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
1347 PPTY INS HLDGS INC COM 68244P107 463 88,000 SH   SOLE   88,000 0 0
1ST CONSTITUTION BANCORP COM 31986N102 613 34,483 SH   SOLE   34,483 0 0
1ST SOURCE CORP COM 336901103 2,275 50,667 SH   SOLE   50,667 0 0
3-D SYS CORP DEL COM NEW 88554D205 546 50,700 SH   SOLE   50,700 0 0
3M CO COM 88579Y101 13,921 67,000 SH   SOLE   67,000 0 0
A H BELO CORP COM CL A 001282102 634 170,383 SH   SOLE   170,383 0 0
A MARK PRECIOUS METALS INC COM 00181T107 1,578 132,600 SH   SOLE   132,600 0 0
AAC HLDGS INC COM 000307108 134 73,000 SH   SOLE   73,000 0 0
ABERCROMBIE & FITCH CO CL A 002896207 12,488 455,600 SH   SOLE   451,700 0 3,900
ABIOMED INC COM 003654100 2,913 10,200 SH   SOLE   10,200 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,070 328,200 SH   SOLE   328,200 0 0
ACCO BRANDS CORP COM 00081T108 5,826 680,600 SH   SOLE   680,600 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 1,205 346,150 SH   SOLE   346,150 0 0
ACI WORLDWIDE INC COM 004498101 595 18,100 SH   SOLE   18,100 0 0
ACME UTD CORP COM 004816104 291 18,205 SH   SOLE   18,205 0 0
ACNB CORP COM 000868109 207 5,600 SH   SOLE   5,600 0 0
ACORDA THERAPEUTICS INC COM 00484M106 2,884 217,000 SH   SOLE   217,000 0 0
ACTINIUM PHARMACEUTICALS INC COM 00507W107 15 32,100 SH   SOLE   32,100 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,031 145,000 SH   SOLE   145,000 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 2,454 62,814 SH   SOLE   62,814 0 0
ADOBE INC COM 00724F101 3,384 12,700 SH   SOLE   12,700 0 0
ADURO BIOTECH INC COM 00739L101 1,386 348,200 SH   SOLE   348,200 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,053 91,075 SH   SOLE   91,075 0 0
ADVANCED MICRO DEVICES INC COM 007903107 5,303 207,800 SH   SOLE   202,900 0 4,900
ADVANSIX INC COM 00773T101 893 31,248 SH   SOLE   31,248 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,172 223,600 SH   SOLE   223,600 0 0
AEGION CORP COM 00770F104 3,012 171,441 SH   SOLE   171,441 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 825 102,500 SH   SOLE   102,500 0 0
AEMETIS INC COM NEW 00770K202 86 103,239 SH   SOLE   103,239 0 0
AEROCENTURY CORP COM 007737109 243 21,000 SH   SOLE   21,000 0 0
AEROHIVE NETWORKS INC COM 007786106 994 219,400 SH   SOLE   219,400 0 0
AEVI GENOMIC MEDICINE INC COM 00835P105 44 223,500 SH   SOLE   223,500 0 0
AFLAC INC COM 001055102 63,643 1,272,858 SH   SOLE   1,270,658 0 2,200
AGEX THERAPEUTICS INC COM 00848H108 97 24,069 SH   SOLE   24,069 0 0
AGROFRESH SOLUTIONS COM 00856G109 699 209,200 SH   SOLE   209,200 0 0
AIR PRODS & CHEMS INC COM 009158106 58,191 304,730 SH   SOLE   304,730 0 0
AIR T INC COM 009207101 287 9,500 SH   SOLE   9,500 0 0
AIRCASTLE LTD COM G0129K104 8,280 409,100 SH   SOLE   409,100 0 0
AKORN INC COM 009728106 423 120,200 SH   SOLE   120,200 0 0
ALARM COM HLDGS INC COM 011642105 227 3,500 SH   SOLE   3,500 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,763 1,438,987 SH   SOLE   1,438,987 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 69,213 485,500 SH   SOLE   484,900 0 600
ALICO INC COM 016230104 1,165 42,821 SH   SOLE   42,821 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,549 16,000 SH   SOLE   16,000 0 0
ALIMERA SCIENCES INC COM 016259103 625 589,825 SH   SOLE   589,825 0 0
ALITHYA GROUP INC CL A SUB VTG 01643B106 165 51,650 SH   SOLE   51,650 0 0
ALJ REGIONAL HLDGS INC COM 001627108 141 88,000 SH   SOLE   88,000 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 584 83,200 SH   SOLE   83,200 0 0
ALLETE INC COM NEW 018522300 502 6,100 SH   SOLE   6,100 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 2,462 14,070 SH   SOLE   13,470 0 600
ALLIED HEALTHCARE PRODS INC COM NEW 019222207 121 66,481 SH   SOLE   66,481 0 0
ALLIQUA BIOMEDICAL INC COM PAR 019621309 60 20,500 SH   SOLE   20,500 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,080 46,300 SH   SOLE   44,300 0 2,000
ALLSTATE CORP COM 020002101 51,840 550,437 SH   SOLE   550,437 0 0
ALLY FINL INC COM 02005N100 50,217 1,826,750 SH   SOLE   1,826,750 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,329 376,149 SH   SOLE   376,149 0 0
ALPHA PRO TECH LTD COM 020772109 837 232,443 SH   SOLE   232,443 0 0
ALPHABET INC CAP STK CL A 02079K305 11,522 9,790 SH   SOLE   9,790 0 0
ALPHABET INC CAP STK CL C 02079K107 11,521 9,819 SH   SOLE   9,819 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 1,086 409,900 SH   SOLE   409,900 0 0
ALPINE IMMUNE SCIENCES INC COM 02083G100 245 35,750 SH   SOLE   35,750 0 0
ALTICE USA INC CL A 02156K103 2,397 111,600 SH   SOLE   106,500 0 5,100
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,678 155,400 SH   SOLE   155,400 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 3,348 259,900 SH   SOLE   259,900 0 0
AMAZON COM INC COM 023135106 27,869 15,650 SH   SOLE   15,650 0 0
AMBAC FINL GROUP INC COM NEW 023139884 361 19,900 SH   SOLE   19,900 0 0
AMBER RD INC COM 02318Y108 1,161 133,900 SH   SOLE   133,900 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 7,643 514,663 SH   SOLE   514,663 0 0
AMC NETWORKS INC CL A 00164V103 2,026 35,700 SH   SOLE   35,700 0 0
AMCON DISTRG CO COM NEW 02341Q205 801 9,200 SH   SOLE   9,200 0 0
AMDOCS LTD SHS G02602103 44,000 813,150 SH   SOLE   813,150 0 0
AMEREN CORP COM 023608102 80,195 1,090,350 SH   SOLE   1,090,350 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 29,583 931,452 SH   SOLE   931,452 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 6,553 457,950 SH   SOLE   457,950 0 0
AMERICAN ELEC PWR CO INC COM 025537101 69,487 829,700 SH   SOLE   829,700 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 715 26,450 SH   SOLE   26,450 0 0
AMERICAN EXPRESS CO COM 025816109 56,621 518,029 SH   SOLE   518,029 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 27,843 289,400 SH   SOLE   289,400 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 38,829 901,752 SH   SOLE   901,752 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 1,703 48,763 SH   SOLE   48,763 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 2,553 273,327 SH   SOLE   273,327 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,967 65,300 SH   SOLE   65,300 0 0
AMERICAN RIVER BANKSHARES COM 029326105 1,275 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 282 101,400 SH   SOLE   101,400 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 715 55,600 SH   SOLE   55,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,727 13,840 SH   SOLE   13,840 0 0
AMERICAN VANGUARD CORP COM 030371108 325 18,900 SH   SOLE   18,900 0 0
AMERICAS CAR MART INC COM 03062T105 1,105 12,100 SH   SOLE   12,100 0 0
AMERIPRISE FINL INC COM 03076C106 58,801 459,024 SH   SOLE   458,224 0 800
AMERISERV FINL INC COM 03074A102 1,581 393,271 SH   SOLE   393,271 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,569 32,300 SH   SOLE   31,100 0 1,200
AMGEN INC COM 031162100 60,385 317,850 SH   SOLE   317,850 0 0
AMKOR TECHNOLOGY INC COM 031652100 4,260 498,791 SH   SOLE   498,791 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,044 43,400 SH   SOLE   41,400 0 2,000
AMPCO-PITTSBURGH CORP COM 032037103 170 51,400 SH   SOLE   51,400 0 0
AMREP CORP NEW COM 032159105 366 63,700 SH   SOLE   63,700 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 648 121,500 SH   SOLE   121,500 0 0
AMYRIS INC COM NEW 03236M200 434 207,587 SH   SOLE   207,587 0 0
ANADARKO PETE CORP COM 032511107 39,133 860,450 SH   SOLE   860,450 0 0
ANDERSONS INC COM 034164103 5,489 170,316 SH   SOLE   170,316 0 0
ANGIODYNAMICS INC COM 03475V101 4,396 192,300 SH   SOLE   192,300 0 0
APACHE CORP COM 037411105 1,327 38,300 SH   SOLE   35,900 0 2,400
APOGEE ENTERPRISES INC COM 037598109 4,195 111,900 SH   SOLE   111,900 0 0
APPLE INC COM 037833100 30,544 160,800 SH   SOLE   160,100 0 700
APPLIED GENETIC TECHNOL CORP COM 03820J100 349 83,300 SH   SOLE   83,300 0 0
APPLIED MATLS INC COM 038222105 4,815 121,400 SH   SOLE   118,800 0 2,600
APPLIED OPTOELECTRONICS INC COM 03823U102 488 40,000 SH   SOLE   40,000 0 0
APPROACH RESOURCES INC COM 03834A103 294 832,200 SH   SOLE   832,200 0 0
APTEVO THERAPEUTICS INC COM 03835L108 85 93,902 SH   SOLE   93,902 0 0
APYX MED CORP COM 03837C106 884 140,070 SH   SOLE   140,070 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 670 97,000 SH   SOLE   97,000 0 0
AQUINOX PHARMACEUTICALS INC COM 03842B101 398 147,800 SH   SOLE   147,800 0 0
ARATANA THERAPEUTICS INC COM 03874P101 732 203,283 SH   SOLE   203,283 0 0
ARAVIVE INC COM 03890D108 155 22,000 SH   SOLE   22,000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 1,318 590,900 SH   SOLE   590,900 0 0
ARCBEST CORP COM 03937C105 6,481 210,500 SH   SOLE   209,200 0 1,300
ARCH COAL INC CL A 039380407 9,839 107,800 SH   SOLE   107,800 0 0
ARCHROCK INC COM 03957W106 7,301 746,500 SH   SOLE   746,500 0 0
ARDELYX INC COM 039697107 436 155,600 SH   SOLE   155,600 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,249 202,688 SH   SOLE   202,688 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,540 135,013 SH   SOLE   135,013 0 0
ARK RESTAURANTS CORP COM 040712101 760 39,000 SH   SOLE   39,000 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 2,027 254,600 SH   SOLE   254,600 0 0
ARMSTRONG FLOORING INC COM 04238R106 2,176 160,000 SH   SOLE   160,000 0 0
AROTECH CORP COM NEW 042682203 838 286,063 SH   SOLE   286,063 0 0
ARQULE INC COM 04269E107 1,892 394,999 SH   SOLE   394,999 0 0
ARTESIAN RESOURCES CORP CL A 043113208 727 19,500 SH   SOLE   19,500 0 0
ARTS WAY MFG INC COM 043168103 62 30,000 SH   SOLE   30,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 659 9,500 SH   SOLE   9,500 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,439 1,332,500 SH   SOLE   1,332,500 0 0
ASHFORD INC COM 044104107 289 5,200 SH   SOLE   5,200 0 0
ASPEN AEROGELS INC COM 04523Y105 507 198,900 SH   SOLE   198,900 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 580 114,400 SH   SOLE   114,400 0 0
ASTA FDG INC COM 046220109 390 83,600 SH   SOLE   83,600 0 0
ASTRONOVA INC COM 04638F108 693 34,000 SH   SOLE   34,000 0 0
ASV HLDGS INC COM 00215L104 245 89,200 SH   SOLE   89,200 0 0
AT&T INC COM 00206R102 90,058 2,871,745 SH   SOLE   2,871,745 0 0
ATHENE HLDG LTD CL A G0684D107 233 5,700 SH   SOLE   5,700 0 0
ATKORE INTL GROUP INC COM 047649108 3,445 160,000 SH   SOLE   160,000 0 0
ATLANTIC AMERN CORP COM 048209100 191 74,856 SH   SOLE   74,856 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 2,902 162,733 SH   SOLE   162,733 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 847 336,000 SH   SOLE   336,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 211 62,112 SH   SOLE   62,112 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,996 118,600 SH   SOLE   118,600 0 0
ATN INTL INC COM 00215F107 2,848 50,500 SH   SOLE   50,500 0 0
ATOSSA GENETICS INC COM PAR 04962H506 92 26,200 SH   SOLE   26,200 0 0
AUTOZONE INC COM 053332102 12,085 11,800 SH   SOLE   11,800 0 0
AVALON HLDGS CORP CL A 05343P109 71 27,375 SH   SOLE   27,375 0 0
AVAYA HLDGS CORP COM 05351X101 5,206 309,300 SH   SOLE   309,300 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 1,863 121,299 SH   SOLE   121,299 0 0
AVID TECHNOLOGY INC COM 05367P100 1,153 154,800 SH   SOLE   154,800 0 0
AVIS BUDGET GROUP INC COM 053774105 638 18,300 SH   SOLE   18,300 0 0
AWARE INC MASS COM 05453N100 414 114,479 SH   SOLE   114,479 0 0
AXCELIS TECHNOLOGIES INC COM NEW 054540208 567 28,200 SH   SOLE   28,200 0 0
AXSOME THERAPEUTICS INC COM 05464T104 1,821 128,000 SH   SOLE   128,000 0 0
AXT INC COM 00246W103 1,076 241,906 SH   SOLE   241,906 0 0
B RILEY FINL INC COM 05580M108 251 15,064 SH   SOLE   15,064 0 0
BALLANTYNE STRONG INC COM 058516105 192 109,920 SH   SOLE   109,920 0 0
BANC OF CALIFORNIA INC COM 05990K106 3,841 277,500 SH   SOLE   277,500 0 0
BANCORP INC DEL COM 05969A105 3,134 387,900 SH   SOLE   387,900 0 0
BANK AMER CORP COM 060505104 109,662 3,974,698 SH   SOLE   3,974,698 0 0
BANK COMM HLDGS COM 06424J103 2,395 226,981 SH   SOLE   226,981 0 0
BANK MONTREAL QUE COM 063671101 299 4,000 SH   SOLE   4,000 0 0
BANK PRINCETON NEW JERSEY COM 064520109 616 19,400 SH   SOLE   19,400 0 0
BANK7 CORP COM 06652N107 764 44,010 SH   SOLE   44,010 0 0
BANKFINANCIAL CORP COM 06643P104 907 61,000 SH   SOLE   61,000 0 0
BANKWELL FINL GROUP INC COM 06654A103 882 30,237 SH   SOLE   30,237 0 0
BANNER CORP COM NEW 06652V208 3,451 63,700 SH   SOLE   63,700 0 0
BAR HBR BANKSHARES COM 066849100 2,127 82,207 SH   SOLE   82,207 0 0
BARNES & NOBLE ED INC COM 06777U101 1,225 291,784 SH   SOLE   291,784 0 0
BARNES & NOBLE INC COM 067774109 1,797 331,000 SH   SOLE   331,000 0 0
BARNWELL INDS INC COM 068221100 117 79,320 SH   SOLE   79,320 0 0
BARRETT BUSINESS SERVICES IN COM 068463108 773 10,000 SH   SOLE   10,000 0 0
BASSETT FURNITURE INDS INC COM 070203104 2,959 180,303 SH   SOLE   180,303 0 0
BAYCOM CORP COM 07272M107 928 41,000 SH   SOLE   41,000 0 0
BBX CAP CORP NEW CL A 05491N104 3,221 544,057 SH   SOLE   544,057 0 0
BCB BANCORP INC COM 055298103 2,054 153,312 SH   SOLE   153,312 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 446 112,025 SH   SOLE   112,025 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 1,957 170,000 SH   SOLE   170,000 0 0
BEL FUSE INC CL B 077347300 2,802 110,857 SH   SOLE   110,857 0 0
BELLEROPHON THERAPEUTICS INC COM 078771102 103 158,000 SH   SOLE   158,000 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 420 124,500 SH   SOLE   124,500 0 0
BENCHMARK ELECTRS INC COM 08160H101 5,783 220,300 SH   SOLE   220,300 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,800 78,650 SH   SOLE   78,650 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 5,983 219,635 SH   SOLE   219,635 0 0
BEST BUY INC COM 086516101 62,328 877,120 SH   SOLE   877,120 0 0
BG STAFFING INC COM 05544A109 1,468 67,200 SH   SOLE   67,200 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 154 48,448 SH   SOLE   48,448 0 0
BIG LOTS INC COM 089302103 4,772 125,500 SH   SOLE   125,500 0 0
BIOANALYTICAL SYS INC COM 09058M103 251 121,110 SH   SOLE   121,110 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 471 5,300 SH   SOLE   5,300 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 818 13,130 SH   SOLE   13,130 0 0
BIOTELEMETRY INC COM 090672106 620 9,900 SH   SOLE   9,900 0 0
BIOTIME INC COM 09066L105 693 529,039 SH   SOLE   529,039 0 0
BJS RESTAURANTS INC COM 09180C106 3,423 72,400 SH   SOLE   72,400 0 0
BK TECHNOLOGIES CORPORATION COM 05587G104 993 238,744 SH   SOLE   238,744 0 0
BLONDER TONGUE LABS INC COM 093698108 338 310,100 SH   SOLE   310,100 0 0
BLOOMIN BRANDS INC COM 094235108 432 21,100 SH   SOLE   21,100 0 0
BLUCORA INC COM 095229100 978 29,297 SH   SOLE   29,297 0 0
BLUE CAP REINS HLDGS LTD COM G1190F107 157 23,300 SH   SOLE   23,300 0 0
BLUELINX HLDGS INC COM NEW 09624H208 1,095 41,100 SH   SOLE   41,100 0 0
BMC STK HLDGS INC COM 05591B109 5,815 329,100 SH   SOLE   329,100 0 0
BOEING CO COM 097023105 14,837 38,900 SH   SOLE   38,900 0 0
BOISE CASCADE CO DEL COM 09739D100 3,931 146,900 SH   SOLE   146,900 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 2,503 110,300 SH   SOLE   110,300 0 0
BOOT BARN HLDGS INC COM 099406100 2,311 78,500 SH   SOLE   78,500 0 0
BOSTON SCIENTIFIC CORP COM 101137107 29,451 767,350 SH   SOLE   767,350 0 0
BOTTOMLINE TECH DEL INC COM 101388106 671 13,400 SH   SOLE   13,400 0 0
BRIDGEPOINT ED INC COM 10807M105 712 116,500 SH   SOLE   116,500 0 0
BRIGGS & STRATTON CORP COM 109043109 2,721 230,000 SH   SOLE   230,000 0 0
BRIGHTCOVE INC COM 10921T101 748 88,900 SH   SOLE   88,900 0 0
BRINKS CO COM 109696104 241 3,200 SH   SOLE   3,200 0 0
BROOKDALE SR LIVING INC COM 112463104 6,952 1,056,500 SH   SOLE   1,056,500 0 0
BSB BANCORP INC MD COM 05573H108 1,107 33,700 SH   SOLE   33,700 0 0
BSQUARE CORP COM NEW 11776U300 145 74,500 SH   SOLE   74,500 0 0
BUCKLE INC COM 118440106 2,628 140,400 SH   SOLE   140,400 0 0
BUILD A BEAR WORKSHOP COM 120076104 1,227 201,100 SH   SOLE   201,100 0 0
BURLINGTON STORES INC COM 122017106 38,687 246,920 SH   SOLE   246,920 0 0
C & F FINL CORP COM 12466Q104 1,961 38,752 SH   SOLE   38,752 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 222 1,980 SH   SOLE   1,980 0 0
CADENCE BANCORPORATION CL A 12739A100 4,192 226,000 SH   SOLE   226,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,417 85,300 SH   SOLE   83,900 0 1,400
CADIZ INC COM NEW 127537207 854 88,200 SH   SOLE   88,200 0 0
CAI INTERNATIONAL INC COM 12477X106 2,763 119,100 SH   SOLE   119,100 0 0
CALERES INC COM 129500104 7,047 285,400 SH   SOLE   285,400 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 674 26,200 SH   SOLE   26,200 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 856 127,000 SH   SOLE   127,000 0 0
CALIX INC COM 13100M509 132 17,100 SH   SOLE   17,100 0 0
CALLON PETE CO DEL COM 13123X102 4,812 637,300 SH   SOLE   637,300 0 0
CAMDEN NATL CORP COM 133034108 2,665 63,879 SH   SOLE   63,879 0 0
CANNAE HLDGS INC COM 13765N107 1,497 61,700 SH   SOLE   61,700 0 0
CAPITAL CITY BK GROUP INC COM 139674105 3,025 138,900 SH   SOLE   138,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 59,465 727,938 SH   SOLE   727,938 0 0
CAPITAL SR LIVING CORP COM 140475104 599 150,000 SH   SOLE   150,000 0 0
CAPITALA FIN CORP COM 14054R106 1,953 245,380 SH   SOLE   245,380 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 28,502 623,000 SH   SOLE   623,000 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 851 58,900 SH   SOLE   58,900 0 0
CARBO CERAMICS INC COM 140781105 654 186,800 SH   SOLE   186,800 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 4,452 97,100 SH   SOLE   97,100 0 0
CARRIAGE SVCS INC COM 143905107 918 47,700 SH   SOLE   47,700 0 0
CARRIZO OIL & GAS INC COM 144577103 5,742 460,500 SH   SOLE   460,500 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,664 166,900 SH   SOLE   166,900 0 0
CARS COM INC COM 14575E105 7,823 343,100 SH   SOLE   343,100 0 0
CASTLE BRANDS INC COM 148435100 354 508,587 SH   SOLE   508,587 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 1,858 495,500 SH   SOLE   495,500 0 0
CATO CORP NEW CL A 149205106 2,075 138,500 SH   SOLE   138,500 0 0
CB FINL SVCS INC COM 12479G101 1,168 49,200 SH   SOLE   49,200 0 0
CBAK ENERGY TECHNOLOGY INC COM 14986C102 26 25,000 SH   SOLE   25,000 0 0
CBIZ INC COM 124805102 5,511 272,306 SH   SOLE   272,306 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,064 26,100 SH   SOLE   24,900 0 1,200
CECO ENVIRONMENTAL CORP COM 125141101 502 69,710 SH   SOLE   69,710 0 0
CEL SCI CORP COM PAR NEW 150837607 575 162,300 SH   SOLE   162,300 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 609 123,700 SH   SOLE   123,700 0 0
CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 1,195 69,100 SH   SOLE   69,100 0 0
CEMTREX INC COM PAR 15130G303 11 21,000 SH   SOLE   21,000 0 0
CENTENE CORP DEL COM 15135B101 4,354 82,000 SH   SOLE   80,000 0 2,000
CENTERPOINT ENERGY INC COM 15189T107 60,510 1,971,000 SH   SOLE   1,971,000 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 620 21,496 SH   SOLE   21,496 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 1,975 101,000 SH   SOLE   101,000 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,606 22,000 SH   SOLE   22,000 0 0
CENTURY CASINOS INC COM 156492100 2,470 272,600 SH   SOLE   272,600 0 0
CENTURYLINK INC COM 156700106 38,727 3,229,980 SH   SOLE   3,229,980 0 0
CHAPARRAL ENERGY INC COM CL A 15942R208 685 120,200 SH   SOLE   120,200 0 0
CHARAH SOLUTIONS INC COM 15957P105 640 100,000 SH   SOLE   100,000 0 0
CHARLES & COLVARD LTD COM 159765106 163 144,300 SH   SOLE   144,300 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 30,441 87,750 SH   SOLE   87,400 0 350
CHEESECAKE FACTORY INC COM 163072101 240 4,900 SH   SOLE   4,900 0 0
CHEFS WHSE INC COM 163086101 584 18,800 SH   SOLE   18,800 0 0
CHEMOURS CO COM 163851108 2,512 67,600 SH   SOLE   64,900 0 2,700
CHEMUNG FINL CORP COM 164024101 2,201 46,891 SH   SOLE   46,891 0 0
CHEVRON CORP NEW COM 166764100 14,483 117,573 SH   SOLE   117,573 0 0
CHIASMA INC COM 16706W102 1,231 236,800 SH   SOLE   236,800 0 0
CHICAGO RIVET & MACH CO COM 168088102 392 13,900 SH   SOLE   13,900 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 185 15,000 SH   SOLE   15,000 0 0
CHICOS FAS INC COM 168615102 3,183 745,400 SH   SOLE   745,400 0 0
CHILDRENS PL INC COM 168905107 477 4,900 SH   SOLE   4,900 0 0
CHIMERIX INC COM 16934W106 586 279,200 SH   SOLE   279,200 0 0
CHINA ADVANCED CONSTR MATLS SHS G21225100 45 15,700 SH   SOLE   15,700 0 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 344 106,700 SH   SOLE   106,700 0 0
CHINA GREEN AGRICULTURE INC COM 16943W105 12 25,000 SH   SOLE   25,000 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 878 358,300 SH   SOLE   358,300 0 0
CHURCH & DWIGHT INC COM 171340102 46,168 648,150 SH   SOLE   646,650 0 1,500
CIDARA THERAPEUTICS INC COM 171757107 250 94,382 SH   SOLE   94,382 0 0
CIGNA CORP NEW COM 125523100 68,635 426,783 SH   SOLE   426,345 0 438
CIRRUS LOGIC INC COM 172755100 421 10,000 SH   SOLE   10,000 0 0
CISCO SYS INC COM 17275R102 50,630 937,774 SH   SOLE   937,774 0 0
CITI TRENDS INC COM 17306X102 2,977 154,160 SH   SOLE   154,160 0 0
CITIGROUP INC COM NEW 172967424 87,112 1,400,065 SH   SOLE   1,400,065 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 1,284 107,600 SH   SOLE   107,600 0 0
CITIZENS HLDG CO MISS COM 174715102 568 25,170 SH   SOLE   25,170 0 0
CITIZENS INC CL A 174740100 822 123,240 SH   SOLE   123,240 0 0
CIVEO CORP CDA COM 17878Y108 1,425 678,530 SH   SOLE   678,530 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 1,953 89,444 SH   SOLE   89,444 0 0
CLARUS CORP NEW COM 18270P109 1,108 86,500 SH   SOLE   86,500 0 0
CLEAN ENERGY FUELS CORP COM 184499101 2,818 912,050 SH   SOLE   912,050 0 0
CLEARFIELD INC COM 18482P103 779 53,000 SH   SOLE   53,000 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 124 90,000 SH   SOLE   90,000 0 0
CLEARWATER PAPER CORP COM 18538R103 506 26,000 SH   SOLE   26,000 0 0
CM FIN INC COM 12574Q103 1,298 175,900 SH   SOLE   175,900 0 0
CNB FINL CORP PA COM 126128107 3,401 134,600 SH   SOLE   134,600 0 0
CNH INDL N V SHS N20944109 2,256 221,200 SH   SOLE   211,400 0 9,800
COCA COLA CO COM 191216100 15,387 328,364 SH   SOLE   328,364 0 0
COCA COLA CONSOLIDATED INC COM 191098102 720 2,500 SH   SOLE   2,500 0 0
CODORUS VY BANCORP INC COM 192025104 1,374 64,357 SH   SOLE   64,357 0 0
COEUR MNG INC COM NEW 192108504 1,911 468,400 SH   SOLE   468,400 0 0
COFFEE HLDG CO INC COM 192176105 108 20,000 SH   SOLE   20,000 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 1,061 60,560 SH   SOLE   60,560 0 0
COLONY BANKCORP INC COM 19623P101 442 25,868 SH   SOLE   25,868 0 0
COMCAST CORP NEW CL A 20030N101 66,585 1,665,450 SH   SOLE   1,665,450 0 0
COMFORT SYS USA INC COM 199908104 665 12,700 SH   SOLE   12,700 0 0
COMMERCIAL VEH GROUP INC COM 202608105 1,374 179,100 SH   SOLE   179,100 0 0
COMMUNICATIONS SYS INC COM 203900105 194 73,300 SH   SOLE   73,300 0 0
COMMUNITY BANKERS TR CORP COM 203612106 650 88,800 SH   SOLE   88,800 0 0
COMMUNITY FINL CORP MD COM 20368X101 464 16,340 SH   SOLE   16,340 0 0
COMMUNITY WEST BANCSHARES COM 204157101 472 46,357 SH   SOLE   46,357 0 0
COMPUTER TASK GROUP INC COM 205477102 1,224 284,762 SH   SOLE   284,762 0 0
COMSTOCK HLDG COS INC CL A NEW 205684202 119 54,400 SH   SOLE   54,400 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,926 126,000 SH   SOLE   126,000 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 198 183,300 SH   SOLE   183,300 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 2,361 195,600 SH   SOLE   195,600 0 0
CONFORMIS INC COM 20717E101 994 345,000 SH   SOLE   345,000 0 0
CONIFER HLDGS INC COM 20731J102 86 19,000 SH   SOLE   19,000 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 3,215 163,200 SH   SOLE   163,200 0 0
CONNS INC COM 208242107 4,474 195,700 SH   SOLE   195,700 0 0
CONOCOPHILLIPS COM 20825C104 58,850 881,787 SH   SOLE   881,787 0 0
CONSOL ENERGY INC NEW COM 20854L108 5,503 160,800 SH   SOLE   159,000 0 1,800
CONSOLIDATED COMM HLDGS INC COM 209034107 4,626 424,001 SH   SOLE   424,001 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 2,678 45,349 SH   SOLE   45,349 0 0
CONSTELLATION PHARMCETICLS I COM 210373106 373 27,500 SH   SOLE   27,500 0 0
CONSTRUCTION PARTNERS INC COM CL A 21044C107 188 14,700 SH   SOLE   14,700 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 3,106 889,950 SH   SOLE   889,950 0 0
CONTAINER STORE GROUP INC COM 210751103 4,019 456,700 SH   SOLE   456,700 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,611 511,330 SH   SOLE   511,330 0 0
CONTINENTAL RESOURCES INC COM 212015101 313 7,000 SH   SOLE   7,000 0 0
CONTROL4 CORP COM 21240D107 435 25,700 SH   SOLE   25,700 0 0
COOPER STD HLDGS INC COM 21676P103 3,898 83,000 SH   SOLE   83,000 0 0
COOPER TIRE & RUBR CO COM 216831107 7,443 249,000 SH   SOLE   249,000 0 0
CORBUS PHARMACEUTICALS HLDGS COM 21833P103 103 14,800 SH   SOLE   14,800 0 0
CORCEPT THERAPEUTICS INC COM 218352102 535 45,600 SH   SOLE   45,600 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 521 70,600 SH   SOLE   70,600 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 1,204 691,883 SH   SOLE   691,883 0 0
CORMEDIX INC COM 21900C308 647 68,500 SH   SOLE   68,500 0 0
CORNING INC COM 219350105 81,616 2,465,740 SH   SOLE   2,465,740 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 358 89,000 SH   SOLE   89,000 0 0
COSTAMARE INC SHS Y1771G102 3,419 657,500 SH   SOLE   657,500 0 0
COSTCO WHSL CORP NEW COM 22160K105 2,034 8,400 SH   SOLE   8,400 0 0
COUNTY BANCORP INC COM 221907108 703 39,937 SH   SOLE   39,937 0 0
COUSINS PPTYS INC COM 222795106 785 81,300 SH   SOLE   81,300 0 0
COVANTA HLDG CORP COM 22282E102 375 21,640 SH   SOLE   21,640 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 3,064 161,450 SH   SOLE   161,450 0 0
COWEN INC CL A NEW 223622606 3,026 208,800 SH   SOLE   208,800 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 310 47,700 SH   SOLE   47,700 0 0
CRA INTL INC COM 12618T105 5,003 99,000 SH   SOLE   99,000 0 0
CRAWFORD & CO CL A 224633206 846 91,600 SH   SOLE   91,600 0 0
CRAWFORD & CO CL B 224633107 515 56,400 SH   SOLE   56,400 0 0
CREDIT ACCEP CORP MICH COM 225310101 3,823 8,460 SH   SOLE   8,160 0 300
CROCS INC COM 227046109 651 25,300 SH   SOLE   25,300 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 1,689 240,300 SH   SOLE   240,300 0 0
CROWN CRAFTS INC COM 228309100 135 26,100 SH   SOLE   26,100 0 0
CSP INC COM 126389105 552 51,100 SH   SOLE   51,100 0 0
CSS INDS INC COM 125906107 406 67,708 SH   SOLE   67,708 0 0
CSX CORP COM 126408103 5,522 73,800 SH   SOLE   72,400 0 1,400
CTS CORP COM 126501105 317 10,800 SH   SOLE   10,800 0 0
CULP INC COM 230215105 306 15,900 SH   SOLE   15,900 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 1,164 200,400 SH   SOLE   200,400 0 0
CURIS INC COM NEW 231269200 24 12,240 SH   SOLE   12,240 0 0
CUSTOMERS BANCORP INC COM 23204G100 2,128 116,200 SH   SOLE   116,200 0 0
CVS HEALTH CORP COM 126650100 27,122 502,909 SH   SOLE   502,909 0 0
CYBEROPTICS CORP COM 232517102 863 50,450 SH   SOLE   50,450 0 0
CYNERGISTEK INC COM 23258P105 815 164,000 SH   SOLE   164,000 0 0
DARLING INGREDIENTS INC COM 237266101 708 32,700 SH   SOLE   32,700 0 0
DASAN ZHONE SOLUTIONS INC COM NEW 23305L206 170 15,900 SH   SOLE   15,900 0 0
DATA I O CORP COM 237690102 266 48,000 SH   SOLE   48,000 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 593 11,900 SH   SOLE   11,900 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 1,024 349,544 SH   SOLE   349,544 0 0
DEAN FOODS CO NEW COM NEW 242370203 742 245,000 SH   SOLE   245,000 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 653 101,868 SH   SOLE   101,868 0 0
DEL TACO RESTAURANTS INC COM 245496104 2,765 274,900 SH   SOLE   274,900 0 0
DELEK US HLDGS INC NEW COM 24665A103 1,168 32,080 SH   SOLE   32,080 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,782 47,396 SH   SOLE   47,396 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 24,480 473,950 SH   SOLE   473,950 0 0
DELTA APPAREL INC COM 247368103 2,213 99,588 SH   SOLE   99,588 0 0
DENBURY RES INC COM NEW 247916208 7,346 3,583,200 SH   SOLE   3,552,100 0 31,100
DESTINATION MATERNITY CORP COM 25065D100 306 140,500 SH   SOLE   140,500 0 0
DESTINATION XL GROUP INC COM 25065K104 1,261 514,622 SH   SOLE   514,622 0 0
DEVON ENERGY CORP NEW COM 25179M103 36,537 1,157,700 SH   SOLE   1,157,700 0 0
DHI GROUP INC COM 23331S100 1,355 557,600 SH   SOLE   557,600 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,850 639,122 SH   SOLE   639,122 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,452 519,700 SH   SOLE   519,700 0 0
DIFFUSION PHARMACEUTICALS IN COM PAR 253748305 78 21,100 SH   SOLE   21,100 0 0
DIGI INTL INC COM 253798102 913 72,025 SH   SOLE   72,025 0 0
DIGIRAD CORP COM 253827109 595 652,494 SH   SOLE   652,494 0 0
DIGITAL TURBINE INC COM NEW 25400W102 315 90,000 SH   SOLE   90,000 0 0
DILLARDS INC CL A 254067101 8,030 111,500 SH   SOLE   111,500 0 0
DIME CMNTY BANCSHARES COM 253922108 3,089 164,900 SH   SOLE   164,900 0 0
DIODES INC COM 254543101 8,727 251,499 SH   SOLE   251,499 0 0
DISCOVER FINL SVCS COM 254709108 58,135 816,959 SH   SOLE   816,959 0 0
DISH NETWORK CORP CL A 25470M109 43,109 1,360,350 SH   SOLE   1,357,250 0 3,100
DISNEY WALT CO COM DISNEY 254687106 67,997 612,416 SH   SOLE   612,416 0 0
DIXIE GROUP INC CL A 255519100 135 143,200 SH   SOLE   143,200 0 0
DLH HLDGS CORP COM 23335Q100 870 136,000 SH   SOLE   136,000 0 0
DMC GLOBAL INC COM 23291C103 655 13,200 SH   SOLE   13,200 0 0
DNB FINL CORP COM 233237106 962 25,465 SH   SOLE   25,465 0 0
DONEGAL GROUP INC CL A 257701201 2,328 173,100 SH   SOLE   173,100 0 0
DORIAN LPG LTD SHS USD Y2106R110 1,506 234,529 SH   SOLE   234,529 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 1,048 117,856 SH   SOLE   117,856 0 0
DOVER MOTORSPORTS INC COM 260174107 249 123,396 SH   SOLE   123,396 0 0
DSP GROUP INC COM 23332B106 1,017 72,300 SH   SOLE   72,300 0 0
DSW INC CL A 23334L102 7,455 335,500 SH   SOLE   335,500 0 0
DUCOMMUN INC DEL COM 264147109 3,693 84,850 SH   SOLE   84,850 0 0
DURECT CORP COM 266605104 380 606,500 SH   SOLE   606,500 0 0
DXC TECHNOLOGY CO COM 23355L106 27,468 427,121 SH   SOLE   427,121 0 0
EAGLE BANCORP MONT INC COM 26942G100 221 13,021 SH   SOLE   13,021 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 2,255 485,000 SH   SOLE   485,000 0 0
EARTHSTONE ENERGY INC CL A 27032D304 1,519 214,602 SH   SOLE   214,602 0 0
EASTERN CO COM 276317104 1,726 62,705 SH   SOLE   62,705 0 0
EBAY INC COM 278642103 1,890 50,900 SH   SOLE   50,900 0 0
ECOLOGY & ENVIRONMENT INC CL A 278878103 1,273 115,768 SH   SOLE   115,768 0 0
EDUCATIONAL DEV CORP COM 281479105 904 119,400 SH   SOLE   119,400 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 1,307 93,500 SH   SOLE   93,500 0 0
EL POLLO LOCO HLDGS INC COM 268603107 2,339 179,800 SH   SOLE   179,800 0 0
ELECTROCORE INC COM 28531P103 749 107,000 SH   SOLE   107,000 0 0
ELECTROMED INC COM 285409108 1,553 301,538 SH   SOLE   301,538 0 0
ELEVATE CREDIT INC COM 28621V101 1,128 259,800 SH   SOLE   259,800 0 0
EMC INS GROUP INC COM 268664109 2,983 93,575 SH   SOLE   93,575 0 0
EMCORE CORP COM NEW 290846203 641 175,702 SH   SOLE   175,702 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 692 13,700 SH   SOLE   13,700 0 0
EMERSON RADIO CORP COM NEW 291087203 250 192,100 SH   SOLE   192,100 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 823 229,800 SH   SOLE   229,800 0 0
EMPLOYERS HOLDINGS INC COM 292218104 7,653 190,800 SH   SOLE   190,800 0 0
ENCOMPASS HEALTH CORP COM 29261A100 3,048 52,200 SH   SOLE   50,800 0 1,400
ENCORE CAP GROUP INC COM 292554102 3,750 137,700 SH   SOLE   137,700 0 0
ENDO INTL PLC SHS G30401106 1,422 177,100 SH   SOLE   169,800 0 7,300
ENDOLOGIX INC COM NEW 29266S304 66 10,000 SH   SOLE   10,000 0 0
ENNIS INC COM 293389102 5,978 287,957 SH   SOLE   287,957 0 0
ENOVA INTL INC COM 29357K103 7,951 348,407 SH   SOLE   345,307 0 3,100
ENPRO INDS INC COM 29355X107 3,210 49,800 SH   SOLE   49,800 0 0
ENSCO PLC SHS CLASS A G3157S106 1,474 375,000 SH   SOLE   375,000 0 0
ENSERVCO CORP COM 29358Y102 263 496,100 SH   SOLE   496,100 0 0
ENSIGN GROUP INC COM 29358P101 4,582 89,500 SH   SOLE   86,400 0 3,100
ENTEGRA FINL CORP COM 29363J108 1,845 82,200 SH   SOLE   82,200 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 2,392 455,525 SH   SOLE   455,525 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 1,745 60,750 SH   SOLE   60,750 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,061 636,100 SH   SOLE   636,100 0 0
ENZO BIOCHEM INC COM 294100102 1,178 431,600 SH   SOLE   431,600 0 0
EP ENERGY CORP CL A 268785102 131 504,000 SH   SOLE   504,000 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,726 15,100 SH   SOLE   15,100 0 0
ERA GROUP INC COM 26885G109 2,508 217,350 SH   SOLE   217,350 0 0
ERIE INDTY CO CL A 29530P102 2,749 15,400 SH   SOLE   14,700 0 700
EROS INTL PLC SHS NEW G3788M114 2,597 284,184 SH   SOLE   284,184 0 0
ESCALADE INC COM 296056104 536 47,980 SH   SOLE   47,980 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 265 10,700 SH   SOLE   10,700 0 0
ESSA BANCORP INC COM 29667D104 2,113 137,200 SH   SOLE   137,200 0 0
ESSENT GROUP LTD COM G3198U102 752 17,300 SH   SOLE   17,300 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,690 140,600 SH   SOLE   140,600 0 0
EURONAV NV ANTWERPEN SHS B38564108 1,065 130,695 SH   SOLE   130,695 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,130 31,701 SH   SOLE   31,701 0 0
EVERQUOTE INC COM CL A 30041R108 112 15,000 SH   SOLE   15,000 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 394 51,400 SH   SOLE   51,400 0 0
EVINE LIVE INC CL A 300487105 270 576,210 SH   SOLE   576,210 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 1,564 231,723 SH   SOLE   231,723 0 0
EXONE CO COM 302104104 410 48,300 SH   SOLE   48,300 0 0
EXPRESS INC COM 30219E103 1,802 421,000 SH   SOLE   421,000 0 0
EXTERRAN CORP COM 30227H106 2,817 167,200 SH   SOLE   167,200 0 0
EXTRA SPACE STORAGE INC COM 30225T102 61,406 602,550 SH   SOLE   602,550 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 3,138 741,800 SH   SOLE   741,800 0 0
EXTREME NETWORKS INC COM 30226D106 327 43,700 SH   SOLE   43,700 0 0
EXXON MOBIL CORP COM 30231G102 14,030 173,637 SH   SOLE   173,637 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 607 339,000 SH   SOLE   339,000 0 0
EZCORP INC CL A NON VTG 302301106 3,542 380,069 SH   SOLE   380,069 0 0
FABRINET SHS G3323L100 1,571 30,000 SH   SOLE   30,000 0 0
FACEBOOK INC CL A 30303M102 15,969 95,800 SH   SOLE   95,800 0 0
FAMOUS DAVES AMER INC COM 307068106 358 63,088 SH   SOLE   63,088 0 0
FBL FINL GROUP INC CL A 30239F106 7,964 126,972 SH   SOLE   126,972 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 3,781 52,200 SH   SOLE   52,200 0 0
FEDNAT HLDG CO COM 31431B109 3,340 208,212 SH   SOLE   208,212 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,871 260,700 SH   SOLE   250,800 0 9,900
FIDELITY NATL INFORMATION SV COM 31620M106 1,991 17,600 SH   SOLE   17,600 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 3,767 137,523 SH   SOLE   137,523 0 0
FIFTH THIRD BANCORP COM 316773100 51,938 2,059,410 SH   SOLE   2,059,410 0 0
FINANCIAL INSTNS INC COM 317585404 2,164 79,600 SH   SOLE   79,600 0 0
FINJAN HLDGS INC COM NEW 31788H303 1,863 635,800 SH   SOLE   635,800 0 0
FIRST BANCORP INC ME COM 31866P102 1,096 43,998 SH   SOLE   43,998 0 0
FIRST BANCORP P R COM NEW 318672706 12,497 1,090,500 SH   SOLE   1,090,500 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,074 179,863 SH   SOLE   179,863 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 1,824 91,108 SH   SOLE   91,108 0 0
FIRST BUSEY CORP COM NEW 319383204 5,556 227,693 SH   SOLE   227,693 0 0
FIRST CMNTY BANKSHARES INC V COM 31983A103 1,359 41,000 SH   SOLE   41,000 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,890 119,982 SH   SOLE   119,982 0 0
FIRST FINL CORP IND COM 320218100 2,710 64,520 SH   SOLE   64,520 0 0
FIRST GTY BANCSHARES INC COM 32043P106 341 16,612 SH   SOLE   16,612 0 0
FIRST INTERNET BANCORP COM 320557101 1,139 58,900 SH   SOLE   58,900 0 0
FIRST MID ILL BANCSHARES INC COM 320866106 1,765 52,976 SH   SOLE   52,976 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,076 69,090 SH   SOLE   69,090 0 0
FIRST UTD CORP COM 33741H107 1,035 59,993 SH   SOLE   59,993 0 0
FIRSTCASH INC COM 33767D105 631 7,300 SH   SOLE   7,300 0 0
FISERV INC COM 337738108 2,798 31,700 SH   SOLE   31,700 0 0
FLEXIBLE SOLUTIONS INTL INC COM 33938T104 124 55,707 SH   SOLE   55,707 0 0
FLEXSTEEL INDS INC COM 339382103 784 33,800 SH   SOLE   33,800 0 0
FLOTEK INDS INC DEL COM 343389102 648 200,000 SH   SOLE   200,000 0 0
FLUENT INC COM 34380C102 1,265 225,000 SH   SOLE   225,000 0 0
FLUIDIGM CORP DEL COM 34385P108 730 54,945 SH   SOLE   54,945 0 0
FLUSHING FINL CORP COM 343873105 2,323 105,938 SH   SOLE   105,938 0 0
FONAR CORP COM NEW 344437405 1,101 53,800 SH   SOLE   53,800 0 0
FORD MTR CO DEL COM 345370860 22,824 2,599,536 SH   SOLE   2,599,536 0 0
FORTERRA INC COM 34960W106 2,242 531,200 SH   SOLE   531,200 0 0
FORTINET INC COM 34959E109 5,475 65,200 SH   SOLE   63,800 0 1,400
FOSSIL GROUP INC COM 34988V106 5,598 408,000 SH   SOLE   405,200 0 2,800
FOSTER L B CO COM 350060109 2,936 156,000 SH   SOLE   156,000 0 0
FOUNDATION BLDG MATLS INC COM 350392106 1,992 202,400 SH   SOLE   202,400 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,392 48,000 SH   SOLE   48,000 0 0
FRANKLIN RES INC COM 354613101 57,113 1,723,400 SH   SOLE   1,723,400 0 0
FREDS INC CL A 356108100 382 154,500 SH   SOLE   154,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 57,368 4,450,600 SH   SOLE   4,443,200 0 7,400
FREIGHTCAR AMER INC COM 357023100 321 52,081 SH   SOLE   52,081 0 0
FREQUENCY ELECTRS INC COM 358010106 308 26,000 SH   SOLE   26,000 0 0
FRIEDMAN INDS INC COM 358435105 1,730 225,500 SH   SOLE   225,500 0 0
FRONTLINE LTD SHS NEW G3682E192 2,293 355,000 SH   SOLE   355,000 0 0
FS BANCORP INC COM 30263Y104 858 17,000 SH   SOLE   17,000 0 0
FS KKR CAPITAL CORP COM 302635107 2,844 470,000 SH   SOLE   470,000 0 0
FTI CONSULTING INC COM 302941109 9,603 125,000 SH   SOLE   125,000 0 0
FUEL TECH INC COM 359523107 406 243,128 SH   SOLE   243,128 0 0
FULGENT GENETICS INC COM 359664109 465 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 2,108 157,300 SH   SOLE   157,300 0 0
GAIA INC NEW CL A 36269P104 551 60,200 SH   SOLE   60,200 0 0
GAIN CAP HLDGS INC COM 36268W100 3,499 557,205 SH   SOLE   557,205 0 0
GAMCO INVESTORS INC CL A COM 361438104 677 33,000 SH   SOLE   33,000 0 0
GAMESTOP CORP NEW CL A 36467W109 4,782 470,700 SH   SOLE   470,700 0 0
GAMING PARTNERS INTL CORP COM 36467A107 899 69,067 SH   SOLE   69,067 0 0
GANNETT CO INC COM 36473H104 7,655 726,300 SH   SOLE   726,300 0 0
GASLOG LTD SHS G37585109 8,249 472,437 SH   SOLE   472,437 0 0
GATX CORP COM 361448103 802 10,500 SH   SOLE   10,500 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 29 25,000 SH   SOLE   25,000 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,492 200,000 SH   SOLE   200,000 0 0
GENCOR INDS INC COM 368678108 680 55,050 SH   SOLE   55,050 0 0
GENERAL FIN CORP DEL COM 369822101 1,660 177,964 SH   SOLE   177,964 0 0
GENERAL MTRS CO COM 37045V100 51,323 1,383,357 SH   SOLE   1,383,357 0 0
GENESCO INC COM 371532102 5,079 111,500 SH   SOLE   111,500 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,418 985,000 SH   SOLE   985,000 0 0
GENIE ENERGY LTD CL B 372284208 1,721 202,467 SH   SOLE   202,467 0 0
GENMARK DIAGNOSTICS INC COM 372309104 354 49,900 SH   SOLE   49,900 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 856 66,163 SH   SOLE   66,163 0 0
GERON CORP COM 374163103 435 262,200 SH   SOLE   262,200 0 0
GLATFELTER COM 377316104 2,957 209,400 SH   SOLE   209,400 0 0
GLOBAL EAGLE ENTMT INC COM 37951D102 23 31,900 SH   SOLE   31,900 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,480 48,700 SH   SOLE   48,700 0 0
GLOBAL MED REIT INC COM NEW 37954A204 375 38,200 SH   SOLE   38,200 0 0
GLOBAL NET LEASE INC COM NEW 379378201 561 29,700 SH   SOLE   29,700 0 0
GLOBAL WTR RES INC COM 379463102 1,012 103,200 SH   SOLE   103,200 0 0
GLOBALSCAPE INC COM 37940G109 578 91,180 SH   SOLE   91,180 0 0
GNC HLDGS INC COM CL A 36191G107 546 200,000 SH   SOLE   200,000 0 0
GOLD RESOURCE CORP COM 38068T105 2,041 519,300 SH   SOLE   519,300 0 0
GOLDFIELD CORP COM 381370105 828 374,580 SH   SOLE   374,580 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 267 110,300 SH   SOLE   110,300 0 0
GOODRICH PETE CORP COM PAR 382410843 821 60,400 SH   SOLE   60,400 0 0
GORMAN RUPP CO COM 383082104 316 9,300 SH   SOLE   9,300 0 0
GP STRATEGIES CORP COM 36225V104 603 49,600 SH   SOLE   49,600 0 0
GRAHAM CORP COM 384556106 834 42,500 SH   SOLE   42,500 0 0
GRAINGER W W INC COM 384802104 1,866 6,200 SH   SOLE   6,200 0 0
GRAN TIERRA ENERGY INC COM 38500T101 5,112 2,251,900 SH   SOLE   2,251,900 0 0
GRAY TELEVISION INC COM 389375106 11,925 558,300 SH   SOLE   558,300 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 170 40,000 SH   SOLE   40,000 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3,255 365,350 SH   SOLE   365,350 0 0
GREAT SOUTHN BANCORP INC COM 390905107 3,524 67,906 SH   SOLE   67,906 0 0
GREAT WESTN BANCORP INC COM 391416104 2,464 78,000 SH   SOLE   78,000 0 0
GREEN PLAINS INC COM 393222104 3,614 216,650 SH   SOLE   216,650 0 0
GREENBRIER COS INC COM 393657101 5,299 164,400 SH   SOLE   164,400 0 0
GRIFFIN INL RLTY INC COM 398231100 878 25,205 SH   SOLE   25,205 0 0
GRIFFON CORP COM 398433102 776 42,000 SH   SOLE   42,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 6,276 97,000 SH   SOLE   97,000 0 0
GSE SYS INC COM 36227K106 455 162,625 SH   SOLE   162,625 0 0
GSI TECHNOLOGY COM 36241U106 1,031 132,717 SH   SOLE   132,717 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 468 20,856 SH   SOLE   20,856 0 0
GULF ISLAND FABRICATION INC COM 402307102 950 103,600 SH   SOLE   103,600 0 0
GULF RESOURCES INC COM PAR 40251W309 1,080 1,009,650 SH   SOLE   1,009,650 0 0
GULFPORT ENERGY CORP COM NEW 402635304 5,734 715,000 SH   SOLE   715,000 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 330 30,500 SH   SOLE   30,500 0 0
HAEMONETICS CORP COM 405024100 621 7,100 SH   SOLE   7,100 0 0
HALCON RES CORP COM PAR NEW 40537Q605 635 470,300 SH   SOLE   470,300 0 0
HALLADOR ENERGY COMPANY COM 40609P105 1,100 209,200 SH   SOLE   209,200 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 2,061 198,168 SH   SOLE   198,168 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 762 35,500 SH   SOLE   35,500 0 0
HANMI FINL CORP COM NEW 410495204 2,497 117,400 SH   SOLE   117,400 0 0
HARMONIC INC COM 413160102 904 166,700 SH   SOLE   166,700 0 0
HARROW HEALTH INC COM 415858109 215 43,100 SH   SOLE   43,100 0 0
HARSCO CORP COM 415864107 569 28,200 SH   SOLE   28,200 0 0
HARTE-HANKS INC COM 416196202 267 74,800 SH   SOLE   74,800 0 0
HARVARD BIOSCIENCE INC COM 416906105 2,605 604,517 SH   SOLE   604,517 0 0
HAVERTY FURNITURE INC COM 419596101 3,677 168,059 SH   SOLE   168,059 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,127 195,300 SH   SOLE   195,300 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,396 60,068 SH   SOLE   60,068 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 426 12,979 SH   SOLE   12,979 0 0
HC2 HLDGS INC COM 404139107 501 204,600 SH   SOLE   204,600 0 0
HCA HEALTHCARE INC COM 40412C101 107,726 826,250 SH   SOLE   824,450 0 1,800
HCI GROUP INC COM 40416E103 1,769 41,400 SH   SOLE   41,400 0 0
HEARTLAND FINL USA INC COM 42234Q102 7,176 168,250 SH   SOLE   168,250 0 0
HECLA MNG CO COM 422704106 4,648 2,021,000 SH   SOLE   2,021,000 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 240 6,250 SH   SOLE   6,250 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,008 886,000 SH   SOLE   886,000 0 0
HERC HLDGS INC COM 42704L104 4,775 122,500 SH   SOLE   122,500 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,314 90,000 SH   SOLE   90,000 0 0
HERSHEY CO COM 427866108 28,696 249,900 SH   SOLE   249,900 0 0
HERTZ GLOBAL HLDGS INC COM 42806J106 4,412 254,000 SH   SOLE   254,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 28,166 1,825,400 SH   SOLE   1,825,400 0 0
HFF INC CL A 40418F108 406 8,500 SH   SOLE   8,500 0 0
HIBBETT SPORTS INC COM 428567101 3,403 149,200 SH   SOLE   149,200 0 0
HIGHPOINT RES CORP COM 43114K108 1,769 800,546 SH   SOLE   800,546 0 0
HIGHPOWER INTL INC COM 43113X101 382 131,845 SH   SOLE   131,845 0 0
HILL INTERNATIONAL INC COM 431466101 602 206,051 SH   SOLE   206,051 0 0
HILLTOP HOLDINGS INC COM 432748101 2,046 112,100 SH   SOLE   112,100 0 0
HMN FINL INC COM 40424G108 1,180 54,800 SH   SOLE   54,800 0 0
HOME BANCORP INC COM 43689E107 1,582 47,591 SH   SOLE   47,591 0 0
HOME DEPOT INC COM 437076102 13,931 72,600 SH   SOLE   72,600 0 0
HOMESTREET INC COM 43785V102 4,221 160,200 SH   SOLE   160,200 0 0
HOPE BANCORP INC COM 43940T109 2,747 210,000 SH   SOLE   210,000 0 0
HOPFED BANCORP INC COM 439734104 1,469 74,588 SH   SOLE   74,588 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 7,026 199,550 SH   SOLE   199,550 0 0
HORIZON BANCORP INC COM 440407104 1,297 80,629 SH   SOLE   80,629 0 0
HORIZON GLOBAL CORP COM 44052W104 291 150,000 SH   SOLE   150,000 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 1,275 108,100 SH   SOLE   108,100 0 0
HORMEL FOODS CORP COM 440452100 19,638 438,750 SH   SOLE   438,750 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 489 394,080 SH   SOLE   394,080 0 0
HOSTESS BRANDS INC CL A 44109J106 7,466 597,300 SH   SOLE   597,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 5,365 738,000 SH   SOLE   738,000 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 502 79,239 SH   SOLE   79,239 0 0
HUB GROUP INC CL A 443320106 6,156 150,700 SH   SOLE   150,700 0 0
HUDSON GLOBAL INC COM 443787106 128 84,400 SH   SOLE   84,400 0 0
HUMANA INC COM 444859102 54,078 203,300 SH   SOLE   203,300 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,430 6,900 SH   SOLE   6,900 0 0
HURCO COMPANIES INC COM 447324104 3,053 75,706 SH   SOLE   75,706 0 0
HURON CONSULTING GROUP INC COM 447462102 2,035 43,100 SH   SOLE   43,100 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,384 22,200 SH   SOLE   22,200 0 0
I D SYSTEMS INC COM 449489103 664 112,000 SH   SOLE   112,000 0 0
ICF INTL INC COM 44925C103 5,153 67,729 SH   SOLE   67,729 0 0
ICHOR HOLDINGS SHS G4740B105 2,382 105,500 SH   SOLE   105,500 0 0
IDT CORP CL B NEW 448947507 522 78,600 SH   SOLE   78,600 0 0
IEC ELECTRS CORP NEW COM 44949L105 504 73,550 SH   SOLE   73,550 0 0
IMMUNE DESIGN CORP COM 45252L103 248 42,400 SH   SOLE   42,400 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 270 68,881 SH   SOLE   68,881 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 1,439 519,600 SH   SOLE   519,600 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 1,791 50,800 SH   SOLE   50,800 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 395 19,597 SH   SOLE   19,597 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 832 442,500 SH   SOLE   442,500 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 833 223,300 SH   SOLE   223,300 0 0
INFUSYSTEM HLDGS INC COM 45685K102 2,777 554,376 SH   SOLE   554,376 0 0
INGLES MKTS INC CL A 457030104 4,747 171,850 SH   SOLE   170,350 0 1,500
INNERWORKINGS INC COM 45773Y105 606 167,400 SH   SOLE   167,400 0 0
INNODATA INC COM NEW 457642205 432 340,455 SH   SOLE   340,455 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 466 154,700 SH   SOLE   154,700 0 0
INSEEGO CORP COM 45782B104 1,681 356,200 SH   SOLE   356,200 0 0
INSIGHT ENTERPRISES INC COM 45765U103 10,698 194,300 SH   SOLE   194,300 0 0
INSPERITY INC COM 45778Q107 4,885 39,500 SH   SOLE   37,800 0 1,700
INTEL CORP COM 458140100 105,753 1,969,323 SH   SOLE   1,969,323 0 0
INTELLICHECK INC COM NEW 45817G201 175 49,700 SH   SOLE   49,700 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 1,203 37,662 SH   SOLE   37,662 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 27,037 355,100 SH   SOLE   355,100 0 0
INTERDIGITAL INC COM 45867G101 640 9,700 SH   SOLE   9,700 0 0
INTERMOLECULAR INC COM 45882D109 360 313,100 SH   SOLE   313,100 0 0
INTERNAP CORP COM PAR 45885A409 233 46,900 SH   SOLE   46,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 14,112 100,017 SH   SOLE   100,017 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 9,303 213,216 SH   SOLE   213,216 0 0
INTEST CORP COM 461147100 2,650 394,400 SH   SOLE   394,400 0 0
INTEVAC INC COM 461148108 436 71,100 SH   SOLE   71,100 0 0
INTL FCSTONE INC COM 46116V105 1,204 31,058 SH   SOLE   31,058 0 0
INTREPID POTASH INC COM 46121Y102 2,306 608,500 SH   SOLE   608,500 0 0
INTRICON CORP COM 46121H109 539 21,500 SH   SOLE   21,500 0 0
INTUIT COM 461202103 8,739 33,430 SH   SOLE   33,030 0 400
INVACARE CORP COM 461203101 1,190 142,200 SH   SOLE   142,200 0 0
INVESTAR HLDG CORP COM 46134L105 427 18,800 SH   SOLE   18,800 0 0
INVESTORS TITLE CO COM 461804106 320 2,028 SH   SOLE   2,028 0 0
INVIVO THERAPEUTICS HLDGS CO COM PAR 46186M407 39 25,000 SH   SOLE   25,000 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,880 130,216 SH   SOLE   130,216 0 0
IRIDEX CORP COM 462684101 372 81,500 SH   SOLE   81,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 18,507 699,950 SH   SOLE   699,950 0 0
ISHARES TR MICRO-CAP ETF 464288869 605 6,525 SH   SOLE   6,525 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 9,748 81,300 SH   SOLE   81,300 0 0
ISORAY INC COM 46489V104 62 168,700 SH   SOLE   168,700 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 309 25,000 SH   SOLE   25,000 0 0
IT TECH PACKAGING INC COM NEW 46527C100 35 35,000 SH   SOLE   35,000 0 0
ITERIS INC COM 46564T107 79 18,932 SH   SOLE   18,932 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,906 194,100 SH   SOLE   194,100 0 0
J JILL INC COM 46620W102 2,125 387,100 SH   SOLE   387,100 0 0
JAKKS PAC INC COM 47012E106 394 389,700 SH   SOLE   389,700 0 0
JAMES RIV GROUP LTD COM G5005R107 7,202 179,700 SH   SOLE   179,700 0 0
JASON INDS INC COM 471172106 365 260,800 SH   SOLE   260,800 0 0
JMP GROUP LLC COM 46629U107 424 113,151 SH   SOLE   113,151 0 0
JOHNSON & JOHNSON COM 478160104 14,035 100,402 SH   SOLE   100,402 0 0
JOUNCE THERAPEUTICS INC COM 481116101 1,408 227,100 SH   SOLE   227,100 0 0
JPMORGAN CHASE & CO COM 46625H100 18,165 179,445 SH   SOLE   179,445 0 0
JUNIPER NETWORKS INC COM 48203R104 28,286 1,068,600 SH   SOLE   1,065,300 0 3,300
K12 INC COM 48273U102 9,255 271,167 SH   SOLE   268,567 0 2,600
KADANT INC COM 48282T104 642 7,300 SH   SOLE   7,300 0 0
KADMON HLDGS INC COM 48283N106 779 295,000 SH   SOLE   295,000 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,370 22,630 SH   SOLE   22,630 0 0
KALA PHARMACEUTICALS INC COM 483119103 1,141 138,000 SH   SOLE   138,000 0 0
KALVISTA PHARMACEUTICALS INC COM 483497103 1,717 60,000 SH   SOLE   60,000 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 393 70,100 SH   SOLE   70,100 0 0
KB HOME COM 48666K109 8,155 337,400 SH   SOLE   337,400 0 0
KEANE GROUP INC COM 48669A108 2,940 270,000 SH   SOLE   270,000 0 0
KELLY SVCS INC CL A 488152208 3,997 181,200 SH   SOLE   181,200 0 0
KEMET CORP COM NEW 488360207 3,233 190,500 SH   SOLE   190,500 0 0
KEMPHARM INC COM 488445107 217 130,200 SH   SOLE   130,200 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 661 31,400 SH   SOLE   31,400 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 271 66,800 SH   SOLE   66,800 0 0
KEY TRONIC CORP COM 493144109 863 139,933 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 761 53,800 SH   SOLE   53,800 0 0
KINGSTONE COS INC COM 496719105 596 40,400 SH   SOLE   40,400 0 0
KIRKLANDS INC COM 497498105 1,705 242,600 SH   SOLE   242,600 0 0
KNOWLES CORP COM 49926D109 6,259 355,000 SH   SOLE   355,000 0 0
KOHLS CORP COM 500255104 54,182 787,870 SH   SOLE   787,870 0 0
KONA GRILL INC COM 50047H201 100 110,200 SH   SOLE   110,200 0 0
KRATON CORPORATION COM 50077C106 8,130 252,627 SH   SOLE   252,627 0 0
KROGER CO COM 501044101 28,414 1,155,050 SH   SOLE   1,155,050 0 0
KRONOS WORLDWIDE INC COM 50105F105 3,673 262,000 SH   SOLE   262,000 0 0
KVH INDS INC COM 482738101 1,164 114,267 SH   SOLE   114,267 0 0
LA Z BOY INC COM 505336107 313 9,500 SH   SOLE   9,500 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 1,783 630,100 SH   SOLE   630,100 0 0
LAKE SHORE BANCORP INC COM 510700107 535 33,850 SH   SOLE   33,850 0 0
LAKELAND BANCORP INC COM 511637100 2,916 195,290 SH   SOLE   195,290 0 0
LAKELAND INDS INC COM 511795106 2,072 176,457 SH   SOLE   176,457 0 0
LAM RESEARCH CORP COM 512807108 3,401 19,000 SH   SOLE   18,100 0 900
LANDMARK BANCORP INC COM 51504L107 442 19,376 SH   SOLE   19,376 0 0
LANDS END INC NEW COM 51509F105 3,995 240,500 SH   SOLE   240,500 0 0
LANNET INC COM 516012101 903 114,700 SH   SOLE   114,700 0 0
LANTRONIX INC COM NEW 516548203 89 29,400 SH   SOLE   29,400 0 0
LAUDER ESTEE COS INC CL A 518439104 2,698 16,300 SH   SOLE   16,300 0 0
LAWSON PRODS INC COM 520776105 954 30,406 SH   SOLE   30,406 0 0
LCNB CORP COM 50181P100 355 20,700 SH   SOLE   20,700 0 0
LEAF GROUP LTD COM 52177G102 1,063 132,600 SH   SOLE   132,600 0 0
LEAP THERAPEUTICS INC COM 52187K101 68 36,300 SH   SOLE   36,300 0 0
LEAR CORP COM NEW 521865204 50,955 375,473 SH   SOLE   374,873 0 600
LEE ENTERPRISES INC COM 523768109 1,070 324,100 SH   SOLE   324,100 0 0
LEVEL ONE BANCORP INC COM 52730D208 582 25,000 SH   SOLE   25,000 0 0
LGI HOMES INC COM 50187T106 699 11,600 SH   SOLE   11,600 0 0
LIBBEY INC COM 529898108 398 140,000 SH   SOLE   140,000 0 0
LIFETIME BRANDS INC COM 53222Q103 1,650 174,599 SH   SOLE   174,599 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,632 114,200 SH   SOLE   114,200 0 0
LIFEWAY FOODS INC COM 531914109 213 88,052 SH   SOLE   88,052 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 729 5,800 SH   SOLE   5,800 0 0
LILIS ENERGY INC COM NEW 532403201 345 295,000 SH   SOLE   295,000 0 0
LILLY ELI & CO COM 532457108 68,831 530,450 SH   SOLE   528,850 0 1,600
LIMBACH HLDGS INC COM 53263P105 305 39,800 SH   SOLE   39,800 0 0
LIMELIGHT NETWORKS INC COM 53261M104 662 204,800 SH   SOLE   204,800 0 0
LINCOLN EDL SVCS CORP COM 533535100 927 298,969 SH   SOLE   298,969 0 0
LINDSAY CORP COM 535555106 648 6,700 SH   SOLE   6,700 0 0
LIQUIDITY SERVICES INC COM 53635B107 655 84,900 SH   SOLE   84,900 0 0
LIVE OAK BANCSHARES INC COM 53803X105 929 63,600 SH   SOLE   63,600 0 0
LIVE VENTURES INC COM NEW 538142308 105 13,702 SH   SOLE   13,702 0 0
LOEWS CORP COM 540424108 38,598 805,290 SH   SOLE   805,290 0 0
LONESTAR RES US INC CL A VTG 54240F103 2,102 524,200 SH   SOLE   524,200 0 0
LSB INDS INC COM 502160104 1,597 255,900 SH   SOLE   255,900 0 0
LSI INDS INC COM 50216C108 722 274,700 SH   SOLE   274,700 0 0
LUBYS INC COM 549282101 410 284,700 SH   SOLE   284,700 0 0
LULULEMON ATHLETICA INC COM 550021109 8,980 54,800 SH   SOLE   53,800 0 1,000
LUNA INNOVATIONS COM 550351100 1,231 295,130 SH   SOLE   295,130 0 0
LYON WILLIAM HOMES CL A NEW 552074700 2,152 139,997 SH   SOLE   139,997 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 67,800 806,371 SH   SOLE   806,371 0 0
M D C HLDGS INC COM 552676108 7,823 269,204 SH   SOLE   269,204 0 0
MACKINAC FINL CORP COM 554571109 853 54,200 SH   SOLE   54,200 0 0
MACYS INC COM 55616P104 38,572 1,605,150 SH   SOLE   1,605,150 0 0
MAGELLAN HEALTH INC COM NEW 559079207 7,304 110,800 SH   SOLE   110,800 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 1,647 100,000 SH   SOLE   100,000 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 370 50,000 SH   SOLE   50,000 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 46 62,600 SH   SOLE   62,600 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 9,259 425,900 SH   SOLE   425,900 0 0
MALVERN BANCORP INC COM 561409103 545 27,100 SH   SOLE   27,100 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 4,186 251,400 SH   SOLE   251,400 0 0
MANITOWOC CO INC COM NEW 563571405 837 51,000 SH   SOLE   51,000 0 0
MANNATECH INC COM NEW 563771203 1,092 62,409 SH   SOLE   62,409 0 0
MANNING & NAPIER INC CL A 56382Q102 1,120 533,300 SH   SOLE   533,300 0 0
MANNKIND CORP COM NEW 56400P706 762 387,000 SH   SOLE   387,000 0 0
MANTECH INTL CORP CL A 564563104 1,556 28,800 SH   SOLE   28,800 0 0
MARATHON PETE CORP COM 56585A102 74,620 1,246,788 SH   SOLE   1,246,788 0 0
MARCHEX INC CL B 56624R108 1,599 338,000 SH   SOLE   338,000 0 0
MARCUS CORP COM 566330106 9,760 243,704 SH   SOLE   243,704 0 0
MARIN SOFTWARE INC COM NEW 56804T205 266 58,185 SH   SOLE   58,185 0 0
MARINEMAX INC COM 567908108 2,529 132,000 SH   SOLE   132,000 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 567 135,600 SH   SOLE   135,600 0 0
MARLIN BUSINESS SVCS CORP COM 571157106 2,843 132,255 SH   SOLE   132,255 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,709 18,200 SH   SOLE   18,200 0 0
MARTEN TRANS LTD COM 573075108 4,695 263,337 SH   SOLE   263,337 0 0
MASTECH DIGITAL INC COM 57633B100 114 18,500 SH   SOLE   18,500 0 0
MATADOR RES CO COM 576485205 715 37,000 SH   SOLE   37,000 0 0
MATERION CORP COM 576690101 3,424 60,000 SH   SOLE   60,000 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 371 340,000 SH   SOLE   340,000 0 0
MATRIX SVC CO COM 576853105 3,088 157,700 SH   SOLE   157,700 0 0
MATSON INC COM 57686G105 9,419 260,990 SH   SOLE   259,490 0 1,500
MATTHEWS INTL CORP CL A 577128101 4,933 133,500 SH   SOLE   133,500 0 0
MAUI LD & PINEAPPLE INC COM 577345101 887 77,567 SH   SOLE   77,567 0 0
MAXIMUS INC COM 577933104 653 9,200 SH   SOLE   9,200 0 0
MBT FINL CORP COM 578877102 1,219 121,685 SH   SOLE   121,685 0 0
MCCLATCHY CO CL A NEW 579489303 228 45,681 SH   SOLE   45,681 0 0
MCCORMICK & CO INC COM NON VTG 579780206 65,562 435,250 SH   SOLE   433,950 0 1,300
MCDERMOTT INTL INC COM 580037703 3,461 465,132 SH   SOLE   465,132 0 0
MCDONALDS CORP COM 580135101 13,901 73,200 SH   SOLE   73,200 0 0
MEDALLION FINL CORP COM 583928106 679 98,344 SH   SOLE   98,344 0 0
MEDICINOVA INC COM NEW 58468P206 1,057 127,710 SH   SOLE   127,710 0 0
MEDIFAST INC COM 58470H101 446 3,500 SH   SOLE   3,500 0 0
MEDLEY MGMT INC CL A COM 58503T106 34 10,000 SH   SOLE   10,000 0 0
MENLO THERAPEUTICS INC COM 586858102 1,034 131,700 SH   SOLE   131,700 0 0
MERCER INTL INC COM 588056101 5,723 423,600 SH   SOLE   423,600 0 0
MERCK & CO INC COM 58933Y105 100,917 1,213,385 SH   SOLE   1,210,885 0 2,500
MERIDIAN BIOSCIENCE INC COM 589584101 599 34,000 SH   SOLE   34,000 0 0
MERITAGE HOMES CORP COM 59001A102 8,743 195,542 SH   SOLE   195,542 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 186 26,700 SH   SOLE   26,700 0 0
MERSANA THERAPEUTICS INC COM 59045L106 262 49,800 SH   SOLE   49,800 0 0
META FINL GROUP INC COM 59100U108 2,749 139,665 SH   SOLE   139,665 0 0
METHODE ELECTRS INC COM 591520200 2,115 73,500 SH   SOLE   73,500 0 0
METLIFE INC COM 59156R108 27,264 640,450 SH   SOLE   640,450 0 0
METROPOLITAN BK HLDG CORP COM 591774104 1,444 41,500 SH   SOLE   41,500 0 0
MEXCO ENERGY CORP COM 592770101 59 12,000 SH   SOLE   12,000 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 2,425 75,200 SH   SOLE   72,300 0 2,900
MICRON SOLUTIONS INC COM 59511X105 74 26,425 SH   SOLE   26,425 0 0
MICRON TECHNOLOGY INC COM 595112103 101,847 2,464,250 SH   SOLE   2,460,550 0 3,700
MICROSOFT CORP COM 594918104 87,829 744,695 SH   SOLE   743,795 0 900
MID PENN BANCORP INC COM 59540G107 1,025 41,848 SH   SOLE   41,848 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 783 19,000 SH   SOLE   19,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 2,978 123,775 SH   SOLE   123,775 0 0
MIDSOUTH BANCORP INC COM 598039105 1,642 143,912 SH   SOLE   143,912 0 0
MIDSTATES PETE CO INC COM PAR 59804T407 2,607 266,800 SH   SOLE   266,800 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 2,675 98,160 SH   SOLE   98,160 0 0
MILACRON HLDGS CORP COM 59870L106 3,905 345,000 SH   SOLE   345,000 0 0
MILLER INDS INC TENN COM NEW 600551204 1,774 57,500 SH   SOLE   57,500 0 0
MINERVA NEUROSCIENCES INC COM 603380106 586 74,500 SH   SOLE   74,500 0 0
MISONIX INC COM 604871103 1,523 79,200 SH   SOLE   79,200 0 0
MISTRAS GROUP INC COM 60649T107 706 51,100 SH   SOLE   51,100 0 0
MITCHAM INDS INC COM 606501104 1,076 273,845 SH   SOLE   273,845 0 0
MODINE MFG CO COM 607828100 2,978 214,700 SH   SOLE   214,700 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 783 59,400 SH   SOLE   59,400 0 0
MONROE CAP CORP COM 610335101 788 64,903 SH   SOLE   64,903 0 0
MONTAGE RES CORP COM 61179L100 816 54,267 SH   SOLE   54,267 0 0
MORGAN STANLEY COM NEW 617446448 54,750 1,297,385 SH   SOLE   1,297,385 0 0
MOVADO GROUP INC COM 624580106 3,878 106,600 SH   SOLE   106,600 0 0
MR COOPER GROUP INC COM 62482R107 4,668 486,747 SH   SOLE   486,747 0 0
MSB FINL CORP NEW COM 55352L101 449 25,000 SH   SOLE   25,000 0 0
MTBC INC COM 55378G102 84 19,000 SH   SOLE   19,000 0 0
MUSTANG BIO INC COM 62818Q104 43 12,500 SH   SOLE   12,500 0 0
MUTUALFIRST FINL INC COM 62845B104 1,754 58,511 SH   SOLE   58,511 0 0
MVB FINANCIAL CORP COM 553810102 1,266 83,018 SH   SOLE   83,018 0 0
MYOMO INC COM 62857J102 60 50,000 SH   SOLE   50,000 0 0
MYR GROUP INC DEL COM 55405W104 3,117 90,000 SH   SOLE   90,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3,612 1,050,000 SH   SOLE   1,050,000 0 0
NACCO INDS INC CL A 629579103 3,547 92,795 SH   SOLE   92,795 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 550 23,000 SH   SOLE   23,000 0 0
NANTHEALTH INC COM 630104107 56 60,900 SH   SOLE   60,900 0 0
NANTKWEST INC COM 63016Q102 318 201,400 SH   SOLE   201,400 0 0
NAPCO SEC TECHNOLOGIES INC COM 630402105 1,161 55,976 SH   SOLE   55,976 0 0
NATHANS FAMOUS INC NEW COM 632347100 376 5,491 SH   SOLE   5,491 0 0
NATIONAL GEN HLDGS CORP COM 636220303 769 32,400 SH   SOLE   32,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 581 7,400 SH   SOLE   7,400 0 0
NATIONAL HEALTHCARE CORP COM 635906100 3,679 48,482 SH   SOLE   48,482 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 253 84,400 SH   SOLE   84,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 5,949 22,664 SH   SOLE   22,664 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 1,190 103,510 SH   SOLE   103,510 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 3,467 200,273 SH   SOLE   200,273 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,929 161,400 SH   SOLE   161,400 0 0
NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P406 543 41,900 SH   SOLE   41,900 0 0
NAUTILUS INC COM 63910B102 886 159,400 SH   SOLE   159,400 0 0
NAVIGANT CONSULTING INC COM 63935N107 6,385 327,928 SH   SOLE   327,928 0 0
NAVIGATORS GROUP INC COM 638904102 5,219 74,700 SH   SOLE   74,700 0 0
NELNET INC CL A 64031N108 4,114 74,700 SH   SOLE   74,700 0 0
NEON THERAPEUTICS INC COM 64050Y100 1,028 159,200 SH   SOLE   159,200 0 0
NEOS THERAPEUTICS INC COM 64052L106 365 140,000 SH   SOLE   140,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1,236 344,300 SH   SOLE   344,300 0 0
NETFLIX INC COM 64110L106 5,028 14,100 SH   SOLE   14,100 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 655 100,600 SH   SOLE   100,600 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 625 240,200 SH   SOLE   240,200 0 0
NEVADA GOLD & CASINOS INC COM NEW 64126Q206 484 194,400 SH   SOLE   194,400 0 0
NEW HOME CO INC COM 645370107 489 102,700 SH   SOLE   102,700 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 3,630 345,700 SH   SOLE   345,700 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 683 6,300 SH   SOLE   6,300 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 565 62,800 SH   SOLE   62,800 0 0
NICOLET BANKSHARES INC COM 65406E102 2,161 36,255 SH   SOLE   36,255 0 0
NII HLDGS INC COM PAR 62913F508 605 308,500 SH   SOLE   308,500 0 0
NL INDS INC COM NEW 629156407 225 58,100 SH   SOLE   58,100 0 0
NMI HLDGS INC CL A 629209305 7,761 300,000 SH   SOLE   300,000 0 0
NOBLE CORP PLC SHS USD G65431101 3,269 1,139,000 SH   SOLE   1,139,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 73,962 395,750 SH   SOLE   395,750 0 0
NORTHEAST BANCORP COM NEW 663904209 2,308 111,600 SH   SOLE   111,600 0 0
NORTHERN TECH INTL CORP COM 665809109 373 13,950 SH   SOLE   13,950 0 0
NORTHRIM BANCORP INC COM 666762109 2,956 85,868 SH   SOLE   85,868 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 6,635 391,000 SH   SOLE   391,000 0 0
NORTHWEST PIPE CO COM 667746101 1,514 63,100 SH   SOLE   63,100 0 0
NORWOOD FINANCIAL CORP COM 669549107 559 18,112 SH   SOLE   18,112 0 0
NOVAN INC COM 66988N106 57 60,000 SH   SOLE   60,000 0 0
NOW INC COM 67011P100 2,315 165,800 SH   SOLE   159,000 0 6,800
NUVECTRA CORP COM 67075N108 386 35,100 SH   SOLE   35,100 0 0
NVIDIA CORP COM 67066G104 4,309 24,000 SH   SOLE   23,300 0 700
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,922 10,100 SH   SOLE   10,100 0 0
OCULAR THERAPEUTIX INC COM 67576A100 688 173,200 SH   SOLE   173,200 0 0
OCWEN FINL CORP COM NEW 675746309 2,545 1,398,500 SH   SOLE   1,398,500 0 0
OFFICE DEPOT INC COM 676220106 10,161 2,799,300 SH   SOLE   2,799,300 0 0
OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 280 10,140 SH   SOLE   10,140 0 0
OFG BANCORP COM 67103X102 5,785 292,300 SH   SOLE   292,300 0 0
OHIO VY BANC CORP COM 677719106 864 23,900 SH   SOLE   23,900 0 0
OIL DRI CORP AMER COM 677864100 1,028 33,000 SH   SOLE   33,000 0 0
OIL STS INTL INC COM 678026105 3,375 199,000 SH   SOLE   199,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,004 79,750 SH   SOLE   79,750 0 0
OLYMPIC STEEL INC COM 68162K106 1,027 64,700 SH   SOLE   64,700 0 0
ON DECK CAP INC COM 682163100 3,605 665,200 SH   SOLE   665,200 0 0
ONCOCYTE CORPORATION COM 68235C107 770 195,000 SH   SOLE   195,000 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 84 80,900 SH   SOLE   80,900 0 0
OOMA INC COM 683416101 1,211 91,500 SH   SOLE   91,500 0 0
OP BANCORP COM 67109R109 366 41,851 SH   SOLE   41,851 0 0
OPHTHOTECH CORP COM 683745103 307 217,400 SH   SOLE   217,400 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 2,799 107,562 SH   SOLE   107,562 0 0
OPTICAL CABLE CORP COM NEW 683827208 94 20,100 SH   SOLE   20,100 0 0
OPUS BK IRVINE CALIF COM 684000102 4,118 208,000 SH   SOLE   208,000 0 0
ORACLE CORP COM 68389X105 55,245 1,028,573 SH   SOLE   1,028,573 0 0
ORGANOVO HLDGS INC COM 68620A104 445 448,600 SH   SOLE   448,600 0 0
ORION GROUP HOLDINGS INC COM 68628V308 826 282,844 SH   SOLE   282,844 0 0
ORRSTOWN FINL SVCS INC COM 687380105 1,247 67,100 SH   SOLE   67,100 0 0
OSI SYSTEMS INC COM 671044105 2,243 25,600 SH   SOLE   25,600 0 0
OTONOMY INC COM 68906L105 489 186,100 SH   SOLE   186,100 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,784 1,215,916 SH   SOLE   1,215,916 0 0
OVID THERAPEUTICS INC COM 690469101 149 84,440 SH   SOLE   84,440 0 0
P & F INDS INC CL A NEW 692830508 95 11,688 SH   SOLE   11,688 0 0
P A M TRANSN SVCS INC COM 693149106 2,847 58,170 SH   SOLE   58,170 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 2,207 305,200 SH   SOLE   305,200 0 0
PACIFIC CITY FINANCIAL CORP COM NEW 69406T408 417 23,900 SH   SOLE   23,900 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 85 86,900 SH   SOLE   86,900 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 757 99,319 SH   SOLE   99,319 0 0
PACIFIC PREMIER BANCORP COM 69478X105 1,480 55,800 SH   SOLE   55,800 0 0
PACKAGING CORP AMER COM 695156109 4,005 40,300 SH   SOLE   39,300 0 1,000
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 780 796,000 SH   SOLE   796,000 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 637 40,594 SH   SOLE   40,594 0 0
PAPA MURPHYS HLDGS INC COM 698814100 1,084 206,797 SH   SOLE   206,797 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 4,467 250,800 SH   SOLE   250,800 0 0
PAR TECHNOLOGY CORP COM 698884103 664 27,150 SH   SOLE   27,150 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 33 40,000 SH   SOLE   40,000 0 0
PARK OHIO HLDGS CORP COM 700666100 2,429 75,000 SH   SOLE   75,000 0 0
PARKE BANCORP INC COM 700885106 1,655 79,236 SH   SOLE   79,236 0 0
PARTY CITY HOLDCO INC COM 702149105 3,164 398,500 SH   SOLE   398,500 0 0
PATRICK INDS INC COM 703343103 227 5,000 SH   SOLE   5,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 650 40,500 SH   SOLE   40,500 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 956 50,871 SH   SOLE   50,871 0 0
PB BANCORP INC COM 70454T100 333 30,000 SH   SOLE   30,000 0 0
PCM INC COM 69323K100 5,493 149,969 SH   SOLE   149,969 0 0
PC-TEL INC COM 69325Q105 1,673 333,900 SH   SOLE   333,900 0 0
PDL BIOPHARMA INC COM 69329Y104 3,615 971,800 SH   SOLE   971,800 0 0
PDL CMNTY BANCORP COM 69290X101 181 13,000 SH   SOLE   13,000 0 0
PEAK RESORTS INC COM 70469L100 1,408 309,400 SH   SOLE   309,400 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,514 95,862 SH   SOLE   95,862 0 0
PENN VA CORP NEW COM 70788V102 882 20,000 SH   SOLE   20,000 0 0
PENNS WOODS BANCORP INC COM 708430103 946 23,023 SH   SOLE   23,023 0 0
PEOPLES BANCORP INC COM 709789101 2,569 82,950 SH   SOLE   82,950 0 0
PEOPLES BANCORP N C INC COM 710577107 2,290 86,077 SH   SOLE   86,077 0 0
PEOPLES FINL SVCS CORP COM 711040105 2,104 46,500 SH   SOLE   46,500 0 0
PEPSICO INC COM 713448108 14,053 114,675 SH   SOLE   114,675 0 0
PERCEPTRON INC COM 71361F100 413 55,000 SH   SOLE   55,000 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 492 12,400 SH   SOLE   12,400 0 0
PERFORMANT FINL CORP COM 71377E105 1,131 546,200 SH   SOLE   546,200 0 0
PERMA PIPE INTL HLDGS INC COM 714167103 581 66,100 SH   SOLE   66,100 0 0
PFENEX INC COM 717071104 683 110,500 SH   SOLE   110,500 0 0
PFIZER INC COM 717081103 96,920 2,282,074 SH   SOLE   2,282,074 0 0
PHILLIPS 66 COM 718546104 60,280 633,393 SH   SOLE   633,393 0 0
PHOTRONICS INC COM 719405102 4,182 442,520 SH   SOLE   442,520 0 0
PICO HLDGS INC COM NEW 693366205 941 95,000 SH   SOLE   95,000 0 0
PIONEER ENERGY SVCS CORP COM 723664108 1,540 870,300 SH   SOLE   870,300 0 0
PIPER JAFFRAY COS COM 724078100 6,635 91,100 SH   SOLE   91,100 0 0
PIXELWORKS INC COM NEW 72581M305 750 191,300 SH   SOLE   191,300 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 715 13,800 SH   SOLE   13,800 0 0
POTBELLY CORP COM 73754Y100 928 109,000 SH   SOLE   109,000 0 0
POWELL INDS INC COM 739128106 1,328 50,000 SH   SOLE   50,000 0 0
PRA GROUP INC COM 69354N106 1,796 67,000 SH   SOLE   67,000 0 0
PREFORMED LINE PRODS CO COM 740444104 411 7,735 SH   SOLE   7,735 0 0
PREMIER FINL BANCORP INC COM 74050M105 2,539 161,619 SH   SOLE   161,619 0 0
PRESIDIO INC COM 74102M103 5,614 379,300 SH   SOLE   379,300 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 5,291 176,900 SH   SOLE   176,900 0 0
PRGX GLOBAL INC COM NEW 69357C503 1,485 187,516 SH   SOLE   187,516 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 48,346 963,250 SH   SOLE   963,250 0 0
PROCTER AND GAMBLE CO COM 742718109 99,795 959,106 SH   SOLE   959,106 0 0
PRO-DEX INC COLO COM NEW 74265M205 652 45,000 SH   SOLE   45,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,604 63,870 SH   SOLE   61,370 0 2,500
PROLOGIS INC COM 74340W103 47,969 666,700 SH   SOLE   666,700 0 0
PROPETRO HLDG CORP COM 74347M108 9,631 427,300 SH   SOLE   427,300 0 0
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,526 121,400 SH   SOLE   121,400 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 89 202,588 SH   SOLE   202,588 0 0
PROTECTIVE INS CORP CL B 74368L203 2,204 119,000 SH   SOLE   119,000 0 0
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PROVIDENCE SVC CORP COM 743815102 660 9,900 SH   SOLE   9,900 0 0
PROVIDENT FINL HLDGS INC COM 743868101 3,065 153,841 SH   SOLE   153,841 0 0
PROVIDENT FINL SVCS INC COM 74386T105 5,520 213,200 SH   SOLE   213,200 0 0
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PRUDENTIAL FINL INC COM 744320102 53,129 578,240 SH   SOLE   577,040 0 1,200
PULTE GROUP INC COM 745867101 33,588 1,201,300 SH   SOLE   1,201,300 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 806 99,600 SH   SOLE   99,600 0 0
QAD INC CL A 74727D306 590 13,700 SH   SOLE   13,700 0 0
QAD INC CL B 74727D207 256 8,250 SH   SOLE   8,250 0 0
QEP RES INC COM 74733V100 6,092 782,000 SH   SOLE   782,000 0 0
QUAD / GRAPHICS INC COM CL A 747301109 3,633 305,300 SH   SOLE   302,800 0 2,500
QUALCOMM INC COM 747525103 59,248 1,038,900 SH   SOLE   1,038,900 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 2,304 145,000 SH   SOLE   145,000 0 0
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QUEST RESOURCE HLDG CORP COM NEW 74836W203 36 22,000 SH   SOLE   22,000 0 0
QUICKLOGIC CORP COM 74837P108 82 134,800 SH   SOLE   134,800 0 0
QUINSTREET INC COM 74874Q100 497 37,100 SH   SOLE   37,100 0 0
QUINTANA ENERGY SVCS INC COM 74875T103 649 150,214 SH   SOLE   150,214 0 0
QUORUM HEALTH CORP COM 74909E106 119 84,700 SH   SOLE   84,700 0 0
RA PHARMACEUTICALS INC COM 74933V108 610 27,224 SH   SOLE   27,224 0 0
RADIANT LOGISTICS INC COM 75025X100 3,735 592,800 SH   SOLE   592,800 0 0
RAMACO RES INC COM 75134P303 1,285 221,500 SH   SOLE   221,500 0 0
RAMBUS INC DEL COM 750917106 2,613 250,000 SH   SOLE   250,000 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 324 40,600 SH   SOLE   40,600 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 3,630 267,700 SH   SOLE   267,700 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 806 204,610 SH   SOLE   204,610 0 0
REALNETWORKS INC COM NEW 75605L708 431 138,500 SH   SOLE   138,500 0 0
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RED HAT INC COM 756577102 2,905 15,900 SH   SOLE   15,900 0 0
RED LION HOTELS CORP COM 756764106 403 49,900 SH   SOLE   49,900 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 628 21,800 SH   SOLE   21,800 0 0
REEDS INC COM 758338107 165 57,200 SH   SOLE   57,200 0 0
REGIONAL MGMT CORP COM 75902K106 3,822 156,500 SH   SOLE   156,500 0 0
REGIONS FINL CORP NEW COM 7591EP100 49,866 3,524,110 SH   SOLE   3,524,110 0 0
REGIS CORP MINN COM 758932107 5,144 261,500 SH   SOLE   261,500 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 34,468 242,770 SH   SOLE   242,770 0 0
RELIV INTL INC COM NEW 75952R209 116 26,939 SH   SOLE   26,939 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 10,719 488,104 SH   SOLE   484,504 0 3,600
RENT A CTR INC NEW COM 76009N100 3,103 148,700 SH   SOLE   148,700 0 0
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REPUBLIC SVCS INC COM 760759100 73,096 909,382 SH   SOLE   909,382 0 0
RESOLUTE FST PRODS INC COM 76117W109 4,657 589,500 SH   SOLE   589,500 0 0
RESTORBIO INC COM 76133L103 648 95,000 SH   SOLE   95,000 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 22 34,200 SH   SOLE   34,200 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,273 65,419 SH   SOLE   65,419 0 0
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RF INDS LTD COM PAR $0.01 749552105 1,638 242,998 SH   SOLE   242,998 0 0
RGC RES INC COM 74955L103 438 16,528 SH   SOLE   16,528 0 0
RH COM 74967X103 2,756 26,770 SH   SOLE   25,870 0 900
RICHARDSON ELECTRS LTD COM 763165107 867 127,811 SH   SOLE   127,811 0 0
RIGNET INC COM 766582100 174 17,809 SH   SOLE   17,809 0 0
RING ENERGY INC COM 76680V108 460 78,300 SH   SOLE   78,300 0 0
RIVERVIEW BANCORP INC COM 769397100 1,807 247,204 SH   SOLE   247,204 0 0
ROCKWELL MED INC COM 774374102 320 56,200 SH   SOLE   56,200 0 0
ROCKY BRANDS INC COM 774515100 3,715 155,061 SH   SOLE   155,061 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 285 31,600 SH   SOLE   31,600 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 2,846 263,800 SH   SOLE   263,800 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 3,326 553,490 SH   SOLE   553,490 0 0
RTW RETAILWINDS INC COM 74980D100 1,952 813,429 SH   SOLE   813,429 0 0
RUBICON PROJ INC COM 78112V102 1,579 259,700 SH   SOLE   259,700 0 0
RUSH ENTERPRISES INC CL A 781846209 7,869 188,200 SH   SOLE   188,200 0 0
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RYERSON HLDG CORP COM 783754104 894 104,400 SH   SOLE   104,400 0 0
S & T BANCORP INC COM 783859101 792 20,045 SH   SOLE   20,045 0 0
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SAFEGUARD SCIENTIFICS INC COM NEW 786449207 380 35,000 SH   SOLE   35,000 0 0
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SAIA INC COM 78709Y105 635 10,400 SH   SOLE   10,400 0 0
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SALESFORCE COM INC COM 79466L302 206 1,300 SH   SOLE   1,300 0 0
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SAVARA INC COM 805111101 295 40,000 SH   SOLE   40,000 0 0
SB FINL GROUP INC COM 78408D105 1,420 78,774 SH   SOLE   78,774 0 0
SB ONE BANCORP COM 78413T103 1,114 51,300 SH   SOLE   51,300 0 0
SCANSOURCE INC COM 806037107 5,839 163,000 SH   SOLE   163,000 0 0
SCHMITT INDS INC ORE COM NEW 806870200 168 70,802 SH   SOLE   70,802 0 0
SCHNITZER STL INDS CL A 806882106 3,775 157,300 SH   SOLE   157,300 0 0
SCHOLASTIC CORP COM 807066105 6,888 173,250 SH   SOLE   173,250 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,168 56,000 SH   SOLE   56,000 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,008 13,095 SH   SOLE   13,095 0 0
SCORPIO BULKERS INC COM Y7546A122 2,318 603,700 SH   SOLE   603,700 0 0
SCPHARMACEUTICALS INC COM 810648105 193 64,300 SH   SOLE   64,300 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 5,219 248,500 SH   SOLE   248,500 0 0
SCYNEXIS INC COM 811292101 227 150,000 SH   SOLE   150,000 0 0
SEACHANGE INTL INC COM 811699107 355 267,000 SH   SOLE   267,000 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 619 23,500 SH   SOLE   23,500 0 0
SEACOR HOLDINGS INC COM 811904101 3,957 93,600 SH   SOLE   93,600 0 0
SEACOR MARINE HLDGS INC COM 78413P101 752 56,503 SH   SOLE   56,503 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,428 50,700 SH   SOLE   48,800 0 1,900
SEASPINE HLDGS CORP COM 81255T108 2,285 151,513 SH   SOLE   151,513 0 0
SEAWORLD ENTMT INC COM 81282V100 2,409 93,500 SH   SOLE   89,900 0 3,600
SECURITY NATL FINL CORP CL A NEW 814785309 1,207 255,788 SH   SOLE   255,788 0 0
SELECT BANCORP INC NEW COM 81617L108 642 56,476 SH   SOLE   56,476 0 0
SEMGROUP CORP CL A 81663A105 4,931 334,500 SH   SOLE   334,500 0 0
SENECA FOODS CORP NEW CL A 817070501 2,331 94,750 SH   SOLE   94,750 0 0
SERES THERAPEUTICS INC COM 81750R102 1,000 145,500 SH   SOLE   145,500 0 0
SERVICESOURCE INTL INC COM 81763U100 263 285,000 SH   SOLE   285,000 0 0
SERVOTRONICS INC COM 817732100 215 17,653 SH   SOLE   17,653 0 0
SESEN BIO INC COM 817763105 206 200,000 SH   SOLE   200,000 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 616 65,000 SH   SOLE   65,000 0 0
SHILOH INDS INC COM 824543102 1,143 207,800 SH   SOLE   207,800 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 8,267 669,900 SH   SOLE   669,900 0 0
SHOE CARNIVAL INC COM 824889109 4,033 118,500 SH   SOLE   118,500 0 0
SHORE BANCSHARES INC COM 825107105 2,764 185,412 SH   SOLE   185,412 0 0
SI FINL GROUP INC MD COM 78425V104 1,918 148,576 SH   SOLE   148,576 0 0
SIENNA BIOPHARMACEUTICALS IN COM 82622H108 123 53,200 SH   SOLE   53,200 0 0
SIENTRA INC COM 82621J105 267 31,100 SH   SOLE   31,100 0 0
SIERRA BANCORP COM 82620P102 1,690 69,539 SH   SOLE   69,539 0 0
SIERRA ONCOLOGY INC COM 82640U107 903 528,100 SH   SOLE   528,100 0 0
SIFCO INDS INC COM 826546103 44 16,024 SH   SOLE   16,024 0 0
SIGA TECHNOLOGIES INC COM 826917106 205 34,100 SH   SOLE   34,100 0 0
SIGNET JEWELERS LIMITED SHS G81276100 3,531 130,000 SH   SOLE   130,000 0 0
SILVERBOW RES INC COM 82836G102 2,338 101,648 SH   SOLE   101,648 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 879 61,677 SH   SOLE   61,677 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,328 60,500 SH   SOLE   58,200 0 2,300
SKYWEST INC COM 830879102 4,690 86,391 SH   SOLE   86,391 0 0
SM ENERGY CO COM 78454L100 4,880 279,000 SH   SOLE   279,000 0 0
SMART & FINAL STORES INC COM 83190B101 1,456 294,794 SH   SOLE   294,794 0 0
SMART GLOBAL HLDGS INC SHS G8232Y101 465 24,200 SH   SOLE   24,200 0 0
SMART SAND INC COM 83191H107 671 150,800 SH   SOLE   150,800 0 0
SMTC CORP COM NEW 832682207 420 111,000 SH   SOLE   111,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,059 274,100 SH   SOLE   271,400 0 2,700
SORL AUTO PTS INC COM 78461U101 937 325,387 SH   SOLE   325,387 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 739 21,815 SH   SOLE   21,815 0 0
SOUTHERN MO BANCORP INC COM 843380106 462 15,000 SH   SOLE   15,000 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 1,677 114,458 SH   SOLE   114,458 0 0
SOUTHWEST AIRLS CO COM 844741108 1,890 36,400 SH   SOLE   36,400 0 0
SPAR GROUP INC COM 784933103 42 63,000 SH   SOLE   63,000 0 0
SPARK ENERGY INC CL A COM 846511103 499 56,000 SH   SOLE   56,000 0 0
SPARTAN MTRS INC COM 846819100 177 20,000 SH   SOLE   20,000 0 0
SPARTANNASH CO COM 847215100 3,598 226,728 SH   SOLE   226,728 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,274 226,256 SH   SOLE   226,256 0 0
SPERO THERAPEUTICS INC COM 84833T103 699 54,579 SH   SOLE   54,579 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 657 30,989 SH   SOLE   30,989 0 0
SPOK HLDGS INC COM 84863T106 1,086 79,700 SH   SOLE   79,700 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 811 169,015 SH   SOLE   169,015 0 0
SPX FLOW INC COM 78469X107 5,544 173,800 SH   SOLE   173,800 0 0
SRC ENERGY INC COM 78470V108 5,148 1,005,500 SH   SOLE   1,005,500 0 0
STAGE STORES INC COM NEW 85254C305 249 242,100 SH   SOLE   242,100 0 0
STARBUCKS CORP COM 855244109 5,334 71,750 SH   SOLE   70,250 0 1,500
STARRETT L S CO CL A 855668109 508 65,910 SH   SOLE   65,910 0 0
STARTEK INC COM 85569C107 993 126,000 SH   SOLE   126,000 0 0
STATE AUTO FINL CORP COM 855707105 5,445 165,386 SH   SOLE   165,386 0 0
STATE STR CORP COM 857477103 35,551 540,200 SH   SOLE   540,200 0 0
STEEL CONNECT INC COM 858098106 707 351,700 SH   SOLE   351,700 0 0
STEELCASE INC CL A 858155203 6,935 476,600 SH   SOLE   476,600 0 0
STEIN MART INC COM 858375108 242 244,000 SH   SOLE   244,000 0 0
STEPAN CO COM 858586100 2,100 24,000 SH   SOLE   24,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 1,918 153,200 SH   SOLE   153,200 0 0
STEWART INFORMATION SVCS COR COM 860372101 5,759 134,900 SH   SOLE   134,900 0 0
STONERIDGE INC COM 86183P102 2,511 87,000 SH   SOLE   87,000 0 0
STRATASYS LTD SHS M85548101 5,955 250,000 SH   SOLE   250,000 0 0
STRATTEC SEC CORP COM 863111100 1,816 61,800 SH   SOLE   61,800 0 0
STRATUS PPTYS INC COM NEW 863167201 1,081 40,950 SH   SOLE   40,950 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,448 54,615 SH   SOLE   54,615 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 272 23,450 SH   SOLE   23,450 0 0
SUNCOKE ENERGY INC COM 86722A103 6,580 775,000 SH   SOLE   765,000 0 10,000
SUNPOWER CORP COM 867652406 3,606 553,900 SH   SOLE   553,900 0 0
SUNTRUST BKS INC COM 867914103 24,198 408,400 SH   SOLE   408,400 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 388 293,900 SH   SOLE   293,900 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,868 400,000 SH   SOLE   400,000 0 0
SUPERIOR GRP OF COMPANIES IN COM 868358102 964 58,000 SH   SOLE   58,000 0 0
SUPERIOR INDS INTL INC COM 868168105 663 139,200 SH   SOLE   139,200 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 519 14,800 SH   SOLE   14,800 0 0
SURFACE ONCOLOGY INC COM 86877M209 676 141,800 SH   SOLE   141,800 0 0
SURGERY PARTNERS INC COM 86881A100 3,353 297,241 SH   SOLE   297,241 0 0
SYKES ENTERPRISES INC COM 871237103 5,579 197,284 SH   SOLE   197,284 0 0
SYNACOR INC COM 871561106 490 312,400 SH   SOLE   312,400 0 0
SYNALLOY CP DEL COM 871565107 842 55,400 SH   SOLE   55,400 0 0
SYNCHRONY FINL COM 87165B103 62,916 1,972,300 SH   SOLE   1,970,900 0 1,400
SYNEOS HEALTH INC CL A 87166B102 528 10,200 SH   SOLE   10,200 0 0
SYNLOGIC INC COM 87166L100 726 95,600 SH   SOLE   95,600 0 0
SYPRIS SOLUTIONS INC COM 871655106 52 46,404 SH   SOLE   46,404 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 670 73,300 SH   SOLE   73,300 0 0
SYSTEMAX INC COM 871851101 1,447 63,900 SH   SOLE   63,900 0 0
T2 BIOSYSTEMS INC COM 89853L104 395 150,000 SH   SOLE   150,000 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 211 4,000 SH   SOLE   4,000 0 0
TAILORED BRANDS INC COM 87403A107 1,072 136,700 SH   SOLE   134,000 0 2,700
TANDY LEATHER FACTORY INC COM 87538X105 592 98,600 SH   SOLE   98,600 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,100 42,000 SH   SOLE   40,200 0 1,800
TECH DATA CORP COM 878237106 789 7,700 SH   SOLE   7,700 0 0
TECHTARGET INC COM 87874R100 431 26,500 SH   SOLE   26,500 0 0
TECK RESOURCES LTD CL B 878742204 2,823 121,800 SH   SOLE   115,900 0 5,900
TEEKAY CORPORATION COM Y8564W103 1,901 485,000 SH   SOLE   485,000 0 0
TELARIA INC COM 879181105 2,017 318,100 SH   SOLE   318,100 0 0
TELENAV INC COM 879455103 1,470 242,100 SH   SOLE   242,100 0 0
TELIGENT INC NEW COM 87960W104 260 224,081 SH   SOLE   224,081 0 0
TENNANT CO COM 880345103 459 7,400 SH   SOLE   7,400 0 0
TERRITORIAL BANCORP INC COM 88145X108 2,029 75,400 SH   SOLE   75,400 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,472 95,100 SH   SOLE   95,100 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 702 300,000 SH   SOLE   300,000 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 2,710 280,800 SH   SOLE   280,800 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 3,682 86,100 SH   SOLE   84,100 0 2,000
THE ONE GROUP HOSPITALITY IN COM 88338K103 81 27,400 SH   SOLE   27,400 0 0
THESTREET INC COM 88368Q103 495 212,490 SH   SOLE   212,490 0 0
TILLYS INC CL A 886885102 2,929 263,168 SH   SOLE   263,168 0 0
TIMBERLAND BANCORP INC COM 887098101 2,720 97,218 SH   SOLE   97,218 0 0
TIPTREE INC COM 88822Q103 1,382 218,300 SH   SOLE   218,300 0 0
TITAN MACHY INC COM 88830R101 2,430 156,200 SH   SOLE   156,200 0 0
TIVO CORP COM 88870P106 4,365 468,400 SH   SOLE   468,400 0 0
TJX COS INC NEW COM 872540109 5,364 100,800 SH   SOLE   98,800 0 2,000
TOCAGEN INC COM 888846102 1,262 116,100 SH   SOLE   116,100 0 0
TOWER INTL INC COM 891826109 3,291 156,500 SH   SOLE   156,500 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 602 126,371 SH   SOLE   126,371 0 0
TOWNSQUARE MEDIA INC CL A 892231101 2,041 356,800 SH   SOLE   356,800 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 82 60,000 SH   SOLE   60,000 0 0
TRACTOR SUPPLY CO COM 892356106 1,857 19,000 SH   SOLE   19,000 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 74 175,596 SH   SOLE   175,596 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 1,144 125,200 SH   SOLE   125,200 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 509 587,400 SH   SOLE   587,400 0 0
TRANSCAT INC COM 893529107 1,013 44,100 SH   SOLE   44,100 0 0
TRAVELCENTERS AMER LLC COM 894174101 3,444 838,050 SH   SOLE   838,050 0 0
TRAVELERS COMPANIES INC COM 89417E109 59,553 434,185 SH   SOLE   434,185 0 0
TRAVELZOO COM NEW 89421Q205 994 74,200 SH   SOLE   74,200 0 0
TRECORA RES COM 894648104 689 75,802 SH   SOLE   75,802 0 0
TREDEGAR CORP COM 894650100 2,894 179,300 SH   SOLE   179,300 0 0
TRI POINTE GROUP INC COM 87265H109 4,184 331,000 SH   SOLE   331,000 0 0
TRIBUNE PUBG CO NEW COM 89609W107 663 56,200 SH   SOLE   56,200 0 0
TRINITY PL HLDGS INC COM 89656D101 421 105,200 SH   SOLE   105,200 0 0
TRIO TECH INTL COM NEW 896712205 205 61,600 SH   SOLE   61,600 0 0
TRIPADVISOR INC COM 896945201 2,032 39,500 SH   SOLE   39,500 0 0
TRIPLE-S MGMT CORP CL B 896749108 4,071 178,400 SH   SOLE   178,400 0 0
TRISTATE CAP HLDGS INC COM 89678F100 919 45,000 SH   SOLE   45,000 0 0
TRITON INTL LTD CL A G9078F107 311 10,000 SH   SOLE   10,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 1,658 87,000 SH   SOLE   87,000 0 0
TRUEBLUE INC COM 89785X101 3,099 131,100 SH   SOLE   131,100 0 0
TTM TECHNOLOGIES INC COM 87305R109 9,098 775,655 SH   SOLE   775,655 0 0
TUESDAY MORNING CORP COM NEW 899035505 2,037 960,800 SH   SOLE   960,800 0 0
TURTLE BEACH CORP COM NEW 900450206 759 66,854 SH   SOLE   66,854 0 0
TUTOR PERINI CORP COM 901109108 4,340 253,500 SH   SOLE   253,500 0 0
TWIN DISC INC COM 901476101 909 54,600 SH   SOLE   54,600 0 0
TWIN RIV WORLDWIDE HLDGS INC COM 90171V204 251 8,388 SH   SOLE   8,388 0 0
TWO RIV BANCORP COM 90207C105 1,567 98,888 SH   SOLE   98,888 0 0
TYSON FOODS INC CL A 902494103 1,319 19,000 SH   SOLE   18,200 0 800
U S SILICA HLDGS INC COM 90346E103 2,075 119,500 SH   SOLE   119,500 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 295 291,938 SH   SOLE   291,938 0 0
UFP TECHNOLOGIES INC COM 902673102 258 6,900 SH   SOLE   6,900 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 835 80,700 SH   SOLE   80,700 0 0
ULTRALIFE CORP COM 903899102 1,818 177,000 SH   SOLE   177,000 0 0
UNIFI INC COM NEW 904677200 826 42,700 SH   SOLE   42,700 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,918 59,329 SH   SOLE   59,329 0 0
UNION BANKSHARES INC COM 905400107 245 5,419 SH   SOLE   5,419 0 0
UNION PACIFIC CORP COM 907818108 65,118 389,460 SH   SOLE   388,660 0 800
UNIQUE FABRICATING INC COM 90915J103 302 67,200 SH   SOLE   67,200 0 0
UNISYS CORP COM NEW 909214306 2,753 235,900 SH   SOLE   228,200 0 7,700
UNIT CORP COM 909218109 4,425 310,750 SH   SOLE   310,750 0 0
UNITED BANCSHARES INC OHIO COM 909458101 490 21,200 SH   SOLE   21,200 0 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,791 111,972 SH   SOLE   111,972 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 502 53,687 SH   SOLE   53,687 0 0
UNITED CONTL HLDGS INC COM 910047109 51,279 642,750 SH   SOLE   641,350 0 1,400
UNITED FINL BANCORP INC NEW COM 910304104 4,499 313,500 SH   SOLE   313,500 0 0
UNITED FIRE GROUP INC COM 910340108 5,639 129,000 SH   SOLE   129,000 0 0
UNITED GUARDIAN INC COM 910571108 431 22,500 SH   SOLE   22,500 0 0
UNITED INS HLDGS CORP COM 910710102 2,593 163,100 SH   SOLE   163,100 0 0
UNITED NAT FOODS INC COM 911163103 1,035 78,300 SH   SOLE   78,300 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,410 146,863 SH   SOLE   146,863 0 0
UNITED RENTALS INC COM 911363109 4,650 40,700 SH   SOLE   39,400 0 1,300
UNITED SECURITY BANCSHARES C COM 911460103 185 17,455 SH   SOLE   17,455 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,942 42,300 SH   SOLE   40,400 0 1,900
UNITED TECHNOLOGIES CORP COM 913017109 14,642 113,600 SH   SOLE   113,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 18,124 73,300 SH   SOLE   73,300 0 0
UNITY BANCORP INC COM 913290102 1,048 55,500 SH   SOLE   55,500 0 0
UNIVAR INC COM 91336L107 2,779 125,386 SH   SOLE   125,386 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 5,388 173,811 SH   SOLE   173,811 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 890 53,686 SH   SOLE   53,686 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 474 139,100 SH   SOLE   139,100 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 2,935 119,979 SH   SOLE   119,979 0 0
UNUM GROUP COM 91529Y106 30,931 914,300 SH   SOLE   911,300 0 3,000
UQM TECHNOLOGIES INC COM 903213106 155 94,000 SH   SOLE   94,000 0 0
URANIUM ENERGY CORP COM 916896103 1,158 827,300 SH   SOLE   827,300 0 0
URBAN ONE INC CL D NON VTG 91705J204 204 101,800 SH   SOLE   101,800 0 0
USA TRUCK INC COM 902925106 1,103 76,371 SH   SOLE   76,371 0 0
UTAH MED PRODS INC COM 917488108 1,227 13,900 SH   SOLE   13,900 0 0
V F CORP COM 918204108 57,061 656,550 SH   SOLE   656,550 0 0
VAALCO ENERGY INC COM NEW 91851C201 2,205 984,400 SH   SOLE   984,400 0 0
VALERO ENERGY CORP NEW COM 91913Y100 71,503 842,902 SH   SOLE   842,902 0 0
VECTRUS INC COM 92242T101 1,327 49,900 SH   SOLE   49,900 0 0
VERA BRADLEY INC COM 92335C106 2,977 224,700 SH   SOLE   224,700 0 0
VERACYTE INC COM 92337F107 205 8,200 SH   SOLE   8,200 0 0
VERASTEM INC COM 92337C104 248 83,900 SH   SOLE   83,900 0 0
VERICEL CORP COM 92346J108 308 17,600 SH   SOLE   17,600 0 0
VERISIGN INC COM 92343E102 6,373 35,100 SH   SOLE   35,100 0 0
VERITEX HLDGS INC COM 923451108 3,195 131,930 SH   SOLE   131,930 0 0
VERITIV CORP COM 923454102 2,686 102,033 SH   SOLE   102,033 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,874 234,639 SH   SOLE   234,639 0 0
VERSO CORP CL A 92531L207 6,304 294,301 SH   SOLE   292,401 0 1,900
VERTEX PHARMACEUTICALS INC COM 92532F100 1,288 7,000 SH   SOLE   7,000 0 0
VICAL INC COM NEW 925602203 42 34,796 SH   SOLE   34,796 0 0
VICTORY CAP HLDGS INC COM CL A 92645B103 626 41,700 SH   SOLE   41,700 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 2,807 102,709 SH   SOLE   102,709 0 0
VINCE HLDG CORP COM NEW 92719W207 1,137 91,700 SH   SOLE   91,700 0 0
VIRCO MFG CO COM 927651109 149 34,400 SH   SOLE   34,400 0 0
VISA INC COM CL A 92826C839 22,812 146,050 SH   SOLE   146,050 0 0
VISHAY PRECISION GROUP INC COM 92835K103 1,083 31,667 SH   SOLE   31,667 0 0
VISTA OUTDOOR INC COM 928377100 2,740 342,087 SH   SOLE   338,787 0 3,300
VITAMIN SHOPPE INC COM 92849E101 3,232 459,100 SH   SOLE   459,100 0 0
VIVUS INC COM NEW 928551308 373 88,700 SH   SOLE   88,700 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 610 19,300 SH   SOLE   19,300 0 0
VOLITIONRX LTD COM 928661107 729 224,400 SH   SOLE   224,400 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 1,184 251,993 SH   SOLE   251,993 0 0
VOXX INTL CORP CL A 91829F104 985 213,264 SH   SOLE   213,264 0 0
VOYA FINL INC COM 929089100 58,229 1,165,505 SH   SOLE   1,165,505 0 0
VSE CORP COM 918284100 1,552 49,160 SH   SOLE   49,160 0 0
VTV THERAPEUTICS INC CL A 918385105 118 68,800 SH   SOLE   68,800 0 0
WABASH NATL CORP COM 929566107 2,671 197,100 SH   SOLE   197,100 0 0
WADDELL & REED FINL INC CL A 930059100 7,518 434,800 SH   SOLE   434,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 56,064 886,100 SH   SOLE   886,100 0 0
WALKER & DUNLOP INC COM 93148P102 9,121 179,150 SH   SOLE   179,150 0 0
WALMART INC COM 931142103 13,924 142,769 SH   SOLE   142,769 0 0
WARRIOR MET COAL INC COM 93627C101 8,807 289,700 SH   SOLE   289,700 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 586 103,700 SH   SOLE   103,700 0 0
WASTE MGMT INC DEL COM 94106L109 69,443 668,300 SH   SOLE   668,300 0 0
WATERS CORP COM 941848103 28,846 114,600 SH   SOLE   114,600 0 0
WATERSTONE FINL INC MD COM 94188P101 1,666 101,200 SH   SOLE   101,200 0 0
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WAYSIDE TECHNOLOGY GROUP INC COM 946760105 473 42,398 SH   SOLE   42,398 0 0
WEIS MKTS INC COM 948849104 6,192 151,725 SH   SOLE   151,725 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 216 800 SH   SOLE   800 0 0
WELLS FARGO CO NEW COM 949746101 13,724 284,030 SH   SOLE   284,030 0 0
WESBANCO INC COM 950810101 4,142 104,196 SH   SOLE   104,196 0 0
WESTELL TECHNOLOGIES INC CL A NEW 957541204 257 126,000 SH   SOLE   126,000 0 0
WESTERN DIGITAL CORP COM 958102105 47,825 995,100 SH   SOLE   993,800 0 1,300
WESTERN NEW ENG BANCORP INC COM 958892101 3,621 392,331 SH   SOLE   392,331 0 0
WESTLAKE CHEM CORP COM 960413102 41,259 608,000 SH   SOLE   608,000 0 0
WESTROCK CO COM 96145D105 31,850 830,500 SH   SOLE   830,500 0 0
WHITESTONE REIT COM 966084204 141 11,700 SH   SOLE   11,700 0 0
WIDEOPENWEST INC COM 96758W101 1,380 151,700 SH   SOLE   145,000 0 6,700
WILLDAN GROUP INC COM 96924N100 1,079 29,100 SH   SOLE   29,100 0 0
WILLIS LEASE FINANCE CORP COM 970646105 6,178 145,734 SH   SOLE   145,734 0 0
WIRELESS TELECOM GROUP INC COM 976524108 256 166,300 SH   SOLE   166,300 0 0
WORLD ACCEP CORP DEL COM 981419104 5,693 48,600 SH   SOLE   48,600 0 0
WSFS FINL CORP COM 929328102 1,358 35,191 SH   SOLE   35,191 0 0
XCEL BRANDS INC COM NEW 98400M101 162 95,200 SH   SOLE   95,200 0 0
XILINX INC COM 983919101 7,519 59,300 SH   SOLE   57,900 0 1,400
XOMA CORP DEL COM NEW 98419J206 365 29,502 SH   SOLE   29,502 0 0
XTANT MED HLDGS INC COM NEW 98420P308 153 50,000 SH   SOLE   50,000 0 0
YOGAWORKS INC COM 986005106 43 47,000 SH   SOLE   47,000 0 0
YORK WTR CO COM 987184108 642 18,714 SH   SOLE   18,714 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 1,272 190,100 SH   SOLE   190,100 0 0
ZAFGEN INC COM 98885E103 299 109,234 SH   SOLE   109,234 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,676 8,000 SH   SOLE   8,000 0 0
ZEDGE INC CL B 98923T104 30 16,855 SH   SOLE   16,855 0 0
ZIX CORP COM 98974P100 811 117,882 SH   SOLE   117,882 0 0
ZUMIEZ INC COM 989817101 4,239 170,300 SH   SOLE   170,300 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 436 80,500 SH   SOLE   80,500 0 0