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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
APYX MED CORP COM 03837C106 1,014 156,470 SH   SOLE   156,470 0 0
CAPRI HOLDINGS LTD COM G1890L107 24,413 643,800 SH   SOLE   643,800 0 0
HARROW HEALTH INC COM 415858109 245 43,100 SH   SOLE   43,100 0 0
1347 PPTY INS HLDGS INC COM 68244P107 354 88,000 SH   SOLE   88,000 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,086 54,483 SH   SOLE   54,483 0 0
1ST SOURCE CORP COM 336901103 2,044 50,667 SH   SOLE   50,667 0 0
3-D SYS CORP DEL COM NEW 88554D205 614 60,400 SH   SOLE   60,400 0 0
3M CO COM 88579Y101 13,376 70,200 SH   SOLE   70,200 0 0
A H BELO CORP COM CL A 001282102 207 61,383 SH   SOLE   61,383 0 0
A MARK PRECIOUS METALS INC COM 00181T107 1,487 126,100 SH   SOLE   126,100 0 0
AAC HLDGS INC COM 000307108 166 118,300 SH   SOLE   118,300 0 0
ABERCROMBIE & FITCH CO CL A 002896207 9,155 456,600 SH   SOLE   452,700 3,900 0
ABIOMED INC COM 003654100 4,323 13,300 SH   SOLE   13,300 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 829 278,200 SH   SOLE   278,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,933 20,800 SH   SOLE   20,800 0 0
ACCESS NATL CORP COM 004337101 1,401 65,697 SH   SOLE   65,697 0 0
ACCO BRANDS CORP COM 00081T108 4,614 680,600 SH   SOLE   680,600 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 800 346,150 SH   SOLE   346,150 0 0
ACETO CORP COM 004446100 101 120,000 SH   SOLE   120,000 0 0
ACI WORLDWIDE INC COM 004498101 501 18,100 SH   SOLE   18,100 0 0
ACME UTD CORP COM 004816104 259 18,205 SH   SOLE   18,205 0 0
ACNB CORP COM 000868109 267 6,800 SH   SOLE   6,800 0 0
ACORDA THERAPEUTICS INC COM 00484M106 3,381 217,000 SH   SOLE   217,000 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 12 32,100 SH   SOLE   32,100 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,385 61,614 SH   SOLE   61,614 0 0
ADOBE INC COM 00724F101 2,873 12,700 SH   SOLE   12,700 0 0
ADURO BIOTECH INC COM 00739L101 288 109,100 SH   SOLE   109,100 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 519 21,400 SH   SOLE   21,400 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 961 91,075 SH   SOLE   91,075 0 0
ADVANSIX INC COM 00773T101 761 31,248 SH   SOLE   31,248 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 596 189,200 SH   SOLE   189,200 0 0
AEGION CORP COM 00770F104 2,798 171,441 SH   SOLE   171,441 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 768 102,500 SH   SOLE   102,500 0 0
AEMETIS INC COM NEW 00770K202 63 103,239 SH   SOLE   103,239 0 0
AEROCENTURY CORP COM 007737109 201 21,000 SH   SOLE   21,000 0 0
AEROHIVE NETWORKS INC COM 007786106 685 210,000 SH   SOLE   210,000 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,012 57,100 SH   SOLE   54,500 2,600 0
AETERNA ZENTARIS INC COM PAR 007975402 326 111,000 SH   SOLE   111,000 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 156 223,500 SH   SOLE   223,500 0 0
AFLAC INC COM 001055102 59,864 1,313,958 SH   SOLE   1,311,758 2,200 0
AGEX THERAPEUTICS INC COM 00848H108 72 24,070 SH   SOLE   24,070 0 0
AGILYSYS INC COM 00847J105 214 14,900 SH   SOLE   14,900 0 0
AGROFRESH SOLUTIONS COM 00856G109 698 184,200 SH   SOLE   184,200 0 0
AIR PRODS & CHEMS INC COM 009158106 42,645 266,450 SH   SOLE   266,450 0 0
AIR T INC COM 009207101 233 9,500 SH   SOLE   9,500 0 0
AIRCASTLE LTD COM G0129K104 5,905 342,500 SH   SOLE   342,500 0 0
ALARM COM HLDGS INC COM 011642105 415 8,000 SH   SOLE   8,000 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,072 1,438,987 SH   SOLE   1,438,987 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 56,836 493,200 SH   SOLE   493,200 0 0
ALICO INC COM 016230104 1,263 42,821 SH   SOLE   42,821 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,351 16,000 SH   SOLE   16,000 0 0
ALIMERA SCIENCES INC COM 016259103 352 489,825 SH   SOLE   489,825 0 0
ALITHYA GROUP INC CL A SUB VTG 01643B106 183 78,063 SH   SOLE   78,063 0 0
ALJ REGIONAL HLDGS INC COM 001627108 115 88,000 SH   SOLE   88,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 441 4,400 SH   SOLE   4,400 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 453 83,200 SH   SOLE   83,200 0 0
ALLERGAN PLC SHS G0177J108 41,136 307,765 SH   SOLE   307,765 0 0
ALLETE INC COM NEW 018522300 755 9,900 SH   SOLE   9,900 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,112 14,070 SH   SOLE   13,470 600 0
ALLIED HEALTHCARE PRODS INC COM NEW 019222207 133 66,481 SH   SOLE   66,481 0 0
ALLSTATE CORP COM 020002101 46,962 568,337 SH   SOLE   568,337 0 0
ALLY FINL INC COM 02005N100 45,081 1,989,450 SH   SOLE   1,989,450 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,833 376,149 SH   SOLE   376,149 0 0
ALPHA PRO TECH LTD COM 020772109 862 232,443 SH   SOLE   232,443 0 0
ALPHABET INC CAP STK CL A 02079K305 10,439 9,990 SH   SOLE   9,990 0 0
ALPHABET INC CAP STK CL C 02079K107 10,479 10,119 SH   SOLE   10,119 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 429 187,400 SH   SOLE   187,400 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 132 35,750 SH   SOLE   35,750 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,933 130,400 SH   SOLE   130,400 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,461 162,000 SH   SOLE   162,000 0 0
AMAZON COM INC COM 023135106 24,783 16,500 SH   SOLE   16,500 0 0
AMBER RD INC COM 02318Y108 1,102 133,900 SH   SOLE   133,900 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 3,803 309,663 SH   SOLE   309,663 0 0
AMCON DISTRG CO COM NEW 02341Q205 918 9,200 SH   SOLE   9,200 0 0
AMDOCS LTD SHS G02602103 49,131 838,700 SH   SOLE   838,700 0 0
AMEREN CORP COM 023608102 73,472 1,126,350 SH   SOLE   1,126,350 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 30,991 965,152 SH   SOLE   965,152 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,778 430,450 SH   SOLE   430,450 0 0
AMERICAN ELEC PWR INC COM 025537101 64,411 861,800 SH   SOLE   861,800 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 823 29,450 SH   SOLE   29,450 0 0
AMERICAN EXPRESS CO COM 025816109 51,094 536,029 SH   SOLE   536,029 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 27,431 303,000 SH   SOLE   303,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 36,827 934,452 SH   SOLE   934,452 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 1,664 56,763 SH   SOLE   56,763 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,985 154,327 SH   SOLE   154,327 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,858 65,300 SH   SOLE   65,300 0 0
AMERICAN RIVER BANKSHARES COM 029326105 1,353 98,044 SH   SOLE   98,044 0 0
AMERICAN RLTY INVS INC COM 029174109 134 11,113 SH   SOLE   11,113 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 241 101,400 SH   SOLE   101,400 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 1,005 90,100 SH   SOLE   90,100 0 0
AMERICAN VANGUARD CORP COM 030371108 287 18,900 SH   SOLE   18,900 0 0
AMERICAS CAR MART INC COM 03062T105 761 10,500 SH   SOLE   10,500 0 0
AMERIPRISE FINL INC COM 03076C106 49,646 475,674 SH   SOLE   474,874 800 0
AMERISERV FINL INC COM 03074A102 1,585 393,271 SH   SOLE   393,271 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,403 32,300 SH   SOLE   31,100 1,200 0
AMGEN INC COM 031162100 61,438 315,600 SH   SOLE   315,600 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,272 498,791 SH   SOLE   498,791 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,363 41,700 SH   SOLE   39,700 2,000 0
AMPCO-PITTSBURGH CORP COM 032037103 159 51,400 SH   SOLE   51,400 0 0
AMPHENOL CORP NEW CL A 032095101 3,468 42,800 SH   SOLE   42,800 0 0
AMREP CORP NEW COM 032159105 379 63,700 SH   SOLE   63,700 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 550 121,500 SH   SOLE   121,500 0 0
AMYRIS INC COM NEW 03236M200 693 207,587 SH   SOLE   207,587 0 0
ANADARKO PETE CORP COM 032511107 38,783 884,650 SH   SOLE   884,650 0 0
ANDERSONS INC COM 034164103 5,091 170,316 SH   SOLE   170,316 0 0
ANGIODYNAMICS INC COM 03475V101 3,871 192,300 SH   SOLE   192,300 0 0
APACHE CORP COM 037411105 1,005 38,300 SH   SOLE   35,900 2,400 0
APOGEE ENTERPRISES INC COM 037598109 1,432 47,981 SH   SOLE   47,981 0 0
APOLLO ENDOSURGERY INC COM 03767D108 273 79,000 SH   SOLE   79,000 0 0
APPLE INC COM 037833100 25,522 161,800 SH   SOLE   161,100 700 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 315 126,700 SH   SOLE   126,700 0 0
APPLIED MATLS INC COM 038222105 4,253 129,900 SH   SOLE   127,300 2,600 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,620 105,000 SH   SOLE   105,000 0 0
APPROACH RESOURCES INC COM 03834A103 879 1,008,400 SH   SOLE   1,008,400 0 0
APTEVO THERAPEUTICS INC COM 03835L108 119 93,902 SH   SOLE   93,902 0 0
ARATANA THERAPEUTICS INC COM 03874P101 1,246 203,283 SH   SOLE   203,283 0 0
ARAVIVE INC COM 03890D108 40 11,500 SH   SOLE   11,500 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 635 309,900 SH   SOLE   309,900 0 0
ARCBEST CORP COM 03937C105 6,869 200,500 SH   SOLE   199,200 1,300 0
ARCH COAL INC CL A 039380407 8,946 107,800 SH   SOLE   107,800 0 0
ARCHROCK INC COM 03957W106 4,681 625,000 SH   SOLE   625,000 0 0
ARDELYX INC COM 039697107 323 180,600 SH   SOLE   180,600 0 0
ARDMORE SHIPPING CORP COM Y0207T100 947 202,688 SH   SOLE   202,688 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,080 135,013 SH   SOLE   135,013 0 0
ARK RESTAURANTS CORP COM 040712101 716 39,000 SH   SOLE   39,000 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 793 109,500 SH   SOLE   109,500 0 0
ARMSTRONG FLOORING INC COM 04238R106 1,302 110,000 SH   SOLE   110,000 0 0
AROTECH CORP COM NEW 042682203 749 286,063 SH   SOLE   286,063 0 0
ARQULE INC COM 04269E107 1,183 426,899 SH   SOLE   426,899 0 0
ARTESIAN RESOURCES CORP CL A 043113208 704 20,200 SH   SOLE   20,200 0 0
ARTS WAY MFG INC COM 043168103 60 30,000 SH   SOLE   30,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 727 10,900 SH   SOLE   10,900 0 0
ASCENA RETAIL GROUP INC COM 04351G101 2,886 1,149,900 SH   SOLE   1,149,900 0 0
ASHFORD INC COM 044104107 270 5,200 SH   SOLE   5,200 0 0
ASPEN AEROGELS INC COM 04523Y105 317 148,900 SH   SOLE   148,900 0 0
ASTA FDG INC COM 046220109 356 83,600 SH   SOLE   83,600 0 0
ASTERIAS BIOTHERAPEUTICS INC COM SER A 04624N107 115 186,254 SH   SOLE   186,254 0 0
ASTRONOVA INC COM 04638F108 638 34,000 SH   SOLE   34,000 0 0
ASV HLDGS INC COM 00215L104 206 103,000 SH   SOLE   103,000 0 0
AT&T INC COM 00206R102 84,928 2,975,745 SH   SOLE   2,975,745 0 0
ATHENE HLDG LTD CL A G0684D107 227 5,700 SH   SOLE   5,700 0 0
ATKORE INTL GROUP INC COM 047649108 3,174 160,000 SH   SOLE   160,000 0 0
ATLANTIC AMERN CORP COM 048209100 181 74,856 SH   SOLE   74,856 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 1,845 112,733 SH   SOLE   112,733 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 800 368,500 SH   SOLE   368,500 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 226 62,112 SH   SOLE   62,112 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,004 118,600 SH   SOLE   118,600 0 0
ATN INTL INC COM 00215F107 3,612 50,500 SH   SOLE   50,500 0 0
AVALON HLDGS CORP CL A 05343P109 73 27,375 SH   SOLE   27,375 0 0
AVEO PHARMACEUTICALS INC COM 053588109 554 346,464 SH   SOLE   346,464 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 1,643 123,999 SH   SOLE   123,999 0 0
AVID TECHNOLOGY INC COM 05367P100 735 154,800 SH   SOLE   154,800 0 0
AVIS BUDGET GROUP COM 053774105 600 26,700 SH   SOLE   26,700 0 0
AWARE INC MASS COM 05453N100 143 39,479 SH   SOLE   39,479 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 502 28,200 SH   SOLE   28,200 0 0
AXSOME THERAPEUTICS INC COM 05464T104 178 63,000 SH   SOLE   63,000 0 0
AXT INC COM 00246W103 835 191,906 SH   SOLE   191,906 0 0
B RILEY FINL INC COM 05580M108 214 15,064 SH   SOLE   15,064 0 0
BALLANTYNE STRONG INC COM 058516105 126 109,920 SH   SOLE   109,920 0 0
BANC OF CALIFORNIA INC COM 05990K106 3,101 233,000 SH   SOLE   233,000 0 0
BANCORP INC DEL COM 05969A105 2,438 306,300 SH   SOLE   306,300 0 0
BANK AMER CORP COM 060505104 100,750 4,088,898 SH   SOLE   4,088,898 0 0
BANK COMM HLDGS COM 06424J103 2,785 254,081 SH   SOLE   254,081 0 0
BANK PRINCETON NEW JERSEY COM 064520109 541 19,400 SH   SOLE   19,400 0 0
BANK7 CORP COM 06652N107 588 44,010 SH   SOLE   44,010 0 0
BANKFINANCIAL CORP COM 06643P104 1,061 71,000 SH   SOLE   71,000 0 0
BANKWELL FINL GROUP INC COM 06654A103 868 30,237 SH   SOLE   30,237 0 0
BANNER CORP COM NEW 06652V208 3,407 63,700 SH   SOLE   63,700 0 0
BAR HBR BANKSHARES COM 066849100 1,225 54,607 SH   SOLE   54,607 0 0
BARNES & NOBLE ED INC COM 06777U101 898 223,884 SH   SOLE   223,884 0 0
BARNES & NOBLE INC COM 067774109 1,389 195,900 SH   SOLE   195,900 0 0
BARNWELL INDS INC COM 068221100 106 79,320 SH   SOLE   79,320 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 642 167,300 SH   SOLE   167,300 0 0
BASSETT FURNITURE INDS INC COM 070203104 3,613 180,303 SH   SOLE   180,303 0 0
BAYCOM CORP COM 07272M107 947 41,000 SH   SOLE   41,000 0 0
BBX CAP CORP NEW CL A 05491N104 3,117 544,057 SH   SOLE   544,057 0 0
BCB BANCORP INC COM 055298103 1,082 103,312 SH   SOLE   103,312 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 420 112,025 SH   SOLE   112,025 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,612 170,000 SH   SOLE   170,000 0 0
BEL FUSE INC CL B 077347300 2,105 114,257 SH   SOLE   114,257 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 147 183,000 SH   SOLE   183,000 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 364 124,500 SH   SOLE   124,500 0 0
BENCHMARK ELECTRS INC COM 08160H101 4,666 220,300 SH   SOLE   220,300 0 0
BENEFICIAL BANCORP INC COM 08171T102 3,455 241,800 SH   SOLE   241,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,670 66,950 SH   SOLE   66,950 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 5,924 219,635 SH   SOLE   219,635 0 0
BEST BUY INC COM 086516101 53,893 1,017,620 SH   SOLE   1,017,620 0 0
BG STAFFING INC COM 05544A109 1,165 56,400 SH   SOLE   56,400 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 216 83,448 SH   SOLE   83,448 0 0
BIG LOTS INC COM 089302103 3,225 111,500 SH   SOLE   111,500 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 398 3,500 SH   SOLE   3,500 0 0
BIOANALYTICAL SYS INC COM 09058M103 154 121,110 SH   SOLE   121,110 0 0
BIOSCRIP INC COM 09069N108 125 35,000 SH   SOLE   35,000 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 1,008 16,630 SH   SOLE   16,630 0 0
BIOTELEMETRY INC COM 090672106 699 11,700 SH   SOLE   11,700 0 0
BIOTIME INC COM 09066L105 220 240,700 SH   SOLE   240,700 0 0
BJS RESTAURANTS INC COM 09180C106 8,152 161,200 SH   SOLE   159,300 1,900 0
BK TECHNOLOGIES INC COM 09180A100 895 238,744 SH   SOLE   238,744 0 0
BLACK BOX CORP DEL COM 091826107 49 45,000 SH   SOLE   45,000 0 0
BLONDER TONGUE LABS INC COM 093698108 343 310,100 SH   SOLE   310,100 0 0
BLOOMIN BRANDS INC COM 094235108 377 21,100 SH   SOLE   21,100 0 0
BLUCORA INC COM 095229100 780 29,297 SH   SOLE   29,297 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 128 23,300 SH   SOLE   23,300 0 0
BLUELINX HLDGS INC COM NEW 09624H208 1,077 43,600 SH   SOLE   43,600 0 0
BMC STK HLDGS INC COM 05591B109 4,040 261,000 SH   SOLE   261,000 0 0
BOEING CO COM 097023105 19,157 59,400 SH   SOLE   59,400 0 0
BOISE CASCADE CO DEL COM 09739D100 3,504 146,900 SH   SOLE   146,900 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 2,280 110,300 SH   SOLE   110,300 0 0
BOOT BARN HLDGS INC COM 099406100 1,439 84,500 SH   SOLE   84,500 0 0
BOTTOMLINE TECH DEL INC COM 101388106 576 12,000 SH   SOLE   12,000 0 0
BRIDGEPOINT ED INC COM 10807M105 817 116,500 SH   SOLE   116,500 0 0
BRIGGS & STRATTON CORP COM 109043109 3,008 230,000 SH   SOLE   230,000 0 0
BRIGHTCOVE INC COM 10921T101 1,080 153,400 SH   SOLE   153,400 0 0
BRINKS CO COM 109696104 207 3,200 SH   SOLE   3,200 0 0
BRISTOW GROUP INC COM 110394103 293 120,500 SH   SOLE   120,500 0 0
BROOKDALE SR LIVING INC COM 112463104 1,340 200,000 SH   SOLE   200,000 0 0
BSB BANCORP INC MD COM 05573H108 946 33,700 SH   SOLE   33,700 0 0
BSQUARE CORP COM NEW 11776U300 115 74,500 SH   SOLE   74,500 0 0
BUCKLE INC COM 118440106 2,715 140,400 SH   SOLE   140,400 0 0
BUILD A BEAR WORKSHOP COM 120076104 749 189,600 SH   SOLE   189,600 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 365 33,500 SH   SOLE   33,500 0 0
BURLINGTON STORES INC COM 122017106 42,899 263,720 SH   SOLE   263,720 0 0
BUSINESS FIRST BANCSHARES IN COM 12326C105 954 39,381 SH   SOLE   39,381 0 0
C & F FINL CORP COM 12466Q104 2,003 37,652 SH   SOLE   37,652 0 0
CADENCE BANCORPORATION CL A 12739A100 2,785 166,000 SH   SOLE   166,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 3,318 76,300 SH   SOLE   76,300 0 0
CADIZ INC COM NEW 127537207 908 88,200 SH   SOLE   88,200 0 0
CAI INTERNATIONAL INC COM 12477X106 2,767 119,100 SH   SOLE   119,100 0 0
CALERES INC COM 129500104 6,273 225,400 SH   SOLE   225,400 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 446 26,200 SH   SOLE   26,200 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 469 117,000 SH   SOLE   117,000 0 0
CALLON PETE CO DEL COM 13123X102 755 116,300 SH   SOLE   116,300 0 0
CAMDEN NATL CORP COM 133034108 2,298 63,879 SH   SOLE   63,879 0 0
CAMPBELL SOUP CO COM 134429109 1,818 55,100 SH   SOLE   55,100 0 0
CANNAE HLDGS INC COM 13765N107 1,056 61,700 SH   SOLE   61,700 0 0
CAPITAL CITY BK GROUP INC COM 139674105 3,224 138,900 SH   SOLE   138,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 58,457 773,338 SH   SOLE   773,338 0 0
CAPITALA FIN CORP COM 14054R106 1,939 270,380 SH   SOLE   270,380 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 1,567 106,400 SH   SOLE   106,400 0 0
CARBO CERAMICS INC COM 140781105 723 207,800 SH   SOLE   207,800 0 0
CARDTRONICS PLC SHS CL A G1991C105 1,492 57,400 SH   SOLE   55,100 2,300 0
CARPENTER TECHNOLOGY CORP COM 144285103 3,458 97,100 SH   SOLE   97,100 0 0
CARRIAGE SVCS INC COM 143905107 739 47,700 SH   SOLE   47,700 0 0
CARRIZO OIL & GAS INC COM 144577103 4,014 355,500 SH   SOLE   355,500 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,534 155,900 SH   SOLE   155,900 0 0
CARS COM INC COM 14575E105 6,128 285,000 SH   SOLE   285,000 0 0
CASTLE BRANDS INC COM 148435100 433 508,587 SH   SOLE   508,587 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 911 419,700 SH   SOLE   419,700 0 0
CATO CORP NEW CL A 149205106 1,370 96,000 SH   SOLE   96,000 0 0
CB FINL SVCS INC COM 12479G101 1,219 49,200 SH   SOLE   49,200 0 0
CBIZ INC COM 124805102 5,364 272,306 SH   SOLE   272,306 0 0
CBL & ASSOC PPTYS INC COM 124830100 168 87,600 SH   SOLE   87,600 0 0
CECO ENVIRONMENTAL CORP COM 125141101 471 69,710 SH   SOLE   69,710 0 0
CEL SCI CORP COM PAR NEW 150837607 115 40,000 SH   SOLE   40,000 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 1,220 69,100 SH   SOLE   69,100 0 0
CEMTREX INC COM PAR $.001 15130G303 12 21,000 SH   SOLE   21,000 0 0
CENTENE CORP DEL COM 15135B101 5,108 44,300 SH   SOLE   43,300 1,000 0
CENTERPOINT ENERGY INC COM 15189T107 60,759 2,152,300 SH   SOLE   2,147,800 4,500 0
CENTRAL PAC FINL CORP COM NEW 154760409 523 21,496 SH   SOLE   21,496 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,906 101,000 SH   SOLE   101,000 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,490 22,000 SH   SOLE   22,000 0 0
CENTURY CASINOS INC COM 156492100 2,597 351,400 SH   SOLE   351,400 0 0
CENTURYLINK INC COM 156700106 47,478 3,133,880 SH   SOLE   3,133,880 0 0
CHARAH SOLUTIONS INC COM 15957P105 835 100,000 SH   SOLE   100,000 0 0
CHARLES & COLVARD LTD COM 159765106 123 144,300 SH   SOLE   144,300 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,465 8,650 SH   SOLE   8,300 350 0
CHEESECAKE FACTORY INC COM 163072101 213 4,900 SH   SOLE   4,900 0 0
CHEFS WHSE INC COM 163086101 662 20,700 SH   SOLE   20,700 0 0
CHEMOURS CO COM 163851108 2,046 72,500 SH   SOLE   69,800 2,700 0
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CHEVRON CORP NEW COM 166764100 13,585 124,873 SH   SOLE   124,873 0 0
CHIASMA INC COM 16706W102 723 232,600 SH   SOLE   232,600 0 0
CHICAGO RIVET & MACH CO COM 168088102 438 13,900 SH   SOLE   13,900 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 113 15,000 SH   SOLE   15,000 0 0
CHICOS FAS INC COM 168615102 3,329 592,400 SH   SOLE   592,400 0 0
CHILDRENS PL INC COM 168905107 441 4,900 SH   SOLE   4,900 0 0
CHIMERIX INC COM 16934W106 461 179,200 SH   SOLE   179,200 0 0
CHINA ADVANCED CONSTR MATLS SHS G21225100 40 15,700 SH   SOLE   15,700 0 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 260 106,700 SH   SOLE   106,700 0 0
CHINA GREEN AGRICULTURE INC COM 16943W105 13 25,000 SH   SOLE   25,000 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 631 358,300 SH   SOLE   358,300 0 0
CHURCH & DWIGHT INC COM 171340102 7,398 112,500 SH   SOLE   109,400 3,100 0
CIDARA THERAPEUTICS INC COM 171757107 151 64,382 SH   SOLE   64,382 0 0
CIGNA CORP NEW COM 125523100 85,227 448,755 SH   SOLE   448,317 438 0
CIRRUS LOGIC INC COM 172755100 332 10,000 SH   SOLE   10,000 0 0
CISCO SYS INC COM 17275R102 43,216 997,358 SH   SOLE   997,358 0 0
CIT GROUP INC COM NEW 125581801 40,146 1,049,019 SH   SOLE   1,049,019 0 0
CITI TRENDS INC COM 17306X102 3,143 154,160 SH   SOLE   154,160 0 0
CITIGROUP INC COM NEW 172967424 76,828 1,475,765 SH   SOLE   1,475,765 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 1,173 107,600 SH   SOLE   107,600 0 0
CITIZENS HLDG CO MISS COM 174715102 523 25,170 SH   SOLE   25,170 0 0
CITIZENS INC CL A 174740100 927 123,240 SH   SOLE   123,240 0 0
CIVEO CORP CDA COM 17878Y108 970 678,530 SH   SOLE   678,530 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 1,558 89,444 SH   SOLE   89,444 0 0
CIVITAS SOLUTIONS INC COM 17887R102 791 45,200 SH   SOLE   45,200 0 0
CLARUS CORP NEW COM 18270P109 1,229 121,400 SH   SOLE   121,400 0 0
CLEAN ENERGY FUELS CORP COM 184499101 1,569 912,050 SH   SOLE   912,050 0 0
CLEARFIELD INC COM 18482P103 512 51,600 SH   SOLE   51,600 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 149 139,200 SH   SOLE   139,200 0 0
CLEARWATER PAPER CORP COM 18538R103 390 16,000 SH   SOLE   16,000 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 326 889,800 SH   SOLE   889,800 0 0
CM FIN INC COM 12574Q103 1,099 175,900 SH   SOLE   175,900 0 0
CNB FINL CORP PA COM 126128107 3,569 155,500 SH   SOLE   155,500 0 0
COCA COLA CO COM 191216100 75,081 1,585,664 SH   SOLE   1,585,664 0 0
CODORUS VY BANCORP INC COM 192025104 1,368 64,358 SH   SOLE   64,358 0 0
COEUR MNG INC COM NEW 192108504 2,094 468,400 SH   SOLE   468,400 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 688 60,560 SH   SOLE   60,560 0 0
COLONY BANKCORP INC COM 19623P101 378 25,868 SH   SOLE   25,868 0 0
COMCAST CORP NEW CL A 20030N101 61,169 1,796,450 SH   SOLE   1,796,450 0 0
COMFORT SYS USA INC COM 199908104 555 12,700 SH   SOLE   12,700 0 0
COMMAND SEC CORP COM 20050L100 125 44,600 SH   SOLE   44,600 0 0
COMMERCIAL VEH GROUP INC COM 202608105 1,163 204,100 SH   SOLE   204,100 0 0
COMMUNICATIONS SYS INC COM 203900105 194 95,400 SH   SOLE   95,400 0 0
COMMUNITY BANKERS TR CORP COM 203612106 641 88,800 SH   SOLE   88,800 0 0
COMMUNITY FINL CORP MD COM 20368X101 478 16,340 SH   SOLE   16,340 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 569 201,800 SH   SOLE   201,800 0 0
COMMUNITY TR BANCORP INC COM 204149108 693 17,500 SH   SOLE   17,500 0 0
COMMUNITY WEST BANCSHARES COM 204157101 455 45,357 SH   SOLE   45,357 0 0
COMPUTER TASK GROUP INC COM 205477102 1,162 284,762 SH   SOLE   284,762 0 0
COMSTOCK HLDG COS INC CL A NEW 205684202 91 54,400 SH   SOLE   54,400 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 3,067 126,000 SH   SOLE   126,000 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 179 103,300 SH   SOLE   103,300 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 2,715 216,300 SH   SOLE   216,300 0 0
CONCHO RES INC COM 20605P101 29,249 284,550 SH   SOLE   283,750 800 0
CONFORMIS INC COM 20717E101 124 345,000 SH   SOLE   345,000 0 0
CONIFER HLDGS INC COM 20731J102 67 19,000 SH   SOLE   19,000 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 3,014 163,200 SH   SOLE   163,200 0 0
CONNS INC COM 208242107 3,691 195,700 SH   SOLE   195,700 0 0
CONOCOPHILLIPS COM 20825C104 56,968 913,687 SH   SOLE   913,687 0 0
CONSOL ENERGY INC NEW COM 20854L108 1,446 45,600 SH   SOLE   43,800 1,800 0
CONSOLIDATED COMM HLDGS INC COM 209034107 3,063 310,001 SH   SOLE   310,001 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 2,381 45,349 SH   SOLE   45,349 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 2,679 889,950 SH   SOLE   889,950 0 0
CONTAINER STORE GROUP INC COM 210751103 2,178 456,700 SH   SOLE   456,700 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 861 264,830 SH   SOLE   264,830 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 369 14,500 SH   SOLE   14,500 0 0
CONTINENTAL RESOURCES INC COM 212015101 22,402 557,400 SH   SOLE   557,400 0 0
COOPER COS INC COM NEW 216648402 37,208 146,200 SH   SOLE   146,200 0 0
COOPER STD HLDGS INC COM 21676P103 5,156 83,000 SH   SOLE   83,000 0 0
COOPER TIRE & RUBR CO COM 216831107 5,302 164,000 SH   SOLE   164,000 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 86 14,800 SH   SOLE   14,800 0 0
CORCEPT THERAPEUTICS INC COM 218352102 820 61,400 SH   SOLE   61,400 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 502 70,600 SH   SOLE   70,600 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 707 841,883 SH   SOLE   841,883 0 0
CORNING INC COM 219350105 77,306 2,558,940 SH   SOLE   2,558,940 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 292 79,600 SH   SOLE   79,600 0 0
COSTAMARE INC SHS Y1771G102 2,513 572,500 SH   SOLE   572,500 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,322 11,400 SH   SOLE   11,400 0 0
COUNTY BANCORP INC COM 221907108 833 47,937 SH   SOLE   47,937 0 0
COUSINS PPTYS INC COM 222795106 716 90,600 SH   SOLE   90,600 0 0
COVANTA HLDG CORP COM 22282E102 290 21,640 SH   SOLE   21,640 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 2,620 136,450 SH   SOLE   136,450 0 0
COWEN INC CL A NEW 223622606 1,878 140,800 SH   SOLE   140,800 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 81 12,700 SH   SOLE   12,700 0 0
CRA INTL INC COM 12618T105 4,532 106,500 SH   SOLE   106,500 0 0
CRAWFORD & CO CL A 224633206 815 91,600 SH   SOLE   91,600 0 0
CRAWFORD & CO CL B 224633107 508 56,400 SH   SOLE   56,400 0 0
CREDIT ACCEP CORP MICH COM 225310101 3,230 8,460 SH   SOLE   8,160 300 0
CROCS INC COM 227046109 738 28,400 SH   SOLE   28,400 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 1,041 142,000 SH   SOLE   142,000 0 0
CROWN CRAFTS INC COM 228309100 141 26,100 SH   SOLE   26,100 0 0
CSP INC COM 126389105 499 51,100 SH   SOLE   51,100 0 0
CSS INDS INC COM 125906107 742 82,708 SH   SOLE   82,708 0 0
CSX CORP COM 126408103 4,585 73,800 SH   SOLE   72,400 1,400 0
CTS CORP COM 126501105 280 10,800 SH   SOLE   10,800 0 0
CULP INC COM 230215105 301 15,900 SH   SOLE   15,900 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 1,263 200,400 SH   SOLE   200,400 0 0
CURIS INC COM NEW 231269200 8 12,240 SH   SOLE   12,240 0 0
CUSTOMERS BANCORP INC COM 23204G100 2,115 116,200 SH   SOLE   116,200 0 0
CVR ENERGY INC COM 12662P108 2,093 60,700 SH   SOLE   58,100 2,600 0
CVS HEALTH CORP COM 126650100 40,728 621,610 SH   SOLE   621,610 0 0
CYBEROPTICS CORP COM 232517102 889 50,450 SH   SOLE   50,450 0 0
CYNERGISTEK INC COM 23258P105 777 164,000 SH   SOLE   164,000 0 0
DANA INCORPORATED COM 235825205 394 28,900 SH   SOLE   28,900 0 0
DARLING INGREDIENTS INC COM 237266101 629 32,700 SH   SOLE   32,700 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 171 12,300 SH   SOLE   12,300 0 0
DATA I O CORP COM 237690102 240 48,000 SH   SOLE   48,000 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 530 11,900 SH   SOLE   11,900 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 1,430 423,044 SH   SOLE   423,044 0 0
DEAN FOODS CO NEW COM NEW 242370203 933 245,000 SH   SOLE   245,000 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 1,204 168,368 SH   SOLE   168,368 0 0
DEL TACO RESTAURANTS INC COM 245496104 1,947 194,900 SH   SOLE   194,900 0 0
DELEK US HLDGS INC NEW COM 24665A103 1,043 32,080 SH   SOLE   32,080 0 0
DELL TECHNOLOGIES INC CL C 24703L202 704 14,396 SH   SOLE   14,396 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 22,128 443,450 SH   SOLE   443,450 0 0
DELTA APPAREL INC COM 247368103 1,537 89,188 SH   SOLE   89,188 0 0
DENBURY RES INC COM NEW 247916208 6,127 3,583,200 SH   SOLE   3,552,100 31,100 0
DESTINATION MATERNITY CORP COM 25065D100 527 185,500 SH   SOLE   185,500 0 0
DESTINATION XL GROUP INC COM 25065K104 1,099 506,422 SH   SOLE   506,422 0 0
DEVON ENERGY CORP NEW COM 25179M103 24,817 1,101,000 SH   SOLE   1,101,000 0 0
DHI GROUP INC COM 23331S100 712 468,300 SH   SOLE   468,300 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,505 639,122 SH   SOLE   639,122 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,632 384,700 SH   SOLE   384,700 0 0
DIGI INTL INC COM 253798102 929 92,025 SH   SOLE   92,025 0 0
DIGIRAD CORP COM 253827109 372 652,494 SH   SOLE   652,494 0 0
DIGITAL TURBINE INC COM NEW 25400W102 116 63,600 SH   SOLE   63,600 0 0
DILLARDS INC CL A 254067101 6,725 111,500 SH   SOLE   111,500 0 0
DIME CMNTY BANCSHARES COM 253922108 2,800 164,900 SH   SOLE   164,900 0 0
DIODES INC COM 254543101 8,113 251,499 SH   SOLE   251,499 0 0
DISCOVER FINL SVCS COM 254709108 50,048 848,559 SH   SOLE   848,559 0 0
DISH NETWORK CORP CL A 25470M109 34,615 1,386,254 SH   SOLE   1,383,154 3,100 0
DISNEY WALT CO COM DISNEY 254687106 17,226 157,100 SH   SOLE   157,100 0 0
DIXIE GROUP INC CL A 255519100 101 143,200 SH   SOLE   143,200 0 0
DLH HLDGS CORP COM 23335Q100 520 110,000 SH   SOLE   110,000 0 0
DMC GLOBAL INC COM 23291C103 980 27,900 SH   SOLE   27,900 0 0
DNB FINL CORP COM 233237106 688 25,465 SH   SOLE   25,465 0 0
DONEGAL GROUP INC CL A 257701201 2,294 168,100 SH   SOLE   168,100 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,367 234,529 SH   SOLE   234,529 0 0
DOVER DOWNS GAMING & ENTMT I COM 260095104 259 93,334 SH   SOLE   93,334 0 0
DOVER MOTORSPORTS INC COM 260174107 232 123,396 SH   SOLE   123,396 0 0
DSP GROUP INC COM 23332B106 1,090 97,300 SH   SOLE   97,300 0 0
DSW INC CL A 23334L102 8,287 335,500 SH   SOLE   335,500 0 0
DUCOMMUN INC DEL COM 264147109 3,082 84,850 SH   SOLE   84,850 0 0
DURECT CORP COM 266605104 293 606,500 SH   SOLE   606,500 0 0
DXC TECHNOLOGY CO COM 23355L106 1,418 26,671 SH   SOLE   26,671 0 0
EAGLE BANCORP MONT INC COM 26942G100 211 13,021 SH   SOLE   13,021 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 2,005 435,000 SH   SOLE   435,000 0 0
EARTHSTONE ENERGY INC CL A 27032D304 918 203,102 SH   SOLE   203,102 0 0
EASTERN CO COM 276317104 1,624 67,152 SH   SOLE   67,152 0 0
EASTMAN CHEM CO COM 277432100 43,106 589,600 SH   SOLE   589,600 0 0
ECLIPSE RES CORP COM 27890G100 855 814,000 SH   SOLE   814,000 0 0
ECOLAB INC COM 278865100 2,652 18,000 SH   SOLE   18,000 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 734 64,768 SH   SOLE   64,768 0 0
EDUCATIONAL DEV CORP COM 281479105 1,018 119,400 SH   SOLE   119,400 0 0
EHEALTH INC COM 28238P109 680 17,700 SH   SOLE   17,700 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 950 93,500 SH   SOLE   93,500 0 0
EL POLLO LOCO HLDGS INC COM 268603107 2,728 179,800 SH   SOLE   179,800 0 0
ELECTROMED INC COM 285409108 1,535 301,538 SH   SOLE   301,538 0 0
ELEVATE CREDIT INC COM 28621V101 563 125,600 SH   SOLE   125,600 0 0
EMC INS GROUP INC COM 268664109 2,726 85,575 SH   SOLE   85,575 0 0
EMCORE CORP COM NEW 290846203 718 170,902 SH   SOLE   170,902 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 634 10,700 SH   SOLE   10,700 0 0
EMERSON RADIO CORP COM NEW 291087203 285 198,100 SH   SOLE   198,100 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 605 189,700 SH   SOLE   189,700 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,546 179,800 SH   SOLE   179,800 0 0
ENCOMPASS HEALTH CORP COM 29261A100 4,338 70,300 SH   SOLE   68,900 1,400 0
ENCORE CAP GROUP INC COM 292554102 3,236 137,700 SH   SOLE   137,700 0 0
ENDO INTL PLC SHS G30401106 1,293 177,100 SH   SOLE   169,800 7,300 0
ENDOLOGIX INC COM 29266S106 269 375,000 SH   SOLE   375,000 0 0
ENGILITY HLDGS INC NEW COM 29286C107 2,712 95,300 SH   SOLE   95,300 0 0
ENNIS INC COM 293389102 5,027 261,157 SH   SOLE   261,157 0 0
ENOVA INTL INC COM 29357K103 6,381 327,907 SH   SOLE   324,807 3,100 0
ENPHASE ENERGY INC COM 29355A107 2,089 441,600 SH   SOLE   441,600 0 0
ENPRO INDS INC COM 29355X107 2,993 49,800 SH   SOLE   49,800 0 0
ENSCO PLC SHS CLASS A G3157S106 1,335 375,000 SH   SOLE   375,000 0 0
ENSERVCO CORP COM 29358Y102 184 496,100 SH   SOLE   496,100 0 0
ENSIGN GROUP INC COM 29358P101 3,623 93,400 SH   SOLE   90,300 3,100 0
ENSTAR GROUP LIMITED SHS G3075P101 486 2,900 SH   SOLE   2,900 0 0
ENTEGRA FINL CORP COM 29363J108 1,706 82,200 SH   SOLE   82,200 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,030 355,525 SH   SOLE   355,525 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 2,147 66,750 SH   SOLE   66,750 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 734 19,500 SH   SOLE   19,500 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,851 636,100 SH   SOLE   636,100 0 0
ENZO BIOCHEM INC COM 294100102 460 165,600 SH   SOLE   165,600 0 0
EOG RES INC COM 26875P101 34,651 397,330 SH   SOLE   397,330 0 0
EP ENERGY CORP CL A 268785102 353 504,000 SH   SOLE   504,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,933 30,200 SH   SOLE   30,200 0 0
ERA GROUP INC COM 26885G109 1,681 192,350 SH   SOLE   192,350 0 0
EROS INTL PLC SHS NEW G3788M114 2,225 268,384 SH   SOLE   268,384 0 0
ESCALADE INC COM 296056104 549 47,980 SH   SOLE   47,980 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 267 10,700 SH   SOLE   10,700 0 0
ESSA BANCORP INC COM 29667D104 2,142 137,200 SH   SOLE   137,200 0 0
ESSENDANT INC COM 296689102 2,038 162,000 SH   SOLE   162,000 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,473 140,600 SH   SOLE   140,600 0 0
EURONAV NV ANTWERPEN SHS B38564108 906 130,695 SH   SOLE   130,695 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,031 31,701 SH   SOLE   31,701 0 0
EVINE LIVE INC CL A 300487105 230 576,210 SH   SOLE   576,210 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,580 231,723 SH   SOLE   231,723 0 0
EXONE CO COM 302104104 320 48,300 SH   SOLE   48,300 0 0
EXPRESS INC COM 30219E103 2,151 421,000 SH   SOLE   421,000 0 0
EXTERRAN CORP COM 30227H106 2,959 167,200 SH   SOLE   167,200 0 0
EXTRA SPACE STORAGE INC COM 30225T102 56,844 628,250 SH   SOLE   628,250 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 3,182 741,800 SH   SOLE   741,800 0 0
EXTREME NETWORKS INC COM 30226D106 267 43,700 SH   SOLE   43,700 0 0
EXXON MOBIL CORP COM 30231G102 13,211 193,737 SH   SOLE   193,737 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 193 101,900 SH   SOLE   101,900 0 0
EZCORP INC CL A NON VTG 302301106 2,938 380,069 SH   SOLE   380,069 0 0
FABRINET SHS G3323L100 1,539 30,000 SH   SOLE   30,000 0 0
FACEBOOK INC CL A 30303M102 13,083 99,800 SH   SOLE   99,800 0 0
FAMOUS DAVES AMER INC COM 307068106 290 63,088 SH   SOLE   63,088 0 0
FBL FINL GROUP INC CL A 30239F106 6,990 106,472 SH   SOLE   106,472 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3,155 52,200 SH   SOLE   52,200 0 0
FEDERAL SIGNAL CORP COM 313855108 297 14,900 SH   SOLE   14,900 0 0
FEDNAT HLDG CO COM 31431B109 4,333 217,512 SH   SOLE   217,512 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,770 260,700 SH   SOLE   250,800 9,900 0
FIDELITY SOUTHERN CORP NEW COM 316394105 3,578 137,523 SH   SOLE   137,523 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 323 20,800 SH   SOLE   20,800 0 0
FIFTH THIRD BANCORP COM 316773100 50,194 2,133,210 SH   SOLE   2,133,210 0 0
FINANCIAL INSTNS INC COM 317585404 2,046 79,600 SH   SOLE   79,600 0 0
FINJAN HLDGS INC COM NEW 31788H303 1,483 590,800 SH   SOLE   590,800 0 0
FIRST BANCORP INC ME COM 31866P102 1,335 50,760 SH   SOLE   50,760 0 0
FIRST BANCORP P R COM NEW 318672706 9,516 1,106,500 SH   SOLE   1,106,500 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 1,763 145,463 SH   SOLE   145,463 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 1,778 91,108 SH   SOLE   91,108 0 0
FIRST BUSEY CORP COM NEW 319383204 4,483 182,693 SH   SOLE   182,693 0 0
FIRST CMNTY BANKSHARES INC V COM 31983A103 1,291 41,000 SH   SOLE   41,000 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 1,244 102,995 SH   SOLE   102,995 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,856 119,982 SH   SOLE   119,982 0 0
FIRST FINL CORP IND COM 320218100 2,590 64,520 SH   SOLE   64,520 0 0
FIRST GTY BANCSHARES INC COM 32043P106 386 16,612 SH   SOLE   16,612 0 0
FIRST INTERNET BANCORP COM 320557101 1,204 58,900 SH   SOLE   58,900 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 1,691 52,976 SH   SOLE   52,976 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,025 69,090 SH   SOLE   69,090 0 0
FIRST UTD CORP COM 33741H107 996 62,593 SH   SOLE   62,593 0 0
FIRSTCASH INC COM 33767D105 695 9,600 SH   SOLE   9,600 0 0
FISERV INC COM 337738108 2,330 31,700 SH   SOLE   31,700 0 0
FIVE9 INC COM 338307101 822 18,800 SH   SOLE   18,800 0 0
FLEXIBLE SOLUTIONS INTL INC COM 33938T104 75 55,707 SH   SOLE   55,707 0 0
FLEXSTEEL INDS INC COM 339382103 746 33,800 SH   SOLE   33,800 0 0
FLOTEK INDS INC DEL COM 343389102 218 200,000 SH   SOLE   200,000 0 0
FLUENT INC COM 34380C102 900 250,000 SH   SOLE   250,000 0 0
FLUIDIGM CORP DEL COM 34385P108 1,453 168,572 SH   SOLE   168,572 0 0
FLUSHING FINL CORP COM 343873105 1,954 90,738 SH   SOLE   90,738 0 0
FLWS/1-800 FLOWERS CL A 68243Q106 1,468 120,000 SH   SOLE   120,000 0 0
FONAR CORP COM NEW 344437405 1,089 53,800 SH   SOLE   53,800 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 32,514 4,250,136 SH   SOLE   4,250,136 0 0
FORTERRA INC COM 34960W106 1,391 370,000 SH   SOLE   370,000 0 0
FORTINET INC COM 34959E109 4,662 66,200 SH   SOLE   64,800 1,400 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 200 48,310 SH   SOLE   48,310 0 0
FOSSIL GROUP INC COM 34988V106 2,897 184,200 SH   SOLE   184,200 0 0
FOSTER L B CO COM 350060109 2,700 169,800 SH   SOLE   169,800 0 0
FOUNDATION BLDG MATLS INC COM 350392106 1,371 165,000 SH   SOLE   165,000 0 0
FRANCESCAS HLDGS CORP COM 351793104 125 129,100 SH   SOLE   129,100 0 0
FRANKLIN COVEY CO COM 353469109 558 25,000 SH   SOLE   25,000 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,134 43,000 SH   SOLE   43,000 0 0
FRANKLIN RES INC COM 354613101 51,505 1,736,500 SH   SOLE   1,736,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 39,485 3,829,800 SH   SOLE   3,822,400 7,400 0
FREIGHTCAR AMER INC COM 357023100 348 52,081 SH   SOLE   52,081 0 0
FREQUENCY ELECTRS INC COM 358010106 276 26,000 SH   SOLE   26,000 0 0
FRIEDMAN INDS INC COM 358435105 1,061 150,500 SH   SOLE   150,500 0 0
FRONTLINE LTD SHS NEW G3682E192 1,963 355,000 SH   SOLE   355,000 0 0
FS BANCORP INC COM 30263Y104 729 17,000 SH   SOLE   17,000 0 0
FS KKR CAPITAL CORP COM 302635107 2,435 470,000 SH   SOLE   470,000 0 0
FTI CONSULTING INC COM 302941109 8,330 125,000 SH   SOLE   125,000 0 0
FUEL TECH INC COM 359523107 289 243,128 SH   SOLE   243,128 0 0
FUELCELL ENERGY INC COM NEW 35952H502 165 300,000 SH   SOLE   300,000 0 0
FULGENT GENETICS INC COM 359664109 248 78,100 SH   SOLE   78,100 0 0
FULL HOUSE RESORTS INC COM 359678109 285 141,000 SH   SOLE   141,000 0 0
FUTUREFUEL CORPORATION COM 36116M106 2,495 157,300 SH   SOLE   157,300 0 0
GAIA INC NEW CL A 36269P104 624 60,200 SH   SOLE   60,200 0 0
GAIN CAP HLDGS INC COM 36268W100 4,560 740,305 SH   SOLE   740,305 0 0
GAMCO INVESTORS INC CL A COM 361438104 557 33,000 SH   SOLE   33,000 0 0
GAMESTOP CORP NEW CL A 36467W109 4,678 370,700 SH   SOLE   370,700 0 0
GAMING PARTNERS INTL CORP COM 36467A107 898 69,067 SH   SOLE   69,067 0 0
GANNETT CO INC COM 36473H104 4,842 567,700 SH   SOLE   567,700 0 0
GASLOG LTD SHS G37585109 7,200 437,437 SH   SOLE   437,437 0 0
GATX CORP COM 361448103 744 10,500 SH   SOLE   10,500 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,578 200,000 SH   SOLE   200,000 0 0
GENCOR INDS INC COM 368678108 845 77,050 SH   SOLE   77,050 0 0
GENERAL FIN CORP DEL COM 369822101 2,116 209,264 SH   SOLE   209,264 0 0
GENERAL MLS INC COM 370334104 40,350 1,036,200 SH   SOLE   1,036,200 0 0
GENERAL MTRS CO COM 37045V100 47,491 1,419,757 SH   SOLE   1,419,757 0 0
GENESCO INC COM 371532102 4,939 111,500 SH   SOLE   111,500 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,150 974,200 SH   SOLE   974,200 0 0
GENIE ENERGY LTD CL B 372284208 737 122,267 SH   SOLE   122,267 0 0
GENMARK DIAGNOSTICS INC COM 372309104 874 179,900 SH   SOLE   179,900 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 332 32,163 SH   SOLE   32,163 0 0
GERON CORP COM 374163103 12 12,200 SH   SOLE   12,200 0 0
GILEAD SCIENCES INC COM 375558103 37,755 603,600 SH   SOLE   602,000 1,600 0
GLATFELTER COM 377316104 2,044 209,400 SH   SOLE   209,400 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,123 31,000 SH   SOLE   31,000 0 0
GLOBAL NET LEASE INC COM NEW 379378201 523 29,700 SH   SOLE   29,700 0 0
GLOBAL WTR RES INC COM 379463102 1,046 103,200 SH   SOLE   103,200 0 0
GLOBALSCAPE INC COM 37940G109 722 161,180 SH   SOLE   161,180 0 0
GOLD RESOURCE CORP COM 38068T105 1,660 415,100 SH   SOLE   415,100 0 0
GOLDFIELD CORP COM 381370105 847 374,580 SH   SOLE   374,580 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 118 47,300 SH   SOLE   47,300 0 0
GOODRICH PETE CORP COM PAR 382410843 694 51,400 SH   SOLE   51,400 0 0
GORMAN RUPP CO COM 383082104 301 9,300 SH   SOLE   9,300 0 0
GP STRATEGIES CORP COM 36225V104 310 24,600 SH   SOLE   24,600 0 0
GRAHAM CORP COM 384556106 971 42,500 SH   SOLE   42,500 0 0
GRAINGER W W INC COM 384802104 2,485 8,800 SH   SOLE   8,800 0 0
GRAN TIERRA ENERGY INC COM 38500T101 4,887 2,251,900 SH   SOLE   2,251,900 0 0
GRAY TELEVISION INC COM 389375106 6,903 468,300 SH   SOLE   468,300 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 135 40,000 SH   SOLE   40,000 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 2,419 365,350 SH   SOLE   365,350 0 0
GREAT SOUTHN BANCORP INC COM 390905107 3,126 67,906 SH   SOLE   67,906 0 0
GREAT WESTN BANCORP INC COM 391416104 2,438 78,000 SH   SOLE   78,000 0 0
GREEN BANCORP INC COM 39260X100 2,862 167,000 SH   SOLE   167,000 0 0
GREEN PLAINS INC COM 393222104 2,119 161,650 SH   SOLE   161,650 0 0
GREENBRIER COS INC COM 393657101 6,587 166,600 SH   SOLE   166,600 0 0
GRIFFIN INL RLTY INC COM 398231100 804 25,205 SH   SOLE   25,205 0 0
GRIFFON CORP COM 398433102 439 42,000 SH   SOLE   42,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 5,114 97,000 SH   SOLE   97,000 0 0
GSE SYS INC COM 36227K106 352 167,625 SH   SOLE   167,625 0 0
GSI TECHNOLOGY COM 36241U106 682 132,717 SH   SOLE   132,717 0 0
GTX INC DEL COM NEW 40052B207 381 488,900 SH   SOLE   488,900 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 456 20,856 SH   SOLE   20,856 0 0
GULF ISLAND FABRICATION INC COM 402307102 748 103,600 SH   SOLE   103,600 0 0
GULF RESOURCES INC COM PAR $0.0005 40251W309 797 1,009,650 SH   SOLE   1,009,650 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 320 30,500 SH   SOLE   30,500 0 0
HAEMONETICS CORP COM 405024100 710 7,100 SH   SOLE   7,100 0 0
HALCON RES CORP COM PAR NEW 40537Q605 800 470,300 SH   SOLE   470,300 0 0
HALLADOR ENERGY COMPANY COM 40609P105 971 191,600 SH   SOLE   191,600 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,172 203,168 SH   SOLE   203,168 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 833 35,500 SH   SOLE   35,500 0 0
HANMI FINL CORP COM NEW 410495204 2,313 117,400 SH   SOLE   117,400 0 0
HARMONIC INC COM 413160102 711 150,700 SH   SOLE   150,700 0 0
HARSCO CORP COM 415864107 560 28,200 SH   SOLE   28,200 0 0
HARTE-HANKS INC COM 416196202 181 74,800 SH   SOLE   74,800 0 0
HARVARD BIOSCIENCE INC COM 416906105 2,033 639,417 SH   SOLE   639,417 0 0
HAVERTY FURNITURE INC COM 419596101 3,156 168,059 SH   SOLE   168,059 0 0
HAWAIIAN HOLDINGS INC COM 419879101 3,362 127,300 SH   SOLE   127,300 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,263 60,068 SH   SOLE   60,068 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 343 12,979 SH   SOLE   12,979 0 0
HC2 HLDGS INC COM 404139107 540 204,600 SH   SOLE   204,600 0 0
HCA HEALTHCARE INC COM 40412C101 115,384 927,150 SH   SOLE   925,350 1,800 0
HCI GROUP INC COM 40416E103 2,104 41,400 SH   SOLE   41,400 0 0
HEALTHCARE RLTY TR COM 421946104 611 21,500 SH   SOLE   21,500 0 0
HEARTLAND FINL USA INC COM 42234Q102 6,142 139,750 SH   SOLE   139,750 0 0
HECLA MNG CO COM 422704106 3,082 1,306,000 SH   SOLE   1,306,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,523 836,000 SH   SOLE   836,000 0 0
HEMISPHERE MEDIA GROUP INC CL A 42365Q103 243 20,000 SH   SOLE   20,000 0 0
HERC HLDGS INC COM 42704L104 3,184 122,500 SH   SOLE   122,500 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,325 90,000 SH   SOLE   90,000 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 3,262 239,000 SH   SOLE   239,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 16,555 1,253,200 SH   SOLE   1,253,200 0 0
HFF INC CL A 40418F108 282 8,500 SH   SOLE   8,500 0 0
HIBBETT SPORTS INC COM 428567101 2,089 146,100 SH   SOLE   146,100 0 0
HIGHPOINT RES CORP COM 43114K108 2,358 947,146 SH   SOLE   947,146 0 0
HIGHPOWER INTL INC COM 43113X101 286 131,845 SH   SOLE   131,845 0 0
HILL INTERNATIONAL INC COM 431466101 635 206,051 SH   SOLE   206,051 0 0
HILLTOP HOLDINGS INC COM 432748101 1,999 112,100 SH   SOLE   112,100 0 0
HMN FINL INC COM 40424G108 1,056 53,800 SH   SOLE   53,800 0 0
HOME BANCORP INC COM 43689E107 2,297 64,891 SH   SOLE   64,891 0 0
HOME DEPOT INC COM 437076102 13,161 76,600 SH   SOLE   76,600 0 0
HOMESTREET INC COM 43785V102 3,401 160,200 SH   SOLE   160,200 0 0
HOPE BANCORP INC COM 43940T109 2,491 210,000 SH   SOLE   210,000 0 0
HOPFED BANCORP INC COM 439734104 991 74,588 SH   SOLE   74,588 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 7,473 199,550 SH   SOLE   199,550 0 0
HORIZON BANCORP INC COM 440407104 1,272 80,629 SH   SOLE   80,629 0 0
HORIZON GLOBAL CORP COM 44052W104 113 79,100 SH   SOLE   79,100 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 1,405 124,900 SH   SOLE   124,900 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 272 189,080 SH   SOLE   189,080 0 0
HOSTESS BRANDS INC CL A 44109J106 5,276 482,300 SH   SOLE   482,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,880 325,000 SH   SOLE   325,000 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 546 107,839 SH   SOLE   107,839 0 0
HOVNANIAN ENTERPRISES INC CL A 442487203 299 436,900 SH   SOLE   436,900 0 0
HUB GROUP INC CL A 443320106 3,173 85,600 SH   SOLE   85,600 0 0
HUDSON GLOBAL INC COM 443787106 114 84,400 SH   SOLE   84,400 0 0
HUMANA INC COM 444859102 60,361 210,700 SH   SOLE   210,700 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,170 11,400 SH   SOLE   11,400 0 0
HUNTSMAN CORP COM 447011107 226 11,700 SH   SOLE   11,700 0 0
HURCO COMPANIES INC COM 447324104 2,703 75,706 SH   SOLE   75,706 0 0
HURON CONSULTING GROUP INC COM 447462102 2,211 43,100 SH   SOLE   43,100 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,376 22,200 SH   SOLE   22,200 0 0
I D SYSTEMS INC COM 449489103 419 75,000 SH   SOLE   75,000 0 0
ICF INTL INC COM 44925C103 4,387 67,729 SH   SOLE   67,729 0 0
ICHOR HOLDINGS SHS G4740B105 1,394 85,500 SH   SOLE   85,500 0 0
IDT CORP CL B NEW 448947507 487 78,600 SH   SOLE   78,600 0 0
IEC ELECTRS CORP NEW COM 44949L105 421 73,550 SH   SOLE   73,550 0 0
IMMUNE DESIGN CORP COM 45252L103 55 42,400 SH   SOLE   42,400 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 666 176,279 SH   SOLE   176,279 0 0
IMPINJ INC COM 453204109 728 50,000 SH   SOLE   50,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,621 519,600 SH   SOLE   519,600 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 2,074 58,920 SH   SOLE   58,920 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 385 19,598 SH   SOLE   19,598 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 329 279,000 SH   SOLE   279,000 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 947 223,300 SH   SOLE   223,300 0 0
INFUSYSTEM HLDGS INC COM 45685K102 2,131 619,376 SH   SOLE   619,376 0 0
INGLES MKTS INC CL A 457030104 3,809 139,950 SH   SOLE   139,950 0 0
INNERWORKINGS INC COM 45773Y105 353 94,300 SH   SOLE   94,300 0 0
INNODATA INC COM NEW 457642205 511 340,455 SH   SOLE   340,455 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 341 154,700 SH   SOLE   154,700 0 0
INSEEGO CORP COM 45782B104 1,566 377,400 SH   SOLE   377,400 0 0
INSIGHT ENTERPRISES INC COM 45765U103 5,554 136,300 SH   SOLE   136,300 0 0
INSPERITY INC COM 45778Q107 3,865 41,400 SH   SOLE   39,700 1,700 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 118 33,800 SH   SOLE   33,800 0 0
INTEL CORP COM 458140100 96,362 2,053,323 SH   SOLE   2,053,323 0 0
INTELLICHECK INC COM NEW 45817G201 106 49,700 SH   SOLE   49,700 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 487 37,662 SH   SOLE   37,662 0 0
INTELSAT S A COM L5140P101 787 36,800 SH   SOLE   36,800 0 0
INTERDIGITAL INC COM 45867G101 644 9,700 SH   SOLE   9,700 0 0
INTERMOLECULAR INC COM 45882D109 114 113,100 SH   SOLE   113,100 0 0
INTERNAP CORP COM PAR 45885A409 202 48,700 SH   SOLE   48,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,313 117,117 SH   SOLE   117,117 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 9,352 213,216 SH   SOLE   213,216 0 0
INTERSECTIONS INC COM 460981301 46 12,500 SH   SOLE   12,500 0 0
INTEST CORP COM 461147100 2,521 411,200 SH   SOLE   411,200 0 0
INTEVAC INC COM 461148108 372 71,100 SH   SOLE   71,100 0 0
INTL FCSTONE INC COM 46116V105 1,136 31,058 SH   SOLE   31,058 0 0
INTREPID POTASH INC COM 46121Y102 1,491 573,500 SH   SOLE   573,500 0 0
INTRICON CORP COM 46121H109 567 21,500 SH   SOLE   21,500 0 0
INTUIT COM 461202103 4,744 24,100 SH   SOLE   24,100 0 0
INVESTAR HLDG CORP COM 46134L105 466 18,800 SH   SOLE   18,800 0 0
INVESTORS TITLE CO COM 461804106 392 2,220 SH   SOLE   2,220 0 0
INVIVO THERAPEUTICS HLDGS CO COM PAR 46186M407 39 25,972 SH   SOLE   25,972 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 918 177,305 SH   SOLE   177,305 0 0
IRIDEX CORP COM 462684101 383 81,500 SH   SOLE   81,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 12,914 699,950 SH   SOLE   699,950 0 0
ISHARES TR MICRO-CAP ETF 464288869 538 6,525 SH   SOLE   6,525 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 5,302 49,300 SH   SOLE   49,300 0 0
ISORAY INC COM 46489V104 51 168,700 SH   SOLE   168,700 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 284 25,000 SH   SOLE   25,000 0 0
IT TECH PACKAGING INC COM NEW 46527C100 22 35,000 SH   SOLE   35,000 0 0
ITERIS INC COM 46564T107 921 247,032 SH   SOLE   247,032 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,597 194,100 SH   SOLE   194,100 0 0
J JILL INC COM 46620W102 879 165,000 SH   SOLE   165,000 0 0
JAKKS PAC INC COM 47012E106 288 196,000 SH   SOLE   196,000 0 0
JAMES RIV GROUP LTD COM G5005R107 6,091 166,700 SH   SOLE   166,700 0 0
JASON INDS INC COM 471172106 399 291,400 SH   SOLE   291,400 0 0
JETBLUE AIRWAYS CORP COM 477143101 172 10,700 SH   SOLE   10,700 0 0
JMP GROUP LLC COM 46629U107 441 113,151 SH   SOLE   113,151 0 0
JOHNSON & JOHNSON COM 478160104 13,460 104,302 SH   SOLE   104,302 0 0
JOUNCE THERAPEUTICS INC COM 481116101 1,005 298,300 SH   SOLE   298,300 0 0
JPMORGAN CHASE & CO COM 46625H100 17,547 179,745 SH   SOLE   179,745 0 0
JUNIPER NETWORKS INC COM 48203R104 30,096 1,118,400 SH   SOLE   1,113,700 4,700 0
K12 INC COM 48273U102 5,046 203,567 SH   SOLE   203,567 0 0
KADANT INC COM 48282T104 595 7,300 SH   SOLE   7,300 0 0
KADMON HLDGS INC COM 48283N106 614 295,000 SH   SOLE   295,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,021 22,630 SH   SOLE   22,630 0 0
KALA PHARMACEUTICALS INC COM 483119103 416 85,000 SH   SOLE   85,000 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,185 60,000 SH   SOLE   60,000 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 254 70,100 SH   SOLE   70,100 0 0
KAR AUCTION SVCS INC COM 48238T109 2,243 47,000 SH   SOLE   45,100 1,900 0
KB HOME COM 48666K109 6,444 337,400 SH   SOLE   337,400 0 0
KCAP FINL INC COM 48668E101 2,543 735,000 SH   SOLE   735,000 0 0
KEANE GROUP INC COM 48669A108 2,209 270,000 SH   SOLE   270,000 0 0
KELLY SVCS INC CL A 488152208 3,101 151,400 SH   SOLE   151,400 0 0
KEMET CORP COM NEW 488360207 3,341 190,500 SH   SOLE   190,500 0 0
KEMPHARM INC COM 488445107 98 55,000 SH   SOLE   55,000 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 997 30,000 SH   SOLE   30,000 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 211 101,800 SH   SOLE   101,800 0 0
KEY TRONIC CORP COM 493144109 791 139,933 SH   SOLE   139,933 0 0
KIMBALL ELECTRONICS INC COM 49428J109 2,076 134,000 SH   SOLE   134,000 0 0
KIMBALL INTL INC CL B 494274103 763 53,800 SH   SOLE   53,800 0 0
KINGSTONE COS INC COM 496719105 1,030 58,200 SH   SOLE   58,200 0 0
KIRKLANDS INC COM 497498105 1,663 174,500 SH   SOLE   174,500 0 0
KNOWLES CORP COM 49926D109 4,725 355,000 SH   SOLE   355,000 0 0
KOHLS CORP COM 500255104 54,297 818,470 SH   SOLE   818,470 0 0
KONA GRILL INC COM 50047H201 116 110,200 SH   SOLE   110,200 0 0
KRATON CORPORATION COM 50077C106 5,517 252,627 SH   SOLE   252,627 0 0
KROGER CO COM 501044101 27,984 1,017,600 SH   SOLE   1,017,600 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,477 215,000 SH   SOLE   215,000 0 0
KVH INDS INC COM 482738101 1,176 114,267 SH   SOLE   114,267 0 0
LA Z BOY INC COM 505336107 263 9,500 SH   SOLE   9,500 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 662 284,000 SH   SOLE   284,000 0 0
LAKE SHORE BANCORP INC COM 510700107 501 33,850 SH   SOLE   33,850 0 0
LAKELAND BANCORP INC COM 511637100 2,666 179,990 SH   SOLE   179,990 0 0
LAKELAND INDS INC COM 511795106 1,904 182,357 SH   SOLE   182,357 0 0
LAM RESEARCH CORP COM 512807108 4,521 33,200 SH   SOLE   31,800 1,400 0
LANDEC CORP COM 514766104 189 16,000 SH   SOLE   16,000 0 0
LANDMARK BANCORP INC COM 51504L107 444 19,376 SH   SOLE   19,376 0 0
LANDS END INC NEW COM 51509F105 2,427 170,800 SH   SOLE   170,800 0 0
LANNET INC COM 516012101 422 85,000 SH   SOLE   85,000 0 0
LANTRONIX INC COM NEW 516548203 157 53,500 SH   SOLE   53,500 0 0
LAUDER ESTEE COS INC CL A 518439104 2,121 16,300 SH   SOLE   16,300 0 0
LAWSON PRODS INC COM 520776105 1,052 33,300 SH   SOLE   33,300 0 0
LCI INDS COM 50189K103 401 6,000 SH   SOLE   6,000 0 0
LCNB CORP COM 50181P100 314 20,700 SH   SOLE   20,700 0 0
LEAF GROUP LTD COM 52177G102 908 132,600 SH   SOLE   132,600 0 0
LEAP THERAPEUTICS INC COM 52187K101 73 36,300 SH   SOLE   36,300 0 0
LEAR CORP COM NEW 521865204 49,415 402,203 SH   SOLE   401,303 900 0
LEE ENTERPRISES INC COM 523768109 684 324,100 SH   SOLE   324,100 0 0
LENNOX INTL INC COM 526107107 32,641 149,140 SH   SOLE   149,140 0 0
LEVEL ONE BANCORP INC COM 52730D208 561 25,000 SH   SOLE   25,000 0 0
LGI HOMES INC COM 50187T106 3,091 68,350 SH   SOLE   66,350 2,000 0
LIBBEY INC COM 529898108 543 140,000 SH   SOLE   140,000 0 0
LIFETIME BRANDS INC COM 53222Q103 1,751 174,599 SH   SOLE   174,599 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,041 78,900 SH   SOLE   78,900 0 0
LIFEWAY FOODS INC COM 531914109 166 88,052 SH   SOLE   88,052 0 0
LIGHTPATH TECHNOLOGIES INC CL A NEW 532257805 97 65,000 SH   SOLE   65,000 0 0
LILIS ENERGY INC COM NEW 532403201 370 270,000 SH   SOLE   270,000 0 0
LILLY ELI & CO COM 532457108 60,342 521,450 SH   SOLE   520,550 900 0
LIMBACH HLDGS INC COM 53263P105 146 39,800 SH   SOLE   39,800 0 0
LIMELIGHT NETWORKS INC COM 53261M104 98 41,700 SH   SOLE   41,700 0 0
LINCOLN EDL SVCS CORP COM 533535100 957 298,969 SH   SOLE   298,969 0 0
LINDSAY CORP COM 535555106 732 7,600 SH   SOLE   7,600 0 0
LIQUIDITY SERVICES INC COM 53635B107 524 84,900 SH   SOLE   84,900 0 0
LIVE OAK BANCSHARES INC COM 53803X105 579 39,100 SH   SOLE   39,100 0 0
LIVE VENTURES INC COM NEW 538142308 92 13,702 SH   SOLE   13,702 0 0
LOEWS CORP COM 540424108 37,503 823,890 SH   SOLE   823,890 0 0
LONESTAR RES US INC CL A VTG 54240F103 1,747 478,500 SH   SOLE   478,500 0 0
LSB INDS INC COM 502160104 766 138,800 SH   SOLE   138,800 0 0
LSI INDS INC COM 50216C108 535 168,700 SH   SOLE   168,700 0 0
LUBYS INC COM 549282101 342 284,700 SH   SOLE   284,700 0 0
LULULEMON ATHLETICA INC COM 550021109 7,029 57,800 SH   SOLE   56,300 1,500 0
LUMENTUM HLDGS INC COM 55024U109 723 17,200 SH   SOLE   17,200 0 0
LUMINEX CORP DEL COM 55027E102 543 23,500 SH   SOLE   23,500 0 0
LUNA INNOVATIONS COM 550351100 1,027 306,430 SH   SOLE   306,430 0 0
LYON WILLIAM HOMES CL A NEW 552074700 1,556 145,597 SH   SOLE   145,597 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 69,569 836,571 SH   SOLE   836,571 0 0
M D C HLDGS INC COM 552676108 7,007 249,264 SH   SOLE   249,264 0 0
MACKINAC FINL CORP COM 554571109 399 29,200 SH   SOLE   29,200 0 0
MACYS INC COM 55616P104 48,141 1,616,550 SH   SOLE   1,616,550 0 0
MAGELLAN HEALTH INC COM NEW 559079207 6,303 110,800 SH   SOLE   110,800 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 292 176,900 SH   SOLE   176,900 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 3,871 245,000 SH   SOLE   245,000 0 0
MALVERN BANCORP INC COM 561409103 732 37,100 SH   SOLE   37,100 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 4,520 251,400 SH   SOLE   251,400 0 0
MANITOWOC CO INC COM NEW 563571405 753 51,000 SH   SOLE   51,000 0 0
MANNATECH INC COM NEW 563771203 1,173 62,409 SH   SOLE   62,409 0 0
MANNING & NAPIER INC CL A 56382Q102 474 269,500 SH   SOLE   269,500 0 0
MANNKIND CORP COM NEW 56400P706 410 387,000 SH   SOLE   387,000 0 0
MANTECH INTL CORP CL A 564563104 1,506 28,800 SH   SOLE   28,800 0 0
MARATHON OIL CORP COM 565849106 41,106 2,866,500 SH   SOLE   2,866,500 0 0
MARATHON PETE CORP COM 56585A102 76,276 1,292,588 SH   SOLE   1,292,588 0 0
MARCHEX INC CL B 56624R108 757 285,600 SH   SOLE   285,600 0 0
MARCUS CORP COM 566330106 9,543 241,604 SH   SOLE   241,604 0 0
MARIN SOFTWARE INC COM NEW 56804T205 421 79,215 SH   SOLE   79,215 0 0
MARINEMAX INC COM 567908108 2,417 132,000 SH   SOLE   132,000 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 206 71,706 SH   SOLE   71,706 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 2,886 129,255 SH   SOLE   129,255 0 0
MARSH & MCLENNAN COS INC COM 571748102 2,329 29,200 SH   SOLE   29,200 0 0
MARTEN TRANS LTD COM 573075108 4,263 263,337 SH   SOLE   263,337 0 0
MASTECH DIGITAL INC COM 57633B100 117 18,500 SH   SOLE   18,500 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,037 16,100 SH   SOLE   16,100 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 952 50,900 SH   SOLE   50,900 0 0
MATADOR RES CO COM 576485205 575 37,000 SH   SOLE   37,000 0 0
MATERION CORP COM 576690101 2,699 60,000 SH   SOLE   60,000 0 0
MATRIX SVC CO COM 576853105 2,829 157,700 SH   SOLE   157,700 0 0
MATSON INC COM 57686G105 6,186 193,190 SH   SOLE   193,190 0 0
MAUI LD & PINEAPPLE INC COM 577345101 769 77,567 SH   SOLE   77,567 0 0
MAXIMUS INC COM 577933104 657 10,100 SH   SOLE   10,100 0 0
MAXWELL TECHNOLOGIES INC COM 577767106 276 133,200 SH   SOLE   133,200 0 0
MBT FINL CORP COM 578877102 1,225 131,685 SH   SOLE   131,685 0 0
MCCLATCHY CO CL A NEW 579489303 349 45,681 SH   SOLE   45,681 0 0
MCCORMICK & CO INC COM NON VTG 579780206 53,865 386,850 SH   SOLE   386,150 700 0
MCDERMOTT INTL INC COM 580037703 3,042 465,132 SH   SOLE   465,132 0 0
MCDONALDS CORP COM 580135101 13,655 76,900 SH   SOLE   76,900 0 0
MCKESSON CORP COM 58155Q103 40,112 363,100 SH   SOLE   363,100 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 132 50,500 SH   SOLE   50,500 0 0
MEDALLION FINL CORP COM 583928106 133 28,300 SH   SOLE   28,300 0 0
MEDICAL TRANSCRIPTION BLG CO COM 58464J105 106 28,000 SH   SOLE   28,000 0 0
MEDICINOVA INC COM NEW 58468P206 1,043 127,710 SH   SOLE   127,710 0 0
MEDIFAST INC COM 58470H101 438 3,500 SH   SOLE   3,500 0 0
MEDLEY MGMT INC CL A COM 58503T106 39 10,000 SH   SOLE   10,000 0 0
MENLO THERAPEUTICS INC COM 586858102 515 124,900 SH   SOLE   124,900 0 0
MERCER INTL INC COM 588056101 4,241 406,200 SH   SOLE   406,200 0 0
MERCK & CO INC COM 58933Y105 89,337 1,169,185 SH   SOLE   1,166,685 2,500 0
MERIDIAN BIOSCIENCE INC COM 589584101 590 34,000 SH   SOLE   34,000 0 0
MERITAGE HOMES CORP COM 59001A102 2,440 66,442 SH   SOLE   66,442 0 0
META FINL GROUP INC COM 59100U108 2,708 139,665 SH   SOLE   139,665 0 0
METHODE ELECTRS INC COM 591520200 1,712 73,500 SH   SOLE   73,500 0 0
METLIFE INC COM 59156R108 246 6,000 SH   SOLE   6,000 0 0
METROPOLITAN BK HLDG CORP COM 591774104 509 16,500 SH   SOLE   16,500 0 0
MEXCO ENERGY CORP COM 592770101 33 12,000 SH   SOLE   12,000 0 0
MICRON SOLUTIONS INC COM 59511X105 70 26,425 SH   SOLE   26,425 0 0
MICRON TECHNOLOGY INC COM 595112103 80,348 2,532,250 SH   SOLE   2,525,150 7,100 0
MICROSOFT CORP COM 594918104 26,789 263,745 SH   SOLE   262,845 900 0
MID PENN BANCORP INC COM 59540G107 963 41,848 SH   SOLE   41,848 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 806 19,000 SH   SOLE   19,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,765 123,775 SH   SOLE   123,775 0 0
MIDSOUTH BANCORP INC COM 598039105 1,375 129,712 SH   SOLE   129,712 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 2,004 266,800 SH   SOLE   266,800 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 2,437 98,160 SH   SOLE   98,160 0 0
MILACRON HLDGS CORP COM 59870L106 1,248 105,000 SH   SOLE   105,000 0 0
MILLER INDS INC TENN COM NEW 600551204 1,639 60,700 SH   SOLE   60,700 0 0
MINERVA NEUROSCIENCES INC COM 603380106 502 74,500 SH   SOLE   74,500 0 0
MISONIX INC COM 604871103 1,090 68,100 SH   SOLE   68,100 0 0
MISTRAS GROUP INC COM 60649T107 239 16,600 SH   SOLE   16,600 0 0
MITCHAM INDS INC COM 606501104 701 273,845 SH   SOLE   273,845 0 0
MODINE MFG CO COM 607828100 2,321 214,700 SH   SOLE   214,700 0 0
MONEYGRAM INTL INC COM NEW 60935Y208 202 101,000 SH   SOLE   101,000 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 737 59,400 SH   SOLE   59,400 0 0
MONROE CAP CORP COM 610335101 589 61,403 SH   SOLE   61,403 0 0
MOOG INC CL A 615394202 287 3,700 SH   SOLE   3,700 0 0
MORGAN STANLEY COM NEW 617446448 53,194 1,341,585 SH   SOLE   1,341,585 0 0
MOVADO GROUP INC COM 624580106 3,371 106,600 SH   SOLE   106,600 0 0
MR COOPER GROUP INC COM 62482R107 2,305 197,547 SH   SOLE   197,547 0 0
MSB FINL CORP NEW COM 55352L101 446 25,000 SH   SOLE   25,000 0 0
MUSTANG BIO INC COM 62818Q104 184 62,500 SH   SOLE   62,500 0 0
MUTUALFIRST FINL INC COM 62845B104 1,555 58,511 SH   SOLE   58,511 0 0
MVB FINANCIAL CORP COM 553810102 1,498 83,018 SH   SOLE   83,018 0 0
MYR GROUP INC DEL COM 55405W104 1,197 42,500 SH   SOLE   42,500 0 0
NABORS INDUSTRIES LTD SHS G6359F103 2,100 1,050,000 SH   SOLE   1,050,000 0 0
NACCO INDS INC CL A 629579103 2,993 88,295 SH   SOLE   88,295 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 817 55,100 SH   SOLE   55,100 0 0
NANTHEALTH INC COM 630104107 33 60,900 SH   SOLE   60,900 0 0
NANTKWEST INC COM 63016Q102 292 251,400 SH   SOLE   251,400 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,449 91,976 SH   SOLE   91,976 0 0
NATHANS FAMOUS INC NEW COM 632347100 365 5,491 SH   SOLE   5,491 0 0
NATIONAL AMERN UNIV HLDGS IN COM 63245Q105 10 53,699 SH   SOLE   53,699 0 0
NATIONAL GEN HLDGS CORP COM 636220303 784 32,400 SH   SOLE   32,400 0 0
NATIONAL HEALTHCARE CORP COM 635906100 3,803 48,482 SH   SOLE   48,482 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 228 84,400 SH   SOLE   84,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 5,913 19,664 SH   SOLE   19,664 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 1,018 103,510 SH   SOLE   103,510 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 3,292 200,273 SH   SOLE   200,273 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 3,314 216,200 SH   SOLE   216,200 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 775 41,900 SH   SOLE   41,900 0 0
NAVIGANT CONSULTING INC COM 63935N107 7,887 327,928 SH   SOLE   327,928 0 0
NAVIGATORS GROUP INC COM 638904102 5,191 74,700 SH   SOLE   74,700 0 0
NELNET INC CL A 64031N108 3,910 74,700 SH   SOLE   74,700 0 0
NEOPHOTONICS CORP COM 64051T100 680 105,000 SH   SOLE   105,000 0 0
NEOS THERAPEUTICS INC COM 64052L106 25 15,000 SH   SOLE   15,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,732 369,300 SH   SOLE   369,300 0 0
NET ELEMENT INC COM PAR 64111R300 215 37,600 SH   SOLE   37,600 0 0
NETFLIX INC COM 64110L106 5,112 19,100 SH   SOLE   19,100 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 346 56,200 SH   SOLE   56,200 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 513 230,200 SH   SOLE   230,200 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 463 194,400 SH   SOLE   194,400 0 0
NEW HOME CO INC COM 645370107 854 163,200 SH   SOLE   163,200 0 0
NEW JERSEY RES COM 646025106 1,763 38,600 SH   SOLE   36,800 1,800 0
NEW MEDIA INVT GROUP INC COM 64704V106 4,000 345,700 SH   SOLE   345,700 0 0
NEWFIELD EXPL CO COM 651290108 1,287 87,800 SH   SOLE   84,600 3,200 0
NEXEO SOLUTIONS INC COM SHS 65342H102 3,531 411,100 SH   SOLE   411,100 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 643 61,800 SH   SOLE   61,800 0 0
NICOLET BANKSHARES INC COM 65406E102 1,769 36,255 SH   SOLE   36,255 0 0
NII HLDGS INC COM PAR 62913F508 2,427 550,300 SH   SOLE   550,300 0 0
NL INDS INC COM NEW 629156407 204 58,100 SH   SOLE   58,100 0 0
NMI HLDGS INC CL A 629209305 6,872 385,000 SH   SOLE   385,000 0 0
NOBLE CORP PLC SHS USD G65431101 2,984 1,139,000 SH   SOLE   1,139,000 0 0
NOODLES & CO COM CL A 65540B105 101 14,400 SH   SOLE   14,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 61,528 411,450 SH   SOLE   411,450 0 0
NORTHEAST BANCORP COM NEW 663904209 1,867 111,600 SH   SOLE   111,600 0 0
NORTHERN TECH INTL CORP COM 665809109 413 13,950 SH   SOLE   13,950 0 0
NORTHERN TR CORP COM 665859104 496 5,930 SH   SOLE   4,830 1,100 0
NORTHRIM BANCORP INC COM 666762109 2,822 85,868 SH   SOLE   85,868 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 6,624 391,000 SH   SOLE   391,000 0 0
NORTHWEST PIPE CO COM 667746101 1,470 63,100 SH   SOLE   63,100 0 0
NORWOOD FINANCIAL CORP COM 669549107 598 18,112 SH   SOLE   18,112 0 0
NOVAN INC COM 66988N106 50 60,000 SH   SOLE   60,000 0 0
NOW INC COM 67011P100 1,930 165,800 SH   SOLE   159,000 6,800 0
NUVECTRA CORP COM 67075N108 1,624 99,400 SH   SOLE   99,400 0 0
NVIDIA CORP COM 67066G104 3,204 24,000 SH   SOLE   23,300 700 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,115 17,760 SH   SOLE   17,460 300 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,009 81,600 SH   SOLE   81,600 0 0
OCULAR THERAPEUTIX INC COM 67576A100 411 103,300 SH   SOLE   103,300 0 0
OCWEN FINL CORP COM NEW 675746309 1,408 1,050,800 SH   SOLE   1,050,800 0 0
OFFICE DEPOT INC COM 676220106 6,061 2,349,300 SH   SOLE   2,349,300 0 0
OFG BANCORP COM 67103X102 4,173 253,500 SH   SOLE   253,500 0 0
OHIO VY BANC CORP COM 677719106 888 25,100 SH   SOLE   25,100 0 0
OIL DRI CORP AMER COM 677864100 875 33,000 SH   SOLE   33,000 0 0
OIL STS INTL INC COM 678026105 1,985 139,000 SH   SOLE   139,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,037 79,750 SH   SOLE   79,750 0 0
OLYMPIC STEEL INC COM 68162K106 923 64,700 SH   SOLE   64,700 0 0
ON DECK CAP INC COM 682163100 2,715 460,200 SH   SOLE   460,200 0 0
ON SEMICONDUCTOR CORP COM 682189105 2,770 167,800 SH   SOLE   167,800 0 0
ONCOCYTE CORPORATION COM 68235C107 269 195,000 SH   SOLE   195,000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 98 130,900 SH   SOLE   130,900 0 0
ONCONOVA THERAPEUTICS INC COM PAR 68232V405 30 14,200 SH   SOLE   14,200 0 0
OOMA INC COM 683416101 1,609 115,900 SH   SOLE   115,900 0 0
OP BANCORP COM 67109R109 637 71,851 SH   SOLE   71,851 0 0
OPHTHOTECH CORP COM 683745103 261 217,400 SH   SOLE   217,400 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,393 93,662 SH   SOLE   93,662 0 0
OPTICAL CABLE CORP COM NEW 683827208 77 20,100 SH   SOLE   20,100 0 0
OPUS BK IRVINE CALIF COM 684000102 4,075 208,000 SH   SOLE   208,000 0 0
ORACLE CORP COM 68389X105 29,626 656,173 SH   SOLE   656,173 0 0
ORGANOVO HLDGS INC COM 68620A104 429 448,600 SH   SOLE   448,600 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,673 390,044 SH   SOLE   390,044 0 0
ORRSTOWN FINL SVCS INC COM 687380105 1,156 63,500 SH   SOLE   63,500 0 0
ORTHOFIX MED INC COM 68752M108 751 14,300 SH   SOLE   14,300 0 0
ORTHOPEDIATRICS CORP COM 68752L100 872 25,000 SH   SOLE   25,000 0 0
OTONOMY INC COM 68906L105 232 125,500 SH   SOLE   125,500 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 1,886 1,136,216 SH   SOLE   1,136,216 0 0
OVID THERAPEUTICS INC COM 690469101 238 98,440 SH   SOLE   98,440 0 0
P & F INDS INC CL A NEW 692830508 90 11,688 SH   SOLE   11,688 0 0
P A M TRANSN SVCS INC COM 693149106 2,222 56,370 SH   SOLE   56,370 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 2,258 305,200 SH   SOLE   305,200 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 452 28,900 SH   SOLE   28,900 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 75 86,900 SH   SOLE   86,900 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 953 133,319 SH   SOLE   133,319 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,424 55,800 SH   SOLE   55,800 0 0
PACKAGING CORP AMER COM 695156109 4,123 49,400 SH   SOLE   48,400 1,000 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 564 796,000 SH   SOLE   796,000 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 629 40,594 SH   SOLE   40,594 0 0
PAPA MURPHYS HLDGS INC COM 698814100 911 191,797 SH   SOLE   191,797 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,399 310,200 SH   SOLE   307,100 3,100 0
PAR TECHNOLOGY CORP COM 698884103 912 41,942 SH   SOLE   41,942 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 33 40,000 SH   SOLE   40,000 0 0
PARK OHIO HLDGS CORP COM 700666100 773 25,200 SH   SOLE   25,200 0 0
PARKE BANCORP INC COM 700885106 1,483 79,236 SH   SOLE   79,236 0 0
PARSLEY ENERGY INC CL A 701877102 1,606 100,500 SH   SOLE   100,500 0 0
PARTY CITY HOLDCO INC COM 702149105 4,481 449,000 SH   SOLE   449,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 577 40,500 SH   SOLE   40,500 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 991 50,871 SH   SOLE   50,871 0 0
PB BANCORP INC COM 70454T100 327 30,000 SH   SOLE   30,000 0 0
PBF ENERGY INC CL A 69318G106 1,852 56,700 SH   SOLE   54,400 2,300 0
PCM INC COM 69323K100 1,780 101,069 SH   SOLE   101,069 0 0
PC-TEL INC COM 69325Q105 1,432 333,900 SH   SOLE   333,900 0 0
PDF SOLUTIONS INC COM 693282105 379 45,000 SH   SOLE   45,000 0 0
PDL BIOPHARMA INC COM 69329Y104 2,818 971,800 SH   SOLE   971,800 0 0
PDL CMNTY BANCORP COM 69290X101 166 13,000 SH   SOLE   13,000 0 0
PEAK RESORTS INC COM 70469L100 1,471 314,400 SH   SOLE   314,400 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,407 55,862 SH   SOLE   55,862 0 0
PENN VA CORP NEW COM 70788V102 1,081 20,000 SH   SOLE   20,000 0 0
PENNS WOODS BANCORP INC COM 708430103 926 23,023 SH   SOLE   23,023 0 0
PEOPLES BANCORP INC COM 709789101 2,497 82,950 SH   SOLE   82,950 0 0
PEOPLES BANCORP N C INC COM 710577107 2,105 86,077 SH   SOLE   86,077 0 0
PEOPLES FINL SVCS CORP COM 711040105 2,137 48,500 SH   SOLE   48,500 0 0
PEPSICO INC COM 713448108 13,443 121,675 SH   SOLE   121,675 0 0
PERCEPTRON INC COM 71361F100 443 55,000 SH   SOLE   55,000 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 400 12,400 SH   SOLE   12,400 0 0
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PERMA PIPE INTL HLDGS INC COM 714167103 578 66,100 SH   SOLE   66,100 0 0
PFENEX INC COM 717071104 346 108,500 SH   SOLE   108,500 0 0
PFIZER INC COM 717081103 104,135 2,385,674 SH   SOLE   2,385,674 0 0
PHI INC COM NON VTG 69336T205 222 119,750 SH   SOLE   119,750 0 0
PHILLIPS 66 COM 718546104 56,307 653,593 SH   SOLE   653,593 0 0
PHOTRONICS INC COM 719405102 3,645 376,520 SH   SOLE   376,520 0 0
PICO HLDGS INC COM NEW 693366205 868 95,000 SH   SOLE   95,000 0 0
PIER 1 IMPORTS INC COM 720279108 107 349,500 SH   SOLE   349,500 0 0
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PIPER JAFFRAY COS COM 724078100 6,070 92,200 SH   SOLE   92,200 0 0
PIXELWORKS INC COM NEW 72581M305 555 191,300 SH   SOLE   191,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 633 13,800 SH   SOLE   13,800 0 0
POTBELLY CORP COM 73754Y100 877 109,000 SH   SOLE   109,000 0 0
POWELL INDS INC COM 739128106 1,251 50,000 SH   SOLE   50,000 0 0
PPL CORP COM 69351T106 18,015 635,900 SH   SOLE   635,900 0 0
PRA GROUP INC COM 69354N106 1,633 67,000 SH   SOLE   67,000 0 0
PREFORMED LINE PRODS CO COM 740444104 420 7,735 SH   SOLE   7,735 0 0
PREMIER FINL BANCORP INC COM 74050M105 2,410 161,619 SH   SOLE   161,619 0 0
PRESIDIO INC COM 74102M103 4,950 379,300 SH   SOLE   379,300 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 2,931 94,900 SH   SOLE   94,900 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,776 187,516 SH   SOLE   187,516 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 42,832 969,700 SH   SOLE   969,700 0 0
PROCTER AND GAMBLE CO COM 742718109 90,523 984,806 SH   SOLE   984,806 0 0
PRO-DEX INC COLO COM NEW 74265M205 544 45,000 SH   SOLE   45,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 5,307 87,970 SH   SOLE   85,470 2,500 0
PROLOGIS INC COM 74340W103 40,499 689,700 SH   SOLE   689,700 0 0
PROPETRO HLDG CORP COM 74347M108 3,062 248,500 SH   SOLE   248,500 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 576 85,600 SH   SOLE   85,600 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 63 202,588 SH   SOLE   202,588 0 0
PROTECTIVE INS CORP CL B 74368L203 1,981 119,000 SH   SOLE   119,000 0 0
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PROVIDENT FINL HLDGS INC COM 743868101 2,385 153,841 SH   SOLE   153,841 0 0
PROVIDENT FINL SVCS INC COM 74386T105 5,145 213,200 SH   SOLE   213,200 0 0
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PULTE GROUP INC COM 745867101 32,677 1,257,300 SH   SOLE   1,257,300 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 690 79,800 SH   SOLE   79,800 0 0
QAD INC CL B 74727D207 257 8,700 SH   SOLE   8,700 0 0
QEP RES INC COM 74733V100 2,674 475,000 SH   SOLE   475,000 0 0
QUAD / GRAPHICS INC COM CL A 747301109 2,843 230,800 SH   SOLE   228,300 2,500 0
QUALCOMM INC COM 747525103 13,163 231,300 SH   SOLE   231,300 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,971 145,000 SH   SOLE   145,000 0 0
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QUEST RESOURCE HLDG CORP COM NEW 74836W203 30 22,000 SH   SOLE   22,000 0 0
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QUINSTREET INC COM 74874Q100 818 50,400 SH   SOLE   50,400 0 0
QUINTANA ENERGY SVCS INC COM 74875T103 514 148,514 SH   SOLE   148,514 0 0
QUORUM HEALTH CORP COM 74909E106 803 277,700 SH   SOLE   277,700 0 0
RA PHARMACEUTICALS INC COM 74933V108 787 43,224 SH   SOLE   43,224 0 0
RADIANT LOGISTICS INC COM 75025X100 2,719 639,700 SH   SOLE   639,700 0 0
RAMACO RES INC COM 75134P303 958 193,500 SH   SOLE   193,500 0 0
RAMBUS INC DEL COM 750917106 1,918 250,000 SH   SOLE   250,000 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 210 40,600 SH   SOLE   40,600 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 2,851 267,700 SH   SOLE   267,700 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 634 204,610 SH   SOLE   204,610 0 0
REALNETWORKS INC COM NEW 75605L708 320 138,500 SH   SOLE   138,500 0 0
RED HAT INC COM 756577102 2,793 15,900 SH   SOLE   15,900 0 0
RED LION HOTELS CORP COM 756764106 409 49,900 SH   SOLE   49,900 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 583 21,800 SH   SOLE   21,800 0 0
REEDS INC COM 758338107 118 57,200 SH   SOLE   57,200 0 0
REGIONAL MGMT CORP COM 75902K106 3,764 156,500 SH   SOLE   156,500 0 0
REGIONS FINL CORP NEW COM 7591EP100 48,029 3,589,610 SH   SOLE   3,589,610 0 0
REGIS CORP MINN COM 758932107 4,432 261,500 SH   SOLE   261,500 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 37,423 266,870 SH   SOLE   266,870 0 0
RELIV INTL INC COM NEW 75952R209 101 26,939 SH   SOLE   26,939 0 0
RENASANT CORP COM 75970E107 1,633 54,100 SH   SOLE   54,100 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 13,043 507,504 SH   SOLE   505,404 2,100 0
RENT A CTR INC NEW COM 76009N100 2,407 148,700 SH   SOLE   148,700 0 0
REPUBLIC BANCORP KY CL A 760281204 3,424 88,442 SH   SOLE   88,442 0 0
REPUBLIC SVCS INC COM 760759100 67,987 943,082 SH   SOLE   943,082 0 0
RESOLUTE FST PRODS INC COM 76117W109 4,675 589,500 SH   SOLE   589,500 0 0
RESTORBIO INC COM 76133L103 819 95,000 SH   SOLE   95,000 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 20 34,200 SH   SOLE   34,200 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,456 65,419 SH   SOLE   65,419 0 0
REXAHN PHARMACEUTICALS INC COM NEW 761640200 96 103,100 SH   SOLE   103,100 0 0
RF INDS LTD COM PAR $0.01 749552105 1,764 242,998 SH   SOLE   242,998 0 0
RGC RES INC COM 74955L103 495 16,528 SH   SOLE   16,528 0 0
RH COM 74967X103 3,208 26,770 SH   SOLE   25,870 900 0
RICHARDSON ELECTRS LTD COM 763165107 1,205 138,611 SH   SOLE   138,611 0 0
RIGNET INC COM 766582100 225 17,809 SH   SOLE   17,809 0 0
RING ENERGY INC COM 76680V108 398 78,300 SH   SOLE   78,300 0 0
RIVERVIEW BANCORP INC COM 769397100 1,800 247,204 SH   SOLE   247,204 0 0
ROCKWELL MED INC COM 774374102 206 91,200 SH   SOLE   91,200 0 0
ROCKY BRANDS INC COM 774515100 3,954 152,061 SH   SOLE   152,061 0 0
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ROWAN COMPANIES PLC SHS CL A G7665A101 2,213 263,800 SH   SOLE   263,800 0 0
RTI SURGICAL INC COM 74975N105 2,679 724,090 SH   SOLE   724,090 0 0
RTW RETAILWINDS INC COM 74980D100 2,237 790,329 SH   SOLE   790,329 0 0
RUBICON PROJ INC COM 78112V102 746 200,000 SH   SOLE   200,000 0 0
RUSH ENTERPRISES INC CL A 781846209 6,489 188,200 SH   SOLE   188,200 0 0
RUSH ENTERPRISES INC CL B 781846308 2,891 81,200 SH   SOLE   81,200 0 0
RYERSON HLDG CORP COM 783754104 278 43,900 SH   SOLE   43,900 0 0
S & T BANCORP INC COM 783859101 759 20,045 SH   SOLE   20,045 0 0
S&P GLOBAL INC COM 78409V104 2,549 15,000 SH   SOLE   15,000 0 0
SAFE BULKERS INC COM Y7388L103 1,375 772,500 SH   SOLE   772,500 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 168 19,500 SH   SOLE   19,500 0 0
SAFETY INS GROUP INC COM 78648T100 1,252 15,305 SH   SOLE   15,305 0 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 1,097 33,000 SH   SOLE   33,000 0 0
SALEM MEDIA GROUP INC CL A 794093104 433 206,952 SH   SOLE   206,952 0 0
SANDERSON FARMS INC COM 800013104 794 8,000 SH   SOLE   8,000 0 0
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SANDY SPRING BANCORP INC COM 800363103 680 21,700 SH   SOLE   21,700 0 0
SANMINA CORPORATION COM 801056102 5,438 226,000 SH   SOLE   226,000 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 3,907 222,100 SH   SOLE   216,700 5,400 0
SAVARA INC COM 805111101 303 40,000 SH   SOLE   40,000 0 0
SB FINL GROUP INC COM 78408D105 1,296 78,774 SH   SOLE   78,774 0 0
SB ONE BANCORP COM 78413T103 1,212 59,300 SH   SOLE   59,300 0 0
SCANSOURCE INC COM 806037107 4,607 134,000 SH   SOLE   134,000 0 0
SCHMITT INDS INC ORE COM NEW 806870200 200 70,802 SH   SOLE   70,802 0 0
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SCHOLASTIC CORP COM 807066105 6,693 166,250 SH   SOLE   166,250 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,403 56,000 SH   SOLE   56,000 0 0
SCORPIO BULKERS INC COM Y7546A122 2,212 400,000 SH   SOLE   400,000 0 0
SCPHARMACEUTICALS INC COM 810648105 54 14,300 SH   SOLE   14,300 0 0
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SCYNEXIS INC COM 811292101 72 150,000 SH   SOLE   150,000 0 0
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SEACOR HOLDINGS INC COM 811904101 3,463 93,600 SH   SOLE   93,600 0 0
SEACOR MARINE HLDGS INC COM 78413P101 882 74,971 SH   SOLE   74,971 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,636 68,300 SH   SOLE   65,800 2,500 0
SEASPINE HLDGS CORP COM 81255T108 2,866 157,100 SH   SOLE   157,100 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 1,257 243,607 SH   SOLE   243,607 0 0
SELECT BANCORP INC NEW COM 81617L108 699 56,476 SH   SOLE   56,476 0 0
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SEMGROUP CORP CL A 81663A105 4,306 312,500 SH   SOLE   312,500 0 0
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SERVOTRONICS INC COM 817732100 176 17,653 SH   SOLE   17,653 0 0
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SHILOH INDS INC COM 824543102 1,211 207,800 SH   SOLE   207,800 0 0
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SHOE CARNIVAL INC COM 824889109 4,058 121,100 SH   SOLE   121,100 0 0
SHORE BANCSHARES INC COM 825107105 3,004 206,612 SH   SOLE   206,612 0 0
SI FINL GROUP INC MD COM 78425V104 1,891 148,576 SH   SOLE   148,576 0 0
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SIERRA BANCORP COM 82620P102 2,173 90,439 SH   SOLE   90,439 0 0
SIERRA ONCOLOGY INC COM 82640U107 396 300,000 SH   SOLE   300,000 0 0
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SIGMATRON INTL INC COM 82661L101 32 13,500 SH   SOLE   13,500 0 0
SIGNET JEWELERS LIMITED SHS G81276100 3,336 105,000 SH   SOLE   105,000 0 0
SILVERBOW RES INC COM 82836G102 2,403 101,648 SH   SOLE   101,648 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 816 61,677 SH   SOLE   61,677 0 0
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SM ENERGY CO COM 78454L100 4,319 279,000 SH   SOLE   279,000 0 0
SMART & FINAL STORES INC COM 83190B101 1,397 294,794 SH   SOLE   294,794 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 689 23,200 SH   SOLE   23,200 0 0
SMART SAND INC COM 83191H107 579 260,800 SH   SOLE   260,800 0 0
SMITH MICRO SOFTWARE INC COM NEW 832154207 100 55,500 SH   SOLE   55,500 0 0
SMTC CORP COM NEW 832682207 551 135,000 SH   SOLE   135,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 3,772 274,100 SH   SOLE   271,400 2,700 0
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SOUTHERN COPPER CORP COM 84265V105 2,908 94,500 SH   SOLE   92,000 2,500 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 844 26,315 SH   SOLE   26,315 0 0
SOUTHERN MO BANCORP INC COM 843380106 1,210 35,700 SH   SOLE   35,700 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 1,536 116,158 SH   SOLE   116,158 0 0
SPAR GROUP INC COM 784933103 32 63,000 SH   SOLE   63,000 0 0
SPARK ENERGY INC CL A COM 846511103 416 56,000 SH   SOLE   56,000 0 0
SPARTAN MTRS INC COM 846819100 145 20,000 SH   SOLE   20,000 0 0
SPARTANNASH CO COM 847215100 3,775 219,728 SH   SOLE   219,728 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,681 226,256 SH   SOLE   226,256 0 0
SPERO THERAPEUTICS INC COM 84833T103 176 28,579 SH   SOLE   28,579 0 0
SPIRIT AIRLS INC COM 848577102 2,780 48,000 SH   SOLE   46,000 2,000 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 923 40,500 SH   SOLE   40,500 0 0
SPOK HLDGS INC COM 84863T106 3,634 274,064 SH   SOLE   274,064 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 740 169,015 SH   SOLE   169,015 0 0
SPX FLOW INC COM 78469X107 5,287 173,800 SH   SOLE   173,800 0 0
SRC ENERGY INC COM 78470V108 4,726 1,005,500 SH   SOLE   1,005,500 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,177 26,100 SH   SOLE   26,100 0 0
STAGE STORES INC COM NEW 85254C305 179 242,100 SH   SOLE   242,100 0 0
STAMPS COM INC COM NEW 852857200 233 1,500 SH   SOLE   1,500 0 0
STARBUCKS CORP COM 855244109 2,174 33,750 SH   SOLE   32,250 1,500 0
STARRETT L S CO CL A 855668109 345 65,910 SH   SOLE   65,910 0 0
STARTEK INC COM 85569C107 838 126,000 SH   SOLE   126,000 0 0
STATE AUTO FINL CORP COM 855707105 5,630 165,386 SH   SOLE   165,386 0 0
STATE STR CORP COM 857477103 45,770 725,700 SH   SOLE   725,700 0 0
STEEL CONNECT INC COM 858098106 608 351,700 SH   SOLE   351,700 0 0
STEELCASE INC CL A 858155203 7,068 476,600 SH   SOLE   476,600 0 0
STEIN MART INC COM 858375108 261 244,000 SH   SOLE   244,000 0 0
STEPAN CO COM 858586100 1,776 24,000 SH   SOLE   24,000 0 0
STEWART INFORMATION SVCS COR COM 860372101 5,585 134,900 SH   SOLE   134,900 0 0
STONERIDGE INC COM 86183P102 2,391 97,000 SH   SOLE   97,000 0 0
STRATASYS LTD SHS M85548101 4,503 250,000 SH   SOLE   250,000 0 0
STRATTEC SEC CORP COM 863111100 1,780 61,800 SH   SOLE   61,800 0 0
STRATUS PPTYS INC COM NEW 863167201 982 40,950 SH   SOLE   40,950 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,055 54,615 SH   SOLE   54,615 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 276 23,450 SH   SOLE   23,450 0 0
SUNCOKE ENERGY INC COM 86722A103 6,626 775,000 SH   SOLE   765,000 10,000 0
SUNPOWER CORP COM 867652406 2,907 585,000 SH   SOLE   585,000 0 0
SUNTRUST BKS INC COM 867914103 21,427 424,800 SH   SOLE   424,800 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 256 218,900 SH   SOLE   218,900 0 0
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SUPERIOR INDS INTL INC COM 868168105 670 139,200 SH   SOLE   139,200 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 492 14,800 SH   SOLE   14,800 0 0
SURFACE ONCOLOGY INC COM 86877M209 421 99,200 SH   SOLE   99,200 0 0
SURGERY PARTNERS INC COM 86881A100 2,523 257,741 SH   SOLE   257,741 0 0
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SYNACOR INC COM 871561106 536 362,400 SH   SOLE   362,400 0 0
SYNALLOY CP DEL COM 871565107 1,024 61,700 SH   SOLE   61,700 0 0
SYNAPTICS INC COM 87157D109 603 16,200 SH   SOLE   16,200 0 0
SYNCHRONY FINL COM 87165B103 49,630 2,115,500 SH   SOLE   2,111,800 3,700 0
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SYSTEMAX INC COM 871851101 2,045 85,600 SH   SOLE   82,500 3,100 0
T2 BIOSYSTEMS INC COM 89853L104 452 150,000 SH   SOLE   150,000 0 0
TAHOE RES INC COM 873868103 548 150,000 SH   SOLE   150,000 0 0
TAILORED BRANDS INC COM 87403A107 1,676 122,900 SH   SOLE   119,300 3,600 0
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TANDY LEATHER FACTORY INC COM 87538X105 560 98,600 SH   SOLE   98,600 0 0
TARGET CORP COM 87612E106 46,703 706,650 SH   SOLE   706,650 0 0
TECH DATA CORP COM 878237106 630 7,700 SH   SOLE   7,700 0 0
TECK RESOURCES LTD CL B 878742204 2,624 121,800 SH   SOLE   115,900 5,900 0
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TEL INSTR ELECTRS CORP COM NEW 879165207 57 15,000 SH   SOLE   15,000 0 0
TELARIA INC COM 879181105 868 318,100 SH   SOLE   318,100 0 0
TELENAV INC COM 879455103 983 242,100 SH   SOLE   242,100 0 0
TELIGENT INC NEW COM 87960W104 341 249,081 SH   SOLE   249,081 0 0
TENNANT CO COM 880345103 1,370 26,300 SH   SOLE   25,500 800 0
TERRITORIAL BANCORP INC COM 88145X108 2,037 78,400 SH   SOLE   78,400 0 0
TESSCO TECHNOLOGIES INC COM 872386107 600 50,000 SH   SOLE   50,000 0 0
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TETRAPHASE PHARMACEUTICALS I COM 88165N105 124 109,800 SH   SOLE   109,800 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 2,797 280,800 SH   SOLE   280,800 0 0
THE ONE GROUP HOSPITALITY IN COM 88338K103 84 27,400 SH   SOLE   27,400 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,735 21,160 SH   SOLE   20,720 440 0
THESTREET INC COM 88368Q103 431 212,490 SH   SOLE   212,490 0 0
TILLYS INC CL A 886885102 4,010 369,243 SH   SOLE   369,243 0 0
TIMBERLAND BANCORP INC COM 887098101 2,168 97,218 SH   SOLE   97,218 0 0
TIPTREE INC COM 88822Q103 1,164 208,300 SH   SOLE   208,300 0 0
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TIVO CORP COM 88870P106 3,325 353,400 SH   SOLE   353,400 0 0
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TRANSCAT INC COM 893529107 839 44,100 SH   SOLE   44,100 0 0
TRANSUNION COM 89400J107 2,755 48,500 SH   SOLE   48,500 0 0
TRAVELCENTERS AMER LLC COM 894174101 3,031 806,150 SH   SOLE   806,150 0 0
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TRAVELZOO COM NEW 89421Q205 630 64,100 SH   SOLE   64,100 0 0
TRECORA RES COM 894648104 591 75,802 SH   SOLE   75,802 0 0
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TRIUMPH GROUP INC NEW COM 896818101 1,001 87,000 SH   SOLE   87,000 0 0
TRUEBLUE INC COM 89785X101 2,917 131,100 SH   SOLE   131,100 0 0
TTM TECHNOLOGIES INC COM 87305R109 7,547 775,655 SH   SOLE   775,655 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,557 915,800 SH   SOLE   915,800 0 0
TURTLE BEACH CORP COM NEW 900450206 2,009 140,754 SH   SOLE   140,754 0 0
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U S SILICA HLDGS INC COM 90346E103 1,217 119,500 SH   SOLE   119,500 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 266 291,938 SH   SOLE   291,938 0 0
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UNIFI INC COM NEW 904677200 975 42,700 SH   SOLE   42,700 0 0
UNION BANKSHARES CORP NEW COM 90539J109 2,401 85,057 SH   SOLE   85,057 0 0
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UNIT CORP COM 909218109 4,438 310,750 SH   SOLE   310,750 0 0
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UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,403 111,972 SH   SOLE   111,972 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 475 53,687 SH   SOLE   53,687 0 0
UNITED CONTL HLDGS INC COM 910047109 56,706 677,250 SH   SOLE   675,350 1,900 0
UNITED FINL BANCORP INC NEW COM 910304104 3,138 213,500 SH   SOLE   213,500 0 0
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UNITED NAT FOODS INC COM 911163103 829 78,300 SH   SOLE   78,300 0 0
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UNITED STATES CELLULAR CORP COM 911684108 2,198 42,300 SH   SOLE   40,400 1,900 0
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UNITY BANCORP INC COM 913290102 1,152 55,500 SH   SOLE   55,500 0 0
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UNUM GROUP COM 91529Y106 27,702 942,900 SH   SOLE   939,900 3,000 0
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USA TRUCK INC COM 902925106 995 66,471 SH   SOLE   66,471 0 0
UTAH MED PRODS INC COM 917488108 1,404 16,900 SH   SOLE   16,900 0 0
V F CORP COM 918204108 53,230 746,150 SH   SOLE   744,850 1,300 0
VAALCO ENERGY INC COM NEW 91851C201 962 654,500 SH   SOLE   654,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 81,478 1,086,802 SH   SOLE   1,086,802 0 0
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VILLAGE SUPER MKT INC CL A NEW 927107409 2,479 92,709 SH   SOLE   92,709 0 0
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VIRCO MFG CO COM 927651109 148 34,400 SH   SOLE   34,400 0 0
VISA INC COM CL A 92826C839 21,236 160,950 SH   SOLE   160,950 0 0
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VOLITIONRX LTD COM 928661107 406 224,400 SH   SOLE   224,400 0 0
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WESTELL TECHNOLOGIES INC CL A NEW 957541204 238 126,000 SH   SOLE   126,000 0 0
WESTERN DIGITAL CORP COM 958102105 38,072 1,029,800 SH   SOLE   1,028,500 1,300 0
WESTERN NEW ENG BANCORP INC COM 958892101 1,725 171,831 SH   SOLE   171,831 0 0
WESTLAKE CHEM CORP COM 960413102 42,845 647,500 SH   SOLE   645,400 2,100 0
WESTROCK CO COM 96145D105 32,647 864,600 SH   SOLE   864,600 0 0
WEX INC COM 96208T104 3,291 23,500 SH   SOLE   22,900 600 0
WEYCO GROUP INC COM 962149100 1,213 41,600 SH   SOLE   41,600 0 0
WHITESTONE REIT COM 966084204 143 11,700 SH   SOLE   11,700 0 0
WILLDAN GROUP INC COM 96924N100 1,490 42,600 SH   SOLE   42,600 0 0
WILLIS LEASE FINANCE CORP COM 970646105 5,136 148,434 SH   SOLE   148,434 0 0
WINDSTREAM HLDGS INC COM PAR 97382A309 167 79,960 SH   SOLE   79,960 0 0
WINNEBAGO INDS INC COM 974637100 2,130 88,000 SH   SOLE   84,600 3,400 0
WIRELESS TELECOM GROUP INC COM 976524108 294 166,300 SH   SOLE   166,300 0 0
WORLD ACCEP CORP DEL COM 981419104 4,970 48,600 SH   SOLE   48,600 0 0
XCEL BRANDS INC COM NEW 98400M101 108 95,200 SH   SOLE   95,200 0 0
XOMA CORP DEL COM NEW 98419J206 444 35,110 SH   SOLE   35,110 0 0
XPO LOGISTICS INC COM 983793100 280 4,901 SH   SOLE   4,901 0 0
XTANT MED HLDGS INC COM NEW 98420P308 81 50,000 SH   SOLE   50,000 0 0
YOGAWORKS INC COM 986005106 24 47,000 SH   SOLE   47,000 0 0
YORK WTR CO COM 987184108 731 22,793 SH   SOLE   22,793 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 589 187,000 SH   SOLE   187,000 0 0
ZAFGEN INC COM 98885E103 503 101,534 SH   SOLE   101,534 0 0
ZAGG INC COM 98884U108 237 24,235 SH   SOLE   24,235 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 8,567 53,800 SH   SOLE   52,300 1,500 0
ZEDGE INC CL B 98923T104 41 16,855 SH   SOLE   16,855 0 0
ZION OIL & GAS INC COM 989696109 4 10,100 SH   SOLE   10,100 0 0
ZIX CORP COM 98974P100 1,259 219,682 SH   SOLE   219,682 0 0
ZUMIEZ INC COM 989817101 3,265 170,300 SH   SOLE   170,300 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 165 55,500 SH   SOLE   55,500 0 0