,500 12,300 -20.65 575 423 -26.43
2018-03-31 13F-HR FDS / FactSet Research Systems, Inc. 199.49 4,700 5,900 25.53 906 1,177 29.91
2018-03-31 13F-HR HRTX / Heron Therapeutics, Inc. 27.61 10,800 8,800 -18.52 195 243 24.62
2018-03-31 13F-HR DF / Dean Foods Co. 8.62 14,100 40,600 187.94 277 350 26.35
2018-03-31 13F-HR AMGN / Amgen Inc. 170.50 0 2,000 0 341
2018-03-31 13F-HR TDS / Telephone and Data Systems, Inc. 28.00 18,300 7,500 -59.02 509 210 -58.74
2018-03-31 13F-HR IBKCP / IBERIABANK Corp. 77.95 0 3,900 0 304
2018-03-31 13F-HR MA / MasterCard Incorporated 175.29 0 1,700 0 298
2018-03-31 13F-HR XOM / Exxon Mobil Corp. 74.57 14,200 11,600 -18.31 1,188 865 -27.19
2018-03-31 13F-HR QNST / QuinStreet, Inc. 12.75 48,900 25,800 -47.24 410 329 -19.76
2018-03-31 13F-HR AXP / American Express Co. 93.29 2,400 15,800 558.33 238 1,474 519.33
2018-03-31 13F-HR OMF / OneMain Holdings, Inc. 30.00 0 7,900 0 237
2018-03-31 13F-HR VFC / V.F. Corp. 74.12 0 33,000 0 2,446
2018-03-31 13F-HR ASMB / Assembly Biosciences, Inc. 49.16 0 15,500 0 762
2018-03-31 13F-HR LBTYK / Liberty Global plc (Class C) 31.31 0 8,400 0 263
2018-03-31 13F-HR WRD / WildHorse Resource Development Corp 19.10 67,800 30,100 -55.60 843 575 -31.79
2018-03-31 13F-HR XEL / Xcel Energy, Inc. 45.48 0 43,600 0 1,983
2018-03-31 13F-HR ASH / Ashland Global Holdings, Inc. 69.80 0 10,100 0 705
2018-03-31 13F-HR VRTX / Vertex Pharmaceuticals Inc. 162.86 0 2,800 0 456
2018-03-31 13F-HR XON / Intrexon Corp. 15.33 17,800 46,300 160.11 205 710 246.34
2018-03-31 13F-HR PCTY / Paylocity Holding Corporation 51.19 0 4,200 0 215
2018-03-31 13F-HR AJRD / Aerojet Rocketdyne Holdings, Inc. 27.95 0 15,600 0 436
2018-03-31 13F-HR WAGE / WageWorks Inc. 45.20 0 10,200 0 461
2018-03-31 13F-HR KOS / Kosmos Energy Ltd. 6.30 0 33,000 0 208
2018-03-31 13F-HR LLY / Eli Lilly & Co. 77.32 8,300 9,700 16.87 701 750 6.99
2018-03-31 13F-HR SITE / SiteOne Landscape Supply, Inc. 77.03 0 15,500 0 1,194
2018-03-31 13F-HR LOW / Lowe's Companies, Inc. 87.75 50,000 83,200 66.40 4,647 7,301 57.11
2018-03-31 13F-HR QUOT / Quotient Technology Inc. 13.08 16,900 13,300 -21.30 199 174 -12.56
2018-03-31 13F-HR ENTG / Entegris, Inc. 34.81 0 23,300 0 811
2018-03-31 13F-HR ROLL / RBC Bearings, Inc. 124.09 0 2,200 0 273
2018-03-31 13F-HR RBS / Royal Bank of Scotland Group Plc 7.42 0 12,400 0 92
2018-03-31 13F-HR EFC / Ellington Financial LLC 14.81 1,024,079 1,024,079 0.00 14,859 15,167 2.07
2018-03-31 13F-HR EPAM / EPAM Systems Inc. 114.57 5,500 4,600 -16.36 415 527 26.99
2018-03-31 13F-HR TEX / Terex Corp. 37.41 13,700 22,000 60.58 661 823 24.51
2018-03-31 13F-HR HDS / Hd Supply Inc. 37.94 18,700 50,500 170.05 749 1,916 155.81
2018-03-31 13F-HR FIT / Fitbit Inc. 5.10 0 121,800 0 621
2018-03-31 13F-HR RELX / RELX PLC 20.91 0 11,000 0 230
2018-03-31 13F-HR CVS / CVS Health Corporation 62.26 0 8,400 0 523
2018-03-31 13F-HR EPZM / Epizyme, Inc. 17.76 0 31,314 0 556
2018-03-31 13F-HR EOCC / Empresa Nacional de Electricidad S.A. 23.81 0 13,900 0 331
2018-03-31 13F-HR NATI / National Instruments Corp. 50.59 0 5,100 0 258
2018-03-31 13F-HR GCI / Gannett Co., Inc. 9.99 0 69,100 0 690
2018-03-31 13F-HR TGTX / TG Therapeutics, Inc. 14.21 24,700 21,600 -12.55 203 307 51.23
2018-03-31 13F-HR AGO / Assured Guaranty Ltd. 36.21 16,600 8,700 -47.59 562 315 -43.95
2018-03-31 13F-HR EGOV / NIC, Inc. 13.30 0 51,500 0 685
2018-03-31 13F-HR PINC / Premier, Inc. 31.31 0 32,700 0 1,024
2018-03-31 13F-HR ALGN / Align Technology, Inc. 251.11 2,200 1,800 -18.18 252 452 79.37
2018-03-31 13F-HR TDG / Transdigm Group, Inc. 306.88 0 1,600 0 491
2018-03-31 13F-HR ADBE / Adobe Systems, Inc. 216.06 8,500 9,900 16.47 1,490 2,139 43.56
2018-03-31 13F-HR PJT / PJT Partners Inc. 50.09 14,000 11,600 -17.14 491 581 18.33
2018-03-31 13F-HR PFGC / Performance Food Group Company 29.88 0 8,500 0 254
2018-03-31 13F-HR SONC / Sonic Corp. 25.23 0 27,900 0 704
2018-03-31 13F-HR REGI / Renewable Energy Group, Inc. 12.81 10,400 42,400 307.69 123 543 341.46
2018-03-31 13F-HR TITN / Titan Machinery, Inc. 23.51 0 9,400 0 221
2018-03-31 13F-HR BC / Brunswick Corp. 59.37 0 11,100 0 659
2018-03-31 13F-HR FLO / Flowers Foods, Inc. 21.81 0 9,400 0 205
2018-03-31 13F-HR NTRSP / Northern Trust Corp. 103.11 4,000 13,200 230.00 400 1,361 240.25
2018-03-31 13F-HR WD / Walker & Dunlop, Inc. 59.43 0 23,000 0 1,367
2018-03-31 13F-HR PFE / Pfizer, Inc. 12.98 36,700 55,300 50.68 1,329 718 -45.97
2018-03-31 13F-HR TGT / Target Corp. 69.42 11,000 15,600 41.82 718 1,083 50.84
2018-03-31 13F-HR ARCB / ArcBest Corp, 32.02 0 11,400 0 365
2018-03-31 13F-HR MMC / Marsh & McLennan Companies, Inc. 82.64 0 5,300 0 438
2018-03-31 13F-HR TER / Teradyne, Inc. 45.71 19,800 40,300 103.54 829 1,842 122.20
2018-03-31 13F-HR AVT / Avnet, Inc. 41.75 0 8,000 0 334
2018-03-31 13F-HR HMHC / Houghton Mifflin Harcourt Company 6.95 70,800 44,200 -37.57 658 307 -53.34
2018-03-31 13F-HR DVA / DaVita HealthCare Partners Inc. 65.92 14,900 26,925 80.70 1,077 1,775 64.81
2018-03-31 13F-HR KRA / Kraton Performance Polymers, Inc. 47.69 4,400 12,100 175.00 212 577 172.17
2018-03-31 13F-HR BLDR / Builders FirstSource, Inc. 19.84 44,700 55,100 23.27 666 1,093 64.11
2018-03-31 13F-HR VRSZ / Verso Corporation 16.84 20,900 48,700 133.01 367 820 123.43
2018-03-31 13F-HR CROX / Crocs, Inc. 16.26 0 46,500 0 756
2018-03-31 13F-HR DSKE / Daseke, Inc. 9.78 11,400 22,700 99.12 163 222 36.20
2018-03-31 13F-HR NCR / NCR Corp. 31.49 26,336 10,575 -59.85 895 333 -62.79
2018-03-31 13F-HR PRU / Prudential Financial, Inc. 103.59 0 3,900 0 404
2018-03-31 13F-HR MSM / MSC Industrial Direct Co., Inc. 91.76 16,300 5,100 -68.71 1,576 468 -70.30
2018-03-31 13F-HR LGND / Ligand Pharmaceuticals Incorporated 165.09 0 5,700 0 941
2018-03-31 13F-HR LYV / Live Nation Entertainment, Inc. 42.14 0 40,600 0 1,711
2018-03-31 13F-HR V / Visa, Inc. 119.61 15,700 5,100 -67.52 1,790 610 -65.92
2018-03-31 13F-HR SBS / Companhia de Saneamento Basico do Estado de Sao Paulo 10.59 24,900 60,700 143.78 260 643 147.31
2018-03-31 13F-HR UN / Unilever N.V. 56.38 21,200 16,000 -24.53 1,053 902 -14.34
2018-03-31 13F-HR ALOG / Analogic Corp. 95.83 0 3,600 0 345
2018-03-31 13F-HR BOOT / Boot Barn Holdings, Inc. 17.72 27,600 11,400 -58.70 273 202 -26.01
2018-03-31 13F-HR CBD / Companhia Brasileira de Distribuicao 20.20 0 60,800 0 1,228
2018-03-31 13F-HR FFIV / F5 Networks, Inc. 144.52 0 4,200 0 607
2018-03-31 13F-HR STT / State Street Corp. 99.66 0 2,900 0 289
2018-03-31 13F-HR BTI / British American Tobacco p.l.c. 57.69 13,700 16,900 23.36 909 975 7.26
2018-03-31 13F-HR RCL / Royal Caribbean Cruises Ltd. 117.76 0 9,800 0 1,154
2018-03-31 13F-HR CLR / Continental Resources, Inc. 58.94 0 39,800 0 2,346
2018-03-31 13F-HR NCI / Navigant Consulting Co. 19.23 0 13,000 0 250
2018-03-31 13F-HR ABBV / AbbVie Inc. 94.65 11,100 12,900 16.22 1,073 1,221 13.79
2018-03-31 13F-HR NDAQ / Nasdaq, Inc. 86.25 0 4,800 0 414
2018-03-31 13F-HR TKR / Timken Co. (THE) 45.57 0 7,900 0 360
2018-03-31 13F-HR LPX / Louisiana-Pacific Corp. 28.77 0 40,800 0 1,174
2018-03-31 13F-HR YNDX / Yandex N.V. 39.45 20,600 34,400 66.99 452 1,357 200.22
2018-03-31 13F-HR TPRE / Third Point Reinsurance Ltd. 13.97 0 21,400 0 299
2018-03-31 13F-HR NSIT / Insight Enterprises, Inc. 34.94 15,500 7,700 -50.32 637 269 -57.77
2018-03-31 13F-HR PLT / Plantronics, Inc. 60.39 0 5,100 0 308
2018-03-31 13F-HR RNST / Renasant Corp. 42.56 0 12,100 0 515
2018-03-31 13F-HR INWK / InnerWorkings, Inc. 9.05 17,200 21,100 22.67 173 191 10.40
2018-03-31 13F-HR ALEX / Alexander & Baldwin, Inc. 23.16 7,300 15,200 108.22 203 352 73.40
2018-03-31 13F-HR BUD / Anheuser-Busch Inbev SA 109.94 0 16,300 0 1,792
2018-03-31 13F-HR OGE / OGE Energy Corp. 32.78 0 24,800 0 813
2018-03-31 13F-HR FCX / Freeport-McMoRan Inc. 17.58 0 26,500 0 466
2018-03-31 13F-HR BPOP / Popular, Inc. 41.59 0 8,800 0 366
2018-03-31 13F-HR SSYS / Stratasys, Ltd. 20.17 0 24,444 0 493
2018-03-31 13F-HR CAT / Caterpillar, Inc. 147.33 4,900 6,000 22.45 772 884 14.51
2018-03-31 13F-HR GRA / Grace (W. R.) & Co. 61.17 0 6,000 0 367
2018-03-31 13F-HR WEC / WEC Energy Group, Inc. 62.70 0 29,300 0 1,837
2018-03-31 13F-HR UFPI / Universal Forest Products, Inc. 32.47 0 8,500 0 276
2018-03-31 13F-HR USFD / US Foods Holding Corp. 32.77 0 25,600 0 839
2018-03-31 13F-HR WPX / WPX Energy, Inc. 14.78 0 74,978 0 1,108
2018-03-31 13F-HR YELP / Yelp, Inc. 41.73 0 19,600 0 818
2018-03-31 13F-HR GMT / GATX Corp. 68.52 0 11,500 0 788
2018-03-31 13F-HR ARCO / Arcos Dorados Holdings, Inc. 9.13 13,400 20,800 55.22 139 190 36.69
2018-03-31 13F-HR SGMS / Scientific Games Corp. 41.60 0 12,500 0 520
2018-03-31 13F-HR EXEL / Exelixis, Inc. 22.16 18,400 39,400 114.13 399 873 118.80
2018-03-31 13F-HR IO / ION Geophysical Corp. 27.11 0 30,500 0 827
2018-03-31 13F-HR HF / HFF, Inc. 49.70 12,700 20,300 59.84 351 1,009 187.46
2018-03-31 13F-HR SNE / Sony Corp. 48.32 13,300 11,900 -10.53 598 575 -3.85
2018-03-31 13F-HR SXC / SunCoke Energy, Inc. 10.75 11,900 33,200 178.99 143 357 149.65
2018-03-31 13F-HR PANW / Palo Alto Networks, Inc. 181.50 4,100 2,000 -51.22 594 363 -38.89
2018-03-31 13F-HR HUN / Huntsman Corp. 29.29 30,000 12,600 -58.00 736 369 -49.86
2018-03-31 13F-HR NYLD / NRG Yield, Inc. 17.02 0 17,800 0 303
2018-03-31 13F-HR KLIC / Kulicke and Soffa Industries Inc. 25.00 14,600 28,600 95.89 355 715 101.41
2018-03-31 13F-HR JPM / JPMorgan Chase & Co. 110.00 8,400 3,000 -64.29 898 330 -63.25
2018-03-31 13F-HR P / Pandora Media, Inc. 5.03 0 527,200 0 2,652
2018-03-31 13F-HR TMUS / T-Mobile US, Inc. 61.07 0 15,475 0 945
2018-03-31 13F-HR WING / Wingstop Inc. 47.23 26,500 22,000 -16.98 1,033 1,039 0.58
2018-03-31 13F-HR EPAY / Bottomline Technologies, Inc. 38.75 0 21,600 0 837
2018-03-31 13F-HR TLYS / Tilly's, Inc. 11.29 14,500 23,200 60.00 214 262 22.43
2018-03-31 13F-HR CVTI / Covenant Transportation Group, Inc. 29.87 0 7,500 0 224
2018-03-31 13F-HR EBIX / Ebix, Inc. 74.41 0 3,400 0 253
2018-03-31 13F-HR JLL / Jones Lang LaSalle Inc. 174.65 7,000 18,700 167.14 1,043 3,266 213.14
2018-03-31 13F-HR PPC / Pilgrim's Pride Corp. 24.63 0 12,300 0 303
2018-03-31 13F-HR ATU / Actuant Corp. 23.25 0 27,400 0 637
2018-03-31 13F-HR APPF / AppFolio, Inc. 40.85 12,600 17,600 39.68 523 719 37.48
2018-03-31 13F-HR AAPL / Apple, Inc. 167.75 5,000 4,000 -20.00 718 671 -6.55
2018-03-31 13F-HR RGA / Reinsurance Group of America, Inc. 154.04 0 5,200 0 801
2018-03-31 13F-HR XLNX / Xilinx, Inc. 72.18 0 5,500 0 397
2018-03-31 13F-HR ATH / Athene Holding Ltd 47.79 0 26,300 0 1,257
2018-03-31 13F-HR CASY / Casey's General Stores, Inc. 109.78 11,200 31,800 183.93 1,254 3,491 178.39
2018-03-31 13F-HR STRL / Sterling Construction Company, Inc. 11.46 0 41,100 0 471
2018-03-31 13F-HR GCO / Genesco Inc. 40.57 0 10,598 0 430
2018-03-31 13F-HR CONE / CyrusOne Inc. 51.21 0 52,200 0 2,673
2018-03-31 13F-HR ACI / Arch Coal, Inc. 91.85 6,900 2,700 -60.87 643 248 -61.43
2018-03-31 13F-HR VCEL / Vericel Corporation 9.95 0 20,000 0 199
2018-03-31 13F-HR SBGI / Sinclair Broadcast Group, Inc. 31.30 9,800 26,200 167.35 371 820 121.02
2018-03-31 13F-HR GWR / Genesee & Wyoming, Inc. 70.69 0 2,900 0 205
2018-03-31 13F-HR BCS / Barclays Bank Plc 11.82 0 107,390 0 1,269
2018-03-31 13F-HR MDURP / MDU Resources Group, Inc. 28.17 0 20,800 0 586
2018-03-31 13F-HR PRFT / Perficient, Inc. 22.93 19,800 9,900 -50.00 344 227 -34.01
2018-03-31 13F-HR AFL / AFLAC, Inc. 43.75 0 4,800 0 210
2018-03-31 13F-HR POL / PolyOne Corp. 42.50 0 20,800 0 884
2018-03-31 13F-HR FNGN / Financial Engines, Inc. 35.00 0 6,600 0 231
2018-03-31 13F-HR BWA / BorgWarner, Inc. 50.25 11,800 19,700 66.95 493 990 100.81
2018-03-31 13F-HR CHU / China Unicom (Hong Kong) Ltd. 12.82 17,200 21,300 23.84 233 273 17.17
2018-03-31 13F-HR SLB / Schlumberger Ltd. 64.71 0 3,400 0 220
2018-03-31 13F-HR MTG / MGIC Investment Corp. 13.00 42,400 68,000 60.38 598 884 47.83
2018-03-31 13F-HR UAL / United Continental Holdings, Inc. 69.47 52,954 97,095 83.36 3,569 6,745 88.99
2018-03-31 13F-HR IMGN / Immunogen, Inc. 10.51 0 25,300 0 266
2018-03-31 13F-HR HSII / Heidrick & Struggles International, Inc. 31.22 8,900 7,400 -16.85 218 231 5.96
2018-03-31 13F-HR COSHW / Cooper-Standard Holdings Inc. 122.93 0 4,100 0 504
2018-03-31 13F-HR PM / Philip Morris International, Inc. 99.39 0 9,900 0 984
2018-03-31 13F-HR KLAC / KLA-Tencor Corp. 109.05 6,600 2,100 -68.18 693 229 -66.96
2018-03-31 13F-HR JNJ / Johnson & Johnson 128.33 4,500 1,800 -60.00 560 231 -58.75
2018-03-31 13F-HR BCEI / Bonanza Creek Energy, Inc. 27.67 0 8,600 0 238
2018-03-31 13F-HR APC / Anadarko Petroleum Corp. 60.42 0 33,931 0 2,050
2018-03-31 13F-HR HBAN / Huntington Bancshares, Inc. 15.10 0 34,700 0 524
2018-03-31 13F-HR CC / Chemours Company (The) 48.71 0 68,100 0 3,317
2018-03-31 13F-HR WSM / Williams-Sonoma, Inc. 52.76 73,900 115,800 56.70 3,821 6,110 59.91
2018-03-31 13F-HR SHPG / Shire Plc. 149.55 0 2,200 0 329
2018-03-31 13F-HR SPWH / Sportsman's Warehouse Holdings, Inc. 4.10 70,700 17,800 -74.82 467 73 -84.37
2018-03-31 13F-HR LKQ / LKQ Corp. 37.96 0 36,700 0 1,393
2018-03-31 13F-HR TECH / Bio-Techne Corp 150.95 0 2,100 0 317
2018-03-31 13F-HR NOC / Northrop Grumman Corp. 349.12 1,400 8,000 471.43 430 2,793 549.53
2018-03-31 13F-HR RPXC / RPX Corporation 10.70 0 33,000 0 353
2018-03-31 13F-HR MED / Medifast, Inc. 93.43 0 7,000 0 654
2018-03-31 13F-HR ARE / Alexandria Real Estate Equities, Inc. 125.00 4,300 3,400 -20.93 562 425 -24.38
2018-03-31 13F-HR KSS / Kohl's Corp. 65.51 88,900 80,200 -9.79 4,821 5,254 8.98
2018-03-31 13F-HR HAL / Halliburton Co. 46.95 0 5,900 0 277
2018-03-31 13F-HR PNR / Pentair plc. 68.12 0 3,200 0 218
2018-03-31 13F-HR BF.B / Brown-Forman Corp. 54.40 0 15,900 0 865
2018-03-31 13F-HR HP / Helmerich & Payne, Inc. 66.57 18,400 3,500 -80.98 1,189 233 -80.40
2018-03-31 13F-HR CLSD / Clearside Biomedical, Inc. 10.73 0 31,500 0 338
2018-03-31 13F-HR AZN / AstraZeneca Plc 34.95 0 21,400 0 748
2018-03-31 13F-HR COHR / Coherent, Inc. 187.38 0 4,200 0 787
2018-03-31 13F-HR ABR / Arbor Realty Trust, Inc. 8.81 0 60,700 0 535
2018-03-31 13F-HR OLLI / Ollie's Bargain Outlet Holdings, Inc. 60.31 38,200 29,500 -22.77 2,034 1,779 -12.54
2018-03-31 13F-HR IRET / Investors Real Estate Trust 5.20 47,900 60,600 26.51 272 315 15.81
2018-03-31 13F-HR BEN / Franklin Resources, Inc. 34.65 7,300 12,900 76.71 316 447 41.46
2018-03-31 13F-HR SCHN / Schnitzer Steel Industries, Inc. 32.34 13,700 17,100 24.82 459 553 20.48
2018-03-31 13F-HR ROK / Rockwell Automation, Inc. 174.21 0 14,000 0 2,439
2018-03-31 13F-HR PGR / Progressive Corp. (The) 60.93 8,800 30,100 242.05 496 1,834 269.76
2018-03-31 13F-HR EQIX / Equinix, Inc. 418.33 1,300 1,200 -7.69 589 502 -14.77
2018-03-31 13F-HR SRNE / Sorrento Therapeutics, Inc. 5.16 0 12,400 0 64
2018-03-31 13F-HR ULTA / Ulta Salon, Cosmetics & Fragrance, Inc. 204.26 900 9,400 944.44 201 1,920 855.22
2018-03-31 13F-HR FRAC / Keane Group, Inc. 14.80 0 51,700 0 765
2018-03-31 13F-HR SYX / Systemax, Inc. 28.58 9,000 13,400 48.89 299 383 28.09
2018-03-31 13F-HR XPO / XPO Logistics, Inc. 101.78 0 10,700 0 1,089
2018-03-31 13F-HR UIS / Unisys Corp. 10.77 77,825 21,725 -72.08 634 234 -63.09
2018-03-31 13F-HR ATUS / Altice USA, Inc. 18.47 13,700 49,700 262.77 291 918 215.46
2018-03-31 13F-HR OCUL / Ocular Therapeutix, Inc. 6.52 0 20,100 0 131
2018-03-31 13F-HR EGN / Energen Corp. 62.89 0 8,300 0 522
2018-03-31 13F-HR DIOD / Diodes Incorporated 30.49 8,200 14,300 74.39 235 436 85.53
2018-03-31 13F-HR HALO / Halozyme Therapeutics, Inc. 19.61 0 15,500 0 304
2018-03-31 13F-HR BBX / BBX Capital Corporation 9.20 18,700 22,385 19.71 149 206 38.26
2018-03-31 13F-HR TOL / Toll Brothers, Inc. 43.27 24,100 13,567 -43.71 1,157 587 -49.27
2018-03-31 13F-HR BGNE / BeiGene, Ltd. 168.04 6,600 4,600 -30.30 645 773 19.84
2018-03-31 13F-HR NWS / News Corp 15.80 0 72,200 0 1,141
2018-03-31 13F-HR MTN / Vail Resorts, Inc. 221.73 5,500 8,100 47.27 1,055 1,796 70.24
2018-03-31 13F-HR ACC / American Campus Communities, Inc. 38.62 0 18,100 0 699
2018-03-31 13F-HR CTLT / Catalent Inc. 41.03 0 14,500 0 595
2018-03-31 13F-HR MU / Micron Technology, Inc. 52.15 51,200 47,500 -7.23 2,105 2,477 17.67
2018-03-31 13F-HR AEE / Ameren Corp. 56.64 0 64,200 0 3,636
2018-03-31 13F-HR LULU / lululemon athletica inc. 89.12 14,600 82,100 462.33 1,147 7,317 537.93
2018-03-31 13F-HR MMI / Marcus & Millichap, Inc. 36.12 11,300 8,500 -24.78 368 307 -16.58
2018-03-31 13F-HR DKS / Dick's Sporting Goods, Inc. 35.05 0 39,400 0 1,381
2018-03-31 13F-HR RLGY / Realogy Holdings Corp. 27.29 13,100 27,300 108.40 347 745 114.70
2018-03-31 13F-HR JBSS / Sanfilippo (JOHN B) & Son, Inc. 58.00 0 3,500 0 203
2018-03-31 13F-HR RYAAY / Ryanair Holdings Plc 122.78 0 1,800 0 221
2018-03-31 13F-HR AAWW / Atlas Air Worldwide Holdings, Inc. 60.43 0 16,400 0 991
2018-03-31 13F-HR VG / Vonage Holdings Corp. 10.63 0 23,800 0 253
2018-03-31 13F-HR CENX / Century Aluminum Co. 16.54 0 26,600 0 440
2018-03-31 13F-HR CI / Cigna Corp. 167.73 0 4,400 0 738
2018-03-31 13F-HR GWW / Grainger (W.W.), Inc. 282.14 0 2,800 0 790
2018-03-31 13F-HR RAVN / Raven Industries, Inc. 35.05 6,300 10,300 63.49 216 361 67.13
2018-03-31 13F-HR BIDU / Baidu, Inc. 223.33 0 900 0 201
2018-03-31 13F-HR AEO / American Eagle Outfitters, Inc. 19.90 184,800 10,400 -94.37 3,474 207 -94.04
2018-03-31 13F-HR IDCC / InterDigital, Inc. 73.58 3,600 22,600 527.78 274 1,663 506.93
2018-03-31 13F-HR BZH / Beazer Homes USA, Inc. 15.95 0 64,646 0 1,031
2018-03-31 13F-HR ZUMZ / Zumiez, Inc. 23.91 15,924 43,000 170.03 332 1,028 209.64
2018-03-31 13F-HR GM / General Motors Company 36.34 24,348 26,778 9.98 998 973 -2.51
2018-03-31 13F-HR AZPN / Aspen Technology, Inc. 78.81 0 4,200 0 331
2018-03-31 13F-HR TLRD / Tailored Brands, Inc. 25.05 144,700 74,000 -48.86 3,159 1,854 -41.31
2018-03-31 13F-HR TEAM / Atlassian Corporation Plc 54.00 0 4,500 0 243
2018-03-31 13F-HR LAMR / Lamar Advertising Co. REIT 63.66 0 26,200 0 1,668
2018-03-31 13F-HR WPG / WP Glimcher Inc. 6.67 0 107,300 0 716
2018-03-31 13F-HR DAL / Delta Air Lines, Inc. 54.78 0 11,300 0 619
2018-03-31 13F-HR AMAT / Applied Materials, Inc. 55.63 0 14,200 0 790
2018-03-31 13F-HR BA / Boeing Company (The) 327.86 0 5,600 0 1,836
2018-03-31 13F-HR WTW / Weight Watchers International, Inc. 63.73 6,600 12,538 89.97 292 799 173.63
2018-03-31 13F-HR TTM / Tata Motors Ltd. 25.64 0 7,800 0 200
2018-03-31 13F-HR UCTT / Ultra Clean Holdings, Inc. 19.25 26,400 32,200 21.97 610 620 1.64
2018-03-31 13F-HR HLI / Houlihan Lokey, Inc. 44.69 13,200 4,900 -62.88 600 219 -63.50
2018-03-31 13F-HR PRTK / Paratek Pharmaceuticals, Inc. 13.00 0 25,300 0 329
2018-03-31 13F-HR BR / Broadridge Financial Solutions, Inc. 109.71 2,300 3,500 52.17 208 384 84.62
2018-03-31 13F-HR MDCA / MDC Partners, Inc. 7.18 0 30,900 0 222
2018-03-31 13F-HR XPER / Xperi Corp 21.16 12,800 22,400 75.00 312 474 51.92
2018-03-31 13F-HR ESNT / Essent Group Ltd. 42.53 21,300 15,000 -29.58 925 638 -31.03
2018-03-31 13F-HR SBH / Sally Beauty Holdings, Inc. 16.46 0 37,675 0 620
2018-03-31 13F-HR ICPT / Intercept Pharmaceuticals, Inc. 61.57 0 5,100 0 314
2018-03-31 13F-HR SABR / Sabre Corporation 21.46 0 35,000 0 751
2018-03-31 13F-HR ITG / Investment Technology Group, Inc. 19.71 0 14,000 0 276
2018-03-31 13F-HR AMC / AMC Entertainment Holdings, Inc. 14.04 0 77,753 0 1,092
2018-03-31 13F-HR TROW / Price (T.) Rowe Group, Inc. 108.00 3,900 14,000 258.97 409 1,512 269.68
2018-03-31 13F-HR TXN / Texas Instruments Inc. 103.87 0 12,400 0 1,288
2018-03-31 13F-HR MIDD / Middleby Corp. (The) 123.70 3,300 4,600 39.39 445 569 27.87
2018-03-31 13F-HR POST / Post Holdings, Inc. 75.76 0 14,150 0 1,072
2018-03-31 13F-HR WLK / Westlake Chemical Corp. 111.17 11,500 15,400 33.91 1,225 1,712 39.76
2018-03-31 13F-HR CSTM / Constellium N.V. 10.84 0 28,600 0 310
2018-03-31 13F-HR ANDV / Andeavor Corp. 100.49 0 6,100 0 613
2018-03-31 13F-HR WEB / Web.com Group, Inc. 18.10 0 29,500 0 534
2018-03-31 13F-HR PKX / POSCO 78.90 2,700 9,100 237.04 211 718 240.28
2018-03-31 13F-HR PHG / Koninklijke Philips N.V 38.31 0 37,800 0 1,448
2018-03-31 13F-HR CPK / Chesapeake Utilities Corp. 70.33 0 6,100 0 429
2018-03-31 13F-HR LPLA / LPL Financial Holdings Inc. 61.07 6,845 14,000 104.53 273 855 213.19
2018-03-31 13F-HR MS / Morgan Stanley 53.94 0 22,600 0 1,219
2018-03-31 13F-HR IBN / ICICI Bank Ltd. 8.85 0 34,700 0 307
2018-03-31 13F-HR WY / Weyerhaeuser Co. 35.00 0 14,200 0 497
2018-03-31 13F-HR ERJ / Embraer S.A. 26.02 21,400 9,300 -56.54 512 242 -52.73
2018-03-31 13F-HR NXEO / Nexeo Solutions, Inc. 10.71 29,500 12,700 -56.95 268 136 -49.25
2018-03-31 13F-HR RRD / Donnelley (R.R.) & Sons Co. 8.73 49,300 99,100 101.01 458 865 88.86
2018-03-31 13F-HR SEAS / SeaWorld Entertainment, Inc. 14.84 0 58,367 0 866
2018-03-31 13F-HR MPEL / Melco Crown Entertainment Ltd. 28.98 28,300 50,100 77.03 822 1,452 76.64
2018-03-31 13F-HR RNG / RingCentral, Inc. 63.47 0 12,100 0 768
2018-03-31 13F-HR SFM / Sprouts Farmers Market, Inc. 23.47 135,300 37,758 -72.09 3,295 886 -73.11
2018-03-31 13F-HR RHT / Red Hat, Inc. 149.51 4,400 10,200 131.82 528 1,525 188.83
2018-03-31 13F-HR LDOS / Leidos Holdings, Inc. 65.35 0 4,300 0 281
2018-03-31 13F-HR TWI / Titan International, Inc. 12.62 0 22,100 0 279
2018-03-31 13F-HR HPQ / HP Inc. 21.91 44,400 49,100 10.59 933 1,076 15.33
2018-03-31 13F-HR MSI / Motorola Solutions, Inc. 105.30 15,300 16,600 8.50 1,319 1,748 32.52
2018-03-31 13F-HR TSCO / Tractor Supply Co. 63.03 5,800 26,400 355.17 434 1,664 283.41
2018-03-31 13F-HR MKSI / MKS Instruments, Inc. 115.76 2,900 3,300 13.79 274 382 39.42
2018-03-31 13F-HR HA / Hawaiian Holdings, Inc. 38.72 0 14,900 0 577
2018-03-31 13F-HR KLXI / KLX Inc. 71.00 0 4,000 0 284
2018-03-31 13F-HR HTZ / Hertz Global Holdings, Inc. 19.84 63,026 24,045 -61.85 1,393 477 -65.76
2018-03-31 13F-HR JBHT / Hunt (J.B.) Transport Services, Inc. 117.13 0 22,300 0 2,612
2018-03-31 13F-HR PH / Parker-Hannifin Corp. 171.03 0 3,900 0 667
2018-03-31 13F-HR TEL / TE Connectivity Ltd. 100.00 0 4,600 0 460
2018-03-31 13F-HR T / AT & T, Inc. 35.66 0 37,800 0 1,348
2018-03-31 13F-HR FSLR / First Solar, Inc. 70.95 7,300 10,500 43.84 493 745 51.12
2018-03-31 13F-HR AGCO / AGCO Corp. 64.85 0 23,300 0 1,511
2018-03-31 13F-HR ETFC / E*TRADE Financial, Inc. 55.42 0 14,400 0 798
2018-03-31 13F-HR HWAY / Healthways, Inc. 39.63 0 5,400 0 214
2018-03-31 13F-HR NUE / Nucor Corp. 61.12 13,200 10,700 -18.94 788 654 -17.01
2018-03-31 13F-HR JBLU / JetBlue Airways Corp. 20.32 77,200 165,600 114.51 1,725 3,365 95.07
2018-03-31 13F-HR BNFT / Benefitfocus, Inc. 24.42 0 15,600 0 381
2018-03-31 13F-HR DXPE / DXP Enterprises, Inc. 38.93 0 20,600 0 802
2018-03-31 13F-HR NEWR / New Relic, Inc. 74.29 0 2,800 0 208
2018-03-31 13F-HR ORLY / O'Reilly Automotive, Inc. 247.38 2,400 27,100 1,029.17 577 6,704 1,061.87
2018-03-31 13F-HR TPH / Tri Pointe Homes, Inc. 16.44 0 42,400 0 697
2018-03-31 13F-HR LPNT / LifePoint Health, Inc. 47.01 0 27,630 0 1,299
2018-03-31 13F-HR BIIB / Biogen Inc. 273.53 0 1,700 0 465
2018-03-31 13F-HR COST / Costco Wholesale Corp. 188.41 7,300 8,200 12.33 1,359 1,545 13.69
2018-03-31 13F-HR CSCO / Cisco Systems, Inc. 42.90 18,000 34,100 89.44 608 1,463 140.63
2018-03-31 13F-HR GTN.A / Gray Television, Inc. 12.73 14,700 13,200 -10.20 213 168 -21.13
2018-03-31 13F-HR AKAO / Achaogen, Inc. 16,500 0 -100.00 177 0 -100.00
2018-03-31 13F-HR AGI / Alamos Gold Inc. 13,900 0 -100.00 90 0 -100.00
2018-03-31 13F-HR ABCB / Ameris Bancorp 7,000 0 -100.00 337 0 -100.00
2018-03-31 13F-HR AFI / Armstrong Flooring, Inc. 14,800 0 -100.00 250 0 -100.00
2018-03-31 13F-HR ANET / Arista Networks, Inc. 3,400 0 -100.00 801 0 -100.00
2018-03-31 13F-HR ABG / Asbury Automotive Group, Inc. 5,200 0 -100.00 333 0 -100.00
2018-03-31 13F-HR BSX / Boston Scientific Corp. 12,500 0 -100.00 310 0 -100.00
2018-03-31 13F-HR CPB / Campbell Soup Co. 5,900 0 -100.00 284 0 -100.00
2018-03-31 13F-HR LNG / Cheniere Energy, Inc. 14,900 0 -100.00 802 0 -100.00
2018-03-31 13F-HR CTAS / Cintas Corp. 5,900 0 -100.00 919 0 -100.00
2018-03-31 13F-HR COHU / Cohu, Inc. 9,800 0 -100.00 215 0 -100.00
2018-03-31 13F-HR CPA / Copa Holdings, S.A. 5,500 0 -100.00 737 0 -100.00
2018-03-31 13F-HR CLB / Core Laboratories N.V. 2,600 0 -100.00 285 0 -100.00
2018-03-31 13F-HR DQ / Daqo New Energy Corp. 6,800 0 -100.00 404 0 -100.00
2018-03-31 13F-HR DAIO / Data I/O Corp. 17,000 0 -100.00 205 0 -100.00
2018-03-31 13F-HR DVMT / Dell Technologies Inc. 15,300 0 -100.00 1,244 0 -100.00
2018-03-31 13F-HR DLR / Digital Realty Trust, Inc. 8,900 0 -100.00 1,014 0 -100.00
2018-03-31 13F-HR DISCA / Discovery Communications, Inc. 84,000 0 -100.00 1,880 0 -100.00
2018-03-31 13F-HR XOG / Extraction Oil & Gas, Inc. 11,000 0 -100.00 157 0 -100.00
2018-03-31 13F-HR GSM / Ferroglobe PLC Put 500,000 0 -100.00 8,100 0 -100.00
2018-03-31 13F-HR FAF / First American Financial Corp. (The) 7,200 0 -100.00 403 0 -100.00
2018-03-31 13F-HR FBP / First BanCorp 76,900 0 -100.00 392 0 -100.00
2018-03-31 13F-HR FND / Floor & Decor Holdings, Inc. 13,000 0 -100.00 633 0 -100.00
2018-03-31 13F-HR FRTA / Forterra, Inc. 14,500 0 -100.00 161 0 -100.00
2018-03-31 13F-HR GTHX / G1 Therapeutics, Inc. 14,800 0 -100.00 294 0 -100.00
2018-03-31 13F-HR GILD / Gilead Sciences, Inc. 5,900 0 -100.00 423 0 -100.00
2018-03-31 13F-HR GNBC / Green Bancorp, Inc. 10,900 0 -100.00 221 0 -100.00
2018-03-31 13F-HR GSUM / Gridsum Holding Inc. 22,400 0 -100.00 205 0 -100.00
2018-03-31 13F-HR HOLX / Hologic, Inc. 16,500 0 -100.00 705 0 -100.00
2018-03-31 13F-HR INDB / Independent Bank Corp. 3,300 0 -100.00 231 0 -100.00
2018-03-31 13F-HR IBTX / Independent Bank Group, Inc. 3,000 0 -100.00 203 0 -100.00
2018-03-31 13F-HR IGT / International Game Technology PLC 27,600 0 -100.00 732 0 -100.00
2018-03-31 13F-HR FXI / iShares China Large-Cap ETF Call 450,000 0 -100.00 20,777 0 -100.00
2018-03-31 13F-HR ITRI / Itron, Inc. 3,600 0 -100.00 246 0 -100.00
2018-03-31 13F-HR KRC / Kilroy Realty Corp. 5,700 0 -100.00 426 0 -100.00
2018-03-31 13F-HR KW / Kennedy-Wilson Holdings, Inc. 10,400 0 -100.00 180 0 -100.00
2018-03-31 13F-HR LAUR / LAUREATE EDUCATION, INC. 33,000 0 -100.00 447 0 -100.00
2018-03-31 13F-HR CLI / Mack-Cali Realty Corp. 27,500 0 -100.00 593 0 -100.00
2018-03-31 13F-HR MKTX / MarketAxess Holdings, Inc. 1,600 0 -100.00 323 0 -100.00
2018-03-31 13F-HR MDR / McDermott International, Inc. 22,300 0 -100.00 147 0 -100.00
2018-03-31 13F-HR MSTR / MicroStrategy, Inc. 2,400 0 -100.00 315 0 -100.00
2018-03-31 13F-HR MHK / Mohawk Industries, Inc. 3,200 0 -100.00 883 0 -100.00
2018-03-31 13F-HR MYL / Mylan N.V. 7,700 0 -100.00 326 0 -100.00
2018-03-31 13F-HR NGG / National Grid Plc 3,400 0 -100.00 200 0 -100.00
2018-03-31 13F-HR FIZZ / National Beverage Corp. 5,000 0 -100.00 487 0 -100.00
2018-03-31 13F-HR NAV / Navistar International Corp. 24,900 0 -100.00 1,068 0 -100.00
2018-03-31 13F-HR OXY / Occidental Petroleum Corp. 3,500 0 -100.00 258 0 -100.00
2018-03-31 13F-HR OTTR / Otter Tail Corp. 5,500 0 -100.00 244 0 -100.00
2018-03-31 13F-HR APTS / Preferred Apartment Communities, Inc. 17,100 0 -100.00 346 0 -100.00
2018-03-31 13F-HR QTNA / Quantenna Communications, Inc. 26,400 0 -100.00 322 0 -100.00
2018-03-31 13F-HR RSO / Resource Capital Corp. 10,200 0 -100.00 96 0 -100.00
2018-03-31 13F-HR RBBN / Ribbon Communications Inc. 14,100 0 -100.00 109 0 -100.00
2018-03-31 13F-HR RHP / Ryman Hospitality Properties, Inc. 5,200 0 -100.00 359 0 -100.00
2018-03-31 13F-HR TMHC / Taylor Morrison Home Corp. 18,603 0 -100.00 455 0 -100.00
2018-03-31 13F-HR TSRO / TESARO, Inc. 4,700 0 -100.00 389 0 -100.00
2018-03-31 13F-HR TTC / Toro Company (The) 8,900 0 -100.00 581 0 -100.00
2018-03-31 13F-HR TPIC / TPI Composites, Inc. 10,800 0 -100.00 221 0 -100.00
2018-03-31 13F-HR TRST / TrustCo Bank Corp. NY 10,800 0 -100.00 99 0 -100.00
2018-03-31 13F-HR UPL / Ultra Petroleum Corp. 11,200 0 -100.00 101 0 -100.00
2018-03-31 13F-HR WAIR / Wesco Aircraft Holdings Inc. 12,700 0 -100.00 94 0 -100.00
2018-03-31 13F-HR WRK / Westrock Company 4,500 0 -100.00 284 0 -100.00
2018-03-31 13F-HR YY / YY Inc. 3,100 0 -100.00 350 0 -100.00
2018-03-31 13F-HR ZAYO / Zayo Group Holdings, Inc. 10,400 0 -100.00 383 0 -100.00
2018-03-31 13F-HR FE / FirstEnergy Corp. 27,100 0 -100.00 830 0 -100.00
2018-03-31 13F-HR CMC / Commercial Metals Co. 19,100 0 -100.00 407 0 -100.00
2018-03-31 13F-HR CTXS / Citrix Systems, Inc. 3,000 0 -100.00 264 0 -100.00
2018-03-31 13F-HR DEA / Easterly Government Properties, Inc. 9,900 0 -100.00 211 0 -100.00
2018-03-31 13F-HR NSA / National Storage Affiliates Trust 11,100 0 -100.00 303 0 -100.00
2018-03-31 13F-HR AR / Antero Resources Corporation 52,700 0 -100.00 1,001 0 -100.00
2018-03-31 13F-HR KBR / KBR, Inc. 44,100 0 -100.00 875 0 -100.00
2018-03-31 13F-HR SGY / Stone Energy Corp. 7,600 0 -100.00 244 0 -100.00
2018-03-31 13F-HR ARMK / Aramark 23,900 0 -100.00 1,021 0 -100.00
2018-03-31 13F-HR BCC / Boise Cascade Co. 17,500 0 -100.00 698 0 -100.00
2018-03-31 13F-HR FTV / Fortive Corporation 6,400 0 -100.00 463 0 -100.00
2018-03-31 13F-HR WPPGY / WPP PLC 3,600 0 -100.00 326 0 -100.00
2018-03-31 13F-HR ITCI / Intra-Cellular Therapies Inc. 17,000 0 -100.00 246 0 -100.00
2018-03-31 13F-HR AIT / Applied Industrial Technologies, Inc. 4,400 0 -100.00 300 0 -100.00
2018-03-31 13F-HR FFBCW / First Financial Bancorp 11,500 0 -100.00 303 0 -100.00
2018-03-31 13F-HR EGHT / 8x8, Inc. 27,500 0 -100.00 388 0 -100.00
2018-03-31 13F-HR ACCO / Acco Brands Corp. 19,800 0 -100.00 242 0 -100.00
2018-03-31 13F-HR AGRO / Adecoagro S.A. 24,400 0 -100.00 252 0 -100.00
2018-03-31 13F-HR ATVI / Activision Blizzard, Inc. 5,600 0 -100.00 355 0 -100.00
2018-03-31 13F-HR AGNC / AGNC Investment Corp. 50,000 0 -100.00 1,010 0 -100.00
2018-03-31 13F-HR AA / Alcoa Corp. 8,300 0 -100.00 447 0 -100.00
2018-03-31 13F-HR AAL / American Airlines Group Inc. 7,000 0 -100.00 364 0 -100.00
2018-03-31 13F-HR ALXN / Alexion Pharmaceuticals, Inc. 2,700 0 -100.00 323 0 -100.00
2018-03-31 13F-HR AMKR / Amkor Technology, Inc. 17,800 0 -100.00 179 0 -100.00
2018-03-31 13F-HR ABC / AmerisourceBergen Corp. 5,300 0 -100.00 487 0 -100.00
2018-03-31 13F-HR AIV / Apartment Investment & Management Co. 7,900 0 -100.00 345 0 -100.00
2018-03-31 13F-HR AU / AngloGold Ashanti Ltd. 25,900 0 -100.00 264 0 -100.00
2018-03-31 13F-HR PETX / Aratana Therapeutics, Inc. 57,800 0 -100.00 304 0 -100.00
2018-03-31 13F-HR AWI / Armstrong World Industries, Inc. 4,600 0 -100.00 279 0 -100.00
2018-03-31 13F-HR ATHM / Autohome Inc. 15,600 0 -100.00 1,009 0 -100.00
2018-03-31 13F-HR AVY / Avery Dennison Corp. 3,800 0 -100.00 436 0 -100.00
2018-03-31 13F-HR BOCA / Banc of California, Inc. 11,600 0 -100.00 240 0 -100.00
2018-03-31 13F-HR BECN / Beacon Roofing Supply, Inc. 7,100 0 -100.00 453 0 -100.00
2018-03-31 13F-HR ABX / Barrick Gold Corp. 10,671 0 -100.00 154 0 -100.00
2018-03-31 13F-HR BRK.B / Berkshire Hathaway, Inc. 1,700 0 -100.00 337 0 -100.00
2018-03-31 13F-HR BSTI / BEST Inc. 31,200 0 -100.00 280 0 -100.00
2018-03-31 13F-HR BMRN / BioMarin Pharmaceutical, Inc. 8,400 0 -100.00 749 0 -100.00
2018-03-31 13F-HR BPI / BridgePoint Education, Inc. 26,100 0 -100.00 217 0 -100.00
2018-03-31 13F-HR BRFS / BRF S.A. 10,100 0 -100.00 114 0 -100.00
2018-03-31 13F-HR AVGO / Broadcom Limited 1,700 0 -100.00 437 0 -100.00
2018-03-31 13F-HR CZR / Caesars Entertainment Corporation 24,300 0 -100.00 307 0 -100.00
2018-03-31 13F-HR CVGW / Calavo Growers, Inc. 2,400 0 -100.00 203 0 -100.00
2018-03-31 13F-HR BRKL / Brookline Bancorp, Inc. 11,800 0 -100.00 185 0 -100.00
2018-03-31 13F-HR CBT / Cabot Corp. 4,400 0 -100.00 271 0 -100.00
2018-03-31 13F-HR CTRE / CareTrust REIT, Inc. 10,900 0 -100.00 183 0 -100.00
2018-03-31 13F-HR KMX / CarMax, Inc. 5,100 0 -100.00 327 0 -100.00
2018-03-31 13F-HR CRI / Carter's, Inc. 9,400 0 -100.00 1,104 0 -100.00
2018-03-31 13F-HR CENT / Central Garden & Pet Co. 10,700 0 -100.00 416 0 -100.00
2018-03-31 13F-HR CRL / Charles River Laboratories International, Inc. 9,500 0 -100.00 1,040 0 -100.00
2018-03-31 13F-HR CGI / Celadon Group, Inc. 30,300 0 -100.00 194 0 -100.00
2018-03-31 13F-HR CDK / CDK Global, Inc. 4,600 0 -100.00 328 0 -100.00
2018-03-31 13F-HR CHS / Chico's FAS, Inc. 175,300 0 -100.00 1,546 0 -100.00
2018-03-31 13F-HR SNP / China Petroleum & Chemical Corp. 7,100 0 -100.00 521 0 -100.00
2018-03-31 13F-HR CLD / Cloud Peak Energy Inc. 27,800 0 -100.00 124 0 -100.00
2018-03-31 13F-HR KOF / Coca-Cola FEMSA S.A.B de CV 6,000 0 -100.00 418 0 -100.00
2018-03-31 13F-HR KO / Coca Cola Co. 5,000 0 -100.00 229 0 -100.00
2018-03-31 13F-HR CGNX / Cognex Corp. 9,100 0 -100.00 557 0 -100.00
2018-03-31 13F-HR CCI / Crown Castle International Corp. 3,400 0 -100.00 377 0 -100.00
2018-03-31 13F-HR CYTK / Cytokinetics, Inc. 15,700 0 -100.00 128 0 -100.00
2018-03-31 13F-HR DDR / DDR Corp. 44,100 0 -100.00 395 0 -100.00
2018-03-31 13F-HR DOV / Dover Corp. 4,700 0 -100.00 475 0 -100.00
2018-03-31 13F-HR DOW / Dow Chemical Co. (The) 7,100 0 -100.00 506 0 -100.00
2018-03-31 13F-HR DIN / DineEquity, Inc. 6,200 0 -100.00 315 0 -100.00
2018-03-31 13F-HR DG / Dollar General Corp. 16,400 0 -100.00 1,525 0 -100.00
2018-03-31 13F-HR EV / Eaton Vance Corp. 21,400 0 -100.00 1,207 0 -100.00
2018-03-31 13F-HR ETM / Entercom Communications Corp. 20,600 0 -100.00 222 0 -100.00
2018-03-31 13F-HR ETR / Entergy Corp. 14,200 0 -100.00 1,156 0 -100.00
2018-03-31 13F-HR EME / EMCOR Group, Inc. 4,300 0 -100.00 352 0 -100.00
2018-03-31 13F-HR ESS / Essex Property Trust, Inc. 5,800 0 -100.00 1,400 0 -100.00
2018-03-31 13F-HR ESND / Essendant Inc. 41,500 0 -100.00 385 0 -100.00
2018-03-31 13F-HR RE / Everest RE Group, Ltd. 3,000 0 -100.00 664 0 -100.00
2018-03-31 13F-HR FCAU / Fiat Chrysler Automobiles N.V 26,900 0 -100.00 480 0 -100.00
2018-03-31 13F-HR FAST / Fastenal Co. 3,900 0 -100.00 213 0 -100.00
2018-03-31 13F-HR EXTR / Extreme Networks, Inc. 13,500 0 -100.00 169 0 -100.00
2018-03-31 13F-HR FR / First Industrial Realty Trust, Inc. 36,100 0 -100.00 1,136 0 -100.00
2018-03-31 13F-HR FORM / FormFactor, Inc. 24,900 0 -100.00 390 0 -100.00
2018-03-31 13F-HR FDP / Fresh Del Monte Produce, Inc. 6,200 0 -100.00 296 0 -100.00
2018-03-31 13F-HR FOSL / Fossil Group, Inc. 48,500 0 -100.00 377 0 -100.00
2018-03-31 13F-HR GDI / Gardner Denver Holdings, Inc. 9,700 0 -100.00 329 0 -100.00
2018-03-31 13F-HR GE / General Electric Co. 16,900 0 -100.00 295 0 -100.00
2018-03-31 13F-HR GIS / General Mills, Inc. 10,300 0 -100.00 611 0 -100.00
2018-03-31 13F-HR GWPH / GW Pharmaceuticals Plc. 10,400 0 -100.00 1,373 0 -100.00
2018-03-31 13F-HR HABT / The Habit Restaurants, Inc. 45,400 0 -100.00 434 0 -100.00
2018-03-31 13F-HR BSMX / Grupo Financiero Santander Mexico S.A. B. de C.V. 28,200 0 -100.00 206 0 -100.00
2018-03-31 13F-HR GEF.B / Greif, Inc. 7,500 0 -100.00 454 0 -100.00
2018-03-31 13F-HR HBI / Hanesbrands, Inc. 161,100 0 -100.00 3,369 0 -100.00
2018-03-31 13F-HR HAS / Hasbro, Inc. 2,300 0 -100.00 209 0 -100.00
2018-03-31 13F-HR HEI / HEICO Corp. 4,400 0 -100.00 348 0 -100.00
2018-03-31 13F-HR HNI / HNI Corp. 9,500 0 -100.00 366 0 -100.00
2018-03-31 13F-HR HDSN / Hudson Technologies, Inc. 12,300 0 -100.00 75 0 -100.00
2018-03-31 13F-HR INGR / Ingredion, Inc. 3,600 0 -100.00 503 0 -100.00
2018-03-31 13F-HR IR / Ingersoll-Rand plc 3,200 0 -100.00 285 0 -100.00
2018-03-31 13F-HR IPGP / IPG Photonics Corp. 1,100 0 -100.00 236 0 -100.00
2018-03-31 13F-HR ITUB / Itau Unibanco Holding S.A. 74,200 0 -100.00 965 0 -100.00
2018-03-31 13F-HR JJSF / J & J Snack Foods Corp. 2,300 0 -100.00 349 0 -100.00
2018-03-31 13F-HR JBL / Jabil Circuit, Inc. 37,100 0 -100.00 974 0 -100.00
2018-03-31 13F-HR JAZZ / Jazz Pharmaceuticals, Inc. 4,700 0 -100.00 633 0 -100.00
2018-03-31 13F-HR LW / Lamb Weston Holdings, Inc. 6,600 0 -100.00 373 0 -100.00
2018-03-31 13F-HR LE / Lands' End, Inc. 17,797 0 -100.00 348 0 -100.00
2018-03-31 13F-HR LM / Legg Mason, Inc. 19,800 0 -100.00 831 0 -100.00
2018-03-31 13F-HR LUK / Leucadia National Corp. 77,600 0 -100.00 2,056 0 -100.00
2018-03-31 13F-HR LPSN / LivePerson, Inc. 12,700 0 -100.00 146 0 -100.00
2018-03-31 13F-HR LVNTA / Liberty Interactive Ventures Corp Series A 22,400 0 -100.00 1,215 0 -100.00
2018-03-31 13F-HR LYB / LyondellBasell Industries NV 15,000 0 -100.00 1,655 0 -100.00
2018-03-31 13F-HR MGLN / Magellan Health, Inc. 3,600 0 -100.00 348 0 -100.00
2018-03-31 13F-HR MX / MagnaChip Semiconductor Corp 25,200 0 -100.00 251 0 -100.00
2018-03-31 13F-HR MAS / Masco Corp. 5,200 0 -100.00 228 0 -100.00
2018-03-31 13F-HR MCFT / MCBC Holdings, Inc. 10,200 0 -100.00 227 0 -100.00
2018-03-31 13F-HR MTCH / Match Group, Inc. 8,100 0 -100.00 254 0 -100.00
2018-03-31 13F-HR MERC / Mercer International, Inc. 13,900 0 -100.00 199 0 -100.00
2018-03-31 13F-HR MOMO / Momo Inc. 9,700 0 -100.00 237 0 -100.00
2018-03-31 13F-HR MWA / Mueller Water Products, Inc. 27,200 0 -100.00 341 0 -100.00
2018-03-31 13F-HR NCS / NCI Building Systems, Inc. 19,600 0 -100.00 378 0 -100.00
2018-03-31 13F-HR NTGR / NETGEAR, Inc. 7,900 0 -100.00 464 0 -100.00
2018-03-31 13F-HR NMIH / Nmi Holdings Inc 10,600 0 -100.00 180 0 -100.00
2018-03-31 13F-HR PK / Park Hotels & Resorts Inc. 24,400 0 -100.00 702 0 -100.00
2018-03-31 13F-HR PACW / PacWest Bancorp 13,800 0 -100.00 696 0 -100.00
2018-03-31 13F-HR PAYX / Paychex, Inc. 27,400 0 -100.00 1,865 0 -100.00
2018-03-31 13F-HR PRGO / Perrigo Company plc 7,900 0 -100.00 689 0 -100.00
2018-03-31 13F-HR PLAB / Photronics, Inc. 22,300 0 -100.00 190 0 -100.00
2018-03-31 13F-HR FENG / Phoenix New Media Ltd. 21,300 0 -100.00 138 0 -100.00
2018-03-31 13F-HR PJC / Piper Jaffray Companies, Inc. 7,000 0 -100.00 604 0 -100.00
2018-03-31 13F-HR PXD / Pioneer Natural Resources Co. 7,800 0 -100.00 1,348 0 -100.00
2018-03-31 13F-HR PII / Polaris Industries, Inc 2,300 0 -100.00 285 0 -100.00
2018-03-31 13F-HR POR / Portland General Electric Co. 7,300 0 -100.00 333 0 -100.00
2018-03-31 13F-HR PUK / Prudential PLC 6,100 0 -100.00 310 0 -100.00
2018-03-31 13F-HR PRSC / Providence Service Corp. (The) 9,100 0 -100.00 540 0 -100.00
2018-03-31 13F-HR RARX / Ra Pharmaceuticals, Inc. 34,900 0 -100.00 297 0 -100.00
2018-03-31 13F-HR QTS / QTS Realty Trust, Inc. 4,100 0 -100.00 222 0 -100.00
2018-03-31 13F-HR RPT / Ramco-Gershenson Properties Trust 15,300 0 -100.00 225 0 -100.00
2018-03-31 13F-HR REVG / REV Group, Inc. 12,100 0 -100.00 394 0 -100.00
2018-03-31 13F-HR RCII / Rent-A-Center, Inc. 18,700 0 -100.00 208 0 -100.00
2018-03-31 13F-HR ROL / Rollins, Inc. 16,700 0 -100.00 777 0 -100.00
2018-03-31 13F-HR RDS.A / Royal Dutch Shell Plc 7,300 0 -100.00 487 0 -100.00
2018-03-31 13F-HR SANM / Sanmina Corp. 13,900 0 -100.00 459 0 -100.00
2018-03-31 13F-HR SCG / SCANA Corp. 11,900 0 -100.00 473 0 -100.00
2018-03-31 13F-HR SMG / Scotts Miracle-Gro Company (The) 4,700 0 -100.00 503 0 -100.00
2018-03-31 13F-HR SNH / Senior Housing Properties Trust 23,300 0 -100.00 446 0 -100.00
2018-03-31 13F-HR SEE / Sealed Air Corp. 16,500 0 -100.00 813 0 -100.00
2018-03-31 13F-HR SKYW / SkyWest, Inc. 5,100 0 -100.00 271 0 -100.00
2018-03-31 13F-HR SPG / Simon Property Group, Inc. 2,800 0 -100.00 481 0 -100.00
2018-03-31 13F-HR SHW / Sherwin-Williams Co. (The) 1,800 0 -100.00 738 0 -100.00
2018-03-31 13F-HR SPB / Spectrum Brands Holdings, Inc. 1,800 0 -100.00 202 0 -100.00
2018-03-31 13F-HR SJM / Smucker (J.M.) Co. 11,700 0 -100.00 1,454 0 -100.00
2018-03-31 13F-HR SND / Smart Sand, Inc. 28,400 0 -100.00 246 0 -100.00
2018-03-31 13F-HR RUN / Sunrun Inc. 25,800 0 -100.00 152 0 -100.00
2018-03-31 13F-HR SHO / Sunstone Hotel Investors, Inc. 10,700 0 -100.00 177 0 -100.00
2018-03-31 13F-HR TRI / Thomson Reuters Corp. 8,200 0 -100.00 357 0 -100.00
2018-03-31 13F-HR TCBIP / Texas Capital Bancshares, Inc. 10,300 0 -100.00 916 0 -100.00
2018-03-31 13F-HR TDW / Tidewater, Inc. 9,700 0 -100.00 237 0 -100.00
2018-03-31 13F-HR TTS / Tile Shop Holdings, Inc. 13,400 0 -100.00 129 0 -100.00
2018-03-31 13F-HR TRUP / Trupanion, Inc. 12,300 0 -100.00 360 0 -100.00
2018-03-31 13F-HR TSEM / Tower Semiconductor Ltd. 8,500 0 -100.00 290 0 -100.00
2018-03-31 13F-HR RIG / Transocean, Inc. 38,600 0 -100.00 412 0 -100.00
2018-03-31 13F-HR TOUR / Tuniu Corporation 19,600 0 -100.00 150 0 -100.00
2018-03-31 13F-HR TKC / Turkcell Iletisim Hizmetleri A.S. 10,200 0 -100.00 104 0 -100.00
2018-03-31 13F-HR UMH / UMH Properties, Inc. 10,000 0 -100.00 149 0 -100.00
2018-03-31 13F-HR ULTI / Ultimate Software Group, Inc. (The) 2,800 0 -100.00 611 0 -100.00
2018-03-31 13F-HR USM / United States Cellular Corp. 14,600 0 -100.00 549 0 -100.00
2018-03-31 13F-HR UHS / Universal Health Services, Inc. 4,100 0 -100.00 465 0 -100.00
2018-03-31 13F-HR WAB / Wabtec Corp. 5,900 0 -100.00 480 0 -100.00
2018-03-31 13F-HR WBC / Wabco Holdings, Inc. 2,700 0 -100.00 387 0 -100.00
2018-03-31 13F-HR UNM / Unum Group 6,200 0 -100.00 340 0 -100.00
2018-03-31 13F-HR WM / Waste Management, Inc. 11,900 0 -100.00 1,027 0 -100.00
2018-03-31 13F-HR WCG / Wellcare Health Plans, Inc. 1,500 0 -100.00 302 0 -100.00
2018-03-31 13F-HR WFC / Wells Fargo & Co. 27,400 0 -100.00 1,662 0 -100.00
2018-03-31 13F-HR AME / Ametek, Inc. 3,900 0 -100.00 283 0 -100.00
2018-03-31 13F-HR CMRE / Costamare Inc. 18,200 0 -100.00 105 0 -100.00
2018-03-31 13F-HR UMPQ / Umpqua Holdings Corp. 26,300 0 -100.00 547 0 -100.00
2018-03-31 13F-HR CBL / CBL & Associates Properties, Inc. 43,571 0 -100.00 247 0 -100.00
2018-03-31 13F-HR FINL / Finish Line, Inc. (THE) 22,000 0 -100.00 320 0 -100.00
2018-03-31 13F-HR TRUE / TrueCar, Inc. 14,500 0 -100.00 162 0 -100.00
2018-03-31 13F-HR TGNA / TEGNA Inc. 62,972 0 -100.00 887 0 -100.00
2018-03-31 13F-HR THO / Thor Industries, Inc. 2,900 0 -100.00 437 0 -100.00
2018-03-31 13F-HR MRNS / Marinus Pharmaceuticals, Inc. 40,500 0 -100.00 330 0 -100.00
2018-03-31 13F-HR UTHR / United Therapeutics Corp. 6,800 0 -100.00 1,006 0 -100.00
2018-03-31 13F-HR PDM / Piedmont Office Realty Trust, Inc. 10,600 0 -100.00 208 0 -100.00
2018-03-31 13F-HR OSIS / OSI Systems, Inc. 5,100 0 -100.00 328 0 -100.00
2018-03-31 13F-HR ARDX / Ardelyx, Inc. 13,500 0 -100.00 89 0 -100.00
2018-03-31 13F-HR AKAM / Akamai Technologies, Inc. 6,200 0 -100.00 403 0 -100.00
2018-03-31 13F-HR HI / Hillenbrand, Inc. 8,000 0 -100.00 358 0 -100.00
2018-03-31 13F-HR HXL / Hexcel Corp. 15,600 0 -100.00 965 0 -100.00
2018-03-31 13F-HR ITW / Illinois Tool Works, Inc. 6,400 0 -100.00 1,068 0 -100.00
2018-03-31 13F-HR YUMC / Yum China Holdings, Inc. 10,800 0 -100.00 432 0 -100.00
2018-03-31 13F-HR STMP / Stamps.com, Inc. 1,700 0 -100.00 320 0 -100.00
2018-03-31 13F-HR FMC / FMC Corp. 6,000 0 -100.00 568 0 -100.00
2018-03-31 13F-HR CUBE / CubeSmart 10,400 0 -100.00 301 0 -100.00
2018-03-31 13F-HR PE / Parsley Energy, Inc. 11,200 0 -100.00 330 0 -100.00
2018-03-31 13F-HR SKX / Skechers U.S.A. Inc. 23,200 0 -100.00 878 0 -100.00
2018-03-31 13F-HR F / Ford Motor Co. 30,900 0 -100.00 386 0 -100.00
2018-03-31 13F-HR CHE / Chemed Corp. 900 0 -100.00 219 0 -100.00
2018-03-31 13F-HR SEIC / SEI Investments Co. 3,700 0 -100.00 266 0 -100.00
2018-03-31 13F-HR EZPW / Ezcorp, Inc. 19,000 0 -100.00 232 0 -100.00
2018-03-31 13F-HR NTAP / NetApp, Inc. 6,700 0 -100.00 371 0 -100.00
2018-03-31 13F-HR TFX / Teleflex, Inc. 1,100 0 -100.00 274 0 -100.00
2018-03-31 13F-HR KEY / KeyCorp 50,300 0 -100.00 1,015 0 -100.00
2018-03-31 13F-HR TSN / Tyson Foods, Inc. 5,100 0 -100.00 413 0 -100.00
2018-03-31 13F-HR QURE / uniQure N.V. 12,100 0 -100.00 237 0 -100.00
2018-03-31 13F-HR HTHT / China Lodging Group Ltd 2,500 0 -100.00 361 0 -100.00
2018-03-31 13F-HR HRTG / Heritage Insurance Holdings, Inc. 12,100 0 -100.00 218 0 -100.00
2018-03-31 13F-HR HSBC / HSBC Holdings Plc Call 600,000 0 -100.00 30,984 0 -100.00
2018-03-31 13F-HR GPC / Genuine Parts Co. 6,600 0 -100.00 627 0 -100.00
2018-03-31 13F-HR ABT / Abbott Laboratories 5,900 0 -100.00 337 0 -100.00
2018-03-31 13F-HR AXL / American Axle & Manufacturing Holdings, Inc. 75,769 0 -100.00 1,290 0 -100.00
2018-03-31 13F-HR INFY / Infosys Limited 52,900 0 -100.00 858 0 -100.00
2018-03-31 13F-HR MSGN / MSG Networks Inc. 15,700 0 -100.00 318 0 -100.00
2018-03-31 13F-HR SLM / SLM Corp. (Sallie Mae) 30,400 0 -100.00 344 0 -100.00
2018-03-31 13F-HR X / United States Steel Corp. Put 200,000 0 -100.00 7,038 0 -100.00
2018-03-31 13F-HR SIX / Six Flags Entertainment Corp 42,600 0 -100.00 2,836 0 -100.00
2018-03-31 13F-HR CUBI / Customers Bancorp Inc. 12,800 0 -100.00 333 0 -100.00
2018-03-31 13F-HR RYAM / Rayonier Advanced Materials Inc. 14,200 0 -100.00 290 0 -100.00
2018-03-31 13F-HR CUZ / Cousins Properties, Inc. 91,600 0 -100.00 847 0 -100.00
2018-03-31 13F-HR YRCW / YRC Worldwide, Inc. 11,700 0 -100.00 168 0 -100.00
2018-03-31 13F-HR GLUU / Glu Mobile, Inc. 16,600 0 -100.00 60 0 -100.00
2018-03-31 13F-HR HDB / HDFC Bank Ltd. 6,200 0 -100.00 630 0 -100.00
2018-03-31 13F-HR TTD / Trade Desk, Inc. 4,500 0 -100.00 206 0 -100.00
2018-03-31 13F-HR ZTO / ZTO Express (Cayman) Inc. 31,000 0 -100.00 491 0 -100.00
2018-03-31 13F-HR CDE / Coeur Mining, Inc. 11,900 0 -100.00 89 0 -100.00
2018-03-31 13F-HR MO / Altria Group, Inc. 13,900 0 -100.00 993 0 -100.00
2018-03-31 13F-HR OPK / Opko Health, Inc. 22,800 0 -100.00 112 0 -100.00
2018-03-31 13F-HR GME / GameStop Corp. 214,900 0 -100.00 3,857 0 -100.00
2018-03-31 13F-HR POT / Potash Corp. of Saskatchewan, Inc. 24,500 0 -100.00 506 0 -100.00
2018-03-31 13F-HR WSO / Watsco, Inc. 1,800 0 -100.00 306 0 -100.00
2018-03-31 13F-HR TTPH / Tetraphase Pharmaceuticals, Inc. 27,000 0 -100.00 170 0 -100.00
2018-03-31 13F-HR HFC / HollyFrontier Corp. 11,400 0 -100.00 584 0 -100.00
2018-03-31 13F-HR HCI / HCI Group, Inc. 7,000 0 -100.00 209 0 -100.00
2018-03-31 13F-HR CZZ / Cosan Ltd. 38,300 0 -100.00 372 0 -100.00
2018-03-31 13F-HR OMER / Omeros Corp. 15,500 0 -100.00 301 0 -100.00
2018-03-31 13F-HR OAS / Oasis Petroleum Inc. 22,100 0 -100.00 186 0 -100.00
2018-03-31 13F-HR BNED / Barnes & Noble Education, Inc. 68,200 0 -100.00 562 0 -100.00
2018-03-31 13F-HR ELP / Companhia Paranaense de Energia-Copel 37,000 0 -100.00 282 0 -100.00
2018-03-31 13F-HR CMS / CMS Energy Corp. 12,300 0 -100.00 582 0 -100.00
2018-03-31 13F-HR IOVA / Iovance Biotherapeutics Inc. 19,200 0 -100.00 154 0 -100.00
2018-03-31 13F-HR PDFS / PDF Solutions, Inc. 16,500 0 -100.00 259 0 -100.00
2018-03-31 13F-HR STLD / Steel Dynamics, Inc. 23,300 0 -100.00 1,005 0 -100.00
2018-03-31 13F-HR CCK / Crown Holdings, Inc. 7,000 0 -100.00 394 0 -100.00
2018-03-31 13F-HR PEG / Public Service Enterprise Group, Inc. 6,000 0 -100.00 309 0 -100.00
2018-03-31 13F-HR FANG / Diamondback Energy, Inc. 3,400 0 -100.00 429 0 -100.00
2018-03-31 13F-HR JD / JD.com, Inc. 13,600 0 -100.00 563 0 -100.00
2018-03-31 13F-HR ESRX / Express Scripts Holding Co. 11,000 0 -100.00 821 0 -100.00
2018-03-31 13F-HR CHK / Chesapeake Energy Corp. 268,905 0 -100.00 1,065 0 -100.00
2018-03-31 13F-HR CHK / Chesapeake Energy Corp. Put 532,600 0 -100.00 2,109 0 -100.00
2018-03-31 13F-HR AHT / Ashford Hospitality Trust Inc. 14,100 0 -100.00 95 0 -100.00
2018-03-31 13F-HR ADP / Automatic Data Processing, Inc. 6,600 0 -100.00 773 0 -100.00
2018-03-31 13F-HR TACO / Del Taco Restaurants, Inc. 14,400 0 -100.00 175 0 -100.00
2018-03-31 13F-HR SBAC / SBA Communications Corp. 2,800 0 -100.00 457 0 -100.00
2018-03-31 13F-HR LSCC / Lattice Semiconductor Corp. 24,700 0 -100.00 143 0 -100.00
2018-03-31 13F-HR CBAY / Cymabay Therapeutics Inc. 20,600 0 -100.00 190 0 -100.00
2018-03-31 13F-HR MLHR / Herman Miller, Inc. 7,800 0 -100.00 312 0 -100.00
2018-03-31 13F-HR MDT / Medtronic plc 17,300 0 -100.00 1,397 0 -100.00
2018-03-31 13F-HR XCRA / Xcerra Corp 16,067 0 -100.00 157 0 -100.00
2018-03-31 13F-HR PUMP / Propetro Holding Corp 21,800 0 -100.00 439 0 -100.00
2018-03-31 13F-HR EPC / Edgewell Personal Care Company 3,900 0 -100.00 232 0 -100.00
2018-03-31 13F-HR TJX / TJX Companies, Inc. (The) 44,500 0 -100.00 3,402 0 -100.00
2018-03-31 13F-HR APD / Air Products & Chemicals, Inc. 6,100 0 -100.00 1,001 0 -100.00
2018-03-31 13F-HR MPC / Marathon Petroleum Corp. 8,000 0 -100.00 528 0 -100.00
2018-03-31 13F-HR CPT / Camden Property Trust 3,700 0 -100.00 341 0 -100.00
2018-03-31 13F-HR TUP / Tupperware Brands Corp. 6,200 0 -100.00 389 0 -100.00
2018-03-31 13F-HR PSMT / PriceSmart, Inc. 2,700 0 -100.00 232 0 -100.00
2018-03-31 13F-HR BDX / Becton Dickinson & Co. 2,800 0 -100.00 599 0 -100.00
2018-03-31 13F-HR DFS / Discover Financial Services 17,100 0 -100.00 1,315 0 -100.00
2018-03-31 13F-HR JKHY / Henry (JACK) & Associates, Inc. 3,000 0 -100.00 351 0 -100.00
2018-03-31 13F-HR ICFI / ICF International, Inc. 4,800 0 -100.00 252 0 -100.00
2018-03-31 13F-HR XEC / Cimarex Energy Co. 5,100 0 -100.00 622 0 -100.00
2018-03-31 13F-HR SNTA / Synta Pharmaceuticals, Inc. 5,500 0 -100.00 505 0 -100.00
2018-03-31 13F-HR CDEV / Centennial Resource Development, Inc. 23,200 0 -100.00 459 0 -100.00
2018-03-31 13F-HR UEPS / Net 1 UEPS Technologies, Inc. 10,200 0 -100.00 121 0 -100.00
2018-03-31 13F-HR BAM / Brookfield Asset Management, Inc. 7,500 0 -100.00 327 0 -100.00
2018-03-31 13F-HR RDN / Radian Group, Inc. 40,300 0 -100.00 831 0 -100.00
2018-03-31 13F-HR RF / Regions Financial Corp. 20,500 0 -100.00 354 0 -100.00
2018-03-31 13F-HR SNX / SYNNEX Corp. 1,500 0 -100.00 204 0 -100.00
2018-03-31 13F-HR PAC / Grupo Aeroportuario del Pacifico S.A.B. de CV 2,300 0 -100.00 236 0 -100.00
2018-03-31 13F-HR HTZ / Hertz Global Holdings, Inc. Call 200,000 0 -100.00 4,420 0 -100.00
2018-03-31 13F-HR ADNT / Adient plc 5,600 0 -100.00 441 0 -100.00
2018-03-31 13F-HR SINA / Sina Corp. 4,600 0 -100.00 461 0 -100.00
2018-03-31 13F-HR UBSH / Union Bankshares Corp 6,800 0 -100.00 246 0 -100.00
2018-03-31 13F-HR AMD / Advanced Micro Devices, Inc. 11,100 0 -100.00 114 0 -100.00
2018-03-31 13F-HR X / United States Steel Corp. 14,700 0 -100.00 517 0 -100.00
2018-03-31 13F-HR SRCE / 1st Source Corp. 50.50 4,000 202
2018-03-31 13F-HR VNET / 21Vianet Group, Inc. 6.96 17,100 119
2018-03-31 13F-HR WMS / Advanced Drainage Systems Inc. 25.90 12,200 316
2018-03-31 13F-HR AMD / Advanced Micro Devices, Inc. Put 10.05 700,000 7,035
2018-03-31 13F-HR AMD / Advanced Micro Devices, Inc. Call 10.05 250,000 2,513
2018-03-31 13F-HR AIMT / Aimmune Therapeutics, Inc. 31.81 9,400 299
2018-03-31 13F-HR ALE / ALLETE, Inc. 72.23 10,300 744
2018-03-31 13F-HR AOI / Alliance One International 26.07 11,200 292
2018-03-31 13F-HR AIMC / Altra Industrial Motion Corp. 45.94 6,400 294
2018-03-31 13F-HR DOX / Amdocs Ltd. 66.73 16,800 1,121
2018-03-31 13F-HR ANGI HOMESERVICES INC / COM CL A (00183L102) 13.55 11,000 149
2018-03-31 13F-HR MTCN / ArcelorMittal 31.81 40,300 1,282
2018-03-31 13F-HR ARWR / Arrowhead Pharmaceuticals, Inc. 7.22 21,200 153
2018-03-31 13F-HR AIZ / Assurant, Inc. 91.43 16,100 1,472
2018-03-31 13F-HR HOME / At Home Group Inc. 32.00 10,000 320
2018-03-31 13F-HR BGS / B&G Foods, Inc. 23.70 47,970 1,137
2018-03-31 13F-HR BARCLAYS BK PLC / PUT (06746L952) Put 47.31 1,138,000 53,837
2018-03-31 13F-HR BL / BlackLine, Inc. 39.24 6,600 259
2018-03-31 13F-HR BXC / Bluelinx Holdings, Inc. 32.57 10,500 342
2018-03-31 13F-HR BSIG / BrightSphere Investment Group plc 15.75 32,500 512
2018-03-31 13F-HR CACI / CACI International, Inc. 151.35 8,900 1,347
2018-03-31 13F-HR CVNA / Carvana Co. 22.93 32,800 752
2018-03-31 13F-HR CBIO / Catalyst Biosciences Inc. 25.77 16,800 433
2018-03-31 13F-HR CERS / Cerus Corp. 5.48 40,700 223
2018-03-31 13F-HR CHTR / Charter Communications, Inc. 311.25 5,041 1,569
2018-03-31 13F-HR CCXI / ChemoCentryx, Inc. 13.61 25,200 343
2018-03-31 13F-HR CHESAPEAKE ENERGY CORP / NOTE 5.500% 9/1 (165167CY1) 2,788
2018-03-31 13F-HR CHA / China Telecom Corporation Ltd. 44.48 5,800 258
2018-03-31 13F-HR CNK / Cinemark Holdings, Inc. 37.67 21,900 825
2018-03-31 13F-HR CISN / Cision Ltd. 11.56 38,500 445
2018-03-31 13F-HR CNX.WI / CNX Resources Corporation 15.43 110,600 1,707
2018-03-31 13F-HR CHRS / Coherus BioSciences, Inc. 11.03 13,600 150
2018-03-31 13F-HR CVGI / Commercial Vehicle Group, Inc. 7.75 68,350 530
2018-03-31 13F-HR CCU / Compania Cervecerias Unidas S.A. 29.41 10,200 300
2018-03-31 13F-HR CRBP / Corbus Pharmaceuticals Holdings, Inc. 6.09 20,700 126
2018-03-31 13F-HR DAN / Dana Holding Corp. 25.75 22,600 582
2018-03-31 13F-HR DO / Diamond Offshore Drilling, Inc. Put 14.66 152,000 2,228
2018-03-31 13F-HR DLTH / Duluth Holdings Inc. 18.73 41,000 768
2018-03-31 13F-HR EHC / Encompass Health Corporation 57.20 15,700 898
2018-03-31 13F-HR ENR / Energizer Holdings, Inc. 59.61 15,400 918
2018-03-31 13F-HR ESPR / Esperion Therapeutics, Inc. 72.35 17,000 1,230
2018-03-31 13F-HR EXLS / ExlService Holdings, Inc. 55.81 4,300 240
2018-03-31 13F-HR FGEN / FibroGen, Inc. 46.21 10,300 476
2018-03-31 13F-HR FDC / First Data Corporation 16.00 23,118 370
2018-03-31 13F-HR FMBI / First Midwest Bancorp, Inc. 24.60 12,400 305
2018-03-31 13F-HR FSCT / ForeScout Technologies, Inc. 32.50 6,400 208
2018-03-31 13F-HR FRONT YD RESIDENTIAL CORP / (35904G107) 10.05 19,300 194
2018-03-31 13F-HR GGB / Gerdau S.A. 4.68 25,000 117
2018-03-31 13F-HR GBT / Global Blood Therapeutics, Inc. 48.32 27,900 1,348
2018-03-31 13F-HR GTXO / GTX Corp. 17.75 18,200 323
2018-03-31 13F-HR HEES / H &E Equipment Services, Inc. 38.45 7,933 305
2018-03-31 13F-HR HLNE / Hamilton Lane INC 37.28 9,200 343
2018-03-31 13F-HR HGV / Hilton Grand Vacations Inc. 43.01 17,300 744
2018-03-31 13F-HR HRG / Harbinger Group Inc. 16.48 30,400 501
2018-03-31 13F-HR HII / Huntington Ingalls Industries, Inc. 257.76 8,500 2,191
2018-03-31 13F-HR IQV / IQVIA Holdings Inc. 98.14 7,000 687
2018-03-31 13F-HR IRTC / iRhythm Technologies, Inc. 62.98 12,100 762
2018-03-31 13F-HR ITT / ITT Inc. 48.93 10,300 504
2018-03-31 13F-HR JNCE / Jounce Therapeutics, Inc. 22.36 10,600 237
2018-03-31 13F-HR LH / Laboratory Corp. of America Holdings 161.75 6,300 1,019
2018-03-31 13F-HR LTRPB / Liberty TripAdvisor Holdings, Inc. 10.76 49,000 527
2018-03-31 13F-HR LGF.B / Lions Gate Entertainment Corp. Class B Non-Voting 24.08 14,200 342
2018-03-31 13F-HR LKSD.WI / LSC Communications, Inc. 17.47 21,700 379
2018-03-31 13F-HR MHO / M/I Homes, Inc. 31.90 7,900 252
2018-03-31 13F-HR TUSK / Mammoth Energy Services, Inc. 32.06 36,000 1,154
2018-03-31 13F-HR MGRC / McGrath Rent Corp. 53.75 8,000 430
2018-03-31 13F-HR MNOV / Medicinova, Inc. 10.24 12,600 129
2018-03-31 13F-HR MRCY / Mercury Systems, Inc. 48.36 6,700 324
2018-03-31 13F-HR MGM / MGM Resorts International Call 35.02 50,000 1,751
2018-03-31 13F-HR MCRN / Milacron Holdings Corp. 20.11 17,800 358
2018-03-31 13F-HR NFLX / Netflix, Inc. Call 295.33 15,000 4,430
2018-03-31 13F-HR NMRK / Newmark Group, Inc. Class A 15.17 14,700 223
2018-03-31 13F-HR ORBC / ORBCOMM, Inc. 9.39 18,000 169
2018-03-31 13F-HR OXFD / Oxford Immunotec Global PLC 12.45 15,900 198
2018-03-31 13F-HR PETS / PetMed Express, Inc. 41.69 5,900 246
2018-03-31 13F-HR PIRS / Pieris Pharmaceuticals, Inc. 6.82 44,600 304
2018-03-31 13F-HR PNW / Pinnacle West Capital Corp. 79.80 24,400 1,947
2018-03-31 13F-HR PSDO / Presidio, Inc. 15.64 24,100 377
2018-03-31 13F-HR QRVO / Qorvo, Inc. 70.48 4,200 296
2018-03-31 13F-HR O / Realty Income Corp. 51.73 19,600 1,014
2018-03-31 13F-HR RSG / Republic Services, Inc. 66.24 17,300 1,146
2018-03-31 13F-HR REDU / RISE Education Cayman Ltd 15.33 12,000 184
2018-03-31 13F-HR RMR / The RMR Group Inc. 70.00 3,700 259
2018-03-31 13F-HR ROKU / Roku Inc 31.09 23,800 740
2018-03-31 13F-HR SAGE / Sage Therapeutics, Inc. 161.14 4,400 709
2018-03-31 13F-HR SNDR / Schneider National, Inc. 26.06 30,700 800
2018-03-31 13F-HR SEA LTD / ADR (81141R100) 11.28 17,900 202
2018-03-31 13F-HR SBCF / Seacoast Banking Corporation of Florida 26.46 25,400 672
2018-03-31 13F-HR WTTR / Select Energy Services, Inc. 12.63 17,900 226
2018-03-31 13F-HR XLF / SPDR Financial Select Sector ETF 27.56 25,870 713
2018-03-31 13F-HR XLF / SPDR Financial Select Sector ETF Put 27.57 583,600 16,090
2018-03-31 13F-HR SELB / Selecta Biosciences, Inc. 10.16 12,400 126
2018-03-31 13F-HR SENSATA TECHNOLOGIES HLDNG P / SHS (G8060N102) 51.84 14,700 762
2018-03-31 13F-HR SSTK / Shutterstock, Inc. 48.12 12,800 616
2018-03-31 13F-HR SFNC / Simmons First National Corporation 28.46 10,400 296
2018-03-31 13F-HR SIMPLY GOOD FOODS CO / (82900L102) 13.73 16,100 221
2018-03-31 13F-HR SNN / Smith & Nephew PLC 38.14 40,400 1,541
2018-03-31 13F-HR STBZ / State Bank Financial Corp. 30.00 8,700 261
2018-03-31 13F-HR SCL / Stepan Co. 83.08 2,600 216
2018-03-31 13F-HR SVU / Supervalu, Inc. 15.22 92,284 1,405
2018-03-31 13F-HR SKT / Tanger Factory Outlet Centers, Inc. 22.00 58,600 1,289
2018-03-31 13F-HR TISI / Team, Inc. 13.77 13,800 190
2018-03-31 13F-HR TTGT / TechTarget, Inc. 19.88 17,000 338
2018-03-31 13F-HR TRNO / Terreno Realty Corp 34.49 17,600 607
2018-03-31 13F-HR TMK / Torchmark Corp. 84.19 12,400 1,044
2018-03-31 13F-HR X / United States Steel Corp. Call 35.19 55,500 1,953
2018-03-31 13F-HR USB / U.S. Bancorp 50.51 21,700 1,096
2018-03-31 13F-HR VEC / Vectrus, Inc. 37.23 9,400 350
2018-03-31 13F-HR VNTR / Venator Materials PLC 18.09 18,800 340
2018-03-31 13F-HR VSM / Versum Materials, Inc. 37.64 7,200 271
2018-03-31 13F-HR WAT / Waters Corp. 198.33 1,200 238
2018-03-31 13F-HR WTS / Watts Water Technologies, Inc. 77.76 5,800 451
2018-03-31 13F-HR WRI / Weingarten Realty Investors 28.10 12,100 340
2018-03-31 13F-HR WERN / Werner Enterprises, Inc. 36.53 10,100 369
2018-03-31 13F-HR WHITING PETE CORP NEW / (966387409) 33.90 5,900 200
2018-03-31 13F-HR WILLSCOT CORP / (971375126) 13.66 43,700 597
2018-03-31 13F-HR INT / World Fuel Services Corporation 24.54 44,500 1,092
2018-03-31 13F-HR XYL / Xylem, Inc. 76.94 18,300 1,408
2018-03-31 13F-HR YRD / Yirendai Ltd. 40.21 9,500 382
2018-03-31 13F-HR ZEN / Zendesk, Inc. 47.89 9,000 431