KNAPP COMMUNITY CARE FOUNDATION INC: Form 990PF, tax year 2018
View the entire original 990 at ProPublica ↗
- Organization
- KNAPP COMMUNITY CARE FOUNDATION INC (EIN 46-1591168)
- Tax period
- 2018-01-01 to 2018-12-31
- Filed
- 2019-11-13
- IRS object ID
- 201943179349102629
- Schema version
- 2018v3.1
- Source
- Download XML · Original 990 at ProPublica
Every field in the e-filed return. Faint text is the IRS element name, for citing.
- Return header
- Form 990-PF
- Accounting Fees Schedule
- Applied To Prior Year Election
- Investments Other Schedule2
- Legal Fees Schedule
- Other Assets Schedule
- Other Decreases Schedule
- Other Expenses Schedule
- Other Income Schedule2
- Other Liabilities Schedule
- Other Professional Fees Schedule
- Taxes Schedule
Return header ReturnHeader
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return | 2019-11-13T16:59:06-06:00 | ReturnTs |
| Tax Period End | 2018-12-31 | TaxPeriodEndDt |
Preparer Firm PreparerFirmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Firm EIN | 741130599 | PreparerFirmEIN |
Preparer Firm Name PreparerFirmName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | PATTILLO BROWN & HILL LLP | BusinessNameLine1Txt |
Preparer US Address PreparerUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | P O BOX 20725 | AddressLine1Txt |
| City | WACO | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 767020725 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Return Type | 990PF | ReturnTypeCd |
| Tax Period Begin | 2018-01-01 | TaxPeriodBeginDt |
Filer Filer
| Field | Value | IRS element (for citing) |
|---|---|---|
| EIN | 461591168 | EIN |
Business Name BusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | KNAPP COMMUNITY CARE FOUNDATION | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Control | KNAP | BusinessNameControlTxt |
| Phone | 9568544534 | PhoneNum |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | P O BOX 1790 | AddressLine1Txt |
| City | WESLACO | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 78599 | ZIPCd |
Business Officer BusinessOfficerGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Person | RAMON GONZALES | PersonNm |
| Person Title | PRESIDENT | PersonTitleTxt |
| Phone | 9568544534 | PhoneNum |
| Signature | 2019-11-13 | SignatureDt |
| Discuss With Paid Preparer | Yes (1) | DiscussWithPaidPreparerInd |
Preparer Person PreparerPersonGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Preparer Person | MIKE LUCAS CPA | PreparerPersonNm |
| PTIN | P00581536 | PTIN |
| Phone | 2547724901 | PhoneNum |
Filing Security Information FilingSecurityInformation
IP Address IPAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| I Pv4 Address | 24.155.125.28 | IPv4AddressTxt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| IP | 2019-11-13 | IPDt |
| IP Tm | 13:30:15 | IPTm |
| IP Timezone | CS | IPTimezoneCd |
| Filing License Type | P | FilingLicenseTypeCd |
| At Submission Creation Device Id | 62807F9224A651F441EE1DF144502AE49AE0AF0B | AtSubmissionCreationDeviceId |
| At Submission Filing Device Id | 62807F9224A651F441EE1DF144502AE49AE0AF0B | AtSubmissionFilingDeviceId |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tax | 2018 | TaxYr |
| Build TS | 2020-04-17 16:48:07Z | BuildTS |
Form 990-PF IRS990PF
| Field | Value | IRS element (for citing) |
|---|---|---|
| Organization501c3 Exempt PF | Yes (X) | Organization501c3ExemptPFInd |
| FMV Assets EOY | $102,084,819 | FMVAssetsEOYAmt |
| Method Of Accounting Accrual | Yes (X) | MethodOfAccountingAccrualInd |
Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses
| Field | Value | IRS element (for citing) |
|---|---|---|
| Schedule B Not Required | Yes (X) | ScheduleBNotRequiredInd |
| Interest On Sav Rev And Expnss | $2,691 | InterestOnSavRevAndExpnssAmt |
| Interest On Sav Net Invst Incm | $2,691 | InterestOnSavNetInvstIncmAmt |
| Dividends Rev And Expnss | $2,639,773 | DividendsRevAndExpnssAmt |
| Dividends Net Invst Incm | $2,639,773 | DividendsNetInvstIncmAmt |
| Net Gain Sale Ast Rev And Expnss | $3,308,549 | NetGainSaleAstRevAndExpnssAmt |
| Gross Sales Price | $89,599,268 | GrossSalesPriceAmt |
| Cap Gain Net Incm Net Invst Incm | $3,308,549 | CapGainNetIncmNetInvstIncmAmt |
| Other Income Rev And Expnss | $16,140 | OtherIncomeRevAndExpnssAmt |
| Other Income Net Invst Incm | $868 | OtherIncomeNetInvstIncmAmt |
| Total Rev And Expnss | $5,967,153 | TotalRevAndExpnssAmt |
| Total Net Invst Incm | $5,951,881 | TotalNetInvstIncmAmt |
| Comp Ofcr Dir Trst Rev And Expnss | $179,383 | CompOfcrDirTrstRevAndExpnssAmt |
| Comp Ofcr Dir Trst Net Invst Incm | $35,877 | CompOfcrDirTrstNetInvstIncmAmt |
| Comp Ofcr Dir Trst Dsbrs Chrtbl | $143,506 | CompOfcrDirTrstDsbrsChrtblAmt |
| Oth Empl Slrs Wgs Rev And Expnss | $229,749 | OthEmplSlrsWgsRevAndExpnssAmt |
| Oth Empl Slrs Wgs Net Invst Incm | $29,495 | OthEmplSlrsWgsNetInvstIncmAmt |
| Oth Empl Slrs Wgs Dsbrs Chrtbl | $183,559 | OthEmplSlrsWgsDsbrsChrtblAmt |
| Pension Empl Bnft Rev And Expnss | $71,142 | PensionEmplBnftRevAndExpnssAmt |
| Pension Empl Bnft Net Invst Incm | $10,739 | PensionEmplBnftNetInvstIncmAmt |
| Pension Empl Bnft Dsbrs Chrtbl | $57,026 | PensionEmplBnftDsbrsChrtblAmt |
| Legal Fees Rev And Expnss | $37,216 | LegalFeesRevAndExpnssAmt |
| Legal Fees Net Invst Incm | $0 | LegalFeesNetInvstIncmAmt |
| Legal Fees Dsbrs Chrtbl | $0 | LegalFeesDsbrsChrtblAmt |
| Accounting Fees Rev And Expnss | $25,899 | AccountingFeesRevAndExpnssAmt |
| Accounting Fees Net Invst Incm | $0 | AccountingFeesNetInvstIncmAmt |
| Accounting Fees Chrtbl Prps | $10,514 | AccountingFeesChrtblPrpsAmt |
| Other Prof Fees Rev And Expnss | $373,597 | OtherProfFeesRevAndExpnssAmt |
| Other Prof Fees Net Invst Incm | $341,357 | OtherProfFeesNetInvstIncmAmt |
| Other Prof Fees Dsbrs Chrtbl | $29,999 | OtherProfFeesDsbrsChrtblAmt |
| Taxes Rev And Expnss | $152,965 | TaxesRevAndExpnssAmt |
| Taxes Net Invst Incm | $93,370 | TaxesNetInvstIncmAmt |
| Taxes Dsbrs Chrtbl | $55,000 | TaxesDsbrsChrtblAmt |
| Occupancy Rev And Expnss | $10,792 | OccupancyRevAndExpnssAmt |
| Occupancy Net Invst Incm | $0 | OccupancyNetInvstIncmAmt |
| Occupancy Dsbrs Chrtbl | $9,225 | OccupancyDsbrsChrtblAmt |
| Trav Conf Meeting Rev And Expnss | $67,864 | TravConfMeetingRevAndExpnssAmt |
| Trav Conf Meeting Net Invst Incm | $0 | TravConfMeetingNetInvstIncmAmt |
| Trav Conf Meeting Dsbrs Chrtbl | $64,777 | TravConfMeetingDsbrsChrtblAmt |
| Printing And Pub Rev And Expnss | $5,000 | PrintingAndPubRevAndExpnssAmt |
| Printing And Pub Net Invst Incm | $0 | PrintingAndPubNetInvstIncmAmt |
| Printing And Pub Dsbrs Chrtbl | $0 | PrintingAndPubDsbrsChrtblAmt |
| Other Expenses Rev And Expnss | $125,861 | OtherExpensesRevAndExpnssAmt |
| Other Expenses Net Invst Incm | $0 | OtherExpensesNetInvstIncmAmt |
| Other Expenses Dsbrs Chrtbl | $93,618 | OtherExpensesDsbrsChrtblAmt |
| Tot Opr Expenses Rev And Expnss | $1,279,468 | TotOprExpensesRevAndExpnssAmt |
| Tot Opr Expenses Net Invst Incm | $510,838 | TotOprExpensesNetInvstIncmAmt |
| Tot Opr Expenses Dsbrs Chrtbl | $647,224 | TotOprExpensesDsbrsChrtblAmt |
| Contri Paid Rev And Expnss | $6,862,696 | ContriPaidRevAndExpnssAmt |
| Contri Paid Dsbrs Chrtbl | $7,466,508 | ContriPaidDsbrsChrtblAmt |
| Total Expenses Rev And Expnss | $8,142,164 | TotalExpensesRevAndExpnssAmt |
| Total Expenses Net Invst Incm | $510,838 | TotalExpensesNetInvstIncmAmt |
| Total Expenses Dsbrs Chrtbl | $8,113,732 | TotalExpensesDsbrsChrtblAmt |
| Excess Revenue Over Expenses | -$2,175,011 | ExcessRevenueOverExpensesAmt |
| Net Investment Income | $5,441,043 | NetInvestmentIncomeAmt |
Form990 PF Balance Sheets Form990PFBalanceSheetsGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Sav And Temp Cash Invst BOY | $123,951 | SavAndTempCashInvstBOYAmt |
| Sav And Temp Cash Invst EOY | $208,207 | SavAndTempCashInvstEOYAmt |
| Sav And Temp Cash Invst EOYFMV | $208,207 | SavAndTempCashInvstEOYFMVAmt |
| Acct Rcvbl | $172,492 | AcctRcvblAmt |
| Acct Rcvbl BOY | $159,567 | AcctRcvblBOYAmt |
| Acct Rcvbl EOY | $172,492 | AcctRcvblEOYAmt |
| Acct Rcvbl EOYFMV | $172,492 | AcctRcvblEOYFMVAmt |
| Prepaid Expenses BOY | $61,585 | PrepaidExpensesBOYAmt |
| Prepaid Expenses EOY | $37,184 | PrepaidExpensesEOYAmt |
| Prepaid Expenses EOYFMV | $37,184 | PrepaidExpensesEOYFMVAmt |
| Invst Land Cost Or Other Basis | $153,556 | InvstLandCostOrOtherBasisAmt |
| Land Bldg Investments BOY | $153,556 | LandBldgInvestmentsBOYAmt |
| Land Bldg Investments EOY | $153,556 | LandBldgInvestmentsEOYAmt |
| Land Bldg Investments EOYFMV | $153,556 | LandBldgInvestmentsEOYFMVAmt |
| Other Investments BOY | $117,877,084 | OtherInvestmentsBOYAmt |
| Other Investments EOY | $101,512,791 | OtherInvestmentsEOYAmt |
| Other Investments EOYFMV | $101,512,790 | OtherInvestmentsEOYFMVAmt |
| Other Assets BOY | $84,711 | OtherAssetsBOYAmt |
| Other Assets EOY | $590 | OtherAssetsEOYAmt |
| Other Assets EOYFMV | $590 | OtherAssetsEOYFMVAmt |
| Total Assets BOY | $118,460,454 | TotalAssetsBOYAmt |
| Total Assets EOY | $102,084,820 | TotalAssetsEOYAmt |
| Total Assets EOYFMV | $102,084,819 | TotalAssetsEOYFMVAmt |
| Accounts Payable BOY | $71,674 | AccountsPayableBOYAmt |
| Accounts Payable EOY | $5,521 | AccountsPayableEOYAmt |
| Grants Payable BOY | $5,786,155 | GrantsPayableBOYAmt |
| Grants Payable EOY | $5,182,343 | GrantsPayableEOYAmt |
| Other Liabilities BOY | $21,203 | OtherLiabilitiesBOYAmt |
| Other Liabilities EOY | $12,040 | OtherLiabilitiesEOYAmt |
| Total Liabilities BOY | $5,879,032 | TotalLiabilitiesBOYAmt |
| Total Liabilities EOY | $5,199,904 | TotalLiabilitiesEOYAmt |
| Org Does Not Follow SFAS117 | Yes (X) | OrgDoesNotFollowSFAS117Ind |
| Capital Stock BOY | $0 | CapitalStockBOYAmt |
| Capital Stock EOY | $0 | CapitalStockEOYAmt |
| Additional Paid In Capital BOY | $105,690,105 | AdditionalPaidInCapitalBOYAmt |
| Additional Paid In Capital EOY | $105,690,105 | AdditionalPaidInCapitalEOYAmt |
| Retained Earning BOY | $6,891,317 | RetainedEarningBOYAmt |
| Retained Earning EOY | -$8,805,189 | RetainedEarningEOYAmt |
| Tot Net Ast Or Fund Balances BOY | $112,581,422 | TotNetAstOrFundBalancesBOYAmt |
| Tot Net Ast Or Fund Balances EOY | $96,884,916 | TotNetAstOrFundBalancesEOYAmt |
| Total Liabilities Net Ast BOY | $118,460,454 | TotalLiabilitiesNetAstBOYAmt |
| Total Liabilities Net Ast EOY | $102,084,820 | TotalLiabilitiesNetAstEOYAmt |
Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Tot Net Ast Or Fund Balances BOY | $112,581,422 | TotNetAstOrFundBalancesBOYAmt |
| Excess Revenue Over Expenses | -$2,175,011 | ExcessRevenueOverExpensesAmt |
| Other Increases | $0 | OtherIncreasesAmt |
| Subtotal | $110,406,411 | SubtotalAmt |
| Other Decreases | $13,521,495 | OtherDecreasesAmt |
| Tot Net Ast Or Fund Balances EOY | $96,884,916 | TotNetAstOrFundBalancesEOYAmt |
Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail
Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (10515 entries)
| PropertyPropertyDesc | How AcquiredHowAcquiredCd | AcquiredAcquiredDt | SoldSoldDt | Gross Sales PriceGrossSalesPriceAmt | Cost Or Other BasisCostOrOtherBasisAmt | Gain Or LossGainOrLossAmt | Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt |
|---|---|---|---|---|---|---|---|
| SYNNEX CORP | P | 2018-10-09 | 2018-10-17 | $4,883 | $5,520 | -$637 | -$637 |
| SYNNEX CORP | P | 2018-10-09 | 2018-12-20 | $31 | $35 | -$4 | -$4 |
| ABBOTT LABORATORIES | P | 2012-03-19 | 2018-10-05 | $95,771 | $38,879 | $56,892 | $56,892 |
| ALPHABET INC | P | 2013-08-29 | 2018-01-18 | $251,204 | $95,781 | $155,423 | $155,423 |
| ASPEN TECHNOLOGY INC | P | 2013-08-28 | 2018-10-05 | $1,605 | $507 | $1,098 | $1,098 |
| CVS CORPORATION DEL | P | 2012-02-09 | 2018-10-05 | $15,751 | $8,600 | $7,151 | $7,151 |
| CVS CORPORATION DEL | P | 2012-02-09 | 2018-10-05 | $44,104 | $24,081 | $20,023 | $20,023 |
| COMCAST CORP | P | 2012-07-19 | 2018-01-18 | $8,079 | $3,136 | $4,943 | $4,943 |
| COMCAST CORP | P | 2012-07-19 | 2018-10-05 | $97,325 | $45,925 | $51,400 | $51,400 |
| GENUINE PARTS CO | P | 2012-05-04 | 2018-10-17 | $18,573 | $12,760 | $5,813 | $5,813 |
| GILEAD SCIENCES INC | P | 2014-03-26 | 2018-06-12 | $67,418 | $70,028 | -$2,610 | -$2,610 |
| ALLERGAN PLC | P | 2013-11-18 | 2018-10-05 | $19,953 | $17,378 | $2,575 | $2,575 |
| ABB LTD | P | 2017-02-18 | 2018-05-31 | $567 | $625 | -$58 | -$58 |
| ABB LTD | P | 2017-05-15 | 2018-05-31 | $1,927 | $2,108 | -$181 | -$181 |
| ABB LTD | P | 2017-02-17 | 2018-09-12 | $6,842 | $6,600 | $242 | $242 |
| ABB LTD | P | 2017-02-21 | 2018-09-12 | $2,831 | $2,754 | $77 | $77 |
| ACCO BRANDS CORP | P | 2017-02-21 | 2018-03-27 | $1,120 | $1,152 | -$32 | -$32 |
| ACCO BRANDS CORP | P | 2016-10-28 | 2018-10-17 | $3,437 | $3,698 | -$261 | -$261 |
| ACCO BRANDS CORP | P | 2017-05-23 | 2018-10-17 | $310 | $339 | -$29 | -$29 |
| ACCO BRANDS CORP | P | 2017-06-27 | 2018-10-17 | $1,651 | $1,838 | -$187 | -$187 |
| ABM INDS INC | P | 2016-09-14 | 2018-03-27 | $10,322 | $12,045 | -$1,723 | -$1,723 |
| ABM INDS INC | P | 2017-02-21 | 2018-03-27 | $333 | $406 | -$73 | -$73 |
| AG MTG INVT TR INC | P | 2017-02-21 | 2018-04-30 | $2,486 | $2,493 | -$7 | -$7 |
| AG MTG INVT TR INC | P | 2016-04-24 | 2018-10-05 | $346 | $274 | $72 | $72 |
| AG MTG INVT TR INC | P | 2016-05-10 | 2018-10-05 | $9,332 | $7,350 | $1,982 | $1,982 |
| AG MTG INVT TR INC | P | 2016-07-28 | 2018-10-05 | $346 | $297 | $49 | $49 |
| AG MTG INVT TR INC | P | 2017-01-31 | 2018-10-05 | $691 | $700 | -$9 | -$9 |
| AES CORP | P | 2014-12-12 | 2018-03-01 | $4,450 | $4,560 | -$110 | -$110 |
| AIA GROUP LTD | P | 2017-05-15 | 2018-07-09 | $350 | $285 | $65 | $65 |
| AIA GROUP LTD | P | 2017-06-27 | 2018-07-09 | $16,637 | $14,143 | $2,494 | $2,494 |
| AK STL HLDG CORP | P | 2016-04-20 | 2018-05-31 | $3,553 | $3,851 | -$298 | -$298 |
| ASGN INC | P | 2015-12-15 | 2018-10-05 | $1,435 | $879 | $556 | $556 |
| ASGN INC | P | 2017-01-31 | 2018-10-05 | $718 | $453 | $265 | $265 |
| ASGN INC | P | 2017-02-21 | 2018-10-05 | $3,588 | $2,422 | $1,166 | $1,166 |
| ASGN INC | P | 2017-03-29 | 2018-10-05 | $718 | $470 | $248 | $248 |
| ASGN INC | P | 2017-05-23 | 2018-10-05 | $718 | $524 | $194 | $194 |
| ASGN INC | P | 2017-06-27 | 2018-10-05 | $718 | $541 | $177 | $177 |
| ASGN INC | P | 2017-07-27 | 2018-10-05 | $718 | $495 | $223 | $223 |
| A P MOLLER-MAERSK A/S | P | 2017-01-25 | 2018-04-30 | $6,468 | $6,903 | -$435 | -$435 |
| A P MOLLER-MAERSK A/S | P | 2017-02-21 | 2018-07-02 | $1,194 | $1,651 | -$457 | -$457 |
| AQR DIVERSIFIED ARBITRAGE FUND | P | 2015-09-28 | 2018-04-13 | $19,917 | $21,447 | -$1,530 | -$1,530 |
| AT&T INC | P | 2014-12-26 | 2018-08-22 | $15 | $15 | $0 | $0 |
| ASE INDL HLDG CO LTD | P | 2017-02-21 | 2018-07-02 | $709 | $772 | -$63 | -$63 |
| ASE INDL HLDG CO LTD | P | 2017-04-21 | 2018-07-02 | $28 | $31 | -$3 | -$3 |
| ASE INDL HLDG CO LTD | P | 2017-05-15 | 2018-07-02 | $369 | $403 | -$34 | -$34 |
| ASE INDL HLDG CO LTD | P | 2017-06-27 | 2018-07-02 | $596 | $661 | -$65 | -$65 |
| AARON RENTS INC | P | 2016-07-28 | 2018-10-05 | $10,519 | $4,389 | $6,130 | $6,130 |
| AARON RENTS INC | P | 2017-01-31 | 2018-10-05 | $1,578 | $926 | $652 | $652 |
| AARON RENTS INC | P | 2017-02-21 | 2018-10-05 | $4,733 | $2,406 | $2,327 | $2,327 |
| ABBOTT LABORATORIES | P | 2016-12-12 | 2018-01-18 | $2,817 | $1,880 | $937 | $937 |
| ABBOTT LABORATORIES | P | 2016-12-12 | 2018-10-05 | $15,118 | $8,305 | $6,813 | $6,813 |
| ABBOTT LABORATORIES | P | 2017-03-29 | 2018-10-05 | $713 | $447 | $266 | $266 |
| ABBOTT LABORATORIES | P | 2017-04-28 | 2018-10-05 | $713 | $437 | $276 | $276 |
| ABBVIE INC | P | 2014-12-30 | 2018-01-18 | $311 | $200 | $111 | $111 |
| ABBVIE INC | P | 2016-01-12 | 2018-03-23 | $74,093 | $74,879 | -$786 | -$786 |
| ACCELERON PHARMA INC | P | 2015-12-15 | 2018-03-27 | $2,959 | $3,088 | -$129 | -$129 |
| ACCELERON PHARMA INC | P | 2015-12-15 | 2018-05-31 | $1,595 | $1,930 | -$335 | -$335 |
| ACCELERON PHARMA INC | P | 2015-12-15 | 2018-10-17 | $665 | $558 | $107 | $107 |
| ACCELERON PHARMA INC | P | 2016-01-09 | 2018-10-17 | $511 | $355 | $156 | $156 |
| ACCELERON PHARMA INC | P | 2016-07-28 | 2018-10-17 | $1,023 | $682 | $341 | $341 |
| ACCELERON PHARMA INC | P | 2017-02-21 | 2018-10-17 | $1,023 | $525 | $498 | $498 |
| ACCELERON PHARMA INC | P | 2017-05-23 | 2018-10-17 | $511 | $253 | $258 | $258 |
| ACCELERON PHARMA INC | P | 2017-07-27 | 2018-10-17 | $1,023 | $631 | $392 | $392 |
| ACCELERON PHARMA INC | P | 2017-10-06 | 2018-10-17 | $3,784 | $2,810 | $974 | $974 |
| ACCOR SA | P | 2014-12-26 | 2018-07-09 | $3,928 | $3,533 | $395 | $395 |
| ACI WORLDWIDE INC | P | 2015-12-15 | 2018-03-27 | $903 | $851 | $52 | $52 |
| ACI WORLDWIDE INC | P | 2015-12-15 | 2018-07-02 | $814 | $759 | $55 | $55 |
| ACI WORLDWIDE INC | P | 2017-06-27 | 2018-07-02 | $1,727 | $1,614 | $113 | $113 |
| ACI WORLDWIDE INC | P | 2014-12-26 | 2018-10-18 | $10,558 | $8,410 | $2,148 | $2,148 |
| ACI WORLDWIDE INC | P | 2014-12-30 | 2018-10-18 | $2,640 | $2,054 | $586 | $586 |
| ACI WORLDWIDE INC | P | 2015-03-25 | 2018-10-18 | $2,112 | $1,742 | $370 | $370 |
| ACI WORLDWIDE INC | P | 2015-08-31 | 2018-10-18 | $264 | $213 | $51 | $51 |
| ACORDA THERAPEUTICS INC | P | 2017-06-27 | 2018-09-13 | $5,242 | $5,832 | -$590 | -$590 |
| ACTIVISION BLIZZARD INC | P | 2014-12-01 | 2018-10-05 | $11,865 | $3,158 | $8,707 | $8,707 |
| ACTIVISION BLIZZARD INC | P | 2014-12-26 | 2018-10-05 | $15,029 | $3,892 | $11,137 | $11,137 |
| ACTIVISION BLIZZARD INC | P | 2016-02-23 | 2018-10-05 | $4,746 | $1,837 | $2,909 | $2,909 |
| ACTIVISION BLIZZARD INC | P | 2016-07-28 | 2018-10-05 | $1,582 | $806 | $776 | $776 |
| ACTIVISION BLIZZARD INC | P | 2016-11-28 | 2018-10-05 | $2,373 | $1,119 | $1,254 | $1,254 |
| ACTIVISION BLIZZARD INC | P | 2016-12-12 | 2018-10-05 | $3,955 | $1,856 | $2,099 | $2,099 |
| ACTIVISION BLIZZARD INC | P | 2017-03-29 | 2018-10-05 | $15,029 | $9,534 | $5,495 | $5,495 |
| ACTIVISION BLIZZARD INC | P | 2017-07-28 | 2018-10-05 | $6,644 | $5,160 | $1,484 | $1,484 |
| ACTUANT CORP CL-A | P | 2017-06-27 | 2018-10-17 | $9,968 | $9,486 | $482 | $482 |
| ACUITY BRANDS INC | P | 2015-07-23 | 2018-01-19 | $814 | $959 | -$145 | -$145 |
| ACUITY BRANDS INC | P | 2014-12-26 | 2018-03-27 | $1,100 | $1,120 | -$20 | -$20 |
| ACXIOM CORP | P | 2017-01-31 | 2018-03-27 | $622 | $521 | $101 | $101 |
| ADTALEM GLOBAL ED INC | P | 2015-07-24 | 2018-10-05 | $4,053 | $2,753 | $1,300 | $1,300 |
| ADTALEM GLOBAL ED INC | P | 2017-02-21 | 2018-10-05 | $2,252 | $1,630 | $622 | $622 |
| ADTALEM GLOBAL ED INC | P | 2017-06-27 | 2018-10-05 | $901 | $751 | $150 | $150 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2016-07-28 | 2018-02-22 | $12,392 | $12,489 | -$97 | -$97 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2016-08-18 | 2018-02-22 | $179 | $161 | $18 | $18 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2016-09-19 | 2018-02-22 | $1,071 | $853 | $218 | $218 |
| AERIE PHARMACEUTICALS INC | P | 2016-10-28 | 2018-10-17 | $2,959 | $1,644 | $1,315 | $1,315 |
| AERIE PHARMACEUTICALS INC | P | 2017-01-31 | 2018-10-17 | $604 | $438 | $166 | $166 |
| AERIE PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-17 | $1,812 | $1,311 | $501 | $501 |
| AERIE PHARMACEUTICALS INC | P | 2017-05-23 | 2018-10-17 | $604 | $407 | $197 | $197 |
| AERIE PHARMACEUTICALS INC | P | 2017-10-10 | 2018-10-17 | $6,340 | $5,637 | $703 | $703 |
| ADVANSIX INC | P | 2008-03-05 | 2018-01-18 | $8 | $8 | $8 | |
| ADVANSIX INC | P | 2014-12-30 | 2018-01-18 | $31 | $11 | $20 | $20 |
| AEROJET ROCKETDYNE HLDGS INC | P | 2017-07-27 | 2018-10-17 | $15,310 | $10,967 | $4,343 | $4,343 |
| ADVANCED ACCELERATOR | P | 2016-10-07 | 2018-07-13 | $410 | $195 | $215 | $215 |
| ADVANCED ACCELERATOR | P | 2016-10-30 | 2018-07-13 | $1,311 | $716 | $595 | $595 |
| ADVANCED ACCELERATOR | P | 2016-11-16 | 2018-07-13 | $2,459 | $1,092 | $1,367 | $1,367 |
| AEGON NV | P | 2014-11-14 | 2018-01-23 | $4,053 | $4,528 | -$475 | -$475 |
| AEGON NV | P | 2014-12-26 | 2018-01-23 | $2,920 | $3,251 | -$331 | -$331 |
| AEGON NV | P | 2014-12-30 | 2018-01-23 | $2,645 | $2,909 | -$264 | -$264 |
| ADVANCED ENERGY INDS INC | P | 2017-02-21 | 2018-03-27 | $986 | $942 | $44 | $44 |
| ADVANCED ENERGY INDS INC | P | 2017-01-31 | 2018-07-02 | $12,785 | $12,951 | -$166 | -$166 |
| ADVANCED ENERGY INDS INC | P | 2017-02-21 | 2018-07-02 | $872 | $942 | -$70 | -$70 |
| AETNA INC | P | 2014-12-01 | 2018-11-28 | $35,973 | $14,828 | $21,145 | $21,145 |
| AETNA INC | P | 2014-12-30 | 2018-11-28 | $12,908 | $5,503 | $7,405 | $7,405 |
| AETNA INC | P | 2016-12-12 | 2018-11-28 | $4,232 | $2,563 | $1,669 | $1,669 |
| AETNA INC | P | 2017-01-11 | 2018-11-28 | $4,232 | $2,733 | $1,499 | $1,499 |
| AETNA INC | P | 2017-01-31 | 2018-11-28 | $6,348 | $4,287 | $2,061 | $2,061 |
| AETNA INC NEW | P | 2016-06-02 | 2018-03-23 | $17,976 | $17,986 | -$10 | -$10 |
| AETNA INC NEW | P | 2016-06-03 | 2018-03-23 | $33,955 | $34,122 | -$167 | -$167 |
| AETNA INC NEW | P | 2016-06-03 | 2018-03-23 | $11,984 | $12,043 | -$59 | -$59 |
| AETNA INC NEW | P | 2016-06-03 | 2018-03-23 | $5,992 | $6,017 | -$25 | -$25 |
| AETNA INC NEW | P | 2016-06-06 | 2018-03-23 | $2,996 | $3,009 | -$13 | -$13 |
| AETNA INC NEW | P | 2016-06-07 | 2018-03-23 | $3,995 | $4,014 | -$19 | -$19 |
| AFFILIATED MANAGERS GROUP | P | 2016-08-18 | 2018-03-27 | $12,244 | $9,217 | $3,027 | $3,027 |
| AGILENT TECHNOLOGIES INC | P | 2014-12-26 | 2018-10-05 | $17,417 | $10,386 | $7,031 | $7,031 |
| AGILENT TECHNOLOGIES INC | P | 2014-12-30 | 2018-10-05 | $2,090 | $1,244 | $846 | $846 |
| AGILENT TECHNOLOGIES INC | P | 2016-07-28 | 2018-10-05 | $29,244 | $19,886 | $9,358 | $9,358 |
| AIMMUNE THERAPEUTICS INC | P | 2017-06-27 | 2018-10-17 | $8,170 | $6,002 | $2,168 | $2,168 |
| AIR PRODUCTS & CHEMICALS INC | P | 2014-12-26 | 2018-10-05 | $16,538 | $13,393 | $3,145 | $3,145 |
| AIR PRODUCTS & CHEMICALS INC | P | 2014-12-30 | 2018-10-05 | $8,438 | $6,715 | $1,723 | $1,723 |
| AIR PRODUCTS & CHEMICALS INC | P | 2017-02-14 | 2018-10-05 | $11,813 | $9,923 | $1,890 | $1,890 |
| AIR PRODUCTS & CHEMICALS INC | P | 2017-06-23 | 2018-10-05 | $3,881 | $3,332 | $549 | $549 |
| AIRBUS GROUP | P | 2017-05-15 | 2018-07-09 | $873 | $611 | $262 | $262 |
| AIRBUS GROUP | P | 2017-06-27 | 2018-07-09 | $6,692 | $4,829 | $1,863 | $1,863 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-01-23 | $1,530 | $1,843 | -$313 | -$313 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-02-26 | $615 | $774 | -$159 | -$159 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-03-27 | $239 | $296 | -$57 | -$57 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-04-30 | $253 | $318 | -$65 | -$65 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-05-31 | $189 | $227 | -$38 | -$38 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-07-02 | $287 | $364 | -$77 | -$77 |
| AJINOMOTO CO INC ADR | P | 2015-03-25 | 2018-08-09 | $474 | $637 | -$163 | -$163 |
| AKBANK T.A.S. | P | 2015-07-21 | 2018-01-23 | $1,775 | $1,816 | -$41 | -$41 |
| AKAMAI TECHNOLOGIES INC | P | 2017-09-29 | 2018-10-05 | $19,812 | $14,744 | $5,068 | $5,068 |
| ALASKA AIR GROUP INC | P | 2014-12-26 | 2018-10-05 | $12,570 | $11,219 | $1,351 | $1,351 |
| ALBANY INTL CORP NEW CL A | P | 2017-10-10 | 2018-10-18 | $18,101 | $14,834 | $3,267 | $3,267 |
| ALBEMARLE CORP | P | 2015-10-14 | 2018-10-05 | $11,423 | $5,789 | $5,634 | $5,634 |
| ALBEMARLE CORP | P | 2015-12-21 | 2018-10-05 | $510 | $256 | $254 | $254 |
| ALCOA UPSTREAM CORP | P | 2014-12-26 | 2018-10-05 | $6,778 | $6,190 | $588 | $588 |
| ALCOA UPSTREAM CORP | P | 2015-01-23 | 2018-10-05 | $70 | $60 | $10 | $10 |
| ALCOA UPSTREAM CORP | P | 2015-04-08 | 2018-10-05 | $418 | $319 | $99 | $99 |
| ALCOA UPSTREAM CORP | P | 2015-07-23 | 2018-10-05 | $1,185 | $684 | $501 | $501 |
| ALCOA UPSTREAM CORP | P | 2017-06-28 | 2018-10-05 | $1,255 | $988 | $267 | $267 |
| ALIBABA GROUP HLDG LTD | P | 2017-06-27 | 2018-07-09 | $12,533 | $9,329 | $3,204 | $3,204 |
| ALIGN TECHNOLOGY INC | P | 2016-12-12 | 2018-10-05 | $19,746 | $5,589 | $14,157 | $14,157 |
| ALIGN TECHNOLOGY INC | P | 2017-06-23 | 2018-10-05 | $50,295 | $22,227 | $28,068 | $28,068 |
| ALLEGHENY TECHNOLOGIES INC | P | 2016-07-28 | 2018-10-18 | $10,620 | $6,967 | $3,653 | $3,653 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-02-21 | 2018-10-18 | $2,723 | $2,054 | $669 | $669 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-04-28 | 2018-10-18 | $817 | $551 | $266 | $266 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-05-23 | 2018-10-18 | $1,361 | $818 | $543 | $543 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-10-06 | 2018-10-18 | $1,280 | $1,155 | $125 | $125 |
| ALLIANT CORP | P | 2000-01-01 | 2018-03-14 | $0 | $0 | ||
| ALLIANT CORP | P | 2016-09-19 | 2018-10-17 | $23,313 | $20,807 | $2,506 | $2,506 |
| ALLIANZ AKTIENGESELLSCHAFT | P | 2017-06-27 | 2018-09-12 | $3,530 | $3,256 | $274 | $274 |
| ALLIANZ AKTIENGESELLSCHAFT | P | 2017-07-25 | 2018-09-12 | $17,223 | $16,853 | $370 | $370 |
| ALLSCRIPTS HEALTHCARE SOLUTIONS | P | 2017-06-27 | 2018-07-02 | $11,479 | $12,235 | -$756 | -$756 |
| ALLY FINL INC | P | 2017-03-16 | 2018-10-05 | $26,050 | $22,535 | $3,515 | $3,515 |
| ALNYLAM PHARMACEUTICALS INC | P | 2015-03-25 | 2018-07-02 | $486 | $519 | -$33 | -$33 |
| ALNYLAM PHARMACEUTICALS INC | P | 2014-11-14 | 2018-10-05 | $7,589 | $7,589 | $0 | $0 |
| ALNYLAM PHARMACEUTICALS INC | P | 2014-12-30 | 2018-10-05 | $426 | $426 | $0 | $0 |
| ALPHABET INC | P | 2014-12-30 | 2018-01-18 | $78,853 | $37,412 | $41,441 | $41,441 |
| ALTRA HLDGS INC | P | 2017-03-29 | 2018-09-13 | $3,551 | $3,431 | $120 | $120 |
| ALTRA HLDGS INC | P | 2017-03-29 | 2018-10-17 | $10,118 | $9,764 | $354 | $354 |
| ALUMINA LTD | P | 2014-12-30 | 2018-07-09 | $1,264 | $855 | $409 | $409 |
| AMBEV S A | P | 2014-11-14 | 2018-05-31 | $8,374 | $9,766 | -$1,392 | -$1,392 |
| AMBEV S A | P | 2014-12-30 | 2018-05-31 | $4,021 | $4,760 | -$739 | -$739 |
| AMBEV S A | P | 2017-05-15 | 2018-05-31 | $472 | $566 | -$94 | -$94 |
| AMBEV S A | P | 2017-04-17 | 2018-07-02 | $69 | $88 | -$19 | -$19 |
| AMBEV S A | P | 2017-06-27 | 2018-07-02 | $6,776 | $8,050 | -$1,274 | -$1,274 |
| AMEDISYS INC | P | 2016-07-28 | 2018-03-27 | $1,834 | $1,580 | $254 | $254 |
| AMEDISYS INC | P | 2016-06-16 | 2018-10-18 | $1,110 | $504 | $606 | $606 |
| AMEDISYS INC | P | 2016-10-28 | 2018-10-18 | $222 | $84 | $138 | $138 |
| AMEDISYS INC | P | 2017-02-21 | 2018-10-18 | $4,441 | $1,911 | $2,530 | $2,530 |
| AMEDISYS INC | P | 2017-07-27 | 2018-10-18 | $1,110 | $474 | $636 | $636 |
| AMEDISYS INC | P | 2017-10-06 | 2018-10-18 | $14,432 | $6,833 | $7,599 | $7,599 |
| AMERICAN AIRLS GROUP INC | P | 2015-05-19 | 2018-05-07 | $21,438 | $24,315 | -$2,877 | -$2,877 |
| AMERICAN AIRLS GROUP INC | P | 2016-07-28 | 2018-10-05 | $18,101 | $18,132 | -$31 | -$31 |
| AMERICAN AIRLS GROUP INC | P | 2016-09-19 | 2018-10-05 | $182 | $179 | $3 | $3 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2015-05-19 | 2018-03-27 | $515 | $410 | $105 | $105 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2014-12-26 | 2018-10-05 | $2,380 | $1,479 | $901 | $901 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2014-12-30 | 2018-10-05 | $3,746 | $2,364 | $1,382 | $1,382 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2015-02-13 | 2018-10-05 | $2,645 | $1,772 | $873 | $873 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2015-05-19 | 2018-10-05 | $485 | $347 | $138 | $138 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2016-02-19 | 2018-10-05 | $882 | $566 | $316 | $316 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2016-05-10 | 2018-10-05 | $1,102 | $720 | $382 | $382 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2016-06-16 | 2018-10-05 | $220 | $149 | $71 | $71 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2017-04-28 | 2018-10-05 | $1,763 | $1,118 | $645 | $645 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2017-05-23 | 2018-10-05 | $1,102 | $553 | $549 | $549 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2017-06-27 | 2018-10-05 | $1,983 | $1,063 | $920 | $920 |
| AMERICAN EQUITY INVT LIFE HLDG CO | P | 2014-11-26 | 2018-10-18 | $659 | $564 | $95 | $95 |
| AMERICAN EQUITY INVT LIFE HLDG CO | P | 2014-12-26 | 2018-10-18 | $13,836 | $12,098 | $1,738 | $1,738 |
| AMERICAN EQUITY INVT LIFE HLDG CO | P | 2017-02-21 | 2018-10-18 | $1,318 | $1,104 | $214 | $214 |
| AMERICAN EQUITY INVT LIFE HLDG CO | P | 2017-06-27 | 2018-10-18 | $659 | $508 | $151 | $151 |
| AMERICAN EXPRESS CO | P | 2013-03-11 | 2018-10-05 | $7,482 | $4,590 | $2,892 | $2,892 |
| AMERICAN EXPRESS CO | P | 2013-05-03 | 2018-10-05 | $10,367 | $6,829 | $3,538 | $3,538 |
| AMERICAN EXPRESS CO | P | 2013-06-04 | 2018-10-05 | $16,032 | $11,501 | $4,531 | $4,531 |
| AMERICAN EXPRESS CO | P | 2014-12-30 | 2018-10-05 | $2,672 | $2,358 | $314 | $314 |
| AMERICAN EXPRESS CO | P | 2016-12-12 | 2018-10-05 | $10,688 | $7,366 | $3,322 | $3,322 |
| AMERICAN EXPRESS CO | P | 2017-03-29 | 2018-10-05 | $1,069 | $783 | $286 | $286 |
| AMERICAN EXPRESS CO | P | 2017-03-20 | 2018-03-26 | $124,820 | $124,861 | -$41 | -$41 |
| AMERICAN INTL GROUP INC | P | 2016-10-28 | 2018-03-26 | $541 | $613 | -$72 | -$72 |
| AMERICAN INTL GROUP INC | P | 2014-12-30 | 2018-06-12 | $15,197 | $15,877 | -$680 | -$680 |
| AMERICAN INTL GROUP INC | P | 2013-02-04 | 2018-10-05 | $9,665 | $6,932 | $2,733 | $2,733 |
| AMERICAN INTL GROUP INC | P | 2013-04-24 | 2018-10-05 | $2,148 | $1,669 | $479 | $479 |
| AMERICAN INTL GROUP INC | P | 2013-11-01 | 2018-10-05 | $6,443 | $5,778 | $665 | $665 |
| AMERICAN INTL GROUP INC | P | 2016-02-23 | 2018-10-05 | $1,074 | $1,022 | $52 | $52 |
| AMERICAN STS WTR CO | P | 2015-10-26 | 2018-10-17 | $1,874 | $1,272 | $602 | $602 |
| AMERICAN STS WTR CO | P | 2016-04-20 | 2018-10-17 | $605 | $414 | $191 | $191 |
| AMERICAN STS WTR CO | P | 2017-01-31 | 2018-10-17 | $605 | $438 | $167 | $167 |
| AMERICAN STS WTR CO | P | 2017-02-21 | 2018-10-17 | $6,650 | $4,857 | $1,793 | $1,793 |
| AMERICAN STS WTR CO | P | 2017-07-27 | 2018-10-17 | $605 | $490 | $115 | $115 |
| AMERICAN STS WTR CO | P | 2017-10-06 | 2018-10-17 | $3,083 | $2,645 | $438 | $438 |
| AMERICAN TOWER CORP | P | 2016-06-16 | 2018-01-18 | $1,087 | $861 | $226 | $226 |
| AMERICAN TOWER CORP | P | 2016-09-26 | 2018-01-18 | $6,795 | $5,624 | $1,171 | $1,171 |
| AMERICAN TOWER CORP | P | 2015-02-13 | 2018-10-05 | $37,925 | $25,160 | $12,765 | $12,765 |
| AMERICAN TOWER CORP | P | 2016-06-16 | 2018-10-05 | $10,502 | $7,750 | $2,752 | $2,752 |
| AMERICAN TOWER CORP | P | 2016-12-12 | 2018-10-05 | $2,917 | $2,081 | $836 | $836 |
| AMERICAN WTR WKS CO INC NEW | P | 2017-02-14 | 2018-02-22 | $17,784 | $16,397 | $1,387 | $1,387 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-06-07 | $2,230 | $2,238 | -$8 | -$8 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-07-07 | $19,743 | $19,816 | -$73 | -$73 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-08-07 | $18,611 | $18,680 | -$69 | -$69 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-09-07 | $18,865 | $18,935 | -$70 | -$70 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-10-07 | $16,080 | $16,139 | -$59 | -$59 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-11-07 | $17,269 | $17,333 | -$64 | -$64 |
| AMERICREDIT AUTO RECEIVABLES TR | P | 2017-03-08 | 2018-12-07 | $16,116 | $16,176 | -$60 | -$60 |
| AMETEK AEROSPACE PRODS INC | P | 2014-12-26 | 2018-10-05 | $7,051 | $4,877 | $2,174 | $2,174 |
| AMETEK AEROSPACE PRODS INC | P | 2016-10-28 | 2018-10-05 | $4,700 | $2,661 | $2,039 | $2,039 |
| AMICUS THERAPEUTICS INC | P | 2015-07-24 | 2018-03-27 | $3,381 | $3,589 | -$208 | -$208 |
| AMICUS THERAPEUTICS INC | P | 2015-07-24 | 2018-08-07 | $15 | $16 | -$1 | -$1 |
| AMICUS THERAPEUTICS INC | P | 2015-07-24 | 2018-09-13 | $1,764 | $2,403 | -$639 | -$639 |
| AMICUS THERAPEUTICS INC | P | 2015-08-19 | 2018-10-17 | $768 | $753 | $15 | $15 |
| AMICUS THERAPEUTICS INC | P | 2015-08-31 | 2018-10-17 | $1,152 | $1,294 | -$142 | -$142 |
| AMICUS THERAPEUTICS INC | P | 2016-01-11 | 2018-10-17 | $256 | $147 | $109 | $109 |
| AMICUS THERAPEUTICS INC | P | 2016-01-15 | 2018-10-17 | $256 | $146 | $110 | $110 |
| AMICUS THERAPEUTICS INC | P | 2016-02-15 | 2018-10-17 | $256 | $135 | $121 | $121 |
| AMICUS THERAPEUTICS INC | P | 2016-07-28 | 2018-10-17 | $1,344 | $701 | $643 | $643 |
| AMICUS THERAPEUTICS INC | P | 2016-09-14 | 2018-10-17 | $512 | $279 | $233 | $233 |
| AMICUS THERAPEUTICS INC | P | 2017-02-21 | 2018-10-17 | $128 | $60 | $68 | $68 |
| AMICUS THERAPEUTICS INC | P | 2017-04-28 | 2018-10-17 | $256 | $154 | $102 | $102 |
| AMICUS THERAPEUTICS INC | P | 2017-10-06 | 2018-10-17 | $1,958 | $2,327 | -$369 | -$369 |
| AMNEAL PHARMACEUTICALS INC | P | 2016-10-28 | 2018-10-17 | $1,096 | $1,236 | -$140 | -$140 |
| AMNEAL PHARMACEUTICALS INC | P | 2016-11-16 | 2018-10-17 | $566 | $440 | $126 | $126 |
| AMNEAL PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-17 | $1,462 | $1,176 | $286 | $286 |
| AMPHENOL CORP NEW CL A | P | 2014-12-26 | 2018-10-05 | $29,806 | $18,296 | $11,510 | $11,510 |
| AMPHENOL CORP NEW CL A | P | 2015-06-12 | 2018-10-05 | $450 | $287 | $163 | $163 |
| AMPHENOL CORP NEW CL A | P | 2015-09-03 | 2018-10-05 | $450 | $261 | $189 | $189 |
| AMPHENOL CORP NEW CL A | P | 2017-03-29 | 2018-10-05 | $67,642 | $53,333 | $14,309 | $14,309 |
| AMSURG CORP | P | 2016-11-21 | 2018-10-26 | $7,197 | $7,105 | $92 | $92 |
| AMSURG CORP | P | 2016-11-30 | 2018-10-26 | $3,084 | $3,075 | $9 | $9 |
| ANADARKO PETROLEUM CORP | P | 2017-07-28 | 2018-10-05 | $2,750 | $1,853 | $897 | $897 |
| ANALOG DEVICES INC | P | 2014-12-26 | 2018-10-05 | $25,568 | $16,687 | $8,881 | $8,881 |
| ANALOG DEVICES INC | P | 2014-12-30 | 2018-10-05 | $2,159 | $1,390 | $769 | $769 |
| ANDEAVOR | P | 2014-12-01 | 2018-10-04 | $11,420 | $5,642 | $5,778 | $5,778 |
| ANDEAVOR | P | 2014-12-26 | 2018-10-04 | $16,750 | $8,302 | $8,448 | $8,448 |
| ANDEAVOR | P | 2017-06-23 | 2018-10-04 | $31,520 | $19,135 | $12,385 | $12,385 |
| ANDEAVOR | P | 2017-06-28 | 2018-10-04 | $761 | $473 | $288 | $288 |
| ANGLO AMERN PLC | P | 2014-12-30 | 2018-07-09 | $6,818 | $5,414 | $1,404 | $1,404 |
| ANGLO AMERN PLC | P | 2015-05-13 | 2018-07-09 | $905 | $686 | $219 | $219 |
| ANHEUSER-BUSCH INBEV FIN INC | P | 2016-06-13 | 2018-10-05 | $98,213 | $102,733 | -$4,520 | -$4,520 |
| ANHUI CONCH CEM CO LTD | P | 2016-06-16 | 2018-07-09 | $558 | $227 | $331 | $331 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2014-12-30 | 2018-04-30 | $17,517 | $19,528 | -$2,011 | -$2,011 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2015-09-16 | 2018-04-30 | $3,544 | $3,992 | -$448 | -$448 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2016-02-19 | 2018-04-30 | $1,519 | $1,740 | -$221 | -$221 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2014-11-14 | 2018-07-02 | $8,526 | $9,397 | -$871 | -$871 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2014-12-30 | 2018-07-02 | $26,782 | $30,138 | -$3,356 | -$3,356 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2017-03-29 | 2018-07-02 | $502 | $557 | -$55 | -$55 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2014-11-14 | 2018-07-09 | $2,181 | $2,322 | -$141 | -$141 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2014-11-14 | 2018-09-12 | $9,179 | $11,498 | -$2,319 | -$2,319 |
| ANNALY MTG MGMT INC | P | 2016-10-15 | 2018-07-02 | $13,699 | $13,646 | $53 | $53 |
| ANNALY MTG MGMT INC | P | 2016-11-23 | 2018-07-02 | $52 | $49 | $3 | $3 |
| ANNALY MTG MGMT INC | P | 2016-12-12 | 2018-07-02 | $155 | $147 | $8 | $8 |
| ANNALY MTG MGMT INC | P | 2017-01-25 | 2018-07-02 | $103 | $98 | $5 | $5 |
| ANSYS INC | P | 2014-12-26 | 2018-10-05 | $11,020 | $5,400 | $5,620 | $5,620 |
| ANSYS INC | P | 2014-12-30 | 2018-10-05 | $1,722 | $831 | $891 | $891 |
| ANSYS INC | P | 2015-05-19 | 2018-10-05 | $6,026 | $3,155 | $2,871 | $2,871 |
| ANTERO RES FIN CORP UNSECD SR NT | P | 2015-01-05 | 2018-11-06 | $2,010 | $1,930 | $80 | $80 |
| APACHE CORP | P | 2017-06-27 | 2018-08-24 | $20,990 | $21,344 | -$354 | -$354 |
| APERGY CORP | P | 2015-06-12 | 2018-05-30 | $242 | $166 | $76 | $76 |
| APERGY CORP | P | 2015-10-12 | 2018-05-30 | $220 | $134 | $86 | $86 |
| APERGY CORP | P | 2016-02-23 | 2018-05-30 | $880 | $502 | $378 | $378 |
| APOGEE ENTERPRISES INC | P | 2016-12-12 | 2018-01-18 | $7,320 | $7,743 | -$423 | -$423 |
| APPLIED INDL TECHNOLOGIES INC | P | 2017-03-29 | 2018-10-18 | $17,607 | $15,264 | $2,343 | $2,343 |
| APPLIED INDL TECHNOLOGIES INC | P | 2017-05-23 | 2018-10-18 | $2,817 | $2,462 | $355 | $355 |
| APPLIED INDL TECHNOLOGIES INC | P | 2017-07-27 | 2018-10-18 | $2,113 | $1,709 | $404 | $404 |
| AQUA AMER INC | P | 2016-02-23 | 2018-10-17 | $25,449 | $21,573 | $3,876 | $3,876 |
| ARAMARK HLDGS CORP | P | 2016-11-16 | 2018-03-27 | $6,273 | $5,226 | $1,047 | $1,047 |
| ARBITRAGE FUND | P | 2015-09-28 | 2018-04-13 | $1,131,681 | $1,112,733 | $18,948 | $18,948 |
| ARBITRAGE FUND | P | 2015-12-17 | 2018-04-13 | $7,880 | $7,682 | $198 | $198 |
| ARBITRAGE FUND | P | 2015-12-17 | 2018-04-13 | $34,457 | $33,591 | $866 | $866 |
| ARCH COAL INC | P | 2017-06-27 | 2018-10-17 | $12,663 | $8,473 | $4,190 | $4,190 |
| ARCH COAL INC | P | 2017-10-06 | 2018-10-17 | $3,507 | $2,578 | $929 | $929 |
| ARCELORMITTAL LUXEMBOURG | P | 2017-02-17 | 2018-07-09 | $1,409 | $1,277 | $132 | $132 |
| ARCELORMITTAL LUXEMBOURG | P | 2017-02-21 | 2018-07-09 | $805 | $741 | $64 | $64 |
| ARCELORMITTAL LUXEMBOURG | P | 2017-03-17 | 2018-07-09 | $1,811 | $1,636 | $175 | $175 |
| ARENA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-10-17 | $10,104 | $5,838 | $4,266 | $4,266 |
| ARISTA NETWORKS INC | P | 2017-06-28 | 2018-10-05 | $17,434 | $10,878 | $6,556 | $6,556 |
| ARRAY BIOPHARMA INC | P | 2017-02-21 | 2018-03-27 | $2,656 | $1,759 | $897 | $897 |
| ARRAY BIOPHARMA INC | P | 2015-02-13 | 2018-10-17 | $9,644 | $5,220 | $4,424 | $4,424 |
| ARRAY BIOPHARMA INC | P | 2017-03-29 | 2018-10-17 | $599 | $365 | $234 | $234 |
| ARRAY BIOPHARMA INC | P | 2017-04-28 | 2018-10-17 | $449 | $256 | $193 | $193 |
| ARRAY BIOPHARMA INC | P | 2017-06-27 | 2018-10-17 | $1,647 | $991 | $656 | $656 |
| ARRAY BIOPHARMA INC | P | 2017-07-27 | 2018-10-17 | $599 | $303 | $296 | $296 |
| ARRAY BIOPHARMA INC | P | 2017-10-06 | 2018-10-17 | $3,819 | $3,162 | $657 | $657 |
| ARROW ELECTRS INC COM | P | 2016-04-05 | 2018-09-14 | $9,262 | $7,675 | $1,587 | $1,587 |
| ARROW ELECTRS INC COM | P | 2017-03-29 | 2018-09-14 | $1,544 | $1,460 | $84 | $84 |
| ARYZTA AG | P | 2016-09-14 | 2018-02-26 | $774 | $1,196 | -$422 | -$422 |
| ARYZTA AG | P | 2016-09-14 | 2018-03-08 | $9 | $15 | -$6 | -$6 |
| ASCENDIS PHARMA A/S | P | 2017-02-17 | 2018-07-09 | $4,090 | $1,595 | $2,495 | $2,495 |
| ASPEN TECHNOLOGY INC | P | 2017-05-23 | 2018-07-02 | $1,880 | $1,195 | $685 | $685 |
| ASPEN TECHNOLOGY INC | P | 2017-02-21 | 2018-09-13 | $8,180 | $4,025 | $4,155 | $4,155 |
| ASPEN TECHNOLOGY INC | P | 2017-06-27 | 2018-09-13 | $4,557 | $2,177 | $2,380 | $2,380 |
| ASPEN TECHNOLOGY INC | P | 2015-08-31 | 2018-10-05 | $1,070 | $379 | $691 | $691 |
| ASPEN TECHNOLOGY INC | P | 2016-04-20 | 2018-10-05 | $3,211 | $1,115 | $2,096 | $2,096 |
| ASPEN TECHNOLOGY INC | P | 2016-11-16 | 2018-10-05 | $1,070 | $515 | $555 | $555 |
| ASPEN TECHNOLOGY INC | P | 2017-06-27 | 2018-10-05 | $107 | $56 | $51 | $51 |
| ASSA ABLOY AB | P | 2015-07-21 | 2018-08-09 | $1,333 | $1,365 | -$32 | -$32 |
| ASSA ABLOY AB | P | 2015-07-21 | 2018-09-12 | $1,397 | $1,385 | $12 | $12 |
| ASTRAZENECA PLC SPONSORED ADR | P | 2014-11-14 | 2018-01-23 | $4,866 | $4,911 | -$45 | -$45 |
| ASTRAZENECA PLC SPONSORED ADR | P | 2014-11-14 | 2018-02-26 | $5,396 | $5,747 | -$351 | -$351 |
| ASTRAZENECA PLC SPONSORED ADR | P | 2014-11-14 | 2018-04-30 | $10,331 | $10,549 | -$218 | -$218 |
| ASTRAZENECA PLC SPONSORED ADR | P | 2014-11-14 | 2018-07-09 | $2,438 | $2,510 | -$72 | -$72 |
| ATHENAHEALTH INC | P | 2017-10-19 | 2018-12-04 | $1,857 | $1,738 | $119 | $119 |
| ATLANTIA SPA | P | 2015-05-13 | 2018-07-09 | $1,665 | $1,517 | $148 | $148 |
| ATLANTIA SPA | P | 2015-05-13 | 2018-09-12 | $4,951 | $6,307 | -$1,356 | -$1,356 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2017-04-21 | 2018-07-02 | $17,521 | $21,561 | -$4,040 | -$4,040 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2017-06-27 | 2018-07-02 | $5,869 | $7,986 | -$2,117 | -$2,117 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2000-01-01 | 2018-07-05 | $6,267 | $6,267 | $6,267 | |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2000-01-01 | 2018-07-05 | $6,267 | $6,267 | $6,267 | |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2000-01-01 | 2018-07-05 | $2,007 | $2,007 | $2,007 | |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2017-04-21 | 2018-09-12 | $766 | $986 | -$220 | -$220 |
| ATOS ORIGIN SA | P | 2015-07-21 | 2018-07-09 | $2,108 | $1,207 | $901 | $901 |
| ATOS ORIGIN SA | P | 2016-12-12 | 2018-07-09 | $860 | $635 | $225 | $225 |
| AUSTRALIA & NEW ZEALAND BKG GROUP | P | 2015-02-13 | 2018-01-23 | $14,947 | $18,181 | -$3,234 | -$3,234 |
| AUSTRALIA & NEW ZEALAND BKG GROUP | P | 2015-02-13 | 2018-02-26 | $21,015 | $25,821 | -$4,806 | -$4,806 |
| AUSTRALIA & NEW ZEALAND BKG GROUP | P | 2015-02-13 | 2018-03-27 | $13,279 | $17,512 | -$4,233 | -$4,233 |
| AUSTRALIA & NEW ZEALAND BKG GROUP | P | 2015-02-13 | 2018-04-30 | $12,538 | $17,261 | -$4,723 | -$4,723 |
| AUTODESK INC | P | 2014-12-26 | 2018-10-05 | $20,631 | $8,375 | $12,256 | $12,256 |
| AUTODESK INC | P | 2014-12-26 | 2018-10-05 | $28,726 | $11,615 | $17,111 | $17,111 |
| AUTODESK INC | P | 2014-12-30 | 2018-10-05 | $4,536 | $1,813 | $2,723 | $2,723 |
| AUTODESK INC | P | 2014-12-30 | 2018-10-05 | $3,012 | $1,209 | $1,803 | $1,803 |
| AUTODESK INC | P | 2017-01-25 | 2018-10-05 | $6,048 | $3,306 | $2,742 | $2,742 |
| AUTODESK INC | P | 2017-04-28 | 2018-10-05 | $1,512 | $896 | $616 | $616 |
| AUTOHOME INC | P | 2017-06-27 | 2018-07-09 | $419 | $183 | $236 | $236 |
| AUTOZONE INC | P | 2014-12-26 | 2018-10-05 | $18,443 | $14,889 | $3,554 | $3,554 |
| AUTOZONE INC | P | 2017-06-23 | 2018-10-05 | $7,685 | $5,753 | $1,932 | $1,932 |
| AVALONBAY CMNTYS INC | P | 2014-12-26 | 2018-10-05 | $27,678 | $25,967 | $1,711 | $1,711 |
| AVANOS MED INC | P | 2015-07-24 | 2018-10-18 | $7,950 | $5,283 | $2,667 | $2,667 |
| AVANOS MED INC | P | 2017-02-21 | 2018-10-18 | $3,034 | $2,082 | $952 | $952 |
| AVANOS MED INC | P | 2017-04-28 | 2018-10-18 | $1,214 | $791 | $423 | $423 |
| AVANOS MED INC | P | 2017-07-27 | 2018-10-18 | $607 | $402 | $205 | $205 |
| AVANOS MED INC | P | 2017-10-06 | 2018-10-18 | $3,399 | $2,575 | $824 | $824 |
| AVIS BUDGET GROUP INC | P | 2017-06-27 | 2018-10-17 | $13,565 | $10,411 | $3,154 | $3,154 |
| AVIVA PLC | P | 2015-09-04 | 2018-08-09 | $437 | $480 | -$43 | -$43 |
| AXA SA SPONSORED ADR | P | 2017-05-15 | 2018-07-02 | $3,497 | $3,898 | -$401 | -$401 |
| AXA SA SPONSORED ADR | P | 2017-01-25 | 2018-07-09 | $3,494 | $3,524 | -$30 | -$30 |
| AXOS FINL INC | P | 2016-09-14 | 2018-10-18 | $6,656 | $4,234 | $2,422 | $2,422 |
| AXOS FINL INC | P | 2017-06-27 | 2018-10-18 | $1,024 | $729 | $295 | $295 |
| BB & T CORP | P | 2015-03-06 | 2018-10-05 | $45,969 | $35,107 | $10,862 | $10,862 |
| B & G FOODS INC NEW CL A | P | 2015-02-16 | 2018-03-27 | $204 | $287 | -$83 | -$83 |
| B & G FOODS INC NEW CL A | P | 2015-01-22 | 2018-05-31 | $843 | $1,052 | -$209 | -$209 |
| B & G FOODS INC NEW CL A | P | 2015-02-16 | 2018-05-31 | $618 | $789 | -$171 | -$171 |
| BAE SYS PLC SPONSORED ADR | P | 2014-12-26 | 2018-07-09 | $2,947 | $2,522 | $425 | $425 |
| BAE SYS PLC SPONSORED ADR | P | 2014-12-30 | 2018-07-09 | $5,201 | $4,391 | $810 | $810 |
| BAE SYS PLC SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $1,907 | $1,665 | $242 | $242 |
| BASF AG SPONSORED ADR | P | 2015-03-25 | 2018-07-09 | $16,736 | $17,377 | -$641 | -$641 |
| BASF AG SPONSORED ADR | P | 2015-03-25 | 2018-08-09 | $7,017 | $7,584 | -$567 | -$567 |
| BASF AG SPONSORED ADR | P | 2017-05-15 | 2018-08-09 | $3,230 | $3,374 | -$144 | -$144 |
| BB SEGURIDADE PARTICIPACOES S A | P | 2016-12-12 | 2018-05-31 | $34 | $39 | -$5 | -$5 |
| BB SEGURIDADE PARTICIPACOES S A | P | 2015-09-04 | 2018-07-02 | $4,073 | $5,044 | -$971 | -$971 |
| BOK FINANCIAL CORP | P | 2017-03-29 | 2018-10-17 | $4,558 | $4,684 | -$126 | -$126 |
| BOK FINANCIAL CORP | P | 2017-06-27 | 2018-10-17 | $1,263 | $1,323 | -$60 | -$60 |
| BOK FINANCIAL CORP | P | 2017-10-06 | 2018-10-17 | $6,251 | $6,549 | -$298 | -$298 |
| BOK FINANCIAL CORP | P | 2017-03-29 | 2018-12-04 | $19 | $21 | -$2 | -$2 |
| BP PLC | P | 2015-05-13 | 2018-01-23 | $5,347 | $5,328 | $19 | $19 |
| BP PLC | P | 2015-05-13 | 2018-02-26 | $5,065 | $5,414 | -$349 | -$349 |
| BP PLC | P | 2014-11-14 | 2018-07-09 | $19,491 | $17,148 | $2,343 | $2,343 |
| BNP PARIBAS SPONSORED ADR | P | 2017-05-15 | 2018-08-09 | $3,917 | $4,628 | -$711 | -$711 |
| BNP PARIBAS SPONSORED ADR | P | 2017-06-27 | 2018-08-09 | $6,580 | $7,489 | -$909 | -$909 |
| BOFI HLDG INC | P | 2016-09-14 | 2018-03-27 | $1,821 | $977 | $844 | $844 |
| BYD CO LTD | P | 2015-06-09 | 2018-07-09 | $2,593 | $2,702 | -$109 | -$109 |
| BYD CO LTD | P | 2015-06-09 | 2018-08-09 | $4,204 | $4,810 | -$606 | -$606 |
| BAIDU COM INC SPONSORED ADR REPSTG | P | 2014-12-30 | 2018-07-09 | $13,605 | $11,942 | $1,663 | $1,663 |
| BALCHEM CORP CL B | P | 2017-01-31 | 2018-03-27 | $815 | $853 | -$38 | -$38 |
| BALCHEM CORP CL B | P | 2017-02-21 | 2018-03-27 | $3,261 | $3,363 | -$102 | -$102 |
| BALCHEM CORP CL B | P | 2014-12-26 | 2018-10-18 | $7,992 | $5,442 | $2,550 | $2,550 |
| BALCHEM CORP CL B | P | 2014-12-30 | 2018-10-18 | $599 | $400 | $199 | $199 |
| BALCHEM CORP CL B | P | 2017-06-27 | 2018-10-18 | $999 | $777 | $222 | $222 |
| BALCHEM CORP CL B | P | 2017-10-06 | 2018-10-18 | $1,199 | $982 | $217 | $217 |
| BALL CORP | P | 2017-01-25 | 2018-02-21 | $8,541 | $8,264 | $277 | $277 |
| BALL CORP | P | 2017-01-25 | 2018-06-12 | $21,652 | $21,962 | -$310 | -$310 |
| BALL CORP | P | 2016-11-28 | 2018-07-02 | $710 | $775 | -$65 | -$65 |
| BALL CORP | P | 2016-05-26 | 2018-10-05 | $16,079 | $12,584 | $3,495 | $3,495 |
| BALL CORP | P | 2016-07-28 | 2018-10-05 | $4,594 | $3,549 | $1,045 | $1,045 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2014-11-14 | 2018-05-31 | $3 | $3 | $0 | $0 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2017-02-17 | 2018-05-31 | $4,677 | $5,196 | -$519 | -$519 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2014-11-14 | 2018-07-02 | $7,012 | $9,058 | -$2,046 | -$2,046 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2014-12-30 | 2018-07-02 | $2,425 | $3,031 | -$606 | -$606 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2014-12-30 | 2018-07-09 | $2,465 | $2,877 | -$412 | -$412 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2017-05-15 | 2018-08-09 | $5,013 | $6,012 | -$999 | -$999 |
| BANCO DO BRASIL S A | P | 2014-11-14 | 2018-05-31 | $4,644 | $5,414 | -$770 | -$770 |
| BANCO DO BRASIL S A | P | 2014-10-17 | 2018-08-09 | $261 | $246 | $15 | $15 |
| BANCO DO BRASIL S A | P | 2014-12-30 | 2018-08-09 | $2,710 | $2,827 | -$117 | -$117 |
| BANCO DO BRASIL S A | P | 2017-06-27 | 2018-09-12 | $3,342 | $4,002 | -$660 | -$660 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2015-09-04 | 2018-10-22 | $4 | $4 | $0 | $0 |
| BANCO SANTANDER CHILE | P | 2017-05-15 | 2018-07-09 | $1,748 | $1,329 | $419 | $419 |
| BANCO SANTANDER BRASIL S A | P | 2017-03-29 | 2018-07-02 | $841 | $1,010 | -$169 | -$169 |
| BANCO SANTANDER MEXICO S A | P | 2016-11-16 | 2018-03-27 | $36 | $37 | -$1 | -$1 |
| BANCO SANTANDER MEXICO S A | P | 2017-02-17 | 2018-03-27 | $107 | $109 | -$2 | -$2 |
| BANCO SANTANDER MEXICO S A | P | 2017-02-21 | 2018-03-27 | $107 | $113 | -$6 | -$6 |
| BANK OF CHINA | P | 2015-07-21 | 2018-07-02 | $19,577 | $23,408 | -$3,831 | -$3,831 |
| BARNES GROUP INC | P | 2017-01-31 | 2018-10-18 | $13,502 | $10,608 | $2,894 | $2,894 |
| BARNES GROUP INC | P | 2017-02-21 | 2018-10-18 | $6,137 | $5,052 | $1,085 | $1,085 |
| BAXTER INTERNATIONAL INC | P | 2014-12-26 | 2018-10-05 | $31,572 | $17,655 | $13,917 | $13,917 |
| BAXTER INTERNATIONAL INC | P | 2014-12-30 | 2018-10-05 | $5,901 | $3,279 | $2,622 | $2,622 |
| BAXTER INTERNATIONAL INC | P | 2016-12-12 | 2018-10-05 | $1,475 | $899 | $576 | $576 |
| BAYER A G SPONSORED ADR | P | 2000-01-01 | 2018-07-20 | $16 | $16 | $16 | |
| BAYER A G SPONSORED ADR | P | 2000-01-01 | 2018-07-20 | $143 | $143 | $143 | |
| BAYERISCHE MOTOREN WERKE A G | P | 2017-05-15 | 2018-09-12 | $10,246 | $10,434 | -$188 | -$188 |
| BEACON ROOFING SUPPLY INC | P | 2017-02-21 | 2018-07-02 | $1,313 | $1,416 | -$103 | -$103 |
| BEACON ROOFING SUPPLY INC | P | 2017-05-23 | 2018-07-02 | $847 | $974 | -$127 | -$127 |
| BEACON ROOFING SUPPLY INC | P | 2017-02-21 | 2018-09-13 | $825 | $959 | -$134 | -$134 |
| BEACON ROOFING SUPPLY INC | P | 2015-09-23 | 2018-10-17 | $929 | $929 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2016-02-19 | 2018-10-17 | $929 | $929 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2016-09-14 | 2018-10-17 | $310 | $310 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2017-01-31 | 2018-10-17 | $929 | $929 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2017-02-21 | 2018-10-17 | $248 | $248 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2015-09-24 | 2018-10-23 | $868 | $868 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2016-02-20 | 2018-10-23 | $202 | $228 | -$26 | -$26 |
| BEACON ROOFING SUPPLY INC | P | 2016-02-20 | 2018-10-23 | $665 | $665 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2016-09-15 | 2018-10-23 | $289 | $400 | -$111 | -$111 |
| BEACON ROOFING SUPPLY INC | P | 2017-02-01 | 2018-10-23 | $868 | $1,294 | -$426 | -$426 |
| BEACON ROOFING SUPPLY INC | P | 2017-02-22 | 2018-10-23 | $231 | $360 | -$129 | -$129 |
| BEACON ROOFING SUPPLY INC | P | 2015-09-19 | 2018-10-24 | $849 | $1,064 | -$215 | -$215 |
| BEACON ROOFING SUPPLY INC | P | 2016-02-15 | 2018-10-24 | $651 | $783 | -$132 | -$132 |
| BECTON DICKINSON & COMPANY | P | 2014-12-26 | 2018-10-05 | $22,704 | $12,563 | $10,141 | $10,141 |
| BECTON DICKINSON & COMPANY | P | 2014-12-30 | 2018-10-05 | $2,523 | $1,407 | $1,116 | $1,116 |
| BECTON DICKINSON & COMPANY | P | 2015-06-17 | 2018-10-05 | $5,045 | $2,798 | $2,247 | $2,247 |
| BECTON DICKINSON & COMPANY | P | 2016-12-12 | 2018-10-05 | $7,568 | $5,079 | $2,489 | $2,489 |
| BECTON DICKINSON & COMPANY | P | 2017-03-29 | 2018-10-05 | $19,424 | $14,168 | $5,256 | $5,256 |
| BELDEN CDT INC | P | 2015-03-25 | 2018-01-18 | $2,531 | $2,743 | -$212 | -$212 |
| BELDEN CDT INC | P | 2015-04-24 | 2018-03-27 | $687 | $895 | -$208 | -$208 |
| BELDEN CDT INC | P | 2015-05-19 | 2018-03-27 | $687 | $859 | -$172 | -$172 |
| BELDEN CDT INC | P | 2014-12-26 | 2018-05-31 | $5,509 | $8,065 | -$2,556 | -$2,556 |
| BELDEN CDT INC | P | 2015-01-16 | 2018-05-31 | $771 | $1,094 | -$323 | -$323 |
| BELDEN CDT INC | P | 2017-02-21 | 2018-05-31 | $1,653 | $2,221 | -$568 | -$568 |
| BELDEN CDT INC | P | 2017-03-29 | 2018-09-13 | $1,355 | $1,304 | $51 | $51 |
| BELDEN CDT INC | P | 2017-03-29 | 2018-10-18 | $63 | $69 | -$6 | -$6 |
| BENEFICIAL BANCORP INC | P | 2017-06-27 | 2018-10-18 | $18,006 | $16,462 | $1,544 | $1,544 |
| BERRY PLASTICS GROUP INC | P | 2017-05-23 | 2018-05-30 | $7,885 | $9,038 | -$1,153 | -$1,153 |
| BEST BUY INC | P | 2014-12-01 | 2018-10-05 | $20,621 | $10,621 | $10,000 | $10,000 |
| BEST BUY INC | P | 2014-12-26 | 2018-10-05 | $362 | $196 | $166 | $166 |
| BEST BUY INC | P | 2015-07-23 | 2018-10-05 | $362 | $164 | $198 | $198 |
| BEST BUY INC | P | 2016-09-26 | 2018-10-05 | $22,535 | $11,667 | $10,868 | $10,868 |
| BEST BUY INC | P | 2017-02-14 | 2018-10-05 | $725 | $452 | $273 | $273 |
| BHP GROUP LTD | P | 2014-10-17 | 2018-01-23 | $13,640 | $14,691 | -$1,051 | -$1,051 |
| BHP GROUP LTD | P | 2014-11-14 | 2018-01-23 | $17,183 | $20,500 | -$3,317 | -$3,317 |
| BHP GROUP LTD | P | 2014-12-30 | 2018-01-23 | $6,650 | $6,599 | $51 | $51 |
| BHP GROUP LTD | P | 2014-12-30 | 2018-05-31 | $43,571 | $42,194 | $1,377 | $1,377 |
| BHP GROUP LTD | P | 2014-12-30 | 2018-07-02 | $7,363 | $7,321 | $42 | $42 |
| BIG LOTS INC | P | 2016-07-28 | 2018-03-27 | $861 | $1,058 | -$197 | -$197 |
| BIG LOTS INC | P | 2017-01-31 | 2018-03-27 | $1,292 | $1,504 | -$212 | -$212 |
| BIG LOTS INC | P | 2017-02-21 | 2018-03-27 | $1,292 | $1,569 | -$277 | -$277 |
| BILLABONG INTL LTD | P | 2014-12-26 | 2018-01-23 | $182 | $740 | -$558 | -$558 |
| BILLABONG INTL LTD | P | 2014-12-26 | 2018-02-26 | $7 | $29 | -$22 | -$22 |
| BILLABONG INTL LTD | P | 2014-12-26 | 2018-03-27 | $51 | $227 | -$176 | -$176 |
| BILLABONG INTL LTD | P | 2014-12-26 | 2018-04-30 | $1 | $6 | -$5 | -$5 |
| BILLABONG INTL LTD | P | 2014-12-26 | 2018-05-04 | $621 | $2,347 | -$1,726 | -$1,726 |
| BILLABONG INTL LTD | P | 2014-12-30 | 2018-05-04 | $450 | $1,599 | -$1,149 | -$1,149 |
| BIOMARIN PHARMACEUTICAL INC | P | 2016-01-27 | 2018-03-26 | $791 | $861 | -$70 | -$70 |
| BIOMARIN PHARMACEUTICAL INC | P | 2016-10-28 | 2018-03-26 | $1,582 | $1,633 | -$51 | -$51 |
| BIOMARIN PHARMACEUTICAL INC | P | 2014-11-14 | 2018-10-05 | $20,923 | $17,410 | $3,513 | $3,513 |
| BIOGEN IDEC INC | P | 2014-12-30 | 2018-02-21 | $1,448 | $1,579 | -$131 | -$131 |
| BIOGEN IDEC INC | P | 2014-12-30 | 2018-05-07 | $1,079 | $1,263 | -$184 | -$184 |
| BIOGEN IDEC INC | P | 2012-02-13 | 2018-10-05 | $10,167 | $3,312 | $6,855 | $6,855 |
| BIOGEN IDEC INC | P | 2013-02-11 | 2018-10-05 | $22,029 | $9,827 | $12,202 | $12,202 |
| BIOGEN IDEC INC | P | 2016-02-23 | 2018-10-05 | $10,167 | $7,207 | $2,960 | $2,960 |
| BIOGEN IDEC INC | P | 2016-10-28 | 2018-10-05 | $10,167 | $7,832 | $2,335 | $2,335 |
| BIOGEN IDEC INC | P | 2016-12-12 | 2018-10-05 | $6,778 | $5,289 | $1,489 | $1,489 |
| BIOGEN IDEC INC | P | 2017-07-28 | 2018-10-05 | $3,050 | $2,583 | $467 | $467 |
| BLACKBAUD INC | P | 2017-06-27 | 2018-09-13 | $3,101 | $2,731 | $370 | $370 |
| BLACKBAUD INC | P | 2014-12-26 | 2018-10-18 | $1,491 | $900 | $591 | $591 |
| BLACKBAUD INC | P | 2015-03-25 | 2018-10-18 | $745 | $462 | $283 | $283 |
| BLACKBAUD INC | P | 2016-02-19 | 2018-10-18 | $1,491 | $1,130 | $361 | $361 |
| BLACKBAUD INC | P | 2016-07-28 | 2018-10-18 | $1,491 | $1,344 | $147 | $147 |
| BLACKBAUD INC | P | 2016-11-16 | 2018-10-18 | $1,491 | $1,299 | $192 | $192 |
| BLACKBAUD INC | P | 2017-02-21 | 2018-10-18 | $2,981 | $2,928 | $53 | $53 |
| BLACKBAUD INC | P | 2017-10-06 | 2018-10-18 | $7,006 | $8,335 | -$1,329 | -$1,329 |
| H&R BLOCK INC | P | 2017-03-29 | 2018-08-03 | $6,587 | $5,962 | $625 | $625 |
| BLOOMIN BRANDS INC | P | 2016-07-28 | 2018-03-27 | $484 | $380 | $104 | $104 |
| BLOOMIN BRANDS INC | P | 2017-07-27 | 2018-10-05 | $398 | $367 | $31 | $31 |
| BLUEBIRD BIO INC | P | 2016-07-28 | 2018-07-02 | $8,654 | $3,119 | $5,535 | $5,535 |
| BLUEBIRD BIO INC | P | 2017-02-21 | 2018-07-02 | $6,182 | $3,020 | $3,162 | $3,162 |
| BLUEBIRD BIO INC | P | 2017-07-27 | 2018-08-07 | $3,172 | $1,928 | $1,244 | $1,244 |
| BLUEBIRD BIO INC | P | 2016-07-28 | 2018-10-17 | $9,966 | $4,345 | $5,621 | $5,621 |
| BLUEPRINT MEDICINES CORP | P | 2017-02-21 | 2018-10-18 | $10,364 | $5,092 | $5,272 | $5,272 |
| BLUEPRINT MEDICINES CORP | P | 2017-05-23 | 2018-10-18 | $691 | $387 | $304 | $304 |
| BLUEPRINT MEDICINES CORP | P | 2017-06-27 | 2018-10-18 | $3,455 | $2,584 | $871 | $871 |
| BLUEPRINT MEDICINES CORP | P | 2017-10-06 | 2018-10-18 | $1,589 | $1,523 | $66 | $66 |
| BORG-WARNER AUTOMOTIVE INC | P | 2016-12-12 | 2018-05-30 | $1,330 | $1,109 | $221 | $221 |
| BORG-WARNER AUTOMOTIVE INC | P | 2017-03-29 | 2018-10-05 | $17,568 | $17,612 | -$44 | -$44 |
| BORG-WARNER AUTOMOTIVE INC | P | 2017-04-28 | 2018-10-05 | $4,601 | $4,625 | -$24 | -$24 |
| BOSTON BEER INC CL A | P | 2017-03-23 | 2018-10-05 | $2,827 | $1,747 | $1,080 | $1,080 |
| BOSTON BEER INC CL A | P | 2017-06-22 | 2018-10-05 | $2,827 | $1,489 | $1,338 | $1,338 |
| BOSTON BEER INC CL A | P | 2017-07-27 | 2018-10-05 | $2,827 | $1,359 | $1,468 | $1,468 |
| BOSTON SCIENTIFIC CORP COM | P | 2014-12-26 | 2018-10-05 | $9,064 | $3,164 | $5,900 | $5,900 |
| BOSTON SCIENTIFIC CORP COM | P | 2015-07-23 | 2018-10-05 | $3,777 | $1,760 | $2,017 | $2,017 |
| BOSTON SCIENTIFIC CORP COM | P | 2016-10-28 | 2018-10-05 | $1,058 | $619 | $439 | $439 |
| BOSTON SCIENTIFIC CORP COM | P | 2016-11-28 | 2018-10-05 | $2,266 | $1,245 | $1,021 | $1,021 |
| BOSTON SCIENTIFIC CORP COM | P | 2017-01-25 | 2018-10-05 | $20,395 | $12,789 | $7,606 | $7,606 |
| BOSTON SCIENTIFIC CORP COM | P | 2017-03-29 | 2018-10-05 | $19,640 | $12,868 | $6,772 | $6,772 |
| BOX INC | P | 2017-06-27 | 2018-10-17 | $2,849 | $2,808 | $41 | $41 |
| BOX INC | P | 2017-07-27 | 2018-10-17 | $598 | $582 | $16 | $16 |
| BOX INC | P | 2017-10-06 | 2018-10-17 | $6,635 | $6,416 | $219 | $219 |
| BOYD GAMING CORP | P | 2017-03-29 | 2018-10-05 | $14,774 | $10,080 | $4,694 | $4,694 |
| BOYD GAMING CORP | P | 2017-06-27 | 2018-10-05 | $1,886 | $1,514 | $372 | $372 |
| BRAMBLES LTD | P | 2015-10-14 | 2018-09-12 | $5,205 | $4,706 | $499 | $499 |
| BRIDGESTONE CORP | P | 2015-02-13 | 2018-07-09 | $1,511 | $1,561 | -$50 | -$50 |
| BRINKER INTERNATIONAL INC | P | 2017-07-27 | 2018-10-05 | $929 | $726 | $203 | $203 |
| BRINKS CO | P | 2016-09-14 | 2018-10-17 | $9,218 | $4,858 | $4,360 | $4,360 |
| BRINKS CO | P | 2017-02-21 | 2018-10-17 | $1,961 | $1,572 | $389 | $389 |
| BRINKS CO | P | 2017-06-27 | 2018-10-17 | $1,308 | $1,331 | -$23 | -$23 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2014-12-26 | 2018-05-07 | $8,844 | $10,307 | -$1,463 | -$1,463 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2014-12-26 | 2018-07-19 | $20,960 | $22,102 | -$1,142 | -$1,142 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2014-12-30 | 2018-07-19 | $37,287 | $39,241 | -$1,954 | -$1,954 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2013-08-23 | 2018-10-05 | $22,731 | $15,381 | $7,350 | $7,350 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2014-12-30 | 2018-10-05 | $623 | $595 | $28 | $28 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2016-10-28 | 2018-10-05 | $1,246 | $1,018 | $228 | $228 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2017-01-25 | 2018-10-05 | $623 | $494 | $129 | $129 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2017-03-29 | 2018-10-05 | $623 | $562 | $61 | $61 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2017-05-30 | 2018-10-05 | $623 | $539 | $84 | $84 |
| BRITISH AMERN TOB PLC | P | 2017-02-17 | 2018-05-31 | $4,095 | $5,004 | -$909 | -$909 |
| BRITISH AMERN TOB PLC | P | 2017-02-21 | 2018-05-31 | $4,607 | $5,650 | -$1,043 | -$1,043 |
| BRITISH AMERN TOB PLC | P | 2014-11-14 | 2018-08-09 | $13,300 | $14,125 | -$825 | -$825 |
| BRITISH AMERN TOB PLC | P | 2015-07-21 | 2018-08-09 | $541 | $569 | -$28 | -$28 |
| BRITISH AMERN TOB PLC | P | 2015-09-16 | 2018-09-12 | $2,063 | $2,322 | -$259 | -$259 |
| BRITISH AMERN TOB PLC | P | 2016-12-12 | 2018-09-12 | $491 | $554 | -$63 | -$63 |
| BRITISH LD CO PLC | P | 2016-07-21 | 2018-07-09 | $626 | $598 | $28 | $28 |
| BROOKS AUTOMATION INC | P | 2017-04-28 | 2018-10-18 | $14,767 | $11,534 | $3,233 | $3,233 |
| BROOKS AUTOMATION INC | P | 2017-06-27 | 2018-10-18 | $969 | $709 | $260 | $260 |
| BRYN MAWR BK CORP | P | 2017-07-27 | 2018-10-18 | $18,185 | $17,663 | $522 | $522 |
| BUILDERS FIRSTSOURCE INC | P | 2017-03-29 | 2018-12-14 | $5,955 | $7,875 | -$1,920 | -$1,920 |
| BUILDERS FIRSTSOURCE INC | P | 2017-04-28 | 2018-12-14 | $112 | $160 | -$48 | -$48 |
| BUILDERS FIRSTSOURCE INC | P | 2017-06-27 | 2018-12-14 | $786 | $1,055 | -$269 | -$269 |
| BUILDERS FIRSTSOURCE INC | P | 2017-07-27 | 2018-12-14 | $337 | $468 | -$131 | -$131 |
| BURBERRY GROUP PLC | P | 2015-09-04 | 2018-07-09 | $10,201 | $7,525 | $2,676 | $2,676 |
| BURLINGTON STORES INC | P | 2017-09-29 | 2018-10-05 | $19,701 | $12,438 | $7,263 | $7,263 |
| CBS CORP NEW CL B | P | 2014-12-26 | 2018-03-26 | $3,828 | $4,205 | -$377 | -$377 |
| CBS CORP NEW CL B | P | 2014-12-26 | 2018-06-12 | $18,797 | $20,184 | -$1,387 | -$1,387 |
| CBS CORP NEW CL B | P | 2014-12-30 | 2018-06-12 | $1,566 | $1,676 | -$110 | -$110 |
| CBRE GROUP INC | P | 2016-12-12 | 2018-10-05 | $2,815 | $2,161 | $654 | $654 |
| CDW CORP | P | 2016-11-16 | 2018-10-05 | $18,320 | $10,765 | $7,555 | $7,555 |
| CDW CORP | P | 2016-12-12 | 2018-10-05 | $426 | $265 | $161 | $161 |
| CF INDS HLDGS INC | P | 2016-02-08 | 2018-10-05 | $545 | $333 | $212 | $212 |
| CH ROBINSON WORLDWIDE INC | P | 2015-01-19 | 2018-10-05 | $3,972 | $3,072 | $900 | $900 |
| CH ROBINSON WORLDWIDE INC | P | 2015-01-23 | 2018-10-05 | $1,453 | $1,111 | $342 | $342 |
| CH ROBINSON WORLDWIDE INC | P | 2017-09-29 | 2018-10-05 | $22,001 | $17,236 | $4,765 | $4,765 |
| CIGNA CORP | P | 2014-12-26 | 2018-10-05 | $32,074 | $15,606 | $16,468 | $16,468 |
| CIGNA CORP | P | 2014-12-30 | 2018-10-05 | $6,629 | $3,244 | $3,385 | $3,385 |
| CIGNA CORP | P | 2017-02-14 | 2018-10-05 | $10,691 | $7,338 | $3,353 | $3,353 |
| CIT GROUP INC | P | 2016-11-16 | 2018-10-05 | $3,182 | $2,490 | $692 | $692 |
| CIT GROUP INC | P | 2017-01-25 | 2018-10-05 | $257 | $215 | $42 | $42 |
| CK HUTCHISON HLDGS LTD | P | 2017-02-21 | 2018-07-02 | $4,237 | $4,846 | -$609 | -$609 |
| CME GROUP INC | P | 2014-12-26 | 2018-10-05 | $44,237 | $22,019 | $22,218 | $22,218 |
| CME GROUP INC | P | 2017-02-14 | 2018-10-05 | $12,197 | $8,113 | $4,084 | $4,084 |
| CNB FINANCIAL CORP/PA | P | 2017-03-29 | 2018-10-18 | $15,282 | $13,457 | $1,825 | $1,825 |
| CNOOC LTD | P | 2014-12-30 | 2018-07-09 | $3,289 | $2,682 | $607 | $607 |
| CNOOC LTD | P | 2016-07-17 | 2018-07-09 | $822 | $640 | $182 | $182 |
| CNOOC LTD | P | 2017-01-24 | 2018-07-09 | $1,644 | $1,216 | $428 | $428 |
| CNOOC LTD | P | 2017-02-17 | 2018-07-09 | $822 | $606 | $216 | $216 |
| CNOOC LTD | P | 2017-02-17 | 2018-07-09 | $822 | $620 | $202 | $202 |
| CNOOC LTD | P | 2017-02-21 | 2018-07-09 | $822 | $615 | $207 | $207 |
| CNO FINANCIAL GROUP INC | P | 2017-02-21 | 2018-05-31 | $3,219 | $3,381 | -$162 | -$162 |
| CNO FINANCIAL GROUP INC | P | 2017-04-28 | 2018-05-31 | $1,006 | $1,056 | -$50 | -$50 |
| CNO FINANCIAL GROUP INC | P | 2016-05-10 | 2018-07-02 | $1,323 | $1,350 | -$27 | -$27 |
| CNO FINANCIAL GROUP INC | P | 2017-05-23 | 2018-07-02 | $189 | $204 | -$15 | -$15 |
| CNO FINANCIAL GROUP INC | P | 2014-12-26 | 2018-10-17 | $5,108 | $4,344 | $764 | $764 |
| CNO FINANCIAL GROUP INC | P | 2014-12-30 | 2018-10-17 | $3,065 | $2,635 | $430 | $430 |
| CNO FINANCIAL GROUP INC | P | 2015-08-31 | 2018-10-17 | $817 | $713 | $104 | $104 |
| CNO FINANCIAL GROUP INC | P | 2016-04-20 | 2018-10-17 | $1,022 | $956 | $66 | $66 |
| CNO FINANCIAL GROUP INC | P | 2016-05-06 | 2018-10-17 | $204 | $187 | $17 | $17 |
| CNO FINANCIAL GROUP INC | P | 2016-06-16 | 2018-10-17 | $1,226 | $1,105 | $121 | $121 |
| CNO FINANCIAL GROUP INC | P | 2016-07-28 | 2018-10-17 | $409 | $350 | $59 | $59 |
| CNO FINANCIAL GROUP INC | P | 2017-01-31 | 2018-10-17 | $817 | $759 | $58 | $58 |
| CNH CAP LLC | P | 2015-12-04 | 2018-04-15 | $2,000 | $1,975 | $25 | $25 |
| CNH CAP LLC | P | 2015-12-08 | 2018-04-15 | $5,000 | $4,937 | $63 | $63 |
| CNH CAP LLC | P | 2016-01-06 | 2018-04-15 | $4,000 | $3,930 | $70 | $70 |
| CNH CAP LLC | P | 2017-03-09 | 2018-04-15 | $1,000 | $1,010 | -$10 | -$10 |
| CRH PLC ADR | P | 2017-01-25 | 2018-08-09 | $3,918 | $4,389 | -$471 | -$471 |
| CSC HLDGS INC SR NOTES | P | 2015-01-02 | 2018-07-15 | $3,000 | $3,375 | -$375 | -$375 |
| CSC HLDGS INC SR NOTES | P | 2016-06-21 | 2018-07-15 | $7,000 | $7,577 | -$577 | -$577 |
| CSC HLDGS LLC | P | 2016-08-11 | 2018-11-06 | $2,100 | $2,137 | -$37 | -$37 |
| CSL LTD | P | 2017-01-25 | 2018-07-09 | $12,565 | $7,262 | $5,303 | $5,303 |
| CSX CORP | P | 2014-12-26 | 2018-10-05 | $42,203 | $20,843 | $21,360 | $21,360 |
| CSX CORP | P | 2014-12-30 | 2018-10-05 | $25,307 | $12,415 | $12,892 | $12,892 |
| CSX CORP | P | 2015-11-23 | 2018-10-05 | $670 | $261 | $409 | $409 |
| CTS CORP | P | 2017-02-21 | 2018-03-27 | $850 | $719 | $131 | $131 |
| CTS CORP | P | 2016-05-26 | 2018-10-18 | $9,508 | $5,763 | $3,745 | $3,745 |
| CTS CORP | P | 2016-07-28 | 2018-10-18 | $297 | $195 | $102 | $102 |
| CTS CORP | P | 2017-02-21 | 2018-10-18 | $1,753 | $1,369 | $384 | $384 |
| CTS CORP | P | 2017-06-27 | 2018-10-18 | $3,862 | $2,776 | $1,086 | $1,086 |
| CVS CAREMARK CORP | P | 2016-06-01 | 2018-12-05 | $100,000 | $101,760 | -$1,760 | -$1,760 |
| CACI INTL INC CL A | P | 2017-02-21 | 2018-03-27 | $3,009 | $2,531 | $478 | $478 |
| CACI INTL INC CL A | P | 2015-10-26 | 2018-10-05 | $16,501 | $7,618 | $8,883 | $8,883 |
| CACI INTL INC CL A | P | 2016-04-20 | 2018-10-05 | $1,833 | $1,097 | $736 | $736 |
| CACI INTL INC CL A | P | 2017-03-29 | 2018-10-05 | $1,833 | $1,199 | $634 | $634 |
| CACI INTL INC CL A | P | 2017-04-28 | 2018-10-05 | $1,833 | $1,188 | $645 | $645 |
| CAL-MAINE FOODS INC | P | 2016-09-21 | 2018-03-27 | $465 | $428 | $37 | $37 |
| CAL-MAINE FOODS INC | P | 2017-04-17 | 2018-10-05 | $2,210 | $2,031 | $179 | $179 |
| CAL-MAINE FOODS INC | P | 2017-06-22 | 2018-10-05 | $442 | $403 | $39 | $39 |
| CAL-MAINE FOODS INC | P | 2017-07-27 | 2018-10-05 | $2,210 | $1,910 | $300 | $300 |
| CALIFORNIA WTR SVC GROUP | P | 2016-06-16 | 2018-10-17 | $5,182 | $3,946 | $1,236 | $1,236 |
| CALIFORNIA WTR SVC GROUP | P | 2017-02-21 | 2018-10-17 | $4,179 | $3,500 | $679 | $679 |
| CALIFORNIA WTR SVC GROUP | P | 2017-06-27 | 2018-10-17 | $418 | $359 | $59 | $59 |
| CALLIDUS SOFTWARE INC | P | 2016-09-14 | 2018-03-27 | $611 | $311 | $300 | $300 |
| CALLIDUS SOFTWARE INC | P | 2017-02-21 | 2018-03-27 | $2,515 | $1,418 | $1,097 | $1,097 |
| CALLIDUS SOFTWARE INC | P | 2016-09-14 | 2018-04-06 | $7,884 | $4,003 | $3,881 | $3,881 |
| CALLON PETE CO DEL | P | 2016-04-20 | 2018-03-27 | $1,448 | $1,182 | $266 | $266 |
| CALLON PETE CO DEL | P | 2016-10-28 | 2018-03-27 | $1,485 | $1,630 | -$145 | -$145 |
| CALLON PETE CO DEL | P | 2016-04-20 | 2018-05-31 | $226 | $192 | $34 | $34 |
| CANNAE HLDGS INC | P | 2015-07-24 | 2018-03-27 | $881 | $597 | $284 | $284 |
| CANNAE HLDGS INC | P | 2015-07-24 | 2018-10-17 | $11,046 | $7,315 | $3,731 | $3,731 |
| CANNAE HLDGS INC | P | 2017-02-21 | 2018-10-17 | $3,330 | $2,177 | $1,153 | $1,153 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-05-15 | 2018-07-02 | $160 | $169 | -$9 | -$9 |
| CANON INC ADR REPSTG 5 SHS | P | 2014-12-30 | 2018-07-09 | $8,620 | $8,668 | -$48 | -$48 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-05-15 | 2018-07-09 | $3,022 | $3,204 | -$182 | -$182 |
| CANTEL MEDICAL CORP CL B CONV | P | 2017-02-21 | 2018-03-27 | $1,124 | $843 | $281 | $281 |
| CANTEL MEDICAL CORP CL B CONV | P | 2016-01-15 | 2018-07-02 | $572 | $335 | $237 | $237 |
| CANTEL MEDICAL CORP CL B CONV | P | 2016-04-20 | 2018-07-02 | $1,907 | $1,393 | $514 | $514 |
| CANTEL MEDICAL CORP CL B CONV | P | 2016-07-28 | 2018-07-02 | $1,907 | $1,325 | $582 | $582 |
| CANTEL MEDICAL CORP CL B CONV | P | 2016-11-16 | 2018-07-02 | $953 | $771 | $182 | $182 |
| CANTEL MEDICAL CORP CL B CONV | P | 2017-01-31 | 2018-07-02 | $953 | $775 | $178 | $178 |
| CANTEL MEDICAL CORP CL B CONV | P | 2017-02-21 | 2018-07-02 | $3,814 | $3,374 | $440 | $440 |
| CANTEL MEDICAL CORP CL B CONV | P | 2017-06-27 | 2018-07-02 | $1,907 | $1,544 | $363 | $363 |
| CAPGEMINI S E | P | 2016-02-13 | 2018-07-09 | $13 | $9 | $4 | $4 |
| CAPGEMINI S E | P | 2016-02-19 | 2018-07-09 | $253 | $161 | $92 | $92 |
| CARLSBERG AS | P | 2017-06-27 | 2018-07-09 | $2,691 | $2,382 | $309 | $309 |
| CARMAX INC | P | 2014-12-26 | 2018-02-21 | $1,791 | $1,965 | -$174 | -$174 |
| CARMAX INC | P | 2014-12-26 | 2018-03-26 | $1,565 | $1,762 | -$197 | -$197 |
| CARMAX INC | P | 2014-12-30 | 2018-03-26 | $1,806 | $2,018 | -$212 | -$212 |
| CARMAX INC | P | 2015-01-16 | 2018-03-26 | $602 | $635 | -$33 | -$33 |
| CARMAX INC | P | 2015-01-23 | 2018-03-26 | $4,213 | $4,557 | -$344 | -$344 |
| CARMAX INC | P | 2015-10-06 | 2018-03-26 | $1,204 | $1,112 | $92 | $92 |
| CARMAX INC | P | 2014-12-26 | 2018-05-30 | $4,994 | $4,880 | $114 | $114 |
| CARMAX INC | P | 2014-12-26 | 2018-10-17 | $8,253 | $7,997 | $256 | $256 |
| CARMAX INC | P | 2014-12-30 | 2018-10-17 | $1,049 | $1,009 | $40 | $40 |
| CARNIVAL CORP PAIRED CTF 1 COM | P | 2014-12-26 | 2018-10-05 | $19,123 | $14,521 | $4,602 | $4,602 |
| CARNIVAL CORP PAIRED CTF 1 COM | P | 2014-12-30 | 2018-10-05 | $9,077 | $6,830 | $2,247 | $2,247 |
| CARNIVAL PLC ADR | P | 2017-05-15 | 2018-08-09 | $1,469 | $1,526 | -$57 | -$57 |
| CARNIVAL PLC ADR | P | 2015-08-22 | 2018-09-12 | $617 | $548 | $69 | $69 |
| CARNIVAL PLC ADR | P | 2017-01-25 | 2018-09-12 | $5,549 | $4,867 | $682 | $682 |
| CARNIVAL PLC ADR | P | 2017-02-17 | 2018-09-12 | $617 | $544 | $73 | $73 |
| CARNIVAL PLC ADR | P | 2017-02-21 | 2018-09-12 | $1,233 | $1,092 | $141 | $141 |
| CARRIZO OIL & GAS INC | P | 2017-07-27 | 2018-10-17 | $4,829 | $3,521 | $1,308 | $1,308 |
| CARRIZO OIL & GAS INC | P | 2017-10-06 | 2018-10-17 | $3,820 | $2,946 | $874 | $874 |
| CATALENT INC | P | 2017-06-27 | 2018-07-02 | $4,978 | $4,377 | $601 | $601 |
| CATALENT INC | P | 2017-07-27 | 2018-08-07 | $820 | $701 | $119 | $119 |
| CATALENT INC | P | 2015-03-25 | 2018-09-13 | $2,133 | $1,537 | $596 | $596 |
| CATALENT INC | P | 2015-07-24 | 2018-09-13 | $299 | $211 | $88 | $88 |
| CATALENT INC | P | 2014-12-26 | 2018-10-17 | $3,723 | $2,462 | $1,261 | $1,261 |
| CATALENT INC | P | 2015-07-24 | 2018-10-17 | $6,191 | $4,314 | $1,877 | $1,877 |
| CATALENT INC | P | 2017-02-21 | 2018-10-17 | $3,896 | $2,593 | $1,303 | $1,303 |
| CATERPILLAR INC | P | 2010-05-17 | 2018-10-05 | $21,370 | $8,958 | $12,412 | $12,412 |
| CATERPILLAR INC | P | 2015-03-25 | 2018-10-05 | $12,211 | $6,400 | $5,811 | $5,811 |
| CATERPILLAR INC | P | 2015-11-23 | 2018-10-05 | $1,526 | $712 | $814 | $814 |
| CATERPILLAR INC | P | 2016-09-26 | 2018-10-05 | $1,832 | $989 | $843 | $843 |
| CATERPILLAR INC | P | 2017-01-25 | 2018-10-05 | $24,423 | $15,751 | $8,672 | $8,672 |
| CATERPILLAR INC | P | 2017-03-29 | 2018-10-05 | $22,896 | $13,939 | $8,957 | $8,957 |
| CATCHMARK TIMBER TR INC | P | 2017-06-27 | 2018-10-05 | $11,930 | $11,942 | -$12 | -$12 |
| CECONOMY AG | P | 2014-12-30 | 2018-01-23 | $410 | $898 | -$488 | -$488 |
| CECONOMY AG | P | 2014-12-30 | 2018-02-26 | $141 | $340 | -$199 | -$199 |
| CECONOMY AG | P | 2014-12-30 | 2018-03-27 | $646 | $1,735 | -$1,089 | -$1,089 |
| CECONOMY AG | P | 2014-12-30 | 2018-04-30 | $161 | $449 | -$288 | -$288 |
| CECONOMY AG | P | 2014-12-30 | 2018-05-31 | $401 | $1,286 | -$885 | -$885 |
| CECONOMY AG | P | 2014-12-30 | 2018-07-02 | $434 | $1,516 | -$1,082 | -$1,082 |
| CECONOMY AG | P | 2014-12-30 | 2018-07-09 | $237 | $849 | -$612 | -$612 |
| CELANESE CORP DEL SER A | P | 2015-05-19 | 2018-10-05 | $25,879 | $15,794 | $10,085 | $10,085 |
| CELGENE CORP COM | P | 2015-01-16 | 2018-05-07 | $14,095 | $17,996 | -$3,901 | -$3,901 |
| CELGENE CORP COM | P | 2015-01-20 | 2018-05-07 | $2,701 | $3,439 | -$738 | -$738 |
| CELGENE CORP COM | P | 2015-01-20 | 2018-07-19 | $26,330 | $33,098 | -$6,768 | -$6,768 |
| CELGENE CORP COM | P | 2015-07-08 | 2018-07-19 | $2,565 | $3,185 | -$620 | -$620 |
| CELGENE CORP COM | P | 2016-06-16 | 2018-07-19 | $7,694 | $8,994 | -$1,300 | -$1,300 |
| CELGENE CORP COM | P | 2016-10-28 | 2018-07-19 | $855 | $1,042 | -$187 | -$187 |
| CENTRAIS ELETRICAS BRASILEIRAS S A | P | 2016-08-22 | 2018-05-31 | $2,099 | $2,981 | -$882 | -$882 |
| CENTRAL PAC FINL CORP | P | 2017-03-29 | 2018-07-02 | $11,515 | $11,877 | -$362 | -$362 |
| CENTURYLINK INC | P | 2014-12-24 | 2018-03-26 | $12 | $13 | -$1 | -$1 |
| CENTURYLINK INC | P | 2014-12-26 | 2018-03-26 | $7,970 | $9,225 | -$1,255 | -$1,255 |
| CENTURYLINK INC | P | 2014-12-30 | 2018-03-26 | $911 | $1,054 | -$143 | -$143 |
| CENTURYLINK INC | P | 2015-06-01 | 2018-03-26 | $5 | $6 | -$1 | -$1 |
| CENTURYLINK INC | P | 2015-06-03 | 2018-03-26 | $132 | $166 | -$34 | -$34 |
| CENTURYLINK INC | P | 2015-06-24 | 2018-03-26 | $455 | $527 | -$72 | -$72 |
| CENTURYLINK INC | P | 2014-12-26 | 2018-03-27 | $667 | $759 | -$92 | -$92 |
| CENTURYLINK INC | P | 2014-12-30 | 2018-03-27 | $157 | $179 | -$22 | -$22 |
| CENTURYLINK INC | P | 2015-07-23 | 2018-03-27 | $117 | $133 | -$16 | -$16 |
| CENTURYLINK INC | P | 2014-12-26 | 2018-07-02 | $9,631 | $9,639 | -$8 | -$8 |
| CENTURYLINK INC | P | 2014-12-30 | 2018-07-02 | $611 | $612 | -$1 | -$1 |
| CENTURYLINK INC | P | 2015-07-23 | 2018-07-02 | $394 | $394 | $0 | $0 |
| CENTURYLINK INC UNSECD | P | 2017-06-16 | 2018-11-06 | $3,160 | $3,356 | -$196 | -$196 |
| CERNER CORP | P | 2015-01-16 | 2018-02-21 | $2,571 | $2,607 | -$36 | -$36 |
| CERNER CORP | P | 2015-01-13 | 2018-03-26 | $576 | $649 | -$73 | -$73 |
| CERNER CORP | P | 2015-01-16 | 2018-03-26 | $6,218 | $7,039 | -$821 | -$821 |
| CERNER CORP | P | 2015-01-20 | 2018-03-26 | $9,212 | $10,364 | -$1,152 | -$1,152 |
| CERNER CORP | P | 2016-09-26 | 2018-03-26 | $576 | $621 | -$45 | -$45 |
| CERNER CORP | P | 2016-12-12 | 2018-03-26 | $2,303 | $1,952 | $351 | $351 |
| CERNER CORP | P | 2014-12-26 | 2018-03-27 | $17,103 | $19,439 | -$2,336 | -$2,336 |
| CERNER CORP | P | 2014-12-30 | 2018-03-27 | $1,449 | $1,638 | -$189 | -$189 |
| CHANGYOU COM LTD | P | 2015-03-25 | 2018-04-30 | $376 | $521 | -$145 | -$145 |
| CHANGYOU COM LTD | P | 2016-07-21 | 2018-04-30 | $940 | $1,071 | -$131 | -$131 |
| CHANGYOU COM LTD | P | 2017-02-17 | 2018-04-30 | $658 | $875 | -$217 | -$217 |
| CHARTER COMMUNICATIONS INC NEW | P | 2014-12-26 | 2018-01-18 | $1,800 | $932 | $868 | $868 |
| CHARTER COMMUNICATIONS INC NEW | P | 2017-01-25 | 2018-05-07 | $6,357 | $7,140 | -$783 | -$783 |
| CHARTER COMMUNICATIONS INC NEW | P | 2017-01-25 | 2018-06-12 | $4,079 | $4,346 | -$267 | -$267 |
| CHARTER COMMUNICATIONS INC NEW | P | 2014-12-26 | 2018-10-05 | $15,248 | $9,029 | $6,219 | $6,219 |
| CHARTER COMMUNICATIONS INC NEW | P | 2014-12-26 | 2018-10-05 | $32,894 | $16,001 | $16,893 | $16,893 |
| CHASE ISSUANCE TR | P | 2017-03-08 | 2018-04-16 | $125,000 | $124,854 | $146 | $146 |
| CHASE ISSUANCE TR 2015-A7 | P | 2017-05-18 | 2018-07-16 | $125,000 | $125,278 | -$278 | -$278 |
| CHEGG INC | P | 2017-07-27 | 2018-10-05 | $15,682 | $8,314 | $7,368 | $7,368 |
| CHEMED CORP | P | 2017-02-21 | 2018-09-13 | $2,863 | $1,578 | $1,285 | $1,285 |
| CHEMED CORP | P | 2017-07-27 | 2018-09-13 | $3,182 | $2,025 | $1,157 | $1,157 |
| CHEMED CORP | P | 2017-02-21 | 2018-10-05 | $3,458 | $1,928 | $1,530 | $1,530 |
| CHEMICAL FINANCIAL CORP | P | 2017-02-21 | 2018-03-27 | $3,787 | $3,743 | $44 | $44 |
| CHEMICAL FINANCIAL CORP | P | 2017-01-31 | 2018-10-18 | $503 | $496 | $7 | $7 |
| CHEMICAL FINANCIAL CORP | P | 2017-04-28 | 2018-10-18 | $503 | $475 | $28 | $28 |
| CHEMICAL FINANCIAL CORP | P | 2017-06-27 | 2018-10-18 | $3,016 | $2,825 | $191 | $191 |
| CHEMICAL FINANCIAL CORP | P | 2017-07-27 | 2018-10-18 | $1,005 | $972 | $33 | $33 |
| CHEMICAL FINANCIAL CORP | P | 2017-10-06 | 2018-10-18 | $7,539 | $7,908 | -$369 | -$369 |
| CHEMOURS CO | P | 2017-04-29 | 2018-10-05 | $387 | $415 | -$28 | -$28 |
| CHEMOURS CO | P | 2017-06-28 | 2018-10-05 | $8,701 | $8,235 | $466 | $466 |
| CHEMOURS CO | P | 2016-08-10 | 2018-06-06 | $4,210 | $3,690 | $520 | $520 |
| CHEMOURS CO | P | 2016-12-12 | 2018-06-06 | $1,053 | $1,011 | $42 | $42 |
| CHEVRONTEXACO CORP | P | 2010-10-01 | 2018-10-05 | $84,927 | $55,844 | $29,083 | $29,083 |
| CHEVRONTEXACO CORP | P | 2010-10-01 | 2018-10-05 | $47,459 | $31,207 | $16,252 | $16,252 |
| CHEVRONTEXACO CORP | P | 2010-10-01 | 2018-10-05 | $63,070 | $41,472 | $21,598 | $21,598 |
| CHEVRONTEXACO CORP | P | 2017-05-30 | 2018-10-05 | $6,744 | $5,643 | $1,101 | $1,101 |
| CHILDREN'S PLACE | P | 2016-04-20 | 2018-10-05 | $4,066 | $2,650 | $1,416 | $1,416 |
| CHILDREN'S PLACE | P | 2017-02-21 | 2018-10-05 | $1,271 | $1,004 | $267 | $267 |
| CHILDREN'S PLACE | P | 2017-07-27 | 2018-10-05 | $1,271 | $1,052 | $219 | $219 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2014-11-14 | 2018-07-02 | $3,741 | $4,495 | -$754 | -$754 |
| CHINA MOBILE HONG KONG LTD | P | 2016-11-16 | 2018-01-23 | $521 | $540 | -$19 | -$19 |
| CHINA PETE & CHEM CORP SPONSORED | P | 2016-12-12 | 2018-07-09 | $450 | $358 | $92 | $92 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2015-09-04 | 2018-02-26 | $2,225 | $2,464 | -$239 | -$239 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2016-11-16 | 2018-03-27 | $215 | $235 | -$20 | -$20 |
| CHINA SHENHUA ENERGY CO LTD | P | 2017-02-21 | 2018-07-09 | $1,222 | $1,124 | $98 | $98 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2015-10-14 | 2018-03-27 | $901 | $1,043 | -$142 | -$142 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2014-12-26 | 2018-07-02 | $1,979 | $2,200 | -$221 | -$221 |
| CHIPOTLE MEXICAN GRILL INC CL A | P | 2012-08-23 | 2018-10-05 | $447 | $294 | $153 | $153 |
| CHUNGHWA TELECOM CO LTD | P | 2016-11-16 | 2018-07-09 | $1,727 | $1,552 | $175 | $175 |
| CHUNGHWA TELECOM CO LTD | P | 2017-04-21 | 2018-07-09 | $1,286 | $1,186 | $100 | $100 |
| CHURCHILL DOWNS INC | P | 2017-04-28 | 2018-10-05 | $21,811 | $13,472 | $8,339 | $8,339 |
| CHURCHILL DOWNS INC | P | 2017-07-27 | 2018-10-05 | $2,726 | $1,897 | $829 | $829 |
| CIELO S A | P | 2015-09-16 | 2018-03-27 | $285 | $316 | -$31 | -$31 |
| CIELO S A | P | 2015-09-16 | 2018-05-31 | $609 | $933 | -$324 | -$324 |
| CIENA CORP NEW | P | 2015-02-13 | 2018-03-27 | $473 | $359 | $114 | $114 |
| CIENA CORP NEW | P | 2015-03-25 | 2018-03-27 | $1,052 | $829 | $223 | $223 |
| CIENA CORP NEW | P | 2015-07-05 | 2018-03-27 | $263 | $228 | $35 | $35 |
| CIENA CORP NEW | P | 2015-08-31 | 2018-03-27 | $789 | $668 | $121 | $121 |
| CIENA CORP NEW | P | 2015-09-23 | 2018-03-27 | $1,314 | $1,071 | $243 | $243 |
| CINCINNATI BELL INC NEW | P | 2016-10-28 | 2018-01-18 | $5,793 | $6,436 | -$643 | -$643 |
| CIRRUS LOGIC INC | P | 2016-11-16 | 2018-05-31 | $377 | $546 | -$169 | -$169 |
| CIRRUS LOGIC INC | P | 2017-02-21 | 2018-05-31 | $641 | $939 | -$298 | -$298 |
| CIRRUS LOGIC INC | P | 2014-12-26 | 2018-10-18 | $410 | $261 | $149 | $149 |
| CIRRUS LOGIC INC | P | 2015-06-17 | 2018-10-18 | $746 | $722 | $24 | $24 |
| CIRRUS LOGIC INC | P | 2015-09-23 | 2018-10-18 | $1,119 | $801 | $318 | $318 |
| CIRRUS LOGIC INC | P | 2016-01-15 | 2018-10-18 | $746 | $539 | $207 | $207 |
| CIRRUS LOGIC INC | P | 2016-04-20 | 2018-10-18 | $746 | $709 | $37 | $37 |
| CISCO SYSTEM INC | P | 2014-12-26 | 2018-01-18 | $15,349 | $10,622 | $4,727 | $4,727 |
| CISCO SYSTEM INC | P | 2006-07-26 | 2018-10-05 | $43,255 | $16,348 | $26,907 | $26,907 |
| CISCO SYSTEM INC | P | 2013-03-06 | 2018-10-05 | $27,304 | $12,316 | $14,988 | $14,988 |
| CISCO SYSTEM INC | P | 2013-04-16 | 2018-10-05 | $18,202 | $8,046 | $10,156 | $10,156 |
| CISCO SYSTEM INC | P | 2013-11-14 | 2018-10-05 | $20,118 | $8,841 | $11,277 | $11,277 |
| CISCO SYSTEM INC | P | 2014-12-26 | 2018-10-05 | $8,287 | $4,913 | $3,374 | $3,374 |
| CISCO SYSTEM INC | P | 2015-03-25 | 2018-10-05 | $3,353 | $1,934 | $1,419 | $1,419 |
| CISCO SYSTEM INC | P | 2016-02-23 | 2018-10-05 | $7,664 | $4,186 | $3,478 | $3,478 |
| CISCO SYSTEM INC | P | 2017-01-25 | 2018-10-05 | $27,783 | $17,826 | $9,957 | $9,957 |
| CISCO SYSTEM INC | P | 2017-07-28 | 2018-10-05 | $6,467 | $4,256 | $2,211 | $2,211 |
| CINTAS CORP | P | 2016-10-03 | 2018-10-05 | $22,393 | $14,501 | $7,892 | $7,892 |
| CINTAS CORP | P | 2017-07-28 | 2018-10-05 | $40,523 | $28,246 | $12,277 | $12,277 |
| CITIGROUP INC | P | 2014-12-26 | 2018-01-18 | $8,188 | $5,795 | $2,393 | $2,393 |
| CITIZENS FINL GROUP INC | P | 2016-07-28 | 2018-10-05 | $27,124 | $15,771 | $11,353 | $11,353 |
| CITIZENS FINL GROUP INC | P | 2016-12-12 | 2018-10-05 | $387 | $349 | $38 | $38 |
| CITRIX SYS INC | P | 2014-12-26 | 2018-10-05 | $7,388 | $3,557 | $3,831 | $3,831 |
| CITRIX SYS INC | P | 2014-12-30 | 2018-10-05 | $1,071 | $513 | $558 | $558 |
| CITRIX SYS INC | P | 2017-01-25 | 2018-10-05 | $28,845 | $20,433 | $8,412 | $8,412 |
| CITY DEVS LTD | P | 2015-12-15 | 2018-07-09 | $900 | $662 | $238 | $238 |
| CLICKS GROUP LTD | P | 2017-02-17 | 2018-07-09 | $1,439 | $954 | $485 | $485 |
| CLIFTON BANCORP INC | P | 2016-05-26 | 2018-01-18 | $11,353 | $10,197 | $1,156 | $1,156 |
| CLOROX CO | P | 2014-12-26 | 2018-10-05 | $17,210 | $12,169 | $5,041 | $5,041 |
| CLOROX CO | P | 2014-12-30 | 2018-10-05 | $12,721 | $8,972 | $3,749 | $3,749 |
| CLOVIS ONCOLOGY INC | P | 2017-02-21 | 2018-03-27 | $2,060 | $2,364 | -$304 | -$304 |
| CLOVIS ONCOLOGY INC | P | 2017-02-21 | 2018-07-02 | $134 | $192 | -$58 | -$58 |
| CLOVIS ONCOLOGY INC | P | 2017-04-28 | 2018-09-13 | $626 | $1,141 | -$515 | -$515 |
| CLOVIS ONCOLOGY INC | P | 2016-09-14 | 2018-10-17 | $3,567 | $3,320 | $247 | $247 |
| CLP HOLDINGS LTD | P | 2016-06-16 | 2018-07-09 | $8,151 | $7,205 | $946 | $946 |
| COBIZ INC | P | 2017-03-29 | 2018-10-01 | $6,449 | $4,796 | $1,653 | $1,653 |
| COBIZ INC | P | 2017-06-27 | 2018-10-01 | $1,779 | $1,326 | $453 | $453 |
| COCA-COLA AMATIL LTD ADR | P | 2014-12-30 | 2018-07-02 | $2,223 | $2,543 | -$320 | -$320 |
| COCA-COLA AMATIL LTD ADR | P | 2014-12-30 | 2018-08-09 | $1,473 | $1,639 | -$166 | -$166 |
| COCA COLA CO | P | 2013-06-13 | 2018-03-14 | $50,000 | $50,367 | -$367 | -$367 |
| COEUR D ALENE MINES CORP IDAHO | P | 2016-04-20 | 2018-01-18 | $162 | $143 | $19 | $19 |
| COEUR D ALENE MINES CORP IDAHO | P | 2016-04-20 | 2018-03-27 | $3,849 | $3,737 | $112 | $112 |
| COEUR D ALENE MINES CORP IDAHO | P | 2016-04-20 | 2018-08-07 | $722 | $866 | -$144 | -$144 |
| COGENT COMMUNICATIONS GROUP INC | P | 2017-04-28 | 2018-10-17 | $10,817 | $9,102 | $1,715 | $1,715 |
| COGENT COMMUNICATIONS GROUP INC | P | 2017-05-23 | 2018-10-17 | $2,051 | $1,499 | $552 | $552 |
| COGNEX CORP | P | 2017-02-14 | 2018-10-05 | $10,773 | $7,300 | $3,473 | $3,473 |
| COGNIZANT TECHNOLOGY SOLUTIONS | P | 2014-12-26 | 2018-10-05 | $30,578 | $21,968 | $8,610 | $8,610 |
| COGNIZANT TECHNOLOGY SOLUTIONS | P | 2014-12-30 | 2018-10-05 | $12,741 | $9,027 | $3,714 | $3,714 |
| COGNIZANT TECHNOLOGY SOLUTIONS | P | 2016-12-12 | 2018-10-05 | $2,998 | $2,233 | $765 | $765 |
| COLGATE PALMOLIVE | P | 2016-11-28 | 2018-01-18 | $1,148 | $997 | $151 | $151 |
| COLGATE PALMOLIVE | P | 2016-12-12 | 2018-01-18 | $13,010 | $11,336 | $1,674 | $1,674 |
| COLGATE PALMOLIVE | P | 2016-11-28 | 2018-05-07 | $2,528 | $2,658 | -$130 | -$130 |
| COLGATE PALMOLIVE | P | 2016-11-28 | 2018-08-22 | $335 | $332 | $3 | $3 |
| COLGATE PALMOLIVE | P | 2015-09-15 | 2018-10-05 | $38,958 | $37,264 | $1,694 | $1,694 |
| COLOPLAST A/S | P | 2017-05-15 | 2018-07-09 | $3,126 | $2,509 | $617 | $617 |
| COMERICA INC | P | 2016-12-12 | 2018-10-05 | $22,056 | $16,410 | $5,646 | $5,646 |
| COMMERCIAL METALS CO | P | 2017-01-31 | 2018-03-27 | $406 | $409 | -$3 | -$3 |
| COMMERCIAL METALS CO | P | 2016-10-28 | 2018-10-17 | $4,714 | $3,938 | $776 | $776 |
| COMMERCIAL METALS CO | P | 2017-04-28 | 2018-10-17 | $1,109 | $1,127 | -$18 | -$18 |
| COMMERCIAL METALS CO | P | 2017-10-06 | 2018-10-17 | $8,245 | $8,394 | -$149 | -$149 |
| COMMERZBANK AG | P | 2015-11-05 | 2018-07-02 | $718 | $858 | -$140 | -$140 |
| COMMERZBANK AG | P | 2015-11-05 | 2018-07-09 | $2,955 | $3,350 | -$395 | -$395 |
| COMMERZBANK AG | P | 2015-11-05 | 2018-08-09 | $11,198 | $12,647 | -$1,449 | -$1,449 |
| COMMVAULT SYS INC | P | 2014-12-26 | 2018-03-27 | $5,255 | $4,985 | $270 | $270 |
| COMMVAULT SYS INC | P | 2016-11-16 | 2018-03-27 | $571 | $543 | $28 | $28 |
| COMMVAULT SYS INC | P | 2014-12-26 | 2018-10-17 | $3,628 | $3,142 | $486 | $486 |
| COMMVAULT SYS INC | P | 2014-12-30 | 2018-10-17 | $626 | $528 | $98 | $98 |
| COMMVAULT SYS INC | P | 2015-01-24 | 2018-10-17 | $626 | $529 | $97 | $97 |
| COMMVAULT SYS INC | P | 2016-10-17 | 2018-10-17 | $1,251 | $1,066 | $185 | $185 |
| COMMVAULT SYS INC | P | 2017-02-21 | 2018-10-17 | $1,251 | $1,035 | $216 | $216 |
| COMPAGNIE FINANCIERE RICHEMONT | P | 2014-12-26 | 2018-05-31 | $5,242 | $5,214 | $28 | $28 |
| COMPAGNIE FINANCIERE RICHEMONT | P | 2014-12-26 | 2018-07-02 | $9,831 | $10,829 | -$998 | -$998 |
| COMPANHIA DE SANEAMENTO BASICO DO | P | 2014-11-18 | 2018-05-31 | $1,029 | $1,113 | -$84 | -$84 |
| COMPANHIA DE SANEAMENTO BASICO DO | P | 2014-12-30 | 2018-05-31 | $1,338 | $1,258 | $80 | $80 |
| COMPANHIA DE SANEAMENTO BASICO DO | P | 2017-04-21 | 2018-05-31 | $343 | $484 | -$141 | -$141 |
| COMPASS MINERALS INTL INC | P | 2017-06-27 | 2018-09-13 | $9,643 | $10,152 | -$509 | -$509 |
| CONAGRA INC | P | 2016-07-28 | 2018-08-03 | $939 | $896 | $43 | $43 |
| CONAGRA INC | P | 2014-12-26 | 2018-10-05 | $4,702 | $3,994 | $708 | $708 |
| CONAGRA INC | P | 2016-09-19 | 2018-10-05 | $504 | $501 | $3 | $3 |
| CONCHO RES INC | P | 2017-03-29 | 2018-08-02 | $129 | $114 | $15 | $15 |
| CONCHO RES INC | P | 2014-12-30 | 2018-10-05 | $3,775 | $2,389 | $1,386 | $1,386 |
| CONCHO RES INC | P | 2015-02-13 | 2018-10-05 | $18,104 | $13,309 | $4,795 | $4,795 |
| CONCHO RES INC | P | 2015-03-25 | 2018-10-05 | $4,723 | $3,223 | $1,500 | $1,500 |
| CONCHO RES INC | P | 2017-03-29 | 2018-10-05 | $1,436 | $1,179 | $257 | $257 |
| CONCHO RES INC | P | 2017-09-29 | 2018-10-05 | $18,085 | $12,393 | $5,692 | $5,692 |
| CONTINENTAL BLDG PRODS INC | P | 2017-10-06 | 2018-10-17 | $13,167 | $11,080 | $2,087 | $2,087 |
| COOPER COS INC NEW | P | 2015-03-25 | 2018-10-05 | $19,859 | $13,911 | $5,948 | $5,948 |
| COOPER STD HLDGS INC | P | 2017-04-28 | 2018-10-05 | $10,004 | $10,522 | -$518 | -$518 |
| COOPER STD HLDGS INC | P | 2017-06-27 | 2018-10-05 | $3,227 | $2,963 | $264 | $264 |
| COOPER STD HLDGS INC | P | 2017-07-27 | 2018-10-05 | $1,076 | $1,041 | $35 | $35 |
| COOPER TIRE & RUBBER CO | P | 2014-12-26 | 2018-03-27 | $1,466 | $1,731 | -$265 | -$265 |
| COOPER TIRE & RUBBER CO | P | 2014-12-30 | 2018-03-27 | $2,638 | $3,149 | -$511 | -$511 |
| COOPER TIRE & RUBBER CO | P | 2015-06-17 | 2018-03-27 | $1,172 | $1,412 | -$240 | -$240 |
| COOPER TIRE & RUBBER CO | P | 2016-01-15 | 2018-03-27 | $879 | $1,041 | -$162 | -$162 |
| CORCEPT THERAPEUTICS INC | P | 2017-04-23 | 2018-10-17 | $5,742 | $6,080 | -$338 | -$338 |
| CORCEPT THERAPEUTICS INC | P | 2017-06-27 | 2018-10-17 | $1,670 | $1,578 | $92 | $92 |
| CORNERSTONE ONDEMAND INC | P | 2016-07-28 | 2018-01-18 | $388 | $442 | -$54 | -$54 |
| CORNERSTONE ONDEMAND INC | P | 2016-11-16 | 2018-01-18 | $39 | $38 | $1 | $1 |
| CORNERSTONE ONDEMAND INC | P | 2014-12-26 | 2018-03-27 | $5,983 | $5,469 | $514 | $514 |
| CORNERSTONE ONDEMAND INC | P | 2016-11-16 | 2018-03-27 | $361 | $342 | $19 | $19 |
| CORNING INC | P | 2014-12-26 | 2018-10-05 | $14,190 | $9,542 | $4,648 | $4,648 |
| CORNING INC | P | 2014-12-30 | 2018-10-05 | $18,827 | $12,504 | $6,323 | $6,323 |
| CORNING INC | P | 2016-09-26 | 2018-10-05 | $5,927 | $3,913 | $2,014 | $2,014 |
| COSTAR GROUP INC | P | 2014-12-15 | 2018-10-05 | $3,549 | $1,686 | $1,863 | $1,863 |
| COSTAR GROUP INC | P | 2014-12-26 | 2018-10-05 | $3,944 | $1,869 | $2,075 | $2,075 |
| COSTAR GROUP INC | P | 2016-07-28 | 2018-10-05 | $3,944 | $2,063 | $1,881 | $1,881 |
| COVANTA HOLDING CORP | P | 2016-06-08 | 2018-01-18 | $334 | $317 | $17 | $17 |
| COVANTA HOLDING CORP | P | 2016-05-09 | 2018-03-27 | $7,345 | $7,670 | -$325 | -$325 |
| COVANTA HOLDING CORP | P | 2016-05-09 | 2018-10-17 | $8,025 | $7,302 | $723 | $723 |
| COVANTA HOLDING CORP | P | 2017-10-06 | 2018-10-17 | $2,054 | $1,804 | $250 | $250 |
| CREDIT AGRICOLE S A | P | 2017-05-15 | 2018-05-31 | $336 | $396 | -$60 | -$60 |
| CREDIT AGRICOLE S A | P | 2017-02-17 | 2018-07-09 | $5,826 | $5,409 | $417 | $417 |
| CREDIT AGRICOLE S A | P | 2017-02-21 | 2018-07-09 | $236 | $213 | $23 | $23 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2016-12-12 | 2018-09-12 | $74 | $75 | -$1 | -$1 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2017-02-17 | 2018-09-12 | $1,332 | $1,381 | -$49 | -$49 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2017-02-21 | 2018-09-12 | $1,332 | $1,393 | -$61 | -$61 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2017-05-15 | 2018-09-12 | $6,884 | $6,892 | -$8 | -$8 |
| CREE RESEARCH | P | 2017-06-27 | 2018-10-18 | $18,019 | $12,097 | $5,922 | $5,922 |
| CREE RESEARCH | P | 2017-10-06 | 2018-10-18 | $4,655 | $3,647 | $1,008 | $1,008 |
| CROWN CASTLE INTER CORP | P | 2014-12-26 | 2018-01-18 | $4,220 | $3,155 | $1,065 | $1,065 |
| CROWN CASTLE INTER CORP | P | 2014-12-26 | 2018-10-05 | $26,760 | $19,060 | $7,700 | $7,700 |
| CROWN CASTLE INTER CORP | P | 2014-12-30 | 2018-10-05 | $13,107 | $9,317 | $3,790 | $3,790 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2015-12-15 | 2018-04-30 | $411 | $490 | -$79 | -$79 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2017-02-17 | 2018-04-30 | $616 | $685 | -$69 | -$69 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2017-02-21 | 2018-04-30 | $4,313 | $4,908 | -$595 | -$595 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2016-03-23 | 2018-07-09 | $3,588 | $3,576 | $12 | $12 |
| CUBIC CORP | P | 2017-10-06 | 2018-10-18 | $16,619 | $12,958 | $3,661 | $3,661 |
| CUMMINS ENGINE INC | P | 2015-01-16 | 2018-06-12 | $4,018 | $4,099 | -$81 | -$81 |
| CUMMINS ENGINE INC | P | 2015-01-20 | 2018-06-12 | $11,479 | $11,647 | -$168 | -$168 |
| CUMMINS ENGINE INC | P | 2015-04-15 | 2018-06-12 | $4,305 | $4,102 | $203 | $203 |
| CUMMINS ENGINE INC | P | 2017-02-14 | 2018-06-12 | $7,174 | $7,604 | -$430 | -$430 |
| CUMMINS ENGINE INC | P | 2016-07-28 | 2018-10-05 | $26,328 | $21,429 | $4,899 | $4,899 |
| CURTISS WRIGHT | P | 2015-06-17 | 2018-10-17 | $613 | $367 | $246 | $246 |
| CURTISS WRIGHT | P | 2016-09-14 | 2018-10-17 | $1,227 | $859 | $368 | $368 |
| CURTISS WRIGHT | P | 2017-01-22 | 2018-10-17 | $1,227 | $919 | $308 | $308 |
| CURTISS WRIGHT | P | 2017-02-21 | 2018-10-17 | $6,135 | $4,917 | $1,218 | $1,218 |
| CURTISS WRIGHT | P | 2017-10-06 | 2018-10-17 | $1,104 | $986 | $118 | $118 |
| CUTERA INC | P | 2017-05-23 | 2018-05-31 | $245 | $134 | $111 | $111 |
| CUTERA INC | P | 2017-05-23 | 2018-10-17 | $4,395 | $4,362 | $33 | $33 |
| DNB NOR ASA | P | 2017-06-27 | 2018-07-09 | $12,326 | $10,042 | $2,284 | $2,284 |
| DXC TECHNOLOGY CO | P | 2014-11-20 | 2018-10-05 | $52 | $28 | $24 | $24 |
| DXC TECHNOLOGY CO | P | 2014-12-01 | 2018-10-05 | $4,512 | $2,587 | $1,925 | $1,925 |
| DXC TECHNOLOGY CO | P | 2014-12-30 | 2018-10-05 | $2,529 | $1,514 | $1,015 | $1,015 |
| DXC TECHNOLOGY CO | P | 2017-01-25 | 2018-10-05 | $2,645 | $1,688 | $957 | $957 |
| DXC TECHNOLOGY CO | P | 2017-03-29 | 2018-10-05 | $42 | $28 | $14 | $14 |
| DXC TECHNOLOGY CO | P | 2017-03-29 | 2018-10-05 | $18,744 | $13,140 | $5,604 | $5,604 |
| DXC TECHNOLOGY CO | P | 2017-06-28 | 2018-10-05 | $28,418 | $21,442 | $6,976 | $6,976 |
| DAIWA SECS GROUP INC | P | 2014-11-18 | 2018-01-23 | $3,086 | $3,486 | -$400 | -$400 |
| DAIWA SECS GROUP INC | P | 2014-12-30 | 2018-01-23 | $1,137 | $1,244 | -$107 | -$107 |
| DAIWA SECS GROUP INC | P | 2014-12-30 | 2018-02-26 | $5,696 | $6,586 | -$890 | -$890 |
| DAIWA SECS GROUP INC | P | 2014-12-30 | 2018-03-27 | $2,630 | $3,194 | -$564 | -$564 |
| DAIWA SECS GROUP INC | P | 2014-12-30 | 2018-04-30 | $3,883 | $5,024 | -$1,141 | -$1,141 |
| DAIWA SECS GROUP INC | P | 2014-12-30 | 2018-05-31 | $1,473 | $2,021 | -$548 | -$548 |
| DANA HLDG CORP | P | 2014-12-26 | 2018-07-02 | $5,675 | $6,207 | -$532 | -$532 |
| DANA HLDG CORP | P | 2017-02-21 | 2018-07-02 | $2,389 | $2,344 | $45 | $45 |
| DANA HLDG CORP | P | 2017-06-27 | 2018-07-02 | $996 | $1,077 | -$81 | -$81 |
| DARDEN RESTAURANTS INC | P | 2014-12-30 | 2018-10-05 | $1,077 | $525 | $552 | $552 |
| DARDEN RESTAURANTS INC | P | 2015-03-25 | 2018-10-05 | $5,921 | $3,394 | $2,527 | $2,527 |
| DARDEN RESTAURANTS INC | P | 2015-05-19 | 2018-10-05 | $3,768 | $2,021 | $1,747 | $1,747 |
| DARDEN RESTAURANTS INC | P | 2015-11-19 | 2018-10-05 | $538 | $273 | $265 | $265 |
| DARLING INTL INC | P | 2014-12-30 | 2018-03-27 | $2,155 | $2,264 | -$109 | -$109 |
| DARLING INTL INC | P | 2015-03-25 | 2018-10-05 | $1,336 | $987 | $349 | $349 |
| DARLING INTL INC | P | 2016-07-28 | 2018-10-05 | $382 | $312 | $70 | $70 |
| DARLING INTL INC | P | 2016-09-14 | 2018-10-05 | $191 | $134 | $57 | $57 |
| DARLING INTL INC | P | 2016-10-28 | 2018-10-05 | $191 | $135 | $56 | $56 |
| DARLING INTL INC | P | 2016-11-16 | 2018-10-05 | $191 | $135 | $56 | $56 |
| DARLING INTL INC | P | 2017-02-21 | 2018-10-05 | $1,336 | $895 | $441 | $441 |
| DARLING INTL INC | P | 2017-06-27 | 2018-10-05 | $1,336 | $1,110 | $226 | $226 |
| DASSAULT SYSTEMES SE | P | 2017-06-27 | 2018-07-09 | $4,868 | $3,108 | $1,760 | $1,760 |
| DASSAULT SYSTEMES SE | P | 2017-06-27 | 2018-09-12 | $753 | $457 | $296 | $296 |
| DAVE & BUSTERS ENTMT INC | P | 2016-07-28 | 2018-05-31 | $3,007 | $3,295 | -$288 | -$288 |
| DAVE & BUSTERS ENTMT INC | P | 2016-07-28 | 2018-10-05 | $4,291 | $3,112 | $1,179 | $1,179 |
| DAVITA INC | P | 2016-10-28 | 2018-03-27 | $1,652 | $1,380 | $272 | $272 |
| DAVITA INC | P | 2017-09-29 | 2018-10-05 | $18,445 | $15,180 | $3,265 | $3,265 |
| DAVITA INC | P | 2016-06-17 | 2018-11-06 | $2,025 | $2,092 | -$67 | -$67 |
| DECKERS OUTDOOR CORP | P | 2015-07-24 | 2018-03-27 | $1,842 | $1,398 | $444 | $444 |
| DECKERS OUTDOOR CORP | P | 2015-07-24 | 2018-10-05 | $16,205 | $10,487 | $5,718 | $5,718 |
| DECKERS OUTDOOR CORP | P | 2017-07-27 | 2018-10-05 | $1,080 | $645 | $435 | $435 |
| DEERE & CO | P | 2014-12-26 | 2018-10-05 | $26,912 | $15,661 | $11,251 | $11,251 |
| DEERE & CO | P | 2014-12-30 | 2018-10-05 | $24,889 | $14,350 | $10,539 | $10,539 |
| DELEK US HOLDINGS INC | P | 2014-12-30 | 2018-03-27 | $2,132 | $1,439 | $693 | $693 |
| DELEK US HOLDINGS INC | P | 2015-06-17 | 2018-03-27 | $1,230 | $1,080 | $150 | $150 |
| DELEK US HOLDINGS INC | P | 2015-08-31 | 2018-03-27 | $410 | $305 | $105 | $105 |
| DELEK US HOLDINGS INC | P | 2014-12-26 | 2018-10-18 | $895 | $630 | $265 | $265 |
| DELEK US HOLDINGS INC | P | 2014-12-30 | 2018-10-18 | $2,646 | $1,881 | $765 | $765 |
| DELEK US HOLDINGS INC | P | 2017-02-21 | 2018-10-18 | $1,945 | $1,140 | $805 | $805 |
| DELEK US HOLDINGS INC | P | 2017-06-27 | 2018-10-18 | $1,945 | $1,322 | $623 | $623 |
| DELEK US HOLDINGS INC | P | 2017-07-27 | 2018-10-18 | $3,112 | $2,185 | $927 | $927 |
| DELEK US HOLDINGS INC | P | 2017-10-06 | 2018-10-18 | $8,987 | $6,045 | $2,942 | $2,942 |
| DELL TECHNOLOGIES INC | P | 2014-08-23 | 2018-02-21 | $65 | $52 | $13 | $13 |
| DELL TECHNOLOGIES INC | P | 2014-08-30 | 2018-02-21 | $7 | $6 | $1 | $1 |
| DELL TECHNOLOGIES INC | P | 2015-01-15 | 2018-02-21 | $19 | $17 | $2 | $2 |
| DELL TECHNOLOGIES INC | P | 2016-05-26 | 2018-02-21 | $20 | $13 | $7 | $7 |
| DELL TECHNOLOGIES INC | P | 2016-07-28 | 2018-02-21 | $24 | $16 | $8 | $8 |
| DELL TECHNOLOGIES INC | P | 2016-10-28 | 2018-02-21 | $6 | $4 | $2 | $2 |
| DELL TECHNOLOGIES INC | P | 2017-05-24 | 2018-10-05 | $22,095 | $14,448 | $7,647 | $7,647 |
| DELTA AIR LINES INC | P | 2014-11-01 | 2018-10-05 | $2,644 | $2,301 | $343 | $343 |
| DELTA AIR LINES INC | P | 2014-12-12 | 2018-10-05 | $6,610 | $6,115 | $495 | $495 |
| DELTA AIR LINES INC | P | 2014-12-26 | 2018-10-05 | $22,740 | $20,839 | $1,901 | $1,901 |
| DELTA AIR LINES INC | P | 2015-09-15 | 2018-10-05 | $2,644 | $2,322 | $322 | $322 |
| DELTA AIR LINES INC | P | 2016-01-27 | 2018-10-05 | $529 | $461 | $68 | $68 |
| DELUXE CORP | P | 2015-05-19 | 2018-07-02 | $662 | $669 | -$7 | -$7 |
| DELUXE CORP | P | 2016-07-28 | 2018-07-02 | $1,986 | $2,042 | -$56 | -$56 |
| DELUXE CORP | P | 2017-06-27 | 2018-07-02 | $662 | $685 | -$23 | -$23 |
| DELUXE CORP | P | 2014-12-26 | 2018-08-07 | $5,867 | $6,301 | -$434 | -$434 |
| DELUXE CORP | P | 2014-12-30 | 2018-08-07 | $5,281 | $5,687 | -$406 | -$406 |
| DENNYS CORP | P | 2017-03-29 | 2018-05-31 | $123 | $98 | $25 | $25 |
| DENNYS CORP | P | 2017-03-29 | 2018-10-05 | $10,793 | $9,908 | $885 | $885 |
| DENNYS CORP | P | 2017-05-23 | 2018-10-05 | $665 | $570 | $95 | $95 |
| DENNYS CORP | P | 2017-06-27 | 2018-10-05 | $3,992 | $3,505 | $487 | $487 |
| DENSO CORP ADR | P | 2015-09-14 | 2018-07-09 | $3,277 | $3,098 | $179 | $179 |
| DENTSPLY SIRONA INC | P | 2016-04-05 | 2018-03-27 | $7,745 | $9,277 | -$1,532 | -$1,532 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2015-09-16 | 2018-03-27 | $323 | $369 | -$46 | -$46 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-02-21 | 2018-05-31 | $1,569 | $1,756 | -$187 | -$187 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-02-21 | 2018-07-02 | $507 | $568 | -$61 | -$61 |
| DEUTSCHE POST AG | P | 2017-02-21 | 2018-08-09 | $217 | $204 | $13 | $13 |
| DEUTSCHE POST AG | P | 2016-12-12 | 2018-09-12 | $15,928 | $14,262 | $1,666 | $1,666 |
| DEUTSCHE POST AG | P | 2017-02-21 | 2018-09-12 | $5,177 | $4,907 | $270 | $270 |
| DEVON ENERGY CORP | P | 2016-07-28 | 2018-04-27 | $4,552 | $4,552 | $0 | $0 |
| DEVON ENERGY CORP | P | 2016-07-06 | 2018-10-05 | $5,068 | $4,132 | $936 | $936 |
| DEVON ENERGY CORP | P | 2016-07-28 | 2018-10-05 | $23,601 | $21,409 | $2,192 | $2,192 |
| DIAMONDROCK HOSPITALITY CO | P | 2015-09-23 | 2018-03-27 | $5,129 | $5,609 | -$480 | -$480 |
| DIAMONDROCK HOSPITALITY CO | P | 2017-02-21 | 2018-03-27 | $1,875 | $2,090 | -$215 | -$215 |
| DIAMONDBACK ENERGY INC | P | 2017-02-14 | 2018-09-14 | $1,226 | $1,069 | $157 | $157 |
| DIAMONDBACK ENERGY INC | P | 2017-09-29 | 2018-10-05 | $24,935 | $18,034 | $6,901 | $6,901 |
| DIAMONDBACK ENERGY INC | P | 2017-06-28 | 2018-10-17 | $1,294 | $869 | $425 | $425 |
| DIAMONDBACK ENERGY INC | P | 2017-10-06 | 2018-10-17 | $26,398 | $20,153 | $6,245 | $6,245 |
| DIGITAL RLTY TR INC | P | 2016-06-30 | 2018-02-21 | $890 | $953 | -$63 | -$63 |
| DIGITAL RLTY TR INC | P | 2014-11-14 | 2018-10-05 | $22,068 | $13,591 | $8,477 | $8,477 |
| DIGITAL RLTY TR INC | P | 2014-11-24 | 2018-10-05 | $1,103 | $686 | $417 | $417 |
| DIGITAL RLTY TR INC | P | 2016-06-30 | 2018-10-05 | $20,341 | $19,369 | $972 | $972 |
| DIGITAL RLTY TR INC | P | 2016-09-06 | 2018-10-05 | $1,106 | $1,038 | $68 | $68 |
| DIGITAL RLTY TR INC | P | 2016-12-12 | 2018-10-05 | $4,422 | $3,819 | $603 | $603 |
| DIGITAL RLTY TR INC | P | 2017-01-25 | 2018-10-05 | $552 | $531 | $21 | $21 |
| DISCOVER FINL SVCS | P | 2014-12-26 | 2018-10-05 | $12,509 | $10,837 | $1,672 | $1,672 |
| DISCOVER FINL SVCS | P | 2014-12-27 | 2018-10-05 | $767 | $664 | $103 | $103 |
| DISCOVER FINL SVCS | P | 2014-12-30 | 2018-10-05 | $22,256 | $19,278 | $2,978 | $2,978 |
| DISCOVER FINL SVCS | P | 2017-06-23 | 2018-10-05 | $767 | $601 | $166 | $166 |
| DISCOVER FINL SVCS | P | 2017-06-28 | 2018-10-05 | $36,446 | $29,415 | $7,031 | $7,031 |
| DISH DBS CORP | P | 2016-01-25 | 2018-05-08 | $5,188 | $5,387 | -$199 | -$199 |
| DISH DBS CORP | P | 2015-11-24 | 2018-05-09 | $4,145 | $4,300 | -$155 | -$155 |
| DISH DBS CORP | P | 2016-02-10 | 2018-05-09 | $1,036 | $1,063 | -$27 | -$27 |
| DIRECT LINE INS GROUP PLC | P | 2017-02-17 | 2018-07-09 | $70 | $71 | -$1 | -$1 |
| DIRECT LINE INS GROUP PLC | P | 2017-02-21 | 2018-07-09 | $264 | $271 | -$7 | -$7 |
| DOLLAR TREE INC | P | 2016-07-28 | 2018-04-27 | $973 | $961 | $12 | $12 |
| DOLLAR TREE INC | P | 2014-12-26 | 2018-10-05 | $10,771 | $9,330 | $1,441 | $1,441 |
| DOLLAR TREE INC | P | 2014-12-30 | 2018-10-05 | $1,206 | $1,057 | $149 | $149 |
| DOLLAR TREE INC | P | 2015-03-25 | 2018-10-05 | $16,988 | $17,255 | -$267 | -$267 |
| DOLLAR TREE INC | P | 2016-09-26 | 2018-10-05 | $1,610 | $1,598 | $12 | $12 |
| DOLLAR TREE INC | P | 2017-04-28 | 2018-10-05 | $805 | $824 | -$19 | -$19 |
| DOLLAR TREE INC | P | 2017-06-23 | 2018-10-05 | $2,415 | $2,002 | $413 | $413 |
| DOMINOS PIZZA INC | P | 2016-07-28 | 2018-10-05 | $15,409 | $8,111 | $7,298 | $7,298 |
| DOMINOS PIZZA INC | P | 2016-08-18 | 2018-10-05 | $2,802 | $1,473 | $1,329 | $1,329 |
| DOMTAR CORP | P | 2017-02-14 | 2018-02-22 | $1,787 | $1,620 | $167 | $167 |
| DOMTAR CORP | P | 2017-02-14 | 2018-10-18 | $12,496 | $11,338 | $1,158 | $1,158 |
| DORMAN PRODS INC | P | 2016-11-16 | 2018-03-27 | $652 | $697 | -$45 | -$45 |
| DORMAN PRODS INC | P | 2016-07-28 | 2018-10-05 | $4,963 | $4,340 | $623 | $623 |
| DORMAN PRODS INC | P | 2016-09-14 | 2018-10-05 | $2,127 | $1,881 | $246 | $246 |
| DOUGLAS DYNAMICS INC | P | 2017-05-23 | 2018-10-05 | $14,187 | $9,828 | $4,359 | $4,359 |
| DOUGLAS DYNAMICS INC | P | 2017-06-27 | 2018-10-05 | $334 | $254 | $80 | $80 |
| DOVER CORP | P | 2015-06-12 | 2018-10-05 | $956 | $638 | $318 | $318 |
| DOVER CORP | P | 2015-10-12 | 2018-10-05 | $869 | $517 | $352 | $352 |
| DOVER CORP | P | 2016-02-23 | 2018-10-05 | $3,475 | $1,930 | $1,545 | $1,545 |
| DOWDUPONT INC | P | 2017-01-25 | 2018-10-05 | $10,513 | $9,928 | $585 | $585 |
| DOWDUPONT INC | P | 2017-03-29 | 2018-10-05 | $9,705 | $9,826 | -$121 | -$121 |
| DOWDUPONT INC | P | 2017-04-28 | 2018-10-05 | $631 | $628 | $3 | $3 |
| DOWDUPONT INC | P | 2017-05-30 | 2018-10-05 | $809 | $779 | $30 | $30 |
| DOWDUPONT INC | P | 2017-07-28 | 2018-10-05 | $7,570 | $7,882 | -$312 | -$312 |
| DYCOM INDS INC | P | 2016-07-28 | 2018-03-27 | $1,057 | $959 | $98 | $98 |
| DYCOM INDS INC | P | 2016-11-16 | 2018-03-27 | $317 | $270 | $47 | $47 |
| DYCOM INDS INC | P | 2016-11-16 | 2018-05-31 | $566 | $539 | $27 | $27 |
| DYCOM INDS INC | P | 2016-11-16 | 2018-08-07 | $89 | $90 | -$1 | -$1 |
| DYCOM INDS INC | P | 2017-07-27 | 2018-08-07 | $890 | $911 | -$21 | -$21 |
| DYCOM INDS INC | P | 2015-12-15 | 2018-10-17 | $787 | $787 | $0 | $0 |
| DYCOM INDS INC | P | 2016-02-19 | 2018-10-17 | $866 | $619 | $247 | $247 |
| DYCOM INDS INC | P | 2017-01-31 | 2018-10-17 | $787 | $787 | $0 | $0 |
| DYCOM INDS INC | P | 2017-02-21 | 2018-10-17 | $2,362 | $2,362 | $0 | $0 |
| DYCOM INDS INC | P | 2017-10-06 | 2018-10-17 | $7,481 | $7,481 | $0 | $0 |
| DYAX CORP CVR | P | 2016-01-22 | 2018-09-10 | $2,480 | $2,480 | $2,480 | |
| DYNEGY INC NEW DEL | P | 2016-09-14 | 2018-03-27 | $137 | $121 | $16 | $16 |
| DYNEGY INC NEW DEL | P | 2016-10-28 | 2018-03-27 | $273 | $213 | $60 | $60 |
| EHI CAR SVCS INC | P | 2016-09-14 | 2018-09-12 | $2,462 | $2,497 | -$35 | -$35 |
| ENI SPA | P | 2016-12-12 | 2018-09-12 | $558 | $469 | $89 | $89 |
| ENI SPA | P | 2017-02-21 | 2018-09-12 | $1,785 | $1,479 | $306 | $306 |
| ENI SPA | P | 2017-04-17 | 2018-09-12 | $186 | $164 | $22 | $22 |
| ENI SPA | P | 2017-05-15 | 2018-09-12 | $2,417 | $2,143 | $274 | $274 |
| EOG RESOURCES INC | P | 2014-12-30 | 2018-10-05 | $24,268 | $17,154 | $7,114 | $7,114 |
| EOG RESOURCES INC | P | 2015-03-25 | 2018-10-05 | $1,305 | $899 | $406 | $406 |
| EOG RESOURCES INC | P | 2016-07-28 | 2018-10-05 | $2,609 | $1,602 | $1,007 | $1,007 |
| EOG RESOURCES INC | P | 2016-09-26 | 2018-10-05 | $14,352 | $9,871 | $4,481 | $4,481 |
| EOG RESOURCES INC | P | 2017-03-29 | 2018-10-05 | $15,657 | $11,702 | $3,955 | $3,955 |
| EQT CORP | P | 2016-07-31 | 2018-01-19 | $522 | $708 | -$186 | -$186 |
| EQT CORP | P | 2016-12-01 | 2018-01-19 | $352 | $453 | -$101 | -$101 |
| EQT CORP | P | 2016-07-29 | 2018-02-21 | $35 | $53 | -$18 | -$18 |
| E TRADE FINL CORP | P | 2016-11-28 | 2018-01-18 | $17,632 | $11,118 | $6,514 | $6,514 |
| E TRADE FINL CORP | P | 2017-01-25 | 2018-10-17 | $19,028 | $13,837 | $5,191 | $5,191 |
| EASTMAN CHEM CO | P | 2014-12-26 | 2018-10-05 | $20,223 | $16,949 | $3,274 | $3,274 |
| EASTMAN CHEM CO | P | 2014-12-30 | 2018-10-05 | $919 | $765 | $154 | $154 |
| EATON VANCE CORP | P | 2015-06-12 | 2018-09-14 | $744 | $557 | $187 | $187 |
| EBAY INC | P | 2014-12-26 | 2018-10-05 | $15,611 | $10,867 | $4,744 | $4,744 |
| EBAY INC | P | 2014-12-30 | 2018-10-05 | $2,639 | $1,838 | $801 | $801 |
| EBAY INC | P | 2017-01-25 | 2018-10-05 | $10,300 | $9,728 | $572 | $572 |
| EBAY INC | P | 2017-03-29 | 2018-10-05 | $9,335 | $9,774 | -$439 | -$439 |
| ECOLAB INC | P | 2014-12-26 | 2018-10-05 | $17,292 | $11,821 | $5,471 | $5,471 |
| ECOLAB INC | P | 2015-09-15 | 2018-10-05 | $3,144 | $2,204 | $940 | $940 |
| ECOLAB INC | P | 2015-10-10 | 2018-10-05 | $1,572 | $1,162 | $410 | $410 |
| ECOLAB INC | P | 2016-04-26 | 2018-10-05 | $7,860 | $5,793 | $2,067 | $2,067 |
| ECOLAB INC | P | 2016-12-12 | 2018-10-05 | $3,144 | $2,432 | $712 | $712 |
| ECOLAB INC | P | 2017-02-14 | 2018-10-05 | $12,576 | $9,792 | $2,784 | $2,784 |
| EDISON INTERNATIONAL | P | 2016-04-05 | 2018-05-30 | $623 | $706 | -$83 | -$83 |
| EDISON INTERNATIONAL | P | 2015-09-03 | 2018-10-05 | $14,314 | $11,883 | $2,431 | $2,431 |
| EDISON INTERNATIONAL | P | 2015-11-19 | 2018-10-05 | $347 | $302 | $45 | $45 |
| EDISON INTERNATIONAL | P | 2016-01-26 | 2018-10-05 | $347 | $303 | $44 | $44 |
| EDUCATION RLTY TR INC | P | 2016-02-19 | 2018-02-21 | $311 | $382 | -$71 | -$71 |
| EDUCATION RLTY TR INC | P | 2016-01-15 | 2018-04-30 | $6,886 | $7,272 | -$386 | -$386 |
| EDWARDS LIFESCIENCES CORP | P | 2014-12-26 | 2018-10-05 | $32,990 | $14,292 | $18,698 | $18,698 |
| EDWARDS LIFESCIENCES CORP | P | 2015-06-17 | 2018-10-05 | $1,500 | $686 | $814 | $814 |
| EDWARDS LIFESCIENCES CORP | P | 2016-10-28 | 2018-10-05 | $1,949 | $1,252 | $697 | $697 |
| EDWARDS LIFESCIENCES CORP | P | 2016-11-28 | 2018-10-05 | $1,500 | $844 | $656 | $656 |
| 8X8 INC NEW | P | 2017-02-21 | 2018-03-27 | $2,402 | $1,844 | $558 | $558 |
| 8X8 INC NEW | P | 2015-10-26 | 2018-10-05 | $4,907 | $2,632 | $2,275 | $2,275 |
| 8X8 INC NEW | P | 2016-04-20 | 2018-10-05 | $795 | $445 | $350 | $350 |
| 8X8 INC NEW | P | 2016-07-28 | 2018-10-05 | $199 | $145 | $54 | $54 |
| 8X8 INC NEW | P | 2017-02-21 | 2018-10-05 | $298 | $223 | $75 | $75 |
| 8X8 INC NEW | P | 2017-05-23 | 2018-10-05 | $993 | $639 | $354 | $354 |
| ELECTRICITE DE FRANCE | P | 2015-09-14 | 2018-01-23 | $1,045 | $1,530 | -$485 | -$485 |
| ELEKTA AB | P | 2014-12-30 | 2018-01-23 | $2,376 | $2,705 | -$329 | -$329 |
| ELEKTA AB | P | 2014-12-30 | 2018-02-26 | $1,315 | $1,471 | -$156 | -$156 |
| ELLIE MAE INC | P | 2016-09-14 | 2018-03-27 | $844 | $832 | $12 | $12 |
| ELLIE MAE INC | P | 2016-09-14 | 2018-09-13 | $1,113 | $1,017 | $96 | $96 |
| ELLIE MAE INC | P | 2016-11-16 | 2018-09-13 | $304 | $258 | $46 | $46 |
| ELLIE MAE INC | P | 2014-12-26 | 2018-10-17 | $676 | $340 | $336 | $336 |
| ELLIE MAE INC | P | 2015-10-26 | 2018-10-17 | $844 | $705 | $139 | $139 |
| ELLIE MAE INC | P | 2015-12-15 | 2018-10-17 | $844 | $612 | $232 | $232 |
| ELLIE MAE INC | P | 2016-05-06 | 2018-10-17 | $1,689 | $1,537 | $152 | $152 |
| ELLIE MAE INC | P | 2016-11-16 | 2018-10-17 | $591 | $601 | -$10 | -$10 |
| ELLIE MAE INC | P | 2017-01-31 | 2018-10-17 | $844 | $830 | $14 | $14 |
| ELLIE MAE INC | P | 2017-10-06 | 2018-10-17 | $8,529 | $8,444 | $85 | $85 |
| ELLIS PERRY INTL INC | P | 2017-05-23 | 2018-10-05 | $9,667 | $6,406 | $3,261 | $3,261 |
| EMCOR GROUP INC | P | 2016-12-16 | 2018-03-27 | $1,535 | $1,453 | $82 | $82 |
| EMCOR GROUP INC | P | 2017-02-21 | 2018-03-27 | $2,302 | $2,079 | $223 | $223 |
| EMCOR GROUP INC | P | 2017-02-21 | 2018-10-18 | $2,743 | $2,773 | -$30 | -$30 |
| EMCOR GROUP INC | P | 2017-03-29 | 2018-10-18 | $2,057 | $1,860 | $197 | $197 |
| EMCOR GROUP INC | P | 2017-05-23 | 2018-10-18 | $2,057 | $1,920 | $137 | $137 |
| EMCOR GROUP INC | P | 2017-10-06 | 2018-10-18 | $13,440 | $13,787 | -$347 | -$347 |
| EMERGENT BIOSOLUTIONS INC | P | 2016-12-16 | 2018-03-27 | $3,192 | $1,826 | $1,366 | $1,366 |
| EMERSON ELECTRIC CO | P | 2015-03-25 | 2018-10-05 | $2,105 | $1,530 | $575 | $575 |
| EMERSON ELECTRIC CO | P | 2015-10-22 | 2018-10-05 | $7,016 | $4,319 | $2,697 | $2,697 |
| EMERSON ELECTRIC CO | P | 2015-12-23 | 2018-10-05 | $9,354 | $5,787 | $3,567 | $3,567 |
| EMERSON ELECTRIC CO | P | 2016-09-26 | 2018-10-05 | $10,134 | $6,714 | $3,420 | $3,420 |
| EMERSON ELECTRIC CO | P | 2017-04-28 | 2018-10-05 | $10,212 | $7,926 | $2,286 | $2,286 |
| EMERSON ELECTRIC CO | P | 2017-07-28 | 2018-10-05 | $14,811 | $11,302 | $3,509 | $3,509 |
| EMPRESA NACIONAL DE ELECTRICIDAD | P | 2017-04-17 | 2018-07-02 | $2,555 | $3,026 | -$471 | -$471 |
| EMPRESA NACIONAL DE ELECTRICIDAD | P | 2017-06-27 | 2018-07-02 | $98 | $115 | -$17 | -$17 |
| ENANTA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-10-17 | $10,997 | $5,294 | $5,703 | $5,703 |
| ENCORE WIRE CORP | P | 2017-07-27 | 2018-10-17 | $12,469 | $12,450 | $19 | $19 |
| ENCOMPASS HEALTH CORP | P | 2015-01-16 | 2018-03-27 | $1,700 | $1,307 | $393 | $393 |
| ENCOMPASS HEALTH CORP | P | 2015-03-25 | 2018-03-27 | $567 | $458 | $109 | $109 |
| ENCOMPASS HEALTH CORP | P | 2017-02-21 | 2018-07-02 | $4,737 | $2,959 | $1,778 | $1,778 |
| ENCOMPASS HEALTH CORP | P | 2017-06-27 | 2018-07-02 | $2,639 | $1,914 | $725 | $725 |
| ENCOMPASS HEALTH CORP | P | 2014-12-26 | 2018-09-13 | $5,621 | $2,807 | $2,814 | $2,814 |
| ENCOMPASS HEALTH CORP | P | 2016-07-28 | 2018-09-13 | $3,212 | $1,608 | $1,604 | $1,604 |
| ENCOMPASS HEALTH CORP | P | 2016-11-16 | 2018-09-13 | $1,606 | $811 | $795 | $795 |
| ENCOMPASS HEALTH CORP | P | 2017-07-27 | 2018-09-13 | $2,409 | $1,272 | $1,137 | $1,137 |
| ENEL SOCIETA PER AZIONI | P | 2017-06-27 | 2018-07-09 | $10,380 | $10,030 | $350 | $350 |
| ENERSIS S A SPONSORED ADR | P | 2016-02-19 | 2018-07-02 | $358 | $316 | $42 | $42 |
| ENERSIS S A SPONSORED ADR | P | 2016-05-26 | 2018-07-02 | $34 | $30 | $4 | $4 |
| ENERSIS S A SPONSORED ADR | P | 2017-05-15 | 2018-07-02 | $256 | $301 | -$45 | -$45 |
| ENERSIS S A SPONSORED ADR | P | 2017-06-27 | 2018-07-02 | $384 | $428 | -$44 | -$44 |
| ENPRO INDS INC | P | 2017-04-28 | 2018-05-31 | $1,050 | $986 | $64 | $64 |
| ENPRO INDS INC | P | 2017-04-28 | 2018-07-02 | $11,114 | $11,341 | -$227 | -$227 |
| ENPRO INDS INC | P | 2017-06-27 | 2018-07-02 | $690 | $704 | -$14 | -$14 |
| ENSIGN GROUP INC | P | 2017-07-27 | 2018-10-18 | $16,737 | $9,890 | $6,847 | $6,847 |
| ENSCO PLC UNSECD SR NT | P | 2017-01-19 | 2018-11-06 | $694 | $780 | -$86 | -$86 |
| ENSCO PLC UNSECD SR NT | P | 2017-02-23 | 2018-11-06 | $694 | $782 | -$88 | -$88 |
| ENTEGRIS INC | P | 2014-12-26 | 2018-10-05 | $7,637 | $3,696 | $3,941 | $3,941 |
| ENTEGRIS INC | P | 2016-06-16 | 2018-10-05 | $276 | $141 | $135 | $135 |
| ENTEGRIS INC | P | 2016-10-28 | 2018-10-05 | $1,654 | $968 | $686 | $686 |
| ENTEGRIS INC | P | 2017-01-31 | 2018-10-05 | $3,308 | $2,248 | $1,060 | $1,060 |
| ENTEGRIS INC | P | 2017-02-21 | 2018-10-05 | $827 | $662 | $165 | $165 |
| ENTEGRIS INC | P | 2017-06-27 | 2018-10-05 | $2,206 | $1,812 | $394 | $394 |
| ENTERCOM COMMUNICATIONS CORP | P | 2017-05-23 | 2018-05-31 | $5,046 | $7,397 | -$2,351 | -$2,351 |
| ENTERGY CORP | P | 2017-05-23 | 2018-10-05 | $18,942 | $17,617 | $1,325 | $1,325 |
| ENTERGY CORP | P | 2017-06-28 | 2018-10-05 | $4,941 | $4,675 | $266 | $266 |
| ENVESTNET INC | P | 2015-01-25 | 2018-03-27 | $6,997 | $6,206 | $791 | $791 |
| ENVESTNET INC | P | 2015-01-29 | 2018-03-27 | $58 | $51 | $7 | $7 |
| ENVESTNET INC | P | 2015-03-15 | 2018-03-27 | $1,166 | $1,100 | $66 | $66 |
| ENVESTNET INC | P | 2015-01-29 | 2018-10-17 | $3,392 | $2,988 | $404 | $404 |
| ENVESTNET INC | P | 2015-07-17 | 2018-10-17 | $575 | $446 | $129 | $129 |
| ENVESTNET INC | P | 2015-08-23 | 2018-10-17 | $575 | $451 | $124 | $124 |
| ENVESTNET INC | P | 2017-07-27 | 2018-10-17 | $3,450 | $2,379 | $1,071 | $1,071 |
| ENVESTNET INC | P | 2017-10-06 | 2018-10-17 | $6,152 | $5,722 | $430 | $430 |
| EPAM SYS INC | P | 2015-07-24 | 2018-07-02 | $1,241 | $739 | $502 | $502 |
| EPAM SYS INC | P | 2017-06-27 | 2018-07-02 | $2,482 | $1,678 | $804 | $804 |
| EPAM SYS INC | P | 2015-07-24 | 2018-08-07 | $1,179 | $665 | $514 | $514 |
| EPAM SYS INC | P | 2017-07-27 | 2018-08-07 | $1,310 | $858 | $452 | $452 |
| EPAM SYS INC | P | 2015-07-24 | 2018-09-13 | $4,336 | $2,292 | $2,044 | $2,044 |
| EPAM SYS INC | P | 2015-09-23 | 2018-09-13 | $1,399 | $733 | $666 | $666 |
| EPAM SYS INC | P | 2017-02-21 | 2018-09-13 | $6,575 | $3,354 | $3,221 | $3,221 |
| EPAM SYS INC | P | 2016-05-06 | 2018-10-18 | $1,206 | $712 | $494 | $494 |
| EPAM SYS INC | P | 2016-07-28 | 2018-10-18 | $2,412 | $1,411 | $1,001 | $1,001 |
| EPAM SYS INC | P | 2017-01-31 | 2018-10-18 | $1,206 | $644 | $562 | $562 |
| EPAM SYS INC | P | 2017-02-21 | 2018-10-18 | $1,568 | $928 | $640 | $640 |
| EPAM SYS INC | P | 2017-10-06 | 2018-10-18 | $12,302 | $9,183 | $3,119 | $3,119 |
| EQUIFAX INC | P | 2014-12-26 | 2018-10-05 | $23,078 | $14,788 | $8,290 | $8,290 |
| EQUIFAX INC | P | 2014-12-30 | 2018-10-05 | $1,282 | $816 | $466 | $466 |
| EQUINIX INC | P | 2015-09-15 | 2018-10-05 | $22,468 | $15,495 | $6,973 | $6,973 |
| EQUINIX INC | P | 2015-10-30 | 2018-10-05 | $221 | $157 | $64 | $64 |
| EQUINIX INC | P | 2016-11-28 | 2018-10-05 | $3,361 | $2,729 | $632 | $632 |
| EQUINIX INC | P | 2017-03-29 | 2018-10-05 | $8,404 | $7,866 | $538 | $538 |
| EQUINOR ASA | P | 2014-11-14 | 2018-07-09 | $2,343 | $1,873 | $470 | $470 |
| EQUINOR ASA | P | 2017-01-25 | 2018-07-09 | $8,268 | $5,739 | $2,529 | $2,529 |
| ESSEX PROPERTY TRUST INC | P | 2014-12-26 | 2018-10-05 | $9,998 | $8,690 | $1,308 | $1,308 |
| ESSEX PROPERTY TRUST INC | P | 2014-12-30 | 2018-10-05 | $1,219 | $1,055 | $164 | $164 |
| ESSEX PROPERTY TRUST INC | P | 2015-07-23 | 2018-10-05 | $1,219 | $1,108 | $111 | $111 |
| ESTACIO PARTICIPACOES S A | P | 2015-09-16 | 2018-02-26 | $1,056 | $342 | $714 | $714 |
| ESTERLINE TECHNOLOGIES CORP | P | 2017-02-21 | 2018-03-27 | $1,487 | $1,808 | -$321 | -$321 |
| ETSY INC | P | 2017-02-21 | 2018-03-27 | $881 | $397 | $484 | $484 |
| ETSY INC | P | 2016-07-28 | 2018-10-05 | $4,956 | $1,147 | $3,809 | $3,809 |
| ETSY INC | P | 2016-11-16 | 2018-10-05 | $1,755 | $488 | $1,267 | $1,267 |
| ETSY INC | P | 2017-01-31 | 2018-10-05 | $439 | $127 | $312 | $312 |
| ETSY INC | P | 2017-02-21 | 2018-10-05 | $4,781 | $1,395 | $3,386 | $3,386 |
| ETSY INC | P | 2017-06-27 | 2018-10-05 | $3,070 | $1,055 | $2,015 | $2,015 |
| EVERCORE INC | P | 2017-02-21 | 2018-09-13 | $5,156 | $4,040 | $1,116 | $1,116 |
| EVERCORE INC | P | 2017-03-29 | 2018-09-13 | $1,341 | $998 | $343 | $343 |
| EVERSOURCE ENERGY | P | 2015-10-14 | 2018-10-05 | $27,409 | $22,564 | $4,845 | $4,845 |
| EVERSOURCE ENERGY | P | 2015-11-19 | 2018-10-05 | $3,738 | $3,065 | $673 | $673 |
| EXACT SCIENCES CORP | P | 2014-12-26 | 2018-07-02 | $12,082 | $5,742 | $6,340 | $6,340 |
| EXACT SCIENCES CORP | P | 2017-06-27 | 2018-07-02 | $1,202 | $705 | $497 | $497 |
| EXACT SCIENCES CORP | P | 2014-12-01 | 2018-09-13 | $2,076 | $646 | $1,430 | $1,430 |
| EXACT SCIENCES CORP | P | 2014-12-26 | 2018-09-13 | $692 | $257 | $435 | $435 |
| EXACT SCIENCES CORP | P | 2015-02-13 | 2018-09-13 | $5,381 | $1,782 | $3,599 | $3,599 |
| EXACT SCIENCES CORP | P | 2015-09-21 | 2018-09-13 | $769 | $255 | $514 | $514 |
| EXACT SCIENCES CORP | P | 2014-12-01 | 2018-10-17 | $2,806 | $1,028 | $1,778 | $1,778 |
| EXACT SCIENCES CORP | P | 2015-03-25 | 2018-10-17 | $1,566 | $550 | $1,016 | $1,016 |
| EXACT SCIENCES CORP | P | 2017-02-21 | 2018-10-17 | $4,568 | $1,568 | $3,000 | $3,000 |
| EXELON CORP | P | 2014-12-30 | 2018-01-18 | $2,120 | $2,096 | $24 | $24 |
| EXELIXIS INC | P | 2017-06-28 | 2018-07-02 | $5,199 | $5,896 | -$697 | -$697 |
| EXPEDIA GROUP INC | P | 2015-06-17 | 2018-02-21 | $521 | $536 | -$15 | -$15 |
| EXPEDIA GROUP INC | P | 2015-12-30 | 2018-02-21 | $2,085 | $2,207 | -$122 | -$122 |
| EXPEDIA GROUP INC | P | 2016-08-23 | 2018-02-21 | $834 | $912 | -$78 | -$78 |
| EXPEDIA GROUP INC | P | 2015-06-17 | 2018-10-05 | $20,309 | $17,703 | $2,606 | $2,606 |
| EXPEDITORS INTERNATIONAL WASH INC | P | 2014-12-30 | 2018-10-17 | $13,709 | $8,935 | $4,774 | $4,774 |
| EXPEDITORS INTERNATIONAL WASH INC | P | 2017-10-06 | 2018-10-17 | $14,189 | $12,489 | $1,700 | $1,700 |
| EXPERIAN PLC | P | 2017-02-17 | 2018-07-09 | $4,170 | $3,307 | $863 | $863 |
| EXPERIAN PLC | P | 2017-06-27 | 2018-07-09 | $4,802 | $3,951 | $851 | $851 |
| EXTRA SPACE STORAGE INC | P | 2017-09-29 | 2018-10-05 | $17,730 | $16,650 | $1,080 | $1,080 |
| EXTRA SPACE STORAGE INC | P | 2015-09-03 | 2018-10-17 | $11,388 | $9,707 | $1,681 | $1,681 |
| EXTRA SPACE STORAGE INC | P | 2017-10-06 | 2018-10-17 | $12,423 | $11,550 | $873 | $873 |
| EXXON MOBIL CORP | P | 2014-12-30 | 2018-01-18 | $36,192 | $38,335 | -$2,143 | -$2,143 |
| EXXON MOBIL CORP | P | 2014-12-01 | 2018-03-26 | $17,125 | $21,380 | -$4,255 | -$4,255 |
| EXXON MOBIL CORP | P | 2014-12-30 | 2018-03-26 | $51,743 | $65,345 | -$13,602 | -$13,602 |
| EXXON MOBIL CORP | P | 2014-12-01 | 2018-04-05 | $7,675 | $9,268 | -$1,593 | -$1,593 |
| EXXON MOBIL CORP | P | 2014-12-01 | 2018-06-12 | $58,944 | $65,699 | -$6,755 | -$6,755 |
| EXXON MOBIL CORP | P | 2016-07-28 | 2018-06-12 | $3,293 | $3,602 | -$309 | -$309 |
| EXXON MOBIL CORP | P | 2016-09-26 | 2018-06-12 | $823 | $834 | -$11 | -$11 |
| EXXON MOBIL CORP | P | 2016-10-28 | 2018-06-12 | $4,939 | $5,098 | -$159 | -$159 |
| EXXON MOBIL CORP | P | 2017-01-25 | 2018-06-12 | $5,763 | $5,978 | -$215 | -$215 |
| EXXON MOBIL CORP | P | 2016-02-23 | 2018-08-22 | $1,520 | $1,545 | -$25 | -$25 |
| EXXON MOBIL CORP | P | 2017-03-29 | 2018-08-22 | $4,799 | $4,927 | -$128 | -$128 |
| FMC CORP | P | 2015-11-19 | 2018-10-17 | $10,553 | $5,365 | $5,188 | $5,188 |
| FAIR ISAAC & CO INC | P | 2017-06-27 | 2018-07-02 | $1,934 | $1,375 | $559 | $559 |
| FAIR ISAAC & CO INC | P | 2017-02-21 | 2018-08-07 | $3,406 | $2,095 | $1,311 | $1,311 |
| FAIR ISAAC & CO INC | P | 2016-07-28 | 2018-09-13 | $2,376 | $1,161 | $1,215 | $1,215 |
| FAIR ISAAC & CO INC | P | 2017-02-21 | 2018-09-13 | $950 | $524 | $426 | $426 |
| FAIR ISAAC & CO INC | P | 2015-12-15 | 2018-10-05 | $2,178 | $922 | $1,256 | $1,256 |
| FAIR ISAAC & CO INC | P | 2016-04-20 | 2018-10-05 | $4,357 | $2,157 | $2,200 | $2,200 |
| FAIR ISAAC & CO INC | P | 2016-11-16 | 2018-10-05 | $2,178 | $1,124 | $1,054 | $1,054 |
| FANHUA INC | P | 2017-01-25 | 2018-07-09 | $2,209 | $599 | $1,610 | $1,610 |
| FANHUA INC | P | 2017-01-25 | 2018-09-12 | $2,221 | $691 | $1,530 | $1,530 |
| FANUC CORP | P | 2017-04-21 | 2018-07-02 | $683 | $716 | -$33 | -$33 |
| FANUC CORP | P | 2017-02-17 | 2018-07-09 | $3,295 | $3,363 | -$68 | -$68 |
| FANUC CORP | P | 2017-02-21 | 2018-07-09 | $2,326 | $2,384 | -$58 | -$58 |
| FANUC CORP | P | 2017-03-01 | 2018-07-09 | $582 | $595 | -$13 | -$13 |
| FANUC CORP | P | 2017-05-15 | 2018-07-09 | $3,683 | $3,793 | -$110 | -$110 |
| FANUC CORP | P | 2017-06-27 | 2018-07-09 | $4,090 | $4,120 | -$30 | -$30 |
| FARMERS NATL BANC CORP | P | 2017-02-21 | 2018-03-27 | $298 | $296 | $2 | $2 |
| FARMERS NATL BANC CORP | P | 2016-07-28 | 2018-10-17 | $8,198 | $5,292 | $2,906 | $2,906 |
| FARMERS NATL BANC CORP | P | 2017-01-31 | 2018-10-17 | $1,464 | $1,265 | $199 | $199 |
| FARMERS NATL BANC CORP | P | 2017-02-21 | 2018-10-17 | $1,010 | $973 | $37 | $37 |
| FASTENAL CO | P | 2017-07-28 | 2018-10-05 | $30,048 | $23,307 | $6,741 | $6,741 |
| FASTENAL CO | P | 2014-12-26 | 2018-10-17 | $6,840 | $6,181 | $659 | $659 |
| FASTENAL CO | P | 2014-12-30 | 2018-10-17 | $1,325 | $1,206 | $119 | $119 |
| FASTENAL CO | P | 2017-10-06 | 2018-10-17 | $22,904 | $19,931 | $2,973 | $2,973 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-01-31 | $87 | $94 | -$7 | -$7 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-02-28 | $47 | $51 | -$4 | -$4 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-03-31 | $103 | $112 | -$9 | -$9 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-04-30 | $98 | $106 | -$8 | -$8 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-05-31 | $43 | $47 | -$4 | -$4 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-06-30 | $99 | $107 | -$8 | -$8 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-07-31 | $94 | $101 | -$7 | -$7 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-08-31 | $86 | $93 | -$7 | -$7 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-09-30 | $106 | $115 | -$9 | -$9 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-10-31 | $60 | $65 | -$5 | -$5 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-11-30 | $55 | $60 | -$5 | -$5 |
| FEDERAL HOME LOAN MORTGAGE CORP | P | 2004-06-21 | 2018-12-31 | $83 | $90 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-01-31 | $92 | $99 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-02-28 | $111 | $118 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-03-31 | $182 | $195 | -$13 | -$13 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-04-30 | $85 | $91 | -$6 | -$6 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-05-31 | $112 | $119 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-06-30 | $68 | $73 | -$5 | -$5 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-07-31 | $113 | $121 | -$8 | -$8 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-08-31 | $93 | $100 | -$7 | -$7 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-09-30 | $132 | $141 | -$9 | -$9 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-10-31 | $68 | $72 | -$4 | -$4 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-11-30 | $70 | $75 | -$5 | -$5 |
| FEDERAL HOME LN MTG CORP | P | 2004-09-22 | 2018-12-31 | $79 | $84 | -$5 | -$5 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-01-31 | $136 | $149 | -$13 | -$13 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-02-28 | $190 | $208 | -$18 | -$18 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-03-31 | $1,829 | $2,007 | -$178 | -$178 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-04-30 | $129 | $142 | -$13 | -$13 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-05-31 | $175 | $192 | -$17 | -$17 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-06-30 | $190 | $208 | -$18 | -$18 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-07-31 | $1,479 | $1,623 | -$144 | -$144 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-08-31 | $167 | $183 | -$16 | -$16 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-09-30 | $1,523 | $1,671 | -$148 | -$148 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-10-31 | $1,808 | $1,984 | -$176 | -$176 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-11-30 | $148 | $162 | -$14 | -$14 |
| FEDERAL HOME LN MTG CORP | P | 2011-01-05 | 2018-12-31 | $2,052 | $2,251 | -$199 | -$199 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-01-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-02-28 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-03-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-04-30 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-05-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-06-30 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-07-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-08-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-09-30 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-10-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-11-30 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-27 | 2018-12-31 | $3 | $3 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-01-31 | $7 | $7 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-02-28 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-03-31 | $7 | $7 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-04-30 | $7 | $7 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-05-31 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-06-30 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-07-31 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-08-31 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-09-30 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-10-31 | $8 | $8 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-11-30 | $7 | $8 | -$1 | -$1 |
| FEDERAL HOME LN MTG CORP | P | 2005-01-25 | 2018-12-31 | $8 | $8 | $0 | $0 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-01-31 | $1,935 | $2,152 | -$217 | -$217 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-02-28 | $188 | $209 | -$21 | -$21 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-03-31 | $546 | $607 | -$61 | -$61 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-04-30 | $1,585 | $1,762 | -$177 | -$177 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-05-31 | $4,461 | $4,959 | -$498 | -$498 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-06-30 | $2,651 | $2,948 | -$297 | -$297 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-07-31 | $155 | $172 | -$17 | -$17 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-08-31 | $168 | $187 | -$19 | -$19 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-09-30 | $166 | $185 | -$19 | -$19 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-10-31 | $131 | $146 | -$15 | -$15 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-11-30 | $195 | $217 | -$22 | -$22 |
| FEDERAL HOME LN MTG CORP | P | 2011-11-10 | 2018-12-31 | $5,427 | $6,033 | -$606 | -$606 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-01-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-02-28 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-03-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-04-30 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-05-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-06-30 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-07-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-08-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-09-30 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-10-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-11-30 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-20 | 2018-12-31 | $1 | $1 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-01-31 | $66 | $31 | $35 | $35 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-02-28 | $29 | $13 | $16 | $16 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-03-31 | $47 | $22 | $25 | $25 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-04-30 | $87 | $41 | $46 | $46 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-05-31 | $61 | $28 | $33 | $33 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-06-30 | $53 | $25 | $28 | $28 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-07-31 | $16 | $8 | $8 | $8 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-08-31 | $81 | $38 | $43 | $43 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-09-30 | $36 | $17 | $19 | $19 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-10-31 | $30 | $14 | $16 | $16 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-11-30 | $32 | $15 | $17 | $17 |
| FEDERAL NATL MTG ASSN | P | 2006-02-07 | 2018-12-31 | $42 | $20 | $22 | $22 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-01-31 | $132 | $141 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-02-28 | $59 | $63 | -$4 | -$4 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-03-31 | $143 | $153 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-04-30 | $63 | $67 | -$4 | -$4 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-05-31 | $127 | $136 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-06-30 | $87 | $93 | -$6 | -$6 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-07-31 | $20 | $22 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-08-31 | $53 | $56 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-09-30 | $161 | $172 | -$11 | -$11 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-10-31 | $20 | $21 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-11-30 | $154 | $165 | -$11 | -$11 |
| FEDERAL NATL MTG ASSN | P | 2004-06-21 | 2018-12-31 | $68 | $73 | -$5 | -$5 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-01-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-02-28 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-03-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-04-30 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-05-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-06-30 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-07-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-08-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-09-30 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-10-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-11-30 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2001-09-19 | 2018-12-31 | $2 | $2 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-06-30 | $3,907 | $4,104 | -$197 | -$197 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-07-31 | $3,957 | $4,156 | -$199 | -$199 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-08-31 | $4,092 | $4,298 | -$206 | -$206 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-09-30 | $3,165 | $3,325 | -$160 | -$160 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-10-31 | $3,878 | $4,073 | -$195 | -$195 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-11-30 | $3,283 | $3,448 | -$165 | -$165 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-12-31 | $3,311 | $3,478 | -$167 | -$167 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-01-31 | $207 | $219 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-02-28 | $208 | $220 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-03-31 | $209 | $221 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-04-30 | $257 | $271 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-05-31 | $241 | $255 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-06-30 | $216 | $228 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-07-31 | $217 | $229 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-08-31 | $244 | $258 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-09-30 | $193 | $203 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-10-31 | $223 | $235 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-11-30 | $247 | $261 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-12-31 | $248 | $262 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-01-31 | $234 | $250 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-02-28 | $233 | $249 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-03-31 | $226 | $242 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-04-30 | $251 | $268 | -$17 | -$17 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-05-31 | $230 | $246 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-06-30 | $229 | $245 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-07-31 | $8,030 | $8,574 | -$544 | -$544 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-08-31 | $199 | $212 | -$13 | -$13 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-09-30 | $200 | $213 | -$13 | -$13 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-10-31 | $200 | $214 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-11-30 | $201 | $215 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-12-31 | $202 | $216 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-01-31 | $69 | $72 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-02-28 | $69 | $72 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-03-31 | $69 | $72 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-04-30 | $69 | $72 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-05-31 | $65 | $67 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-06-30 | $5,316 | $5,553 | -$237 | -$237 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-07-31 | $45 | $47 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-08-31 | $45 | $47 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-09-30 | $45 | $47 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-10-31 | $45 | $47 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-11-30 | $49 | $52 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2010-12-23 | 2018-12-31 | $53 | $56 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-01-31 | $20 | $20 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-02-28 | $14 | $14 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-03-31 | $14 | $14 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-04-30 | $14 | $14 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-05-31 | $14 | $14 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-06-30 | $14 | $14 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-07-31 | $446 | $457 | -$11 | -$11 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-08-31 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-09-30 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-10-31 | $13 | $13 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-11-30 | $13 | $14 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2003-12-23 | 2018-12-31 | $383 | $393 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-01-31 | $84 | $87 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-02-28 | $85 | $88 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-03-31 | $85 | $88 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-04-30 | $117 | $121 | -$4 | -$4 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-05-31 | $86 | $89 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-06-30 | $121 | $124 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-07-31 | $87 | $90 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-08-31 | $88 | $91 | -$3 | -$3 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-09-30 | $4,114 | $4,250 | -$136 | -$136 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-10-31 | $40 | $41 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-11-30 | $74 | $76 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2005-01-27 | 2018-12-31 | $40 | $42 | -$2 | -$2 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-01-31 | $1,208 | $1,255 | -$47 | -$47 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-02-28 | $103 | $107 | -$4 | -$4 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-03-31 | $469 | $487 | -$18 | -$18 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-04-30 | $272 | $282 | -$10 | -$10 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-05-31 | $995 | $1,034 | -$39 | -$39 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-06-30 | $582 | $604 | -$22 | -$22 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-07-31 | $675 | $701 | -$26 | -$26 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-08-31 | $363 | $377 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-09-30 | $1,135 | $1,179 | -$44 | -$44 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-10-31 | $812 | $843 | -$31 | -$31 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-11-30 | $760 | $789 | -$29 | -$29 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-12-31 | $423 | $440 | -$17 | -$17 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-01-31 | $159 | $170 | -$11 | -$11 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-02-28 | $156 | $167 | -$11 | -$11 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-03-31 | $2,052 | $2,186 | -$134 | -$134 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-04-30 | $1,201 | $1,279 | -$78 | -$78 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-05-31 | $138 | $147 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-06-30 | $147 | $156 | -$9 | -$9 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-07-31 | $2,651 | $2,824 | -$173 | -$173 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-08-31 | $122 | $130 | -$8 | -$8 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-09-30 | $104 | $110 | -$6 | -$6 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-10-31 | $113 | $121 | -$8 | -$8 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-11-30 | $123 | $131 | -$8 | -$8 |
| FEDERAL NATL MTG ASSN | P | 2011-01-04 | 2018-12-31 | $4,621 | $4,923 | -$302 | -$302 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-01-31 | $46 | $45 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-02-28 | $46 | $46 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-03-31 | $46 | $46 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-04-30 | $47 | $46 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-05-31 | $47 | $46 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-06-30 | $47 | $47 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-07-31 | $47 | $47 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-08-31 | $48 | $47 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-09-30 | $48 | $47 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-10-31 | $48 | $48 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-11-30 | $48 | $48 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-12-31 | $49 | $48 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-01-31 | $906 | $1,077 | -$171 | -$171 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-02-28 | $853 | $1,016 | -$163 | -$163 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-03-31 | $1,119 | $1,338 | -$219 | -$219 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-04-30 | $755 | $906 | -$151 | -$151 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-05-31 | $79 | $96 | -$17 | -$17 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-06-30 | $859 | $1,036 | -$177 | -$177 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-07-31 | $76 | $93 | -$17 | -$17 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-08-31 | $72 | $87 | -$15 | -$15 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-09-30 | $73 | $89 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-10-31 | $148 | $181 | -$33 | -$33 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-11-30 | $1,374 | $1,684 | -$310 | -$310 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-12-31 | $84 | $103 | -$19 | -$19 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-01-31 | $79 | $91 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-02-28 | $614 | $707 | -$93 | -$93 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-03-31 | $664 | $768 | -$104 | -$104 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-04-30 | $79 | $91 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-05-31 | $85 | $99 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-06-30 | $71 | $83 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-07-31 | $71 | $83 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-08-31 | $69 | $81 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-09-30 | $68 | $81 | -$13 | -$13 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-10-31 | $1,527 | $1,807 | -$280 | -$280 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-11-30 | $737 | $875 | -$138 | -$138 |
| FEDERAL NATL MTG ASSN | P | 2010-12-06 | 2018-12-31 | $617 | $735 | -$118 | -$118 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-01-31 | $96 | $115 | -$19 | -$19 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-02-28 | $91 | $110 | -$19 | -$19 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-03-31 | $1,499 | $1,818 | -$319 | -$319 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-04-30 | $74 | $90 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-05-31 | $1,275 | $1,555 | -$280 | -$280 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-06-30 | $79 | $97 | -$18 | -$18 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-07-31 | $78 | $95 | -$17 | -$17 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-08-31 | $624 | $768 | -$144 | -$144 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-09-30 | $80 | $98 | -$18 | -$18 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-10-31 | $702 | $870 | -$168 | -$168 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-11-30 | $62 | $77 | -$15 | -$15 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-12-31 | $66 | $82 | -$16 | -$16 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-01-31 | $136 | $163 | -$27 | -$27 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-02-28 | $87 | $105 | -$18 | -$18 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-03-31 | $1,068 | $1,292 | -$224 | -$224 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-04-30 | $87 | $106 | -$19 | -$19 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-05-31 | $662 | $805 | -$143 | -$143 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-06-30 | $81 | $99 | -$18 | -$18 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-07-31 | $1,849 | $2,264 | -$415 | -$415 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-08-31 | $116 | $142 | -$26 | -$26 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-09-30 | $112 | $138 | -$26 | -$26 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-10-31 | $91 | $113 | -$22 | -$22 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-11-30 | $92 | $115 | -$23 | -$23 |
| FEDERAL NATL MTG ASSN | P | 2013-02-25 | 2018-12-31 | $724 | $902 | -$178 | -$178 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-01-31 | $457 | $550 | -$93 | -$93 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-02-28 | $72 | $87 | -$15 | -$15 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-03-31 | $1,203 | $1,457 | -$254 | -$254 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-04-30 | $873 | $1,059 | -$186 | -$186 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-05-31 | $684 | $833 | -$149 | -$149 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-06-30 | $925 | $1,130 | -$205 | -$205 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-07-31 | $415 | $509 | -$94 | -$94 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-08-31 | $55 | $67 | -$12 | -$12 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-09-30 | $56 | $70 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-10-31 | $61 | $75 | -$14 | -$14 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-11-30 | $653 | $810 | -$157 | -$157 |
| FEDERAL NATL MTG ASSN | P | 2010-12-03 | 2018-12-31 | $54 | $67 | -$13 | -$13 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-01-31 | $651 | $799 | -$148 | -$148 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-02-28 | $101 | $123 | -$22 | -$22 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-03-31 | $895 | $1,103 | -$208 | -$208 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-04-30 | $519 | $642 | -$123 | -$123 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-05-31 | $576 | $715 | -$139 | -$139 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-06-30 | $357 | $444 | -$87 | -$87 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-07-31 | $555 | $693 | -$138 | -$138 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-08-31 | $929 | $1,163 | -$234 | -$234 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-09-30 | $264 | $332 | -$68 | -$68 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-10-31 | $363 | $457 | -$94 | -$94 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-11-30 | $274 | $347 | -$73 | -$73 |
| FEDERAL NATIONAL MORTGAGE | P | 2013-02-25 | 2018-12-31 | $1,123 | $1,424 | -$301 | -$301 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-01-31 | $22 | $21 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-02-28 | $22 | $21 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-03-31 | $40 | $40 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-04-30 | $20 | $20 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-05-31 | $755 | $751 | $4 | $4 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-06-30 | $19 | $19 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-07-31 | $18 | $18 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-08-31 | $19 | $19 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-09-30 | $19 | $19 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-10-31 | $156 | $155 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-11-30 | $19 | $19 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2006-06-22 | 2018-12-31 | $254 | $253 | $1 | $1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-01-31 | $12 | $12 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-02-28 | $12 | $12 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-03-31 | $12 | $12 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-04-30 | $12 | $12 | $0 | $0 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-05-31 | $13 | $14 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-06-30 | $13 | $14 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-07-31 | $13 | $14 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-08-31 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-09-30 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-10-31 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-11-30 | $12 | $13 | -$1 | -$1 |
| FEDERAL NATL MTG ASSN | P | 2007-11-27 | 2018-12-31 | $13 | $13 | $0 | $0 |
| FEDEX CORPORATION | P | 2015-09-15 | 2018-10-05 | $3,523 | $2,298 | $1,225 | $1,225 |
| FEDEX CORPORATION | P | 2015-11-23 | 2018-10-05 | $25,835 | $18,015 | $7,820 | $7,820 |
| FEDEX CORPORATION | P | 2016-06-16 | 2018-10-05 | $7,046 | $4,838 | $2,208 | $2,208 |
| FEDEX CORPORATION | P | 2016-12-12 | 2018-10-05 | $11,743 | $9,882 | $1,861 | $1,861 |
| FEDEX CORPORATION | P | 2017-04-28 | 2018-10-05 | $14,092 | $11,442 | $2,650 | $2,650 |
| FERGUSON PLC | P | 2017-01-25 | 2018-07-09 | $2,639 | $2,155 | $484 | $484 |
| FERGUSON PLC | P | 2017-02-21 | 2018-07-09 | $1,109 | $902 | $207 | $207 |
| FERRO CORP | P | 2017-03-29 | 2018-10-17 | $8,946 | $7,242 | $1,704 | $1,704 |
| FERRO CORP | P | 2017-06-27 | 2018-10-17 | $1,643 | $1,605 | $38 | $38 |
| F5 NETWORKS INC | P | 2017-09-29 | 2018-10-05 | $31,533 | $20,866 | $10,667 | $10,667 |
| F5 NETWORKS INC | P | 2017-10-06 | 2018-10-17 | $28,038 | $19,535 | $8,503 | $8,503 |
| FIBROGEN INC | P | 2015-07-24 | 2018-10-18 | $13,583 | $6,047 | $7,536 | $7,536 |
| FIBROGEN INC | P | 2015-10-26 | 2018-10-18 | $543 | $222 | $321 | $321 |
| FIBROGEN INC | P | 2017-02-21 | 2018-10-18 | $3,260 | $1,452 | $1,808 | $1,808 |
| FIBROGEN INC | P | 2017-06-27 | 2018-10-18 | $1,630 | $989 | $641 | $641 |
| FIBRIA CELULOSE S A | P | 2014-12-02 | 2018-09-12 | $593 | $390 | $203 | $203 |
| FIBRIA CELULOSE S A | P | 2016-11-16 | 2018-09-12 | $93 | $41 | $52 | $52 |
| FIBRIA CELULOSE S A | P | 2017-02-17 | 2018-09-12 | $185 | $91 | $94 | $94 |
| FIBRIA CELULOSE S A | P | 2017-02-21 | 2018-09-12 | $185 | $91 | $94 | $94 |
| FIBRIA CELULOSE S A | P | 2017-05-15 | 2018-09-12 | $278 | $141 | $137 | $137 |
| FIBRIA CELULOSE S A | P | 2017-06-27 | 2018-09-12 | $278 | $152 | $126 | $126 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2014-12-26 | 2018-10-05 | $30,948 | $18,303 | $12,645 | $12,645 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2014-12-30 | 2018-10-05 | $1,075 | $633 | $442 | $442 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2015-01-26 | 2018-10-05 | $1,075 | $625 | $450 | $450 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2016-12-12 | 2018-10-05 | $7,522 | $5,316 | $2,206 | $2,206 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2017-02-14 | 2018-10-05 | $3,224 | $2,417 | $807 | $807 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2015-05-19 | 2018-10-18 | $14,405 | $12,396 | $2,009 | $2,009 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2015-06-12 | 2018-10-18 | $176 | $143 | $33 | $33 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2015-07-23 | 2018-10-18 | $527 | $455 | $72 | $72 |
| FIFTH THIRD BANCORP | P | 2017-03-29 | 2018-10-05 | $44,575 | $39,565 | $5,010 | $5,010 |
| FIFTH THIRD BANCORP | P | 2017-04-28 | 2018-10-05 | $1,129 | $985 | $144 | $144 |
| 51JOB INC SPONSORED ADR REPSTG | P | 2017-02-21 | 2018-07-09 | $575 | $218 | $357 | $357 |
| 51JOB INC SPONSORED ADR REPSTG | P | 2017-05-15 | 2018-07-09 | $958 | $442 | $516 | $516 |
| 51JOB INC SPONSORED ADR REPSTG | P | 2017-06-27 | 2018-07-09 | $6,703 | $3,159 | $3,544 | $3,544 |
| FINISAR CORP | P | 2014-12-26 | 2018-05-31 | $1,272 | $1,560 | -$288 | -$288 |
| FINISAR CORP | P | 2015-02-13 | 2018-05-31 | $1,288 | $1,652 | -$364 | -$364 |
| FINISAR CORP | P | 2015-03-25 | 2018-05-31 | $322 | $431 | -$109 | -$109 |
| FINISAR CORP | P | 2015-05-19 | 2018-05-31 | $161 | $217 | -$56 | -$56 |
| FINISAR CORP | P | 2015-06-17 | 2018-05-31 | $161 | $218 | -$57 | -$57 |
| FINISAR CORP | P | 2014-12-26 | 2018-07-02 | $635 | $691 | -$56 | -$56 |
| FINISAR CORP | P | 2014-12-26 | 2018-08-07 | $2,670 | $2,883 | -$213 | -$213 |
| FIRST BANCORP INC ME | P | 2017-03-29 | 2018-10-18 | $12,867 | $12,335 | $532 | $532 |
| FIRST COMWLTH FINL CORP | P | 2017-05-28 | 2018-10-05 | $23,434 | $19,964 | $3,470 | $3,470 |
| FIRST COMWLTH FINL CORP | P | 2017-06-22 | 2018-10-05 | $638 | $522 | $116 | $116 |
| FIRST COMWLTH FINL CORP | P | 2017-07-27 | 2018-10-05 | $1,754 | $1,423 | $331 | $331 |
| FIRST COMMUNITY BANCSHARES INC | P | 2015-03-25 | 2018-10-18 | $10,802 | $5,694 | $5,108 | $5,108 |
| FIRST COMMUNITY BANCSHARES INC | P | 2017-03-29 | 2018-10-18 | $9,789 | $7,242 | $2,547 | $2,547 |
| FIRST FINL BANCORP | P | 2017-06-22 | 2018-10-18 | $13,095 | $12,042 | $1,053 | $1,053 |
| FIRST FINL BANCORP | P | 2017-07-27 | 2018-10-18 | $5,392 | $4,878 | $514 | $514 |
| FIRST LONG IS CORP | P | 2016-12-12 | 2018-03-27 | $3,826 | $3,880 | -$54 | -$54 |
| FIRST LONG IS CORP | P | 2016-12-12 | 2018-04-30 | $4,869 | $5,117 | -$248 | -$248 |
| FIRST LONG IS CORP | P | 2016-12-12 | 2018-05-31 | $4,156 | $4,498 | -$342 | -$342 |
| FIRST LONG IS CORP | P | 2017-04-28 | 2018-05-31 | $4,416 | $4,735 | -$319 | -$319 |
| FIRSTCASH INC | P | 2014-12-30 | 2018-03-27 | $3,007 | $2,081 | $926 | $926 |
| FIRSTCASH INC | P | 2014-12-26 | 2018-10-05 | $3,840 | $2,808 | $1,032 | $1,032 |
| FIRSTCASH INC | P | 2014-12-30 | 2018-10-05 | $5,606 | $4,106 | $1,500 | $1,500 |
| FIRSTCASH INC | P | 2017-02-21 | 2018-10-05 | $2,304 | $1,298 | $1,006 | $1,006 |
| FIRSTCASH INC | P | 2017-07-27 | 2018-10-05 | $1,536 | $1,198 | $338 | $338 |
| FISERV INC | P | 2017-01-25 | 2018-10-05 | $67,737 | $45,602 | $22,135 | $22,135 |
| FIVE BELOW INC | P | 2014-12-30 | 2018-10-05 | $3,288 | $1,109 | $2,179 | $2,179 |
| FIVE BELOW INC | P | 2016-04-20 | 2018-10-05 | $3,523 | $1,260 | $2,263 | $2,263 |
| FIVE BELOW INC | P | 2016-09-14 | 2018-10-05 | $1,174 | $414 | $760 | $760 |
| FIVE BELOW INC | P | 2017-01-31 | 2018-10-05 | $2,348 | $797 | $1,551 | $1,551 |
| FIVE BELOW INC | P | 2017-02-21 | 2018-10-05 | $4,697 | $1,579 | $3,118 | $3,118 |
| FIVE BELOW INC | P | 2017-06-27 | 2018-10-05 | $1,174 | $485 | $689 | $689 |
| FIVE BELOW INC | P | 2017-07-27 | 2018-10-05 | $2,348 | $955 | $1,393 | $1,393 |
| FIVE9 INC | P | 2017-06-27 | 2018-10-18 | $14,439 | $8,311 | $6,128 | $6,128 |
| FIVE9 INC | P | 2017-10-06 | 2018-10-18 | $1,327 | $867 | $460 | $460 |
| FLEETCOR TECHNOLOGIES INC | P | 2014-12-26 | 2018-10-05 | $11,907 | $8,210 | $3,697 | $3,697 |
| FLEETCOR TECHNOLOGIES INC | P | 2014-12-30 | 2018-10-05 | $6,495 | $4,472 | $2,023 | $2,023 |
| FLEETCOR TECHNOLOGIES INC | P | 2015-12-23 | 2018-10-05 | $2,165 | $1,453 | $712 | $712 |
| FLEETCOR TECHNOLOGIES INC | P | 2016-12-12 | 2018-10-05 | $4,330 | $3,022 | $1,308 | $1,308 |
| FLETCHER BLDG LTD | P | 2000-01-01 | 2018-06-01 | $199 | $199 | $199 | |
| FLUOR CORP | P | 2017-09-29 | 2018-10-05 | $23,597 | $16,972 | $6,625 | $6,625 |
| FLUOR CORP | P | 2017-10-06 | 2018-10-17 | $28,085 | $25,699 | $2,386 | $2,386 |
| FLY LEASING LTD | P | 2016-11-16 | 2018-03-27 | $801 | $754 | $47 | $47 |
| FLY LEASING LTD | P | 2016-08-22 | 2018-07-09 | $4,660 | $3,991 | $669 | $669 |
| FOMENTO ECONOMICO MEXICANO S A DE | P | 2014-12-30 | 2018-09-12 | $4,758 | $4,504 | $254 | $254 |
| FOMENTO ECONOMICO MEXICANO S A DE | P | 2015-09-04 | 2018-09-12 | $3,807 | $3,446 | $361 | $361 |
| FOMENTO ECONOMICO MEXICANO S A DE | P | 2017-02-21 | 2018-09-12 | $1,427 | $1,210 | $217 | $217 |
| FORD MOTOR CO | P | 2016-01-27 | 2018-02-21 | $2,352 | $2,648 | -$296 | -$296 |
| FORD MTR CR CO LLC UNSECD SR GBL | P | 2017-06-13 | 2018-08-09 | $122,259 | $126,914 | -$4,655 | -$4,655 |
| FORRESTER RESH INC | P | 2017-02-21 | 2018-03-27 | $3,999 | $3,546 | $453 | $453 |
| FORRESTER RESH INC | P | 2017-02-21 | 2018-10-17 | $11,091 | $9,891 | $1,200 | $1,200 |
| FORTUNE BRANDS HOME & SEC INC | P | 2014-12-26 | 2018-10-18 | $16,633 | $15,898 | $735 | $735 |
| FORTUNE BRANDS HOME & SEC INC | P | 2016-01-26 | 2018-10-18 | $1,171 | $1,196 | -$25 | -$25 |
| FRANKLIN ELEC INC | P | 2017-02-21 | 2018-05-31 | $2,045 | $1,934 | $111 | $111 |
| FRANKLIN ELEC INC | P | 2014-12-26 | 2018-10-18 | $5,630 | $4,956 | $674 | $674 |
| FRANKLIN ELEC INC | P | 2017-02-21 | 2018-10-18 | $1,126 | $1,143 | -$17 | -$17 |
| FRANKLIN ELEC INC | P | 2017-05-23 | 2018-10-18 | $433 | $378 | $55 | $55 |
| FRANKLIN ELEC INC | P | 2017-06-27 | 2018-10-18 | $1,299 | $1,187 | $112 | $112 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2015-07-23 | 2018-08-22 | $3,497 | $3,324 | $173 | $173 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-05-30 | 2018-08-22 | $5,514 | $4,486 | $1,028 | $1,028 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2015-07-23 | 2018-10-17 | $18,044 | $19,795 | -$1,751 | -$1,751 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2016-10-28 | 2018-10-17 | $63 | $54 | $9 | $9 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2016-11-16 | 2018-10-17 | $63 | $68 | -$5 | -$5 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-05-23 | 2018-10-17 | $566 | $535 | $31 | $31 |
| FRONTDOOR INC | P | 2017-10-06 | 2018-11-02 | $17 | $16 | $1 | $1 |
| HB FULLER CO | P | 2017-07-27 | 2018-10-17 | $10,487 | $11,500 | -$1,013 | -$1,013 |
| GEA GROUP AG | P | 2015-10-14 | 2018-04-30 | $3,476 | $3,667 | -$191 | -$191 |
| GEA GROUP AG | P | 2015-10-14 | 2018-07-02 | $8,080 | $10,136 | -$2,056 | -$2,056 |
| GEO GROUP INC | P | 2015-03-25 | 2018-01-18 | $668 | $843 | -$175 | -$175 |
| GEO GROUP INC | P | 2014-12-30 | 2018-05-31 | $704 | $717 | -$13 | -$13 |
| GEO GROUP INC | P | 2014-12-30 | 2018-08-07 | $4,807 | $4,749 | $58 | $58 |
| GEO GROUP INC | P | 2014-12-26 | 2018-10-05 | $3,603 | $3,507 | $96 | $96 |
| GEO GROUP INC | P | 2014-12-30 | 2018-10-05 | $240 | $234 | $6 | $6 |
| GCP APPLIED TECHNOLOGIES INC | P | 2016-07-28 | 2018-09-13 | $9,135 | $9,849 | -$714 | -$714 |
| GW PHARMACEUTICALS PLC | P | 2016-12-28 | 2018-07-09 | $2,874 | $2,107 | $767 | $767 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-01-31 | $42 | $47 | -$5 | -$5 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-02-28 | $348 | $385 | -$37 | -$37 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-03-31 | $40 | $44 | -$4 | -$4 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-04-30 | $43 | $47 | -$4 | -$4 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-05-31 | $43 | $48 | -$5 | -$5 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-06-30 | $235 | $261 | -$26 | -$26 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-07-31 | $258 | $286 | -$28 | -$28 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-08-31 | $43 | $47 | -$4 | -$4 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-09-30 | $35 | $38 | -$3 | -$3 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-10-31 | $218 | $242 | -$24 | -$24 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-11-30 | $259 | $287 | -$28 | -$28 |
| GOVERNMENT NATL MTG ASSN | P | 2004-06-21 | 2018-12-31 | $172 | $190 | -$18 | -$18 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-01-31 | $175 | $191 | -$16 | -$16 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-02-28 | $234 | $255 | -$21 | -$21 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-03-31 | $46 | $50 | -$4 | -$4 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-04-30 | $42 | $46 | -$4 | -$4 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-05-31 | $128 | $139 | -$11 | -$11 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-06-30 | $86 | $94 | -$8 | -$8 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-07-31 | $345 | $376 | -$31 | -$31 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-08-31 | $139 | $152 | -$13 | -$13 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-09-30 | $141 | $154 | -$13 | -$13 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-10-31 | $55 | $60 | -$5 | -$5 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-11-30 | $268 | $293 | -$25 | -$25 |
| GOVERNMENT NATL MTG ASSN | P | 2004-09-22 | 2018-12-31 | $111 | $121 | -$10 | -$10 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-01-31 | $279 | $295 | -$16 | -$16 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-02-28 | $1,165 | $1,234 | -$69 | -$69 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-03-31 | $842 | $891 | -$49 | -$49 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-04-30 | $575 | $609 | -$34 | -$34 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-05-31 | $1,210 | $1,281 | -$71 | -$71 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-06-30 | $576 | $610 | -$34 | -$34 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-07-31 | $700 | $742 | -$42 | -$42 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-08-31 | $873 | $925 | -$52 | -$52 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-09-30 | $911 | $964 | -$53 | -$53 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-10-31 | $349 | $369 | -$20 | -$20 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-11-30 | $516 | $546 | -$30 | -$30 |
| GOVERNMENT NATIONAL MORTGAGE | P | 2013-02-25 | 2018-12-31 | $1,111 | $1,176 | -$65 | -$65 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-01-31 | $18 | $18 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-02-28 | $430 | $449 | -$19 | -$19 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-03-31 | $17 | $18 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-04-30 | $18 | $18 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-05-31 | $1 | $1 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-05-31 | $17 | $17 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-06-30 | $18 | $19 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-07-31 | $18 | $18 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-08-31 | $481 | $502 | -$21 | -$21 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-09-30 | $241 | $252 | -$11 | -$11 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-10-31 | $400 | $418 | -$18 | -$18 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-12-15 | $21 | $22 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-12-31 | $774 | $809 | -$35 | -$35 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-01-31 | $52 | $65 | -$13 | -$13 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-02-28 | $52 | $64 | -$12 | -$12 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-03-31 | $52 | $64 | -$12 | -$12 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-04-30 | $51 | $63 | -$12 | -$12 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-05-31 | $81 | $100 | -$19 | -$19 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-06-30 | $58 | $72 | -$14 | -$14 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-07-31 | $52 | $64 | -$12 | -$12 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-08-31 | $58 | $72 | -$14 | -$14 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-09-30 | $57 | $71 | -$14 | -$14 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-25 | 2018-10-31 | $5 | $6 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-27 | 2018-10-31 | $53 | $65 | -$12 | -$12 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-27 | 2018-11-30 | $59 | $74 | -$15 | -$15 |
| GOVERNMENT NATL MTG ASSN | P | 2005-01-27 | 2018-12-31 | $60 | $74 | -$14 | -$14 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-01-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-02-28 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-03-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-04-30 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-05-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-06-30 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-07-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-08-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-09-30 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-10-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-12-15 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-01-25 | 2018-12-31 | $6 | $7 | -$1 | -$1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-01-31 | $76 | $75 | $1 | $1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-02-28 | $77 | $75 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-03-31 | $77 | $75 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-04-30 | $77 | $76 | $1 | $1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-05-31 | $78 | $76 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-06-30 | $56 | $55 | $1 | $1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-06-30 | $22 | $22 | $0 | $0 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-07-31 | $78 | $77 | $1 | $1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-08-31 | $79 | $77 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-09-30 | $79 | $77 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-10-31 | $79 | $78 | $1 | $1 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-12-15 | $80 | $78 | $2 | $2 |
| GOVERNMENT NATL MTG ASSN | P | 2008-07-23 | 2018-12-31 | $80 | $78 | $2 | $2 |
| GALAPAGOS NV | P | 2017-05-15 | 2018-07-09 | $191 | $175 | $16 | $16 |
| GARTNER GROUP INC NEW CL A | P | 2014-12-26 | 2018-10-17 | $19,456 | $11,132 | $8,324 | $8,324 |
| GARTNER GROUP INC NEW CL A | P | 2014-12-30 | 2018-10-17 | $1,497 | $853 | $644 | $644 |
| GARTNER GROUP INC NEW CL A | P | 2015-10-14 | 2018-10-17 | $4,490 | $2,550 | $1,940 | $1,940 |
| GAZPROM O A O SPONSORED ADR REG S | P | 2014-12-30 | 2018-05-31 | $3,221 | $3,352 | -$131 | -$131 |
| GAZPROM O A O SPONSORED ADR REG S | P | 2014-12-30 | 2018-07-09 | $2,612 | $2,655 | -$43 | -$43 |
| GAZPROM O A O SPONSORED ADR REG S | P | 2014-12-30 | 2018-08-09 | $5,100 | $5,592 | -$492 | -$492 |
| GENERAC HLDGS INC | P | 2014-12-26 | 2018-03-27 | $2,538 | $2,674 | -$136 | -$136 |
| GENERAC HLDGS INC | P | 2015-03-25 | 2018-03-27 | $453 | $490 | -$37 | -$37 |
| GENERAC HLDGS INC | P | 2014-12-26 | 2018-04-30 | $4,318 | $4,585 | -$267 | -$267 |
| GENERAC HLDGS INC | P | 2014-12-26 | 2018-10-17 | $4,332 | $3,677 | $655 | $655 |
| GENERAC HLDGS INC | P | 2017-02-21 | 2018-10-17 | $4,501 | $3,228 | $1,273 | $1,273 |
| GENERAC HLDGS INC | P | 2017-06-27 | 2018-10-17 | $1,125 | $710 | $415 | $415 |
| GENERAL ELEC CAP CORP | P | 2015-02-23 | 2018-02-20 | $50,357 | $51,540 | -$1,183 | -$1,183 |
| GENERAL ELEC CAP CORP | P | 2015-02-23 | 2018-02-20 | $16,778 | $17,180 | -$402 | -$402 |
| GENERAL ELEC CAP CORP | P | 2015-02-23 | 2018-02-20 | $56,256 | $57,604 | -$1,348 | -$1,348 |
| GENERAL MTRS CO | P | 2014-11-20 | 2018-10-05 | $48,360 | $45,450 | $2,910 | $2,910 |
| GENERAL MTRS CO | P | 2017-04-28 | 2018-10-05 | $1,705 | $1,725 | -$20 | -$20 |
| GERMAN AMERN BANCORP | P | 2017-06-27 | 2018-10-18 | $12,780 | $12,799 | -$19 | -$19 |
| GETINGE AB | P | 2000-01-01 | 2018-01-22 | $135 | $135 | $135 | |
| GETINGE AB | P | 2016-12-12 | 2018-02-26 | $508 | $629 | -$121 | -$121 |
| GETINGE AB | P | 2016-12-12 | 2018-03-27 | $80 | $110 | -$30 | -$30 |
| GILEAD SCIENCES INC | P | 2017-01-25 | 2018-06-12 | $10,041 | $10,099 | -$58 | -$58 |
| GILEAD SCIENCES INC | P | 2013-02-11 | 2018-10-05 | $9,502 | $5,078 | $4,424 | $4,424 |
| GILEAD SCIENCES INC | P | 2013-08-05 | 2018-10-05 | $377 | $305 | $72 | $72 |
| GILEAD SCIENCES INC | P | 2017-03-29 | 2018-10-05 | $6,787 | $6,051 | $736 | $736 |
| GILEAD SCIENCES INC | P | 2017-04-28 | 2018-10-05 | $754 | $684 | $70 | $70 |
| GLENCORE XSTRATA PLC | P | 2014-12-30 | 2018-08-09 | $2,014 | $2,231 | -$217 | -$217 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2017-06-27 | 2018-10-17 | $7,984 | $6,604 | $1,380 | $1,380 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2017-10-06 | 2018-10-17 | $486 | $455 | $31 | $31 |
| GLOBAL PMTS INC | P | 2017-03-29 | 2018-10-05 | $40,919 | $26,831 | $14,088 | $14,088 |
| GLOBAL LOGISTIC PPTYS LTD | P | 2016-01-15 | 2018-02-01 | $14,066 | $7,312 | $6,754 | $6,754 |
| GLOBUS MED INC CL A | P | 2017-03-29 | 2018-10-05 | $19,695 | $11,517 | $8,178 | $8,178 |
| GOLDMAN SACHS GROUP INC | P | 2015-02-13 | 2018-10-05 | $73,645 | $62,274 | $11,371 | $11,371 |
| GOLDMAN SACHS GROUP INC | P | 2013-04-19 | 2018-01-22 | $150,000 | $151,893 | -$1,893 | -$1,893 |
| GOODYEAR TIRE AND RUBBER CO | P | 2014-12-26 | 2018-05-30 | $8,471 | $9,854 | -$1,383 | -$1,383 |
| GOODYEAR TIRE AND RUBBER CO | P | 2014-12-26 | 2018-07-02 | $897 | $1,111 | -$214 | -$214 |
| GOODYEAR TIRE AND RUBBER CO | P | 2014-12-30 | 2018-07-02 | $460 | $569 | -$109 | -$109 |
| GOVERNMENT NATL MTG ASSN | P | 2018-01-31 | $3,298 | $3,829 | -$531 | -$531 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-02-28 | $1,406 | $1,633 | -$227 | -$227 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-03-31 | $912 | $1,058 | -$146 | -$146 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-04-30 | $1,225 | $1,423 | -$198 | -$198 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-05-31 | $1,407 | $1,634 | -$227 | -$227 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-06-30 | $1,050 | $1,219 | -$169 | -$169 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-07-31 | $1,190 | $1,382 | -$192 | -$192 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-08-31 | $825 | $958 | -$133 | -$133 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-09-30 | $806 | $935 | -$129 | -$129 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-10-31 | $1,385 | $1,608 | -$223 | -$223 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-11-30 | $1,064 | $1,235 | -$171 | -$171 | |
| GOVERNMENT NATL MTG ASSN | P | 2018-12-31 | $1,811 | $2,102 | -$291 | -$291 | |
| GRAINGER W W INC | P | 2017-09-29 | 2018-10-05 | $33,210 | $17,114 | $16,096 | $16,096 |
| GRAMERCY PPTY TR | P | 2016-05-10 | 2018-02-21 | $15 | $18 | -$3 | -$3 |
| GRAMERCY PPTY TR | P | 2016-07-28 | 2018-02-21 | $296 | $385 | -$89 | -$89 |
| GRAMERCY PPTY TR | P | 2016-04-20 | 2018-04-30 | $16 | $17 | -$1 | -$1 |
| GRAMERCY PPTY TR | P | 2016-11-16 | 2018-04-30 | $1,186 | $1,238 | -$52 | -$52 |
| GRAMERCY PPTY TR | P | 2017-01-31 | 2018-04-30 | $474 | $520 | -$46 | -$46 |
| GRAMERCY PPTY TR | P | 2016-01-15 | 2018-10-05 | $10,052 | $7,365 | $2,687 | $2,687 |
| GRAND CANYON EDUCATION INC | P | 2017-06-27 | 2018-07-02 | $456 | $315 | $141 | $141 |
| GRAND CANYON EDUCATION INC | P | 2017-06-27 | 2018-09-13 | $4,004 | $2,833 | $1,171 | $1,171 |
| GRAND CANYON EDUCATION INC | P | 2017-07-27 | 2018-09-13 | $1,112 | $720 | $392 | $392 |
| GRAND CANYON EDUCATION INC | P | 2014-12-30 | 2018-10-18 | $8,676 | $3,398 | $5,278 | $5,278 |
| GRAND CANYON EDUCATION INC | P | 2017-02-21 | 2018-10-18 | $4,820 | $2,427 | $2,393 | $2,393 |
| GRAND CANYON EDUCATION INC | P | 2017-10-06 | 2018-10-18 | $10,002 | $7,410 | $2,592 | $2,592 |
| GRANITE CONSTR INC | P | 2017-02-21 | 2018-09-13 | $3,628 | $4,403 | -$775 | -$775 |
| GRANITE CONSTR INC | P | 2015-12-15 | 2018-10-17 | $2,076 | $1,973 | $103 | $103 |
| GRANITE CONSTR INC | P | 2016-07-28 | 2018-10-17 | $884 | $884 | $0 | $0 |
| GRANITE CONSTR INC | P | 2017-05-23 | 2018-10-17 | $442 | $442 | $0 | $0 |
| GRANITE CONSTR INC | P | 2017-06-27 | 2018-10-17 | $1,325 | $1,325 | $0 | $0 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-03-27 | $315 | $389 | -$74 | -$74 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-04-30 | $216 | $263 | -$47 | -$47 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-05-31 | $28 | $38 | -$10 | -$10 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-07-02 | $405 | $689 | -$284 | -$284 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-07-09 | $374 | $677 | -$303 | -$303 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-08-09 | $509 | $1,053 | -$544 | -$544 |
| GREAT WALL MTR CO LTD | P | 2015-12-15 | 2018-09-12 | $179 | $426 | -$247 | -$247 |
| GREEN DOT CORP | P | 2017-05-23 | 2018-10-05 | $24,122 | $10,473 | $13,649 | $13,649 |
| GREEN DOT CORP | P | 2017-06-27 | 2018-10-05 | $4,159 | $1,919 | $2,240 | $2,240 |
| GROUP 1 AUTOMOTIVE INC | P | 2015-01-25 | 2018-03-27 | $1,086 | $1,527 | -$441 | -$441 |
| GROUP 1 AUTOMOTIVE INC | P | 2015-04-24 | 2018-03-27 | $639 | $839 | -$200 | -$200 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-03-23 | 2018-04-30 | $1,996 | $2,414 | -$418 | -$418 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-04-28 | 2018-07-02 | $508 | $585 | -$77 | -$77 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-05-28 | 2018-09-13 | $737 | $683 | $54 | $54 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-07-27 | 2018-09-13 | $3,685 | $3,008 | $677 | $677 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2017-05-15 | 2018-08-09 | $172 | $211 | -$39 | -$39 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2017-06-27 | 2018-08-09 | $172 | $205 | -$33 | -$33 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2017-02-17 | 2018-09-12 | $112 | $170 | -$58 | -$58 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2017-02-21 | 2018-09-12 | $112 | $172 | -$60 | -$60 |
| GRUBHUB INC | P | 2016-07-28 | 2018-03-27 | $1,049 | $382 | $667 | $667 |
| GRUBHUB INC | P | 2016-10-28 | 2018-03-27 | $1,049 | $385 | $664 | $664 |
| GRUBHUB INC | P | 2017-02-21 | 2018-03-27 | $4,303 | $1,557 | $2,746 | $2,746 |
| GRUBHUB INC | P | 2015-07-24 | 2018-07-02 | $15,657 | $4,976 | $10,681 | $10,681 |
| GRUBHUB INC | P | 2017-02-21 | 2018-07-02 | $5,219 | $1,861 | $3,358 | $3,358 |
| GRUBHUB INC | P | 2017-06-27 | 2018-07-02 | $3,195 | $1,324 | $1,871 | $1,871 |
| GRUBHUB INC | P | 2015-07-24 | 2018-08-07 | $518 | $135 | $383 | $383 |
| GRUBHUB INC | P | 2015-07-24 | 2018-10-05 | $6,395 | $1,692 | $4,703 | $4,703 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2017-02-21 | 2018-07-09 | $819 | $781 | $38 | $38 |
| GRUPO FINANCIERO BANORTE S A B | P | 2017-01-25 | 2018-09-12 | $4,271 | $2,892 | $1,379 | $1,379 |
| GUIDEWIRE SOFTWARE INC | P | 2017-01-25 | 2018-10-17 | $27,567 | $15,683 | $11,884 | $11,884 |
| HCA INC | P | 2014-11-26 | 2018-09-10 | $10,049 | $9,975 | $74 | $74 |
| HDFC BANK LTD | P | 2017-05-15 | 2018-07-09 | $1,716 | $1,364 | $352 | $352 |
| HDFC BANK LTD | P | 2017-06-27 | 2018-07-09 | $5,363 | $4,341 | $1,022 | $1,022 |
| HSBC HOLDINGS PLC | P | 2013-02-07 | 2018-01-23 | $3,329 | $3,313 | $16 | $16 |
| HSBC HOLDINGS PLC | P | 2013-10-09 | 2018-01-23 | $6,103 | $5,917 | $186 | $186 |
| HSBC HOLDINGS PLC | P | 2013-01-07 | 2018-02-26 | $12,476 | $13,166 | -$690 | -$690 |
| HSBC HOLDINGS PLC | P | 2013-01-07 | 2018-03-27 | $1,009 | $1,129 | -$120 | -$120 |
| HSBC HOLDINGS PLC | P | 2013-01-08 | 2018-03-27 | $8,601 | $9,513 | -$912 | -$912 |
| HSBC HOLDINGS PLC | P | 2014-08-13 | 2018-03-27 | $9,850 | $10,923 | -$1,073 | -$1,073 |
| HP INC | P | 2014-11-20 | 2018-01-18 | $2,811 | $2,096 | $715 | $715 |
| HP INC | P | 2014-12-01 | 2018-01-18 | $2,319 | $1,818 | $501 | $501 |
| HP INC | P | 2015-11-23 | 2018-01-18 | $10,543 | $6,422 | $4,121 | $4,121 |
| HP INC | P | 2016-12-12 | 2018-01-18 | $1,593 | $1,074 | $519 | $519 |
| HAEMONETICS CORP MASS | P | 2016-09-14 | 2018-10-05 | $4,248 | $1,450 | $2,798 | $2,798 |
| HAEMONETICS CORP MASS | P | 2017-02-21 | 2018-10-05 | $8,496 | $3,025 | $5,471 | $5,471 |
| HAEMONETICS CORP MASS | P | 2017-06-27 | 2018-10-05 | $4,248 | $1,572 | $2,676 | $2,676 |
| HAEMONETICS CORP MASS | P | 2017-07-27 | 2018-10-05 | $2,124 | $789 | $1,335 | $1,335 |
| HALLIBURTON CO | P | 2017-06-23 | 2018-08-22 | $3,305 | $3,323 | -$18 | -$18 |
| HALLIBURTON CO | P | 2014-12-26 | 2018-10-05 | $16,263 | $15,455 | $808 | $808 |
| HALLIBURTON CO | P | 2014-12-30 | 2018-10-05 | $13,832 | $13,114 | $718 | $718 |
| HALOZYME THERAPEUTICS INC | P | 2014-12-30 | 2018-10-17 | $896 | $480 | $416 | $416 |
| HALOZYME THERAPEUTICS INC | P | 2015-08-12 | 2018-10-17 | $717 | $496 | $221 | $221 |
| HALOZYME THERAPEUTICS INC | P | 2015-10-26 | 2018-10-17 | $1,254 | $1,014 | $240 | $240 |
| HALOZYME THERAPEUTICS INC | P | 2016-01-15 | 2018-10-17 | $717 | $399 | $318 | $318 |
| HALOZYME THERAPEUTICS INC | P | 2016-05-06 | 2018-10-17 | $1,792 | $963 | $829 | $829 |
| HALOZYME THERAPEUTICS INC | P | 2016-07-28 | 2018-10-17 | $358 | $196 | $162 | $162 |
| HALOZYME THERAPEUTICS INC | P | 2017-02-21 | 2018-10-17 | $2,509 | $1,756 | $753 | $753 |
| HALOZYME THERAPEUTICS INC | P | 2017-04-28 | 2018-10-17 | $358 | $276 | $82 | $82 |
| HALOZYME THERAPEUTICS INC | P | 2017-06-27 | 2018-10-17 | $179 | $147 | $32 | $32 |
| HALOZYME THERAPEUTICS INC | P | 2017-07-27 | 2018-10-17 | $538 | $395 | $143 | $143 |
| HALOZYME THERAPEUTICS INC | P | 2017-10-06 | 2018-10-17 | $3,620 | $3,471 | $149 | $149 |
| HANCOCK WHITNEY CORP | P | 2017-01-22 | 2018-07-02 | $941 | $950 | -$9 | -$9 |
| HANCOCK WHITNEY CORP | P | 2017-02-21 | 2018-07-02 | $5,178 | $5,193 | -$15 | -$15 |
| HANCOCK WHITNEY CORP | P | 2017-06-27 | 2018-07-02 | $2,354 | $2,350 | $4 | $4 |
| HANCOCK WHITNEY CORP | P | 2015-03-25 | 2018-10-17 | $12,871 | $8,579 | $4,292 | $4,292 |
| HARRIS CORP | P | 2016-11-28 | 2018-01-18 | $24,547 | $17,272 | $7,275 | $7,275 |
| HARRIS CORP | P | 2016-12-12 | 2018-01-18 | $2,957 | $2,098 | $859 | $859 |
| HARSCO CORP | P | 2016-10-28 | 2018-10-17 | $5,598 | $2,051 | $3,547 | $3,547 |
| HARSCO CORP | P | 2017-01-31 | 2018-10-17 | $526 | $263 | $263 | $263 |
| HARSCO CORP | P | 2017-02-21 | 2018-10-17 | $2,365 | $1,265 | $1,100 | $1,100 |
| HARSCO CORP | P | 2017-03-29 | 2018-10-17 | $788 | $380 | $408 | $408 |
| HARSCO CORP | P | 2017-04-28 | 2018-10-17 | $263 | $131 | $132 | $132 |
| HARSCO CORP | P | 2017-06-27 | 2018-10-17 | $1,577 | $918 | $659 | $659 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2014-12-26 | 2018-10-18 | $13,299 | $12,062 | $1,237 | $1,237 |
| HASBRO INC | P | 2017-01-25 | 2018-03-27 | $4,155 | $4,241 | -$86 | -$86 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-04-28 | 2018-05-31 | $8,911 | $11,340 | -$2,429 | -$2,429 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-04-28 | 2018-08-07 | $1,885 | $2,175 | -$290 | -$290 |
| HEALTHCARE RLTY TR INC | P | 2016-05-26 | 2018-01-18 | $10,309 | $10,792 | -$483 | -$483 |
| HEALTHCARE RLTY TR INC | P | 2016-07-28 | 2018-01-18 | $1,178 | $1,405 | -$227 | -$227 |
| HEALTHCARE RLTY TR INC | P | 2016-09-14 | 2018-01-18 | $884 | $975 | -$91 | -$91 |
| HEALTHEQUITY INC | P | 2017-01-31 | 2018-03-27 | $1,264 | $922 | $342 | $342 |
| HEALTHEQUITY INC | P | 2017-02-21 | 2018-03-27 | $1,264 | $850 | $414 | $414 |
| HEALTHEQUITY INC | P | 2016-05-31 | 2018-10-05 | $11,192 | $3,728 | $7,464 | $7,464 |
| HEALTHEQUITY INC | P | 2017-03-29 | 2018-10-05 | $888 | $402 | $486 | $486 |
| HEALTHEQUITY INC | P | 2017-06-27 | 2018-10-05 | $3,553 | $2,063 | $1,490 | $1,490 |
| HECLA MINING COMPANY | P | 2014-12-30 | 2018-08-07 | $4,195 | $4,012 | $183 | $183 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2016-05-20 | 2018-03-27 | $539 | $799 | -$260 | -$260 |
| HELMERICH & PAYNE INC | P | 2017-09-29 | 2018-10-05 | $22,761 | $16,552 | $6,209 | $6,209 |
| HELMERICH & PAYNE INC | P | 2017-10-06 | 2018-10-17 | $25,822 | $19,602 | $6,220 | $6,220 |
| HENNES & MAURITZ AB | P | 2014-11-14 | 2018-01-23 | $3,908 | $8,223 | -$4,315 | -$4,315 |
| HENNES & MAURITZ AB | P | 2014-12-30 | 2018-01-23 | $7,203 | $15,651 | -$8,448 | -$8,448 |
| HERC HLDGS INC | P | 2017-06-27 | 2018-10-17 | $7,842 | $7,281 | $561 | $561 |
| HERC HLDGS INC | P | 2017-10-06 | 2018-10-17 | $660 | $803 | -$143 | -$143 |
| HERITAGE FINANCIAL CORP | P | 2017-01-31 | 2018-03-27 | $5,736 | $4,770 | $966 | $966 |
| HERITAGE FINANCIAL CORP | P | 2017-01-31 | 2018-10-18 | $12,563 | $9,769 | $2,794 | $2,794 |
| HERITAGE FINANCIAL CORP | P | 2017-02-21 | 2018-10-18 | $4,920 | $3,780 | $1,140 | $1,140 |
| HERON THERAPEUTICS INC | P | 2017-03-29 | 2018-10-17 | $9,954 | $5,081 | $4,873 | $4,873 |
| HERON THERAPEUTICS INC | P | 2017-06-27 | 2018-10-17 | $1,508 | $728 | $780 | $780 |
| HERON THERAPEUTICS INC | P | 2017-10-06 | 2018-10-17 | $1,387 | $765 | $622 | $622 |
| HIMAX TECHNOLOGIES INC SPONSORED | P | 2015-07-21 | 2018-02-26 | $1,682 | $1,606 | $76 | $76 |
| HILTON WORLDWIDE HLDGS INC | P | 2015-07-23 | 2018-10-17 | $7,043 | $5,302 | $1,741 | $1,741 |
| HILTON WORLDWIDE HLDGS INC | P | 2017-10-06 | 2018-10-17 | $26,372 | $24,470 | $1,902 | $1,902 |
| HOLLYFRONTIER CORP | P | 2017-09-29 | 2018-10-05 | $20,222 | $10,616 | $9,606 | $9,606 |
| HOLLYFRONTIER CORP | P | 2017-03-29 | 2018-10-17 | $13,809 | $5,823 | $7,986 | $7,986 |
| HOLLYFRONTIER CORP | P | 2017-06-28 | 2018-10-17 | $1,347 | $559 | $788 | $788 |
| HOLLYFRONTIER CORP | P | 2017-10-06 | 2018-10-17 | $16,840 | $8,826 | $8,014 | $8,014 |
| HOLOGIC INC | P | 2017-09-29 | 2018-10-05 | $18,599 | $17,108 | $1,491 | $1,491 |
| HOLOGIC INC | P | 2017-10-06 | 2018-10-18 | $17,447 | $16,089 | $1,358 | $1,358 |
| HOME BANCSHARES INC | P | 2015-12-15 | 2018-10-17 | $5,747 | $5,687 | $60 | $60 |
| HOME BANCSHARES INC | P | 2016-04-20 | 2018-10-17 | $1,642 | $1,718 | -$76 | -$76 |
| HOME BANCSHARES INC | P | 2016-07-28 | 2018-10-17 | $1,847 | $1,891 | -$44 | -$44 |
| HONDA MOTOR CO LTD ADR | P | 2014-11-14 | 2018-08-09 | $7,630 | $8,094 | -$464 | -$464 |
| HONDA MOTOR CO LTD ADR | P | 2014-11-18 | 2018-08-09 | $5,760 | $5,953 | -$193 | -$193 |
| HONDA MOTOR CO LTD ADR | P | 2017-02-17 | 2018-08-09 | $3,016 | $3,153 | -$137 | -$137 |
| HONDA MOTOR CO LTD ADR | P | 2017-02-21 | 2018-08-09 | $7,087 | $7,458 | -$371 | -$371 |
| HONDA MOTOR CO LTD ADR | P | 2017-03-17 | 2018-08-09 | $1,659 | $1,739 | -$80 | -$80 |
| HONDA MOTOR CO LTD ADR | P | 2014-11-18 | 2018-09-12 | $8,144 | $9,008 | -$864 | -$864 |
| HONDA MOTOR CO LTD ADR | P | 2017-01-25 | 2018-09-12 | $1,550 | $1,693 | -$143 | -$143 |
| HONG KONG EXCHANGES & CLEARING | P | 2015-09-16 | 2018-07-09 | $2,133 | $1,745 | $388 | $388 |
| HORACE MANN EDUCATORS CORP | P | 2017-02-21 | 2018-03-27 | $2,290 | $2,274 | $16 | $16 |
| HORACE MANN EDUCATORS CORP | P | 2016-11-16 | 2018-10-17 | $2,450 | $2,301 | $149 | $149 |
| HORACE MANN EDUCATORS CORP | P | 2017-02-21 | 2018-10-17 | $2,695 | $2,779 | -$84 | -$84 |
| HORACE MANN EDUCATORS CORP | P | 2017-03-29 | 2018-10-17 | $817 | $803 | $14 | $14 |
| HORACE MANN EDUCATORS CORP | P | 2017-06-27 | 2018-10-17 | $1,225 | $1,118 | $107 | $107 |
| HORACE MANN EDUCATORS CORP | P | 2017-07-27 | 2018-10-17 | $817 | $735 | $82 | $82 |
| HORACE MANN EDUCATORS CORP | P | 2017-10-06 | 2018-10-17 | $3,674 | $3,580 | $94 | $94 |
| HORMEL FOODS CORP | P | 2017-10-06 | 2018-10-17 | $31,599 | $24,510 | $7,089 | $7,089 |
| HOST HOTELS & RESORTS INC | P | 2015-09-03 | 2018-10-17 | $13,306 | $12,069 | $1,237 | $1,237 |
| HOST HOTELS & RESORTS INC | P | 2015-10-14 | 2018-10-17 | $292 | $259 | $33 | $33 |
| HOST HOTELS & RESORTS INC | P | 2015-11-19 | 2018-10-17 | $97 | $82 | $15 | $15 |
| HOST HOTELS & RESORTS INC | P | 2015-12-21 | 2018-10-17 | $97 | $76 | $21 | $21 |
| HOST HOTELS & RESORTS INC | P | 2016-02-23 | 2018-10-17 | $97 | $76 | $21 | $21 |
| HOST HOTELS & RESORTS INC | P | 2016-04-05 | 2018-10-17 | $292 | $232 | $60 | $60 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2016-10-28 | 2018-01-18 | $258 | $389 | -$131 | -$131 |
| HUB GROUP INC CL A | P | 2017-10-06 | 2018-10-17 | $11,690 | $10,436 | $1,254 | $1,254 |
| HUAZHU GROUP LTD | P | 2017-01-25 | 2018-07-09 | $2,427 | $748 | $1,679 | $1,679 |
| HUAZHU GROUP LTD | P | 2017-05-15 | 2018-07-09 | $3,407 | $1,559 | $1,848 | $1,848 |
| HUBSPOT INC | P | 2016-06-16 | 2018-10-05 | $6,233 | $2,092 | $4,141 | $4,141 |
| HUBSPOT INC | P | 2016-07-28 | 2018-10-05 | $4,250 | $1,561 | $2,689 | $2,689 |
| HUBSPOT INC | P | 2016-11-16 | 2018-10-05 | $1,417 | $572 | $845 | $845 |
| HUBSPOT INC | P | 2017-02-21 | 2018-10-05 | $2,833 | $1,204 | $1,629 | $1,629 |
| HUBSPOT INC | P | 2017-06-27 | 2018-10-05 | $4,250 | $2,030 | $2,220 | $2,220 |
| HUMANA INC | P | 2014-12-30 | 2018-10-05 | $23,315 | $10,189 | $13,126 | $13,126 |
| HUMANA INC | P | 2016-02-23 | 2018-10-05 | $3,664 | $1,902 | $1,762 | $1,762 |
| HUMANA INC | P | 2017-01-25 | 2018-10-05 | $3,331 | $2,018 | $1,313 | $1,313 |
| HUMANA INC | P | 2017-03-29 | 2018-10-05 | $16,653 | $10,354 | $6,299 | $6,299 |
| HUNTINGTON INGALLS INDS INC | P | 2015-11-19 | 2018-10-18 | $9,795 | $5,595 | $4,200 | $4,200 |
| HYPERA SA | P | 2016-05-26 | 2018-05-31 | $2,909 | $3,320 | -$411 | -$411 |
| IAC / INTERACTIVECORP | P | 2017-02-14 | 2018-10-17 | $18,602 | $6,846 | $11,756 | $11,756 |
| IAC / INTERACTIVECORP | P | 2017-10-06 | 2018-10-17 | $18,602 | $11,007 | $7,595 | $7,595 |
| ICU MED INC | P | 2016-09-14 | 2018-10-18 | $3,796 | $1,707 | $2,089 | $2,089 |
| ICU MED INC | P | 2016-11-16 | 2018-10-18 | $2,711 | $1,450 | $1,261 | $1,261 |
| ICU MED INC | P | 2017-02-21 | 2018-10-18 | $2,711 | $1,532 | $1,179 | $1,179 |
| ICU MED INC | P | 2017-07-27 | 2018-10-18 | $2,711 | $1,697 | $1,014 | $1,014 |
| ICU MED INC | P | 2017-10-06 | 2018-10-18 | $8,676 | $6,127 | $2,549 | $2,549 |
| ILG INC | P | 2016-05-06 | 2018-09-01 | $1,509 | $860 | $649 | $649 |
| ILG INC | P | 2017-02-21 | 2018-09-01 | $4,458 | $2,540 | $1,918 | $1,918 |
| ILG INC | P | 2017-06-27 | 2018-09-01 | $343 | $279 | $64 | $64 |
| ISTAR FINL INC | P | 2016-01-21 | 2018-07-27 | $1,000 | $943 | $57 | $57 |
| ISTAR FINL INC | P | 2016-06-09 | 2018-07-27 | $3,000 | $2,850 | $150 | $150 |
| ISTAR FINL INC | P | 2016-01-21 | 2018-11-02 | $1,000 | $943 | $57 | $57 |
| ISTAR FINL INC | P | 2016-07-05 | 2018-11-02 | $1,000 | $943 | $57 | $57 |
| ITAU CORPBANCA | P | 2017-04-21 | 2018-07-09 | $4,237 | $4,102 | $135 | $135 |
| ITAU CORPBANCA | P | 2017-04-21 | 2018-07-10 | $1,549 | $1,495 | $54 | $54 |
| ITAU CORPBANCA | P | 2017-06-27 | 2018-07-10 | $2,361 | $2,170 | $191 | $191 |
| ITT INC | P | 2017-09-29 | 2018-10-05 | $26,407 | $19,659 | $6,748 | $6,748 |
| ICICI BK LTD ADR | P | 2014-11-14 | 2018-02-26 | $3,530 | $3,724 | -$194 | -$194 |
| ICICI BK LTD ADR | P | 2014-12-30 | 2018-02-26 | $4,072 | $4,281 | -$209 | -$209 |
| ICICI BK LTD ADR | P | 2014-12-30 | 2018-03-27 | $6,690 | $8,072 | -$1,382 | -$1,382 |
| IDEX CORP | P | 2016-12-12 | 2018-10-17 | $25,946 | $17,588 | $8,358 | $8,358 |
| IDEXX LABS INC | P | 2017-02-14 | 2018-10-05 | $36,455 | $22,646 | $13,809 | $13,809 |
| ILLINOIS TOOL WORKS INC | P | 2016-06-16 | 2018-10-05 | $24,681 | $18,509 | $6,172 | $6,172 |
| ILLINOIS TOOL WORKS INC | P | 2017-03-29 | 2018-10-05 | $19,633 | $18,502 | $1,131 | $1,131 |
| ILLUMINA INC | P | 2016-07-28 | 2018-08-03 | $44,017 | $22,037 | $21,980 | $21,980 |
| ILLUMINA INC | P | 2014-12-26 | 2018-10-05 | $22,233 | $12,822 | $9,411 | $9,411 |
| ILLUMINA INC | P | 2014-12-30 | 2018-10-05 | $16,348 | $9,325 | $7,023 | $7,023 |
| ILLUMINA INC | P | 2016-02-23 | 2018-10-05 | $3,270 | $1,512 | $1,758 | $1,758 |
| ILLUMINA INC | P | 2016-08-23 | 2018-10-05 | $9,809 | $5,216 | $4,593 | $4,593 |
| IMPAX LABORATORIES INC | P | 2014-11-30 | 2018-01-18 | $201 | $406 | -$205 | -$205 |
| IMPAX LABORATORIES INC | P | 2015-03-15 | 2018-01-18 | $604 | $1,239 | -$635 | -$635 |
| IMPAX LABORATORIES INC | P | 2014-12-01 | 2018-03-27 | $2,063 | $3,333 | -$1,270 | -$1,270 |
| IMPAX LABORATORIES INC | P | 2014-12-30 | 2018-03-27 | $1,179 | $1,926 | -$747 | -$747 |
| IMPAX LABORATORIES INC | P | 2016-02-19 | 2018-03-27 | $197 | $339 | -$142 | -$142 |
| IMPAX LABORATORIES INC | P | 2016-04-20 | 2018-03-27 | $589 | $1,064 | -$475 | -$475 |
| IMPAX LABORATORIES INC | P | 2014-12-01 | 2018-04-30 | $857 | $1,429 | -$572 | -$572 |
| IMMUNOMEDICS INC | P | 2017-04-23 | 2018-10-17 | $13,178 | $5,260 | $7,918 | $7,918 |
| IMMUNOMEDICS INC | P | 2017-06-27 | 2018-10-17 | $439 | $175 | $264 | $264 |
| IMMUNOMEDICS INC | P | 2017-07-27 | 2018-10-17 | $220 | $86 | $134 | $134 |
| INCYTE PHARMACEUTICALS INC | P | 2014-12-26 | 2018-03-26 | $7,685 | $6,655 | $1,030 | $1,030 |
| INCYTE PHARMACEUTICALS INC | P | 2015-10-22 | 2018-03-26 | $2,562 | $3,251 | -$689 | -$689 |
| INCYTE PHARMACEUTICALS INC | P | 2016-01-27 | 2018-03-26 | $2,562 | $2,373 | $189 | $189 |
| INCYTE PHARMACEUTICALS INC | P | 2016-08-23 | 2018-03-26 | $854 | $808 | $46 | $46 |
| INCYTE PHARMACEUTICALS INC | P | 2014-12-01 | 2018-07-02 | $1,702 | $1,852 | -$150 | -$150 |
| INCYTE PHARMACEUTICALS INC | P | 2014-11-14 | 2018-10-17 | $10,758 | $11,340 | -$582 | -$582 |
| INDUSTRIA DE DISENO TEXTIL | P | 2016-08-22 | 2018-02-26 | $7,279 | $8,196 | -$917 | -$917 |
| INDUSTRIA DE DISENO TEXTIL | P | 2015-09-14 | 2018-07-09 | $2,746 | $2,511 | $235 | $235 |
| INDUSTRIA DE DISENO TEXTIL | P | 2015-10-14 | 2018-07-09 | $968 | $967 | $1 | $1 |
| INDUSTRIA DE DISENO TEXTIL | P | 2016-08-22 | 2018-07-09 | $352 | $352 | $0 | $0 |
| INDUSTRIA DE DISENO TEXTIL | P | 2017-01-25 | 2018-07-09 | $7,306 | $6,916 | $390 | $390 |
| INDUSTRIAL & COML BK CHINA | P | 2014-12-30 | 2018-07-09 | $644 | $646 | -$2 | -$2 |
| INFINEON TECHNOLOGIES AG SPONSORED | P | 2017-01-25 | 2018-07-09 | $52 | $36 | $16 | $16 |
| INFINEON TECHNOLOGIES AG SPONSORED | P | 2017-02-21 | 2018-07-09 | $1,934 | $1,366 | $568 | $568 |
| INFORMA PLC | P | 2016-12-12 | 2018-07-09 | $5,083 | $3,874 | $1,209 | $1,209 |
| INFOSYS TECHNOLOGIES LTD | P | 2014-12-26 | 2018-07-09 | $2,712 | $2,232 | $480 | $480 |
| INFOSYS TECHNOLOGIES LTD | P | 2014-12-30 | 2018-07-09 | $7,264 | $5,947 | $1,317 | $1,317 |
| ING GROEP N V ADR | P | 2017-05-15 | 2018-07-02 | $3,074 | $3,627 | -$553 | -$553 |
| ING GROEP N V ADR | P | 2017-06-27 | 2018-07-02 | $5,576 | $6,693 | -$1,117 | -$1,117 |
| ING GROEP N V ADR | P | 2017-02-17 | 2018-07-09 | $8,382 | $8,099 | $283 | $283 |
| INGENICO | P | 2016-09-14 | 2018-03-27 | $5,387 | $6,019 | -$632 | -$632 |
| INGENICO | P | 2016-09-14 | 2018-08-09 | $2,099 | $2,358 | -$259 | -$259 |
| INGEVITY CORP | P | 2016-07-28 | 2018-10-18 | $6,558 | $2,838 | $3,720 | $3,720 |
| INGEVITY CORP | P | 2017-02-21 | 2018-10-18 | $4,431 | $2,814 | $1,617 | $1,617 |
| INGEVITY CORP | P | 2017-06-27 | 2018-10-18 | $1,772 | $1,082 | $690 | $690 |
| INGEVITY CORP | P | 2017-07-27 | 2018-10-18 | $886 | $588 | $298 | $298 |
| INGEVITY CORP | P | 2017-10-06 | 2018-10-18 | $7,710 | $5,696 | $2,014 | $2,014 |
| INSMED INC | P | 2015-04-30 | 2018-03-27 | $447 | $430 | $17 | $17 |
| INSMED INC | P | 2015-06-14 | 2018-03-27 | $45 | $41 | $4 | $4 |
| INSMED INC | P | 2015-09-26 | 2018-03-27 | $224 | $224 | $0 | $0 |
| INSMED INC | P | 2014-11-20 | 2018-10-17 | $1,581 | $1,186 | $395 | $395 |
| INSMED INC | P | 2015-06-14 | 2018-10-17 | $141 | $166 | -$25 | -$25 |
| INSMED INC | P | 2015-10-26 | 2018-10-17 | $1,581 | $1,706 | -$125 | -$125 |
| INSMED INC | P | 2016-01-30 | 2018-10-17 | $527 | $450 | $77 | $77 |
| INSMED INC | P | 2016-03-11 | 2018-10-17 | $351 | $225 | $126 | $126 |
| INSMED INC | P | 2016-04-20 | 2018-10-17 | $1,581 | $1,212 | $369 | $369 |
| INSMED INC | P | 2016-07-28 | 2018-10-17 | $105 | $67 | $38 | $38 |
| INSMED INC | P | 2016-12-12 | 2018-10-17 | $176 | $128 | $48 | $48 |
| INSMED INC | P | 2017-02-21 | 2018-10-17 | $1,932 | $1,655 | $277 | $277 |
| INPHI CORP | P | 2015-10-26 | 2018-02-21 | $3,556 | $3,870 | -$314 | -$314 |
| INPHI CORP | P | 2015-12-15 | 2018-02-21 | $508 | $568 | -$60 | -$60 |
| INSULET CORP | P | 2014-12-26 | 2018-03-27 | $525 | $278 | $247 | $247 |
| INSULET CORP | P | 2014-12-30 | 2018-03-27 | $2,799 | $1,495 | $1,304 | $1,304 |
| INSULET CORP | P | 2014-12-26 | 2018-07-02 | $7,575 | $4,131 | $3,444 | $3,444 |
| INSULET CORP | P | 2014-12-26 | 2018-09-13 | $5,497 | $2,367 | $3,130 | $3,130 |
| INSULET CORP | P | 2017-02-21 | 2018-09-13 | $431 | $184 | $247 | $247 |
| INSULET CORP | P | 2017-02-21 | 2018-10-18 | $3,245 | $1,655 | $1,590 | $1,590 |
| INSULET CORP | P | 2017-03-29 | 2018-10-18 | $1,803 | $855 | $948 | $948 |
| INSULET CORP | P | 2017-10-06 | 2018-10-18 | $13,519 | $8,813 | $4,706 | $4,706 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-02-21 | 2018-07-02 | $2,049 | $1,460 | $589 | $589 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-07-27 | 2018-08-07 | $3,089 | $2,505 | $584 | $584 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2016-07-28 | 2018-09-13 | $3,629 | $2,310 | $1,319 | $1,319 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-02-21 | 2018-09-13 | $454 | $310 | $144 | $144 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2016-07-28 | 2018-10-17 | $10,033 | $6,560 | $3,473 | $3,473 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-10-06 | 2018-10-17 | $3,786 | $3,094 | $692 | $692 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2015-12-15 | 2018-03-27 | $320 | $276 | $44 | $44 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2016-01-14 | 2018-03-27 | $320 | $291 | $29 | $29 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2017-02-21 | 2018-03-27 | $2,460 | $1,905 | $555 | $555 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2014-12-26 | 2018-10-05 | $6,418 | $2,721 | $3,697 | $3,697 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2015-02-13 | 2018-10-05 | $7,078 | $3,115 | $3,963 | $3,963 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2015-03-25 | 2018-10-05 | $1,416 | $630 | $786 | $786 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2016-06-16 | 2018-10-05 | $472 | $217 | $255 | $255 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2016-07-28 | 2018-10-05 | $472 | $222 | $250 | $250 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2017-02-21 | 2018-10-05 | $2,029 | $1,064 | $965 | $965 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2017-03-29 | 2018-10-05 | $472 | $237 | $235 | $235 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2017-04-28 | 2018-10-05 | $472 | $243 | $229 | $229 |
| INTEGER HLDGS CORP | P | 2016-07-28 | 2018-10-18 | $7,997 | $3,378 | $4,619 | $4,619 |
| INTEGER HLDGS CORP | P | 2017-02-21 | 2018-10-18 | $3,018 | $1,424 | $1,594 | $1,594 |
| INTEGER HLDGS CORP | P | 2017-04-28 | 2018-10-18 | $754 | $367 | $387 | $387 |
| INTEGER HLDGS CORP | P | 2017-06-27 | 2018-10-18 | $1,509 | $867 | $642 | $642 |
| INTEGER HLDGS CORP | P | 2017-10-06 | 2018-10-18 | $2,339 | $1,652 | $687 | $687 |
| INTERCONTINENTAL HOTELS GROUP | P | 2017-05-15 | 2018-07-09 | $3,822 | $3,286 | $536 | $536 |
| INTERCONTINENTAL HOTELS GROUP | P | 2017-06-27 | 2018-07-09 | $3,176 | $2,770 | $406 | $406 |
| INTERCONTINENTALEXCHANGE GROUP | P | 2014-11-20 | 2018-10-05 | $24,303 | $14,091 | $10,212 | $10,212 |
| INTERCONTINENTALEXCHANGE GROUP | P | 2014-12-30 | 2018-10-05 | $14,886 | $8,710 | $6,176 | $6,176 |
| INTERCONTINENTALEXCHANGE GROUP | P | 2017-02-14 | 2018-10-05 | $4,557 | $3,531 | $1,026 | $1,026 |
| INTERDIGITAL INC PA | P | 2014-12-26 | 2018-10-17 | $6,120 | $4,509 | $1,611 | $1,611 |
| INTERDIGITAL INC PA | P | 2015-06-17 | 2018-10-17 | $737 | $597 | $140 | $140 |
| INTERDIGITAL INC PA | P | 2015-07-24 | 2018-10-17 | $737 | $566 | $171 | $171 |
| INTERDIGITAL INC PA | P | 2016-06-16 | 2018-10-17 | $737 | $582 | $155 | $155 |
| INTERDIGITAL INC PA | P | 2017-10-06 | 2018-10-17 | $5,677 | $5,715 | -$38 | -$38 |
| INTERNATIONAL BUSINESS MACHINES | P | 2010-11-11 | 2018-01-18 | $7,418 | $6,367 | $1,051 | $1,051 |
| INTERNATIONAL CONS AIRLS GROUP | P | 2015-02-13 | 2018-02-26 | $940 | $958 | -$18 | -$18 |
| INTERNATIONAL CONS AIRLS GROUP | P | 2015-02-13 | 2018-07-09 | $816 | $770 | $46 | $46 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2014-12-26 | 2018-03-27 | $11,395 | $8,611 | $2,784 | $2,784 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2015-11-19 | 2018-03-27 | $3,432 | $2,956 | $476 | $476 |
| INTERNATIONAL PAPER CO | P | 2014-07-15 | 2018-08-22 | $1,550 | $1,501 | $49 | $49 |
| INTERNATIONAL PAPER CO | P | 2015-05-19 | 2018-08-22 | $25,930 | $26,987 | -$1,057 | -$1,057 |
| INTERNATIONAL PAPER CO | P | 2015-06-09 | 2018-08-22 | $1,550 | $1,599 | -$49 | -$49 |
| INTESA SANPAOLO S P A SPONSORED | P | 2017-05-15 | 2018-07-02 | $2,067 | $2,264 | -$197 | -$197 |
| INTESA SANPAOLO S P A SPONSORED | P | 2017-06-27 | 2018-07-02 | $1,636 | $1,788 | -$152 | -$152 |
| INTESA SANPAOLO S P A SPONSORED | P | 2014-11-14 | 2018-07-09 | $1,643 | $1,514 | $129 | $129 |
| INTUIT INC | P | 2014-12-26 | 2018-10-05 | $52,016 | $22,177 | $29,839 | $29,839 |
| INTUIT INC | P | 2017-02-14 | 2018-10-05 | $6,640 | $3,559 | $3,081 | $3,081 |
| INTUITIVE SURGICAL INC NEW | P | 2015-02-13 | 2018-10-05 | $6,562 | $2,040 | $4,522 | $4,522 |
| INTUITIVE SURGICAL INC NEW | P | 2016-12-12 | 2018-10-05 | $16,405 | $6,332 | $10,073 | $10,073 |
| INTUITIVE SURGICAL INC NEW | P | 2017-03-29 | 2018-10-05 | $32,810 | $15,338 | $17,472 | $17,472 |
| INTUITIVE SURGICAL INC NEW | P | 2017-07-28 | 2018-10-05 | $6,562 | $3,772 | $2,790 | $2,790 |
| IQVIA HLDGS INC | P | 2016-10-28 | 2018-10-17 | $15,158 | $8,427 | $6,731 | $6,731 |
| IQVIA HLDGS INC | P | 2017-10-06 | 2018-10-17 | $18,397 | $13,589 | $4,808 | $4,808 |
| IROBOT CORP | P | 2017-03-29 | 2018-10-18 | $11,759 | $8,449 | $3,310 | $3,310 |
| IRON MOUNTAIN INC | P | 2016-05-10 | 2018-02-22 | $566 | $674 | -$108 | -$108 |
| IRONWOOD PHARMACEUTICALS INC | P | 2014-11-20 | 2018-10-17 | $3,726 | $2,946 | $780 | $780 |
| IRONWOOD PHARMACEUTICALS INC | P | 2014-12-30 | 2018-10-17 | $4,179 | $3,647 | $532 | $532 |
| IRONWOOD PHARMACEUTICALS INC | P | 2015-03-25 | 2018-10-17 | $522 | $467 | $55 | $55 |
| IRONWOOD PHARMACEUTICALS INC | P | 2015-05-19 | 2018-10-17 | $348 | $289 | $59 | $59 |
| IRONWOOD PHARMACEUTICALS INC | P | 2016-07-28 | 2018-10-17 | $174 | $145 | $29 | $29 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-17 | $2,263 | $2,223 | $40 | $40 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-07-27 | 2018-10-17 | $696 | $675 | $21 | $21 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-10-06 | 2018-10-17 | $505 | $507 | -$2 | -$2 |
| ISHARES MSCI EMERGING MARKETS ETF | P | 2014-11-19 | 2018-02-20 | $365,204 | $308,798 | $56,406 | $56,406 |
| ISHARES MSCI EMERGING MARKETS ETF | P | 2010-06-25 | 2018-10-05 | $4,049 | $3,948 | $101 | $101 |
| ISHARES MSCI EMERGING MARKETS ETF | P | 2010-07-16 | 2018-10-05 | $8,097 | $7,785 | $312 | $312 |
| ISHARES MSCI EMERGING MARKETS ETF | P | 2014-11-19 | 2018-10-05 | $2,144,737 | $2,181,186 | -$36,449 | -$36,449 |
| ISHARES MSCI EMERGING MARKETS ETF | P | 2016-10-07 | 2018-10-05 | $1,122,408 | $1,051,710 | $70,698 | $70,698 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2014-11-14 | 2018-07-02 | $5,968 | $7,923 | -$1,955 | -$1,955 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2014-12-30 | 2018-07-02 | $19,571 | $24,990 | -$5,419 | -$5,419 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2017-02-17 | 2018-07-02 | $1,533 | $1,961 | -$428 | -$428 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2017-02-21 | 2018-07-02 | $1,533 | $1,955 | -$422 | -$422 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2015-01-13 | 2018-07-09 | $2,946 | $3,392 | -$446 | -$446 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2015-01-13 | 2018-09-12 | $97 | $119 | -$22 | -$22 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2017-01-25 | 2018-09-12 | $560 | $666 | -$106 | -$106 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2017-03-29 | 2018-09-12 | $4,125 | $5,044 | -$919 | -$919 |
| ITRON INC | P | 2017-02-21 | 2018-05-31 | $805 | $883 | -$78 | -$78 |
| ITRON INC | P | 2017-02-21 | 2018-07-02 | $1,557 | $1,641 | -$84 | -$84 |
| ITRON INC | P | 2017-01-31 | 2018-08-07 | $513 | $493 | $20 | $20 |
| ITRON INC | P | 2016-09-14 | 2018-10-17 | $7,746 | $7,400 | $346 | $346 |
| ITRON INC | P | 2017-01-31 | 2018-10-17 | $111 | $123 | -$12 | -$12 |
| JGC CORP | P | 2015-02-13 | 2018-09-12 | $583 | $623 | -$40 | -$40 |
| JPMORGAN CHASE & CO | P | 2013-06-13 | 2018-01-25 | $50,000 | $49,280 | $720 | $720 |
| JACK IN THE BOX INC | P | 2015-03-25 | 2018-07-02 | $2,539 | $2,962 | -$423 | -$423 |
| JACK IN THE BOX INC | P | 2016-10-28 | 2018-07-02 | $846 | $941 | -$95 | -$95 |
| JACK IN THE BOX INC | P | 2016-07-28 | 2018-09-13 | $845 | $895 | -$50 | -$50 |
| JACK IN THE BOX INC | P | 2015-02-13 | 2018-10-05 | $1,080 | $1,131 | -$51 | -$51 |
| JACK IN THE BOX INC | P | 2015-05-19 | 2018-10-05 | $831 | $885 | -$54 | -$54 |
| JPMBB COML MTG SECS TR 2015-C28 | P | 2015-05-27 | 2018-11-19 | $16,006 | $16,451 | -$445 | -$445 |
| JPMBB COML MTG SECS TR 2015-C28 | P | 2015-05-27 | 2018-11-30 | $602 | $619 | -$17 | -$17 |
| JPMBB COML MTG SECS TR 2015-C28 | P | 2015-05-27 | 2018-12-31 | $560 | $576 | -$16 | -$16 |
| JACOBS ENGINEERING GROUP INC | P | 2017-03-29 | 2018-10-18 | $13,548 | $10,197 | $3,351 | $3,351 |
| JACOBS ENGINEERING GROUP INC | P | 2017-07-10 | 2018-10-18 | $366 | $275 | $91 | $91 |
| JACOBS ENGINEERING GROUP INC | P | 2017-10-06 | 2018-10-18 | $5,346 | $4,298 | $1,048 | $1,048 |
| JAPAN AIRLINES CO LTD | P | 2016-03-23 | 2018-07-02 | $381 | $409 | -$28 | -$28 |
| JAPAN AIRLINES CO LTD | P | 2016-02-29 | 2018-07-09 | $2,199 | $2,329 | -$130 | -$130 |
| JAPAN AIRLINES CO LTD | P | 2016-03-23 | 2018-07-09 | $3,264 | $3,477 | -$213 | -$213 |
| JAPAN EXCHANGE GROUP INC | P | 2016-03-23 | 2018-07-09 | $5,829 | $5,266 | $563 | $563 |
| JAPAN TOB INC | P | 2015-09-16 | 2018-01-23 | $17,735 | $18,543 | -$808 | -$808 |
| JAPAN TOB INC | P | 2015-09-16 | 2018-02-26 | $2,209 | $2,686 | -$477 | -$477 |
| JAPAN TOB INC | P | 2016-11-16 | 2018-02-26 | $713 | $854 | -$141 | -$141 |
| JAPAN TOB INC | P | 2015-02-13 | 2018-03-27 | $10,684 | $12,047 | -$1,363 | -$1,363 |
| JAPAN TOB INC | P | 2017-01-25 | 2018-03-27 | $4,232 | $4,991 | -$759 | -$759 |
| JAPAN TOB INC | P | 2017-02-17 | 2018-03-27 | $2,081 | $2,497 | -$416 | -$416 |
| JAPAN TOB INC | P | 2017-02-21 | 2018-03-27 | $2,081 | $2,503 | -$422 | -$422 |
| JD.COM INC | P | 2017-03-29 | 2018-07-09 | $276 | $221 | $55 | $55 |
| JETBLUE AWYS CORP | P | 2016-10-28 | 2018-03-27 | $8,581 | $7,342 | $1,239 | $1,239 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2017-01-31 | 2018-10-18 | $2,100 | $1,728 | $372 | $372 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2017-02-21 | 2018-10-18 | $4,200 | $3,398 | $802 | $802 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2017-07-27 | 2018-10-18 | $2,100 | $1,851 | $249 | $249 |
| J2 GLOBAL INC | P | 2016-01-15 | 2018-03-27 | $795 | $735 | $60 | $60 |
| J2 GLOBAL INC | P | 2014-12-26 | 2018-10-18 | $4,416 | $3,804 | $612 | $612 |
| J2 GLOBAL INC | P | 2015-03-25 | 2018-10-18 | $2,208 | $2,072 | $136 | $136 |
| J2 GLOBAL INC | P | 2015-06-17 | 2018-10-18 | $736 | $683 | $53 | $53 |
| J2 GLOBAL INC | P | 2015-09-23 | 2018-10-18 | $736 | $702 | $34 | $34 |
| J2 GLOBAL INC | P | 2016-02-19 | 2018-10-18 | $2,208 | $2,150 | $58 | $58 |
| J2 GLOBAL INC | P | 2016-07-28 | 2018-10-18 | $1,472 | $1,337 | $135 | $135 |
| J2 GLOBAL INC | P | 2017-10-06 | 2018-10-18 | $6,845 | $7,005 | -$160 | -$160 |
| JULIUS BAER GROUP LTD | P | 2017-05-15 | 2018-07-09 | $5,923 | $5,254 | $669 | $669 |
| JUNIPER NETWORKS INC | P | 2014-12-26 | 2018-10-17 | $2,571 | $2,026 | $545 | $545 |
| JUNIPER NETWORKS INC | P | 2014-12-30 | 2018-10-17 | $1,011 | $795 | $216 | $216 |
| KAR AUCTION SVCS INC | P | 2017-09-29 | 2018-10-05 | $24,999 | $20,852 | $4,147 | $4,147 |
| KB FINL GROUP INC | P | 2017-05-15 | 2018-07-09 | $3,691 | $3,624 | $67 | $67 |
| KB FINL GROUP INC | P | 2017-06-27 | 2018-07-09 | $3,199 | $3,167 | $32 | $32 |
| KBR INC | P | 2017-06-27 | 2018-10-18 | $13,611 | $10,560 | $3,051 | $3,051 |
| KBR INC | P | 2017-07-27 | 2018-10-18 | $3,428 | $2,536 | $892 | $892 |
| KLA-TENCOR CORP | P | 2017-01-25 | 2018-10-17 | $19,977 | $17,806 | $2,171 | $2,171 |
| KLA-TENCOR CORP | P | 2017-10-06 | 2018-10-17 | $11,035 | $11,903 | -$868 | -$868 |
| KLX INC | P | 2017-02-21 | 2018-03-27 | $282 | $199 | $83 | $83 |
| KLX INC | P | 2015-07-24 | 2018-10-09 | $6,741 | $3,035 | $3,706 | $3,706 |
| KLX INC | P | 2017-02-21 | 2018-10-09 | $3,528 | $2,163 | $1,365 | $1,365 |
| KLX INC | P | 2017-07-27 | 2018-10-09 | $630 | $409 | $221 | $221 |
| KLX INC | P | 2017-10-06 | 2018-10-09 | $9,261 | $6,258 | $3,003 | $3,003 |
| KAISER ALUM CORP PAR $0.01 | P | 2017-07-27 | 2018-10-17 | $11,770 | $10,633 | $1,137 | $1,137 |
| KAO CORP | P | 2015-02-13 | 2018-12-03 | $36,159 | $23,150 | $13,009 | $13,009 |
| KAO CORP | P | 2017-07-25 | 2018-12-03 | $7,758 | $7,080 | $678 | $678 |
| KAO CORP | P | 2017-10-10 | 2018-12-03 | $10,389 | $9,005 | $1,384 | $1,384 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-02-21 | 2018-03-27 | $415 | $279 | $136 | $136 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-06-27 | 2018-10-18 | $1,561 | $1,025 | $536 | $536 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-10-06 | 2018-10-18 | $7,117 | $5,058 | $2,059 | $2,059 |
| KAWASAKI HEAVY INDS LTD | P | 2016-10-07 | 2018-07-09 | $171 | $170 | $1 | $1 |
| KB HOME | P | 2017-06-27 | 2018-09-13 | $1,590 | $1,452 | $138 | $138 |
| KB HOME | P | 2017-06-27 | 2018-10-05 | $13,476 | $13,921 | -$445 | -$445 |
| KDDI CORP | P | 2017-02-21 | 2018-04-30 | $604 | $586 | $18 | $18 |
| KDDI CORP | P | 2015-09-04 | 2018-07-09 | $5,606 | $4,842 | $764 | $764 |
| KDDI CORP | P | 2015-12-15 | 2018-07-09 | $5,115 | $4,389 | $726 | $726 |
| KDDI CORP | P | 2016-11-16 | 2018-07-09 | $1,191 | $1,083 | $108 | $108 |
| KDDI CORP | P | 2017-02-17 | 2018-07-09 | $5,606 | $5,150 | $456 | $456 |
| KDDI CORP | P | 2017-02-21 | 2018-07-09 | $2,032 | $1,887 | $145 | $145 |
| KELLOGG CO | P | 2017-10-06 | 2018-10-17 | $28,325 | $25,339 | $2,986 | $2,986 |
| KEMPER CORP DEL | P | 2017-10-06 | 2018-10-18 | $16,604 | $12,322 | $4,282 | $4,282 |
| KENNAMETAL INC | P | 2016-07-28 | 2018-07-02 | $2,733 | $1,916 | $817 | $817 |
| KENNAMETAL INC | P | 2017-02-21 | 2018-07-02 | $2,840 | $3,112 | -$272 | -$272 |
| KENNAMETAL INC | P | 2017-06-27 | 2018-07-02 | $1,420 | $1,487 | -$67 | -$67 |
| KEPPEL CORP LTD | P | 2014-12-30 | 2018-01-23 | $1,765 | $1,811 | -$46 | -$46 |
| KEPPEL CORP LTD | P | 2014-12-30 | 2018-02-26 | $1,160 | $1,288 | -$128 | -$128 |
| KEPPEL CORP LTD | P | 2014-12-30 | 2018-03-27 | $986 | $1,113 | -$127 | -$127 |
| KEPPEL CORP LTD | P | 2014-12-26 | 2018-04-30 | $3,024 | $3,271 | -$247 | -$247 |
| KEPPEL CORP LTD | P | 2014-12-30 | 2018-04-30 | $1,066 | $1,154 | -$88 | -$88 |
| KEPPEL CORP LTD | P | 2014-12-26 | 2018-05-31 | $717 | $845 | -$128 | -$128 |
| KEPPEL CORP LTD | P | 2014-12-26 | 2018-07-02 | $880 | $1,180 | -$300 | -$300 |
| KEPPEL CORP LTD | P | 2014-12-26 | 2018-08-09 | $761 | $1,019 | -$258 | -$258 |
| KEURIG DR PEPPER INC | P | 2014-12-30 | 2018-08-03 | $144 | $144 | $144 | |
| KEURIG DR PEPPER INC | P | 2015-04-20 | 2018-08-03 | $240 | $76 | $164 | $164 |
| KEURIG DR PEPPER INC | P | 2015-10-14 | 2018-08-03 | $601 | $218 | $383 | $383 |
| KEURIG DR PEPPER INC | P | 2016-11-16 | 2018-08-03 | $3,727 | $1,272 | $2,455 | $2,455 |
| KEURIG DR PEPPER INC | P | 2017-01-25 | 2018-08-03 | $842 | $594 | $248 | $248 |
| KEYCORP | P | 2017-03-29 | 2018-10-05 | $36,806 | $31,847 | $4,959 | $4,959 |
| KEYSIGHT TECHNOLOGIES INC | P | 2017-10-06 | 2018-11-07 | $22,573 | $16,027 | $6,546 | $6,546 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2014-12-26 | 2018-03-27 | $2,239 | $1,933 | $306 | $306 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2014-12-26 | 2018-04-30 | $747 | $765 | -$18 | -$18 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2014-12-26 | 2018-07-02 | $3,230 | $3,392 | -$162 | -$162 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2014-12-26 | 2018-07-02 | $1,197 | $1,079 | $118 | $118 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2015-03-25 | 2018-07-02 | $2,209 | $2,234 | -$25 | -$25 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-01-31 | 2018-07-02 | $1,151 | $1,002 | $149 | $149 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-02-21 | 2018-07-02 | $2,332 | $1,973 | $359 | $359 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-06-27 | 2018-07-02 | $276 | $267 | $9 | $9 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-06-27 | 2018-07-02 | $1,534 | $1,492 | $42 | $42 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-02-21 | 2018-08-07 | $1,962 | $1,921 | $41 | $41 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-02-21 | 2018-08-07 | $1,670 | $1,543 | $127 | $127 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-07-27 | 2018-08-07 | $994 | $1,050 | -$56 | -$56 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-07-27 | 2018-08-07 | $477 | $501 | -$24 | -$24 |
| KOBE STEEL LTD | P | 2015-05-13 | 2018-01-23 | $450 | $854 | -$404 | -$404 |
| KOBE STEEL LTD | P | 2015-05-13 | 2018-02-26 | $998 | $1,679 | -$681 | -$681 |
| KOBE STEEL LTD | P | 2015-05-13 | 2018-03-27 | $168 | $328 | -$160 | -$160 |
| KOBE STEEL LTD | P | 2015-05-13 | 2018-05-23 | $7,273 | $13,116 | -$5,843 | -$5,843 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2015-03-25 | 2018-07-09 | $1,359 | $1,179 | $180 | $180 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2015-09-14 | 2018-07-09 | $1,730 | $1,495 | $235 | $235 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2015-12-15 | 2018-07-09 | $3,202 | $2,696 | $506 | $506 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2016-06-16 | 2018-07-09 | $873 | $754 | $119 | $119 |
| KONINKLIJKE PHILIPS ELECTRS N V | P | 2017-05-15 | 2018-07-09 | $5,244 | $4,252 | $992 | $992 |
| KONINKLIJKE PHILIPS ELECTRS N V | P | 2017-06-27 | 2018-07-09 | $4,807 | $4,041 | $766 | $766 |
| KONE OYJ | P | 2015-02-13 | 2018-07-09 | $2,382 | $2,142 | $240 | $240 |
| KORN FERRY INTL NEW | P | 2017-01-31 | 2018-10-18 | $1,809 | $1,163 | $646 | $646 |
| KORN FERRY INTL NEW | P | 2017-02-21 | 2018-10-18 | $2,261 | $1,517 | $744 | $744 |
| KORN FERRY INTL NEW | P | 2017-03-29 | 2018-10-18 | $452 | $311 | $141 | $141 |
| KORN FERRY INTL NEW | P | 2017-06-27 | 2018-10-18 | $452 | $345 | $107 | $107 |
| KORN FERRY INTL NEW | P | 2017-10-06 | 2018-10-18 | $8,683 | $7,616 | $1,067 | $1,067 |
| KRAFT HEINZ CORP | P | 2014-12-26 | 2018-03-26 | $7,134 | $7,150 | -$16 | -$16 |
| KRAFT HEINZ CORP | P | 2014-12-30 | 2018-03-26 | $2,460 | $2,452 | $8 | $8 |
| KROTON EDUCACIONAL S A | P | 2014-12-30 | 2018-01-23 | $2,537 | $2,978 | -$441 | -$441 |
| KROTON EDUCACIONAL S A | P | 2014-12-30 | 2018-02-26 | $4,252 | $5,211 | -$959 | -$959 |
| KROTON EDUCACIONAL S A | P | 2014-12-30 | 2018-03-27 | $553 | $834 | -$281 | -$281 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2016-11-16 | 2018-04-30 | $216 | $238 | -$22 | -$22 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2017-01-25 | 2018-04-30 | $270 | $329 | -$59 | -$59 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2017-02-17 | 2018-04-30 | $540 | $620 | -$80 | -$80 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2017-02-21 | 2018-04-30 | $1,511 | $1,752 | -$241 | -$241 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-01-23 | $39 | $73 | -$34 | -$34 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-02-26 | $18 | $35 | -$17 | -$17 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-03-27 | $54 | $108 | -$54 | -$54 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-04-30 | $15 | $28 | -$13 | -$13 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-05-31 | $54 | $138 | -$84 | -$84 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-07-02 | $8 | $22 | -$14 | -$14 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-07-09 | $25 | $71 | -$46 | -$46 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-08-09 | $20 | $58 | -$38 | -$38 |
| LI & FUNG LTD | P | 2014-12-26 | 2018-09-12 | $26 | $106 | -$80 | -$80 |
| LCI INDS | P | 2017-02-21 | 2018-05-31 | $2,633 | $3,303 | -$670 | -$670 |
| LCI INDS | P | 2016-05-10 | 2018-10-05 | $4,133 | $3,674 | $459 | $459 |
| LCI INDS | P | 2016-11-16 | 2018-10-05 | $810 | $966 | -$156 | -$156 |
| L OREAL CO ADR | P | 2017-05-15 | 2018-07-09 | $1,209 | $1,045 | $164 | $164 |
| LVMH MOET HENNESSY LOUIS VUITTON | P | 2017-05-15 | 2018-07-09 | $8,178 | $6,109 | $2,069 | $2,069 |
| LVMH MOET HENNESSY LOUIS VUITTON | P | 2017-06-27 | 2018-07-09 | $5,452 | $4,166 | $1,286 | $1,286 |
| LA Z BOY INC | P | 2014-12-30 | 2018-03-27 | $1,837 | $1,667 | $170 | $170 |
| LA Z BOY INC | P | 2014-12-26 | 2018-10-05 | $3,214 | $2,931 | $283 | $283 |
| LA Z BOY INC | P | 2014-12-30 | 2018-10-05 | $1,402 | $1,291 | $111 | $111 |
| LABORATORY CORP AMER HLDGS NEW | P | 2014-12-26 | 2018-10-17 | $11,718 | $7,277 | $4,441 | $4,441 |
| LABORATORY CORP AMER HLDGS NEW | P | 2014-12-30 | 2018-10-17 | $2,623 | $1,638 | $985 | $985 |
| LAFARGEHOLCIM LTD | P | 2014-12-30 | 2018-01-23 | $8,382 | $9,303 | -$921 | -$921 |
| LAM RESH CORP | P | 2011-03-16 | 2018-10-17 | $11,191 | $3,836 | $7,355 | $7,355 |
| LAM RESH CORP | P | 2016-07-28 | 2018-10-17 | $5,969 | $3,726 | $2,243 | $2,243 |
| LAM RESH CORP | P | 2016-09-19 | 2018-10-17 | $1,492 | $929 | $563 | $563 |
| LAM RESH CORP | P | 2016-12-12 | 2018-10-17 | $9,699 | $6,723 | $2,976 | $2,976 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-03-29 | 2018-10-05 | $329 | $284 | $45 | $45 |
| LATAM AIRLS GROUP S A | P | 2017-01-25 | 2018-07-09 | $1,286 | $1,180 | $106 | $106 |
| LATAM AIRLS GROUP S A | P | 2017-02-17 | 2018-07-09 | $152 | $155 | -$3 | -$3 |
| LATAM AIRLS GROUP S A | P | 2017-02-21 | 2018-07-09 | $861 | $881 | -$20 | -$20 |
| LAUDER ESTEE COS INC CL A | P | 2017-09-29 | 2018-10-05 | $32,296 | $25,261 | $7,035 | $7,035 |
| LEAR CORP | P | 2014-12-26 | 2018-09-14 | $8,235 | $5,032 | $3,203 | $3,203 |
| LEAR CORP | P | 2016-07-28 | 2018-09-14 | $807 | $553 | $254 | $254 |
| LEGAL & GEN GROUP PLC SPONSORED | P | 2015-02-13 | 2018-01-23 | $4,430 | $4,803 | -$373 | -$373 |
| LEGAL & GEN GROUP PLC SPONSORED | P | 2015-02-13 | 2018-02-26 | $5,020 | $5,768 | -$748 | -$748 |
| LEIDOS HLDGS INC | P | 2017-01-25 | 2018-05-30 | $303 | $248 | $55 | $55 |
| LENDINGTREE INC NEW | P | 2017-06-27 | 2018-10-17 | $8,761 | $7,146 | $1,615 | $1,615 |
| LENNAR CORP CLASS A | P | 2014-12-26 | 2018-10-17 | $302 | $193 | $109 | $109 |
| LENNAR CORP CLASS A | P | 2014-12-30 | 2018-10-17 | $4,096 | $4,151 | -$55 | -$55 |
| LENNAR CORP CLASS A | P | 2016-09-19 | 2018-10-17 | $2,803 | $2,899 | -$96 | -$96 |
| LENNAR CORP CLASS A | P | 2017-06-28 | 2018-10-17 | $647 | $779 | -$132 | -$132 |
| LENNAR CORP CL B | P | 2014-12-01 | 2018-01-19 | $201 | $133 | $68 | $68 |
| LENNAR CORP CL B | P | 2014-12-26 | 2018-01-19 | $184 | $115 | $69 | $69 |
| LENNAR CORP CL B | P | 2014-12-30 | 2018-01-19 | $109 | $69 | $40 | $40 |
| LENNAR CORP CL B | P | 2016-09-19 | 2018-01-19 | $75 | $48 | $27 | $27 |
| LEONARDO FINMECCANICA S P A | P | 2015-06-09 | 2018-01-23 | $1,770 | $1,740 | $30 | $30 |
| LEONARDO FINMECCANICA S P A | P | 2015-06-09 | 2018-02-26 | $3,846 | $4,751 | -$905 | -$905 |
| LEONARDO FINMECCANICA S P A | P | 2015-02-13 | 2018-05-31 | $778 | $917 | -$139 | -$139 |
| LEONARDO FINMECCANICA S P A | P | 2015-02-13 | 2018-07-02 | $911 | $1,127 | -$216 | -$216 |
| LEONARDO FINMECCANICA S P A | P | 2015-02-13 | 2018-07-09 | $149 | $175 | -$26 | -$26 |
| LEONARDO FINMECCANICA S P A | P | 2016-06-16 | 2018-07-09 | $248 | $263 | -$15 | -$15 |
| LIBERTY BROADBAND-C | P | 2016-09-19 | 2018-10-17 | $11,195 | $9,556 | $1,639 | $1,639 |
| LIBERTY BROADBAND-C | P | 2016-10-28 | 2018-10-17 | $2,488 | $1,971 | $517 | $517 |
| LIBERTY MEDIA CORP DEL | P | 2015-11-19 | 2018-10-18 | $21,472 | $15,790 | $5,682 | $5,682 |
| LIGAND PHARMACEUTICALS INC | P | 2016-05-06 | 2018-03-27 | $670 | $476 | $194 | $194 |
| LIGAND PHARMACEUTICALS INC | P | 2016-07-28 | 2018-03-27 | $1,676 | $1,353 | $323 | $323 |
| LIGAND PHARMACEUTICALS INC | P | 2015-06-17 | 2018-10-05 | $2,018 | $748 | $1,270 | $1,270 |
| LIGAND PHARMACEUTICALS INC | P | 2016-01-15 | 2018-10-05 | $2,522 | $957 | $1,565 | $1,565 |
| LIGAND PHARMACEUTICALS INC | P | 2016-05-06 | 2018-10-05 | $4,036 | $1,905 | $2,131 | $2,131 |
| LIGAND PHARMACEUTICALS INC | P | 2016-10-28 | 2018-10-05 | $2,522 | $960 | $1,562 | $1,562 |
| LIGAND PHARMACEUTICALS INC | P | 2017-01-31 | 2018-10-05 | $2,522 | $1,062 | $1,460 | $1,460 |
| LIGAND PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-05 | $5,045 | $2,075 | $2,970 | $2,970 |
| LIGAND PHARMACEUTICALS INC | P | 2017-04-28 | 2018-10-05 | $2,522 | $1,112 | $1,410 | $1,410 |
| LILLY ELI & CO | P | 2014-12-26 | 2018-01-18 | $171 | $141 | $30 | $30 |
| LINCOLN NATIONAL CORP | P | 2017-01-25 | 2018-08-03 | $3,990 | $4,148 | -$158 | -$158 |
| LINCOLN NATIONAL CORP | P | 2015-12-21 | 2018-10-18 | $12,642 | $9,578 | $3,064 | $3,064 |
| LINDE AG | P | 2014-11-14 | 2018-01-23 | $25,475 | $20,657 | $4,818 | $4,818 |
| LINE CORP | P | 2017-01-25 | 2018-07-09 | $5,689 | $4,058 | $1,631 | $1,631 |
| LINE CORP | P | 2017-02-17 | 2018-07-09 | $228 | $158 | $70 | $70 |
| LINE CORP | P | 2017-02-21 | 2018-07-09 | $1,820 | $1,241 | $579 | $579 |
| LINE CORP | P | 2017-05-15 | 2018-07-09 | $455 | $343 | $112 | $112 |
| LITHIA MTRS INC CL A | P | 2015-06-17 | 2018-04-30 | $961 | $1,120 | -$159 | -$159 |
| LITHIA MTRS INC CL A | P | 2014-12-30 | 2018-07-02 | $944 | $883 | $61 | $61 |
| LITHIA MTRS INC CL A | P | 2015-02-13 | 2018-07-02 | $1,888 | $1,773 | $115 | $115 |
| LITHIA MTRS INC CL A | P | 2017-01-22 | 2018-07-02 | $944 | $939 | $5 | $5 |
| LITHIA MTRS INC CL A | P | 2017-01-31 | 2018-07-02 | $944 | $1,032 | -$88 | -$88 |
| LITHIA MTRS INC CL A | P | 2017-02-21 | 2018-07-02 | $1,888 | $2,049 | -$161 | -$161 |
| LITHIA MTRS INC CL A | P | 2017-03-29 | 2018-07-02 | $944 | $874 | $70 | $70 |
| LITTELFUSE INC | P | 2017-02-21 | 2018-09-13 | $3,293 | $2,468 | $825 | $825 |
| LITTELFUSE INC | P | 2015-12-15 | 2018-10-17 | $7,308 | $4,266 | $3,042 | $3,042 |
| LITTELFUSE INC | P | 2017-02-21 | 2018-10-17 | $2,740 | $2,468 | $272 | $272 |
| LITTELFUSE INC | P | 2017-06-27 | 2018-10-17 | $1,827 | $1,617 | $210 | $210 |
| LIVERAMP HLDGS INC | P | 2014-12-26 | 2018-10-05 | $5,250 | $2,327 | $2,923 | $2,923 |
| LIVERAMP HLDGS INC | P | 2016-04-20 | 2018-10-05 | $1,875 | $870 | $1,005 | $1,005 |
| LIVERAMP HLDGS INC | P | 2016-07-28 | 2018-10-05 | $2,812 | $1,379 | $1,433 | $1,433 |
| LIVERAMP HLDGS INC | P | 2016-10-28 | 2018-10-05 | $937 | $477 | $460 | $460 |
| LIVERAMP HLDGS INC | P | 2017-06-27 | 2018-10-05 | $2,344 | $1,307 | $1,037 | $1,037 |
| LIXIL GROUP CORP | P | 2014-11-14 | 2018-08-09 | $428 | $504 | -$76 | -$76 |
| LIXIL GROUP CORP | P | 2014-11-14 | 2018-09-12 | $375 | $420 | -$45 | -$45 |
| LOGMEIN INC | P | 2017-06-28 | 2018-08-03 | $4,588 | $5,927 | -$1,339 | -$1,339 |
| LONDON STK EXCHANGE GROUP PLC | P | 2017-06-27 | 2018-07-09 | $16,539 | $13,197 | $3,342 | $3,342 |
| LOUISIANA PACIFIC CORP | P | 2014-12-26 | 2018-10-17 | $4,287 | $3,195 | $1,092 | $1,092 |
| LOUISIANA PACIFIC CORP | P | 2015-03-25 | 2018-10-17 | $1,579 | $1,184 | $395 | $395 |
| LOUISIANA PACIFIC CORP | P | 2016-04-20 | 2018-10-17 | $903 | $713 | $190 | $190 |
| LOUISIANA PACIFIC CORP | P | 2016-07-28 | 2018-10-17 | $677 | $620 | $57 | $57 |
| LOUISIANA PACIFIC CORP | P | 2017-01-31 | 2018-10-17 | $903 | $767 | $136 | $136 |
| LOUISIANA PACIFIC CORP | P | 2017-02-21 | 2018-10-17 | $1,579 | $1,712 | -$133 | -$133 |
| LOUISIANA PACIFIC CORP | P | 2017-06-27 | 2018-10-17 | $2,708 | $2,922 | -$214 | -$214 |
| LOWES COMPANIES INC | P | 2014-12-30 | 2018-01-18 | $2,737 | $1,845 | $892 | $892 |
| LOXO ONCOLOGY INC | P | 2017-03-29 | 2018-10-18 | $18,357 | $4,731 | $13,626 | $13,626 |
| LOXO ONCOLOGY INC | P | 2017-10-06 | 2018-10-18 | $4,005 | $2,098 | $1,907 | $1,907 |
| LUXOTTICA GROUP S P A SPONSORED ADR | P | 2015-02-13 | 2018-07-09 | $456 | $412 | $44 | $44 |
| M & T BK CORP | P | 2015-05-19 | 2018-10-17 | $30,969 | $23,525 | $7,444 | $7,444 |
| M & T BK CORP | P | 2015-11-19 | 2018-10-17 | $1,630 | $1,254 | $376 | $376 |
| MB FINANCIAL INC | P | 2017-07-27 | 2018-10-18 | $19,974 | $18,813 | $1,161 | $1,161 |
| MGE ENERGY INC | P | 2017-01-31 | 2018-03-27 | $6,406 | $7,241 | -$835 | -$835 |
| MGE ENERGY INC | P | 2017-02-21 | 2018-03-27 | $3,371 | $3,825 | -$454 | -$454 |
| MGE ENERGY INC | P | 2017-01-31 | 2018-05-31 | $4,105 | $4,319 | -$214 | -$214 |
| MGE ENERGY INC | P | 2017-01-31 | 2018-10-18 | $1,744 | $1,779 | -$35 | -$35 |
| MGIC INVT CORP WIS | P | 2014-12-26 | 2018-10-05 | $3,674 | $2,706 | $968 | $968 |
| MGIC INVT CORP WIS | P | 2015-03-25 | 2018-10-05 | $2,296 | $1,741 | $555 | $555 |
| MGIC INVT CORP WIS | P | 2015-08-31 | 2018-10-05 | $383 | $316 | $67 | $67 |
| MGIC INVT CORP WIS | P | 2017-02-21 | 2018-10-05 | $3,827 | $3,205 | $622 | $622 |
| MGIC INVT CORP WIS | P | 2017-03-29 | 2018-10-05 | $255 | $200 | $55 | $55 |
| MGIC INVT CORP WIS | P | 2017-06-27 | 2018-10-05 | $2,296 | $1,959 | $337 | $337 |
| MGM GRAND INC | P | 2014-12-26 | 2018-10-17 | $20,306 | $15,220 | $5,086 | $5,086 |
| MGM RESORTS INTL | P | 2015-01-05 | 2018-11-06 | $2,085 | $2,105 | -$20 | -$20 |
| MGM RESORTS INTL | P | 2015-01-05 | 2018-11-27 | $3,105 | $3,158 | -$53 | -$53 |
| MKS INSTRS INC | P | 2017-02-21 | 2018-07-02 | $1,702 | $1,207 | $495 | $495 |
| MKS INSTRS INC | P | 2017-03-29 | 2018-07-02 | $510 | $362 | $148 | $148 |
| MKS INSTRS INC | P | 2017-06-27 | 2018-07-02 | $2,885 | $2,129 | $756 | $756 |
| MKS INSTRS INC | P | 2017-02-21 | 2018-08-07 | $377 | $273 | $104 | $104 |
| MKS INSTRS INC | P | 2017-01-31 | 2018-09-13 | $2,464 | $1,977 | $487 | $487 |
| MKS INSTRS INC | P | 2017-02-21 | 2018-09-13 | $682 | $566 | $116 | $116 |
| MKS INSTRS INC | P | 2017-03-29 | 2018-09-13 | $386 | $320 | $66 | $66 |
| MKS INSTRS INC | P | 2015-08-31 | 2018-10-17 | $2,609 | $1,104 | $1,505 | $1,505 |
| MKS INSTRS INC | P | 2015-10-26 | 2018-10-17 | $791 | $344 | $447 | $447 |
| MKS INSTRS INC | P | 2016-04-20 | 2018-10-17 | $1,581 | $753 | $828 | $828 |
| MKS INSTRS INC | P | 2016-05-10 | 2018-10-17 | $1,581 | $741 | $840 | $840 |
| MKS INSTRS INC | P | 2016-06-16 | 2018-10-17 | $791 | $408 | $383 | $383 |
| MKS INSTRS INC | P | 2017-01-31 | 2018-10-17 | $1,581 | $1,318 | $263 | $263 |
| MRC GLOBAL INC | P | 2015-07-24 | 2018-10-17 | $5,065 | $3,827 | $1,238 | $1,238 |
| MRC GLOBAL INC | P | 2016-06-16 | 2018-10-17 | $1,048 | $810 | $238 | $238 |
| MRC GLOBAL INC | P | 2017-06-27 | 2018-10-17 | $2,096 | $1,894 | $202 | $202 |
| MS&AD INS GROUP HLDGS | P | 2017-02-17 | 2018-02-26 | $8,550 | $9,452 | -$902 | -$902 |
| MS&AD INS GROUP HLDGS | P | 2017-02-17 | 2018-03-27 | $1,229 | $1,375 | -$146 | -$146 |
| MSA SAFETY INC | P | 2016-07-28 | 2018-10-05 | $3,464 | $1,879 | $1,585 | $1,585 |
| MSA SAFETY INC | P | 2017-02-21 | 2018-10-05 | $7,132 | $4,891 | $2,241 | $2,241 |
| MSA SAFETY INC | P | 2017-06-27 | 2018-10-05 | $306 | $239 | $67 | $67 |
| MACATAWA BK CORP | P | 2016-11-16 | 2018-10-18 | $9,980 | $8,295 | $1,685 | $1,685 |
| MACATAWA BK CORP | P | 2017-05-23 | 2018-10-18 | $2,329 | $1,965 | $364 | $364 |
| MACATAWA BK CORP | P | 2017-06-27 | 2018-10-18 | $554 | $464 | $90 | $90 |
| MACERICH CO | P | 2017-10-06 | 2018-10-18 | $13,615 | $14,777 | -$1,162 | -$1,162 |
| STEVEN MADDEN LTD | P | 2015-10-26 | 2018-10-05 | $1,275 | $845 | $430 | $430 |
| STEVEN MADDEN LTD | P | 2016-04-20 | 2018-10-05 | $1,471 | $1,113 | $358 | $358 |
| STEVEN MADDEN LTD | P | 2016-05-06 | 2018-10-05 | $490 | $342 | $148 | $148 |
| STEVEN MADDEN LTD | P | 2016-07-28 | 2018-10-05 | $1,961 | $1,402 | $559 | $559 |
| STEVEN MADDEN LTD | P | 2017-01-31 | 2018-10-05 | $1,471 | $1,053 | $418 | $418 |
| STEVEN MADDEN LTD | P | 2017-02-21 | 2018-10-05 | $6,865 | $5,160 | $1,705 | $1,705 |
| STEVEN MADDEN LTD | P | 2017-06-27 | 2018-10-05 | $2,452 | $1,933 | $519 | $519 |
| MADISON SQUARE GARDEN CO | P | 2017-02-14 | 2018-10-18 | $19,925 | $12,230 | $7,695 | $7,695 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-02-21 | 2018-03-27 | $4,821 | $3,557 | $1,264 | $1,264 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-02-21 | 2018-08-07 | $4,893 | $5,138 | -$245 | -$245 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-03-29 | 2018-08-07 | $753 | $666 | $87 | $87 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-06-27 | 2018-08-07 | $1,506 | $1,456 | $50 | $50 |
| MANITOWOC CO INC | P | 2017-01-31 | 2018-03-27 | $3,372 | $3,144 | $228 | $228 |
| MANITOWOC CO INC | P | 2017-01-31 | 2018-04-30 | $1,604 | $1,750 | -$146 | -$146 |
| MANITOWOC CO INC | P | 2017-01-31 | 2018-08-07 | $515 | $560 | -$45 | -$45 |
| MANITOWOC CO INC | P | 2017-02-21 | 2018-08-07 | $1,207 | $1,260 | -$53 | -$53 |
| MANITOWOC CO INC | P | 2017-03-29 | 2018-08-07 | $754 | $677 | $77 | $77 |
| MANITOWOC CO INC | P | 2017-06-27 | 2018-08-07 | $1,571 | $1,456 | $115 | $115 |
| MARATHON PETE CORP | P | 2016-07-28 | 2018-08-03 | $9,733 | $4,695 | $5,038 | $5,038 |
| MARATHON PETE CORP | P | 2016-07-28 | 2018-09-14 | $19,972 | $9,046 | $10,926 | $10,926 |
| MARATHON PETE CORP | P | 2016-07-28 | 2018-10-18 | $16,659 | $8,015 | $8,644 | $8,644 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2014-12-26 | 2018-07-02 | $567 | $374 | $193 | $193 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-02-21 | 2018-07-02 | $3,402 | $2,713 | $689 | $689 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-06-27 | 2018-07-02 | $2,268 | $2,410 | -$142 | -$142 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2016-05-06 | 2018-10-17 | $694 | $637 | $57 | $57 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-02-21 | 2018-10-17 | $2,060 | $2,475 | -$415 | -$415 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-06-27 | 2018-10-17 | $158 | $195 | -$37 | -$37 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-10-06 | 2018-10-17 | $1,807 | $2,228 | -$421 | -$421 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2016-05-06 | 2018-12-10 | $2 | $3 | -$1 | -$1 |
| MASCO CORP | P | 2017-01-25 | 2018-10-18 | $13,871 | $14,919 | -$1,048 | -$1,048 |
| MASCO CORP | P | 2014-12-08 | 2018-10-03 | $9,585 | $9,967 | -$382 | -$382 |
| MASIMO CORP | P | 2017-02-21 | 2018-07-02 | $972 | $851 | $121 | $121 |
| MASIMO CORP | P | 2017-05-23 | 2018-07-02 | $972 | $860 | $112 | $112 |
| MASIMO CORP | P | 2016-05-06 | 2018-10-18 | $6,595 | $2,572 | $4,023 | $4,023 |
| MASIMO CORP | P | 2016-11-16 | 2018-10-18 | $1,178 | $618 | $560 | $560 |
| MASIMO CORP | P | 2017-10-06 | 2018-10-18 | $2,709 | $2,005 | $704 | $704 |
| MASONITE INTL CORP NEW | P | 2016-05-06 | 2018-05-31 | $1,329 | $1,385 | -$56 | -$56 |
| MASONITE INTL CORP NEW | P | 2016-07-28 | 2018-05-31 | $1,329 | $1,380 | -$51 | -$51 |
| MASONITE INTL CORP NEW | P | 2017-02-21 | 2018-08-07 | $2,665 | $2,742 | -$77 | -$77 |
| MASONITE INTL CORP NEW | P | 2015-07-24 | 2018-10-05 | $2,519 | $2,519 | $0 | $0 |
| MASONITE INTL CORP NEW | P | 2016-06-16 | 2018-10-05 | $630 | $630 | $0 | $0 |
| MASTEC INC | P | 2014-12-30 | 2018-10-17 | $1,298 | $687 | $611 | $611 |
| MASTEC INC | P | 2016-06-16 | 2018-10-17 | $389 | $203 | $186 | $186 |
| MASTEC INC | P | 2016-07-28 | 2018-10-17 | $433 | $245 | $188 | $188 |
| MASTEC INC | P | 2016-11-16 | 2018-10-17 | $433 | $362 | $71 | $71 |
| MASTEC INC | P | 2017-01-31 | 2018-10-17 | $865 | $745 | $120 | $120 |
| MASTEC INC | P | 2017-02-21 | 2018-10-17 | $3,461 | $3,100 | $361 | $361 |
| MASTEC INC | P | 2017-05-23 | 2018-10-17 | $433 | $433 | $0 | $0 |
| MASTEC INC | P | 2017-06-27 | 2018-10-17 | $433 | $452 | -$19 | -$19 |
| MASTEC INC | P | 2017-10-06 | 2018-10-17 | $2,379 | $2,530 | -$151 | -$151 |
| MATADOR RES CO | P | 2017-02-21 | 2018-03-27 | $2,795 | $2,624 | $171 | $171 |
| MATADOR RES CO | P | 2017-02-21 | 2018-05-31 | $373 | $352 | $21 | $21 |
| MATADOR RES CO | P | 2015-03-25 | 2018-10-18 | $1,272 | $824 | $448 | $448 |
| MATADOR RES CO | P | 2015-09-23 | 2018-10-18 | $318 | $213 | $105 | $105 |
| MATADOR RES CO | P | 2015-12-15 | 2018-10-18 | $954 | $651 | $303 | $303 |
| MATADOR RES CO | P | 2016-06-16 | 2018-10-18 | $318 | $216 | $102 | $102 |
| MATADOR RES CO | P | 2016-07-28 | 2018-10-18 | $509 | $322 | $187 | $187 |
| MATADOR RES CO | P | 2017-03-29 | 2018-10-18 | $636 | $466 | $170 | $170 |
| MATADOR RES CO | P | 2017-06-27 | 2018-10-18 | $5,406 | $3,508 | $1,898 | $1,898 |
| MATADOR RES CO | P | 2017-10-06 | 2018-10-18 | $9,986 | $8,176 | $1,810 | $1,810 |
| MAXIM INTEGRATED PRODS INC | P | 2015-07-23 | 2018-10-17 | $11,339 | $6,580 | $4,759 | $4,759 |
| MAXIM INTEGRATED PRODS INC | P | 2015-10-14 | 2018-10-17 | $532 | $386 | $146 | $146 |
| MAXIM INTEGRATED PRODS INC | P | 2016-02-23 | 2018-10-17 | $266 | $165 | $101 | $101 |
| MAXIM INTEGRATED PRODS INC | P | 2016-04-05 | 2018-10-17 | $266 | $183 | $83 | $83 |
| MAXIM INTEGRATED PRODS INC | P | 2017-10-06 | 2018-10-17 | $18,366 | $16,767 | $1,599 | $1,599 |
| MAXIMUS INC | P | 2015-03-25 | 2018-03-27 | $1,311 | $1,305 | $6 | $6 |
| MAXIMUS INC | P | 2015-05-19 | 2018-03-27 | $1,311 | $1,318 | -$7 | -$7 |
| MAXIMUS INC | P | 2015-06-17 | 2018-03-27 | $656 | $644 | $12 | $12 |
| MAXIMUS INC | P | 2016-07-28 | 2018-07-02 | $872 | $830 | $42 | $42 |
| MAXIMUS INC | P | 2014-12-26 | 2018-10-18 | $11,021 | $9,460 | $1,561 | $1,561 |
| MAXIMUS INC | P | 2015-02-13 | 2018-10-18 | $648 | $590 | $58 | $58 |
| MAXIMUS INC | P | 2016-07-28 | 2018-10-18 | $389 | $356 | $33 | $33 |
| MAXIMUS INC | P | 2017-02-21 | 2018-10-18 | $3,890 | $3,551 | $339 | $339 |
| MAZDA MTR CORP | P | 2016-07-21 | 2018-02-26 | $768 | $774 | -$6 | -$6 |
| MAZOR ROBOTICS LTD | P | 2017-05-15 | 2018-07-09 | $60 | $40 | $20 | $20 |
| MAZOR ROBOTICS LTD | P | 2016-06-16 | 2018-09-12 | $354 | $111 | $243 | $243 |
| MAZOR ROBOTICS LTD | P | 2017-04-17 | 2018-09-12 | $505 | $344 | $161 | $161 |
| MAZOR ROBOTICS LTD | P | 2017-05-15 | 2018-09-12 | $1,213 | $968 | $245 | $245 |
| MAZOR ROBOTICS LTD | P | 2017-06-27 | 2018-09-12 | $505 | $342 | $163 | $163 |
| MCCORMICK & CO INC NON-VOTING | P | 2014-12-26 | 2018-10-17 | $35,542 | $19,832 | $15,710 | $15,710 |
| MCDERMOTT INTERNATIONAL INC | P | 2017-02-21 | 2018-03-27 | $1,095 | $1,317 | -$222 | -$222 |
| MCDERMOTT INTL INC | P | 2016-11-16 | 2018-10-17 | $206 | $237 | -$31 | -$31 |
| MCDERMOTT INTL INC | P | 2017-03-29 | 2018-10-17 | $360 | $464 | -$104 | -$104 |
| MCDERMOTT INTL INC | P | 2017-04-28 | 2018-10-17 | $103 | $131 | -$28 | -$28 |
| MCDERMOTT INTL INC | P | 2017-05-23 | 2018-10-17 | $618 | $773 | -$155 | -$155 |
| MCDERMOTT INTL INC | P | 2017-06-27 | 2018-10-17 | $1,030 | $1,386 | -$356 | -$356 |
| MCDERMOTT INTL INC | P | 2017-10-06 | 2018-10-17 | $1,792 | $2,486 | -$694 | -$694 |
| MCDONALDS CORP | P | 2016-05-26 | 2018-01-18 | $18,088 | $12,863 | $5,225 | $5,225 |
| MCGRATH RENTCORP | P | 2017-10-06 | 2018-10-17 | $12,551 | $11,346 | $1,205 | $1,205 |
| MEDICINES CO | P | 2016-07-28 | 2018-07-02 | $728 | $777 | -$49 | -$49 |
| MEDICINES CO | P | 2016-04-20 | 2018-09-13 | $346 | $352 | -$6 | -$6 |
| MEDICINES CO | P | 2016-06-16 | 2018-09-13 | $346 | $358 | -$12 | -$12 |
| MEDICINES CO | P | 2014-12-26 | 2018-10-17 | $5,268 | $5,195 | $73 | $73 |
| MEDICINES CO | P | 2015-10-26 | 2018-10-17 | $1,109 | $1,315 | -$206 | -$206 |
| MEDICINES CO | P | 2016-02-19 | 2018-10-17 | $277 | $332 | -$55 | -$55 |
| MEDICINES CO | P | 2016-10-28 | 2018-10-17 | $277 | $339 | -$62 | -$62 |
| MEDNAX INC | P | 2017-10-06 | 2018-10-18 | $12,524 | $12,002 | $522 | $522 |
| MERCK & CO INC | P | 2014-12-30 | 2018-01-18 | $2,935 | $2,770 | $165 | $165 |
| MERCURY COMPUTER SYS INC | P | 2017-02-21 | 2018-04-30 | $1,085 | $1,249 | -$164 | -$164 |
| MERCURY COMPUTER SYS INC | P | 2017-03-29 | 2018-04-30 | $987 | $1,164 | -$177 | -$177 |
| MERCURY COMPUTER SYS INC | P | 2016-10-28 | 2018-10-18 | $7,521 | $4,403 | $3,118 | $3,118 |
| MERCURY COMPUTER SYS INC | P | 2016-12-12 | 2018-10-18 | $470 | $316 | $154 | $154 |
| MERCURY COMPUTER SYS INC | P | 2017-02-21 | 2018-10-18 | $799 | $643 | $156 | $156 |
| MERIDIAN BIOSCIENCE INC | P | 2017-02-21 | 2018-03-27 | $1,736 | $1,518 | $218 | $218 |
| MERIDIAN BIOSCIENCE INC | P | 2017-02-21 | 2018-10-19 | $9,710 | $7,921 | $1,789 | $1,789 |
| MERITAGE CORP | P | 2017-07-27 | 2018-09-13 | $438 | $419 | $19 | $19 |
| MERITAGE CORP | P | 2017-07-27 | 2018-10-17 | $12,273 | $15,026 | -$2,753 | -$2,753 |
| METLIFE INC | P | 2016-01-12 | 2018-12-17 | $129,449 | $138,624 | -$9,175 | -$9,175 |
| METTLER-TOLEDO INTL INC | P | 2014-12-26 | 2018-10-17 | $14,459 | $7,612 | $6,847 | $6,847 |
| MICHELIN COMPAGNIE GENERALE | P | 2017-04-21 | 2018-07-09 | $7,896 | $8,179 | -$283 | -$283 |
| MICROCHIP TECHNOLOGY INC | P | 2015-10-14 | 2018-10-17 | $11,416 | $7,553 | $3,863 | $3,863 |
| MICROCHIP TECHNOLOGY INC | P | 2015-12-21 | 2018-10-17 | $348 | $224 | $124 | $124 |
| MICROCHIP TECHNOLOGY INC | P | 2016-02-23 | 2018-10-17 | $348 | $206 | $142 | $142 |
| MICROCHIP TECHNOLOGY INC | P | 2017-10-06 | 2018-10-17 | $7,518 | $7,518 | $0 | $0 |
| MIDDLESEX WATER CO | P | 2016-07-28 | 2018-03-27 | $1,810 | $2,057 | -$247 | -$247 |
| MIDDLESEX WATER CO | P | 2016-04-20 | 2018-10-17 | $3,843 | $3,072 | $771 | $771 |
| MIDDLESEX WATER CO | P | 2017-05-23 | 2018-10-17 | $5,426 | $4,171 | $1,255 | $1,255 |
| HERMAN MILLER INC | P | 2017-01-31 | 2018-03-27 | $486 | $502 | -$16 | -$16 |
| HERMAN MILLER INC | P | 2016-04-20 | 2018-10-17 | $5,619 | $4,916 | $703 | $703 |
| HERMAN MILLER INC | P | 2016-06-16 | 2018-10-17 | $2,107 | $1,875 | $232 | $232 |
| HERMAN MILLER INC | P | 2017-01-31 | 2018-10-17 | $140 | $125 | $15 | $15 |
| HERMAN MILLER INC | P | 2017-02-21 | 2018-10-17 | $2,458 | $2,139 | $319 | $319 |
| HERMAN MILLER INC | P | 2017-06-27 | 2018-10-17 | $2,458 | $2,062 | $396 | $396 |
| MIMEDX GROUP INC | P | 2016-09-14 | 2018-07-02 | $1,808 | $3,927 | -$2,119 | -$2,119 |
| MIMEDX GROUP INC | P | 2016-10-28 | 2018-07-02 | $119 | $264 | -$145 | -$145 |
| MINDBODY INC | P | 2017-10-06 | 2018-10-17 | $12,776 | $10,591 | $2,185 | $2,185 |
| MINERALS TECHNOLOGIES INC | P | 2014-12-26 | 2018-05-31 | $8,059 | $7,892 | $167 | $167 |
| MINERALS TECHNOLOGIES INC | P | 2015-02-23 | 2018-05-31 | $733 | $717 | $16 | $16 |
| MINERALS TECHNOLOGIES INC | P | 2015-03-25 | 2018-05-31 | $733 | $721 | $12 | $12 |
| MINERALS TECHNOLOGIES INC | P | 2017-06-27 | 2018-08-07 | $1,361 | $1,422 | -$61 | -$61 |
| MITSUBISHI ELEC CORP | P | 2017-05-15 | 2018-07-02 | $6,314 | $7,080 | -$766 | -$766 |
| MITSUBISHI ELEC CORP | P | 2017-05-15 | 2018-07-09 | $3,339 | $3,698 | -$359 | -$359 |
| MITSUBISHI ELEC CORP | P | 2017-05-15 | 2018-08-09 | $4,034 | $4,242 | -$208 | -$208 |
| MITSUBISHI TANABE PHARMA CORP | P | 2015-02-13 | 2018-07-09 | $3,915 | $3,747 | $168 | $168 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2017-02-17 | 2018-07-02 | $3,200 | $3,921 | -$721 | -$721 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2017-06-27 | 2018-07-02 | $3,085 | $3,674 | -$589 | -$589 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2017-03-29 | 2018-07-09 | $1,371 | $1,537 | -$166 | -$166 |
| MOBILE MINI INC | P | 2014-12-07 | 2018-01-18 | $183 | $177 | $6 | $6 |
| MOBILE MINI INC | P | 2014-12-07 | 2018-03-27 | $2,848 | $2,298 | $550 | $550 |
| MOBILE MINI INC | P | 2016-07-28 | 2018-03-27 | $876 | $643 | $233 | $233 |
| MOBILE MINI INC | P | 2017-02-21 | 2018-03-27 | $1,753 | $1,348 | $405 | $405 |
| MOBILE MINI INC | P | 2017-03-29 | 2018-10-18 | $1,303 | $900 | $403 | $403 |
| MOBILE MINI INC | P | 2017-04-28 | 2018-10-18 | $434 | $290 | $144 | $144 |
| MOBILE MINI INC | P | 2017-05-23 | 2018-10-18 | $434 | $280 | $154 | $154 |
| MOBILE MINI INC | P | 2017-06-27 | 2018-10-18 | $2,607 | $1,821 | $786 | $786 |
| MOBILE MINI INC | P | 2017-10-06 | 2018-10-18 | $3,693 | $2,975 | $718 | $718 |
| MODEL N INC | P | 2017-07-27 | 2018-10-17 | $8,641 | $7,467 | $1,174 | $1,174 |
| MOHAWK INDS INC | P | 2014-12-26 | 2018-03-27 | $9,722 | $6,542 | $3,180 | $3,180 |
| MOHAWK INDS INC | P | 2014-12-30 | 2018-03-27 | $2,315 | $1,561 | $754 | $754 |
| MOHAWK INDS INC | P | 2015-07-23 | 2018-03-27 | $694 | $601 | $93 | $93 |
| MOLINA HEALTHCARE INC | P | 2015-07-24 | 2018-07-02 | $3,905 | $2,778 | $1,127 | $1,127 |
| MOLINA HEALTHCARE INC | P | 2015-08-31 | 2018-07-02 | $1,952 | $1,495 | $457 | $457 |
| MOLINA HEALTHCARE INC | P | 2017-06-27 | 2018-07-02 | $1,952 | $1,407 | $545 | $545 |
| MOLINA HEALTHCARE INC | P | 2015-03-25 | 2018-09-13 | $9,111 | $4,055 | $5,056 | $5,056 |
| MOLINA HEALTHCARE INC | P | 2015-03-25 | 2018-10-17 | $4,137 | $1,928 | $2,209 | $2,209 |
| MOLINA HEALTHCARE INC | P | 2017-01-31 | 2018-10-17 | $2,853 | $1,135 | $1,718 | $1,718 |
| MOLINA HEALTHCARE INC | P | 2017-04-28 | 2018-10-17 | $1,427 | $496 | $931 | $931 |
| MOLSON COORS BREWING CO CL B | P | 2015-07-23 | 2018-03-27 | $4,350 | $4,121 | $229 | $229 |
| MOLSON COORS BREWING CO CL B | P | 2016-04-05 | 2018-03-27 | $1,125 | $1,410 | -$285 | -$285 |
| MOMENTA PHARMACEUTICALS INC | P | 2015-07-24 | 2018-01-18 | $303 | $439 | -$136 | -$136 |
| MOMENTA PHARMACEUTICALS INC | P | 2015-08-31 | 2018-01-18 | $651 | $837 | -$186 | -$186 |
| MOMENTA PHARMACEUTICALS INC | P | 2015-08-31 | 2018-03-27 | $294 | $331 | -$37 | -$37 |
| MOMENTA PHARMACEUTICALS INC | P | 2017-02-21 | 2018-03-27 | $1,729 | $1,593 | $136 | $136 |
| MOMENTA PHARMACEUTICALS INC | P | 2014-12-26 | 2018-10-17 | $3,854 | $3,098 | $756 | $756 |
| MOMENTA PHARMACEUTICALS INC | P | 2016-01-15 | 2018-10-17 | $148 | $128 | $20 | $20 |
| MOMENTA PHARMACEUTICALS INC | P | 2017-03-29 | 2018-10-17 | $445 | $406 | $39 | $39 |
| MOMENTA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-10-17 | $2,550 | $2,246 | $304 | $304 |
| MONOLITHIC PWR SYS INC | P | 2017-07-27 | 2018-08-07 | $1,415 | $1,047 | $368 | $368 |
| MONOLITHIC PWR SYS INC | P | 2017-03-29 | 2018-09-13 | $815 | $551 | $264 | $264 |
| MONOLITHIC PWR SYS INC | P | 2017-03-29 | 2018-10-05 | $24,187 | $18,724 | $5,463 | $5,463 |
| MONSANTO CO | P | 2011-08-04 | 2018-06-07 | $22,528 | $11,786 | $10,742 | $10,742 |
| MONSANTO CO | P | 2014-11-30 | 2018-06-07 | $1,408 | $1,160 | $248 | $248 |
| MONSANTO CO | P | 2015-10-22 | 2018-06-07 | $1,280 | $922 | $358 | $358 |
| MONSANTO CO | P | 2015-11-23 | 2018-06-07 | $1,280 | $954 | $326 | $326 |
| MONSANTO CO | P | 2016-02-23 | 2018-06-07 | $1,280 | $879 | $401 | $401 |
| MONSANTO CO | P | 2017-03-29 | 2018-06-07 | $10,240 | $9,118 | $1,122 | $1,122 |
| MOOG INC CL A | P | 2014-12-30 | 2018-07-02 | $2,066 | $2,022 | $44 | $44 |
| MOOG INC CL A | P | 2014-12-26 | 2018-08-07 | $224 | $223 | $1 | $1 |
| MOOG INC CL A | P | 2014-12-30 | 2018-08-07 | $3,208 | $3,221 | -$13 | -$13 |
| MOOG INC CL A | P | 2014-12-26 | 2018-10-17 | $5,945 | $5,717 | $228 | $228 |
| MOOG INC CL A | P | 2017-02-21 | 2018-10-17 | $3,088 | $2,716 | $372 | $372 |
| MOOG INC CL A | P | 2017-06-27 | 2018-10-17 | $772 | $693 | $79 | $79 |
| MOOG INC CL A | P | 2017-07-27 | 2018-10-17 | $772 | $737 | $35 | $35 |
| MUNICH RE GROUP | P | 2014-11-14 | 2018-07-09 | $846 | $760 | $86 | $86 |
| MUNICH RE GROUP | P | 2017-03-29 | 2018-07-09 | $2,170 | $1,967 | $203 | $203 |
| MUNICH RE GROUP | P | 2017-04-21 | 2018-07-09 | $2,388 | $2,150 | $238 | $238 |
| MURATA MFG CO CO LTD | P | 2016-04-26 | 2018-03-27 | $3,810 | $3,927 | -$117 | -$117 |
| MURATA MFG CO CO LTD | P | 2016-04-26 | 2018-04-30 | $16,660 | $18,663 | -$2,003 | -$2,003 |
| MURPHY OIL CORP | P | 2017-10-06 | 2018-10-18 | $14,219 | $10,713 | $3,506 | $3,506 |
| MYRIAD GENETICS INC | P | 2015-07-04 | 2018-03-27 | $299 | $351 | -$52 | -$52 |
| MYRIAD GENETICS INC | P | 2015-07-24 | 2018-03-27 | $270 | $307 | -$37 | -$37 |
| MYRIAD GENETICS INC | P | 2016-02-19 | 2018-03-27 | $599 | $697 | -$98 | -$98 |
| MYRIAD GENETICS INC | P | 2015-07-24 | 2018-10-17 | $8,090 | $6,168 | $1,922 | $1,922 |
| MYRIAD GENETICS INC | P | 2015-08-03 | 2018-10-17 | $447 | $325 | $122 | $122 |
| MYRIAD GENETICS INC | P | 2015-08-23 | 2018-10-17 | $894 | $666 | $228 | $228 |
| MYRIAD GENETICS INC | P | 2016-05-20 | 2018-10-17 | $894 | $680 | $214 | $214 |
| MYRIAD GENETICS INC | P | 2016-07-28 | 2018-10-17 | $894 | $642 | $252 | $252 |
| MYRIAD GENETICS INC | P | 2016-09-14 | 2018-10-17 | $223 | $109 | $114 | $114 |
| MYRIAD GENETICS INC | P | 2017-02-21 | 2018-10-17 | $2,682 | $1,131 | $1,551 | $1,551 |
| NBT BANCORP INC | P | 2017-03-29 | 2018-10-18 | $731 | $740 | -$9 | -$9 |
| NBT BANCORP INC | P | 2017-06-27 | 2018-10-18 | $1,462 | $1,462 | $0 | $0 |
| NBT BANCORP INC | P | 2017-10-06 | 2018-10-18 | $5,811 | $5,940 | -$129 | -$129 |
| NRG ENERGY INC | P | 2016-12-12 | 2018-10-18 | $7,691 | $2,611 | $5,080 | $5,080 |
| NRG ENERGY INC | P | 2017-01-25 | 2018-10-18 | $552 | $246 | $306 | $306 |
| NRG ENERGY INC | P | 2017-10-06 | 2018-10-18 | $12,917 | $8,921 | $3,996 | $3,996 |
| NTT DOCOMO INC SPONSORED ADR | P | 2016-06-16 | 2018-01-23 | $247 | $254 | -$7 | -$7 |
| NTT DOCOMO INC SPONSORED ADR | P | 2016-11-16 | 2018-07-09 | $385 | $338 | $47 | $47 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $4,231 | $3,901 | $330 | $330 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-02-21 | 2018-07-09 | $2,564 | $2,378 | $186 | $186 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-06-27 | 2018-07-09 | $1,000 | $948 | $52 | $52 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-01-23 | $29 | $90 | -$61 | -$61 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-02-26 | $27 | $82 | -$55 | -$55 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-03-27 | $15 | $45 | -$30 | -$30 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-04-30 | $4 | $16 | -$12 | -$12 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-05-31 | $16 | $53 | -$37 | -$37 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-07-02 | $16 | $62 | -$46 | -$46 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-07-09 | $13 | $49 | -$36 | -$36 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-08-09 | $16 | $57 | -$41 | -$41 |
| NAMPAK LTD SPONSORED ADR NEW | P | 2014-11-14 | 2018-09-12 | $25 | $107 | -$82 | -$82 |
| NASPERS LTD | P | 2017-05-15 | 2018-07-09 | $6,159 | $4,906 | $1,253 | $1,253 |
| NASPERS LTD | P | 2017-06-27 | 2018-07-09 | $3,800 | $2,949 | $851 | $851 |
| NASPERS LTD | P | 2017-06-27 | 2018-09-12 | $168 | $163 | $5 | $5 |
| NATIONAL AUSTRALIA BK LTD ADR | P | 2014-12-30 | 2018-01-23 | $12,901 | $15,191 | -$2,290 | -$2,290 |
| NATIONAL AUSTRALIA BK LTD ADR | P | 2014-12-30 | 2018-04-30 | $19,037 | $23,913 | -$4,876 | -$4,876 |
| NATIONAL AUSTRALIA BK LTD ADR | P | 2014-12-30 | 2018-05-31 | $30,062 | $40,862 | -$10,800 | -$10,800 |
| NATIONAL AUSTRALIA BK LTD ADR | P | 2014-12-30 | 2018-08-09 | $1,935 | $2,582 | -$647 | -$647 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2015-12-08 | 2018-08-15 | $5,000 | $5,187 | -$187 | -$187 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2016-01-27 | 2018-08-15 | $3,000 | $3,112 | -$112 | -$112 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2016-06-13 | 2018-08-15 | $3,000 | $3,142 | -$142 | -$142 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2016-03-16 | 2018-08-01 | $6,000 | $5,937 | $63 | $63 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2016-06-15 | 2018-08-01 | $3,000 | $2,944 | $56 | $56 |
| NATIONSTAR MTG LLC/NATIONSTAR | P | 2016-08-19 | 2018-08-01 | $1,000 | $1,007 | -$7 | -$7 |
| NAVISTAR INTL CORP NEW | P | 2016-09-14 | 2018-10-17 | $2,315 | $1,203 | $1,112 | $1,112 |
| NAVISTAR INTL CORP NEW | P | 2017-01-31 | 2018-10-17 | $367 | $272 | $95 | $95 |
| NAVISTAR INTL CORP NEW | P | 2017-02-21 | 2018-10-17 | $2,572 | $1,942 | $630 | $630 |
| NAVISTAR INTL CORP NEW | P | 2017-06-27 | 2018-10-17 | $1,102 | $759 | $343 | $343 |
| NEKTAR THEARPEUTICS | P | 2014-12-01 | 2018-03-27 | $11,340 | $1,797 | $9,543 | $9,543 |
| NEKTAR THEARPEUTICS | P | 2014-12-30 | 2018-03-27 | $5,299 | $846 | $4,453 | $4,453 |
| NEKTAR THEARPEUTICS | P | 2014-12-01 | 2018-07-02 | $5,034 | $1,730 | $3,304 | $3,304 |
| NEKTAR THEARPEUTICS | P | 2014-12-30 | 2018-07-02 | $7,674 | $2,446 | $5,228 | $5,228 |
| NEKTAR THEARPEUTICS | P | 2016-07-28 | 2018-07-02 | $489 | $160 | $329 | $329 |
| NEKTAR THEARPEUTICS | P | 2017-02-21 | 2018-07-02 | $2,933 | $784 | $2,149 | $2,149 |
| NEKTAR THEARPEUTICS | P | 2017-04-28 | 2018-07-02 | $978 | $378 | $600 | $600 |
| NEKTAR THEARPEUTICS | P | 2017-06-27 | 2018-07-02 | $3,910 | $1,574 | $2,336 | $2,336 |
| NEKTAR THEARPEUTICS | P | 2017-10-06 | 2018-10-17 | $11,418 | $5,571 | $5,847 | $5,847 |
| NEOGEN CORP | P | 2015-03-25 | 2018-10-18 | $3,482 | $2,035 | $1,447 | $1,447 |
| NEOGEN CORP | P | 2016-07-28 | 2018-10-18 | $870 | $552 | $318 | $318 |
| NEOGEN CORP | P | 2016-10-28 | 2018-10-18 | $2,611 | $1,556 | $1,055 | $1,055 |
| NEOGEN CORP | P | 2017-02-21 | 2018-10-18 | $4,352 | $3,326 | $1,026 | $1,026 |
| NEOGEN CORP | P | 2017-04-28 | 2018-10-18 | $870 | $630 | $240 | $240 |
| NEOGEN CORP | P | 2017-07-27 | 2018-10-18 | $3,481 | $2,587 | $894 | $894 |
| NEOGEN CORP | P | 2017-10-06 | 2018-10-18 | $5,744 | $5,211 | $533 | $533 |
| NESTLE S A ADR REG | P | 2015-09-16 | 2018-07-02 | $4,669 | $4,540 | $129 | $129 |
| NESTLE S A ADR REG | P | 2014-11-14 | 2018-07-09 | $64,836 | $60,458 | $4,378 | $4,378 |
| NESTLE S A ADR REG | P | 2014-12-26 | 2018-07-09 | $15,529 | $14,343 | $1,186 | $1,186 |
| NESTLE S A ADR REG | P | 2016-04-26 | 2018-07-09 | $1,201 | $1,117 | $84 | $84 |
| NETEASE COM INC SPONSORED ADR | P | 2017-01-25 | 2018-08-09 | $2,257 | $2,523 | -$266 | -$266 |
| NETGEAR INC | P | 2017-07-27 | 2018-10-17 | $6,084 | $5,465 | $619 | $619 |
| NETGEAR INC | P | 2017-10-06 | 2018-10-17 | $6,535 | $5,773 | $762 | $762 |
| NEUROCRINE BIOSCIENCES INC | P | 2016-08-18 | 2018-10-18 | $457 | $193 | $264 | $264 |
| NEUROCRINE BIOSCIENCES INC | P | 2017-01-25 | 2018-10-18 | $2,854 | $1,004 | $1,850 | $1,850 |
| NEUROCRINE BIOSCIENCES INC | P | 2017-03-29 | 2018-10-18 | $1,141 | $430 | $711 | $711 |
| NEUROCRINE BIOSCIENCES INC | P | 2017-10-06 | 2018-10-18 | $18,606 | $10,192 | $8,414 | $8,414 |
| NEUBERGER BERMAN LONG SHORT FUND | P | 2015-09-18 | 2018-01-19 | $19,106 | $16,071 | $3,035 | $3,035 |
| NEUBERGER BERMAN LONG SHORT FUND | P | 2015-09-18 | 2018-04-13 | $578,959 | $504,138 | $74,821 | $74,821 |
| NEVRO CORP | P | 2016-07-28 | 2018-07-02 | $1,467 | $1,622 | -$155 | -$155 |
| NEVRO CORP | P | 2017-06-27 | 2018-09-13 | $248 | $290 | -$42 | -$42 |
| NEVRO CORP | P | 2015-12-15 | 2018-10-17 | $3,834 | $4,699 | -$865 | -$865 |
| NEVRO CORP | P | 2017-06-27 | 2018-10-17 | $1,424 | $1,885 | -$461 | -$461 |
| NEW JERSEY RESOURCES CORP | P | 2014-12-01 | 2018-10-05 | $1,009 | $764 | $245 | $245 |
| NEW JERSEY RESOURCES CORP | P | 2016-04-20 | 2018-10-05 | $917 | $728 | $189 | $189 |
| NEW JERSEY RESOURCES CORP | P | 2016-05-10 | 2018-10-05 | $1,376 | $1,095 | $281 | $281 |
| NEW JERSEY RESOURCES CORP | P | 2016-07-28 | 2018-10-05 | $2,751 | $2,212 | $539 | $539 |
| NEW JERSEY RESOURCES CORP | P | 2017-02-21 | 2018-10-05 | $4,585 | $3,806 | $779 | $779 |
| NEW ORIENTAL ED & TECHNOLOGY GROUP | P | 2017-04-21 | 2018-07-09 | $769 | $503 | $266 | $266 |
| NEW ORIENTAL ED & TECHNOLOGY GROUP | P | 2017-05-15 | 2018-07-09 | $481 | $356 | $125 | $125 |
| NEW ORIENTAL ED & TECHNOLOGY GROUP | P | 2017-06-27 | 2018-07-09 | $1,442 | $1,094 | $348 | $348 |
| NEW YORK TIMES CO CLASS A | P | 2017-05-23 | 2018-10-05 | $17,959 | $13,016 | $4,943 | $4,943 |
| NEWMONT MINING CORP | P | 2016-06-16 | 2018-08-22 | $1,674 | $1,864 | -$190 | -$190 |
| NEWMONT MINING CORP | P | 2016-11-28 | 2018-08-22 | $644 | $668 | -$24 | -$24 |
| NEWMONT MINING CORP | P | 2017-01-25 | 2018-08-22 | $3,541 | $3,825 | -$284 | -$284 |
| NEWMONT MINING CORP | P | 2017-02-28 | 2018-08-22 | $161 | $172 | -$11 | -$11 |
| NEWMONT MINING CORP | P | 2017-03-29 | 2018-08-22 | $4,184 | $4,320 | -$136 | -$136 |
| NEWMONT MINING CORP | P | 2017-05-30 | 2018-08-22 | $7,886 | $8,350 | -$464 | -$464 |
| NEWMONT MINING CORP | P | 2014-12-26 | 2018-10-18 | $19,131 | $11,118 | $8,013 | $8,013 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-01-17 | 2018-03-27 | $337 | $309 | $28 | $28 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-02-21 | 2018-03-27 | $337 | $341 | -$4 | -$4 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2015-03-25 | 2018-10-05 | $796 | $568 | $228 | $228 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2015-05-19 | 2018-10-05 | $796 | $554 | $242 | $242 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2015-12-15 | 2018-10-05 | $601 | $415 | $186 | $186 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-01-17 | 2018-10-05 | $4,570 | $3,550 | $1,020 | $1,020 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-05-23 | 2018-10-05 | $796 | $583 | $213 | $213 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-06-27 | 2018-10-05 | $1,591 | $1,200 | $391 | $391 |
| NICE SYS LTD SPONSORED ADR | P | 2017-01-25 | 2018-07-09 | $3,142 | $2,096 | $1,046 | $1,046 |
| NICE SYS LTD SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $3,142 | $2,054 | $1,088 | $1,088 |
| NICE SYS LTD SPONSORED ADR | P | 2017-02-21 | 2018-07-09 | $1,047 | $698 | $349 | $349 |
| NICE SYS LTD SPONSORED ADR | P | 2017-05-15 | 2018-07-09 | $1,047 | $756 | $291 | $291 |
| NICE SYS LTD SPONSORED ADR | P | 2017-06-27 | 2018-07-09 | $2,094 | $1,603 | $491 | $491 |
| NIKE INC CLASS B | P | 2008-10-14 | 2018-01-18 | $191 | $44 | $147 | $147 |
| NIKE INC CLASS B | P | 2016-10-28 | 2018-01-18 | $5,082 | $4,160 | $922 | $922 |
| NIKON CORP | P | 2017-06-27 | 2018-07-09 | $3,149 | $3,342 | -$193 | -$193 |
| NIKON CORP | P | 2017-06-27 | 2018-09-12 | $3,783 | $3,408 | $375 | $375 |
| NINTENDO LTD ADR | P | 2017-06-27 | 2018-07-02 | $643 | $703 | -$60 | -$60 |
| NINTENDO LTD ADR | P | 2017-05-15 | 2018-07-09 | $3,269 | $2,625 | $644 | $644 |
| NINTENDO LTD ADR | P | 2017-06-27 | 2018-07-09 | $572 | $615 | -$43 | -$43 |
| NINTENDO LTD ADR | P | 2017-05-15 | 2018-09-12 | $667 | $492 | $175 | $175 |
| NISSAN AUTO LEASE TR 2016-A | P | 2017-05-18 | 2018-08-14 | $39,609 | $39,641 | -$32 | -$32 |
| NISSAN AUTO LEASE TR 2016-A | P | 2017-05-18 | 2018-09-14 | $56,516 | $56,562 | -$46 | -$46 |
| NISSAN AUTO LEASE TR 2016-A | P | 2017-05-18 | 2018-10-15 | $28,876 | $28,899 | -$23 | -$23 |
| NOAH HLDGS LTD | P | 2017-03-29 | 2018-07-09 | $1,779 | $942 | $837 | $837 |
| NOAH HLDGS LTD | P | 2017-05-15 | 2018-07-09 | $741 | $397 | $344 | $344 |
| NOAH HLDGS LTD | P | 2017-06-27 | 2018-07-09 | $3,212 | $1,741 | $1,471 | $1,471 |
| NOAH HLDGS LTD | P | 2017-02-17 | 2018-09-12 | $1,144 | $758 | $386 | $386 |
| NOAH HLDGS LTD | P | 2017-02-21 | 2018-09-12 | $381 | $251 | $130 | $130 |
| NOAH HLDGS LTD | P | 2017-03-29 | 2018-09-12 | $724 | $497 | $227 | $227 |
| NOKIA CORP ADR | P | 2017-02-21 | 2018-07-09 | $169 | $146 | $23 | $23 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2014-11-18 | 2018-03-27 | $5,014 | $5,243 | -$229 | -$229 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2015-09-14 | 2018-03-27 | $2,795 | $2,988 | -$193 | -$193 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2014-12-30 | 2018-07-02 | $7,008 | $8,476 | -$1,468 | -$1,468 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2015-09-04 | 2018-07-02 | $4,261 | $5,369 | -$1,108 | -$1,108 |
| NORDEA BK AB | P | 2015-02-13 | 2018-01-23 | $9,806 | $10,129 | -$323 | -$323 |
| NORDEA BK AB | P | 2015-02-13 | 2018-02-26 | $6,569 | $7,459 | -$890 | -$890 |
| NORDEA BK AB | P | 2015-03-25 | 2018-02-26 | $3,429 | $3,711 | -$282 | -$282 |
| NORDEA BK AB | P | 2015-03-25 | 2018-03-27 | $684 | $802 | -$118 | -$118 |
| NORSK HYDRO A S | P | 2015-02-13 | 2018-03-27 | $1,147 | $1,217 | -$70 | -$70 |
| NORSK HYDRO A S | P | 2015-02-13 | 2018-08-09 | $3,290 | $3,543 | -$253 | -$253 |
| NORTHEAST UTILS | P | 2017-01-26 | 2018-05-01 | $125,000 | $124,640 | $360 | $360 |
| NORTHROP GRUMMAN CORP | P | 2016-06-10 | 2018-06-01 | $78,000 | $78,636 | -$636 | -$636 |
| NORTHROP GRUMMAN CORP | P | 2016-06-13 | 2018-06-01 | $11,000 | $11,091 | -$91 | -$91 |
| NORTHROP GRUMMAN CORP | P | 2016-06-20 | 2018-06-01 | $36,000 | $36,302 | -$302 | -$302 |
| NOVARTIS AG SPONSORED ADR | P | 2017-07-25 | 2018-08-09 | $416 | $421 | -$5 | -$5 |
| NOVARTIS AG SPONSORED ADR | P | 2017-02-17 | 2018-09-12 | $4,397 | $4,001 | $396 | $396 |
| NOVARTIS AG SPONSORED ADR | P | 2017-05-15 | 2018-09-12 | $11,839 | $11,308 | $531 | $531 |
| NOVANTA INC | P | 2017-07-27 | 2018-10-18 | $19,877 | $11,139 | $8,738 | $8,738 |
| NOVO-NORDISK A S ADR | P | 2015-09-28 | 2018-01-23 | $1,158 | $1,186 | -$28 | -$28 |
| NOVO-NORDISK A S ADR | P | 2015-10-08 | 2018-01-23 | $3,185 | $3,323 | -$138 | -$138 |
| NOVO-NORDISK A S ADR | P | 2015-09-04 | 2018-02-26 | $2,111 | $2,124 | -$13 | -$13 |
| NOVO-NORDISK A S ADR | P | 2015-09-04 | 2018-03-27 | $11,091 | $12,307 | -$1,216 | -$1,216 |
| NOVOZYMES A/S SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $5,062 | $3,906 | $1,156 | $1,156 |
| NUTANIX INC | P | 2017-10-06 | 2018-10-18 | $18,613 | $10,531 | $8,082 | $8,082 |
| NVIDIA CORP | P | 2014-12-26 | 2018-01-18 | $224 | $20 | $204 | $204 |
| NUVASIVE INC | P | 2016-07-28 | 2018-04-30 | $539 | $622 | -$83 | -$83 |
| NUVASIVE INC | P | 2016-11-16 | 2018-04-30 | $539 | $622 | -$83 | -$83 |
| NUVASIVE INC | P | 2016-10-28 | 2018-07-02 | $1,019 | $1,200 | -$181 | -$181 |
| NUVASIVE INC | P | 2014-12-26 | 2018-10-17 | $8,598 | $6,056 | $2,542 | $2,542 |
| NUVASIVE INC | P | 2015-09-23 | 2018-10-17 | $1,365 | $1,070 | $295 | $295 |
| NXSTAGE MED INC | P | 2015-08-31 | 2018-10-17 | $2,179 | $1,368 | $811 | $811 |
| NXSTAGE MED INC | P | 2015-09-23 | 2018-10-17 | $1,379 | $867 | $512 | $512 |
| NXSTAGE MED INC | P | 2016-07-28 | 2018-10-17 | $276 | $223 | $53 | $53 |
| NXSTAGE MED INC | P | 2016-10-28 | 2018-10-17 | $276 | $220 | $56 | $56 |
| NXSTAGE MED INC | P | 2017-06-27 | 2018-10-17 | $1,103 | $986 | $117 | $117 |
| OASIS PETE INC NEW | P | 2015-07-24 | 2018-03-27 | $5,231 | $6,358 | -$1,127 | -$1,127 |
| OASIS PETE INC NEW | P | 2017-06-27 | 2018-10-18 | $3,991 | $2,627 | $1,364 | $1,364 |
| OASIS PETE INC NEW | P | 2017-10-06 | 2018-10-18 | $7,727 | $5,393 | $2,334 | $2,334 |
| OLIN CORP | P | 2017-02-22 | 2018-07-02 | $3,428 | $3,895 | -$467 | -$467 |
| OLIN CORP | P | 2017-04-29 | 2018-07-02 | $571 | $660 | -$89 | -$89 |
| OLIN CORP | P | 2017-06-28 | 2018-07-02 | $1,857 | $1,962 | -$105 | -$105 |
| OLLIES BARGAIN OUTLET HLDGS INC | P | 2017-06-27 | 2018-10-05 | $23,822 | $10,977 | $12,845 | $12,845 |
| ON SEMICONDUCTOR CORP | P | 2017-10-06 | 2018-10-18 | $12,396 | $14,886 | -$2,490 | -$2,490 |
| ONE LIBERTY PROPERTIES INC | P | 2016-09-14 | 2018-10-05 | $7,831 | $7,138 | $693 | $693 |
| ONE LIBERTY PROPERTIES INC | P | 2017-06-27 | 2018-10-05 | $7,358 | $6,609 | $749 | $749 |
| ORACLE CORPORATION | P | 2014-12-26 | 2018-01-18 | $3,974 | $3,656 | $318 | $318 |
| ORACLE CORP | P | 2016-06-29 | 2018-10-05 | $144,443 | $149,739 | -$5,296 | -$5,296 |
| ORANGE | P | 2017-05-15 | 2018-07-09 | $2,183 | $2,093 | $90 | $90 |
| ORANGE | P | 2017-06-27 | 2018-07-09 | $3,143 | $2,911 | $232 | $232 |
| ORIX CORP SPONSORED ADR | P | 2016-12-12 | 2018-09-12 | $1,027 | $1,064 | -$37 | -$37 |
| ORKLA A S SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $4,659 | $4,706 | -$47 | -$47 |
| ORKLA A S SPONSORED ADR | P | 2017-02-17 | 2018-08-09 | $4,276 | $4,625 | -$349 | -$349 |
| ORKLA A S SPONSORED ADR | P | 2017-02-21 | 2018-08-09 | $4,084 | $4,417 | -$333 | -$333 |
| ORKLA A S SPONSORED ADR | P | 2014-11-18 | 2018-09-12 | $1,181 | $1,138 | $43 | $43 |
| ORKLA A S SPONSORED ADR | P | 2016-02-19 | 2018-09-12 | $1,026 | $1,031 | -$5 | -$5 |
| OTTER TAIL POWER COMPANY | P | 2017-10-06 | 2018-10-18 | $15,170 | $14,711 | $459 | $459 |
| OXFORD INDS INC | P | 2017-06-27 | 2018-10-05 | $12,484 | $9,333 | $3,151 | $3,151 |
| PBF ENERGY INC | P | 2017-10-06 | 2018-10-18 | $17,582 | $9,573 | $8,009 | $8,009 |
| PCSB FINL CORP | P | 2017-06-27 | 2018-10-17 | $13,289 | $11,575 | $1,714 | $1,714 |
| PCSB FINL CORP | P | 2017-07-27 | 2018-10-17 | $1,409 | $1,209 | $200 | $200 |
| PDC ENERGY INC | P | 2015-05-19 | 2018-03-27 | $511 | $563 | -$52 | -$52 |
| PDC ENERGY INC | P | 2015-09-23 | 2018-03-27 | $511 | $532 | -$21 | -$21 |
| PDC ENERGY INC | P | 2016-02-19 | 2018-03-27 | $1,023 | $974 | $49 | $49 |
| PDC ENERGY INC | P | 2016-07-28 | 2018-03-27 | $1,023 | $1,053 | -$30 | -$30 |
| PDC ENERGY INC | P | 2014-12-26 | 2018-10-18 | $4,462 | $3,900 | $562 | $562 |
| PDC ENERGY INC | P | 2017-06-27 | 2018-10-18 | $5,453 | $4,694 | $759 | $759 |
| PDC ENERGY INC | P | 2017-10-06 | 2018-10-18 | $8,130 | $7,811 | $319 | $319 |
| PLDT INC | P | 2017-01-25 | 2018-05-31 | $122 | $150 | -$28 | -$28 |
| PLDT INC | P | 2017-02-17 | 2018-05-31 | $122 | $144 | -$22 | -$22 |
| PLDT INC | P | 2017-02-21 | 2018-05-31 | $731 | $862 | -$131 | -$131 |
| PLDT INC | P | 2017-02-21 | 2018-08-09 | $130 | $144 | -$14 | -$14 |
| PNM RES INC | P | 2017-02-21 | 2018-10-18 | $18,566 | $16,523 | $2,043 | $2,043 |
| P P G INDS INC | P | 2014-12-26 | 2018-05-07 | $1,920 | $2,089 | -$169 | -$169 |
| P P G INDS INC | P | 2014-12-30 | 2018-05-07 | $1,067 | $1,160 | -$93 | -$93 |
| P P G INDS INC | P | 2015-02-09 | 2018-05-07 | $1,173 | $1,262 | -$89 | -$89 |
| P P G INDS INC | P | 2015-02-09 | 2018-06-12 | $2,980 | $3,327 | -$347 | -$347 |
| P P G INDS INC | P | 2016-06-16 | 2018-06-12 | $5,138 | $5,322 | -$184 | -$184 |
| PPL CORP | P | 2014-12-26 | 2018-02-22 | $2,236 | $2,606 | -$370 | -$370 |
| PPL CORP | P | 2016-08-18 | 2018-02-22 | $1,938 | $2,305 | -$367 | -$367 |
| PPL CORP | P | 2014-12-26 | 2018-04-27 | $19,730 | $23,627 | -$3,897 | -$3,897 |
| PPL CORP | P | 2017-01-25 | 2018-04-27 | $435 | $518 | -$83 | -$83 |
| PPL CORP | P | 2015-01-23 | 2018-08-03 | $145 | $166 | -$21 | -$21 |
| PRA HEALTH SCIENCES INC | P | 2017-05-23 | 2018-07-02 | $6,677 | $5,151 | $1,526 | $1,526 |
| PRA HEALTH SCIENCES INC | P | 2017-06-27 | 2018-07-02 | $7,419 | $6,062 | $1,357 | $1,357 |
| PRA HEALTH SCIENCES INC | P | 2017-05-23 | 2018-10-17 | $5,982 | $4,150 | $1,832 | $1,832 |
| PRA HEALTH SCIENCES INC | P | 2017-10-06 | 2018-10-17 | $3,610 | $2,798 | $812 | $812 |
| PRA GROUP INC | P | 2017-04-28 | 2018-10-17 | $642 | $646 | -$4 | -$4 |
| PRA GROUP INC | P | 2017-10-06 | 2018-10-17 | $9,150 | $8,365 | $785 | $785 |
| PVH CORP | P | 2014-12-26 | 2018-10-18 | $13,888 | $13,896 | -$8 | -$8 |
| PVH CORP | P | 2015-07-23 | 2018-10-18 | $631 | $577 | $54 | $54 |
| PVH CORP | P | 2017-01-25 | 2018-10-18 | $631 | $469 | $162 | $162 |
| PVH CORP SR UNSECD NT | P | 2015-12-07 | 2018-01-05 | $3,068 | $2,978 | $90 | $90 |
| PVH CORP SR UNSECD NT | P | 2015-12-07 | 2018-01-05 | $1,023 | $994 | $29 | $29 |
| PVH CORP SR UNSECD NT | P | 2015-12-08 | 2018-01-05 | $2,045 | $1,985 | $60 | $60 |
| PVH CORP SR UNSECD NT | P | 2015-12-10 | 2018-01-05 | $4,090 | $3,960 | $130 | $130 |
| PT SEMEN GRESIK PERSERO TBK | P | 2016-10-07 | 2018-03-27 | $2,945 | $3,323 | -$378 | -$378 |
| PT BK MANDIRI PERSERO TBK | P | 2014-12-30 | 2018-07-09 | $3,909 | $3,817 | $92 | $92 |
| PT BK MANDIRI PERSERO TBK | P | 2015-03-25 | 2018-07-09 | $2,505 | $2,619 | -$114 | -$114 |
| PT ASTRA INTL TBK | P | 2015-07-21 | 2018-07-02 | $4,078 | $4,922 | -$844 | -$844 |
| PTC INC | P | 2016-12-12 | 2018-10-17 | $16,357 | $8,000 | $8,357 | $8,357 |
| PACCAR INC | P | 2017-02-14 | 2018-05-07 | $128 | $140 | -$12 | -$12 |
| PACCAR INC | P | 2014-12-26 | 2018-06-12 | $2,081 | $2,216 | -$135 | -$135 |
| PACCAR INC | P | 2015-01-11 | 2018-06-12 | $1,301 | $1,348 | -$47 | -$47 |
| PACCAR INC | P | 2015-01-24 | 2018-06-12 | $6,503 | $6,766 | -$263 | -$263 |
| PACCAR INC | P | 2017-02-14 | 2018-06-12 | $3,772 | $4,054 | -$282 | -$282 |
| PACCAR INC | P | 2014-12-26 | 2018-07-02 | $20,881 | $23,895 | -$3,014 | -$3,014 |
| PACCAR INC | P | 2014-12-26 | 2018-07-02 | $303 | $346 | -$43 | -$43 |
| PACCAR INC | P | 2014-12-30 | 2018-07-02 | $1,513 | $1,727 | -$214 | -$214 |
| PACIRA PHARMACEUTICALS INC | P | 2016-11-16 | 2018-02-21 | $307 | $373 | -$66 | -$66 |
| PACKAGING CORP AMER | P | 2017-02-14 | 2018-10-18 | $10,188 | $10,188 | $0 | $0 |
| PACKAGING CORP AMER | P | 2017-05-23 | 2018-10-18 | $443 | $443 | $0 | $0 |
| PALO ALTO NETWORKS INC | P | 2015-06-17 | 2018-01-19 | $787 | $907 | -$120 | -$120 |
| PAMPA ENERGIA S A | P | 2017-01-25 | 2018-07-02 | $4,181 | $5,599 | -$1,418 | -$1,418 |
| PANASONIC CORP | P | 2014-11-14 | 2018-07-09 | $3,430 | $3,360 | $70 | $70 |
| PANASONIC CORP | P | 2017-06-27 | 2018-07-09 | $953 | $1,047 | -$94 | -$94 |
| PATRICK INDS INC | P | 2017-04-28 | 2018-10-17 | $9,640 | $8,606 | $1,034 | $1,034 |
| PATRICK INDS INC | P | 2017-10-06 | 2018-10-17 | $643 | $676 | -$33 | -$33 |
| PAYCOM SOFTWARE INC | P | 2017-06-27 | 2018-07-02 | $4,999 | $3,591 | $1,408 | $1,408 |
| PAYCOM SOFTWARE INC | P | 2016-07-28 | 2018-09-13 | $8,117 | $2,380 | $5,737 | $5,737 |
| PAYCOM SOFTWARE INC | P | 2017-02-21 | 2018-09-13 | $4,870 | $1,591 | $3,279 | $3,279 |
| PAYCOM SOFTWARE INC | P | 2016-05-10 | 2018-10-18 | $1,326 | $398 | $928 | $928 |
| PAYCOM SOFTWARE INC | P | 2016-06-16 | 2018-10-18 | $1,326 | $423 | $903 | $903 |
| PAYCOM SOFTWARE INC | P | 2016-11-16 | 2018-10-18 | $2,652 | $857 | $1,795 | $1,795 |
| PAYCOM SOFTWARE INC | P | 2017-10-06 | 2018-10-18 | $12,599 | $7,364 | $5,235 | $5,235 |
| PAYPAL HOLDINGS INC | P | 2014-12-30 | 2018-01-18 | $577 | $243 | $334 | $334 |
| PEABODY ENERGY CORP | P | 2017-10-06 | 2018-10-18 | $16,427 | $13,473 | $2,954 | $2,954 |
| PEBBLEBROOK HOTEL TR | P | 2017-02-21 | 2018-03-27 | $1,345 | $1,169 | $176 | $176 |
| PENN NATL GAMING INC | P | 2017-01-31 | 2018-10-05 | $10,700 | $4,958 | $5,742 | $5,742 |
| PENN NATL GAMING INC | P | 2017-02-21 | 2018-10-05 | $4,756 | $2,251 | $2,505 | $2,505 |
| PENN NATL GAMING INC | P | 2017-06-27 | 2018-10-05 | $2,081 | $1,526 | $555 | $555 |
| PENUMBRA INC | P | 2017-02-21 | 2018-03-27 | $1,190 | $791 | $399 | $399 |
| PENUMBRA INC | P | 2016-07-28 | 2018-07-02 | $971 | $480 | $491 | $491 |
| PENUMBRA INC | P | 2017-04-28 | 2018-07-02 | $1,387 | $863 | $524 | $524 |
| PENUMBRA INC | P | 2017-06-27 | 2018-07-02 | $4,162 | $2,622 | $1,540 | $1,540 |
| PENUMBRA INC | P | 2016-07-28 | 2018-10-17 | $9,014 | $4,319 | $4,695 | $4,695 |
| PENUMBRA INC | P | 2017-10-06 | 2018-10-17 | $4,579 | $3,007 | $1,572 | $1,572 |
| PEOPLES UTD FINL INC | P | 2017-06-27 | 2018-10-05 | $1 | $1 | $0 | $0 |
| PEOPLES UTD FINL INC | P | 2017-06-27 | 2018-10-17 | $7,025 | $6,314 | $711 | $711 |
| PEOPLES UTAH BANCORP | P | 2017-06-27 | 2018-10-18 | $15,854 | $12,908 | $2,946 | $2,946 |
| PERFORMANCE FOOD GROUP CO | P | 2017-06-27 | 2018-10-05 | $12,301 | $11,113 | $1,188 | $1,188 |
| PERSPECTA INC | P | 2017-03-29 | 2018-07-25 | $12 | $9 | $3 | $3 |
| PERSPECTA INC | P | 2017-06-28 | 2018-08-03 | $3,489 | $3,187 | $302 | $302 |
| PERSPECTA INC | P | 2014-11-20 | 2018-08-22 | $7 | $4 | $3 | $3 |
| PERSPECTA INC | P | 2014-12-01 | 2018-08-22 | $577 | $385 | $192 | $192 |
| PERSPECTA INC | P | 2014-12-30 | 2018-08-22 | $324 | $225 | $99 | $99 |
| PERSPECTA INC | P | 2017-01-25 | 2018-08-22 | $338 | $251 | $87 | $87 |
| PERSPECTA INC | P | 2017-03-29 | 2018-08-22 | $5 | $4 | $1 | $1 |
| PERSPECTA INC | P | 2017-03-29 | 2018-08-22 | $2,387 | $1,944 | $443 | $443 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2016-08-22 | 2018-01-23 | $123 | $126 | -$3 | -$3 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2016-08-22 | 2018-02-26 | $179 | $189 | -$10 | -$10 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2017-02-17 | 2018-04-30 | $2,876 | $3,015 | -$139 | -$139 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2017-02-21 | 2018-04-30 | $2,465 | $2,597 | -$132 | -$132 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2014-11-14 | 2018-05-31 | $3,141 | $3,122 | $19 | $19 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-02-21 | 2018-05-31 | $978 | $982 | -$4 | -$4 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2014-11-18 | 2018-07-02 | $7,160 | $8,295 | -$1,135 | -$1,135 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-02-17 | 2018-07-02 | $791 | $904 | -$113 | -$113 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-05-15 | 2018-07-02 | $966 | $1,114 | -$148 | -$148 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-04-21 | 2018-07-09 | $94 | $87 | $7 | $7 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-06-27 | 2018-07-09 | $1,507 | $1,193 | $314 | $314 |
| PETROLEO BRASILEIRO SA PETROBRAS | P | 2015-05-13 | 2018-09-12 | $6,788 | $6,274 | $514 | $514 |
| PETROLEO BRASILEIRO SA PETROBRAS | P | 2016-11-16 | 2018-09-12 | $108 | $99 | $9 | $9 |
| PHILIP MORRIS INTL INC | P | 2015-02-13 | 2018-07-19 | $5,625 | $5,824 | -$199 | -$199 |
| PHYSICIANS RLTY TR | P | 2016-05-06 | 2018-01-18 | $7,448 | $8,503 | -$1,055 | -$1,055 |
| PHYSICIANS RLTY TR | P | 2016-11-16 | 2018-01-18 | $649 | $698 | -$49 | -$49 |
| PIMCO COMMODITY REALRETURN STRA | P | 2014-11-01 | 2018-02-20 | $100,000 | $154,154 | -$54,154 | -$54,154 |
| PINNACLE WEST CAPITAL CORP | P | 2016-07-28 | 2018-03-27 | $8,639 | $8,482 | $157 | $157 |
| PINNACLE WEST CAPITAL CORP | P | 2016-07-28 | 2018-05-30 | $10,062 | $9,895 | $167 | $167 |
| PINNACLE WEST CAPITAL CORP | P | 2016-07-28 | 2018-10-17 | $14,527 | $13,665 | $862 | $862 |
| PINNACLE FOODS INC DEL | P | 2016-12-12 | 2018-10-18 | $4,363 | $3,397 | $966 | $966 |
| PLANET FITNESS INC | P | 2017-06-27 | 2018-10-05 | $22,194 | $11,017 | $11,177 | $11,177 |
| PLANET FITNESS INC | P | 2017-07-27 | 2018-10-05 | $482 | $229 | $253 | $253 |
| POLARIS INDUSTRIES INC | P | 2017-03-29 | 2018-10-18 | $6,834 | $6,294 | $540 | $540 |
| POLARIS INDUSTRIES INC | P | 2017-10-06 | 2018-10-18 | $6,560 | $7,498 | -$938 | -$938 |
| POLYONE CORP | P | 2015-02-13 | 2018-03-27 | $2,536 | $2,404 | $132 | $132 |
| POLYONE CORP | P | 2014-12-26 | 2018-10-18 | $9,789 | $10,311 | -$522 | -$522 |
| POLYONE CORP | P | 2017-02-21 | 2018-10-18 | $1,112 | $1,045 | $67 | $67 |
| POLYONE CORP | P | 2017-06-27 | 2018-10-18 | $1,854 | $1,897 | -$43 | -$43 |
| POLYONE CORP | P | 2017-10-06 | 2018-10-18 | $3,040 | $3,351 | -$311 | -$311 |
| PORTOLA PHARMACEUTICALS INC | P | 2015-05-19 | 2018-05-31 | $400 | $374 | $26 | $26 |
| PORTOLA PHARMACEUTICALS INC | P | 2014-12-26 | 2018-10-17 | $1,904 | $2,328 | -$424 | -$424 |
| PORTOLA PHARMACEUTICALS INC | P | 2014-12-30 | 2018-10-17 | $1,904 | $2,312 | -$408 | -$408 |
| PORTOLA PHARMACEUTICALS INC | P | 2016-02-19 | 2018-10-17 | $714 | $881 | -$167 | -$167 |
| PORTOLA PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-17 | $1,190 | $1,590 | -$400 | -$400 |
| POTLATCHDELTIC CORP | P | 2017-04-28 | 2018-05-31 | $3,139 | $2,852 | $287 | $287 |
| POTLATCHDELTIC CORP | P | 2017-04-28 | 2018-08-07 | $3,426 | $3,450 | -$24 | -$24 |
| POTLATCHDELTIC CORP | P | 2017-05-23 | 2018-10-05 | $11,169 | $11,551 | -$382 | -$382 |
| POWER INTEGRATIONS INC | P | 2017-06-27 | 2018-07-02 | $3,384 | $3,443 | -$59 | -$59 |
| PRAXAIR INC | P | 2014-11-27 | 2018-10-31 | $3,269 | $2,639 | $630 | $630 |
| PRAXAIR INC | P | 2014-12-26 | 2018-10-31 | $9,153 | $7,417 | $1,736 | $1,736 |
| PRAXAIR INC | P | 2014-12-26 | 2018-10-31 | $4,904 | $3,973 | $931 | $931 |
| PRAXAIR INC | P | 2014-12-26 | 2018-10-31 | $8,663 | $7,019 | $1,644 | $1,644 |
| PRAXAIR INC | P | 2014-12-30 | 2018-10-31 | $3,759 | $3,023 | $736 | $736 |
| PRAXAIR INC | P | 2014-12-30 | 2018-10-31 | $1,144 | $920 | $224 | $224 |
| PRAXAIR INC | P | 2015-07-23 | 2018-10-31 | $13,076 | $9,234 | $3,842 | $3,842 |
| PRAXAIR INC | P | 2017-01-11 | 2018-10-31 | $2,779 | $2,219 | $560 | $560 |
| PRAXAIR INC | P | 2017-01-11 | 2018-10-31 | $3,759 | $3,002 | $757 | $757 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-06-16 | 2018-03-27 | $300 | $474 | -$174 | -$174 |
| PRESTIGE BRANDS HLDGS INC | P | 2014-12-30 | 2018-05-31 | $664 | $712 | -$48 | -$48 |
| PRESTIGE BRANDS HLDGS INC | P | 2015-07-24 | 2018-05-31 | $332 | $469 | -$137 | -$137 |
| PRESTIGE BRANDS HLDGS INC | P | 2015-09-23 | 2018-05-31 | $664 | $960 | -$296 | -$296 |
| PRESTIGE BRANDS HLDGS INC | P | 2015-11-26 | 2018-05-31 | $332 | $489 | -$157 | -$157 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-05-15 | 2018-05-31 | $664 | $1,003 | -$339 | -$339 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-05-28 | 2018-05-31 | $332 | $488 | -$156 | -$156 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-06-16 | 2018-05-31 | $33 | $53 | -$20 | -$20 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-09-14 | 2018-05-31 | $332 | $466 | -$134 | -$134 |
| PRESTIGE BRANDS HLDGS INC | P | 2016-12-12 | 2018-05-31 | $332 | $476 | -$144 | -$144 |
| PRESTIGE BRANDS HLDGS INC | P | 2014-12-30 | 2018-10-05 | $2,327 | $2,208 | $119 | $119 |
| PRIMERICA INC | P | 2014-12-26 | 2018-10-18 | $5,138 | $2,466 | $2,672 | $2,672 |
| PRIMERICA INC | P | 2017-02-21 | 2018-10-18 | $5,709 | $4,053 | $1,656 | $1,656 |
| PRIMERICA INC | P | 2017-06-27 | 2018-10-18 | $1,142 | $753 | $389 | $389 |
| PRIMERICA INC | P | 2017-10-06 | 2018-10-18 | $12,903 | $9,557 | $3,346 | $3,346 |
| PRINCIPAL FINL GROUP INC | P | 2014-12-30 | 2018-03-27 | $6,636 | $5,889 | $747 | $747 |
| PROCTER & GAMBLE CO | P | 2015-07-23 | 2018-06-12 | $29,330 | $30,650 | -$1,320 | -$1,320 |
| PROCTER & GAMBLE CO | P | 2015-12-23 | 2018-06-12 | $3,859 | $4,000 | -$141 | -$141 |
| PROCTER & GAMBLE CO | P | 2016-01-27 | 2018-06-12 | $8,490 | $8,743 | -$253 | -$253 |
| PROCTER & GAMBLE CO | P | 2016-11-28 | 2018-06-12 | $6,175 | $6,647 | -$472 | -$472 |
| PROGRESSIVE CORP | P | 2014-12-30 | 2018-09-14 | $2,046 | $818 | $1,228 | $1,228 |
| PROGRESSIVE CORP | P | 2015-10-14 | 2018-09-14 | $1,705 | $791 | $914 | $914 |
| PROLOGIS INC | P | 2014-12-26 | 2018-10-17 | $25,268 | $17,383 | $7,885 | $7,885 |
| PROLOGIS INC | P | 2014-12-30 | 2018-10-17 | $2,211 | $1,530 | $681 | $681 |
| PROOFPOINT INC | P | 2016-11-16 | 2018-03-27 | $1,206 | $854 | $352 | $352 |
| PROOFPOINT INC | P | 2017-02-21 | 2018-03-27 | $3,617 | $2,498 | $1,119 | $1,119 |
| PROOFPOINT INC | P | 2017-06-27 | 2018-07-02 | $5,801 | $4,340 | $1,461 | $1,461 |
| PROOFPOINT INC | P | 2014-12-26 | 2018-10-18 | $936 | $447 | $489 | $489 |
| PROOFPOINT INC | P | 2015-02-13 | 2018-10-18 | $2,081 | $1,118 | $963 | $963 |
| PROOFPOINT INC | P | 2015-03-25 | 2018-10-18 | $2,081 | $1,125 | $956 | $956 |
| PROOFPOINT INC | P | 2015-05-19 | 2018-10-18 | $1,040 | $569 | $471 | $471 |
| PROOFPOINT INC | P | 2015-08-31 | 2018-10-18 | $1,040 | $557 | $483 | $483 |
| PROOFPOINT INC | P | 2017-10-06 | 2018-10-18 | $12,900 | $11,671 | $1,229 | $1,229 |
| PROTO LABS INC | P | 2017-03-23 | 2018-03-27 | $6,111 | $3,164 | $2,947 | $2,947 |
| PROTO LABS INC | P | 2017-03-23 | 2018-10-05 | $14,576 | $6,328 | $8,248 | $8,248 |
| PULTE CORP | P | 2017-10-06 | 2018-10-18 | $19,060 | $23,068 | -$4,008 | -$4,008 |
| PUMA BIOTECHNOLOGY INC | P | 2016-07-28 | 2018-10-17 | $4,304 | $4,795 | -$491 | -$491 |
| PUMA BIOTECHNOLOGY INC | P | 2016-10-28 | 2018-10-17 | $129 | $119 | $10 | $10 |
| PUMA BIOTECHNOLOGY INC | P | 2016-11-16 | 2018-10-17 | $430 | $436 | -$6 | -$6 |
| PURE STORAGE INC | P | 2017-06-27 | 2018-09-13 | $2,667 | $1,237 | $1,430 | $1,430 |
| PURE STORAGE INC | P | 2017-06-27 | 2018-10-17 | $9,918 | $5,548 | $4,370 | $4,370 |
| PURE STORAGE INC | P | 2017-07-27 | 2018-10-17 | $476 | $249 | $227 | $227 |
| QBE INS GROUP LTD | P | 2016-06-16 | 2018-07-02 | $3,684 | $4,370 | -$686 | -$686 |
| QBE INS GROUP LTD | P | 2016-06-16 | 2018-08-09 | $7,179 | $7,980 | -$801 | -$801 |
| QUAKER CHEM CORP | P | 2017-06-27 | 2018-10-18 | $19,935 | $14,664 | $5,271 | $5,271 |
| QTS RLTY TR INC | P | 2016-07-28 | 2018-01-18 | $248 | $282 | -$34 | -$34 |
| QTS RLTY TR INC | P | 2016-08-18 | 2018-01-18 | $497 | $570 | -$73 | -$73 |
| QTS RLTY TR INC | P | 2016-07-28 | 2018-04-30 | $7,859 | $12,639 | -$4,780 | -$4,780 |
| QTS RLTY TR INC | P | 2017-02-21 | 2018-04-30 | $1,747 | $2,495 | -$748 | -$748 |
| QORVO INC | P | 2015-07-23 | 2018-08-03 | $3,378 | $3,017 | $361 | $361 |
| QORVO INC | P | 2017-10-06 | 2018-10-18 | $13,917 | $13,744 | $173 | $173 |
| QUALCOMM INC | P | 2012-09-07 | 2018-07-19 | $4,736 | $4,838 | -$102 | -$102 |
| QUALYS INC | P | 2017-10-06 | 2018-10-18 | $18,401 | $13,619 | $4,782 | $4,782 |
| QUANEX BLDG PRODS CORP | P | 2017-01-31 | 2018-03-27 | $2,268 | $2,562 | -$294 | -$294 |
| QUANEX BLDG PRODS CORP | P | 2017-02-21 | 2018-03-27 | $2,617 | $2,883 | -$266 | -$266 |
| QURATE RETAIL GROUP INC | P | 2016-02-07 | 2018-07-02 | $421 | $445 | -$24 | -$24 |
| QURATE RETAIL GROUP INC | P | 2016-07-24 | 2018-07-02 | $1,052 | $998 | $54 | $54 |
| QURATE RETAIL GROUP INC | P | 2016-10-28 | 2018-07-02 | $316 | $274 | $42 | $42 |
| QURATE RETAIL GROUP INC | P | 2017-03-29 | 2018-07-02 | $1,894 | $1,774 | $120 | $120 |
| ROBECO BOSTON PARTNERS LONG/ | P | 2015-09-18 | 2018-01-19 | $28,377 | $24,432 | $3,945 | $3,945 |
| ROBECO BOSTON PARTNERS LONG/ | P | 2015-09-18 | 2018-04-13 | $571,740 | $509,074 | $62,666 | $62,666 |
| R L I CORP. | P | 2017-07-27 | 2018-10-18 | $11,954 | $9,769 | $2,185 | $2,185 |
| R L I CORP. | P | 2017-10-06 | 2018-10-18 | $1,195 | $995 | $200 | $200 |
| RLJ LODGING TR | P | 2017-07-27 | 2018-10-05 | $2,069 | $2,100 | -$31 | -$31 |
| RH | P | 2014-12-26 | 2018-03-27 | $381 | $482 | -$101 | -$101 |
| RH | P | 2015-02-13 | 2018-03-27 | $762 | $874 | -$112 | -$112 |
| RH | P | 2015-02-23 | 2018-03-27 | $609 | $683 | -$74 | -$74 |
| RH | P | 2015-02-23 | 2018-10-05 | $226 | $171 | $55 | $55 |
| RH | P | 2016-02-19 | 2018-10-05 | $1,128 | $514 | $614 | $614 |
| RH | P | 2016-05-07 | 2018-10-05 | $1,128 | $381 | $747 | $747 |
| RH | P | 2016-05-27 | 2018-10-05 | $1,128 | $310 | $818 | $818 |
| RH | P | 2016-07-28 | 2018-10-05 | $2,255 | $598 | $1,657 | $1,657 |
| RH | P | 2017-01-31 | 2018-10-05 | $2,255 | $540 | $1,715 | $1,715 |
| RH | P | 2017-02-21 | 2018-10-05 | $2,255 | $534 | $1,721 | $1,721 |
| RH | P | 2017-06-27 | 2018-10-05 | $1,128 | $630 | $498 | $498 |
| RWE AG SPONSORED ADR | P | 2015-06-09 | 2018-01-23 | $4,315 | $4,475 | -$160 | -$160 |
| RWE AG SPONSORED ADR | P | 2015-06-09 | 2018-02-26 | $3,620 | $4,025 | -$405 | -$405 |
| RADIAN GROUP INC | P | 2017-02-21 | 2018-03-27 | $2,542 | $2,518 | $24 | $24 |
| RADIAN GROUP INC | P | 2017-02-21 | 2018-04-30 | $698 | $890 | -$192 | -$192 |
| RADIAN GROUP INC | P | 2017-03-29 | 2018-04-30 | $297 | $357 | -$60 | -$60 |
| RADIAN GROUP INC | P | 2014-12-26 | 2018-07-02 | $1,368 | $1,440 | -$72 | -$72 |
| RADIAN GROUP INC | P | 2014-12-30 | 2018-07-02 | $2,576 | $2,717 | -$141 | -$141 |
| RADIAN GROUP INC | P | 2014-12-26 | 2018-10-18 | $2,397 | $2,118 | $279 | $279 |
| RADIAN GROUP INC | P | 2017-06-27 | 2018-10-18 | $288 | $245 | $43 | $43 |
| RADIAN GROUP INC | P | 2016-03-18 | 2018-11-06 | $2,115 | $2,060 | $55 | $55 |
| RADIAN GROUP INC | P | 2016-03-22 | 2018-11-06 | $1,057 | $1,032 | $25 | $25 |
| RAKUTEN INC | P | 2016-12-12 | 2018-01-23 | $7,836 | $8,978 | -$1,142 | -$1,142 |
| RAKUTEN INC | P | 2017-02-17 | 2018-03-27 | $4,041 | $4,430 | -$389 | -$389 |
| RANDGOLD RES LTD ADR | P | 2016-06-28 | 2018-01-23 | $493 | $564 | -$71 | -$71 |
| RANDGOLD RES LTD ADR | P | 2016-07-21 | 2018-01-23 | $493 | $576 | -$83 | -$83 |
| RANDGOLD RES LTD ADR | P | 2017-02-17 | 2018-03-27 | $420 | $459 | -$39 | -$39 |
| RANDGOLD RES LTD ADR | P | 2017-02-21 | 2018-03-27 | $2,098 | $2,286 | -$188 | -$188 |
| RAYMOND JAMES FINL INC | P | 2016-10-28 | 2018-10-18 | $2,171 | $1,523 | $648 | $648 |
| RAYMOND JAMES FINL INC | P | 2016-12-12 | 2018-10-18 | $11,289 | $9,321 | $1,968 | $1,968 |
| RAYMOND JAMES FINL INC | P | 2017-06-28 | 2018-10-18 | $2,171 | $2,021 | $150 | $150 |
| RBC BEARINGS INC | P | 2016-11-16 | 2018-10-05 | $9,587 | $4,986 | $4,601 | $4,601 |
| RBC BEARINGS INC | P | 2017-02-21 | 2018-10-05 | $6,185 | $3,756 | $2,429 | $2,429 |
| RBC BEARINGS INC | P | 2017-06-27 | 2018-10-05 | $7,732 | $5,088 | $2,644 | $2,644 |
| REALPAGE INC | P | 2017-02-21 | 2018-03-27 | $3,426 | $2,183 | $1,243 | $1,243 |
| REALPAGE INC | P | 2017-06-27 | 2018-07-02 | $3,339 | $2,199 | $1,140 | $1,140 |
| REALTY INCOME CORP | P | 2015-04-20 | 2018-03-27 | $17,760 | $16,802 | $958 | $958 |
| RECKITT BENCKISER PLC | P | 2015-09-04 | 2018-04-30 | $8,800 | $9,842 | -$1,042 | -$1,042 |
| RECKITT BENCKISER PLC | P | 2015-09-14 | 2018-04-30 | $4,793 | $5,388 | -$595 | -$595 |
| RECKITT BENCKISER PLC | P | 2017-01-25 | 2018-04-30 | $314 | $350 | -$36 | -$36 |
| RECKITT BENCKISER PLC | P | 2017-02-17 | 2018-04-30 | $3,693 | $4,182 | -$489 | -$489 |
| RECKITT BENCKISER PLC | P | 2017-02-21 | 2018-04-30 | $4,950 | $5,599 | -$649 | -$649 |
| RECKITT BENCKISER PLC | P | 2014-12-30 | 2018-07-09 | $23,771 | $22,960 | $811 | $811 |
| REGENERON PHARMACEUTICALS INC | P | 2014-12-26 | 2018-02-21 | $5,495 | $7,047 | -$1,552 | -$1,552 |
| REGENERON PHARMACEUTICALS INC | P | 2014-12-26 | 2018-03-26 | $12,139 | $15,338 | -$3,199 | -$3,199 |
| REGENERON PHARMACEUTICALS INC | P | 2014-12-30 | 2018-03-26 | $6,562 | $8,205 | -$1,643 | -$1,643 |
| REGENERON PHARMACEUTICALS INC | P | 2016-09-22 | 2018-03-26 | $3,281 | $4,122 | -$841 | -$841 |
| REGIONAL MGMT CORP | P | 2017-03-29 | 2018-10-17 | $9,821 | $6,485 | $3,336 | $3,336 |
| REINSURANCE GROUP AMER INC | P | 2017-02-14 | 2018-02-21 | $10,985 | $8,998 | $1,987 | $1,987 |
| REINSURANCE GROUP AMER INC | P | 2017-07-10 | 2018-10-18 | $9,480 | $9,122 | $358 | $358 |
| RELIANCE STEEL & ALUM CO | P | 2017-10-06 | 2018-10-17 | $26,211 | $24,216 | $1,995 | $1,995 |
| RELX NV | P | 2017-05-15 | 2018-07-09 | $4,922 | $4,481 | $441 | $441 |
| REPLIGEN CORP | P | 2015-03-05 | 2018-10-17 | $570 | $302 | $268 | $268 |
| REPLIGEN CORP | P | 2015-03-25 | 2018-10-17 | $6,902 | $3,572 | $3,330 | $3,330 |
| REPLIGEN CORP | P | 2016-11-16 | 2018-10-17 | $570 | $327 | $243 | $243 |
| REPLIGEN CORP | P | 2017-01-31 | 2018-10-17 | $570 | $300 | $270 | $270 |
| REPLIGEN CORP | P | 2017-02-21 | 2018-10-17 | $2,852 | $1,521 | $1,331 | $1,331 |
| REPLIGEN CORP | P | 2017-10-06 | 2018-10-17 | $685 | $461 | $224 | $224 |
| REPSOL S A | P | 2014-12-30 | 2018-02-26 | $2,333 | $2,516 | -$183 | -$183 |
| REPUBLIC SERVICES INC CL A | P | 2017-04-22 | 2018-05-30 | $205 | $193 | $12 | $12 |
| RESMED INC | P | 2014-12-26 | 2018-10-17 | $5,963 | $3,218 | $2,745 | $2,745 |
| RESMED INC | P | 2014-12-30 | 2018-10-17 | $1,065 | $568 | $497 | $497 |
| RESMED INC | P | 2017-10-06 | 2018-10-17 | $21,511 | $15,618 | $5,893 | $5,893 |
| RESOURCES CONNECTION INC | P | 2017-05-23 | 2018-10-18 | $13,856 | $10,767 | $3,089 | $3,089 |
| RESOURCES CONNECTION INC | P | 2017-06-27 | 2018-10-18 | $1,014 | $813 | $201 | $201 |
| RETROPHIN INC | P | 2017-01-31 | 2018-03-27 | $649 | $566 | $83 | $83 |
| RETROPHIN INC | P | 2017-02-21 | 2018-03-27 | $1,119 | $1,019 | $100 | $100 |
| RETROPHIN INC | P | 2017-01-31 | 2018-10-17 | $5,687 | $4,312 | $1,375 | $1,375 |
| RETROPHIN INC | P | 2017-03-29 | 2018-10-17 | $772 | $543 | $229 | $229 |
| RETROPHIN INC | P | 2017-04-28 | 2018-10-17 | $1,801 | $1,356 | $445 | $445 |
| RETROPHIN INC | P | 2017-06-27 | 2018-10-17 | $772 | $588 | $184 | $184 |
| REXNORD CORP | P | 2015-02-23 | 2018-03-27 | $1,481 | $1,306 | $175 | $175 |
| REXNORD CORP | P | 2017-06-27 | 2018-10-18 | $4,026 | $3,434 | $592 | $592 |
| REXNORD CORP | P | 2017-10-06 | 2018-10-18 | $6,227 | $5,960 | $267 | $267 |
| RINGCENTRAL INC | P | 2017-06-27 | 2018-07-02 | $4,247 | $2,268 | $1,979 | $1,979 |
| RINGCENTRAL INC | P | 2015-10-26 | 2018-09-13 | $284 | $57 | $227 | $227 |
| RINGCENTRAL INC | P | 2016-07-28 | 2018-09-13 | $1,894 | $462 | $1,432 | $1,432 |
| RINGCENTRAL INC | P | 2016-12-12 | 2018-09-13 | $1,894 | $457 | $1,437 | $1,437 |
| RINGCENTRAL INC | P | 2017-02-21 | 2018-09-13 | $2,842 | $762 | $2,080 | $2,080 |
| RINGCENTRAL INC | P | 2015-07-24 | 2018-10-05 | $8,715 | $1,887 | $6,828 | $6,828 |
| RINGCENTRAL INC | P | 2015-10-26 | 2018-10-05 | $576 | $133 | $443 | $443 |
| RINGCENTRAL INC | P | 2016-02-19 | 2018-10-05 | $1,644 | $362 | $1,282 | $1,282 |
| RINGCENTRAL INC | P | 2016-04-20 | 2018-10-05 | $822 | $180 | $642 | $642 |
| RIO TINTO PLC SPONSORED ADR | P | 2013-03-29 | 2018-07-09 | $1,621 | $1,475 | $146 | $146 |
| RIO TINTO PLC SPONSORED ADR | P | 2013-04-11 | 2018-07-09 | $447 | $371 | $76 | $76 |
| RIO TINTO PLC SPONSORED ADR | P | 2014-12-26 | 2018-07-09 | $18,165 | $14,889 | $3,276 | $3,276 |
| RITE AID CORP UNSECD SR NT | P | 2017-03-06 | 2018-06-25 | $11,186 | $11,465 | -$279 | -$279 |
| ROCKWELL AUTOMATION INC | P | 2017-01-25 | 2018-10-17 | $29,247 | $25,918 | $3,329 | $3,329 |
| ROCKWELL COLLINS INC | P | 2014-12-30 | 2018-10-05 | $2,104 | $1,284 | $820 | $820 |
| ROCKWELL COLLINS INC | P | 2015-10-14 | 2018-10-05 | $11,921 | $7,025 | $4,896 | $4,896 |
| ROCKWELL COLLINS INC | P | 2016-08-18 | 2018-10-05 | $5,610 | $3,395 | $2,215 | $2,215 |
| ROCKWELL COLLINS INC | P | 2017-05-30 | 2018-10-05 | $36,891 | $28,133 | $8,758 | $8,758 |
| ROGERS CORP | P | 2016-11-16 | 2018-10-18 | $5,401 | $2,910 | $2,491 | $2,491 |
| ROGERS CORP | P | 2017-02-21 | 2018-10-18 | $2,572 | $1,742 | $830 | $830 |
| ROGERS CORP | P | 2017-06-27 | 2018-10-18 | $1,286 | $1,070 | $216 | $216 |
| ROLLS-ROYCE PLC SPONSORED ADR | P | 2014-12-30 | 2018-02-26 | $1,368 | $1,539 | -$171 | -$171 |
| ROYAL BANK OF SCOTLAND | P | 2014-11-14 | 2018-01-23 | $3,196 | $4,485 | -$1,289 | -$1,289 |
| ROYAL BANK OF SCOTLAND | P | 2014-12-30 | 2018-01-23 | $2,607 | $3,761 | -$1,154 | -$1,154 |
| ROYAL BANK OF SCOTLAND | P | 2015-07-21 | 2018-01-23 | $168 | $224 | -$56 | -$56 |
| ROYAL BANK OF SCOTLAND | P | 2015-09-04 | 2018-01-23 | $2,481 | $2,901 | -$420 | -$420 |
| ROYAL BANK OF SCOTLAND | P | 2015-09-14 | 2018-01-23 | $589 | $702 | -$113 | -$113 |
| ROYAL BANK OF SCOTLAND | P | 2015-09-16 | 2018-01-23 | $505 | $609 | -$104 | -$104 |
| KONINKLIJKE DSM NV | P | 2017-05-15 | 2018-07-09 | $2,506 | $1,832 | $674 | $674 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2015-05-13 | 2018-05-31 | $362 | $323 | $39 | $39 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2016-12-12 | 2018-07-09 | $1,853 | $1,419 | $434 | $434 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-02-17 | 2018-07-09 | $6,300 | $4,692 | $1,608 | $1,608 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-02-21 | 2018-07-09 | $6,300 | $4,719 | $1,581 | $1,581 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-04-17 | 2018-07-09 | $371 | $288 | $83 | $83 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-05-15 | 2018-07-09 | $7,783 | $6,066 | $1,717 | $1,717 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-06-27 | 2018-07-09 | $10,377 | $7,697 | $2,680 | $2,680 |
| ROYAL GOLD INC | P | 2016-02-23 | 2018-01-19 | $350 | $176 | $174 | $174 |
| ROYAL GOLD INC | P | 2016-10-28 | 2018-01-19 | $1,750 | $1,333 | $417 | $417 |
| KONINKLIJKE KPN NV | P | 2015-09-16 | 2018-01-23 | $1,104 | $1,171 | -$67 | -$67 |
| KONINKLIJKE KPN NV | P | 2014-12-26 | 2018-03-27 | $356 | $389 | -$33 | -$33 |
| KONINKLIJKE KPN NV | P | 2014-12-30 | 2018-03-27 | $7,056 | $7,548 | -$492 | -$492 |
| RYANAIR HLDGS PLC | P | 2017-06-27 | 2018-07-09 | $794 | $757 | $37 | $37 |
| RYANAIR HLDGS PLC | P | 2017-06-27 | 2018-09-12 | $48 | $54 | -$6 | -$6 |
| RYDER SYSTEM INC | P | 2016-04-05 | 2018-02-22 | $4,727 | $3,960 | $767 | $767 |
| RYMAN HOSPITALITY PPTYS INC | P | 2017-02-01 | 2018-03-27 | $761 | $644 | $117 | $117 |
| RYMAN HOSPITALITY PPTYS INC | P | 2017-03-23 | 2018-03-27 | $2,283 | $1,877 | $406 | $406 |
| RYMAN HOSPITALITY PPTYS INC | P | 2017-07-27 | 2018-10-05 | $17,015 | $12,976 | $4,039 | $4,039 |
| SBA COMMUNICATIONS CORP NEW | P | 2014-12-26 | 2018-10-17 | $9,736 | $7,214 | $2,522 | $2,522 |
| SBA COMMUNICATIONS CORP NEW | P | 2015-05-19 | 2018-10-17 | $1,521 | $1,170 | $351 | $351 |
| SBA COMMUNICATIONS CORP NEW | P | 2015-10-14 | 2018-10-17 | $1,521 | $1,091 | $430 | $430 |
| SBA COMMUNICATIONS CORP NEW | P | 2015-12-21 | 2018-10-17 | $3,042 | $2,018 | $1,024 | $1,024 |
| SBA COMMUNICATIONS CORP NEW | P | 2016-04-05 | 2018-10-17 | $4,564 | $3,039 | $1,525 | $1,525 |
| SBA COMMUNICATIONS CORP NEW | P | 2017-10-06 | 2018-10-17 | $15,212 | $14,752 | $460 | $460 |
| SESI L L C | P | 2017-03-01 | 2018-12-28 | $1,708 | $2,060 | -$352 | -$352 |
| SLM CORP | P | 2015-12-14 | 2018-05-08 | $4,040 | $3,800 | $240 | $240 |
| SLM CORP | P | 2016-06-16 | 2018-05-08 | $1,010 | $997 | $13 | $13 |
| SLM CORP | P | 2015-12-14 | 2018-05-09 | $2,018 | $1,900 | $118 | $118 |
| SLM CORP | P | 2015-12-21 | 2018-05-09 | $3,026 | $2,850 | $176 | $176 |
| SMC CORP JAPAN | P | 2015-09-14 | 2018-07-09 | $4,618 | $2,955 | $1,663 | $1,663 |
| SPX FLOW INC | P | 2017-02-21 | 2018-03-27 | $1,519 | $1,031 | $488 | $488 |
| SPX FLOW INC | P | 2017-06-27 | 2018-10-05 | $3,999 | $2,928 | $1,071 | $1,071 |
| SRC ENERGY INC | P | 2015-02-23 | 2018-03-27 | $1,036 | $1,103 | -$67 | -$67 |
| SRC ENERGY INC | P | 2015-07-24 | 2018-03-27 | $1,413 | $1,429 | -$16 | -$16 |
| SRC ENERGY INC | P | 2015-12-15 | 2018-03-27 | $659 | $703 | -$44 | -$44 |
| SABINE PASS LIQUEFACTION LLC | P | 2016-03-04 | 2018-11-21 | $4,175 | $3,795 | $380 | $380 |
| SABINE PASS LIQUEFACTION LLC | P | 2016-03-04 | 2018-11-27 | $4,168 | $3,790 | $378 | $378 |
| SABINE PASS LIQUEFACTION LLC | P | 2016-03-04 | 2018-11-27 | $2,084 | $1,898 | $186 | $186 |
| SAGE THERAPEUTICS INC | P | 2016-07-28 | 2018-03-27 | $161 | $45 | $116 | $116 |
| SAGE THERAPEUTICS INC | P | 2017-02-21 | 2018-03-27 | $1,614 | $638 | $976 | $976 |
| SAGE THERAPEUTICS INC | P | 2016-07-28 | 2018-07-02 | $16,376 | $4,714 | $11,662 | $11,662 |
| SAGE THERAPEUTICS INC | P | 2017-06-27 | 2018-07-02 | $4,679 | $2,446 | $2,233 | $2,233 |
| SAGE THERAPEUTICS INC | P | 2017-10-06 | 2018-10-17 | $11,556 | $6,121 | $5,435 | $5,435 |
| SAFEWAY CASA LEY | P | 2015-01-30 | 2018-02-26 | $13 | $15 | -$2 | -$2 |
| SAFEWAY CASA LEY | P | 2015-01-30 | 2018-02-26 | $292 | $335 | -$43 | -$43 |
| SAFEWAY INC | P | 2015-01-30 | 2018-04-25 | $1 | $10 | -$9 | -$9 |
| SAFEWAY INC | P | 2015-01-30 | 2018-04-25 | $1 | -$1 | -$1 | |
| SAIA INC | P | 2017-04-28 | 2018-10-17 | $10,733 | $8,085 | $2,648 | $2,648 |
| SAIA INC | P | 2017-06-27 | 2018-10-17 | $1,894 | $1,451 | $443 | $443 |
| SANDERSON FARMS INC | P | 2017-06-27 | 2018-07-02 | $3,085 | $3,568 | -$483 | -$483 |
| SANDERSON FARMS INC | P | 2014-12-26 | 2018-10-05 | $1,724 | $1,462 | $262 | $262 |
| SANDERSON FARMS INC | P | 2017-02-21 | 2018-10-05 | $3,043 | $2,847 | $196 | $196 |
| SANLAM LTD | P | 2015-02-13 | 2018-07-02 | $4,752 | $6,438 | -$1,686 | -$1,686 |
| SANMINA CORP | P | 2014-12-26 | 2018-10-17 | $5,537 | $5,274 | $263 | $263 |
| SANMINA CORP | P | 2015-03-25 | 2018-10-17 | $755 | $744 | $11 | $11 |
| SANMINA CORP | P | 2016-07-28 | 2018-10-17 | $1,007 | $1,027 | -$20 | -$20 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2014-11-14 | 2018-01-23 | $31,159 | $33,416 | -$2,257 | -$2,257 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2014-12-26 | 2018-03-27 | $5,356 | $6,237 | -$881 | -$881 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2014-12-30 | 2018-04-30 | $43,484 | $50,190 | -$6,706 | -$6,706 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2016-11-16 | 2018-07-02 | $799 | $831 | -$32 | -$32 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2016-12-12 | 2018-07-02 | $399 | $407 | -$8 | -$8 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2017-01-25 | 2018-07-02 | $1,797 | $1,796 | $1 | $1 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2017-02-17 | 2018-07-02 | $7,586 | $8,238 | -$652 | -$652 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2017-02-21 | 2018-07-02 | $4,791 | $5,114 | -$323 | -$323 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-02-21 | 2018-07-09 | $2,737 | $2,137 | $600 | $600 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-05-15 | 2018-07-09 | $5,355 | $4,655 | $700 | $700 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-02-21 | 2018-09-12 | $2,662 | $2,044 | $618 | $618 |
| SAREPTA THERAPEUTICS INC | P | 2016-11-16 | 2018-03-27 | $1,568 | $799 | $769 | $769 |
| SAREPTA THERAPEUTICS INC | P | 2017-01-31 | 2018-03-27 | $706 | $280 | $426 | $426 |
| SAREPTA THERAPEUTICS INC | P | 2015-05-19 | 2018-07-02 | $10,086 | $1,239 | $8,847 | $8,847 |
| SAREPTA THERAPEUTICS INC | P | 2015-10-26 | 2018-07-02 | $2,654 | $499 | $2,155 | $2,155 |
| SAREPTA THERAPEUTICS INC | P | 2017-01-31 | 2018-07-02 | $133 | $31 | $102 | $102 |
| SAREPTA THERAPEUTICS INC | P | 2017-02-21 | 2018-07-02 | $6,636 | $1,427 | $5,209 | $5,209 |
| SAREPTA THERAPEUTICS INC | P | 2017-06-27 | 2018-07-02 | $3,981 | $1,050 | $2,931 | $2,931 |
| SASOL LTD SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $1,733 | $1,283 | $450 | $450 |
| SASOL LTD SPONSORED ADR | P | 2017-05-15 | 2018-07-09 | $1,155 | $927 | $228 | $228 |
| SASOL LTD SPONSORED ADR | P | 2017-06-27 | 2018-07-09 | $3,080 | $2,252 | $828 | $828 |
| SCHNEIDER ELEC SA | P | 2014-11-14 | 2018-07-09 | $330 | $310 | $20 | $20 |
| SCHNEIDER ELEC SA | P | 2017-05-15 | 2018-07-09 | $8,170 | $7,688 | $482 | $482 |
| SCHNEIDER ELEC SA | P | 2017-06-27 | 2018-07-09 | $495 | $470 | $25 | $25 |
| SCHNEIDER ELEC SA | P | 2014-11-14 | 2018-09-12 | $2,839 | $2,788 | $51 | $51 |
| SCIENCE APPLICATIONS INTL CORP | P | 2014-12-26 | 2018-10-18 | $2,144 | $1,555 | $589 | $589 |
| SCIENCE APPLICATIONS INTL CORP | P | 2015-03-25 | 2018-10-18 | $1,430 | $1,096 | $334 | $334 |
| SCIENCE APPLICATIONS INTL CORP | P | 2015-05-19 | 2018-10-18 | $715 | $532 | $183 | $183 |
| SCIENCE APPLICATIONS INTL CORP | P | 2015-07-24 | 2018-10-18 | $1,430 | $1,063 | $367 | $367 |
| SCIENCE APPLICATIONS INTL CORP | P | 2016-07-28 | 2018-10-18 | $715 | $614 | $101 | $101 |
| SCIENCE APPLICATIONS INTL CORP | P | 2017-06-27 | 2018-10-18 | $2,859 | $2,762 | $97 | $97 |
| SCIENCE APPLICATIONS INTL CORP | P | 2017-10-06 | 2018-10-18 | $5,647 | $5,482 | $165 | $165 |
| SCIENTIFIC GAMES CORP CL A | P | 2017-02-21 | 2018-10-05 | $5,104 | $4,678 | $426 | $426 |
| SCIENTIFIC GAMES CORP CL A | P | 2017-06-27 | 2018-10-05 | $888 | $1,072 | -$184 | -$184 |
| SCOR SPONSORED ADR | P | 2015-09-16 | 2018-07-09 | $6,997 | $6,982 | $15 | $15 |
| SEAGATE HDD CAYMAN | P | 2016-10-25 | 2018-01-30 | $994 | $963 | $31 | $31 |
| SEAGATE HDD CAYMAN | P | 2016-10-26 | 2018-01-30 | $1,988 | $1,915 | $73 | $73 |
| SEAGATE HDD CAYMAN | P | 2016-10-26 | 2018-01-31 | $1,988 | $1,915 | $73 | $73 |
| SEAGATE HDD CAYMAN | P | 2016-10-26 | 2018-02-14 | $1,925 | $1,915 | $10 | $10 |
| SEAGATE HDD CAYMAN | P | 2016-10-26 | 2018-02-20 | $2,888 | $2,873 | $15 | $15 |
| SEACOR SMIT INC | P | 2017-03-24 | 2018-03-27 | $513 | $384 | $129 | $129 |
| SEACOR SMIT INC | P | 2017-04-23 | 2018-10-17 | $1,426 | $1,221 | $205 | $205 |
| SEACOR SMIT INC | P | 2017-05-23 | 2018-10-17 | $475 | $401 | $74 | $74 |
| SEACOR SMIT INC | P | 2017-06-27 | 2018-10-17 | $9,031 | $6,223 | $2,808 | $2,808 |
| SECOM LTD ADR | P | 2015-09-16 | 2018-07-09 | $1,194 | $1,018 | $176 | $176 |
| SEGA SAMMY HLDGS INC SPONSORED ADR | P | 2015-02-13 | 2018-01-23 | $571 | $665 | -$94 | -$94 |
| SEGA SAMMY HLDGS INC SPONSORED ADR | P | 2015-02-13 | 2018-07-09 | $1,049 | $960 | $89 | $89 |
| SEKISUI HOUSE LTD SPONSORED ADR | P | 2016-12-12 | 2018-07-09 | $1,305 | $1,241 | $64 | $64 |
| SELECT MED HLDGS CORP | P | 2015-07-24 | 2018-10-17 | $6,087 | $5,358 | $729 | $729 |
| SELECT MED HLDGS CORP | P | 2015-08-14 | 2018-10-17 | $346 | $315 | $31 | $31 |
| SELECT MED HLDGS CORP | P | 2017-02-21 | 2018-10-17 | $1,556 | $1,157 | $399 | $399 |
| SELECT MED HLDGS CORP | P | 2017-06-27 | 2018-10-17 | $1,729 | $1,520 | $209 | $209 |
| SELECTIVE INS GROUP INC | P | 2016-07-28 | 2018-10-18 | $1,972 | $1,322 | $650 | $650 |
| SELECTIVE INS GROUP INC | P | 2017-01-31 | 2018-10-18 | $3,586 | $2,505 | $1,081 | $1,081 |
| SELECTIVE INS GROUP INC | P | 2017-02-21 | 2018-10-18 | $2,391 | $1,750 | $641 | $641 |
| SELECTIVE INS GROUP INC | P | 2017-05-23 | 2018-10-18 | $2,391 | $2,020 | $371 | $371 |
| SELECTIVE INS GROUP INC | P | 2017-06-27 | 2018-10-18 | $4,184 | $3,479 | $705 | $705 |
| SELECTIVE INS GROUP INC | P | 2017-10-06 | 2018-10-18 | $3,705 | $3,371 | $334 | $334 |
| SEMTECH CORP | P | 2016-02-19 | 2018-10-18 | $4,845 | $1,723 | $3,122 | $3,122 |
| SEMTECH CORP | P | 2016-05-06 | 2018-10-18 | $494 | $215 | $279 | $279 |
| SEMTECH CORP | P | 2016-07-28 | 2018-10-18 | $1,483 | $762 | $721 | $721 |
| SEMTECH CORP | P | 2017-02-21 | 2018-10-18 | $4,450 | $3,137 | $1,313 | $1,313 |
| SEMTECH CORP | P | 2017-05-23 | 2018-10-18 | $494 | $364 | $130 | $130 |
| SEMTECH CORP | P | 2017-06-27 | 2018-10-18 | $494 | $355 | $139 | $139 |
| SEMTECH CORP | P | 2017-10-06 | 2018-10-18 | $247 | $192 | $55 | $55 |
| SERVICEMASTER GLOBAL HLDGS INC | P | 2017-10-06 | 2018-10-18 | $15,881 | $11,235 | $4,646 | $4,646 |
| SEVEN & I HLDGS CO LTD | P | 2015-09-04 | 2018-07-09 | $2,296 | $2,311 | -$15 | -$15 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-01-23 | $28 | $31 | -$3 | -$3 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-02-26 | $241 | $312 | -$71 | -$71 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-03-27 | $73 | $94 | -$21 | -$21 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-04-30 | $53 | $62 | -$9 | -$9 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-05-31 | $77 | $94 | -$17 | -$17 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-07-02 | $77 | $94 | -$17 | -$17 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-07-09 | $131 | $156 | -$25 | -$25 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-08-09 | $75 | $94 | -$19 | -$19 |
| SEVERN TRENT PLC | P | 2015-02-13 | 2018-09-12 | $348 | $437 | -$89 | -$89 |
| SHARP CORP | P | 2014-11-14 | 2018-07-02 | $2,090 | $2,488 | -$398 | -$398 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-02-21 | 2018-03-27 | $1,118 | $898 | $220 | $220 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2015-09-23 | 2018-10-05 | $2,611 | $1,454 | $1,157 | $1,157 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2015-12-15 | 2018-10-05 | $779 | $443 | $336 | $336 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2016-04-20 | 2018-10-05 | $779 | $546 | $233 | $233 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2016-11-16 | 2018-10-05 | $390 | $251 | $139 | $139 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-01-31 | 2018-10-05 | $1,169 | $819 | $350 | $350 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-02-21 | 2018-10-05 | $1,130 | $840 | $290 | $290 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-06-27 | 2018-10-05 | $779 | $600 | $179 | $179 |
| SHIN ETSU CHEM CO LTD | P | 2015-05-13 | 2018-07-09 | $785 | $522 | $263 | $263 |
| SHINHAN FINL GROUP CO LTD | P | 2017-06-27 | 2018-08-09 | $5,766 | $6,438 | -$672 | -$672 |
| SIBANYE GOLD LTD | P | 2016-06-16 | 2018-01-23 | $935 | $1,450 | -$515 | -$515 |
| SIBANYE GOLD LTD | P | 2016-08-08 | 2018-01-23 | $2 | $5 | -$3 | -$3 |
| SIBANYE GOLD LTD | P | 2016-08-22 | 2018-01-23 | $24 | $58 | -$34 | -$34 |
| SIBANYE GOLD LTD | P | 2016-09-14 | 2018-01-23 | $104 | $192 | -$88 | -$88 |
| SIEMENS A G SPONSORED ADR | P | 2017-02-21 | 2018-05-31 | $10,391 | $10,555 | -$164 | -$164 |
| SIEMENS A G SPONSORED ADR | P | 2016-12-12 | 2018-07-09 | $14,963 | $13,516 | $1,447 | $1,447 |
| SIEMENS A G SPONSORED ADR | P | 2017-02-17 | 2018-07-09 | $5,441 | $5,122 | $319 | $319 |
| SILICON LABORATORIES INC | P | 2014-12-26 | 2018-10-18 | $2,679 | $1,541 | $1,138 | $1,138 |
| SILICON LABORATORIES INC | P | 2015-02-13 | 2018-10-18 | $837 | $493 | $344 | $344 |
| SILICON LABORATORIES INC | P | 2015-03-25 | 2018-10-18 | $1,675 | $1,031 | $644 | $644 |
| SILICON LABORATORIES INC | P | 2015-05-19 | 2018-10-18 | $837 | $523 | $314 | $314 |
| SILICON LABORATORIES INC | P | 2015-07-24 | 2018-10-18 | $1,675 | $1,004 | $671 | $671 |
| SILICON LABORATORIES INC | P | 2016-06-16 | 2018-10-18 | $837 | $496 | $341 | $341 |
| SILICON LABORATORIES INC | P | 2016-12-12 | 2018-10-18 | $837 | $663 | $174 | $174 |
| SILICON LABORATORIES INC | P | 2017-02-21 | 2018-10-18 | $1,675 | $1,443 | $232 | $232 |
| SILICON LABORATORIES INC | P | 2017-06-27 | 2018-10-18 | $1,675 | $1,360 | $315 | $315 |
| SILICON LABORATORIES INC | P | 2017-10-06 | 2018-10-18 | $9,628 | $9,601 | $27 | $27 |
| SILICON MOTION TECHNOLOGY CORP | P | 2017-01-25 | 2018-02-26 | $2,254 | $2,056 | $198 | $198 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2016-04-20 | 2018-04-30 | $569 | $661 | -$92 | -$92 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2015-03-25 | 2018-07-02 | $319 | $312 | $7 | $7 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2014-12-26 | 2018-08-07 | $3,354 | $3,589 | -$235 | -$235 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2015-06-17 | 2018-08-07 | $524 | $588 | -$64 | -$64 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2016-02-19 | 2018-08-07 | $262 | $281 | -$19 | -$19 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2016-07-28 | 2018-08-07 | $1,310 | $1,420 | -$110 | -$110 |
| SINGAPORE TELECOMMUNICATIONS LTD | P | 2015-09-04 | 2018-07-02 | $9,979 | $11,729 | -$1,750 | -$1,750 |
| SINGAPORE TELECOMMUNICATIONS LTD | P | 2016-12-12 | 2018-07-02 | $5,876 | $7,066 | -$1,190 | -$1,190 |
| SITEONE LANDSCAPE SUPPLY INC | P | 2017-06-27 | 2018-10-17 | $13,478 | $9,901 | $3,577 | $3,577 |
| SITEONE LANDSCAPE SUPPLY INC | P | 2017-07-27 | 2018-10-17 | $709 | $521 | $188 | $188 |
| SKY PLC | P | 2017-10-10 | 2018-12-28 | $29,999 | $16,696 | $13,303 | $13,303 |
| SKYWEST INC | P | 2016-11-16 | 2018-10-18 | $1,014 | $717 | $297 | $297 |
| SKYWEST INC | P | 2017-02-21 | 2018-10-18 | $3,549 | $2,513 | $1,036 | $1,036 |
| SKYWEST INC | P | 2017-04-28 | 2018-10-18 | $1,521 | $1,143 | $378 | $378 |
| SKYWEST INC | P | 2017-06-27 | 2018-10-18 | $4,056 | $2,880 | $1,176 | $1,176 |
| SKYWEST INC | P | 2017-10-06 | 2018-10-18 | $5,222 | $4,756 | $466 | $466 |
| SKYWORKS SOLUTIONS INC | P | 2014-12-26 | 2018-10-17 | $16,481 | $13,795 | $2,686 | $2,686 |
| SKYWORKS SOLUTIONS INC | P | 2014-12-30 | 2018-10-17 | $1,336 | $1,096 | $240 | $240 |
| SLEEP NUMBER CORP | P | 2017-04-28 | 2018-04-30 | $7,918 | $8,387 | -$469 | -$469 |
| SMITH & NEPHEW P L C SPONSORED ADR | P | 2014-12-30 | 2018-02-26 | $652 | $672 | -$20 | -$20 |
| SMITH & NEPHEW P L C SPONSORED ADR | P | 2014-12-30 | 2018-05-31 | $11,976 | $12,203 | -$227 | -$227 |
| SMITH & NEPHEW P L C SPONSORED ADR | P | 2014-12-30 | 2018-08-09 | $4,638 | $4,851 | -$213 | -$213 |
| SMITHS GROUP PLC | P | 2015-09-04 | 2018-07-09 | $2,844 | $2,063 | $781 | $781 |
| SMUCKER J M CO NEW | P | 2014-12-26 | 2018-08-03 | $1,974 | $1,763 | $211 | $211 |
| SMUCKER J M CO NEW | P | 2014-12-26 | 2018-10-17 | $13,337 | $13,276 | $61 | $61 |
| SMUCKER J M CO NEW | P | 2014-12-30 | 2018-10-17 | $2,605 | $2,581 | $24 | $24 |
| SNAP ON INC | P | 2017-10-06 | 2018-10-17 | $25,286 | $22,526 | $2,760 | $2,760 |
| SNYDERS-LANCE INC | P | 2015-10-26 | 2018-03-27 | $10,550 | $7,673 | $2,877 | $2,877 |
| SOCIEDAD QUIMICA MINERA DE CHILE | P | 2017-02-17 | 2018-07-09 | $781 | $516 | $265 | $265 |
| SOCIEDAD QUIMICA MINERA DE CHILE | P | 2017-02-21 | 2018-07-09 | $488 | $324 | $164 | $164 |
| SOCIETE GENERALE FRANCE ADR | P | 2014-11-14 | 2018-07-09 | $4,407 | $4,594 | -$187 | -$187 |
| SOCIETE GENERALE FRANCE ADR | P | 2015-09-14 | 2018-07-09 | $1,822 | $1,992 | -$170 | -$170 |
| SOCIETE GENERALE FRANCE ADR | P | 2015-09-16 | 2018-07-09 | $43 | $48 | -$5 | -$5 |
| SOFTBANK CORP | P | 2017-03-17 | 2018-04-30 | $973 | $977 | -$4 | -$4 |
| SOFTBANK CORP | P | 2017-02-21 | 2018-08-09 | $3,272 | $2,704 | $568 | $568 |
| SOFTBANK CORP | P | 2014-11-14 | 2018-09-12 | $18,078 | $13,308 | $4,770 | $4,770 |
| SOFTBANK CORP | P | 2017-02-17 | 2018-09-12 | $4,969 | $3,934 | $1,035 | $1,035 |
| SOFTBANK CORP | P | 2017-02-21 | 2018-09-12 | $3,076 | $2,511 | $565 | $565 |
| SOFTBANK CORP | P | 2017-05-15 | 2018-09-12 | $4,259 | $3,379 | $880 | $880 |
| SONY CORP (ADR) | P | 2017-05-15 | 2018-07-09 | $4,430 | $3,032 | $1,398 | $1,398 |
| SONY CORP (ADR) | P | 2017-06-27 | 2018-07-09 | $6,181 | $4,666 | $1,515 | $1,515 |
| SOTHEBYS HLDGS INC CL A | P | 2014-12-26 | 2018-10-05 | $5,172 | $5,051 | $121 | $121 |
| SOTHEBYS HLDGS INC CL A | P | 2015-02-13 | 2018-10-05 | $892 | $900 | -$8 | -$8 |
| SOUTH JERSEY INDS INC | P | 2016-07-05 | 2018-04-30 | $11,121 | $11,714 | -$593 | -$593 |
| SOUTHERN CO | P | 2017-01-25 | 2018-02-21 | $29,155 | $32,453 | -$3,298 | -$3,298 |
| SOUTHWEST GAS CORP | P | 2015-08-31 | 2018-10-18 | $7,167 | $4,923 | $2,244 | $2,244 |
| SOUTHWEST GAS CORP | P | 2016-04-20 | 2018-10-18 | $2,389 | $1,959 | $430 | $430 |
| SPARK THERAPEUTICS INC | P | 2016-07-28 | 2018-03-27 | $1,789 | $1,473 | $316 | $316 |
| SPARK THERAPEUTICS INC | P | 2017-02-21 | 2018-03-27 | $663 | $643 | $20 | $20 |
| SPARK THERAPEUTICS INC | P | 2016-07-28 | 2018-10-17 | $2,692 | $2,891 | -$199 | -$199 |
| SPARK THERAPEUTICS INC | P | 2017-03-29 | 2018-10-17 | $508 | $534 | -$26 | -$26 |
| SPECTRUM PHARMACEUTICALS INC | P | 2017-10-06 | 2018-10-17 | $7,294 | $7,416 | -$122 | -$122 |
| SPIRIT AEROSYSTEMS HLDGS INC CL A | P | 2016-11-16 | 2018-10-18 | $7,532 | $5,084 | $2,448 | $2,448 |
| SPIRIT AEROSYSTEMS HLDGS INC CL A | P | 2017-01-25 | 2018-10-18 | $4,966 | $3,529 | $1,437 | $1,437 |
| SPIRIT AEROSYSTEMS HLDGS INC CL A | P | 2017-10-06 | 2018-10-18 | $9,022 | $8,573 | $449 | $449 |
| SPLUNK INC | P | 2017-10-06 | 2018-10-17 | $21,644 | $13,824 | $7,820 | $7,820 |
| STAMPS.COM INC NEW | P | 2015-12-15 | 2018-10-05 | $8,562 | $4,285 | $4,277 | $4,277 |
| STAMPS.COM INC NEW | P | 2017-02-21 | 2018-10-05 | $4,281 | $2,681 | $1,600 | $1,600 |
| STAMPS.COM INC NEW | P | 2017-03-29 | 2018-10-05 | $2,141 | $1,142 | $999 | $999 |
| STAMPS.COM INC NEW | P | 2017-06-27 | 2018-10-05 | $2,141 | $1,523 | $618 | $618 |
| STANDARD PAC CORP NEW | P | 2016-02-08 | 2018-05-15 | $3,000 | $3,292 | -$292 | -$292 |
| STANDARD PAC CORP NEW | P | 2016-02-10 | 2018-05-15 | $2,000 | $2,202 | -$202 | -$202 |
| STANDARD PAC CORP NEW | P | 2017-03-06 | 2018-05-15 | $6,000 | $6,427 | -$427 | -$427 |
| STANLEY BLACK & DECKER INC | P | 2017-06-23 | 2018-07-19 | $32,013 | $32,862 | -$849 | -$849 |
| STARBUCKS CORP | P | 2017-03-29 | 2018-06-12 | $8,901 | $9,103 | -$202 | -$202 |
| STARBUCKS CORP | P | 2017-07-28 | 2018-08-22 | $1,002 | $1,018 | -$16 | -$16 |
| STEEL DYNAMICS INC | P | 2017-03-29 | 2018-10-17 | $12,317 | $10,463 | $1,854 | $1,854 |
| STERLING BANCORP DEL | P | 2017-07-27 | 2018-08-07 | $23,220 | $23,840 | -$620 | -$620 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2015-03-25 | 2018-03-27 | $2,674 | $2,611 | $63 | $63 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2015-05-19 | 2018-03-27 | $581 | $541 | $40 | $40 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2014-12-26 | 2018-07-02 | $3,857 | $3,815 | $42 | $42 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2014-12-30 | 2018-07-02 | $3,127 | $3,100 | $27 | $27 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2015-02-23 | 2018-07-02 | $2,606 | $2,631 | -$25 | -$25 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2017-03-29 | 2018-07-02 | $1,042 | $979 | $63 | $63 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2017-04-28 | 2018-07-02 | $521 | $487 | $34 | $34 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2017-06-27 | 2018-07-02 | $1,564 | $1,360 | $204 | $204 |
| STMICROELECTRONICS NV SH NY REGISTRY | P | 2017-02-21 | 2018-07-09 | $453 | $291 | $162 | $162 |
| STMICROELECTRONICS NV SH NY REGISTRY | P | 2017-04-17 | 2018-07-09 | $566 | $365 | $201 | $201 |
| STMICROELECTRONICS NV SH NY REGISTRY | P | 2017-06-27 | 2018-07-09 | $113 | $73 | $40 | $40 |
| SUBARU CORP | P | 2016-12-12 | 2018-03-27 | $2,220 | $2,806 | -$586 | -$586 |
| SUMITOMO CHEM CO LTD | P | 2016-08-22 | 2018-07-09 | $3,280 | $2,504 | $776 | $776 |
| SUMITOMO MITSUI FINL GROUP INC | P | 2017-02-21 | 2018-07-02 | $5,654 | $5,981 | -$327 | -$327 |
| SUMITOMO MITSUI FINL GROUP INC | P | 2017-02-17 | 2018-07-09 | $3,190 | $3,261 | -$71 | -$71 |
| SUMITOMO MITSUI FINL GROUP INC | P | 2017-02-21 | 2018-07-09 | $763 | $790 | -$27 | -$27 |
| SUMMIT MATLS INC | P | 2017-06-27 | 2018-07-02 | $181 | $198 | -$17 | -$17 |
| SUMMIT MATLS INC | P | 2016-11-16 | 2018-08-07 | $2,843 | $3,159 | -$316 | -$316 |
| SUMMIT MATLS INC | P | 2016-12-12 | 2018-08-07 | $211 | $239 | -$28 | -$28 |
| SUMMIT MATLS INC | P | 2017-02-21 | 2018-08-07 | $6,761 | $7,774 | -$1,013 | -$1,013 |
| SUMMIT MATLS INC | P | 2017-03-29 | 2018-08-07 | $1,056 | $1,203 | -$147 | -$147 |
| SUMMIT MATLS INC | P | 2017-06-27 | 2018-08-07 | $5 | $7 | -$2 | -$2 |
| SUNOCO LP / SUNOCO FIN CORP | P | 2016-11-10 | 2018-01-23 | $10,275 | $10,200 | $75 | $75 |
| SUNSTONE HOTEL INVESTORS INC | P | 2014-12-26 | 2018-02-21 | $6,490 | $7,397 | -$907 | -$907 |
| SUNSTONE HOTEL INVESTORS INC | P | 2015-01-30 | 2018-02-21 | $91 | $105 | -$14 | -$14 |
| SUNSTONE HOTEL INVESTORS INC | P | 2015-04-15 | 2018-02-21 | $3 | $3 | $0 | $0 |
| SUNSTONE HOTEL INVESTORS INC | P | 2014-12-26 | 2018-05-31 | $785 | $777 | $8 | $8 |
| SUNSTONE HOTEL INVESTORS INC | P | 2014-11-26 | 2018-07-02 | $325 | $339 | -$14 | -$14 |
| SUNSTONE HOTEL INVESTORS INC | P | 2014-12-26 | 2018-07-02 | $3,510 | $3,728 | -$218 | -$218 |
| SUNSTONE HOTEL INVESTORS INC | P | 2015-03-25 | 2018-07-02 | $2,015 | $2,107 | -$92 | -$92 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-02-21 | 2018-10-05 | $2,323 | $2,280 | $43 | $43 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-03-29 | 2018-10-05 | $310 | $298 | $12 | $12 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-05-23 | 2018-10-05 | $310 | $318 | -$8 | -$8 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-07-27 | 2018-10-05 | $465 | $481 | -$16 | -$16 |
| SUNTRUST BKS INC | P | 2016-06-14 | 2018-11-01 | $125,000 | $126,929 | -$1,929 | -$1,929 |
| SUNTORY BEVERAGE & FOOD LTD | P | 2017-02-21 | 2018-07-09 | $4,215 | $4,137 | $78 | $78 |
| SUNTORY BEVERAGE & FOOD LTD | P | 2017-02-21 | 2018-08-09 | $400 | $414 | -$14 | -$14 |
| SUPERIOR ENERGY SVCS INC | P | 2017-06-27 | 2018-08-07 | $3,398 | $3,692 | -$294 | -$294 |
| SUPERIOR ENERGY SVCS INC | P | 2017-06-27 | 2018-10-17 | $627 | $667 | -$40 | -$40 |
| SUPERNUS PHARMACEUTICALS INC | P | 2016-07-28 | 2018-10-17 | $10,072 | $4,775 | $5,297 | $5,297 |
| SUPERNUS PHARMACEUTICALS INC | P | 2016-12-12 | 2018-10-17 | $477 | $232 | $245 | $245 |
| SUPERNUS PHARMACEUTICALS INC | P | 2017-02-21 | 2018-10-17 | $955 | $519 | $436 | $436 |
| SUPERNUS PHARMACEUTICALS INC | P | 2017-10-06 | 2018-10-17 | $2,816 | $2,479 | $337 | $337 |
| SVENSKA CELLULOSA AKTIEBOLAGET SCA | P | 2015-10-14 | 2018-07-09 | $240 | $125 | $115 | $115 |
| SVENSKA HANDELSBANKEN AB | P | 2015-06-09 | 2018-02-26 | $1,095 | $1,155 | -$60 | -$60 |
| SVENSKA HANDELSBANKEN AB | P | 2015-06-09 | 2018-03-27 | $3,981 | $4,884 | -$903 | -$903 |
| SVENSKA HANDELSBANKEN AB | P | 2015-06-09 | 2018-04-30 | $13,893 | $18,461 | -$4,568 | -$4,568 |
| SVENSKA HANDELSBANKEN AB | P | 2015-06-09 | 2018-05-31 | $1,886 | $2,567 | -$681 | -$681 |
| SVENSKA HANDELSBANKEN AB | P | 2016-07-21 | 2018-05-31 | $1,567 | $1,744 | -$177 | -$177 |
| SVENSKA HANDELSBANKEN AB | P | 2017-04-21 | 2018-05-31 | $2,757 | $3,404 | -$647 | -$647 |
| SWATCH GROUP AG | P | 2014-12-30 | 2018-01-23 | $1,839 | $1,950 | -$111 | -$111 |
| SWEDBANK A B SPONSORED ADR | P | 2014-11-14 | 2018-03-27 | $9,894 | $11,401 | -$1,507 | -$1,507 |
| SWEDBANK A B SPONSORED ADR | P | 2014-11-14 | 2018-04-30 | $7,415 | $8,776 | -$1,361 | -$1,361 |
| SWISS RE LTD | P | 2016-12-12 | 2018-08-09 | $332 | $353 | -$21 | -$21 |
| SYKES ENTERPRISES INC | P | 2017-02-21 | 2018-03-27 | $3,208 | $3,129 | $79 | $79 |
| SYKES ENTERPRISES INC | P | 2017-01-31 | 2018-10-17 | $11,079 | $10,315 | $764 | $764 |
| SYMANTEC CORP | P | 2014-12-26 | 2018-08-03 | $13,255 | $18,651 | -$5,396 | -$5,396 |
| SYMANTEC CORP | P | 2014-12-30 | 2018-08-03 | $1,136 | $1,568 | -$432 | -$432 |
| SYNAPTICS INC | P | 2017-10-06 | 2018-10-17 | $5,670 | $5,673 | -$3 | -$3 |
| SYNNEX CORP | P | 2017-02-21 | 2018-05-31 | $4,292 | $4,743 | -$451 | -$451 |
| SYNNEX CORP | P | 2016-04-20 | 2018-07-02 | $1,987 | $1,701 | $286 | $286 |
| SYNCHRONY FINL | P | 2015-11-23 | 2018-08-22 | $28,114 | $28,451 | -$337 | -$337 |
| SYNCHRONY FINL | P | 2017-04-28 | 2018-08-22 | $1,266 | $1,132 | $134 | $134 |
| SYNCHRONY FINL | P | 2015-11-19 | 2018-10-18 | $14,951 | $15,746 | -$795 | -$795 |
| SYNCHRONY FINL | P | 2015-12-21 | 2018-10-18 | $149 | $148 | $1 | $1 |
| SYNCHRONY FINL | P | 2016-01-26 | 2018-10-18 | $297 | $286 | $11 | $11 |
| SYNCHRONY FINL | P | 2016-02-23 | 2018-10-18 | $149 | $137 | $12 | $12 |
| SYNCHRONY FINL | P | 2016-04-05 | 2018-10-18 | $594 | $573 | $21 | $21 |
| SYNCHRONY FINL | P | 2016-07-28 | 2018-10-18 | $1,932 | $1,817 | $115 | $115 |
| SYNCHRONY FINL | P | 2016-07-11 | 2018-03-23 | $56,836 | $58,131 | -$1,295 | -$1,295 |
| SYNCHRONY FINL | P | 2016-08-31 | 2018-03-23 | $67,805 | $69,718 | -$1,913 | -$1,913 |
| SYSMEX CORP | P | 2015-03-25 | 2018-07-09 | $12,512 | $7,130 | $5,382 | $5,382 |
| T&D HLDGS INC | P | 2017-02-17 | 2018-07-09 | $106 | $120 | -$14 | -$14 |
| T&D HLDGS INC | P | 2017-02-17 | 2018-09-12 | $36 | $40 | -$4 | -$4 |
| TD AMERITRADE HLDG CORP | P | 2016-12-12 | 2018-09-14 | $3,737 | $2,866 | $871 | $871 |
| TD AMERITRADE HLDG CORP | P | 2017-01-25 | 2018-09-14 | $279 | $232 | $47 | $47 |
| THK CO LTD | P | 2015-09-14 | 2018-07-09 | $1,984 | $1,134 | $850 | $850 |
| THK CO LTD | P | 2017-01-25 | 2018-07-09 | $1,499 | $1,292 | $207 | $207 |
| T-MOBILE USA INC SR UNSECD | P | 2014-12-04 | 2018-01-15 | $6,184 | $6,060 | $124 | $124 |
| T-MOBILE USA INC SR UNSECD | P | 2015-01-15 | 2018-01-15 | $5,153 | $5,050 | $103 | $103 |
| TRI POINTE HOMES INC | P | 2017-03-29 | 2018-09-13 | $1,517 | $1,392 | $125 | $125 |
| TRI POINTE HOMES INC | P | 2017-03-29 | 2018-10-17 | $12,726 | $14,214 | -$1,488 | -$1,488 |
| TRI POINTE HOMES INC | P | 2017-04-28 | 2018-10-17 | $699 | $745 | -$46 | -$46 |
| TRI POINTE HOMES INC | P | 2017-06-27 | 2018-10-17 | $582 | $644 | -$62 | -$62 |
| TTM TECHNOLOGIES INC | P | 2017-10-06 | 2018-10-17 | $4,485 | $4,765 | -$280 | -$280 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-05-15 | 2018-07-09 | $4,673 | $4,332 | $341 | $341 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-06-27 | 2018-07-09 | $7,349 | $6,879 | $470 | $470 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-06-28 | 2018-10-17 | $15,874 | $8,767 | $7,107 | $7,107 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-10-06 | 2018-10-17 | $4,895 | $3,965 | $930 | $930 |
| TAKEDA PHARMACEUTICAL CO LTD | P | 2014-12-26 | 2018-07-02 | $6,118 | $6,334 | -$216 | -$216 |
| TAKEDA PHARMACEUTICAL CO LTD | P | 2014-12-30 | 2018-07-02 | $6,139 | $6,277 | -$138 | -$138 |
| TAKEDA PHARMACEUTICAL CO LTD | P | 2014-12-30 | 2018-07-09 | $11,698 | $11,721 | -$23 | -$23 |
| TAL ED GROUP | P | 2017-02-17 | 2018-07-09 | $693 | $250 | $443 | $443 |
| TAL ED GROUP | P | 2017-06-27 | 2018-07-09 | $2,310 | $1,229 | $1,081 | $1,081 |
| TAPESTRY INC | P | 2014-12-26 | 2018-10-17 | $703 | $596 | $107 | $107 |
| TAPESTRY INC | P | 2014-12-30 | 2018-10-17 | $1,099 | $943 | $156 | $156 |
| TARGA RES CORP | P | 2016-04-05 | 2018-10-17 | $11,533 | $3,998 | $7,535 | $7,535 |
| TARGA RES CORP | P | 2017-06-28 | 2018-10-17 | $848 | $599 | $249 | $249 |
| TECH DATA CORP | P | 2017-02-21 | 2018-05-31 | $2,236 | $2,272 | -$36 | -$36 |
| TECH DATA CORP | P | 2017-01-31 | 2018-07-02 | $819 | $858 | -$39 | -$39 |
| TECH DATA CORP | P | 2017-02-21 | 2018-07-02 | $328 | $350 | -$22 | -$22 |
| TECH DATA CORP | P | 2015-07-24 | 2018-09-13 | $895 | $665 | $230 | $230 |
| TECH DATA CORP | P | 2016-04-20 | 2018-09-13 | $1,492 | $1,444 | $48 | $48 |
| TECHTRONIC INDS LTD SPONSORED ADR | P | 2016-09-14 | 2018-07-09 | $1,946 | $1,275 | $671 | $671 |
| TECHTRONIC INDS LTD SPONSORED ADR | P | 2016-09-14 | 2018-09-12 | $609 | $375 | $234 | $234 |
| TECHTARGET INC | P | 2017-06-27 | 2018-10-18 | $15,613 | $8,401 | $7,212 | $7,212 |
| TELADOC INC | P | 2017-06-27 | 2018-10-05 | $15,589 | $7,548 | $8,041 | $8,041 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2017-02-21 | 2018-08-09 | $2,314 | $2,619 | -$305 | -$305 |
| TELEFLEX INC | P | 2016-12-12 | 2018-10-18 | $2,441 | $1,580 | $861 | $861 |
| TELEFLEX INC | P | 2017-01-25 | 2018-10-18 | $1,221 | $832 | $389 | $389 |
| TELEFLEX INC | P | 2017-10-06 | 2018-10-18 | $18,064 | $18,247 | -$183 | -$183 |
| TELEFONICA S.A. SPONSORED ADR | P | 2016-11-16 | 2018-07-02 | $337 | $342 | -$5 | -$5 |
| TELEFONICA S.A. SPONSORED ADR | P | 2016-12-12 | 2018-07-02 | $126 | $133 | -$7 | -$7 |
| TELEFONICA S.A. SPONSORED ADR | P | 2017-02-17 | 2018-07-02 | $1,096 | $1,279 | -$183 | -$183 |
| TELEFONICA S.A. SPONSORED ADR | P | 2017-02-21 | 2018-07-02 | $1,686 | $1,971 | -$285 | -$285 |
| TELIASONERA A B | P | 2015-05-13 | 2018-04-30 | $2,324 | $2,947 | -$623 | -$623 |
| TENAGA NASIONAL BERHAD SPONSORED ADR | P | 2015-02-13 | 2018-08-09 | $382 | $389 | -$7 | -$7 |
| TENCENT HLDGS LTD | P | 2017-06-27 | 2018-07-09 | $15,523 | $11,296 | $4,227 | $4,227 |
| TENCENT HLDGS LTD | P | 2017-06-27 | 2018-09-12 | $200 | $185 | $15 | $15 |
| TENET HEALTHCARE CORP | P | 2017-10-06 | 2018-10-18 | $4,931 | $2,921 | $2,010 | $2,010 |
| TENNECO AUTOMOTIVE INC | P | 2014-12-26 | 2018-04-30 | $7,630 | $9,697 | -$2,067 | -$2,067 |
| TENNECO AUTOMOTIVE INC | P | 2015-01-14 | 2018-04-30 | $449 | $581 | -$132 | -$132 |
| TENNECO AUTOMOTIVE INC | P | 2015-06-17 | 2018-04-30 | $898 | $1,205 | -$307 | -$307 |
| TETRA TECH INC | P | 2017-01-02 | 2018-10-05 | $22,371 | $13,962 | $8,409 | $8,409 |
| TETRA TECH INC | P | 2017-02-21 | 2018-10-05 | $2,712 | $1,688 | $1,024 | $1,024 |
| TETRA TECH INC | P | 2017-06-27 | 2018-10-05 | $813 | $556 | $257 | $257 |
| TEXAS CAP BANCSHARES INC | P | 2017-01-31 | 2018-07-02 | $912 | $825 | $87 | $87 |
| TEXAS CAP BANCSHARES INC | P | 2017-06-27 | 2018-09-13 | $2,597 | $2,237 | $360 | $360 |
| TEXAS CAP BANCSHARES INC | P | 2014-12-26 | 2018-10-17 | $10,743 | $7,781 | $2,962 | $2,962 |
| TEXAS CAP BANCSHARES INC | P | 2014-12-30 | 2018-10-17 | $2,302 | $1,663 | $639 | $639 |
| TEXAS INSTRUMENTS INC | P | 2014-12-26 | 2018-01-18 | $350 | $165 | $185 | $185 |
| TEXAS ROADHOUSE INC CL A | P | 2017-02-21 | 2018-03-27 | $1,321 | $1,105 | $216 | $216 |
| TEXAS ROADHOUSE INC CL A | P | 2016-05-06 | 2018-10-05 | $2,633 | $1,729 | $904 | $904 |
| TEXAS ROADHOUSE INC CL A | P | 2016-06-16 | 2018-10-05 | $1,975 | $1,371 | $604 | $604 |
| TEXAS ROADHOUSE INC CL A | P | 2016-07-28 | 2018-10-05 | $2,633 | $1,887 | $746 | $746 |
| TEXAS ROADHOUSE INC CL A | P | 2016-11-16 | 2018-10-05 | $658 | $464 | $194 | $194 |
| TEXAS ROADHOUSE INC CL A | P | 2017-01-31 | 2018-10-05 | $1,975 | $1,399 | $576 | $576 |
| TEXAS ROADHOUSE INC CL A | P | 2017-02-21 | 2018-10-05 | $1,777 | $1,297 | $480 | $480 |
| TEXAS ROADHOUSE INC CL A | P | 2017-06-27 | 2018-10-05 | $2,633 | $2,065 | $568 | $568 |
| THERAPEUTICS MD INC | P | 2017-06-27 | 2018-08-07 | $2,529 | $2,710 | -$181 | -$181 |
| THERMO FISHER SCIENTIFIC INC | P | 2016-06-01 | 2018-05-04 | $100,042 | $101,216 | -$1,174 | -$1,174 |
| THERMON GROUP HLDGS INC | P | 2016-06-16 | 2018-01-18 | $717 | $611 | $106 | $106 |
| 3M CO | P | 2014-12-30 | 2018-01-18 | $3,207 | $2,153 | $1,054 | $1,054 |
| 3M CO | P | 2016-10-28 | 2018-01-18 | $19,735 | $13,271 | $6,464 | $6,464 |
| TIFFANY & CO | P | 2016-07-28 | 2018-10-17 | $4,382 | $2,469 | $1,913 | $1,913 |
| TIME WARNER INC | P | 2014-06-18 | 2018-06-14 | $19,097 | $13,069 | $6,028 | $6,028 |
| TIME WARNER INC | P | 2014-12-26 | 2018-06-14 | $19,197 | $16,596 | $2,601 | $2,601 |
| TIME WARNER INC | P | 2014-12-30 | 2018-06-14 | $30,153 | $25,772 | $4,381 | $4,381 |
| TIME WARNER INC | P | 2015-09-15 | 2018-06-14 | $5,026 | $3,471 | $1,555 | $1,555 |
| TIVO CORP | P | 2016-04-20 | 2018-01-18 | $74 | $90 | -$16 | -$16 |
| TIVO CORP | P | 2016-07-28 | 2018-01-18 | $295 | $368 | -$73 | -$73 |
| TIVO CORP | P | 2016-04-20 | 2018-03-27 | $894 | $1,174 | -$280 | -$280 |
| TIVO CORP | P | 2015-07-24 | 2018-07-02 | $3,116 | $2,842 | $274 | $274 |
| TOPBUILD CORP | P | 2017-03-29 | 2018-10-17 | $12,036 | $11,235 | $801 | $801 |
| TOPBUILD CORP | P | 2017-06-27 | 2018-10-17 | $1,504 | $1,608 | -$104 | -$104 |
| TORAY INDS INC ADR | P | 2016-02-19 | 2018-07-09 | $8,260 | $8,467 | -$207 | -$207 |
| TORAY INDS INC ADR | P | 2016-02-19 | 2018-08-09 | $7,664 | $8,291 | -$627 | -$627 |
| TORCHMARK CORP | P | 2016-12-12 | 2018-10-17 | $30,318 | $25,618 | $4,700 | $4,700 |
| TORO CO | P | 2016-12-12 | 2018-10-18 | $11,959 | $11,569 | $390 | $390 |
| TOTAL SA | P | 2012-02-03 | 2018-07-09 | $18,940 | $16,010 | $2,930 | $2,930 |
| TOTAL SA | P | 2013-08-14 | 2018-07-09 | $4,783 | $4,073 | $710 | $710 |
| TOTAL SA | P | 2017-02-18 | 2018-07-09 | $2,870 | $2,463 | $407 | $407 |
| TOTAL SA | P | 2017-03-17 | 2018-07-09 | $1,913 | $1,629 | $284 | $284 |
| TOYOTA MOTORS CORP ADR 2 | P | 2014-12-30 | 2018-05-31 | $4,330 | $4,277 | $53 | $53 |
| TOYOTA MOTORS CORP ADR 2 | P | 2014-12-30 | 2018-07-02 | $4,726 | $4,654 | $72 | $72 |
| TOYOTA MOTORS CORP ADR 2 | P | 2014-12-30 | 2018-07-09 | $62,475 | $60,125 | $2,350 | $2,350 |
| TOYOTA MOTORS CORP ADR 2 | P | 2014-12-30 | 2018-09-12 | $14,639 | $15,346 | -$707 | -$707 |
| TRACTOR SUPPLY CO | P | 2017-10-06 | 2018-10-17 | $27,479 | $19,060 | $8,419 | $8,419 |
| TRANSOCEAN INC SR NTS | P | 2017-03-07 | 2018-11-29 | $3,625 | $4,337 | -$712 | -$712 |
| TRANSOCEAN INC SR NTS | P | 2017-03-07 | 2018-12-06 | $1,440 | $1,735 | -$295 | -$295 |
| TRANSOCEAN INC SR NTS | P | 2017-04-03 | 2018-12-11 | $725 | $830 | -$105 | -$105 |
| TRANSOCEAN INC SR NTS | P | 2017-04-03 | 2018-12-14 | $1,463 | $1,660 | -$197 | -$197 |
| TRANSOCEAN INC SR NTS | P | 2017-04-03 | 2018-12-17 | $723 | $830 | -$107 | -$107 |
| TRANSUNION | P | 2017-10-06 | 2018-10-17 | $30,677 | $21,994 | $8,683 | $8,683 |
| TRECORA RESOURCES | P | 2017-04-28 | 2018-10-17 | $5,371 | $4,601 | $770 | $770 |
| TREX INC | P | 2015-07-24 | 2018-10-18 | $1,231 | $458 | $773 | $773 |
| TREX INC | P | 2016-05-06 | 2018-10-18 | $1,600 | $591 | $1,009 | $1,009 |
| TREX INC | P | 2017-01-31 | 2018-10-18 | $1,231 | $677 | $554 | $554 |
| TREX INC | P | 2017-02-21 | 2018-10-18 | $3,692 | $2,233 | $1,459 | $1,459 |
| TREX INC | P | 2017-03-29 | 2018-10-18 | $1,231 | $687 | $544 | $544 |
| TREX INC | P | 2017-06-27 | 2018-10-18 | $1,231 | $684 | $547 | $547 |
| TREX INC | P | 2017-10-06 | 2018-10-18 | $8,862 | $6,270 | $2,592 | $2,592 |
| TRIMAS CORP NEW | P | 2017-07-27 | 2018-10-17 | $11,939 | $9,946 | $1,993 | $1,993 |
| TRIMBLE NAV LTD | P | 2014-12-26 | 2018-03-27 | $5,598 | $4,314 | $1,284 | $1,284 |
| TRIMBLE NAV LTD | P | 2014-12-30 | 2018-03-27 | $709 | $543 | $166 | $166 |
| TRIMBLE NAV LTD | P | 2015-05-14 | 2018-03-27 | $1,240 | $858 | $382 | $382 |
| TRIUMPH GROUP INC | P | 2016-07-28 | 2018-03-27 | $337 | $393 | -$56 | -$56 |
| TRIUMPH GROUP INC | P | 2016-07-28 | 2018-04-30 | $3,788 | $4,806 | -$1,018 | -$1,018 |
| TRIUMPH GROUP INC | P | 2016-07-28 | 2018-07-02 | $921 | $1,451 | -$530 | -$530 |
| TRIUMPH GROUP INC | P | 2017-01-31 | 2018-07-02 | $192 | $268 | -$76 | -$76 |
| TRIUMPH GROUP INC | P | 2017-02-21 | 2018-07-02 | $959 | $1,345 | -$386 | -$386 |
| TRUSTCO BK CORP N Y | P | 2017-02-21 | 2018-03-27 | $2,102 | $2,087 | $15 | $15 |
| TRUSTCO BK CORP N Y | P | 2014-12-26 | 2018-10-17 | $6,790 | $6,096 | $694 | $694 |
| TRUSTCO BK CORP N Y | P | 2014-12-30 | 2018-10-17 | $633 | $587 | $46 | $46 |
| TRUSTCO BK CORP N Y | P | 2017-01-31 | 2018-10-17 | $1,345 | $1,429 | -$84 | -$84 |
| TRUSTCO BK CORP N Y | P | 2017-02-21 | 2018-10-17 | $2,026 | $2,190 | -$164 | -$164 |
| TRUSTCO BK CORP N Y | P | 2017-03-29 | 2018-10-17 | $1,029 | $1,008 | $21 | $21 |
| TULLOW OIL PLC | P | 2014-11-14 | 2018-01-23 | $279 | $689 | -$410 | -$410 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-01-23 | $356 | $792 | -$436 | -$436 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-02-26 | $527 | $1,386 | -$859 | -$859 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-03-27 | $235 | $587 | -$352 | -$352 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-04-30 | $344 | $756 | -$412 | -$412 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-05-31 | $535 | $1,101 | -$566 | -$566 |
| TULLOW OIL PLC | P | 2014-12-26 | 2018-07-02 | $76 | $169 | -$93 | -$93 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2017-03-29 | 2018-05-31 | $2,189 | $2,747 | -$558 | -$558 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2017-05-15 | 2018-05-31 | $100 | $125 | -$25 | -$25 |
| TWENTY-FIRST CENTY FOX INC | P | 2017-09-29 | 2018-10-05 | $73,968 | $41,935 | $32,033 | $32,033 |
| TWILIO INC | P | 2017-06-27 | 2018-07-02 | $10,940 | $5,714 | $5,226 | $5,226 |
| TWILIO INC | P | 2017-06-27 | 2018-09-13 | $1,622 | $560 | $1,062 | $1,062 |
| II-VI INC | P | 2016-09-14 | 2018-10-17 | $5,696 | $3,011 | $2,685 | $2,685 |
| II-VI INC | P | 2017-02-21 | 2018-10-17 | $2,020 | $1,943 | $77 | $77 |
| II-VI INC | P | 2017-03-29 | 2018-10-17 | $808 | $766 | $42 | $42 |
| II-VI INC | P | 2017-06-27 | 2018-10-17 | $808 | $688 | $120 | $120 |
| II-VI INC | P | 2017-10-06 | 2018-10-17 | $606 | $624 | -$18 | -$18 |
| 2U INC | P | 2017-06-27 | 2018-07-02 | $3,350 | $1,920 | $1,430 | $1,430 |
| 2U INC | P | 2017-02-21 | 2018-12-26 | $473 | $361 | $112 | $112 |
| 2U INC | P | 2017-10-06 | 2018-12-26 | $4,680 | $5,792 | -$1,112 | -$1,112 |
| 2U INC | P | 2016-07-28 | 2018-12-27 | $5,149 | $3,898 | $1,251 | $1,251 |
| 2U INC | P | 2017-02-21 | 2018-12-27 | $928 | $722 | $206 | $206 |
| TYSON FOODS INC CL A | P | 2015-09-15 | 2018-08-22 | $1,562 | $1,083 | $479 | $479 |
| TYSON FOODS INC CL A | P | 2017-01-25 | 2018-08-22 | $1,875 | $1,875 | $0 | $0 |
| TYSON FOODS INC CL A | P | 2017-03-29 | 2018-08-22 | $3,124 | $3,091 | $33 | $33 |
| TYSON FOODS INC CL A | P | 2017-05-30 | 2018-08-22 | $625 | $579 | $46 | $46 |
| TYSON FOODS INC CL A | P | 2017-07-28 | 2018-08-22 | $5,561 | $5,561 | $0 | $0 |
| TYSON FOODS INC CL A | P | 2014-12-01 | 2018-10-17 | $7,764 | $5,195 | $2,569 | $2,569 |
| TYSON FOODS INC CL A | P | 2014-12-26 | 2018-10-17 | $14,286 | $9,259 | $5,027 | $5,027 |
| TYSON FOODS INC CL A | P | 2014-12-30 | 2018-10-17 | $1,242 | $812 | $430 | $430 |
| TYSON FOODS INC CL A | P | 2017-02-17 | 2018-10-17 | $1,863 | $1,906 | -$43 | -$43 |
| TYSON FOODS INC CL A | P | 2017-08-20 | 2018-10-17 | $5,528 | $5,678 | -$150 | -$150 |
| UGI CORP | P | 2016-12-12 | 2018-02-22 | $5,706 | $5,911 | -$205 | -$205 |
| UGI CORP | P | 2017-01-25 | 2018-02-22 | $5,403 | $5,792 | -$389 | -$389 |
| U S PHYSICAL THERAPY INC | P | 2017-07-27 | 2018-10-18 | $18,256 | $10,719 | $7,537 | $7,537 |
| US SILICA HOLDINGS INC | P | 2015-03-25 | 2018-07-02 | $506 | $681 | -$175 | -$175 |
| US SILICA HOLDINGS INC | P | 2015-05-19 | 2018-07-02 | $253 | $319 | -$66 | -$66 |
| US SILICA HOLDINGS INC | P | 2016-07-28 | 2018-07-02 | $760 | $1,035 | -$275 | -$275 |
| US SILICA HOLDINGS INC | P | 2014-12-26 | 2018-09-13 | $1,902 | $2,392 | -$490 | -$490 |
| US SILICA HOLDINGS INC | P | 2015-02-13 | 2018-09-13 | $620 | $879 | -$259 | -$259 |
| ULTA SALON COSMETICS & FRAGRANCE | P | 2014-12-26 | 2018-10-17 | $6,202 | $2,815 | $3,387 | $3,387 |
| ULTA SALON COSMETICS & FRAGRANCE | P | 2014-12-30 | 2018-10-17 | $1,410 | $646 | $764 | $764 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2015-06-24 | 2018-02-21 | $472 | $1,279 | -$807 | -$807 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2015-07-24 | 2018-02-21 | $5,665 | $15,716 | -$10,051 | -$10,051 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2015-06-05 | 2018-04-30 | $519 | $1,103 | -$584 | -$584 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2015-06-24 | 2018-04-30 | $519 | $1,279 | -$760 | -$760 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2017-02-21 | 2018-04-30 | $1,558 | $2,352 | -$794 | -$794 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2017-03-29 | 2018-10-18 | $633 | $667 | -$34 | -$34 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2017-05-23 | 2018-10-18 | $633 | $576 | $57 | $57 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2017-10-06 | 2018-10-18 | $8,543 | $7,329 | $1,214 | $1,214 |
| ULTRAPAR PARTICIPACOES S A | P | 2015-06-09 | 2018-03-27 | $3,454 | $3,605 | -$151 | -$151 |
| ULTRAPAR PARTICIPACOES S A | P | 2014-11-14 | 2018-04-30 | $176 | $200 | -$24 | -$24 |
| ULTRAPAR PARTICIPACOES S A | P | 2014-12-30 | 2018-04-30 | $2,381 | $2,630 | -$249 | -$249 |
| ULTRAPAR PARTICIPACOES S A | P | 2015-03-25 | 2018-04-30 | $1,676 | $1,867 | -$191 | -$191 |
| ULTRAPAR PARTICIPACOES S A | P | 2016-12-12 | 2018-04-30 | $176 | $195 | -$19 | -$19 |
| UMPQUA HLDGS CORP | P | 2017-01-22 | 2018-09-13 | $1,282 | $1,118 | $164 | $164 |
| UMPQUA HLDGS CORP | P | 2017-02-21 | 2018-09-13 | $3,420 | $3,030 | $390 | $390 |
| UMPQUA HLDGS CORP | P | 2017-06-27 | 2018-09-13 | $2,137 | $1,839 | $298 | $298 |
| UNIBAIL-RODAMCO SE | P | 2016-01-15 | 2018-04-30 | $4,021 | $4,078 | -$57 | -$57 |
| UNIBAIL-RODAMCO SE | P | 2016-01-15 | 2018-05-31 | $16,684 | $18,181 | -$1,497 | -$1,497 |
| UNIBAIL-RODAMCO SE | P | 2016-01-15 | 2018-06-29 | $6,318 | $6,942 | -$624 | -$624 |
| UNIBAIL-RODAMCO SE | P | 2016-11-16 | 2018-06-29 | $2,099 | $2,095 | $4 | $4 |
| UNIBAIL-RODAMCO SE | P | 2017-01-25 | 2018-06-29 | $2,430 | $2,509 | -$79 | -$79 |
| UNIBAIL-RODAMCO SE | P | 2017-03-29 | 2018-06-29 | $5,081 | $5,385 | -$304 | -$304 |
| UNILEVER PLC ADR | P | 2017-06-27 | 2018-07-09 | $2,333 | $2,304 | $29 | $29 |
| UNILEVER PLC ADR | P | 2017-05-15 | 2018-09-12 | $4,447 | $4,191 | $256 | $256 |
| UNION PACIFIC CORP | P | 2015-06-17 | 2018-01-18 | $421 | $303 | $118 | $118 |
| UNION PAC CORP | P | 2015-02-23 | 2018-03-23 | $122,904 | $124,204 | -$1,300 | -$1,300 |
| UNIT CORP | P | 2015-07-24 | 2018-10-17 | $3,546 | $2,835 | $711 | $711 |
| UNIT CORP | P | 2017-05-23 | 2018-10-17 | $514 | $401 | $113 | $113 |
| UNIT CORP | P | 2017-06-27 | 2018-10-17 | $1,028 | $713 | $315 | $315 |
| UNIT CORP | P | 2017-10-06 | 2018-10-17 | $4,394 | $3,430 | $964 | $964 |
| UNITED NAT FOODS INC | P | 2017-04-28 | 2018-09-13 | $337 | $424 | -$87 | -$87 |
| UNITED NAT FOODS INC | P | 2017-06-27 | 2018-09-13 | $2,054 | $2,160 | -$106 | -$106 |
| UNITED OVERSEAS BK LTD SPONSORED | P | 2014-11-14 | 2018-07-09 | $14,580 | $13,508 | $1,072 | $1,072 |
| UNITED OVERSEAS BK LTD SPONSORED | P | 2017-05-15 | 2018-07-09 | $3,470 | $3,038 | $432 | $432 |
| UNITED RENTALS INC | P | 2015-09-03 | 2018-10-17 | $13,019 | $6,261 | $6,758 | $6,758 |
| UNITED RENTALS INC | P | 2017-10-06 | 2018-10-17 | $10,639 | $10,791 | -$152 | -$152 |
| UNITED STATES TREAS NT | P | 2016-06-10 | 2018-03-08 | $24,198 | $25,420 | -$1,222 | -$1,222 |
| UNITED STATES TREAS NT | P | 2016-05-27 | 2018-03-23 | $24,203 | $25,255 | -$1,052 | -$1,052 |
| UNITED STATES TREAS NT | P | 2016-06-14 | 2018-03-23 | $24,203 | $25,285 | -$1,082 | -$1,082 |
| UNITED STATES TREAS NT | P | 2016-07-20 | 2018-03-23 | $96,813 | $101,090 | -$4,277 | -$4,277 |
| UNITED STATES TREAS NT | P | 2016-07-25 | 2018-03-23 | $96,813 | $101,090 | -$4,277 | -$4,277 |
| UNITED STATES TREAS NT | P | 2016-08-16 | 2018-03-23 | $96,813 | $101,059 | -$4,246 | -$4,246 |
| UNITED STATES TREAS NT | P | 2016-09-30 | 2018-03-23 | $96,813 | $101,059 | -$4,246 | -$4,246 |
| UNITED STATES TREAS NT | P | 2016-05-27 | 2018-10-05 | $48,070 | $50,510 | -$2,440 | -$2,440 |
| UNITED STATES TREAS NT | P | 2016-06-21 | 2018-10-05 | $48,070 | $50,436 | -$2,366 | -$2,366 |
| UNITED STATES TREAS NT | P | 2016-10-03 | 2018-10-05 | $96,141 | $100,949 | -$4,808 | -$4,808 |
| UNITED STATES TREAS NT | P | 2016-04-29 | 2018-10-19 | $96,234 | $100,387 | -$4,153 | -$4,153 |
| UNITED STATES TREAS NT | P | 2016-06-21 | 2018-10-19 | $48,117 | $50,436 | -$2,319 | -$2,319 |
| UNITED STATES TREAS NT | P | 2016-09-19 | 2018-10-19 | $144,352 | $151,230 | -$6,878 | -$6,878 |
| UNITED STATES TREAS NT | P | 2016-09-21 | 2018-10-19 | $192,469 | $201,422 | -$8,953 | -$8,953 |
| UNITED STATES TREAS NT | P | 2016-10-17 | 2018-10-19 | $96,234 | $100,570 | -$4,336 | -$4,336 |
| UNITED STATES STEEL CORP | P | 2017-06-28 | 2018-10-18 | $280 | $226 | $54 | $54 |
| UNITED STATES STEEL CORP | P | 2017-10-06 | 2018-10-18 | $10,449 | $9,703 | $746 | $746 |
| UNITED TECHNOLOGIES CORP | P | 2016-10-28 | 2018-01-18 | $1,347 | $1,017 | $330 | $330 |
| UNIVERSAL FOREST PRODS INC | P | 2017-02-21 | 2018-03-27 | $358 | $392 | -$34 | -$34 |
| UNIVERSAL FOREST PRODS INC | P | 2017-01-31 | 2018-04-30 | $963 | $1,020 | -$57 | -$57 |
| UNUMPROVIDENT CORP | P | 2017-03-29 | 2018-05-07 | $30,163 | $35,040 | -$4,877 | -$4,877 |
| VALE S A | P | 2016-12-12 | 2018-07-09 | $765 | $512 | $253 | $253 |
| VALLOUREC SA | P | 2015-06-09 | 2018-01-23 | $118 | $401 | -$283 | -$283 |
| VALLOUREC SA | P | 2015-06-09 | 2018-02-26 | $38 | $156 | -$118 | -$118 |
| VALLOUREC SA | P | 2015-06-09 | 2018-03-27 | $36 | $170 | -$134 | -$134 |
| VALLOUREC SA | P | 2015-06-09 | 2018-04-30 | $41 | $165 | -$124 | -$124 |
| VALLOUREC SA | P | 2015-06-09 | 2018-05-31 | $70 | $288 | -$218 | -$218 |
| VALLOUREC SA | P | 2015-06-09 | 2018-07-02 | $22 | $99 | -$77 | -$77 |
| VALLOUREC SA | P | 2015-06-09 | 2018-07-09 | $25 | $104 | -$79 | -$79 |
| VALLOUREC SA | P | 2015-06-09 | 2018-08-09 | $43 | $189 | -$146 | -$146 |
| VALLOUREC SA | P | 2015-06-09 | 2018-09-12 | $5 | $24 | -$19 | -$19 |
| VARIAN MED SYS INC | P | 2017-10-06 | 2018-10-17 | $27,185 | $25,537 | $1,648 | $1,648 |
| VECTREN CORP | P | 2016-09-26 | 2018-10-17 | $26,496 | $19,211 | $7,285 | $7,285 |
| VEDANTA LTD | P | 2017-01-25 | 2018-07-02 | $3,340 | $3,721 | -$381 | -$381 |
| VEDANTA LTD | P | 2017-01-25 | 2018-08-09 | $239 | $271 | -$32 | -$32 |
| VEDANTA LTD | P | 2017-04-21 | 2018-08-09 | $399 | $434 | -$35 | -$35 |
| VEDANTA LTD | P | 2017-06-27 | 2018-08-09 | $1,597 | $1,771 | -$174 | -$174 |
| VEEVA SYS INC | P | 2017-10-06 | 2018-10-17 | $18,953 | $11,604 | $7,349 | $7,349 |
| VANGUARD REAL ESTATE ETF | P | 2014-11-19 | 2018-10-05 | $169,404 | $161,213 | $8,191 | $8,191 |
| VANGUARD REAL ESTATE ETF | P | 2015-11-04 | 2018-10-05 | $31,072 | $30,590 | $482 | $482 |
| VEOLIA ENVIRONNEMENT SPONSORED ADR | P | 2016-08-22 | 2018-07-09 | $1,249 | $1,224 | $25 | $25 |
| VEREIT OPER PARTNERSHIP L P | P | 2016-06-13 | 2018-03-05 | $2,030 | $2,050 | -$20 | -$20 |
| VEREIT OPER PARTNERSHIP L P | P | 2016-05-19 | 2018-03-15 | $5,058 | $5,056 | $2 | $2 |
| VEREIT OPER PARTNERSHIP L P | P | 2016-06-13 | 2018-03-15 | $1,012 | $1,025 | -$13 | -$13 |
| VEREIT OPER PARTNERSHIP L P | P | 2016-05-19 | 2018-03-19 | $3,023 | $3,034 | -$11 | -$11 |
| VERINT SYS INC | P | 2017-02-21 | 2018-03-27 | $1,917 | $1,920 | -$3 | -$3 |
| VESTAS WIND SYS A/S UTD KINGDOM | P | 2015-09-04 | 2018-07-09 | $723 | $614 | $109 | $109 |
| VESTAS WIND SYS A/S UTD KINGDOM | P | 2016-11-16 | 2018-07-09 | $207 | $211 | -$4 | -$4 |
| VESTAS WIND SYS A/S UTD KINGDOM | P | 2015-09-04 | 2018-09-12 | $44 | $35 | $9 | $9 |
| VIASAT INC | P | 2016-10-28 | 2018-03-27 | $701 | $707 | -$6 | -$6 |
| VIASAT INC | P | 2017-01-31 | 2018-03-27 | $771 | $715 | $56 | $56 |
| VIASAT INC | P | 2017-02-21 | 2018-03-27 | $2,804 | $2,704 | $100 | $100 |
| VIASAT INC | P | 2014-12-26 | 2018-09-13 | $6,713 | $6,709 | $4 | $4 |
| VIASAT INC | P | 2017-01-31 | 2018-09-13 | $1,215 | $1,236 | -$21 | -$21 |
| VIASAT INC | P | 2017-05-23 | 2018-09-13 | $639 | $632 | $7 | $7 |
| VIACOM INC | P | 2016-11-16 | 2018-01-19 | $166 | $194 | -$28 | -$28 |
| VIAVI SOLUTIONS INC | P | 2017-01-31 | 2018-03-27 | $98 | $89 | $9 | $9 |
| VIAVI SOLUTIONS INC | P | 2016-07-28 | 2018-10-18 | $11,248 | $6,516 | $4,732 | $4,732 |
| VIAVI SOLUTIONS INC | P | 2016-10-28 | 2018-10-18 | $1,956 | $1,140 | $816 | $816 |
| VIRTUSA CORP | P | 2017-05-28 | 2018-10-17 | $2,044 | $1,366 | $678 | $678 |
| VIRTUSA CORP | P | 2017-07-27 | 2018-10-17 | $9,199 | $6,074 | $3,125 | $3,125 |
| VISTRA ENERGY CORP | P | 2016-11-16 | 2018-10-17 | $919 | $538 | $381 | $381 |
| VISTRA ENERGY CORP | P | 2017-02-21 | 2018-10-17 | $2,451 | $1,456 | $995 | $995 |
| VISTRA ENERGY CORP | P | 2017-03-29 | 2018-10-17 | $306 | $155 | $151 | $151 |
| VISTRA ENERGY CORP | P | 2017-10-06 | 2018-10-17 | $6,372 | $3,958 | $2,414 | $2,414 |
| VIVENDI SA | P | 2015-05-13 | 2018-07-09 | $5,651 | $5,852 | -$201 | -$201 |
| VODAFONE GROUP PLC | P | 2017-06-27 | 2018-07-02 | $4,711 | $5,611 | -$900 | -$900 |
| VODAFONE GROUP PLC | P | 2017-03-29 | 2018-09-12 | $1,863 | $2,265 | -$402 | -$402 |
| VODAFONE GROUP PLC | P | 2017-05-15 | 2018-09-12 | $2,850 | $3,590 | -$740 | -$740 |
| VODACOM GROUP LIMITED | P | 2017-02-21 | 2018-07-02 | $3,089 | $4,092 | -$1,003 | -$1,003 |
| VOLKSWAGEN AG | P | 2017-04-10 | 2018-08-09 | $2,673 | $2,680 | -$7 | -$7 |
| VOLKSWAGEN AG | P | 2017-04-14 | 2018-08-09 | $501 | $507 | -$6 | -$6 |
| VOLKSWAGEN AG | P | 2017-06-12 | 2018-08-09 | $668 | $668 | $0 | $0 |
| VOLKSWAGEN AG | P | 2015-02-13 | 2018-01-23 | $15,585 | $16,470 | -$885 | -$885 |
| VOLKSWAGEN AG | P | 2015-02-13 | 2018-02-26 | $9,996 | $11,952 | -$1,956 | -$1,956 |
| VONAGE HLDGS CORP | P | 2016-06-16 | 2018-10-05 | $4,249 | $1,663 | $2,586 | $2,586 |
| VONAGE HLDGS CORP | P | 2016-07-28 | 2018-10-05 | $978 | $404 | $574 | $574 |
| VONAGE HLDGS CORP | P | 2017-01-31 | 2018-10-05 | $1,398 | $710 | $688 | $688 |
| VONAGE HLDGS CORP | P | 2017-02-21 | 2018-10-05 | $2,796 | $1,195 | $1,601 | $1,601 |
| VONAGE HLDGS CORP | P | 2017-03-29 | 2018-10-05 | $140 | $63 | $77 | $77 |
| VONAGE HLDGS CORP | P | 2017-06-27 | 2018-10-05 | $978 | $469 | $509 | $509 |
| VULCAN MATERIALS CO | P | 2015-02-13 | 2018-10-17 | $14,536 | $11,985 | $2,551 | $2,551 |
| VULCAN MATERIALS CO | P | 2016-09-19 | 2018-10-17 | $481 | $539 | -$58 | -$58 |
| WNS HLDGS LTD SPONSORED ADR | P | 2015-03-25 | 2018-09-12 | $3,023 | $1,511 | $1,512 | $1,512 |
| W P CAREY INC | P | 2015-09-03 | 2018-01-19 | $17,071 | $14,916 | $2,155 | $2,155 |
| WAGEWORKS INC | P | 2014-12-26 | 2018-03-27 | $4,972 | $7,126 | -$2,154 | -$2,154 |
| WAGEWORKS INC | P | 2014-12-30 | 2018-03-27 | $1,356 | $1,918 | -$562 | -$562 |
| WATERS CORP | P | 2014-12-26 | 2018-10-17 | $10,584 | $6,419 | $4,165 | $4,165 |
| WATERS CORP | P | 2014-12-30 | 2018-10-17 | $945 | $572 | $373 | $373 |
| WATERS CORP | P | 2017-10-06 | 2018-10-17 | $16,632 | $16,390 | $242 | $242 |
| WATERSTONE FINL INC MD | P | 2017-01-31 | 2018-03-27 | $11,626 | $12,309 | -$683 | -$683 |
| WEIBO CORP | P | 2017-03-29 | 2018-07-09 | $272 | $161 | $111 | $111 |
| WEIGHT WATCHERS INTL INC | P | 2017-06-27 | 2018-10-05 | $10,775 | $5,317 | $5,458 | $5,458 |
| WELLCARE HEALTH PLANS INC | P | 2016-11-16 | 2018-10-17 | $3,168 | $1,282 | $1,886 | $1,886 |
| WELLCARE HEALTH PLANS INC | P | 2016-12-12 | 2018-10-17 | $3,168 | $1,407 | $1,761 | $1,761 |
| WELLCARE HEALTH PLANS INC | P | 2017-10-06 | 2018-10-17 | $23,124 | $12,664 | $10,460 | $10,460 |
| WELLS FARGO & CO | P | 2013-03-07 | 2018-01-16 | $150,000 | $150,048 | -$48 | -$48 |
| WESBANCO INC | P | 2017-06-27 | 2018-10-05 | $24,935 | $22,547 | $2,388 | $2,388 |
| WESBANCO INC | P | 2017-07-27 | 2018-10-05 | $430 | $380 | $50 | $50 |
| WEST BANCORPORATION INC CAP STK | P | 2017-03-29 | 2018-10-18 | $17,622 | $17,456 | $166 | $166 |
| WEST BANCORPORATION INC CAP STK | P | 2017-06-27 | 2018-10-18 | $836 | $864 | -$28 | -$28 |
| WESTERN ALLIANCE BANCORPORATION | P | 2017-06-28 | 2018-10-17 | $28,511 | $25,229 | $3,282 | $3,282 |
| WESTERN DIGITAL CORP | P | 2015-03-25 | 2018-05-07 | $10 | $13 | -$3 | -$3 |
| WESTERN DIGITAL CORP | P | 2015-07-23 | 2018-05-07 | $2,341 | $2,340 | $1 | $1 |
| WESTERN DIGITAL CORP | P | 2016-05-12 | 2018-05-07 | $68 | $32 | $36 | $36 |
| WESTERN DIGITAL CORP | P | 2016-10-28 | 2018-05-07 | $1,639 | $1,251 | $388 | $388 |
| WESTERN DIGITAL CORP UNSECD SR | P | 2017-02-08 | 2018-02-09 | $3,502 | $3,559 | -$57 | -$57 |
| WESTPAC BANKING LTD ADR | P | 2014-12-30 | 2018-02-26 | $24,946 | $27,994 | -$3,048 | -$3,048 |
| WESTPAC BANKING LTD ADR | P | 2017-01-24 | 2018-08-09 | $760 | $817 | -$57 | -$57 |
| WESTPAC BANKING LTD ADR | P | 2017-01-25 | 2018-08-09 | $760 | $852 | -$92 | -$92 |
| WESTPAC BANKING LTD ADR | P | 2017-02-17 | 2018-08-09 | $8,256 | $9,844 | -$1,588 | -$1,588 |
| WESTPAC BANKING LTD ADR | P | 2017-01-24 | 2018-09-12 | $5,630 | $6,652 | -$1,022 | -$1,022 |
| WESTPAC BKG CORP | P | 2015-02-25 | 2018-10-05 | $127,583 | $140,679 | -$13,096 | -$13,096 |
| WHIRLPOOL CORP | P | 2014-05-13 | 2018-10-18 | $1,068 | $1,504 | -$436 | -$436 |
| WHIRLPOOL CORP | P | 2014-05-14 | 2018-10-18 | $3,739 | $5,042 | -$1,303 | -$1,303 |
| WHIRLPOOL CORP | P | 2014-06-20 | 2018-10-18 | $3,739 | $4,901 | -$1,162 | -$1,162 |
| WHIRLPOOL CORP | P | 2015-09-24 | 2018-10-18 | $1,068 | $1,454 | -$386 | -$386 |
| WHITESTONE REIT | P | 2015-03-25 | 2018-01-18 | $3,668 | $3,948 | -$280 | -$280 |
| WHITESTONE REIT | P | 2015-04-19 | 2018-01-18 | $271 | $280 | -$9 | -$9 |
| WHITESTONE REIT | P | 2016-09-14 | 2018-01-18 | $839 | $792 | $47 | $47 |
| WILLIAM HILL PLC | P | 2015-05-13 | 2018-01-23 | $1,228 | $1,799 | -$571 | -$571 |
| WILLIAMS COMPANIES | P | 2016-10-28 | 2018-03-26 | $506 | $581 | -$75 | -$75 |
| WILLIAMS COMPANIES | P | 2017-01-25 | 2018-07-02 | $401 | $430 | -$29 | -$29 |
| WINNEBAGO INDUSTRIES | P | 2017-06-27 | 2018-10-05 | $6,482 | $6,482 | $0 | $0 |
| WINTRUST FINL CORP | P | 2017-02-21 | 2018-09-13 | $6,140 | $5,298 | $842 | $842 |
| WINTRUST FINL CORP | P | 2017-06-27 | 2018-09-13 | $175 | $148 | $27 | $27 |
| WINTRUST FINL CORP | P | 2017-06-27 | 2018-10-18 | $3,856 | $3,560 | $296 | $296 |
| WINTRUST FINL CORP | P | 2017-10-06 | 2018-10-18 | $12,612 | $12,237 | $375 | $375 |
| WIPRO LTD | P | 2016-12-12 | 2018-04-30 | $48 | $47 | $1 | $1 |
| WIPRO LTD | P | 2017-02-17 | 2018-04-30 | $288 | $288 | $0 | $0 |
| WIPRO LTD | P | 2017-02-21 | 2018-04-30 | $240 | $239 | $1 | $1 |
| WIPRO LTD | P | 2017-04-21 | 2018-04-30 | $48 | $49 | -$1 | -$1 |
| WOLVERINE WORLD WIDE INC COM | P | 2014-12-26 | 2018-03-27 | $2,415 | $2,520 | -$105 | -$105 |
| WOLVERINE WORLD WIDE INC COM | P | 2014-12-26 | 2018-10-05 | $3,081 | $2,610 | $471 | $471 |
| WOLVERINE WORLD WIDE INC COM | P | 2014-12-30 | 2018-10-05 | $5,665 | $4,768 | $897 | $897 |
| WOLVERINE WORLD WIDE INC COM | P | 2015-02-13 | 2018-10-05 | $1,770 | $1,427 | $343 | $343 |
| WOLVERINE WORLD WIDE INC COM | P | 2015-03-06 | 2018-10-05 | $354 | $288 | $66 | $66 |
| WOLVERINE WORLD WIDE INC COM | P | 2015-07-24 | 2018-10-05 | $354 | $288 | $66 | $66 |
| WOLVERINE WORLD WIDE INC COM | P | 2017-02-21 | 2018-10-05 | $1,062 | $710 | $352 | $352 |
| WOLVERINE WORLD WIDE INC COM | P | 2017-04-28 | 2018-10-05 | $708 | $477 | $231 | $231 |
| WOLVERINE WORLD WIDE INC COM | P | 2017-06-27 | 2018-10-05 | $1,770 | $1,334 | $436 | $436 |
| WOODSIDE PETE LTD ORD STK | P | 2018-03-28 | $189 | $189 | $189 | ||
| WOODWARD GOVERNOR CO | P | 2017-03-23 | 2018-03-27 | $3,954 | $3,871 | $83 | $83 |
| WOODWARD GOVERNOR CO | P | 2017-03-02 | 2018-10-18 | $16,156 | $14,557 | $1,599 | $1,599 |
| WOODWARD GOVERNOR CO | P | 2017-03-23 | 2018-10-18 | $385 | $352 | $33 | $33 |
| WOODWARD GOVERNOR CO | P | 2017-06-27 | 2018-10-18 | $3,077 | $2,751 | $326 | $326 |
| WOODWARD GOVERNOR CO | P | 2017-07-27 | 2018-10-18 | $1,539 | $1,409 | $130 | $130 |
| WOOLWORTHS HLDGS LTD | P | 2016-01-15 | 2018-02-26 | $2,125 | $2,000 | $125 | $125 |
| WORKDAY INC | P | 2014-12-01 | 2018-10-17 | $17,834 | $11,021 | $6,813 | $6,813 |
| WORKDAY INC | P | 2014-12-30 | 2018-10-17 | $1,372 | $825 | $547 | $547 |
| WORKDAY INC | P | 2015-07-23 | 2018-10-17 | $2,744 | $1,663 | $1,081 | $1,081 |
| WORTHINGTON INDUSTRIES INC | P | 2016-01-15 | 2018-07-02 | $1,984 | $1,234 | $750 | $750 |
| WORTHINGTON INDUSTRIES INC | P | 2016-05-06 | 2018-07-02 | $844 | $733 | $111 | $111 |
| WORTHINGTON INDUSTRIES INC | P | 2016-06-16 | 2018-07-02 | $422 | $391 | $31 | $31 |
| WPX ENERGY INC | P | 2017-10-06 | 2018-10-17 | $24,732 | $14,771 | $9,961 | $9,961 |
| WYNDHAM WORLDWIDE CORP | P | 2014-12-26 | 2018-10-18 | $809 | $809 | $0 | $0 |
| WYNDHAM WORLDWIDE CORP | P | 2014-12-30 | 2018-10-18 | $368 | $368 | $0 | $0 |
| WYNDHAM WORLDWIDE CORP | P | 2016-02-23 | 2018-10-18 | $1,103 | $943 | $160 | $160 |
| WYNDHAM WORLDWIDE CORP | P | 2016-04-05 | 2018-10-18 | $1,103 | $998 | $105 | $105 |
| WYNDHAM WORLDWIDE CORP | P | 2016-08-18 | 2018-10-18 | $1,471 | $1,258 | $213 | $213 |
| WYNDHAM HOTELS & RESORTS INC | P | 2014-12-26 | 2018-09-14 | $1,252 | $1,062 | $190 | $190 |
| WYNDHAM HOTELS & RESORTS INC | P | 2014-12-30 | 2018-09-14 | $569 | $481 | $88 | $88 |
| WYNDHAM HOTELS & RESORTS INC | P | 2016-02-23 | 2018-09-14 | $1,707 | $1,189 | $518 | $518 |
| WYNDHAM HOTELS & RESORTS INC | P | 2016-04-05 | 2018-09-14 | $1,707 | $1,258 | $449 | $449 |
| WYNDHAM HOTELS & RESORTS INC | P | 2016-08-18 | 2018-09-14 | $2,276 | $1,585 | $691 | $691 |
| XPO LOGISTICS INC | P | 2017-06-28 | 2018-10-17 | $13,566 | $8,644 | $4,922 | $4,922 |
| XPO LOGISTICS INC | P | 2017-10-06 | 2018-10-17 | $19,998 | $13,292 | $6,706 | $6,706 |
| XCEL ENERGY INC | P | 2016-01-26 | 2018-01-19 | $17,056 | $13,840 | $3,216 | $3,216 |
| XCEL ENERGY INC | P | 2016-02-23 | 2018-01-19 | $226 | $199 | $27 | $27 |
| XCEL ENERGY INC | P | 2016-04-05 | 2018-01-19 | $226 | $205 | $21 | $21 |
| XINYUAN REAL ESTATE CO LTD | P | 2016-04-26 | 2018-07-02 | $1,623 | $1,928 | -$305 | -$305 |
| XINYUAN REAL ESTATE CO LTD | P | 2017-02-21 | 2018-07-02 | $918 | $1,104 | -$186 | -$186 |
| YAHOO JAPAN CORP | P | 2014-11-14 | 2018-07-02 | $2,988 | $3,434 | -$446 | -$446 |
| YAHOO JAPAN CORP | P | 2016-11-16 | 2018-07-02 | $2,078 | $2,360 | -$282 | -$282 |
| YANZHOU COAL MNG CO LTD SPONSORED | P | 2014-12-30 | 2018-07-09 | $1,662 | $1,090 | $572 | $572 |
| YELP INC | P | 2017-06-27 | 2018-10-18 | $16,627 | $11,759 | $4,868 | $4,868 |
| YUM CHINA HLDGS INC | P | 2017-06-28 | 2018-09-14 | $3,393 | $4,028 | -$635 | -$635 |
| YUM CHINA HLDGS INC | P | 2017-06-28 | 2018-10-18 | $6,870 | $8,333 | -$1,463 | -$1,463 |
| ZENDESK INC | P | 2016-07-28 | 2018-03-27 | $2,490 | $1,468 | $1,022 | $1,022 |
| ZENDESK INC | P | 2016-07-28 | 2018-07-02 | $2,779 | $1,468 | $1,311 | $1,311 |
| ZENDESK INC | P | 2017-06-27 | 2018-07-02 | $4,224 | $2,151 | $2,073 | $2,073 |
| ZENDESK INC | P | 2017-02-21 | 2018-08-07 | $3,773 | $1,671 | $2,102 | $2,102 |
| ZENDESK INC | P | 2017-06-27 | 2018-08-07 | $252 | $113 | $139 | $139 |
| ZENDESK INC | P | 2016-05-06 | 2018-09-13 | $1,420 | $470 | $950 | $950 |
| ZENDESK INC | P | 2016-06-16 | 2018-09-13 | $710 | $270 | $440 | $440 |
| ZENDESK INC | P | 2016-11-16 | 2018-09-13 | $1,278 | $413 | $865 | $865 |
| ZENDESK INC | P | 2017-05-23 | 2018-09-13 | $2,841 | $1,033 | $1,808 | $1,808 |
| ZIMMER BIOMET HOLDINGS INC | P | 2016-12-12 | 2018-05-07 | $5,841 | $5,289 | $552 | $552 |
| ZOGENIX INC | P | 2017-10-06 | 2018-10-17 | $8,448 | $7,694 | $754 | $754 |
| ZTO EXPRESS (CAYMAN) INC | P | 2017-03-29 | 2018-07-09 | $1,602 | $1,064 | $538 | $538 |
| ZTO EXPRESS (CAYMAN) INC | P | 2017-06-27 | 2018-07-09 | $1,001 | $710 | $291 | $291 |
| ZURICH INS GROUP LTD | P | 2014-12-30 | 2018-07-02 | $20,372 | $22,069 | -$1,697 | -$1,697 |
| DEUTSCHE BANK AG | P | 2017-02-17 | 2018-04-30 | $1,027 | $1,453 | -$426 | -$426 |
| DEUTSCHE BANK AG | P | 2017-02-21 | 2018-04-30 | $1,848 | $2,644 | -$796 | -$796 |
| DEUTSCHE BANK AG | P | 2017-03-29 | 2018-04-30 | $10,129 | $12,927 | -$2,798 | -$2,798 |
| ADIENT PLC | P | 2016-10-31 | 2018-05-30 | $6,370 | $5,590 | $780 | $780 |
| ALLEGION PLC | P | 2016-12-12 | 2018-10-05 | $11,421 | $8,337 | $3,084 | $3,084 |
| AMBARELLA INC | P | 2015-07-24 | 2018-01-18 | $531 | $1,242 | -$711 | -$711 |
| AMBARELLA INC | P | 2015-09-23 | 2018-01-18 | $531 | $646 | -$115 | -$115 |
| AMBARELLA INC | P | 2014-12-26 | 2018-03-27 | $709 | $778 | -$69 | -$69 |
| AMBARELLA INC | P | 2015-12-15 | 2018-03-27 | $506 | $567 | -$61 | -$61 |
| AMBARELLA INC | P | 2016-07-28 | 2018-03-27 | $506 | $578 | -$72 | -$72 |
| AMBARELLA INC | P | 2017-02-21 | 2018-03-27 | $1,519 | $1,708 | -$189 | -$189 |
| AMBARELLA INC | P | 2014-12-26 | 2018-07-02 | $1,367 | $2,000 | -$633 | -$633 |
| AMBARELLA INC | P | 2017-06-27 | 2018-07-02 | $760 | $997 | -$237 | -$237 |
| AON PLC | P | 2017-03-29 | 2018-10-05 | $50,236 | $37,743 | $12,493 | $12,493 |
| ARCH CAPITAL GROUP LTD | P | 2016-12-12 | 2018-08-03 | $897 | $879 | $18 | $18 |
| ARCH CAPITAL GROUP LTD | P | 2016-10-28 | 2018-10-05 | $15,579 | $13,914 | $1,665 | $1,665 |
| ARCH CAPITAL GROUP LTD | P | 2016-11-16 | 2018-10-05 | $866 | $803 | $63 | $63 |
| ACCENTURE PLC | P | 2014-12-30 | 2018-01-18 | $3,041 | $1,716 | $1,325 | $1,325 |
| DELPHI TECHNOLOGIES PLC | P | 2015-07-23 | 2018-01-18 | $6,656 | $4,581 | $2,075 | $2,075 |
| DELPHI TECHNOLOGIES PLC | P | 2015-07-23 | 2018-01-18 | $38 | $26 | $12 | $12 |
| DELPHI TECHNOLOGIES PLC | P | 2015-07-23 | 2018-01-19 | $39 | $26 | $13 | $13 |
| DELPHI TECHNOLOGIES PLC | P | 2015-07-23 | 2018-02-22 | $4,729 | $3,736 | $993 | $993 |
| DELPHI TECHNOLOGIES PLC | P | 2016-08-18 | 2018-02-22 | $84 | $55 | $29 | $29 |
| EATON CORP PLC | P | 2013-07-27 | 2018-10-05 | $3,026 | $2,052 | $974 | $974 |
| EATON CORP PLC | P | 2014-12-26 | 2018-10-05 | $14,440 | $10,162 | $4,278 | $4,278 |
| EATON CORP PLC | P | 2014-12-30 | 2018-10-05 | $25,940 | $18,029 | $7,911 | $7,911 |
| ENSCO PLC | P | 2017-06-27 | 2018-07-02 | $3,773 | $3,068 | $705 | $705 |
| ENSCO PLC | P | 2017-06-27 | 2018-09-13 | $361 | $279 | $82 | $82 |
| HELEN OF TROY CORP LTD | P | 2014-12-30 | 2018-10-05 | $5,037 | $2,620 | $2,417 | $2,417 |
| HELEN OF TROY CORP LTD | P | 2015-11-15 | 2018-10-05 | $1,259 | $949 | $310 | $310 |
| HELEN OF TROY CORP LTD | P | 2016-02-19 | 2018-10-05 | $2,518 | $1,834 | $684 | $684 |
| HELEN OF TROY CORP LTD | P | 2016-09-14 | 2018-10-05 | $1,259 | $885 | $374 | $374 |
| HORIZON PHARMA PLC | P | 2016-07-28 | 2018-01-18 | $668 | $881 | -$213 | -$213 |
| HORIZON PHARMA PLC | P | 2016-07-28 | 2018-03-27 | $6,688 | $9,218 | -$2,530 | -$2,530 |
| HORIZON PHARMA PLC | P | 2016-07-28 | 2018-05-31 | $1,364 | $1,644 | -$280 | -$280 |
| HORIZON PHARMA PLC | P | 2017-01-22 | 2018-05-31 | $812 | $809 | $3 | $3 |
| HORIZON PHARMA PLC | P | 2017-02-21 | 2018-05-31 | $1,299 | $1,360 | -$61 | -$61 |
| HORIZON PHARMA PLC | P | 2017-03-29 | 2018-05-31 | $114 | $106 | $8 | $8 |
| HORIZON PHARMA PLC | P | 2017-05-23 | 2018-10-18 | $760 | $405 | $355 | $355 |
| HORIZON PHARMA PLC | P | 2017-06-27 | 2018-10-18 | $380 | $238 | $142 | $142 |
| HORIZON PHARMA PLC | P | 2017-10-06 | 2018-10-18 | $9,152 | $6,588 | $2,564 | $2,564 |
| INGERSOLL-RAND CO LTD | P | 2017-03-29 | 2018-10-05 | $45,978 | $35,663 | $10,315 | $10,315 |
| INVESCO LTD SHS | P | 2015-12-23 | 2018-01-18 | $22,229 | $19,347 | $2,882 | $2,882 |
| INVESCO LTD SHS | P | 2016-12-12 | 2018-01-18 | $3,604 | $3,065 | $539 | $539 |
| INVESCO LTD SHS | P | 2017-01-25 | 2018-03-27 | $15,594 | $15,207 | $387 | $387 |
| JOHNSON CONTROLS INTL PLC | P | 2016-12-18 | 2018-02-21 | $576 | $635 | -$59 | -$59 |
| LIVANOVA PLC | P | 2017-06-27 | 2018-10-05 | $28,558 | $14,912 | $13,646 | $13,646 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2017-02-14 | 2018-10-18 | $9,106 | $7,788 | $1,318 | $1,318 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2017-05-23 | 2018-10-18 | $91 | $82 | $9 | $9 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2017-10-06 | 2018-10-18 | $9,580 | $9,580 | $0 | $0 |
| MEDTRONIC PLC | P | 2015-01-26 | 2018-01-18 | $3,181 | $2,800 | $381 | $381 |
| APTIV PLC | P | 2015-07-23 | 2018-10-05 | $22,618 | $18,564 | $4,054 | $4,054 |
| APTIV PLC | P | 2015-07-23 | 2018-10-05 | $22,506 | $18,498 | $4,008 | $4,008 |
| APTIV PLC | P | 2016-08-18 | 2018-10-05 | $395 | $271 | $124 | $124 |
| NIELSEN HLDGS PLC | P | 2013-07-29 | 2018-07-02 | $1,365 | $1,505 | -$140 | -$140 |
| NIELSEN HLDGS PLC | P | 2013-08-01 | 2018-07-02 | $7,429 | $8,243 | -$814 | -$814 |
| NIELSEN HLDGS PLC | P | 2013-08-15 | 2018-07-02 | $8,491 | $9,194 | -$703 | -$703 |
| NOBLE CORP PLC | P | 2017-10-06 | 2018-10-17 | $10,773 | $6,772 | $4,001 | $4,001 |
| NORWEGIAN CRUISE LINE HLDGS LTD | P | 2016-07-02 | 2018-10-17 | $7,594 | $7,029 | $565 | $565 |
| NVENT ELECTRIC PLC | P | 2017-01-25 | 2018-10-18 | $5,937 | $4,932 | $1,005 | $1,005 |
| PROTHENA CORP PLC | P | 2015-03-25 | 2018-04-30 | $1,079 | $3,421 | -$2,342 | -$2,342 |
| PROTHENA CORP PLC | P | 2015-09-23 | 2018-04-30 | $120 | $574 | -$454 | -$454 |
| PROTHENA CORP PLC | P | 2016-01-15 | 2018-04-30 | $120 | $451 | -$331 | -$331 |
| PROTHENA CORP PLC | P | 2016-05-06 | 2018-04-30 | $360 | $1,151 | -$791 | -$791 |
| PROTHENA CORP PLC | P | 2016-07-28 | 2018-04-30 | $120 | $553 | -$433 | -$433 |
| PROTHENA CORP PLC | P | 2017-01-31 | 2018-04-30 | $120 | $487 | -$367 | -$367 |
| ROWAN COMPANIES PLC | P | 2017-06-27 | 2018-10-18 | $14,172 | $8,458 | $5,714 | $5,714 |
| PENTAIR PLC | P | 2017-01-25 | 2018-09-14 | $10,571 | $9,729 | $842 | $842 |
| SENSATA TECHNOLOGIES HLDG PLC | P | 2017-06-28 | 2018-10-18 | $9,280 | $8,922 | $358 | $358 |
| SENSATA TECHNOLOGIES HLDG PLC | P | 2017-10-06 | 2018-10-18 | $7,954 | $8,699 | -$745 | -$745 |
| THERAVANCE BIOPHARMA INC | P | 2017-02-21 | 2018-03-27 | $1,041 | $1,289 | -$248 | -$248 |
| THERAVANCE BIOPHARMA INC | P | 2016-12-12 | 2018-04-30 | $242 | $309 | -$67 | -$67 |
| THERAVANCE BIOPHARMA INC | P | 2016-05-10 | 2018-07-02 | $114 | $134 | -$20 | -$20 |
| THERAVANCE BIOPHARMA INC | P | 2016-05-10 | 2018-10-17 | $4,641 | $4,163 | $478 | $478 |
| THERAVANCE BIOPHARMA INC | P | 2016-06-16 | 2018-10-17 | $299 | $224 | $75 | $75 |
| TRITON INTERNATIONAL LTD | P | 2017-01-31 | 2018-10-17 | $5,149 | $3,536 | $1,613 | $1,613 |
| TRITON INTERNATIONAL LTD | P | 2017-02-21 | 2018-10-17 | $1,287 | $988 | $299 | $299 |
| TRITON INTERNATIONAL LTD | P | 2017-06-27 | 2018-10-17 | $869 | $871 | -$2 | -$2 |
| GOLAR LNG LIMITED | P | 2017-01-31 | 2018-03-27 | $308 | $283 | $25 | $25 |
| GOLAR LNG LIMITED | P | 2016-07-28 | 2018-10-18 | $2,203 | $1,333 | $870 | $870 |
| GOLAR LNG LIMITED | P | 2017-06-27 | 2018-10-18 | $1,395 | $1,115 | $280 | $280 |
| GOLAR LNG LIMITED | P | 2017-10-06 | 2018-10-18 | $14,476 | $11,717 | $2,759 | $2,759 |
| WILLIS TOWERS | P | 2017-07-28 | 2018-08-22 | $27,021 | $27,546 | -$525 | -$525 |
| WILLIS TOWERS | P | 2017-06-28 | 2018-10-18 | $21,435 | $22,733 | -$1,298 | -$1,298 |
| XL GROUP LTD | P | 2014-12-26 | 2018-09-12 | $14,112 | $8,423 | $5,689 | $5,689 |
| UBS GROUP AG | P | 2015-02-13 | 2018-07-02 | $3,171 | $3,613 | -$442 | -$442 |
| LOGITECH INTERNATIONAL SA | P | 2017-06-27 | 2018-07-09 | $2,472 | $2,028 | $444 | $444 |
| TRANSOCEAN LTD | P | 2017-10-06 | 2018-10-18 | $9,873 | $8,278 | $1,595 | $1,595 |
| TRINSEO S A | P | 2017-02-21 | 2018-03-27 | $758 | $694 | $64 | $64 |
| TRINSEO S A | P | 2016-07-28 | 2018-10-18 | $1,579 | $1,341 | $238 | $238 |
| TRINSEO S A | P | 2017-06-27 | 2018-10-18 | $5,849 | $6,470 | -$621 | -$621 |
| TRINSEO S A | P | 2017-10-06 | 2018-10-18 | $7,545 | $8,949 | -$1,404 | -$1,404 |
| CIMPRESS NV | P | 2015-05-19 | 2018-03-27 | $653 | $343 | $310 | $310 |
| CIMPRESS NV | P | 2015-05-19 | 2018-10-05 | $11,968 | $8,234 | $3,734 | $3,734 |
| CIMPRESS NV | P | 2016-11-16 | 2018-10-05 | $1,247 | $854 | $393 | $393 |
| CIMPRESS NV | P | 2017-03-29 | 2018-10-05 | $1,247 | $845 | $402 | $402 |
| CIMPRESS NV | P | 2017-06-27 | 2018-10-05 | $3,740 | $2,748 | $992 | $992 |
| MYLAN INC | P | 2017-04-28 | 2018-05-07 | $680 | $713 | -$33 | -$33 |
| NXP SEMICONDUCTORS NV | P | 2017-07-28 | 2018-08-22 | $7,498 | $9,034 | -$1,536 | -$1,536 |
| QIAGEN N V | P | 2016-07-28 | 2018-10-18 | $13,920 | $9,642 | $4,278 | $4,278 |
| WRIGHT MED GROUP N V | P | 2017-02-21 | 2018-03-27 | $2,031 | $2,799 | -$768 | -$768 |
| WRIGHT MED GROUP N V | P | 2015-09-23 | 2018-05-31 | $7,159 | $6,910 | $249 | $249 |
| WRIGHT MED GROUP N V | P | 2015-10-07 | 2018-05-31 | $7 | $7 | $0 | $0 |
| WRIGHT MED GROUP N V | P | 2017-02-21 | 2018-05-31 | $149 | $161 | -$12 | -$12 |
| TRONOX LTD | P | 2017-01-31 | 2018-10-17 | $3,728 | $3,772 | -$44 | -$44 |
| TRONOX LTD | P | 2017-03-29 | 2018-10-17 | $249 | $353 | -$104 | -$104 |
| TRONOX LTD | P | 2017-06-27 | 2018-10-17 | $373 | $411 | -$38 | -$38 |
| KEURIG DR PEPPER INC | P | 2014-12-30 | 2018-08-03 | $7 | $7 | $7 | |
| LAZARD LTD SHS A | P | 2018-03-27 | 2018-05-30 | $21,420 | $21,729 | -$309 | -$309 |
| AAC TECHNOLOGIES HLDGS INC | P | 2018-02-26 | 2018-04-30 | $3,105 | $4,334 | -$1,229 | -$1,229 |
| AAC TECHNOLOGIES HLDGS INC | P | 2018-06-01 | 2018-08-09 | $5,759 | $6,968 | -$1,209 | -$1,209 |
| AAC TECHNOLOGIES HLDGS INC | P | 2018-07-09 | 2018-08-09 | $830 | $920 | -$90 | -$90 |
| AAON INC | P | 2018-03-27 | 2018-04-30 | $10,631 | $11,632 | -$1,001 | -$1,001 |
| AAON INC | P | 2018-03-27 | 2018-05-31 | $701 | $874 | -$173 | -$173 |
| AAON INC | P | 2018-08-07 | 2018-10-17 | $8,214 | $9,741 | -$1,527 | -$1,527 |
| AAR CORP | P | 2017-11-10 | 2018-01-18 | $27,978 | $27,476 | $502 | $502 |
| ABB LTD | P | 2017-06-27 | 2018-02-26 | $5,237 | $5,327 | -$90 | -$90 |
| ABB LTD | P | 2017-11-17 | 2018-02-26 | $11,121 | $11,255 | -$134 | -$134 |
| ABB LTD | P | 2017-10-24 | 2018-03-27 | $6,926 | $7,374 | -$448 | -$448 |
| ABB LTD | P | 2017-11-17 | 2018-03-27 | $50,321 | $53,901 | -$3,580 | -$3,580 |
| ABB LTD | P | 2018-04-30 | 2018-05-31 | $7,435 | $7,698 | -$263 | -$263 |
| ABB LTD | P | 2018-04-30 | 2018-07-02 | $76,375 | $83,383 | -$7,008 | -$7,008 |
| ABB LTD | P | 2018-04-30 | 2018-09-12 | $1,770 | $1,760 | $10 | $10 |
| ABB LTD | P | 2018-08-09 | 2018-09-12 | $6,300 | $6,131 | $169 | $169 |
| ACCO BRANDS CORP | P | 2017-10-10 | 2018-03-27 | $2,278 | $2,287 | -$9 | -$9 |
| ACCO BRANDS CORP | P | 2017-10-10 | 2018-04-30 | $86 | $87 | -$1 | -$1 |
| ACCO BRANDS CORP | P | 2017-10-10 | 2018-09-13 | $2,806 | $2,900 | -$94 | -$94 |
| ACS ACTIV DE CONSTRUC Y SERV | P | 2017-06-27 | 2018-02-26 | $21,094 | $23,515 | -$2,421 | -$2,421 |
| ACS ACTIV DE CONSTRUC Y SERV | P | 2017-06-27 | 2018-03-09 | $5 | $6 | -$1 | -$1 |
| ABM INDS INC | P | 2017-12-13 | 2018-01-18 | $4,665 | $5,291 | -$626 | -$626 |
| ABM INDS INC | P | 2017-05-23 | 2018-03-27 | $966 | $1,221 | -$255 | -$255 |
| ABM INDS INC | P | 2017-12-13 | 2018-03-27 | $2,764 | $3,660 | -$896 | -$896 |
| ABM INDS INC | P | 2018-04-30 | 2018-05-31 | $2,598 | $2,856 | -$258 | -$258 |
| ABM INDS INC | P | 2018-04-30 | 2018-07-02 | $6,693 | $7,218 | -$525 | -$525 |
| ABM INDS INC | P | 2018-08-07 | 2018-10-18 | $15,416 | $15,214 | $202 | $202 |
| AFLAC INC | P | 2017-12-12 | 2018-07-19 | $19,124 | $19,755 | -$631 | -$631 |
| AFLAC INC | P | 2018-02-21 | 2018-07-19 | $16,980 | $17,831 | -$851 | -$851 |
| AGCO CORP | P | 2018-03-27 | 2018-07-02 | $12,285 | $13,123 | -$838 | -$838 |
| AG MTG INVT TR INC | P | 2017-12-13 | 2018-02-21 | $6,067 | $6,814 | -$747 | -$747 |
| AG MTG INVT TR INC | P | 2017-05-23 | 2018-03-27 | $874 | $929 | -$55 | -$55 |
| AG MTG INVT TR INC | P | 2017-12-13 | 2018-03-27 | $3,636 | $4,061 | -$425 | -$425 |
| AG MTG INVT TR INC | P | 2018-08-07 | 2018-10-05 | $5,046 | $5,402 | -$356 | -$356 |
| AGNC INVT CORP | P | 2018-01-19 | 2018-03-27 | $22,315 | $22,738 | -$423 | -$423 |
| AGNC INVT CORP | P | 2018-02-22 | 2018-03-27 | $3,973 | $3,865 | $108 | $108 |
| AGNC INVT CORP | P | 2018-06-12 | 2018-10-05 | $15,743 | $16,160 | -$417 | -$417 |
| AES CORP COM | P | 2017-12-13 | 2018-10-05 | $25,734 | $18,778 | $6,956 | $6,956 |
| AES CORP COM | P | 2018-02-21 | 2018-10-05 | $28,706 | $20,702 | $8,004 | $8,004 |
| AIA GROUP LTD | P | 2017-10-24 | 2018-07-09 | $10,367 | $9,027 | $1,340 | $1,340 |
| AIA GROUP LTD | P | 2018-08-09 | 2018-09-12 | $22,827 | $24,944 | -$2,117 | -$2,117 |
| AK STL HLDG CORP | P | 2017-12-13 | 2018-03-27 | $3,835 | $4,628 | -$793 | -$793 |
| AK STL HLDG CORP | P | 2017-12-13 | 2018-04-30 | $919 | $1,115 | -$196 | -$196 |
| AK STL HLDG CORP | P | 2017-12-13 | 2018-05-31 | $2,917 | $3,378 | -$461 | -$461 |
| AK STL HLDG CORP | P | 2018-07-02 | 2018-09-13 | $778 | $786 | -$8 | -$8 |
| AK STL HLDG CORP | P | 2018-07-02 | 2018-10-17 | $10,687 | $9,912 | $775 | $775 |
| AMAG PHARMACEUTICALS INC | P | 2017-11-10 | 2018-01-18 | $6,789 | $7,179 | -$390 | -$390 |
| AMAG PHARMACEUTICALS INC | P | 2018-02-21 | 2018-03-27 | $5,133 | $5,245 | -$112 | -$112 |
| AMAG PHARMACEUTICALS INC | P | 2018-02-21 | 2018-07-02 | $5,077 | $5,012 | $65 | $65 |
| AMAG PHARMACEUTICALS INC | P | 2018-08-07 | 2018-09-13 | $7,382 | $7,881 | -$499 | -$499 |
| AMC ENTMT HLDGS INC | P | 2017-12-13 | 2018-03-27 | $1,418 | $1,537 | -$119 | -$119 |
| AMC ENTMT HLDGS INC | P | 2017-12-13 | 2018-10-05 | $6,647 | $5,137 | $1,510 | $1,510 |
| AMN HEALTHCARE SVCS INC | P | 2018-10-18 | 2018-11-02 | $3,389 | $3,195 | $194 | $194 |
| AMN HEALTHCARE SVCS INC | P | 2018-10-18 | 2018-11-19 | $4,796 | $4,206 | $590 | $590 |
| ASGN INC | P | 2017-10-06 | 2018-10-05 | $12,270 | $9,478 | $2,792 | $2,792 |
| ASGN INC | P | 2018-01-19 | 2018-10-05 | $3,731 | $3,532 | $199 | $199 |
| AT&T INC | P | 2017-12-12 | 2018-05-07 | $58,108 | $68,247 | -$10,139 | -$10,139 |
| AT&T INC | P | 2017-12-12 | 2018-08-03 | $14 | $17 | -$3 | -$3 |
| AT&T INC | P | 2017-12-12 | 2018-08-22 | $410 | $470 | -$60 | -$60 |
| AT&T INC | P | 2018-01-18 | 2018-08-22 | $4,446 | $5,069 | -$623 | -$623 |
| AT&T INC | P | 2018-03-26 | 2018-08-22 | $14,941 | $15,872 | -$931 | -$931 |
| AT&T INC | P | 2018-04-05 | 2018-08-22 | $7,487 | $8,251 | -$764 | -$764 |
| AT&T INC | P | 2018-06-12 | 2018-08-22 | $59,046 | $61,917 | -$2,871 | -$2,871 |
| ASOS PLC | P | 2018-08-09 | 2018-09-12 | $2,254 | $2,340 | -$86 | -$86 |
| ATN INTL INC | P | 2017-11-10 | 2018-01-18 | $4,414 | $3,919 | $495 | $495 |
| ATN INTL INC | P | 2017-11-10 | 2018-03-27 | $4,242 | $3,815 | $427 | $427 |
| ATN INTL INC | P | 2017-11-10 | 2018-10-05 | $11,036 | $8,099 | $2,937 | $2,937 |
| ASE INDL HLDG CO LTD | P | 2017-10-10 | 2018-05-31 | $3,263 | $3,365 | -$102 | -$102 |
| ASE INDL HLDG CO LTD | P | 2017-10-10 | 2018-07-02 | $9,218 | $10,293 | -$1,075 | -$1,075 |
| AU OPTRONICS CORP | P | 2017-10-10 | 2018-07-09 | $5,534 | $4,800 | $734 | $734 |
| AZZ INC | P | 2017-11-10 | 2018-01-18 | $26,375 | $25,199 | $1,176 | $1,176 |
| AZZ INC | P | 2018-03-27 | 2018-10-17 | $10,164 | $9,342 | $822 | $822 |
| AARON RENTS INC | P | 2017-12-13 | 2018-03-27 | $1,884 | $1,555 | $329 | $329 |
| AARON RENTS INC | P | 2017-12-13 | 2018-10-05 | $4,628 | $3,337 | $1,291 | $1,291 |
| ABAXIS INC | P | 2018-01-18 | 2018-03-27 | $5,810 | $4,936 | $874 | $874 |
| ABAXIS INC | P | 2018-01-18 | 2018-08-01 | $15,770 | $11,577 | $4,193 | $4,193 |
| ABBOTT LABORATORIES | P | 2018-04-05 | 2018-05-07 | $11,618 | $11,735 | -$117 | -$117 |
| ABBOTT LABORATORIES | P | 2018-04-05 | 2018-10-05 | $6,061 | $5,089 | $972 | $972 |
| ABBVIE INC | P | 2018-05-07 | 2018-07-19 | $21,925 | $24,312 | -$2,387 | -$2,387 |
| ABERCROMBIE & FITCH CO CL A | P | 2017-12-13 | 2018-03-27 | $1,389 | $1,036 | $353 | $353 |
| ABERCROMBIE & FITCH CO CL A | P | 2017-12-13 | 2018-10-05 | $9,121 | $8,167 | $954 | $954 |
| ABEONA THERAPEUTICS INC | P | 2018-03-28 | 2018-05-31 | $2,956 | $2,187 | $769 | $769 |
| ABIOMED INC | P | 2017-11-10 | 2018-01-19 | $2,959 | $2,545 | $414 | $414 |
| ABIOMED INC | P | 2017-10-10 | 2018-10-05 | $52,085 | $21,815 | $30,270 | $30,270 |
| ABIOMED INC | P | 2018-02-21 | 2018-10-05 | $22,226 | $14,742 | $7,484 | $7,484 |
| ACACIA COMMUNICATIONS INC | P | 2018-03-28 | 2018-04-30 | $3,579 | $4,980 | -$1,401 | -$1,401 |
| ACACIA COMMUNICATIONS INC | P | 2018-05-31 | 2018-10-17 | $7,731 | $6,319 | $1,412 | $1,412 |
| ACADIA HEALTHCARE CO INC | P | 2018-03-27 | 2018-04-27 | $10,841 | $11,848 | -$1,007 | -$1,007 |
| ACADIA HEALTHCARE CO INC | P | 2018-05-30 | 2018-08-03 | $8,995 | $9,012 | -$17 | -$17 |
| ACADIA PHARMACEUTICALS INC | P | 2018-02-22 | 2018-03-27 | $7,291 | $9,670 | -$2,379 | -$2,379 |
| ACADIA PHARMACEUTICALS INC | P | 2018-07-02 | 2018-08-07 | $10,765 | $12,658 | -$1,893 | -$1,893 |
| ACADIA PHARMACEUTICALS INC | P | 2018-09-13 | 2018-10-18 | $2,431 | $1,485 | $946 | $946 |
| ACADIA RLTY TR | P | 2017-03-29 | 2018-01-18 | $17,907 | $21,388 | -$3,481 | -$3,481 |
| ACADIA RLTY TR | P | 2017-10-06 | 2018-01-18 | $6,267 | $7,485 | -$1,218 | -$1,218 |
| ACADIA RLTY TR | P | 2018-02-21 | 2018-03-27 | $6,420 | $6,082 | $338 | $338 |
| ACADIA RLTY TR | P | 2018-02-21 | 2018-10-05 | $21,441 | $18,018 | $3,423 | $3,423 |
| ACCELERATE DIAGNOSTICS INC | P | 2017-12-13 | 2018-01-18 | $7,457 | $7,767 | -$310 | -$310 |
| ACCELERATE DIAGNOSTICS INC | P | 2018-03-27 | 2018-04-30 | $4,520 | $4,658 | -$138 | -$138 |
| ACCESS NATIONAL CORP | P | 2018-03-27 | 2018-04-30 | $9,596 | $9,834 | -$238 | -$238 |
| ACCELERON PHARMA INC | P | 2018-07-02 | 2018-08-07 | $7,422 | $7,501 | -$79 | -$79 |
| ACHAOGEN INC | P | 2018-03-27 | 2018-04-30 | $4,437 | $4,507 | -$70 | -$70 |
| ACHILLION PHARMACEUTICALS INC | P | 2018-03-28 | 2018-05-31 | $3,579 | $3,826 | -$247 | -$247 |
| ACHILLION PHARMACEUTICALS INC | P | 2018-09-13 | 2018-10-17 | $7,906 | $8,505 | -$599 | -$599 |
| ACI WORLDWIDE INC | P | 2017-10-10 | 2018-01-18 | $3,705 | $3,916 | -$211 | -$211 |
| ACI WORLDWIDE INC | P | 2017-10-10 | 2018-03-27 | $3,930 | $3,868 | $62 | $62 |
| ACLARIS THERAPEUTICS INC | P | 2018-03-27 | 2018-09-13 | $4,581 | $5,239 | -$658 | -$658 |
| ACORDA THERAPEUTICS INC | P | 2017-10-10 | 2018-01-18 | $366 | $353 | $13 | $13 |
| ACORDA THERAPEUTICS INC | P | 2017-10-10 | 2018-03-27 | $2,238 | $2,321 | -$83 | -$83 |
| ACTUANT CORP CL-A | P | 2017-10-06 | 2018-01-18 | $1,451 | $1,483 | -$32 | -$32 |
| ACTUANT CORP CL-A | P | 2017-06-27 | 2018-03-27 | $2,144 | $2,222 | -$78 | -$78 |
| ACTUANT CORP CL-A | P | 2017-07-27 | 2018-03-27 | $691 | $717 | -$26 | -$26 |
| ACTUANT CORP CL-A | P | 2017-10-06 | 2018-03-27 | $2,167 | $2,446 | -$279 | -$279 |
| ACUITY BRANDS INC | P | 2018-02-21 | 2018-03-26 | $10,739 | $11,839 | -$1,100 | -$1,100 |
| ACUITY BRANDS INC | P | 2017-11-10 | 2018-03-27 | $10,446 | $12,156 | -$1,710 | -$1,710 |
| ACUITY BRANDS INC | P | 2018-02-22 | 2018-03-27 | $2,749 | $2,923 | -$174 | -$174 |
| ACUITY BRANDS INC | P | 2018-04-27 | 2018-05-30 | $6,879 | $7,010 | -$131 | -$131 |
| ACUITY BRANDS INC | P | 2018-04-27 | 2018-07-02 | $11,085 | $11,684 | -$599 | -$599 |
| ACUITY BRANDS INC | P | 2018-08-03 | 2018-10-05 | $13,849 | $14,621 | -$772 | -$772 |
| ACXIOM CORP | P | 2018-01-19 | 2018-03-27 | $4,321 | $3,912 | $409 | $409 |
| ACXIOM CORP | P | 2018-01-19 | 2018-04-30 | $1,448 | $1,548 | -$100 | -$100 |
| ADECCO SA | P | 2017-11-17 | 2018-03-27 | $9,373 | $9,846 | -$473 | -$473 |
| ADECCO SA | P | 2017-11-17 | 2018-04-30 | $18,042 | $20,326 | -$2,284 | -$2,284 |
| ADIDAS AG | P | 2017-10-24 | 2018-07-02 | $3,308 | $3,413 | -$105 | -$105 |
| ADIDAS AG | P | 2017-10-24 | 2018-07-09 | $6,415 | $6,606 | -$191 | -$191 |
| ADIDAS AG | P | 2018-08-09 | 2018-09-12 | $1,833 | $1,803 | $30 | $30 |
| ADTALEM GLOBAL ED INC | P | 2018-01-18 | 2018-03-27 | $5,255 | $4,956 | $299 | $299 |
| ADTALEM GLOBAL ED INC | P | 2017-10-06 | 2018-10-05 | $10,538 | $8,389 | $2,149 | $2,149 |
| ADTRAN INC | P | 2017-11-10 | 2018-01-18 | $21,089 | $25,878 | -$4,789 | -$4,789 |
| ADTRAN INC | P | 2018-03-27 | 2018-04-30 | $2,661 | $2,896 | -$235 | -$235 |
| ADTRAN INC | P | 2018-03-27 | 2018-05-31 | $3,927 | $4,367 | -$440 | -$440 |
| ADTRAN INC | P | 2018-09-13 | 2018-10-17 | $9,852 | $11,604 | -$1,752 | -$1,752 |
| ADURO BIOTECH | P | 2018-03-27 | 2018-04-30 | $3,189 | $4,350 | -$1,161 | -$1,161 |
| ADURO BIOTECH | P | 2018-09-13 | 2018-10-17 | $6,956 | $7,024 | -$68 | -$68 |
| ADVANCE AUTO PARTS INC | P | 2017-12-14 | 2018-10-05 | $25,898 | $16,149 | $9,749 | $9,749 |
| ADVANCE AUTO PARTS INC | P | 2018-02-21 | 2018-10-05 | $19,209 | $13,564 | $5,645 | $5,645 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2017-06-23 | 2018-02-21 | $1,064 | $969 | $95 | $95 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2017-07-28 | 2018-02-21 | $9,931 | $8,836 | $1,095 | $1,095 |
| AECOM TECHNOLOGY CORP DELAWARE | P | 2018-03-27 | 2018-05-30 | $15,244 | $16,046 | -$802 | -$802 |
| AEGION CORP | P | 2018-03-27 | 2018-10-17 | $8,493 | $7,958 | $535 | $535 |
| AERIE PHARMACEUTICALS INC | P | 2017-10-10 | 2018-03-27 | $1,542 | $1,557 | -$15 | -$15 |
| AERIE PHARMACEUTICALS INC | P | 2017-10-10 | 2018-05-31 | $101 | $107 | -$6 | -$6 |
| ADVANSIX INC | P | 2017-10-06 | 2018-01-18 | $10,698 | $11,953 | -$1,255 | -$1,255 |
| ADVANSIX INC | P | 2018-03-27 | 2018-10-17 | $5,489 | $6,208 | -$719 | -$719 |
| ADVANSIX INC | P | 2018-08-07 | 2018-10-17 | $2,375 | $2,634 | -$259 | -$259 |
| AEROJET ROCKETDYNE HLDGS INC | P | 2017-12-13 | 2018-01-18 | $2,712 | $2,741 | -$29 | -$29 |
| AEROJET ROCKETDYNE HLDGS INC | P | 2017-12-13 | 2018-03-27 | $2,276 | $2,523 | -$247 | -$247 |
| ADVANCED MICRO DEVICES INC | P | 2018-01-18 | 2018-02-21 | $4,637 | $4,861 | -$224 | -$224 |
| ADVANCED MICRO DEVICES INC | P | 2018-01-18 | 2018-03-26 | $9,376 | $11,518 | -$2,142 | -$2,142 |
| ADVANCED MICRO DEVICES INC | P | 2017-12-13 | 2018-10-05 | $44,689 | $16,867 | $27,822 | $27,822 |
| ADVANCED MICRO DEVICES INC | P | 2018-07-02 | 2018-10-05 | $16,610 | $9,199 | $7,411 | $7,411 |
| ADVANCED MICRO DEVICES INC | P | 2018-07-19 | 2018-10-05 | $39,541 | $24,318 | $15,223 | $15,223 |
| ADVANCED DRAINAGE SYSTEMS INC | P | 2018-03-27 | 2018-10-17 | $7,482 | $6,769 | $713 | $713 |
| AEGON NV | P | 2018-03-28 | 2018-05-31 | $8,441 | $9,198 | -$757 | -$757 |
| AEGON NV | P | 2017-10-24 | 2018-07-09 | $9,190 | $9,032 | $158 | $158 |
| ADVANCED ENERGY INDS INC | P | 2017-10-10 | 2018-01-18 | $4,845 | $5,340 | -$495 | -$495 |
| ADVANCED ENERGY INDS INC | P | 2017-06-27 | 2018-03-27 | $1,314 | $1,347 | -$33 | -$33 |
| ADVANCED ENERGY INDS INC | P | 2017-10-10 | 2018-03-27 | $1,183 | $1,502 | -$319 | -$319 |
| ADVANCED ENERGY INDS INC | P | 2018-09-13 | 2018-10-18 | $15,489 | $15,489 | $0 | $0 |
| ADVANCED ENERGY INDS INC | P | 2018-09-12 | 2018-11-09 | $14,226 | $17,999 | -$3,773 | -$3,773 |
| ADVANCED ENERGY INDS INC | P | 2018-10-17 | 2018-11-09 | $19,113 | $21,482 | -$2,369 | -$2,369 |
| ADVANCED ENERGY INDS INC | P | 2018-10-17 | 2018-11-12 | $10,312 | $11,859 | -$1,547 | -$1,547 |
| ADVANCED ENERGY INDS INC | P | 2018-10-19 | 2018-11-12 | $1,859 | $2,022 | -$163 | -$163 |
| AEROVIRONMENT INC | P | 2018-09-13 | 2018-10-17 | $7,566 | $8,811 | -$1,245 | -$1,245 |
| AFFILIATED MANAGERS GROUP | P | 2017-12-13 | 2018-03-27 | $10,361 | $10,361 | $0 | $0 |
| AFFILIATED MANAGERS GROUP | P | 2018-03-26 | 2018-04-05 | $22,679 | $23,165 | -$486 | -$486 |
| AFFILIATED MANAGERS GROUP | P | 2017-12-12 | 2018-05-07 | $8,905 | $10,741 | -$1,836 | -$1,836 |
| AFFILIATED MANAGERS GROUP | P | 2018-03-26 | 2018-05-07 | $11,819 | $13,638 | -$1,819 | -$1,819 |
| AFFILIATED MANAGERS GROUP | P | 2018-08-22 | 2018-10-05 | $20,256 | $20,256 | $0 | $0 |
| AFFILIATED MANAGERS GROUP | P | 2018-09-14 | 2018-10-05 | $11,067 | $11,067 | $0 | $0 |
| AFFILIATED MANAGERS GROUP | P | 2018-09-14 | 2018-10-05 | $14,981 | $15,902 | -$921 | -$921 |
| AGEAS | P | 2018-07-09 | 2018-09-12 | $2,313 | $2,268 | $45 | $45 |
| AGILENT TECHNOLOGIES INC | P | 2017-10-10 | 2018-04-27 | $2,784 | $2,793 | -$9 | -$9 |
| AGILENT TECHNOLOGIES INC | P | 2017-11-10 | 2018-04-27 | $2,055 | $2,072 | -$17 | -$17 |
| AGILENT TECHNOLOGIES INC | P | 2017-10-10 | 2018-05-30 | $11,538 | $12,236 | -$698 | -$698 |
| AGILENT TECHNOLOGIES INC | P | 2017-10-10 | 2018-07-02 | $8,682 | $9,443 | -$761 | -$761 |
| AGILENT TECHNOLOGIES INC | P | 2018-09-14 | 2018-10-05 | $17,556 | $17,361 | $195 | $195 |
| AGIOS PHARMACEUTICALS INC | P | 2018-03-27 | 2018-05-30 | $728 | $662 | $66 | $66 |
| AGIOS PHARMACEUTICALS INC | P | 2018-03-27 | 2018-08-03 | $9,477 | $9,936 | -$459 | -$459 |
| AGIOS PHARMACEUTICALS INC | P | 2018-09-14 | 2018-10-05 | $10,445 | $11,223 | -$778 | -$778 |
| AIMMUNE THERAPEUTICS INC | P | 2017-10-10 | 2018-01-18 | $4,413 | $2,926 | $1,487 | $1,487 |
| AIMMUNE THERAPEUTICS INC | P | 2017-10-10 | 2018-03-27 | $2,656 | $2,170 | $486 | $486 |
| AIR FRANCE SPONSORED ADR | P | 2017-07-25 | 2018-02-26 | $62 | $70 | -$8 | -$8 |
| AIR LIQUIDE ADR | P | 2017-10-24 | 2018-07-09 | $19,232 | $18,525 | $707 | $707 |
| AIR LIQUIDE ADR | P | 2017-11-17 | 2018-07-09 | $6,000 | $5,812 | $188 | $188 |
| AIR LEASE CORP | P | 2018-05-30 | 2018-07-02 | $16,703 | $17,894 | -$1,191 | -$1,191 |
| AIR LEASE CORP | P | 2018-08-03 | 2018-10-05 | $21,858 | $21,450 | $408 | $408 |
| AIR TRANS HLDGS INC | P | 2017-07-27 | 2018-01-18 | $203 | $197 | $6 | $6 |
| AIR TRANS HLDGS INC | P | 2017-07-27 | 2018-03-27 | $7,950 | $8,656 | -$706 | -$706 |
| AIR TRANS HLDGS INC | P | 2017-10-06 | 2018-03-27 | $5,036 | $5,448 | -$412 | -$412 |
| AIR TRANS HLDGS INC | P | 2018-05-31 | 2018-10-17 | $9,424 | $9,391 | $33 | $33 |
| AIRBUS GROUP | P | 2017-11-17 | 2018-07-09 | $5,848 | $5,030 | $818 | $818 |
| AKBANK T.A.S. | P | 2018-02-27 | 2018-03-27 | $5,765 | $6,762 | -$997 | -$997 |
| AKBANK T.A.S. | P | 2018-02-27 | 2018-04-30 | $4,169 | $5,804 | -$1,635 | -$1,635 |
| AKBANK T.A.S. | P | 2018-07-09 | 2018-08-09 | $2,895 | $3,804 | -$909 | -$909 |
| AKAMAI TECHNOLOGIES INC | P | 2017-10-06 | 2018-10-05 | $20,711 | $16,010 | $4,701 | $4,701 |
| AKAMAI TECHNOLOGIES INC | P | 2017-12-13 | 2018-10-05 | $4,785 | $4,153 | $632 | $632 |
| AKORN INC | P | 2018-07-02 | 2018-09-13 | $11,994 | $14,536 | -$2,542 | -$2,542 |
| AKEBIA THERAPEUTICS INC | P | 2017-12-13 | 2018-01-18 | $10,036 | $10,504 | -$468 | -$468 |
| AKEBIA THERAPEUTICS INC | P | 2018-07-02 | 2018-09-13 | $9,066 | $11,681 | -$2,615 | -$2,615 |
| AKTIEBOLAGET ELECTROLUX ADR | P | 2017-10-10 | 2018-02-26 | $6,074 | $6,241 | -$167 | -$167 |
| AKTIEBOLAGET ELECTROLUX ADR | P | 2018-04-30 | 2018-07-02 | $8,859 | $10,605 | -$1,746 | -$1,746 |
| AKTIEBOLAGET ELECTROLUX ADR | P | 2018-05-31 | 2018-08-09 | $3,883 | $4,163 | -$280 | -$280 |
| AKZO NOBEL NV ADR | P | 2017-10-24 | 2018-01-23 | $1,507 | $1,501 | $6 | $6 |
| AKZO NOBEL NV ADR | P | 2018-03-28 | 2018-04-30 | $7,583 | $7,903 | -$320 | -$320 |
| AKZO NOBEL NV ADR | P | 2017-10-24 | 2018-05-31 | $13,243 | $13,812 | -$569 | -$569 |
| AKZO NOBEL NV ADR | P | 2017-10-24 | 2018-07-02 | $3,705 | $4,012 | -$307 | -$307 |
| ALASKA AIR GROUP INC | P | 2017-12-13 | 2018-02-22 | $515 | $552 | -$37 | -$37 |
| ALASKA AIR GROUP INC | P | 2017-12-13 | 2018-04-27 | $2,585 | $2,689 | -$104 | -$104 |
| ALASKA AIR GROUP INC | P | 2017-12-13 | 2018-05-30 | $2,778 | $3,171 | -$393 | -$393 |
| ALASKA AIR GROUP INC | P | 2018-03-27 | 2018-05-30 | $3,141 | $3,240 | -$99 | -$99 |
| ALASKA AIR GROUP INC | P | 2018-03-27 | 2018-07-02 | $4,524 | $4,673 | -$149 | -$149 |
| ALASKA AIR GROUP INC | P | 2018-08-03 | 2018-10-05 | $5,623 | $5,362 | $261 | $261 |
| ALBANY INTL CORP NEW CL A | P | 2017-10-10 | 2018-01-18 | $2,009 | $1,826 | $183 | $183 |
| ALBANY INTL CORP NEW CL A | P | 2017-10-10 | 2018-03-27 | $10,291 | $9,186 | $1,105 | $1,105 |
| ALBEMARLE CORP | P | 2017-10-06 | 2018-01-19 | $3,622 | $4,247 | -$625 | -$625 |
| ALBEMARLE CORP | P | 2017-11-10 | 2018-01-19 | $1,285 | $1,559 | -$274 | -$274 |
| ALBEMARLE CORP | P | 2017-03-29 | 2018-02-21 | $1,262 | $1,157 | $105 | $105 |
| ALBEMARLE CORP | P | 2017-03-29 | 2018-03-26 | $17,767 | $19,874 | -$2,107 | -$2,107 |
| ALBEMARLE CORP | P | 2017-06-23 | 2018-03-26 | $940 | $1,049 | -$109 | -$109 |
| ALBEMARLE CORP | P | 2017-10-06 | 2018-03-27 | $7,209 | $10,411 | -$3,202 | -$3,202 |
| ALBEMARLE CORP | P | 2018-02-22 | 2018-03-27 | $5,122 | $6,152 | -$1,030 | -$1,030 |
| ALBEMARLE CORP | P | 2018-05-07 | 2018-06-12 | $26,325 | $28,048 | -$1,723 | -$1,723 |
| ALBEMARLE CORP | P | 2018-04-27 | 2018-07-02 | $7,695 | $7,946 | -$251 | -$251 |
| ALBEMARLE CORP | P | 2018-04-27 | 2018-10-05 | $7,649 | $7,268 | $381 | $381 |
| ALBEMARLE CORP | P | 2018-08-03 | 2018-10-05 | $6,222 | $5,654 | $568 | $568 |
| ALBEMARLE CORP | P | 2018-08-22 | 2018-10-05 | $20,119 | $18,700 | $1,419 | $1,419 |
| ALCOA UPSTREAM CORP | P | 2018-01-19 | 2018-02-22 | $1,722 | $1,722 | $0 | $0 |
| ALCOA UPSTREAM CORP | P | 2018-01-18 | 2018-03-26 | $1,655 | $1,938 | -$283 | -$283 |
| ALCOA UPSTREAM CORP | P | 2018-02-21 | 2018-03-26 | $9,700 | $10,270 | -$570 | -$570 |
| ALCOA UPSTREAM CORP | P | 2018-01-19 | 2018-03-27 | $5,040 | $5,935 | -$895 | -$895 |
| ALCOA UPSTREAM CORP | P | 2018-04-27 | 2018-05-30 | $6,244 | $6,682 | -$438 | -$438 |
| ALCOA UPSTREAM CORP | P | 2018-04-27 | 2018-07-02 | $922 | $1,036 | -$114 | -$114 |
| ALCOA UPSTREAM CORP | P | 2018-08-03 | 2018-10-05 | $5,523 | $5,654 | -$131 | -$131 |
| ALCOA UPSTREAM CORP | P | 2018-08-22 | 2018-10-05 | $15,971 | $16,519 | -$548 | -$548 |
| ALDER BIOPHARMACEUTICALS INC | P | 2017-12-13 | 2018-01-18 | $1,546 | $1,032 | $514 | $514 |
| ALDER BIOPHARMACEUTICALS INC | P | 2017-12-13 | 2018-03-27 | $1,637 | $1,532 | $105 | $105 |
| ALDER BIOPHARMACEUTICALS INC | P | 2017-12-13 | 2018-10-17 | $6,054 | $4,885 | $1,169 | $1,169 |
| ALEXANDER & BALDWIN INC NEW | P | 2018-03-27 | 2018-04-30 | $2,055 | $2,067 | -$12 | -$12 |
| ALEXANDER & BALDWIN INC NEW | P | 2018-03-27 | 2018-05-31 | $11,060 | $11,774 | -$714 | -$714 |
| ALEXANDER & BALDWIN INC NEW | P | 2018-07-02 | 2018-09-13 | $13,904 | $14,103 | -$199 | -$199 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2017-10-06 | 2018-01-19 | $6,385 | $6,144 | $241 | $241 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2017-11-10 | 2018-01-19 | $3,506 | $3,505 | $1 | $1 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2017-11-09 | 2018-02-21 | $3,351 | $3,531 | -$180 | -$180 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2018-01-18 | 2018-02-21 | $53,853 | $56,300 | -$2,447 | -$2,447 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2017-10-06 | 2018-02-22 | $3,852 | $3,855 | -$3 | -$3 |
| ALEXANDRIA REAL ESTATE EQUITIES | P | 2017-10-06 | 2018-10-05 | $33,109 | $32,260 | $849 | $849 |
| ALFA LAVAL AB SWEDEN | P | 2018-01-23 | 2018-02-26 | $4,276 | $4,518 | -$242 | -$242 |
| ALFA LAVAL AB SWEDEN | P | 2017-10-10 | 2018-03-27 | $6,672 | $7,000 | -$328 | -$328 |
| ALFA LAVAL AB SWEDEN | P | 2018-07-09 | 2018-09-12 | $2,647 | $2,427 | $220 | $220 |
| ALIBABA GROUP HLDG LTD | P | 2017-10-10 | 2018-04-30 | $4,481 | $4,582 | -$101 | -$101 |
| ALIBABA GROUP HLDG LTD | P | 2017-11-17 | 2018-04-30 | $4,302 | $4,442 | -$140 | -$140 |
| ALIBABA GROUP HLDG LTD | P | 2017-10-10 | 2018-07-09 | $17,546 | $16,677 | $869 | $869 |
| ALIBABA GROUP HLDG LTD | P | 2018-08-09 | 2018-09-12 | $5,967 | $6,588 | -$621 | -$621 |
| ALIGN TECHNOLOGY INC | P | 2017-10-06 | 2018-10-05 | $32,217 | $17,432 | $14,785 | $14,785 |
| ALIGN TECHNOLOGY INC | P | 2017-11-10 | 2018-10-05 | $2,079 | $1,479 | $600 | $600 |
| ALLEGHANY CORP DEL | P | 2017-12-13 | 2018-05-30 | $23,524 | $23,710 | -$186 | -$186 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-10-06 | 2018-03-27 | $6,035 | $6,316 | -$281 | -$281 |
| ALLEGHENY TECHNOLOGIES INC | P | 2017-10-06 | 2018-07-02 | $399 | $393 | $6 | $6 |
| ALLEGIANT TRAVEL CO | P | 2017-12-13 | 2018-03-27 | $1,037 | $887 | $150 | $150 |
| ALLEGIANT TRAVEL CO | P | 2017-12-13 | 2018-05-31 | $2,002 | $1,922 | $80 | $80 |
| ALLEGIANT TRAVEL CO | P | 2017-12-13 | 2018-07-02 | $10,961 | $11,680 | -$719 | -$719 |
| ALLEGIANT TRAVEL CO | P | 2018-09-13 | 2018-10-17 | $10,261 | $10,401 | -$140 | -$140 |
| ALLETE INC | P | 2017-12-13 | 2018-01-18 | $6,750 | $7,119 | -$369 | -$369 |
| ALLETE INC | P | 2017-07-27 | 2018-02-21 | $7,874 | $8,359 | -$485 | -$485 |
| ALLETE INC | P | 2017-12-13 | 2018-02-21 | $3,013 | $3,405 | -$392 | -$392 |
| ALLETE INC | P | 2017-07-27 | 2018-03-27 | $17,507 | $17,808 | -$301 | -$301 |
| ALLETE INC | P | 2018-04-30 | 2018-08-07 | $8,006 | $8,080 | -$74 | -$74 |
| ALLIANCE DATA SYS CORP | P | 2017-12-12 | 2018-03-26 | $17,414 | $18,749 | -$1,335 | -$1,335 |
| ALLIANCE DATA SYS CORP | P | 2017-11-10 | 2018-04-27 | $10,017 | $11,069 | -$1,052 | -$1,052 |
| ALLIANCE DATA SYS CORP | P | 2017-11-10 | 2018-08-03 | $3,197 | $3,163 | $34 | $34 |
| ALLIANCE DATA SYS CORP | P | 2017-11-10 | 2018-10-05 | $13,124 | $12,877 | $247 | $247 |
| ALLIANCE DATA SYS CORP | P | 2018-05-30 | 2018-10-05 | $11,512 | $10,673 | $839 | $839 |
| ALLIANCE DATA SYS CORP | P | 2018-08-22 | 2018-10-05 | $22,314 | $22,314 | $0 | $0 |
| ALLIANCE GLOBAL GROUP INC | P | 2018-04-30 | 2018-07-02 | $1,330 | $1,533 | -$203 | -$203 |
| ALLIANCE GLOBAL GROUP INC | P | 2018-04-30 | 2018-07-09 | $1,429 | $1,632 | -$203 | -$203 |
| ALLIANCE GLOBAL GROUP INC | P | 2018-04-30 | 2018-08-09 | $6,120 | $6,652 | -$532 | -$532 |
| ALLIANT CORP | P | 2017-11-10 | 2018-02-22 | $17,919 | $17,919 | $0 | $0 |
| ALLIANT CORP | P | 2018-01-01 | 2018-03-14 | $0 | $0 | ||
| ALLIANT CORP | P | 2018-01-01 | 2018-03-14 | $0 | $0 | ||
| ALLIANT CORP | P | 2017-11-09 | 2018-03-26 | $18,358 | $20,592 | -$2,234 | -$2,234 |
| ALLIANT CORP | P | 2018-02-21 | 2018-06-12 | $34,066 | $34,398 | -$332 | -$332 |
| ALLIANT CORP | P | 2018-01-19 | 2018-10-17 | $12,908 | $11,816 | $1,092 | $1,092 |
| ALLIANZ AKTIENGESELLSCHAFT | P | 2017-11-17 | 2018-03-27 | $21,649 | $22,282 | -$633 | -$633 |
| ALLIANZ AKTIENGESELLSCHAFT | P | 2017-10-10 | 2018-05-31 | $16,306 | $18,208 | -$1,902 | -$1,902 |
| ALLIANZ AKTIENGESELLSCHAFT | P | 2018-07-02 | 2018-09-12 | $18,742 | $17,770 | $972 | $972 |
| ALLISON TRANSMISSION HLDGS INC | P | 2018-03-27 | 2018-10-05 | $17,555 | $13,055 | $4,500 | $4,500 |
| ALLSCRIPTS HEALTHCARE SOLUTIONS | P | 2017-06-27 | 2018-03-27 | $3,247 | $3,392 | -$145 | -$145 |
| ALLSCRIPTS HEALTHCARE SOLUTIONS | P | 2017-10-06 | 2018-03-27 | $3,855 | $4,577 | -$722 | -$722 |
| ALLSCRIPTS HEALTHCARE SOLUTIONS | P | 2018-09-13 | 2018-10-17 | $13,067 | $13,067 | $0 | $0 |
| ALLY FINL INC | P | 2017-10-06 | 2018-10-05 | $25,623 | $23,381 | $2,242 | $2,242 |
| ALLY FINL INC | P | 2017-11-10 | 2018-10-05 | $2,088 | $2,000 | $88 | $88 |
| ALLY FINL INC | P | 2018-09-14 | 2018-10-05 | $16,386 | $16,386 | $0 | $0 |
| ALNYLAM PHARMACEUTICALS INC | P | 2017-11-10 | 2018-01-19 | $374 | $418 | -$44 | -$44 |
| ALNYLAM PHARMACEUTICALS INC | P | 2017-11-10 | 2018-04-27 | $6,867 | $9,892 | -$3,025 | -$3,025 |
| ALNYLAM PHARMACEUTICALS INC | P | 2017-06-23 | 2018-05-07 | $10,667 | $9,539 | $1,128 | $1,128 |
| ALNYLAM PHARMACEUTICALS INC | P | 2018-05-30 | 2018-07-02 | $1,944 | $2,020 | -$76 | -$76 |
| ALNYLAM PHARMACEUTICALS INC | P | 2018-05-30 | 2018-10-05 | $4,178 | $4,178 | $0 | $0 |
| ALNYLAM PHARMACEUTICALS INC | P | 2018-09-14 | 2018-10-05 | $5,457 | $5,457 | $0 | $0 |
| ALPHABET INC | P | 2018-01-18 | 2018-02-21 | $283,849 | $281,170 | $2,679 | $2,679 |
| ALPHABET INC | P | 2018-02-21 | 2018-03-26 | $311,256 | $338,861 | -$27,605 | -$27,605 |
| ALPHABET INC | P | 2017-11-07 | 2018-04-05 | $25,023 | $25,159 | -$136 | -$136 |
| ALPHABET INC | P | 2017-12-12 | 2018-04-05 | $5,213 | $5,298 | -$85 | -$85 |
| ALTA MESA RES INC CL A | P | 2018-09-13 | 2018-10-17 | $6,897 | $8,843 | -$1,946 | -$1,946 |
| ALTRA HLDGS INC | P | 2017-06-27 | 2018-03-27 | $468 | $393 | $75 | $75 |
| ALTRIA GROUP INC | P | 2017-12-12 | 2018-02-21 | $10,587 | $11,793 | -$1,206 | -$1,206 |
| ALTRIA GROUP INC | P | 2018-01-18 | 2018-02-21 | $1,937 | $2,101 | -$164 | -$164 |
| ALTRIA GROUP INC | P | 2018-01-18 | 2018-05-07 | $2,284 | $2,872 | -$588 | -$588 |
| ALTRIA GROUP INC | P | 2018-03-26 | 2018-05-07 | $20,051 | $21,390 | -$1,339 | -$1,339 |
| ALTRIA GROUP INC | P | 2018-04-05 | 2018-05-07 | $4,400 | $5,048 | -$648 | -$648 |
| ALTRIA GROUP INC | P | 2018-03-26 | 2018-07-19 | $10,868 | $11,349 | -$481 | -$481 |
| ALTRIA GROUP INC | P | 2018-06-12 | 2018-07-19 | $2,959 | $3,010 | -$51 | -$51 |
| ALUMINUM CORP CHINA LTD SPONSORED | P | 2017-12-19 | 2018-02-26 | $4,364 | $4,876 | -$512 | -$512 |
| AMADEUS IT HLDG SA | P | 2018-01-23 | 2018-02-26 | $8,027 | $8,588 | -$561 | -$561 |
| AMADEUS IT HLDG SA | P | 2018-05-31 | 2018-07-02 | $22,422 | $22,756 | -$334 | -$334 |
| AMADEUS IT HLDG SA | P | 2018-05-31 | 2018-07-09 | $24,586 | $24,021 | $565 | $565 |
| AMADEUS IT HLDG SA | P | 2018-08-09 | 2018-09-12 | $7,072 | $6,459 | $613 | $613 |
| AMARIN CORP PLC | P | 2017-11-17 | 2018-03-27 | $3,107 | $3,344 | -$237 | -$237 |
| AMBAC FINL GROUP INC | P | 2018-03-27 | 2018-10-17 | $9,349 | $7,317 | $2,032 | $2,032 |
| AMBEV S A | P | 2017-11-17 | 2018-05-31 | $3,916 | $4,655 | -$739 | -$739 |
| AMCOR LTD ADR | P | 2017-12-19 | 2018-02-26 | $12,576 | $13,383 | -$807 | -$807 |
| AMCOR LTD ADR | P | 2017-12-19 | 2018-03-27 | $2,541 | $2,820 | -$279 | -$279 |
| AMCOR LTD ADR | P | 2017-11-17 | 2018-04-30 | $8,585 | $9,492 | -$907 | -$907 |
| AMCOR LTD ADR | P | 2017-12-19 | 2018-04-30 | $7,801 | $9,033 | -$1,232 | -$1,232 |
| AMCOR LTD ADR | P | 2017-11-17 | 2018-09-12 | $4,060 | $4,609 | -$549 | -$549 |
| AMCOR LTD ADR | P | 2018-05-31 | 2018-09-12 | $7,516 | $7,993 | -$477 | -$477 |
| AMEDISYS INC | P | 2017-06-27 | 2018-03-27 | $1,223 | $1,301 | -$78 | -$78 |
| AMEREN CORP | P | 2018-01-19 | 2018-03-27 | $7,917 | $7,753 | $164 | $164 |
| AMERICA MOVIL S A DE C V SPONSORED | P | 2018-03-27 | 2018-04-30 | $4,079 | $4,230 | -$151 | -$151 |
| AMERICA MOVIL S A DE C V SPONSORED | P | 2017-11-17 | 2018-05-31 | $21,397 | $24,058 | -$2,661 | -$2,661 |
| AMERICA MOVIL S A DE C V SPONSORED | P | 2018-07-09 | 2018-08-09 | $5,511 | $5,840 | -$329 | -$329 |
| AMERICAN AIRLS GROUP INC | P | 2017-11-10 | 2018-04-27 | $7,852 | $8,392 | -$540 | -$540 |
| AMERICAN AIRLS GROUP INC | P | 2017-11-10 | 2018-05-30 | $520 | $553 | -$33 | -$33 |
| AMERICAN AIRLS GROUP INC | P | 2017-11-10 | 2018-07-02 | $8,541 | $10,375 | -$1,834 | -$1,834 |
| AMERICAN AIRLS GROUP INC | P | 2018-08-03 | 2018-10-05 | $12,820 | $13,578 | -$758 | -$758 |
| AMERICAN ASSETS TR INC | P | 2017-10-10 | 2018-01-18 | $29,185 | $33,232 | -$4,047 | -$4,047 |
| AMERICAN ASSETS TR INC | P | 2018-02-21 | 2018-03-27 | $11,882 | $11,653 | $229 | $229 |
| AMERICAN ASSETS TR INC | P | 2018-02-21 | 2018-10-05 | $24,175 | $21,200 | $2,975 | $2,975 |
| AMERICAN AXLE & MFG HLDGS INC | P | 2017-10-06 | 2018-02-21 | $12,704 | $14,194 | -$1,490 | -$1,490 |
| AMERICAN AXLE & MFG HLDGS INC | P | 2018-03-27 | 2018-10-05 | $11,108 | $10,073 | $1,035 | $1,035 |
| AMERICAN AXLE & MFG INC SR | P | 2017-10-16 | 2018-05-30 | $1,033 | $1,036 | -$3 | -$3 |
| AMERICAN AXLE & MFG INC SR | P | 2017-12-06 | 2018-05-30 | $1,033 | $1,039 | -$6 | -$6 |
| AMERICAN CAMPUS CMNTYS INC | P | 2017-12-13 | 2018-02-22 | $17,752 | $17,752 | $0 | $0 |
| AMERICAN CAMPUS CMNTYS INC | P | 2018-01-19 | 2018-02-22 | $6,602 | $6,602 | $0 | $0 |
| AMERICAN CAMPUS CMNTYS INC | P | 2017-12-12 | 2018-03-26 | $17,438 | $20,809 | -$3,371 | -$3,371 |
| AMERICAN CAMPUS CMNTYS INC | P | 2018-01-18 | 2018-03-26 | $6,485 | $6,861 | -$376 | -$376 |
| AMERICAN CAMPUS CMNTYS INC | P | 2018-02-21 | 2018-03-26 | $4,900 | $4,952 | -$52 | -$52 |
| AMERICAN ELECTRIC POWER INC | P | 2018-01-18 | 2018-02-21 | $4,878 | $4,967 | -$89 | -$89 |
| AMERICAN ELECTRIC POWER INC | P | 2018-03-26 | 2018-04-05 | $5,121 | $5,040 | $81 | $81 |
| AMERICAN ELECTRIC POWER INC | P | 2018-06-12 | 2018-10-05 | $18,111 | $16,126 | $1,985 | $1,985 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2018-01-19 | 2018-03-27 | $5,583 | $5,157 | $426 | $426 |
| AMERICAN EAGLE OUTFITTERS INC | P | 2017-10-10 | 2018-10-05 | $5,487 | $3,391 | $2,096 | $2,096 |
| AMERICAN EQUITY INVT LIFE HLDG CO | P | 2017-12-13 | 2018-03-27 | $5,935 | $6,207 | -$272 | -$272 |
| AMERICAN EXPRESS CO | P | 2018-01-18 | 2018-02-21 | $6,382 | $6,506 | -$124 | -$124 |
| AMERICAN EXPRESS CO | P | 2017-12-12 | 2018-03-26 | $15,820 | $17,061 | -$1,241 | -$1,241 |
| AMERICAN EXPRESS CO | P | 2018-01-18 | 2018-03-26 | $276 | $300 | -$24 | -$24 |
| AMERICAN EXPRESS CO | P | 2018-07-19 | 2018-10-05 | $40,507 | $38,018 | $2,489 | $2,489 |
| AMERICAN FINL GROUP INC OHIO | P | 2018-05-30 | 2018-07-02 | $22,686 | $24,122 | -$1,436 | -$1,436 |
| AMERICAN FINL GROUP INC OHIO | P | 2018-05-07 | 2018-07-19 | $50,305 | $50,553 | -$248 | -$248 |
| AMERICAN HOMES 4 RENT | P | 2018-03-26 | 2018-10-05 | $17,189 | $15,814 | $1,375 | $1,375 |
| AMERICAN INTL GROUP INC | P | 2017-03-29 | 2018-02-21 | $4,143 | $4,202 | -$59 | -$59 |
| AMERICAN INTL GROUP INC | P | 2018-01-18 | 2018-02-21 | $8,835 | $8,859 | -$24 | -$24 |
| AMERICAN INTL GROUP INC | P | 2018-01-18 | 2018-03-26 | $12,703 | $14,358 | -$1,655 | -$1,655 |
| AMERICAN INTL GROUP INC | P | 2018-05-07 | 2018-10-05 | $40,056 | $39,253 | $803 | $803 |
| AMERICAN NATIONAL INSURANCE CO | P | 2017-09-29 | 2018-02-21 | $1,080 | $1,064 | $16 | $16 |
| AMERICAN NATIONAL INSURANCE CO | P | 2017-09-29 | 2018-02-21 | $20,404 | $20,042 | $362 | $362 |
| AMERICAN OUTDOOR BRANDS CORP | P | 2017-11-10 | 2018-01-18 | $8,473 | $9,691 | -$1,218 | -$1,218 |
| AMERICAN OUTDOOR BRANDS CORP | P | 2018-03-27 | 2018-08-07 | $5,254 | $5,575 | -$321 | -$321 |
| AMERICAN OUTDOOR BRANDS CORP | P | 2018-09-13 | 2018-10-05 | $7,384 | $7,790 | -$406 | -$406 |
| AMERICAN PUB ED INC | P | 2018-03-27 | 2018-04-30 | $5,609 | $5,778 | -$169 | -$169 |
| AMERICAN STS WTR CO | P | 2018-01-18 | 2018-02-21 | $5,117 | $5,306 | -$189 | -$189 |
| AMERICAN STS WTR CO | P | 2017-10-06 | 2018-03-27 | $4,918 | $4,875 | $43 | $43 |
| AMERICAN STS WTR CO | P | 2018-01-18 | 2018-03-27 | $2,354 | $2,487 | -$133 | -$133 |
| AMERICAN TOWER CORP | P | 2018-02-21 | 2018-06-12 | $10,678 | $10,637 | $41 | $41 |
| AMERICAN VANGUARD CORP | P | 2018-08-07 | 2018-09-13 | $6,891 | $7,042 | -$151 | -$151 |
| AMERICAN WTR WKS CO INC NEW | P | 2017-07-28 | 2018-02-21 | $3,219 | $3,237 | -$18 | -$18 |
| AMERICAN WTR WKS CO INC NEW | P | 2017-11-10 | 2018-02-22 | $2,292 | $2,575 | -$283 | -$283 |
| AMERICAN WTR WKS CO INC NEW | P | 2018-01-19 | 2018-02-22 | $11,540 | $12,163 | -$623 | -$623 |
| AMERICAN WTR WKS CO INC NEW | P | 2017-07-28 | 2018-06-12 | $28,813 | $29,377 | -$564 | -$564 |
| AMERICAN WOODMARK CORP | P | 2017-12-13 | 2018-03-27 | $13,125 | $16,781 | -$3,656 | -$3,656 |
| AMERICAN WOODMARK CORP | P | 2018-04-30 | 2018-08-07 | $1,961 | $1,957 | $4 | $4 |
| AMERICAN WOODMARK CORP | P | 2018-04-30 | 2018-10-17 | $7,030 | $9,018 | -$1,988 | -$1,988 |
| AMERISAFE INC CL A | P | 2017-11-10 | 2018-01-18 | $20,458 | $21,077 | -$619 | -$619 |
| AMERISAFE INC CL A | P | 2018-03-27 | 2018-10-17 | $11,758 | $10,166 | $1,592 | $1,592 |
| AMERISOURCEBERGEN CORP | P | 2017-12-12 | 2018-07-19 | $17,628 | $17,960 | -$332 | -$332 |
| AMERIPRISE FINL INC | P | 2017-10-06 | 2018-01-19 | $2,849 | $2,416 | $433 | $433 |
| AMERIPRISE FINL INC | P | 2017-11-10 | 2018-01-19 | $1,781 | $1,575 | $206 | $206 |
| AMERIPRISE FINL INC | P | 2017-11-07 | 2018-02-21 | $33,162 | $32,363 | $799 | $799 |
| AMERIPRISE FINL INC | P | 2017-10-06 | 2018-02-22 | $5,262 | $4,983 | $279 | $279 |
| AMERIPRISE FINL INC | P | 2017-11-07 | 2018-03-26 | $28,822 | $30,928 | -$2,106 | -$2,106 |
| AMERIPRISE FINL INC | P | 2017-10-06 | 2018-04-27 | $22,743 | $24,009 | -$1,266 | -$1,266 |
| AMERIPRISE FINL INC | P | 2017-10-06 | 2018-07-02 | $23,182 | $25,066 | -$1,884 | -$1,884 |
| AMERIPRISE FINL INC | P | 2018-05-30 | 2018-10-05 | $24,585 | $22,945 | $1,640 | $1,640 |
| AMERIPRISE FINL INC | P | 2018-08-03 | 2018-10-05 | $16,340 | $15,328 | $1,012 | $1,012 |
| AMERIPRISE FINL INC | P | 2018-08-22 | 2018-10-05 | $27,785 | $26,137 | $1,648 | $1,648 |
| AMERIS BANCORP | P | 2017-11-10 | 2018-01-18 | $3,208 | $2,771 | $437 | $437 |
| AMERIS BANCORP | P | 2017-11-10 | 2018-03-27 | $3,034 | $2,632 | $402 | $402 |
| AMERIS BANCORP | P | 2017-11-10 | 2018-09-13 | $2,887 | $2,817 | $70 | $70 |
| AMERIS BANCORP | P | 2017-11-10 | 2018-10-18 | $18,415 | $19,671 | -$1,256 | -$1,256 |
| AMETEK AEROSPACE PRODS INC | P | 2017-10-06 | 2018-10-05 | $17,705 | $15,130 | $2,575 | $2,575 |
| AMETEK AEROSPACE PRODS INC | P | 2017-11-10 | 2018-10-05 | $2,037 | $1,771 | $266 | $266 |
| AMETEK AEROSPACE PRODS INC | P | 2017-12-12 | 2018-10-05 | $29,057 | $26,678 | $2,379 | $2,379 |
| AMICUS THERAPEUTICS INC | P | 2017-10-06 | 2018-09-13 | $3,121 | $4,092 | -$971 | -$971 |
| AMNEAL PHARMACEUTICALS INC | P | 2017-10-06 | 2018-07-02 | $1,525 | $2,019 | -$494 | -$494 |
| AMNEAL PHARMACEUTICALS INC | P | 2018-05-31 | 2018-07-02 | $2,109 | $2,529 | -$420 | -$420 |
| AMNEAL PHARMACEUTICALS INC | P | 2018-05-31 | 2018-10-17 | $438 | $467 | -$29 | -$29 |
| AMNEAL PHARMACEUTICALS INC | P | 2018-08-07 | 2018-10-17 | $5,116 | $5,742 | -$626 | -$626 |
| AMPHENOL CORP NEW CL A | P | 2017-10-06 | 2018-04-27 | $25,475 | $26,236 | -$761 | -$761 |
| AMPHENOL CORP NEW CL A | P | 2017-11-10 | 2018-04-27 | $1,597 | $1,672 | -$75 | -$75 |
| AMPHENOL CORP NEW CL A | P | 2018-05-30 | 2018-10-05 | $13,507 | $13,157 | $350 | $350 |
| AMPHASTAR PHARMACEUTICALS INC | P | 2018-01-18 | 2018-03-27 | $10,958 | $11,236 | -$278 | -$278 |
| AMTRUST FINL SVCS INC | P | 2018-01-18 | 2018-03-27 | $2,714 | $2,797 | -$83 | -$83 |
| AMTRUST FINL SVCS INC | P | 2018-01-18 | 2018-10-17 | $7,297 | $6,504 | $793 | $793 |
| ANADARKO PETROLEUM CORP | P | 2017-12-12 | 2018-10-05 | $38,636 | $27,599 | $11,037 | $11,037 |
| ANALOG DEVICES INC | P | 2017-11-10 | 2018-04-27 | $1,405 | $1,437 | -$32 | -$32 |
| ANALOG DEVICES INC | P | 2017-10-06 | 2018-10-05 | $33,342 | $33,859 | -$517 | -$517 |
| ANALOG DEVICES INC | P | 2018-02-22 | 2018-10-05 | $2,937 | $3,006 | -$69 | -$69 |
| ANAPTYSBIO INC | P | 2017-12-13 | 2018-03-27 | $654 | $525 | $129 | $129 |
| ANAPTYSBIO INC | P | 2017-12-13 | 2018-05-31 | $3,732 | $4,197 | -$465 | -$465 |
| ANAPTYSBIO INC | P | 2017-12-13 | 2018-07-02 | $4,382 | $5,159 | -$777 | -$777 |
| ANAPTYSBIO INC | P | 2018-08-07 | 2018-10-17 | $6,917 | $7,154 | -$237 | -$237 |
| ANDEAVOR | P | 2017-12-13 | 2018-03-27 | $5,665 | $6,004 | -$339 | -$339 |
| ANDEAVOR | P | 2017-11-10 | 2018-10-04 | $8,527 | $6,019 | $2,508 | $2,508 |
| ANDEAVOR | P | 2018-02-22 | 2018-10-04 | $4,873 | $2,977 | $1,896 | $1,896 |
| ANDERSONS INC | P | 2018-01-18 | 2018-03-27 | $6,749 | $6,749 | $0 | $0 |
| ANDERSONS INC | P | 2018-01-18 | 2018-04-30 | $7,272 | $7,378 | -$106 | -$106 |
| ANDERSONS INC | P | 2018-07-02 | 2018-10-05 | $11,559 | $10,875 | $684 | $684 |
| ANGLOGOLD LTD SPONSORED ADR | P | 2017-11-17 | 2018-02-26 | $670 | $688 | -$18 | -$18 |
| ANGLOGOLD LTD SPONSORED ADR | P | 2017-11-17 | 2018-04-30 | $9,737 | $10,855 | -$1,118 | -$1,118 |
| ANGLOGOLD LTD SPONSORED ADR | P | 2018-07-09 | 2018-08-09 | $2,588 | $2,649 | -$61 | -$61 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2017-05-15 | 2018-01-23 | $6,277 | $6,569 | -$292 | -$292 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2017-06-27 | 2018-03-27 | $8,680 | $9,123 | -$443 | -$443 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2018-02-26 | 2018-03-27 | $17,034 | $17,020 | $14 | $14 |
| ANHEUSER BUSCH INBEV SA/NV | P | 2017-12-19 | 2018-04-30 | $25,414 | $28,150 | -$2,736 | -$2,736 |
| ANIKA RESH INC | P | 2018-05-31 | 2018-07-02 | $6,384 | $7,856 | -$1,472 | -$1,472 |
| ANIXTER INTL INC | P | 2017-12-13 | 2018-01-18 | $624 | $571 | $53 | $53 |
| ANIXTER INTL INC | P | 2017-12-13 | 2018-03-27 | $4,714 | $4,500 | $214 | $214 |
| ANIXTER INTL INC | P | 2017-12-13 | 2018-04-30 | $11,748 | $14,214 | -$2,466 | -$2,466 |
| ANIXTER INTL INC | P | 2018-05-31 | 2018-10-17 | $14,081 | $13,221 | $860 | $860 |
| ANNALY MTG MGMT INC | P | 2017-10-03 | 2018-02-21 | $4,668 | $5,426 | -$758 | -$758 |
| ANNALY MTG MGMT INC | P | 2017-12-12 | 2018-02-21 | $15,879 | $18,380 | -$2,501 | -$2,501 |
| ANNALY MTG MGMT INC | P | 2017-12-13 | 2018-02-22 | $5,563 | $6,603 | -$1,040 | -$1,040 |
| ANNALY MTG MGMT INC | P | 2017-12-13 | 2018-03-27 | $5,171 | $5,114 | $57 | $57 |
| ANNALY MTG MGMT INC | P | 2018-01-19 | 2018-03-27 | $1,667 | $1,667 | $0 | $0 |
| ANNALY MTG MGMT INC | P | 2018-01-19 | 2018-04-27 | $919 | $973 | -$54 | -$54 |
| ANNALY MTG MGMT INC | P | 2017-12-12 | 2018-05-07 | $5,055 | $5,880 | -$825 | -$825 |
| ANNALY MTG MGMT INC | P | 2018-01-18 | 2018-05-07 | $1,630 | $1,733 | -$103 | -$103 |
| ANNALY MTG MGMT INC | P | 2018-03-26 | 2018-05-07 | $862 | $870 | -$8 | -$8 |
| ANNALY MTG MGMT INC | P | 2018-01-19 | 2018-05-30 | $745 | $774 | -$29 | -$29 |
| ANNALY MTG MGMT INC | P | 2018-03-26 | 2018-06-12 | $14,080 | $14,068 | $12 | $12 |
| ANSYS INC | P | 2017-10-06 | 2018-10-05 | $9,987 | $7,307 | $2,680 | $2,680 |
| ANSYS INC | P | 2017-11-10 | 2018-10-05 | $3,788 | $3,301 | $487 | $487 |
| ANSYS INC | P | 2017-12-12 | 2018-10-05 | $29,419 | $24,823 | $4,596 | $4,596 |
| ANTERO RES CORP | P | 2018-02-22 | 2018-05-30 | $12,941 | $12,640 | $301 | $301 |
| ANWORTH MTG ASSET CORP | P | 2018-01-18 | 2018-03-27 | $18,713 | $20,266 | -$1,553 | -$1,553 |
| ANWORTH MTG ASSET CORP | P | 2018-02-21 | 2018-04-30 | $3,430 | $3,398 | $32 | $32 |
| ANWORTH MTG ASSET CORP | P | 2018-07-02 | 2018-08-07 | $3,177 | $3,270 | -$93 | -$93 |
| ANWORTH MTG ASSET CORP | P | 2018-02-21 | 2018-10-05 | $5,716 | $5,909 | -$193 | -$193 |
| ANWORTH MTG ASSET CORP | P | 2018-07-02 | 2018-10-05 | $8,208 | $9,089 | -$881 | -$881 |
| ANWORTH MTG ASSET CORP | P | 2018-09-13 | 2018-10-05 | $9,545 | $10,215 | -$670 | -$670 |
| APACHE CORP | P | 2017-11-07 | 2018-02-21 | $17,212 | $20,989 | -$3,777 | -$3,777 |
| APACHE CORP | P | 2017-11-10 | 2018-03-27 | $28,426 | $33,620 | -$5,194 | -$5,194 |
| APACHE CORP | P | 2018-06-12 | 2018-08-22 | $27,806 | $27,477 | $329 | $329 |
| APACHE CORP | P | 2018-04-27 | 2018-10-05 | $36,751 | $31,008 | $5,743 | $5,743 |
| APARTMENT INVT & MGMT CO CL A | P | 2017-12-13 | 2018-02-22 | $19,723 | $19,723 | $0 | $0 |
| APARTMENT INVT & MGMT CO CL A | P | 2018-01-19 | 2018-02-22 | $8,365 | $8,365 | $0 | $0 |
| APARTMENT INVT & MGMT CO CL A | P | 2017-12-12 | 2018-03-26 | $19,965 | $22,762 | -$2,797 | -$2,797 |
| APARTMENT INVT & MGMT CO CL A | P | 2018-01-18 | 2018-03-26 | $8,468 | $8,891 | -$423 | -$423 |
| APARTMENT INVT & MGMT CO CL A | P | 2018-02-21 | 2018-04-05 | $5,508 | $5,180 | $328 | $328 |
| APERGY CORP | P | 2017-10-06 | 2018-05-30 | $5,676 | $5,005 | $671 | $671 |
| APERGY CORP | P | 2017-11-10 | 2018-05-30 | $506 | $444 | $62 | $62 |
| APERGY CORP | P | 2017-12-12 | 2018-06-01 | $22 | $20 | $2 | $2 |
| APERGY CORP | P | 2017-12-12 | 2018-06-12 | $2,733 | $2,668 | $65 | $65 |
| APOGEE ENTERPRISES INC | P | 2017-10-06 | 2018-01-18 | $5,718 | $6,116 | -$398 | -$398 |
| APOGEE ENTERPRISES INC | P | 2018-02-21 | 2018-03-27 | $11,126 | $11,389 | -$263 | -$263 |
| APOGEE ENTERPRISES INC | P | 2018-02-21 | 2018-04-30 | $7,480 | $8,071 | -$591 | -$591 |
| APOGEE ENTERPRISES INC | P | 2018-02-21 | 2018-10-17 | $2,073 | $2,376 | -$303 | -$303 |
| APOGEE ENTERPRISES INC | P | 2018-05-31 | 2018-10-17 | $8,135 | $9,122 | -$987 | -$987 |
| APPLE HOSPITALITY REIT INC | P | 2017-09-29 | 2018-02-21 | $24,150 | $25,123 | -$973 | -$973 |
| APPLE HOSPITALITY REIT INC | P | 2018-01-19 | 2018-02-22 | $25,251 | $27,672 | -$2,421 | -$2,421 |
| APPLIED INDL TECHNOLOGIES INC | P | 2017-10-10 | 2018-03-27 | $2,535 | $2,236 | $299 | $299 |
| APPLIED OPTOELECTRONICS INC | P | 2018-02-21 | 2018-03-27 | $4,706 | $6,633 | -$1,927 | -$1,927 |
| APPLIED OPTOELECTRONICS INC | P | 2018-04-30 | 2018-10-17 | $3,533 | $4,993 | -$1,460 | -$1,460 |
| APTARGROUP INC | P | 2018-03-27 | 2018-10-05 | $23,671 | $19,657 | $4,014 | $4,014 |
| AQUA AMER INC | P | 2017-11-10 | 2018-01-19 | $4,895 | $4,935 | -$40 | -$40 |
| AQUA AMER INC | P | 2018-02-22 | 2018-03-27 | $8,134 | $8,259 | -$125 | -$125 |
| AQUA AMER INC | P | 2017-07-28 | 2018-06-12 | $31,528 | $31,431 | $97 | $97 |
| ARAMARK HLDGS CORP | P | 2017-11-10 | 2018-02-22 | $41 | $43 | -$2 | -$2 |
| ARAMARK HLDGS CORP | P | 2017-10-06 | 2018-03-27 | $15,742 | $16,316 | -$574 | -$574 |
| ARAMARK HLDGS CORP | P | 2017-11-10 | 2018-03-27 | $3,276 | $3,488 | -$212 | -$212 |
| ARAMARK HLDGS CORP | P | 2018-05-30 | 2018-07-02 | $22,684 | $24,208 | -$1,524 | -$1,524 |
| ARAMARK HLDGS CORP | P | 2018-08-03 | 2018-10-05 | $21,945 | $20,719 | $1,226 | $1,226 |
| ARBITRAGE FUND | P | 2017-12-15 | 2018-04-13 | $7,576 | $7,507 | $69 | $69 |
| ARBITRAGE FUND | P | 2017-12-15 | 2018-04-13 | $25,201 | $24,971 | $230 | $230 |
| ARBITRAGE FUND | P | 2017-12-15 | 2018-04-13 | $11,995 | $11,886 | $109 | $109 |
| ARBITRAGE FUND | P | 2018-01-19 | 2018-04-13 | $50,480 | $50,480 | $0 | $0 |
| ARCH COAL INC | P | 2017-10-06 | 2018-03-27 | $4,074 | $3,151 | $923 | $923 |
| ARCELORMITTAL LUXEMBOURG | P | 2017-11-17 | 2018-07-09 | $1,077 | $999 | $78 | $78 |
| ARCELORMITTAL LUXEMBOURG | P | 2018-08-09 | 2018-09-12 | $6,724 | $7,211 | -$487 | -$487 |
| ARCHER DANIELS MIDLAND | P | 2018-07-02 | 2018-09-14 | $7,360 | $6,670 | $690 | $690 |
| ARCHROCK INC | P | 2018-02-21 | 2018-03-27 | $6,027 | $6,095 | -$68 | -$68 |
| ARCHROCK INC | P | 2018-02-21 | 2018-10-17 | $7,345 | $5,602 | $1,743 | $1,743 |
| ARCHROCK INC | P | 2018-07-02 | 2018-10-17 | $3,809 | $3,944 | -$135 | -$135 |
| ARCONIC INC | P | 2018-01-18 | 2018-02-21 | $23,931 | $28,976 | -$5,045 | -$5,045 |
| ARCONIC INC | P | 2018-01-19 | 2018-02-22 | $1,132 | $1,389 | -$257 | -$257 |
| ARCONIC INC | P | 2017-11-10 | 2018-03-27 | $1,150 | $1,150 | $0 | $0 |
| ARCONIC INC | P | 2018-03-26 | 2018-04-05 | $3,985 | $3,996 | -$11 | -$11 |
| ARCONIC INC | P | 2017-11-10 | 2018-04-27 | $18,286 | $19,934 | -$1,648 | -$1,648 |
| ARCONIC INC | P | 2017-11-09 | 2018-05-07 | $850 | $1,185 | -$335 | -$335 |
| ARCONIC INC | P | 2018-03-26 | 2018-05-07 | $12,093 | $16,192 | -$4,099 | -$4,099 |
| ARCONIC INC | P | 2018-07-02 | 2018-08-03 | $8,266 | $6,582 | $1,684 | $1,684 |
| ARCONIC INC | P | 2018-07-02 | 2018-10-05 | $50,779 | $39,106 | $11,673 | $11,673 |
| ARCONIC INC | P | 2018-08-22 | 2018-10-05 | $2,495 | $2,453 | $42 | $42 |
| ARCONIC INC | P | 2018-08-22 | 2018-10-05 | $15,320 | $15,042 | $278 | $278 |
| ARENA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-01-18 | $2,444 | $1,846 | $598 | $598 |
| ARENA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-03-27 | $532 | $307 | $225 | $225 |
| ARENA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-03-27 | $2,824 | $1,794 | $1,030 | $1,030 |
| ARGAN INC | P | 2018-03-27 | 2018-10-17 | $8,450 | $7,585 | $865 | $865 |
| ARGAN INC | P | 2018-08-07 | 2018-10-17 | $1,733 | $1,581 | $152 | $152 |
| ARES COML REAL ESTATE CORP | P | 2018-03-27 | 2018-04-30 | $6,836 | $6,978 | -$142 | -$142 |
| ARES COML REAL ESTATE CORP | P | 2018-03-27 | 2018-05-31 | $2,233 | $2,022 | $211 | $211 |
| ARGENX SE | P | 2018-08-09 | 2018-09-12 | $1,963 | $2,013 | -$50 | -$50 |
| ARISTA NETWORKS INC | P | 2017-10-06 | 2018-01-19 | $1,623 | $1,156 | $467 | $467 |
| ARISTA NETWORKS INC | P | 2017-11-10 | 2018-01-19 | $1,893 | $1,542 | $351 | $351 |
| ARISTA NETWORKS INC | P | 2018-01-18 | 2018-02-21 | $21,645 | $23,449 | -$1,804 | -$1,804 |
| ARISTA NETWORKS INC | P | 2017-10-06 | 2018-02-22 | $2,674 | $2,119 | $555 | $555 |
| ARISTA NETWORKS INC | P | 2018-03-26 | 2018-04-05 | $5,366 | $5,349 | $17 | $17 |
| ARISTA NETWORKS INC | P | 2018-03-26 | 2018-05-07 | $11,172 | $12,035 | -$863 | -$863 |
| ARISTA NETWORKS INC | P | 2018-07-19 | 2018-08-22 | $24,682 | $24,568 | $114 | $114 |
| ARISTA NETWORKS INC | P | 2017-10-06 | 2018-10-05 | $11,706 | $9,052 | $2,654 | $2,654 |
| ARKEMA SPONSORED ADR | P | 2018-02-27 | 2018-03-27 | $7,711 | $7,726 | -$15 | -$15 |
| ARKEMA SPONSORED ADR | P | 2018-01-23 | 2018-05-31 | $1,090 | $1,186 | -$96 | -$96 |
| ARKEMA SPONSORED ADR | P | 2018-02-27 | 2018-05-31 | $4,721 | $5,195 | -$474 | -$474 |
| ARKEMA SPONSORED ADR | P | 2018-01-23 | 2018-08-09 | $5,016 | $5,401 | -$385 | -$385 |
| ARMSTRONG FLOORING INC | P | 2018-07-02 | 2018-08-07 | $13,792 | $12,283 | $1,509 | $1,509 |
| ARROW ELECTRS INC COM | P | 2017-11-10 | 2018-03-27 | $4,287 | $4,387 | -$100 | -$100 |
| ARROW ELECTRS INC COM | P | 2017-11-10 | 2018-07-02 | $6,313 | $6,581 | -$268 | -$268 |
| ARROW ELECTRS INC COM | P | 2018-05-30 | 2018-07-02 | $601 | $609 | -$8 | -$8 |
| ARROW ELECTRS INC COM | P | 2018-05-30 | 2018-09-14 | $4,091 | $4,033 | $58 | $58 |
| ARROW ELECTRS INC COM | P | 2018-05-07 | 2018-10-05 | $41,756 | $42,999 | -$1,243 | -$1,243 |
| ARROWHEAD PHARMACEUTICALS INC | P | 2018-07-02 | 2018-08-07 | $7,980 | $7,716 | $264 | $264 |
| ARROWHEAD PHARMACEUTICALS INC | P | 2018-09-13 | 2018-10-17 | $6,571 | $9,209 | -$2,638 | -$2,638 |
| ARTISAN PARTNERS ASSET MGMT INC | P | 2017-11-10 | 2018-01-18 | $36,299 | $33,001 | $3,298 | $3,298 |
| ASAHI KASEI CORP ADR | P | 2018-02-27 | 2018-07-09 | $4,230 | $4,289 | -$59 | -$59 |
| ASBURY AUTOMOTIVE GROUP INC | P | 2018-01-18 | 2018-03-27 | $13,230 | $14,505 | -$1,275 | -$1,275 |
| ASBURY AUTOMOTIVE GROUP INC | P | 2018-05-31 | 2018-07-02 | $8,070 | $8,246 | -$176 | -$176 |
| ASHLAND GLOBAL HLDGS INC | P | 2018-03-27 | 2018-10-05 | $17,070 | $14,418 | $2,652 | $2,652 |
| ASHTEAD GROUP PLC | P | 2018-02-27 | 2018-04-30 | $6,692 | $7,012 | -$320 | -$320 |
| ASHTEAD GROUP PLC | P | 2018-07-02 | 2018-09-12 | $371 | $356 | $15 | $15 |
| ASHTEAD GROUP PLC | P | 2018-08-09 | 2018-09-12 | $13,858 | $14,100 | -$242 | -$242 |
| ASPEN PHARMACARE HLDGS LTD | P | 2018-03-28 | 2018-07-02 | $7,202 | $8,518 | -$1,316 | -$1,316 |
| ASPEN PHARMACARE HLDGS LTD | P | 2018-04-30 | 2018-07-02 | $2,694 | $3,219 | -$525 | -$525 |
| ASPEN TECHNOLOGY INC | P | 2018-01-18 | 2018-03-27 | $8,619 | $8,121 | $498 | $498 |
| ASPEN TECHNOLOGY INC | P | 2018-01-18 | 2018-07-02 | $1,598 | $1,290 | $308 | $308 |
| ASPEN TECHNOLOGY INC | P | 2017-10-06 | 2018-10-05 | $15,627 | $9,424 | $6,203 | $6,203 |
| ASSA ABLOY AB | P | 2017-05-15 | 2018-04-30 | $680 | $709 | -$29 | -$29 |
| ASSA ABLOY AB | P | 2017-12-19 | 2018-07-09 | $10,276 | $10,399 | -$123 | -$123 |
| ASSA ABLOY AB | P | 2018-03-27 | 2018-07-09 | $7,307 | $7,743 | -$436 | -$436 |
| ASSA ABLOY AB | P | 2017-12-19 | 2018-08-09 | $539 | $560 | -$21 | -$21 |
| ASSEMBLY BIOSCIENCES INC | P | 2018-01-18 | 2018-03-27 | $2,930 | $2,331 | $599 | $599 |
| ASSEMBLY BIOSCIENCES INC | P | 2018-01-18 | 2018-05-31 | $1,275 | $1,371 | -$96 | -$96 |
| ASSEMBLY BIOSCIENCES INC | P | 2018-01-18 | 2018-07-02 | $3,665 | $4,251 | -$586 | -$586 |
| ASSOCIATED BRIT FOODS LTD ADR NEW | P | 2017-11-17 | 2018-01-23 | $8,898 | $9,518 | -$620 | -$620 |
| ASSOCIATED BRIT FOODS LTD ADR NEW | P | 2017-11-17 | 2018-02-26 | $7,306 | $7,918 | -$612 | -$612 |
| ASSOCIATED BRIT FOODS LTD ADR NEW | P | 2017-11-17 | 2018-03-27 | $3,761 | $4,472 | -$711 | -$711 |
| ASSURANT INC | P | 2017-09-29 | 2018-01-18 | $20,429 | $20,622 | -$193 | -$193 |
| ASSURANT INC | P | 2018-03-27 | 2018-10-05 | $19,965 | $16,746 | $3,219 | $3,219 |
| ASSURANT INC | P | 2018-06-12 | 2018-10-05 | $29,361 | $26,023 | $3,338 | $3,338 |
| ASTEC INDS INC | P | 2017-11-10 | 2018-03-27 | $6,175 | $5,795 | $380 | $380 |
| ASTEC INDS INC | P | 2017-11-10 | 2018-08-07 | $9,607 | $10,754 | -$1,147 | -$1,147 |
| ASTELLAS PHARMA INC | P | 2018-03-28 | 2018-07-09 | $3,025 | $2,914 | $111 | $111 |
| ATARA BIOTHERAPEUTICS INC | P | 2018-01-18 | 2018-03-27 | $1,392 | $1,055 | $337 | $337 |
| ATARA BIOTHERAPEUTICS INC | P | 2018-01-18 | 2018-10-17 | $7,710 | $5,692 | $2,018 | $2,018 |
| ATHENEX INC | P | 2018-09-13 | 2018-10-17 | $7,913 | $9,099 | -$1,186 | -$1,186 |
| ATHENAHEALTH INC | P | 2017-10-06 | 2018-10-05 | $8,408 | $8,408 | $0 | $0 |
| ATHENAHEALTH INC | P | 2017-12-13 | 2018-10-05 | $2,102 | $2,102 | $0 | $0 |
| ATHENAHEALTH INC | P | 2018-01-19 | 2018-10-05 | $1,855 | $1,855 | $0 | $0 |
| ATHENAHEALTH INC | P | 2017-12-26 | 2018-12-04 | $2,255 | $2,258 | -$3 | -$3 |
| ATHENAHEALTH INC | P | 2018-02-01 | 2018-12-04 | $1,990 | $1,916 | $74 | $74 |
| ATHENAHEALTH INC | P | 2018-10-26 | 2018-12-04 | $1,592 | $1,494 | $98 | $98 |
| ATLAS AIR WORLDWIDE HLDGS INC NEW | P | 2018-03-28 | 2018-10-17 | $7,712 | $8,530 | -$818 | -$818 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2017-10-10 | 2018-04-30 | $5,620 | $6,134 | -$514 | -$514 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2018-02-27 | 2018-04-30 | $12,420 | $13,672 | -$1,252 | -$1,252 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2018-03-27 | 2018-04-30 | $12,066 | $13,252 | -$1,186 | -$1,186 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2018-05-31 | 2018-07-02 | $7,730 | $10,807 | -$3,077 | -$3,077 |
| ATLAS COPCO AB SPONSORED ADR NE | P | 2018-01-01 | 2018-07-05 | $2,644 | $2,644 | $2,644 | |
| ATLAS COPCO AB SPONSORED ADR NEW | P | 2018-07-02 | 2018-08-09 | $102 | $103 | -$1 | -$1 |
| ATRICURE INC | P | 2018-10-18 | 2018-10-30 | $62 | $64 | -$2 | -$2 |
| ATRICURE INC | P | 2018-10-18 | 2018-10-30 | $2,000 | $2,000 | $0 | $0 |
| ATRION CORP | P | 2017-12-13 | 2018-01-18 | $11,660 | $12,731 | -$1,071 | -$1,071 |
| ATRION CORP | P | 2018-05-31 | 2018-07-02 | $6,556 | $6,555 | $1 | $1 |
| AUDENTES THERAPEUTICS INC | P | 2018-01-18 | 2018-02-21 | $5,895 | $6,751 | -$856 | -$856 |
| AUDENTES THERAPEUTICS INC | P | 2018-03-27 | 2018-10-17 | $3,622 | $3,762 | -$140 | -$140 |
| AUDENTES THERAPEUTICS INC | P | 2018-08-07 | 2018-10-17 | $2,070 | $2,486 | -$416 | -$416 |
| AUTODESK INC | P | 2017-11-10 | 2018-01-19 | $1,849 | $1,963 | -$114 | -$114 |
| AUTODESK INC | P | 2017-10-06 | 2018-10-05 | $37,798 | $29,302 | $8,496 | $8,496 |
| AUTOZONE INC | P | 2017-11-10 | 2018-01-19 | $6,366 | $4,769 | $1,597 | $1,597 |
| AUTOZONE INC | P | 2017-11-10 | 2018-04-27 | $1,253 | $1,192 | $61 | $61 |
| AUTOZONE INC | P | 2017-11-10 | 2018-05-30 | $1,306 | $1,192 | $114 | $114 |
| AUTOZONE INC | P | 2017-11-10 | 2018-10-05 | $49,909 | $38,746 | $11,163 | $11,163 |
| AVADEL PHARMACEUTICALS PLC | P | 2017-12-19 | 2018-02-26 | $3,874 | $3,966 | -$92 | -$92 |
| AVALONBAY CMNTYS INC | P | 2017-12-12 | 2018-03-26 | $27,208 | $31,644 | -$4,436 | -$4,436 |
| AVALONBAY CMNTYS INC | P | 2018-02-21 | 2018-03-26 | $9,333 | $9,297 | $36 | $36 |
| AVALONBAY CMNTYS INC | P | 2017-11-10 | 2018-03-27 | $12,683 | $14,620 | -$1,937 | -$1,937 |
| AVALONBAY CMNTYS INC | P | 2017-12-13 | 2018-03-27 | $5,529 | $6,222 | -$693 | -$693 |
| AVALONBAY CMNTYS INC | P | 2018-01-19 | 2018-03-27 | $6,504 | $6,723 | -$219 | -$219 |
| AVALONBAY CMNTYS INC | P | 2018-02-22 | 2018-10-05 | $6,429 | $5,667 | $762 | $762 |
| AVALONBAY CMNTYS INC | P | 2018-05-30 | 2018-10-05 | $25,893 | $24,104 | $1,789 | $1,789 |
| AVERY DENNISON CORP | P | 2017-12-13 | 2018-03-27 | $17,747 | $19,230 | -$1,483 | -$1,483 |
| AVERY DENNISON CORP | P | 2018-01-19 | 2018-03-27 | $1,373 | $1,575 | -$202 | -$202 |
| AVERY DENNISON CORP | P | 2018-05-30 | 2018-07-02 | $17,535 | $18,711 | -$1,176 | -$1,176 |
| AVERY DENNISON CORP | P | 2018-08-03 | 2018-09-14 | $19,500 | $20,254 | -$754 | -$754 |
| AVEXIS INC | P | 2017-10-06 | 2018-01-18 | $1,204 | $1,145 | $59 | $59 |
| AVEXIS INC | P | 2017-10-06 | 2018-03-27 | $2,133 | $1,770 | $363 | $363 |
| AVEXIS INC | P | 2017-06-27 | 2018-05-18 | $23,980 | $9,158 | $14,822 | $14,822 |
| AVEXIS INC | P | 2017-07-27 | 2018-05-18 | $2,180 | $897 | $1,283 | $1,283 |
| AVEXIS INC | P | 2017-10-06 | 2018-05-18 | $8,720 | $4,164 | $4,556 | $4,556 |
| AVIANCA HLDGS SA | P | 2017-12-19 | 2018-01-23 | $242 | $243 | -$1 | -$1 |
| AVIANCA HLDGS SA | P | 2017-12-19 | 2018-05-31 | $3,588 | $3,821 | -$233 | -$233 |
| AVIS BUDGET GROUP INC | P | 2017-10-06 | 2018-01-18 | $2,807 | $2,451 | $356 | $356 |
| AVIS BUDGET GROUP INC | P | 2017-10-06 | 2018-03-27 | $3,589 | $2,918 | $671 | $671 |
| AVNET INC | P | 2018-03-27 | 2018-04-27 | $20,046 | $21,295 | -$1,249 | -$1,249 |
| AVNET INC | P | 2018-07-02 | 2018-10-05 | $20,322 | $20,357 | -$35 | -$35 |
| AVIVA PLC | P | 2018-01-23 | 2018-02-26 | $11,603 | $12,182 | -$579 | -$579 |
| AVIVA PLC | P | 2018-04-30 | 2018-05-31 | $26,014 | $28,123 | -$2,109 | -$2,109 |
| AVIVA PLC | P | 2017-12-19 | 2018-07-02 | $2,300 | $2,440 | -$140 | -$140 |
| AVIVA PLC | P | 2017-12-19 | 2018-07-09 | $2,041 | $2,123 | -$82 | -$82 |
| AVIVA PLC | P | 2017-12-19 | 2018-08-09 | $6,394 | $6,851 | -$457 | -$457 |
| AXA SA SPONSORED ADR | P | 2017-11-17 | 2018-03-27 | $21,195 | $23,981 | -$2,786 | -$2,786 |
| AXA SA SPONSORED ADR | P | 2018-05-31 | 2018-07-02 | $6,728 | $6,969 | -$241 | -$241 |
| AXA SA SPONSORED ADR | P | 2018-05-31 | 2018-07-09 | $15,023 | $15,038 | -$15 | -$15 |
| AXA SA SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $23,603 | $24,009 | -$406 | -$406 |
| AXOGEN INC | P | 2018-03-27 | 2018-08-07 | $5,589 | $5,733 | -$144 | -$144 |
| AXON ENTERPRISE INC | P | 2017-11-10 | 2018-01-18 | $12,215 | $9,495 | $2,720 | $2,720 |
| AXON ENTERPRISE INC | P | 2017-11-10 | 2018-03-27 | $5,598 | $3,059 | $2,539 | $2,539 |
| AXON ENTERPRISE INC | P | 2017-11-10 | 2018-10-05 | $27,817 | $9,601 | $18,216 | $18,216 |
| AXOS FINL INC | P | 2017-12-13 | 2018-10-18 | $8,806 | $7,022 | $1,784 | $1,784 |
| AZUL S A | P | 2017-11-17 | 2018-07-02 | $1,760 | $2,750 | -$990 | -$990 |
| AZUL S A | P | 2018-05-31 | 2018-07-02 | $4,793 | $6,605 | -$1,812 | -$1,812 |
| AZUL S A | P | 2018-08-09 | 2018-09-12 | $3,641 | $4,376 | -$735 | -$735 |
| B & G FOODS INC NEW CL A | P | 2017-10-06 | 2018-03-27 | $5,482 | $7,023 | -$1,541 | -$1,541 |
| B & G FOODS INC NEW CL A | P | 2017-12-13 | 2018-03-27 | $5,329 | $6,872 | -$1,543 | -$1,543 |
| B & G FOODS INC NEW CL A | P | 2018-02-21 | 2018-05-31 | $2,051 | $2,288 | -$237 | -$237 |
| B & G FOODS INC NEW CL A | P | 2018-02-21 | 2018-08-07 | $1,141 | $1,160 | -$19 | -$19 |
| B & G FOODS INC NEW CL A | P | 2018-02-21 | 2018-10-05 | $2,129 | $2,539 | -$410 | -$410 |
| B & G FOODS INC NEW CL A | P | 2018-04-30 | 2018-10-05 | $5,677 | $4,935 | $742 | $742 |
| B & G FOODS INC NEW CL A | P | 2018-07-02 | 2018-10-05 | $2,339 | $2,729 | -$390 | -$390 |
| BAE SYS PLC SPONSORED ADR | P | 2018-03-27 | 2018-07-09 | $10,784 | $10,237 | $547 | $547 |
| BASF AG SPONSORED ADR | P | 2017-10-10 | 2018-04-30 | $19,057 | $19,501 | -$444 | -$444 |
| BASF AG SPONSORED ADR | P | 2017-11-17 | 2018-04-30 | $7,316 | $7,625 | -$309 | -$309 |
| BASF AG SPONSORED ADR | P | 2018-03-27 | 2018-05-31 | $9,132 | $9,537 | -$405 | -$405 |
| BASF AG SPONSORED ADR | P | 2018-03-27 | 2018-07-02 | $13,726 | $14,935 | -$1,209 | -$1,209 |
| BHP GROUP PLC | P | 2017-12-19 | 2018-09-12 | $7,470 | $7,081 | $389 | $389 |
| BHP GROUP PLC | P | 2018-07-02 | 2018-09-12 | $10,426 | $11,352 | -$926 | -$926 |
| BNP PARIBAS SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $5,236 | $5,336 | -$100 | -$100 |
| BNP PARIBAS SPONSORED ADR | P | 2017-12-19 | 2018-08-09 | $5,640 | $6,764 | -$1,124 | -$1,124 |
| BNP PARIBAS SPONSORED ADR | P | 2018-05-31 | 2018-09-12 | $53,730 | $56,995 | -$3,265 | -$3,265 |
| BNP PARIBAS SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $6,397 | $6,725 | -$328 | -$328 |
| BT GROUP PLC ADR | P | 2017-12-19 | 2018-02-26 | $15,286 | $16,413 | -$1,127 | -$1,127 |
| BT GROUP PLC ADR | P | 2017-12-19 | 2018-03-27 | $21,623 | $24,967 | -$3,344 | -$3,344 |
| BT GROUP PLC ADR | P | 2018-04-30 | 2018-05-31 | $16,437 | $21,066 | -$4,629 | -$4,629 |
| BT GROUP PLC ADR | P | 2018-07-02 | 2018-09-12 | $19,142 | $18,780 | $362 | $362 |
| BMC STK HLDGS INC | P | 2017-11-10 | 2018-01-18 | $2,344 | $2,217 | $127 | $127 |
| BMC STK HLDGS INC | P | 2017-11-10 | 2018-02-21 | $13,622 | $14,821 | -$1,199 | -$1,199 |
| BMC STK HLDGS INC | P | 2018-03-27 | 2018-04-30 | $7,913 | $9,157 | -$1,244 | -$1,244 |
| BMC STK HLDGS INC | P | 2018-07-02 | 2018-10-17 | $10,649 | $12,484 | -$1,835 | -$1,835 |
| BADGER METER INC | P | 2017-11-10 | 2018-01-18 | $10,038 | $8,994 | $1,044 | $1,044 |
| BADGER METER INC | P | 2017-11-10 | 2018-03-27 | $6,488 | $6,189 | $299 | $299 |
| BADGER METER INC | P | 2017-11-10 | 2018-04-30 | $10,095 | $10,553 | -$458 | -$458 |
| BAIDU COM INC SPONSORED ADR REPSTG | P | 2017-12-19 | 2018-09-12 | $2,180 | $2,363 | -$183 | -$183 |
| BAKER HUGHES A GE CO | P | 2017-11-07 | 2018-02-21 | $13,810 | $17,093 | -$3,283 | -$3,283 |
| BAKER HUGHES A GE CO | P | 2017-11-10 | 2018-07-02 | $26,907 | $26,849 | $58 | $58 |
| BAKER HUGHES A GE CO | P | 2018-03-27 | 2018-08-03 | $6,605 | $5,864 | $741 | $741 |
| BAKER HUGHES A GE CO | P | 2018-04-05 | 2018-10-05 | $22,287 | $21,270 | $1,017 | $1,017 |
| BALCHEM CORP CL B | P | 2017-10-06 | 2018-03-27 | $8,396 | $8,432 | -$36 | -$36 |
| BALCHEM CORP CL B | P | 2018-01-18 | 2018-10-18 | $8,192 | $6,687 | $1,505 | $1,505 |
| BALL CORP | P | 2017-12-13 | 2018-05-30 | $7,153 | $7,333 | -$180 | -$180 |
| BALL CORP | P | 2017-12-13 | 2018-07-02 | $1,243 | $1,358 | -$115 | -$115 |
| BALL CORP | P | 2018-01-19 | 2018-07-02 | $4,191 | $4,559 | -$368 | -$368 |
| BALL CORP | P | 2018-08-03 | 2018-10-05 | $9,096 | $8,228 | $868 | $868 |
| BANCO BRADESCO S A SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $16,199 | $20,653 | -$4,454 | -$4,454 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2017-10-10 | 2018-02-26 | $20,254 | $20,610 | -$356 | -$356 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2017-12-19 | 2018-03-27 | $57,325 | $63,821 | -$6,496 | -$6,496 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2017-06-27 | 2018-05-31 | $2,486 | $3,094 | -$608 | -$608 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2018-04-30 | 2018-05-31 | $105,586 | $127,863 | -$22,277 | -$22,277 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2018-07-02 | 2018-08-09 | $10,987 | $11,144 | -$157 | -$157 |
| BANCO BILBAO VIZCAYA ARGENTARIA S | P | 2018-07-02 | 2018-09-12 | $64,374 | $73,849 | -$9,475 | -$9,475 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-05-30 | 2018-08-10 | $72 | $72 | $0 | $0 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-05-31 | 2018-08-10 | $71 | $71 | $0 | $0 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-05-29 | 2018-09-12 | $68 | $73 | -$5 | -$5 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-05-31 | 2018-09-12 | $16,301 | $17,202 | -$901 | -$901 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $7,769 | $7,794 | -$25 | -$25 |
| BANCO DE CHILE SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $1,771 | $1,902 | -$131 | -$131 |
| BANCO DO BRASIL S A | P | 2018-07-02 | 2018-09-12 | $11,184 | $12,288 | -$1,104 | -$1,104 |
| BANCO MACRO SA | P | 2017-12-19 | 2018-01-23 | $3,772 | $4,011 | -$239 | -$239 |
| BANCO MACRO SA | P | 2018-05-31 | 2018-08-09 | $6,933 | $9,432 | -$2,499 | -$2,499 |
| BANCO MACRO SA | P | 2018-07-02 | 2018-08-09 | $4,641 | $4,711 | -$70 | -$70 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2017-05-15 | 2018-04-30 | $4,794 | $4,954 | -$160 | -$160 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2017-12-19 | 2018-04-30 | $33,277 | $34,183 | -$906 | -$906 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2017-06-27 | 2018-05-31 | $7,496 | $9,445 | -$1,949 | -$1,949 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2017-12-19 | 2018-05-31 | $64,087 | $81,055 | -$16,968 | -$16,968 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2018-03-27 | 2018-05-31 | $12,496 | $15,482 | -$2,986 | -$2,986 |
| BANCO SANTANDER CENTRAL HISPANO SA | P | 2018-03-27 | 2018-07-02 | $18,369 | $22,832 | -$4,463 | -$4,463 |
| BANCO SANTANDER CHILE | P | 2017-11-17 | 2018-07-09 | $17,512 | $16,905 | $607 | $607 |
| BANCO SANTANDER CHILE | P | 2018-08-09 | 2018-09-12 | $11,906 | $12,370 | -$464 | -$464 |
| BANCO SANTANDER BRASIL S A | P | 2017-11-17 | 2018-07-02 | $8,024 | $10,107 | -$2,083 | -$2,083 |
| BANCOLOMBIA S A | P | 2018-05-31 | 2018-08-09 | $8,997 | $9,194 | -$197 | -$197 |
| BANCOLOMBIA S A | P | 2018-07-02 | 2018-08-09 | $1,928 | $1,982 | -$54 | -$54 |
| BANCOLOMBIA S A | P | 2018-03-27 | 2018-09-12 | $4,535 | $4,691 | -$156 | -$156 |
| BANCO SANTANDER MEXICO S A | P | 2017-12-19 | 2018-02-26 | $1,905 | $1,994 | -$89 | -$89 |
| BANCO SANTANDER MEXICO S A | P | 2018-04-30 | 2018-05-31 | $10,692 | $12,273 | -$1,581 | -$1,581 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-02-26 | $487 | $479 | $8 | $8 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-03-27 | $500 | $515 | -$15 | -$15 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-04-30 | $351 | $391 | -$40 | -$40 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-05-31 | $222 | $284 | -$62 | -$62 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-07-02 | $132 | $177 | -$45 | -$45 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-07-09 | $111 | $142 | -$31 | -$31 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-08-09 | $561 | $710 | -$149 | -$149 |
| BANCA MEDIOLANUM S P A | P | 2017-12-19 | 2018-09-12 | $42 | $53 | -$11 | -$11 |
| BANCORPSOUTH BK TUPELO MISS | P | 2017-02-21 | 2018-01-18 | $4,464 | $4,076 | $388 | $388 |
| BANCORPSOUTH BK TUPELO MISS | P | 2017-05-23 | 2018-01-18 | $343 | $298 | $45 | $45 |
| BANCORPSOUTH BK TUPELO MISS | P | 2017-06-27 | 2018-01-18 | $3,434 | $2,980 | $454 | $454 |
| BANCORPSOUTH BK TUPELO MISS | P | 2017-07-27 | 2018-01-18 | $343 | $301 | $42 | $42 |
| BANK HAWAII CORP | P | 2018-02-21 | 2018-04-05 | $27,442 | $28,201 | -$759 | -$759 |
| BANK HAWAII CORP | P | 2018-02-21 | 2018-07-19 | $24,568 | $24,878 | -$310 | -$310 |
| BANK MARIN BANCORP | P | 2018-08-07 | 2018-09-13 | $6,920 | $7,010 | -$90 | -$90 |
| BANK OF THE OZARKS INC | P | 2018-03-27 | 2018-05-30 | $528 | $521 | $7 | $7 |
| BANK OF THE OZARKS INC | P | 2018-03-27 | 2018-07-02 | $19,076 | $20,212 | -$1,136 | -$1,136 |
| BANK OZK | P | 2018-09-14 | 2018-10-17 | $28,991 | $30,789 | -$1,798 | -$1,798 |
| BANK OF CHINA | P | 2018-01-23 | 2018-04-30 | $6,867 | $7,390 | -$523 | -$523 |
| BANK OF CHINA | P | 2018-05-31 | 2018-08-09 | $10,802 | $12,221 | -$1,419 | -$1,419 |
| BANK PRINCETON NEW JERSEY | P | 2018-07-02 | 2018-08-07 | $11,657 | $11,784 | -$127 | -$127 |
| BANNER CORP | P | 2017-11-10 | 2018-01-18 | $3,864 | $3,663 | $201 | $201 |
| BANNER CORP | P | 2017-11-10 | 2018-03-27 | $17,657 | $17,329 | $328 | $328 |
| BANNER CORP | P | 2017-11-10 | 2018-10-18 | $16,780 | $15,963 | $817 | $817 |
| BAR HBR BANKSHARES | P | 2018-07-02 | 2018-08-07 | $3,294 | $3,422 | -$128 | -$128 |
| BAR HBR BANKSHARES | P | 2018-07-02 | 2018-09-13 | $173 | $182 | -$9 | -$9 |
| BAR HBR BANKSHARES | P | 2018-03-27 | 2018-10-17 | $5,648 | $6,187 | -$539 | -$539 |
| BAR HBR BANKSHARES | P | 2018-07-02 | 2018-10-17 | $2,759 | $3,179 | -$420 | -$420 |
| BAOZUN INC | P | 2018-07-09 | 2018-08-09 | $226 | $231 | -$5 | -$5 |
| BAOZUN INC | P | 2018-07-09 | 2018-09-12 | $1,452 | $1,851 | -$399 | -$399 |
| BARCLAYS PLC ADR | P | 2018-04-30 | 2018-05-31 | $8,974 | $9,822 | -$848 | -$848 |
| BARCLAYS PLC ADR | P | 2017-12-19 | 2018-07-02 | $23,913 | $26,369 | -$2,456 | -$2,456 |
| BARCLAYS PLC ADR | P | 2017-12-19 | 2018-08-09 | $25,516 | $28,028 | -$2,512 | -$2,512 |
| BARCLAYS PLC | P | 2018-02-14 | 2018-05-24 | $99,390 | $99,721 | -$331 | -$331 |
| BARNES & NOBLE INC | P | 2018-07-02 | 2018-08-07 | $6,299 | $6,747 | -$448 | -$448 |
| BARNES GROUP INC | P | 2017-12-13 | 2018-01-18 | $1,283 | $1,205 | $78 | $78 |
| BARNES GROUP INC | P | 2017-07-27 | 2018-03-27 | $1,210 | $1,197 | $13 | $13 |
| BARNES GROUP INC | P | 2017-12-13 | 2018-03-27 | $5,144 | $5,392 | -$248 | -$248 |
| BASSETT FURNITURE INDS INC | P | 2018-08-07 | 2018-09-13 | $4,879 | $5,436 | -$557 | -$557 |
| BASSETT FURNITURE INDS INC | P | 2018-08-07 | 2018-09-13 | $382 | $427 | -$45 | -$45 |
| BAYER A G SPONSORED ADR | P | 2017-07-25 | 2018-02-26 | $334 | $358 | -$24 | -$24 |
| BAYER A G SPONSORED ADR | P | 2018-01-23 | 2018-02-26 | $37,748 | $41,805 | -$4,057 | -$4,057 |
| BAYER A G SPONSORED ADR | P | 2017-05-15 | 2018-03-27 | $4,503 | $5,105 | -$602 | -$602 |
| BAYER A G SPONSORED ADR | P | 2017-07-25 | 2018-03-27 | $2,505 | $2,898 | -$393 | -$393 |
| BAYER A G SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $37,939 | $42,604 | -$4,665 | -$4,665 |
| BAYER A G SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $7,364 | $7,870 | -$506 | -$506 |
| BAYER A G SPONSORED ADR | P | 2017-12-19 | 2018-07-02 | $24,576 | $28,097 | -$3,521 | -$3,521 |
| BAYER A G SPONSORED ADR | P | 2018-01-01 | 2018-07-20 | $352 | $352 | $352 | |
| BAYER A G SPONSORED ADR | P | 2018-01-01 | 2018-07-20 | $1,046 | $1,046 | $1,046 | |
| BAYER A G SPONSORED ADR | P | 2018-04-30 | 2018-09-12 | $10,971 | $16,167 | -$5,196 | -$5,196 |
| BAYERISCHE MOTOREN WERKE A G | P | 2018-01-23 | 2018-02-26 | $7,525 | $8,171 | -$646 | -$646 |
| BAYERISCHE MOTOREN WERKE A G | P | 2018-04-30 | 2018-05-31 | $21,498 | $24,203 | -$2,705 | -$2,705 |
| BAYERISCHE MOTOREN WERKE A G | P | 2017-12-19 | 2018-08-09 | $9,568 | $10,081 | -$513 | -$513 |
| BEACON ROOFING SUPPLY INC | P | 2018-01-18 | 2018-03-27 | $4,999 | $5,923 | -$924 | -$924 |
| BEACON ROOFING SUPPLY INC | P | 2017-10-06 | 2018-04-30 | $6,264 | $6,615 | -$351 | -$351 |
| BEACON ROOFING SUPPLY INC | P | 2017-07-27 | 2018-07-02 | $1,270 | $1,393 | -$123 | -$123 |
| BEACON ROOFING SUPPLY INC | P | 2017-10-06 | 2018-07-02 | $1,228 | $1,522 | -$294 | -$294 |
| BEACON ROOFING SUPPLY INC | P | 2018-05-31 | 2018-10-17 | $4,367 | $4,367 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2018-08-07 | 2018-10-17 | $1,920 | $1,920 | $0 | $0 |
| BEACON ROOFING SUPPLY INC | P | 2018-06-01 | 2018-10-23 | $4,079 | $5,831 | -$1,752 | -$1,752 |
| BEACON ROOFING SUPPLY INC | P | 2018-08-08 | 2018-10-23 | $1,793 | $2,600 | -$807 | -$807 |
| BEACON ROOFING SUPPLY INC | P | 2018-10-18 | 2018-10-23 | $15,041 | $15,781 | -$740 | -$740 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-19 | $1,168 | $1,075 | $93 | $93 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-19 | $591 | $544 | $47 | $47 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-19 | $7,804 | $7,181 | $623 | $623 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-19 | $6,740 | $6,202 | $538 | $538 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-26 | $118 | $106 | $12 | $12 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-01-26 | $15 | $13 | $2 | $2 |
| BECTON DICKINSON & COMPANY | P | 2017-12-29 | 2018-10-05 | $8,072 | $6,858 | $1,214 | $1,214 |
| BECTON DICKINSON & COMPANY | P | 2018-04-05 | 2018-10-05 | $22,956 | $19,993 | $2,963 | $2,963 |
| BED BATH & BEYOND INC | P | 2018-02-22 | 2018-04-27 | $8,395 | $9,964 | -$1,569 | -$1,569 |
| BED BATH & BEYOND INC | P | 2018-05-30 | 2018-08-03 | $10,886 | $10,726 | $160 | $160 |
| BED BATH & BEYOND INC | P | 2018-07-02 | 2018-09-13 | $1,926 | $2,132 | -$206 | -$206 |
| BED BATH & BEYOND INC | P | 2018-07-02 | 2018-10-05 | $8,701 | $12,102 | -$3,401 | -$3,401 |
| BED BATH & BEYOND INC | P | 2018-08-07 | 2018-10-05 | $2,127 | $2,860 | -$733 | -$733 |
| BEIGENE LTD | P | 2018-08-09 | 2018-09-12 | $649 | $699 | -$50 | -$50 |
| BELDEN CDT INC | P | 2017-10-06 | 2018-03-27 | $8,727 | $10,763 | -$2,036 | -$2,036 |
| BELDEN CDT INC | P | 2017-07-27 | 2018-05-31 | $551 | $735 | -$184 | -$184 |
| BELDEN CDT INC | P | 2018-04-30 | 2018-05-31 | $3,746 | $4,313 | -$567 | -$567 |
| BELDEN CDT INC | P | 2018-04-30 | 2018-10-18 | $6,657 | $6,723 | -$66 | -$66 |
| BELDEN CDT INC | P | 2018-07-02 | 2018-10-18 | $9,170 | $8,812 | $358 | $358 |
| BEMIS INC | P | 2017-12-13 | 2018-01-19 | $11,247 | $11,403 | -$156 | -$156 |
| BENCHMARK ELECTRS INC | P | 2018-01-18 | 2018-03-27 | $11,430 | $11,756 | -$326 | -$326 |
| BENCHMARK ELECTRS INC | P | 2018-01-18 | 2018-04-30 | $9,805 | $11,538 | -$1,733 | -$1,733 |
| BENEFICIAL BANCORP INC | P | 2017-12-13 | 2018-03-27 | $5,160 | $5,446 | -$286 | -$286 |
| BENEFITFOCUS INC | P | 2018-10-18 | 2018-11-02 | $2,908 | $2,330 | $578 | $578 |
| BENEFITFOCUS INC | P | 2018-10-18 | 2018-11-14 | $518 | $388 | $130 | $130 |
| BENEFITFOCUS INC | P | 2018-10-18 | 2018-11-15 | $2,114 | $1,586 | $528 | $528 |
| BENEFITFOCUS INC | P | 2018-10-18 | 2018-11-30 | $3,000 | $1,942 | $1,058 | $1,058 |
| BERKSHIRE HATHAWAY INC DEL | P | 2018-01-18 | 2018-02-21 | $4,704 | $4,926 | -$222 | -$222 |
| BERKSHIRE HATHAWAY INC DEL | P | 2018-04-05 | 2018-05-07 | $13,182 | $13,546 | -$364 | -$364 |
| BERKSHIRE HATHAWAY INC DEL | P | 2017-12-12 | 2018-06-12 | $4,874 | $4,948 | -$74 | -$74 |
| BERKSHIRE HILLS BANCORP INC | P | 2017-11-10 | 2018-03-27 | $8,988 | $8,630 | $358 | $358 |
| BERKSHIRE HILLS BANCORP INC | P | 2017-11-10 | 2018-10-18 | $19,198 | $19,198 | $0 | $0 |
| BERRY PLASTICS GROUP INC | P | 2017-06-28 | 2018-01-19 | $298 | $290 | $8 | $8 |
| BERRY PLASTICS GROUP INC | P | 2017-11-10 | 2018-01-19 | $6,314 | $6,125 | $189 | $189 |
| BERRY PLASTICS GROUP INC | P | 2017-11-10 | 2018-05-30 | $9,708 | $11,383 | -$1,675 | -$1,675 |
| BERRY PLASTICS GROUP INC | P | 2018-03-27 | 2018-05-30 | $3,450 | $3,808 | -$358 | -$358 |
| BERRY PLASTICS GROUP INC | P | 2018-08-03 | 2018-10-05 | $19,156 | $19,737 | -$581 | -$581 |
| BEST BUY INC | P | 2017-12-13 | 2018-10-05 | $16,714 | $14,940 | $1,774 | $1,774 |
| BEST INC | P | 2018-03-27 | 2018-07-09 | $4,245 | $4,072 | $173 | $173 |
| BEST INC | P | 2018-03-27 | 2018-08-09 | $1,133 | $1,379 | -$246 | -$246 |
| BHP GROUP LTD | P | 2018-02-26 | 2018-03-27 | $3,720 | $4,045 | -$325 | -$325 |
| BHP GROUP LTD | P | 2018-04-30 | 2018-07-02 | $3,730 | $3,621 | $109 | $109 |
| BHP GROUP LTD | P | 2018-04-30 | 2018-07-09 | $58,809 | $54,359 | $4,450 | $4,450 |
| BHP GROUP LTD | P | 2018-08-09 | 2018-09-12 | $4,111 | $4,620 | -$509 | -$509 |
| BIDVEST GROUP LTD | P | 2018-07-02 | 2018-09-12 | $3,425 | $3,833 | -$408 | -$408 |
| BIG LOTS INC | P | 2017-06-27 | 2018-03-27 | $861 | $967 | -$106 | -$106 |
| BIG LOTS INC | P | 2017-10-06 | 2018-03-27 | $5,942 | $7,388 | -$1,446 | -$1,446 |
| BIG LOTS INC | P | 2018-01-18 | 2018-03-27 | $4,478 | $6,150 | -$1,672 | -$1,672 |
| BIG LOTS INC | P | 2018-05-31 | 2018-07-02 | $10,043 | $10,046 | -$3 | -$3 |
| BIG LOTS INC | P | 2018-08-07 | 2018-09-13 | $9,540 | $10,964 | -$1,424 | -$1,424 |
| BIGLARI HLDGS INC | P | 2018-05-31 | 2018-07-02 | $4,520 | $5,100 | -$580 | -$580 |
| BIGLARI HLDGS INC | P | 2018-08-07 | 2018-10-05 | $6,991 | $7,370 | -$379 | -$379 |
| BIO RAD LABS INC CL A | P | 2018-03-27 | 2018-10-05 | $15,696 | $13,315 | $2,381 | $2,381 |
| BIOCRYST PHARMACEUTICALS INC | P | 2018-01-18 | 2018-02-21 | $6,044 | $6,872 | -$828 | -$828 |
| BIOCRYST PHARMACEUTICALS INC | P | 2018-03-27 | 2018-04-30 | $4,145 | $4,351 | -$206 | -$206 |
| BIOMARIN PHARMACEUTICAL INC | P | 2017-12-12 | 2018-02-21 | $4,426 | $4,629 | -$203 | -$203 |
| BIOMARIN PHARMACEUTICAL INC | P | 2017-12-12 | 2018-03-26 | $14,163 | $15,933 | -$1,770 | -$1,770 |
| BIOMARIN PHARMACEUTICAL INC | P | 2017-12-13 | 2018-03-27 | $7,293 | $8,163 | -$870 | -$870 |
| BIOMARIN PHARMACEUTICAL INC | P | 2017-12-13 | 2018-05-30 | $3,444 | $3,372 | $72 | $72 |
| BIOMARIN PHARMACEUTICAL INC | P | 2017-12-13 | 2018-10-05 | $4,583 | $4,081 | $502 | $502 |
| BIOMARIN PHARMACEUTICAL INC | P | 2018-04-27 | 2018-10-05 | $12,653 | $10,577 | $2,076 | $2,076 |
| BIOMARIN PHARMACEUTICAL INC | P | 2018-06-12 | 2018-10-05 | $45,108 | $40,618 | $4,490 | $4,490 |
| BIOGEN IDEC INC | P | 2017-07-28 | 2018-05-07 | $5,664 | $6,026 | -$362 | -$362 |
| BIOGEN IDEC INC | P | 2018-03-26 | 2018-10-05 | $18,301 | $14,433 | $3,868 | $3,868 |
| BIOTELEMETRY INC | P | 2018-01-18 | 2018-03-27 | $3,058 | $3,211 | -$153 | -$153 |
| BIOTELEMETRY INC | P | 2018-01-18 | 2018-10-17 | $11,559 | $6,852 | $4,707 | $4,707 |
| BIOVERATIV INC | P | 2017-12-13 | 2018-03-14 | $26,355 | $13,441 | $12,914 | $12,914 |
| BIOVERATIV INC | P | 2018-02-21 | 2018-03-14 | $13,335 | $13,243 | $92 | $92 |
| BIOSPECIFICS TECHNOLOGIES CORP | P | 2018-05-31 | 2018-07-02 | $4,064 | $3,985 | $79 | $79 |
| BIOSPECIFICS TECHNOLOGIES CORP | P | 2018-08-07 | 2018-10-17 | $6,148 | $4,399 | $1,749 | $1,749 |
| BITAUTO HLDGS LTD | P | 2018-07-02 | 2018-08-09 | $5,652 | $5,958 | -$306 | -$306 |
| BJS RESTAURANTS INC | P | 2018-03-27 | 2018-10-05 | $10,276 | $6,770 | $3,506 | $3,506 |
| BLACKROCK GLOBAL LONG/SHORT CR | P | 2017-10-10 | 2018-04-13 | $13,984 | $13,971 | $13 | $13 |
| BLACK HILLS CORP | P | 2018-03-27 | 2018-10-18 | $19,607 | $16,995 | $2,612 | $2,612 |
| BLACK KNIGHT INC | P | 2017-11-10 | 2018-10-05 | $13,807 | $12,627 | $1,180 | $1,180 |
| BLACK KNIGHT INC | P | 2018-10-18 | 2018-11-29 | $16,387 | $17,470 | -$1,083 | -$1,083 |
| BLACK KNIGHT INC | P | 2018-10-18 | 2018-12-14 | $5,023 | $5,438 | -$415 | -$415 |
| BLACK KNIGHT INC | P | 2018-10-18 | 2018-12-17 | $18,462 | $20,069 | -$1,607 | -$1,607 |
| BLACKBAUD INC | P | 2018-01-18 | 2018-03-27 | $6,089 | $5,502 | $587 | $587 |
| BLACKBAUD INC | P | 2018-01-18 | 2018-05-31 | $787 | $759 | $28 | $28 |
| BLACKHAWK NETWORK HLDGS INC | P | 2017-12-13 | 2018-03-27 | $2,011 | $1,559 | $452 | $452 |
| BLACKHAWK NETWORK HLDGS INC | P | 2017-12-13 | 2018-06-18 | $18,462 | $14,137 | $4,325 | $4,325 |
| BLACKLINE INC | P | 2018-03-27 | 2018-10-17 | $6,776 | $5,926 | $850 | $850 |
| BLACKROCK INC CL A | P | 2018-01-18 | 2018-02-21 | $11,643 | $12,157 | -$514 | -$514 |
| BLACKROCK INC CL A | P | 2018-04-05 | 2018-05-07 | $19,820 | $20,617 | -$797 | -$797 |
| H&R BLOCK INC | P | 2017-10-06 | 2018-01-19 | $3,084 | $2,916 | $168 | $168 |
| H&R BLOCK INC | P | 2018-03-26 | 2018-04-05 | $361 | $361 | $0 | $0 |
| H&R BLOCK INC | P | 2017-10-06 | 2018-07-02 | $7,689 | $8,150 | -$461 | -$461 |
| H&R BLOCK INC | P | 2018-03-26 | 2018-07-19 | $14,196 | $15,018 | -$822 | -$822 |
| H&R BLOCK INC | P | 2018-09-14 | 2018-10-18 | $16,376 | $15,700 | $676 | $676 |
| BLOOMIN BRANDS INC | P | 2017-12-13 | 2018-03-27 | $2,906 | $2,559 | $347 | $347 |
| BLOOMIN BRANDS INC | P | 2017-12-13 | 2018-05-31 | $1,935 | $1,919 | $16 | $16 |
| BLOOMIN BRANDS INC | P | 2017-12-13 | 2018-07-02 | $3,342 | $3,668 | -$326 | -$326 |
| BLOOMIN BRANDS INC | P | 2017-10-06 | 2018-10-05 | $6,324 | $5,605 | $719 | $719 |
| BLUCORA INC | P | 2018-01-18 | 2018-03-27 | $12,935 | $12,707 | $228 | $228 |
| BLUCORA INC | P | 2018-05-31 | 2018-07-02 | $9,846 | $10,003 | -$157 | -$157 |
| BLUEBIRD BIO INC | P | 2017-10-06 | 2018-03-27 | $5,434 | $3,811 | $1,623 | $1,623 |
| BLUEBIRD BIO INC | P | 2018-01-18 | 2018-03-27 | $5,253 | $5,055 | $198 | $198 |
| BLUEBIRD BIO INC | P | 2017-10-06 | 2018-07-02 | $10,199 | $8,384 | $1,815 | $1,815 |
| BLUEBIRD BIO INC | P | 2018-07-02 | 2018-08-03 | $2,567 | $2,611 | -$44 | -$44 |
| BLUEBIRD BIO INC | P | 2018-07-02 | 2018-10-05 | $16,164 | $17,660 | -$1,496 | -$1,496 |
| BLUEROCK RESIDENTIAL GROWTH | P | 2018-07-02 | 2018-10-05 | $9,340 | $8,633 | $707 | $707 |
| BLUEPRINT MEDICINES CORP | P | 2017-10-06 | 2018-03-27 | $4,388 | $3,112 | $1,276 | $1,276 |
| BLUEPRINT MEDICINES CORP | P | 2017-10-06 | 2018-07-02 | $575 | $596 | -$21 | -$21 |
| BOC HONG KONG HLDGS LTD SPONSORED | P | 2018-02-27 | 2018-03-27 | $4,467 | $4,573 | -$106 | -$106 |
| BOC HONG KONG HLDGS LTD SPONSORED | P | 2018-01-23 | 2018-04-30 | $3,888 | $4,047 | -$159 | -$159 |
| BOC HONG KONG HLDGS LTD SPONSORED | P | 2018-02-27 | 2018-09-12 | $6,014 | $6,707 | -$693 | -$693 |
| BOC HONG KONG HLDGS LTD SPONSORED | P | 2018-08-09 | 2018-09-12 | $6,014 | $6,695 | -$681 | -$681 |
| BOEING CO | P | 2018-01-18 | 2018-03-26 | $4,570 | $4,807 | -$237 | -$237 |
| BOINGO WIRELESS INC | P | 2018-08-07 | 2018-10-17 | $8,691 | $8,043 | $648 | $648 |
| BOISE CASCADE CO DEL | P | 2018-03-27 | 2018-10-17 | $7,067 | $7,067 | $0 | $0 |
| BONANZA CREEK ENERGY INC | P | 2018-02-21 | 2018-03-27 | $2,796 | $2,899 | -$103 | -$103 |
| BONANZA CREEK ENERGY INC | P | 2018-02-21 | 2018-09-13 | $4,851 | $4,776 | $75 | $75 |
| BOOKING HLDGS INC | P | 2018-04-05 | 2018-07-19 | $14,068 | $14,649 | -$581 | -$581 |
| BOOZ ALLEN HAMILTON HLDG CORP | P | 2017-12-13 | 2018-10-05 | $19,350 | $15,134 | $4,216 | $4,216 |
| BORG-WARNER AUTOMOTIVE INC | P | 2017-11-10 | 2018-03-27 | $4,846 | $5,064 | -$218 | -$218 |
| BORG-WARNER AUTOMOTIVE INC | P | 2017-10-06 | 2018-05-30 | $15,766 | $16,627 | -$861 | -$861 |
| BORG-WARNER AUTOMOTIVE INC | P | 2017-11-10 | 2018-05-30 | $5,173 | $5,482 | -$309 | -$309 |
| BORG-WARNER AUTOMOTIVE INC | P | 2018-09-14 | 2018-10-05 | $28,924 | $31,104 | -$2,180 | -$2,180 |
| BOSTON BEER INC CL A | P | 2017-12-13 | 2018-03-27 | $3,577 | $3,539 | $38 | $38 |
| BOSTON BEER INC CL A | P | 2017-10-06 | 2018-10-05 | $5,371 | $3,164 | $2,207 | $2,207 |
| BOSTON BEER INC CL A | P | 2017-12-13 | 2018-10-05 | $1,131 | $745 | $386 | $386 |
| BOSTON PRIVATE FINL HLDGS INC | P | 2017-12-13 | 2018-03-27 | $13,798 | $14,659 | -$861 | -$861 |
| BOSTON PRIVATE FINL HLDGS INC | P | 2017-12-13 | 2018-08-07 | $11,626 | $12,836 | -$1,210 | -$1,210 |
| BOSTON PRIVATE FINL HLDGS INC | P | 2018-09-13 | 2018-10-18 | $16,584 | $16,970 | -$386 | -$386 |
| BOSTON PPTYS INC | P | 2017-09-29 | 2018-02-21 | $822 | $858 | -$36 | -$36 |
| BOSTON PPTYS INC | P | 2017-10-06 | 2018-02-22 | $2,740 | $2,916 | -$176 | -$176 |
| BOSTON PPTYS INC | P | 2017-10-06 | 2018-03-27 | $25,994 | $26,874 | -$880 | -$880 |
| BOSTON PPTYS INC | P | 2017-12-13 | 2018-03-27 | $10,545 | $10,893 | -$348 | -$348 |
| BOSTON PPTYS INC | P | 2018-01-19 | 2018-03-27 | $4,537 | $4,483 | $54 | $54 |
| BOSTON PPTYS INC | P | 2018-04-27 | 2018-05-30 | $45,531 | $45,601 | -$70 | -$70 |
| BOSTON PPTYS INC | P | 2017-09-29 | 2018-06-12 | $25,987 | $26,000 | -$13 | -$13 |
| BOSTON PPTYS INC | P | 2018-08-03 | 2018-09-14 | $34,061 | $35,016 | -$955 | -$955 |
| BOSTON SCIENTIFIC CORP COM | P | 2018-03-26 | 2018-10-05 | $21,868 | $15,739 | $6,129 | $6,129 |
| BOTTOMLINE TECHNOLOGIES DEL INC | P | 2017-11-10 | 2018-01-18 | $3,901 | $3,586 | $315 | $315 |
| BOTTOMLINE TECHNOLOGIES DEL INC | P | 2017-11-10 | 2018-03-27 | $6,449 | $5,597 | $852 | $852 |
| BOTTOMLINE TECHNOLOGIES DEL INC | P | 2017-11-10 | 2018-10-18 | $21,928 | $11,161 | $10,767 | $10,767 |
| BOX INC | P | 2017-06-27 | 2018-01-18 | $654 | $589 | $65 | $65 |
| BOX INC | P | 2017-06-27 | 2018-03-27 | $6,985 | $6,421 | $564 | $564 |
| BOYD GAMING CORP | P | 2017-10-06 | 2018-01-18 | $1,324 | $996 | $328 | $328 |
| BOYD GAMING CORP | P | 2017-10-06 | 2018-03-27 | $6,084 | $5,204 | $880 | $880 |
| BRADY CORP. CLASS A STOCK | P | 2017-10-06 | 2018-01-18 | $578 | $580 | -$2 | -$2 |
| BRADY CORP. CLASS A STOCK | P | 2017-10-06 | 2018-03-27 | $10,052 | $10,479 | -$427 | -$427 |
| BRADY CORP. CLASS A STOCK | P | 2017-10-06 | 2018-04-30 | $10,224 | $10,749 | -$525 | -$525 |
| BRAMBLES LTD | P | 2018-01-23 | 2018-02-26 | $2,296 | $2,381 | -$85 | -$85 |
| BRAMBLES LTD | P | 2017-07-25 | 2018-05-31 | $271 | $303 | -$32 | -$32 |
| BRAMBLES LTD | P | 2017-12-19 | 2018-05-31 | $7,038 | $7,969 | -$931 | -$931 |
| BRAMBLES LTD | P | 2018-01-23 | 2018-05-31 | $1,367 | $1,592 | -$225 | -$225 |
| BRAMBLES LTD | P | 2018-04-30 | 2018-05-31 | $3,830 | $4,227 | -$397 | -$397 |
| BRAMBLES LTD | P | 2017-11-17 | 2018-07-02 | $7,494 | $8,569 | -$1,075 | -$1,075 |
| BRANDYWINE REALTY TRUST | P | 2017-09-29 | 2018-01-18 | $26,640 | $27,070 | -$430 | -$430 |
| BRF-BRASIL FOODS SA | P | 2017-06-27 | 2018-01-23 | $1,543 | $1,675 | -$132 | -$132 |
| BRF-BRASIL FOODS SA | P | 2017-12-19 | 2018-02-26 | $5,624 | $6,927 | -$1,303 | -$1,303 |
| BRF-BRASIL FOODS SA | P | 2018-04-30 | 2018-05-31 | $5,839 | $7,363 | -$1,524 | -$1,524 |
| BRF-BRASIL FOODS SA | P | 2018-07-09 | 2018-08-09 | $3,491 | $3,794 | -$303 | -$303 |
| BRASKEM S A SPONSORED ADR REPSTG | P | 2018-07-02 | 2018-09-12 | $5,813 | $5,175 | $638 | $638 |
| BRIDGE BANCORP INC | P | 2018-03-27 | 2018-10-17 | $7,733 | $8,380 | -$647 | -$647 |
| BRIDGE BANCORP INC | P | 2018-08-08 | 2018-10-17 | $7,293 | $8,016 | -$723 | -$723 |
| BRIDGESTONE CORP | P | 2017-12-19 | 2018-02-26 | $3,942 | $4,040 | -$98 | -$98 |
| BRIDGESTONE CORP | P | 2017-06-27 | 2018-03-27 | $4,761 | $4,823 | -$62 | -$62 |
| BRIDGESTONE CORP | P | 2017-06-27 | 2018-04-30 | $3,896 | $4,084 | -$188 | -$188 |
| BRIGGS & STRATTON CORP | P | 2017-11-10 | 2018-01-18 | $2,355 | $2,148 | $207 | $207 |
| BRIGGS & STRATTON CORP | P | 2017-11-10 | 2018-02-21 | $15,949 | $17,625 | -$1,676 | -$1,676 |
| BRIGGS & STRATTON CORP | P | 2018-03-27 | 2018-04-30 | $7,716 | $9,088 | -$1,372 | -$1,372 |
| BRIGGS & STRATTON CORP | P | 2018-10-17 | 2018-11-21 | $19,734 | $23,109 | -$3,375 | -$3,375 |
| BRIGGS & STRATTON CORP | P | 2018-10-17 | 2018-11-23 | $19,440 | $22,948 | -$3,508 | -$3,508 |
| BRIGGS & STRATTON CORP | P | 2018-07-02 | 2018-11-26 | $11,000 | $12,783 | -$1,783 | -$1,783 |
| BRIGGS & STRATTON CORP | P | 2018-10-17 | 2018-11-26 | $3,128 | $3,694 | -$566 | -$566 |
| BRIGGS & STRATTON CORP | P | 2018-10-19 | 2018-11-26 | $1,692 | $1,883 | -$191 | -$191 |
| BRIGHT SCHOLAR ED HLDGS LTD | P | 2018-03-27 | 2018-04-30 | $3,598 | $4,092 | -$494 | -$494 |
| BRIGHTHOUSE FINL INC | P | 2018-07-02 | 2018-09-14 | $3,141 | $2,983 | $158 | $158 |
| BRIGHTHOUSE FINL INC | P | 2018-08-03 | 2018-09-14 | $461 | $482 | -$21 | -$21 |
| BRIGHTHOUSE FINL INC | P | 2018-08-03 | 2018-09-14 | $12,562 | $13,138 | -$576 | -$576 |
| BRIGHTHOUSE FINL INC | P | 2018-06-12 | 2018-10-05 | $18,680 | $18,751 | -$71 | -$71 |
| BRILLIANCE CHINA AUTOMOTIVE | P | 2018-05-31 | 2018-08-09 | $1,870 | $2,622 | -$752 | -$752 |
| BRINKER INTERNATIONAL INC | P | 2017-12-13 | 2018-03-27 | $4,964 | $5,407 | -$443 | -$443 |
| BRINKER INTERNATIONAL INC | P | 2017-10-06 | 2018-10-05 | $10,683 | $7,398 | $3,285 | $3,285 |
| BRINKS CO | P | 2017-10-06 | 2018-03-27 | $3,134 | $3,696 | -$562 | -$562 |
| BRINKS CO | P | 2018-01-18 | 2018-03-27 | $5,199 | $6,152 | -$953 | -$953 |
| BRINKS CO | P | 2018-04-30 | 2018-05-31 | $5,728 | $5,552 | $176 | $176 |
| BRINKS CO | P | 2018-08-07 | 2018-09-13 | $2,803 | $3,222 | -$419 | -$419 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2018-04-05 | 2018-05-07 | $11,298 | $13,872 | -$2,574 | -$2,574 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2018-06-12 | 2018-10-05 | $35,747 | $30,518 | $5,229 | $5,229 |
| BRISTOL MYERS SQUIBB COMPANY | P | 2018-08-22 | 2018-10-05 | $38,114 | $37,091 | $1,023 | $1,023 |
| BRITISH AMERN TOB PLC | P | 2017-06-27 | 2018-03-27 | $3,638 | $4,530 | -$892 | -$892 |
| BRITISH AMERN TOB PLC | P | 2017-11-17 | 2018-03-27 | $82,942 | $97,812 | -$14,870 | -$14,870 |
| BRITISH AMERN TOB PLC | P | 2018-02-26 | 2018-03-27 | $14,663 | $16,339 | -$1,676 | -$1,676 |
| BRITISH AMERN TOB PLC | P | 2018-04-30 | 2018-05-31 | $14,793 | $15,930 | -$1,137 | -$1,137 |
| BRITISH AMERN TOB PLC | P | 2018-04-30 | 2018-08-09 | $16,976 | $17,308 | -$332 | -$332 |
| BRIXMOR PPTY GROUP INC | P | 2017-11-10 | 2018-03-27 | $12,696 | $12,660 | $36 | $36 |
| BRIXMOR PPTY GROUP INC | P | 2018-01-19 | 2018-03-27 | $3,391 | $3,391 | $0 | $0 |
| BRIXMOR PPTY GROUP INC | P | 2017-11-09 | 2018-04-05 | $13,013 | $15,381 | -$2,368 | -$2,368 |
| BRIXMOR PPTY GROUP INC | P | 2018-01-18 | 2018-04-05 | $3,475 | $3,826 | -$351 | -$351 |
| BRIXMOR PPTY GROUP INC | P | 2018-03-26 | 2018-04-05 | $1,209 | $1,171 | $38 | $38 |
| BRIXMOR PPTY GROUP INC | P | 2018-06-12 | 2018-07-19 | $26,211 | $26,296 | -$85 | -$85 |
| BROADCOM INC | P | 2018-07-19 | 2018-08-22 | $833 | $842 | -$9 | -$9 |
| BROOKDALE SR LIVING INC | P | 2018-07-02 | 2018-08-07 | $10,483 | $11,441 | -$958 | -$958 |
| BROOKDALE SR LIVING INC | P | 2018-09-13 | 2018-10-17 | $10,845 | $12,004 | -$1,159 | -$1,159 |
| BROOKLINE BANCORP INC DEL | P | 2017-11-10 | 2018-01-18 | $747 | $679 | $68 | $68 |
| BROOKLINE BANCORP INC DEL | P | 2017-11-10 | 2018-03-27 | $9,667 | $8,764 | $903 | $903 |
| BROOKLINE BANCORP INC DEL | P | 2017-11-10 | 2018-10-05 | $24,508 | $21,836 | $2,672 | $2,672 |
| BROOKS AUTOMATION INC | P | 2017-10-06 | 2018-01-18 | $2,868 | $3,151 | -$283 | -$283 |
| BROOKS AUTOMATION INC | P | 2017-04-28 | 2018-03-27 | $949 | $833 | $116 | $116 |
| BROOKS AUTOMATION INC | P | 2017-10-06 | 2018-03-27 | $1,036 | $1,080 | -$44 | -$44 |
| BROWN FORMAN INC CLASS B | P | 2017-10-06 | 2018-01-19 | $2,372 | $1,906 | $466 | $466 |
| BROWN FORMAN INC CLASS B | P | 2017-11-10 | 2018-01-19 | $2,033 | $1,711 | $322 | $322 |
| BROWN FORMAN INC CLASS B | P | 2018-01-18 | 2018-02-21 | $5,593 | $5,451 | $142 | $142 |
| BROWN FORMAN INC CLASS B | P | 2017-10-06 | 2018-03-27 | $13 | $11 | $2 | $2 |
| BROWN FORMAN INC CLASS B | P | 2018-01-18 | 2018-03-27 | $13 | $13 | $0 | $0 |
| BROWN FORMAN INC CLASS B | P | 2018-01-18 | 2018-06-12 | $21,629 | $22,127 | -$498 | -$498 |
| BROWN FORMAN INC CLASS B | P | 2017-10-06 | 2018-10-05 | $40,453 | $35,544 | $4,909 | $4,909 |
| BROWN FORMAN INC CLASS B | P | 2018-07-19 | 2018-10-05 | $35,270 | $37,264 | -$1,994 | -$1,994 |
| BRUNSWICK CORPORATION | P | 2018-03-27 | 2018-04-27 | $1,128 | $1,121 | $7 | $7 |
| BRUNSWICK CORPORATION | P | 2018-03-27 | 2018-10-18 | $18,446 | $18,293 | $153 | $153 |
| BRYN MAWR BK CORP | P | 2017-07-27 | 2018-03-27 | $2,748 | $2,620 | $128 | $128 |
| BRYN MAWR BK CORP | P | 2017-12-13 | 2018-03-27 | $6,737 | $6,771 | -$34 | -$34 |
| BRYN MAWR BK CORP | P | 2018-08-07 | 2018-09-13 | $995 | $1,016 | -$21 | -$21 |
| BUFFALO WILD WINGS INC | P | 2017-06-27 | 2018-02-05 | $1,570 | $1,307 | $263 | $263 |
| BUFFALO WILD WINGS INC | P | 2017-07-27 | 2018-02-05 | $3,140 | $2,184 | $956 | $956 |
| BUFFALO WILD WINGS INC | P | 2017-10-06 | 2018-02-05 | $8,164 | $5,336 | $2,828 | $2,828 |
| BUFFALO WILD WINGS INC | P | 2017-12-13 | 2018-02-05 | $3,768 | $3,758 | $10 | $10 |
| BUILDERS FIRSTSOURCE INC | P | 2017-10-06 | 2018-03-27 | $2,336 | $2,094 | $242 | $242 |
| BUILDERS FIRSTSOURCE INC | P | 2017-10-06 | 2018-07-02 | $1,013 | $1,002 | $11 | $11 |
| BUILDERS FIRSTSOURCE INC | P | 2017-10-06 | 2018-08-07 | $1,679 | $1,700 | -$21 | -$21 |
| BUILDERS FIRSTSOURCE INC | P | 2018-10-17 | 2018-12-14 | $10,393 | $12,208 | -$1,815 | -$1,815 |
| BUNZL PLC | P | 2017-10-10 | 2018-01-23 | $10,050 | $11,390 | -$1,340 | -$1,340 |
| BURLINGTON STORES INC | P | 2017-10-06 | 2018-10-05 | $25,872 | $15,894 | $9,978 | $9,978 |
| BURLINGTON STORES INC | P | 2017-11-10 | 2018-10-05 | $5,749 | $3,722 | $2,027 | $2,027 |
| BURLINGTON STORES INC | P | 2018-10-18 | 2018-10-24 | $5,939 | $5,586 | $353 | $353 |
| BURLINGTON STORES INC | P | 2018-10-18 | 2018-10-24 | $4,374 | $4,190 | $184 | $184 |
| CAI INTL INC | P | 2018-08-07 | 2018-09-13 | $26 | $24 | $2 | $2 |
| CAI INTL INC | P | 2018-08-07 | 2018-10-17 | $6,227 | $6,991 | -$764 | -$764 |
| CBL & ASSOC PPTYS INC | P | 2018-01-18 | 2018-02-21 | $1,652 | $1,993 | -$341 | -$341 |
| CBL & ASSOC PPTYS INC | P | 2018-01-18 | 2018-03-27 | $7,293 | $9,038 | -$1,745 | -$1,745 |
| CBL & ASSOC PPTYS INC | P | 2018-04-30 | 2018-10-05 | $5,540 | $6,161 | -$621 | -$621 |
| CBL & ASSOC PPTYS INC | P | 2018-09-13 | 2018-10-05 | $2,117 | $2,435 | -$318 | -$318 |
| CBS CORP NEW CL B | P | 2018-02-21 | 2018-03-26 | $4,543 | $4,967 | -$424 | -$424 |
| CBS CORP NEW CL B | P | 2018-07-19 | 2018-10-05 | $36,012 | $37,335 | -$1,323 | -$1,323 |
| CBS CORP NEW CL B | P | 2018-08-03 | 2018-10-05 | $37,847 | $36,183 | $1,664 | $1,664 |
| CBOE HLDGS INC | P | 2018-01-19 | 2018-03-27 | $20,558 | $24,206 | -$3,648 | -$3,648 |
| CBOE HLDGS INC | P | 2018-04-27 | 2018-07-02 | $21,878 | $22,486 | -$608 | -$608 |
| CBOE HLDGS INC | P | 2018-04-27 | 2018-09-14 | $729 | $742 | -$13 | -$13 |
| CBOE HLDGS INC | P | 2018-04-27 | 2018-10-05 | $3,102 | $3,394 | -$292 | -$292 |
| CBOE HLDGS INC | P | 2018-05-07 | 2018-10-05 | $28,912 | $30,846 | -$1,934 | -$1,934 |
| CBOE HLDGS INC | P | 2018-08-03 | 2018-10-05 | $19,772 | $19,404 | $368 | $368 |
| CBRE GROUP INC | P | 2017-10-06 | 2018-10-05 | $21,597 | $19,984 | $1,613 | $1,613 |
| CBRE GROUP INC | P | 2017-11-10 | 2018-10-05 | $3,319 | $3,282 | $37 | $37 |
| CBRE GROUP INC | P | 2018-03-26 | 2018-10-05 | $28,630 | $31,612 | -$2,982 | -$2,982 |
| CDK GLOBAL INC | P | 2017-12-13 | 2018-03-27 | $18,447 | $20,288 | -$1,841 | -$1,841 |
| CDK GLOBAL INC | P | 2018-04-27 | 2018-08-03 | $24,065 | $25,133 | -$1,068 | -$1,068 |
| CDK GLOBAL INC | P | 2018-05-07 | 2018-08-22 | $22,957 | $24,348 | -$1,391 | -$1,391 |
| CECO ENVIRONMENTAL CORP | P | 2018-07-02 | 2018-10-17 | $6,988 | $5,661 | $1,327 | $1,327 |
| CDW CORP | P | 2017-12-13 | 2018-10-05 | $9,032 | $7,419 | $1,613 | $1,613 |
| CF INDS HLDGS INC | P | 2017-09-29 | 2018-03-26 | $12,022 | $11,321 | $701 | $701 |
| CF INDS HLDGS INC | P | 2017-12-13 | 2018-03-27 | $4,946 | $5,389 | -$443 | -$443 |
| CF INDS HLDGS INC | P | 2017-12-13 | 2018-05-30 | $83 | $82 | $1 | $1 |
| CF INDS HLDGS INC | P | 2018-04-27 | 2018-05-30 | $125 | $119 | $6 | $6 |
| CF INDS HLDGS INC | P | 2017-10-06 | 2018-10-05 | $18,627 | $11,662 | $6,965 | $6,965 |
| CF INDS HLDGS INC | P | 2018-04-27 | 2018-10-05 | $10,947 | $7,969 | $2,978 | $2,978 |
| CF INDS HLDGS INC | P | 2018-08-22 | 2018-10-05 | $15,689 | $14,060 | $1,629 | $1,629 |
| CH ROBINSON WORLDWIDE INC | P | 2017-10-06 | 2018-10-05 | $21,024 | $16,591 | $4,433 | $4,433 |
| CH ROBINSON WORLDWIDE INC | P | 2017-11-10 | 2018-10-05 | $2,616 | $2,169 | $447 | $447 |
| CHR HANSEN HLDG A/S | P | 2017-10-10 | 2018-02-26 | $4,726 | $4,836 | -$110 | -$110 |
| CHR HANSEN HLDG A/S | P | 2017-10-10 | 2018-07-09 | $703 | $604 | $99 | $99 |
| CHR HANSEN HLDG A/S | P | 2018-08-09 | 2018-09-12 | $5,294 | $5,472 | -$178 | -$178 |
| CIGNA CORP | P | 2018-04-05 | 2018-10-05 | $10,691 | $8,478 | $2,213 | $2,213 |
| CIT GROUP INC | P | 2017-11-10 | 2018-10-05 | $13,857 | $12,161 | $1,696 | $1,696 |
| CK HUTCHISON HLDGS LTD | P | 2018-01-23 | 2018-03-27 | $15,240 | $16,499 | -$1,259 | -$1,259 |
| CK HUTCHISON HLDGS LTD | P | 2018-02-26 | 2018-03-27 | $9,171 | $9,686 | -$515 | -$515 |
| CK HUTCHISON HLDGS LTD | P | 2017-06-27 | 2018-04-30 | $11,383 | $12,246 | -$863 | -$863 |
| CK HUTCHISON HLDGS LTD | P | 2017-12-19 | 2018-04-30 | $4,541 | $4,758 | -$217 | -$217 |
| CK HUTCHISON HLDGS LTD | P | 2017-12-19 | 2018-05-31 | $14,009 | $15,344 | -$1,335 | -$1,335 |
| CMS ENERGY CORP | P | 2017-09-29 | 2018-01-18 | $49,101 | $51,704 | -$2,603 | -$2,603 |
| CMS ENERGY CORP | P | 2018-02-22 | 2018-10-05 | $58,240 | $50,681 | $7,559 | $7,559 |
| CMS ENERGY CORP | P | 2018-06-12 | 2018-10-05 | $28,765 | $25,058 | $3,707 | $3,707 |
| CNOOC LTD | P | 2017-12-19 | 2018-07-09 | $5,427 | $4,597 | $830 | $830 |
| CNO FINANCIAL GROUP INC | P | 2017-12-13 | 2018-01-18 | $1,261 | $1,259 | $2 | $2 |
| CNO FINANCIAL GROUP INC | P | 2017-12-13 | 2018-03-27 | $5,956 | $6,801 | -$845 | -$845 |
| CNO FINANCIAL GROUP INC | P | 2018-08-07 | 2018-09-13 | $3,559 | $3,722 | -$163 | -$163 |
| CRH PLC ADR | P | 2017-02-18 | 2018-01-23 | $1,744 | $1,756 | -$12 | -$12 |
| CRH PLC ADR | P | 2017-05-15 | 2018-02-26 | $3,133 | $3,341 | -$208 | -$208 |
| CRH PLC ADR | P | 2017-10-10 | 2018-02-26 | $5,186 | $5,403 | -$217 | -$217 |
| CRH PLC ADR | P | 2017-11-17 | 2018-03-27 | $8,327 | $8,816 | -$489 | -$489 |
| CRH PLC ADR | P | 2017-11-17 | 2018-08-09 | $13,189 | $14,420 | -$1,231 | -$1,231 |
| CRH PLC ADR | P | 2018-07-02 | 2018-08-09 | $27,717 | $29,743 | -$2,026 | -$2,026 |
| CSC HLDGS LLC | P | 2018-08-01 | 2018-11-06 | $1,937 | $1,938 | -$1 | -$1 |
| CSL LTD | P | 2018-02-26 | 2018-05-31 | $4,430 | $4,059 | $371 | $371 |
| CSL LTD | P | 2018-04-30 | 2018-05-31 | $12,727 | $11,652 | $1,075 | $1,075 |
| CSL LTD | P | 2018-04-30 | 2018-07-02 | $15,226 | $13,712 | $1,514 | $1,514 |
| CSL LTD | P | 2017-11-17 | 2018-07-09 | $13,822 | $10,054 | $3,768 | $3,768 |
| CSL LTD | P | 2017-12-19 | 2018-07-09 | $12,270 | $9,049 | $3,221 | $3,221 |
| CSL LTD | P | 2018-03-27 | 2018-07-09 | $17,296 | $14,343 | $2,953 | $2,953 |
| CSX CORP | P | 2018-04-05 | 2018-10-05 | $8,634 | $6,426 | $2,208 | $2,208 |
| CTS CORP | P | 2018-01-18 | 2018-03-27 | $5,047 | $4,939 | $108 | $108 |
| CSRA INC | P | 2017-12-13 | 2018-04-09 | $18,026 | $13,020 | $5,006 | $5,006 |
| CVB FINL CORP | P | 2018-01-18 | 2018-03-27 | $41,765 | $44,479 | -$2,714 | -$2,714 |
| CVS CORPORATION DEL | P | 2017-12-12 | 2018-05-07 | $9,890 | $11,619 | -$1,729 | -$1,729 |
| CVS CORPORATION DEL | P | 2018-02-21 | 2018-05-07 | $7,603 | $8,576 | -$973 | -$973 |
| CVS CORPORATION DEL | P | 2018-03-26 | 2018-10-05 | $20,556 | $16,061 | $4,495 | $4,495 |
| CVS CORPORATION DEL | P | 2018-08-22 | 2018-10-05 | $8,348 | $7,838 | $510 | $510 |
| CVS CORPORATION DEL | P | 2018-11-28 | 2018-12-19 | $13 | $14 | -$1 | -$1 |
| CYS INVTS INC | P | 2018-04-30 | 2018-07-02 | $4,130 | $4,074 | $56 | $56 |
| CA INC | P | 2017-12-12 | 2018-10-05 | $30,829 | $23,559 | $7,270 | $7,270 |
| CA INC | P | 2017-12-13 | 2018-10-05 | $30,510 | $23,220 | $7,290 | $7,290 |
| C&J ENERGY SVCS INC NEW | P | 2017-06-27 | 2018-01-18 | $1,884 | $1,721 | $163 | $163 |
| C&J ENERGY SVCS INC NEW | P | 2017-06-27 | 2018-02-21 | $1,860 | $2,230 | -$370 | -$370 |
| C&J ENERGY SVCS INC NEW | P | 2017-06-27 | 2018-03-27 | $3,984 | $4,971 | -$987 | -$987 |
| C&J ENERGY SVCS INC NEW | P | 2017-10-06 | 2018-08-07 | $6,032 | $7,315 | -$1,283 | -$1,283 |
| C&J ENERGY SVCS INC NEW | P | 2018-07-02 | 2018-09-13 | $8,375 | $9,022 | -$647 | -$647 |
| CABOT OIL & GAS CORP CL A | P | 2017-11-10 | 2018-01-19 | $440 | $461 | -$21 | -$21 |
| CABOT OIL & GAS CORP CL A | P | 2017-07-28 | 2018-02-21 | $15,928 | $17,263 | -$1,335 | -$1,335 |
| CABOT OIL & GAS CORP CL A | P | 2017-11-10 | 2018-02-22 | $19,139 | $22,938 | -$3,799 | -$3,799 |
| CABOT OIL & GAS CORP CL A | P | 2017-12-13 | 2018-02-22 | $1,948 | $2,263 | -$315 | -$315 |
| CABOT OIL & GAS CORP CL A | P | 2018-03-26 | 2018-04-05 | $5,688 | $5,636 | $52 | $52 |
| CABOT OIL & GAS CORP CL A | P | 2018-03-27 | 2018-04-27 | $6,482 | $6,563 | -$81 | -$81 |
| CABOT OIL & GAS CORP CL A | P | 2018-03-26 | 2018-05-07 | $13,648 | $13,745 | -$97 | -$97 |
| CABOT OIL & GAS CORP CL A | P | 2018-03-27 | 2018-05-30 | $17,709 | $18,822 | -$1,113 | -$1,113 |
| CABOT OIL & GAS CORP CL A | P | 2018-03-26 | 2018-06-12 | $5,104 | $5,137 | -$33 | -$33 |
| CABOT OIL & GAS CORP CL A | P | 2018-09-14 | 2018-10-05 | $18,753 | $17,189 | $1,564 | $1,564 |
| CABOT MICROELECTRONICS CORP | P | 2017-11-10 | 2018-01-18 | $9,942 | $9,739 | $203 | $203 |
| CABOT MICROELECTRONICS CORP | P | 2017-11-10 | 2018-03-27 | $4,990 | $4,383 | $607 | $607 |
| CABOT MICROELECTRONICS CORP | P | 2017-11-10 | 2018-10-18 | $17,080 | $17,336 | -$256 | -$256 |
| CACI INTL INC CL A | P | 2017-12-13 | 2018-03-27 | $3,611 | $3,217 | $394 | $394 |
| CACI INTL INC CL A | P | 2017-12-13 | 2018-10-05 | $4,217 | $3,083 | $1,134 | $1,134 |
| CADENCE DESIGN SYSTEMS INC | P | 2017-10-06 | 2018-01-19 | $956 | $853 | $103 | $103 |
| CADENCE DESIGN SYSTEMS INC | P | 2017-11-10 | 2018-01-19 | $5,097 | $4,923 | $174 | $174 |
| CADENCE DESIGN SYSTEMS INC | P | 2017-10-06 | 2018-02-22 | $4,210 | $4,388 | -$178 | -$178 |
| CADENCE DESIGN SYSTEMS INC | P | 2017-10-06 | 2018-03-27 | $23,110 | $25,353 | -$2,243 | -$2,243 |
| CADENCE DESIGN SYSTEMS INC | P | 2018-07-19 | 2018-08-22 | $9,466 | $9,363 | $103 | $103 |
| CADENCE DESIGN SYSTEMS INC | P | 2018-04-27 | 2018-10-05 | $31,165 | $29,255 | $1,910 | $1,910 |
| CADENCE DESIGN SYSTEMS INC | P | 2018-07-19 | 2018-10-05 | $38,647 | $38,647 | $0 | $0 |
| CADENCE DESIGN SYSTEMS INC | P | 2018-08-01 | 2018-10-25 | $2,146 | $1,956 | $190 | $190 |
| CADENCE BANCORPORATION | P | 2017-11-10 | 2018-01-18 | $22,921 | $18,043 | $4,878 | $4,878 |
| CAESARS ENTMT CORP | P | 2018-08-03 | 2018-10-05 | $15,178 | $15,002 | $176 | $176 |
| CAL-MAINE FOODS INC | P | 2018-01-18 | 2018-03-27 | $4,836 | $4,593 | $243 | $243 |
| CAL-MAINE FOODS INC | P | 2017-10-06 | 2018-10-05 | $3,315 | $3,174 | $141 | $141 |
| CAL-MAINE FOODS INC | P | 2018-01-18 | 2018-10-05 | $1,061 | $1,060 | $1 | $1 |
| CALAVO GROWERS INC | P | 2017-11-10 | 2018-01-18 | $1,056 | $857 | $199 | $199 |
| CALAVO GROWERS INC | P | 2017-11-10 | 2018-03-27 | $4,083 | $3,214 | $869 | $869 |
| CALAVO GROWERS INC | P | 2017-11-10 | 2018-10-05 | $16,359 | $12,072 | $4,287 | $4,287 |
| CALERES INC | P | 2017-12-13 | 2018-03-27 | $2,809 | $2,721 | $88 | $88 |
| CALERES INC | P | 2017-12-13 | 2018-10-05 | $10,877 | $10,560 | $317 | $317 |
| CALIFORNIA RESOURCES CORP | P | 2018-03-27 | 2018-10-17 | $10,100 | $4,647 | $5,453 | $5,453 |
| CALIFORNIA WTR SVC GROUP | P | 2017-10-06 | 2018-03-27 | $7,092 | $7,781 | -$689 | -$689 |
| CALLAWAY GOLF CO | P | 2018-03-27 | 2018-10-05 | $13,098 | $9,459 | $3,639 | $3,639 |
| CALLIDUS SOFTWARE INC | P | 2017-04-28 | 2018-04-06 | $360 | $211 | $149 | $149 |
| CALLIDUS SOFTWARE INC | P | 2017-06-27 | 2018-04-06 | $1,440 | $967 | $473 | $473 |
| CALLIDUS SOFTWARE INC | P | 2017-07-27 | 2018-04-06 | $1,080 | $729 | $351 | $351 |
| CALLIDUS SOFTWARE INC | P | 2017-10-06 | 2018-04-06 | $6,408 | $4,606 | $1,802 | $1,802 |
| CALLON PETE CO DEL | P | 2017-03-29 | 2018-03-27 | $495 | $511 | -$16 | -$16 |
| CALLON PETE CO DEL | P | 2017-04-23 | 2018-03-27 | $124 | $113 | $11 | $11 |
| CALLON PETE CO DEL | P | 2017-10-06 | 2018-07-02 | $1,984 | $2,077 | -$93 | -$93 |
| CALLON PETE CO DEL | P | 2017-10-06 | 2018-08-07 | $594 | $582 | $12 | $12 |
| CALPINE CORP NEW | P | 2017-10-06 | 2018-01-19 | $4,859 | $4,796 | $63 | $63 |
| CALPINE CORP NEW | P | 2017-12-13 | 2018-01-19 | $7,273 | $7,293 | -$20 | -$20 |
| CALPINE CORP NEW | P | 2017-09-29 | 2018-02-21 | $11,370 | $11,077 | $293 | $293 |
| CAMBREX CORP | P | 2017-12-13 | 2018-01-18 | $553 | $499 | $54 | $54 |
| CAMBREX CORP | P | 2017-12-13 | 2018-03-27 | $2,815 | $2,697 | $118 | $118 |
| CAMBREX CORP | P | 2017-12-13 | 2018-05-31 | $4,430 | $4,844 | -$414 | -$414 |
| CAMBREX CORP | P | 2017-12-13 | 2018-10-17 | $6,287 | $5,343 | $944 | $944 |
| CAMDEN NATL CORP | P | 2018-03-27 | 2018-08-07 | $7,695 | $7,771 | -$76 | -$76 |
| CAMDEN NATL CORP | P | 2018-07-02 | 2018-08-07 | $10,114 | $10,639 | -$525 | -$525 |
| CAMDEN PPTY TR | P | 2018-02-21 | 2018-10-05 | $37,648 | $32,756 | $4,892 | $4,892 |
| CAMDEN PPTY TR | P | 2018-02-22 | 2018-10-05 | $36,540 | $31,780 | $4,760 | $4,760 |
| CAMPBELL SOUP CO | P | 2017-11-07 | 2018-01-18 | $26,190 | $26,065 | $125 | $125 |
| CAMPBELL SOUP CO | P | 2017-12-13 | 2018-02-22 | $15,761 | $17,538 | -$1,777 | -$1,777 |
| CAMPBELL SOUP CO | P | 2018-01-19 | 2018-02-22 | $3,267 | $3,497 | -$230 | -$230 |
| CAMPBELL SOUP CO | P | 2018-04-27 | 2018-05-30 | $19,018 | $23,086 | -$4,068 | -$4,068 |
| CAMPBELL SOUP CO | P | 2018-03-26 | 2018-06-12 | $19,029 | $23,005 | -$3,976 | -$3,976 |
| CAMPBELL SOUP CO | P | 2018-08-03 | 2018-09-14 | $14,461 | $15,049 | -$588 | -$588 |
| CAMPING WORLD HLDGS INC | P | 2018-03-27 | 2018-04-30 | $5,969 | $6,267 | -$298 | -$298 |
| CAMPING WORLD HLDGS INC | P | 2018-07-02 | 2018-08-07 | $5,671 | $6,281 | -$610 | -$610 |
| CAMPING WORLD HLDGS INC | P | 2018-09-13 | 2018-10-05 | $7,433 | $6,859 | $574 | $574 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-11-17 | 2018-02-26 | $4,362 | $4,410 | -$48 | -$48 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-10-10 | 2018-04-30 | $1,514 | $1,543 | -$29 | -$29 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-10-10 | 2018-05-31 | $2,012 | $2,069 | -$57 | -$57 |
| CANON INC ADR REPSTG 5 SHS | P | 2017-10-10 | 2018-07-02 | $10,570 | $11,608 | -$1,038 | -$1,038 |
| CANTEL MEDICAL CORP CL B CONV | P | 2018-01-18 | 2018-03-27 | $5,059 | $5,052 | $7 | $7 |
| CANTEL MEDICAL CORP CL B CONV | P | 2017-10-06 | 2018-07-02 | $8,867 | $9,014 | -$147 | -$147 |
| CAPELLA ED CO | P | 2017-11-10 | 2018-01-18 | $14,489 | $15,575 | -$1,086 | -$1,086 |
| CAPGEMINI S E | P | 2017-10-10 | 2018-07-09 | $3,975 | $3,529 | $446 | $446 |
| CAPITAL ONE FINL CORP | P | 2018-04-05 | 2018-05-07 | $24,982 | $27,489 | -$2,507 | -$2,507 |
| CAPITOL FED FINL INC | P | 2017-11-10 | 2018-01-18 | $8,164 | $8,151 | $13 | $13 |
| CAPITOL FED FINL INC | P | 2018-04-30 | 2018-10-17 | $10,698 | $10,802 | -$104 | -$104 |
| CAPSTEAD MTG CORP | P | 2018-01-18 | 2018-02-21 | $3,144 | $3,164 | -$20 | -$20 |
| CAPSTEAD MTG CORP | P | 2018-01-18 | 2018-03-27 | $8,419 | $8,486 | -$67 | -$67 |
| CAPSTEAD MTG CORP | P | 2018-01-18 | 2018-04-30 | $300 | $293 | $7 | $7 |
| CAPSTEAD MTG CORP | P | 2018-01-18 | 2018-08-07 | $11,053 | $11,658 | -$605 | -$605 |
| CAPSTEAD MTG CORP | P | 2018-09-13 | 2018-10-05 | $13,608 | $14,861 | -$1,253 | -$1,253 |
| CARA THERAPEUTICS INC | P | 2018-05-31 | 2018-10-17 | $6,259 | $4,812 | $1,447 | $1,447 |
| CARDINAL HEALTH INC | P | 2017-11-07 | 2018-05-07 | $20,166 | $22,915 | -$2,749 | -$2,749 |
| CARDINAL HEALTH INC | P | 2017-11-10 | 2018-05-30 | $12,007 | $13,397 | -$1,390 | -$1,390 |
| CARDINAL HEALTH INC | P | 2017-11-10 | 2018-07-02 | $21,657 | $25,858 | -$4,201 | -$4,201 |
| CARDINAL HEALTH INC | P | 2018-08-03 | 2018-10-05 | $36,364 | $34,277 | $2,087 | $2,087 |
| CARDINAL HEALTH INC | P | 2018-08-22 | 2018-10-05 | $23,912 | $22,833 | $1,079 | $1,079 |
| CARDIOVASCULAR SYS INC DEL | P | 2018-01-18 | 2018-02-21 | $11,494 | $12,955 | -$1,461 | -$1,461 |
| CARDIOVASCULAR SYS INC DEL | P | 2018-05-31 | 2018-10-17 | $11,247 | $9,142 | $2,105 | $2,105 |
| CAREER ED CORP | P | 2018-01-18 | 2018-03-27 | $5,325 | $4,938 | $387 | $387 |
| CAREER ED CORP | P | 2018-01-18 | 2018-10-17 | $8,530 | $7,524 | $1,006 | $1,006 |
| CAREDX INC | P | 2018-10-18 | 2018-10-31 | $1,449 | $1,415 | $34 | $34 |
| CAREDX INC | P | 2018-10-18 | 2018-11-08 | $2,579 | $2,325 | $254 | $254 |
| CARETRUST REIT INC | P | 2018-03-27 | 2018-04-30 | $883 | $891 | -$8 | -$8 |
| CARETRUST REIT INC | P | 2018-03-27 | 2018-10-05 | $14,322 | $11,150 | $3,172 | $3,172 |
| CARGURUS INC | P | 2018-08-07 | 2018-10-05 | $8,850 | $8,306 | $544 | $544 |
| CARLISLE COS INC | P | 2017-12-13 | 2018-02-22 | $17,433 | $18,633 | -$1,200 | -$1,200 |
| CARLISLE COS INC | P | 2018-03-27 | 2018-10-05 | $17,899 | $16,079 | $1,820 | $1,820 |
| CARLSBERG AS | P | 2018-03-27 | 2018-04-30 | $11,769 | $12,532 | -$763 | -$763 |
| CARLSBERG AS | P | 2017-10-10 | 2018-07-09 | $2,985 | $2,769 | $216 | $216 |
| CARMAX INC | P | 2018-01-19 | 2018-02-22 | $1,475 | $1,689 | -$214 | -$214 |
| CARMAX INC | P | 2017-04-28 | 2018-03-26 | $4,213 | $4,094 | $119 | $119 |
| CARMAX INC | P | 2018-01-19 | 2018-03-27 | $9,721 | $11,330 | -$1,609 | -$1,609 |
| CARMAX INC | P | 2018-04-27 | 2018-10-17 | $18,395 | $16,517 | $1,878 | $1,878 |
| CARNIVAL CORP PAIRED CTF 1 COM | P | 2018-04-05 | 2018-06-12 | $10,742 | $11,358 | -$616 | -$616 |
| CARNIVAL PLC ADR | P | 2018-03-27 | 2018-04-30 | $17,689 | $17,978 | -$289 | -$289 |
| CARNIVAL PLC ADR | P | 2018-07-02 | 2018-09-12 | $2,651 | $2,459 | $192 | $192 |
| CARPENTER TECHNOLOGY CORP | P | 2017-10-06 | 2018-03-27 | $8,271 | $9,401 | -$1,130 | -$1,130 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-18 | 2018-10-29 | $7,801 | $7,801 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-15 | 2018-10-31 | $1,439 | $1,439 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-18 | 2018-10-31 | $3,955 | $3,955 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-18 | 2018-10-31 | $5,120 | $5,120 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-02 | 2018-11-01 | $1,492 | $1,492 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-18 | 2018-11-01 | $2,106 | $2,106 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-09-18 | 2018-11-05 | $1,561 | $1,561 | $0 | $0 |
| CARPENTER TECHNOLOGY CORP | P | 2018-10-18 | 2018-11-05 | $4,085 | $4,085 | $0 | $0 |
| CARREFOUR SA | P | 2018-03-27 | 2018-04-30 | $2,628 | $2,655 | -$27 | -$27 |
| CARREFOUR SA | P | 2017-11-17 | 2018-05-31 | $5,668 | $6,086 | -$418 | -$418 |
| CARREFOUR SA | P | 2017-12-19 | 2018-05-31 | $4,967 | $5,623 | -$656 | -$656 |
| CARREFOUR SA | P | 2018-03-27 | 2018-05-31 | $6,323 | $7,245 | -$922 | -$922 |
| CARREFOUR SA | P | 2017-11-17 | 2018-07-02 | $6,503 | $7,930 | -$1,427 | -$1,427 |
| CARRIZO OIL & GAS INC | P | 2017-05-28 | 2018-02-21 | $53 | $75 | -$22 | -$22 |
| CARRIZO OIL & GAS INC | P | 2017-12-13 | 2018-03-27 | $3,997 | $5,092 | -$1,095 | -$1,095 |
| CARS COM INC | P | 2017-12-13 | 2018-03-27 | $4,778 | $4,596 | $182 | $182 |
| CARS COM INC | P | 2017-12-13 | 2018-05-31 | $1,239 | $1,333 | -$94 | -$94 |
| CARS COM INC | P | 2017-12-13 | 2018-09-13 | $9,434 | $9,601 | -$167 | -$167 |
| CARTER INC | P | 2017-10-06 | 2018-01-19 | $1,689 | $1,337 | $352 | $352 |
| CARTER INC | P | 2017-11-10 | 2018-01-19 | $4,101 | $3,446 | $655 | $655 |
| CARTER INC | P | 2017-10-06 | 2018-10-05 | $22,075 | $21,778 | $297 | $297 |
| CARVANA CO | P | 2018-07-02 | 2018-10-17 | $7,527 | $7,115 | $412 | $412 |
| CASEYS GENERAL STORES INC | P | 2017-09-29 | 2018-02-21 | $4,941 | $4,723 | $218 | $218 |
| CASEYS GENERAL STORES INC | P | 2018-01-19 | 2018-02-22 | $12,664 | $13,681 | -$1,017 | -$1,017 |
| CASEYS GENERAL STORES INC | P | 2017-09-29 | 2018-05-07 | $12,991 | $14,169 | -$1,178 | -$1,178 |
| CATALENT INC | P | 2017-10-06 | 2018-03-27 | $7,199 | $7,552 | -$353 | -$353 |
| CATALENT INC | P | 2018-01-18 | 2018-03-27 | $4,665 | $4,948 | -$283 | -$283 |
| CATALENT INC | P | 2017-10-06 | 2018-05-31 | $3,156 | $3,375 | -$219 | -$219 |
| CATALENT INC | P | 2017-10-06 | 2018-07-02 | $2,987 | $3,038 | -$51 | -$51 |
| CATERPILLAR INC | P | 2018-04-05 | 2018-07-19 | $14,521 | $15,389 | -$868 | -$868 |
| CATERPILLAR INC | P | 2018-08-22 | 2018-10-05 | $8,701 | $7,983 | $718 | $718 |
| CATCHMARK TIMBER TR INC | P | 2017-10-06 | 2018-01-18 | $664 | $645 | $19 | $19 |
| CATCHMARK TIMBER TR INC | P | 2017-10-06 | 2018-02-21 | $1,378 | $1,379 | -$1 | -$1 |
| CATCHMARK TIMBER TR INC | P | 2017-06-27 | 2018-03-27 | $1,851 | $1,644 | $207 | $207 |
| CATCHMARK TIMBER TR INC | P | 2017-07-27 | 2018-03-27 | $250 | $225 | $25 | $25 |
| CATCHMARK TIMBER TR INC | P | 2017-10-06 | 2018-03-27 | $6,680 | $6,686 | -$6 | -$6 |
| CATO CORP NEW CL A | P | 2018-03-27 | 2018-10-05 | $6,438 | $5,119 | $1,319 | $1,319 |
| CAVCO INDS INC DEL | P | 2017-10-06 | 2018-01-18 | $641 | $607 | $34 | $34 |
| CAVCO INDS INC DEL | P | 2017-10-06 | 2018-03-27 | $6,071 | $5,313 | $758 | $758 |
| CAVCO INDS INC DEL | P | 2017-10-06 | 2018-10-05 | $19,464 | $12,904 | $6,560 | $6,560 |
| CAVIUM INC | P | 2017-12-13 | 2018-04-27 | $11,023 | $12,216 | -$1,193 | -$1,193 |
| CAVIUM INC | P | 2018-05-30 | 2018-07-06 | $10,394 | $10,119 | $275 | $275 |
| CEDAR SHOPPING CTRS INC NEW | P | 2018-07-02 | 2018-08-07 | $932 | $967 | -$35 | -$35 |
| CEDAR SHOPPING CTRS INC NEW | P | 2018-07-02 | 2018-09-13 | $9,690 | $9,905 | -$215 | -$215 |
| CELANESE CORP DEL SER A | P | 2018-01-19 | 2018-02-22 | $1,956 | $1,956 | $0 | $0 |
| CELANESE CORP DEL SER A | P | 2017-09-29 | 2018-03-26 | $18,440 | $19,610 | -$1,170 | -$1,170 |
| CELANESE CORP DEL SER A | P | 2018-01-18 | 2018-03-26 | $1,864 | $2,163 | -$299 | -$299 |
| CELANESE CORP DEL SER A | P | 2018-02-21 | 2018-03-26 | $1,667 | $1,764 | -$97 | -$97 |
| CELANESE CORP DEL SER A | P | 2017-12-13 | 2018-03-27 | $5,097 | $5,505 | -$408 | -$408 |
| CELANESE CORP DEL SER A | P | 2018-01-19 | 2018-03-27 | $999 | $1,130 | -$131 | -$131 |
| CELANESE CORP DEL SER A | P | 2018-02-21 | 2018-04-05 | $3,268 | $3,321 | -$53 | -$53 |
| CELGENE CORP COM | P | 2017-12-12 | 2018-02-21 | $8,890 | $10,183 | -$1,293 | -$1,293 |
| CELGENE CORP COM | P | 2017-12-12 | 2018-05-07 | $5,233 | $6,789 | -$1,556 | -$1,556 |
| CELGENE CORP COM | P | 2018-03-26 | 2018-07-19 | $769 | $781 | -$12 | -$12 |
| CELLECTIS | P | 2018-03-27 | 2018-04-30 | $3,591 | $3,981 | -$390 | -$390 |
| CELLECTIS | P | 2018-07-09 | 2018-08-09 | $1,968 | $2,010 | -$42 | -$42 |
| CEMEX S A ADR | P | 2017-12-19 | 2018-02-26 | $4,816 | $5,100 | -$284 | -$284 |
| CEMEX S A ADR | P | 2017-12-19 | 2018-03-27 | $8,889 | $9,591 | -$702 | -$702 |
| CEMEX S A ADR | P | 2018-04-30 | 2018-05-31 | $4,138 | $4,420 | -$282 | -$282 |
| CEMEX S A ADR | P | 2018-04-30 | 2018-07-09 | $5,303 | $4,751 | $552 | $552 |
| CENTERPOINT ENERGY INC | P | 2018-01-19 | 2018-02-22 | $40,720 | $41,746 | -$1,026 | -$1,026 |
| CENTERPOINT ENERGY INC | P | 2018-03-26 | 2018-05-07 | $16,319 | $16,302 | $17 | $17 |
| CENTERPOINT ENERGY INC | P | 2018-03-26 | 2018-10-05 | $7,940 | $7,697 | $243 | $243 |
| CENTERPOINT ENERGY INC | P | 2018-05-30 | 2018-10-05 | $30,220 | $28,792 | $1,428 | $1,428 |
| CENTERPOINT ENERGY INC | P | 2018-06-12 | 2018-10-05 | $18,968 | $17,823 | $1,145 | $1,145 |
| CENTERSTATE BKS FLA INC | P | 2017-11-10 | 2018-01-18 | $34,614 | $34,216 | $398 | $398 |
| CENTRAIS ELETRICAS BRASILEIRAS S A | P | 2018-04-30 | 2018-05-31 | $2,728 | $3,889 | -$1,161 | -$1,161 |
| CENTRAL GARDEN & PET CO | P | 2018-01-18 | 2018-03-27 | $4,487 | $3,997 | $490 | $490 |
| CENTRAL GARDEN & PET CO | P | 2018-01-18 | 2018-10-17 | $11,139 | $12,289 | -$1,150 | -$1,150 |
| CENTRAL GARDEN & PET CO CL A | P | 2017-12-13 | 2018-01-18 | $12,810 | $13,346 | -$536 | -$536 |
| CENTRAL GARDEN & PET CO CL A | P | 2018-10-18 | 2018-11-28 | $1,344 | $1,445 | -$101 | -$101 |
| CENTRAL PAC FINL CORP | P | 2017-03-29 | 2018-03-27 | $4,782 | $5,005 | -$223 | -$223 |
| CENTRAL PAC FINL CORP | P | 2017-12-13 | 2018-03-27 | $11,291 | $12,219 | -$928 | -$928 |
| CENTRAL PAC FINL CORP | P | 2018-08-07 | 2018-10-05 | $19,928 | $21,143 | -$1,215 | -$1,215 |
| CENTRAL PAC FINL CORP | P | 2018-09-13 | 2018-10-05 | $4,890 | $5,135 | -$245 | -$245 |
| CENTRAL VALLEY CMNTY BANCORP | P | 2018-07-02 | 2018-08-07 | $5,648 | $5,732 | -$84 | -$84 |
| CENTRICA PLC SPONSORED ADR NEW | P | 2018-02-26 | 2018-03-27 | $4,174 | $4,349 | -$175 | -$175 |
| CENTRICA PLC SPONSORED ADR NEW | P | 2018-07-09 | 2018-08-09 | $2,456 | $2,830 | -$374 | -$374 |
| CENTURY ALUM CO | P | 2017-12-13 | 2018-01-18 | $147 | $111 | $36 | $36 |
| CENTURY ALUM CO | P | 2017-12-13 | 2018-03-27 | $2,048 | $1,912 | $136 | $136 |
| CENTURY ALUM CO | P | 2017-12-13 | 2018-07-02 | $4,965 | $5,167 | -$202 | -$202 |
| CENTURY ALUM CO | P | 2018-09-13 | 2018-10-17 | $5,691 | $6,477 | -$786 | -$786 |
| CENTURY CASINOS INC | P | 2017-07-27 | 2018-01-18 | $439 | $343 | $96 | $96 |
| CENTURY CASINOS INC | P | 2017-07-27 | 2018-03-27 | $9,046 | $9,050 | -$4 | -$4 |
| CENTURYLINK INC | P | 2017-12-12 | 2018-03-26 | $11,173 | $11,051 | $122 | $122 |
| CENTURYLINK INC | P | 2018-05-07 | 2018-06-12 | $43,584 | $45,141 | -$1,557 | -$1,557 |
| CENTURYLINK INC | P | 2018-04-27 | 2018-07-02 | $2,986 | $3,056 | -$70 | -$70 |
| CENTURYLINK INC | P | 2017-12-13 | 2018-10-05 | $29,121 | $22,626 | $6,495 | $6,495 |
| CENTURYLINK INC | P | 2018-01-19 | 2018-10-05 | $2,425 | $1,924 | $501 | $501 |
| CENTURYLINK INC | P | 2018-08-03 | 2018-10-05 | $12,867 | $11,133 | $1,734 | $1,734 |
| CENTURYLINK INC | P | 2018-08-22 | 2018-10-05 | $29,099 | $29,849 | -$750 | -$750 |
| CERNER CORP | P | 2017-12-13 | 2018-02-22 | $1,583 | $1,747 | -$164 | -$164 |
| CERNER CORP | P | 2017-12-13 | 2018-03-27 | $12,929 | $15,579 | -$2,650 | -$2,650 |
| CERNER CORP | P | 2018-04-27 | 2018-10-05 | $36,448 | $33,849 | $2,599 | $2,599 |
| CERNER CORP | P | 2018-07-19 | 2018-10-05 | $43,025 | $40,833 | $2,192 | $2,192 |
| CERUS CORP | P | 2018-03-27 | 2018-04-30 | $4,598 | $4,840 | -$242 | -$242 |
| CEVA INC | P | 2017-12-13 | 2018-01-18 | $2,314 | $2,212 | $102 | $102 |
| CEVA INC | P | 2017-12-13 | 2018-02-21 | $11,473 | $14,086 | -$2,613 | -$2,613 |
| CHANGYOU COM LTD | P | 2017-05-15 | 2018-02-26 | $143 | $157 | -$14 | -$14 |
| CHANGYOU COM LTD | P | 2018-07-09 | 2018-08-09 | $1,718 | $2,005 | -$287 | -$287 |
| CHARLES RIV LABORATORIES INTL INC | P | 2018-03-27 | 2018-05-30 | $15,655 | $15,788 | -$133 | -$133 |
| CHART INDS INC | P | 2018-03-27 | 2018-04-30 | $869 | $897 | -$28 | -$28 |
| CHART INDS INC | P | 2018-03-27 | 2018-10-17 | $10,133 | $9,026 | $1,107 | $1,107 |
| CHARTER COMMUNICATIONS INC NEW | P | 2018-04-05 | 2018-05-07 | $5,528 | $6,281 | -$753 | -$753 |
| CHARTER COMMUNICATIONS INC NEW | P | 2018-07-19 | 2018-10-05 | $15,103 | $14,029 | $1,074 | $1,074 |
| CHASE CORP | P | 2018-03-27 | 2018-04-30 | $7,601 | $7,859 | -$258 | -$258 |
| CHASE CORP | P | 2018-05-31 | 2018-07-02 | $8,023 | $8,333 | -$310 | -$310 |
| CHEESECAKE FACTORY INC | P | 2017-10-06 | 2018-01-18 | $1,776 | $1,532 | $244 | $244 |
| CHEESECAKE FACTORY INC | P | 2017-10-06 | 2018-03-27 | $4,145 | $3,560 | $585 | $585 |
| CHEESECAKE FACTORY INC | P | 2017-10-06 | 2018-10-05 | $18,854 | $15,111 | $3,743 | $3,743 |
| CHEETAH MOBILE INC | P | 2017-10-10 | 2018-07-09 | $5,660 | $4,822 | $838 | $838 |
| CHEGG INC | P | 2017-10-06 | 2018-01-18 | $48 | $46 | $2 | $2 |
| CHEGG INC | P | 2017-10-06 | 2018-03-27 | $4,629 | $3,237 | $1,392 | $1,392 |
| CHEGG INC | P | 2017-10-06 | 2018-10-05 | $2,460 | $1,403 | $1,057 | $1,057 |
| CHEMED CORP | P | 2018-01-18 | 2018-03-27 | $5,310 | $4,984 | $326 | $326 |
| CHEMED CORP | P | 2017-10-06 | 2018-10-05 | $20,116 | $13,004 | $7,112 | $7,112 |
| CHEMICAL FINANCIAL CORP | P | 2017-10-06 | 2018-03-27 | $1,298 | $1,265 | $33 | $33 |
| CHEMICAL FINANCIAL CORP | P | 2017-11-10 | 2018-10-18 | $8,544 | $8,798 | -$254 | -$254 |
| CHEMOURS CO | P | 2018-02-21 | 2018-03-26 | $14,857 | $15,883 | -$1,026 | -$1,026 |
| CHEMOURS CO | P | 2018-04-27 | 2018-05-30 | $4,313 | $4,312 | $1 | $1 |
| CHEMOURS CO | P | 2017-12-13 | 2018-07-02 | $5,695 | $6,175 | -$480 | -$480 |
| CHEMOURS CO | P | 2018-04-27 | 2018-07-02 | $3,154 | $3,610 | -$456 | -$456 |
| CHEMOURS CO | P | 2018-08-03 | 2018-10-05 | $9,088 | $10,985 | -$1,897 | -$1,897 |
| CHEMOURS CO | P | 2018-08-22 | 2018-10-05 | $15,851 | $17,871 | -$2,020 | -$2,020 |
| CHENIERE ENERGY INC NEW | P | 2018-02-21 | 2018-03-26 | $16,173 | $18,101 | -$1,928 | -$1,928 |
| CHENIERE ENERGY INC NEW | P | 2018-02-22 | 2018-03-27 | $2,858 | $3,009 | -$151 | -$151 |
| CHENIERE ENERGY INC NEW | P | 2017-12-13 | 2018-10-17 | $26,552 | $20,358 | $6,194 | $6,194 |
| CHESAPEAKE ENERGY CORP | P | 2017-12-13 | 2018-02-22 | $6,663 | $8,033 | -$1,370 | -$1,370 |
| CHESAPEAKE LODGING TR | P | 2017-10-06 | 2018-01-18 | $83 | $83 | $0 | $0 |
| CHESAPEAKE LODGING TR | P | 2017-10-06 | 2018-02-21 | $2,541 | $2,679 | -$138 | -$138 |
| CHESAPEAKE LODGING TR | P | 2017-10-06 | 2018-03-27 | $21,726 | $22,342 | -$616 | -$616 |
| CHESAPEAKE UTILS CORP | P | 2017-12-14 | 2018-02-21 | $14,045 | $16,526 | -$2,481 | -$2,481 |
| CHESAPEAKE UTILS CORP | P | 2017-12-14 | 2018-03-27 | $6,399 | $7,578 | -$1,179 | -$1,179 |
| CHESAPEAKE UTILS CORP | P | 2018-01-18 | 2018-10-17 | $7,221 | $6,153 | $1,068 | $1,068 |
| CHESAPEAKE UTILS CORP | P | 2018-04-30 | 2018-10-17 | $5,826 | $5,419 | $407 | $407 |
| CHESAPEAKE UTILS CORP | P | 2018-08-07 | 2018-10-17 | $985 | $1,002 | -$17 | -$17 |
| CHEVRONTEXACO CORP | P | 2018-01-18 | 2018-05-07 | $4,851 | $5,010 | -$159 | -$159 |
| CHEVRONTEXACO CORP | P | 2018-04-05 | 2018-08-22 | $2,744 | $2,696 | $48 | $48 |
| CHEVRONTEXACO CORP | P | 2017-11-07 | 2018-10-05 | $5,370 | $5,021 | $349 | $349 |
| CHEVRONTEXACO CORP | P | 2018-02-21 | 2018-10-05 | $15,612 | $13,909 | $1,703 | $1,703 |
| CHEVRONTEXACO CORP | P | 2018-03-26 | 2018-10-05 | $26,477 | $24,276 | $2,201 | $2,201 |
| CHEVRONTEXACO CORP | P | 2018-04-05 | 2018-10-05 | $2,623 | $2,462 | $161 | $161 |
| CHICAGO BRIDGE & IRON-NY SHR | P | 2017-06-27 | 2018-01-18 | $759 | $731 | $28 | $28 |
| CHICAGO BRIDGE & IRON-NY SHR | P | 2017-06-27 | 2018-03-27 | $3,485 | $3,987 | -$502 | -$502 |
| CHICAGO BRIDGE & IRON-NY SHR | P | 2017-06-27 | 2018-04-30 | $4,079 | $4,901 | -$822 | -$822 |
| CHICOS FAS INC | P | 2017-12-13 | 2018-03-27 | $2,258 | $2,320 | -$62 | -$62 |
| CHICOS FAS INC | P | 2018-02-21 | 2018-03-27 | $6,447 | $6,717 | -$270 | -$270 |
| CHICOS FAS INC | P | 2017-12-13 | 2018-05-31 | $1,569 | $1,752 | -$183 | -$183 |
| CHICOS FAS INC | P | 2017-12-13 | 2018-09-13 | $5,974 | $6,541 | -$567 | -$567 |
| CHICOS FAS INC | P | 2018-07-02 | 2018-09-13 | $2,476 | $2,404 | $72 | $72 |
| CHILDREN'S PLACE | P | 2018-01-18 | 2018-03-27 | $5,719 | $6,885 | -$1,166 | -$1,166 |
| CHILDREN'S PLACE | P | 2017-10-06 | 2018-10-05 | $4,956 | $4,461 | $495 | $495 |
| CHINA CONSTR BK CORP | P | 2018-02-26 | 2018-03-27 | $6,470 | $6,697 | -$227 | -$227 |
| CHINA CONSTR BK CORP | P | 2018-01-23 | 2018-04-30 | $12,005 | $12,816 | -$811 | -$811 |
| CHINA CONSTR BK CORP | P | 2018-02-26 | 2018-04-30 | $2,208 | $2,291 | -$83 | -$83 |
| CHINA CONSTR BK CORP | P | 2018-02-26 | 2018-08-09 | $13,974 | $16,885 | -$2,911 | -$2,911 |
| CHIMERA INVT CORP | P | 2017-12-13 | 2018-01-19 | $16,297 | $17,209 | -$912 | -$912 |
| CHIMERA INVT CORP | P | 2018-02-21 | 2018-10-05 | $24,460 | $23,962 | $498 | $498 |
| CHIMERIX INC | P | 2018-07-02 | 2018-08-07 | $7,378 | $8,372 | -$994 | -$994 |
| CHINA EASTN AIRLS LTD SPONSORED | P | 2018-01-23 | 2018-03-27 | $5,105 | $5,570 | -$465 | -$465 |
| CHINA EASTN AIRLS LTD SPONSORED | P | 2018-07-02 | 2018-08-09 | $7,329 | $7,772 | -$443 | -$443 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2017-11-17 | 2018-01-23 | $8,470 | $8,693 | -$223 | -$223 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2017-05-15 | 2018-04-30 | $3,427 | $3,867 | -$440 | -$440 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2017-06-27 | 2018-04-30 | $2,631 | $2,857 | -$226 | -$226 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2017-11-17 | 2018-04-30 | $9,342 | $11,310 | -$1,968 | -$1,968 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2018-02-26 | 2018-04-30 | $5,901 | $6,341 | -$440 | -$440 |
| CHINA LIFE INS CO LTD SPONSORED | P | 2018-03-27 | 2018-07-02 | $6,554 | $7,365 | -$811 | -$811 |
| CHINA SOUTHN AIRLS LTD SPONSORED | P | 2017-10-10 | 2018-07-09 | $1,960 | $1,818 | $142 | $142 |
| CHINA SOUTHN AIRLS LTD SPONSORED | P | 2017-10-10 | 2018-09-12 | $2,283 | $2,657 | -$374 | -$374 |
| CHINA SOUTHN AIRLS LTD SPONSORED | P | 2018-08-09 | 2018-09-12 | $9,671 | $11,343 | -$1,672 | -$1,672 |
| CHINA MOBILE HONG KONG LTD | P | 2017-10-10 | 2018-02-26 | $9,697 | $10,388 | -$691 | -$691 |
| CHINA MOBILE HONG KONG LTD | P | 2017-12-19 | 2018-03-27 | $63,875 | $68,287 | -$4,412 | -$4,412 |
| CHINA MOBILE HONG KONG LTD | P | 2018-04-30 | 2018-05-31 | $27,753 | $29,677 | -$1,924 | -$1,924 |
| CHINA MOBILE HONG KONG LTD | P | 2018-04-30 | 2018-08-09 | $55,845 | $58,684 | -$2,839 | -$2,839 |
| CHINA PETE & CHEM CORP SPONSORED | P | 2017-12-19 | 2018-07-09 | $18,162 | $14,403 | $3,759 | $3,759 |
| CHINA PETE & CHEM CORP SPONSORED | P | 2018-08-09 | 2018-09-12 | $4,095 | $4,060 | $35 | $35 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2017-12-19 | 2018-02-26 | $12,816 | $13,730 | -$914 | -$914 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2018-04-30 | 2018-05-31 | $8,363 | $8,792 | -$429 | -$429 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2018-04-30 | 2018-08-09 | $9,657 | $10,200 | -$543 | -$543 |
| CHINA TELECOM CORP LTD SPONSORED | P | 2018-07-02 | 2018-09-12 | $1,181 | $1,104 | $77 | $77 |
| CHINA DISTANCE ED HLDGS LTD | P | 2017-12-19 | 2018-01-23 | $3,862 | $3,926 | -$64 | -$64 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2017-11-17 | 2018-01-23 | $6,898 | $7,160 | -$262 | -$262 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2017-04-21 | 2018-03-27 | $634 | $660 | -$26 | -$26 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2017-11-17 | 2018-03-27 | $5,721 | $6,755 | -$1,034 | -$1,034 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $8,385 | $8,627 | -$242 | -$242 |
| CHINA UNICOM LTD SPONSORED ADR | P | 2018-04-30 | 2018-07-02 | $14,548 | $16,629 | -$2,081 | -$2,081 |
| CHINA MERCHANTS BK CO LTD | P | 2018-05-31 | 2018-07-02 | $8,319 | $9,883 | -$1,564 | -$1,564 |
| CHINA RAPID FIN LTD | P | 2018-03-27 | 2018-04-30 | $3,361 | $3,937 | -$576 | -$576 |
| CHIPOTLE MEXICAN GRILL INC CL A | P | 2018-02-21 | 2018-03-26 | $12,146 | $11,904 | $242 | $242 |
| CHIPOTLE MEXICAN GRILL INC CL A | P | 2017-11-10 | 2018-10-05 | $23,664 | $14,811 | $8,853 | $8,853 |
| CHIPOTLE MEXICAN GRILL INC CL A | P | 2018-04-05 | 2018-10-05 | $21,873 | $16,298 | $5,575 | $5,575 |
| CHIPMOS TECHNOLOGIES INC | P | 2018-07-09 | 2018-09-12 | $1,940 | $2,197 | -$257 | -$257 |
| CHUNGHWA TELECOM CO LTD | P | 2018-03-27 | 2018-04-30 | $18,269 | $18,418 | -$149 | -$149 |
| CHUNGHWA TELECOM CO LTD | P | 2018-02-26 | 2018-05-31 | $3,437 | $3,581 | -$144 | -$144 |
| CHUNGHWA TELECOM CO LTD | P | 2018-02-26 | 2018-07-02 | $714 | $754 | -$40 | -$40 |
| CHUNGHWA TELECOM CO LTD | P | 2018-08-09 | 2018-09-12 | $12,263 | $12,015 | $248 | $248 |
| CHURCH & DWIGHT INC | P | 2017-12-13 | 2018-03-27 | $9,124 | $9,078 | $46 | $46 |
| CHURCH & DWIGHT INC | P | 2018-03-26 | 2018-05-07 | $4,190 | $4,193 | -$3 | -$3 |
| CHURCH & DWIGHT INC | P | 2017-12-13 | 2018-05-30 | $1,448 | $1,449 | -$1 | -$1 |
| CHURCH & DWIGHT INC | P | 2017-12-13 | 2018-10-05 | $18,918 | $15,451 | $3,467 | $3,467 |
| CHURCH & DWIGHT INC | P | 2018-02-22 | 2018-10-05 | $9,932 | $8,086 | $1,846 | $1,846 |
| CHURCH & DWIGHT INC | P | 2018-03-26 | 2018-10-05 | $43,130 | $34,341 | $8,789 | $8,789 |
| CHURCHILL DOWNS INC | P | 2017-10-06 | 2018-01-18 | $4,288 | $3,540 | $748 | $748 |
| CHURCHILL DOWNS INC | P | 2017-10-06 | 2018-03-27 | $5,723 | $4,789 | $934 | $934 |
| CIELO S A | P | 2017-10-10 | 2018-03-27 | $3,903 | $4,287 | -$384 | -$384 |
| CIELO S A | P | 2017-12-19 | 2018-03-27 | $3,599 | $4,121 | -$522 | -$522 |
| CIELO S A | P | 2018-04-30 | 2018-05-31 | $11,375 | $14,028 | -$2,653 | -$2,653 |
| CIELO S A | P | 2018-07-09 | 2018-08-09 | $2,930 | $3,261 | -$331 | -$331 |
| CIENA CORP NEW | P | 2018-10-18 | 2018-11-15 | $5,273 | $4,885 | $388 | $388 |
| CIMAREX ENERGY CO | P | 2017-10-06 | 2018-03-27 | $18,359 | $22,411 | -$4,052 | -$4,052 |
| CIMAREX ENERGY CO | P | 2018-02-22 | 2018-03-27 | $3,691 | $3,742 | -$51 | -$51 |
| CIMAREX ENERGY CO | P | 2018-09-14 | 2018-10-18 | $18,022 | $18,338 | -$316 | -$316 |
| CINCINNATI BELL INC NEW | P | 2017-02-21 | 2018-01-18 | $1,599 | $1,796 | -$197 | -$197 |
| CINCINNATI BELL INC NEW | P | 2017-03-29 | 2018-01-18 | $3,021 | $2,993 | $28 | $28 |
| CINCINNATI BELL INC NEW | P | 2018-03-27 | 2018-05-31 | $5,921 | $6,884 | -$963 | -$963 |
| CINCINNATI BELL INC NEW | P | 2018-07-02 | 2018-08-07 | $7,692 | $8,925 | -$1,233 | -$1,233 |
| CINCINNATI BELL INC NEW | P | 2018-09-13 | 2018-10-05 | $6,738 | $6,396 | $342 | $342 |
| CINCINNATI FINANCIAL CORP | P | 2017-12-13 | 2018-03-27 | $3,255 | $3,262 | -$7 | -$7 |
| CINCINNATI FINANCIAL CORP | P | 2017-12-13 | 2018-04-27 | $2,788 | $2,891 | -$103 | -$103 |
| CINCINNATI FINANCIAL CORP | P | 2017-12-13 | 2018-07-02 | $23,020 | $25,575 | -$2,555 | -$2,555 |
| CINCINNATI FINANCIAL CORP | P | 2018-05-30 | 2018-07-02 | $11,010 | $11,601 | -$591 | -$591 |
| CINCINNATI FINANCIAL CORP | P | 2018-08-03 | 2018-10-05 | $17,530 | $17,192 | $338 | $338 |
| CINCINNATI FINANCIAL CORP | P | 2018-08-03 | 2018-10-05 | $7,689 | $7,545 | $144 | $144 |
| CINEMARK HLDGS INC | P | 2017-12-13 | 2018-01-19 | $9,779 | $10,214 | -$435 | -$435 |
| CINEMARK HLDGS INC | P | 2018-02-22 | 2018-03-27 | $12,296 | $12,873 | -$577 | -$577 |
| CIRCOR INTL INC | P | 2018-03-27 | 2018-07-02 | $5,879 | $6,807 | -$928 | -$928 |
| CIRCOR INTL INC | P | 2018-08-07 | 2018-09-13 | $9,110 | $8,967 | $143 | $143 |
| CIRRUS LOGIC INC | P | 2017-02-21 | 2018-02-21 | $1,875 | $2,376 | -$501 | -$501 |
| CIRRUS LOGIC INC | P | 2017-10-06 | 2018-03-27 | $7,976 | $10,362 | -$2,386 | -$2,386 |
| CIRRUS LOGIC INC | P | 2018-01-18 | 2018-03-27 | $4,802 | $6,328 | -$1,526 | -$1,526 |
| CIRRUS LOGIC INC | P | 2018-04-30 | 2018-05-31 | $3,203 | $3,167 | $36 | $36 |
| CIRRUS LOGIC INC | P | 2018-04-30 | 2018-07-02 | $913 | $894 | $19 | $19 |
| CIRRUS LOGIC INC | P | 2018-04-30 | 2018-10-18 | $14,773 | $14,753 | $20 | $20 |
| CISCO SYSTEM INC | P | 2018-02-21 | 2018-03-26 | $2,148 | $2,169 | -$21 | -$21 |
| CISCO SYSTEM INC | P | 2018-02-21 | 2018-04-05 | $17,582 | $18,590 | -$1,008 | -$1,008 |
| CISCO SYSTEM INC | P | 2018-05-07 | 2018-06-12 | $48,149 | $50,568 | -$2,419 | -$2,419 |
| CISCO SYSTEM INC | P | 2017-11-07 | 2018-10-05 | $45,554 | $32,577 | $12,977 | $12,977 |
| CISCO SYSTEM INC | P | 2018-07-19 | 2018-10-05 | $21,939 | $19,449 | $2,490 | $2,490 |
| CINTAS CORP | P | 2017-12-13 | 2018-10-05 | $15,189 | $12,324 | $2,865 | $2,865 |
| CITIGROUP INC | P | 2017-11-07 | 2018-03-26 | $4,717 | $4,953 | -$236 | -$236 |
| CITIZENS FINL GROUP INC | P | 2018-01-19 | 2018-03-27 | $2,663 | $2,922 | -$259 | -$259 |
| CITIZENS FINL GROUP INC | P | 2017-12-13 | 2018-04-27 | $1,522 | $1,510 | $12 | $12 |
| CITIZENS FINL GROUP INC | P | 2017-12-13 | 2018-07-02 | $6,809 | $7,339 | -$530 | -$530 |
| CITIZENS FINL GROUP INC | P | 2018-05-30 | 2018-07-02 | $10,856 | $11,320 | -$464 | -$464 |
| CITIZENS FINL GROUP INC | P | 2017-10-03 | 2018-07-19 | $5,228 | $4,995 | $233 | $233 |
| CITIZENS FINL GROUP INC | P | 2017-12-12 | 2018-07-19 | $30,517 | $31,433 | -$916 | -$916 |
| CITIZENS FINL GROUP INC | P | 2018-09-14 | 2018-10-05 | $10,424 | $10,808 | -$384 | -$384 |
| CITRIX SYS INC | P | 2017-11-10 | 2018-10-05 | $26,981 | $21,172 | $5,809 | $5,809 |
| CITY HLDG CO | P | 2017-11-13 | 2018-03-27 | $10,688 | $10,127 | $561 | $561 |
| CITY HLDG CO | P | 2017-11-13 | 2018-10-18 | $24,927 | $22,162 | $2,765 | $2,765 |
| CITY OFFICE REIT INC | P | 2017-04-28 | 2018-02-21 | $10,846 | $12,553 | -$1,707 | -$1,707 |
| CITY OFFICE REIT INC | P | 2017-07-27 | 2018-02-21 | $1,264 | $1,490 | -$226 | -$226 |
| CITY OFFICE REIT INC | P | 2018-01-18 | 2018-03-27 | $3,481 | $3,639 | -$158 | -$158 |
| CITY OFFICE REIT INC | P | 2018-01-18 | 2018-04-30 | $11,881 | $12,267 | -$386 | -$386 |
| CLEAN HBRS INC | P | 2018-03-27 | 2018-10-05 | $23,638 | $16,693 | $6,945 | $6,945 |
| CLEARWATER PAPER CORP | P | 2018-03-27 | 2018-04-30 | $4,713 | $7,399 | -$2,686 | -$2,686 |
| CLEARWATER PAPER CORP | P | 2018-05-31 | 2018-10-17 | $8,323 | $7,445 | $878 | $878 |
| CLEARWATER PAPER CORP | P | 2018-07-02 | 2018-10-17 | $2,401 | $2,008 | $393 | $393 |
| CLEARWAY ENERGY INC | P | 2018-02-21 | 2018-10-18 | $17,833 | $14,021 | $3,812 | $3,812 |
| CLEVELAND-CLIFFS INC | P | 2018-03-27 | 2018-10-18 | $20,564 | $12,046 | $8,518 | $8,518 |
| CLIFTON BANCORP INC | P | 2017-02-21 | 2018-01-18 | $3,005 | $2,942 | $63 | $63 |
| CLIFTON BANCORP INC | P | 2017-03-29 | 2018-01-18 | $668 | $641 | $27 | $27 |
| CLIFTON BANCORP INC | P | 2017-06-27 | 2018-01-18 | $501 | $492 | $9 | $9 |
| CLIFTON BANCORP INC | P | 2017-12-13 | 2018-01-18 | $9,266 | $9,538 | -$272 | -$272 |
| CLOROX CO | P | 2018-01-18 | 2018-02-21 | $45,286 | $50,812 | -$5,526 | -$5,526 |
| CLOROX CO | P | 2017-12-13 | 2018-04-27 | $4,367 | $5,440 | -$1,073 | -$1,073 |
| CLOROX CO | P | 2018-03-27 | 2018-04-27 | $9,796 | $10,580 | -$784 | -$784 |
| CLOROX CO | P | 2018-03-26 | 2018-05-07 | $35,203 | $36,417 | -$1,214 | -$1,214 |
| CLOROX CO | P | 2018-03-26 | 2018-10-05 | $15,731 | $13,051 | $2,680 | $2,680 |
| CLOUDERA INC | P | 2018-01-18 | 2018-03-27 | $3,979 | $3,345 | $634 | $634 |
| CLOUDERA INC | P | 2018-01-18 | 2018-04-30 | $8,568 | $11,164 | -$2,596 | -$2,596 |
| CLOUDERA INC | P | 2018-01-18 | 2018-07-02 | $259 | $351 | -$92 | -$92 |
| CLOUDERA INC | P | 2018-05-31 | 2018-07-02 | $9,232 | $10,834 | -$1,602 | -$1,602 |
| CLOUDERA INC | P | 2018-09-13 | 2018-10-17 | $10,749 | $10,749 | $0 | $0 |
| CLOVIS ONCOLOGY INC | P | 2017-07-27 | 2018-01-18 | $1,101 | $1,815 | -$714 | -$714 |
| CLOVIS ONCOLOGY INC | P | 2017-10-06 | 2018-03-27 | $5,679 | $8,659 | -$2,980 | -$2,980 |
| CLOVIS ONCOLOGY INC | P | 2018-02-21 | 2018-04-30 | $2,055 | $2,577 | -$522 | -$522 |
| CLOVIS ONCOLOGY INC | P | 2018-02-21 | 2018-07-02 | $2,105 | $2,633 | -$528 | -$528 |
| CLOVIS ONCOLOGY INC | P | 2018-05-31 | 2018-09-13 | $2,784 | $4,211 | -$1,427 | -$1,427 |
| CLOVIS ONCOLOGY INC | P | 2018-08-07 | 2018-10-17 | $4,157 | $4,954 | -$797 | -$797 |
| CLP HOLDINGS LTD | P | 2017-10-10 | 2018-02-26 | $4,629 | $4,703 | -$74 | -$74 |
| COBIZ INC | P | 2017-10-06 | 2018-03-27 | $39 | $39 | $0 | $0 |
| COBIZ INC | P | 2017-10-06 | 2018-10-01 | $8,806 | $7,662 | $1,144 | $1,144 |
| COCA COLA BOTTLING CO CONS | P | 2017-11-10 | 2018-01-18 | $24,297 | $23,896 | $401 | $401 |
| COCA COLA BOTTLING CO CONS | P | 2018-03-27 | 2018-04-30 | $7,563 | $7,819 | -$256 | -$256 |
| COCA COLA BOTTLING CO CONS | P | 2018-05-31 | 2018-10-05 | $11,560 | $9,027 | $2,533 | $2,533 |
| COCA COLA BOTTLING CO CONS | P | 2018-08-07 | 2018-10-05 | $1,140 | $1,064 | $76 | $76 |
| COCA COLA | P | 2018-01-18 | 2018-03-26 | $4,559 | $5,001 | -$442 | -$442 |
| COCA-COLA FEMSA SERIES L | P | 2017-12-19 | 2018-04-30 | $5,281 | $5,684 | -$403 | -$403 |
| COCA-COLA FEMSA SERIES L | P | 2018-03-27 | 2018-07-02 | $8,297 | $9,718 | -$1,421 | -$1,421 |
| COCA-COLA FEMSA SERIES L | P | 2018-05-31 | 2018-07-02 | $18,640 | $19,499 | -$859 | -$859 |
| COCA-COLA FEMSA SERIES L | P | 2018-05-31 | 2018-07-09 | $3,434 | $3,240 | $194 | $194 |
| COCA-COLA FEMSA SERIES L | P | 2018-08-09 | 2018-09-12 | $3,351 | $3,463 | -$112 | -$112 |
| COEUR D ALENE MINES CORP IDAHO | P | 2017-06-27 | 2018-01-18 | $511 | $522 | -$11 | -$11 |
| COEUR D ALENE MINES CORP IDAHO | P | 2017-03-29 | 2018-03-27 | $78 | $79 | -$1 | -$1 |
| COEUR D ALENE MINES CORP IDAHO | P | 2017-12-13 | 2018-08-07 | $6,784 | $7,900 | -$1,116 | -$1,116 |
| COEUR D ALENE MINES CORP IDAHO | P | 2018-09-13 | 2018-10-17 | $11,891 | $11,321 | $570 | $570 |
| COGENT COMMUNICATIONS GROUP INC | P | 2017-04-28 | 2018-03-27 | $2,498 | $2,579 | -$81 | -$81 |
| COGENT COMMUNICATIONS GROUP INC | P | 2018-01-18 | 2018-03-27 | $4,657 | $4,922 | -$265 | -$265 |
| COGNEX CORP | P | 2017-10-06 | 2018-01-19 | $2,057 | $1,745 | $312 | $312 |
| COGNEX CORP | P | 2017-11-10 | 2018-01-19 | $1,508 | $1,499 | $9 | $9 |
| COGNEX CORP | P | 2017-10-06 | 2018-02-22 | $2,677 | $2,849 | -$172 | -$172 |
| COGNEX CORP | P | 2017-10-06 | 2018-03-27 | $7,469 | $8,025 | -$556 | -$556 |
| COGNEX CORP | P | 2017-10-06 | 2018-05-30 | $984 | $1,221 | -$237 | -$237 |
| COGNEX CORP | P | 2018-04-27 | 2018-05-30 | $1,921 | $1,900 | $21 | $21 |
| COGNEX CORP | P | 2018-04-27 | 2018-07-02 | $8,719 | $9,177 | -$458 | -$458 |
| COGNEX CORP | P | 2018-08-03 | 2018-10-05 | $10,568 | $10,568 | $0 | $0 |
| COHERENT INC | P | 2017-12-13 | 2018-02-22 | $10,365 | $14,259 | -$3,894 | -$3,894 |
| COHERENT INC | P | 2018-03-27 | 2018-04-27 | $4,656 | $5,412 | -$756 | -$756 |
| COHERENT INC | P | 2018-03-27 | 2018-07-02 | $5,742 | $7,345 | -$1,603 | -$1,603 |
| COHERENT INC | P | 2018-05-30 | 2018-07-02 | $3,324 | $3,811 | -$487 | -$487 |
| COHERUS BIOSCIENCES INC | P | 2018-01-18 | 2018-02-21 | $4,227 | $5,349 | -$1,122 | -$1,122 |
| COHERUS BIOSCIENCES INC | P | 2018-04-30 | 2018-05-31 | $959 | $758 | $201 | $201 |
| COHERUS BIOSCIENCES INC | P | 2018-04-30 | 2018-10-17 | $5,417 | $5,160 | $257 | $257 |
| COLFAX CORP | P | 2018-05-30 | 2018-07-02 | $17,210 | $18,572 | -$1,362 | -$1,362 |
| COLGATE PALMOLIVE | P | 2018-02-21 | 2018-05-07 | $19,210 | $21,235 | -$2,025 | -$2,025 |
| COLGATE PALMOLIVE | P | 2018-03-26 | 2018-05-07 | $20,157 | $21,724 | -$1,567 | -$1,567 |
| COLGATE PALMOLIVE | P | 2018-04-05 | 2018-05-07 | $15,545 | $17,724 | -$2,179 | -$2,179 |
| COLGATE PALMOLIVE | P | 2018-06-12 | 2018-10-05 | $28,114 | $27,659 | $455 | $455 |
| COLLEGIUM PHARMACEUTICAL INC | P | 2018-02-21 | 2018-03-27 | $3,237 | $3,008 | $229 | $229 |
| COLLEGIUM PHARMACEUTICAL INC | P | 2018-02-21 | 2018-04-30 | $4,089 | $4,170 | -$81 | -$81 |
| COLONY NORTHSTAR INC | P | 2017-12-13 | 2018-02-22 | $11,809 | $18,114 | -$6,305 | -$6,305 |
| COLONY NORTHSTAR INC | P | 2018-01-19 | 2018-02-22 | $2,223 | $2,842 | -$619 | -$619 |
| COLONY CAPITAL INC | P | 2018-03-27 | 2018-10-05 | $16,053 | $15,534 | $519 | $519 |
| COLUMBIA BKG SYS INC | P | 2018-04-30 | 2018-07-02 | $14,511 | $14,381 | $130 | $130 |
| COLUMBIA PPTY TR INC | P | 2018-03-27 | 2018-10-05 | $20,515 | $18,375 | $2,140 | $2,140 |
| COLUMBIA SPORTSWEAR CO | P | 2017-11-10 | 2018-01-18 | $8,687 | $7,458 | $1,229 | $1,229 |
| COLUMBIA SPORTSWEAR CO | P | 2017-11-10 | 2018-03-27 | $4,832 | $3,886 | $946 | $946 |
| COLUMBIA SPORTSWEAR CO | P | 2017-11-10 | 2018-10-05 | $26,793 | $18,926 | $7,867 | $7,867 |
| COMFORT SYS USA INC | P | 2017-12-13 | 2018-01-18 | $1,295 | $1,294 | $1 | $1 |
| COMFORT SYS USA INC | P | 2017-12-13 | 2018-03-27 | $18,299 | $19,547 | -$1,248 | -$1,248 |
| COMFORT SYS USA INC | P | 2018-04-30 | 2018-10-18 | $15,574 | $12,597 | $2,977 | $2,977 |
| COMCAST CORP | P | 2017-11-07 | 2018-03-26 | $14,335 | $15,834 | -$1,499 | -$1,499 |
| COMCAST CORP | P | 2017-11-07 | 2018-06-12 | $35,393 | $40,207 | -$4,814 | -$4,814 |
| COMCAST CORP | P | 2018-05-07 | 2018-10-05 | $45,804 | $42,461 | $3,343 | $3,343 |
| COMCAST CORP | P | 2018-07-19 | 2018-10-05 | $17,667 | $17,849 | -$182 | -$182 |
| COMERICA INC | P | 2018-01-19 | 2018-05-30 | $7,249 | $7,162 | $87 | $87 |
| COMERICA INC | P | 2018-01-19 | 2018-07-02 | $3,004 | $3,110 | -$106 | -$106 |
| COMMERCEHUB INC | P | 2018-03-27 | 2018-05-22 | $6,529 | $6,469 | $60 | $60 |
| COMMERCIAL METALS CO | P | 2017-03-29 | 2018-03-27 | $609 | $566 | $43 | $43 |
| COMMERCIAL METALS CO | P | 2017-10-06 | 2018-03-27 | $1,075 | $997 | $78 | $78 |
| COMMERZBANK AG | P | 2017-10-10 | 2018-03-27 | $1,259 | $1,295 | -$36 | -$36 |
| COMMERZBANK AG | P | 2017-10-10 | 2018-04-30 | $2,897 | $3,099 | -$202 | -$202 |
| COMMONWEALTH BK AUSTRALIA | P | 2017-12-19 | 2018-04-30 | $2,704 | $3,073 | -$369 | -$369 |
| COMMONWEALTH BK AUSTRALIA | P | 2018-01-23 | 2018-04-30 | $4,921 | $5,773 | -$852 | -$852 |
| COMMONWEALTH BK AUSTRALIA | P | 2017-12-19 | 2018-08-09 | $3,011 | $3,319 | -$308 | -$308 |
| COMMSCOPE HLDG CO INC | P | 2017-10-06 | 2018-05-30 | $11,172 | $12,685 | -$1,513 | -$1,513 |
| COMMSCOPE HLDG CO INC | P | 2017-12-13 | 2018-05-30 | $1,326 | $1,743 | -$417 | -$417 |
| COMMSCOPE HLDG CO INC | P | 2018-07-02 | 2018-08-03 | $8,522 | $7,848 | $674 | $674 |
| COMMSCOPE HLDG CO INC | P | 2018-07-02 | 2018-09-14 | $7,729 | $7,441 | $288 | $288 |
| COMMSCOPE HLDG CO INC | P | 2018-07-02 | 2018-10-05 | $25,429 | $26,565 | -$1,136 | -$1,136 |
| COMMUNITY BANK SYSTEM INC | P | 2018-04-30 | 2018-10-17 | $10,794 | $10,329 | $465 | $465 |
| COMMUNITY HEALTH SYS INC NEW | P | 2018-02-21 | 2018-03-27 | $4,987 | $7,266 | -$2,279 | -$2,279 |
| COMMUNITY TR BANCORP INC | P | 2018-08-07 | 2018-09-13 | $1,259 | $1,319 | -$60 | -$60 |
| COMMUNITY TR BANCORP INC | P | 2018-03-27 | 2018-10-17 | $13,954 | $13,945 | $9 | $9 |
| COMMVAULT SYS INC | P | 2017-12-13 | 2018-01-18 | $1,414 | $1,452 | -$38 | -$38 |
| COMMVAULT SYS INC | P | 2017-12-13 | 2018-10-17 | $6,569 | $5,648 | $921 | $921 |
| COMPAGNIE DE ST GOBAIN | P | 2017-12-19 | 2018-03-27 | $7,951 | $8,413 | -$462 | -$462 |
| COMPAGNIE DE ST GOBAIN | P | 2018-07-09 | 2018-08-09 | $6,281 | $6,709 | -$428 | -$428 |
| COMPAGNIE FINANCIERE RICHEMONT | P | 2017-11-17 | 2018-07-02 | $3,566 | $3,765 | -$199 | -$199 |
| COMPAGNIE FINANCIERE RICHEMONT | P | 2018-03-27 | 2018-07-02 | $22,698 | $24,756 | -$2,058 | -$2,058 |
| COMPANHIA BRASILEIRA DE | P | 2018-07-02 | 2018-09-12 | $12,611 | $13,540 | -$929 | -$929 |
| COMPANHIA PARANAENSE DE ENERGIA - | P | 2017-11-17 | 2018-01-23 | $2,292 | $2,352 | -$60 | -$60 |
| COMPANHIA PARANAENSE DE ENERGIA - | P | 2018-03-27 | 2018-04-30 | $12,351 | $12,927 | -$576 | -$576 |
| COMPANIA CERVECERIAS UNIDAS S A | P | 2017-11-17 | 2018-05-31 | $4,207 | $4,492 | -$285 | -$285 |
| COMPANIA DE MINAS BUENAVENTURA S A | P | 2017-11-17 | 2018-07-09 | $3,519 | $3,462 | $57 | $57 |
| COMPASS GROUP PLC | P | 2017-10-10 | 2018-01-23 | $1,839 | $1,825 | $14 | $14 |
| COMPASS GROUP PLC | P | 2017-10-10 | 2018-05-31 | $3,071 | $3,042 | $29 | $29 |
| COMPASS GROUP PLC | P | 2017-10-10 | 2018-07-09 | $10,162 | $10,363 | -$201 | -$201 |
| COMPASS MINERALS INTL INC | P | 2017-10-06 | 2018-01-18 | $1,905 | $1,729 | $176 | $176 |
| COMPASS MINERALS INTL INC | P | 2017-06-27 | 2018-03-27 | $418 | $464 | -$46 | -$46 |
| COMPASS MINERALS INTL INC | P | 2017-10-06 | 2018-03-27 | $7,472 | $8,314 | -$842 | -$842 |
| COMPASS MINERALS INTL INC | P | 2018-05-31 | 2018-07-02 | $1,867 | $1,916 | -$49 | -$49 |
| COMPASS MINERALS INTL INC | P | 2018-05-31 | 2018-09-13 | $315 | $330 | -$15 | -$15 |
| COMPASS MINERALS INTL INC | P | 2018-08-07 | 2018-09-13 | $2,710 | $2,803 | -$93 | -$93 |
| CONAGRA INC | P | 2018-01-19 | 2018-03-27 | $2,311 | $2,366 | -$55 | -$55 |
| CONAGRA INC | P | 2018-02-22 | 2018-07-02 | $7,562 | $7,824 | -$262 | -$262 |
| CONAGRA INC | P | 2017-11-07 | 2018-10-05 | $28,939 | $29,045 | -$106 | -$106 |
| CONAGRA INC | P | 2017-11-10 | 2018-10-05 | $22,401 | $23,146 | -$745 | -$745 |
| CONCHO RES INC | P | 2018-02-22 | 2018-04-27 | $3,109 | $2,994 | $115 | $115 |
| CONCHO RES INC | P | 2018-04-05 | 2018-06-12 | $6,822 | $7,236 | -$414 | -$414 |
| CONCHO RES INC | P | 2017-10-06 | 2018-07-02 | $2,426 | $2,424 | $2 | $2 |
| CONCHO RES INC | P | 2017-11-10 | 2018-07-02 | $1,078 | $1,144 | -$66 | -$66 |
| CONCHO RES INC | P | 2017-10-06 | 2018-08-02 | $59 | $54 | $5 | $5 |
| CONCHO RES INC | P | 2017-10-06 | 2018-10-05 | $18,624 | $12,606 | $6,018 | $6,018 |
| CONCHO RES INC | P | 2017-10-06 | 2018-10-05 | $38,474 | $32,940 | $5,534 | $5,534 |
| CONMED CORP | P | 2017-12-13 | 2018-01-18 | $2,500 | $2,314 | $186 | $186 |
| CONMED CORP | P | 2017-12-13 | 2018-03-27 | $6,705 | $5,399 | $1,306 | $1,306 |
| CONMED CORP | P | 2017-12-13 | 2018-10-18 | $20,025 | $14,140 | $5,885 | $5,885 |
| CONSOL ENERGY INC | P | 2018-08-07 | 2018-10-17 | $6,187 | $6,882 | -$695 | -$695 |
| CONSOLIDATED COMMUNICATIONS HLDGS | P | 2018-01-18 | 2018-03-27 | $10,880 | $12,555 | -$1,675 | -$1,675 |
| CONSOLIDATED COMMUNICATIONS HLDGS | P | 2018-04-30 | 2018-05-31 | $7,695 | $8,008 | -$313 | -$313 |
| CONSOLIDATED COMMUNICATIONS HLDGS | P | 2018-07-02 | 2018-08-07 | $9,783 | $10,745 | -$962 | -$962 |
| CONSOLIDATED COMMUNICATIONS HLDGS | P | 2018-09-13 | 2018-10-05 | $7,527 | $7,312 | $215 | $215 |
| CONSOLIDATED EDISON INC | P | 2017-10-06 | 2018-01-19 | $44,043 | $44,043 | $0 | $0 |
| CONSOLIDATED EDISON INC | P | 2017-10-06 | 2018-01-19 | $23,041 | $23,977 | -$936 | -$936 |
| CONSOLIDATED EDISON INC | P | 2017-11-10 | 2018-01-19 | $1,411 | $1,571 | -$160 | -$160 |
| CONSOLIDATED EDISON INC | P | 2017-10-05 | 2018-02-21 | $43,176 | $45,973 | -$2,797 | -$2,797 |
| CONSOLIDATED EDISON INC | P | 2018-03-26 | 2018-05-07 | $9,971 | $9,679 | $292 | $292 |
| CONSOLIDATED EDISON INC | P | 2018-05-30 | 2018-10-05 | $52,408 | $51,750 | $658 | $658 |
| CONSOLIDATED EDISON INC | P | 2018-06-12 | 2018-10-05 | $15,411 | $14,410 | $1,001 | $1,001 |
| CONSTELLATION BRANDS INC | P | 2018-04-05 | 2018-05-07 | $8,904 | $9,170 | -$266 | -$266 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2018-03-27 | 2018-05-31 | $17,689 | $19,054 | -$1,365 | -$1,365 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2017-10-10 | 2018-07-02 | $8,478 | $9,596 | -$1,118 | -$1,118 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2017-11-17 | 2018-07-02 | $5,592 | $6,296 | -$704 | -$704 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2017-12-19 | 2018-07-02 | $5,637 | $6,746 | -$1,109 | -$1,109 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2018-03-27 | 2018-07-02 | $90 | $109 | -$19 | -$19 |
| CONTINENTAL GUMMI WERKE SPONSORED | P | 2018-08-09 | 2018-09-12 | $11,370 | $14,352 | -$2,982 | -$2,982 |
| CONTINENTAL BLDG PRODS INC | P | 2017-10-06 | 2018-01-18 | $2,215 | $2,014 | $201 | $201 |
| CONTINENTAL BLDG PRODS INC | P | 2017-10-06 | 2018-03-27 | $5,699 | $5,381 | $318 | $318 |
| CONTINENTAL RES INC OKLA | P | 2017-10-06 | 2018-01-19 | $8,108 | $5,368 | $2,740 | $2,740 |
| CONTINENTAL RES INC OKLA | P | 2017-11-07 | 2018-02-21 | $3,644 | $2,953 | $691 | $691 |
| CONTINENTAL RES INC OKLA | P | 2017-10-06 | 2018-10-05 | $30,896 | $16,653 | $14,243 | $14,243 |
| CONTINENTAL RES INC OKLA | P | 2017-11-07 | 2018-10-05 | $37,632 | $24,144 | $13,488 | $13,488 |
| CONTROLADORA VUELA COMPANIA DE | P | 2018-03-27 | 2018-04-30 | $2,992 | $4,124 | -$1,132 | -$1,132 |
| CONVATEC GROUP PLC | P | 2017-12-19 | 2018-01-23 | $3,790 | $4,028 | -$238 | -$238 |
| CONVERGYS CORP | P | 2018-03-27 | 2018-10-05 | $12,101 | $11,183 | $918 | $918 |
| COOPER COS INC NEW | P | 2018-03-26 | 2018-04-05 | $2,896 | $2,903 | -$7 | -$7 |
| COOPER COS INC NEW | P | 2018-02-22 | 2018-04-27 | $1,382 | $1,378 | $4 | $4 |
| COOPER COS INC NEW | P | 2017-12-13 | 2018-05-30 | $917 | $902 | $15 | $15 |
| COOPER COS INC NEW | P | 2018-02-22 | 2018-05-30 | $1,605 | $1,608 | -$3 | -$3 |
| COOPER COS INC NEW | P | 2018-03-26 | 2018-06-12 | $20,142 | $19,878 | $264 | $264 |
| COOPER COS INC NEW | P | 2017-12-13 | 2018-10-05 | $5,560 | $4,734 | $826 | $826 |
| COOPER STD HLDGS INC | P | 2017-04-28 | 2018-03-27 | $861 | $792 | $69 | $69 |
| COOPER STD HLDGS INC | P | 2017-10-06 | 2018-03-27 | $5,534 | $5,194 | $340 | $340 |
| COOPER TIRE & RUBBER CO | P | 2017-12-13 | 2018-03-27 | $5,511 | $6,632 | -$1,121 | -$1,121 |
| COOPER TIRE & RUBBER CO | P | 2018-04-30 | 2018-10-05 | $11,885 | $10,551 | $1,334 | $1,334 |
| COPART INC | P | 2017-12-13 | 2018-10-05 | $25,376 | $21,367 | $4,009 | $4,009 |
| CORBUS PHARMACEUTICALS HLDGS INC | P | 2018-09-13 | 2018-10-17 | $12,299 | $8,731 | $3,568 | $3,568 |
| CORCEPT THERAPEUTICS INC | P | 2017-10-06 | 2018-01-18 | $970 | $853 | $117 | $117 |
| CORCEPT THERAPEUTICS INC | P | 2017-10-06 | 2018-02-21 | $370 | $467 | -$97 | -$97 |
| CORCEPT THERAPEUTICS INC | P | 2017-04-23 | 2018-03-27 | $876 | $721 | $155 | $155 |
| CORCEPT THERAPEUTICS INC | P | 2017-10-06 | 2018-03-27 | $529 | $650 | -$121 | -$121 |
| CORE-MARK HLDG CO INC | P | 2017-12-13 | 2018-01-18 | $9,130 | $11,987 | -$2,857 | -$2,857 |
| CORE-MARK HLDG CO INC | P | 2018-03-27 | 2018-05-31 | $1,948 | $2,145 | -$197 | -$197 |
| CORE-MARK HLDG CO INC | P | 2018-03-27 | 2018-10-05 | $8,755 | $5,510 | $3,245 | $3,245 |
| CORE-MARK HLDG CO INC | P | 2018-07-02 | 2018-10-05 | $4,979 | $3,338 | $1,641 | $1,641 |
| CORENERGY INFRASTRUCTURE TR INC | P | 2018-01-18 | 2018-03-27 | $18,676 | $19,256 | -$580 | -$580 |
| CORECIVIC INC | P | 2018-02-22 | 2018-04-27 | $9,449 | $9,876 | -$427 | -$427 |
| CORECIVIC INC | P | 2018-03-27 | 2018-04-27 | $3,240 | $3,045 | $195 | $195 |
| CORECIVIC INC | P | 2018-07-02 | 2018-10-05 | $16,390 | $16,367 | $23 | $23 |
| CORNERSTONE ONDEMAND INC | P | 2017-07-27 | 2018-01-18 | $388 | $404 | -$16 | -$16 |
| CORNING INC | P | 2018-07-02 | 2018-09-14 | $20,848 | $16,218 | $4,630 | $4,630 |
| CORPORATE OFFICE PPTYS TR | P | 2018-03-27 | 2018-10-18 | $22,576 | $20,252 | $2,324 | $2,324 |
| COSTAR GROUP INC | P | 2017-10-06 | 2018-10-05 | $14,986 | $10,498 | $4,488 | $4,488 |
| COSTAR GROUP INC | P | 2017-11-10 | 2018-10-05 | $7,493 | $5,645 | $1,848 | $1,848 |
| COTY INC | P | 2018-02-21 | 2018-03-26 | $12,549 | $14,539 | -$1,990 | -$1,990 |
| COTY INC | P | 2017-12-13 | 2018-03-27 | $1,138 | $1,201 | -$63 | -$63 |
| COTY INC | P | 2017-12-13 | 2018-04-27 | $2,309 | $2,635 | -$326 | -$326 |
| COTY INC | P | 2017-10-06 | 2018-08-03 | $2,043 | $2,479 | -$436 | -$436 |
| COTY INC | P | 2017-10-06 | 2018-08-03 | $8,754 | $10,626 | -$1,872 | -$1,872 |
| COTY INC | P | 2018-05-30 | 2018-08-03 | $5,142 | $5,014 | $128 | $128 |
| COTY INC | P | 2018-07-02 | 2018-08-03 | $9,492 | $9,576 | -$84 | -$84 |
| COTY INC | P | 2018-06-12 | 2018-08-22 | $15,292 | $18,572 | -$3,280 | -$3,280 |
| COUPA SOFTWARE INC | P | 2018-01-18 | 2018-03-27 | $3,436 | $2,635 | $801 | $801 |
| COUPA SOFTWARE INC | P | 2018-01-18 | 2018-10-18 | $15,291 | $8,710 | $6,581 | $6,581 |
| COUSINS PROPERTIES INC | P | 2017-06-27 | 2018-01-18 | $19,594 | $19,560 | $34 | $34 |
| COVIA HLDGS CORP | P | 2017-12-13 | 2018-08-07 | $2,925 | $4,444 | -$1,519 | -$1,519 |
| CRACKER BARREL OLD CTRY STORE | P | 2018-01-18 | 2018-03-27 | $10,335 | $11,119 | -$784 | -$784 |
| CRACKER BARREL OLD CTRY STORE | P | 2018-01-18 | 2018-05-31 | $3,477 | $3,706 | -$229 | -$229 |
| CRACKER BARREL OLD CTRY STORE | P | 2018-01-18 | 2018-07-02 | $8,111 | $8,761 | -$650 | -$650 |
| CRAY INC COM NEW | P | 2017-11-10 | 2018-01-18 | $12,116 | $9,411 | $2,705 | $2,705 |
| CRAY INC COM NEW | P | 2017-11-10 | 2018-03-27 | $1,628 | $1,510 | $118 | $118 |
| CRAY INC COM NEW | P | 2017-11-10 | 2018-10-19 | $7,363 | $7,165 | $198 | $198 |
| CREDIT AGRICOLE S A | P | 2017-06-27 | 2018-05-31 | $2,283 | $2,709 | -$426 | -$426 |
| CREDIT AGRICOLE S A | P | 2017-11-17 | 2018-05-31 | $4,962 | $6,134 | -$1,172 | -$1,172 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2017-12-19 | 2018-04-30 | $25,355 | $26,836 | -$1,481 | -$1,481 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2018-03-27 | 2018-05-31 | $10,501 | $11,648 | -$1,147 | -$1,147 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2017-10-10 | 2018-08-09 | $11,735 | $11,994 | -$259 | -$259 |
| CREDIT SUISSE GROUP SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $22,723 | $22,767 | -$44 | -$44 |
| CREE RESEARCH | P | 2017-10-06 | 2018-01-18 | $2,497 | $2,029 | $468 | $468 |
| CREE RESEARCH | P | 2017-10-06 | 2018-03-27 | $4,821 | $3,441 | $1,380 | $1,380 |
| CRESUD S A C I F Y A SPONSORED ADR | P | 2018-03-27 | 2018-05-31 | $5,661 | $6,827 | -$1,166 | -$1,166 |
| CRITEO S A | P | 2017-11-17 | 2018-01-23 | $3,557 | $4,966 | -$1,409 | -$1,409 |
| CRITEO S A | P | 2018-02-26 | 2018-03-27 | $3,792 | $4,043 | -$251 | -$251 |
| CRITEO S A | P | 2018-05-31 | 2018-07-09 | $3,936 | $2,745 | $1,191 | $1,191 |
| CRITEO S A | P | 2018-05-31 | 2018-09-12 | $3,011 | $3,207 | -$196 | -$196 |
| CROCS INC | P | 2017-11-10 | 2018-01-18 | $4,983 | $3,807 | $1,176 | $1,176 |
| CROCS INC | P | 2017-11-10 | 2018-03-27 | $3,708 | $2,464 | $1,244 | $1,244 |
| CROCS INC | P | 2017-11-10 | 2018-10-05 | $12,025 | $6,758 | $5,267 | $5,267 |
| CROWN CASTLE INTER CORP | P | 2018-02-21 | 2018-06-12 | $5,934 | $6,193 | -$259 | -$259 |
| CROWN HLDGS INC COM 144A | P | 2018-05-30 | 2018-08-03 | $20,185 | $19,892 | $293 | $293 |
| CROWN HLDGS INC COM 144A | P | 2018-08-22 | 2018-10-05 | $25,485 | $21,585 | $3,900 | $3,900 |
| CROWN HLDGS INC COM 144A | P | 2018-09-14 | 2018-10-05 | $28,762 | $26,977 | $1,785 | $1,785 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2017-05-15 | 2018-01-23 | $1,793 | $2,210 | -$417 | -$417 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2017-06-27 | 2018-01-23 | $2,914 | $3,556 | -$642 | -$642 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2017-10-10 | 2018-01-23 | $4,303 | $5,204 | -$901 | -$901 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2018-02-26 | 2018-04-30 | $9,900 | $11,352 | -$1,452 | -$1,452 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2018-05-31 | 2018-07-09 | $6,414 | $6,440 | -$26 | -$26 |
| CTRIP COM INTL LTD AMERICAN DEP | P | 2018-05-31 | 2018-09-12 | $10,240 | $12,520 | -$2,280 | -$2,280 |
| CUBESMART INC | P | 2017-12-13 | 2018-01-19 | $12,963 | $14,071 | -$1,108 | -$1,108 |
| CUBESMART INC | P | 2018-02-22 | 2018-10-05 | $18,852 | $17,995 | $857 | $857 |
| CUBIC CORP | P | 2017-10-06 | 2018-01-18 | $785 | $685 | $100 | $100 |
| CUBIC CORP | P | 2017-10-06 | 2018-03-27 | $2,652 | $2,160 | $492 | $492 |
| CUMMINS ENGINE INC | P | 2017-12-13 | 2018-03-27 | $11,264 | $11,879 | -$615 | -$615 |
| CUMMINS ENGINE INC | P | 2017-12-13 | 2018-05-30 | $8,148 | $9,503 | -$1,355 | -$1,355 |
| CUMMINS ENGINE INC | P | 2018-04-27 | 2018-05-30 | $16,587 | $18,280 | -$1,693 | -$1,693 |
| CUMMINS ENGINE INC | P | 2018-04-27 | 2018-07-02 | $1,188 | $1,443 | -$255 | -$255 |
| CUMMINS ENGINE INC | P | 2018-08-03 | 2018-10-05 | $20,912 | $19,702 | $1,210 | $1,210 |
| CUMMINS ENGINE INC | P | 2018-08-22 | 2018-10-05 | $31,300 | $30,155 | $1,145 | $1,145 |
| CURTISS WRIGHT | P | 2018-01-18 | 2018-03-27 | $8,241 | $7,891 | $350 | $350 |
| CURTISS WRIGHT | P | 2018-01-18 | 2018-05-31 | $3,494 | $3,551 | -$57 | -$57 |
| CURTISS WRIGHT | P | 2017-10-06 | 2018-07-02 | $9,215 | $8,434 | $781 | $781 |
| CURTISS WRIGHT | P | 2017-10-06 | 2018-09-13 | $3,592 | $2,848 | $744 | $744 |
| CUSTOMERS BANCORP INC | P | 2017-11-10 | 2018-01-18 | $3,531 | $2,990 | $541 | $541 |
| CUSTOMERS BANCORP INC | P | 2017-11-10 | 2018-03-27 | $2,519 | $2,136 | $383 | $383 |
| CUSTOMERS BANCORP INC | P | 2017-11-10 | 2018-09-13 | $13,549 | $14,196 | -$647 | -$647 |
| CUSTOMERS BANCORP INC | P | 2018-10-17 | 2018-12-14 | $20,582 | $23,854 | -$3,272 | -$3,272 |
| CUSTOMERS BANCORP INC | P | 2018-10-17 | 2018-12-17 | $10,727 | $12,302 | -$1,575 | -$1,575 |
| CUTERA INC | P | 2017-05-23 | 2018-01-18 | $7,806 | $3,516 | $4,290 | $4,290 |
| CUTERA INC | P | 2018-10-18 | 2018-10-23 | $1,654 | $1,712 | -$58 | -$58 |
| CUTERA INC | P | 2018-10-18 | 2018-10-23 | $181 | $181 | $0 | $0 |
| CUTERA INC | P | 2018-10-18 | 2018-10-23 | $1,143 | $1,220 | -$77 | -$77 |
| CUTERA INC | P | 2018-10-18 | 2018-10-24 | $1,745 | $1,819 | -$74 | -$74 |
| CUTERA INC | P | 2018-10-18 | 2018-10-25 | $1,574 | $1,690 | -$116 | -$116 |
| CYPRESS SEMICONDUCTOR CORP | P | 2018-07-02 | 2018-08-03 | $2,179 | $1,923 | $256 | $256 |
| CYPRESS SEMICONDUCTOR CORP | P | 2018-07-02 | 2018-09-14 | $43,758 | $43,522 | $236 | $236 |
| CYTOKINETICS INC | P | 2018-03-27 | 2018-07-02 | $4,108 | $3,864 | $244 | $244 |
| CYTOKINETICS INC | P | 2018-09-13 | 2018-10-17 | $8,932 | $8,506 | $426 | $426 |
| CYRUSONE INC | P | 2018-02-22 | 2018-10-05 | $18,868 | $14,133 | $4,735 | $4,735 |
| CYTOMX THERAPEUTICS INC | P | 2018-01-18 | 2018-03-27 | $2,228 | $1,821 | $407 | $407 |
| CYTOMX THERAPEUTICS INC | P | 2018-01-18 | 2018-05-31 | $6,526 | $6,565 | -$39 | -$39 |
| DBS GROUP HLDGS LTD SPONSORED ADR | P | 2018-05-31 | 2018-08-09 | $13,335 | $14,514 | -$1,179 | -$1,179 |
| DBS GROUP HLDGS LTD SPONSORED ADR | P | 2017-11-17 | 2018-09-12 | $6,035 | $5,986 | $49 | $49 |
| DBS GROUP HLDGS LTD SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $3,408 | $3,683 | -$275 | -$275 |
| DBV TECHNOLOGIES SA | P | 2017-12-19 | 2018-02-26 | $339 | $337 | $2 | $2 |
| DBV TECHNOLOGIES SA | P | 2017-12-19 | 2018-07-02 | $3,144 | $3,731 | -$587 | -$587 |
| DCT INDUSTRIAL TRUST INC | P | 2017-07-28 | 2018-02-21 | $31,995 | $32,408 | -$413 | -$413 |
| DDR CORP | P | 2017-12-13 | 2018-02-22 | $7,486 | $7,979 | -$493 | -$493 |
| DDR CORP | P | 2018-01-19 | 2018-02-22 | $1,079 | $1,189 | -$110 | -$110 |
| DNB NOR ASA | P | 2018-03-27 | 2018-04-30 | $4,403 | $4,634 | -$231 | -$231 |
| DNB NOR ASA | P | 2018-05-31 | 2018-07-09 | $6,906 | $6,242 | $664 | $664 |
| D R HORTON INC | P | 2017-11-10 | 2018-02-22 | $89 | $92 | -$3 | -$3 |
| D R HORTON INC | P | 2017-11-10 | 2018-04-27 | $2,264 | $2,292 | -$28 | -$28 |
| D R HORTON INC | P | 2018-03-27 | 2018-04-27 | $2,898 | $2,841 | $57 | $57 |
| D R HORTON INC | P | 2018-03-27 | 2018-05-30 | $8,748 | $9,056 | -$308 | -$308 |
| D R HORTON INC | P | 2018-08-03 | 2018-09-14 | $1,377 | $1,402 | -$25 | -$25 |
| DTE ENERGY CO | P | 2018-03-26 | 2018-04-05 | $5,060 | $4,994 | $66 | $66 |
| DTE ENERGY CO | P | 2018-02-22 | 2018-05-30 | $59,239 | $59,167 | $72 | $72 |
| DTE ENERGY CO | P | 2018-06-12 | 2018-10-05 | $17,652 | $15,363 | $2,289 | $2,289 |
| DSW INC CL A | P | 2017-12-13 | 2018-03-27 | $1,336 | $1,283 | $53 | $53 |
| DSW INC CL A | P | 2017-12-13 | 2018-10-05 | $14,840 | $10,053 | $4,787 | $4,787 |
| DXP ENTERPRISES INC NEW | P | 2018-03-27 | 2018-04-30 | $4,892 | $5,386 | -$494 | -$494 |
| DXP ENTERPRISES INC NEW | P | 2018-05-31 | 2018-07-02 | $6,516 | $6,601 | -$85 | -$85 |
| DXC TECHNOLOGY CO | P | 2017-11-10 | 2018-01-19 | $1,719 | $1,631 | $88 | $88 |
| DXC TECHNOLOGY CO | P | 2017-10-06 | 2018-05-30 | $186 | $175 | $11 | $11 |
| DXC TECHNOLOGY CO | P | 2017-10-06 | 2018-07-02 | $23,551 | $22,032 | $1,519 | $1,519 |
| DXC TECHNOLOGY CO | P | 2018-08-03 | 2018-10-05 | $20,208 | $19,352 | $856 | $856 |
| DAIICHI SANKYO CO LTD | P | 2018-02-26 | 2018-03-27 | $6,602 | $7,130 | -$528 | -$528 |
| DAIICHI SANKYO CO LTD | P | 2018-02-26 | 2018-04-30 | $4,436 | $4,765 | -$329 | -$329 |
| DAIICHI SANKYO CO LTD | P | 2018-06-01 | 2018-07-09 | $1,051 | $908 | $143 | $143 |
| DAIMLER AG | P | 2018-01-23 | 2018-02-26 | $17,079 | $18,419 | -$1,340 | -$1,340 |
| DAIMLER AG | P | 2017-12-19 | 2018-04-30 | $29,763 | $31,875 | -$2,112 | -$2,112 |
| DAIMLER AG | P | 2017-10-10 | 2018-07-02 | $24,866 | $31,059 | -$6,193 | -$6,193 |
| DAIMLER AG | P | 2017-11-17 | 2018-07-02 | $10,371 | $13,113 | -$2,742 | -$2,742 |
| DAIMLER AG | P | 2018-05-31 | 2018-07-02 | $65,997 | $73,539 | -$7,542 | -$7,542 |
| DAITO TR CONSTR CO LTD | P | 2018-01-23 | 2018-02-26 | $16,129 | $17,911 | -$1,782 | -$1,782 |
| DAITO TR CONSTR CO LTD | P | 2018-01-23 | 2018-03-27 | $4,306 | $4,714 | -$408 | -$408 |
| DAITO TR CONSTR CO LTD | P | 2018-04-30 | 2018-08-09 | $7,181 | $7,802 | -$621 | -$621 |
| DAIWA HOUSE IND LTD ADR | P | 2018-01-23 | 2018-02-26 | $7,073 | $7,860 | -$787 | -$787 |
| DAIWA HOUSE IND LTD ADR | P | 2017-12-19 | 2018-03-27 | $3,001 | $3,077 | -$76 | -$76 |
| DAIWA HOUSE IND LTD ADR | P | 2017-12-19 | 2018-04-30 | $1,455 | $1,558 | -$103 | -$103 |
| DAIWA HOUSE IND LTD ADR | P | 2018-05-31 | 2018-08-09 | $3,126 | $3,507 | -$381 | -$381 |
| DAKTRONICS INC | P | 2018-09-13 | 2018-10-17 | $10,507 | $11,095 | -$588 | -$588 |
| DANA HLDG CORP | P | 2018-01-18 | 2018-02-21 | $3,818 | $4,521 | -$703 | -$703 |
| DANA HLDG CORP | P | 2017-10-06 | 2018-03-27 | $3,534 | $3,932 | -$398 | -$398 |
| DANA HLDG CORP | P | 2018-01-18 | 2018-03-27 | $3,073 | $4,049 | -$976 | -$976 |
| DANA HLDG CORP | P | 2017-10-06 | 2018-04-30 | $1,490 | $1,738 | -$248 | -$248 |
| DANA HLDG CORP | P | 2018-09-13 | 2018-10-05 | $16,350 | $16,350 | $0 | $0 |
| DANAHER CORP | P | 2018-04-05 | 2018-07-19 | $22,449 | $21,702 | $747 | $747 |
| DANSKE BK A/S | P | 2018-01-23 | 2018-04-30 | $4,658 | $5,435 | -$777 | -$777 |
| DANSKE BK A/S | P | 2018-02-26 | 2018-04-30 | $3,908 | $4,654 | -$746 | -$746 |
| DANSKE BK A/S | P | 2018-03-27 | 2018-04-30 | $2,303 | $2,489 | -$186 | -$186 |
| DANSKE BK A/S | P | 2018-03-27 | 2018-08-09 | $3,254 | $4,374 | -$1,120 | -$1,120 |
| DANSKE BK A/S | P | 2018-05-31 | 2018-08-09 | $6,143 | $7,299 | -$1,156 | -$1,156 |
| DANSKE BK A/S | P | 2018-07-02 | 2018-08-09 | $12,889 | $14,323 | -$1,434 | -$1,434 |
| DANSKE BK A/S | P | 2018-07-02 | 2018-09-12 | $5,947 | $7,138 | -$1,191 | -$1,191 |
| DANONE | P | 2017-10-10 | 2018-04-30 | $11,800 | $11,938 | -$138 | -$138 |
| DANONE | P | 2017-10-10 | 2018-05-31 | $7,141 | $7,621 | -$480 | -$480 |
| DANONE | P | 2017-11-17 | 2018-05-31 | $5,333 | $5,681 | -$348 | -$348 |
| DANONE | P | 2018-03-27 | 2018-05-31 | $28,443 | $29,794 | -$1,351 | -$1,351 |
| DANONE | P | 2018-03-27 | 2018-07-02 | $7,298 | $7,978 | -$680 | -$680 |
| DAQO NEW ENERGY CORP | P | 2018-08-09 | 2018-09-12 | $1,600 | $2,039 | -$439 | -$439 |
| DARDEN RESTAURANTS INC | P | 2017-10-06 | 2018-10-05 | $15,287 | $11,474 | $3,813 | $3,813 |
| DARDEN RESTAURANTS INC | P | 2017-11-10 | 2018-10-05 | $5,060 | $3,874 | $1,186 | $1,186 |
| DARLING INTL INC | P | 2017-12-13 | 2018-03-27 | $2,277 | $2,264 | $13 | $13 |
| DARLING INTL INC | P | 2017-10-06 | 2018-10-05 | $7,044 | $6,025 | $1,019 | $1,019 |
| DARLING INTL INC | P | 2017-12-13 | 2018-10-05 | $5,402 | $4,890 | $512 | $512 |
| DASEKE INC | P | 2018-09-13 | 2018-10-17 | $6,358 | $7,485 | -$1,127 | -$1,127 |
| DAVE & BUSTERS ENTMT INC | P | 2017-10-06 | 2018-03-27 | $4,649 | $5,528 | -$879 | -$879 |
| DAVE & BUSTERS ENTMT INC | P | 2017-10-06 | 2018-05-31 | $961 | $1,146 | -$185 | -$185 |
| DAVE & BUSTERS ENTMT INC | P | 2018-04-30 | 2018-10-05 | $10,349 | $7,007 | $3,342 | $3,342 |
| DAVITA INC | P | 2017-12-13 | 2018-03-27 | $18,440 | $19,892 | -$1,452 | -$1,452 |
| DAVITA INC | P | 2018-04-27 | 2018-10-05 | $24,094 | $21,162 | $2,932 | $2,932 |
| DEAN FOODS CO | P | 2017-11-10 | 2018-03-27 | $11,481 | $12,898 | -$1,417 | -$1,417 |
| DEAN FOODS CO | P | 2018-04-30 | 2018-09-13 | $6,830 | $8,105 | -$1,275 | -$1,275 |
| DECKERS OUTDOOR CORP | P | 2018-01-18 | 2018-03-27 | $5,527 | $5,038 | $489 | $489 |
| DECKERS OUTDOOR CORP | P | 2017-10-06 | 2018-10-05 | $1,945 | $1,280 | $665 | $665 |
| DEERE & CO | P | 2018-04-05 | 2018-05-07 | $11,368 | $12,335 | -$967 | -$967 |
| DEERE & CO | P | 2018-08-22 | 2018-10-05 | $9,489 | $8,731 | $758 | $758 |
| DELL TECHNOLOGIES INC | P | 2017-10-06 | 2018-01-19 | $2,836 | $2,529 | $307 | $307 |
| DELL TECHNOLOGIES INC | P | 2017-11-10 | 2018-01-19 | $2,836 | $2,637 | $199 | $199 |
| DELL TECHNOLOGIES INC | P | 2017-09-29 | 2018-02-21 | $18,615 | $20,297 | -$1,682 | -$1,682 |
| DELL TECHNOLOGIES INC | P | 2017-10-06 | 2018-02-22 | $6,717 | $7,508 | -$791 | -$791 |
| DELL TECHNOLOGIES INC | P | 2017-10-06 | 2018-04-27 | $6,933 | $6,933 | $0 | $0 |
| DELL TECHNOLOGIES INC | P | 2017-09-14 | 2018-05-07 | $7,022 | $7,509 | -$487 | -$487 |
| DELL TECHNOLOGIES INC | P | 2017-10-06 | 2018-10-05 | $8,165 | $6,717 | $1,448 | $1,448 |
| DELL TECHNOLOGIES INC | P | 2018-04-05 | 2018-10-05 | $23,931 | $18,178 | $5,753 | $5,753 |
| DELL TECHNOLOGIES INC | P | 2018-08-03 | 2018-10-05 | $7,781 | $7,534 | $247 | $247 |
| DENBURY RES INC NEW | P | 2018-04-30 | 2018-05-31 | $722 | $558 | $164 | $164 |
| DENBURY RES INC NEW | P | 2018-04-30 | 2018-10-18 | $13,775 | $8,536 | $5,239 | $5,239 |
| DELUXE CORP | P | 2017-12-13 | 2018-03-27 | $8,894 | $9,140 | -$246 | -$246 |
| DELUXE CORP | P | 2017-06-27 | 2018-05-31 | $1,342 | $1,370 | -$28 | -$28 |
| DELUXE CORP | P | 2018-09-13 | 2018-10-17 | $13,646 | $14,521 | -$875 | -$875 |
| DENNYS CORP | P | 2017-02-27 | 2018-01-18 | $754 | $617 | $137 | $137 |
| DENNYS CORP | P | 2017-03-29 | 2018-01-18 | $121 | $98 | $23 | $23 |
| DENNYS CORP | P | 2017-03-29 | 2018-03-27 | $3,731 | $2,969 | $762 | $762 |
| DENSO CORP ADR | P | 2018-02-26 | 2018-03-27 | $5,205 | $5,557 | -$352 | -$352 |
| DENTSPLY SIRONA INC | P | 2017-11-10 | 2018-01-19 | $372 | $392 | -$20 | -$20 |
| DENTSPLY SIRONA INC | P | 2017-09-29 | 2018-02-21 | $3,281 | $3,346 | -$65 | -$65 |
| DENTSPLY SIRONA INC | P | 2017-09-29 | 2018-03-26 | $14,065 | $16,493 | -$2,428 | -$2,428 |
| DENTSPLY SIRONA INC | P | 2017-10-06 | 2018-03-27 | $12,048 | $13,951 | -$1,903 | -$1,903 |
| DENTSPLY SIRONA INC | P | 2017-11-10 | 2018-03-27 | $3,291 | $4,251 | -$960 | -$960 |
| DENTSPLY SIRONA INC | P | 2018-04-27 | 2018-05-30 | $23,568 | $25,997 | -$2,429 | -$2,429 |
| DENTSPLY SIRONA INC | P | 2018-08-03 | 2018-09-14 | $18,670 | $23,234 | -$4,564 | -$4,564 |
| DERMIRA INC | P | 2017-12-13 | 2018-03-27 | $3,232 | $10,911 | -$7,679 | -$7,679 |
| DERMIRA INC | P | 2018-04-30 | 2018-05-31 | $7,396 | $7,703 | -$307 | -$307 |
| DERMIRA INC | P | 2018-07-02 | 2018-10-17 | $10,305 | $7,173 | $3,132 | $3,132 |
| DEPOMED INC | P | 2018-03-27 | 2018-05-31 | $3,916 | $4,048 | -$132 | -$132 |
| DEUTSCHE BOERSE AG | P | 2017-10-10 | 2018-07-09 | $3,184 | $2,569 | $615 | $615 |
| DEUTSCHE BOERSE AG | P | 2017-11-17 | 2018-07-09 | $8,784 | $7,094 | $1,690 | $1,690 |
| DEUTSCHE LUFTHANSA A G SPONSORED | P | 2017-10-10 | 2018-05-31 | $3,906 | $4,219 | -$313 | -$313 |
| DEUTSCHE LUFTHANSA A G SPONSORED | P | 2018-07-02 | 2018-09-12 | $468 | $427 | $41 | $41 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-05-15 | 2018-01-23 | $3,088 | $3,255 | -$167 | -$167 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-10-10 | 2018-01-23 | $12,025 | $12,277 | -$252 | -$252 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-06-27 | 2018-03-27 | $4,034 | $4,591 | -$557 | -$557 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2017-11-17 | 2018-03-27 | $17,587 | $19,255 | -$1,668 | -$1,668 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $24,815 | $25,508 | -$693 | -$693 |
| DEUTSCHE TELEKOM AG SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $13,846 | $15,763 | -$1,917 | -$1,917 |
| DEUTSCHE POST AG | P | 2017-11-17 | 2018-02-26 | $10,341 | $10,332 | $9 | $9 |
| DEUTSCHE POST AG | P | 2017-10-10 | 2018-04-30 | $16,014 | $16,554 | -$540 | -$540 |
| DEUTSCHE POST AG | P | 2018-03-27 | 2018-05-31 | $10,662 | $12,309 | -$1,647 | -$1,647 |
| DEVON ENERGY CORP | P | 2017-12-12 | 2018-02-21 | $19,893 | $24,536 | -$4,643 | -$4,643 |
| DEVON ENERGY CORP | P | 2017-11-10 | 2018-02-22 | $3,668 | $4,828 | -$1,160 | -$1,160 |
| DEVON ENERGY CORP | P | 2017-11-10 | 2018-04-27 | $2,724 | $2,724 | $0 | $0 |
| DEVON ENERGY CORP | P | 2017-12-13 | 2018-04-27 | $4,337 | $4,337 | $0 | $0 |
| DEVON ENERGY CORP | P | 2017-10-19 | 2018-05-07 | $2,986 | $2,787 | $199 | $199 |
| DEVON ENERGY CORP | P | 2017-11-21 | 2018-10-05 | $4,829 | $4,185 | $644 | $644 |
| DEVON ENERGY CORP | P | 2018-03-27 | 2018-10-05 | $16,676 | $13,490 | $3,186 | $3,186 |
| DEVON ENERGY CORP | P | 2018-04-05 | 2018-10-05 | $29,891 | $24,172 | $5,719 | $5,719 |
| DEXCOM INC | P | 2017-10-06 | 2018-10-05 | $16,999 | $6,629 | $10,370 | $10,370 |
| DEXCOM INC | P | 2017-12-13 | 2018-10-05 | $6,159 | $2,937 | $3,222 | $3,222 |
| DIAGEO PLC | P | 2018-02-26 | 2018-03-27 | $29,206 | $30,265 | -$1,059 | -$1,059 |
| DIAGEO PLC | P | 2017-11-17 | 2018-07-09 | $12,217 | $11,424 | $793 | $793 |
| DIAGEO PLC | P | 2018-08-09 | 2018-09-12 | $23,576 | $24,354 | -$778 | -$778 |
| DIAMOND HILL INVESTMENT GROUP INC | P | 2018-05-31 | 2018-07-02 | $10,873 | $11,096 | -$223 | -$223 |
| DIAMOND OFFSHORE DRILLING INC | P | 2018-03-27 | 2018-10-17 | $8,118 | $6,829 | $1,289 | $1,289 |
| DIAMONDROCK HOSPITALITY CO | P | 2017-06-27 | 2018-02-21 | $1,431 | $1,506 | -$75 | -$75 |
| DIAMONDROCK HOSPITALITY CO | P | 2017-03-29 | 2018-03-27 | $204 | $218 | -$14 | -$14 |
| DIAMONDROCK HOSPITALITY CO | P | 2017-10-06 | 2018-03-27 | $9,628 | $10,345 | -$717 | -$717 |
| DIAMONDROCK HOSPITALITY CO | P | 2018-04-30 | 2018-10-05 | $10,503 | $10,537 | -$34 | -$34 |
| DIAMONDBACK ENERGY INC | P | 2017-11-10 | 2018-09-14 | $1,103 | $1,001 | $102 | $102 |
| DIAMONDBACK ENERGY INC | P | 2017-11-10 | 2018-10-17 | $388 | $334 | $54 | $54 |
| DIAMONDBACK ENERGY INC | P | 2018-10-18 | 2018-11-27 | $5,157 | $5,814 | -$657 | -$657 |
| DIAMONDBACK ENERGY INC | P | 2018-10-18 | 2018-11-27 | $5,187 | $5,940 | -$753 | -$753 |
| DIAMONDBACK ENERGY INC | P | 2018-10-18 | 2018-11-29 | $5,693 | $6,446 | -$753 | -$753 |
| DIAMONDBACK ENERGY INC | P | 2018-10-18 | 2018-12-03 | $9,737 | $10,869 | -$1,132 | -$1,132 |
| DIAMONDBACK ENERGY INC | P | 2018-10-26 | 2018-12-03 | $1,359 | $1,370 | -$11 | -$11 |
| DIEBOLD INC | P | 2017-12-13 | 2018-01-18 | $109 | $106 | $3 | $3 |
| DIEBOLD INC | P | 2017-12-13 | 2018-03-27 | $10,710 | $12,780 | -$2,070 | -$2,070 |
| DIEBOLD INC | P | 2018-04-30 | 2018-05-31 | $8,204 | $11,275 | -$3,071 | -$3,071 |
| DIEBOLD INC | P | 2018-04-30 | 2018-08-07 | $380 | $989 | -$609 | -$609 |
| DIEBOLD INC | P | 2018-07-02 | 2018-08-07 | $3,620 | $7,092 | -$3,472 | -$3,472 |
| DIGITAL RLTY TR INC | P | 2017-11-10 | 2018-02-22 | $4,914 | $5,905 | -$991 | -$991 |
| DIGITAL RLTY TR INC | P | 2017-11-10 | 2018-04-27 | $13,342 | $14,918 | -$1,576 | -$1,576 |
| DIGITAL RLTY TR INC | P | 2018-01-19 | 2018-10-05 | $5,296 | $5,079 | $217 | $217 |
| DIGITAL RLTY TR INC | P | 2018-03-27 | 2018-10-05 | $9,599 | $9,018 | $581 | $581 |
| DIGITAL RLTY TR INC | P | 2018-05-30 | 2018-10-05 | $8,386 | $8,203 | $183 | $183 |
| DIGITAL RLTY TR INC | P | 2018-06-12 | 2018-10-05 | $15,809 | $15,558 | $251 | $251 |
| DIME CMNTY BANCORP INC | P | 2018-08-07 | 2018-10-17 | $13,222 | $13,277 | -$55 | -$55 |
| DILLARDS INC CL A | P | 2018-03-27 | 2018-09-13 | $6,004 | $6,228 | -$224 | -$224 |
| DINEEQUITY INC | P | 2017-11-10 | 2018-01-18 | $3,980 | $3,616 | $364 | $364 |
| DINEEQUITY INC | P | 2017-11-10 | 2018-03-27 | $6,941 | $4,977 | $1,964 | $1,964 |
| DINEEQUITY INC | P | 2017-11-10 | 2018-10-05 | $12,410 | $7,701 | $4,709 | $4,709 |
| DIPLOMAT PHARMACY INC | P | 2017-12-13 | 2018-01-18 | $411 | $320 | $91 | $91 |
| DIPLOMAT PHARMACY INC | P | 2017-12-13 | 2018-03-27 | $3,000 | $2,879 | $121 | $121 |
| DIPLOMAT PHARMACY INC | P | 2017-12-13 | 2018-09-13 | $5,748 | $6,099 | -$351 | -$351 |
| DISNEY WALT CO | P | 2018-01-18 | 2018-02-21 | $4,801 | $5,017 | -$216 | -$216 |
| DISNEY WALT CO | P | 2017-11-07 | 2018-05-07 | $2,346 | $2,352 | -$6 | -$6 |
| DISCOVER FINL SVCS | P | 2018-04-05 | 2018-07-19 | $23,931 | $24,198 | -$267 | -$267 |
| DISCOVER FINL SVCS | P | 2017-11-10 | 2018-10-05 | $33,453 | $28,380 | $5,073 | $5,073 |
| DISCOVER FINL SVCS | P | 2018-04-05 | 2018-10-05 | $2,226 | $2,101 | $125 | $125 |
| DISCOVERY COMMUNICATIONS INC | P | 2018-02-21 | 2018-03-26 | $14,567 | $16,383 | -$1,816 | -$1,816 |
| DISCOVERY COMMUNICATIONS INC | P | 2017-10-06 | 2018-05-30 | $1,824 | $1,846 | -$22 | -$22 |
| DISCOVERY COMMUNICATIONS INC | P | 2017-11-10 | 2018-10-05 | $20,587 | $10,971 | $9,616 | $9,616 |
| DISCOVERY COMMUNICATIONS INC | P | 2018-03-26 | 2018-10-05 | $35,664 | $23,207 | $12,457 | $12,457 |
| DISCOVERY COMMUNICATIONS INC | P | 2018-03-27 | 2018-10-05 | $13,877 | $9,151 | $4,726 | $4,726 |
| DISH NETWORK CORP CL A | P | 2017-11-07 | 2018-01-18 | $14,441 | $15,820 | -$1,379 | -$1,379 |
| DISH NETWORK CORP CL A | P | 2018-04-05 | 2018-05-07 | $19,642 | $23,225 | -$3,583 | -$3,583 |
| DISH NETWORK CORP CL A | P | 2018-07-02 | 2018-08-03 | $29,770 | $29,134 | $636 | $636 |
| DISH NETWORK CORP CL A | P | 2018-06-12 | 2018-10-05 | $26,300 | $24,454 | $1,846 | $1,846 |
| DISH NETWORK CORP CL A | P | 2018-09-14 | 2018-10-05 | $19,556 | $20,733 | -$1,177 | -$1,177 |
| DISH TV INDIA LTD | P | 2018-03-27 | 2018-05-17 | $1 | $1 | $0 | $0 |
| DR REDDYS LABS LTD ADR REPSTG 1/2 | P | 2017-10-10 | 2018-02-26 | $5,011 | $5,406 | -$395 | -$395 |
| DR REDDYS LABS LTD ADR REPSTG 1/2 | P | 2018-04-30 | 2018-05-31 | $11,145 | $12,544 | -$1,399 | -$1,399 |
| DR REDDYS LABS LTD ADR REPSTG 1/2 | P | 2018-07-09 | 2018-09-12 | $2,493 | $2,382 | $111 | $111 |
| DR REDDYS LABS LTD ADR REPSTG 1/2 | P | 2018-08-09 | 2018-09-12 | $8,251 | $7,699 | $552 | $552 |
| DOLLAR TREE INC | P | 2017-11-10 | 2018-05-30 | $2,787 | $2,746 | $41 | $41 |
| DOLLAR TREE INC | P | 2017-10-06 | 2018-07-02 | $21,892 | $23,383 | -$1,491 | -$1,491 |
| DOLLAR TREE INC | P | 2017-11-10 | 2018-07-02 | $1,838 | $2,083 | -$245 | -$245 |
| DOLLAR TREE INC | P | 2018-08-03 | 2018-09-14 | $1,600 | $1,717 | -$117 | -$117 |
| DOLLAR TREE INC | P | 2018-08-03 | 2018-10-05 | $18,085 | $20,331 | -$2,246 | -$2,246 |
| DOMINION ENERGY INC | P | 2017-11-07 | 2018-01-18 | $51,563 | $56,095 | -$4,532 | -$4,532 |
| DOMINION ENERGY INC | P | 2017-11-07 | 2018-03-26 | $950 | $1,141 | -$191 | -$191 |
| DOMINION ENERGY INC | P | 2018-02-21 | 2018-03-26 | $44,998 | $49,688 | -$4,690 | -$4,690 |
| DOMINION ENERGY INC | P | 2018-06-12 | 2018-10-05 | $33,137 | $29,756 | $3,381 | $3,381 |
| DOMINOS PIZZA INC | P | 2017-12-13 | 2018-10-05 | $10,646 | $6,870 | $3,776 | $3,776 |
| DOMINOS PIZZA INC | P | 2018-10-18 | 2018-10-25 | $23,100 | $23,942 | -$842 | -$842 |
| DOMTAR CORP | P | 2017-11-10 | 2018-01-19 | $9,916 | $8,892 | $1,024 | $1,024 |
| DOMTAR CORP | P | 2017-11-10 | 2018-02-22 | $1,742 | $1,778 | -$36 | -$36 |
| DON QUIJOTE HOLDINGS CO LTD | P | 2018-07-09 | 2018-09-12 | $2,205 | $2,137 | $68 | $68 |
| DONALDSON CO INC | P | 2018-03-27 | 2018-10-05 | $20,188 | $15,775 | $4,413 | $4,413 |
| DONNELLEY R R & SONS CO | P | 2018-03-27 | 2018-05-31 | $4,672 | $6,483 | -$1,811 | -$1,811 |
| DONNELLEY R R & SONS CO | P | 2018-07-02 | 2018-08-07 | $5,316 | $6,624 | -$1,308 | -$1,308 |
| DONNELLEY R R & SONS CO | P | 2018-09-13 | 2018-10-17 | $5,804 | $6,219 | -$415 | -$415 |
| DORMAN PRODS INC | P | 2017-12-13 | 2018-03-27 | $3,650 | $3,579 | $71 | $71 |
| DORMAN PRODS INC | P | 2017-12-13 | 2018-10-05 | $5,671 | $5,112 | $559 | $559 |
| DOUGLAS EMMETT INC | P | 2018-02-21 | 2018-10-05 | $40,918 | $39,221 | $1,697 | $1,697 |
| DOUGLAS EMMETT INC | P | 2018-02-22 | 2018-10-05 | $37,692 | $36,033 | $1,659 | $1,659 |
| DOUGLAS DYNAMICS INC | P | 2017-06-27 | 2018-03-27 | $1,382 | $1,016 | $366 | $366 |
| DOVER CORP | P | 2017-12-12 | 2018-05-07 | $13,845 | $14,371 | -$526 | -$526 |
| DOVER CORP | P | 2017-10-06 | 2018-07-02 | $6,176 | $6,340 | -$164 | -$164 |
| DOVER CORP | P | 2017-12-12 | 2018-07-19 | $10,480 | $10,333 | $147 | $147 |
| DOVER CORP | P | 2017-10-06 | 2018-10-05 | $15,030 | $12,905 | $2,125 | $2,125 |
| DOVER CORP | P | 2017-11-10 | 2018-10-05 | $1,998 | $1,707 | $291 | $291 |
| DOWDUPONT INC | P | 2017-09-29 | 2018-01-18 | $15,170 | $13,947 | $1,223 | $1,223 |
| DOWDUPONT INC | P | 2018-03-26 | 2018-04-05 | $16,068 | $15,780 | $288 | $288 |
| DOWDUPONT INC | P | 2017-09-29 | 2018-05-07 | $35,438 | $37,887 | -$2,449 | -$2,449 |
| DOWDUPONT INC | P | 2018-02-21 | 2018-05-07 | $4,543 | $5,066 | -$523 | -$523 |
| DOWDUPONT INC | P | 2017-09-29 | 2018-07-19 | $82,257 | $86,715 | -$4,458 | -$4,458 |
| DOWDUPONT INC | P | 2018-06-12 | 2018-07-19 | $17,464 | $18,404 | -$940 | -$940 |
| DOWDUPONT INC | P | 2018-03-26 | 2018-10-05 | $10,913 | $11,097 | -$184 | -$184 |
| DOWDUPONT INC | P | 2018-06-12 | 2018-10-05 | $45,084 | $49,574 | -$4,490 | -$4,490 |
| DOWDUPONT INC | P | 2018-08-22 | 2018-10-05 | $65,102 | $71,152 | -$6,050 | -$6,050 |
| DR PEPPER SNAPPLE INC | P | 2017-11-07 | 2018-01-18 | $42,738 | $38,085 | $4,653 | $4,653 |
| DR PEPPER SNAPPLE INC | P | 2017-11-07 | 2018-02-21 | $24,635 | $17,982 | $6,653 | $6,653 |
| DR PEPPER SNAPPLE INC | P | 2018-02-22 | 2018-04-27 | $3,003 | $2,872 | $131 | $131 |
| DRIL-QUIP INC | P | 2017-11-10 | 2018-03-27 | $2,202 | $2,212 | -$10 | -$10 |
| DRIL-QUIP INC | P | 2017-11-10 | 2018-04-30 | $11,659 | $12,947 | -$1,288 | -$1,288 |
| DRIL-QUIP INC | P | 2018-05-31 | 2018-10-17 | $12,895 | $13,147 | -$252 | -$252 |
| DSV AS | P | 2018-01-23 | 2018-07-09 | $2,397 | $2,430 | -$33 | -$33 |
| DSV AS | P | 2018-08-09 | 2018-09-12 | $1,555 | $1,490 | $65 | $65 |
| DUKE REALTY CORP | P | 2017-10-06 | 2018-02-22 | $18,127 | $21,031 | -$2,904 | -$2,904 |
| DUKE REALTY CORP | P | 2017-11-10 | 2018-02-22 | $3,800 | $4,406 | -$606 | -$606 |
| DUKE REALTY CORP | P | 2018-01-19 | 2018-02-22 | $6,101 | $6,235 | -$134 | -$134 |
| DUKE REALTY CORP | P | 2018-03-27 | 2018-10-05 | $32,629 | $30,793 | $1,836 | $1,836 |
| DUKE ENERGY CORP | P | 2017-11-07 | 2018-02-21 | $4,354 | $5,078 | -$724 | -$724 |
| DUKE ENERGY CORP | P | 2017-12-12 | 2018-02-21 | $9,624 | $11,038 | -$1,414 | -$1,414 |
| DUKE ENERGY CORP | P | 2018-01-18 | 2018-02-21 | $4,888 | $4,985 | -$97 | -$97 |
| DUKE ENERGY CORP | P | 2018-03-26 | 2018-06-12 | $13,726 | $14,334 | -$608 | -$608 |
| DUKE ENERGY CORP | P | 2018-04-05 | 2018-06-12 | $28,758 | $30,743 | -$1,985 | -$1,985 |
| DUNKIN BRANDS GROUP INC | P | 2017-12-13 | 2018-10-05 | $16,887 | $14,505 | $2,382 | $2,382 |
| DYCOM INDS INC | P | 2018-01-18 | 2018-03-27 | $4,545 | $5,019 | -$474 | -$474 |
| DYNAVAX TECHNOLOGIES CORP | P | 2017-10-06 | 2018-01-18 | $524 | $791 | -$267 | -$267 |
| DYNAVAX TECHNOLOGIES CORP | P | 2017-10-06 | 2018-03-27 | $4,124 | $4,813 | -$689 | -$689 |
| DYNAVAX TECHNOLOGIES CORP | P | 2017-10-06 | 2018-04-30 | $1,049 | $1,372 | -$323 | -$323 |
| DYNAVAX TECHNOLOGIES CORP | P | 2017-10-06 | 2018-05-31 | $3,058 | $4,557 | -$1,499 | -$1,499 |
| DYNAVAX TECHNOLOGIES CORP | P | 2018-08-07 | 2018-09-13 | $7,573 | $8,482 | -$909 | -$909 |
| DYNEX CAPITAL INC | P | 2018-03-27 | 2018-08-07 | $14,242 | $14,049 | $193 | $193 |
| DYNEX CAPITAL INC | P | 2018-07-02 | 2018-08-07 | $2,959 | $3,017 | -$58 | -$58 |
| DYNEX CAPITAL INC | P | 2018-09-13 | 2018-10-05 | $12,543 | $13,157 | -$614 | -$614 |
| EHI CAR SVCS INC | P | 2017-12-19 | 2018-07-09 | $433 | $384 | $49 | $49 |
| EHI CAR SVCS INC | P | 2017-12-19 | 2018-09-12 | $3,191 | $3,619 | -$428 | -$428 |
| E L F BEAUTY INC | P | 2018-09-13 | 2018-10-17 | $4,938 | $6,022 | -$1,084 | -$1,084 |
| ENI SPA | P | 2018-03-27 | 2018-05-31 | $4,063 | $4,008 | $55 | $55 |
| ENI SPA | P | 2018-07-02 | 2018-09-12 | $9,109 | $8,983 | $126 | $126 |
| EOG RESOURCES INC | P | 2018-02-21 | 2018-10-05 | $30,792 | $25,248 | $5,544 | $5,544 |
| EOG RESOURCES INC | P | 2018-04-05 | 2018-10-05 | $6,263 | $5,043 | $1,220 | $1,220 |
| ENN ENERGY HLDGS LTD | P | 2018-08-09 | 2018-09-12 | $4,231 | $4,660 | -$429 | -$429 |
| E ON AG SPONSORED ADR | P | 2017-12-19 | 2018-02-26 | $2,180 | $2,284 | -$104 | -$104 |
| E ON AG SPONSORED ADR | P | 2018-01-23 | 2018-02-26 | $9,563 | $10,028 | -$465 | -$465 |
| E ON AG SPONSORED ADR | P | 2017-12-19 | 2018-08-09 | $5,055 | $5,228 | -$173 | -$173 |
| EQT CORP | P | 2017-10-06 | 2018-01-19 | $1,592 | $1,847 | -$255 | -$255 |
| EQT CORP | P | 2017-03-29 | 2018-02-21 | $1,018 | $1,222 | -$204 | -$204 |
| EQT CORP | P | 2017-09-27 | 2018-02-21 | $30 | $38 | -$8 | -$8 |
| EQT CORP | P | 2017-09-29 | 2018-02-21 | $6,263 | $7,998 | -$1,735 | -$1,735 |
| EQT CORP | P | 2017-12-12 | 2018-02-21 | $6,453 | $7,227 | -$774 | -$774 |
| EQT CORP | P | 2017-06-28 | 2018-04-27 | $3,907 | $3,907 | $0 | $0 |
| EQT CORP | P | 2017-10-06 | 2018-04-27 | $5,696 | $5,696 | $0 | $0 |
| EQT CORP | P | 2017-12-13 | 2018-04-27 | $3,218 | $3,218 | $0 | $0 |
| EQT CORP | P | 2017-06-06 | 2018-05-07 | $3,926 | $4,905 | -$979 | -$979 |
| EQT CORP | P | 2017-09-14 | 2018-05-07 | $5,725 | $7,153 | -$1,428 | -$1,428 |
| EQT CORP | P | 2017-11-21 | 2018-05-07 | $3,234 | $3,528 | -$294 | -$294 |
| EQT CORP | P | 2017-12-13 | 2018-05-30 | $8,435 | $9,407 | -$972 | -$972 |
| EQT CORP | P | 2018-03-27 | 2018-05-30 | $8,895 | $8,392 | $503 | $503 |
| EQT CORP | P | 2018-04-05 | 2018-10-05 | $9,203 | $9,203 | $0 | $0 |
| EQT CORP | P | 2018-08-03 | 2018-10-05 | $21,711 | $21,711 | $0 | $0 |
| EQT CORP | P | 2018-08-22 | 2018-10-05 | $6,701 | $6,701 | $0 | $0 |
| EPR PROPERTIES | P | 2018-02-21 | 2018-03-26 | $24,261 | $25,779 | -$1,518 | -$1,518 |
| EPR PROPERTIES | P | 2018-02-22 | 2018-03-27 | $26,219 | $27,278 | -$1,059 | -$1,059 |
| EPR PROPERTIES | P | 2018-02-21 | 2018-04-05 | $5,431 | $5,646 | -$215 | -$215 |
| EPR PROPERTIES | P | 2018-10-17 | 2018-10-30 | $6,327 | $6,136 | $191 | $191 |
| EAGLE BANCORP INC MD | P | 2017-11-10 | 2018-01-18 | $25,932 | $27,616 | -$1,684 | -$1,684 |
| EAGLE BANCORP INC MD | P | 2018-03-27 | 2018-04-30 | $2,911 | $2,985 | -$74 | -$74 |
| EAGLE BANCORP INC MD | P | 2018-05-31 | 2018-07-02 | $369 | $370 | -$1 | -$1 |
| EAGLE BANCORP INC MD | P | 2018-03-27 | 2018-08-07 | $9,844 | $11,269 | -$1,425 | -$1,425 |
| EAGLE BANCORP INC MD | P | 2018-05-31 | 2018-08-07 | $2,288 | $2,652 | -$364 | -$364 |
| EAGLE BANCORP INC MD | P | 2018-09-13 | 2018-10-18 | $20,308 | $20,222 | $86 | $86 |
| E TRADE FINL CORP | P | 2017-03-29 | 2018-01-18 | $4,300 | $2,748 | $1,552 | $1,552 |
| E TRADE FINL CORP | P | 2017-04-28 | 2018-01-18 | $1,075 | $691 | $384 | $384 |
| E TRADE FINL CORP | P | 2017-05-30 | 2018-01-18 | $54 | $35 | $19 | $19 |
| E TRADE FINL CORP | P | 2017-12-13 | 2018-10-17 | $8,575 | $8,281 | $294 | $294 |
| EAGLE PHARMACEUTICALS INC | P | 2018-05-31 | 2018-09-13 | $5,796 | $5,773 | $23 | $23 |
| EARTHSTONE ENERGY INC | P | 2018-07-02 | 2018-09-13 | $2,707 | $2,711 | -$4 | -$4 |
| EARTHSTONE ENERGY INC | P | 2018-07-02 | 2018-10-17 | $8,149 | $7,822 | $327 | $327 |
| EAST JAPAN RY CO | P | 2018-03-27 | 2018-07-09 | $7,599 | $7,713 | -$114 | -$114 |
| EASTMAN CHEM CO | P | 2018-01-18 | 2018-02-21 | $31,733 | $29,932 | $1,801 | $1,801 |
| EASTMAN CHEM CO | P | 2018-01-19 | 2018-09-14 | $4,973 | $4,992 | -$19 | -$19 |
| EASTMAN CHEM CO | P | 2017-12-13 | 2018-10-05 | $6,527 | $6,527 | $0 | $0 |
| EASTMAN CHEM CO | P | 2018-01-18 | 2018-10-05 | $29,534 | $29,534 | $0 | $0 |
| EASYJET PLC | P | 2018-01-23 | 2018-03-27 | $203 | $210 | -$7 | -$7 |
| EASYJET PLC | P | 2018-01-23 | 2018-04-30 | $818 | $862 | -$44 | -$44 |
| EASYJET PLC | P | 2018-01-23 | 2018-07-02 | $909 | $978 | -$69 | -$69 |
| EASYJET PLC | P | 2018-01-23 | 2018-08-09 | $2,083 | $2,398 | -$315 | -$315 |
| EASYJET PLC | P | 2018-01-23 | 2018-09-12 | $1,007 | $1,281 | -$274 | -$274 |
| EATON VANCE CORP | P | 2017-11-10 | 2018-09-14 | $18,652 | $17,782 | $870 | $870 |
| EBIX INC | P | 2017-11-10 | 2018-01-18 | $6,507 | $5,970 | $537 | $537 |
| EBIX INC | P | 2017-11-10 | 2018-03-27 | $6,109 | $6,045 | $64 | $64 |
| EBIX INC | P | 2017-11-10 | 2018-05-31 | $526 | $522 | $4 | $4 |
| EBIX INC | P | 2017-11-10 | 2018-07-02 | $9,350 | $9,104 | $246 | $246 |
| ECOPETROL S A | P | 2017-11-17 | 2018-07-09 | $3,268 | $1,840 | $1,428 | $1,428 |
| EDGEWELL PERSONAL CARE CO | P | 2017-11-10 | 2018-02-22 | $12,366 | $13,557 | -$1,191 | -$1,191 |
| EDGEWELL PERSONAL CARE CO | P | 2018-05-30 | 2018-10-05 | $13,074 | $13,248 | -$174 | -$174 |
| EDGEWELL PERSONAL CARE CO | P | 2018-07-02 | 2018-10-05 | $15,441 | $17,193 | -$1,752 | -$1,752 |
| EDISON INTERNATIONAL | P | 2017-10-06 | 2018-02-22 | $5,807 | $7,525 | -$1,718 | -$1,718 |
| EDISON INTERNATIONAL | P | 2017-10-06 | 2018-02-22 | $9,339 | $9,339 | $0 | $0 |
| EDISON INTERNATIONAL | P | 2017-11-10 | 2018-02-22 | $1,137 | $1,522 | -$385 | -$385 |
| EDISON INTERNATIONAL | P | 2017-10-05 | 2018-03-26 | $9,671 | $12,136 | -$2,465 | -$2,465 |
| EDISON INTERNATIONAL | P | 2017-11-07 | 2018-03-26 | $3,905 | $5,010 | -$1,105 | -$1,105 |
| EDISON INTERNATIONAL | P | 2017-12-12 | 2018-03-26 | $20,023 | $22,054 | -$2,031 | -$2,031 |
| EDISON INTERNATIONAL | P | 2017-10-06 | 2018-03-27 | $9,998 | $12,179 | -$2,181 | -$2,181 |
| EDISON INTERNATIONAL | P | 2018-04-27 | 2018-05-30 | $12,829 | $13,536 | -$707 | -$707 |
| EDISON INTERNATIONAL | P | 2018-01-19 | 2018-10-05 | $6,532 | $5,859 | $673 | $673 |
| EDISON INTERNATIONAL | P | 2018-04-27 | 2018-10-05 | $13,828 | $13,076 | $752 | $752 |
| EDISON INTERNATIONAL | P | 2018-08-03 | 2018-10-05 | $3,127 | $3,018 | $109 | $109 |
| EDITAS MEDICINE INC | P | 2017-12-13 | 2018-01-18 | $178 | $145 | $33 | $33 |
| EDITAS MEDICINE INC | P | 2017-12-13 | 2018-03-27 | $1,635 | $1,112 | $523 | $523 |
| EDITAS MEDICINE INC | P | 2017-12-13 | 2018-10-17 | $7,421 | $6,142 | $1,279 | $1,279 |
| EDUCATION RLTY TR INC | P | 2017-10-06 | 2018-02-21 | $10,131 | $11,786 | -$1,655 | -$1,655 |
| EDUCATION RLTY TR INC | P | 2018-01-18 | 2018-04-30 | $10,296 | $10,454 | -$158 | -$158 |
| EDUCATION RLTY TR INC | P | 2018-03-27 | 2018-09-21 | $5,229 | $3,984 | $1,245 | $1,245 |
| 8X8 INC NEW | P | 2017-10-06 | 2018-10-05 | $5,325 | $3,752 | $1,573 | $1,573 |
| EL PASO ELECTRIC CO | P | 2017-07-27 | 2018-01-18 | $22,989 | $23,402 | -$413 | -$413 |
| EL PASO ELECTRIC CO | P | 2018-03-27 | 2018-10-18 | $20,273 | $17,070 | $3,203 | $3,203 |
| ELDORADO RESORTS INC | P | 2017-12-13 | 2018-01-18 | $12,756 | $13,645 | -$889 | -$889 |
| ELDORADO RESORTS INC | P | 2018-03-27 | 2018-10-05 | $10,642 | $8,033 | $2,609 | $2,609 |
| ELDORADO RESORTS INC | P | 2018-10-18 | 2018-11-26 | $3,919 | $3,919 | $0 | $0 |
| ELDORADO RESORTS INC | P | 2018-10-18 | 2018-11-26 | $1,623 | $1,623 | $0 | $0 |
| ELECTRO SCIENTIFIC INDS INC | P | 2018-03-27 | 2018-04-30 | $3,262 | $3,766 | -$504 | -$504 |
| ELECTRONICS FOR IMAGING INC | P | 2017-12-13 | 2018-03-27 | $4,039 | $4,297 | -$258 | -$258 |
| ELECTRONICS FOR IMAGING INC | P | 2017-12-13 | 2018-10-17 | $8,821 | $7,873 | $948 | $948 |
| ELLIE MAE INC | P | 2018-01-18 | 2018-03-27 | $5,817 | $5,914 | -$97 | -$97 |
| ELLIS PERRY INTL INC | P | 2017-05-23 | 2018-03-27 | $3,533 | $2,486 | $1,047 | $1,047 |
| EMBOTELLADORA ANDINA S A | P | 2017-12-19 | 2018-01-23 | $3,936 | $4,093 | -$157 | -$157 |
| EMBOTELLADORA ANDINA S A | P | 2018-03-28 | 2018-06-01 | $3,879 | $4,465 | -$586 | -$586 |
| EMBOTELLADORA ANDINA S A | P | 2018-07-09 | 2018-09-12 | $2,423 | $2,485 | -$62 | -$62 |
| EMBRAER S A | P | 2018-07-02 | 2018-08-09 | $4,638 | $6,033 | -$1,395 | -$1,395 |
| EMBRAER S A | P | 2017-11-17 | 2018-09-12 | $925 | $925 | $0 | $0 |
| EMCOR GROUP INC | P | 2018-01-18 | 2018-03-27 | $4,834 | $5,203 | -$369 | -$369 |
| EMCOR GROUP INC | P | 2017-10-06 | 2018-09-13 | $1,913 | $1,759 | $154 | $154 |
| EMERGENT BIOSOLUTIONS INC | P | 2017-10-06 | 2018-01-18 | $2,683 | $2,192 | $491 | $491 |
| EMERGENT BIOSOLUTIONS INC | P | 2018-10-18 | 2018-11-02 | $3,446 | $3,261 | $185 | $185 |
| EMERGENT BIOSOLUTIONS INC | P | 2018-10-18 | 2018-11-19 | $2,911 | $2,584 | $327 | $327 |
| EMERSON ELECTRIC CO | P | 2018-04-05 | 2018-10-05 | $22,451 | $19,792 | $2,659 | $2,659 |
| EMPIRE ST RLTY TR INC | P | 2018-01-19 | 2018-02-22 | $27,401 | $29,400 | -$1,999 | -$1,999 |
| EMPLOYERS HLDGS INC | P | 2017-06-27 | 2018-03-27 | $14,053 | $14,702 | -$649 | -$649 |
| EMPLOYERS HLDGS INC | P | 2018-04-30 | 2018-05-31 | $13,343 | $13,761 | -$418 | -$418 |
| EMPRESA DISTRIBUIDORA Y COMERCI- | P | 2018-08-09 | 2018-09-12 | $2,171 | $2,965 | -$794 | -$794 |
| ENANTA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-01-18 | $1,446 | $838 | $608 | $608 |
| ENANTA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-03-27 | $5,072 | $2,247 | $2,825 | $2,825 |
| ENCORE CAP GROUP INC | P | 2018-03-27 | 2018-04-30 | $6,794 | $6,968 | -$174 | -$174 |
| ENCORE CAP GROUP INC | P | 2018-08-07 | 2018-10-17 | $9,278 | $11,068 | -$1,790 | -$1,790 |
| ENCORE WIRE CORP | P | 2017-07-27 | 2018-03-27 | $1,053 | $842 | $211 | $211 |
| ENCOMPASS HEALTH CORP | P | 2017-06-27 | 2018-03-27 | $57 | $49 | $8 | $8 |
| ENCOMPASS HEALTH CORP | P | 2017-10-06 | 2018-10-05 | $23,370 | $14,187 | $9,183 | $9,183 |
| ENERGEN CORP | P | 2017-10-06 | 2018-10-05 | $24,769 | $15,104 | $9,665 | $9,665 |
| ENEL SOCIETA PER AZIONI | P | 2018-03-27 | 2018-05-31 | $12,690 | $14,111 | -$1,421 | -$1,421 |
| ENDOCYTE INC | P | 2018-08-07 | 2018-10-17 | $5,099 | $5,345 | -$246 | -$246 |
| ENERGIZER HLDGS INC | P | 2018-03-27 | 2018-10-05 | $10,359 | $9,466 | $893 | $893 |
| ENERSIS S A SPONSORED ADR | P | 2017-11-17 | 2018-07-02 | $5,073 | $6,135 | -$1,062 | -$1,062 |
| ENERSYS | P | 2018-01-18 | 2018-03-27 | $8,538 | $9,273 | -$735 | -$735 |
| ENERSYS | P | 2018-01-18 | 2018-07-02 | $2,974 | $2,967 | $7 | $7 |
| ENERSYS | P | 2018-01-18 | 2018-10-18 | $11,035 | $10,163 | $872 | $872 |
| ENERSYS | P | 2018-04-30 | 2018-10-18 | $4,188 | $3,601 | $587 | $587 |
| ENERSIS CHILE S A | P | 2017-12-19 | 2018-05-31 | $3,751 | $4,070 | -$319 | -$319 |
| ENGIE SA | P | 2017-11-17 | 2018-02-26 | $10,392 | $11,111 | -$719 | -$719 |
| ENGIE SA | P | 2017-12-19 | 2018-02-26 | $10,265 | $11,105 | -$840 | -$840 |
| ENGIE SA | P | 2018-01-23 | 2018-02-26 | $9,533 | $10,655 | -$1,122 | -$1,122 |
| ENGIE SA | P | 2018-07-09 | 2018-08-09 | $10,662 | $10,984 | -$322 | -$322 |
| ENNIS BUSINESS FORMS | P | 2018-07-02 | 2018-09-13 | $14,389 | $14,183 | $206 | $206 |
| ENPRO INDS INC | P | 2017-10-06 | 2018-01-18 | $3,646 | $3,265 | $381 | $381 |
| ENPRO INDS INC | P | 2017-04-28 | 2018-03-27 | $388 | $352 | $36 | $36 |
| ENPRO INDS INC | P | 2017-10-06 | 2018-03-27 | $2,015 | $2,122 | -$107 | -$107 |
| ENSIGN GROUP INC | P | 2017-10-06 | 2018-01-18 | $3,247 | $3,146 | $101 | $101 |
| ENSIGN GROUP INC | P | 2017-07-27 | 2018-03-27 | $856 | $723 | $133 | $133 |
| ENSIGN GROUP INC | P | 2017-10-06 | 2018-03-27 | $5,268 | $4,459 | $809 | $809 |
| ENTEGRIS INC | P | 2017-10-06 | 2018-10-05 | $9,126 | $9,547 | -$421 | -$421 |
| ENTERCOM COMMUNICATIONS CORP | P | 2017-05-23 | 2018-03-27 | $1,574 | $1,671 | -$97 | -$97 |
| ENTERCOM COMMUNICATIONS CORP | P | 2018-07-02 | 2018-08-07 | $6,399 | $7,071 | -$672 | -$672 |
| ENTERCOM COMMUNICATIONS CORP | P | 2018-09-13 | 2018-10-05 | $7,993 | $8,529 | -$536 | -$536 |
| ENTERGY CORP | P | 2017-10-06 | 2018-01-19 | $20,846 | $21,271 | -$425 | -$425 |
| ENTERGY CORP | P | 2017-11-10 | 2018-01-19 | $1,544 | $1,708 | -$164 | -$164 |
| ENTERGY CORP | P | 2017-07-28 | 2018-02-21 | $2,124 | $2,131 | -$7 | -$7 |
| ENTERGY CORP | P | 2017-09-29 | 2018-02-21 | $7,508 | $7,568 | -$60 | -$60 |
| ENTERGY CORP | P | 2017-10-06 | 2018-05-30 | $4,336 | $4,254 | $82 | $82 |
| ENTERGY CORP | P | 2017-07-28 | 2018-06-12 | $37,073 | $36,685 | $388 | $388 |
| ENTERGY CORP | P | 2017-10-06 | 2018-10-05 | $14,247 | $13,629 | $618 | $618 |
| ENTRAVISION COMMUNICATIONS CORP CL | P | 2018-07-02 | 2018-10-05 | $6,704 | $6,711 | -$7 | -$7 |
| ENVESTNET INC | P | 2017-10-06 | 2018-07-02 | $165 | $160 | $5 | $5 |
| ENVISION HEALTHCARE CORP | P | 2017-12-13 | 2018-10-05 | $12,124 | $8,822 | $3,302 | $3,302 |
| EPLUS INC | P | 2018-03-27 | 2018-10-17 | $9,389 | $8,347 | $1,042 | $1,042 |
| EPIZYME INC | P | 2018-01-18 | 2018-03-27 | $1,928 | $1,541 | $387 | $387 |
| EPIZYME INC | P | 2018-01-18 | 2018-07-02 | $494 | $554 | -$60 | -$60 |
| EPIZYME INC | P | 2018-01-18 | 2018-08-07 | $3,044 | $4,804 | -$1,760 | -$1,760 |
| EQUIFAX INC | P | 2018-03-27 | 2018-04-27 | $3,197 | $3,315 | -$118 | -$118 |
| EQUIFAX INC | P | 2018-03-27 | 2018-05-30 | $5,268 | $5,446 | -$178 | -$178 |
| EQUIFAX INC | P | 2018-03-27 | 2018-10-05 | $2,949 | $2,723 | $226 | $226 |
| EQUIFAX INC | P | 2018-07-19 | 2018-10-05 | $38,975 | $38,166 | $809 | $809 |
| EQUITRANS MIDSTREAM CORP | P | 2018-09-03 | 2018-12-04 | $13 | $19 | -$6 | -$6 |
| EQUITY COMMONWEALTH | P | 2017-12-13 | 2018-01-19 | $30,361 | $31,161 | -$800 | -$800 |
| EQUITY COMMONWEALTH | P | 2018-02-22 | 2018-10-05 | $32,054 | $31,873 | $181 | $181 |
| EQUITY LIFESTYLE PPTYS INC | P | 2018-02-22 | 2018-03-27 | $1,131 | $1,106 | $25 | $25 |
| EQUITY LIFESTYLE PPTYS INC | P | 2018-02-22 | 2018-10-05 | $33,073 | $29,870 | $3,203 | $3,203 |
| EQUITY RESIDENTIAL PROPERTIES TRUST | P | 2017-11-07 | 2018-03-26 | $25,763 | $30,661 | -$4,898 | -$4,898 |
| EQUITY RESIDENTIAL PROPERTIES TRUST | P | 2018-02-21 | 2018-03-26 | $9,895 | $9,539 | $356 | $356 |
| ERICSSON L M TEL CO ADR CL B | P | 2017-11-17 | 2018-07-09 | $11,972 | $9,435 | $2,537 | $2,537 |
| ERSTE GROUP BANK AG | P | 2017-10-10 | 2018-07-02 | $5,452 | $5,891 | -$439 | -$439 |
| ERSTE GROUP BANK AG | P | 2017-11-17 | 2018-07-02 | $2,316 | $2,431 | -$115 | -$115 |
| ERSTE GROUP BANK AG | P | 2017-11-17 | 2018-07-09 | $908 | $947 | -$39 | -$39 |
| ERSTE GROUP BANK AG | P | 2018-05-31 | 2018-07-09 | $7,965 | $8,073 | -$108 | -$108 |
| ERSTE GROUP BANK AG | P | 2018-08-09 | 2018-09-12 | $4,190 | $4,304 | -$114 | -$114 |
| ESCO TECHNOLOGIES INC | P | 2017-12-13 | 2018-01-18 | $511 | $495 | $16 | $16 |
| ESCO TECHNOLOGIES INC | P | 2017-12-13 | 2018-03-27 | $19,270 | $20,215 | -$945 | -$945 |
| ESCO TECHNOLOGIES INC | P | 2018-04-30 | 2018-05-31 | $2,261 | $2,280 | -$19 | -$19 |
| ESCO TECHNOLOGIES INC | P | 2018-04-30 | 2018-10-17 | $12,492 | $11,288 | $1,204 | $1,204 |
| ESPERION THERAPEUTICS INC NEW | P | 2017-12-13 | 2018-01-18 | $982 | $740 | $242 | $242 |
| ESPERION THERAPEUTICS INC NEW | P | 2017-12-13 | 2018-03-27 | $1,639 | $1,195 | $444 | $444 |
| ESPERION THERAPEUTICS INC NEW | P | 2017-12-13 | 2018-05-31 | $4,420 | $6,602 | -$2,182 | -$2,182 |
| ESPERION THERAPEUTICS INC NEW | P | 2018-07-02 | 2018-10-17 | $10,503 | $8,525 | $1,978 | $1,978 |
| ESSENDANT INC | P | 2018-03-27 | 2018-10-05 | $10,000 | $6,237 | $3,763 | $3,763 |
| ESSEX PROPERTY TRUST INC | P | 2017-12-12 | 2018-02-21 | $22,711 | $25,339 | -$2,628 | -$2,628 |
| ESSEX PROPERTY TRUST INC | P | 2017-10-06 | 2018-02-22 | $6,219 | $7,189 | -$970 | -$970 |
| ESSEX PROPERTY TRUST INC | P | 2017-11-10 | 2018-02-22 | $1,777 | $2,056 | -$279 | -$279 |
| ESSEX PROPERTY TRUST INC | P | 2017-10-06 | 2018-03-27 | $13,492 | $13,492 | $0 | $0 |
| ESSEX PROPERTY TRUST INC | P | 2017-10-05 | 2018-05-07 | $13,702 | $13,702 | $0 | $0 |
| ESSEX PROPERTY TRUST INC | P | 2017-09-25 | 2018-05-30 | $13,719 | $14,386 | -$667 | -$667 |
| ESSEX PROPERTY TRUST INC | P | 2018-04-27 | 2018-05-30 | $241 | $241 | $0 | $0 |
| ESSEX PROPERTY TRUST INC | P | 2018-03-26 | 2018-06-12 | $3,118 | $3,011 | $107 | $107 |
| ESSEX PROPERTY TRUST INC | P | 2018-04-27 | 2018-08-03 | $8,467 | $8,439 | $28 | $28 |
| ESSEX PROPERTY TRUST INC | P | 2018-01-19 | 2018-10-05 | $2,926 | $2,678 | $248 | $248 |
| ESSILOR INTL ADR | P | 2018-01-23 | 2018-02-26 | $6,136 | $6,290 | -$154 | -$154 |
| ESSILOR INTL ADR | P | 2017-12-19 | 2018-07-09 | $213 | $203 | $10 | $10 |
| ESSILOR INTL ADR | P | 2018-08-09 | 2018-09-12 | $1,907 | $1,962 | -$55 | -$55 |
| ESTERLINE TECHNOLOGIES CORP | P | 2017-10-06 | 2018-02-21 | $2,898 | $3,535 | -$637 | -$637 |
| ESTERLINE TECHNOLOGIES CORP | P | 2017-10-06 | 2018-03-27 | $4,314 | $5,395 | -$1,081 | -$1,081 |
| ESTERLINE TECHNOLOGIES CORP | P | 2018-01-18 | 2018-05-31 | $1,181 | $1,186 | -$5 | -$5 |
| ESTERLINE TECHNOLOGIES CORP | P | 2018-01-18 | 2018-07-02 | $8,695 | $8,824 | -$129 | -$129 |
| ESTERLINE TECHNOLOGIES CORP | P | 2018-04-30 | 2018-07-02 | $5,407 | $5,443 | -$36 | -$36 |
| ESTERLINE TECHNOLOGIES CORP | P | 2018-08-07 | 2018-09-13 | $12,042 | $11,883 | $159 | $159 |
| ETSY INC | P | 2017-10-06 | 2018-10-05 | $16,580 | $6,280 | $10,300 | $10,300 |
| EURONET SVCS INC | P | 2018-05-30 | 2018-10-05 | $16,937 | $12,009 | $4,928 | $4,928 |
| EVERCORE INC | P | 2018-01-18 | 2018-03-27 | $10,948 | $12,139 | -$1,191 | -$1,191 |
| EVERGY INC | P | 2018-06-12 | 2018-10-05 | $31,536 | $29,601 | $1,935 | $1,935 |
| EVERGY INC | P | 2018-10-17 | 2018-10-30 | $2,972 | $2,974 | -$2 | -$2 |
| EVERTEC INC | P | 2018-03-27 | 2018-10-17 | $10,324 | $6,885 | $3,439 | $3,439 |
| EVERSOURCE ENERGY | P | 2017-11-10 | 2018-02-22 | $1,963 | $2,183 | -$220 | -$220 |
| EVERSOURCE ENERGY | P | 2018-01-19 | 2018-02-22 | $9,758 | $10,286 | -$528 | -$528 |
| EVERSOURCE ENERGY | P | 2018-01-19 | 2018-05-30 | $10,767 | $11,443 | -$676 | -$676 |
| EVOLENT HEALTH INC | P | 2018-01-18 | 2018-03-27 | $2,158 | $2,105 | $53 | $53 |
| EVOLENT HEALTH INC | P | 2018-01-18 | 2018-10-17 | $10,772 | $5,898 | $4,874 | $4,874 |
| EXACT SCIENCES CORP | P | 2017-10-06 | 2018-01-18 | $148 | $146 | $2 | $2 |
| EXACT SCIENCES CORP | P | 2017-10-06 | 2018-03-27 | $7,846 | $8,777 | -$931 | -$931 |
| EXACT SCIENCES CORP | P | 2017-10-06 | 2018-07-02 | $6,552 | $5,315 | $1,237 | $1,237 |
| EXACT SCIENCES CORP | P | 2018-07-19 | 2018-08-22 | $12,958 | $13,466 | -$508 | -$508 |
| EXACT SCIENCES CORP | P | 2018-07-02 | 2018-09-14 | $1,681 | $1,319 | $362 | $362 |
| EXACT SCIENCES CORP | P | 2018-07-02 | 2018-10-18 | $19,873 | $18,764 | $1,109 | $1,109 |
| EXANTAS CAP CORP | P | 2018-08-07 | 2018-09-13 | $14,011 | $13,942 | $69 | $69 |
| EXELIXIS INC | P | 2017-11-10 | 2018-01-19 | $971 | $895 | $76 | $76 |
| EXELIXIS INC | P | 2018-02-21 | 2018-03-26 | $9,177 | $11,740 | -$2,563 | -$2,563 |
| EXELIXIS INC | P | 2017-11-10 | 2018-03-27 | $2,742 | $3,069 | -$327 | -$327 |
| EXELIXIS INC | P | 2017-11-10 | 2018-04-27 | $2,504 | $3,018 | -$514 | -$514 |
| EXELIXIS INC | P | 2017-11-10 | 2018-07-02 | $3,629 | $4,373 | -$744 | -$744 |
| EXELIXIS INC | P | 2018-05-30 | 2018-09-14 | $3,121 | $3,815 | -$694 | -$694 |
| EXELIXIS INC | P | 2018-08-03 | 2018-09-14 | $7,513 | $9,149 | -$1,636 | -$1,636 |
| EXPEDIA GROUP INC | P | 2018-01-19 | 2018-02-22 | $2,710 | $3,266 | -$556 | -$556 |
| EXPEDIA GROUP INC | P | 2018-01-19 | 2018-04-27 | $12,572 | $13,690 | -$1,118 | -$1,118 |
| EXPEDIA GROUP INC | P | 2018-07-02 | 2018-08-03 | $9,005 | $8,216 | $789 | $789 |
| EXPEDIA GROUP INC | P | 2018-07-02 | 2018-09-14 | $6,357 | $5,921 | $436 | $436 |
| EXPEDITORS INTERNATIONAL WASH INC | P | 2017-11-10 | 2018-10-17 | $2,125 | $1,855 | $270 | $270 |
| EXPONENT INC | P | 2017-12-13 | 2018-01-18 | $2,891 | $2,886 | $5 | $5 |
| EXPONENT INC | P | 2017-12-13 | 2018-03-27 | $10,619 | $9,739 | $880 | $880 |
| EXPONENT INC | P | 2017-12-13 | 2018-10-18 | $19,573 | $14,933 | $4,640 | $4,640 |
| EXPERIAN PLC | P | 2018-03-27 | 2018-07-09 | $5,080 | $4,419 | $661 | $661 |
| EXPRESS INC | P | 2017-11-10 | 2018-01-18 | $15,451 | $14,878 | $573 | $573 |
| EXPRESS INC | P | 2018-03-27 | 2018-10-05 | $6,272 | $4,815 | $1,457 | $1,457 |
| EXPRESS SCRIPTS HLDG CO | P | 2017-12-12 | 2018-10-05 | $56,144 | $40,012 | $16,132 | $16,132 |
| EXPRESS SCRIPTS HLDG CO | P | 2018-04-05 | 2018-10-05 | $12,147 | $8,862 | $3,285 | $3,285 |
| EXTRA SPACE STORAGE INC | P | 2018-01-19 | 2018-10-17 | $2,071 | $1,994 | $77 | $77 |
| EXTREME NETWORKS INC | P | 2017-12-13 | 2018-01-18 | $860 | $818 | $42 | $42 |
| EXTREME NETWORKS INC | P | 2017-12-13 | 2018-03-27 | $4,637 | $4,842 | -$205 | -$205 |
| EXTREME NETWORKS INC | P | 2017-12-13 | 2018-04-30 | $4,702 | $5,621 | -$919 | -$919 |
| EXTREME NETWORKS INC | P | 2017-12-13 | 2018-05-31 | $1,324 | $1,993 | -$669 | -$669 |
| EXTREME NETWORKS INC | P | 2018-09-13 | 2018-10-17 | $7,228 | $7,957 | -$729 | -$729 |
| EXTERRAN CORP | P | 2017-12-13 | 2018-03-27 | $3,704 | $3,824 | -$120 | -$120 |
| EXTERRAN CORP | P | 2017-12-13 | 2018-05-31 | $7,518 | $7,735 | -$217 | -$217 |
| EXTERRAN CORP | P | 2018-08-07 | 2018-09-13 | $10,249 | $10,850 | -$601 | -$601 |
| EXXON MOBIL CORP | P | 2017-12-12 | 2018-03-26 | $4,410 | $4,995 | -$585 | -$585 |
| EXXON MOBIL CORP | P | 2017-11-07 | 2018-06-12 | $4,939 | $4,986 | -$47 | -$47 |
| EXXON MOBIL CORP | P | 2018-07-19 | 2018-08-22 | $44,548 | $45,659 | -$1,111 | -$1,111 |
| FLIR SYSTEMS INC | P | 2017-12-13 | 2018-10-18 | $18,273 | $15,257 | $3,016 | $3,016 |
| FMC CORP | P | 2017-11-10 | 2018-01-19 | $1,170 | $1,170 | $0 | $0 |
| FMC CORP | P | 2017-11-09 | 2018-02-21 | $1,082 | $1,178 | -$96 | -$96 |
| FMC CORP | P | 2018-01-18 | 2018-02-21 | $28,797 | $30,473 | -$1,676 | -$1,676 |
| FMC CORP | P | 2017-11-10 | 2018-02-22 | $417 | $463 | -$46 | -$46 |
| FMC CORP | P | 2017-10-06 | 2018-04-27 | $12,085 | $13,556 | -$1,471 | -$1,471 |
| FMC CORP | P | 2018-05-30 | 2018-08-03 | $8,631 | $8,659 | -$28 | -$28 |
| FMC CORP | P | 2018-03-26 | 2018-10-05 | $28,644 | $24,148 | $4,496 | $4,496 |
| FMC CORP | P | 2018-03-27 | 2018-10-17 | $6,700 | $6,092 | $608 | $608 |
| FMC CORP | P | 2018-05-30 | 2018-10-17 | $1,508 | $1,591 | -$83 | -$83 |
| FMC CORP | P | 2018-09-14 | 2018-10-17 | $9,213 | $9,415 | -$202 | -$202 |
| F N B CORP PA | P | 2018-07-19 | 2018-08-22 | $13,381 | $13,339 | $42 | $42 |
| F N B CORP PA | P | 2018-03-27 | 2018-09-14 | $20,966 | $21,039 | -$73 | -$73 |
| F N B CORP PA | P | 2018-07-02 | 2018-09-14 | $42,384 | $42,892 | -$508 | -$508 |
| F N B CORP PA | P | 2018-07-19 | 2018-10-05 | $107,600 | $115,287 | -$7,687 | -$7,687 |
| FTI CONSULTING INC | P | 2017-11-10 | 2018-01-18 | $1,164 | $1,140 | $24 | $24 |
| FTI CONSULTING INC | P | 2017-11-10 | 2018-03-27 | $6,067 | $5,318 | $749 | $749 |
| FTI CONSULTING INC | P | 2017-11-10 | 2018-10-18 | $21,256 | $13,252 | $8,004 | $8,004 |
| FACEBOOK INC | P | 2018-01-18 | 2018-02-21 | $4,331 | $4,289 | $42 | $42 |
| FACEBOOK INC | P | 2018-01-18 | 2018-03-26 | $627 | $715 | -$88 | -$88 |
| FACEBOOK INC | P | 2018-05-07 | 2018-08-22 | $40,958 | $42,304 | -$1,346 | -$1,346 |
| FACTSET RESH SYS INC | P | 2018-02-22 | 2018-04-27 | $20,066 | $21,277 | -$1,211 | -$1,211 |
| FAIR ISAAC & CO INC | P | 2018-01-18 | 2018-03-27 | $5,638 | $5,352 | $286 | $286 |
| FAIR ISAAC & CO INC | P | 2017-10-06 | 2018-10-05 | $15,902 | $10,499 | $5,403 | $5,403 |
| FAIRMOUNT SANTROL HOLDINGS INC | P | 2017-12-13 | 2018-03-27 | $1,816 | $2,113 | -$297 | -$297 |
| FAIRMOUNT SANTROL HOLDINGS INC | P | 2017-12-13 | 2018-06-01 | $5,388 | $4,748 | $640 | $640 |
| FANG HLDGS LTD | P | 2017-12-19 | 2018-07-02 | $3,217 | $3,942 | -$725 | -$725 |
| FANUC CORP | P | 2017-12-19 | 2018-04-30 | $4,038 | $4,476 | -$438 | -$438 |
| FARMERS NATL BANC CORP | P | 2018-07-02 | 2018-08-07 | $3,200 | $3,283 | -$83 | -$83 |
| FARMERS NATL BANC CORP | P | 2018-07-02 | 2018-08-07 | $1,442 | $1,477 | -$35 | -$35 |
| FARMERS NATL BANC CORP | P | 2018-09-13 | 2018-10-17 | $2,137 | $2,237 | -$100 | -$100 |
| FARMLAND PARTNERS INC | P | 2017-06-27 | 2018-01-18 | $10,324 | $10,877 | -$553 | -$553 |
| FARMLAND PARTNERS INC | P | 2017-07-27 | 2018-01-18 | $749 | $796 | -$47 | -$47 |
| FARMLAND PARTNERS INC | P | 2018-03-27 | 2018-04-30 | $8,425 | $9,351 | -$926 | -$926 |
| FARO TECHNOLOGIES INC | P | 2018-03-27 | 2018-04-30 | $5,535 | $6,548 | -$1,013 | -$1,013 |
| FAST RETAILING CO LTD | P | 2017-12-19 | 2018-03-27 | $12,101 | $12,544 | -$443 | -$443 |
| FAST RETAILING CO LTD | P | 2018-05-31 | 2018-07-09 | $4,031 | $4,065 | -$34 | -$34 |
| FAST RETAILING CO LTD | P | 2018-05-31 | 2018-09-12 | $2,829 | $2,491 | $338 | $338 |
| FAST RETAILING CO LTD | P | 2018-08-09 | 2018-09-12 | $1,191 | $1,030 | $161 | $161 |
| FASTENAL CO | P | 2017-11-10 | 2018-10-17 | $2,492 | $2,241 | $251 | $251 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2017-09-29 | 2018-01-18 | $26,154 | $26,636 | -$482 | -$482 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2017-10-06 | 2018-01-19 | $4,882 | $5,030 | -$148 | -$148 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2017-11-10 | 2018-01-19 | $2,685 | $2,904 | -$219 | -$219 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2017-10-06 | 2018-03-27 | $22,770 | $24,900 | -$2,130 | -$2,130 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2018-02-22 | 2018-03-27 | $5,520 | $5,475 | $45 | $45 |
| FEDERAL REALTY INVESTMENT TRUST | P | 2018-02-21 | 2018-10-05 | $27,111 | $24,949 | $2,162 | $2,162 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-01-31 | $3,971 | $4,171 | -$200 | -$200 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-02-28 | $3,866 | $4,061 | -$195 | -$195 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-03-31 | $4,006 | $4,208 | -$202 | -$202 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-04-30 | $3,930 | $4,128 | -$198 | -$198 |
| FEDERAL NATL MTG ASSN | P | 2017-06-12 | 2018-05-31 | $4,028 | $4,231 | -$203 | -$203 |
| FEDERAL NATL MTG ASSN | P | 2018-07-25 | 2018-08-31 | $6,569 | $6,816 | -$247 | -$247 |
| FEDERAL NATL MTG ASSN | P | 2018-07-25 | 2018-09-30 | $5,863 | $6,083 | -$220 | -$220 |
| FEDERAL NATL MTG ASSN | P | 2018-07-25 | 2018-10-31 | $10,486 | $10,879 | -$393 | -$393 |
| FEDERAL NATL MTG ASSN | P | 2018-07-25 | 2018-11-30 | $5,036 | $5,225 | -$189 | -$189 |
| FEDERAL NATL MTG ASSN | P | 2018-07-25 | 2018-12-31 | $7,441 | $7,720 | -$279 | -$279 |
| FEDERAL NATL MTG ASSN | P | 2018-07-20 | 2018-08-31 | $2,474 | $2,541 | -$67 | -$67 |
| FEDERAL NATL MTG ASSN | P | 2018-07-20 | 2018-09-30 | $1,379 | $1,417 | -$38 | -$38 |
| FEDERAL NATL MTG ASSN | P | 2018-07-20 | 2018-10-09 | $173,449 | $175,073 | -$1,624 | -$1,624 |
| FEDERATED INVS INC PA CL B | P | 2018-09-13 | 2018-10-18 | $14,785 | $15,256 | -$471 | -$471 |
| FEDEX CORPORATION | P | 2018-04-05 | 2018-07-19 | $6,626 | $6,726 | -$100 | -$100 |
| FERGUSON PLC | P | 2018-03-27 | 2018-04-30 | $17,614 | $17,958 | -$344 | -$344 |
| FERGUSON PLC | P | 2017-10-10 | 2018-06-26 | $4 | $4 | $0 | $0 |
| FERGUSON PLC | P | 2017-10-10 | 2018-07-09 | $6,774 | $6,185 | $589 | $589 |
| FERRO CORP | P | 2017-10-06 | 2018-01-18 | $609 | $586 | $23 | $23 |
| FERRO CORP | P | 2017-10-06 | 2018-03-27 | $6,121 | $5,841 | $280 | $280 |
| FIBROGEN INC | P | 2017-10-06 | 2018-03-27 | $5,681 | $6,619 | -$938 | -$938 |
| FIBROGEN INC | P | 2018-08-07 | 2018-09-13 | $2,085 | $2,193 | -$108 | -$108 |
| FIBROGEN INC | P | 2018-08-07 | 2018-10-18 | $1,847 | $2,130 | -$283 | -$283 |
| FIBRIA CELULOSE S A | P | 2017-11-17 | 2018-07-09 | $4,293 | $3,688 | $605 | $605 |
| FIBRIA CELULOSE S A | P | 2017-11-17 | 2018-09-12 | $981 | $857 | $124 | $124 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2017-12-13 | 2018-04-27 | $4,359 | $4,347 | $12 | $12 |
| FIDELITY NATL INFORMATION SVCS INC | P | 2018-05-30 | 2018-08-03 | $7,087 | $7,042 | $45 | $45 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2017-11-10 | 2018-04-27 | $4,071 | $4,248 | -$177 | -$177 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2017-11-10 | 2018-07-02 | $1,740 | $1,815 | -$75 | -$75 |
| FIDELITY NATIONAL FINANCIAL INC | P | 2018-05-30 | 2018-07-02 | $4,073 | $4,194 | -$121 | -$121 |
| 58 COM INC | P | 2017-10-10 | 2018-07-09 | $2,645 | $2,579 | $66 | $66 |
| 58 COM INC | P | 2018-08-09 | 2018-09-12 | $3,620 | $3,602 | $18 | $18 |
| FINANCIAL ENGINES INC | P | 2017-12-13 | 2018-03-27 | $493 | $405 | $88 | $88 |
| FINANCIAL ENGINES INC | P | 2017-12-13 | 2018-07-19 | $22,140 | $14,245 | $7,895 | $7,895 |
| FINISAR CORP | P | 2017-12-13 | 2018-03-27 | $6,631 | $9,839 | -$3,208 | -$3,208 |
| FINISAR CORP | P | 2017-12-13 | 2018-05-31 | $32 | $47 | -$15 | -$15 |
| FINISAR CORP | P | 2018-04-30 | 2018-10-17 | $7,614 | $6,621 | $993 | $993 |
| FINISAR CORP | P | 2018-09-13 | 2018-10-17 | $5,692 | $6,040 | -$348 | -$348 |
| FINISH LINE INC CL A | P | 2017-11-10 | 2018-01-18 | $9,257 | $6,332 | $2,925 | $2,925 |
| FINISH LINE INC CL A | P | 2017-11-10 | 2018-03-27 | $2,380 | $1,554 | $826 | $826 |
| FINISH LINE INC CL A | P | 2017-11-10 | 2018-06-18 | $6,629 | $4,435 | $2,194 | $2,194 |
| FIRST BANCORP INC ME | P | 2017-12-13 | 2018-03-27 | $2,200 | $2,340 | -$140 | -$140 |
| FIRST BANCORP INC ME | P | 2018-08-07 | 2018-09-13 | $594 | $638 | -$44 | -$44 |
| FIRST BANCORP INC ME | P | 2018-08-07 | 2018-09-13 | $622 | $668 | -$46 | -$46 |
| FIRST BANCORP INC ME | P | 2018-07-02 | 2018-10-18 | $2,382 | $2,493 | -$111 | -$111 |
| FIRST BANCORP P R | P | 2017-11-10 | 2018-01-18 | $1,011 | $893 | $118 | $118 |
| FIRST BANCORP P R | P | 2017-11-10 | 2018-03-27 | $1,659 | $1,328 | $331 | $331 |
| FIRST BANCORP P R | P | 2017-11-10 | 2018-10-18 | $21,447 | $11,359 | $10,088 | $10,088 |
| FIRST BUSEY CORP | P | 2018-04-30 | 2018-10-18 | $18,385 | $19,002 | -$617 | -$617 |
| FIRST CTZNS BANCSHARES INC N C CL A | P | 2017-12-13 | 2018-03-27 | $12,080 | $12,003 | $77 | $77 |
| FIRST CTZNS BANCSHARES INC N C CL A | P | 2017-12-13 | 2018-05-31 | $445 | $414 | $31 | $31 |
| FIRST CTZNS BANCSHARES INC N C CL A | P | 2017-12-13 | 2018-07-02 | $16,398 | $16,970 | -$572 | -$572 |
| FIRST COMMUNITY BANCSHARES INC | P | 2017-12-13 | 2018-03-27 | $3,156 | $3,193 | -$37 | -$37 |
| FIRST CONN BANCORP INC MD | P | 2017-06-27 | 2018-03-27 | $1,759 | $1,739 | $20 | $20 |
| FIRST CONN BANCORP INC MD | P | 2017-06-27 | 2018-04-30 | $5,292 | $5,497 | -$205 | -$205 |
| FIRST DEFIANCE FINL CORP | P | 2018-03-27 | 2018-10-17 | $12,258 | $12,640 | -$382 | -$382 |
| FIRST DATA CORP | P | 2018-01-19 | 2018-02-22 | $2,319 | $2,651 | -$332 | -$332 |
| FIRST DATA CORP | P | 2017-05-23 | 2018-03-27 | $6,290 | $6,551 | -$261 | -$261 |
| FIRST DATA CORP | P | 2017-12-13 | 2018-03-27 | $8,329 | $8,703 | -$374 | -$374 |
| FIRST DATA CORP | P | 2018-04-27 | 2018-10-17 | $29,929 | $19,102 | $10,827 | $10,827 |
| FIRST FINL BANKSHARES INC | P | 2017-12-13 | 2018-01-18 | $1,459 | $1,427 | $32 | $32 |
| FIRST FINL BANKSHARES INC | P | 2017-12-13 | 2018-03-27 | $11,556 | $11,368 | $188 | $188 |
| FIRST FINL BANKSHARES INC | P | 2017-10-06 | 2018-10-05 | $28,258 | $21,673 | $6,585 | $6,585 |
| FIRST FINL BANKSHARES INC | P | 2017-12-13 | 2018-10-05 | $119 | $92 | $27 | $27 |
| FIRST FINL CORP IND | P | 2018-07-02 | 2018-10-18 | $12,007 | $11,362 | $645 | $645 |
| FIRST FINL CORP IND | P | 2018-08-07 | 2018-10-18 | $2,663 | $2,757 | -$94 | -$94 |
| FIRST FINL CORP IND | P | 2018-08-07 | 2018-10-18 | $6,149 | $6,354 | -$205 | -$205 |
| FIRST FNDTN INC | P | 2018-09-13 | 2018-10-17 | $11,253 | $11,891 | -$638 | -$638 |
| FIRST HORIZON NATL CORP | P | 2017-11-10 | 2018-01-19 | $11,447 | $10,303 | $1,144 | $1,144 |
| FIRST HORIZON NATL CORP | P | 2017-11-10 | 2018-05-30 | $5,906 | $5,704 | $202 | $202 |
| FIRST HORIZON NATL CORP | P | 2017-11-10 | 2018-07-02 | $28,699 | $29,405 | -$706 | -$706 |
| FIRST HORIZON NATL CORP | P | 2017-07-28 | 2018-07-19 | $42,009 | $42,104 | -$95 | -$95 |
| FIRST INDL RLTY TR INC | P | 2017-11-10 | 2018-01-18 | $51,773 | $54,935 | -$3,162 | -$3,162 |
| FIRST INTERNET BANCORP | P | 2018-09-13 | 2018-10-17 | $9,588 | $10,752 | -$1,164 | -$1,164 |
| FIRST LONG IS CORP | P | 2017-07-27 | 2018-03-27 | $1,386 | $1,405 | -$19 | -$19 |
| FIRST LONG IS CORP | P | 2017-12-13 | 2018-03-27 | $2,911 | $3,125 | -$214 | -$214 |
| FIRST LONG IS CORP | P | 2018-07-02 | 2018-08-07 | $15,534 | $17,766 | -$2,232 | -$2,232 |
| FIRST LONG IS CORP | P | 2018-09-13 | 2018-10-17 | $7,239 | $7,189 | $50 | $50 |
| FIRST REPUBLIC BANK/CA | P | 2017-12-12 | 2018-10-05 | $28,643 | $27,807 | $836 | $836 |
| FIRST REPUBLIC BANK/CA | P | 2017-12-13 | 2018-10-17 | $27,705 | $27,007 | $698 | $698 |
| FIRST REPUBLIC BANK/CA | P | 2018-01-19 | 2018-10-17 | $4,326 | $4,159 | $167 | $167 |
| FIRST SOLAR INC | P | 2017-11-10 | 2018-01-19 | $839 | $741 | $98 | $98 |
| FIRST SOLAR INC | P | 2017-11-10 | 2018-05-30 | $206 | $185 | $21 | $21 |
| FIRST SOLAR INC | P | 2017-11-10 | 2018-07-02 | $9,476 | $11,052 | -$1,576 | -$1,576 |
| FIRSTCASH INC | P | 2017-10-06 | 2018-10-05 | $12,517 | $10,051 | $2,466 | $2,466 |
| FISERV INC | P | 2018-10-18 | 2018-11-02 | $12,027 | $12,572 | -$545 | -$545 |
| FIRSTENERGY CORP | P | 2017-12-13 | 2018-02-22 | $4,663 | $4,589 | $74 | $74 |
| FIRSTENERGY CORP | P | 2018-01-18 | 2018-10-05 | $49,021 | $38,682 | $10,339 | $10,339 |
| FITBIT INC | P | 2017-12-13 | 2018-01-18 | $8,636 | $11,092 | -$2,456 | -$2,456 |
| FITBIT INC | P | 2018-02-21 | 2018-03-27 | $11,693 | $12,988 | -$1,295 | -$1,295 |
| FITBIT INC | P | 2018-04-30 | 2018-05-31 | $10,618 | $11,257 | -$639 | -$639 |
| FITBIT INC | P | 2018-07-02 | 2018-08-07 | $7,791 | $9,163 | -$1,372 | -$1,372 |
| FITBIT INC | P | 2018-09-13 | 2018-10-05 | $8,395 | $9,574 | -$1,179 | -$1,179 |
| FIVE BELOW INC | P | 2018-01-18 | 2018-03-27 | $7,026 | $6,620 | $406 | $406 |
| FIVE BELOW INC | P | 2017-10-06 | 2018-10-05 | $14,442 | $7,051 | $7,391 | $7,391 |
| FIVE BELOW INC | P | 2018-01-18 | 2018-10-05 | $1,526 | $878 | $648 | $648 |
| 500 COM LTD SPONSORED | P | 2017-12-19 | 2018-07-09 | $4,122 | $2,791 | $1,331 | $1,331 |
| 500 COM LTD SPONSORED | P | 2017-12-19 | 2018-09-12 | $1,500 | $1,324 | $176 | $176 |
| FIVE9 INC | P | 2017-10-06 | 2018-03-27 | $5,353 | $4,362 | $991 | $991 |
| FIVE PRIME THERAPEUTICS INC | P | 2017-12-13 | 2018-03-27 | $6,062 | $7,647 | -$1,585 | -$1,585 |
| FIVE PRIME THERAPEUTICS INC | P | 2018-04-30 | 2018-05-31 | $1,446 | $1,372 | $74 | $74 |
| FIVE PRIME THERAPEUTICS INC | P | 2018-04-30 | 2018-08-07 | $5,692 | $6,324 | -$632 | -$632 |
| FIVE PRIME THERAPEUTICS INC | P | 2018-09-13 | 2018-10-17 | $8,825 | $8,636 | $189 | $189 |
| FLEXSTEEL INDS INC | P | 2018-05-31 | 2018-08-07 | $360 | $381 | -$21 | -$21 |
| FLEXSTEEL INDS INC | P | 2018-05-31 | 2018-08-07 | $4,077 | $4,307 | -$230 | -$230 |
| FLEXSTEEL INDS INC | P | 2018-07-02 | 2018-08-07 | $5,268 | $5,759 | -$491 | -$491 |
| FLEXSTEEL INDS INC | P | 2018-09-13 | 2018-10-05 | $4,751 | $5,381 | -$630 | -$630 |
| FLEXION THERAPEUTICS INC | P | 2017-12-13 | 2018-03-27 | $1,620 | $1,677 | -$57 | -$57 |
| FLEXION THERAPEUTICS INC | P | 2017-12-13 | 2018-07-02 | $5,632 | $5,656 | -$24 | -$24 |
| FLEXION THERAPEUTICS INC | P | 2018-08-07 | 2018-09-13 | $7,809 | $8,191 | -$382 | -$382 |
| FLOTEK INDS INC DEL | P | 2018-03-27 | 2018-04-30 | $2,207 | $3,905 | -$1,698 | -$1,698 |
| FLUOR CORP | P | 2017-10-06 | 2018-01-19 | $422 | $300 | $122 | $122 |
| FLUOR CORP | P | 2017-11-10 | 2018-01-19 | $3,258 | $2,540 | $718 | $718 |
| FLOWSERVE CORP | P | 2018-01-19 | 2018-05-30 | $2,720 | $2,798 | -$78 | -$78 |
| FLOWSERVE CORP | P | 2017-12-13 | 2018-07-02 | $13,217 | $13,680 | -$463 | -$463 |
| FLUSHING FINL CORP | P | 2018-03-27 | 2018-04-30 | $13,621 | $14,116 | -$495 | -$495 |
| FLUSHING FINL CORP | P | 2018-03-27 | 2018-05-31 | $1,596 | $1,605 | -$9 | -$9 |
| FLUSHING FINL CORP | P | 2018-07-02 | 2018-08-07 | $11,064 | $11,738 | -$674 | -$674 |
| FLUSHING FINL CORP | P | 2018-09-13 | 2018-10-17 | $10,070 | $11,305 | -$1,235 | -$1,235 |
| FLY LEASING LTD | P | 2017-04-22 | 2018-01-23 | $522 | $528 | -$6 | -$6 |
| FLY LEASING LTD | P | 2017-12-19 | 2018-01-23 | $3,953 | $3,981 | -$28 | -$28 |
| FLY LEASING LTD | P | 2017-12-19 | 2018-03-27 | $5,196 | $5,111 | $85 | $85 |
| FLY LEASING LTD | P | 2017-05-15 | 2018-04-30 | $185 | $193 | -$8 | -$8 |
| FLY LEASING LTD | P | 2018-02-26 | 2018-07-09 | $10,450 | $9,162 | $1,288 | $1,288 |
| FOMENTO ECONOMICO MEXICANO S A DE | P | 2017-12-19 | 2018-05-31 | $11,598 | $13,079 | -$1,481 | -$1,481 |
| FOMENTO ECONOMICO MEXICANO S A DE | P | 2018-03-27 | 2018-05-31 | $7,426 | $7,984 | -$558 | -$558 |
| FOOT LOCKER INC | P | 2018-02-21 | 2018-03-26 | $11,012 | $12,096 | -$1,084 | -$1,084 |
| FOOT LOCKER INC | P | 2017-12-13 | 2018-09-14 | $13,759 | $13,467 | $292 | $292 |
| FORD MOTOR CO | P | 2017-12-12 | 2018-02-21 | $48,699 | $57,227 | -$8,528 | -$8,528 |
| FORD MOTOR CO | P | 2018-03-26 | 2018-08-22 | $66,353 | $74,204 | -$7,851 | -$7,851 |
| FORMFACTOR INC | P | 2017-10-06 | 2018-01-18 | $12,900 | $14,362 | -$1,462 | -$1,462 |
| FORMFACTOR INC | P | 2018-02-21 | 2018-03-27 | $7,699 | $7,151 | $548 | $548 |
| FORMFACTOR INC | P | 2018-02-21 | 2018-04-30 | $6,528 | $7,321 | -$793 | -$793 |
| FORMFACTOR INC | P | 2018-10-18 | 2018-12-11 | $760 | $651 | $109 | $109 |
| FORRESTER RESH INC | P | 2017-06-27 | 2018-03-27 | $421 | $396 | $25 | $25 |
| FORTESCUE METALS GROUP LTD | P | 2017-07-25 | 2018-03-27 | $5,829 | $6,827 | -$998 | -$998 |
| FORTESCUE METALS GROUP LTD | P | 2018-01-23 | 2018-03-27 | $344 | $398 | -$54 | -$54 |
| FORTESCUE METALS GROUP LTD | P | 2018-01-23 | 2018-04-30 | $3,149 | $3,721 | -$572 | -$572 |
| FORTINET INC | P | 2017-12-13 | 2018-10-17 | $27,748 | $14,473 | $13,275 | $13,275 |
| FORTIVE CORP | P | 2017-10-06 | 2018-01-19 | $1,936 | $1,861 | $75 | $75 |
| FORTIVE CORP | P | 2017-11-10 | 2018-01-19 | $1,638 | $1,593 | $45 | $45 |
| FORTUNE BRANDS HOME & SEC INC | P | 2017-05-30 | 2018-02-21 | $7,611 | $7,416 | $195 | $195 |
| FORTUNE BRANDS HOME & SEC INC | P | 2017-05-30 | 2018-03-26 | $26,098 | $27,715 | -$1,617 | -$1,617 |
| FORTUNE BRANDS HOME & SEC INC | P | 2018-04-27 | 2018-05-30 | $23,109 | $23,086 | $23 | $23 |
| FORTUNE BRANDS HOME & SEC INC | P | 2018-04-27 | 2018-07-02 | $10,472 | $11,342 | -$870 | -$870 |
| FORTUNE BRANDS HOME & SEC INC | P | 2018-08-03 | 2018-09-14 | $4,593 | $4,783 | -$190 | -$190 |
| FORTUNE BRANDS HOME & SEC INC | P | 2018-08-03 | 2018-10-18 | $4,592 | $5,648 | -$1,056 | -$1,056 |
| FORUM ENERGY TECHNOLOGIES INC | P | 2017-12-13 | 2018-02-21 | $8,198 | $9,765 | -$1,567 | -$1,567 |
| FORUM ENERGY TECHNOLOGIES INC | P | 2018-03-27 | 2018-10-17 | $6,187 | $7,079 | -$892 | -$892 |
| FORUM ENERGY TECHNOLOGIES INC | P | 2018-09-13 | 2018-10-17 | $3,694 | $4,146 | -$452 | -$452 |
| FORWARD PHARMA A/S | P | 2017-10-10 | 2018-01-23 | $746 | $1,177 | -$431 | -$431 |
| FOSSIL GROUP INC | P | 2018-02-21 | 2018-03-27 | $6,089 | $6,799 | -$710 | -$710 |
| FOSSIL GROUP INC | P | 2018-04-30 | 2018-10-05 | $7,469 | $5,486 | $1,983 | $1,983 |
| FOSTER L B CO CL A | P | 2018-07-02 | 2018-09-13 | $7,044 | $7,671 | -$627 | -$627 |
| FOUNDATION MEDICINE INC | P | 2017-12-13 | 2018-01-18 | $1,078 | $991 | $87 | $87 |
| FOUNDATION MEDICINE INC | P | 2017-12-13 | 2018-03-27 | $1,961 | $1,487 | $474 | $474 |
| FOUNDATION MEDICINE INC | P | 2017-12-13 | 2018-08-03 | $13,152 | $5,947 | $7,205 | $7,205 |
| FOUR CORNERS PPTY TR INC | P | 2017-10-06 | 2018-01-18 | $25,370 | $26,911 | -$1,541 | -$1,541 |
| FOUR CORNERS PPTY TR INC | P | 2018-03-27 | 2018-10-05 | $17,411 | $15,369 | $2,042 | $2,042 |
| FOX FACTORY HLDG CORP | P | 2017-07-27 | 2018-01-18 | $11,544 | $11,089 | $455 | $455 |
| FOX FACTORY HLDG CORP | P | 2018-03-27 | 2018-04-30 | $7,273 | $7,491 | -$218 | -$218 |
| FOX FACTORY HLDG CORP | P | 2018-08-07 | 2018-10-05 | $9,375 | $9,276 | $99 | $99 |
| FOX FACTORY HLDG CORP | P | 2018-10-18 | 2018-11-21 | $2,864 | $2,480 | $384 | $384 |
| FRANCESCAS HLDGS CORP | P | 2018-07-02 | 2018-09-13 | $3,031 | $5,827 | -$2,796 | -$2,796 |
| FRANKLIN ELEC INC | P | 2017-10-06 | 2018-03-27 | $7,001 | $7,821 | -$820 | -$820 |
| FRANKLIN ELEC INC | P | 2018-04-30 | 2018-10-18 | $7,926 | $7,618 | $308 | $308 |
| FRANKLIN RESOURCES INC | P | 2017-11-07 | 2018-02-21 | $4,651 | $4,913 | -$262 | -$262 |
| FRANKLIN RESOURCES INC | P | 2017-12-12 | 2018-02-21 | $15,027 | $16,647 | -$1,620 | -$1,620 |
| FRANKLIN RESOURCES INC | P | 2018-04-05 | 2018-05-07 | $16,170 | $16,845 | -$675 | -$675 |
| FRANKLIN RESOURCES INC | P | 2018-07-02 | 2018-08-03 | $18,905 | $18,503 | $402 | $402 |
| FRANKLIN RESOURCES INC | P | 2018-04-05 | 2018-08-22 | $29,894 | $31,020 | -$1,126 | -$1,126 |
| FRANKLIN RESOURCES INC | P | 2018-07-02 | 2018-09-14 | $4,368 | $4,318 | $50 | $50 |
| FRANKLIN RESOURCES INC | P | 2018-07-02 | 2018-10-05 | $21,314 | $22,033 | -$719 | -$719 |
| FRANKLIN STR PPTYS CORP | P | 2017-07-27 | 2018-02-21 | $1,013 | $1,256 | -$243 | -$243 |
| FRANKLIN STR PPTYS CORP | P | 2017-10-06 | 2018-02-21 | $4,307 | $5,320 | -$1,013 | -$1,013 |
| FRANKLIN STR PPTYS CORP | P | 2017-12-13 | 2018-02-21 | $9,222 | $11,655 | -$2,433 | -$2,433 |
| FRANKLIN STR PPTYS CORP | P | 2017-10-06 | 2018-04-30 | $2,562 | $3,415 | -$853 | -$853 |
| FRANKLIN STR PPTYS CORP | P | 2018-01-18 | 2018-04-30 | $4,678 | $6,170 | -$1,492 | -$1,492 |
| FRANKLIN STR PPTYS CORP | P | 2018-03-27 | 2018-04-30 | $5,318 | $5,655 | -$337 | -$337 |
| FRANKLIN STR PPTYS CORP | P | 2018-07-02 | 2018-09-13 | $1,540 | $1,603 | -$63 | -$63 |
| FRANKLIN STR PPTYS CORP | P | 2018-07-02 | 2018-10-05 | $10,305 | $11,617 | -$1,312 | -$1,312 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-12-13 | 2018-04-27 | $2,916 | $3,088 | -$172 | -$172 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-12-13 | 2018-08-03 | $723 | $748 | -$25 | -$25 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-12-12 | 2018-08-22 | $13,291 | $14,375 | -$1,084 | -$1,084 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-12-13 | 2018-09-14 | $6,052 | $7,217 | -$1,165 | -$1,165 |
| FREEPORT-MCMORAN COPPER & GOLD CL B | P | 2017-12-13 | 2018-10-17 | $6,048 | $7,819 | -$1,771 | -$1,771 |
| FRESENIUS MED CARE SPONSORED ADR | P | 2017-11-17 | 2018-07-02 | $1,644 | $1,611 | $33 | $33 |
| FRESENIUS MED CARE SPONSORED ADR | P | 2017-10-10 | 2018-07-09 | $4,117 | $4,020 | $97 | $97 |
| FRESENIUS MED CARE SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $33,966 | $33,835 | $131 | $131 |
| FRESENIUS SE & CO KGAA | P | 2017-12-19 | 2018-03-27 | $3,058 | $3,142 | -$84 | -$84 |
| FRESENIUS SE & CO KGAA | P | 2017-12-19 | 2018-04-30 | $3,258 | $3,317 | -$59 | -$59 |
| FRONT YD RESIDENTIAL CORP | P | 2018-03-27 | 2018-08-07 | $11,024 | $10,248 | $776 | $776 |
| FRONTIER COMMUNICATIONS CORP | P | 2017-12-13 | 2018-01-18 | $4,939 | $6,506 | -$1,567 | -$1,567 |
| FRONTIER COMMUNICATIONS CORP | P | 2018-02-21 | 2018-03-27 | $6,214 | $7,639 | -$1,425 | -$1,425 |
| FRONTIER COMMUNICATIONS CORP | P | 2018-04-30 | 2018-05-31 | $813 | $958 | -$145 | -$145 |
| FRONTIER COMMUNICATIONS CORP | P | 2018-04-30 | 2018-07-02 | $2,693 | $4,503 | -$1,810 | -$1,810 |
| FUCHS PETROLUB SE | P | 2018-02-26 | 2018-03-27 | $4,394 | $4,655 | -$261 | -$261 |
| FUJIFILM HLDGS CORP ADR 2 ORD | P | 2018-01-23 | 2018-03-27 | $8,261 | $9,005 | -$744 | -$744 |
| FUJIFILM HLDGS CORP ADR 2 ORD | P | 2018-01-23 | 2018-04-30 | $1,161 | $1,256 | -$95 | -$95 |
| FUJIFILM HLDGS CORP ADR 2 ORD | P | 2018-08-09 | 2018-09-12 | $127 | $132 | -$5 | -$5 |
| HB FULLER CO | P | 2017-10-06 | 2018-01-18 | $541 | $571 | -$30 | -$30 |
| HB FULLER CO | P | 2017-07-27 | 2018-03-27 | $6,723 | $7,065 | -$342 | -$342 |
| HB FULLER CO | P | 2017-10-06 | 2018-03-27 | $2,159 | $2,513 | -$354 | -$354 |
| FULTON FINL CORP PA | P | 2018-04-30 | 2018-07-02 | $4,864 | $5,057 | -$193 | -$193 |
| GOTHAM ABSOLUTE RETURN FUND | P | 2017-10-10 | 2018-01-19 | $52,200 | $47,941 | $4,259 | $4,259 |
| FUTUREFUEL CORP | P | 2018-09-13 | 2018-10-17 | $8,877 | $8,699 | $178 | $178 |
| GATX CORP | P | 2018-01-18 | 2018-03-27 | $6,360 | $5,914 | $446 | $446 |
| GATX CORP | P | 2018-01-18 | 2018-10-05 | $23,138 | $17,156 | $5,982 | $5,982 |
| GEA GROUP AG | P | 2018-05-31 | 2018-07-02 | $3,514 | $3,945 | -$431 | -$431 |
| GEO GROUP INC | P | 2017-10-06 | 2018-01-18 | $223 | $257 | -$34 | -$34 |
| GEO GROUP INC | P | 2017-10-06 | 2018-03-27 | $6,527 | $8,298 | -$1,771 | -$1,771 |
| GEO GROUP INC | P | 2017-12-13 | 2018-03-27 | $4,519 | $5,319 | -$800 | -$800 |
| GEO GROUP INC | P | 2017-12-13 | 2018-10-05 | $96 | $93 | $3 | $3 |
| GEO GROUP INC | P | 2018-02-21 | 2018-10-05 | $3,724 | $3,205 | $519 | $519 |
| GEO GROUP INC | P | 2018-04-30 | 2018-10-05 | $3,603 | $3,371 | $232 | $232 |
| GEO GROUP INC | P | 2018-09-13 | 2018-10-05 | $4,180 | $4,180 | $0 | $0 |
| GCI LIBERTY INC | P | 2017-12-13 | 2018-03-27 | $11,064 | $12,338 | -$1,274 | -$1,274 |
| GCI LIBERTY INC | P | 2018-05-30 | 2018-10-18 | $14,861 | $13,070 | $1,791 | $1,791 |
| GCP APPLIED TECHNOLOGIES INC | P | 2017-07-27 | 2018-03-27 | $376 | $398 | -$22 | -$22 |
| GCP APPLIED TECHNOLOGIES INC | P | 2017-12-13 | 2018-03-27 | $5,491 | $6,193 | -$702 | -$702 |
| GCP APPLIED TECHNOLOGIES INC | P | 2017-07-27 | 2018-04-30 | $459 | $489 | -$30 | -$30 |
| GCP APPLIED TECHNOLOGIES INC | P | 2017-07-27 | 2018-07-02 | $28 | $31 | -$3 | -$3 |
| GCP APPLIED TECHNOLOGIES INC | P | 2018-08-07 | 2018-09-13 | $2,157 | $2,372 | -$215 | -$215 |
| GDS HLDGS LTD | P | 2018-07-09 | 2018-08-09 | $1,906 | $2,657 | -$751 | -$751 |
| GGP INC | P | 2017-12-12 | 2018-02-21 | $17,626 | $19,473 | -$1,847 | -$1,847 |
| GGP INC | P | 2017-12-13 | 2018-02-22 | $1,661 | $1,854 | -$193 | -$193 |
| GGP INC | P | 2017-12-13 | 2018-03-27 | $4,304 | $4,301 | $3 | $3 |
| GGP INC | P | 2018-01-19 | 2018-03-27 | $1,906 | $1,906 | $0 | $0 |
| GGP INC | P | 2018-03-26 | 2018-04-05 | $653 | $676 | -$23 | -$23 |
| GGP INC | P | 2017-10-06 | 2018-04-27 | $19,326 | $20,647 | -$1,321 | -$1,321 |
| GGP INC | P | 2017-12-12 | 2018-05-07 | $4,165 | $5,120 | -$955 | -$955 |
| GGP INC | P | 2018-01-18 | 2018-05-07 | $1,845 | $2,198 | -$353 | -$353 |
| GGP INC | P | 2018-03-26 | 2018-05-07 | $7,180 | $7,633 | -$453 | -$453 |
| GGP INC | P | 2018-06-12 | 2018-07-19 | $20,203 | $20,406 | -$203 | -$203 |
| GKN PLC | P | 2018-01-23 | 2018-02-26 | $2,062 | $2,180 | -$118 | -$118 |
| GKN PLC | P | 2018-01-23 | 2018-05-31 | $3,718 | $3,797 | -$79 | -$79 |
| GKN PLC | P | 2018-04-30 | 2018-05-31 | $5,644 | $5,856 | -$212 | -$212 |
| GKN PLC | P | 2017-12-19 | 2018-07-09 | $6,982 | $5,157 | $1,825 | $1,825 |
| GW PHARMACEUTICALS PLC | P | 2017-11-17 | 2018-02-26 | $599 | $586 | $13 | $13 |
| GW PHARMACEUTICALS PLC | P | 2018-03-27 | 2018-07-09 | $4,167 | $3,284 | $883 | $883 |
| GW PHARMACEUTICALS PLC | P | 2018-08-09 | 2018-09-12 | $2,650 | $2,608 | $42 | $42 |
| G1 THERAPEUTICS INC | P | 2018-03-27 | 2018-04-30 | $3,333 | $3,627 | -$294 | -$294 |
| G1 THERAPEUTICS INC | P | 2018-08-07 | 2018-10-17 | $4,927 | $5,453 | -$526 | -$526 |
| GP STRATEGIES CORP | P | 2018-09-13 | 2018-10-17 | $4,660 | $5,703 | -$1,043 | -$1,043 |
| G-III APPAREL GROUP LTD | P | 2017-12-13 | 2018-03-27 | $2,781 | $2,629 | $152 | $152 |
| G-III APPAREL GROUP LTD | P | 2017-12-13 | 2018-10-05 | $9,418 | $8,129 | $1,289 | $1,289 |
| G-III APPAREL GROUP LTD | P | 2018-10-18 | 2018-10-30 | $2,229 | $2,157 | $72 | $72 |
| GTT COMMUNICATIONS INC | P | 2017-11-10 | 2018-01-18 | $10,072 | $8,882 | $1,190 | $1,190 |
| GTT COMMUNICATIONS INC | P | 2017-11-10 | 2018-03-27 | $4,572 | $2,961 | $1,611 | $1,611 |
| GTT COMMUNICATIONS INC | P | 2017-11-10 | 2018-08-07 | $4,241 | $4,385 | -$144 | -$144 |
| GTT COMMUNICATIONS INC | P | 2017-11-10 | 2018-10-05 | $5,768 | $5,059 | $709 | $709 |
| GMS INC | P | 2018-04-30 | 2018-05-31 | $8,354 | $8,695 | -$341 | -$341 |
| GALAPAGOS NV | P | 2018-03-27 | 2018-04-30 | $3,507 | $3,925 | -$418 | -$418 |
| GALAPAGOS NV | P | 2018-08-09 | 2018-09-12 | $3,857 | $3,629 | $228 | $228 |
| GALLAGHER ARTHUR J & CO | P | 2017-10-06 | 2018-01-19 | $11,561 | $11,119 | $442 | $442 |
| GALLAGHER ARTHUR J & CO | P | 2017-11-10 | 2018-01-19 | $2,633 | $2,628 | $5 | $5 |
| GALLAGHER ARTHUR J & CO | P | 2017-10-06 | 2018-10-05 | $42,618 | $34,962 | $7,656 | $7,656 |
| GAMING & LEISURE PPTYS INC | P | 2018-01-19 | 2018-02-22 | $22,364 | $24,339 | -$1,975 | -$1,975 |
| GAMESTOP CORP | P | 2018-03-27 | 2018-05-30 | $7,824 | $8,106 | -$282 | -$282 |
| GAMESTOP CORP | P | 2018-07-02 | 2018-10-05 | $9,909 | $9,554 | $355 | $355 |
| GAMESTOP CORP | P | 2018-08-07 | 2018-10-05 | $1,447 | $1,499 | -$52 | -$52 |
| GANNETT CO INC | P | 2017-10-06 | 2018-01-18 | $814 | $645 | $169 | $169 |
| GANNETT CO INC | P | 2017-10-06 | 2018-03-27 | $4,181 | $3,928 | $253 | $253 |
| GANNETT CO INC | P | 2017-10-06 | 2018-10-05 | $8,415 | $7,856 | $559 | $559 |
| GAP INC | P | 2017-12-13 | 2018-01-19 | $104 | $103 | $1 | $1 |
| GAP INC | P | 2017-12-13 | 2018-03-27 | $14,939 | $16,693 | -$1,754 | -$1,754 |
| GARRETT MOTION INC | P | 2018-05-07 | 2018-10-29 | $4 | $5 | -$1 | -$1 |
| GARTNER GROUP INC NEW CL A | P | 2017-12-13 | 2018-02-22 | $812 | $852 | -$40 | -$40 |
| GARTNER GROUP INC NEW CL A | P | 2017-12-13 | 2018-10-17 | $2,844 | $2,311 | $533 | $533 |
| GAZPROM O A O SPONSORED ADR REG S | P | 2018-03-27 | 2018-04-30 | $10,621 | $11,220 | -$599 | -$599 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2017-10-10 | 2018-01-23 | $3,951 | $4,126 | -$175 | -$175 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2017-10-10 | 2018-02-26 | $7,495 | $7,902 | -$407 | -$407 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2017-10-10 | 2018-03-27 | $1,952 | $2,238 | -$286 | -$286 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2017-12-19 | 2018-04-30 | $7,085 | $8,510 | -$1,425 | -$1,425 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2018-05-31 | 2018-08-09 | $6,259 | $8,029 | -$1,770 | -$1,770 |
| GEELY AUTOMOBILE HLDGS LTD | P | 2018-07-09 | 2018-08-09 | $6,435 | $7,720 | -$1,285 | -$1,285 |
| GEMALTO NV | P | 2017-12-19 | 2018-08-09 | $631 | $641 | -$10 | -$10 |
| GEMALTO NV | P | 2017-12-19 | 2018-09-12 | $552 | $554 | -$2 | -$2 |
| GENERAC HLDGS INC | P | 2017-10-06 | 2018-03-27 | $3,217 | $3,486 | -$269 | -$269 |
| GENERAL CABLE CORP | P | 2017-12-13 | 2018-01-18 | $562 | $570 | -$8 | -$8 |
| GENERAL CABLE CORP | P | 2017-12-13 | 2018-03-27 | $11,030 | $11,151 | -$121 | -$121 |
| GENERAL DYNAMICS CORP | P | 2018-04-05 | 2018-05-07 | $13,988 | $15,685 | -$1,697 | -$1,697 |
| GENERAL ELECTRIC CO | P | 2017-12-12 | 2018-02-21 | $7,682 | $9,430 | -$1,748 | -$1,748 |
| GENERAL ELECTRIC CO | P | 2017-12-12 | 2018-05-07 | $47,073 | $60,227 | -$13,154 | -$13,154 |
| GENERAL ELECTRIC CO | P | 2017-12-12 | 2018-07-19 | $62,746 | $82,032 | -$19,286 | -$19,286 |
| GENERAL ELECTRIC CO | P | 2018-06-12 | 2018-08-22 | $44,326 | $49,580 | -$5,254 | -$5,254 |
| GENERAL ELECTRIC CO | P | 2018-03-26 | 2018-10-05 | $21,548 | $21,283 | $265 | $265 |
| GENERAL MILLS INC | P | 2018-01-18 | 2018-02-21 | $14,705 | $15,617 | -$912 | -$912 |
| GENERAL MILLS INC | P | 2017-12-12 | 2018-03-26 | $17,521 | $21,854 | -$4,333 | -$4,333 |
| GENERAL MILLS INC | P | 2018-01-18 | 2018-03-26 | $7,316 | $9,511 | -$2,195 | -$2,195 |
| GENERAL MILLS INC | P | 2018-06-12 | 2018-07-19 | $33,235 | $34,225 | -$990 | -$990 |
| GENERAL MILLS INC | P | 2018-08-22 | 2018-10-05 | $28,437 | $29,940 | -$1,503 | -$1,503 |
| GENERAL MTRS CO | P | 2018-02-21 | 2018-03-26 | $8,299 | $9,561 | -$1,262 | -$1,262 |
| GENERAL MTRS CO | P | 2018-08-22 | 2018-10-05 | $4,604 | $4,884 | -$280 | -$280 |
| GENESCO INC | P | 2017-11-10 | 2018-01-18 | $6,921 | $4,933 | $1,988 | $1,988 |
| GENESCO INC | P | 2017-11-10 | 2018-03-27 | $2,034 | $1,283 | $751 | $751 |
| GENESCO INC | P | 2017-11-10 | 2018-10-05 | $11,731 | $6,644 | $5,087 | $5,087 |
| GENTEX CORP | P | 2017-12-13 | 2018-10-18 | $15,711 | $17,117 | -$1,406 | -$1,406 |
| GENMAB A/S | P | 2018-03-27 | 2018-04-30 | $3,036 | $3,215 | -$179 | -$179 |
| GENMAB A/S | P | 2018-02-26 | 2018-05-31 | $9,014 | $12,450 | -$3,436 | -$3,436 |
| GENMAB A/S | P | 2018-03-27 | 2018-05-31 | $833 | $1,179 | -$346 | -$346 |
| GENOMIC HEALTH INC | P | 2018-05-31 | 2018-10-17 | $13,595 | $8,055 | $5,540 | $5,540 |
| GENUINE PARTS CO | P | 2017-12-12 | 2018-03-26 | $20,845 | $22,139 | -$1,294 | -$1,294 |
| GENUINE PARTS CO | P | 2017-12-13 | 2018-03-27 | $6,005 | $6,274 | -$269 | -$269 |
| GENUINE PARTS CO | P | 2017-12-13 | 2018-07-02 | $3,992 | $4,120 | -$128 | -$128 |
| GENUINE PARTS CO | P | 2018-05-07 | 2018-10-05 | $48,068 | $43,797 | $4,271 | $4,271 |
| GENUINE PARTS CO | P | 2018-05-30 | 2018-10-17 | $10,953 | $10,599 | $354 | $354 |
| GENWORTH FINL INC CL A | P | 2017-10-06 | 2018-01-18 | $619 | $712 | -$93 | -$93 |
| GENWORTH FINL INC CL A | P | 2017-10-06 | 2018-02-21 | $12,194 | $14,906 | -$2,712 | -$2,712 |
| GENWORTH FINL INC CL A | P | 2018-07-02 | 2018-09-13 | $877 | $871 | $6 | $6 |
| GENWORTH FINL INC CL A | P | 2018-07-02 | 2018-10-17 | $11,075 | $12,964 | -$1,889 | -$1,889 |
| GENTHERM INC | P | 2017-11-10 | 2018-01-18 | $15,223 | $16,347 | -$1,124 | -$1,124 |
| GENTHERM INC | P | 2018-02-21 | 2018-03-27 | $10,260 | $10,105 | $155 | $155 |
| GENTHERM INC | P | 2018-02-21 | 2018-10-05 | $13,532 | $10,607 | $2,925 | $2,925 |
| GERDAU S A SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $13,485 | $10,673 | $2,812 | $2,812 |
| GERMAN AMERN BANCORP | P | 2017-06-27 | 2018-03-27 | $5,775 | $5,722 | $53 | $53 |
| GERMAN AMERN BANCORP | P | 2018-08-07 | 2018-10-18 | $1,849 | $2,063 | -$214 | -$214 |
| GERMAN AMERN BANCORP | P | 2018-08-07 | 2018-10-18 | $991 | $1,104 | -$113 | -$113 |
| GERMAN AMERN BANCORP | P | 2018-09-13 | 2018-10-18 | $2,774 | $3,061 | -$287 | -$287 |
| GERON CORP | P | 2018-03-27 | 2018-04-30 | $3,409 | $5,050 | -$1,641 | -$1,641 |
| GERON CORP | P | 2018-09-13 | 2018-10-17 | $1,959 | $6,230 | -$4,271 | -$4,271 |
| GETINGE AB | P | 2018-01-01 | 2018-01-22 | $1,994 | $1,994 | $1,994 | |
| GETINGE AB | P | 2017-10-24 | 2018-01-23 | $1,695 | $2,242 | -$547 | -$547 |
| GETINGE AB | P | 2017-10-24 | 2018-02-26 | $7,325 | $11,058 | -$3,733 | -$3,733 |
| GETTY REALTY CORP | P | 2018-01-18 | 2018-02-21 | $6,849 | $7,455 | -$606 | -$606 |
| GETTY REALTY CORP | P | 2018-01-18 | 2018-03-27 | $17,706 | $19,092 | -$1,386 | -$1,386 |
| G4S PLC | P | 2018-01-23 | 2018-02-26 | $5,565 | $6,237 | -$672 | -$672 |
| GIBRALTAR INDS INC | P | 2018-01-18 | 2018-02-21 | $12,825 | $15,071 | -$2,246 | -$2,246 |
| GIBRALTAR INDS INC | P | 2018-03-27 | 2018-10-17 | $10,753 | $9,055 | $1,698 | $1,698 |
| GILEAD SCIENCES INC | P | 2018-04-05 | 2018-05-07 | $13,619 | $15,852 | -$2,233 | -$2,233 |
| GILEAD SCIENCES INC | P | 2018-07-19 | 2018-08-22 | $82,033 | $85,533 | -$3,500 | -$3,500 |
| GIVAUDAN | P | 2018-01-23 | 2018-02-26 | $4,263 | $4,357 | -$94 | -$94 |
| GIVAUDAN | P | 2018-01-23 | 2018-03-27 | $6,080 | $6,440 | -$360 | -$360 |
| GLADSTONE COML CORP | P | 2018-01-18 | 2018-02-21 | $8,368 | $9,346 | -$978 | -$978 |
| GLADSTONE COML CORP | P | 2018-01-18 | 2018-03-27 | $9,082 | $10,334 | -$1,252 | -$1,252 |
| GLADSTONE COML CORP | P | 2018-01-18 | 2018-04-30 | $3,930 | $4,347 | -$417 | -$417 |
| GLADSTONE COML CORP | P | 2018-08-07 | 2018-09-13 | $4,124 | $4,205 | -$81 | -$81 |
| GLADSTONE COML CORP | P | 2018-07-02 | 2018-10-05 | $14,497 | $14,610 | -$113 | -$113 |
| GLATFELTER P H CO | P | 2018-01-18 | 2018-02-21 | $15,476 | $16,908 | -$1,432 | -$1,432 |
| GLATFELTER P H CO | P | 2018-03-27 | 2018-05-31 | $8,159 | $9,609 | -$1,450 | -$1,450 |
| GLATFELTER P H CO | P | 2018-07-02 | 2018-08-07 | $12,256 | $14,167 | -$1,911 | -$1,911 |
| GALUKOS CORP | P | 2017-12-13 | 2018-03-27 | $1,775 | $1,517 | $258 | $258 |
| GALUKOS CORP | P | 2017-12-13 | 2018-10-17 | $14,048 | $5,832 | $8,216 | $8,216 |
| GLAXO WELLCOME PLC SPONSORED ADR | P | 2018-03-27 | 2018-07-02 | $6,046 | $5,842 | $204 | $204 |
| GLAXO WELLCOME PLC SPONSORED ADR | P | 2017-12-19 | 2018-07-09 | $17,252 | $14,903 | $2,349 | $2,349 |
| GLAXO WELLCOME PLC SPONSORED ADR | P | 2018-03-27 | 2018-07-09 | $32,005 | $30,214 | $1,791 | $1,791 |
| GLENCORE XSTRATA PLC | P | 2018-01-23 | 2018-03-27 | $2,074 | $2,216 | -$142 | -$142 |
| GLENCORE XSTRATA PLC | P | 2018-02-26 | 2018-03-27 | $19,623 | $21,582 | -$1,959 | -$1,959 |
| GLENCORE XSTRATA PLC | P | 2018-01-23 | 2018-04-30 | $17,272 | $19,669 | -$2,397 | -$2,397 |
| GLENCORE XSTRATA PLC | P | 2017-12-19 | 2018-08-09 | $10,590 | $12,350 | -$1,760 | -$1,760 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2017-10-06 | 2018-01-18 | $2,551 | $1,561 | $990 | $990 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2017-10-06 | 2018-03-27 | $1,427 | $943 | $484 | $484 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2018-08-07 | 2018-09-13 | $42 | $46 | -$4 | -$4 |
| GLOBAL BLOOD THERAPEUTICS INC | P | 2018-08-07 | 2018-10-17 | $1,597 | $2,135 | -$538 | -$538 |
| GLOBAL NET LEASE INC | P | 2017-10-06 | 2018-02-21 | $9,513 | $12,743 | -$3,230 | -$3,230 |
| GLOBAL NET LEASE INC | P | 2017-12-13 | 2018-02-21 | $15,334 | $20,224 | -$4,890 | -$4,890 |
| GLOBAL NET LEASE INC | P | 2018-01-18 | 2018-04-30 | $6,167 | $6,206 | -$39 | -$39 |
| GLOBAL NET LEASE INC | P | 2018-03-27 | 2018-10-05 | $12,216 | $9,878 | $2,338 | $2,338 |
| GLOBAL BRASS & COPPER HLDGS INC | P | 2018-03-27 | 2018-04-30 | $7,346 | $8,036 | -$690 | -$690 |
| GLOBUS MED INC CL A | P | 2017-07-27 | 2018-01-18 | $2,579 | $1,962 | $617 | $617 |
| GLOBUS MED INC CL A | P | 2017-10-06 | 2018-01-18 | $1,848 | $1,340 | $508 | $508 |
| GLOBUS MED INC CL A | P | 2017-10-06 | 2018-03-27 | $2,415 | $1,495 | $920 | $920 |
| GLOBUS MED INC CL A | P | 2017-10-06 | 2018-10-05 | $7,525 | $4,642 | $2,883 | $2,883 |
| GOLD FIELDS LTD SP ADR | P | 2017-12-19 | 2018-02-26 | $880 | $875 | $5 | $5 |
| GOLD FIELDS LTD SP ADR | P | 2017-12-19 | 2018-04-30 | $6,393 | $6,729 | -$336 | -$336 |
| GOLD FIELDS LTD SP ADR | P | 2017-12-19 | 2018-05-31 | $4,028 | $4,403 | -$375 | -$375 |
| GOLD FIELDS LTD SP ADR | P | 2018-07-09 | 2018-09-12 | $3,684 | $5,677 | -$1,993 | -$1,993 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-01 | $771 | $771 | $0 | $0 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-01 | $1,060 | $1,207 | -$147 | -$147 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-02 | $1,907 | $2,261 | -$354 | -$354 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-06 | $1,088 | $1,405 | -$317 | -$317 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-08 | $1,704 | $2,151 | -$447 | -$447 |
| GOLDEN ENTMT INC | P | 2018-10-12 | 2018-11-09 | $590 | $855 | -$265 | -$265 |
| GOLDEN ENTMT INC | P | 2018-10-18 | 2018-11-09 | $2,610 | $3,885 | -$1,275 | -$1,275 |
| GOLDMAN SACHS GROUP INC | P | 2018-04-05 | 2018-05-07 | $19,229 | $20,813 | -$1,584 | -$1,584 |
| GOLDMAN SACHS GROUP INC | P | 2017-11-07 | 2018-06-12 | $4,639 | $4,805 | -$166 | -$166 |
| GOLDMAN SACHS GROUP INC | P | 2018-08-22 | 2018-10-05 | $12,798 | $13,640 | -$842 | -$842 |
| GOLDMAN SACHS GROUP INC | P | 2018-01-22 | 2018-10-05 | $147,389 | $149,458 | -$2,069 | -$2,069 |
| GOODYEAR TIRE AND RUBBER CO | P | 2017-11-07 | 2018-02-21 | $8,179 | $8,168 | $11 | $11 |
| GOODYEAR TIRE AND RUBBER CO | P | 2018-01-19 | 2018-02-22 | $581 | $691 | -$110 | -$110 |
| GOODYEAR TIRE AND RUBBER CO | P | 2017-11-07 | 2018-03-26 | $11,740 | $12,974 | -$1,234 | -$1,234 |
| GOODYEAR TIRE AND RUBBER CO | P | 2018-01-19 | 2018-03-27 | $2,633 | $3,387 | -$754 | -$754 |
| GOODYEAR TIRE AND RUBBER CO | P | 2018-04-27 | 2018-07-02 | $9,434 | $10,508 | -$1,074 | -$1,074 |
| GOODYEAR TIRE AND RUBBER CO | P | 2018-08-22 | 2018-10-05 | $13,562 | $14,459 | -$897 | -$897 |
| GOODYEAR TIRE AND RUBBER CO | P | 2018-08-03 | 2018-10-18 | $14,460 | $17,412 | -$2,952 | -$2,952 |
| GOPRO INC | P | 2017-12-13 | 2018-01-18 | $5,782 | $7,432 | -$1,650 | -$1,650 |
| GOPRO INC | P | 2018-07-02 | 2018-10-05 | $5,993 | $6,237 | -$244 | -$244 |
| GORMAN RUPP CO | P | 2018-03-27 | 2018-10-17 | $9,723 | $8,671 | $1,052 | $1,052 |
| GOVERNMENT PPTYS INCOME TR | P | 2017-10-06 | 2018-01-18 | $21,672 | $23,293 | -$1,621 | -$1,621 |
| GOVERNMENT PPTYS INCOME TR | P | 2018-03-27 | 2018-04-30 | $10,807 | $11,194 | -$387 | -$387 |
| GOVERNMENT PPTYS INCOME TR | P | 2018-03-27 | 2018-05-31 | $902 | $797 | $105 | $105 |
| GOVERNMENT PPTYS INCOME TR | P | 2018-07-02 | 2018-10-05 | $8,761 | $13,122 | -$4,361 | -$4,361 |
| WR GRACE & CO | P | 2018-02-22 | 2018-03-27 | $15,177 | $16,556 | -$1,379 | -$1,379 |
| GRAHAM HLDGS CO | P | 2018-03-27 | 2018-05-30 | $13,029 | $13,058 | -$29 | -$29 |
| GRAMERCY PPTY TR | P | 2017-02-21 | 2018-02-21 | $2,755 | $3,386 | -$631 | -$631 |
| GRAMERCY PPTY TR | P | 2018-01-18 | 2018-02-21 | $15,150 | $17,771 | -$2,621 | -$2,621 |
| GRAMERCY PPTY TR | P | 2018-03-27 | 2018-04-30 | $8 | $7 | $1 | $1 |
| GRAMERCY PPTY TR | P | 2018-03-27 | 2018-10-05 | $15,247 | $12,075 | $3,172 | $3,172 |
| GRAND CANYON EDUCATION INC | P | 2018-01-18 | 2018-03-27 | $8,147 | $7,179 | $968 | $968 |
| GRAND CANYON EDUCATION INC | P | 2018-01-18 | 2018-09-13 | $2,669 | $2,238 | $431 | $431 |
| GRANITE CONSTR INC | P | 2017-10-06 | 2018-03-27 | $6,457 | $7,137 | -$680 | -$680 |
| GRANITE CONSTR INC | P | 2018-01-18 | 2018-03-27 | $4,089 | $5,011 | -$922 | -$922 |
| GRAPHIC PACKAGING HLDG CO | P | 2018-02-22 | 2018-04-27 | $13,242 | $14,320 | -$1,078 | -$1,078 |
| GRAY TELEVISION INC | P | 2018-03-27 | 2018-04-30 | $6,249 | $6,990 | -$741 | -$741 |
| GRAY TELEVISION INC | P | 2018-07-02 | 2018-08-07 | $8,527 | $8,395 | $132 | $132 |
| GRAY TELEVISION INC | P | 2018-09-13 | 2018-10-05 | $7,881 | $7,721 | $160 | $160 |
| GREAT SOUTHERN BANCORP INC | P | 2018-03-27 | 2018-10-18 | $12,363 | $11,682 | $681 | $681 |
| GREAT SOUTHERN BANCORP INC | P | 2018-08-07 | 2018-10-18 | $6,815 | $7,610 | -$795 | -$795 |
| GREAT SOUTHERN BANCORP INC | P | 2018-09-13 | 2018-10-18 | $3,276 | $3,573 | -$297 | -$297 |
| GREAT PLAINS ENERGY INC | P | 2017-09-29 | 2018-02-21 | $31,668 | $32,147 | -$479 | -$479 |
| GREAT WESTN BANCORP INC | P | 2017-12-13 | 2018-03-27 | $6,119 | $6,202 | -$83 | -$83 |
| GREAT WESTN BANCORP INC | P | 2018-01-18 | 2018-03-27 | $4,649 | $5,053 | -$404 | -$404 |
| GREAT WESTN BANCORP INC | P | 2017-12-13 | 2018-10-18 | $17,300 | $17,478 | -$178 | -$178 |
| GREEN DOT CORP | P | 2017-10-06 | 2018-03-27 | $3,489 | $2,807 | $682 | $682 |
| GREEN PLAINS INC | P | 2018-02-21 | 2018-03-27 | $11,124 | $12,353 | -$1,229 | -$1,229 |
| GREEN PLAINS INC | P | 2018-08-07 | 2018-09-13 | $8,804 | $8,797 | $7 | $7 |
| GREENBRIER COS INC | P | 2018-03-27 | 2018-04-30 | $7,464 | $8,721 | -$1,257 | -$1,257 |
| GREENBRIER COS INC | P | 2018-08-07 | 2018-09-13 | $8,319 | $8,503 | -$184 | -$184 |
| GREIF INC | P | 2017-12-13 | 2018-01-18 | $11,475 | $12,239 | -$764 | -$764 |
| GREIF INC | P | 2018-03-27 | 2018-07-02 | $8,149 | $8,158 | -$9 | -$9 |
| GRIFFON CORP | P | 2018-01-18 | 2018-03-27 | $12,891 | $13,747 | -$856 | -$856 |
| GRIFFON CORP | P | 2018-04-30 | 2018-07-02 | $8,810 | $10,061 | -$1,251 | -$1,251 |
| GRIFOLS SA | P | 2017-10-10 | 2018-04-30 | $12,501 | $12,709 | -$208 | -$208 |
| GRIFOLS SA | P | 2018-07-02 | 2018-08-09 | $7,073 | $7,151 | -$78 | -$78 |
| GRIFOLS SA | P | 2018-07-02 | 2018-09-12 | $3,024 | $3,157 | -$133 | -$133 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-04-28 | 2018-03-27 | $128 | $146 | -$18 | -$18 |
| GROUP 1 AUTOMOTIVE INC | P | 2017-12-13 | 2018-03-27 | $2,108 | $2,591 | -$483 | -$483 |
| GROUP 1 AUTOMOTIVE INC | P | 2018-05-31 | 2018-07-02 | $3,749 | $4,127 | -$378 | -$378 |
| GROUP 1 AUTOMOTIVE INC | P | 2018-08-07 | 2018-09-13 | $4,274 | $4,576 | -$302 | -$302 |
| GROUPON INC | P | 2017-10-06 | 2018-01-18 | $1,683 | $1,648 | $35 | $35 |
| GROUPON INC | P | 2017-10-06 | 2018-02-21 | $344 | $398 | -$54 | -$54 |
| GROUPON INC | P | 2017-10-06 | 2018-03-27 | $3,974 | $4,496 | -$522 | -$522 |
| GROUPON INC | P | 2017-10-06 | 2018-05-31 | $7,386 | $7,812 | -$426 | -$426 |
| GROUPON INC | P | 2018-08-07 | 2018-09-13 | $7,735 | $9,231 | -$1,496 | -$1,496 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2017-11-17 | 2018-08-09 | $2,960 | $4,651 | -$1,691 | -$1,691 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2018-05-31 | 2018-08-09 | $6,368 | $7,772 | -$1,404 | -$1,404 |
| GRUPO FINANCIERO GALICIA S A WTS | P | 2018-07-02 | 2018-09-12 | $2,923 | $4,322 | -$1,399 | -$1,399 |
| GRUBHUB INC | P | 2017-10-06 | 2018-09-13 | $7,253 | $2,550 | $4,703 | $4,703 |
| GRUBHUB INC | P | 2017-10-06 | 2018-10-05 | $17,394 | $6,936 | $10,458 | $10,458 |
| GRUBHUB INC | P | 2018-07-02 | 2018-10-17 | $30,544 | $27,209 | $3,335 | $3,335 |
| GRUPO TELEVISA SA DE CV ADR | P | 2017-12-19 | 2018-02-26 | $5,727 | $6,136 | -$409 | -$409 |
| GRUPO TELEVISA SA DE CV ADR | P | 2017-12-19 | 2018-03-27 | $1,957 | $2,366 | -$409 | -$409 |
| GRUPO TELEVISA SA DE CV ADR | P | 2018-04-30 | 2018-07-09 | $844 | $767 | $77 | $77 |
| GRUPO AEROPORTUARIO DEL CENTRO | P | 2018-03-27 | 2018-07-09 | $7,283 | $6,293 | $990 | $990 |
| GRUPO AEROPORTUARIO DEL PACIFICO S | P | 2017-11-17 | 2018-05-31 | $16,797 | $18,470 | -$1,673 | -$1,673 |
| GRUPO AEROPORTUARIO DEL PACIFICO S | P | 2018-07-02 | 2018-09-12 | $10,803 | $9,242 | $1,561 | $1,561 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2017-11-17 | 2018-03-27 | $3,738 | $3,798 | -$60 | -$60 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2017-11-17 | 2018-07-02 | $4,025 | $4,488 | -$463 | -$463 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2018-05-31 | 2018-07-02 | $5,573 | $5,726 | -$153 | -$153 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2018-05-31 | 2018-07-09 | $8,026 | $7,794 | $232 | $232 |
| GRUPO AEROPORTUARIO DEL SURESTE S | P | 2018-08-09 | 2018-09-12 | $600 | $556 | $44 | $44 |
| GRUPO FINANCIERO BANORTE S A B | P | 2018-07-02 | 2018-09-12 | $5,209 | $4,285 | $924 | $924 |
| GRUPO FINANCIERO SANTANDER | P | 2017-12-19 | 2018-01-23 | $3,418 | $3,436 | -$18 | -$18 |
| GROUPO AVAL ACCIONES Y VALORES | P | 2017-11-17 | 2018-03-27 | $3,529 | $3,649 | -$120 | -$120 |
| GROUPO AVAL ACCIONES Y VALORES | P | 2017-11-17 | 2018-05-31 | $2,258 | $2,275 | -$17 | -$17 |
| GUESS INC | P | 2018-01-18 | 2018-02-21 | $10,002 | $11,850 | -$1,848 | -$1,848 |
| GUESS INC | P | 2018-03-27 | 2018-07-02 | $1,427 | $1,459 | -$32 | -$32 |
| GUESS INC | P | 2018-03-27 | 2018-10-05 | $6,183 | $6,358 | -$175 | -$175 |
| GUIDEWIRE SOFTWARE INC | P | 2017-11-10 | 2018-01-19 | $8,092 | $8,413 | -$321 | -$321 |
| GULFPORT ENERGY CORP NEW | P | 2018-07-02 | 2018-08-07 | $13,768 | $14,727 | -$959 | -$959 |
| GULFPORT ENERGY CORP NEW | P | 2018-09-13 | 2018-10-17 | $13,343 | $12,847 | $496 | $496 |
| H & E EQUIP SVCS INC | P | 2017-12-13 | 2018-01-18 | $547 | $538 | $9 | $9 |
| H & E EQUIP SVCS INC | P | 2017-12-13 | 2018-03-27 | $3,806 | $3,730 | $76 | $76 |
| H & E EQUIP SVCS INC | P | 2017-12-13 | 2018-04-30 | $6,752 | $7,691 | -$939 | -$939 |
| HCP INC | P | 2017-12-12 | 2018-02-21 | $18,157 | $22,278 | -$4,121 | -$4,121 |
| HCP INC | P | 2017-10-06 | 2018-02-22 | $18,661 | $22,827 | -$4,166 | -$4,166 |
| HCP INC | P | 2017-12-13 | 2018-02-22 | $4,010 | $4,922 | -$912 | -$912 |
| HCP INC | P | 2018-01-19 | 2018-02-22 | $4,340 | $4,570 | -$230 | -$230 |
| HCP INC | P | 2018-03-27 | 2018-04-27 | $7,414 | $7,370 | $44 | $44 |
| HCP INC | P | 2018-03-26 | 2018-10-05 | $22,506 | $19,750 | $2,756 | $2,756 |
| HCP INC | P | 2018-03-27 | 2018-10-17 | $31,765 | $28,439 | $3,326 | $3,326 |
| HDFC BANK LTD | P | 2017-11-17 | 2018-04-30 | $5,927 | $6,013 | -$86 | -$86 |
| HDFC BANK LTD | P | 2018-03-27 | 2018-04-30 | $10,133 | $10,408 | -$275 | -$275 |
| HDFC BANK LTD | P | 2018-05-31 | 2018-07-02 | $5,289 | $5,306 | -$17 | -$17 |
| HDFC BANK LTD | P | 2018-05-31 | 2018-07-09 | $5,792 | $5,618 | $174 | $174 |
| HDFC BANK LTD | P | 2018-08-09 | 2018-09-12 | $12,978 | $14,206 | -$1,228 | -$1,228 |
| HCI GROUP INC | P | 2018-05-31 | 2018-08-07 | $5,968 | $6,322 | -$354 | -$354 |
| HD SUPPLY HLDGS INC | P | 2017-09-29 | 2018-02-21 | $13,548 | $13,267 | $281 | $281 |
| HD SUPPLY HLDGS INC | P | 2017-12-13 | 2018-10-18 | $18,278 | $18,356 | -$78 | -$78 |
| HFF INC CL A | P | 2017-11-10 | 2018-01-18 | $8,601 | $7,694 | $907 | $907 |
| HFF INC CL A | P | 2017-11-10 | 2018-03-27 | $7,831 | $6,990 | $841 | $841 |
| HFF INC CL A | P | 2017-11-10 | 2018-04-30 | $11,169 | $13,849 | -$2,680 | -$2,680 |
| HFF INC CL A | P | 2018-08-07 | 2018-10-17 | $8,897 | $10,743 | -$1,846 | -$1,846 |
| H LUNDBECK A/S | P | 2018-07-09 | 2018-08-09 | $2,377 | $2,853 | -$476 | -$476 |
| H LUNDBECK A/S | P | 2018-07-09 | 2018-09-12 | $844 | $974 | -$130 | -$130 |
| HNI CORP | P | 2017-12-13 | 2018-03-27 | $5,235 | $5,251 | -$16 | -$16 |
| HNI CORP | P | 2017-12-13 | 2018-04-30 | $2,842 | $2,941 | -$99 | -$99 |
| HNI CORP | P | 2018-05-31 | 2018-07-02 | $6,662 | $6,757 | -$95 | -$95 |
| HNI CORP | P | 2017-12-13 | 2018-10-17 | $11,475 | $10,048 | $1,427 | $1,427 |
| HMS HLDGS CORP COM | P | 2017-12-13 | 2018-03-27 | $4,500 | $4,478 | $22 | $22 |
| HMS HLDGS CORP COM | P | 2017-12-13 | 2018-10-18 | $20,897 | $11,295 | $9,602 | $9,602 |
| HSBC HOLDINGS PLC | P | 2017-10-10 | 2018-03-27 | $3,364 | $3,539 | -$175 | -$175 |
| HSBC HOLDINGS PLC | P | 2017-10-10 | 2018-08-09 | $5,682 | $6,117 | -$435 | -$435 |
| HSBC HOLDINGS PLC | P | 2018-04-30 | 2018-08-09 | $57,525 | $61,847 | -$4,322 | -$4,322 |
| HSBC HOLDINGS PLC | P | 2017-11-17 | 2018-09-12 | $5,967 | $6,723 | -$756 | -$756 |
| HRG GROUP INC | P | 2017-11-10 | 2018-01-18 | $8,140 | $6,551 | $1,589 | $1,589 |
| HRG GROUP INC | P | 2017-11-10 | 2018-03-27 | $5,832 | $6,039 | -$207 | -$207 |
| HRG GROUP INC | P | 2017-11-10 | 2018-04-30 | $7,407 | $10,029 | -$2,622 | -$2,622 |
| HABIT RESTAURANTS INC | P | 2018-07-02 | 2018-10-05 | $14,322 | $9,206 | $5,116 | $5,116 |
| HAEMONETICS CORP MASS | P | 2018-01-18 | 2018-03-27 | $5,653 | $4,972 | $681 | $681 |
| HAEMONETICS CORP MASS | P | 2017-10-06 | 2018-10-05 | $16,992 | $7,404 | $9,588 | $9,588 |
| HAIN CELESTIAL GROUP INC | P | 2017-12-13 | 2018-01-19 | $9,734 | $10,078 | -$344 | -$344 |
| HAIN CELESTIAL GROUP INC | P | 2018-02-22 | 2018-03-27 | $10,830 | $11,372 | -$542 | -$542 |
| HALCON RES COR | P | 2017-10-06 | 2018-01-18 | $733 | $570 | $163 | $163 |
| HALCON RES COR | P | 2017-10-06 | 2018-03-27 | $6,638 | $8,786 | -$2,148 | -$2,148 |
| HALCON RES COR | P | 2018-09-13 | 2018-10-17 | $5,908 | $7,087 | -$1,179 | -$1,179 |
| HALLMARK FINL SVCS INC | P | 2017-04-28 | 2018-01-18 | $10,270 | $10,617 | -$347 | -$347 |
| HALOZYME THERAPEUTICS INC | P | 2017-10-06 | 2018-03-27 | $1,842 | $1,632 | $210 | $210 |
| HALYARD HEALTH INC | P | 2017-10-06 | 2018-03-27 | $4,605 | $4,506 | $99 | $99 |
| HANCOCK WHITNEY CORP | P | 2017-12-13 | 2018-03-27 | $8,644 | $8,431 | $213 | $213 |
| HANCOCK WHITNEY CORP | P | 2017-12-13 | 2018-04-30 | $495 | $502 | -$7 | -$7 |
| HANESBRANDS INC | P | 2018-01-19 | 2018-02-22 | $741 | $853 | -$112 | -$112 |
| HANESBRANDS INC | P | 2017-12-13 | 2018-03-27 | $13,158 | $14,766 | -$1,608 | -$1,608 |
| HANESBRANDS INC | P | 2018-01-19 | 2018-03-27 | $1,812 | $2,190 | -$378 | -$378 |
| HANESBRANDS INC | P | 2018-04-27 | 2018-05-30 | $3,684 | $3,718 | -$34 | -$34 |
| HANESBRANDS INC | P | 2018-04-27 | 2018-08-03 | $14,308 | $14,907 | -$599 | -$599 |
| HANESBRANDS INC | P | 2018-09-14 | 2018-10-18 | $18,810 | $20,030 | -$1,220 | -$1,220 |
| HANMI FINANCIAL CORP | P | 2017-11-10 | 2018-03-27 | $3,674 | $3,477 | $197 | $197 |
| HANMI FINANCIAL CORP | P | 2017-11-10 | 2018-04-30 | $20,730 | $21,499 | -$769 | -$769 |
| HANMI FINANCIAL CORP | P | 2018-08-07 | 2018-10-18 | $16,288 | $18,346 | -$2,058 | -$2,058 |
| HANMI FINANCIAL CORP | P | 2018-09-13 | 2018-10-18 | $1,983 | $2,286 | -$303 | -$303 |
| HANNON ARMSTRONG SUSTAINABLE | P | 2018-03-27 | 2018-05-31 | $9,842 | $10,115 | -$273 | -$273 |
| HANNON ARMSTRONG SUSTAINABLE | P | 2018-09-13 | 2018-10-05 | $15,489 | $15,721 | -$232 | -$232 |
| HARLEY DAVIDSON INC | P | 2018-02-21 | 2018-03-26 | $14,581 | $16,388 | -$1,807 | -$1,807 |
| HARLEY DAVIDSON INC | P | 2017-12-13 | 2018-03-27 | $16,523 | $19,899 | -$3,376 | -$3,376 |
| HARLEY DAVIDSON INC | P | 2018-08-22 | 2018-10-05 | $14,890 | $14,505 | $385 | $385 |
| HARLEY DAVIDSON INC | P | 2018-04-27 | 2018-10-18 | $19,639 | $20,233 | -$594 | -$594 |
| HARMONIC LIGHTWAVES INC | P | 2018-03-27 | 2018-04-30 | $3,512 | $3,854 | -$342 | -$342 |
| HARRIS CORP | P | 2017-06-23 | 2018-01-18 | $1,479 | $1,114 | $365 | $365 |
| HARRIS CORP | P | 2018-02-21 | 2018-05-07 | $22,126 | $23,858 | -$1,732 | -$1,732 |
| HARSCO CORP | P | 2017-10-06 | 2018-02-21 | $171 | $208 | -$37 | -$37 |
| HARSCO CORP | P | 2017-10-06 | 2018-03-27 | $3,142 | $3,122 | $20 | $20 |
| HARSCO CORP | P | 2018-01-18 | 2018-03-27 | $3,142 | $2,861 | $281 | $281 |
| HARSCO CORP | P | 2018-01-18 | 2018-10-17 | $2,786 | $2,022 | $764 | $764 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2017-10-06 | 2018-01-19 | $1,780 | $1,783 | -$3 | -$3 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2017-10-06 | 2018-03-27 | $23,239 | $25,017 | -$1,778 | -$1,778 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2017-11-10 | 2018-03-27 | $1,656 | $1,772 | -$116 | -$116 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2018-05-30 | 2018-07-02 | $28,598 | $29,779 | -$1,181 | -$1,181 |
| HARTFORD FINL SVCS GROUP INC COM | P | 2018-08-03 | 2018-09-14 | $14,281 | $15,107 | -$826 | -$826 |
| HASBRO INC | P | 2017-11-10 | 2018-01-19 | $2,372 | $2,376 | -$4 | -$4 |
| HASBRO INC | P | 2018-02-21 | 2018-03-26 | $14,305 | $16,817 | -$2,512 | -$2,512 |
| HASBRO INC | P | 2017-11-10 | 2018-03-27 | $16,282 | $17,543 | -$1,261 | -$1,261 |
| HASBRO INC | P | 2018-04-27 | 2018-05-30 | $1,737 | $1,753 | -$16 | -$16 |
| HASBRO INC | P | 2018-04-27 | 2018-10-18 | $22,552 | $20,067 | $2,485 | $2,485 |
| HAVERTY FURNITURE COS INC | P | 2018-07-02 | 2018-08-07 | $9,856 | $9,917 | -$61 | -$61 |
| HAVERTY FURNITURE COS INC | P | 2018-09-13 | 2018-10-05 | $10,955 | $11,865 | -$910 | -$910 |
| HAWAIIAN ELECTRIC INDUSTRIES INC | P | 2018-02-22 | 2018-05-30 | $8,948 | $8,705 | $243 | $243 |
| HAWAIIAN ELECTRIC INDUSTRIES INC | P | 2017-09-29 | 2018-06-12 | $31,376 | $31,997 | -$621 | -$621 |
| HAWAIIAN ELECTRIC INDUSTRIES INC | P | 2018-02-22 | 2018-10-18 | $18,573 | $17,243 | $1,330 | $1,330 |
| HAWAIIAN HLDGS INC | P | 2017-12-13 | 2018-03-27 | $4,868 | $5,220 | -$352 | -$352 |
| HAWAIIAN HLDGS INC | P | 2017-12-13 | 2018-09-13 | $9,542 | $9,837 | -$295 | -$295 |
| HAWAIIAN HLDGS INC | P | 2018-07-02 | 2018-09-13 | $3,544 | $3,226 | $318 | $318 |
| HAWKINS INC | P | 2018-03-27 | 2018-10-17 | $8,643 | $7,921 | $722 | $722 |
| HAYNES INTERNATIONAL INC | P | 2018-08-07 | 2018-09-13 | $8,373 | $9,851 | -$1,478 | -$1,478 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-10-06 | 2018-01-18 | $3,513 | $3,641 | -$128 | -$128 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-04-28 | 2018-03-27 | $2,916 | $3,147 | -$231 | -$231 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-06-27 | 2018-03-27 | $1,287 | $1,424 | -$137 | -$137 |
| HEALTHCARE SERVICES GROUP INC | P | 2017-12-13 | 2018-03-27 | $6,004 | $7,178 | -$1,174 | -$1,174 |
| HEALTHCARE SERVICES GROUP INC | P | 2018-04-30 | 2018-08-07 | $3,970 | $3,887 | $83 | $83 |
| HEALTHCARE SERVICES GROUP INC | P | 2018-07-02 | 2018-08-07 | $10,546 | $11,355 | -$809 | -$809 |
| HEALTHCARE SERVICES GROUP INC | P | 2018-09-13 | 2018-10-18 | $18,595 | $18,755 | -$160 | -$160 |
| HEALTHCARE RLTY TR INC | P | 2017-02-21 | 2018-01-18 | $5,007 | $5,256 | -$249 | -$249 |
| HEALTHCARE RLTY TR INC | P | 2017-07-27 | 2018-01-18 | $1,473 | $1,657 | -$184 | -$184 |
| HEALTHCARE RLTY TR INC | P | 2017-10-06 | 2018-01-18 | $9,307 | $10,116 | -$809 | -$809 |
| HEALTHCARE RLTY TR INC | P | 2018-03-27 | 2018-10-05 | $23,987 | $23,012 | $975 | $975 |
| HEALTHCARE TR AMER INC | P | 2018-02-22 | 2018-03-27 | $26,834 | $26,931 | -$97 | -$97 |
| HEALTHEQUITY INC | P | 2017-10-06 | 2018-03-27 | $1,453 | $1,195 | $258 | $258 |
| HEALTHEQUITY INC | P | 2017-10-06 | 2018-10-05 | $10,748 | $6,288 | $4,460 | $4,460 |
| HEALTHEQUITY INC | P | 2018-10-18 | 2018-10-25 | $2,211 | $2,211 | $0 | $0 |
| HEALTHEQUITY INC | P | 2018-10-18 | 2018-11-07 | $4,815 | $4,157 | $658 | $658 |
| HEALTHEQUITY INC | P | 2018-10-18 | 2018-12-07 | $1,640 | $1,640 | $0 | $0 |
| HEALTHEQUITY INC | P | 2018-10-18 | 2018-12-07 | $2,282 | $2,282 | $0 | $0 |
| HEARTLAND FINL USA INC | P | 2017-11-10 | 2018-03-27 | $5,105 | $4,562 | $543 | $543 |
| HEARTLAND FINL USA INC | P | 2017-11-10 | 2018-10-05 | $26,559 | $21,907 | $4,652 | $4,652 |
| HECLA MINING COMPANY | P | 2017-12-13 | 2018-03-27 | $4,424 | $4,698 | -$274 | -$274 |
| HECLA MINING COMPANY | P | 2017-12-13 | 2018-08-07 | $2,825 | $3,646 | -$821 | -$821 |
| HECLA MINING COMPANY | P | 2018-07-02 | 2018-08-07 | $3,063 | $3,597 | -$534 | -$534 |
| HEICO CORP | P | 2017-12-13 | 2018-02-13 | $55 | $55 | $0 | $0 |
| HEICO CORP | P | 2017-12-13 | 2018-07-11 | $55 | $44 | $11 | $11 |
| HEICO CORP | P | 2017-12-13 | 2018-10-18 | $23,887 | $16,252 | $7,635 | $7,635 |
| HEICO CORP | P | 2018-05-07 | 2018-07-27 | $16 | $15 | $1 | $1 |
| HEICO CORP | P | 2018-05-07 | 2018-10-05 | $19,525 | $16,491 | $3,034 | $3,034 |
| HEIDELBERGCEMENT AG | P | 2017-10-10 | 2018-04-30 | $3,379 | $3,499 | -$120 | -$120 |
| HEIDELBERGCEMENT AG | P | 2017-10-10 | 2018-05-31 | $1,039 | $1,193 | -$154 | -$154 |
| HEINEKEN N V | P | 2018-03-27 | 2018-05-31 | $20,130 | $21,260 | -$1,130 | -$1,130 |
| HEINEKEN N V | P | 2017-10-10 | 2018-07-09 | $5,056 | $4,949 | $107 | $107 |
| HEINEKEN N V | P | 2017-10-10 | 2018-09-12 | $2,819 | $2,979 | -$160 | -$160 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2017-06-22 | 2018-03-27 | $918 | $1,041 | -$123 | -$123 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2017-07-27 | 2018-03-27 | $367 | $382 | -$15 | -$15 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2017-10-06 | 2018-03-27 | $4,480 | $4,872 | -$392 | -$392 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2017-12-13 | 2018-03-27 | $1,787 | $1,974 | -$187 | -$187 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2018-04-30 | 2018-05-31 | $9,165 | $9,460 | -$295 | -$295 |
| HELIX ENERGY SOLUTIONS GROUP INC | P | 2018-07-02 | 2018-10-17 | $12,103 | $9,390 | $2,713 | $2,713 |
| HELMERICH & PAYNE INC | P | 2017-10-06 | 2018-01-19 | $4,036 | $2,933 | $1,103 | $1,103 |
| HELMERICH & PAYNE INC | P | 2017-11-10 | 2018-01-19 | $1,558 | $1,285 | $273 | $273 |
| HENKEL AG & CO KGAA | P | 2018-01-23 | 2018-04-30 | $4,152 | $4,478 | -$326 | -$326 |
| HENKEL AG & CO KGAA | P | 2018-03-27 | 2018-04-30 | $3,796 | $4,030 | -$234 | -$234 |
| HENKEL AG & CO KGAA | P | 2017-10-10 | 2018-05-31 | $6,455 | $7,121 | -$666 | -$666 |
| HENKEL AG & CO KGAA | P | 2018-03-27 | 2018-05-31 | $1,133 | $1,259 | -$126 | -$126 |
| HENKEL AG & CO KGAA | P | 2017-12-20 | 2018-08-09 | $7,226 | $7,843 | -$617 | -$617 |
| HENKEL AG & CO KGAA | P | 2017-12-20 | 2018-09-12 | $4,047 | $4,397 | -$350 | -$350 |
| HENKEL AG & CO KGAA | P | 2018-02-26 | 2018-03-27 | $9,196 | $9,852 | -$656 | -$656 |
| HENKEL AG & CO KGAA | P | 2018-01-23 | 2018-04-30 | $3,807 | $4,230 | -$423 | -$423 |
| HENKEL AG & CO KGAA | P | 2018-02-26 | 2018-04-30 | $1,015 | $1,110 | -$95 | -$95 |
| HENGAN INTL GROUP CO LTD | P | 2018-07-02 | 2018-08-09 | $733 | $809 | -$76 | -$76 |
| HENGAN INTL GROUP CO LTD | P | 2018-07-09 | 2018-08-09 | $2,844 | $3,222 | -$378 | -$378 |
| HENNES & MAURITZ AB | P | 2017-02-17 | 2018-01-23 | $1,193 | $1,685 | -$492 | -$492 |
| HENNES & MAURITZ AB | P | 2017-07-25 | 2018-01-23 | $4,909 | $6,547 | -$1,638 | -$1,638 |
| HENNES & MAURITZ AB | P | 2017-12-20 | 2018-02-26 | $1,822 | $2,171 | -$349 | -$349 |
| HENNES & MAURITZ AB | P | 2017-12-20 | 2018-03-27 | $4,916 | $6,787 | -$1,871 | -$1,871 |
| HENNES & MAURITZ AB | P | 2018-04-30 | 2018-05-31 | $5,832 | $6,742 | -$910 | -$910 |
| HENNES & MAURITZ AB | P | 2018-07-09 | 2018-08-09 | $3,967 | $4,446 | -$479 | -$479 |
| HERC HLDGS INC | P | 2017-10-06 | 2018-01-18 | $2,343 | $1,858 | $485 | $485 |
| HERC HLDGS INC | P | 2017-10-06 | 2018-03-27 | $1,253 | $954 | $299 | $299 |
| HERITAGE CRYSTAL CLEAN INC | P | 2018-08-07 | 2018-09-13 | $6,962 | $7,710 | -$748 | -$748 |
| HERMES INTL SCA | P | 2018-02-26 | 2018-07-09 | $2,959 | $2,659 | $300 | $300 |
| HERMES INTL SCA | P | 2018-03-27 | 2018-07-09 | $4,377 | $4,205 | $172 | $172 |
| HERMES INTL SCA | P | 2018-08-09 | 2018-09-12 | $4,635 | $4,619 | $16 | $16 |
| HERON THERAPEUTICS INC | P | 2017-10-06 | 2018-01-18 | $2,054 | $1,513 | $541 | $541 |
| HERON THERAPEUTICS INC | P | 2017-10-06 | 2018-03-27 | $1,775 | $1,047 | $728 | $728 |
| HERSHEY FOODS CORP | P | 2017-11-07 | 2018-01-18 | $30,010 | $29,227 | $783 | $783 |
| HERSHEY FOODS CORP | P | 2017-10-06 | 2018-01-19 | $12,526 | $12,484 | $42 | $42 |
| HERSHEY FOODS CORP | P | 2017-11-07 | 2018-02-21 | $35,268 | $37,562 | -$2,294 | -$2,294 |
| HERSHEY FOODS CORP | P | 2017-10-06 | 2018-02-22 | $23,110 | $25,836 | -$2,726 | -$2,726 |
| HERSHEY FOODS CORP | P | 2017-11-10 | 2018-02-22 | $1,651 | $1,843 | -$192 | -$192 |
| HERSHEY FOODS CORP | P | 2018-03-27 | 2018-04-27 | $33,088 | $35,034 | -$1,946 | -$1,946 |
| HESKA CORP | P | 2018-03-27 | 2018-10-17 | $5,985 | $4,847 | $1,138 | $1,138 |
| HERTZ RENT CAR HLDG CO INC | P | 2017-07-27 | 2018-03-27 | $102 | $87 | $15 | $15 |
| HERTZ RENT CAR HLDG CO INC | P | 2017-10-06 | 2018-03-27 | $609 | $754 | -$145 | -$145 |
| HERTZ RENT CAR HLDG CO INC | P | 2017-07-27 | 2018-05-31 | $5,264 | $6,005 | -$741 | -$741 |
| HERTZ RENT CAR HLDG CO INC | P | 2018-08-07 | 2018-09-13 | $19 | $19 | $0 | $0 |
| HERTZ RENT CAR HLDG CO INC | P | 2018-08-07 | 2018-10-05 | $5,413 | $6,634 | -$1,221 | -$1,221 |
| HESS CORP | P | 2017-11-07 | 2018-10-05 | $27,742 | $18,447 | $9,295 | $9,295 |
| HESS CORP | P | 2018-04-05 | 2018-10-05 | $15,204 | $11,220 | $3,984 | $3,984 |
| HEWLETT PACKARD ENTERPRISE CO | P | 2018-04-05 | 2018-06-12 | $24,115 | $26,438 | -$2,323 | -$2,323 |
| HEXAGON AB | P | 2018-02-26 | 2018-03-27 | $9,580 | $9,849 | -$269 | -$269 |
| HEXAGON AB | P | 2018-02-26 | 2018-05-31 | $16,462 | $17,825 | -$1,363 | -$1,363 |
| HEXAGON AB | P | 2018-04-30 | 2018-05-31 | $1,228 | $1,279 | -$51 | -$51 |
| HEXAGON AB | P | 2018-04-30 | 2018-07-09 | $8,818 | $9,305 | -$487 | -$487 |
| HEXAGON AB | P | 2018-04-30 | 2018-09-12 | $288 | $291 | -$3 | -$3 |
| HEXAGON AB | P | 2018-08-09 | 2018-09-12 | $5,296 | $5,477 | -$181 | -$181 |
| HEXCEL CORP | P | 2018-01-19 | 2018-03-27 | $17,884 | $17,905 | -$21 | -$21 |
| HEXCEL CORP | P | 2018-05-07 | 2018-10-05 | $27,987 | $28,348 | -$361 | -$361 |
| HEXINDAI INC | P | 2018-03-27 | 2018-04-30 | $4,460 | $4,796 | -$336 | -$336 |
| HIBBETT SPORTS INC COM | P | 2017-11-10 | 2018-01-18 | $15,394 | $8,730 | $6,664 | $6,664 |
| HIBBETT SPORTS INC COM | P | 2017-11-10 | 2018-03-27 | $1,341 | $829 | $512 | $512 |
| HIBBETT SPORTS INC COM | P | 2017-11-10 | 2018-10-05 | $6,113 | $4,625 | $1,488 | $1,488 |
| HIGHPOINT RES CORP | P | 2018-03-27 | 2018-07-02 | $4,663 | $3,957 | $706 | $706 |
| HIGHWOODS PPTYS INC | P | 2018-01-19 | 2018-02-22 | $34,994 | $34,983 | $11 | $11 |
| HIGHWOODS PPTYS INC | P | 2018-01-18 | 2018-03-26 | $33,450 | $38,193 | -$4,743 | -$4,743 |
| HIGHWOODS PPTYS INC | P | 2018-02-21 | 2018-03-26 | $7,216 | $7,534 | -$318 | -$318 |
| HILLENBRAND INC | P | 2017-10-06 | 2018-01-18 | $1,210 | $1,061 | $149 | $149 |
| HILLENBRAND INC | P | 2017-10-06 | 2018-03-27 | $4,709 | $4,049 | $660 | $660 |
| HILLENBRAND INC | P | 2017-10-06 | 2018-10-05 | $29,465 | $22,370 | $7,095 | $7,095 |
| HILLTOP HOLDINGS INC | P | 2018-03-27 | 2018-04-30 | $9,728 | $10,206 | -$478 | -$478 |
| HILLTOP HOLDINGS INC | P | 2018-03-27 | 2018-05-31 | $3,139 | $3,140 | -$1 | -$1 |
| HILLTOP HOLDINGS INC | P | 2018-08-07 | 2018-09-13 | $14,933 | $15,425 | -$492 | -$492 |
| HIMAX TECHNOLOGIES INC SPONSORED | P | 2018-07-09 | 2018-08-09 | $1,832 | $2,067 | -$235 | -$235 |
| HILTON WORLDWIDE HLDGS INC | P | 2017-11-07 | 2018-02-21 | $19,711 | $16,876 | $2,835 | $2,835 |
| HILTON WORLDWIDE HLDGS INC | P | 2017-11-07 | 2018-10-05 | $44,704 | $44,125 | $579 | $579 |
| HILTON WORLDWIDE HLDGS INC | P | 2017-11-10 | 2018-10-17 | $1,573 | $1,529 | $44 | $44 |
| HITACHI LTD | P | 2017-10-10 | 2018-03-27 | $5,309 | $5,257 | $52 | $52 |
| HITACHI LTD | P | 2017-07-25 | 2018-07-09 | $17,076 | $16,049 | $1,027 | $1,027 |
| HITACHI LTD | P | 2018-08-09 | 2018-09-12 | $9,292 | $10,051 | -$759 | -$759 |
| HOLLYFRONTIER CORP | P | 2017-10-06 | 2018-01-19 | $3,815 | $2,648 | $1,167 | $1,167 |
| HOLOGIC INC | P | 2017-12-13 | 2018-02-22 | $1,091 | $1,223 | -$132 | -$132 |
| HOLOGIC INC | P | 2017-12-13 | 2018-03-27 | $4,688 | $5,370 | -$682 | -$682 |
| HOLOGIC INC | P | 2018-05-30 | 2018-10-18 | $7,495 | $7,145 | $350 | $350 |
| HOME BANCSHARES INC | P | 2017-12-13 | 2018-03-27 | $4,361 | $4,441 | -$80 | -$80 |
| HOME BANCSHARES INC | P | 2017-12-13 | 2018-05-31 | $3,463 | $3,446 | $17 | $17 |
| HOME BANCSHARES INC | P | 2017-12-13 | 2018-07-02 | $6,851 | $7,031 | -$180 | -$180 |
| HOME DEPOT INC | P | 2018-01-18 | 2018-02-21 | $4,667 | $4,964 | -$297 | -$297 |
| HONDA MOTOR CO LTD ADR | P | 2017-11-17 | 2018-05-31 | $3,950 | $4,078 | -$128 | -$128 |
| HONDA MOTOR CO LTD ADR | P | 2017-11-17 | 2018-08-09 | $543 | $587 | -$44 | -$44 |
| HONDA MOTOR CO LTD ADR | P | 2017-10-10 | 2018-09-12 | $10,202 | $10,954 | -$752 | -$752 |
| HONEYWELL INTL INC | P | 2018-01-18 | 2018-03-26 | $4,688 | $5,092 | -$404 | -$404 |
| HONEYWELL INTL INC | P | 2018-02-21 | 2018-03-26 | $11,134 | $11,885 | -$751 | -$751 |
| HONG KONG EXCHANGES & CLEARING | P | 2018-05-31 | 2018-07-02 | $2,918 | $3,289 | -$371 | -$371 |
| HOOKER FURNITURE CORP | P | 2018-05-31 | 2018-10-05 | $6,187 | $7,234 | -$1,047 | -$1,047 |
| HOPE BANCORP INC | P | 2018-01-18 | 2018-03-27 | $32,969 | $34,087 | -$1,118 | -$1,118 |
| HOPE BANCORP INC | P | 2018-04-30 | 2018-08-07 | $12,150 | $12,461 | -$311 | -$311 |
| HORACE MANN EDUCATORS CORP | P | 2018-01-18 | 2018-03-27 | $6,360 | $6,635 | -$275 | -$275 |
| HORMEL FOODS CORP | P | 2017-11-07 | 2018-01-18 | $38,947 | $35,628 | $3,319 | $3,319 |
| HORMEL FOODS CORP | P | 2017-10-06 | 2018-01-19 | $5,088 | $4,649 | $439 | $439 |
| HORMEL FOODS CORP | P | 2017-11-10 | 2018-01-19 | $2,181 | $2,030 | $151 | $151 |
| HORMEL FOODS CORP | P | 2017-11-07 | 2018-02-21 | $10,195 | $9,634 | $561 | $561 |
| HORMEL FOODS CORP | P | 2017-11-07 | 2018-10-05 | $32,762 | $25,806 | $6,956 | $6,956 |
| HORTONWORKS INC | P | 2017-12-13 | 2018-01-18 | $855 | $853 | $2 | $2 |
| HORTONWORKS INC | P | 2017-12-13 | 2018-03-27 | $4,499 | $4,367 | $132 | $132 |
| HORTONWORKS INC | P | 2017-12-13 | 2018-04-30 | $4,826 | $5,748 | -$922 | -$922 |
| HORTONWORKS INC | P | 2018-09-13 | 2018-10-17 | $7,948 | $7,948 | $0 | $0 |
| HORTONWORKS INC | P | 2018-09-14 | 2018-11-08 | $2,304 | $2,304 | $0 | $0 |
| HOSPITALITY PPTYS TR SBI | P | 2017-11-10 | 2018-01-19 | $9,698 | $9,943 | -$245 | -$245 |
| HOSPITALITY PPTYS TR SBI | P | 2017-09-29 | 2018-03-26 | $18,939 | $22,352 | -$3,413 | -$3,413 |
| HOSPITALITY PPTYS TR SBI | P | 2018-02-21 | 2018-03-26 | $6,821 | $7,577 | -$756 | -$756 |
| HOSPITALITY PPTYS TR SBI | P | 2017-10-06 | 2018-03-27 | $13,374 | $15,573 | -$2,199 | -$2,199 |
| HOSPITALITY PPTYS TR SBI | P | 2017-11-10 | 2018-03-27 | $5,113 | $6,173 | -$1,060 | -$1,060 |
| HOSPITALITY PPTYS TR SBI | P | 2018-02-22 | 2018-03-27 | $6,072 | $6,593 | -$521 | -$521 |
| HOST HOTELS & RESORTS INC | P | 2017-12-12 | 2018-03-26 | $21,509 | $23,302 | -$1,793 | -$1,793 |
| HOST HOTELS & RESORTS INC | P | 2017-11-10 | 2018-03-27 | $15,002 | $16,139 | -$1,137 | -$1,137 |
| HOST HOTELS & RESORTS INC | P | 2018-04-27 | 2018-10-17 | $19,356 | $19,732 | -$376 | -$376 |
| HOSTESS BRANDS INC | P | 2018-01-18 | 2018-02-21 | $10,749 | $12,265 | -$1,516 | -$1,516 |
| HOSTESS BRANDS INC | P | 2018-03-27 | 2018-05-31 | $7,572 | $8,028 | -$456 | -$456 |
| HOSTESS BRANDS INC | P | 2018-09-13 | 2018-10-17 | $7,723 | $8,570 | -$847 | -$847 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2017-01-31 | 2018-01-18 | $86 | $114 | -$28 | -$28 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2017-02-21 | 2018-01-18 | $1,116 | $1,454 | -$338 | -$338 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2017-12-13 | 2018-01-18 | $8,193 | $9,542 | -$1,349 | -$1,349 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2018-03-27 | 2018-05-31 | $6,213 | $6,649 | -$436 | -$436 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2018-07-02 | 2018-08-07 | $6,862 | $10,006 | -$3,144 | -$3,144 |
| HOUGHTON MIFFLIN HARCOURT CO | P | 2018-09-13 | 2018-10-05 | $9,224 | $9,224 | $0 | $0 |
| HOYA CORP | P | 2018-02-26 | 2018-03-27 | $1,577 | $1,619 | -$42 | -$42 |
| HOYA CORP | P | 2018-08-09 | 2018-09-12 | $4,816 | $5,032 | -$216 | -$216 |
| HUANENG POWER INTERNATIONAL INC | P | 2017-06-27 | 2018-01-23 | $4,847 | $5,275 | -$428 | -$428 |
| HUANENG POWER INTERNATIONAL INC | P | 2017-10-10 | 2018-02-26 | $8,924 | $9,304 | -$380 | -$380 |
| HUANENG POWER INTERNATIONAL INC | P | 2018-04-30 | 2018-07-09 | $9,306 | $8,796 | $510 | $510 |
| HUANENG POWER INTERNATIONAL INC | P | 2018-08-09 | 2018-09-12 | $4,399 | $4,895 | -$496 | -$496 |
| HUB GROUP INC CL A | P | 2017-10-06 | 2018-01-18 | $1,438 | $1,137 | $301 | $301 |
| HUB GROUP INC CL A | P | 2017-10-06 | 2018-03-27 | $4,603 | $4,467 | $136 | $136 |
| HUBBELL INC | P | 2018-02-22 | 2018-03-27 | $18,957 | $21,247 | -$2,290 | -$2,290 |
| HUBSPOT INC | P | 2017-10-06 | 2018-03-27 | $699 | $514 | $185 | $185 |
| HUBSPOT INC | P | 2017-10-06 | 2018-10-05 | $12,607 | $7,621 | $4,986 | $4,986 |
| HUDSON PAC PPTYS INC | P | 2018-02-22 | 2018-10-17 | $27,191 | $26,309 | $882 | $882 |
| JB HUNT TRANSPORT SERVICES INC | P | 2017-12-13 | 2018-10-17 | $25,133 | $24,890 | $243 | $243 |
| JB HUNT TRANSPORT SERVICES INC | P | 2018-10-18 | 2018-11-06 | $41,677 | $41,951 | -$274 | -$274 |
| HUNTINGTON BANCSHARES INC | P | 2018-01-19 | 2018-03-27 | $4,231 | $4,362 | -$131 | -$131 |
| HUNTINGTON BANCSHARES INC | P | 2017-12-13 | 2018-05-30 | $8,797 | $8,743 | $54 | $54 |
| HUNTINGTON BANCSHARES INC | P | 2017-12-13 | 2018-09-14 | $1,017 | $960 | $57 | $57 |
| HUNTINGTON BANCSHARES INC | P | 2018-07-02 | 2018-09-14 | $22,301 | $21,004 | $1,297 | $1,297 |
| HUNTINGTON BANCSHARES INC | P | 2017-12-12 | 2018-10-05 | $42,791 | $41,160 | $1,631 | $1,631 |
| HUNTINGTON INGALLS INDS INC | P | 2017-10-06 | 2018-01-19 | $2,178 | $2,121 | $57 | $57 |
| HUNTINGTON INGALLS INDS INC | P | 2017-11-10 | 2018-01-19 | $2,420 | $2,406 | $14 | $14 |
| HUNTINGTON INGALLS INDS INC | P | 2017-10-06 | 2018-05-30 | $10,252 | $10,842 | -$590 | -$590 |
| HUNTINGTON INGALLS INDS INC | P | 2017-10-06 | 2018-07-02 | $2,601 | $2,828 | -$227 | -$227 |
| HUNTSMAN CORP | P | 2017-12-13 | 2018-04-27 | $5,600 | $6,017 | -$417 | -$417 |
| HUNTSMAN CORP | P | 2017-12-13 | 2018-07-02 | $6,643 | $7,297 | -$654 | -$654 |
| HUNTSMAN CORP | P | 2018-03-27 | 2018-09-14 | $6,813 | $7,107 | -$294 | -$294 |
| HUNTSMAN CORP | P | 2018-08-03 | 2018-09-14 | $8,142 | $9,386 | -$1,244 | -$1,244 |
| HURON CONSULTING GROUP INC | P | 2018-01-18 | 2018-03-27 | $14,208 | $15,795 | -$1,587 | -$1,587 |
| HUTCHISON CHINA MEDITECH LTD | P | 2017-10-10 | 2018-05-31 | $2,045 | $2,151 | -$106 | -$106 |
| HUTCHISON CHINA MEDITECH LTD | P | 2017-10-10 | 2018-07-09 | $1,199 | $1,212 | -$13 | -$13 |
| HUTCHISON CHINA MEDITECH LTD | P | 2017-10-10 | 2018-09-12 | $1,697 | $1,848 | -$151 | -$151 |
| HYSTER-YALE MATLS HANDLING INC | P | 2018-08-07 | 2018-10-17 | $7,791 | $7,788 | $3 | $3 |
| HYSTER-YALE MATLS HANDLING INC | P | 2018-08-07 | 2018-10-17 | $1,948 | $1,948 | $0 | $0 |
| IAC / INTERACTIVECORP | P | 2017-10-06 | 2018-01-19 | $1,504 | $1,345 | $159 | $159 |
| IAC / INTERACTIVECORP | P | 2017-11-10 | 2018-01-19 | $7,249 | $6,552 | $697 | $697 |
| IAC / INTERACTIVECORP | P | 2018-02-21 | 2018-04-05 | $4,422 | $4,481 | -$59 | -$59 |
| IAC / INTERACTIVECORP | P | 2018-02-21 | 2018-05-07 | $12,300 | $13,906 | -$1,606 | -$1,606 |
| IAC / INTERACTIVECORP | P | 2018-07-19 | 2018-10-05 | $42,114 | $31,422 | $10,692 | $10,692 |
| ICU MED INC | P | 2018-01-18 | 2018-03-27 | $5,583 | $5,078 | $505 | $505 |
| ICU MED INC | P | 2017-10-06 | 2018-09-13 | $2,852 | $1,915 | $937 | $937 |
| ILG INC | P | 2017-10-06 | 2018-03-27 | $6,143 | $5,638 | $505 | $505 |
| ILG INC | P | 2017-10-06 | 2018-09-01 | $3,909 | $3,365 | $544 | $544 |
| ILG INC | P | 2018-01-18 | 2018-09-01 | $9,739 | $8,312 | $1,427 | $1,427 |
| IPG PHOTONICS CORP | P | 2017-12-13 | 2018-08-03 | $11,765 | $14,207 | -$2,442 | -$2,442 |
| IPG PHOTONICS CORP | P | 2018-09-14 | 2018-10-18 | $14,075 | $16,305 | -$2,230 | -$2,230 |
| IRSA INVERSIONES Y | P | 2017-06-27 | 2018-03-27 | $1,276 | $1,339 | -$63 | -$63 |
| IRSA INVERSIONES Y | P | 2017-10-10 | 2018-03-27 | $6,336 | $6,829 | -$493 | -$493 |
| IRSA INVERSIONES Y | P | 2017-07-25 | 2018-04-30 | $1,166 | $1,134 | $32 | $32 |
| ISTAR INC | P | 2017-10-20 | 2018-02-05 | $1,990 | $2,045 | -$55 | -$55 |
| ISTAR INC | P | 2017-10-16 | 2018-02-09 | $5,820 | $6,090 | -$270 | -$270 |
| ISTAR INC | P | 2017-10-17 | 2018-02-09 | $1,940 | $2,038 | -$98 | -$98 |
| ISTAR INC | P | 2017-10-20 | 2018-02-09 | $970 | $1,023 | -$53 | -$53 |
| ITV PLC | P | 2017-12-19 | 2018-03-27 | $8,119 | $8,846 | -$727 | -$727 |
| ITV PLC | P | 2017-12-19 | 2018-04-30 | $3,800 | $4,053 | -$253 | -$253 |
| ITV PLC | P | 2018-07-09 | 2018-08-09 | $3,490 | $3,830 | -$340 | -$340 |
| IBERDROLA S A SPONSORED ADR REPSTG | P | 2017-11-17 | 2018-09-12 | $12,223 | $12,877 | -$654 | -$654 |
| IBERDROLA S A SPONSORED ADR REPSTG | P | 2018-07-02 | 2018-09-12 | $6,575 | $6,993 | -$418 | -$418 |
| IBERDROLA S A SPONSORED ADR REPSTG | P | 2018-08-09 | 2018-09-12 | $2,694 | $2,824 | -$130 | -$130 |
| ITT INC | P | 2017-11-10 | 2018-01-19 | $2,299 | $2,096 | $203 | $203 |
| IBERIABANK CORP | P | 2018-03-27 | 2018-04-30 | $19,370 | $20,085 | -$715 | -$715 |
| ICICI BK LTD ADR | P | 2017-06-27 | 2018-03-27 | $4 | $4 | $0 | $0 |
| ICICI BK LTD ADR | P | 2017-06-27 | 2018-05-31 | $1,031 | $1,110 | -$79 | -$79 |
| ICICI BK LTD ADR | P | 2018-04-30 | 2018-07-02 | $14,554 | $15,556 | -$1,002 | -$1,002 |
| ICICI BK LTD ADR | P | 2018-04-30 | 2018-07-09 | $3,279 | $3,502 | -$223 | -$223 |
| IDACORP INC | P | 2018-03-27 | 2018-10-05 | $26,920 | $23,327 | $3,593 | $3,593 |
| IDEX CORP | P | 2017-11-10 | 2018-10-17 | $4,554 | $4,200 | $354 | $354 |
| IGNYTA INC | P | 2017-10-06 | 2018-01-18 | $1,475 | $728 | $747 | $747 |
| IGNYTA INC | P | 2017-10-06 | 2018-02-14 | $12,096 | $5,932 | $6,164 | $6,164 |
| IKANG HEALTHCARE GROUP INC | P | 2017-10-10 | 2018-07-09 | $12,507 | $8,108 | $4,399 | $4,399 |
| ILLINOIS TOOL WORKS INC | P | 2018-04-05 | 2018-05-07 | $21,080 | $23,194 | -$2,114 | -$2,114 |
| ILLUMINA INC | P | 2017-11-10 | 2018-09-14 | $2,809 | $1,671 | $1,138 | $1,138 |
| IMAX CORP | P | 2017-06-22 | 2018-01-18 | $204 | $240 | -$36 | -$36 |
| IMAX CORP | P | 2017-07-27 | 2018-01-18 | $2,448 | $2,467 | -$19 | -$19 |
| IMAX CORP | P | 2017-10-06 | 2018-01-18 | $3,244 | $3,566 | -$322 | -$322 |
| IMAX CORP | P | 2017-12-13 | 2018-01-18 | $3,285 | $3,993 | -$708 | -$708 |
| IMAX CORP | P | 2018-02-21 | 2018-03-27 | $12,149 | $14,282 | -$2,133 | -$2,133 |
| IMAX CORP | P | 2018-04-30 | 2018-05-31 | $3,374 | $3,710 | -$336 | -$336 |
| IMAX CORP | P | 2018-04-30 | 2018-07-02 | $5,326 | $5,714 | -$388 | -$388 |
| IMAX CORP | P | 2018-08-07 | 2018-10-05 | $8,963 | $8,304 | $659 | $659 |
| IMMUNOGEN INC | P | 2018-01-18 | 2018-03-27 | $2,560 | $1,702 | $858 | $858 |
| IMMUNOGEN INC | P | 2018-01-18 | 2018-10-17 | $4,997 | $5,146 | -$149 | -$149 |
| IMMUNOGEN INC | P | 2018-09-13 | 2018-10-17 | $3,242 | $3,840 | -$598 | -$598 |
| IMPERIAL BRANDS PLC | P | 2017-12-19 | 2018-04-30 | $47,848 | $55,208 | -$7,360 | -$7,360 |
| IMPERIAL BRANDS PLC | P | 2018-02-26 | 2018-04-30 | $20,683 | $21,252 | -$569 | -$569 |
| IMPERIAL BRANDS PLC | P | 2018-03-27 | 2018-07-09 | $11,292 | $9,785 | $1,507 | $1,507 |
| IMPERIAL BRANDS PLC | P | 2018-08-09 | 2018-09-12 | $13,508 | $14,790 | -$1,282 | -$1,282 |
| IMMUNOMEDICS INC | P | 2017-10-06 | 2018-01-18 | $921 | $664 | $257 | $257 |
| IMMUNOMEDICS INC | P | 2017-10-06 | 2018-03-27 | $1,846 | $1,375 | $471 | $471 |
| IMPERVA INC | P | 2018-01-18 | 2018-03-27 | $6,654 | $6,529 | $125 | $125 |
| IMPERVA INC | P | 2018-01-18 | 2018-09-13 | $9,927 | $9,308 | $619 | $619 |
| INCYTE PHARMACEUTICALS INC | P | 2017-12-13 | 2018-03-27 | $5,466 | $6,239 | -$773 | -$773 |
| INCYTE PHARMACEUTICALS INC | P | 2017-12-13 | 2018-05-30 | $6,636 | $9,704 | -$3,068 | -$3,068 |
| INCYTE PHARMACEUTICALS INC | P | 2018-08-22 | 2018-10-05 | $19,628 | $21,206 | -$1,578 | -$1,578 |
| INCYTE PHARMACEUTICALS INC | P | 2018-04-27 | 2018-10-17 | $6,781 | $6,538 | $243 | $243 |
| INCYTE PHARMACEUTICALS INC | P | 2018-08-03 | 2018-10-17 | $9,258 | $9,000 | $258 | $258 |
| INDEPENDENCE RLTY TR INC | P | 2018-02-21 | 2018-03-27 | $8,464 | $7,945 | $519 | $519 |
| INDEPENDENCE RLTY TR INC | P | 2018-02-21 | 2018-10-05 | $17,319 | $14,825 | $2,494 | $2,494 |
| INDEPENDENT BK CORP MASS | P | 2017-11-10 | 2018-01-18 | $2,564 | $2,381 | $183 | $183 |
| INDEPENDENT BK CORP MASS | P | 2017-11-10 | 2018-03-27 | $9,518 | $9,115 | $403 | $403 |
| INDEPENDENT BK CORP MASS | P | 2017-11-10 | 2018-10-05 | $26,756 | $21,834 | $4,922 | $4,922 |
| INDEPENDENT BK GROUP INC | P | 2017-11-10 | 2018-01-18 | $5,272 | $4,478 | $794 | $794 |
| INDEPENDENT BK GROUP INC | P | 2017-11-10 | 2018-03-27 | $1,632 | $1,411 | $221 | $221 |
| INDEPENDENT BK GROUP INC | P | 2017-11-10 | 2018-10-18 | $16,782 | $16,441 | $341 | $341 |
| INDUSTRIA DE DISENO TEXTIL | P | 2017-12-19 | 2018-01-23 | $1,190 | $1,186 | $4 | $4 |
| INDUSTRIA DE DISENO TEXTIL | P | 2017-12-19 | 2018-02-26 | $9,440 | $10,676 | -$1,236 | -$1,236 |
| INDUSTRIAL & COML BK CHINA | P | 2018-01-23 | 2018-02-26 | $4,604 | $4,820 | -$216 | -$216 |
| INDUSTRIAL & COML BK CHINA | P | 2018-04-30 | 2018-05-31 | $8,379 | $9,050 | -$671 | -$671 |
| INDUSTRIAL & COML BK CHINA | P | 2017-10-10 | 2018-07-02 | $578 | $658 | -$80 | -$80 |
| INDUSTRIAL & COML BK CHINA | P | 2017-12-19 | 2018-07-02 | $6,789 | $7,527 | -$738 | -$738 |
| INFINEON TECHNOLOGIES AG SPONSORED | P | 2017-07-25 | 2018-07-09 | $3,997 | $3,336 | $661 | $661 |
| INFINERA CORP | P | 2018-01-18 | 2018-03-27 | $3,721 | $2,302 | $1,419 | $1,419 |
| INFINERA CORP | P | 2018-01-18 | 2018-10-17 | $8,018 | $8,836 | -$818 | -$818 |
| INFORMA PLC | P | 2017-10-10 | 2018-09-12 | $939 | $887 | $52 | $52 |
| INFOSYS TECHNOLOGIES LTD | P | 2018-03-27 | 2018-04-30 | $9,314 | $9,454 | -$140 | -$140 |
| ING GROEP N V ADR | P | 2017-11-17 | 2018-04-30 | $67,907 | $72,944 | -$5,037 | -$5,037 |
| ING GROEP N V ADR | P | 2018-03-27 | 2018-07-02 | $9,380 | $11,073 | -$1,693 | -$1,693 |
| ING GROEP N V ADR | P | 2018-05-31 | 2018-07-09 | $38,662 | $37,706 | $956 | $956 |
| INFRAREIT INC | P | 2018-09-13 | 2018-10-05 | $12,725 | $12,959 | -$234 | -$234 |
| INGEVITY CORP | P | 2018-01-18 | 2018-03-27 | $6,053 | $6,025 | $28 | $28 |
| INGLES MKTS INC CL A | P | 2018-03-27 | 2018-05-31 | $3,772 | $4,400 | -$628 | -$628 |
| INGLES MKTS INC CL A | P | 2018-03-27 | 2018-08-07 | $1,520 | $1,760 | -$240 | -$240 |
| INGLES MKTS INC CL A | P | 2018-07-02 | 2018-08-07 | $6,958 | $7,631 | -$673 | -$673 |
| INGREDION INC | P | 2017-12-13 | 2018-02-22 | $19,099 | $20,666 | -$1,567 | -$1,567 |
| INGREDION INC | P | 2018-01-19 | 2018-02-22 | $2,435 | $2,608 | -$173 | -$173 |
| INGREDION INC | P | 2017-09-29 | 2018-05-07 | $22,753 | $24,256 | -$1,503 | -$1,503 |
| INGREDION INC | P | 2018-03-27 | 2018-05-30 | $21,171 | $23,862 | -$2,691 | -$2,691 |
| INGREDION INC | P | 2018-09-14 | 2018-10-18 | $20,510 | $20,838 | -$328 | -$328 |
| INSIGHT ENTERPRISES INC | P | 2017-12-13 | 2018-03-27 | $12,921 | $13,698 | -$777 | -$777 |
| INSIGHT ENTERPRISES INC | P | 2018-04-30 | 2018-10-05 | $21,870 | $15,759 | $6,111 | $6,111 |
| INSMED INC | P | 2017-10-06 | 2018-03-27 | $1,431 | $1,989 | -$558 | -$558 |
| INSMED INC | P | 2018-09-13 | 2018-10-17 | $4,953 | $5,636 | -$683 | -$683 |
| INNOSPEC INC | P | 2017-11-10 | 2018-01-18 | $7,960 | $7,358 | $602 | $602 |
| INNOSPEC INC | P | 2017-11-10 | 2018-03-27 | $7,643 | $7,226 | $417 | $417 |
| INNOSPEC INC | P | 2017-11-10 | 2018-10-17 | $14,601 | $13,987 | $614 | $614 |
| INPHI CORP | P | 2017-04-28 | 2018-02-21 | $254 | $424 | -$170 | -$170 |
| INPHI CORP | P | 2017-06-27 | 2018-02-21 | $254 | $363 | -$109 | -$109 |
| INPHI CORP | P | 2017-07-27 | 2018-02-21 | $254 | $377 | -$123 | -$123 |
| INPHI CORP | P | 2017-10-06 | 2018-02-21 | $3,886 | $6,003 | -$2,117 | -$2,117 |
| INPHI CORP | P | 2018-03-27 | 2018-10-17 | $8,780 | $7,986 | $794 | $794 |
| INOVIO PHARMACEUTICALS INC | P | 2018-03-27 | 2018-04-30 | $4,002 | $4,400 | -$398 | -$398 |
| INOVIO PHARMACEUTICALS INC | P | 2018-07-02 | 2018-08-07 | $10,090 | $10,172 | -$82 | -$82 |
| INOVIO PHARMACEUTICALS INC | P | 2018-09-13 | 2018-10-17 | $10,138 | $9,837 | $301 | $301 |
| INNERWORKINGS INC | P | 2018-04-30 | 2018-05-31 | $7,350 | $8,595 | -$1,245 | -$1,245 |
| INNERWORKINGS INC | P | 2018-07-02 | 2018-08-07 | $9,318 | $12,260 | -$2,942 | -$2,942 |
| INNOPHOS HLDGS INC | P | 2018-03-27 | 2018-10-17 | $8,328 | $9,277 | -$949 | -$949 |
| INSTEEL INDS INC | P | 2018-03-27 | 2018-10-17 | $8,061 | $6,730 | $1,331 | $1,331 |
| INSPERITY INC | P | 2017-10-06 | 2018-01-18 | $3,060 | $2,370 | $690 | $690 |
| INSPERITY INC | P | 2017-10-06 | 2018-10-05 | $42,613 | $17,241 | $25,372 | $25,372 |
| INOGEN INC | P | 2017-12-13 | 2018-01-18 | $4,152 | $4,368 | -$216 | -$216 |
| INOGEN INC | P | 2017-12-13 | 2018-03-27 | $5,109 | $4,975 | $134 | $134 |
| INSTALLED BLDG PRODS INC | P | 2017-12-13 | 2018-03-27 | $12,230 | $13,944 | -$1,714 | -$1,714 |
| INSTALLED BLDG PRODS INC | P | 2018-05-31 | 2018-07-02 | $8,095 | $8,936 | -$841 | -$841 |
| INSTALLED BLDG PRODS INC | P | 2018-08-07 | 2018-09-13 | $8,698 | $9,677 | -$979 | -$979 |
| INNOVIVA INC | P | 2017-12-13 | 2018-03-27 | $4,564 | $3,679 | $885 | $885 |
| INNOVIVA INC | P | 2017-12-13 | 2018-10-17 | $11,054 | $9,622 | $1,432 | $1,432 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-10-06 | 2018-01-18 | $705 | $722 | -$17 | -$17 |
| INTEGRA LIFESCIENCES CORP NEW | P | 2017-10-06 | 2018-03-27 | $5,137 | $4,744 | $393 | $393 |
| INTEGRATED DEVICE TECHNOLOGY INC | P | 2017-10-06 | 2018-10-05 | $18,639 | $10,665 | $7,974 | $7,974 |
| INTEL CORP | P | 2017-11-07 | 2018-01-18 | $1,998 | $2,090 | -$92 | -$92 |
| INTEL CORP | P | 2018-05-07 | 2018-07-19 | $11,043 | $11,422 | -$379 | -$379 |
| INTEL CORP | P | 2018-04-05 | 2018-08-22 | $14,543 | $15,615 | -$1,072 | -$1,072 |
| INTEGER HLDGS CORP | P | 2017-10-06 | 2018-03-27 | $3,427 | $3,250 | $177 | $177 |
| INTELLIA THERAPEUTICS INC | P | 2018-07-02 | 2018-08-07 | $7,186 | $7,281 | -$95 | -$95 |
| INTERCEPT PHARMACEUTICALS INC | P | 2018-07-02 | 2018-10-18 | $2,785 | $2,456 | $329 | $329 |
| INTERCEPT PHARMACEUTICALS INC | P | 2018-10-31 | 2018-11-08 | $1,939 | $1,570 | $369 | $369 |
| INTERCONTINENTAL HOTELS GROUP | P | 2017-11-17 | 2018-07-09 | $8,481 | $7,533 | $948 | $948 |
| INTERCONTINENTAL HOTELS GROUP | P | 2018-08-09 | 2018-09-12 | $17,192 | $17,245 | -$53 | -$53 |
| INTERFACE INC | P | 2017-11-10 | 2018-01-18 | $9,889 | $9,006 | $883 | $883 |
| INTERFACE INC | P | 2017-11-10 | 2018-03-27 | $6,845 | $6,320 | $525 | $525 |
| INTERFACE INC | P | 2017-11-10 | 2018-04-30 | $12,390 | $12,895 | -$505 | -$505 |
| INTERDIGITAL INC PA | P | 2017-10-06 | 2018-03-27 | $1,905 | $1,930 | -$25 | -$25 |
| INTERDIGITAL INC PA | P | 2018-01-18 | 2018-03-27 | $5,715 | $6,201 | -$486 | -$486 |
| INTERNATIONAL BUSINESS MACHINES | P | 2017-12-12 | 2018-05-07 | $4,599 | $5,018 | -$419 | -$419 |
| INTERNATIONAL BUSINESS MACHINES | P | 2018-04-05 | 2018-05-07 | $25,583 | $27,556 | -$1,973 | -$1,973 |
| INTERNATIONAL BUSINESS MACHINES | P | 2017-11-07 | 2018-06-12 | $4,838 | $4,980 | -$142 | -$142 |
| INTERNATIONAL BUSINESS MACHINES | P | 2018-07-19 | 2018-08-22 | $31,529 | $32,487 | -$958 | -$958 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-09-29 | 2018-02-21 | $17,283 | $17,299 | -$16 | -$16 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-10-06 | 2018-03-27 | $9,885 | $9,885 | $0 | $0 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-11-10 | 2018-03-27 | $2,197 | $2,197 | $0 | $0 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-11-09 | 2018-05-07 | $2,105 | $2,105 | $0 | $0 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-10-30 | 2018-05-30 | $2,000 | $2,505 | -$505 | -$505 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2018-04-27 | 2018-05-30 | $34,872 | $39,776 | -$4,904 | -$4,904 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2017-10-05 | 2018-06-12 | $8,970 | $10,365 | -$1,395 | -$1,395 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2018-03-26 | 2018-06-12 | $18,564 | $20,240 | -$1,676 | -$1,676 |
| INTERNATIONAL FLAVORS & FRAGRANCES | P | 2018-08-03 | 2018-10-18 | $23,475 | $23,126 | $349 | $349 |
| INTERNATIONAL PAPER CO | P | 2018-01-19 | 2018-02-22 | $4,262 | $4,640 | -$378 | -$378 |
| INTERNATIONAL PAPER CO | P | 2017-11-10 | 2018-04-27 | $7,616 | $7,885 | -$269 | -$269 |
| INTERNATIONAL PAPER CO | P | 2018-01-19 | 2018-04-27 | $317 | $381 | -$64 | -$64 |
| INTERNATIONAL PAPER CO | P | 2017-11-10 | 2018-08-03 | $7,361 | $7,666 | -$305 | -$305 |
| INTERNATIONAL PAPER CO | P | 2018-03-27 | 2018-08-03 | $8,676 | $8,717 | -$41 | -$41 |
| INTERNATIONAL PAPER CO | P | 2018-05-30 | 2018-08-03 | $5,258 | $5,405 | -$147 | -$147 |
| INTERNATIONAL PAPER CO | P | 2018-07-02 | 2018-08-03 | $37,595 | $36,681 | $914 | $914 |
| INTERNATIONAL PAPER CO | P | 2018-06-12 | 2018-08-22 | $1,963 | $2,238 | -$275 | -$275 |
| INTERNATIONAL PAPER CO | P | 2018-06-12 | 2018-08-22 | $15,080 | $17,194 | -$2,114 | -$2,114 |
| INTERPUBLIC | P | 2018-02-21 | 2018-03-26 | $15,718 | $17,029 | -$1,311 | -$1,311 |
| INTERPUBLIC | P | 2017-12-13 | 2018-10-18 | $19,382 | $17,428 | $1,954 | $1,954 |
| INTERSECT ENT INC | P | 2017-12-13 | 2018-01-18 | $1,095 | $1,080 | $15 | $15 |
| INTERSECT ENT INC | P | 2017-12-13 | 2018-03-27 | $2,566 | $2,160 | $406 | $406 |
| INTERSECT ENT INC | P | 2017-12-13 | 2018-08-07 | $5,966 | $7,264 | -$1,298 | -$1,298 |
| INTERSECT ENT INC | P | 2018-09-13 | 2018-10-17 | $9,292 | $8,879 | $413 | $413 |
| INTESA SANPAOLO S P A SPONSORED | P | 2017-07-25 | 2018-07-02 | $2,067 | $2,431 | -$364 | -$364 |
| INTESA SANPAOLO S P A SPONSORED | P | 2017-12-19 | 2018-07-02 | $11,678 | $13,529 | -$1,851 | -$1,851 |
| INTESA SANPAOLO S P A SPONSORED | P | 2018-05-31 | 2018-07-09 | $28,075 | $27,138 | $937 | $937 |
| INTESA SANPAOLO S P A SPONSORED | P | 2018-08-09 | 2018-09-12 | $15,212 | $15,523 | -$311 | -$311 |
| INTRA-CELLULAR THERAPIES INC | P | 2018-01-18 | 2018-03-27 | $2,152 | $1,794 | $358 | $358 |
| INTRA-CELLULAR THERAPIES INC | P | 2018-01-18 | 2018-04-30 | $5,375 | $5,489 | -$114 | -$114 |
| INTRA-CELLULAR THERAPIES INC | P | 2018-05-31 | 2018-07-02 | $4,711 | $6,277 | -$1,566 | -$1,566 |
| INTRA-CELLULAR THERAPIES INC | P | 2018-08-07 | 2018-09-13 | $5,863 | $5,976 | -$113 | -$113 |
| INTREXON CORP | P | 2018-07-02 | 2018-10-17 | $10,280 | $9,389 | $891 | $891 |
| INVESTORS REAL ESTATE TR SH BEN | P | 2018-01-18 | 2018-02-21 | $5,766 | $6,752 | -$986 | -$986 |
| INVESTORS REAL ESTATE TR SH BEN | P | 2018-01-18 | 2018-03-27 | $13,415 | $14,942 | -$1,527 | -$1,527 |
| INVESTORS REAL ESTATE TR SH BEN | P | 2018-04-30 | 2018-10-05 | $14,210 | $13,810 | $400 | $400 |
| INVITATION HOMES INC | P | 2017-12-13 | 2018-02-22 | $15,900 | $17,508 | -$1,608 | -$1,608 |
| INVITATION HOMES INC | P | 2018-01-19 | 2018-02-22 | $3,223 | $3,304 | -$81 | -$81 |
| INVITATION HOMES INC | P | 2018-03-27 | 2018-05-30 | $23,362 | $23,510 | -$148 | -$148 |
| IONIS PHARMACEUTICALS INC | P | 2017-11-10 | 2018-01-19 | $100 | $111 | -$11 | -$11 |
| IONIS PHARMACEUTICALS INC | P | 2017-11-10 | 2018-03-27 | $3,576 | $3,576 | $0 | $0 |
| IONIS PHARMACEUTICALS INC | P | 2017-11-09 | 2018-04-05 | $3,286 | $4,328 | -$1,042 | -$1,042 |
| IONIS PHARMACEUTICALS INC | P | 2018-03-26 | 2018-04-05 | $8,604 | $9,647 | -$1,043 | -$1,043 |
| IONIS PHARMACEUTICALS INC | P | 2017-11-10 | 2018-04-27 | $8,507 | $10,551 | -$2,044 | -$2,044 |
| IONIS PHARMACEUTICALS INC | P | 2018-05-30 | 2018-07-02 | $11,163 | $12,379 | -$1,216 | -$1,216 |
| IONIS PHARMACEUTICALS INC | P | 2018-09-14 | 2018-10-18 | $14,596 | $14,548 | $48 | $48 |
| IOVANCE BIOTHERAPEUTICS INC | P | 2018-01-18 | 2018-03-27 | $3,819 | $2,100 | $1,719 | $1,719 |
| IOVANCE BIOTHERAPEUTICS INC | P | 2018-01-18 | 2018-10-17 | $5,538 | $4,787 | $751 | $751 |
| IQVIA HLDGS INC | P | 2017-11-10 | 2018-03-27 | $912 | $939 | -$27 | -$27 |
| IQVIA HLDGS INC | P | 2017-12-12 | 2018-04-05 | $11,270 | $11,722 | -$452 | -$452 |
| IQVIA HLDGS INC | P | 2017-11-10 | 2018-04-27 | $1,347 | $1,461 | -$114 | -$114 |
| IQVIA HLDGS INC | P | 2018-01-19 | 2018-04-27 | $4,041 | $4,310 | -$269 | -$269 |
| IQVIA HLDGS INC | P | 2017-12-12 | 2018-05-07 | $6,235 | $6,366 | -$131 | -$131 |
| IQVIA HLDGS INC | P | 2018-07-19 | 2018-10-05 | $39,749 | $34,502 | $5,247 | $5,247 |
| IRIDIUM COMMUNICATIONS INC | P | 2017-11-10 | 2018-01-18 | $483 | $425 | $58 | $58 |
| IRIDIUM COMMUNICATIONS INC | P | 2017-11-10 | 2018-03-27 | $3,740 | $3,542 | $198 | $198 |
| IRIDIUM COMMUNICATIONS INC | P | 2017-11-10 | 2018-10-05 | $13,418 | $7,172 | $6,246 | $6,246 |
| IROBOT CORP | P | 2017-10-06 | 2018-03-27 | $3,114 | $3,495 | -$381 | -$381 |
| IROBOT CORP | P | 2017-10-06 | 2018-04-30 | $470 | $608 | -$138 | -$138 |
| IROBOT CORP | P | 2018-05-31 | 2018-10-18 | $3,980 | $2,769 | $1,211 | $1,211 |
| IRON MOUNTAIN INC | P | 2018-01-18 | 2018-02-21 | $29,741 | $33,303 | -$3,562 | -$3,562 |
| IRON MOUNTAIN INC | P | 2017-10-06 | 2018-02-22 | $15,885 | $19,234 | -$3,349 | -$3,349 |
| IRON MOUNTAIN INC | P | 2017-11-10 | 2018-02-22 | $2,422 | $3,132 | -$710 | -$710 |
| IRON MOUNTAIN INC | P | 2018-01-19 | 2018-02-22 | $3,523 | $3,972 | -$449 | -$449 |
| IRON MOUNTAIN INC | P | 2018-04-27 | 2018-05-30 | $29,872 | $30,717 | -$845 | -$845 |
| IRON MOUNTAIN INC | P | 2018-03-26 | 2018-10-05 | $14,048 | $13,075 | $973 | $973 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-06-27 | 2018-01-18 | $855 | $1,088 | -$233 | -$233 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-06-27 | 2018-03-27 | $653 | $788 | -$135 | -$135 |
| IRONWOOD PHARMACEUTICALS INC | P | 2017-10-06 | 2018-03-27 | $4,570 | $5,138 | -$568 | -$568 |
| IRSA PROPIEDADES COMERCIALES S A | P | 2018-03-27 | 2018-05-31 | $2,905 | $4,098 | -$1,193 | -$1,193 |
| ISHARES CORE S&P 500 ETF | P | 2018-10-05 | 2018-10-25 | $177,854 | $177,854 | $0 | $0 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2018-05-31 | 2018-07-02 | $34,471 | $38,959 | -$4,488 | -$4,488 |
| ITAU UNIBANCO BANCO MULTIPLO S.A. | P | 2018-08-09 | 2018-09-12 | $19,592 | $22,730 | -$3,138 | -$3,138 |
| ITOCHU CORP ADR | P | 2018-07-02 | 2018-09-12 | $2,098 | $2,142 | -$44 | -$44 |
| ITRON INC | P | 2017-12-13 | 2018-01-18 | $1,336 | $1,277 | $59 | $59 |
| ITRON INC | P | 2017-12-13 | 2018-03-27 | $6,410 | $6,383 | $27 | $27 |
| ITRON INC | P | 2017-06-27 | 2018-05-31 | $575 | $682 | -$107 | -$107 |
| ITRON INC | P | 2018-09-13 | 2018-10-17 | $5,644 | $6,765 | -$1,121 | -$1,121 |
| J & J SNACK FOODS CORP | P | 2017-07-27 | 2018-01-18 | $10,373 | $8,967 | $1,406 | $1,406 |
| J & J SNACK FOODS CORP | P | 2018-03-27 | 2018-10-05 | $14,188 | $13,172 | $1,016 | $1,016 |
| JA SOLAR HLDGS CO LTD | P | 2017-12-19 | 2018-01-23 | $808 | $812 | -$4 | -$4 |
| JA SOLAR HLDGS CO LTD | P | 2017-12-19 | 2018-02-26 | $3,149 | $3,166 | -$17 | -$17 |
| JA SOLAR HLDGS CO LTD | P | 2018-07-09 | 2018-07-18 | $2,183 | $2,022 | $161 | $161 |
| JBS S A | P | 2017-12-19 | 2018-04-30 | $3,716 | $4,048 | -$332 | -$332 |
| JGC CORP | P | 2018-01-23 | 2018-07-02 | $4,264 | $4,819 | -$555 | -$555 |
| JGC CORP | P | 2018-05-31 | 2018-08-09 | $2,164 | $2,374 | -$210 | -$210 |
| JP MORGAN CHASE & CO | P | 2018-01-18 | 2018-05-07 | $4,802 | $4,980 | -$178 | -$178 |
| JP MORGAN CHASE & CO | P | 2018-04-05 | 2018-05-07 | $14,625 | $15,079 | -$454 | -$454 |
| JP MORGAN CHASE & CO | P | 2018-04-05 | 2018-06-12 | $15,992 | $16,430 | -$438 | -$438 |
| JABIL CIRCUIT INC COM | P | 2018-02-22 | 2018-10-18 | $13,403 | $14,856 | -$1,453 | -$1,453 |
| JACK IN THE BOX INC | P | 2017-10-06 | 2018-02-21 | $2,028 | $2,344 | -$316 | -$316 |
| JACK IN THE BOX INC | P | 2017-07-27 | 2018-03-27 | $1,701 | $1,901 | -$200 | -$200 |
| JACK IN THE BOX INC | P | 2017-10-06 | 2018-03-27 | $4,507 | $5,402 | -$895 | -$895 |
| JACK IN THE BOX INC | P | 2018-01-18 | 2018-03-27 | $1,105 | $1,210 | -$105 | -$105 |
| JACK IN THE BOX INC | P | 2018-01-18 | 2018-07-02 | $4,825 | $5,304 | -$479 | -$479 |
| JACK IN THE BOX INC | P | 2018-05-31 | 2018-10-05 | $4,817 | $4,697 | $120 | $120 |
| JACK IN THE BOX INC | P | 2018-08-07 | 2018-10-05 | $4,153 | $4,301 | -$148 | -$148 |
| JACOBS ENGINEERING GROUP INC | P | 2018-02-21 | 2018-03-26 | $21,238 | $23,391 | -$2,153 | -$2,153 |
| JACOBS ENGINEERING GROUP INC | P | 2017-10-06 | 2018-03-27 | $11,084 | $11,422 | -$338 | -$338 |
| JAGGED PEAK ENERGY INC | P | 2017-12-13 | 2018-01-18 | $899 | $905 | -$6 | -$6 |
| JAGGED PEAK ENERGY INC | P | 2017-12-13 | 2018-02-21 | $12,656 | $14,934 | -$2,278 | -$2,278 |
| JAMES HARDIE INDS N V SPONSORED | P | 2017-11-17 | 2018-07-09 | $3,762 | $3,636 | $126 | $126 |
| JAMES HARDIE INDS N V SPONSORED | P | 2017-11-17 | 2018-09-12 | $1,843 | $1,954 | -$111 | -$111 |
| JAPAN TOB INC | P | 2017-03-29 | 2018-02-26 | $499 | $580 | -$81 | -$81 |
| JAPAN TOB INC | P | 2017-04-21 | 2018-02-26 | $71 | $85 | -$14 | -$14 |
| JAPAN TOB INC | P | 2017-11-17 | 2018-02-26 | $5,502 | $6,359 | -$857 | -$857 |
| JAPAN TOB INC | P | 2017-12-19 | 2018-02-26 | $12,045 | $13,803 | -$1,758 | -$1,758 |
| JAPAN TOB INC | P | 2018-04-30 | 2018-07-09 | $8,285 | $8,206 | $79 | $79 |
| JARDINE MATHESON HLDGS LTD ADR | P | 2018-01-23 | 2018-04-30 | $3,765 | $4,015 | -$250 | -$250 |
| JD.COM INC | P | 2017-11-17 | 2018-04-30 | $4,605 | $5,105 | -$500 | -$500 |
| JD.COM INC | P | 2018-08-09 | 2018-09-12 | $4,858 | $6,345 | -$1,487 | -$1,487 |
| JEFFERIES FINL GROUP INC | P | 2018-03-27 | 2018-05-30 | $3,383 | $3,404 | -$21 | -$21 |
| JEFFERIES FINL GROUP INC | P | 2018-03-27 | 2018-10-18 | $19,168 | $19,951 | -$783 | -$783 |
| JELD-WEN HLDG INC | P | 2017-10-06 | 2018-03-27 | $15,097 | $17,563 | -$2,466 | -$2,466 |
| JELD-WEN HLDG INC | P | 2018-04-30 | 2018-05-31 | $4,759 | $4,983 | -$224 | -$224 |
| JELD-WEN HLDG INC | P | 2018-04-30 | 2018-07-02 | $9,210 | $9,419 | -$209 | -$209 |
| JELD-WEN HLDG INC | P | 2018-08-07 | 2018-09-13 | $10,224 | $10,667 | -$443 | -$443 |
| JERNIGAN CAPITAL INC | P | 2018-03-27 | 2018-10-05 | $10,763 | $9,312 | $1,451 | $1,451 |
| JETBLUE AWYS CORP | P | 2017-12-13 | 2018-02-22 | $667 | $683 | -$16 | -$16 |
| JETBLUE AWYS CORP | P | 2017-12-13 | 2018-03-27 | $7,026 | $7,423 | -$397 | -$397 |
| JETBLUE AWYS CORP | P | 2018-05-30 | 2018-08-03 | $17,657 | $18,420 | -$763 | -$763 |
| JETBLUE AWYS CORP | P | 2018-07-02 | 2018-08-03 | $15,778 | $16,488 | -$710 | -$710 |
| JETBLUE AWYS CORP | P | 2018-05-07 | 2018-08-22 | $6,749 | $6,828 | -$79 | -$79 |
| JETBLUE AWYS CORP | P | 2018-05-07 | 2018-10-05 | $16,601 | $17,531 | -$930 | -$930 |
| JINKOSOLAR HLDG CO LTD | P | 2017-06-27 | 2018-02-26 | $2,707 | $2,994 | -$287 | -$287 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2018-01-18 | 2018-03-27 | $7,849 | $7,728 | $121 | $121 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2018-01-18 | 2018-04-30 | $881 | $909 | -$28 | -$28 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2017-10-06 | 2018-05-31 | $6,525 | $7,424 | -$899 | -$899 |
| JOHN BEAN TECHNOLOGIES CORP | P | 2018-07-02 | 2018-10-18 | $10,396 | $8,806 | $1,590 | $1,590 |
| JOHNSON AND JOHNSON | P | 2017-11-07 | 2018-02-21 | $2,640 | $2,787 | -$147 | -$147 |
| JOHNSON AND JOHNSON | P | 2018-01-18 | 2018-02-21 | $4,488 | $4,995 | -$507 | -$507 |
| JOHNSON AND JOHNSON | P | 2017-11-07 | 2018-05-07 | $34,719 | $38,732 | -$4,013 | -$4,013 |
| JOHNSON AND JOHNSON | P | 2018-03-26 | 2018-06-12 | $24,593 | $25,454 | -$861 | -$861 |
| JOHNSON AND JOHNSON | P | 2018-04-05 | 2018-06-12 | $15,661 | $16,761 | -$1,100 | -$1,100 |
| JONES LANG LASALLE INC | P | 2017-12-13 | 2018-09-14 | $15,549 | $15,768 | -$219 | -$219 |
| J2 GLOBAL INC | P | 2017-12-13 | 2018-01-18 | $621 | $609 | $12 | $12 |
| J2 GLOBAL INC | P | 2017-10-06 | 2018-03-27 | $1,352 | $1,281 | $71 | $71 |
| J2 GLOBAL INC | P | 2017-12-13 | 2018-03-27 | $6,442 | $6,163 | $279 | $279 |
| J2 GLOBAL INC | P | 2017-10-06 | 2018-09-13 | $1,074 | $979 | $95 | $95 |
| JULIUS BAER GROUP LTD | P | 2018-03-27 | 2018-04-30 | $8,719 | $9,049 | -$330 | -$330 |
| JULIUS BAER GROUP LTD | P | 2017-11-17 | 2018-07-02 | $6,552 | $6,845 | -$293 | -$293 |
| JULIUS BAER GROUP LTD | P | 2017-10-10 | 2018-07-09 | $6,928 | $6,835 | $93 | $93 |
| JULIUS BAER GROUP LTD | P | 2017-11-17 | 2018-07-09 | $5,001 | $4,976 | $25 | $25 |
| JUNIPER NETWORKS INC | P | 2017-11-10 | 2018-04-27 | $2,439 | $2,483 | -$44 | -$44 |
| JUNIPER NETWORKS INC | P | 2017-11-10 | 2018-10-17 | $16,382 | $14,219 | $2,163 | $2,163 |
| JUNIPER NETWORKS INC | P | 2018-03-27 | 2018-10-17 | $7,512 | $6,381 | $1,131 | $1,131 |
| JUNO THERAPEUTICS INC | P | 2018-01-19 | 2018-03-09 | $12,702 | $10,079 | $2,623 | $2,623 |
| KAR AUCTION SVCS INC | P | 2017-11-10 | 2018-01-19 | $1,353 | $1,210 | $143 | $143 |
| KB FINL GROUP INC | P | 2018-03-27 | 2018-04-30 | $9,840 | $9,941 | -$101 | -$101 |
| KB FINL GROUP INC | P | 2017-11-17 | 2018-07-02 | $7,480 | $8,435 | -$955 | -$955 |
| KB FINL GROUP INC | P | 2018-03-27 | 2018-07-02 | $139 | $171 | -$32 | -$32 |
| KB FINL GROUP INC | P | 2018-05-31 | 2018-07-02 | $12,466 | $12,955 | -$489 | -$489 |
| KB FINL GROUP INC | P | 2018-05-31 | 2018-07-09 | $5,561 | $5,422 | $139 | $139 |
| KB FINL GROUP INC | P | 2018-05-31 | 2018-09-12 | $2,055 | $2,159 | -$104 | -$104 |
| KB FINL GROUP INC | P | 2018-08-09 | 2018-09-12 | $14,613 | $14,742 | -$129 | -$129 |
| KBC GROUP NV | P | 2017-10-10 | 2018-05-31 | $11,626 | $12,998 | -$1,372 | -$1,372 |
| KBC GROUP NV | P | 2018-03-27 | 2018-05-31 | $5,698 | $6,524 | -$826 | -$826 |
| KBC GROUP NV | P | 2017-10-10 | 2018-07-02 | $14,044 | $15,862 | -$1,818 | -$1,818 |
| KBC GROUP NV | P | 2017-12-20 | 2018-07-02 | $8,744 | $9,809 | -$1,065 | -$1,065 |
| KBR INC | P | 2017-10-06 | 2018-01-18 | $2,018 | $1,738 | $280 | $280 |
| KBR INC | P | 2017-06-27 | 2018-03-27 | $3,703 | $3,520 | $183 | $183 |
| KBR INC | P | 2017-10-06 | 2018-03-27 | $1,679 | $1,827 | -$148 | -$148 |
| KLA-TENCOR CORP | P | 2017-10-06 | 2018-01-19 | $7,456 | $6,670 | $786 | $786 |
| KLA-TENCOR CORP | P | 2017-10-06 | 2018-09-14 | $1,463 | $1,437 | $26 | $26 |
| KLA-TENCOR CORP | P | 2017-11-10 | 2018-10-17 | $1,617 | $1,738 | -$121 | -$121 |
| KLX INC | P | 2018-01-18 | 2018-03-27 | $5,076 | $4,976 | $100 | $100 |
| KLX ENERGY SVCS HLDGS INC | P | 2018-09-14 | 2018-10-17 | $4,280 | $3,569 | $711 | $711 |
| KT CORP | P | 2017-10-10 | 2018-02-26 | $7,117 | $7,515 | -$398 | -$398 |
| KT CORP | P | 2017-11-17 | 2018-02-26 | $6,673 | $7,113 | -$440 | -$440 |
| KT CORP | P | 2017-10-10 | 2018-03-27 | $767 | $810 | -$43 | -$43 |
| KT CORP | P | 2018-04-30 | 2018-07-09 | $4,812 | $4,891 | -$79 | -$79 |
| K2M GROUP HOLDINGS INC | P | 2018-01-18 | 2018-03-27 | $10,503 | $11,420 | -$917 | -$917 |
| K12 INC | P | 2018-04-30 | 2018-10-05 | $11,892 | $10,949 | $943 | $943 |
| KAISER ALUM CORP PAR $0.01 | P | 2017-12-13 | 2018-01-18 | $2,049 | $1,816 | $233 | $233 |
| KAISER ALUM CORP PAR $0.01 | P | 2017-12-13 | 2018-03-27 | $7,749 | $7,769 | -$20 | -$20 |
| KANSAS CITY SOUTHERN | P | 2017-11-10 | 2018-10-18 | $23,542 | $23,911 | -$369 | -$369 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-02-21 | 2018-01-18 | $457 | $419 | $38 | $38 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-03-29 | 2018-03-27 | $691 | $451 | $240 | $240 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-10-06 | 2018-03-27 | $2,107 | $1,353 | $754 | $754 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-10-06 | 2018-09-13 | $1,494 | $976 | $518 | $518 |
| KAPSTONE PAPER & PACKAGING CORP | P | 2017-12-13 | 2018-10-18 | $11,455 | $7,997 | $3,458 | $3,458 |
| KASIKORNBANK PUB CO LTD | P | 2018-02-26 | 2018-03-27 | $8,424 | $8,701 | -$277 | -$277 |
| KASIKORNBANK PUB CO LTD | P | 2017-12-19 | 2018-05-31 | $4,025 | $4,764 | -$739 | -$739 |
| KASIKORNBANK PUB CO LTD | P | 2018-01-23 | 2018-05-31 | $5,158 | $6,258 | -$1,100 | -$1,100 |
| KASIKORNBANK PUB CO LTD | P | 2018-04-30 | 2018-09-12 | $11,548 | $11,708 | -$160 | -$160 |
| KB HOME | P | 2017-06-27 | 2018-03-27 | $2,387 | $1,913 | $474 | $474 |
| KDDI CORP | P | 2017-01-25 | 2018-01-23 | $4,425 | $4,702 | -$277 | -$277 |
| KDDI CORP | P | 2017-04-21 | 2018-01-23 | $125 | $132 | -$7 | -$7 |
| KDDI CORP | P | 2017-06-27 | 2018-01-23 | $2,680 | $2,854 | -$174 | -$174 |
| KDDI CORP | P | 2017-10-10 | 2018-01-23 | $8,326 | $8,874 | -$548 | -$548 |
| KDDI CORP | P | 2018-03-27 | 2018-07-09 | $5,200 | $4,758 | $442 | $442 |
| KDDI CORP | P | 2018-03-27 | 2018-09-12 | $5,195 | $4,963 | $232 | $232 |
| KEANE GROUP INC | P | 2018-03-27 | 2018-05-31 | $6,285 | $6,594 | -$309 | -$309 |
| KEARNY FINL CORP MARYLAND | P | 2018-04-30 | 2018-07-02 | $9,662 | $10,010 | -$348 | -$348 |
| KEARNY FINL CORP MARYLAND | P | 2018-09-13 | 2018-10-18 | $15,733 | $15,957 | -$224 | -$224 |
| KELLOGG CO | P | 2018-01-18 | 2018-03-26 | $7,536 | $7,756 | -$220 | -$220 |
| KELLOGG CO | P | 2018-02-22 | 2018-03-27 | $6,622 | $6,995 | -$373 | -$373 |
| KELLOGG CO | P | 2018-01-18 | 2018-04-05 | $583 | $592 | -$9 | -$9 |
| KELLOGG CO | P | 2017-10-06 | 2018-04-27 | $5,859 | $6,054 | -$195 | -$195 |
| KELLOGG CO | P | 2018-01-18 | 2018-05-07 | $21,666 | $23,729 | -$2,063 | -$2,063 |
| KEMET CORP | P | 2018-01-18 | 2018-03-27 | $2,215 | $2,127 | $88 | $88 |
| KEMET CORP | P | 2018-01-18 | 2018-04-30 | $6,166 | $6,491 | -$325 | -$325 |
| KEMET CORP | P | 2018-05-31 | 2018-10-17 | $6,264 | $6,990 | -$726 | -$726 |
| KEMPER CORP DEL | P | 2017-10-06 | 2018-01-18 | $1,949 | $1,533 | $416 | $416 |
| KEMPER CORP DEL | P | 2017-10-06 | 2018-03-27 | $7,902 | $7,667 | $235 | $235 |
| KENNAMETAL INC | P | 2018-01-18 | 2018-03-27 | $5,063 | $6,137 | -$1,074 | -$1,074 |
| KENNAMETAL INC | P | 2017-10-06 | 2018-04-30 | $8,389 | $9,211 | -$822 | -$822 |
| KENNAMETAL INC | P | 2017-07-27 | 2018-07-02 | $355 | $381 | -$26 | -$26 |
| KENNAMETAL INC | P | 2018-05-31 | 2018-07-02 | $7,490 | $7,889 | -$399 | -$399 |
| KENNAMETAL INC | P | 2018-08-07 | 2018-10-18 | $13,879 | $15,230 | -$1,351 | -$1,351 |
| KENNEDY-WILSON HLDGS INC | P | 2018-03-27 | 2018-10-18 | $15,197 | $13,552 | $1,645 | $1,645 |
| KERING S A | P | 2017-12-19 | 2018-07-09 | $6,213 | $5,125 | $1,088 | $1,088 |
| KEURIG DR PEPPER INC | P | 2017-11-07 | 2018-07-19 | $15,021 | $6,502 | $8,519 | $8,519 |
| KEURIG DR PEPPER INC | P | 2017-11-10 | 2018-08-03 | $3,294 | $1,665 | $1,629 | $1,629 |
| KEURIG DR PEPPER INC | P | 2018-02-22 | 2018-08-03 | $24 | $41 | -$17 | -$17 |
| KEYCORP | P | 2018-01-19 | 2018-03-27 | $4,688 | $5,066 | -$378 | -$378 |
| KEYCORP | P | 2018-07-02 | 2018-09-14 | $24,135 | $23,864 | $271 | $271 |
| KEYSIGHT TECHNOLOGIES INC | P | 2017-11-10 | 2018-11-07 | $5,128 | $3,872 | $1,256 | $1,256 |
| KEYSIGHT TECHNOLOGIES INC | P | 2018-10-17 | 2018-11-07 | $3,772 | $4,029 | -$257 | -$257 |
| KIMBALL INTL INC CL B | P | 2018-03-27 | 2018-04-30 | $3,188 | $3,285 | -$97 | -$97 |
| KIMBALL INTL INC CL B | P | 2018-03-27 | 2018-05-31 | $6,470 | $6,706 | -$236 | -$236 |
| KIMBALL INTL INC CL B | P | 2018-07-02 | 2018-10-05 | $13,085 | $13,002 | $83 | $83 |
| KILROY RLTY CORP | P | 2017-10-06 | 2018-01-19 | $20,685 | $21,124 | -$439 | -$439 |
| KILROY RLTY CORP | P | 2017-11-10 | 2018-01-19 | $10,201 | $10,740 | -$539 | -$539 |
| KILROY RLTY CORP | P | 2018-02-22 | 2018-10-17 | $29,699 | $27,788 | $1,911 | $1,911 |
| KIMBALL ELECTRONICS INC | P | 2017-07-27 | 2018-01-18 | $10,422 | $10,663 | -$241 | -$241 |
| KIMBERLY CLARK CORP | P | 2017-12-12 | 2018-03-26 | $45,694 | $50,973 | -$5,279 | -$5,279 |
| KIMBERLY CLARK CORP | P | 2018-02-21 | 2018-03-26 | $6,965 | $7,511 | -$546 | -$546 |
| KIMBERLY CLARK DE MEXICO S A ADR | P | 2017-12-19 | 2018-05-31 | $1,076 | $1,167 | -$91 | -$91 |
| KIMBERLY CLARK DE MEXICO S A ADR | P | 2017-12-19 | 2018-07-02 | $2,491 | $2,755 | -$264 | -$264 |
| KIMCO RLTY CORP | P | 2017-05-23 | 2018-02-22 | $11,029 | $13,130 | -$2,101 | -$2,101 |
| KIMCO RLTY CORP | P | 2017-12-13 | 2018-02-22 | $3,721 | $4,585 | -$864 | -$864 |
| KIMCO RLTY CORP | P | 2018-01-19 | 2018-02-22 | $3,091 | $3,376 | -$285 | -$285 |
| KIMCO RLTY CORP | P | 2018-03-27 | 2018-10-18 | $22,257 | $20,869 | $1,388 | $1,388 |
| KINDER MORGAN INC DEL | P | 2017-12-12 | 2018-03-26 | $26,050 | $31,419 | -$5,369 | -$5,369 |
| KINDRED HEALTHCARE INC | P | 2017-11-10 | 2018-01-18 | $4,445 | $3,634 | $811 | $811 |
| KINDRED HEALTHCARE INC | P | 2017-11-10 | 2018-03-27 | $1,456 | $1,224 | $232 | $232 |
| KINDRED HEALTHCARE INC | P | 2017-11-10 | 2018-07-03 | $6,516 | $5,539 | $977 | $977 |
| KINGFISHER PLC SPONSORED ADR PAR | P | 2017-12-19 | 2018-03-27 | $7,523 | $8,422 | -$899 | -$899 |
| KINGFISHER PLC SPONSORED ADR PAR | P | 2018-04-30 | 2018-05-31 | $3,368 | $3,463 | -$95 | -$95 |
| KINGFISHER PLC SPONSORED ADR PAR | P | 2018-04-30 | 2018-07-02 | $3,704 | $3,984 | -$280 | -$280 |
| KINGFISHER PLC SPONSORED ADR PAR | P | 2017-10-10 | 2018-08-09 | $7,686 | $8,254 | -$568 | -$568 |
| KIRIN BREWERY LTD SPONSORED ADR | P | 2018-07-02 | 2018-08-09 | $2,695 | $3,033 | -$338 | -$338 |
| KIRIN BREWERY LTD SPONSORED ADR | P | 2018-07-09 | 2018-08-09 | $2,811 | $3,203 | -$392 | -$392 |
| KITE RLTY GROUP TR | P | 2017-05-23 | 2018-01-18 | $4,409 | $4,595 | -$186 | -$186 |
| KITE RLTY GROUP TR | P | 2017-10-06 | 2018-01-18 | $3,175 | $3,594 | -$419 | -$419 |
| KITE RLTY GROUP TR | P | 2017-12-13 | 2018-01-18 | $10,318 | $11,306 | -$988 | -$988 |
| KITE RLTY GROUP TR | P | 2018-02-21 | 2018-03-27 | $7,742 | $7,951 | -$209 | -$209 |
| KITE RLTY GROUP TR | P | 2018-02-21 | 2018-04-30 | $5,225 | $5,347 | -$122 | -$122 |
| KITE RLTY GROUP TR | P | 2018-02-21 | 2018-10-05 | $7,042 | $6,712 | $330 | $330 |
| KITE RLTY GROUP TR | P | 2018-08-07 | 2018-10-05 | $5,910 | $6,264 | -$354 | -$354 |
| KNOLL INC | P | 2017-10-06 | 2018-01-18 | $5,549 | $4,724 | $825 | $825 |
| KNOLL INC | P | 2017-10-06 | 2018-03-27 | $8,519 | $8,594 | -$75 | -$75 |
| KNOLL INC | P | 2017-10-06 | 2018-04-30 | $1,531 | $1,568 | -$37 | -$37 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2018-01-18 | 2018-03-27 | $5,271 | $5,148 | $123 | $123 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2017-10-06 | 2018-04-30 | $4,717 | $4,783 | -$66 | -$66 |
| KNIGHT-SWIFT TRANSN HLDGS INC | P | 2018-09-14 | 2018-10-18 | $18,235 | $18,235 | $0 | $0 |
| KNOWLES CORP | P | 2018-01-18 | 2018-02-21 | $16,148 | $18,353 | -$2,205 | -$2,205 |
| KNOWLES CORP | P | 2018-03-27 | 2018-10-17 | $12,227 | $10,646 | $1,581 | $1,581 |
| KOC HLDG | P | 2018-01-23 | 2018-02-26 | $3,778 | $4,034 | -$256 | -$256 |
| KOC HLDG | P | 2018-04-30 | 2018-07-02 | $7,064 | $7,782 | -$718 | -$718 |
| KOC HLDG | P | 2018-06-01 | 2018-07-09 | $2,801 | $2,789 | $12 | $12 |
| KOC HLDG | P | 2018-06-01 | 2018-08-09 | $7,537 | $9,578 | -$2,041 | -$2,041 |
| KOHLS CORP | P | 2017-12-13 | 2018-10-17 | $26,796 | $19,144 | $7,652 | $7,652 |
| KOMATSU LTD | P | 2017-11-17 | 2018-07-02 | $3,873 | $4,428 | -$555 | -$555 |
| KOMATSU LTD | P | 2017-10-10 | 2018-07-09 | $5,588 | $5,703 | -$115 | -$115 |
| KOMATSU LTD | P | 2018-08-09 | 2018-09-12 | $11,136 | $11,839 | -$703 | -$703 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2018-03-27 | 2018-05-31 | $4,843 | $4,934 | -$91 | -$91 |
| KONINKLIJKE AHOLD DELHAIZE NV | P | 2018-02-27 | 2018-07-09 | $6,147 | $5,510 | $637 | $637 |
| KONINKLIJKE PHILIPS ELECTRS N V | P | 2018-03-27 | 2018-07-09 | $5,812 | $5,077 | $735 | $735 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2017-10-10 | 2018-01-23 | $8,831 | $9,204 | -$373 | -$373 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2017-10-10 | 2018-03-27 | $3,215 | $3,746 | -$531 | -$531 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $17,922 | $19,317 | -$1,395 | -$1,395 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $10,153 | $11,554 | -$1,401 | -$1,401 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2018-04-30 | 2018-08-09 | $4,760 | $6,020 | -$1,260 | -$1,260 |
| KOREA ELEC PWR CORP SPONSORED ADR | P | 2018-07-02 | 2018-08-09 | $21,047 | $21,971 | -$924 | -$924 |
| KORN FERRY INTL NEW | P | 2018-01-18 | 2018-03-27 | $3,631 | $3,006 | $625 | $625 |
| KORN FERRY INTL NEW | P | 2018-01-18 | 2018-09-13 | $2,744 | $2,329 | $415 | $415 |
| KORN FERRY INTL NEW | P | 2018-01-18 | 2018-10-18 | $4,522 | $4,234 | $288 | $288 |
| KRAFT HEINZ CORP | P | 2018-01-18 | 2018-03-26 | $3,813 | $4,936 | -$1,123 | -$1,123 |
| KRAFT HEINZ CORP | P | 2018-02-21 | 2018-03-26 | $22,815 | $25,403 | -$2,588 | -$2,588 |
| KRATOS DEFENSE & SEC SOLUTIONS | P | 2018-01-18 | 2018-03-27 | $8,494 | $9,853 | -$1,359 | -$1,359 |
| KRATOS DEFENSE & SEC SOLUTIONS | P | 2018-04-30 | 2018-10-17 | $10,304 | $7,711 | $2,593 | $2,593 |
| KRATOS DEFENSE & SEC SOLUTIONS | P | 2018-10-18 | 2018-11-09 | $4,774 | $4,127 | $647 | $647 |
| KRATOS DEFENSE & SEC SOLUTIONS | P | 2018-10-18 | 2018-11-12 | $1,648 | $1,457 | $191 | $191 |
| KRATON PERFORMANCE POLYMERS INC | P | 2017-11-10 | 2018-03-27 | $5,200 | $5,253 | -$53 | -$53 |
| KRATON PERFORMANCE POLYMERS INC | P | 2017-11-10 | 2018-04-30 | $8,073 | $8,463 | -$390 | -$390 |
| KRATON PERFORMANCE POLYMERS INC | P | 2018-05-31 | 2018-07-02 | $8,011 | $8,820 | -$809 | -$809 |
| KROGER CO | P | 2017-11-07 | 2018-01-18 | $27,879 | $20,369 | $7,510 | $7,510 |
| KROGER CO | P | 2017-11-07 | 2018-02-21 | $3,432 | $2,618 | $814 | $814 |
| KROGER CO | P | 2018-07-02 | 2018-08-03 | $9,033 | $8,462 | $571 | $571 |
| KROGER CO | P | 2018-07-02 | 2018-09-14 | $1,224 | $1,233 | -$9 | -$9 |
| KUBOTA LTD ADR | P | 2017-12-19 | 2018-02-26 | $188 | $188 | $0 | $0 |
| KUBOTA LTD ADR | P | 2017-12-19 | 2018-03-27 | $6,325 | $6,958 | -$633 | -$633 |
| KUBOTA LTD ADR | P | 2018-06-01 | 2018-08-09 | $11,533 | $12,469 | -$936 | -$936 |
| KUBOTA LTD ADR | P | 2018-07-02 | 2018-08-09 | $9,273 | $9,309 | -$36 | -$36 |
| KUBOTA LTD ADR | P | 2018-07-02 | 2018-09-12 | $7,117 | $7,275 | -$158 | -$158 |
| KYOCERA CORP ADR | P | 2018-04-30 | 2018-08-09 | $8,777 | $9,104 | -$327 | -$327 |
| KYOCERA CORP ADR | P | 2018-05-31 | 2018-09-12 | $6,646 | $6,753 | -$107 | -$107 |
| L BRANDS INC | P | 2017-11-07 | 2018-01-18 | $15,766 | $15,029 | $737 | $737 |
| L BRANDS INC | P | 2017-11-10 | 2018-01-19 | $4,758 | $4,632 | $126 | $126 |
| L BRANDS INC | P | 2017-11-07 | 2018-02-21 | $3,711 | $3,547 | $164 | $164 |
| L BRANDS INC | P | 2017-11-07 | 2018-03-26 | $12,321 | $15,356 | -$3,035 | -$3,035 |
| L BRANDS INC | P | 2017-11-10 | 2018-03-27 | $19,412 | $24,935 | -$5,523 | -$5,523 |
| L BRANDS INC | P | 2018-04-27 | 2018-05-30 | $1,409 | $1,385 | $24 | $24 |
| L BRANDS INC | P | 2018-04-27 | 2018-08-03 | $17,583 | $19,177 | -$1,594 | -$1,594 |
| L BRANDS INC | P | 2018-09-14 | 2018-10-18 | $18,870 | $17,653 | $1,217 | $1,217 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2017-05-15 | 2018-04-30 | $1,079 | $1,284 | -$205 | -$205 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2017-11-17 | 2018-04-30 | $3,421 | $4,359 | -$938 | -$938 |
| LG PHILIPS LCD CO LTD SPONSORED | P | 2018-03-27 | 2018-04-30 | $12,821 | $14,054 | -$1,233 | -$1,233 |
| LHC GROUP INC | P | 2018-04-30 | 2018-05-31 | $3,970 | $3,891 | $79 | $79 |
| LHC GROUP INC | P | 2018-04-30 | 2018-10-18 | $14,363 | $11,823 | $2,540 | $2,540 |
| LGI HOMES INC | P | 2018-03-27 | 2018-05-31 | $5,812 | $6,733 | -$921 | -$921 |
| LKQ CORP | P | 2017-10-06 | 2018-04-27 | $18,422 | $21,092 | -$2,670 | -$2,670 |
| LKQ CORP | P | 2017-11-10 | 2018-04-27 | $8,857 | $10,170 | -$1,313 | -$1,313 |
| LKQ CORP | P | 2017-06-23 | 2018-05-07 | $20,290 | $21,627 | -$1,337 | -$1,337 |
| LKQ CORP | P | 2018-08-03 | 2018-10-25 | $19,436 | $24,305 | -$4,869 | -$4,869 |
| LKQ CORP | P | 2018-10-18 | 2018-10-25 | $18,128 | $19,202 | -$1,074 | -$1,074 |
| LCI INDS | P | 2018-01-18 | 2018-02-21 | $789 | $897 | -$108 | -$108 |
| LCI INDS | P | 2017-10-06 | 2018-03-27 | $3,194 | $3,584 | -$390 | -$390 |
| LCI INDS | P | 2018-01-18 | 2018-03-27 | $4,945 | $6,149 | -$1,204 | -$1,204 |
| LCI INDS | P | 2017-10-06 | 2018-05-31 | $1,053 | $1,387 | -$334 | -$334 |
| LCI INDS | P | 2018-04-30 | 2018-05-31 | $1,931 | $2,158 | -$227 | -$227 |
| LCI INDS | P | 2018-04-30 | 2018-08-07 | $781 | $785 | -$4 | -$4 |
| LCI INDS | P | 2018-04-30 | 2018-09-13 | $2,234 | $2,354 | -$120 | -$120 |
| LCI INDS | P | 2018-04-30 | 2018-10-05 | $405 | $490 | -$85 | -$85 |
| LCI INDS | P | 2018-07-02 | 2018-10-05 | $4,214 | $4,741 | -$527 | -$527 |
| L OREAL CO ADR | P | 2017-11-17 | 2018-07-09 | $5,078 | $4,605 | $473 | $473 |
| L OREAL CO ADR | P | 2018-03-27 | 2018-07-09 | $21,812 | $19,756 | $2,056 | $2,056 |
| L OREAL CO ADR | P | 2018-03-27 | 2018-09-12 | $47 | $44 | $3 | $3 |
| LTC PPTYS INC | P | 2018-03-27 | 2018-04-30 | $16,449 | $16,828 | -$379 | -$379 |
| LTC PPTYS INC | P | 2018-03-27 | 2018-10-05 | $1,665 | $1,446 | $219 | $219 |
| LTC PPTYS INC | P | 2018-05-31 | 2018-10-05 | $16,099 | $15,558 | $541 | $541 |
| LSC COMMUNICATIONS INC | P | 2018-03-27 | 2018-05-31 | $4,527 | $6,145 | -$1,618 | -$1,618 |
| LSC COMMUNICATIONS INC | P | 2018-07-02 | 2018-08-07 | $4,888 | $6,758 | -$1,870 | -$1,870 |
| L3 TECHNOLOGIES INC | P | 2017-12-12 | 2018-05-07 | $24,885 | $26,066 | -$1,181 | -$1,181 |
| LVMH MOET HENNESSY LOUIS VUITTON | P | 2017-11-17 | 2018-07-09 | $5,998 | $5,133 | $865 | $865 |
| LVMH MOET HENNESSY LOUIS VUITTON | P | 2018-08-09 | 2018-09-12 | $5,922 | $6,179 | -$257 | -$257 |
| LA JOLLA PHARMACEUTICAL CO | P | 2018-03-27 | 2018-04-30 | $3,895 | $3,963 | -$68 | -$68 |
| LA JOLLA PHARMACEUTICAL CO | P | 2018-05-31 | 2018-07-02 | $4,825 | $5,588 | -$763 | -$763 |
| LA JOLLA PHARMACEUTICAL CO | P | 2018-08-07 | 2018-09-13 | $5,085 | $7,508 | -$2,423 | -$2,423 |
| LA Z BOY INC | P | 2018-02-21 | 2018-03-27 | $8,502 | $8,961 | -$459 | -$459 |
| LA Z BOY INC | P | 2017-10-06 | 2018-10-05 | $5,171 | $4,825 | $346 | $346 |
| LABORATORY CORP AMER HLDGS NEW | P | 2017-11-10 | 2018-10-17 | $22,036 | $18,944 | $3,092 | $3,092 |
| LAFARGEHOLCIM LTD | P | 2018-02-26 | 2018-03-27 | $8,051 | $8,814 | -$763 | -$763 |
| LAFARGEHOLCIM LTD | P | 2017-12-20 | 2018-07-02 | $9,939 | $11,481 | -$1,542 | -$1,542 |
| LAKELAND BANCORP INC | P | 2018-01-18 | 2018-03-27 | $2,197 | $2,230 | -$33 | -$33 |
| LAKELAND BANCORP INC | P | 2018-01-18 | 2018-04-30 | $4,447 | $4,542 | -$95 | -$95 |
| LAKELAND BANCORP INC | P | 2018-01-18 | 2018-07-02 | $11,097 | $11,253 | -$156 | -$156 |
| LAKELAND BANCORP INC | P | 2018-09-13 | 2018-10-17 | $12,610 | $13,521 | -$911 | -$911 |
| LAKELAND FINL CORP | P | 2018-04-30 | 2018-09-13 | $16,062 | $16,259 | -$197 | -$197 |
| LAKELAND FINL CORP | P | 2018-08-07 | 2018-09-13 | $8,007 | $8,224 | -$217 | -$217 |
| LAM RESH CORP | P | 2017-11-10 | 2018-01-19 | $1,237 | $1,237 | $0 | $0 |
| LAM RESH CORP | P | 2017-10-06 | 2018-07-02 | $20,951 | $22,700 | -$1,749 | -$1,749 |
| LAM RESH CORP | P | 2018-08-03 | 2018-09-14 | $19,312 | $23,630 | -$4,318 | -$4,318 |
| LAMAR ADVERTISING CO | P | 2017-12-13 | 2018-02-22 | $13,559 | $15,225 | -$1,666 | -$1,666 |
| LAMAR ADVERTISING CO | P | 2018-01-19 | 2018-02-22 | $2,698 | $2,878 | -$180 | -$180 |
| LAMAR ADVERTISING CO | P | 2018-10-17 | 2018-10-30 | $8,010 | $7,980 | $30 | $30 |
| LAMB WESTON HLDGS INC | P | 2017-12-13 | 2018-10-17 | $23,597 | $17,310 | $6,287 | $6,287 |
| LAMB WESTON HLDGS INC | P | 2018-02-22 | 2018-10-17 | $7,612 | $5,391 | $2,221 | $2,221 |
| LANCASTER COLONY CORP | P | 2017-11-10 | 2018-01-18 | $18,363 | $17,973 | $390 | $390 |
| LANNETT INC | P | 2017-12-13 | 2018-01-18 | $5,830 | $7,608 | -$1,778 | -$1,778 |
| LANNETT INC | P | 2018-03-27 | 2018-07-02 | $3,364 | $3,865 | -$501 | -$501 |
| LAREDO PETE HLDGS INC | P | 2018-07-02 | 2018-08-07 | $10,281 | $10,996 | -$715 | -$715 |
| LAREDO PETE HLDGS INC | P | 2018-09-13 | 2018-10-17 | $7,112 | $9,752 | -$2,640 | -$2,640 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-02-21 | 2018-02-21 | $2,044 | $2,405 | -$361 | -$361 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-07-27 | 2018-02-21 | $230 | $265 | -$35 | -$35 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-07-27 | 2018-03-27 | $1,283 | $1,500 | -$217 | -$217 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-10-06 | 2018-03-27 | $8,475 | $9,905 | -$1,430 | -$1,430 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-10-06 | 2018-10-05 | $1,053 | $939 | $114 | $114 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2017-12-13 | 2018-10-05 | $10,131 | $8,793 | $1,338 | $1,338 |
| LASALLE HOTEL PPTYS COM SH BEN INT | P | 2018-04-30 | 2018-10-05 | $6,250 | $5,690 | $560 | $560 |
| LATAM AIRLS GROUP S A | P | 2017-11-17 | 2018-05-31 | $585 | $692 | -$107 | -$107 |
| LATTICE SEMICONDUCTOR CORP | P | 2018-01-18 | 2018-02-21 | $11,645 | $13,438 | -$1,793 | -$1,793 |
| LATTICE SEMICONDUCTOR CORP | P | 2018-03-27 | 2018-04-30 | $5,936 | $6,442 | -$506 | -$506 |
| LAUDER ESTEE COS INC CL A | P | 2018-04-05 | 2018-05-07 | $4,400 | $4,996 | -$596 | -$596 |
| LEAR CORP | P | 2018-02-21 | 2018-03-26 | $9,580 | $9,911 | -$331 | -$331 |
| LEAR CORP | P | 2018-02-21 | 2018-07-19 | $10,385 | $10,883 | -$498 | -$498 |
| LEAR CORP | P | 2017-11-10 | 2018-08-03 | $8,979 | $8,780 | $199 | $199 |
| LEAR CORP | P | 2017-10-06 | 2018-09-14 | $8,234 | $8,879 | -$645 | -$645 |
| LEAR CORP | P | 2017-11-10 | 2018-09-14 | $3,391 | $3,688 | -$297 | -$297 |
| LEGAL & GEN GROUP PLC SPONSORED | P | 2018-07-09 | 2018-08-09 | $5,245 | $5,576 | -$331 | -$331 |
| LEGGETT & PLATT INC | P | 2017-12-13 | 2018-04-27 | $14,742 | $16,437 | -$1,695 | -$1,695 |
| LEGGETT & PLATT INC | P | 2018-02-22 | 2018-04-27 | $3,623 | $3,874 | -$251 | -$251 |
| LEGGETT & PLATT INC | P | 2018-03-27 | 2018-04-27 | $2,873 | $3,054 | -$181 | -$181 |
| LEGGETT & PLATT INC | P | 2018-05-30 | 2018-10-18 | $17,007 | $18,618 | -$1,611 | -$1,611 |
| LEGACYTEXAS FINANCIAL GROUP INC | P | 2018-01-18 | 2018-03-27 | $24,694 | $25,545 | -$851 | -$851 |
| LEIDOS HLDGS INC | P | 2017-10-06 | 2018-05-30 | $16,557 | $16,858 | -$301 | -$301 |
| LEIDOS HLDGS INC | P | 2017-11-10 | 2018-05-30 | $6,853 | $6,963 | -$110 | -$110 |
| LEIDOS HLDGS INC | P | 2018-08-03 | 2018-10-18 | $23,040 | $23,851 | -$811 | -$811 |
| LENDINGCLUB CORP | P | 2017-12-13 | 2018-03-27 | $1,891 | $1,938 | -$47 | -$47 |
| LENDINGCLUB CORP | P | 2017-12-13 | 2018-04-30 | $5,276 | $7,453 | -$2,177 | -$2,177 |
| LENDINGCLUB CORP | P | 2018-07-02 | 2018-09-13 | $1,760 | $1,932 | -$172 | -$172 |
| LENDINGCLUB CORP | P | 2018-07-02 | 2018-10-17 | $6,806 | $7,017 | -$211 | -$211 |
| LENDINGTREE INC NEW | P | 2017-10-06 | 2018-03-27 | $2,934 | $2,068 | $866 | $866 |
| LENDINGTREE INC NEW | P | 2018-08-07 | 2018-10-17 | $1,314 | $1,440 | -$126 | -$126 |
| LENNAR CORP CLASS A | P | 2017-11-10 | 2018-04-27 | $2,631 | $2,833 | -$202 | -$202 |
| LENNAR CORP CLASS A | P | 2018-02-22 | 2018-04-27 | $8,497 | $9,087 | -$590 | -$590 |
| LENNAR CORP CLASS A | P | 2018-03-27 | 2018-04-27 | $9,922 | $10,719 | -$797 | -$797 |
| LENNAR CORP CLASS A | P | 2017-10-06 | 2018-07-02 | $10,194 | $10,779 | -$585 | -$585 |
| LENNAR CORP CLASS A | P | 2018-05-30 | 2018-07-02 | $14,147 | $14,445 | -$298 | -$298 |
| LENNAR CORP CLASS A | P | 2018-08-03 | 2018-10-17 | $20,222 | $24,163 | -$3,941 | -$3,941 |
| LENNAR CORP CL B | P | 2017-07-28 | 2018-01-18 | $511 | $385 | $126 | $126 |
| LENNAR CORP CL B | P | 2017-06-28 | 2018-01-19 | $17 | $13 | $4 | $4 |
| LENNAR CORP CL B | P | 2017-10-06 | 2018-01-19 | $219 | $173 | $46 | $46 |
| LENNAR CORP CL B | P | 2018-07-02 | 2018-08-03 | $47,579 | $47,237 | $342 | $342 |
| LENNOX INTL INC | P | 2017-12-13 | 2018-04-27 | $16,991 | $17,847 | -$856 | -$856 |
| LENNOX INTL INC | P | 2018-02-22 | 2018-04-27 | $2,963 | $3,077 | -$114 | -$114 |
| LEXICON PHARMACEUTICALS INC | P | 2018-09-13 | 2018-10-17 | $6,934 | $8,483 | -$1,549 | -$1,549 |
| LEXINGTON CORPORATE PPTYS TR | P | 2017-10-06 | 2018-01-18 | $31,473 | $36,194 | -$4,721 | -$4,721 |
| LEXINGTON CORPORATE PPTYS TR | P | 2018-02-21 | 2018-03-27 | $21,344 | $22,686 | -$1,342 | -$1,342 |
| LEXINGTON CORPORATE PPTYS TR | P | 2018-02-21 | 2018-04-30 | $13,406 | $13,757 | -$351 | -$351 |
| LIBERTY BROADBAND-A | P | 2018-03-27 | 2018-04-27 | $278 | $334 | -$56 | -$56 |
| LIBERTY BROADBAND-A | P | 2018-03-27 | 2018-05-30 | $10,242 | $12,271 | -$2,029 | -$2,029 |
| LIBERTY BROADBAND-C | P | 2018-01-18 | 2018-02-21 | $12,939 | $12,834 | $105 | $105 |
| LIBERTY BROADBAND-C | P | 2018-01-19 | 2018-02-22 | $1,350 | $1,399 | -$49 | -$49 |
| LIBERTY BROADBAND-C | P | 2018-01-18 | 2018-03-26 | $18,222 | $20,076 | -$1,854 | -$1,854 |
| LIBERTY BROADBAND-C | P | 2018-01-19 | 2018-03-27 | $9,882 | $11,004 | -$1,122 | -$1,122 |
| LIBERTY BROADBAND-C | P | 2018-05-30 | 2018-10-17 | $14,429 | $12,176 | $2,253 | $2,253 |
| LIBERTY EXPEDIA HLDGS INC | P | 2018-09-13 | 2018-10-18 | $14,881 | $16,713 | -$1,832 | -$1,832 |
| LIBERTY VENTURES | P | 2017-12-13 | 2018-02-22 | $54 | $57 | -$3 | -$3 |
| LIBERTY PPTY TR SBI | P | 2018-02-22 | 2018-10-17 | $31,938 | $30,682 | $1,256 | $1,256 |
| LIBERTY MEDIA CORP DEL | P | 2018-02-21 | 2018-04-05 | $7,335 | $7,546 | -$211 | -$211 |
| LIBERTY MEDIA CORP DEL | P | 2017-12-12 | 2018-02-21 | $19,124 | $19,560 | -$436 | -$436 |
| LIBERTY MEDIA CORP DEL | P | 2017-12-13 | 2018-03-27 | $1,024 | $1,058 | -$34 | -$34 |
| LIBERTY MEDIA CORP DEL | P | 2017-12-13 | 2018-10-18 | $2,083 | $2,073 | $10 | $10 |
| LIBERTY MEDIA CORP DEL | P | 2018-01-19 | 2018-02-22 | $518 | $546 | -$28 | -$28 |
| LIBERTY MEDIA CORP DEL | P | 2018-03-26 | 2018-04-05 | $8,069 | $8,328 | -$259 | -$259 |
| LIBERTY MEDIA CORP DEL | P | 2018-01-19 | 2018-04-27 | $13,962 | $17,220 | -$3,258 | -$3,258 |
| LIBERTY MEDIA CORP DEL | P | 2018-03-26 | 2018-10-05 | $11,074 | $9,856 | $1,218 | $1,218 |
| LIBERTY MEDIA CORP DEL | P | 2018-05-30 | 2018-10-18 | $16,866 | $15,748 | $1,118 | $1,118 |
| LIBERTY MEDIA CORP DEL | P | 2018-01-18 | 2018-03-27 | $6,305 | $6,233 | $72 | $72 |
| LIBERTY MEDIA CORP DEL | P | 2018-01-18 | 2018-04-30 | $10,683 | $11,243 | -$560 | -$560 |
| LIBERTY MEDIA CORP DEL | P | 2018-05-31 | 2018-10-05 | $11,920 | $11,678 | $242 | $242 |
| LIBERTY TRIPADVISOR HOLDINGS INC | P | 2017-12-13 | 2018-03-27 | $2,852 | $2,512 | $340 | $340 |
| LIBERTY TRIPADVISOR HOLDINGS INC | P | 2017-12-13 | 2018-10-17 | $8,110 | $5,978 | $2,132 | $2,132 |
| LIFEPOINT HOSPITALS INC | P | 2018-08-07 | 2018-09-13 | $12,310 | $12,348 | -$38 | -$38 |
| LIGAND PHARMACEUTICALS INC | P | 2017-10-06 | 2018-10-05 | $11,855 | $6,647 | $5,208 | $5,208 |
| LINCOLN NATIONAL CORP | P | 2017-10-06 | 2018-03-27 | $4,334 | $4,426 | -$92 | -$92 |
| LINCOLN NATIONAL CORP | P | 2017-10-06 | 2018-04-27 | $5,710 | $6,001 | -$291 | -$291 |
| LINCOLN NATIONAL CORP | P | 2017-10-06 | 2018-08-03 | $5,386 | $6,077 | -$691 | -$691 |
| LINCOLN NATIONAL CORP | P | 2017-11-10 | 2018-08-03 | $1,795 | $1,989 | -$194 | -$194 |
| LINCOLN NATIONAL CORP | P | 2018-05-30 | 2018-08-03 | $12,103 | $12,242 | -$139 | -$139 |
| LINCOLN NATIONAL CORP | P | 2018-06-12 | 2018-08-22 | $15,026 | $15,647 | -$621 | -$621 |
| LINCOLN NATIONAL CORP | P | 2018-05-30 | 2018-10-18 | $2,952 | $3,094 | -$142 | -$142 |
| LINCOLN NATIONAL CORP | P | 2018-07-02 | 2018-10-18 | $3,080 | $2,995 | $85 | $85 |
| LINDE AG | P | 2017-02-17 | 2018-01-23 | $6,454 | $4,627 | $1,827 | $1,827 |
| LINDE AG | P | 2017-06-27 | 2018-01-23 | $10,190 | $8,674 | $1,516 | $1,516 |
| LINDE AG | P | 2017-07-25 | 2018-01-23 | $1,766 | $1,543 | $223 | $223 |
| LINE CORP | P | 2017-10-10 | 2018-04-30 | $3,292 | $3,321 | -$29 | -$29 |
| LINE CORP | P | 2017-10-10 | 2018-05-31 | $976 | $985 | -$9 | -$9 |
| LIONS GATE ENTMT CORP | P | 2018-01-19 | 2018-02-22 | $11,251 | $14,094 | -$2,843 | -$2,843 |
| LIONS GATE ENTMT CORP | P | 2018-03-27 | 2018-05-30 | $10,819 | $12,105 | -$1,286 | -$1,286 |
| LIONS GATE ENTMT CORP | P | 2018-10-18 | 2018-12-28 | $1,593 | $2,183 | -$590 | -$590 |
| LIONS GATE ENTMT CORP | P | 2017-12-13 | 2018-01-19 | $12,851 | $11,414 | $1,437 | $1,437 |
| LIONS GATE ENTMT CORP | P | 2018-05-30 | 2018-08-03 | $10,393 | $10,649 | -$256 | -$256 |
| LITHIA MTRS INC CL A | P | 2017-10-06 | 2018-03-27 | $5,645 | $6,664 | -$1,019 | -$1,019 |
| LITHIA MTRS INC CL A | P | 2018-01-18 | 2018-03-27 | $4,234 | $5,085 | -$851 | -$851 |
| LITHIA MTRS INC CL A | P | 2018-05-31 | 2018-07-02 | $4,626 | $4,741 | -$115 | -$115 |
| LITHIA MTRS INC CL A | P | 2018-08-07 | 2018-09-13 | $10,629 | $11,069 | -$440 | -$440 |
| LITTELFUSE INC | P | 2017-10-06 | 2018-03-27 | $620 | $611 | $9 | $9 |
| LITTELFUSE INC | P | 2018-01-18 | 2018-03-27 | $5,782 | $5,880 | -$98 | -$98 |
| LITTELFUSE INC | P | 2017-10-06 | 2018-04-30 | $1,342 | $1,426 | -$84 | -$84 |
| LITTELFUSE INC | P | 2017-10-06 | 2018-07-02 | $8,487 | $7,741 | $746 | $746 |
| LIVE NATION INC | P | 2018-01-19 | 2018-04-27 | $12,653 | $13,847 | -$1,194 | -$1,194 |
| LIVE NATION INC | P | 2018-05-30 | 2018-10-18 | $14,931 | $12,292 | $2,639 | $2,639 |
| LIVERAMP HLDGS INC | P | 2017-10-10 | 2018-10-05 | $11,905 | $6,320 | $5,585 | $5,585 |
| LLOYDS TSB GROUP PLC SPONSORED ADR | P | 2017-12-19 | 2018-04-30 | $20,701 | $21,267 | -$566 | -$566 |
| LLOYDS TSB GROUP PLC SPONSORED ADR | P | 2018-03-27 | 2018-04-30 | $27,879 | $29,420 | -$1,541 | -$1,541 |
| LLOYDS TSB GROUP PLC SPONSORED ADR | P | 2017-10-10 | 2018-05-31 | $4,557 | $4,964 | -$407 | -$407 |
| LLOYDS TSB GROUP PLC SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $35,897 | $39,249 | -$3,352 | -$3,352 |
| LLOYDS TSB GROUP PLC SPONSORED ADR | P | 2017-10-10 | 2018-07-02 | $25,558 | $28,212 | -$2,654 | -$2,654 |
| LOCALIZA RENT A CAR SA | P | 2017-10-10 | 2018-07-02 | $6,101 | $6,549 | -$448 | -$448 |
| LOCALIZA RENT A CAR SA | P | 2017-10-10 | 2018-07-09 | $3,372 | $3,677 | -$305 | -$305 |
| LOCKHEED MARTIN CORP | P | 2018-01-18 | 2018-05-07 | $4,723 | $5,032 | -$309 | -$309 |
| LOCKHEED MARTIN CORP | P | 2018-04-05 | 2018-05-07 | $17,631 | $19,268 | -$1,637 | -$1,637 |
| LOEWS CORP | P | 2018-01-19 | 2018-02-22 | $33,946 | $35,689 | -$1,743 | -$1,743 |
| LOEWS CORP | P | 2018-03-27 | 2018-05-30 | $34,620 | $35,367 | -$747 | -$747 |
| LOEWS CORP | P | 2018-04-05 | 2018-06-12 | $64,179 | $65,428 | -$1,249 | -$1,249 |
| LOGMEIN INC | P | 2017-10-06 | 2018-01-19 | $951 | $932 | $19 | $19 |
| LOGMEIN INC | P | 2017-10-06 | 2018-02-22 | $947 | $932 | $15 | $15 |
| LOGMEIN INC | P | 2017-10-06 | 2018-05-30 | $8,621 | $9,205 | -$584 | -$584 |
| LOGMEIN INC | P | 2017-10-06 | 2018-08-03 | $250 | $350 | -$100 | -$100 |
| LOGMEIN INC | P | 2018-07-02 | 2018-08-03 | $18,018 | $22,079 | -$4,061 | -$4,061 |
| LOGMEIN INC | P | 2018-09-14 | 2018-10-18 | $19,168 | $19,950 | -$782 | -$782 |
| LONZA GROUP AG | P | 2018-02-26 | 2018-03-27 | $4,250 | $4,675 | -$425 | -$425 |
| LOUISIANA PACIFIC CORP | P | 2017-10-06 | 2018-03-27 | $517 | $505 | $12 | $12 |
| LOUISIANA PACIFIC CORP | P | 2018-01-18 | 2018-03-27 | $5,116 | $4,997 | $119 | $119 |
| LOUISIANA PACIFIC CORP | P | 2017-10-06 | 2018-07-02 | $5,967 | $6,175 | -$208 | -$208 |
| LOXO ONCOLOGY INC | P | 2017-10-06 | 2018-01-18 | $182 | $175 | $7 | $7 |
| LOXO ONCOLOGY INC | P | 2017-10-06 | 2018-03-27 | $4,417 | $3,323 | $1,094 | $1,094 |
| LULULEMON ATHLETICA INC | P | 2017-10-06 | 2018-01-19 | $1,735 | $1,349 | $386 | $386 |
| LULULEMON ATHLETICA INC | P | 2017-11-10 | 2018-01-19 | $2,287 | $1,881 | $406 | $406 |
| LUMBER LIQUIDATORS HLDGS INC | P | 2018-03-27 | 2018-05-31 | $1,273 | $1,434 | -$161 | -$161 |
| LUMBER LIQUIDATORS HLDGS INC | P | 2018-03-27 | 2018-07-02 | $3,413 | $3,394 | $19 | $19 |
| LUMBER LIQUIDATORS HLDGS INC | P | 2018-08-07 | 2018-09-13 | $6,559 | $7,231 | -$672 | -$672 |
| LUMENTUM HLDGS INC | P | 2017-06-27 | 2018-03-27 | $4,075 | $3,611 | $464 | $464 |
| LUMENTUM HLDGS INC | P | 2017-06-27 | 2018-04-30 | $51 | $61 | -$10 | -$10 |
| LUMENTUM HLDGS INC | P | 2017-10-06 | 2018-04-30 | $3,485 | $3,980 | -$495 | -$495 |
| LUMENTUM HLDGS INC | P | 2018-05-31 | 2018-07-02 | $1,349 | $1,351 | -$2 | -$2 |
| LUMENTUM HLDGS INC | P | 2018-05-31 | 2018-08-07 | $2,963 | $2,995 | -$32 | -$32 |
| LUXOTTICA GROUP S P A SPONSORED ADR | P | 2018-03-27 | 2018-07-09 | $4,296 | $4,063 | $233 | $233 |
| LUXOTTICA GROUP S P A SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $1,946 | $2,009 | -$63 | -$63 |
| LYDALL INC | P | 2018-04-30 | 2018-05-31 | $9,193 | $9,902 | -$709 | -$709 |
| LYDALL INC | P | 2018-09-13 | 2018-10-17 | $8,416 | $9,684 | -$1,268 | -$1,268 |
| M & T BK CORP | P | 2017-11-07 | 2018-02-21 | $21,711 | $18,296 | $3,415 | $3,415 |
| M & T BK CORP | P | 2018-01-19 | 2018-03-27 | $2,196 | $2,260 | -$64 | -$64 |
| M & T BK CORP | P | 2017-12-13 | 2018-07-02 | $11,173 | $11,379 | -$206 | -$206 |
| MBIA INC | P | 2017-12-13 | 2018-01-18 | $7,802 | $8,097 | -$295 | -$295 |
| MBIA INC | P | 2018-02-21 | 2018-03-27 | $4,985 | $4,711 | $274 | $274 |
| MBIA INC | P | 2018-02-21 | 2018-05-31 | $5,797 | $6,170 | -$373 | -$373 |
| MBIA INC | P | 2018-07-02 | 2018-10-17 | $8,607 | $7,485 | $1,122 | $1,122 |
| MB FINANCIAL INC | P | 2017-07-27 | 2018-03-27 | $3,523 | $3,564 | -$41 | -$41 |
| M D C HLDGS INC | P | 2018-03-27 | 2018-10-05 | $9,787 | $10,119 | -$332 | -$332 |
| M D U RESOURCES GROUP INC | P | 2017-12-13 | 2018-02-22 | $2,953 | $2,970 | -$17 | -$17 |
| M D U RESOURCES GROUP INC | P | 2017-12-13 | 2018-09-14 | $13,788 | $13,841 | -$53 | -$53 |
| M D U RESOURCES GROUP INC | P | 2018-01-19 | 2018-09-14 | $5,808 | $5,584 | $224 | $224 |
| MFA MTG INVTS INC | P | 2018-02-22 | 2018-10-18 | $17,693 | $17,693 | $0 | $0 |
| MGE ENERGY INC | P | 2017-06-27 | 2018-01-18 | $585 | $660 | -$75 | -$75 |
| MGE ENERGY INC | P | 2017-10-06 | 2018-01-18 | $1,637 | $1,829 | -$192 | -$192 |
| MGE ENERGY INC | P | 2017-10-06 | 2018-03-27 | $4,158 | $4,834 | -$676 | -$676 |
| MGE ENERGY INC | P | 2017-12-13 | 2018-03-27 | $3,933 | $4,436 | -$503 | -$503 |
| MGE ENERGY INC | P | 2018-02-21 | 2018-10-18 | $7,472 | $6,635 | $837 | $837 |
| MGE ENERGY INC | P | 2018-04-30 | 2018-10-18 | $3,736 | $3,511 | $225 | $225 |
| MGE ENERGY INC | P | 2018-08-07 | 2018-10-18 | $3,300 | $3,453 | -$153 | -$153 |
| MGIC INVT CORP WIS | P | 2017-10-06 | 2018-03-27 | $933 | $902 | $31 | $31 |
| MGIC INVT CORP WIS | P | 2018-01-18 | 2018-03-27 | $7,322 | $8,816 | -$1,494 | -$1,494 |
| MGIC INVT CORP WIS | P | 2017-10-06 | 2018-04-30 | $8,070 | $9,824 | -$1,754 | -$1,754 |
| MGIC INVT CORP WIS | P | 2018-07-02 | 2018-10-05 | $12,043 | $10,195 | $1,848 | $1,848 |
| MGM GRAND INC | P | 2017-12-13 | 2018-04-27 | $1,332 | $1,432 | -$100 | -$100 |
| MGM GRAND INC | P | 2017-12-12 | 2018-05-07 | $2,388 | $2,525 | -$137 | -$137 |
| MGM GRAND INC | P | 2017-12-13 | 2018-05-30 | $2,837 | $2,964 | -$127 | -$127 |
| MGM GRAND INC | P | 2017-12-12 | 2018-06-12 | $18,324 | $19,299 | -$975 | -$975 |
| MGM GRAND INC | P | 2017-12-13 | 2018-07-02 | $5,150 | $6,062 | -$912 | -$912 |
| MGM GRAND INC | P | 2018-08-03 | 2018-10-17 | $10,266 | $10,398 | -$132 | -$132 |
| MGP INGREDIENTS INC | P | 2018-03-27 | 2018-05-31 | $708 | $701 | $7 | $7 |
| MGP INGREDIENTS INC | P | 2018-03-27 | 2018-07-02 | $6,469 | $6,222 | $247 | $247 |
| MKS INSTRS INC | P | 2018-01-18 | 2018-03-27 | $6,559 | $5,635 | $924 | $924 |
| MKS INSTRS INC | P | 2017-10-06 | 2018-07-02 | $8,367 | $8,293 | $74 | $74 |
| MKS INSTRS INC | P | 2018-09-14 | 2018-10-18 | $14,474 | $15,951 | -$1,477 | -$1,477 |
| MMC NORILSK NICKEL PJSC | P | 2018-01-23 | 2018-03-27 | $6,179 | $6,536 | -$357 | -$357 |
| MMC NORILSK NICKEL PJSC | P | 2017-12-19 | 2018-04-30 | $8,418 | $8,939 | -$521 | -$521 |
| MMC NORILSK NICKEL PJSC | P | 2018-07-02 | 2018-08-09 | $5,993 | $6,797 | -$804 | -$804 |
| MMC NORILSK NICKEL PJSC | P | 2018-07-09 | 2018-08-09 | $5,751 | $6,712 | -$961 | -$961 |
| MRC GLOBAL INC | P | 2017-10-06 | 2018-03-27 | $534 | $572 | -$38 | -$38 |
| MRC GLOBAL INC | P | 2017-12-13 | 2018-03-27 | $1,919 | $1,848 | $71 | $71 |
| MRC GLOBAL INC | P | 2017-12-13 | 2018-10-17 | $3,982 | $3,664 | $318 | $318 |
| MSA SAFETY INC | P | 2017-06-27 | 2018-03-27 | $1,398 | $1,352 | $46 | $46 |
| MSA SAFETY INC | P | 2018-01-18 | 2018-03-27 | $5,098 | $4,977 | $121 | $121 |
| MSA SAFETY INC | P | 2017-10-06 | 2018-10-05 | $10,189 | $7,777 | $2,412 | $2,412 |
| MSCI INC CL A | P | 2017-10-06 | 2018-01-19 | $1,930 | $1,697 | $233 | $233 |
| MSCI INC CL A | P | 2017-11-10 | 2018-01-19 | $2,758 | $2,512 | $246 | $246 |
| MSG NETWORK INC | P | 2017-11-10 | 2018-01-18 | $12,387 | $9,919 | $2,468 | $2,468 |
| MSG NETWORK INC | P | 2017-11-10 | 2018-03-27 | $3,955 | $2,915 | $1,040 | $1,040 |
| MSG NETWORK INC | P | 2017-11-10 | 2018-10-05 | $16,811 | $10,834 | $5,977 | $5,977 |
| MTS SYS CORP | P | 2018-03-27 | 2018-04-30 | $9,193 | $9,660 | -$467 | -$467 |
| MYR GROUP INC DEL | P | 2018-03-27 | 2018-04-30 | $2,759 | $2,879 | -$120 | -$120 |
| MYR GROUP INC DEL | P | 2018-03-27 | 2018-09-13 | $4,437 | $4,287 | $150 | $150 |
| M/A-COM TECHNOLOGY SOLUTIONS | P | 2017-10-06 | 2018-01-18 | $1,385 | $1,692 | -$307 | -$307 |
| M/A-COM TECHNOLOGY SOLUTIONS | P | 2017-10-06 | 2018-02-21 | $2,312 | $4,643 | -$2,331 | -$2,331 |
| M/A-COM TECHNOLOGY SOLUTIONS | P | 2017-12-13 | 2018-02-21 | $4,623 | $6,708 | -$2,085 | -$2,085 |
| M/A-COM TECHNOLOGY SOLUTIONS | P | 2018-03-27 | 2018-10-17 | $5,060 | $5,038 | $22 | $22 |
| M/A-COM TECHNOLOGY SOLUTIONS | P | 2018-09-13 | 2018-10-17 | $2,727 | $3,152 | -$425 | -$425 |
| MACATAWA BK CORP | P | 2018-03-27 | 2018-10-18 | $2,795 | $2,628 | $167 | $167 |
| MACATAWA BK CORP | P | 2018-09-13 | 2018-10-18 | $2,040 | $2,235 | -$195 | -$195 |
| MACERICH CO | P | 2017-10-06 | 2018-05-30 | $4,760 | $4,761 | -$1 | -$1 |
| MACK CALI RLTY CORP | P | 2017-11-10 | 2018-01-18 | $23,089 | $25,478 | -$2,389 | -$2,389 |
| MACK CALI RLTY CORP | P | 2018-02-21 | 2018-03-27 | $13,909 | $15,967 | -$2,058 | -$2,058 |
| MACK CALI RLTY CORP | P | 2018-02-21 | 2018-10-05 | $8,254 | $7,834 | $420 | $420 |
| MACK CALI RLTY CORP | P | 2018-04-30 | 2018-10-05 | $5,621 | $4,966 | $655 | $655 |
| MACQUARIE INFRASTRUCTURE CO LLC | P | 2017-11-10 | 2018-01-19 | $14,093 | $14,729 | -$636 | -$636 |
| MACQUARIE INFRASTRUCTURE CO LLC | P | 2018-02-22 | 2018-03-27 | $11,284 | $11,133 | $151 | $151 |
| MACQUARIE INFRASTRUCTURE CO LLC | P | 2018-04-27 | 2018-05-30 | $9,014 | $8,761 | $253 | $253 |
| MACQUARIE INFRASTRUCTURE CO LLC | P | 2018-04-27 | 2018-10-18 | $18,610 | $16,317 | $2,293 | $2,293 |
| MACROGENICS INC | P | 2017-12-13 | 2018-03-27 | $4,320 | $3,309 | $1,011 | $1,011 |
| MACROGENICS INC | P | 2017-12-13 | 2018-10-17 | $5,908 | $5,868 | $40 | $40 |
| MACYS INC | P | 2017-12-13 | 2018-10-17 | $21,169 | $16,993 | $4,176 | $4,176 |
| MACYS INC | P | 2018-03-27 | 2018-10-17 | $3,673 | $3,221 | $452 | $452 |
| STEVEN MADDEN LTD | P | 2018-01-18 | 2018-03-27 | $6,751 | $7,425 | -$674 | -$674 |
| MADISON SQUARE GARDEN CO | P | 2017-11-10 | 2018-01-19 | $10,379 | $11,230 | -$851 | -$851 |
| MADRIGAL PHARMACEUTICALS INC | P | 2018-07-02 | 2018-08-07 | $8,036 | $9,778 | -$1,742 | -$1,742 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-10-06 | 2018-01-18 | $2,768 | $2,420 | $348 | $348 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-10-06 | 2018-04-30 | $3,250 | $3,371 | -$121 | -$121 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2017-10-06 | 2018-08-07 | $1,957 | $2,247 | -$290 | -$290 |
| MAGELLAN HEALTH SVCS INC NEW | P | 2018-09-13 | 2018-10-17 | $9,711 | $10,444 | -$733 | -$733 |
| MAINSOURCE FINL GROUP INC | P | 2018-01-18 | 2018-03-27 | $9,743 | $9,662 | $81 | $81 |
| MAKITA CORP ADR NEW | P | 2018-01-23 | 2018-04-30 | $6,642 | $7,066 | -$424 | -$424 |
| MAKITA CORP ADR NEW | P | 2018-02-26 | 2018-04-30 | $7,533 | $8,055 | -$522 | -$522 |
| MAKITA CORP ADR NEW | P | 2018-03-27 | 2018-04-30 | $3,744 | $4,138 | -$394 | -$394 |
| MAKITA CORP ADR NEW | P | 2018-05-31 | 2018-09-12 | $4,009 | $4,160 | -$151 | -$151 |
| MANHATTAN ASSOCS INC | P | 2018-03-27 | 2018-05-30 | $2,188 | $2,130 | $58 | $58 |
| MANHATTAN ASSOCS INC | P | 2018-03-27 | 2018-10-18 | $12,644 | $10,901 | $1,743 | $1,743 |
| MANITOWOC CO INC | P | 2017-02-21 | 2018-01-18 | $271 | $184 | $87 | $87 |
| MANITOWOC CO INC | P | 2018-07-02 | 2018-08-07 | $4,123 | $4,185 | -$62 | -$62 |
| MANITOWOC CO INC | P | 2018-09-13 | 2018-10-17 | $9,308 | $9,692 | -$384 | -$384 |
| MANPOWERGROUP INC | P | 2017-10-06 | 2018-01-19 | $3,844 | $3,539 | $305 | $305 |
| MANPOWERGROUP INC | P | 2017-11-10 | 2018-01-19 | $3,579 | $3,366 | $213 | $213 |
| MANPOWERGROUP INC | P | 2017-10-06 | 2018-02-22 | $7,673 | $7,688 | -$15 | -$15 |
| MANPOWERGROUP INC | P | 2017-06-28 | 2018-03-27 | $11,438 | $10,855 | $583 | $583 |
| MANPOWERGROUP INC | P | 2017-10-06 | 2018-03-27 | $9,150 | $9,762 | -$612 | -$612 |
| MANPOWERGROUP INC | P | 2018-05-30 | 2018-07-02 | $16,685 | $18,175 | -$1,490 | -$1,490 |
| MARATHON PETE CORP | P | 2017-11-10 | 2018-08-03 | $14,797 | $11,537 | $3,260 | $3,260 |
| MARATHON PETE CORP | P | 2017-12-13 | 2018-08-03 | $15,826 | $12,819 | $3,007 | $3,007 |
| MARINE HARVEST ASA | P | 2017-02-21 | 2018-01-23 | $416 | $426 | -$10 | -$10 |
| MARINE HARVEST ASA | P | 2017-11-17 | 2018-01-23 | $4,871 | $5,121 | -$250 | -$250 |
| MARINE HARVEST ASA | P | 2018-02-26 | 2018-07-09 | $3,383 | $3,230 | $153 | $153 |
| MARKEL CORP | P | 2017-10-06 | 2018-01-19 | $8,872 | $8,600 | $272 | $272 |
| MARKETAXESS HLDGS INC | P | 2017-12-13 | 2018-08-03 | $15,739 | $16,391 | -$652 | -$652 |
| MARKS & SPENCER GROUP P L C | P | 2018-01-23 | 2018-02-26 | $2,106 | $2,197 | -$91 | -$91 |
| MARKS & SPENCER GROUP P L C | P | 2017-12-19 | 2018-03-27 | $6,784 | $7,472 | -$688 | -$688 |
| MARKS & SPENCER GROUP P L C | P | 2018-01-23 | 2018-03-27 | $5,238 | $6,062 | -$824 | -$824 |
| MARKS & SPENCER GROUP P L C | P | 2018-07-09 | 2018-08-09 | $2,476 | $2,651 | -$175 | -$175 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2018-01-18 | 2018-03-27 | $7,136 | $7,115 | $21 | $21 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-10-06 | 2018-05-31 | $3,493 | $3,694 | -$201 | -$201 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2017-10-06 | 2018-07-02 | $2,155 | $2,420 | -$265 | -$265 |
| MARRIOTT VACATIONS WORLDWIDE | P | 2018-01-18 | 2018-10-17 | $4,500 | $5,550 | -$1,050 | -$1,050 |
| MARSH & MCLENNAN INC | P | 2018-02-21 | 2018-04-05 | $9,392 | $9,588 | -$196 | -$196 |
| MARTIN MARIETTA MATLS INC | P | 2018-01-19 | 2018-02-22 | $425 | $453 | -$28 | -$28 |
| MARTIN MARIETTA MATLS INC | P | 2017-11-10 | 2018-04-27 | $1,572 | $1,572 | $0 | $0 |
| MARTIN MARIETTA MATLS INC | P | 2018-01-19 | 2018-04-27 | $2,947 | $2,947 | $0 | $0 |
| MARTIN MARIETTA MATLS INC | P | 2018-03-27 | 2018-04-27 | $1,572 | $1,572 | $0 | $0 |
| MARTIN MARIETTA MATLS INC | P | 2017-10-19 | 2018-05-07 | $1,631 | $1,804 | -$173 | -$173 |
| MARTIN MARIETTA MATLS INC | P | 2017-12-28 | 2018-05-07 | $3,059 | $3,596 | -$537 | -$537 |
| MARTIN MARIETTA MATLS INC | P | 2018-03-05 | 2018-05-07 | $1,631 | $1,776 | -$145 | -$145 |
| MARTIN MARIETTA MATLS INC | P | 2018-03-27 | 2018-08-03 | $4,560 | $4,596 | -$36 | -$36 |
| MARTIN MARIETTA MATLS INC | P | 2017-09-29 | 2018-08-22 | $18,953 | $19,068 | -$115 | -$115 |
| MARTIN MARIETTA MATLS INC | P | 2018-04-05 | 2018-08-22 | $15,863 | $16,133 | -$270 | -$270 |
| MARTIN MARIETTA MATLS INC | P | 2017-10-06 | 2018-09-14 | $24,449 | $25,911 | -$1,462 | -$1,462 |
| MASCO CORP | P | 2017-12-13 | 2018-03-27 | $778 | $801 | -$23 | -$23 |
| MASCO CORP | P | 2017-12-13 | 2018-04-27 | $10,174 | $11,299 | -$1,125 | -$1,125 |
| MASCO CORP | P | 2018-05-30 | 2018-07-02 | $19,441 | $20,080 | -$639 | -$639 |
| MASCO CORP | P | 2017-07-28 | 2018-07-19 | $26,441 | $26,274 | $167 | $167 |
| MASCO CORP | P | 2018-08-03 | 2018-09-14 | $7,141 | $7,394 | -$253 | -$253 |
| MASCO CORP | P | 2018-05-30 | 2018-10-18 | $779 | $958 | -$179 | -$179 |
| MASCO CORP | P | 2018-08-03 | 2018-10-18 | $6,016 | $7,631 | -$1,615 | -$1,615 |
| MASIMO CORP | P | 2017-06-27 | 2018-03-27 | $2,565 | $2,779 | -$214 | -$214 |
| MASIMO CORP | P | 2017-10-06 | 2018-03-27 | $3,591 | $3,661 | -$70 | -$70 |
| MASIMO CORP | P | 2017-10-06 | 2018-07-02 | $5,251 | $4,706 | $545 | $545 |
| MASIMO CORP | P | 2018-01-18 | 2018-10-18 | $7,301 | $5,350 | $1,951 | $1,951 |
| MASONITE INTL CORP NEW | P | 2017-05-23 | 2018-03-27 | $600 | $754 | -$154 | -$154 |
| MASONITE INTL CORP NEW | P | 2017-10-06 | 2018-03-27 | $6,422 | $7,273 | -$851 | -$851 |
| MASONITE INTL CORP NEW | P | 2018-04-30 | 2018-10-05 | $5,101 | $5,039 | $62 | $62 |
| MASTEC INC | P | 2017-10-06 | 2018-03-27 | $1,858 | $1,840 | $18 | $18 |
| MASTEC INC | P | 2018-01-18 | 2018-03-27 | $5,481 | $6,108 | -$627 | -$627 |
| MASTEC INC | P | 2017-10-06 | 2018-04-30 | $4,505 | $4,600 | -$95 | -$95 |
| MASTEC INC | P | 2017-10-06 | 2018-09-13 | $694 | $736 | -$42 | -$42 |
| MATADOR RES CO | P | 2018-01-18 | 2018-03-27 | $5,274 | $5,917 | -$643 | -$643 |
| MATERIALISE NV | P | 2018-07-09 | 2018-09-12 | $2,476 | $2,249 | $227 | $227 |
| MATSON INC | P | 2017-10-06 | 2018-01-18 | $579 | $525 | $54 | $54 |
| MATSON INC | P | 2017-10-06 | 2018-03-27 | $4,950 | $4,784 | $166 | $166 |
| MATSON INC | P | 2017-10-06 | 2018-10-05 | $12,000 | $8,407 | $3,593 | $3,593 |
| MATTEL INC | P | 2017-12-13 | 2018-03-27 | $8,216 | $8,216 | $0 | $0 |
| MATTEL INC | P | 2017-12-13 | 2018-03-27 | $1,334 | $1,536 | -$202 | -$202 |
| MATTEL INC | P | 2018-01-19 | 2018-03-27 | $1,654 | $1,965 | -$311 | -$311 |
| MATTEL INC | P | 2017-12-12 | 2018-04-05 | $8,194 | $9,240 | -$1,046 | -$1,046 |
| MATTEL INC | P | 2018-05-30 | 2018-10-18 | $11,421 | $12,279 | -$858 | -$858 |
| MATTHEWS INTL CORP CL A | P | 2017-12-13 | 2018-03-27 | $7,783 | $8,193 | -$410 | -$410 |
| MATTHEWS INTL CORP CL A | P | 2017-12-13 | 2018-08-07 | $10,395 | $10,780 | -$385 | -$385 |
| MATTHEWS INTL CORP CL A | P | 2018-04-30 | 2018-08-07 | $2,287 | $2,170 | $117 | $117 |
| MATTHEWS INTL CORP CL A | P | 2018-09-13 | 2018-10-17 | $11,957 | $14,008 | -$2,051 | -$2,051 |
| MAXIM INTEGRATED PRODS INC | P | 2017-11-10 | 2018-01-19 | $226 | $215 | $11 | $11 |
| MAXIM INTEGRATED PRODS INC | P | 2018-02-21 | 2018-03-26 | $13,140 | $13,616 | -$476 | -$476 |
| MAXIM INTEGRATED PRODS INC | P | 2018-02-21 | 2018-04-05 | $5,345 | $5,710 | -$365 | -$365 |
| MAXIM INTEGRATED PRODS INC | P | 2017-11-10 | 2018-10-17 | $1,650 | $1,664 | -$14 | -$14 |
| MAXLINEAR INC | P | 2017-12-13 | 2018-01-18 | $1,531 | $1,512 | $19 | $19 |
| MAXLINEAR INC | P | 2017-12-13 | 2018-03-27 | $8,189 | $8,823 | -$634 | -$634 |
| MAXLINEAR INC | P | 2017-12-13 | 2018-04-30 | $3,130 | $3,554 | -$424 | -$424 |
| MAXLINEAR INC | P | 2017-12-13 | 2018-05-31 | $3,045 | $4,159 | -$1,114 | -$1,114 |
| MAXAR TECHNOLOGIES LTD | P | 2017-10-05 | 2018-01-18 | $7,037 | $6,258 | $779 | $779 |
| MAXAR TECHNOLOGIES LTD | P | 2018-07-02 | 2018-08-07 | $11,496 | $15,587 | -$4,091 | -$4,091 |
| MAXAR TECHNOLOGIES LTD | P | 2018-07-02 | 2018-10-17 | $61 | $102 | -$41 | -$41 |
| MAXAR TECHNOLOGIES LTD | P | 2018-09-13 | 2018-10-17 | $10,483 | $11,794 | -$1,311 | -$1,311 |
| MAXIMUS INC | P | 2017-12-13 | 2018-01-18 | $5,785 | $5,911 | -$126 | -$126 |
| MAXIMUS INC | P | 2017-12-13 | 2018-03-27 | $4,523 | $4,914 | -$391 | -$391 |
| MAXIMUS INC | P | 2017-06-27 | 2018-05-31 | $1,227 | $1,261 | -$34 | -$34 |
| MAZDA MTR CORP | P | 2017-06-27 | 2018-02-26 | $2,375 | $2,307 | $68 | $68 |
| MCCORMICK & CO INC NON-VOTING | P | 2018-02-22 | 2018-05-30 | $6,565 | $6,642 | -$77 | -$77 |
| MCDERMOTT INTERNATIONAL INC | P | 2017-10-06 | 2018-03-27 | $2,250 | $2,462 | -$212 | -$212 |
| MCDERMOTT INTL INC | P | 2017-10-06 | 2018-05-18 | $7 | $7 | $0 | $0 |
| MCDERMOTT INTL INC | P | 2017-10-19 | 2018-06-19 | $7 | $7 | $0 | $0 |
| MCDERMOTT INTL INC | P | 2018-05-31 | 2018-06-19 | $14 | $14 | $0 | $0 |
| MCDERMOTT INTL INC | P | 2017-09-30 | 2018-07-02 | $6 | $8 | -$2 | -$2 |
| MCDERMOTT INTL INC | P | 2017-10-06 | 2018-07-02 | $2,209 | $2,490 | -$281 | -$281 |
| MCDERMOTT INTL INC | P | 2018-05-31 | 2018-07-02 | $4,451 | $5,060 | -$609 | -$609 |
| MCDERMOTT INTL INC | P | 2017-10-06 | 2018-09-13 | $4,022 | $4,744 | -$722 | -$722 |
| MCDERMOTT INTL INC | P | 2017-10-06 | 2018-09-13 | $1,891 | $2,207 | -$316 | -$316 |
| MCDERMOTT INTL INC | P | 2018-08-07 | 2018-10-17 | $6,270 | $8,253 | -$1,983 | -$1,983 |
| MCDONALDS CORP | P | 2018-02-21 | 2018-07-19 | $17,196 | $17,550 | -$354 | -$354 |
| MCDONALDS CORP | P | 2018-04-05 | 2018-07-19 | $14,514 | $15,102 | -$588 | -$588 |
| MCGRATH RENTCORP | P | 2017-10-06 | 2018-03-27 | $5,491 | $4,648 | $843 | $843 |
| MCKESSON HBOC INC | P | 2017-12-12 | 2018-02-21 | $2,265 | $2,316 | -$51 | -$51 |
| MCKESSON HBOC INC | P | 2017-12-12 | 2018-03-26 | $28,180 | $31,340 | -$3,160 | -$3,160 |
| MCKESSON HBOC INC | P | 2018-05-07 | 2018-06-12 | $43,847 | $44,217 | -$370 | -$370 |
| MCKESSON HBOC INC | P | 2018-07-19 | 2018-08-22 | $13,372 | $13,785 | -$413 | -$413 |
| MCKESSON HBOC INC | P | 2018-07-19 | 2018-08-22 | $25,967 | $26,766 | -$799 | -$799 |
| MECHEL OAO | P | 2017-12-19 | 2018-04-30 | $4,329 | $5,221 | -$892 | -$892 |
| MEDEQUITIES RLTY TR INC | P | 2018-03-27 | 2018-04-30 | $1,096 | $1,106 | -$10 | -$10 |
| MEDEQUITIES RLTY TR INC | P | 2018-07-02 | 2018-09-13 | $5,547 | $5,899 | -$352 | -$352 |
| MEDEQUITIES RLTY TR INC | P | 2018-03-27 | 2018-10-05 | $8,462 | $9,312 | -$850 | -$850 |
| MEDICAL PPTYS TR INC | P | 2018-02-22 | 2018-10-17 | $29,164 | $25,145 | $4,019 | $4,019 |
| MEDICINES CO | P | 2017-05-23 | 2018-01-18 | $249 | $406 | -$157 | -$157 |
| MEDICINES CO | P | 2017-06-27 | 2018-01-18 | $995 | $1,521 | -$526 | -$526 |
| MEDICINES CO | P | 2017-10-06 | 2018-03-27 | $4,448 | $5,043 | -$595 | -$595 |
| MEDICINES CO | P | 2017-10-06 | 2018-04-30 | $2,625 | $3,299 | -$674 | -$674 |
| MEDICINES CO | P | 2018-05-31 | 2018-10-17 | $4,769 | $5,808 | -$1,039 | -$1,039 |
| MEDICINOVA INC | P | 2018-03-27 | 2018-04-30 | $3,242 | $3,412 | -$170 | -$170 |
| MEDIDATA SOLUTIONS INC | P | 2017-06-27 | 2018-01-18 | $1,994 | $2,349 | -$355 | -$355 |
| MEDIDATA SOLUTIONS INC | P | 2017-10-06 | 2018-01-18 | $1,064 | $1,296 | -$232 | -$232 |
| MEDIDATA SOLUTIONS INC | P | 2017-12-13 | 2018-03-27 | $5,349 | $5,487 | -$138 | -$138 |
| MEDIDATA SOLUTIONS INC | P | 2018-10-18 | 2018-11-30 | $2,609 | $2,400 | $209 | $209 |
| MELCO PBL ENTMT MACAU LTD ADR | P | 2017-11-17 | 2018-07-02 | $4,163 | $4,300 | -$137 | -$137 |
| MELCO PBL ENTMT MACAU LTD ADR | P | 2017-10-10 | 2018-07-09 | $5,312 | $5,058 | $254 | $254 |
| MELCO PBL ENTMT MACAU LTD ADR | P | 2017-11-17 | 2018-07-09 | $254 | $254 | $0 | $0 |
| MELCO PBL ENTMT MACAU LTD ADR | P | 2017-10-10 | 2018-08-09 | $747 | $774 | -$27 | -$27 |
| MERCANTILE BK CORP | P | 2018-08-07 | 2018-09-13 | $414 | $424 | -$10 | -$10 |
| MERCANTILE BK CORP | P | 2018-03-27 | 2018-10-17 | $7,494 | $7,989 | -$495 | -$495 |
| MERCANTILE BK CORP | P | 2018-08-07 | 2018-10-17 | $5,661 | $6,222 | -$561 | -$561 |
| MERCANTILE BK CORP | P | 2018-08-07 | 2018-10-17 | $1,061 | $1,167 | -$106 | -$106 |
| MERCK KGAA | P | 2017-12-19 | 2018-02-26 | $4,097 | $4,339 | -$242 | -$242 |
| MERCURY COMPUTER SYS INC | P | 2017-10-06 | 2018-01-18 | $1,682 | $1,749 | -$67 | -$67 |
| MERCURY COMPUTER SYS INC | P | 2017-12-13 | 2018-01-18 | $1,325 | $1,298 | $27 | $27 |
| MERCURY COMPUTER SYS INC | P | 2017-12-13 | 2018-03-27 | $5,600 | $5,942 | -$342 | -$342 |
| MERCURY COMPUTER SYS INC | P | 2017-06-27 | 2018-04-30 | $987 | $1,223 | -$236 | -$236 |
| MERCURY COMPUTER SYS INC | P | 2018-05-31 | 2018-10-18 | $6,346 | $5,031 | $1,315 | $1,315 |
| MERCURY GENERAL CORP | P | 2018-03-27 | 2018-10-18 | $12,426 | $11,049 | $1,377 | $1,377 |
| MEREDITH CORP | P | 2017-12-13 | 2018-02-21 | $2,857 | $3,623 | -$766 | -$766 |
| MEREDITH CORP | P | 2017-12-13 | 2018-03-27 | $12,246 | $16,124 | -$3,878 | -$3,878 |
| MEREDITH CORP | P | 2018-04-30 | 2018-05-31 | $3,602 | $3,715 | -$113 | -$113 |
| MEREDITH CORP | P | 2018-08-07 | 2018-09-13 | $2,113 | $2,145 | -$32 | -$32 |
| MEREDITH CORP | P | 2018-04-30 | 2018-10-05 | $9,899 | $9,855 | $44 | $44 |
| MERGER FUND #52 | P | 2017-10-10 | 2018-04-13 | $7,786 | $7,634 | $152 | $152 |
| MERGER FUND #52 | P | 2018-01-19 | 2018-04-13 | $42,723 | $42,097 | $626 | $626 |
| MERIDIAN BIOSCIENCE INC | P | 2017-05-23 | 2018-03-27 | $2,480 | $2,372 | $108 | $108 |
| MERIT MED SYS INC | P | 2017-10-06 | 2018-01-18 | $3,247 | $3,183 | $64 | $64 |
| MERIT MED SYS INC | P | 2017-06-27 | 2018-03-27 | $966 | $819 | $147 | $147 |
| MERIT MED SYS INC | P | 2017-10-06 | 2018-03-27 | $835 | $864 | -$29 | -$29 |
| MERITAGE CORP | P | 2017-10-06 | 2018-01-18 | $3,610 | $3,283 | $327 | $327 |
| MERITAGE CORP | P | 2017-07-27 | 2018-03-27 | $3,294 | $2,972 | $322 | $322 |
| MERITAGE CORP | P | 2017-10-06 | 2018-03-27 | $1,485 | $1,522 | -$37 | -$37 |
| MERITOR INC | P | 2017-10-06 | 2018-01-18 | $2,152 | $2,398 | -$246 | -$246 |
| MERITOR INC | P | 2017-10-06 | 2018-03-27 | $13,570 | $16,809 | -$3,239 | -$3,239 |
| MERITOR INC | P | 2018-04-30 | 2018-10-05 | $10,518 | $11,014 | -$496 | -$496 |
| MESA LABS INC | P | 2018-05-31 | 2018-10-17 | $6,797 | $6,096 | $701 | $701 |
| MESOBLAST LTD | P | 2018-03-27 | 2018-04-30 | $4,200 | $4,546 | -$346 | -$346 |
| META FINL GROUP INC | P | 2018-03-27 | 2018-07-02 | $6,356 | $6,930 | -$574 | -$574 |
| METHODE ELECTRS INC CL A | P | 2017-11-10 | 2018-01-18 | $23,547 | $25,832 | -$2,285 | -$2,285 |
| METHODE ELECTRS INC CL A | P | 2018-03-27 | 2018-07-02 | $11,308 | $11,235 | $73 | $73 |
| METLIFE INC | P | 2018-02-21 | 2018-03-26 | $8,024 | $8,315 | -$291 | -$291 |
| METLIFE INC | P | 2018-02-21 | 2018-04-05 | $277 | $285 | -$8 | -$8 |
| METLIFE INC | P | 2018-06-12 | 2018-07-19 | $18,708 | $20,046 | -$1,338 | -$1,338 |
| METTLER-TOLEDO INTL INC | P | 2017-12-12 | 2018-02-21 | $1,289 | $1,250 | $39 | $39 |
| METTLER-TOLEDO INTL INC | P | 2017-12-12 | 2018-03-26 | $18,077 | $19,370 | -$1,293 | -$1,293 |
| METTLER-TOLEDO INTL INC | P | 2017-12-13 | 2018-03-27 | $11,597 | $12,613 | -$1,016 | -$1,016 |
| METTLER-TOLEDO INTL INC | P | 2017-12-13 | 2018-04-27 | $2,817 | $3,153 | -$336 | -$336 |
| METTLER-TOLEDO INTL INC | P | 2018-05-30 | 2018-10-17 | $16,772 | $16,036 | $736 | $736 |
| MICHELIN COMPAGNIE GENERALE | P | 2017-11-17 | 2018-05-31 | $6,896 | $7,483 | -$587 | -$587 |
| MICHELIN COMPAGNIE GENERALE | P | 2018-08-09 | 2018-09-12 | $11,960 | $13,641 | -$1,681 | -$1,681 |
| MICROSTRATEGY INC CL A NEW | P | 2018-05-31 | 2018-07-02 | $10,404 | $10,673 | -$269 | -$269 |
| MICROCHIP TECHNOLOGY INC | P | 2017-06-23 | 2018-02-21 | $1,969 | $1,877 | $92 | $92 |
| MICROCHIP TECHNOLOGY INC | P | 2017-10-06 | 2018-02-22 | $927 | $1,006 | -$79 | -$79 |
| MICROCHIP TECHNOLOGY INC | P | 2017-11-10 | 2018-02-22 | $1,433 | $1,555 | -$122 | -$122 |
| MICROCHIP TECHNOLOGY INC | P | 2017-10-06 | 2018-04-27 | $8,108 | $8,775 | -$667 | -$667 |
| MICROCHIP TECHNOLOGY INC | P | 2017-10-06 | 2018-07-02 | $5,857 | $5,942 | -$85 | -$85 |
| MICROCHIP TECHNOLOGY INC | P | 2018-05-30 | 2018-07-02 | $6,128 | $6,619 | -$491 | -$491 |
| MICROCHIP TECHNOLOGY INC | P | 2018-09-14 | 2018-10-17 | $17,681 | $17,681 | $0 | $0 |
| MICROSEMI CORP | P | 2018-01-19 | 2018-05-29 | $22,835 | $19,266 | $3,569 | $3,569 |
| MID-AMER APT CMNTYS INC | P | 2018-01-18 | 2018-02-21 | $55,424 | $58,550 | -$3,126 | -$3,126 |
| MID-AMER APT CMNTYS INC | P | 2017-06-28 | 2018-02-22 | $12,075 | $14,874 | -$2,799 | -$2,799 |
| MID-AMER APT CMNTYS INC | P | 2017-12-13 | 2018-02-22 | $11,040 | $13,176 | -$2,136 | -$2,136 |
| MID-AMER APT CMNTYS INC | P | 2018-01-19 | 2018-02-22 | $5,520 | $5,890 | -$370 | -$370 |
| MIDDLEBY CORP | P | 2017-12-13 | 2018-03-27 | $2,711 | $2,829 | -$118 | -$118 |
| MIDDLEBY CORP | P | 2017-12-13 | 2018-07-02 | $11,489 | $14,401 | -$2,912 | -$2,912 |
| MIDDLEBY CORP | P | 2018-08-03 | 2018-10-18 | $18,042 | $15,827 | $2,215 | $2,215 |
| MIDDLESEX WATER CO | P | 2017-10-06 | 2018-02-21 | $4,019 | $4,582 | -$563 | -$563 |
| MIDDLESEX WATER CO | P | 2017-10-06 | 2018-03-27 | $1,303 | $1,527 | -$224 | -$224 |
| MIDDLESEX WATER CO | P | 2018-01-18 | 2018-03-27 | $4,741 | $4,956 | -$215 | -$215 |
| MIDDLESEX WATER CO | P | 2018-08-07 | 2018-10-17 | $3,617 | $3,508 | $109 | $109 |
| MIDSTATES PETE CO INC | P | 2018-08-07 | 2018-09-13 | $3,848 | $5,167 | -$1,319 | -$1,319 |
| MIDWESTONE FINL GROUP INC | P | 2018-03-27 | 2018-04-30 | $9,785 | $10,076 | -$291 | -$291 |
| MILACRON HLDGS CORP | P | 2018-03-27 | 2018-04-30 | $7,879 | $8,856 | -$977 | -$977 |
| HERMAN MILLER INC | P | 2017-12-13 | 2018-03-27 | $5,684 | $6,560 | -$876 | -$876 |
| MIMEDX GROUP INC | P | 2017-06-27 | 2018-02-21 | $533 | $930 | -$397 | -$397 |
| MIMEDX GROUP INC | P | 2017-10-06 | 2018-03-27 | $2,050 | $3,607 | -$1,557 | -$1,557 |
| MINDBODY INC | P | 2017-10-06 | 2018-01-18 | $264 | $227 | $37 | $37 |
| MINDBODY INC | P | 2017-10-06 | 2018-03-27 | $3,819 | $2,662 | $1,157 | $1,157 |
| MINERALS TECHNOLOGIES INC | P | 2017-10-06 | 2018-03-27 | $12,168 | $13,018 | -$850 | -$850 |
| MINERALS TECHNOLOGIES INC | P | 2017-10-06 | 2018-08-07 | $749 | $796 | -$47 | -$47 |
| MINERALS TECHNOLOGIES INC | P | 2018-04-30 | 2018-08-07 | $15,312 | $16,036 | -$724 | -$724 |
| MIRATI THERAPEUTICS INC | P | 2018-08-07 | 2018-09-13 | $4,930 | $5,278 | -$348 | -$348 |
| MITSUBISHI ELEC CORP | P | 2017-10-10 | 2018-03-27 | $2,160 | $2,124 | $36 | $36 |
| MITSUBISHI ELEC CORP | P | 2017-10-10 | 2018-04-30 | $5,341 | $5,483 | -$142 | -$142 |
| MITSUBISHI ESTATE LTD ADR | P | 2018-01-23 | 2018-02-26 | $14,330 | $15,728 | -$1,398 | -$1,398 |
| MITSUBISHI ESTATE LTD ADR | P | 2017-06-27 | 2018-03-27 | $3,174 | $3,533 | -$359 | -$359 |
| MITSUBISHI ESTATE LTD ADR | P | 2018-04-30 | 2018-07-02 | $11,546 | $12,453 | -$907 | -$907 |
| MITSUBISHI ESTATE LTD ADR | P | 2018-05-31 | 2018-07-02 | $11,887 | $12,653 | -$766 | -$766 |
| MITSUBISHI ESTATE LTD ADR | P | 2018-05-31 | 2018-07-09 | $12,698 | $13,252 | -$554 | -$554 |
| MITSUBISHI ESTATE LTD ADR | P | 2018-05-31 | 2018-08-09 | $8,642 | $9,622 | -$980 | -$980 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2017-06-27 | 2018-05-31 | $5,327 | $5,837 | -$510 | -$510 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2018-03-27 | 2018-05-31 | $3,585 | $4,040 | -$455 | -$455 |
| MITSUBISHI UFJ FINL GROUP INC | P | 2017-10-10 | 2018-07-02 | $21,087 | $25,071 | -$3,984 | -$3,984 |
| MITSUI & CO LTD ADR | P | 2018-02-26 | 2018-07-02 | $3,625 | $4,092 | -$467 | -$467 |
| MITSUI & CO LTD ADR | P | 2018-04-30 | 2018-07-02 | $1,977 | $2,185 | -$208 | -$208 |
| MITSUI & CO LTD ADR | P | 2018-04-30 | 2018-08-09 | $4,350 | $4,734 | -$384 | -$384 |
| MIZUHO FINL GROUP INC SPONSORED | P | 2018-02-26 | 2018-05-31 | $8,495 | $9,282 | -$787 | -$787 |
| MIZUHO FINL GROUP INC SPONSORED | P | 2017-12-19 | 2018-07-02 | $5,235 | $5,831 | -$596 | -$596 |
| MIZUHO FINL GROUP INC SPONSORED | P | 2018-02-26 | 2018-07-02 | $2,202 | $2,547 | -$345 | -$345 |
| MIZUHO FINL GROUP INC SPONSORED | P | 2018-04-30 | 2018-07-02 | $8,518 | $9,504 | -$986 | -$986 |
| MIX TELEMATICS LTD | P | 2017-10-10 | 2018-07-09 | $3,437 | $1,794 | $1,643 | $1,643 |
| MOBILE TELESYSTEMS OJSC SPONSORED | P | 2018-03-27 | 2018-04-30 | $4,938 | $5,269 | -$331 | -$331 |
| MOBILE TELESYSTEMS OJSC SPONSORED | P | 2017-10-10 | 2018-05-31 | $981 | $1,065 | -$84 | -$84 |
| MOBILE TELESYSTEMS OJSC SPONSORED | P | 2017-10-10 | 2018-07-02 | $8,467 | $9,969 | -$1,502 | -$1,502 |
| MOBILE MINI INC | P | 2017-10-06 | 2018-03-27 | $2,629 | $2,100 | $529 | $529 |
| MOBILE MINI INC | P | 2017-12-13 | 2018-10-18 | $7,472 | $5,783 | $1,689 | $1,689 |
| MODEL N INC | P | 2017-07-27 | 2018-03-27 | $4,276 | $3,107 | $1,169 | $1,169 |
| MOELIS & CO | P | 2017-11-10 | 2018-01-18 | $31,108 | $26,755 | $4,353 | $4,353 |
| MOHAWK INDS INC | P | 2017-11-10 | 2018-02-22 | $2,738 | $2,738 | $0 | $0 |
| MOHAWK INDS INC | P | 2017-11-09 | 2018-03-26 | $2,562 | $2,910 | -$348 | -$348 |
| MOHAWK INDS INC | P | 2018-02-21 | 2018-03-26 | $15,838 | $16,959 | -$1,121 | -$1,121 |
| MOHAWK INDS INC | P | 2017-10-06 | 2018-03-27 | $15,510 | $17,200 | -$1,690 | -$1,690 |
| MOHAWK INDS INC | P | 2018-04-27 | 2018-05-30 | $4,202 | $4,401 | -$199 | -$199 |
| MOHAWK INDS INC | P | 2018-04-27 | 2018-07-02 | $24,940 | $25,744 | -$804 | -$804 |
| MOHAWK INDS INC | P | 2018-08-03 | 2018-10-17 | $21,462 | $25,593 | -$4,131 | -$4,131 |
| MOHAWK INDS INC | P | 2018-09-14 | 2018-10-17 | $6,423 | $7,676 | -$1,253 | -$1,253 |
| MOLINA HEALTHCARE INC | P | 2018-08-03 | 2018-10-18 | $15,303 | $13,569 | $1,734 | $1,734 |
| MOLSON COORS BREWING CO CL B | P | 2017-11-07 | 2018-02-21 | $6,086 | $6,011 | $75 | $75 |
| MOLSON COORS BREWING CO CL B | P | 2017-11-07 | 2018-03-26 | $25,418 | $27,365 | -$1,947 | -$1,947 |
| MOLSON COORS BREWING CO CL B | P | 2017-11-10 | 2018-03-27 | $21,749 | $23,294 | -$1,545 | -$1,545 |
| MOLSON COORS BREWING CO CL B | P | 2018-01-19 | 2018-03-27 | $2,700 | $3,017 | -$317 | -$317 |
| MOLSON COORS BREWING CO CL B | P | 2018-04-27 | 2018-05-30 | $28,042 | $32,491 | -$4,449 | -$4,449 |
| MOLSON COORS BREWING CO CL B | P | 2018-07-02 | 2018-10-18 | $17,824 | $20,391 | -$2,567 | -$2,567 |
| MOLSON COORS BREWING CO CL B | P | 2018-08-03 | 2018-10-18 | $6,158 | $7,212 | -$1,054 | -$1,054 |
| MOMENTA PHARMACEUTICALS INC | P | 2017-06-27 | 2018-01-18 | $151 | $183 | -$32 | -$32 |
| MOMENTA PHARMACEUTICALS INC | P | 2017-07-27 | 2018-03-27 | $692 | $655 | $37 | $37 |
| MONO INC | P | 2017-12-19 | 2018-07-09 | $2,280 | $1,258 | $1,022 | $1,022 |
| MONDELEZ INTL INC | P | 2018-01-18 | 2018-03-26 | $9,086 | $9,619 | -$533 | -$533 |
| MONDELEZ INTL INC | P | 2018-02-21 | 2018-03-26 | $9,210 | $9,835 | -$625 | -$625 |
| MONDELEZ INTL INC | P | 2017-11-07 | 2018-06-12 | $5,011 | $5,097 | -$86 | -$86 |
| MONOLITHIC PWR SYS INC | P | 2017-10-06 | 2018-01-18 | $1,570 | $1,406 | $164 | $164 |
| MONOLITHIC PWR SYS INC | P | 2017-10-06 | 2018-03-27 | $8,687 | $7,787 | $900 | $900 |
| MONOLITHIC PWR SYS INC | P | 2017-10-06 | 2018-09-13 | $2,309 | $1,839 | $470 | $470 |
| MONRO MUFFLER BRAKE INC | P | 2017-12-13 | 2018-03-27 | $2,551 | $2,513 | $38 | $38 |
| MONRO MUFFLER BRAKE INC | P | 2017-12-13 | 2018-10-05 | $14,765 | $11,658 | $3,107 | $3,107 |
| MONRO MUFFLER BRAKE INC | P | 2018-10-18 | 2018-10-25 | $3,368 | $2,966 | $402 | $402 |
| MONSANTO CO | P | 2018-01-18 | 2018-06-07 | $5,376 | $4,987 | $389 | $389 |
| MONSANTO CO | P | 2018-04-05 | 2018-06-07 | $7,552 | $6,938 | $614 | $614 |
| MONSTER BEVERAGE CORP | P | 2018-04-05 | 2018-05-07 | $16,542 | $17,985 | -$1,443 | -$1,443 |
| MOODYS CORP | P | 2017-10-06 | 2018-01-19 | $2,386 | $2,135 | $251 | $251 |
| MOOG INC CL A | P | 2017-10-06 | 2018-03-27 | $5,085 | $5,392 | -$307 | -$307 |
| MORGAN STANLEY | P | 2018-04-05 | 2018-05-07 | $15,470 | $16,289 | -$819 | -$819 |
| MORPHOSYS AG | P | 2018-07-09 | 2018-08-09 | $3,005 | $3,127 | -$122 | -$122 |
| MOSAIC CO | P | 2017-11-07 | 2018-03-26 | $10,255 | $9,492 | $763 | $763 |
| MOSAIC CO | P | 2017-11-10 | 2018-10-17 | $32,089 | $22,099 | $9,990 | $9,990 |
| MUELLER INDS INC | P | 2017-12-13 | 2018-02-21 | $3,440 | $4,560 | -$1,120 | -$1,120 |
| MUELLER INDS INC | P | 2017-12-13 | 2018-03-27 | $14,521 | $19,890 | -$5,369 | -$5,369 |
| MUELLER INDS INC | P | 2018-04-30 | 2018-10-19 | $10,878 | $11,501 | -$623 | -$623 |
| MUELLER WTR PRODS INC SER A | P | 2018-04-30 | 2018-10-17 | $12,800 | $11,444 | $1,356 | $1,356 |
| MR PRICE GROUP LTD | P | 2018-02-26 | 2018-04-30 | $2,560 | $2,998 | -$438 | -$438 |
| MR PRICE GROUP LTD | P | 2018-02-26 | 2018-05-31 | $1,721 | $2,185 | -$464 | -$464 |
| MR PRICE GROUP LTD | P | 2018-02-26 | 2018-07-02 | $1,543 | $2,337 | -$794 | -$794 |
| MULESOFT INC | P | 2018-03-27 | 2018-05-02 | $5,726 | $5,649 | $77 | $77 |
| MULTI-COLOR CORP | P | 2018-03-27 | 2018-04-30 | $2,910 | $3,000 | -$90 | -$90 |
| MULTI-COLOR CORP | P | 2018-03-27 | 2018-07-02 | $4,945 | $5,000 | -$55 | -$55 |
| MULTI-COLOR CORP | P | 2018-05-31 | 2018-07-02 | $5,472 | $5,700 | -$228 | -$228 |
| MULTI-COLOR CORP | P | 2018-09-13 | 2018-10-17 | $9,328 | $10,506 | -$1,178 | -$1,178 |
| MUNICH RE GROUP | P | 2017-11-17 | 2018-05-31 | $5,087 | $5,561 | -$474 | -$474 |
| MUNICH RE GROUP | P | 2017-12-19 | 2018-05-31 | $3,707 | $3,986 | -$279 | -$279 |
| MUNICH RE GROUP | P | 2018-03-27 | 2018-05-31 | $6,817 | $7,601 | -$784 | -$784 |
| MUNICH RE GROUP | P | 2017-10-10 | 2018-07-02 | $5,756 | $6,045 | -$289 | -$289 |
| MUNICH RE GROUP | P | 2017-10-10 | 2018-07-09 | $2,192 | $2,196 | -$4 | -$4 |
| MURATA MFG CO CO LTD | P | 2017-10-10 | 2018-01-23 | $6,645 | $6,665 | -$20 | -$20 |
| MURATA MFG CO CO LTD | P | 2017-11-17 | 2018-01-23 | $223 | $215 | $8 | $8 |
| MURATA MFG CO CO LTD | P | 2017-11-17 | 2018-02-26 | $3,280 | $3,372 | -$92 | -$92 |
| MURATA MFG CO CO LTD | P | 2017-11-17 | 2018-03-27 | $1,079 | $1,148 | -$69 | -$69 |
| MURATA MFG CO CO LTD | P | 2017-12-19 | 2018-04-30 | $3,723 | $3,992 | -$269 | -$269 |
| MURATA MFG CO CO LTD | P | 2018-07-09 | 2018-08-09 | $5,688 | $6,200 | -$512 | -$512 |
| MURPHY OIL CORP | P | 2018-02-22 | 2018-10-18 | $4,117 | $3,135 | $982 | $982 |
| MURPHY USA INC | P | 2018-07-02 | 2018-10-17 | $12,123 | $11,173 | $950 | $950 |
| MYERS INDS INC | P | 2017-07-27 | 2018-01-18 | $14,207 | $11,790 | $2,417 | $2,417 |
| MYRIAD GENETICS INC | P | 2017-10-06 | 2018-03-27 | $3,234 | $4,015 | -$781 | -$781 |
| MYOKARDIA INC | P | 2018-01-18 | 2018-03-27 | $3,095 | $3,287 | -$192 | -$192 |
| MYOKARDIA INC | P | 2018-01-18 | 2018-05-31 | $1,402 | $1,590 | -$188 | -$188 |
| MYOKARDIA INC | P | 2018-01-18 | 2018-10-17 | $4,030 | $3,764 | $266 | $266 |
| MYOKARDIA INC | P | 2018-07-02 | 2018-10-17 | $5,562 | $5,062 | $500 | $500 |
| NBT BANCORP INC | P | 2017-12-13 | 2018-03-27 | $22,293 | $23,787 | -$1,494 | -$1,494 |
| NBT BANCORP INC | P | 2017-12-13 | 2018-04-30 | $2,402 | $2,478 | -$76 | -$76 |
| NBT BANCORP INC | P | 2018-09-13 | 2018-10-18 | $8,369 | $9,060 | -$691 | -$691 |
| NCI BLDG SYS INC | P | 2018-10-18 | 2018-12-20 | $1,904 | $3,494 | -$1,590 | -$1,590 |
| NCI BLDG SYS INC | P | 2018-10-18 | 2018-12-26 | $2,887 | $5,804 | -$2,917 | -$2,917 |
| NCI BLDG SYS INC | P | 2018-10-18 | 2018-12-27 | $1,741 | $3,423 | -$1,682 | -$1,682 |
| NCI BLDG SYS INC | P | 2018-10-26 | 2018-12-27 | $437 | $759 | -$322 | -$322 |
| NCR CORP NEW | P | 2017-12-13 | 2018-03-27 | $9,838 | $10,310 | -$472 | -$472 |
| NCR CORP NEW | P | 2018-07-02 | 2018-08-03 | $16,278 | $17,446 | -$1,168 | -$1,168 |
| NCR CORP NEW | P | 2018-07-02 | 2018-08-03 | $8,378 | $8,977 | -$599 | -$599 |
| NCR CORP NEW | P | 2018-09-14 | 2018-10-18 | $16,246 | $18,002 | -$1,756 | -$1,756 |
| NCR CORP NEW SR UNSECD | P | 2018-04-24 | 2018-12-12 | $2,850 | $3,015 | -$165 | -$165 |
| NCR CORP NEW SR UNSECD | P | 2018-04-09 | 2018-12-13 | $1,900 | $2,007 | -$107 | -$107 |
| NCR CORP NEW SR UNSECD | P | 2018-04-24 | 2018-12-13 | $2,850 | $3,015 | -$165 | -$165 |
| NCR CORP NEW SR UNSECD | P | 2018-03-23 | 2018-12-18 | $2,846 | $3,000 | -$154 | -$154 |
| NIC INC | P | 2017-12-13 | 2018-01-18 | $11,978 | $13,096 | -$1,118 | -$1,118 |
| NIC INC | P | 2018-03-27 | 2018-10-17 | $7,331 | $6,921 | $410 | $410 |
| NMI HLDGS INC | P | 2018-08-07 | 2018-10-19 | $7,902 | $8,657 | -$755 | -$755 |
| NN GROUP NV | P | 2018-02-26 | 2018-05-31 | $4,327 | $4,562 | -$235 | -$235 |
| NN GROUP NV | P | 2017-12-20 | 2018-07-02 | $9,713 | $10,602 | -$889 | -$889 |
| NN GROUP NV | P | 2018-03-27 | 2018-07-02 | $8,334 | $9,280 | -$946 | -$946 |
| NN GROUP NV | P | 2017-12-20 | 2018-07-09 | $4,119 | $4,363 | -$244 | -$244 |
| NN INC | P | 2018-03-27 | 2018-04-30 | $5,841 | $6,680 | -$839 | -$839 |
| NN INC | P | 2018-07-02 | 2018-09-13 | $8,807 | $9,813 | -$1,006 | -$1,006 |
| NRG ENERGY INC | P | 2017-07-28 | 2018-02-21 | $10,298 | $10,158 | $140 | $140 |
| NRG ENERGY INC | P | 2017-11-10 | 2018-10-18 | $2,355 | $1,799 | $556 | $556 |
| NRG ENERGY INC | P | 2017-11-30 | 2018-11-06 | $2,142 | $2,205 | -$63 | -$63 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-06-27 | 2018-01-23 | $74 | $73 | $1 | $1 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-11-17 | 2018-01-23 | $4,845 | $4,903 | -$58 | -$58 |
| NTT DOCOMO INC SPONSORED ADR | P | 2018-02-26 | 2018-04-30 | $10,888 | $11,135 | -$247 | -$247 |
| NTT DOCOMO INC SPONSORED ADR | P | 2018-03-27 | 2018-04-30 | $13,704 | $14,027 | -$323 | -$323 |
| NTT DOCOMO INC SPONSORED ADR | P | 2017-10-10 | 2018-07-09 | $5,873 | $5,298 | $575 | $575 |
| NRG YIELD INC | P | 2018-01-18 | 2018-02-21 | $18,967 | $21,887 | -$2,920 | -$2,920 |
| NRG YIELD INC | P | 2017-10-06 | 2018-01-18 | $19,919 | $20,319 | -$400 | -$400 |
| NRG YIELD INC | P | 2018-02-21 | 2018-03-27 | $3,635 | $3,393 | $242 | $242 |
| NVE CORP | P | 2018-05-31 | 2018-08-07 | $7,796 | $7,681 | $115 | $115 |
| NVR INC | P | 2017-10-06 | 2018-01-19 | $3,685 | $2,887 | $798 | $798 |
| NVR INC | P | 2017-10-06 | 2018-02-22 | $3,144 | $2,887 | $257 | $257 |
| NVR INC | P | 2017-10-06 | 2018-08-03 | $21,669 | $23,096 | -$1,427 | -$1,427 |
| NVR INC | P | 2018-03-26 | 2018-08-22 | $16,170 | $18,240 | -$2,070 | -$2,070 |
| NANOMETRICS INC | P | 2018-05-31 | 2018-07-02 | $9,144 | $10,327 | -$1,183 | -$1,183 |
| NASDAQ STK MKT INC ACCREDITED | P | 2017-11-10 | 2018-01-19 | $2,720 | $2,498 | $222 | $222 |
| NASDAQ STK MKT INC ACCREDITED | P | 2017-11-10 | 2018-10-17 | $31,470 | $28,725 | $2,745 | $2,745 |
| NASPERS LTD | P | 2017-10-10 | 2018-07-09 | $13,785 | $12,375 | $1,410 | $1,410 |
| NASPERS LTD | P | 2018-05-31 | 2018-07-09 | $4,088 | $3,801 | $287 | $287 |
| NASPERS LTD | P | 2018-08-09 | 2018-09-12 | $5,408 | $6,502 | -$1,094 | -$1,094 |
| NATIONAL AUSTRALIA BK LTD ADR | P | 2017-12-19 | 2018-08-09 | $6,002 | $6,643 | -$641 | -$641 |
| NATIONAL BEVERAGE CORP | P | 2018-03-27 | 2018-10-05 | $7,293 | $6,014 | $1,279 | $1,279 |
| NATIONAL HEALTHCARE CORP | P | 2018-03-27 | 2018-10-17 | $10,841 | $8,672 | $2,169 | $2,169 |
| NATIONAL FUEL GAS CO | P | 2018-01-19 | 2018-02-22 | $18,309 | $20,373 | -$2,064 | -$2,064 |
| NATIONAL GEN HLDGS CORP | P | 2018-03-27 | 2018-09-13 | $9,685 | $9,074 | $611 | $611 |
| NATIONAL GRID PLC | P | 2017-12-19 | 2018-01-23 | $3,637 | $3,690 | -$53 | -$53 |
| NATIONAL GRID PLC | P | 2017-12-19 | 2018-03-27 | $8,038 | $8,610 | -$572 | -$572 |
| NATIONAL GRID PLC | P | 2018-02-26 | 2018-03-27 | $29,307 | $28,880 | $427 | $427 |
| NATIONAL GRID PLC | P | 2017-12-19 | 2018-07-02 | $13,362 | $13,999 | -$637 | -$637 |
| NATIONAL GRID PLC | P | 2017-12-19 | 2018-07-09 | $23,313 | $23,839 | -$526 | -$526 |
| NATIONAL GRID PLC | P | 2017-12-19 | 2018-09-12 | $18,151 | $20,149 | -$1,998 | -$1,998 |
| NATIONAL GRID PLC | P | 2018-05-31 | 2018-09-12 | $8,231 | $8,739 | -$508 | -$508 |
| NATIONAL HEALTH INVS INC | P | 2018-03-27 | 2018-10-05 | $20,997 | $19,150 | $1,847 | $1,847 |
| NATIONAL-OILWELL INC | P | 2018-01-19 | 2018-04-27 | $2,633 | $2,556 | $77 | $77 |
| NATIONAL-OILWELL INC | P | 2018-01-19 | 2018-10-17 | $28,913 | $25,823 | $3,090 | $3,090 |
| NATIONAL-OILWELL INC | P | 2018-02-22 | 2018-10-17 | $3,619 | $3,041 | $578 | $578 |
| NATIONAL PRESTO INDS INC | P | 2018-05-31 | 2018-10-05 | $8,839 | $7,837 | $1,002 | $1,002 |
| NATIONAL RETAIL PPTYS INC | P | 2017-09-29 | 2018-01-18 | $21,900 | $22,695 | -$795 | -$795 |
| NATIONAL RETAIL PPTYS INC | P | 2017-10-06 | 2018-01-19 | $8,018 | $8,362 | -$344 | -$344 |
| NATIONAL RETAIL PPTYS INC | P | 2017-11-10 | 2018-01-19 | $14,839 | $15,697 | -$858 | -$858 |
| NATIONAL RETAIL PPTYS INC | P | 2018-02-22 | 2018-10-17 | $32,094 | $26,890 | $5,204 | $5,204 |
| NATIONAL VISION HLDGS INC | P | 2018-03-27 | 2018-10-05 | $8,340 | $6,183 | $2,157 | $2,157 |
| NATIONAL WESTERN LIFE GROUP INC | P | 2018-05-31 | 2018-07-02 | $9,179 | $9,386 | -$207 | -$207 |
| NATIONAL WESTERN LIFE GROUP INC | P | 2018-08-07 | 2018-09-13 | $10,510 | $10,953 | -$443 | -$443 |
| NATIONSTAR MTG LLC / NATIONSTAR | P | 2018-08-21 | 2018-11-06 | $1,998 | $2,002 | -$4 | -$4 |
| NATURAL GAS SVCS GROUP INC | P | 2018-07-02 | 2018-08-07 | $6,050 | $6,181 | -$131 | -$131 |
| NATURAL HEALTH TRENDS CORP | P | 2018-05-31 | 2018-09-13 | $24 | $22 | $2 | $2 |
| NATURAL HEALTH TRENDS CORP | P | 2018-05-31 | 2018-10-17 | $6,357 | $6,282 | $75 | $75 |
| NAVIGATORS GROUP INC | P | 2018-03-27 | 2018-04-30 | $10,591 | $10,595 | -$4 | -$4 |
| NATUS MED INC DEL | P | 2017-10-06 | 2018-01-18 | $9,284 | $13,280 | -$3,996 | -$3,996 |
| NATUS MED INC DEL | P | 2018-03-27 | 2018-04-30 | $6,932 | $7,037 | -$105 | -$105 |
| NATUS MED INC DEL | P | 2018-05-31 | 2018-07-02 | $7,813 | $8,421 | -$608 | -$608 |
| NAUTILUS GROUP INC | P | 2018-03-27 | 2018-10-05 | $6,800 | $6,759 | $41 | $41 |
| NAVISTAR INTL CORP NEW | P | 2017-10-06 | 2018-03-27 | $4,018 | $5,371 | -$1,353 | -$1,353 |
| NAVISTAR INTL CORP NEW | P | 2018-01-18 | 2018-03-27 | $3,786 | $4,964 | -$1,178 | -$1,178 |
| NAVISTAR INTL CORP NEW | P | 2018-04-30 | 2018-10-17 | $6,210 | $5,948 | $262 | $262 |
| NAVIENT CORP | P | 2018-01-19 | 2018-02-22 | $317 | $323 | -$6 | -$6 |
| NAVIENT CORP | P | 2018-01-19 | 2018-03-27 | $505 | $525 | -$20 | -$20 |
| NAVIENT CORP | P | 2017-12-13 | 2018-07-02 | $415 | $422 | -$7 | -$7 |
| NAVIENT CORP | P | 2018-01-19 | 2018-07-02 | $1,933 | $2,005 | -$72 | -$72 |
| NAVIENT CORP | P | 2017-12-13 | 2018-10-18 | $8,678 | $9,156 | -$478 | -$478 |
| NAVIENT CORP | P | 2018-08-03 | 2018-10-18 | $7,492 | $7,938 | -$446 | -$446 |
| NAVIENT CORP | P | 2018-08-03 | 2018-10-18 | $1,773 | $1,878 | -$105 | -$105 |
| NEENAH PAPER INC | P | 2017-10-06 | 2018-01-18 | $3,862 | $3,623 | $239 | $239 |
| NEENAH PAPER INC | P | 2017-10-06 | 2018-03-27 | $19,448 | $21,306 | -$1,858 | -$1,858 |
| NEENAH PAPER INC | P | 2018-05-31 | 2018-10-17 | $11,055 | $11,640 | -$585 | -$585 |
| NEKTAR THEARPEUTICS | P | 2017-10-06 | 2018-07-02 | $6,305 | $3,180 | $3,125 | $3,125 |
| NEKTAR THEARPEUTICS | P | 2018-07-02 | 2018-09-14 | $118 | $97 | $21 | $21 |
| NEKTAR THEARPEUTICS | P | 2018-07-02 | 2018-10-18 | $16,739 | $16,603 | $136 | $136 |
| NEOGEN CORP | P | 2017-10-06 | 2018-01-16 | $39 | $40 | -$1 | -$1 |
| NEOGEN CORP | P | 2017-10-06 | 2018-03-27 | $922 | $829 | $93 | $93 |
| NESTLE S A ADR REG | P | 2017-06-27 | 2018-02-26 | $19,573 | $20,977 | -$1,404 | -$1,404 |
| NESTLE S A ADR REG | P | 2017-10-10 | 2018-02-26 | $25,934 | $27,350 | -$1,416 | -$1,416 |
| NESTLE S A ADR REG | P | 2017-11-17 | 2018-03-27 | $1,560 | $1,704 | -$144 | -$144 |
| NESTLE S A ADR REG | P | 2017-05-15 | 2018-04-30 | $18,227 | $19,154 | -$927 | -$927 |
| NESTLE S A ADR REG | P | 2018-08-09 | 2018-09-12 | $14,740 | $14,505 | $235 | $235 |
| NETEASE COM INC SPONSORED ADR | P | 2017-11-17 | 2018-01-23 | $4,343 | $4,834 | -$491 | -$491 |
| NETEASE COM INC SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $4,892 | $5,268 | -$376 | -$376 |
| NETEASE COM INC SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $10,632 | $12,141 | -$1,509 | -$1,509 |
| NETEASE COM INC SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $6,328 | $8,257 | -$1,929 | -$1,929 |
| NETGEAR INC | P | 2017-07-27 | 2018-01-18 | $3,330 | $2,480 | $850 | $850 |
| NETGEAR INC | P | 2017-07-27 | 2018-03-27 | $4,287 | $3,694 | $593 | $593 |
| NETSCOUT SYS INC | P | 2017-12-13 | 2018-01-18 | $2,477 | $2,794 | -$317 | -$317 |
| NETSCOUT SYS INC | P | 2017-12-13 | 2018-03-27 | $7,245 | $8,292 | -$1,047 | -$1,047 |
| NETSCOUT SYS INC | P | 2017-12-13 | 2018-05-31 | $8,518 | $9,464 | -$946 | -$946 |
| NETSCOUT SYS INC | P | 2017-12-13 | 2018-08-07 | $1,102 | $1,232 | -$130 | -$130 |
| NETSCOUT SYS INC | P | 2018-04-30 | 2018-08-07 | $8,627 | $8,933 | -$306 | -$306 |
| NETSCOUT SYS INC | P | 2018-09-13 | 2018-10-17 | $13,057 | $13,304 | -$247 | -$247 |
| NETQIN MOBILE INC | P | 2017-10-10 | 2018-02-26 | $3,259 | $4,944 | -$1,685 | -$1,685 |
| NEUBERGER BERMAN LONG SHORT FUND | P | 2017-03-31 | 2018-01-19 | $32,160 | $28,789 | $3,371 | $3,371 |
| NEVRO CORP | P | 2017-04-28 | 2018-01-18 | $776 | $935 | -$159 | -$159 |
| NEVRO CORP | P | 2017-10-06 | 2018-01-18 | $620 | $736 | -$116 | -$116 |
| NEVRO CORP | P | 2017-10-06 | 2018-03-27 | $4,299 | $4,414 | -$115 | -$115 |
| NEVRO CORP | P | 2017-10-06 | 2018-05-31 | $2,511 | $2,943 | -$432 | -$432 |
| NEVRO CORP | P | 2018-08-07 | 2018-10-17 | $3,177 | $3,719 | -$542 | -$542 |
| NEW JERSEY RESOURCES CORP | P | 2017-06-27 | 2018-03-27 | $1,953 | $2,073 | -$120 | -$120 |
| NEW JERSEY RESOURCES CORP | P | 2017-10-06 | 2018-03-27 | $9,884 | $10,823 | -$939 | -$939 |
| NEW JERSEY RESOURCES CORP | P | 2018-01-18 | 2018-03-27 | $1,719 | $1,724 | -$5 | -$5 |
| NEW JERSEY RESOURCES CORP | P | 2018-01-18 | 2018-10-05 | $9,079 | $7,757 | $1,322 | $1,322 |
| NEW JERSEY RESOURCES CORP | P | 2018-02-21 | 2018-10-05 | $3,577 | $3,028 | $549 | $549 |
| NEW ORIENTAL ED & TECHNOLOGY GROUP | P | 2018-08-09 | 2018-09-12 | $6,701 | $8,356 | -$1,655 | -$1,655 |
| NEW RELIC INC | P | 2017-12-13 | 2018-01-18 | $3,656 | $3,618 | $38 | $38 |
| NEW RELIC INC | P | 2017-12-13 | 2018-03-27 | $3,813 | $2,814 | $999 | $999 |
| NEW SR INVESMENT GROUP INC | P | 2018-02-21 | 2018-03-27 | $9,322 | $8,016 | $1,306 | $1,306 |
| NEW SR INVESMENT GROUP INC | P | 2018-02-21 | 2018-09-13 | $9,970 | $10,690 | -$720 | -$720 |
| NEW YORK CMNTY BANCORP INC | P | 2018-01-19 | 2018-03-27 | $20,352 | $21,859 | -$1,507 | -$1,507 |
| NEW YORK CMNTY BANCORP INC | P | 2018-07-02 | 2018-08-03 | $19,763 | $20,243 | -$480 | -$480 |
| NEW YORK CMNTY BANCORP INC | P | 2018-06-12 | 2018-08-22 | $15,742 | $17,045 | -$1,303 | -$1,303 |
| NEW YORK CMNTY BANCORP INC | P | 2018-06-12 | 2018-08-22 | $16,470 | $17,793 | -$1,323 | -$1,323 |
| NEW YORK TIMES CO CLASS A | P | 2018-01-18 | 2018-03-27 | $5,463 | $4,688 | $775 | $775 |
| NEW YORK TIMES CO CLASS A | P | 2018-01-18 | 2018-10-05 | $359 | $302 | $57 | $57 |
| NEWCREST MNG LTD SPONSORED ADR | P | 2018-04-30 | 2018-07-09 | $380 | $373 | $7 | $7 |
| NEWCREST MNG LTD SPONSORED ADR | P | 2018-04-30 | 2018-08-09 | $2,420 | $2,497 | -$77 | -$77 |
| NEWELL RUBBERMAID INC | P | 2017-12-12 | 2018-02-21 | $6,465 | $7,377 | -$912 | -$912 |
| NEWELL RUBBERMAID INC | P | 2017-12-13 | 2018-02-22 | $1,134 | $1,327 | -$193 | -$193 |
| NEWELL RUBBERMAID INC | P | 2017-12-12 | 2018-03-26 | $10,789 | $13,247 | -$2,458 | -$2,458 |
| NEWELL RUBBERMAID INC | P | 2017-12-13 | 2018-03-27 | $23,888 | $29,647 | -$5,759 | -$5,759 |
| NEWELL RUBBERMAID INC | P | 2018-01-19 | 2018-03-27 | $1,681 | $2,041 | -$360 | -$360 |
| NEWELL RUBBERMAID INC | P | 2018-04-27 | 2018-08-03 | $9,982 | $10,432 | -$450 | -$450 |
| NEWELL RUBBERMAID INC | P | 2018-06-12 | 2018-08-22 | $19,825 | $24,125 | -$4,300 | -$4,300 |
| NEWELL RUBBERMAID INC | P | 2018-04-27 | 2018-09-14 | $15,114 | $19,254 | -$4,140 | -$4,140 |
| NEWELL RUBBERMAID INC | P | 2018-07-02 | 2018-09-14 | $2,504 | $2,990 | -$486 | -$486 |
| NEWFIELD EXPL CO | P | 2017-09-29 | 2018-02-21 | $12,510 | $15,691 | -$3,181 | -$3,181 |
| NEWFIELD EXPL CO | P | 2017-10-06 | 2018-02-22 | $10,353 | $13,274 | -$2,921 | -$2,921 |
| NEWFIELD EXPL CO | P | 2018-03-26 | 2018-04-05 | $9,031 | $8,910 | $121 | $121 |
| NEWFIELD EXPL CO | P | 2018-05-30 | 2018-08-03 | $16,696 | $18,000 | -$1,304 | -$1,304 |
| NEWMONT MINING CORP | P | 2018-01-19 | 2018-02-22 | $1,783 | $1,862 | -$79 | -$79 |
| NEWMONT MINING CORP | P | 2018-01-19 | 2018-07-02 | $1,201 | $1,268 | -$67 | -$67 |
| NEWMONT MINING CORP | P | 2017-11-10 | 2018-09-14 | $12,039 | $14,068 | -$2,029 | -$2,029 |
| NEWPARK RES INC COM PAR $.01 NEW | P | 2018-03-27 | 2018-10-17 | $8,054 | $6,947 | $1,107 | $1,107 |
| NEWS CORP | P | 2017-10-06 | 2018-01-19 | $34 | $27 | $7 | $7 |
| NEWS CORP | P | 2017-11-10 | 2018-01-19 | $9,690 | $8,834 | $856 | $856 |
| NEWS CORP | P | 2017-09-29 | 2018-02-21 | $21,047 | $17,304 | $3,743 | $3,743 |
| NEWS CORP | P | 2017-10-06 | 2018-09-14 | $23,441 | $25,033 | -$1,592 | -$1,592 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2018-01-18 | 2018-02-21 | $75 | $80 | -$5 | -$5 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2018-01-18 | 2018-03-27 | $4,180 | $4,962 | -$782 | -$782 |
| NEXSTAR BROADCASTING GROUP INC CL | P | 2017-10-06 | 2018-10-05 | $10,422 | $8,235 | $2,187 | $2,187 |
| NICE SYS LTD SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $3,560 | $2,858 | $702 | $702 |
| NIDEC CORP SPONSORED ADR | P | 2017-12-19 | 2018-07-09 | $9,891 | $9,109 | $782 | $782 |
| NIKE INC CLASS B | P | 2018-04-05 | 2018-05-07 | $7,982 | $8,035 | -$53 | -$53 |
| NINTENDO LTD ADR | P | 2017-11-17 | 2018-07-02 | $925 | $1,146 | -$221 | -$221 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2017-11-17 | 2018-01-23 | $4,223 | $4,559 | -$336 | -$336 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2018-02-26 | 2018-04-30 | $6,517 | $6,470 | $47 | $47 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2017-10-10 | 2018-07-02 | $3,254 | $3,401 | -$147 | -$147 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2018-03-27 | 2018-07-02 | $9,586 | $10,145 | -$559 | -$559 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2017-10-10 | 2018-07-09 | $4,511 | $4,551 | -$40 | -$40 |
| NIPPON TELEG & TEL CORP SPONSORED | P | 2018-08-09 | 2018-09-12 | $22,546 | $24,963 | -$2,417 | -$2,417 |
| NISOURCE INC | P | 2017-09-29 | 2018-01-18 | $29,992 | $31,939 | -$1,947 | -$1,947 |
| NISOURCE INC | P | 2018-03-26 | 2018-06-12 | $12,817 | $12,636 | $181 | $181 |
| NISSAN MOTOR SPONSORED ADR | P | 2018-02-26 | 2018-05-31 | $9,000 | $9,645 | -$645 | -$645 |
| NISSAN MOTOR SPONSORED ADR | P | 2018-03-27 | 2018-05-31 | $9,932 | $10,704 | -$772 | -$772 |
| NISSAN MOTOR SPONSORED ADR | P | 2017-12-19 | 2018-07-09 | $9,251 | $9,959 | -$708 | -$708 |
| NOAH HLDGS LTD | P | 2018-08-09 | 2018-09-12 | $4,118 | $4,775 | -$657 | -$657 |
| NOKIA CORP ADR | P | 2017-02-21 | 2018-01-23 | $4,312 | $4,449 | -$137 | -$137 |
| NOKIA CORP ADR | P | 2018-02-26 | 2018-03-27 | $3,810 | $4,116 | -$306 | -$306 |
| NOKIA CORP ADR | P | 2017-12-19 | 2018-07-09 | $2,626 | $2,104 | $522 | $522 |
| NOBLE ENERGY INC | P | 2018-01-19 | 2018-02-22 | $1,366 | $1,445 | -$79 | -$79 |
| NOBLE ENERGY INC | P | 2017-11-07 | 2018-08-22 | $1,408 | $1,347 | $61 | $61 |
| NOBLE ENERGY INC | P | 2018-04-05 | 2018-08-22 | $8,655 | $8,808 | -$153 | -$153 |
| NOBLE ENERGY INC | P | 2017-11-10 | 2018-09-14 | $645 | $615 | $30 | $30 |
| NOBLE ENERGY INC | P | 2018-01-19 | 2018-09-14 | $1,789 | $1,916 | -$127 | -$127 |
| NOBLE ENERGY INC | P | 2017-11-10 | 2018-10-17 | $29,981 | $26,806 | $3,175 | $3,175 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $3,873 | $3,998 | -$125 | -$125 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2017-11-17 | 2018-05-31 | $20,516 | $22,805 | -$2,289 | -$2,289 |
| NOMURA HLDGS INC SPONSORED ADR | P | 2017-11-17 | 2018-07-02 | $1,151 | $1,380 | -$229 | -$229 |
| NORDEA BK AB | P | 2017-12-19 | 2018-03-27 | $17,010 | $19,064 | -$2,054 | -$2,054 |
| NORDSON CORP | P | 2017-12-13 | 2018-05-30 | $1,790 | $1,784 | $6 | $6 |
| NORDSON CORP | P | 2017-12-13 | 2018-10-18 | $17,725 | $17,835 | -$110 | -$110 |
| NORDSTROM INC | P | 2017-12-13 | 2018-10-18 | $15,485 | $11,959 | $3,526 | $3,526 |
| NORTHFIELD BANCORP INC DEL | P | 2018-07-02 | 2018-08-07 | $9,668 | $9,992 | -$324 | -$324 |
| NORTHFIELD BANCORP INC DEL | P | 2018-07-02 | 2018-08-07 | $2,626 | $2,714 | -$88 | -$88 |
| NORTHFIELD BANCORP INC DEL | P | 2018-03-27 | 2018-10-05 | $11,247 | $11,540 | -$293 | -$293 |
| NORTHFIELD BANCORP INC DEL | P | 2018-04-30 | 2018-10-05 | $7,037 | $7,347 | -$310 | -$310 |
| NORTHFIELD BANCORP INC DEL | P | 2018-09-13 | 2018-10-05 | $5,485 | $5,667 | -$182 | -$182 |
| NORTHROP GRUMMAN CORP | P | 2018-05-07 | 2018-08-22 | $17,832 | $19,092 | -$1,260 | -$1,260 |
| NORTHSTAR RLTY EUROPE CORP | P | 2018-03-27 | 2018-09-13 | $10,800 | $10,735 | $65 | $65 |
| NORTHWEST NAT HLDG CO | P | 2018-03-27 | 2018-10-18 | $22,199 | $17,973 | $4,226 | $4,226 |
| NORTHWEST NAT HLDG CO | P | 2018-08-07 | 2018-10-18 | $1,054 | $954 | $100 | $100 |
| NORTHWESTERN CORP NEW | P | 2018-04-30 | 2018-05-31 | $1,980 | $1,996 | -$16 | -$16 |
| NOVARTIS AG SPONSORED ADR | P | 2017-06-27 | 2018-03-27 | $16,467 | $17,621 | -$1,154 | -$1,154 |
| NOVARTIS AG SPONSORED ADR | P | 2017-10-10 | 2018-03-27 | $36,468 | $38,933 | -$2,465 | -$2,465 |
| NOVARTIS AG SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $133,386 | $151,719 | -$18,333 | -$18,333 |
| NOVARTIS AG SPONSORED ADR | P | 2017-12-19 | 2018-08-09 | $20,804 | $21,237 | -$433 | -$433 |
| NOVANTA INC | P | 2017-07-27 | 2018-01-18 | $3,135 | $2,049 | $1,086 | $1,086 |
| NOVANTA INC | P | 2017-07-27 | 2018-03-27 | $1,392 | $969 | $423 | $423 |
| NOVO-NORDISK A S ADR | P | 2017-11-17 | 2018-04-30 | $46,526 | $50,045 | -$3,519 | -$3,519 |
| NOVO-NORDISK A S ADR | P | 2017-10-10 | 2018-07-02 | $10,447 | $10,945 | -$498 | -$498 |
| NOVO-NORDISK A S ADR | P | 2017-11-17 | 2018-07-02 | $24,531 | $26,751 | -$2,220 | -$2,220 |
| NOVO-NORDISK A S ADR | P | 2018-05-31 | 2018-07-09 | $5,054 | $4,922 | $132 | $132 |
| NOVO-NORDISK A S ADR | P | 2018-05-31 | 2018-09-12 | $1,224 | $1,183 | $41 | $41 |
| NOVOZYMES A/S SPONSORED ADR | P | 2017-12-19 | 2018-02-26 | $3,850 | $4,038 | -$188 | -$188 |
| NOW INC | P | 2017-12-13 | 2018-03-27 | $1,510 | $1,521 | -$11 | -$11 |
| NOW INC | P | 2017-12-13 | 2018-10-17 | $13,133 | $8,561 | $4,572 | $4,572 |
| NUANCE COMMUNICATIONS INC | P | 2017-12-13 | 2018-01-19 | $12,043 | $11,858 | $185 | $185 |
| NUANCE COMMUNICATIONS INC | P | 2018-07-02 | 2018-08-03 | $3,827 | $3,544 | $283 | $283 |
| NUANCE COMMUNICATIONS INC | P | 2018-07-02 | 2018-09-14 | $1,926 | $1,617 | $309 | $309 |
| NUANCE COMMUNICATIONS INC | P | 2018-07-02 | 2018-10-17 | $29,817 | $23,849 | $5,968 | $5,968 |
| NUTANIX INC | P | 2018-01-18 | 2018-03-27 | $5,919 | $4,217 | $1,702 | $1,702 |
| NUTANIX INC | P | 2018-01-18 | 2018-07-02 | $7,684 | $5,453 | $2,231 | $2,231 |
| NUTRI SYS INC NEW | P | 2017-12-13 | 2018-01-18 | $554 | $555 | -$1 | -$1 |
| NUTRI SYS INC NEW | P | 2017-12-13 | 2018-02-21 | $9,947 | $12,154 | -$2,207 | -$2,207 |
| NUTRI SYS INC NEW | P | 2018-03-27 | 2018-10-05 | $7,511 | $5,563 | $1,948 | $1,948 |
| NUVASIVE INC | P | 2017-10-06 | 2018-03-27 | $5,523 | $6,197 | -$674 | -$674 |
| NUVASIVE INC | P | 2017-10-06 | 2018-07-02 | $2,498 | $2,812 | -$314 | -$314 |
| NUVASIVE INC | P | 2018-05-31 | 2018-10-17 | $4,845 | $3,611 | $1,234 | $1,234 |
| NXSTAGE MED INC | P | 2017-02-21 | 2018-02-21 | $1,473 | $1,749 | -$276 | -$276 |
| NXSTAGE MED INC | P | 2017-10-06 | 2018-02-21 | $393 | $443 | -$50 | -$50 |
| NXSTAGE MED INC | P | 2017-10-06 | 2018-03-27 | $4,907 | $5,508 | -$601 | -$601 |
| NXSTAGE MED INC | P | 2018-01-18 | 2018-03-27 | $222 | $225 | -$3 | -$3 |
| NXSTAGE MED INC | P | 2018-01-18 | 2018-10-17 | $5,213 | $4,728 | $485 | $485 |
| OGE ENERGY CORP | P | 2018-01-19 | 2018-10-17 | $34,826 | $29,318 | $5,508 | $5,508 |
| OFG BANCORP | P | 2018-04-30 | 2018-05-31 | $57 | $55 | $2 | $2 |
| OFG BANCORP | P | 2018-04-30 | 2018-10-17 | $6,253 | $5,495 | $758 | $758 |
| OSI SYS INC | P | 2017-11-10 | 2018-01-18 | $22,414 | $29,917 | -$7,503 | -$7,503 |
| OSI SYS INC | P | 2018-03-27 | 2018-10-17 | $10,218 | $9,157 | $1,061 | $1,061 |
| OSI SYS INC | P | 2018-05-31 | 2018-10-17 | $3,116 | $2,972 | $144 | $144 |
| OASIS PETE INC NEW | P | 2017-04-28 | 2018-03-27 | $253 | $357 | -$104 | -$104 |
| OASIS PETE INC NEW | P | 2017-10-06 | 2018-03-27 | $1,544 | $1,544 | $0 | $0 |
| OASIS PETE INC NEW | P | 2018-02-21 | 2018-10-18 | $7,413 | $4,848 | $2,565 | $2,565 |
| OCCIDENTAL PETROLEUM CORP | P | 2017-12-12 | 2018-03-26 | $1,996 | $2,098 | -$102 | -$102 |
| OCCIDENTAL PETROLEUM CORP | P | 2017-12-12 | 2018-04-05 | $22,307 | $23,009 | -$702 | -$702 |
| OCEANEERING INTL INC | P | 2018-07-02 | 2018-10-18 | $17,335 | $17,983 | -$648 | -$648 |
| OCEANEERING INTL INC | P | 2018-01-31 | 2018-11-06 | $1,849 | $1,945 | -$96 | -$96 |
| OCLARO INC | P | 2017-12-13 | 2018-03-27 | $1,527 | $1,182 | $345 | $345 |
| OCLARO INC | P | 2017-12-13 | 2018-10-05 | $10,087 | $9,023 | $1,064 | $1,064 |
| OFFICE DEPOT INC | P | 2017-12-13 | 2018-03-27 | $8,137 | $13,177 | -$5,040 | -$5,040 |
| OFFICE DEPOT INC | P | 2018-02-21 | 2018-03-27 | $5,137 | $7,635 | -$2,498 | -$2,498 |
| OFFICE DEPOT INC | P | 2018-09-13 | 2018-10-05 | $10,970 | $11,903 | -$933 | -$933 |
| OIL STS INTL INC | P | 2017-12-13 | 2018-03-27 | $2,062 | $1,890 | $172 | $172 |
| OIL STS INTL INC | P | 2017-12-13 | 2018-10-18 | $12,825 | $11,439 | $1,386 | $1,386 |
| OLD DOMINION FGHT LINES INC | P | 2018-01-19 | 2018-02-22 | $16,029 | $16,969 | -$940 | -$940 |
| OLD REPUBLIC INTERNATIONAL CORP | P | 2017-09-29 | 2018-01-18 | $22,705 | $22,307 | $398 | $398 |
| OLD REPUBLIC INTERNATIONAL CORP | P | 2018-03-27 | 2018-05-30 | $16,548 | $16,586 | -$38 | -$38 |
| OLIN CORP | P | 2018-01-19 | 2018-02-22 | $1,200 | $1,332 | -$132 | -$132 |
| OLIN CORP | P | 2017-12-13 | 2018-04-27 | $5,200 | $5,891 | -$691 | -$691 |
| OLIN CORP | P | 2018-01-19 | 2018-04-27 | $642 | $777 | -$135 | -$135 |
| OLIN CORP | P | 2018-03-27 | 2018-07-02 | $4,200 | $4,482 | -$282 | -$282 |
| OLIN CORP | P | 2018-08-03 | 2018-09-14 | $15,306 | $15,900 | -$594 | -$594 |
| OLLIES BARGAIN OUTLET HLDGS INC | P | 2017-10-06 | 2018-03-27 | $2,492 | $1,923 | $569 | $569 |
| OLLIES BARGAIN OUTLET HLDGS INC | P | 2017-10-06 | 2018-10-05 | $8,999 | $4,669 | $4,330 | $4,330 |
| OLLIES BARGAIN OUTLET HLDGS INC | P | 2018-10-18 | 2018-10-25 | $12,522 | $12,548 | -$26 | -$26 |
| OLLIES BARGAIN OUTLET HLDGS INC | P | 2018-10-18 | 2018-11-29 | $10,586 | $10,487 | $99 | $99 |
| OLYMPIC STL INC | P | 2018-08-07 | 2018-09-13 | $8,261 | $9,622 | -$1,361 | -$1,361 |
| OMNICOM GROUP INC | P | 2017-12-12 | 2018-03-26 | $646 | $668 | -$22 | -$22 |
| OMNICOM GROUP INC | P | 2017-12-12 | 2018-04-05 | $4,969 | $5,121 | -$152 | -$152 |
| OMNICOM GROUP INC | P | 2017-12-13 | 2018-05-30 | $7,841 | $8,208 | -$367 | -$367 |
| OMNICOM GROUP INC | P | 2017-12-12 | 2018-07-19 | $18,038 | $19,222 | -$1,184 | -$1,184 |
| OMNICOM GROUP INC | P | 2017-12-13 | 2018-08-03 | $24,140 | $26,472 | -$2,332 | -$2,332 |
| OMNICOM GROUP INC | P | 2018-09-14 | 2018-10-17 | $37,597 | $34,190 | $3,407 | $3,407 |
| OMEGA HEALTHCARE INVS INC | P | 2017-12-13 | 2018-02-22 | $13,151 | $14,060 | -$909 | -$909 |
| OMEGA HEALTHCARE INVS INC | P | 2018-01-19 | 2018-02-22 | $3,969 | $3,982 | -$13 | -$13 |
| OMNOVA SOLUTIONS INC | P | 2018-03-27 | 2018-05-31 | $5,575 | $5,804 | -$229 | -$229 |
| OMNOVA SOLUTIONS INC | P | 2018-09-13 | 2018-10-17 | $5,586 | $6,397 | -$811 | -$811 |
| OMNICELL INC | P | 2017-12-13 | 2018-01-18 | $254 | $255 | -$1 | -$1 |
| OMNICELL INC | P | 2017-12-13 | 2018-02-21 | $15,955 | $18,466 | -$2,511 | -$2,511 |
| OMNICELL INC | P | 2018-03-27 | 2018-10-18 | $16,033 | $10,754 | $5,279 | $5,279 |
| OMEROS CORP | P | 2017-12-13 | 2018-02-21 | $4,092 | $7,313 | -$3,221 | -$3,221 |
| OMEROS CORP | P | 2018-03-27 | 2018-10-17 | $4,586 | $3,746 | $840 | $840 |
| OMRON CORP SPONSORED ADR | P | 2017-10-10 | 2018-07-02 | $6,006 | $6,632 | -$626 | -$626 |
| OMRON CORP SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $2,140 | $2,450 | -$310 | -$310 |
| ON ASSIGNMENT INC | P | 2018-01-19 | 2018-03-27 | $3,852 | $3,192 | $660 | $660 |
| ON SEMICONDUCTOR CORP | P | 2017-11-10 | 2018-09-14 | $1,782 | $1,934 | -$152 | -$152 |
| ON SEMICONDUCTOR CORP | P | 2017-11-10 | 2018-10-18 | $16 | $21 | -$5 | -$5 |
| ONE GAS INC | P | 2017-05-23 | 2018-01-18 | $23,430 | $23,654 | -$224 | -$224 |
| ONE GAS INC | P | 2017-07-27 | 2018-01-18 | $1,378 | $1,458 | -$80 | -$80 |
| ONE GAS INC | P | 2018-02-21 | 2018-03-27 | $36,478 | $38,082 | -$1,604 | -$1,604 |
| ONE GAS INC | P | 2018-04-30 | 2018-05-31 | $2,131 | $1,967 | $164 | $164 |
| ONE LIBERTY PROPERTIES INC | P | 2017-10-06 | 2018-02-21 | $693 | $765 | -$72 | -$72 |
| ONE LIBERTY PROPERTIES INC | P | 2018-01-18 | 2018-02-21 | $6,710 | $7,693 | -$983 | -$983 |
| ONE LIBERTY PROPERTIES INC | P | 2017-04-28 | 2018-03-27 | $2,113 | $2,205 | -$92 | -$92 |
| ONE LIBERTY PROPERTIES INC | P | 2017-10-06 | 2018-03-27 | $7,913 | $8,322 | -$409 | -$409 |
| ONEOK INC NEW | P | 2018-02-22 | 2018-04-27 | $1,681 | $1,589 | $92 | $92 |
| OPKO HEALTH INC | P | 2018-03-27 | 2018-04-27 | $5,883 | $6,246 | -$363 | -$363 |
| OPKO HEALTH INC | P | 2018-07-02 | 2018-10-17 | $9,101 | $11,278 | -$2,177 | -$2,177 |
| ORACLE CORPORATION | P | 2017-12-12 | 2018-01-18 | $4,980 | $5,014 | -$34 | -$34 |
| ORACLE CORPORATION | P | 2017-11-07 | 2018-05-07 | $4,551 | $4,967 | -$416 | -$416 |
| ORACLE CORPORATION | P | 2018-02-21 | 2018-05-07 | $9,929 | $10,854 | -$925 | -$925 |
| OPUS BANK | P | 2017-11-10 | 2018-01-18 | $19,499 | $16,927 | $2,572 | $2,572 |
| ORANGE | P | 2018-03-27 | 2018-05-31 | $617 | $614 | $3 | $3 |
| ORANGE | P | 2018-03-27 | 2018-07-02 | $37,523 | $38,840 | -$1,317 | -$1,317 |
| ORANGE | P | 2017-11-17 | 2018-07-09 | $2,165 | $2,067 | $98 | $98 |
| ORANGE | P | 2018-03-27 | 2018-07-09 | $8,993 | $8,789 | $204 | $204 |
| ORASURE TECH INC. | P | 2017-12-13 | 2018-01-18 | $787 | $650 | $137 | $137 |
| ORASURE TECH INC. | P | 2017-12-13 | 2018-03-27 | $2,957 | $3,055 | -$98 | -$98 |
| ORASURE TECH INC. | P | 2017-12-13 | 2018-05-31 | $5,903 | $6,093 | -$190 | -$190 |
| ORBCOMM INC | P | 2018-03-27 | 2018-04-30 | $6,533 | $6,971 | -$438 | -$438 |
| ORCHID IS CAP INC | P | 2018-04-30 | 2018-10-05 | $7,054 | $7,206 | -$152 | -$152 |
| ORCHID IS CAP INC | P | 2018-07-02 | 2018-10-05 | $6,952 | $7,539 | -$587 | -$587 |
| ORIX CORP SPONSORED ADR | P | 2017-11-17 | 2018-08-09 | $10,999 | $11,324 | -$325 | -$325 |
| ORIX CORP SPONSORED ADR | P | 2018-05-31 | 2018-08-09 | $24,667 | $25,494 | -$827 | -$827 |
| ORIX CORP SPONSORED ADR | P | 2017-10-10 | 2018-09-12 | $15,007 | $15,532 | -$525 | -$525 |
| ORITANI FINL CORP | P | 2018-07-02 | 2018-08-07 | $7,612 | $7,833 | -$221 | -$221 |
| ORITANI FINL CORP | P | 2018-07-02 | 2018-09-13 | $1,203 | $1,227 | -$24 | -$24 |
| ORITANI FINL CORP | P | 2018-04-30 | 2018-10-17 | $10,817 | $10,695 | $122 | $122 |
| ORITANI FINL CORP | P | 2018-07-02 | 2018-10-17 | $3,559 | $3,666 | -$107 | -$107 |
| ORMAT TECHNOLOGIES INC | P | 2017-10-06 | 2018-03-27 | $13,516 | $14,141 | -$625 | -$625 |
| ORMAT TECHNOLOGIES INC | P | 2017-10-06 | 2018-04-30 | $1,110 | $1,148 | -$38 | -$38 |
| ORMAT TECHNOLOGIES INC | P | 2017-10-06 | 2018-07-02 | $8,970 | $10,334 | -$1,364 | -$1,364 |
| ORMAT TECHNOLOGIES INC | P | 2018-05-31 | 2018-07-02 | $3,252 | $3,241 | $11 | $11 |
| ORMAT TECHNOLOGIES INC | P | 2018-08-07 | 2018-10-17 | $10,545 | $10,581 | -$36 | -$36 |
| ORMAT TECHNOLOGIES INC | P | 2018-09-13 | 2018-10-17 | $1,984 | $2,103 | -$119 | -$119 |
| OSHKOSH TRUCK CORP CL B | P | 2017-12-13 | 2018-03-27 | $13,334 | $15,257 | -$1,923 | -$1,923 |
| OTSUKA HLDGS CO LTD | P | 2018-03-27 | 2018-07-02 | $5,044 | $5,339 | -$295 | -$295 |
| OTSUKA HLDGS CO LTD | P | 2017-10-10 | 2018-07-09 | $5,294 | $4,875 | $419 | $419 |
| OTSUKA HLDGS CO LTD | P | 2017-11-17 | 2018-07-09 | $7,153 | $7,111 | $42 | $42 |
| OTTER TAIL POWER COMPANY | P | 2017-12-13 | 2018-01-18 | $3,602 | $4,011 | -$409 | -$409 |
| OTTER TAIL POWER COMPANY | P | 2017-12-13 | 2018-02-21 | $4,573 | $5,071 | -$498 | -$498 |
| OTTER TAIL POWER COMPANY | P | 2017-10-06 | 2018-03-27 | $7,331 | $7,602 | -$271 | -$271 |
| OTTER TAIL POWER COMPANY | P | 2017-12-13 | 2018-03-27 | $345 | $369 | -$24 | -$24 |
| OVERSEA-CHINESE BKG CORP LTD | P | 2018-04-30 | 2018-05-31 | $1,270 | $1,468 | -$198 | -$198 |
| OVERSEA-CHINESE BKG CORP LTD | P | 2018-01-23 | 2018-07-02 | $6,893 | $8,378 | -$1,485 | -$1,485 |
| OVERSEA-CHINESE BKG CORP LTD | P | 2018-04-30 | 2018-07-02 | $1,702 | $2,170 | -$468 | -$468 |
| OVERSTOCK COM INC DEL | P | 2017-11-10 | 2018-01-18 | $838 | $595 | $243 | $243 |
| OVERSTOCK COM INC DEL | P | 2017-11-10 | 2018-03-27 | $4,816 | $6,546 | -$1,730 | -$1,730 |
| OVERSTOCK COM INC DEL | P | 2018-04-30 | 2018-05-31 | $4,511 | $5,204 | -$693 | -$693 |
| OWENS & MINOR INC | P | 2017-12-13 | 2018-03-27 | $9,147 | $11,597 | -$2,450 | -$2,450 |
| OWENS & MINOR INC | P | 2018-04-30 | 2018-05-31 | $1,173 | $1,178 | -$5 | -$5 |
| OWENS & MINOR INC | P | 2018-04-30 | 2018-10-17 | $8,827 | $9,232 | -$405 | -$405 |
| OWENS CORNING | P | 2017-11-10 | 2018-01-19 | $3,356 | $2,872 | $484 | $484 |
| OWENS CORNING | P | 2017-10-06 | 2018-02-22 | $5,723 | $5,303 | $420 | $420 |
| OWENS CORNING | P | 2017-11-10 | 2018-02-22 | $2,733 | $2,626 | $107 | $107 |
| OWENS CORNING | P | 2018-03-26 | 2018-04-05 | $1,730 | $1,697 | $33 | $33 |
| OWENS CORNING | P | 2017-10-06 | 2018-04-27 | $15,400 | $18,520 | -$3,120 | -$3,120 |
| OWENS CORNING | P | 2018-03-26 | 2018-05-07 | $28,407 | $35,311 | -$6,904 | -$6,904 |
| OWENS CORNING | P | 2017-10-06 | 2018-05-30 | $2,207 | $2,691 | -$484 | -$484 |
| OWENS CORNING | P | 2018-07-02 | 2018-08-03 | $36,740 | $37,671 | -$931 | -$931 |
| OWENS CORNING | P | 2018-07-02 | 2018-08-03 | $28,269 | $29,007 | -$738 | -$738 |
| OWENS CORNING | P | 2018-09-14 | 2018-10-18 | $22,604 | $27,475 | -$4,871 | -$4,871 |
| OWENS-ILLINOIS INC | P | 2018-08-03 | 2018-09-14 | $16,649 | $16,006 | $643 | $643 |
| PDVWIRELESS INC | P | 2018-08-07 | 2018-09-13 | $6,665 | $6,570 | $95 | $95 |
| PBF ENERGY INC | P | 2017-10-06 | 2018-01-19 | $1,172 | $926 | $246 | $246 |
| PBF ENERGY INC | P | 2017-11-10 | 2018-01-19 | $1,541 | $1,426 | $115 | $115 |
| PDC ENERGY INC | P | 2017-04-28 | 2018-03-27 | $511 | $558 | -$47 | -$47 |
| PDC ENERGY INC | P | 2017-05-23 | 2018-03-27 | $511 | $546 | -$35 | -$35 |
| PDC ENERGY INC | P | 2017-10-06 | 2018-03-27 | $205 | $191 | $14 | $14 |
| PDC ENERGY INC | P | 2017-10-06 | 2018-09-13 | $2,816 | $2,810 | $6 | $6 |
| PG & E CORP | P | 2017-11-07 | 2018-03-26 | $23,912 | $31,736 | -$7,824 | -$7,824 |
| PG & E CORP | P | 2018-02-21 | 2018-03-26 | $9,582 | $9,056 | $526 | $526 |
| PG & E CORP | P | 2018-05-07 | 2018-06-12 | $26,891 | $30,621 | -$3,730 | -$3,730 |
| PHH CORP NEW | P | 2018-07-02 | 2018-09-13 | $2,738 | $2,739 | -$1 | -$1 |
| PHH CORP NEW | P | 2018-07-02 | 2018-10-05 | $12,650 | $12,502 | $148 | $148 |
| PICO HLDGS INC NEW | P | 2018-08-07 | 2018-09-13 | $5,472 | $5,492 | -$20 | -$20 |
| PJSC LUKOIL | P | 2017-11-17 | 2018-07-09 | $13,535 | $10,738 | $2,797 | $2,797 |
| PJSC LUKOIL | P | 2018-08-09 | 2018-09-12 | $20,391 | $20,920 | -$529 | -$529 |
| PLDT INC | P | 2017-05-15 | 2018-01-23 | $445 | $498 | -$53 | -$53 |
| PLDT INC | P | 2017-10-10 | 2018-01-23 | $4,924 | $5,452 | -$528 | -$528 |
| PLDT INC | P | 2018-02-26 | 2018-03-27 | $7,147 | $7,813 | -$666 | -$666 |
| PLDT INC | P | 2018-04-30 | 2018-05-31 | $6,655 | $7,579 | -$924 | -$924 |
| PLDT INC | P | 2018-07-02 | 2018-09-12 | $10,923 | $9,914 | $1,009 | $1,009 |
| POSCO SPONSORED ADR | P | 2017-11-17 | 2018-09-12 | $4,721 | $5,213 | -$492 | -$492 |
| POSCO SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $5,756 | $6,316 | -$560 | -$560 |
| PNM RES INC | P | 2017-12-13 | 2018-01-18 | $10,227 | $12,492 | -$2,265 | -$2,265 |
| PNM RES INC | P | 2018-02-21 | 2018-03-27 | $3,607 | $3,488 | $119 | $119 |
| PNM RES INC | P | 2018-02-21 | 2018-10-18 | $4,503 | $4,142 | $361 | $361 |
| P P G INDS INC | P | 2018-04-05 | 2018-05-07 | $26,023 | $27,309 | -$1,286 | -$1,286 |
| P P G INDS INC | P | 2017-06-23 | 2018-06-12 | $1,028 | $1,106 | -$78 | -$78 |
| PPL CORP | P | 2018-01-18 | 2018-02-21 | $40,767 | $42,463 | -$1,696 | -$1,696 |
| PPL CORP | P | 2018-01-19 | 2018-04-27 | $22,457 | $24,569 | -$2,112 | -$2,112 |
| PPL CORP | P | 2018-03-27 | 2018-08-03 | $4,394 | $4,272 | $122 | $122 |
| PRA HEALTH SCIENCES INC | P | 2017-10-06 | 2018-03-27 | $3,281 | $3,038 | $243 | $243 |
| PRA HEALTH SCIENCES INC | P | 2017-10-06 | 2018-09-13 | $1,670 | $1,199 | $471 | $471 |
| PRA GROUP INC | P | 2017-12-13 | 2018-03-27 | $4,230 | $3,954 | $276 | $276 |
| PRA GROUP INC | P | 2017-12-13 | 2018-10-17 | $161 | $177 | -$16 | -$16 |
| PPDAI GROUP INC | P | 2018-03-27 | 2018-04-30 | $3,676 | $4,091 | -$415 | -$415 |
| PS BUSINESS PKS INC CALIF | P | 2018-04-30 | 2018-10-05 | $18,172 | $17,139 | $1,033 | $1,033 |
| PVH CORP | P | 2018-01-19 | 2018-09-14 | $5,445 | $5,729 | -$284 | -$284 |
| PTC THERAPEUTICS INC | P | 2018-01-18 | 2018-03-27 | $3,409 | $2,223 | $1,186 | $1,186 |
| PTC THERAPEUTICS INC | P | 2018-01-18 | 2018-10-17 | $11,328 | $6,114 | $5,214 | $5,214 |
| PT BANK RAKYAT | P | 2018-02-26 | 2018-03-27 | $4,947 | $5,305 | -$358 | -$358 |
| PT BK MANDIRI PERSERO TBK | P | 2017-12-19 | 2018-04-30 | $4,683 | $5,194 | -$511 | -$511 |
| PT BK MANDIRI PERSERO TBK | P | 2018-03-27 | 2018-04-30 | $3,385 | $3,971 | -$586 | -$586 |
| PT BK MANDIRI PERSERO TBK | P | 2017-07-25 | 2018-07-02 | $915 | $1,033 | -$118 | -$118 |
| PT ASTRA INTL TBK | P | 2018-02-26 | 2018-03-27 | $5,673 | $6,503 | -$830 | -$830 |
| PT ASTRA INTL TBK | P | 2018-04-30 | 2018-07-02 | $2,328 | $2,884 | -$556 | -$556 |
| PTC INC | P | 2017-11-10 | 2018-10-17 | $9,347 | $6,195 | $3,152 | $3,152 |
| PACCAR INC | P | 2018-01-19 | 2018-02-22 | $1,270 | $1,391 | -$121 | -$121 |
| PACCAR INC | P | 2017-12-13 | 2018-04-27 | $7,803 | $8,479 | -$676 | -$676 |
| PACCAR INC | P | 2018-01-19 | 2018-04-27 | $1,290 | $1,545 | -$255 | -$255 |
| PACCAR INC | P | 2017-12-13 | 2018-05-30 | $11,206 | $12,194 | -$988 | -$988 |
| PACCAR INC | P | 2017-12-13 | 2018-07-02 | $908 | $1,051 | -$143 | -$143 |
| PACIRA PHARMACEUTICALS INC | P | 2017-02-21 | 2018-02-21 | $1,228 | $1,754 | -$526 | -$526 |
| PACIRA PHARMACEUTICALS INC | P | 2017-06-27 | 2018-02-21 | $921 | $1,424 | -$503 | -$503 |
| PACIRA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-02-21 | $5,126 | $6,091 | -$965 | -$965 |
| PACIRA PHARMACEUTICALS INC | P | 2017-12-13 | 2018-02-21 | $2,364 | $3,498 | -$1,134 | -$1,134 |
| PACIRA PHARMACEUTICALS INC | P | 2018-03-27 | 2018-10-17 | $12,577 | $8,364 | $4,213 | $4,213 |
| PACKAGING CORP AMER | P | 2018-01-19 | 2018-02-22 | $1,071 | $1,146 | -$75 | -$75 |
| PACKAGING CORP AMER | P | 2018-01-19 | 2018-04-27 | $1,516 | $1,655 | -$139 | -$139 |
| PACKAGING CORP AMER | P | 2017-12-13 | 2018-05-30 | $2,616 | $2,589 | $27 | $27 |
| PACKAGING CORP AMER | P | 2017-12-13 | 2018-07-02 | $4,915 | $5,179 | -$264 | -$264 |
| PACKAGING CORP AMER | P | 2018-03-27 | 2018-08-03 | $7,019 | $7,179 | -$160 | -$160 |
| PACKAGING CORP AMER | P | 2018-09-14 | 2018-10-18 | $9,656 | $9,656 | $0 | $0 |
| PACWEST BANCORP DEL | P | 2018-01-19 | 2018-03-27 | $19,631 | $21,529 | -$1,898 | -$1,898 |
| PADDY PWR BETFAIR PLC | P | 2018-02-26 | 2018-03-27 | $7,090 | $8,268 | -$1,178 | -$1,178 |
| PADDY PWR BETFAIR PLC | P | 2018-05-31 | 2018-08-09 | $4,355 | $5,561 | -$1,206 | -$1,206 |
| PADDY PWR BETFAIR PLC | P | 2018-07-02 | 2018-08-09 | $7,985 | $8,936 | -$951 | -$951 |
| PAMPA ENERGIA S A | P | 2018-08-09 | 2018-09-12 | $8,516 | $10,696 | -$2,180 | -$2,180 |
| PANASONIC CORP | P | 2018-03-27 | 2018-04-30 | $11,850 | $12,319 | -$469 | -$469 |
| PANASONIC CORP | P | 2017-10-10 | 2018-05-31 | $3,744 | $4,061 | -$317 | -$317 |
| PANDORA A/S | P | 2017-12-19 | 2018-05-31 | $3,372 | $4,421 | -$1,049 | -$1,049 |
| PANDORA A/S | P | 2018-01-23 | 2018-05-31 | $3,862 | $4,971 | -$1,109 | -$1,109 |
| PANDORA A/S | P | 2018-07-02 | 2018-08-09 | $4,417 | $5,492 | -$1,075 | -$1,075 |
| PANDORA A/S | P | 2018-07-09 | 2018-08-09 | $3,004 | $3,592 | -$588 | -$588 |
| PANDORA MEDIA INC | P | 2018-07-02 | 2018-08-07 | $1,729 | $1,707 | $22 | $22 |
| PANDORA MEDIA INC | P | 2018-07-02 | 2018-10-05 | $11,546 | $10,399 | $1,147 | $1,147 |
| PANHANDLE ROYALTY CO | P | 2018-03-27 | 2018-10-17 | $3,525 | $3,677 | -$152 | -$152 |
| PANHANDLE ROYALTY CO | P | 2018-07-02 | 2018-10-17 | $3,286 | $3,434 | -$148 | -$148 |
| PANHANDLE ROYALTY CO | P | 2018-08-07 | 2018-10-17 | $1,983 | $2,017 | -$34 | -$34 |
| PANHANDLE ROYALTY CO | P | 2018-09-13 | 2018-10-17 | $2,203 | $2,326 | -$123 | -$123 |
| PAPA JOHNS INTL INC | P | 2018-01-18 | 2018-03-27 | $6,969 | $7,620 | -$651 | -$651 |
| PAPA JOHNS INTL INC | P | 2018-01-18 | 2018-07-02 | $6,491 | $8,120 | -$1,629 | -$1,629 |
| PAPA JOHNS INTL INC | P | 2018-05-31 | 2018-07-02 | $2,597 | $2,693 | -$96 | -$96 |
| PAPA JOHNS INTL INC | P | 2018-09-13 | 2018-10-05 | $9,332 | $8,802 | $530 | $530 |
| PARAMOUNT GROUP INC | P | 2017-07-10 | 2018-01-19 | $8,358 | $8,610 | -$252 | -$252 |
| PARAMOUNT GROUP INC | P | 2017-11-10 | 2018-01-19 | $21,369 | $23,276 | -$1,907 | -$1,907 |
| PARAMOUNT GROUP INC | P | 2018-02-22 | 2018-03-27 | $3,953 | $3,936 | $17 | $17 |
| PARAMOUNT GROUP INC | P | 2018-02-22 | 2018-10-18 | $24,040 | $23,668 | $372 | $372 |
| PARATEK PHARMACEUTICALS INC | P | 2018-03-27 | 2018-04-30 | $3,402 | $4,267 | -$865 | -$865 |
| PARATEK PHARMACEUTICALS INC | P | 2018-08-07 | 2018-09-13 | $6,913 | $7,892 | -$979 | -$979 |
| PARK NATL CORP | P | 2018-08-07 | 2018-09-13 | $953 | $999 | -$46 | -$46 |
| PARK NATL CORP | P | 2018-03-27 | 2018-10-18 | $18,376 | $19,412 | -$1,036 | -$1,036 |
| PARKER-HANNIFIN CP | P | 2017-11-10 | 2018-03-27 | $1,734 | $1,821 | -$87 | -$87 |
| PARKER-HANNIFIN CP | P | 2017-10-06 | 2018-04-27 | $13,614 | $14,699 | -$1,085 | -$1,085 |
| PARKER-HANNIFIN CP | P | 2017-10-06 | 2018-07-02 | $9,800 | $11,157 | -$1,357 | -$1,357 |
| PARKER-HANNIFIN CP | P | 2018-05-30 | 2018-07-02 | $18,823 | $21,264 | -$2,441 | -$2,441 |
| PARK24 CO LTD | P | 2017-12-19 | 2018-01-23 | $4,970 | $5,177 | -$207 | -$207 |
| PARK24 CO LTD | P | 2017-10-10 | 2018-02-26 | $5,405 | $5,446 | -$41 | -$41 |
| PARSLEY ENERGY INC | P | 2017-10-06 | 2018-02-22 | $11,770 | $12,483 | -$713 | -$713 |
| PARSLEY ENERGY INC | P | 2017-11-10 | 2018-02-22 | $1,252 | $1,352 | -$100 | -$100 |
| PARSLEY ENERGY INC | P | 2018-03-26 | 2018-04-05 | $8,810 | $8,810 | $0 | $0 |
| PARSLEY ENERGY INC | P | 2018-03-26 | 2018-06-12 | $9,754 | $9,647 | $107 | $107 |
| PARSLEY ENERGY INC | P | 2018-03-17 | 2018-09-14 | $2,637 | $2,586 | $51 | $51 |
| PARSLEY ENERGY INC | P | 2018-03-17 | 2018-10-18 | $6,285 | $6,256 | $29 | $29 |
| PARSLEY ENERGY INC | P | 2018-03-27 | 2018-10-18 | $8,939 | $8,763 | $176 | $176 |
| PARTY CITY HOLDCO INC | P | 2018-10-18 | 2018-11-08 | $4,095 | $5,289 | -$1,194 | -$1,194 |
| PARTY CITY HOLDCO INC | P | 2018-10-18 | 2018-11-08 | $1,042 | $1,042 | $0 | $0 |
| PARTY CITY HOLDCO INC | P | 2018-10-05 | 2018-11-09 | $1,195 | $1,546 | -$351 | -$351 |
| PARTY CITY HOLDCO INC | P | 2018-10-18 | 2018-11-09 | $5,198 | $6,013 | -$815 | -$815 |
| PARTY CITY HOLDCO INC | P | 2018-10-18 | 2018-11-09 | $6,099 | $6,864 | -$765 | -$765 |
| PATRICK INDS INC | P | 2017-10-06 | 2018-01-18 | $3,657 | $3,099 | $558 | $558 |
| PATRICK INDS INC | P | 2017-10-06 | 2018-03-27 | $4,904 | $4,395 | $509 | $509 |
| PATTERN ENERGY GROUP INC | P | 2017-11-10 | 2018-01-18 | $16,516 | $16,202 | $314 | $314 |
| PATTERN ENERGY GROUP INC | P | 2018-02-21 | 2018-03-27 | $8,489 | $8,915 | -$426 | -$426 |
| PATTERN ENERGY GROUP INC | P | 2018-02-21 | 2018-04-30 | $5,419 | $5,626 | -$207 | -$207 |
| PATTERN ENERGY GROUP INC | P | 2018-02-21 | 2018-05-31 | $4,302 | $4,303 | -$1 | -$1 |
| PATTERSON COS INC | P | 2017-11-10 | 2018-01-19 | $12,257 | $11,267 | $990 | $990 |
| PATTERSON COS INC | P | 2018-08-07 | 2018-10-17 | $12,421 | $11,304 | $1,117 | $1,117 |
| PATTERSON-UTI ENERGY INC | P | 2017-10-06 | 2018-01-19 | $1,657 | $1,413 | $244 | $244 |
| PATTERSON-UTI ENERGY INC | P | 2017-09-29 | 2018-02-21 | $14,885 | $16,913 | -$2,028 | -$2,028 |
| PATTERSON-UTI ENERGY INC | P | 2017-10-06 | 2018-02-22 | $12,234 | $13,447 | -$1,213 | -$1,213 |
| PATTERSON-UTI ENERGY INC | P | 2017-11-10 | 2018-02-22 | $1,229 | $1,341 | -$112 | -$112 |
| PAYCHEX INC | P | 2017-10-06 | 2018-04-27 | $9,263 | $9,517 | -$254 | -$254 |
| PAYCHEX INC | P | 2017-11-10 | 2018-04-27 | $1,791 | $1,871 | -$80 | -$80 |
| PAYCOM SOFTWARE INC | P | 2018-01-18 | 2018-03-27 | $1,031 | $794 | $237 | $237 |
| PAYCOM SOFTWARE INC | P | 2018-01-18 | 2018-07-02 | $4,799 | $4,237 | $562 | $562 |
| PAYCOM SOFTWARE INC | P | 2018-08-03 | 2018-10-18 | $16,180 | $16,093 | $87 | $87 |
| PAYPAL HOLDINGS INC | P | 2018-04-05 | 2018-05-07 | $6,391 | $6,656 | -$265 | -$265 |
| PEABODY ENERGY CORP | P | 2017-10-06 | 2018-01-18 | $1,117 | $827 | $290 | $290 |
| PEABODY ENERGY CORP | P | 2017-10-06 | 2018-03-27 | $6,943 | $5,348 | $1,595 | $1,595 |
| PEAPACK GLADSTONE FINANCIAL | P | 2018-08-07 | 2018-09-13 | $12,683 | $13,089 | -$406 | -$406 |
| PEARSON PLC | P | 2018-02-26 | 2018-07-09 | $8,297 | $7,011 | $1,286 | $1,286 |
| PEBBLEBROOK HOTEL TR | P | 2017-12-13 | 2018-02-21 | $2,054 | $2,229 | -$175 | -$175 |
| PEBBLEBROOK HOTEL TR | P | 2017-07-27 | 2018-03-27 | $336 | $322 | $14 | $14 |
| PEBBLEBROOK HOTEL TR | P | 2017-10-06 | 2018-03-27 | $9,010 | $9,652 | -$642 | -$642 |
| PEBBLEBROOK HOTEL TR | P | 2017-12-13 | 2018-03-27 | $7,194 | $8,084 | -$890 | -$890 |
| PEBBLEBROOK HOTEL TR | P | 2018-04-30 | 2018-10-05 | $11,485 | $12,053 | -$568 | -$568 |
| PEGASYSTEMS INC | P | 2018-03-27 | 2018-07-02 | $9,705 | $10,941 | -$1,236 | -$1,236 |
| PENN NATL GAMING INC | P | 2017-10-06 | 2018-01-18 | $2,087 | $1,558 | $529 | $529 |
| PENN NATL GAMING INC | P | 2017-10-06 | 2018-03-27 | $3,549 | $3,189 | $360 | $360 |
| PENNEY J C CO INC | P | 2018-01-18 | 2018-03-27 | $3,618 | $4,707 | -$1,089 | -$1,089 |
| PENNEY J C CO INC | P | 2018-01-18 | 2018-04-30 | $2,405 | $3,103 | -$698 | -$698 |
| PENNEY J C CO INC | P | 2018-01-18 | 2018-05-31 | $1,436 | $2,342 | -$906 | -$906 |
| PENNSYLVANIA REAL ESTATE INVT TR | P | 2018-01-18 | 2018-02-21 | $9,732 | $10,996 | -$1,264 | -$1,264 |
| PENNSYLVANIA REAL ESTATE INVT TR | P | 2018-03-27 | 2018-10-05 | $6,573 | $6,673 | -$100 | -$100 |
| PENUMBRA INC | P | 2017-10-06 | 2018-03-27 | $1,428 | $1,128 | $300 | $300 |
| PENUMBRA INC | P | 2017-10-06 | 2018-09-13 | $6,788 | $4,135 | $2,653 | $2,653 |
| PEOPLES UTAH BANCORP | P | 2017-06-27 | 2018-03-27 | $726 | $610 | $116 | $116 |
| PEPSICO INC | P | 2017-11-07 | 2018-05-07 | $4,522 | $5,063 | -$541 | -$541 |
| PEPSICO INC | P | 2018-01-18 | 2018-05-07 | $4,129 | $4,994 | -$865 | -$865 |
| PEPSICO INC | P | 2018-02-21 | 2018-05-07 | $22,117 | $24,641 | -$2,524 | -$2,524 |
| PEPSICO INC | P | 2018-04-05 | 2018-05-07 | $20,839 | $23,514 | -$2,675 | -$2,675 |
| PERFORMANCE FOOD GROUP CO | P | 2017-10-06 | 2018-03-27 | $4,514 | $4,275 | $239 | $239 |
| PERFORMANCE FOOD GROUP CO | P | 2017-10-06 | 2018-10-05 | $6,031 | $5,729 | $302 | $302 |
| PERFORMANCE FOOD GROUP CO | P | 2018-10-18 | 2018-12-04 | $1,526 | $1,344 | $182 | $182 |
| PERFORMANCE FOOD GROUP CO | P | 2018-10-24 | 2018-12-04 | $2,340 | $2,088 | $252 | $252 |
| PERFORMANCE FOOD GROUP CO | P | 2018-11-28 | 2018-12-04 | $68 | $70 | -$2 | -$2 |
| PERFORMANCE FOOD GROUP CO | P | 2018-11-28 | 2018-12-04 | $1,797 | $1,797 | $0 | $0 |
| PERKINELMER INC | P | 2017-12-13 | 2018-10-18 | $23,013 | $18,696 | $4,317 | $4,317 |
| PERNOD RICARD S A | P | 2017-11-17 | 2018-07-09 | $3,911 | $3,644 | $267 | $267 |
| PERNOD RICARD S A | P | 2017-11-17 | 2018-09-12 | $1,499 | $1,446 | $53 | $53 |
| PERSPECTA INC | P | 2017-10-06 | 2018-07-25 | $12 | $11 | $1 | $1 |
| PERSPECTA INC | P | 2017-10-06 | 2018-08-03 | $3,201 | $3,263 | -$62 | -$62 |
| PERSPECTA INC | P | 2018-07-02 | 2018-10-18 | $18,545 | $15,660 | $2,885 | $2,885 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2017-12-19 | 2018-02-26 | $3,938 | $4,078 | -$140 | -$140 |
| PERUSAHAAN PERSEROAN PERSERO P T | P | 2018-07-02 | 2018-08-09 | $13,762 | $14,482 | -$720 | -$720 |
| PETMED EXPRESS INC | P | 2018-01-18 | 2018-03-27 | $7,334 | $8,820 | -$1,486 | -$1,486 |
| PETMED EXPRESS INC | P | 2018-05-31 | 2018-09-13 | $5,935 | $5,847 | $88 | $88 |
| PETROCHINA CO LTD SPONSORED ADR | P | 2017-12-19 | 2018-07-09 | $17,456 | $16,360 | $1,096 | $1,096 |
| PETROCHINA CO LTD SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $5,422 | $5,595 | -$173 | -$173 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-10-10 | 2018-07-02 | $5,719 | $6,602 | -$883 | -$883 |
| PETROLEO BRASILEIRO SA PETROBRAS ADR | P | 2017-11-17 | 2018-07-02 | $5,956 | $6,664 | -$708 | -$708 |
| PETROLEO BRASILEIRO SA PETROBRAS | P | 2017-11-17 | 2018-09-12 | $3,480 | $3,273 | $207 | $207 |
| PETROLEO BRASILEIRO SA PETROBRAS | P | 2018-07-02 | 2018-09-12 | $16,301 | $15,167 | $1,134 | $1,134 |
| PFIZER INC | P | 2018-01-18 | 2018-03-26 | $4,664 | $4,939 | -$275 | -$275 |
| PFIZER INC | P | 2018-02-21 | 2018-03-26 | $104 | $109 | -$5 | -$5 |
| PFIZER INC | P | 2018-02-21 | 2018-06-12 | $4,927 | $4,962 | -$35 | -$35 |
| PHILIP MORRIS INTL INC | P | 2017-11-07 | 2018-05-07 | $3,979 | $5,050 | -$1,071 | -$1,071 |
| PHILIP MORRIS INTL INC | P | 2018-01-18 | 2018-05-07 | $3,817 | $4,937 | -$1,120 | -$1,120 |
| PHILIP MORRIS INTL INC | P | 2018-02-21 | 2018-05-07 | $10,476 | $13,508 | -$3,032 | -$3,032 |
| PHILIP MORRIS INTL INC | P | 2018-03-26 | 2018-05-07 | $4,223 | $5,014 | -$791 | -$791 |
| PHILIP MORRIS INTL INC | P | 2018-04-05 | 2018-05-07 | $7,390 | $9,278 | -$1,888 | -$1,888 |
| PHOTRONICS INC | P | 2018-03-27 | 2018-04-30 | $6,041 | $6,630 | -$589 | -$589 |
| PHYSICIANS RLTY TR | P | 2017-07-27 | 2018-01-18 | $487 | $547 | -$60 | -$60 |
| PHYSICIANS RLTY TR | P | 2017-10-06 | 2018-01-18 | $9,493 | $10,262 | -$769 | -$769 |
| PHYSICIANS RLTY TR | P | 2017-12-13 | 2018-01-18 | $9,217 | $10,378 | -$1,161 | -$1,161 |
| PHYSICIANS RLTY TR | P | 2018-03-27 | 2018-04-30 | $4,784 | $4,765 | $19 | $19 |
| PHYSICIANS RLTY TR | P | 2018-03-27 | 2018-10-05 | $17,354 | $15,557 | $1,797 | $1,797 |
| PIEDMONT OFFICE RLTY TR INC | P | 2017-11-10 | 2018-02-22 | $20,860 | $23,355 | -$2,495 | -$2,495 |
| PIEDMONT OFFICE RLTY TR INC | P | 2018-01-19 | 2018-02-22 | $8,705 | $9,419 | -$714 | -$714 |
| PIER 1 IMPORTS INC | P | 2018-03-27 | 2018-04-30 | $3,731 | $4,989 | -$1,258 | -$1,258 |
| PING AN INSURANCE | P | 2017-10-10 | 2018-07-09 | $12,293 | $11,070 | $1,223 | $1,223 |
| PINNACLE FINL PARTNERS INC | P | 2018-09-14 | 2018-10-18 | $23,165 | $23,165 | $0 | $0 |
| PINNACLE WEST CAPITAL CORP | P | 2017-07-28 | 2018-01-18 | $38,918 | $42,273 | -$3,355 | -$3,355 |
| PINNACLE WEST CAPITAL CORP | P | 2017-11-10 | 2018-01-19 | $3,726 | $4,154 | -$428 | -$428 |
| PINNACLE WEST CAPITAL CORP | P | 2018-02-21 | 2018-06-12 | $47,602 | $49,585 | -$1,983 | -$1,983 |
| PINNACLE WEST CAPITAL CORP | P | 2018-02-22 | 2018-10-17 | $18,868 | $17,421 | $1,447 | $1,447 |
| PINNACLE FOODS INC DEL | P | 2018-02-22 | 2018-03-27 | $5,771 | $5,907 | -$136 | -$136 |
| PINNACLE FOODS INC DEL | P | 2017-11-10 | 2018-10-18 | $14,939 | $12,199 | $2,740 | $2,740 |
| PIONEER NAT RES CO | P | 2018-02-21 | 2018-08-22 | $11,710 | $11,706 | $4 | $4 |
| PIONEER NAT RES CO | P | 2018-04-05 | 2018-08-22 | $3,726 | $3,642 | $84 | $84 |
| PIPER JAFFRAY COS | P | 2017-11-10 | 2018-01-18 | $11,004 | $8,635 | $2,369 | $2,369 |
| PIPER JAFFRAY COS | P | 2017-11-10 | 2018-03-27 | $4,429 | $3,846 | $583 | $583 |
| PIPER JAFFRAY COS | P | 2017-11-10 | 2018-05-31 | $984 | $943 | $41 | $41 |
| PIPER JAFFRAY COS | P | 2017-11-10 | 2018-09-13 | $10,237 | $9,868 | $369 | $369 |
| PITNEY BOWES INC | P | 2018-07-02 | 2018-08-07 | $10,983 | $11,415 | -$432 | -$432 |
| PITNEY BOWES INC | P | 2018-09-13 | 2018-10-17 | $9,922 | $9,981 | -$59 | -$59 |
| PLANET FITNESS INC | P | 2017-10-06 | 2018-01-18 | $459 | $368 | $91 | $91 |
| PLANET FITNESS INC | P | 2017-10-06 | 2018-03-27 | $5,037 | $3,473 | $1,564 | $1,564 |
| PLANET FITNESS INC | P | 2017-10-06 | 2018-10-05 | $5,934 | $3,237 | $2,697 | $2,697 |
| PLANTRONICS INC | P | 2018-01-18 | 2018-03-27 | $10,427 | $10,470 | -$43 | -$43 |
| PLANTRONICS INC | P | 2018-01-18 | 2018-10-17 | $13,834 | $13,606 | $228 | $228 |
| PLEXUS CORP | P | 2017-10-06 | 2018-01-18 | $3,296 | $3,120 | $176 | $176 |
| PLEXUS CORP | P | 2017-10-06 | 2018-03-27 | $10,845 | $10,714 | $131 | $131 |
| PLEXUS CORP | P | 2017-10-06 | 2018-04-30 | $4,496 | $4,709 | -$213 | -$213 |
| PLEXUS CORP | P | 2017-10-06 | 2018-07-02 | $9,767 | $9,654 | $113 | $113 |
| POLARIS INDUSTRIES INC | P | 2017-10-06 | 2018-01-19 | $3,491 | $2,708 | $783 | $783 |
| POLARIS INDUSTRIES INC | P | 2017-11-10 | 2018-01-19 | $3,491 | $3,118 | $373 | $373 |
| POLARIS INDUSTRIES INC | P | 2017-10-06 | 2018-02-22 | $3,024 | $2,708 | $316 | $316 |
| POLARIS INDUSTRIES INC | P | 2017-10-06 | 2018-04-27 | $313 | $312 | $1 | $1 |
| POLYONE CORP | P | 2017-10-06 | 2018-03-27 | $2,916 | $2,820 | $96 | $96 |
| POLYONE CORP | P | 2017-10-06 | 2018-09-13 | $512 | $490 | $22 | $22 |
| POOL CORP | P | 2018-02-22 | 2018-05-30 | $1,298 | $1,278 | $20 | $20 |
| POPULAR INC | P | 2017-11-10 | 2018-10-05 | $19,571 | $12,873 | $6,698 | $6,698 |
| PORSCHE AUTOMOBIL HLDG SE | P | 2017-12-19 | 2018-03-27 | $4,763 | $4,988 | -$225 | -$225 |
| PORTLAND GENERAL ELECTRIC CO | P | 2018-01-18 | 2018-03-27 | $20,652 | $21,987 | -$1,335 | -$1,335 |
| PORTLAND GENERAL ELECTRIC CO | P | 2018-01-18 | 2018-04-30 | $7,354 | $7,343 | $11 | $11 |
| PORTLAND GENERAL ELECTRIC CO | P | 2018-01-18 | 2018-05-31 | $3,424 | $3,396 | $28 | $28 |
| PORTOLA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-01-18 | $539 | $614 | -$75 | -$75 |
| PORTOLA PHARMACEUTICALS INC | P | 2017-10-06 | 2018-03-27 | $4,704 | $8,201 | -$3,497 | -$3,497 |
| PORTOLA PHARMACEUTICALS INC | P | 2018-04-30 | 2018-05-31 | $2,920 | $2,600 | $320 | $320 |
| PORTOLA PHARMACEUTICALS INC | P | 2018-04-30 | 2018-09-13 | $2,841 | $3,490 | -$649 | -$649 |
| PORTOLA PHARMACEUTICALS INC | P | 2018-08-07 | 2018-09-13 | $1,681 | $2,171 | -$490 | -$490 |
| PORTOLA PHARMACEUTICALS INC | P | 2018-04-30 | 2018-10-17 | $1,238 | $1,852 | -$614 | -$614 |
| POST HLDGS INC | P | 2018-02-22 | 2018-03-27 | $16,608 | $16,608 | $0 | $0 |
| POST HLDGS INC | P | 2018-05-30 | 2018-10-18 | $19,880 | $16,541 | $3,339 | $3,339 |
| POTLATCHDELTIC CORP | P | 2017-10-06 | 2018-01-18 | $2,561 | $2,490 | $71 | $71 |
| POTLATCHDELTIC CORP | P | 2017-10-06 | 2018-02-21 | $1,674 | $1,626 | $48 | $48 |
| POTLATCHDELTIC CORP | P | 2017-04-28 | 2018-03-27 | $6,985 | $6,119 | $866 | $866 |
| POTLATCHDELTIC CORP | P | 2017-06-27 | 2018-03-27 | $525 | $467 | $58 | $58 |
| POTLATCHDELTIC CORP | P | 2017-10-06 | 2018-03-27 | $3,466 | $3,354 | $112 | $112 |
| POTLATCHDELTIC CORP | P | 2018-11-15 | 2018-11-28 | $17 | $17 | $0 | $0 |
| POWER INTEGRATIONS INC | P | 2017-06-27 | 2018-01-18 | $393 | $374 | $19 | $19 |
| POWER INTEGRATIONS INC | P | 2017-06-27 | 2018-03-27 | $9,059 | $9,656 | -$597 | -$597 |
| POWER INTEGRATIONS INC | P | 2017-10-06 | 2018-07-02 | $6,694 | $6,559 | $135 | $135 |
| PRADA S P A | P | 2018-03-27 | 2018-07-09 | $1,601 | $1,682 | -$81 | -$81 |
| PRADA S P A | P | 2018-03-27 | 2018-09-12 | $661 | $785 | -$124 | -$124 |
| PRAXAIR INC | P | 2018-04-05 | 2018-10-31 | $3,269 | $2,953 | $316 | $316 |
| PRAXAIR INC | P | 2018-04-05 | 2018-10-31 | $13,567 | $12,255 | $1,312 | $1,312 |
| PREFERRED BK LOS ANGELES CALIF | P | 2017-11-10 | 2018-01-18 | $7,685 | $6,869 | $816 | $816 |
| PREFERRED BK LOS ANGELES CALIF | P | 2017-11-10 | 2018-03-27 | $3,994 | $3,609 | $385 | $385 |
| PREFERRED BK LOS ANGELES CALIF | P | 2017-11-10 | 2018-10-17 | $13,544 | $13,272 | $272 | $272 |
| PREFERRED APT CMNTYS INC | P | 2018-08-07 | 2018-10-05 | $9,141 | $9,076 | $65 | $65 |
| PRESTIGE BRANDS HLDGS INC | P | 2017-05-23 | 2018-02-21 | $693 | $999 | -$306 | -$306 |
| PRESTIGE BRANDS HLDGS INC | P | 2017-10-06 | 2018-02-21 | $3,744 | $5,256 | -$1,512 | -$1,512 |
| PRESTIGE BRANDS HLDGS INC | P | 2017-10-06 | 2018-03-27 | $2,034 | $2,969 | -$935 | -$935 |
| PRESTIGE BRANDS HLDGS INC | P | 2018-01-18 | 2018-03-27 | $3,668 | $4,970 | -$1,302 | -$1,302 |
| PRESTIGE BRANDS HLDGS INC | P | 2018-04-30 | 2018-10-05 | $11,333 | $9,218 | $2,115 | $2,115 |
| PRICESMART INC | P | 2017-12-13 | 2018-03-27 | $8,997 | $9,343 | -$346 | -$346 |
| PRICESMART INC | P | 2017-12-13 | 2018-10-05 | $8,956 | $9,858 | -$902 | -$902 |
| PRICESMART INC | P | 2018-08-07 | 2018-10-05 | $2,570 | $2,743 | -$173 | -$173 |
| PRIMORIS SVCS CORP | P | 2018-03-27 | 2018-09-13 | $8,206 | $8,351 | -$145 | -$145 |
| PRIMERICA INC | P | 2018-01-18 | 2018-03-27 | $9,057 | $9,430 | -$373 | -$373 |
| PRINCIPAL FINL GROUP INC | P | 2017-11-07 | 2018-02-21 | $55,159 | $59,259 | -$4,100 | -$4,100 |
| PRINCIPAL FINL GROUP INC | P | 2017-10-06 | 2018-02-22 | $500 | $534 | -$34 | -$34 |
| PRINCIPAL FINL GROUP INC | P | 2017-11-10 | 2018-02-22 | $1,500 | $1,634 | -$134 | -$134 |
| PRINCIPAL FINL GROUP INC | P | 2017-05-23 | 2018-03-27 | $299 | $309 | -$10 | -$10 |
| PRINCIPAL FINL GROUP INC | P | 2017-10-06 | 2018-03-27 | $26,961 | $30,100 | -$3,139 | -$3,139 |
| PRINCIPAL FINL GROUP INC | P | 2018-04-27 | 2018-05-30 | $38,797 | $41,514 | -$2,717 | -$2,717 |
| PROASSURANCE CORP | P | 2018-03-27 | 2018-05-30 | $10,273 | $12,677 | -$2,404 | -$2,404 |
| PROASSURANCE CORP | P | 2018-07-02 | 2018-10-18 | $19,335 | $15,590 | $3,745 | $3,745 |
| PROASSURANCE CORP | P | 2018-08-07 | 2018-10-18 | $1,052 | $1,016 | $36 | $36 |
| PROCTER & GAMBLE CO | P | 2017-12-12 | 2018-03-26 | $71,416 | $84,610 | -$13,194 | -$13,194 |
| PROCTER & GAMBLE CO | P | 2018-01-18 | 2018-03-26 | $4,192 | $4,942 | -$750 | -$750 |
| PROCTER & GAMBLE CO | P | 2018-02-21 | 2018-06-12 | $9,571 | $10,083 | -$512 | -$512 |
| PROGENICS PHARMACEUTICALS INC | P | 2018-01-18 | 2018-03-27 | $3,873 | $3,277 | $596 | $596 |
| PROGENICS PHARMACEUTICALS INC | P | 2018-01-18 | 2018-10-17 | $4,271 | $4,928 | -$657 | -$657 |
| PROGRESSIVE CORP | P | 2017-11-10 | 2018-09-14 | $1,978 | $1,472 | $506 | $506 |
| PROLOGIS INC | P | 2017-10-06 | 2018-01-19 | $8,318 | $8,771 | -$453 | -$453 |
| PROLOGIS INC | P | 2017-11-10 | 2018-01-19 | $1,284 | $1,392 | -$108 | -$108 |
| PROLOGIS INC | P | 2017-10-06 | 2018-03-27 | $29,221 | $29,925 | -$704 | -$704 |
| PROLOGIS INC | P | 2018-04-27 | 2018-05-30 | $12,764 | $13,097 | -$333 | -$333 |
| PROLOGIS INC | P | 2018-04-27 | 2018-07-02 | $580 | $601 | -$21 | -$21 |
| PROLOGIS INC | P | 2017-10-06 | 2018-08-03 | $1,665 | $1,612 | $53 | $53 |
| PROLOGIS INC | P | 2018-02-22 | 2018-09-14 | $10,788 | $9,680 | $1,108 | $1,108 |
| PROLOGIS INC | P | 2018-02-22 | 2018-10-17 | $1,769 | $1,683 | $86 | $86 |
| PROOFPOINT INC | P | 2018-01-18 | 2018-03-27 | $2,412 | $1,961 | $451 | $451 |
| PROOFPOINT INC | P | 2018-01-18 | 2018-07-02 | $3,597 | $3,040 | $557 | $557 |
| PROS HLDGS INC | P | 2017-11-10 | 2018-01-18 | $13,106 | $11,110 | $1,996 | $1,996 |
| PROS HLDGS INC | P | 2017-11-10 | 2018-03-27 | $3,262 | $2,270 | $992 | $992 |
| PROS HLDGS INC | P | 2017-11-10 | 2018-10-17 | $10,370 | $7,608 | $2,762 | $2,762 |
| PROSIEBENSAT 1 MEDIA AG | P | 2017-12-19 | 2018-05-31 | $8,897 | $10,481 | -$1,584 | -$1,584 |
| PROSIEBENSAT 1 MEDIA AG | P | 2018-03-27 | 2018-05-31 | $5,057 | $6,062 | -$1,005 | -$1,005 |
| PROSIEBENSAT 1 MEDIA AG | P | 2017-12-19 | 2018-07-02 | $1,262 | $1,750 | -$488 | -$488 |
| PROPETRO HLDG CORP | P | 2018-03-27 | 2018-07-02 | $6,181 | $6,625 | -$444 | -$444 |
| PROSPERITY BANCSHARES INC | P | 2017-11-10 | 2018-01-19 | $11,483 | $9,595 | $1,888 | $1,888 |
| PROTO LABS INC | P | 2017-10-06 | 2018-10-05 | $11,223 | $6,185 | $5,038 | $5,038 |
| PROVIDENT FINANCIAL SERVICES INC | P | 2018-04-30 | 2018-08-07 | $16,049 | $17,075 | -$1,026 | -$1,026 |
| PRUDENTIAL BANCORP INC | P | 2017-06-27 | 2018-05-31 | $11,689 | $11,888 | -$199 | -$199 |
| PRUDENTIAL FINL INC | P | 2018-02-21 | 2018-03-26 | $11,649 | $12,448 | -$799 | -$799 |
| PRUDENTIAL FINL INC | P | 2018-06-12 | 2018-07-19 | $25,554 | $26,472 | -$918 | -$918 |
| PRUDENTIAL PLC ADR | P | 2018-03-27 | 2018-04-30 | $3,758 | $3,789 | -$31 | -$31 |
| PRUDENTIAL PLC ADR | P | 2017-11-17 | 2018-08-09 | $55,602 | $59,252 | -$3,650 | -$3,650 |
| PRUDENTIAL PLC ADR | P | 2018-03-27 | 2018-08-09 | $6,745 | $7,474 | -$729 | -$729 |
| PUBLIC SERVICE ENTERPRISE GROUP INC | P | 2017-11-10 | 2018-03-27 | $1,546 | $1,560 | -$14 | -$14 |
| PUBLIC STORAGE INC | P | 2017-12-12 | 2018-02-21 | $30,366 | $33,436 | -$3,070 | -$3,070 |
| PUBLICIS GROUPE SA | P | 2017-12-20 | 2018-07-09 | $4,028 | $3,799 | $229 | $229 |
| PUBLICIS GROUPE SA | P | 2017-12-20 | 2018-08-09 | $8,514 | $9,003 | -$489 | -$489 |
| PULTE CORP | P | 2017-11-10 | 2018-01-19 | $6,693 | $6,087 | $606 | $606 |
| PULTE CORP | P | 2017-10-06 | 2018-02-22 | $6,784 | $6,304 | $480 | $480 |
| PULTE CORP | P | 2018-03-27 | 2018-05-30 | $3,566 | $3,459 | $107 | $107 |
| PULTE CORP | P | 2018-03-27 | 2018-07-02 | $1,947 | $2,010 | -$63 | -$63 |
| PUMA BIOTECHNOLOGY INC | P | 2017-10-06 | 2018-01-18 | $534 | $728 | -$194 | -$194 |
| PUMA BIOTECHNOLOGY INC | P | 2017-10-06 | 2018-03-27 | $3,946 | $7,155 | -$3,209 | -$3,209 |
| PUMA BIOTECHNOLOGY INC | P | 2017-06-27 | 2018-04-30 | $661 | $887 | -$226 | -$226 |
| PUMA BIOTECHNOLOGY INC | P | 2018-05-31 | 2018-10-17 | $3,357 | $4,019 | -$662 | -$662 |
| PURE STORAGE INC | P | 2017-10-06 | 2018-03-27 | $3,661 | $2,844 | $817 | $817 |
| PURE STORAGE INC | P | 2017-10-06 | 2018-09-13 | $1,921 | $1,041 | $880 | $880 |
| QCR HLDGS INC | P | 2018-08-07 | 2018-09-13 | $15,381 | $16,034 | -$653 | -$653 |
| QBE INS GROUP LTD | P | 2017-11-17 | 2018-03-27 | $3,057 | $3,500 | -$443 | -$443 |
| QBE INS GROUP LTD | P | 2018-01-23 | 2018-03-27 | $3,478 | $4,011 | -$533 | -$533 |
| QBE INS GROUP LTD | P | 2017-11-17 | 2018-04-30 | $3,145 | $3,534 | -$389 | -$389 |
| QBE INS GROUP LTD | P | 2017-12-19 | 2018-05-31 | $575 | $650 | -$75 | -$75 |
| QBE INS GROUP LTD | P | 2017-12-19 | 2018-07-02 | $3,983 | $4,542 | -$559 | -$559 |
| QUAD / GRAPHICS INC | P | 2018-03-27 | 2018-04-30 | $5,730 | $5,954 | -$224 | -$224 |
| QUAKER CHEM CORP | P | 2017-06-27 | 2018-03-27 | $1,041 | $997 | $44 | $44 |
| QUAKER CHEM CORP | P | 2018-01-18 | 2018-03-27 | $6,094 | $6,340 | -$246 | -$246 |
| QEP RES INC | P | 2018-03-27 | 2018-08-03 | $6,017 | $5,749 | $268 | $268 |
| QEP RES INC | P | 2018-03-27 | 2018-08-03 | $2,677 | $2,558 | $119 | $119 |
| QIWI PLC | P | 2017-11-17 | 2018-02-26 | $3,575 | $3,638 | -$63 | -$63 |
| QIWI PLC | P | 2018-05-31 | 2018-07-09 | $4,830 | $4,919 | -$89 | -$89 |
| QIWI PLC | P | 2018-05-31 | 2018-08-09 | $2,440 | $2,685 | -$245 | -$245 |
| QTS RLTY TR INC | P | 2017-06-27 | 2018-01-18 | $994 | $1,074 | -$80 | -$80 |
| QTS RLTY TR INC | P | 2017-10-06 | 2018-02-21 | $5,052 | $7,660 | -$2,608 | -$2,608 |
| QTS RLTY TR INC | P | 2018-03-27 | 2018-10-05 | $4,025 | $3,346 | $679 | $679 |
| QTS RLTY TR INC | P | 2018-05-31 | 2018-10-05 | $11,697 | $10,454 | $1,243 | $1,243 |
| QTS RLTY TR INC | P | 2018-10-18 | 2018-11-07 | $4,194 | $4,139 | $55 | $55 |
| QTS RLTY TR INC | P | 2018-10-18 | 2018-12-11 | $2,935 | $2,841 | $94 | $94 |
| QORVO INC | P | 2017-11-10 | 2018-01-19 | $2,119 | $2,462 | -$343 | -$343 |
| QORVO INC | P | 2018-02-22 | 2018-03-27 | $3,712 | $4,104 | -$392 | -$392 |
| QORVO INC | P | 2018-05-07 | 2018-06-12 | $20,042 | $19,910 | $132 | $132 |
| QORVO INC | P | 2018-07-02 | 2018-08-03 | $676 | $633 | $43 | $43 |
| QORVO INC | P | 2018-07-02 | 2018-09-14 | $8,183 | $8,550 | -$367 | -$367 |
| QORVO INC | P | 2018-07-02 | 2018-10-18 | $3,313 | $3,563 | -$250 | -$250 |
| Q2 HLDGS INC | P | 2017-11-10 | 2018-01-18 | $22,061 | $25,005 | -$2,944 | -$2,944 |
| QUALCOMM INC | P | 2017-12-12 | 2018-02-21 | $3,501 | $3,571 | -$70 | -$70 |
| QUALCOMM INC | P | 2018-03-26 | 2018-04-05 | $4,120 | $4,171 | -$51 | -$51 |
| QUALCOMM INC | P | 2017-12-12 | 2018-05-07 | $38,185 | $46,941 | -$8,756 | -$8,756 |
| QUALCOMM INC | P | 2018-06-12 | 2018-07-19 | $18,235 | $18,369 | -$134 | -$134 |
| QUALITY CARE PPTYS INC | P | 2017-10-06 | 2018-01-18 | $5,912 | $7,008 | -$1,096 | -$1,096 |
| QUALITY CARE PPTYS INC | P | 2017-12-13 | 2018-01-18 | $5,459 | $5,907 | -$448 | -$448 |
| QUALITY CARE PPTYS INC | P | 2018-02-21 | 2018-03-27 | $6,193 | $4,120 | $2,073 | $2,073 |
| QUALITY CARE PPTYS INC | P | 2018-02-21 | 2018-07-27 | $19,754 | $12,031 | $7,723 | $7,723 |
| QUALITY SYS INC | P | 2017-11-13 | 2018-01-18 | $16,620 | $16,999 | -$379 | -$379 |
| QUALITY SYS INC | P | 2018-03-27 | 2018-04-30 | $8,495 | $8,544 | -$49 | -$49 |
| QUALYS INC | P | 2017-10-06 | 2018-01-18 | $1,357 | $1,135 | $222 | $222 |
| QUALYS INC | P | 2017-10-06 | 2018-03-27 | $4,426 | $3,189 | $1,237 | $1,237 |
| QUANEX BLDG PRODS CORP | P | 2017-10-06 | 2018-01-18 | $987 | $1,054 | -$67 | -$67 |
| QUANEX BLDG PRODS CORP | P | 2017-06-27 | 2018-03-27 | $2,617 | $3,113 | -$496 | -$496 |
| QUANEX BLDG PRODS CORP | P | 2017-10-06 | 2018-03-27 | $2,373 | $3,184 | -$811 | -$811 |
| QUANEX BLDG PRODS CORP | P | 2018-08-07 | 2018-10-17 | $5,462 | $5,678 | -$216 | -$216 |
| QUANEX BLDG PRODS CORP | P | 2018-08-07 | 2018-10-17 | $4,877 | $5,060 | -$183 | -$183 |
| QUANTA SVCS INC | P | 2018-03-27 | 2018-04-27 | $16,399 | $17,088 | -$689 | -$689 |
| QUANTA SVCS INC | P | 2018-05-30 | 2018-07-02 | $15,748 | $17,256 | -$1,508 | -$1,508 |
| QUDIAN INC | P | 2018-03-27 | 2018-04-30 | $3,236 | $3,959 | -$723 | -$723 |
| QUEST DIAGNOSTICS INC | P | 2017-11-10 | 2018-10-05 | $38,507 | $34,455 | $4,052 | $4,052 |
| QUEST DIAGNOSTICS INC | P | 2017-12-12 | 2018-10-05 | $21,992 | $20,752 | $1,240 | $1,240 |
| QUIDEL CORP | P | 2017-12-13 | 2018-01-18 | $927 | $799 | $128 | $128 |
| QUIDEL CORP | P | 2017-12-13 | 2018-03-27 | $2,722 | $2,078 | $644 | $644 |
| QUIDEL CORP | P | 2017-12-13 | 2018-10-17 | $13,546 | $7,953 | $5,593 | $5,593 |
| QUOTIENT TECHNOLOGY INC | P | 2018-03-27 | 2018-04-30 | $6,403 | $6,477 | -$74 | -$74 |
| QURATE RETAIL GROUP INC | P | 2017-12-13 | 2018-04-27 | $514 | $539 | -$25 | -$25 |
| QURATE RETAIL GROUP INC | P | 2017-10-06 | 2018-05-30 | $1,982 | $2,237 | -$255 | -$255 |
| QURATE RETAIL GROUP INC | P | 2017-12-13 | 2018-05-30 | $1,818 | $2,182 | -$364 | -$364 |
| QURATE RETAIL GROUP INC | P | 2017-12-12 | 2018-06-12 | $13,613 | $15,371 | -$1,758 | -$1,758 |
| QURATE RETAIL GROUP INC | P | 2017-10-06 | 2018-07-02 | $11,091 | $12,156 | -$1,065 | -$1,065 |
| QURATE RETAIL GROUP INC | P | 2018-08-03 | 2018-10-18 | $21,433 | $20,920 | $513 | $513 |
| ROBECO BOSTON PARTNERS LONG/ | P | 2017-03-31 | 2018-01-19 | $49,797 | $45,001 | $4,796 | $4,796 |
| R1 RCM INC | P | 2018-03-27 | 2018-10-17 | $5,065 | $4,403 | $662 | $662 |
| REV GROUP INC | P | 2018-08-07 | 2018-09-13 | $6,924 | $7,991 | -$1,067 | -$1,067 |
| R L I CORP. | P | 2017-10-06 | 2018-03-27 | $9,646 | $9,012 | $634 | $634 |
| R L I CORP. | P | 2017-12-13 | 2018-10-18 | $9,423 | $7,778 | $1,645 | $1,645 |
| RLJ LODGING TR | P | 2017-05-28 | 2018-02-21 | $428 | $437 | -$9 | -$9 |
| RLJ LODGING TR | P | 2017-10-06 | 2018-03-27 | $11,236 | $13,022 | -$1,786 | -$1,786 |
| RLJ LODGING TR | P | 2017-10-06 | 2018-07-02 | $608 | $615 | -$7 | -$7 |
| RLJ LODGING TR | P | 2017-12-13 | 2018-07-02 | $2,781 | $2,759 | $22 | $22 |
| RLJ LODGING TR | P | 2017-12-13 | 2018-10-05 | $7,449 | $7,761 | -$312 | -$312 |
| RLJ LODGING TR | P | 2018-04-30 | 2018-10-05 | $5,070 | $5,106 | -$36 | -$36 |
| RPM INC OHIO | P | 2017-09-29 | 2018-02-21 | $20,256 | $20,721 | -$465 | -$465 |
| RPM INC OHIO | P | 2017-10-06 | 2018-02-22 | $1,299 | $1,340 | -$41 | -$41 |
| RPM INC OHIO | P | 2017-10-06 | 2018-03-27 | $13,591 | $14,633 | -$1,042 | -$1,042 |
| RPM INC OHIO | P | 2017-11-10 | 2018-03-27 | $7,705 | $8,252 | -$547 | -$547 |
| RSA INS GROUP PLC | P | 2018-03-27 | 2018-05-31 | $2,000 | $2,096 | -$96 | -$96 |
| RSA INS GROUP PLC | P | 2018-03-27 | 2018-07-09 | $2,840 | $2,981 | -$141 | -$141 |
| RSA INS GROUP PLC | P | 2018-03-27 | 2018-08-09 | $992 | $1,094 | -$102 | -$102 |
| RSA INS GROUP PLC | P | 2018-03-27 | 2018-09-12 | $2,641 | $3,081 | -$440 | -$440 |
| RSP PERMIAN INC | P | 2017-11-10 | 2018-01-19 | $1,514 | $1,396 | $118 | $118 |
| RSP PERMIAN INC | P | 2017-10-06 | 2018-02-22 | $2,498 | $2,385 | $113 | $113 |
| RYB EDU INC | P | 2018-03-27 | 2018-04-30 | $2,090 | $2,155 | -$65 | -$65 |
| RYB EDU INC | P | 2018-03-27 | 2018-05-31 | $1,884 | $1,944 | -$60 | -$60 |
| RADIAN GROUP INC | P | 2018-01-18 | 2018-03-27 | $5,542 | $6,601 | -$1,059 | -$1,059 |
| RADIAN GROUP INC | P | 2017-06-27 | 2018-04-30 | $1,263 | $1,390 | -$127 | -$127 |
| RADIAN GROUP INC | P | 2017-10-06 | 2018-04-30 | $8,275 | $10,453 | -$2,178 | -$2,178 |
| RADIAN GROUP INC | P | 2018-08-07 | 2018-09-13 | $1,428 | $1,391 | $37 | $37 |
| RADIAN GROUP INC | P | 2018-05-31 | 2018-10-18 | $14,801 | $12,384 | $2,417 | $2,417 |
| RADIAN GROUP INC | P | 2018-08-07 | 2018-10-18 | $3,758 | $3,895 | -$137 | -$137 |
| RADIUS HEALTH INC | P | 2017-12-13 | 2018-03-27 | $2,788 | $2,357 | $431 | $431 |
| RADIUS HEALTH INC | P | 2017-12-13 | 2018-09-13 | $4,985 | $7,836 | -$2,851 | -$2,851 |
| RADIUS HEALTH INC | P | 2018-08-07 | 2018-09-13 | $2,474 | $3,060 | -$586 | -$586 |
| RAMBUS INC DEL | P | 2018-03-27 | 2018-04-30 | $9,202 | $9,350 | -$148 | -$148 |
| RAKUTEN INC | P | 2017-02-17 | 2018-01-23 | $1,160 | $1,224 | -$64 | -$64 |
| RAKUTEN INC | P | 2017-02-21 | 2018-01-23 | $266 | $294 | -$28 | -$28 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2017-03-29 | 2018-01-18 | $3,284 | $3,296 | -$12 | -$12 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2017-03-29 | 2018-02-21 | $6,033 | $6,865 | -$832 | -$832 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2017-03-29 | 2018-03-27 | $3,998 | $4,494 | -$496 | -$496 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2017-05-23 | 2018-03-27 | $4,309 | $4,526 | -$217 | -$217 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2017-10-06 | 2018-03-27 | $3,567 | $3,828 | -$261 | -$261 |
| RAMCO-GERSHENSON PPTYS TR SH BEN INT | P | 2018-04-30 | 2018-10-05 | $11,795 | $10,945 | $850 | $850 |
| RANDGOLD RES LTD ADR | P | 2017-11-17 | 2018-02-26 | $8,842 | $9,708 | -$866 | -$866 |
| RANDGOLD RES LTD ADR | P | 2017-03-29 | 2018-03-27 | $420 | $439 | -$19 | -$19 |
| RANDGOLD RES LTD ADR | P | 2018-05-31 | 2018-07-02 | $9,408 | $9,921 | -$513 | -$513 |
| RANDGOLD RES LTD ADR | P | 2018-05-31 | 2018-07-09 | $76 | $80 | -$4 | -$4 |
| RANDGOLD RES LTD ADR | P | 2018-05-31 | 2018-09-12 | $6,103 | $7,841 | -$1,738 | -$1,738 |
| RANDGOLD RES LTD ADR | P | 2018-08-09 | 2018-09-12 | $5,792 | $6,681 | -$889 | -$889 |
| RANGE RES CORP | P | 2017-12-13 | 2018-03-27 | $7,625 | $7,625 | $0 | $0 |
| RANGE RES CORP | P | 2018-02-22 | 2018-03-27 | $3,382 | $3,032 | $350 | $350 |
| RANGE RES CORP | P | 2017-12-12 | 2018-04-05 | $7,540 | $8,620 | -$1,080 | -$1,080 |
| RANGE RES CORP | P | 2018-03-26 | 2018-04-05 | $9,183 | $9,401 | -$218 | -$218 |
| RAVEN INDS INC | P | 2017-12-13 | 2018-01-18 | $391 | $378 | $13 | $13 |
| RAVEN INDS INC | P | 2017-12-13 | 2018-03-27 | $4,597 | $4,504 | $93 | $93 |
| RAVEN INDS INC | P | 2017-12-13 | 2018-10-17 | $12,048 | $9,180 | $2,868 | $2,868 |
| RAYONIER ADVANCED MATLS INC | P | 2018-03-27 | 2018-05-31 | $4,858 | $5,855 | -$997 | -$997 |
| RAYONIER ADVANCED MATLS INC | P | 2018-08-07 | 2018-10-17 | $4,605 | $6,683 | -$2,078 | -$2,078 |
| RAYTHEON CO | P | 2018-05-07 | 2018-07-19 | $15,881 | $16,172 | -$291 | -$291 |
| RBC BEARINGS INC | P | 2017-10-06 | 2018-03-27 | $244 | $251 | -$7 | -$7 |
| RBC BEARINGS INC | P | 2018-01-18 | 2018-03-27 | $6,101 | $6,264 | -$163 | -$163 |
| RE/MAX HLDGS INC | P | 2018-03-27 | 2018-04-30 | $8,454 | $9,209 | -$755 | -$755 |
| RE/MAX HLDGS INC | P | 2018-09-13 | 2018-10-17 | $10,381 | $11,567 | -$1,186 | -$1,186 |
| REALOGY HLDGS CORP | P | 2018-03-26 | 2018-05-07 | $14,718 | $15,567 | -$849 | -$849 |
| REALOGY HLDGS CORP | P | 2018-09-14 | 2018-10-18 | $15,775 | $17,276 | -$1,501 | -$1,501 |
| REALPAGE INC | P | 2017-10-06 | 2018-01-18 | $674 | $588 | $86 | $86 |
| REALPAGE INC | P | 2017-10-06 | 2018-09-13 | $3,134 | $2,101 | $1,033 | $1,033 |
| REALTY INCOME CORP | P | 2017-05-30 | 2018-02-21 | $491 | $550 | -$59 | -$59 |
| REALTY INCOME CORP | P | 2017-06-23 | 2018-02-21 | $5,404 | $6,040 | -$636 | -$636 |
| REALTY INCOME CORP | P | 2017-12-12 | 2018-02-21 | $22,796 | $25,817 | -$3,021 | -$3,021 |
| REALTY INCOME CORP | P | 2017-12-13 | 2018-02-22 | $10,633 | $12,246 | -$1,613 | -$1,613 |
| REALTY INCOME CORP | P | 2017-12-13 | 2018-03-27 | $2,892 | $2,884 | $8 | $8 |
| REALTY INCOME CORP | P | 2018-01-19 | 2018-03-27 | $6,749 | $6,736 | $13 | $13 |
| REALTY INCOME CORP | P | 2017-12-12 | 2018-05-07 | $2,977 | $3,187 | -$210 | -$210 |
| REATA PHARMACEUTICALS INC | P | 2018-05-31 | 2018-10-17 | $8,691 | $4,955 | $3,736 | $3,736 |
| RECKITT BENCKISER PLC | P | 2017-12-19 | 2018-02-26 | $13,885 | $14,802 | -$917 | -$917 |
| RED ELECTRICA CORPORACION SA | P | 2017-10-10 | 2018-02-26 | $3,866 | $4,113 | -$247 | -$247 |
| RED HAT INC | P | 2017-11-10 | 2018-01-19 | $2,132 | $2,105 | $27 | $27 |
| RED HAT INC | P | 2018-10-18 | 2018-11-02 | $37,065 | $26,138 | $10,927 | $10,927 |
| RED ROBIN GOURMET BURGERS INC | P | 2018-03-27 | 2018-05-31 | $4,495 | $5,221 | -$726 | -$726 |
| RED ROBIN GOURMET BURGERS INC | P | 2018-03-27 | 2018-07-02 | $930 | $1,187 | -$257 | -$257 |
| RED ROBIN GOURMET BURGERS INC | P | 2018-09-13 | 2018-10-05 | $7,995 | $7,681 | $314 | $314 |
| RED ROCK RESORTS INC | P | 2018-01-18 | 2018-03-27 | $15,766 | $17,729 | -$1,963 | -$1,963 |
| REDFIN CORP | P | 2018-03-27 | 2018-09-13 | $492 | $584 | -$92 | -$92 |
| REDFIN CORP | P | 2018-07-02 | 2018-09-13 | $2,253 | $2,721 | -$468 | -$468 |
| REDFIN CORP | P | 2018-03-27 | 2018-10-17 | $5,380 | $7,003 | -$1,623 | -$1,623 |
| REDWOOD TR INC | P | 2018-04-30 | 2018-10-05 | $5,559 | $5,362 | $197 | $197 |
| REGAL BELOIT CORP | P | 2018-03-27 | 2018-10-18 | $15,970 | $14,422 | $1,548 | $1,548 |
| REGAL ENTMT GROUP CL A | P | 2017-11-10 | 2018-01-19 | $3,696 | $2,485 | $1,211 | $1,211 |
| REGAL ENTMT GROUP CL A | P | 2017-11-10 | 2018-03-01 | $12,075 | $8,103 | $3,972 | $3,972 |
| REGENCY CTRS CORP | P | 2017-11-10 | 2018-01-19 | $2,859 | $2,996 | -$137 | -$137 |
| REGENCY CTRS CORP | P | 2017-10-06 | 2018-02-22 | $24,646 | $26,492 | -$1,846 | -$1,846 |
| REGENCY CTRS CORP | P | 2018-03-27 | 2018-05-30 | $6,025 | $5,949 | $76 | $76 |
| REGENCY CTRS CORP | P | 2018-03-27 | 2018-10-17 | $26,051 | $23,795 | $2,256 | $2,256 |
| REGENXBIO INC | P | 2017-12-13 | 2018-01-18 | $797 | $809 | -$12 | -$12 |
| REGENXBIO INC | P | 2017-12-13 | 2018-03-27 | $2,504 | $2,317 | $187 | $187 |
| REGENXBIO INC | P | 2017-12-13 | 2018-10-17 | $11,291 | $5,136 | $6,155 | $6,155 |
| REGIONAL MGMT CORP | P | 2017-03-29 | 2018-03-27 | $3,312 | $2,033 | $1,279 | $1,279 |
| REINSURANCE GROUP AMER INC | P | 2017-11-10 | 2018-01-19 | $1,783 | $1,648 | $135 | $135 |
| REINSURANCE GROUP AMER INC | P | 2017-11-10 | 2018-05-30 | $9,254 | $9,139 | $115 | $115 |
| REINSURANCE GROUP AMER INC | P | 2017-11-10 | 2018-07-02 | $11,386 | $12,885 | -$1,499 | -$1,499 |
| RELIANCE STEEL & ALUM CO | P | 2017-10-06 | 2018-01-19 | $2,450 | $2,063 | $387 | $387 |
| RELIANCE STEEL & ALUM CO | P | 2017-11-10 | 2018-10-17 | $1,819 | $1,652 | $167 | $167 |
| RELX ELSEIVIER PLC | P | 2017-10-10 | 2018-02-26 | $14,939 | $16,178 | -$1,239 | -$1,239 |
| RELX ELSEIVIER PLC | P | 2017-11-17 | 2018-02-26 | $12,040 | $13,362 | -$1,322 | -$1,322 |
| RELX ELSEIVIER PLC | P | 2017-06-27 | 2018-03-27 | $2,482 | $2,625 | -$143 | -$143 |
| RELX ELSEIVIER PLC | P | 2018-04-30 | 2018-07-09 | $21,401 | $20,922 | $479 | $479 |
| RELX ELSEIVIER PLC | P | 2018-04-30 | 2018-09-12 | $14,498 | $14,867 | -$369 | -$369 |
| RELX NV | P | 2017-11-17 | 2018-01-23 | $4,552 | $4,610 | -$58 | -$58 |
| RELX NV | P | 2017-10-10 | 2018-04-30 | $10,826 | $11,091 | -$265 | -$265 |
| RELX NV | P | 2018-03-27 | 2018-07-09 | $3,215 | $3,029 | $186 | $186 |
| RENAULT S A | P | 2018-03-27 | 2018-04-30 | $8,540 | $9,213 | -$673 | -$673 |
| RENAULT S A | P | 2018-05-31 | 2018-08-09 | $2,440 | $2,833 | -$393 | -$393 |
| RENASANT CORP | P | 2017-11-10 | 2018-03-27 | $5,610 | $5,240 | $370 | $370 |
| RENASANT CORP | P | 2017-11-10 | 2018-10-05 | $29,493 | $29,021 | $472 | $472 |
| RENEWABLE ENERGY GROUP INC | P | 2018-03-27 | 2018-10-17 | $11,628 | $5,132 | $6,496 | $6,496 |
| REPLIGEN CORP | P | 2017-07-27 | 2018-01-18 | $486 | $573 | -$87 | -$87 |
| REPLIGEN CORP | P | 2017-07-27 | 2018-03-27 | $211 | $246 | -$35 | -$35 |
| REPLIGEN CORP | P | 2017-10-06 | 2018-03-27 | $4,145 | $4,528 | -$383 | -$383 |
| RENTOKIL GROUP PLC SPONSORED ADR | P | 2018-07-09 | 2018-08-09 | $3,316 | $3,529 | -$213 | -$213 |
| REPSOL S A | P | 2018-07-09 | 2018-08-09 | $3,973 | $4,154 | -$181 | -$181 |
| REPUBLIC FIRST BANCORP INC | P | 2018-09-13 | 2018-10-17 | $6,021 | $6,392 | -$371 | -$371 |
| RESMED INC | P | 2017-11-10 | 2018-10-17 | $3,940 | $3,055 | $885 | $885 |
| RESOLUTE ENERGY CORP | P | 2017-11-10 | 2018-01-18 | $1,530 | $1,445 | $85 | $85 |
| RESOLUTE ENERGY CORP | P | 2017-11-10 | 2018-03-27 | $4,217 | $3,950 | $267 | $267 |
| RESOLUTE ENERGY CORP | P | 2017-11-10 | 2018-04-30 | $6,155 | $6,069 | $86 | $86 |
| RESOLUTE ENERGY CORP | P | 2018-05-31 | 2018-07-02 | $5,163 | $6,439 | -$1,276 | -$1,276 |
| RESOLUTE ENERGY CORP | P | 2018-08-07 | 2018-10-17 | $6,141 | $6,331 | -$190 | -$190 |
| RESIDEO TECHNOLOGIES INC | P | 2018-05-07 | 2018-12-27 | $16 | $21 | -$5 | -$5 |
| RETROPHIN INC | P | 2017-10-06 | 2018-01-18 | $1,940 | $1,931 | $9 | $9 |
| RETROPHIN INC | P | 2017-10-06 | 2018-03-27 | $1,409 | $1,560 | -$151 | -$151 |
| RETAIL OPPORTUNITY INVTS CORP | P | 2017-05-23 | 2018-02-21 | $7,375 | $8,191 | -$816 | -$816 |
| RETAIL OPPORTUNITY INVTS CORP | P | 2017-06-27 | 2018-02-21 | $2,843 | $3,093 | -$250 | -$250 |
| RETAIL OPPORTUNITY INVTS CORP | P | 2017-10-06 | 2018-03-27 | $8,976 | $9,983 | -$1,007 | -$1,007 |
| RETAIL OPPORTUNITY INVTS CORP | P | 2018-01-18 | 2018-03-27 | $5,876 | $6,457 | -$581 | -$581 |
| RETAIL OPPORTUNITY INVTS CORP | P | 2018-04-30 | 2018-10-05 | $11,803 | $11,204 | $599 | $599 |
| RETAIL PPTYS AMER INC | P | 2018-03-27 | 2018-10-18 | $16,469 | $15,964 | $505 | $505 |
| REVANCE THERAPEUTICS INC | P | 2017-12-13 | 2018-02-21 | $7,827 | $8,521 | -$694 | -$694 |
| REVANCE THERAPEUTICS INC | P | 2018-03-27 | 2018-04-30 | $5,447 | $6,079 | -$632 | -$632 |
| REVANCE THERAPEUTICS INC | P | 2018-05-31 | 2018-07-02 | $6,771 | $6,928 | -$157 | -$157 |
| REVANCE THERAPEUTICS INC | P | 2018-09-13 | 2018-10-17 | $9,257 | $9,973 | -$716 | -$716 |
| REX STORES CORP | P | 2018-05-31 | 2018-09-13 | $6,405 | $6,425 | -$20 | -$20 |
| REX STORES CORP | P | 2018-07-02 | 2018-09-13 | $5,865 | $6,023 | -$158 | -$158 |
| REXNORD CORP | P | 2018-01-18 | 2018-03-27 | $4,652 | $4,340 | $312 | $312 |
| REXNORD CORP | P | 2018-01-18 | 2018-10-18 | $7,622 | $7,851 | -$229 | -$229 |
| REXFORD INDL RLTY INC | P | 2018-01-18 | 2018-03-27 | $30,311 | $30,416 | -$105 | -$105 |
| RHYTHM PHARMACEUTICALS INC | P | 2018-05-31 | 2018-07-02 | $4,349 | $4,299 | $50 | $50 |
| RIGEL PHARMACEUTICALS INC NEW | P | 2018-01-18 | 2018-03-27 | $6,894 | $7,416 | -$522 | -$522 |
| RIGHTMOVE PLC | P | 2018-03-27 | 2018-04-30 | $236 | $235 | $1 | $1 |
| RIGHTMOVE PLC | P | 2018-03-27 | 2018-07-09 | $254 | $235 | $19 | $19 |
| RIGHTMOVE PLC | P | 2018-03-27 | 2018-10-26 | $8 | $9 | -$1 | -$1 |
| RINGCENTRAL INC | P | 2018-01-18 | 2018-03-27 | $6,640 | $5,059 | $1,581 | $1,581 |
| RINGCENTRAL INC | P | 2017-10-06 | 2018-10-05 | $10,442 | $5,655 | $4,787 | $4,787 |
| RING ENERGY INC | P | 2017-12-13 | 2018-03-27 | $5,557 | $5,136 | $421 | $421 |
| RING ENERGY INC | P | 2017-12-13 | 2018-07-02 | $5,313 | $5,700 | -$387 | -$387 |
| RING ENERGY INC | P | 2018-08-07 | 2018-09-13 | $6,751 | $7,226 | -$475 | -$475 |
| RIO TINTO PLC SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $18,125 | $19,394 | -$1,269 | -$1,269 |
| ROBERT HALF INTERNATIONAL INC | P | 2017-12-13 | 2018-10-18 | $17,588 | $15,083 | $2,505 | $2,505 |
| ROCHE HLDG LTD SPONSORED ADR | P | 2017-12-19 | 2018-01-23 | $6,707 | $6,772 | -$65 | -$65 |
| ROCHE HLDG LTD SPONSORED ADR | P | 2017-12-19 | 2018-02-26 | $9,194 | $9,599 | -$405 | -$405 |
| ROCHE HLDG LTD SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $23,913 | $25,970 | -$2,057 | -$2,057 |
| ROCHE HLDG LTD SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $116,902 | $134,729 | -$17,827 | -$17,827 |
| ROCHE HLDG LTD SPONSORED ADR | P | 2017-12-19 | 2018-08-09 | $47,138 | $48,337 | -$1,199 | -$1,199 |
| ROCKWELL AUTOMATION INC | P | 2017-10-06 | 2018-01-19 | $1,426 | $1,277 | $149 | $149 |
| ROCKWELL AUTOMATION INC | P | 2017-11-10 | 2018-01-19 | $1,629 | $1,537 | $92 | $92 |
| ROCKWELL AUTOMATION INC | P | 2017-10-06 | 2018-02-22 | $7,623 | $7,480 | $143 | $143 |
| ROCKWELL AUTOMATION INC | P | 2017-10-06 | 2018-03-27 | $7,194 | $7,480 | -$286 | -$286 |
| ROCKWELL AUTOMATION INC | P | 2017-10-06 | 2018-04-27 | $9,771 | $10,763 | -$992 | -$992 |
| ROCKWELL AUTOMATION INC | P | 2018-05-30 | 2018-07-02 | $14,632 | $15,694 | -$1,062 | -$1,062 |
| ROCKWELL COLLINS INC | P | 2017-10-06 | 2018-01-19 | $1,511 | $1,458 | $53 | $53 |
| ROCKWELL COLLINS INC | P | 2017-11-10 | 2018-01-19 | $1,786 | $1,743 | $43 | $43 |
| ROCKWELL COLLINS INC | P | 2017-10-06 | 2018-03-27 | $3,684 | $3,579 | $105 | $105 |
| ROCKWELL COLLINS INC | P | 2018-05-30 | 2018-07-02 | $2,961 | $3,043 | -$82 | -$82 |
| ROCKWELL COLLINS INC | P | 2017-10-06 | 2018-08-03 | $11,362 | $11,002 | $360 | $360 |
| ROCKWELL COLLINS INC | P | 2017-10-06 | 2018-10-05 | $10,098 | $9,544 | $554 | $554 |
| ROGERS CORP | P | 2017-10-06 | 2018-03-27 | $3,779 | $4,108 | -$329 | -$329 |
| ROGERS CORP | P | 2017-10-06 | 2018-05-31 | $1,036 | $1,233 | -$197 | -$197 |
| ROGERS CORP | P | 2018-04-30 | 2018-05-31 | $575 | $554 | $21 | $21 |
| ROGERS CORP | P | 2018-04-30 | 2018-07-02 | $2,349 | $2,326 | $23 | $23 |
| ROGERS CORP | P | 2018-04-30 | 2018-10-18 | $6,816 | $5,869 | $947 | $947 |
| ROKU INC | P | 2018-07-02 | 2018-10-05 | $15,049 | $9,862 | $5,187 | $5,187 |
| ROLLS-ROYCE PLC SPONSORED ADR | P | 2018-01-23 | 2018-02-26 | $3,283 | $3,388 | -$105 | -$105 |
| ROLLS-ROYCE PLC SPONSORED ADR | P | 2018-01-23 | 2018-05-31 | $7,023 | $7,721 | -$698 | -$698 |
| ROLLS-ROYCE PLC SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $3,673 | $3,890 | -$217 | -$217 |
| ROYAL BANK OF SCOTLAND | P | 2018-03-27 | 2018-05-31 | $1,331 | $1,350 | -$19 | -$19 |
| ROYAL BANK OF SCOTLAND | P | 2017-11-17 | 2018-07-02 | $17,267 | $18,937 | -$1,670 | -$1,670 |
| ROYAL BANK OF SCOTLAND | P | 2018-03-27 | 2018-07-02 | $6,192 | $6,841 | -$649 | -$649 |
| KONINKLIJKE DSM NV | P | 2018-03-27 | 2018-07-09 | $7,135 | $6,971 | $164 | $164 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-10-10 | 2018-07-09 | $4,670 | $3,949 | $721 | $721 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2018-03-27 | 2018-07-09 | $36,541 | $32,812 | $3,729 | $3,729 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-12-19 | 2018-02-26 | $5,394 | $5,448 | -$54 | -$54 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-12-19 | 2018-03-27 | $65 | $65 | $0 | $0 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2017-11-17 | 2018-09-12 | $3,359 | $3,220 | $139 | $139 |
| ROYAL DUTCH SHELL PLC SPONSORED | P | 2018-08-09 | 2018-09-12 | $3,101 | $3,158 | -$57 | -$57 |
| ROYAL GOLD INC | P | 2017-10-06 | 2018-01-19 | $9,538 | $9,527 | $11 | $11 |
| ROYAL GOLD INC | P | 2017-11-10 | 2018-01-19 | $1,575 | $1,542 | $33 | $33 |
| ROYAL GOLD INC | P | 2018-02-22 | 2018-08-03 | $11,166 | $10,982 | $184 | $184 |
| ROYAL MAIL PLC | P | 2018-02-26 | 2018-03-27 | $4,375 | $4,559 | -$184 | -$184 |
| ROYAL MAIL PLC | P | 2017-12-19 | 2018-08-09 | $3,183 | $3,327 | -$144 | -$144 |
| KONINKLIJKE KPN NV | P | 2017-10-10 | 2018-03-27 | $9,258 | $11,179 | -$1,921 | -$1,921 |
| KONINKLIJKE KPN NV | P | 2018-02-26 | 2018-03-27 | $11,504 | $12,600 | -$1,096 | -$1,096 |
| KONINKLIJKE KPN NV | P | 2018-04-30 | 2018-05-31 | $8,640 | $9,971 | -$1,331 | -$1,331 |
| KONINKLIJKE KPN NV | P | 2018-04-30 | 2018-07-02 | $8,403 | $9,827 | -$1,424 | -$1,424 |
| KONINKLIJKE KPN NV | P | 2018-04-30 | 2018-08-09 | $1,660 | $1,860 | -$200 | -$200 |
| RUSH ENTERPRISES INC CL A | P | 2017-10-06 | 2018-01-18 | $737 | $647 | $90 | $90 |
| RUSH ENTERPRISES INC CL A | P | 2017-10-06 | 2018-02-21 | $14,215 | $16,042 | -$1,827 | -$1,827 |
| RUSH ENTERPRISES INC CL A | P | 2018-03-27 | 2018-09-13 | $2,235 | $2,285 | -$50 | -$50 |
| RUSH ENTERPRISES INC CL A | P | 2018-03-27 | 2018-10-17 | $5,742 | $6,605 | -$863 | -$863 |
| RYANAIR HLDGS PLC | P | 2017-11-17 | 2018-04-30 | $5,640 | $6,038 | -$398 | -$398 |
| RYANAIR HLDGS PLC | P | 2018-05-31 | 2018-07-02 | $2,724 | $2,778 | -$54 | -$54 |
| RYANAIR HLDGS PLC | P | 2018-05-31 | 2018-07-09 | $6,129 | $6,251 | -$122 | -$122 |
| RYANAIR HLDGS PLC | P | 2018-08-09 | 2018-09-12 | $4,135 | $4,337 | -$202 | -$202 |
| RYDER SYSTEM INC | P | 2017-11-10 | 2018-02-22 | $10,130 | $10,627 | -$497 | -$497 |
| RYDER SYSTEM INC | P | 2018-03-27 | 2018-04-27 | $16,127 | $17,062 | -$935 | -$935 |
| RYDER SYSTEM INC | P | 2018-05-30 | 2018-10-18 | $13,409 | $14,232 | -$823 | -$823 |
| RYMAN HOSPITALITY PPTYS INC | P | 2017-10-06 | 2018-03-27 | $76 | $63 | $13 | $13 |
| RYMAN HOSPITALITY PPTYS INC | P | 2017-10-06 | 2018-10-05 | $13,855 | $10,738 | $3,117 | $3,117 |
| S & T BANCORP INC | P | 2017-12-14 | 2018-03-27 | $6,869 | $6,739 | $130 | $130 |
| S & T BANCORP INC | P | 2018-01-18 | 2018-03-27 | $4,821 | $5,015 | -$194 | -$194 |
| S & T BANCORP INC | P | 2017-12-14 | 2018-10-18 | $18,907 | $17,616 | $1,291 | $1,291 |
| RYOHIN KEIKAKU CO LTD | P | 2017-10-10 | 2018-07-09 | $1,160 | $1,166 | -$6 | -$6 |
| RYOHIN KEIKAKU CO LTD | P | 2017-12-19 | 2018-07-09 | $4,059 | $4,424 | -$365 | -$365 |
| RYOHIN KEIKAKU CO LTD | P | 2018-08-09 | 2018-09-12 | $2,179 | $2,421 | -$242 | -$242 |
| S&P GLOBAL INC | P | 2018-02-21 | 2018-04-05 | $7,812 | $7,814 | -$2 | -$2 |
| SBA COMMUNICATIONS CORP NEW | P | 2017-11-10 | 2018-01-19 | $1,652 | $1,685 | -$33 | -$33 |
| SBA COMMUNICATIONS CORP NEW | P | 2017-11-10 | 2018-04-27 | $159 | $169 | -$10 | -$10 |
| SJW CORP | P | 2017-12-13 | 2018-01-18 | $18,377 | $20,297 | -$1,920 | -$1,920 |
| SKF AB SPONSORED ADR PAR S KR | P | 2018-04-30 | 2018-07-02 | $5,274 | $5,906 | -$632 | -$632 |
| SKF AB SPONSORED ADR PAR S KR | P | 2018-08-09 | 2018-09-12 | $2,281 | $2,466 | -$185 | -$185 |
| SK TELECOM LTD SPONSORED ADR | P | 2017-10-10 | 2018-02-26 | $7,327 | $7,705 | -$378 | -$378 |
| SK TELECOM LTD SPONSORED ADR | P | 2017-11-17 | 2018-02-26 | $493 | $514 | -$21 | -$21 |
| SK TELECOM LTD SPONSORED ADR | P | 2017-04-21 | 2018-03-27 | $705 | $731 | -$26 | -$26 |
| SK TELECOM LTD SPONSORED ADR | P | 2017-06-27 | 2018-03-27 | $1,175 | $1,284 | -$109 | -$109 |
| SK TELECOM LTD SPONSORED ADR | P | 2017-11-17 | 2018-03-27 | $5,854 | $6,402 | -$548 | -$548 |
| SK TELECOM LTD SPONSORED ADR | P | 2018-04-30 | 2018-07-02 | $4,694 | $4,858 | -$164 | -$164 |
| SK TELECOM LTD SPONSORED ADR | P | 2018-04-30 | 2018-07-09 | $5,474 | $5,616 | -$142 | -$142 |
| SK TELECOM LTD SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $6,560 | $6,277 | $283 | $283 |
| SL GREEN RLTY CORP | P | 2017-12-13 | 2018-02-22 | $3,086 | $3,300 | -$214 | -$214 |
| SL GREEN RLTY CORP | P | 2017-12-13 | 2018-03-27 | $18,297 | $18,297 | $0 | $0 |
| SL GREEN RLTY CORP | P | 2018-01-19 | 2018-03-27 | $5,297 | $5,130 | $167 | $167 |
| SL GREEN RLTY CORP | P | 2017-12-12 | 2018-06-12 | $18,605 | $19,077 | -$472 | -$472 |
| SL GREEN RLTY CORP | P | 2018-03-26 | 2018-06-12 | $3,133 | $2,995 | $138 | $138 |
| SLM CORP | P | 2017-12-13 | 2018-05-30 | $3,421 | $3,375 | $46 | $46 |
| SLM CORP | P | 2017-12-13 | 2018-08-03 | $2,235 | $2,258 | -$23 | -$23 |
| SLM CORP | P | 2017-12-13 | 2018-08-03 | $6,106 | $6,163 | -$57 | -$57 |
| SLM CORP | P | 2018-01-19 | 2018-08-03 | $3,120 | $3,101 | $19 | $19 |
| SLM CORP | P | 2018-03-27 | 2018-08-03 | $3,075 | $3,036 | $39 | $39 |
| SMC CORP JAPAN | P | 2017-10-10 | 2018-07-09 | $6,329 | $6,555 | -$226 | -$226 |
| SM ENERGY CO | P | 2017-10-06 | 2018-01-19 | $1,594 | $1,073 | $521 | $521 |
| SM ENERGY CO | P | 2017-10-06 | 2018-03-27 | $7,417 | $6,833 | $584 | $584 |
| SPX CORP | P | 2018-03-27 | 2018-04-30 | $8,368 | $8,555 | -$187 | -$187 |
| SPS COMM INC | P | 2018-01-18 | 2018-03-27 | $3,882 | $3,094 | $788 | $788 |
| SPS COMM INC | P | 2018-01-18 | 2018-10-18 | $16,853 | $9,941 | $6,912 | $6,912 |
| SS&C TECHNOLOGIES HLDGS INC | P | 2018-01-19 | 2018-10-18 | $20,231 | $19,672 | $559 | $559 |
| SSE PLC | P | 2017-03-29 | 2018-01-23 | $184 | $189 | -$5 | -$5 |
| SSE PLC | P | 2017-05-15 | 2018-01-23 | $3,493 | $3,605 | -$112 | -$112 |
| SSE PLC | P | 2018-02-26 | 2018-03-27 | $21,144 | $21,121 | $23 | $23 |
| SSE PLC | P | 2017-12-19 | 2018-08-09 | $21,119 | $22,716 | -$1,597 | -$1,597 |
| SPX FLOW INC | P | 2017-10-06 | 2018-10-05 | $12,848 | $10,217 | $2,631 | $2,631 |
| SRC ENERGY INC | P | 2017-10-06 | 2018-03-27 | $1,328 | $1,332 | -$4 | -$4 |
| SRC ENERGY INC | P | 2017-10-06 | 2018-09-13 | $4,196 | $4,647 | -$451 | -$451 |
| SVB FINL GROUP | P | 2017-11-10 | 2018-01-19 | $2,040 | $1,674 | $366 | $366 |
| SABRA HEALTH CARE REIT INC | P | 2017-12-13 | 2018-02-21 | $9,673 | $11,386 | -$1,713 | -$1,713 |
| SABRA HEALTH CARE REIT INC | P | 2017-12-13 | 2018-03-27 | $4,703 | $5,467 | -$764 | -$764 |
| SABRA HEALTH CARE REIT INC | P | 2017-12-13 | 2018-10-05 | $9,159 | $8,191 | $968 | $968 |
| SABRA HEALTH CARE REIT INC | P | 2018-01-18 | 2018-10-05 | $6,113 | $4,953 | $1,160 | $1,160 |
| SABRA HEALTH CARE REIT INC | P | 2018-04-30 | 2018-10-05 | $4,579 | $3,851 | $728 | $728 |
| SABRE CORP | P | 2017-12-13 | 2018-10-18 | $13,632 | $11,130 | $2,502 | $2,502 |
| SAFRAN S A | P | 2017-12-19 | 2018-03-27 | $5,850 | $5,915 | -$65 | -$65 |
| SAFRAN S A | P | 2017-10-10 | 2018-07-09 | $2,174 | $1,830 | $344 | $344 |
| SAGE THERAPEUTICS INC | P | 2018-02-21 | 2018-03-27 | $6,457 | $6,841 | -$384 | -$384 |
| SAGE THERAPEUTICS INC | P | 2018-07-02 | 2018-08-03 | $16,072 | $17,196 | -$1,124 | -$1,124 |
| SALESFORCE COM INC | P | 2018-05-02 | 2018-07-02 | $1,250 | $1,106 | $144 | $144 |
| SALESFORCE COM INC | P | 2018-05-02 | 2018-07-09 | $14 | $12 | $2 | $2 |
| SALLY BEAUTY HLDGS INC | P | 2018-07-02 | 2018-08-07 | $10,867 | $11,889 | -$1,022 | -$1,022 |
| SALLY BEAUTY HLDGS INC | P | 2018-09-13 | 2018-10-05 | $13,239 | $13,608 | -$369 | -$369 |
| SAMPO OYJ | P | 2018-02-26 | 2018-03-27 | $9,220 | $9,641 | -$421 | -$421 |
| SAMPO OYJ | P | 2017-10-10 | 2018-05-31 | $4,905 | $5,474 | -$569 | -$569 |
| SAMPO OYJ | P | 2017-12-19 | 2018-05-31 | $4,637 | $5,178 | -$541 | -$541 |
| SAMPO OYJ | P | 2018-04-30 | 2018-05-31 | $7,102 | $7,914 | -$812 | -$812 |
| SAMPO OYJ | P | 2018-04-30 | 2018-08-09 | $9,057 | $9,953 | -$896 | -$896 |
| SANDERSON FARMS INC | P | 2017-10-06 | 2018-02-21 | $775 | $885 | -$110 | -$110 |
| SANDERSON FARMS INC | P | 2017-10-06 | 2018-03-27 | $984 | $1,180 | -$196 | -$196 |
| SANDERSON FARMS INC | P | 2018-01-18 | 2018-03-27 | $3,937 | $4,127 | -$190 | -$190 |
| SANDERSON FARMS INC | P | 2018-01-18 | 2018-04-30 | $2,503 | $2,837 | -$334 | -$334 |
| SANDERSON FARMS INC | P | 2018-05-31 | 2018-10-05 | $4,565 | $4,411 | $154 | $154 |
| SANDERSON FARMS INC | P | 2018-08-07 | 2018-10-05 | $3,347 | $3,412 | -$65 | -$65 |
| SANDRIDGE ENERGY INC | P | 2017-10-06 | 2018-01-18 | $11,205 | $11,151 | $54 | $54 |
| SANDRIDGE ENERGY INC | P | 2018-03-27 | 2018-09-13 | $4,424 | $5,622 | -$1,198 | -$1,198 |
| SANDS CHINA LTD | P | 2018-02-26 | 2018-03-27 | $4,148 | $4,386 | -$238 | -$238 |
| SANDS CHINA LTD | P | 2018-02-26 | 2018-04-30 | $746 | $750 | -$4 | -$4 |
| SANDS CHINA LTD | P | 2018-02-26 | 2018-07-02 | $4,943 | $5,541 | -$598 | -$598 |
| SANDVIK AB ADR | P | 2018-02-26 | 2018-04-30 | $7,458 | $8,027 | -$569 | -$569 |
| SANDY SPRING BANCORP INC CMT | P | 2018-04-30 | 2018-08-07 | $7,334 | $7,552 | -$218 | -$218 |
| SANDY SPRING BANCORP INC CMT | P | 2018-09-13 | 2018-10-18 | $16,494 | $17,424 | -$930 | -$930 |
| SANFILIPPO JOHN B & SON INC | P | 2018-05-31 | 2018-09-13 | $432 | $415 | $17 | $17 |
| SANFILIPPO JOHN B & SON INC | P | 2018-05-31 | 2018-10-05 | $9,615 | $9,753 | -$138 | -$138 |
| SANGAMO BIOSCIENCES INC | P | 2017-12-13 | 2018-01-18 | $383 | $365 | $18 | $18 |
| SANGAMO BIOSCIENCES INC | P | 2017-12-13 | 2018-03-27 | $2,836 | $2,223 | $613 | $613 |
| SANGAMO BIOSCIENCES INC | P | 2017-12-13 | 2018-05-31 | $1,120 | $1,145 | -$25 | -$25 |
| SANGAMO BIOSCIENCES INC | P | 2017-12-13 | 2018-08-07 | $5,838 | $6,918 | -$1,080 | -$1,080 |
| SANGAMO BIOSCIENCES INC | P | 2018-09-13 | 2018-10-17 | $10,631 | $10,631 | $0 | $0 |
| SANLAM LTD | P | 2018-02-26 | 2018-03-27 | $306 | $327 | -$21 | -$21 |
| SANLAM LTD | P | 2018-02-26 | 2018-04-30 | $7,373 | $9,458 | -$2,085 | -$2,085 |
| SANLAM LTD | P | 2018-02-26 | 2018-05-31 | $121 | $163 | -$42 | -$42 |
| SANMINA CORP | P | 2017-12-13 | 2018-01-18 | $557 | $499 | $58 | $58 |
| SANMINA CORP | P | 2017-12-13 | 2018-02-21 | $1,395 | $1,621 | -$226 | -$226 |
| SANMINA CORP | P | 2017-12-13 | 2018-03-27 | $9,394 | $11,098 | -$1,704 | -$1,704 |
| SANMINA CORP | P | 2018-04-30 | 2018-05-31 | $2,531 | $2,563 | -$32 | -$32 |
| SANMINA CORP | P | 2018-04-30 | 2018-07-02 | $3,602 | $3,666 | -$64 | -$64 |
| SANMINA CORP | P | 2018-04-30 | 2018-08-07 | $335 | $328 | $7 | $7 |
| SANMINA CORP | P | 2018-04-30 | 2018-10-17 | $2,467 | $2,921 | -$454 | -$454 |
| SANMINA CORP | P | 2018-09-13 | 2018-10-17 | $4,505 | $5,352 | -$847 | -$847 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $13,212 | $14,437 | -$1,225 | -$1,225 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $33,567 | $34,308 | -$741 | -$741 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2017-12-19 | 2018-04-30 | $20,452 | $22,327 | -$1,875 | -$1,875 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2018-05-31 | 2018-07-09 | $31,512 | $28,777 | $2,735 | $2,735 |
| SANOFI-SYNTHELABO SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $10,254 | $9,986 | $268 | $268 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-11-17 | 2018-01-23 | $3,306 | $3,298 | $8 | $8 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-11-17 | 2018-02-26 | $1,360 | $1,478 | -$118 | -$118 |
| SAP AKTIENGESELLSCHAFT SPONSORED ADR | P | 2017-07-25 | 2018-07-09 | $5,950 | $5,196 | $754 | $754 |
| SAREPTA THERAPEUTICS INC | P | 2018-07-02 | 2018-08-03 | $17,195 | $18,773 | -$1,578 | -$1,578 |
| SAREPTA THERAPEUTICS INC | P | 2017-10-06 | 2018-10-05 | $23,372 | $9,019 | $14,353 | $14,353 |
| SAREPTA THERAPEUTICS INC | P | 2018-09-14 | 2018-10-18 | $15,203 | $16,980 | -$1,777 | -$1,777 |
| SASOL LTD SPONSORED ADR | P | 2017-12-19 | 2018-07-09 | $10,434 | $8,483 | $1,951 | $1,951 |
| SASOL LTD SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $4,450 | $4,574 | -$124 | -$124 |
| SAUL CTRS INC | P | 2018-03-27 | 2018-10-05 | $12,121 | $11,881 | $240 | $240 |
| SAUL CTRS INC | P | 2018-08-07 | 2018-10-05 | $1,884 | $2,035 | -$151 | -$151 |
| SAUL CTRS INC | P | 2018-08-07 | 2018-10-05 | $509 | $550 | -$41 | -$41 |
| SBERBANK RUSSIA | P | 2017-11-17 | 2018-04-30 | $4,970 | $5,502 | -$532 | -$532 |
| SBERBANK RUSSIA | P | 2017-12-19 | 2018-04-30 | $19,686 | $22,168 | -$2,482 | -$2,482 |
| SBERBANK RUSSIA | P | 2017-11-17 | 2018-07-02 | $13,558 | $15,489 | -$1,931 | -$1,931 |
| SBERBANK RUSSIA | P | 2017-11-17 | 2018-07-09 | $371 | $394 | -$23 | -$23 |
| SBERBANK RUSSIA | P | 2017-10-10 | 2018-08-09 | $8,862 | $10,499 | -$1,637 | -$1,637 |
| SBERBANK RUSSIA | P | 2017-11-17 | 2018-08-09 | $3,740 | $5,108 | -$1,368 | -$1,368 |
| SBERBANK RUSSIA | P | 2018-05-31 | 2018-08-09 | $19,119 | $23,063 | -$3,944 | -$3,944 |
| SCANA CORP | P | 2018-01-19 | 2018-02-22 | $2,026 | $2,026 | $0 | $0 |
| SCANA CORP | P | 2018-01-18 | 2018-03-26 | $1,921 | $2,128 | -$207 | -$207 |
| SCANA CORP | P | 2018-02-21 | 2018-03-26 | $9,752 | $9,802 | -$50 | -$50 |
| SCANA CORP | P | 2017-12-13 | 2018-03-27 | $11,962 | $13,414 | -$1,452 | -$1,452 |
| SCANA CORP | P | 2018-01-19 | 2018-03-27 | $304 | $342 | -$38 | -$38 |
| SCANA CORP | P | 2018-04-27 | 2018-05-30 | $5,079 | $5,235 | -$156 | -$156 |
| SCANA CORP | P | 2018-04-27 | 2018-09-14 | $11,441 | $11,993 | -$552 | -$552 |
| SCANSOURCE INC | P | 2018-02-21 | 2018-03-27 | $14,092 | $12,903 | $1,189 | $1,189 |
| SCANSOURCE INC | P | 2018-02-21 | 2018-10-17 | $11,244 | $9,902 | $1,342 | $1,342 |
| SCHEIN HENRY INC | P | 2017-12-12 | 2018-02-21 | $905 | $878 | $27 | $27 |
| SCHEIN HENRY INC | P | 2018-01-19 | 2018-02-22 | $617 | $679 | -$62 | -$62 |
| SCHEIN HENRY INC | P | 2017-12-13 | 2018-03-27 | $394 | $414 | -$20 | -$20 |
| SCHEIN HENRY INC | P | 2018-01-19 | 2018-03-27 | $1,313 | $1,510 | -$197 | -$197 |
| SCHEIN HENRY INC | P | 2017-12-12 | 2018-10-05 | $19,830 | $15,135 | $4,695 | $4,695 |
| SCHEIN HENRY INC | P | 2017-12-13 | 2018-10-17 | $27,352 | $21,715 | $5,637 | $5,637 |
| SCHLUMBERGER LTD | P | 2018-01-18 | 2018-02-21 | $11,612 | $13,652 | -$2,040 | -$2,040 |
| SCHLUMBERGER LTD | P | 2017-12-12 | 2018-04-05 | $9,056 | $8,862 | $194 | $194 |
| SCHLUMBERGER LTD | P | 2018-03-26 | 2018-04-05 | $529 | $513 | $16 | $16 |
| SCHNEIDER ELEC SA | P | 2017-11-17 | 2018-07-09 | $7,592 | $7,707 | -$115 | -$115 |
| SCHOLASTIC CORP | P | 2018-03-27 | 2018-10-05 | $10,450 | $9,324 | $1,126 | $1,126 |
| A SCHULMAN INC | P | 2017-10-06 | 2018-03-27 | $5,406 | $4,579 | $827 | $827 |
| A SCHULMAN INC | P | 2017-10-06 | 2018-08-21 | $9,114 | $7,950 | $1,164 | $1,164 |
| SCHWAB CHARLES CORP NEW | P | 2018-04-05 | 2018-08-22 | $12,926 | $13,271 | -$345 | -$345 |
| SCHWEITZER-MAUDUIT INTL INC | P | 2017-10-06 | 2018-01-18 | $1,750 | $1,567 | $183 | $183 |
| SCHWEITZER-MAUDUIT INTL INC | P | 2017-10-06 | 2018-03-27 | $17,843 | $18,888 | -$1,045 | -$1,045 |
| SCIENCE APPLICATIONS INTL CORP | P | 2018-01-18 | 2018-03-27 | $5,428 | $5,570 | -$142 | -$142 |
| SCIENCE APPLICATIONS INTL CORP | P | 2017-10-06 | 2018-09-13 | $3,125 | $2,776 | $349 | $349 |
| SCIENTIFIC GAMES CORP CL A | P | 2017-10-06 | 2018-01-18 | $815 | $720 | $95 | $95 |
| SCIENTIFIC GAMES CORP CL A | P | 2017-10-06 | 2018-03-27 | $4,596 | $5,043 | -$447 | -$447 |
| SCOTTS CO CL A | P | 2018-09-14 | 2018-10-18 | $15,383 | $16,306 | -$923 | -$923 |
| SCRIPPS E W CO OHIO | P | 2017-11-10 | 2018-01-18 | $2,314 | $2,092 | $222 | $222 |
| SCRIPPS E W CO OHIO | P | 2017-11-10 | 2018-03-27 | $10,645 | $12,813 | -$2,168 | -$2,168 |
| SCRIPPS E W CO OHIO | P | 2018-04-30 | 2018-10-05 | $13,332 | $9,459 | $3,873 | $3,873 |
| SEA LTD | P | 2018-07-09 | 2018-08-09 | $1,730 | $1,971 | -$241 | -$241 |
| SEACOAST BKG CORP FLA | P | 2017-11-14 | 2018-01-18 | $6,957 | $6,467 | $490 | $490 |
| SEACOAST BKG CORP FLA | P | 2017-11-14 | 2018-03-27 | $10,801 | $10,033 | $768 | $768 |
| SEACOAST BKG CORP FLA | P | 2017-11-14 | 2018-10-18 | $15,693 | $14,041 | $1,652 | $1,652 |
| SEACOR SMIT INC | P | 2017-04-23 | 2018-01-18 | $2,948 | $2,564 | $384 | $384 |
| SEACOR SMIT INC | P | 2017-04-23 | 2018-03-27 | $3,947 | $3,134 | $813 | $813 |
| SEALED AIR CORP | P | 2017-12-13 | 2018-02-22 | $882 | $1,013 | -$131 | -$131 |
| SEALED AIR CORP | P | 2018-01-19 | 2018-02-22 | $1,764 | $2,069 | -$305 | -$305 |
| SEALED AIR CORP | P | 2017-10-06 | 2018-03-27 | $16,642 | $17,284 | -$642 | -$642 |
| SEALED AIR CORP | P | 2018-05-30 | 2018-07-02 | $22,222 | $23,641 | -$1,419 | -$1,419 |
| SEALED AIR CORP | P | 2018-09-14 | 2018-10-18 | $17,836 | $23,201 | -$5,365 | -$5,365 |
| SEATTLE GENETICS INC | P | 2017-10-06 | 2018-03-27 | $7,760 | $8,527 | -$767 | -$767 |
| SEATTLE GENETICS INC | P | 2017-11-10 | 2018-03-27 | $3,775 | $4,183 | -$408 | -$408 |
| SEATTLE GENETICS INC | P | 2018-04-27 | 2018-05-30 | $1,599 | $1,443 | $156 | $156 |
| SEATTLE GENETICS INC | P | 2018-04-27 | 2018-10-18 | $23,335 | $16,592 | $6,743 | $6,743 |
| SEAWORLD ENTMT INC | P | 2017-11-10 | 2018-01-18 | $1,200 | $1,047 | $153 | $153 |
| SEAWORLD ENTMT INC | P | 2017-11-10 | 2018-03-27 | $2,819 | $2,336 | $483 | $483 |
| SEAWORLD ENTMT INC | P | 2017-11-10 | 2018-10-05 | $17,242 | $7,423 | $9,819 | $9,819 |
| SECOM LTD ADR | P | 2017-10-10 | 2018-02-26 | $10,744 | $11,149 | -$405 | -$405 |
| SECOM LTD ADR | P | 2017-12-19 | 2018-02-26 | $6,600 | $6,835 | -$235 | -$235 |
| SEIKO EPSON CORP UNSPONSORED ADR | P | 2017-04-21 | 2018-02-26 | $6,721 | $7,214 | -$493 | -$493 |
| SEIKO EPSON CORP UNSPONSORED ADR | P | 2017-04-21 | 2018-03-27 | $6,539 | $7,596 | -$1,057 | -$1,057 |
| SEIKO EPSON CORP UNSPONSORED ADR | P | 2017-05-15 | 2018-03-27 | $666 | $768 | -$102 | -$102 |
| SEIKO EPSON CORP UNSPONSORED ADR | P | 2017-05-15 | 2018-04-30 | $1,211 | $1,332 | -$121 | -$121 |
| SELECT ENERGY SVCS INC | P | 2018-09-13 | 2018-10-17 | $8,998 | $9,691 | -$693 | -$693 |
| SELECT INCOME REIT | P | 2017-10-06 | 2018-01-18 | $7,183 | $7,483 | -$300 | -$300 |
| SELECT INCOME REIT | P | 2017-10-06 | 2018-02-21 | $23,451 | $28,207 | -$4,756 | -$4,756 |
| SELECT INCOME REIT | P | 2017-10-06 | 2018-04-30 | $1,429 | $1,738 | -$309 | -$309 |
| SELECT INCOME REIT | P | 2018-03-27 | 2018-10-05 | $17,006 | $15,499 | $1,507 | $1,507 |
| SELECT MED HLDGS CORP | P | 2017-10-06 | 2018-01-18 | $259 | $286 | -$27 | -$27 |
| SELECT MED HLDGS CORP | P | 2017-10-06 | 2018-03-27 | $5,079 | $5,501 | -$422 | -$422 |
| SELECTIVE INS GROUP INC | P | 2018-01-18 | 2018-03-27 | $6,302 | $6,297 | $5 | $5 |
| SELECTIVE INS GROUP INC | P | 2017-10-06 | 2018-07-02 | $3,570 | $3,534 | $36 | $36 |
| SEMGROUP CORP | P | 2017-06-27 | 2018-03-27 | $641 | $781 | -$140 | -$140 |
| SEMGROUP CORP | P | 2017-10-06 | 2018-03-27 | $7,589 | $10,164 | -$2,575 | -$2,575 |
| SEMGROUP CORP | P | 2017-12-13 | 2018-03-27 | $5,259 | $6,709 | -$1,450 | -$1,450 |
| SEMGROUP CORP | P | 2018-04-30 | 2018-05-31 | $2,208 | $2,133 | $75 | $75 |
| SEMGROUP CORP | P | 2018-04-30 | 2018-09-13 | $11,048 | $11,446 | -$398 | -$398 |
| SEMGROUP CORP | P | 2018-08-07 | 2018-09-13 | $2,344 | $2,545 | -$201 | -$201 |
| SEMTECH CORP | P | 2017-10-06 | 2018-03-27 | $8,806 | $8,283 | $523 | $523 |
| SEMTECH CORP | P | 2018-01-18 | 2018-10-18 | $6,527 | $5,047 | $1,480 | $1,480 |
| SEMPRA ENERGY | P | 2017-11-07 | 2018-02-21 | $4,513 | $5,053 | -$540 | -$540 |
| SEMPRA ENERGY | P | 2017-12-12 | 2018-02-21 | $12,572 | $13,543 | -$971 | -$971 |
| SEMPRA ENERGY | P | 2017-10-06 | 2018-02-22 | $750 | $783 | -$33 | -$33 |
| SEMPRA ENERGY | P | 2017-11-10 | 2018-02-22 | $1,392 | $1,575 | -$183 | -$183 |
| SEMPRA ENERGY | P | 2017-10-06 | 2018-04-27 | $7,038 | $7,048 | -$10 | -$10 |
| SEMPRA ENERGY | P | 2017-10-06 | 2018-05-30 | $21,012 | $22,150 | -$1,138 | -$1,138 |
| SENECA FOODS CORP NEW CL A | P | 2018-07-02 | 2018-10-05 | $6,350 | $5,526 | $824 | $824 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2018-02-21 | 2018-03-26 | $22,410 | $23,647 | -$1,237 | -$1,237 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2017-12-13 | 2018-03-27 | $16,299 | $20,272 | -$3,973 | -$3,973 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2018-01-19 | 2018-03-27 | $5,671 | $6,446 | -$775 | -$775 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2018-02-22 | 2018-03-27 | $5,826 | $5,995 | -$169 | -$169 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2018-02-21 | 2018-04-05 | $7,036 | $7,163 | -$127 | -$127 |
| SENIOR HSG PPTYS TR SH BEN INT | P | 2018-05-30 | 2018-10-18 | $22,567 | $23,717 | -$1,150 | -$1,150 |
| SENSIENT TECHNOLOGIES CORP | P | 2018-01-18 | 2018-03-27 | $17,263 | $18,072 | -$809 | -$809 |
| SENSIENT TECHNOLOGIES CORP | P | 2018-01-18 | 2018-04-30 | $5,365 | $5,711 | -$346 | -$346 |
| SENSIENT TECHNOLOGIES CORP | P | 2018-01-18 | 2018-07-02 | $4,727 | $4,843 | -$116 | -$116 |
| SENSIENT TECHNOLOGIES CORP | P | 2018-05-31 | 2018-10-17 | $12,236 | $10,636 | $1,600 | $1,600 |
| SERES THERAPEUTICS INC | P | 2018-09-13 | 2018-10-17 | $4,587 | $5,434 | -$847 | -$847 |
| SERITAGE GROWTH PPTYS | P | 2018-08-07 | 2018-10-05 | $8,406 | $8,614 | -$208 | -$208 |
| SERVICEMASTER GLOBAL HLDGS INC | P | 2017-11-10 | 2018-10-18 | $5,816 | $4,091 | $1,725 | $1,725 |
| SERVISFIRST BANCSHARES INC | P | 2017-10-06 | 2018-03-27 | $8,240 | $7,836 | $404 | $404 |
| SEVEN & I HLDGS CO LTD | P | 2018-03-27 | 2018-07-02 | $6,965 | $7,014 | -$49 | -$49 |
| SEVEN & I HLDGS CO LTD | P | 2017-12-19 | 2018-07-09 | $10,767 | $11,122 | -$355 | -$355 |
| SEVEN & I HLDGS CO LTD | P | 2018-03-27 | 2018-07-09 | $1,097 | $1,148 | -$51 | -$51 |
| SGS SOCIETE GENERALE DE | P | 2017-10-10 | 2018-07-09 | $3,809 | $3,416 | $393 | $393 |
| SGS SOCIETE GENERALE DE | P | 2018-03-27 | 2018-07-09 | $5,700 | $5,261 | $439 | $439 |
| SGS SOCIETE GENERALE DE | P | 2017-10-10 | 2018-09-12 | $2,203 | $2,006 | $197 | $197 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-10-06 | 2018-02-21 | $3,950 | $4,763 | -$813 | -$813 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2017-10-06 | 2018-03-27 | $721 | $775 | -$54 | -$54 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2018-01-18 | 2018-05-31 | $252 | $254 | -$2 | -$2 |
| SHENANDOAH TELECOMMUNICATIONS CO | P | 2018-01-18 | 2018-10-05 | $6,079 | $4,952 | $1,127 | $1,127 |
| SHIN ETSU CHEM CO LTD | P | 2017-10-10 | 2018-07-09 | $7,506 | $7,334 | $172 | $172 |
| SHINHAN FINL GROUP CO LTD | P | 2017-10-10 | 2018-03-27 | $7,056 | $7,491 | -$435 | -$435 |
| SHINHAN FINL GROUP CO LTD | P | 2017-11-17 | 2018-03-27 | $4,985 | $5,236 | -$251 | -$251 |
| SHINHAN FINL GROUP CO LTD | P | 2018-04-30 | 2018-05-31 | $19,574 | $21,356 | -$1,782 | -$1,782 |
| SHINHAN FINL GROUP CO LTD | P | 2017-11-17 | 2018-08-09 | $11,955 | $13,799 | -$1,844 | -$1,844 |
| SHINHAN FINL GROUP CO LTD | P | 2018-04-30 | 2018-08-09 | $5,190 | $6,044 | -$854 | -$854 |
| SHIRE PHARMACEUTICALS GROUP PLC | P | 2017-11-17 | 2018-02-26 | $29,989 | $34,727 | -$4,738 | -$4,738 |
| SHIRE PHARMACEUTICALS GROUP PLC | P | 2017-11-17 | 2018-03-27 | $1,567 | $1,744 | -$177 | -$177 |
| SHIRE PHARMACEUTICALS GROUP PLC | P | 2018-04-30 | 2018-07-09 | $8,205 | $7,652 | $553 | $553 |
| SHIRE PHARMACEUTICALS GROUP PLC | P | 2018-08-09 | 2018-09-12 | $3,269 | $3,310 | -$41 | -$41 |
| SHISEIDO LTD ADR | P | 2018-02-26 | 2018-03-27 | $3,575 | $3,489 | $86 | $86 |
| SHOE CARNIVAL INC | P | 2017-05-23 | 2018-01-18 | $11,600 | $8,775 | $2,825 | $2,825 |
| SHOE CARNIVAL INC | P | 2017-06-27 | 2018-01-18 | $1,513 | $1,181 | $332 | $332 |
| SHOE CARNIVAL INC | P | 2017-07-27 | 2018-01-18 | $1,513 | $1,118 | $395 | $395 |
| SHOPRITE HLDGS LTD | P | 2018-05-31 | 2018-07-02 | $1,745 | $2,077 | -$332 | -$332 |
| SHUTTERFLY INC | P | 2017-12-13 | 2018-03-27 | $3,269 | $1,811 | $1,458 | $1,458 |
| SHUTTERFLY INC | P | 2017-12-13 | 2018-10-05 | $15,800 | $11,702 | $4,098 | $4,098 |
| SHUTTERSTOCK INC | P | 2017-11-10 | 2018-01-18 | $8,934 | $7,823 | $1,111 | $1,111 |
| SHUTTERSTOCK INC | P | 2017-11-10 | 2018-03-27 | $4,676 | $3,677 | $999 | $999 |
| SHUTTERSTOCK INC | P | 2017-11-10 | 2018-10-05 | $10,075 | $7,941 | $2,134 | $2,134 |
| SIBANYE GOLD LTD | P | 2017-11-17 | 2018-01-23 | $1,140 | $1,214 | -$74 | -$74 |
| SIBANYE GOLD LTD | P | 2017-10-10 | 2018-02-26 | $4,426 | $5,033 | -$607 | -$607 |
| SIBANYE GOLD LTD | P | 2017-11-17 | 2018-02-26 | $2 | $2 | $0 | $0 |
| SIEMENS A G SPONSORED ADR | P | 2017-05-15 | 2018-02-26 | $2,725 | $2,853 | -$128 | -$128 |
| SIEMENS A G SPONSORED ADR | P | 2017-06-27 | 2018-02-26 | $5,109 | $5,275 | -$166 | -$166 |
| SIEMENS A G SPONSORED ADR | P | 2017-10-10 | 2018-02-26 | $68 | $71 | -$3 | -$3 |
| SIEMENS A G SPONSORED ADR | P | 2017-07-25 | 2018-03-27 | $5,376 | $5,819 | -$443 | -$443 |
| SIEMENS A G SPONSORED ADR | P | 2017-11-17 | 2018-03-27 | $16,760 | $17,968 | -$1,208 | -$1,208 |
| SIEMENS A G SPONSORED ADR | P | 2018-04-30 | 2018-07-09 | $41,829 | $39,129 | $2,700 | $2,700 |
| SIEMENS A G SPONSORED ADR | P | 2018-08-09 | 2018-09-12 | $9,959 | $10,204 | -$245 | -$245 |
| SIGNATURE BK NEW YORK N Y | P | 2017-11-10 | 2018-04-27 | $393 | $375 | $18 | $18 |
| SIGNATURE BK NEW YORK N Y | P | 2017-11-10 | 2018-05-30 | $2,205 | $2,124 | $81 | $81 |
| SIGNATURE BK NEW YORK N Y | P | 2017-11-10 | 2018-08-03 | $22,089 | $25,113 | -$3,024 | -$3,024 |
| SIGNATURE BK NEW YORK N Y | P | 2018-09-14 | 2018-10-18 | $21,561 | $21,561 | $0 | $0 |
| SILICON LABORATORIES INC | P | 2017-10-06 | 2018-03-27 | $920 | $835 | $85 | $85 |
| SILICON LABORATORIES INC | P | 2018-01-18 | 2018-03-27 | $4,693 | $4,994 | -$301 | -$301 |
| SILICON MOTION TECHNOLOGY CORP | P | 2017-11-17 | 2018-02-26 | $4,282 | $4,591 | -$309 | -$309 |
| SILICON MOTION TECHNOLOGY CORP | P | 2018-07-09 | 2018-09-12 | $3,115 | $3,111 | $4 | $4 |
| SILICON MOTION TECHNOLOGY CORP | P | 2018-08-09 | 2018-09-12 | $2,363 | $2,551 | -$188 | -$188 |
| SILICONWARE PRECISION INDS LTD | P | 2018-03-27 | 2018-05-17 | $4,218 | $4,333 | -$115 | -$115 |
| SIMMONS 1ST NATL CORP CL A $5 PAR | P | 2018-04-30 | 2018-07-02 | $14,036 | $14,370 | -$334 | -$334 |
| SIMON PROPERTY GROUP INC | P | 2017-12-12 | 2018-01-18 | $330 | $330 | $0 | $0 |
| SIMON PROPERTY GROUP INC | P | 2017-12-12 | 2018-02-21 | $6,312 | $6,766 | -$454 | -$454 |
| SIMON PROPERTY GROUP INC | P | 2017-12-12 | 2018-03-26 | $35,724 | $38,616 | -$2,892 | -$2,892 |
| SIMPSON MFG INC | P | 2017-12-13 | 2018-01-18 | $22,579 | $22,750 | -$171 | -$171 |
| SIMPSON MFG INC | P | 2018-03-27 | 2018-04-30 | $12,357 | $12,758 | -$401 | -$401 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2017-06-27 | 2018-03-27 | $222 | $236 | -$14 | -$14 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2017-10-06 | 2018-03-27 | $1,809 | $1,843 | -$34 | -$34 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2018-01-18 | 2018-03-27 | $4,062 | $5,026 | -$964 | -$964 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2017-10-06 | 2018-04-30 | $3,814 | $4,332 | -$518 | -$518 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2018-05-31 | 2018-08-07 | $5,083 | $5,325 | -$242 | -$242 |
| SINCLAIR BROADCAST GROUP INC CL A | P | 2018-09-13 | 2018-10-05 | $9,952 | $9,873 | $79 | $79 |
| SINGAPORE TELECOMMUNICATIONS LTD | P | 2017-12-19 | 2018-02-26 | $7,624 | $7,887 | -$263 | -$263 |
| SINOPEC SHANGHAI PETROCHEMICAL CO | P | 2017-10-10 | 2018-02-26 | $6,854 | $6,921 | -$67 | -$67 |
| SINOPEC SHANGHAI PETROCHEMICAL CO | P | 2018-07-02 | 2018-09-12 | $9,080 | $9,728 | -$648 | -$648 |
| SINOPEC SHANGHAI PETROCHEMICAL CO | P | 2018-08-09 | 2018-09-12 | $8,637 | $9,576 | -$939 | -$939 |
| SIRIUS XM HLDGS INC | P | 2017-12-13 | 2018-01-19 | $17,152 | $17,660 | -$508 | -$508 |
| SIRIUS XM HLDGS INC | P | 2018-03-26 | 2018-04-05 | $3,365 | $3,381 | -$16 | -$16 |
| SIRIUS XM HLDGS INC | P | 2018-02-22 | 2018-04-27 | $414 | $410 | $4 | $4 |
| SIRIUS XM HLDGS INC | P | 2018-02-22 | 2018-10-18 | $19,284 | $19,429 | -$145 | -$145 |
| SKECHERS U S A INC CL A | P | 2017-11-10 | 2018-01-19 | $605 | $478 | $127 | $127 |
| SKECHERS U S A INC CL A | P | 2017-11-10 | 2018-04-27 | $12,263 | $13,477 | -$1,214 | -$1,214 |
| SKY PLC | P | 2017-10-10 | 2018-07-09 | $1,643 | $1,019 | $624 | $624 |
| SKYWEST INC | P | 2018-01-18 | 2018-03-27 | $5,219 | $5,087 | $132 | $132 |
| SKYWORKS SOLUTIONS INC | P | 2017-11-10 | 2018-03-27 | $6,078 | $6,507 | -$429 | -$429 |
| SKYWORKS SOLUTIONS INC | P | 2017-11-10 | 2018-05-30 | $7,368 | $8,161 | -$793 | -$793 |
| SKYWORKS SOLUTIONS INC | P | 2018-01-19 | 2018-05-30 | $1,095 | $1,093 | $2 | $2 |
| SKYWORKS SOLUTIONS INC | P | 2018-01-19 | 2018-07-02 | $2,016 | $2,086 | -$70 | -$70 |
| SKYWORKS SOLUTIONS INC | P | 2018-04-27 | 2018-10-17 | $11,403 | $11,146 | $257 | $257 |
| SKYWORKS SOLUTIONS INC | P | 2018-09-14 | 2018-10-17 | $6,592 | $6,500 | $92 | $92 |
| SLEEP NUMBER CORP | P | 2017-10-06 | 2018-01-18 | $972 | $841 | $131 | $131 |
| SLEEP NUMBER CORP | P | 2017-10-06 | 2018-03-27 | $3,921 | $3,688 | $233 | $233 |
| SLEEP NUMBER CORP | P | 2017-10-06 | 2018-04-30 | $293 | $323 | -$30 | -$30 |
| SLEEP NUMBER CORP | P | 2018-05-31 | 2018-10-05 | $9,871 | $7,785 | $2,086 | $2,086 |
| SMITH A O CORP | P | 2018-02-22 | 2018-03-27 | $24,010 | $24,865 | -$855 | -$855 |
| SMITH A O CORP | P | 2018-08-03 | 2018-09-14 | $25,416 | $25,223 | $193 | $193 |
| SMITH A O CORP | P | 2018-07-19 | 2018-10-05 | $32,318 | $32,318 | $0 | $0 |
| SMITH A O CORP | P | 2018-07-19 | 2018-10-05 | $35,539 | $35,539 | $0 | $0 |
| SMITHS GROUP PLC | P | 2017-10-10 | 2018-07-09 | $4,347 | $4,058 | $289 | $289 |
| SMUCKER J M CO NEW | P | 2018-01-19 | 2018-03-27 | $4,315 | $4,315 | $0 | $0 |
| SMUCKER J M CO NEW | P | 2018-01-18 | 2018-05-07 | $3,945 | $4,360 | -$415 | -$415 |
| SMUCKER J M CO NEW | P | 2018-03-26 | 2018-05-07 | $26,265 | $28,240 | -$1,975 | -$1,975 |
| SMUCKER J M CO NEW | P | 2017-12-13 | 2018-05-30 | $6,318 | $6,877 | -$559 | -$559 |
| SMUCKER J M CO NEW | P | 2018-07-02 | 2018-09-14 | $666 | $639 | $27 | $27 |
| SMUCKER J M CO NEW | P | 2018-07-02 | 2018-10-17 | $15,004 | $15,326 | -$322 | -$322 |
| SMURFIT KAPPA GROUP PLC | P | 2018-01-23 | 2018-07-09 | $4,122 | $3,713 | $409 | $409 |
| SMURFIT KAPPA GROUP PLC | P | 2018-08-09 | 2018-09-12 | $1,468 | $1,557 | -$89 | -$89 |
| SNAP ON INC | P | 2017-11-10 | 2018-01-19 | $5,992 | $5,158 | $834 | $834 |
| SNAP ON INC | P | 2017-10-06 | 2018-02-22 | $1,280 | $1,193 | $87 | $87 |
| SNAP ON INC | P | 2017-11-10 | 2018-02-22 | $2,241 | $2,188 | $53 | $53 |
| SNAP ON INC | P | 2017-10-06 | 2018-03-27 | $888 | $895 | -$7 | -$7 |
| SNAP ON INC | P | 2017-10-06 | 2018-05-30 | $1,054 | $1,044 | $10 | $10 |
| SNYDERS-LANCE INC | P | 2017-04-28 | 2018-03-27 | $1,500 | $1,057 | $443 | $443 |
| SNYDERS-LANCE INC | P | 2017-06-27 | 2018-03-27 | $4,000 | $2,834 | $1,166 | $1,166 |
| SNYDERS-LANCE INC | P | 2017-12-13 | 2018-03-27 | $14,000 | $11,078 | $2,922 | $2,922 |
| SOCIEDAD QUIMICA MINERA DE CHILE | P | 2018-08-09 | 2018-09-12 | $616 | $672 | -$56 | -$56 |
| SOCIETE GENERALE FRANCE ADR | P | 2017-12-19 | 2018-05-31 | $9,892 | $12,107 | -$2,215 | -$2,215 |
| SOCIETE GENERALE FRANCE ADR | P | 2018-03-27 | 2018-05-31 | $5,522 | $7,109 | -$1,587 | -$1,587 |
| SODEXHO ALLIANCE SPONSORED ADR | P | 2018-02-26 | 2018-04-30 | $13,268 | $16,631 | -$3,363 | -$3,363 |
| SOFTBANK CORP | P | 2017-06-27 | 2018-04-30 | $4,672 | $4,988 | -$316 | -$316 |
| SOFTBANK CORP | P | 2017-12-19 | 2018-04-30 | $5,840 | $6,020 | -$180 | -$180 |
| SOFTBANK CORP | P | 2018-03-27 | 2018-05-31 | $13,237 | $14,465 | -$1,228 | -$1,228 |
| SOGOU INC | P | 2018-03-27 | 2018-07-09 | $3,601 | $2,786 | $815 | $815 |
| SOGOU INC | P | 2018-03-27 | 2018-09-12 | $1,172 | $1,325 | -$153 | -$153 |
| SONIC CORP | P | 2017-11-10 | 2018-01-18 | $33,198 | $30,984 | $2,214 | $2,214 |
| SONIC HEALTHCARE LTD | P | 2018-02-26 | 2018-04-30 | $5,373 | $5,912 | -$539 | -$539 |
| SONOCO PRODS CO | P | 2017-10-06 | 2018-02-22 | $6,255 | $6,624 | -$369 | -$369 |
| SONOCO PRODS CO | P | 2017-10-06 | 2018-03-27 | $7,969 | $8,575 | -$606 | -$606 |
| SONOCO PRODS CO | P | 2017-11-10 | 2018-03-27 | $8,590 | $9,145 | -$555 | -$555 |
| SONY CORP (ADR) | P | 2018-08-09 | 2018-09-12 | $9,385 | $9,101 | $284 | $284 |
| SONOVA HLDG AG | P | 2018-03-27 | 2018-07-09 | $4,435 | $3,883 | $552 | $552 |
| SOTHEBYS HLDGS INC CL A | P | 2017-10-06 | 2018-03-27 | $1,900 | $1,806 | $94 | $94 |
| SOTHEBYS HLDGS INC CL A | P | 2017-10-06 | 2018-09-13 | $3,528 | $3,514 | $14 | $14 |
| SOTHEBYS HLDGS INC CL A | P | 2017-10-06 | 2018-10-05 | $1,338 | $1,464 | -$126 | -$126 |
| SOUTH JERSEY INDS INC | P | 2017-12-13 | 2018-02-21 | $14,016 | $17,100 | -$3,084 | -$3,084 |
| SOUTH JERSEY INDS INC | P | 2018-01-18 | 2018-10-18 | $5,873 | $4,941 | $932 | $932 |
| SOUTH JERSEY INDS INC | P | 2018-03-27 | 2018-10-18 | $6,999 | $5,521 | $1,478 | $1,478 |
| SOUTH JERSEY INDS INC | P | 2018-08-07 | 2018-10-18 | $4,713 | $4,546 | $167 | $167 |
| SOUTH JERSEY INDS INC | P | 2018-09-13 | 2018-10-18 | $2,005 | $2,005 | $0 | $0 |
| SOUTH STATE CORP | P | 2018-04-30 | 2018-07-02 | $8,731 | $8,839 | -$108 | -$108 |
| SOUTHERN CO | P | 2017-06-23 | 2018-02-21 | $5,570 | $6,379 | -$809 | -$809 |
| SOUTHERN CO | P | 2018-01-18 | 2018-02-21 | $4,830 | $4,950 | -$120 | -$120 |
| SOUTHERN CO | P | 2018-04-05 | 2018-06-12 | $45,670 | $46,929 | -$1,259 | -$1,259 |
| SOUTH32 LTD | P | 2017-10-10 | 2018-02-26 | $882 | $875 | $7 | $7 |
| SOUTH32 LTD | P | 2017-10-10 | 2018-03-27 | $894 | $913 | -$19 | -$19 |
| SOUTH32 LTD | P | 2018-04-30 | 2018-05-31 | $56 | $56 | $0 | $0 |
| SOUTH32 LTD | P | 2018-04-30 | 2018-07-02 | $4,886 | $5,199 | -$313 | -$313 |
| SOUTH32 LTD | P | 2017-10-10 | 2018-07-09 | $5,112 | $4,863 | $249 | $249 |
| SOUTH32 LTD | P | 2017-11-17 | 2018-07-09 | $3,138 | $2,915 | $223 | $223 |
| SOUTHWEST GAS CORP | P | 2017-12-13 | 2018-01-18 | $5,023 | $5,483 | -$460 | -$460 |
| SOUTHWEST GAS CORP | P | 2017-03-29 | 2018-03-27 | $671 | $753 | -$82 | -$82 |
| SOUTHWEST GAS CORP | P | 2017-06-27 | 2018-03-27 | $1,343 | $1,460 | -$117 | -$117 |
| SOUTHWEST GAS CORP | P | 2017-10-06 | 2018-03-27 | $12,016 | $13,915 | -$1,899 | -$1,899 |
| SOUTHWEST GAS CORP | P | 2017-12-13 | 2018-03-27 | $2,215 | $2,661 | -$446 | -$446 |
| SOUTHWEST GAS CORP | P | 2018-02-21 | 2018-10-18 | $11,388 | $9,730 | $1,658 | $1,658 |
| SOUTHWEST GAS CORP | P | 2018-04-30 | 2018-10-18 | $2,150 | $2,002 | $148 | $148 |
| SOUTHWESTERN ENERGY CO | P | 2018-07-02 | 2018-08-07 | $18,865 | $18,664 | $201 | $201 |
| SOUTHWESTERN ENERGY CO | P | 2018-09-13 | 2018-10-18 | $18,298 | $16,609 | $1,689 | $1,689 |
| SPARK ENERGY INC | P | 2018-08-07 | 2018-09-13 | $5,758 | $6,162 | -$404 | -$404 |
| SPARK NEW ZEALAND LTD | P | 2017-10-10 | 2018-02-26 | $2,374 | $2,507 | -$133 | -$133 |
| SPARK NEW ZEALAND LTD | P | 2018-01-23 | 2018-02-26 | $6,509 | $7,009 | -$500 | -$500 |
| SPARK NEW ZEALAND LTD | P | 2017-10-10 | 2018-04-30 | $1,626 | $1,745 | -$119 | -$119 |
| SPARK NEW ZEALAND LTD | P | 2018-07-09 | 2018-08-09 | $3,051 | $3,234 | -$183 | -$183 |
| SPARK THERAPEUTICS INC | P | 2017-10-06 | 2018-01-18 | $1,545 | $2,631 | -$1,086 | -$1,086 |
| SPARK THERAPEUTICS INC | P | 2017-06-27 | 2018-03-27 | $1,988 | $1,862 | $126 | $126 |
| SPARK THERAPEUTICS INC | P | 2017-10-06 | 2018-03-27 | $3,711 | $4,910 | -$1,199 | -$1,199 |
| SPARK THERAPEUTICS INC | P | 2018-02-21 | 2018-10-17 | $5,435 | $5,577 | -$142 | -$142 |
| SPARK THERAPEUTICS INC | P | 2018-09-13 | 2018-10-17 | $4,318 | $4,958 | -$640 | -$640 |
| SPARTANNASH CO | P | 2017-12-13 | 2018-02-21 | $9,818 | $11,552 | -$1,734 | -$1,734 |
| SPARTANNASH CO | P | 2018-03-27 | 2018-10-05 | $7,287 | $6,711 | $576 | $576 |
| SPECTRUM PHARMACEUTICALS INC | P | 2017-10-06 | 2018-03-27 | $2,913 | $2,443 | $470 | $470 |
| SPECTRUM BRANDS HLDGS INC | P | 2017-09-29 | 2018-02-21 | $13,721 | $14,348 | -$627 | -$627 |
| SPECTRUM BRANDS HLDGS INC | P | 2018-03-27 | 2018-04-27 | $7,076 | $9,230 | -$2,154 | -$2,154 |
| SPECTRUM BRANDS HOLDINGS INC | P | 2018-05-31 | 2018-08-06 | $60 | $54 | $6 | $6 |
| SPECTRUM BRANDS HOLDINGS INC | P | 2018-05-31 | 2018-08-07 | $634 | $555 | $79 | $79 |
| SPECTRUM BRANDS HOLDINGS INC | P | 2018-05-31 | 2018-09-13 | $9,950 | $9,591 | $359 | $359 |
| SPIRIT AEROSYSTEMS HLDGS INC CL A | P | 2017-11-10 | 2018-09-14 | $1,576 | $1,454 | $122 | $122 |
| SPIRIT AEROSYSTEMS HLDGS INC CL A | P | 2017-11-10 | 2018-10-18 | $2,152 | $2,100 | $52 | $52 |
| SPIRIT AIRLS INC | P | 2018-07-02 | 2018-10-18 | $21,083 | $15,531 | $5,552 | $5,552 |
| SPIRE INC | P | 2017-11-10 | 2018-02-21 | $9,880 | $11,631 | -$1,751 | -$1,751 |
| SPIRE INC | P | 2018-01-18 | 2018-03-27 | $3,088 | $3,002 | $86 | $86 |
| SPIRE INC | P | 2018-01-18 | 2018-10-18 | $22,353 | $20,673 | $1,680 | $1,680 |
| SPIRIT REALTY CAPITAL INC | P | 2017-10-06 | 2018-01-19 | $927 | $945 | -$18 | -$18 |
| SPIRIT REALTY CAPITAL INC | P | 2017-11-10 | 2018-01-19 | $11,287 | $11,765 | -$478 | -$478 |
| SPIRIT REALTY CAPITAL INC | P | 2018-02-22 | 2018-10-18 | $16,811 | $16,367 | $444 | $444 |
| SPIRIT MTA REIT | P | 2018-05-31 | 2018-06-28 | $7 | $7 | $0 | $0 |
| SPIRIT MTA REIT | P | 2018-05-31 | 2018-06-28 | $1 | $1 | $0 | $0 |
| SPIRIT MTA REIT | P | 2018-05-31 | 2018-07-02 | $2,198 | $2,016 | $182 | $182 |
| SPIRIT MTA REIT | P | 2018-05-31 | 2018-07-19 | $2,147 | $1,819 | $328 | $328 |
| SPLUNK INC | P | 2017-11-10 | 2018-10-17 | $9,619 | $6,465 | $3,154 | $3,154 |
| SPRINT NEXTEL CORP | P | 2017-11-21 | 2018-11-06 | $2,335 | $2,435 | -$100 | -$100 |
| SPRINT CORP | P | 2018-07-02 | 2018-09-14 | $3,503 | $3,036 | $467 | $467 |
| SPRINT CORP | P | 2018-08-07 | 2018-11-06 | $2,060 | $2,085 | -$25 | -$25 |
| SQUARE INC | P | 2017-10-06 | 2018-01-19 | $3,026 | $2,184 | $842 | $842 |
| SQUARE INC | P | 2017-11-10 | 2018-01-19 | $1,747 | $1,612 | $135 | $135 |
| STAG INDL INC | P | 2018-04-30 | 2018-10-05 | $18,633 | $17,443 | $1,190 | $1,190 |
| STAMPS.COM INC NEW | P | 2017-12-13 | 2018-03-27 | $5,178 | $4,421 | $757 | $757 |
| STAMPS.COM INC NEW | P | 2017-12-13 | 2018-10-05 | $1,927 | $1,530 | $397 | $397 |
| STANDARD BK GROUP LTD | P | 2018-05-31 | 2018-08-09 | $2,157 | $2,581 | -$424 | -$424 |
| STANDARD BK GROUP LTD | P | 2018-07-02 | 2018-09-12 | $5,029 | $6,159 | -$1,130 | -$1,130 |
| STANDARD MOTOR PRODUCTS INC | P | 2018-02-21 | 2018-03-27 | $17,216 | $18,609 | -$1,393 | -$1,393 |
| STANDARD MOTOR PRODUCTS INC | P | 2018-04-30 | 2018-05-31 | $5,855 | $6,002 | -$147 | -$147 |
| STANDARD MOTOR PRODUCTS INC | P | 2018-04-30 | 2018-10-05 | $8,091 | $8,034 | $57 | $57 |
| STANDEX INTERNATIONAL CORP | P | 2018-02-21 | 2018-03-27 | $35,545 | $36,592 | -$1,047 | -$1,047 |
| STANDEX INTERNATIONAL CORP | P | 2018-04-30 | 2018-10-18 | $14,954 | $14,595 | $359 | $359 |
| STANLEY BLACK & DECKER INC | P | 2017-11-10 | 2018-03-27 | $1,704 | $1,795 | -$91 | -$91 |
| STANLEY BLACK & DECKER INC | P | 2017-10-06 | 2018-04-27 | $11,714 | $12,596 | -$882 | -$882 |
| STANLEY BLACK & DECKER INC | P | 2017-10-06 | 2018-07-02 | $5,955 | $6,998 | -$1,043 | -$1,043 |
| STANLEY BLACK & DECKER INC | P | 2018-05-30 | 2018-07-02 | $14,557 | $15,849 | -$1,292 | -$1,292 |
| STARBUCKS CORP | P | 2017-12-12 | 2018-02-21 | $8,436 | $8,845 | -$409 | -$409 |
| STARBUCKS CORP | P | 2017-12-12 | 2018-05-07 | $15,621 | $16,086 | -$465 | -$465 |
| STARBUCKS CORP | P | 2017-12-12 | 2018-06-12 | $6,422 | $6,767 | -$345 | -$345 |
| STARBUCKS CORP | P | 2018-04-05 | 2018-06-12 | $16,731 | $17,568 | -$837 | -$837 |
| STARWOOD PPTY TR INC | P | 2018-02-22 | 2018-10-17 | $29,411 | $27,081 | $2,330 | $2,330 |
| STEEL DYNAMICS INC | P | 2017-11-10 | 2018-10-17 | $12,599 | $11,564 | $1,035 | $1,035 |
| STEELCASE INC CL A | P | 2017-12-13 | 2018-03-27 | $4,712 | $4,859 | -$147 | -$147 |
| STEELCASE INC CL A | P | 2017-12-13 | 2018-04-30 | $5,423 | $5,692 | -$269 | -$269 |
| STEELCASE INC CL A | P | 2017-12-13 | 2018-07-02 | $3,670 | $3,856 | -$186 | -$186 |
| STEPAN CO | P | 2017-12-13 | 2018-01-18 | $18,526 | $19,133 | -$607 | -$607 |
| STEPAN CO | P | 2018-03-27 | 2018-04-30 | $9,967 | $11,626 | -$1,659 | -$1,659 |
| STEPAN CO | P | 2018-05-31 | 2018-10-17 | $15,561 | $13,236 | $2,325 | $2,325 |
| STERICYCLE INC | P | 2017-12-13 | 2018-03-27 | $14,145 | $15,809 | -$1,664 | -$1,664 |
| STERICYCLE INC | P | 2018-05-30 | 2018-09-14 | $16,651 | $17,339 | -$688 | -$688 |
| STERLING BANCORP DEL | P | 2018-01-18 | 2018-03-27 | $5,989 | $6,865 | -$876 | -$876 |
| STERLING BANCORP DEL | P | 2018-09-14 | 2018-10-17 | $29,629 | $31,462 | -$1,833 | -$1,833 |
| STERLING BANCORP INC | P | 2018-09-13 | 2018-10-17 | $5,682 | $6,293 | -$611 | -$611 |
| STEWART INFORMATION SVCS CORP | P | 2017-11-10 | 2018-03-27 | $2,458 | $2,208 | $250 | $250 |
| STEWART INFORMATION SVCS CORP | P | 2017-11-10 | 2018-10-17 | $11,284 | $10,214 | $1,070 | $1,070 |
| MONEY MARKET - STIFEL NICOLAUS 1099 | P | 2017-10-06 | 2018-07-02 | $7,037 | $7,218 | -$181 | -$181 |
| STOCK YARD BANCORP INC | P | 2018-03-27 | 2018-10-18 | $13,535 | $14,254 | -$719 | -$719 |
| STOCK YARD BANCORP INC | P | 2018-08-07 | 2018-10-18 | $1,560 | $1,745 | -$185 | -$185 |
| STOCK YARD BANCORP INC | P | 2018-08-07 | 2018-10-18 | $3,053 | $3,409 | -$356 | -$356 |
| STONE ENERGY CORP | P | 2018-01-18 | 2018-03-27 | $2,636 | $2,623 | $13 | $13 |
| STONE ENERGY CORP | P | 2018-01-18 | 2018-04-30 | $4,996 | $5,246 | -$250 | -$250 |
| STONERIDGE INC | P | 2018-03-27 | 2018-04-30 | $6,319 | $6,661 | -$342 | -$342 |
| STORA ENSO CORP SPONSORED ADR | P | 2018-03-27 | 2018-07-09 | $8,010 | $7,671 | $339 | $339 |
| STORA ENSO CORP SPONSORED ADR | P | 2018-03-27 | 2018-08-09 | $10,148 | $11,326 | -$1,178 | -$1,178 |
| STRAIGHT PATH COMMUNICATIONS INC | P | 2017-10-06 | 2018-01-18 | $1,451 | $1,456 | -$5 | -$5 |
| STRATEGIC ED INC | P | 2018-03-27 | 2018-08-16 | $77 | $62 | $15 | $15 |
| STRATEGIC ED INC | P | 2018-03-27 | 2018-10-05 | $11,075 | $8,568 | $2,507 | $2,507 |
| STURM RUGER & CO INC | P | 2017-11-10 | 2018-01-18 | $3,581 | $3,406 | $175 | $175 |
| STURM RUGER & CO INC | P | 2017-11-10 | 2018-03-27 | $5,652 | $5,578 | $74 | $74 |
| STURM RUGER & CO INC | P | 2017-11-10 | 2018-10-05 | $8,463 | $6,664 | $1,799 | $1,799 |
| SUBARU CORP | P | 2018-02-26 | 2018-03-27 | $6,177 | $6,573 | -$396 | -$396 |
| SUBARU CORP | P | 2018-01-23 | 2018-05-31 | $7,932 | $8,922 | -$990 | -$990 |
| SUBARU CORP | P | 2017-12-19 | 2018-07-02 | $6,020 | $6,927 | -$907 | -$907 |
| SUBARU CORP | P | 2018-04-30 | 2018-07-02 | $5,620 | $6,649 | -$1,029 | -$1,029 |
| SUMITOMO CHEM CO LTD | P | 2018-08-09 | 2018-09-12 | $1,828 | $1,977 | -$149 | -$149 |
| SUMITOMO MITSUI FINL GROUP INC | P | 2017-10-10 | 2018-07-09 | $1,891 | $1,894 | -$3 | -$3 |
| SUMITOMO MITSUI FINL GROUP INC | P | 2017-11-17 | 2018-07-09 | $33,661 | $34,050 | -$389 | -$389 |
| SUMMIT HOTEL PPTYS INC | P | 2018-01-18 | 2018-03-27 | $16,312 | $19,470 | -$3,158 | -$3,158 |
| SUMMIT HOTEL PPTYS INC | P | 2018-04-30 | 2018-07-02 | $9,947 | $10,341 | -$394 | -$394 |
| SUMMIT MATLS INC | P | 2017-10-06 | 2018-01-16 | $2 | $2 | $0 | $0 |
| SUMMIT MATLS INC | P | 2017-06-27 | 2018-03-27 | $10 | $9 | $1 | $1 |
| SUMMIT MATLS INC | P | 2017-10-06 | 2018-03-27 | $6,055 | $6,220 | -$165 | -$165 |
| SUMMIT MATLS INC | P | 2017-06-27 | 2018-05-31 | $939 | $933 | $6 | $6 |
| SUMMIT MATLS INC | P | 2018-09-13 | 2018-10-17 | $11,388 | $14,213 | -$2,825 | -$2,825 |
| SUN CMNTYS INC | P | 2018-02-22 | 2018-10-17 | $33,433 | $29,542 | $3,891 | $3,891 |
| SUN HUNG KAI PROPS SPONSORED ADR | P | 2018-02-26 | 2018-04-30 | $4,032 | $4,206 | -$174 | -$174 |
| SUN HYDRAULICS INC | P | 2018-03-27 | 2018-04-30 | $7,694 | $8,536 | -$842 | -$842 |
| SUN HYDRAULICS INC | P | 2018-05-31 | 2018-07-02 | $8,904 | $9,347 | -$443 | -$443 |
| SUN HYDRAULICS INC | P | 2018-09-13 | 2018-10-17 | $9,369 | $10,548 | -$1,179 | -$1,179 |
| SUNCOKE ENERGY INC | P | 2018-03-27 | 2018-10-17 | $5,762 | $5,580 | $182 | $182 |
| SUNRUN INC | P | 2018-03-27 | 2018-10-17 | $7,129 | $4,872 | $2,257 | $2,257 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-06-27 | 2018-02-21 | $1,701 | $1,883 | -$182 | -$182 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-10-06 | 2018-03-27 | $9,676 | $10,664 | -$988 | -$988 |
| SUNSTONE HOTEL INVESTORS INC | P | 2017-10-06 | 2018-10-05 | $108 | $113 | -$5 | -$5 |
| SUNSTONE HOTEL INVESTORS INC | P | 2018-04-30 | 2018-10-05 | $5,576 | $5,673 | -$97 | -$97 |
| SUNTRUST BANKS INC | P | 2017-12-13 | 2018-04-27 | $6,468 | $6,297 | $171 | $171 |
| SUNTRUST BANKS INC | P | 2018-05-30 | 2018-07-02 | $14,135 | $14,359 | -$224 | -$224 |
| SUPER MICRO COMPUTER INC | P | 2018-03-27 | 2018-09-13 | $6,994 | $5,828 | $1,166 | $1,166 |
| SUNTORY BEVERAGE & FOOD LTD | P | 2017-10-24 | 2018-01-23 | $2,601 | $2,469 | $132 | $132 |
| SUPERIOR ENERGY SVCS INC | P | 2017-06-27 | 2018-03-27 | $5,797 | $6,717 | -$920 | -$920 |
| SUPERIOR ENERGY SVCS INC | P | 2017-10-06 | 2018-08-07 | $4,040 | $4,293 | -$253 | -$253 |
| SUPERIOR ENERGY SVCS INC | P | 2018-07-02 | 2018-10-17 | $5,497 | $5,201 | $296 | $296 |
| SUPERIOR ENERGY SVCS INC | P | 2018-09-13 | 2018-10-17 | $7,117 | $6,882 | $235 | $235 |
| SUPERIOR INDUSTRIES INTL INC | P | 2018-03-27 | 2018-04-30 | $5,671 | $6,277 | -$606 | -$606 |
| SUPERNUS PHARMACEUTICALS INC | P | 2017-06-27 | 2018-03-27 | $454 | $430 | $24 | $24 |
| SUPERNUS PHARMACEUTICALS INC | P | 2017-10-06 | 2018-03-27 | $2,178 | $2,017 | $161 | $161 |
| SUPERVALU INC | P | 2017-12-13 | 2018-01-18 | $6,251 | $7,922 | -$1,671 | -$1,671 |
| SUPERVALU INC | P | 2018-03-27 | 2018-10-05 | $10,231 | $4,853 | $5,378 | $5,378 |
| SURGUTNEFTEGAZ JSC SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $3,641 | $4,093 | -$452 | -$452 |
| SVENSKA HANDELSBANKEN AB | P | 2017-12-19 | 2018-03-27 | $5,084 | $5,762 | -$678 | -$678 |
| SUZANO PAPEL E CELULOSE S A | P | 2018-07-02 | 2018-08-09 | $3,373 | $3,346 | $27 | $27 |
| SWATCH GROUP AG | P | 2018-07-09 | 2018-08-09 | $4,006 | $4,114 | -$108 | -$108 |
| SWEDBANK A B SPONSORED ADR | P | 2017-12-20 | 2018-04-30 | $5,719 | $6,348 | -$629 | -$629 |
| SWISS RE LTD | P | 2018-03-27 | 2018-04-30 | $7,702 | $8,018 | -$316 | -$316 |
| SWISS RE LTD | P | 2017-11-17 | 2018-05-31 | $6,367 | $6,834 | -$467 | -$467 |
| SWISS RE LTD | P | 2017-10-10 | 2018-08-09 | $9,212 | $9,591 | -$379 | -$379 |
| SWISSCOM ADR | P | 2018-02-26 | 2018-04-30 | $4,668 | $5,368 | -$700 | -$700 |
| SWISSCOM ADR | P | 2018-03-27 | 2018-04-30 | $8,855 | $9,129 | -$274 | -$274 |
| SYKES ENTERPRISES INC | P | 2017-03-29 | 2018-03-27 | $292 | $288 | $4 | $4 |
| SYKES ENTERPRISES INC | P | 2018-01-18 | 2018-03-27 | $4,607 | $4,968 | -$361 | -$361 |
| SYMANTEC CORP | P | 2017-12-13 | 2018-01-19 | $326 | $344 | -$18 | -$18 |
| SYMANTEC CORP | P | 2017-12-12 | 2018-02-21 | $5,765 | $6,123 | -$358 | -$358 |
| SYMANTEC CORP | P | 2017-06-23 | 2018-03-26 | $3,129 | $3,424 | -$295 | -$295 |
| SYMANTEC CORP | P | 2017-12-12 | 2018-03-26 | $13,505 | $15,104 | -$1,599 | -$1,599 |
| SYMANTEC CORP | P | 2017-12-13 | 2018-03-27 | $4,433 | $4,899 | -$466 | -$466 |
| SYMANTEC CORP | P | 2017-12-13 | 2018-05-30 | $6,141 | $8,309 | -$2,168 | -$2,168 |
| SYMANTEC CORP | P | 2018-04-27 | 2018-05-30 | $5,527 | $7,255 | -$1,728 | -$1,728 |
| SYMANTEC CORP | P | 2018-07-02 | 2018-10-17 | $20,243 | $20,377 | -$134 | -$134 |
| SYMANTEC CORP | P | 2018-09-14 | 2018-10-17 | $16,244 | $15,839 | $405 | $405 |
| SYMRISE AG | P | 2017-12-19 | 2018-02-26 | $1,970 | $2,036 | -$66 | -$66 |
| SYMRISE AG | P | 2018-01-23 | 2018-02-26 | $11,535 | $11,923 | -$388 | -$388 |
| SYMRISE AG | P | 2017-12-19 | 2018-03-27 | $2,344 | $2,523 | -$179 | -$179 |
| SYMRISE AG | P | 2018-07-09 | 2018-08-09 | $6,061 | $6,282 | -$221 | -$221 |
| SYNCHRONOSS TECHNOLOGIES INC | P | 2018-03-27 | 2018-05-31 | $2,138 | $3,928 | -$1,790 | -$1,790 |
| SYNAPTICS INC | P | 2017-12-13 | 2018-01-18 | $578 | $536 | $42 | $42 |
| SYNAPTICS INC | P | 2017-12-13 | 2018-03-27 | $3,010 | $2,639 | $371 | $371 |
| SYNAPTICS INC | P | 2017-12-13 | 2018-10-17 | $2,758 | $2,969 | -$211 | -$211 |
| SYNOPSYS INC | P | 2018-01-19 | 2018-03-27 | $24,515 | $26,998 | -$2,483 | -$2,483 |
| SYNOPSYS INC | P | 2018-08-03 | 2018-10-17 | $17,829 | $17,829 | $0 | $0 |
| SYNOPSYS INC | P | 2018-08-03 | 2018-10-17 | $12,926 | $12,926 | $0 | $0 |
| SYNTEL INC | P | 2017-11-10 | 2018-01-18 | $18,880 | $18,819 | $61 | $61 |
| SYNNEX CORP | P | 2017-10-06 | 2018-03-27 | $4,694 | $5,191 | -$497 | -$497 |
| SYNNEX CORP | P | 2018-01-18 | 2018-03-27 | $7,275 | $8,317 | -$1,042 | -$1,042 |
| SYNNEX CORP | P | 2017-06-27 | 2018-05-31 | $1,073 | $1,233 | -$160 | -$160 |
| SYNNEX CORP | P | 2017-10-06 | 2018-05-31 | $2,790 | $3,374 | -$584 | -$584 |
| SYNNEX CORP | P | 2018-04-30 | 2018-07-02 | $12,917 | $13,237 | -$320 | -$320 |
| SYNNEX CORP | P | 2018-08-07 | 2018-09-13 | $13,522 | $13,785 | -$263 | -$263 |
| SYNCHRONY FINL | P | 2018-04-05 | 2018-05-07 | $15,100 | $16,275 | -$1,175 | -$1,175 |
| SYNCHRONY FINL | P | 2017-11-10 | 2018-08-03 | $22,860 | $24,629 | -$1,769 | -$1,769 |
| SYNCHRONY FINL | P | 2017-11-10 | 2018-10-18 | $5,677 | $6,141 | -$464 | -$464 |
| SYNEOS HEALTH INC | P | 2017-12-13 | 2018-03-27 | $4,144 | $4,693 | -$549 | -$549 |
| SYNEOS HEALTH INC | P | 2017-12-13 | 2018-10-17 | $12,389 | $11,089 | $1,300 | $1,300 |
| TCF FINL CORP | P | 2017-05-23 | 2018-01-19 | $18,871 | $13,511 | $5,360 | $5,360 |
| TCF FINL CORP | P | 2017-11-10 | 2018-01-19 | $2,475 | $2,000 | $475 | $475 |
| TD AMERITRADE HLDG CORP | P | 2017-11-10 | 2018-09-14 | $1,785 | $1,557 | $228 | $228 |
| TD AMERITRADE HLDG CORP | P | 2017-10-06 | 2018-10-05 | $21,380 | $19,671 | $1,709 | $1,709 |
| TD AMERITRADE HLDG CORP | P | 2017-12-12 | 2018-10-05 | $17,382 | $17,434 | -$52 | -$52 |
| TFS FINL CORP | P | 2017-12-13 | 2018-01-19 | $21,665 | $21,893 | -$228 | -$228 |
| TJX COS INC NEW | P | 2018-01-18 | 2018-02-21 | $9,062 | $9,114 | -$52 | -$52 |
| TJX COS INC NEW | P | 2018-04-05 | 2018-05-07 | $10,856 | $11,263 | -$407 | -$407 |
| T-MOBILE US INC | P | 2017-12-12 | 2018-02-21 | $2,405 | $2,551 | -$146 | -$146 |
| T-MOBILE US INC | P | 2017-12-12 | 2018-05-07 | $16,770 | $18,814 | -$2,044 | -$2,044 |
| T-MOBILE US INC | P | 2018-04-05 | 2018-06-12 | $13,851 | $14,370 | -$519 | -$519 |
| TRI POINTE HOMES INC | P | 2017-10-06 | 2018-01-18 | $4,349 | $3,296 | $1,053 | $1,053 |
| TRI POINTE HOMES INC | P | 2017-10-06 | 2018-03-27 | $3,850 | $3,325 | $525 | $525 |
| TTM TECHNOLOGIES INC | P | 2017-06-27 | 2018-03-27 | $5,709 | $6,616 | -$907 | -$907 |
| TTM TECHNOLOGIES INC | P | 2017-06-27 | 2018-05-31 | $940 | $958 | -$18 | -$18 |
| TTM TECHNOLOGIES INC | P | 2018-04-30 | 2018-10-17 | $10,632 | $10,369 | $263 | $263 |
| TABLEAU SOFTWARE INC | P | 2018-02-22 | 2018-10-05 | $17,069 | $13,570 | $3,499 | $3,499 |
| TABULA RASA HEALTHCARE INC | P | 2018-10-18 | 2018-11-30 | $3,830 | $3,830 | $0 | $0 |
| TAHOE RES INC | P | 2018-07-02 | 2018-08-07 | $9,422 | $10,845 | -$1,423 | -$1,423 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-11-17 | 2018-04-30 | $4,179 | $4,540 | -$361 | -$361 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-12-19 | 2018-05-31 | $1,043 | $1,061 | -$18 | -$18 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-10-10 | 2018-07-02 | $7,861 | $8,423 | -$562 | -$562 |
| TAIWAN SEMICONDUCTOR MFG ADR | P | 2017-12-19 | 2018-07-02 | $2,730 | $2,947 | -$217 | -$217 |
| TAILORED BRANDS INC | P | 2017-11-10 | 2018-01-18 | $8,691 | $5,936 | $2,755 | $2,755 |
| TAILORED BRANDS INC | P | 2017-11-10 | 2018-03-27 | $2,012 | $1,240 | $772 | $772 |
| TAILORED BRANDS INC | P | 2017-11-10 | 2018-10-05 | $10,198 | $7,222 | $2,976 | $2,976 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-10-06 | 2018-01-19 | $118 | $107 | $11 | $11 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-11-10 | 2018-01-19 | $2,357 | $2,306 | $51 | $51 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2018-01-18 | 2018-02-21 | $26,599 | $27,830 | -$1,231 | -$1,231 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-10-06 | 2018-02-22 | $765 | $750 | $15 | $15 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-10-06 | 2018-03-27 | $2,209 | $2,358 | -$149 | -$149 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2017-10-06 | 2018-04-27 | $5,125 | $5,573 | -$448 | -$448 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2018-07-02 | 2018-08-03 | $24,929 | $24,133 | $796 | $796 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2018-07-02 | 2018-10-17 | $661 | $594 | $67 | $67 |
| TAKE-TWO INTERACTIVE SOFTWARE INC | P | 2018-09-14 | 2018-10-17 | $10,054 | $10,183 | -$129 | -$129 |
| TAKEDA PHARMACEUTICAL CO LTD | P | 2017-10-10 | 2018-03-27 | $19,155 | $19,864 | -$709 | -$709 |
| TAKEDA PHARMACEUTICAL CO LTD | P | 2017-06-27 | 2018-04-30 | $9,837 | $12,009 | -$2,172 | -$2,172 |
| TALEND S A | P | 2017-11-17 | 2018-01-23 | $195 | $201 | -$6 | -$6 |
| TALEND S A | P | 2018-07-09 | 2018-08-09 | $1,915 | $2,043 | -$128 | -$128 |
| TALEND S A | P | 2018-10-18 | 2018-11-08 | $1,925 | $3,042 | -$1,117 | -$1,117 |
| TALEND S A | P | 2018-10-18 | 2018-11-08 | $1,188 | $1,188 | $0 | $0 |
| TALOS ENERGY INC | P | 2018-08-07 | 2018-09-13 | $5,664 | $5,937 | -$273 | -$273 |
| TANDEM DIABETES CARE INC | P | 2018-08-07 | 2018-10-17 | $8,965 | $7,070 | $1,895 | $1,895 |
| TANGER FACTORY OUTLET CTRS INC | P | 2018-03-27 | 2018-05-30 | $11,340 | $11,706 | -$366 | -$366 |
| TANGER FACTORY OUTLET CTRS INC | P | 2018-08-07 | 2018-09-13 | $10,526 | $10,993 | -$467 | -$467 |
| TAPESTRY INC | P | 2018-01-19 | 2018-05-30 | $3,111 | $3,400 | -$289 | -$289 |
| TAPESTRY INC | P | 2017-11-10 | 2018-10-17 | $21,587 | $19,802 | $1,785 | $1,785 |
| TARENA INTL INC | P | 2017-11-17 | 2018-01-23 | $3,307 | $3,893 | -$586 | -$586 |
| TARENA INTL INC | P | 2018-02-26 | 2018-04-30 | $5,121 | $6,295 | -$1,174 | -$1,174 |
| TARENA INTL INC | P | 2018-03-27 | 2018-04-30 | $4,018 | $4,375 | -$357 | -$357 |
| TARENA INTL INC | P | 2018-07-09 | 2018-09-12 | $2,130 | $2,107 | $23 | $23 |
| TARGET CORP | P | 2018-04-05 | 2018-05-07 | $7,287 | $7,586 | -$299 | -$299 |
| TARGA RES CORP | P | 2017-11-07 | 2018-02-21 | $2,308 | $2,121 | $187 | $187 |
| TARGA RES CORP | P | 2017-11-07 | 2018-04-05 | $2,137 | $2,078 | $59 | $59 |
| TARGA RES CORP | P | 2018-02-22 | 2018-04-27 | $2,853 | $2,781 | $72 | $72 |
| TARGA RES CORP | P | 2017-11-10 | 2018-10-17 | $15,208 | $11,246 | $3,962 | $3,962 |
| TARGA RES CORP | P | 2018-02-22 | 2018-10-17 | $226 | $179 | $47 | $47 |
| TATA MTRS LTD SPONSORED ADR | P | 2017-11-17 | 2018-02-26 | $12,508 | $14,199 | -$1,691 | -$1,691 |
| TATA MTRS LTD SPONSORED ADR | P | 2018-04-30 | 2018-05-31 | $15,910 | $19,411 | -$3,501 | -$3,501 |
| TATA MTRS LTD SPONSORED ADR | P | 2018-07-02 | 2018-08-09 | $19,518 | $20,890 | -$1,372 | -$1,372 |
| TATE & LYLE PLC SPONSORED ADR | P | 2018-07-02 | 2018-08-09 | $2,687 | $2,848 | -$161 | -$161 |
| TATE & LYLE PLC SPONSORED ADR | P | 2018-07-09 | 2018-08-09 | $1,858 | $2,000 | -$142 | -$142 |
| TATE & LYLE PLC SPONSORED ADR | P | 2018-07-02 | 2018-09-12 | $1,426 | $1,441 | -$15 | -$15 |
| TAUBMAN CTRS INC | P | 2017-12-13 | 2018-01-19 | $9,776 | $9,980 | -$204 | -$204 |
| TAUBMAN CTRS INC | P | 2018-02-22 | 2018-03-27 | $11,358 | $12,210 | -$852 | -$852 |
| TAYLOR MORRISON HOME CORP | P | 2017-11-10 | 2018-03-27 | $3,638 | $3,551 | $87 | $87 |
| TAYLOR MORRISON HOME CORP | P | 2017-11-10 | 2018-05-31 | $14,674 | $15,542 | -$868 | -$868 |
| TEAM INC | P | 2018-03-27 | 2018-10-17 | $6,044 | $4,343 | $1,701 | $1,701 |
| TECH DATA CORP | P | 2017-10-06 | 2018-03-27 | $3,800 | $4,151 | -$351 | -$351 |
| TECH DATA CORP | P | 2018-01-18 | 2018-03-27 | $5,827 | $7,291 | -$1,464 | -$1,464 |
| TECH DATA CORP | P | 2017-10-06 | 2018-05-31 | $5,675 | $6,089 | -$414 | -$414 |
| TECH DATA CORP | P | 2018-04-30 | 2018-09-13 | $10,072 | $10,481 | -$409 | -$409 |
| TECH DATA CORP | P | 2018-10-18 | 2018-11-27 | $3,997 | $3,931 | $66 | $66 |
| TECHTARGET INC | P | 2017-06-27 | 2018-03-27 | $3,382 | $1,776 | $1,606 | $1,606 |
| TEGNA INC | P | 2017-11-10 | 2018-03-27 | $11,978 | $13,096 | -$1,118 | -$1,118 |
| TEGNA INC | P | 2018-07-02 | 2018-10-05 | $14,430 | $13,312 | $1,118 | $1,118 |
| TELADOC INC | P | 2017-06-27 | 2018-01-18 | $1,028 | $1,139 | -$111 | -$111 |
| TELADOC INC | P | 2017-06-27 | 2018-03-27 | $1,958 | $1,638 | $320 | $320 |
| TELADOC INC | P | 2017-10-06 | 2018-10-05 | $10,221 | $4,757 | $5,464 | $5,464 |
| TELADOC INC | P | 2018-10-18 | 2018-11-02 | $2,997 | $2,814 | $183 | $183 |
| TELADOC INC | P | 2018-10-18 | 2018-11-30 | $2,350 | $2,350 | $0 | $0 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2017-12-19 | 2018-05-31 | $2,022 | $2,232 | -$210 | -$210 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2018-03-27 | 2018-05-31 | $8,843 | $10,576 | -$1,733 | -$1,733 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2017-11-17 | 2018-07-02 | $1,308 | $1,450 | -$142 | -$142 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2017-12-19 | 2018-07-02 | $3,556 | $4,324 | -$768 | -$768 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2017-11-17 | 2018-08-09 | $3,284 | $3,637 | -$353 | -$353 |
| TELECOM ITALIA S P A NEW SPONSORED | P | 2018-07-09 | 2018-08-09 | $5,566 | $5,995 | -$429 | -$429 |
| TELEDYNE TECHNOLOGIES INC | P | 2017-12-13 | 2018-10-17 | $24,246 | $19,408 | $4,838 | $4,838 |
| TELEFLEX INC | P | 2017-11-10 | 2018-08-03 | $2,468 | $2,513 | -$45 | -$45 |
| TELEFONICA BRASIL SA | P | 2017-11-17 | 2018-04-30 | $4,440 | $4,697 | -$257 | -$257 |
| TELEFONICA BRASIL SA | P | 2018-07-02 | 2018-08-09 | $29,046 | $31,416 | -$2,370 | -$2,370 |
| TELEFONICA S.A. SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $27,544 | $28,225 | -$681 | -$681 |
| TELEFONICA S.A. SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $15,372 | $17,488 | -$2,116 | -$2,116 |
| TELEFONICA S.A. SPONSORED ADR | P | 2017-12-19 | 2018-07-02 | $31,629 | $37,092 | -$5,463 | -$5,463 |
| TELEPHONE & DATA SYS INC | P | 2017-11-10 | 2018-01-19 | $908 | $873 | $35 | $35 |
| TELEPHONE & DATA SYS INC | P | 2017-11-10 | 2018-02-22 | $12,687 | $12,892 | -$205 | -$205 |
| TELENOR ASA SPONSORED ADR | P | 2018-03-27 | 2018-04-30 | $9,479 | $9,853 | -$374 | -$374 |
| TELENOR ASA SPONSORED ADR | P | 2017-11-17 | 2018-05-31 | $6,107 | $6,501 | -$394 | -$394 |
| TELENOR ASA SPONSORED ADR | P | 2017-12-19 | 2018-05-31 | $2,029 | $2,118 | -$89 | -$89 |
| TELENOR ASA SPONSORED ADR | P | 2017-12-19 | 2018-08-09 | $5,162 | $5,712 | -$550 | -$550 |
| TELENOR ASA SPONSORED ADR | P | 2018-07-09 | 2018-08-09 | $6,226 | $7,028 | -$802 | -$802 |
| TELLURIAN INC NEW | P | 2018-09-13 | 2018-10-17 | $7,799 | $7,495 | $304 | $304 |
| TELSTRA LTD SPONSORED ADR FINAL | P | 2017-12-19 | 2018-03-27 | $5,990 | $6,898 | -$908 | -$908 |
| TELSTRA LTD SPONSORED ADR FINAL | P | 2018-01-23 | 2018-03-27 | $7,144 | $8,366 | -$1,222 | -$1,222 |
| TELSTRA LTD SPONSORED ADR FINAL | P | 2017-11-17 | 2018-05-31 | $8,029 | $9,922 | -$1,893 | -$1,893 |
| TELSTRA LTD SPONSORED ADR FINAL | P | 2017-12-19 | 2018-05-31 | $1,944 | $2,601 | -$657 | -$657 |
| TELSTRA LTD SPONSORED ADR FINAL | P | 2018-04-30 | 2018-07-02 | $11,475 | $14,274 | -$2,799 | -$2,799 |
| TEMPUR PEDIC INTL INC | P | 2018-03-27 | 2018-05-30 | $8,810 | $8,397 | $413 | $413 |
| TENARIS S A SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $8,628 | $6,375 | $2,253 | $2,253 |
| TENCENT HLDGS LTD | P | 2017-12-19 | 2018-04-30 | $3,815 | $3,918 | -$103 | -$103 |
| TENCENT HLDGS LTD | P | 2017-12-19 | 2018-07-02 | $13,542 | $13,942 | -$400 | -$400 |
| TENCENT HLDGS LTD | P | 2017-12-19 | 2018-07-09 | $11,197 | $11,195 | $2 | $2 |
| TENET HEALTHCARE CORP | P | 2017-06-27 | 2018-01-18 | $242 | $295 | -$53 | -$53 |
| TENET HEALTHCARE CORP | P | 2017-06-27 | 2018-03-27 | $1,940 | $1,571 | $369 | $369 |
| TENET HEALTHCARE CORP | P | 2017-10-06 | 2018-03-27 | $48 | $31 | $17 | $17 |
| TENET HEALTHCARE CORP | P | 2017-12-13 | 2018-10-18 | $9,756 | $5,496 | $4,260 | $4,260 |
| TENNANT CO | P | 2018-03-27 | 2018-10-17 | $9,119 | $9,154 | -$35 | -$35 |
| TENNECO AUTOMOTIVE INC | P | 2017-12-13 | 2018-03-27 | $8,891 | $9,529 | -$638 | -$638 |
| TENNECO AUTOMOTIVE INC | P | 2017-06-27 | 2018-04-30 | $2,244 | $2,760 | -$516 | -$516 |
| TENNECO AUTOMOTIVE INC | P | 2018-05-31 | 2018-07-02 | $2,838 | $2,857 | -$19 | -$19 |
| TENNECO AUTOMOTIVE INC | P | 2018-05-31 | 2018-09-13 | $11,403 | $11,956 | -$553 | -$553 |
| TENNECO AUTOMOTIVE INC | P | 2018-08-07 | 2018-09-13 | $1,006 | $1,088 | -$82 | -$82 |
| TENNECO AUTOMOTIVE INC | P | 2018-10-17 | 2018-11-12 | $40,615 | $42,480 | -$1,865 | -$1,865 |
| TERADYNE INC | P | 2017-12-13 | 2018-04-27 | $13,164 | $16,212 | -$3,048 | -$3,048 |
| TERADYNE INC | P | 2018-05-30 | 2018-09-14 | $15,236 | $15,657 | -$421 | -$421 |
| TESCO PLC SPONSORED ADR | P | 2018-01-23 | 2018-02-26 | $129 | $132 | -$3 | -$3 |
| TESCO PLC SPONSORED ADR | P | 2018-01-23 | 2018-07-09 | $1,382 | $1,177 | $205 | $205 |
| TESLA MTRS INC | P | 2018-03-26 | 2018-04-05 | $3,597 | $3,596 | $1 | $1 |
| TEVA PHARMACEUTICAL INDS LTD | P | 2017-12-19 | 2018-04-30 | $2,561 | $2,515 | $46 | $46 |
| TEVA PHARMACEUTICAL INDS LTD | P | 2017-12-19 | 2018-07-09 | $6,052 | $4,491 | $1,561 | $1,561 |
| TETRA TECHNOLOGIES INC DEL | P | 2018-03-27 | 2018-10-17 | $4,499 | $4,627 | -$128 | -$128 |
| TETRA TECH INC | P | 2017-06-27 | 2018-03-27 | $2,846 | $2,686 | $160 | $160 |
| TETRA TECH INC | P | 2017-10-06 | 2018-03-27 | $3,483 | $3,410 | $73 | $73 |
| TEXAS CAP BANCSHARES INC | P | 2017-12-13 | 2018-03-27 | $9,926 | $10,139 | -$213 | -$213 |
| TEXAS CAP BANCSHARES INC | P | 2017-12-13 | 2018-07-02 | $2,007 | $2,009 | -$2 | -$2 |
| TEXAS ROADHOUSE INC CL A | P | 2017-10-06 | 2018-10-05 | $12,507 | $9,541 | $2,966 | $2,966 |
| TG THERAPEUTICS INC | P | 2018-02-21 | 2018-03-27 | $3,530 | $3,310 | $220 | $220 |
| TG THERAPEUTICS INC | P | 2018-02-21 | 2018-07-02 | $4,668 | $4,951 | -$283 | -$283 |
| TG THERAPEUTICS INC | P | 2018-09-13 | 2018-10-17 | $4,229 | $8,155 | -$3,926 | -$3,926 |
| THERAPEUTICS MD INC | P | 2017-06-27 | 2018-01-18 | $726 | $673 | $53 | $53 |
| THERAPEUTICS MD INC | P | 2017-06-27 | 2018-03-27 | $2,161 | $2,493 | -$332 | -$332 |
| THERAPEUTICS MD INC | P | 2017-10-06 | 2018-08-07 | $2,790 | $2,642 | $148 | $148 |
| THERAPEUTICS MD INC | P | 2018-09-13 | 2018-10-17 | $8,020 | $8,589 | -$569 | -$569 |
| THE TRADE DESK INC | P | 2017-12-13 | 2018-01-18 | $344 | $338 | $6 | $6 |
| THE TRADE DESK INC | P | 2017-12-13 | 2018-03-27 | $2,046 | $1,788 | $258 | $258 |
| THE TRADE DESK INC | P | 2017-12-13 | 2018-10-18 | $19,089 | $7,442 | $11,647 | $11,647 |
| THERMO ELECTRON CORP | P | 2018-04-05 | 2018-05-07 | $422 | $423 | -$1 | -$1 |
| THERMO ELECTRON CORP | P | 2018-04-05 | 2018-07-19 | $6,702 | $6,562 | $140 | $140 |
| THERMON GROUP HLDGS INC | P | 2017-02-21 | 2018-01-18 | $4,305 | $3,662 | $643 | $643 |
| THERMON GROUP HLDGS INC | P | 2017-06-27 | 2018-01-18 | $4,544 | $3,571 | $973 | $973 |
| THOR INDS INC | P | 2017-11-10 | 2018-01-19 | $5,769 | $4,798 | $971 | $971 |
| THOR INDS INC | P | 2017-11-10 | 2018-02-22 | $1,982 | $2,075 | -$93 | -$93 |
| THOR INDS INC | P | 2017-10-06 | 2018-04-27 | $12,837 | $15,362 | -$2,525 | -$2,525 |
| THOR INDS INC | P | 2018-03-27 | 2018-05-30 | $2,844 | $3,275 | -$431 | -$431 |
| THOR INDS INC | P | 2018-07-02 | 2018-08-03 | $19,380 | $19,224 | $156 | $156 |
| 3-D SYS CORP DEL NEW | P | 2017-12-13 | 2018-03-27 | $1,794 | $1,517 | $277 | $277 |
| 3-D SYS CORP DEL NEW | P | 2017-12-13 | 2018-10-17 | $13,309 | $7,240 | $6,069 | $6,069 |
| 3M CO | P | 2018-03-26 | 2018-04-05 | $14,057 | $13,998 | $59 | $59 |
| 3M CO | P | 2017-12-12 | 2018-05-07 | $4,210 | $4,992 | -$782 | -$782 |
| 3M CO | P | 2018-02-21 | 2018-05-07 | $19,848 | $23,513 | -$3,665 | -$3,665 |
| 3M CO | P | 2018-03-26 | 2018-05-07 | $15,838 | $17,279 | -$1,441 | -$1,441 |
| 3M CO | P | 2018-06-12 | 2018-07-19 | $46,366 | $47,099 | -$733 | -$733 |
| TIDEWATER INC NEW | P | 2018-08-07 | 2018-09-13 | $6,014 | $6,359 | -$345 | -$345 |
| TIER REIT INC | P | 2018-01-18 | 2018-03-27 | $24,578 | $25,629 | -$1,051 | -$1,051 |
| TIFFANY & CO | P | 2018-01-18 | 2018-02-21 | $24,349 | $25,620 | -$1,271 | -$1,271 |
| TIFFANY & CO | P | 2017-11-10 | 2018-10-17 | $21,912 | $17,876 | $4,036 | $4,036 |
| TILE SHOP HLDGS INC | P | 2018-07-02 | 2018-09-13 | $5,868 | $6,324 | -$456 | -$456 |
| TIM PARTICIPACOES S A | P | 2017-11-17 | 2018-08-09 | $3,769 | $4,500 | -$731 | -$731 |
| TIM PARTICIPACOES S A | P | 2018-07-02 | 2018-08-09 | $16,955 | $18,577 | -$1,622 | -$1,622 |
| TIME INC NEW | P | 2017-12-13 | 2018-02-02 | $13,598 | $13,724 | -$126 | -$126 |
| TIME WARNER INC | P | 2018-04-05 | 2018-05-07 | $15,935 | $16,571 | -$636 | -$636 |
| TIMKEN CO | P | 2018-03-27 | 2018-07-02 | $12,086 | $12,705 | -$619 | -$619 |
| TIMKENSTEEL CORP | P | 2018-03-27 | 2018-08-07 | $5,195 | $5,603 | -$408 | -$408 |
| TIMKENSTEEL CORP | P | 2018-09-13 | 2018-10-17 | $7,075 | $7,975 | -$900 | -$900 |
| TITAN INTL INC ILL | P | 2018-09-13 | 2018-10-17 | $8,436 | $8,177 | $259 | $259 |
| TIVO CORP | P | 2017-01-31 | 2018-01-18 | $295 | $377 | -$82 | -$82 |
| TIVO CORP | P | 2017-03-29 | 2018-01-18 | $148 | $186 | -$38 | -$38 |
| TIVO CORP | P | 2017-06-27 | 2018-01-18 | $590 | $748 | -$158 | -$158 |
| TIVO CORP | P | 2017-12-13 | 2018-03-27 | $3,492 | $3,813 | -$321 | -$321 |
| TIVO CORP | P | 2017-12-13 | 2018-07-02 | $5,257 | $5,825 | -$568 | -$568 |
| TIVO CORP | P | 2018-09-13 | 2018-10-05 | $9,718 | $10,858 | -$1,140 | -$1,140 |
| TIVITY HEALTH INC | P | 2018-01-18 | 2018-03-27 | $4,273 | $4,007 | $266 | $266 |
| TIVITY HEALTH INC | P | 2018-01-18 | 2018-04-30 | $8,885 | $9,235 | -$350 | -$350 |
| TOKIO MARINE HLDGS INC | P | 2018-02-26 | 2018-03-27 | $3,563 | $3,639 | -$76 | -$76 |
| TOKIO MARINE HLDGS INC | P | 2018-06-01 | 2018-08-09 | $7,021 | $7,152 | -$131 | -$131 |
| TOKIO MARINE HLDGS INC | P | 2018-06-01 | 2018-09-12 | $13,170 | $14,013 | -$843 | -$843 |
| TOKIO MARINE HLDGS INC | P | 2018-07-02 | 2018-09-12 | $5,945 | $6,160 | -$215 | -$215 |
| TOKYO ELECTRON LTD | P | 2017-10-10 | 2018-07-09 | $4,895 | $4,532 | $363 | $363 |
| TOLL BROS INC | P | 2018-03-27 | 2018-04-27 | $1,739 | $1,767 | -$28 | -$28 |
| TOLL BROS INC | P | 2018-03-27 | 2018-05-30 | $21,507 | $23,639 | -$2,132 | -$2,132 |
| TOLL BROS INC | P | 2017-09-29 | 2018-06-12 | $21,810 | $22,376 | -$566 | -$566 |
| TOLL BROS INC | P | 2018-08-03 | 2018-10-18 | $18,789 | $21,201 | -$2,412 | -$2,412 |
| TOMPKINS CNTY TRUSTCO INC | P | 2018-01-18 | 2018-03-27 | $8,817 | $9,797 | -$980 | -$980 |
| TOMPKINS CNTY TRUSTCO INC | P | 2018-01-18 | 2018-04-30 | $6,428 | $6,866 | -$438 | -$438 |
| TOOTSIE ROLL INDUSTRIES | P | 2018-09-13 | 2018-10-17 | $12,719 | $12,749 | -$30 | -$30 |
| TOPBUILD CORP | P | 2017-10-06 | 2018-01-18 | $1,924 | $1,626 | $298 | $298 |
| TOPBUILD CORP | P | 2017-10-06 | 2018-03-27 | $4,351 | $3,642 | $709 | $709 |
| TORAY INDS INC ADR | P | 2017-11-17 | 2018-01-23 | $4,825 | $4,849 | -$24 | -$24 |
| TORAY INDS INC ADR | P | 2018-03-27 | 2018-04-30 | $4,674 | $4,819 | -$145 | -$145 |
| TORCHMARK CORP | P | 2017-11-10 | 2018-03-27 | $1,686 | $1,683 | $3 | $3 |
| TORCHMARK CORP | P | 2017-11-10 | 2018-05-30 | $3,838 | $3,787 | $51 | $51 |
| TORO CO | P | 2017-11-10 | 2018-03-27 | $1,469 | $1,490 | -$21 | -$21 |
| TORO CO | P | 2018-01-19 | 2018-03-27 | $2,021 | $2,213 | -$192 | -$192 |
| TORO CO | P | 2017-11-10 | 2018-08-03 | $478 | $497 | -$19 | -$19 |
| TORO CO | P | 2017-11-10 | 2018-08-03 | $2,270 | $2,359 | -$89 | -$89 |
| TORO CO | P | 2018-05-30 | 2018-08-03 | $955 | $966 | -$11 | -$11 |
| TORO CO | P | 2018-05-30 | 2018-08-03 | $3,703 | $3,744 | -$41 | -$41 |
| TOSHIBA CORP | P | 2018-04-30 | 2018-07-09 | $2,946 | $2,532 | $414 | $414 |
| TOSHIBA CORP | P | 2018-04-30 | 2018-09-12 | $17 | $16 | $1 | $1 |
| TOTAL SA | P | 2018-08-09 | 2018-09-12 | $1,937 | $1,994 | -$57 | -$57 |
| TOWER INTL INC | P | 2018-03-27 | 2018-10-05 | $6,517 | $6,326 | $191 | $191 |
| TOWNEBANK PORTSMOUTH VA | P | 2017-12-13 | 2018-01-18 | $31,010 | $31,407 | -$397 | -$397 |
| TOWNEBANK PORTSMOUTH VA | P | 2018-03-27 | 2018-10-18 | $16,794 | $16,607 | $187 | $187 |
| TRACTOR SUPPLY CO | P | 2017-10-06 | 2018-01-19 | $1,890 | $1,405 | $485 | $485 |
| TRACTOR SUPPLY CO | P | 2017-10-06 | 2018-02-22 | $4,681 | $4,337 | $344 | $344 |
| TRANSDIGM GROUP INC | P | 2018-10-17 | 2018-11-19 | $9,157 | $9,358 | -$201 | -$201 |
| TRANSUNION | P | 2017-11-10 | 2018-01-19 | $2,547 | $2,276 | $271 | $271 |
| TRAVELERS COS INC | P | 2018-04-05 | 2018-05-07 | $22,006 | $23,735 | -$1,729 | -$1,729 |
| TRECORA RESOURCES | P | 2017-04-28 | 2018-03-27 | $5,399 | $4,425 | $974 | $974 |
| TRECORA RESOURCES | P | 2017-06-27 | 2018-03-27 | $134 | $117 | $17 | $17 |
| TREEHOUSE FOODS INC | P | 2018-03-27 | 2018-10-18 | $13,869 | $11,212 | $2,657 | $2,657 |
| TREND MICRO INC SPONSORED ADR NEW | P | 2017-12-19 | 2018-01-23 | $4,448 | $4,575 | -$127 | -$127 |
| TREND MICRO INC SPONSORED ADR NEW | P | 2018-03-27 | 2018-07-02 | $56 | $58 | -$2 | -$2 |
| TREND MICRO INC SPONSORED ADR NEW | P | 2018-03-27 | 2018-07-09 | $1,823 | $1,846 | -$23 | -$23 |
| TREX INC | P | 2018-01-18 | 2018-03-27 | $6,769 | $6,847 | -$78 | -$78 |
| TREX INC | P | 2018-01-18 | 2018-04-30 | $210 | $221 | -$11 | -$11 |
| TRICO BANCSHARES | P | 2018-08-07 | 2018-09-13 | $12,006 | $12,179 | -$173 | -$173 |
| TRICO BANCSHARES | P | 2018-08-07 | 2018-09-13 | $4,733 | $4,815 | -$82 | -$82 |
| TRIMAS CORP NEW | P | 2017-07-27 | 2018-03-27 | $614 | $574 | $40 | $40 |
| TRIMBLE NAV LTD | P | 2017-10-06 | 2018-02-22 | $1,575 | $1,665 | -$90 | -$90 |
| TRIMBLE NAV LTD | P | 2017-10-06 | 2018-03-27 | $11,940 | $13,685 | -$1,745 | -$1,745 |
| TRIMBLE NAV LTD | P | 2017-11-10 | 2018-03-27 | $1,878 | $2,138 | -$260 | -$260 |
| TRIMBLE NAV LTD | P | 2018-04-27 | 2018-05-30 | $18,182 | $18,582 | -$400 | -$400 |
| TRIMBLE NAV LTD | P | 2018-04-27 | 2018-07-02 | $16,341 | $17,809 | -$1,468 | -$1,468 |
| TRINET GROUP INC | P | 2017-12-13 | 2018-01-18 | $16,859 | $17,337 | -$478 | -$478 |
| TRINET GROUP INC | P | 2018-03-27 | 2018-10-17 | $9,420 | $9,017 | $403 | $403 |
| TRINITY INDUSTRIES INC | P | 2017-12-13 | 2018-01-19 | $13,168 | $13,657 | -$489 | -$489 |
| TRINITY INDUSTRIES INC | P | 2018-02-22 | 2018-03-27 | $15,442 | $16,563 | -$1,121 | -$1,121 |
| TRIUMPH GROUP INC | P | 2017-10-06 | 2018-01-18 | $589 | $661 | -$72 | -$72 |
| TRIUMPH GROUP INC | P | 2017-10-06 | 2018-03-27 | $3,237 | $3,935 | -$698 | -$698 |
| TRIUMPH GROUP INC | P | 2018-05-31 | 2018-07-02 | $2,647 | $2,932 | -$285 | -$285 |
| TRIUMPH GROUP INC | P | 2018-05-31 | 2018-08-07 | $2,764 | $2,910 | -$146 | -$146 |
| TRIUMPH GROUP INC | P | 2018-09-13 | 2018-10-17 | $8,060 | $9,046 | -$986 | -$986 |
| TRIPADVISOR INC | P | 2017-12-13 | 2018-10-18 | $13,316 | $10,079 | $3,237 | $3,237 |
| TRUEBLUE INC | P | 2018-03-27 | 2018-09-13 | $8,919 | $8,617 | $302 | $302 |
| TRUPANION INC | P | 2018-05-31 | 2018-10-17 | $4,883 | $5,084 | -$201 | -$201 |
| TRUSTCO BK CORP N Y | P | 2018-01-18 | 2018-03-27 | $10,080 | $10,718 | -$638 | -$638 |
| TRUSTMARK CORP | P | 2018-01-18 | 2018-03-27 | $43,370 | $46,286 | -$2,916 | -$2,916 |
| TRUSTMARK CORP | P | 2018-04-30 | 2018-10-17 | $9,821 | $9,451 | $370 | $370 |
| TUNIU CORP | P | 2017-10-10 | 2018-02-26 | $3,320 | $3,335 | -$15 | -$15 |
| TUPPERWARE CORP | P | 2018-03-27 | 2018-04-27 | $12,656 | $13,232 | -$576 | -$576 |
| TUPPERWARE CORP | P | 2018-07-02 | 2018-08-07 | $10,610 | $11,769 | -$1,159 | -$1,159 |
| TUPPERWARE CORP | P | 2018-07-02 | 2018-10-05 | $1,190 | $1,476 | -$286 | -$286 |
| TUPPERWARE CORP | P | 2018-09-13 | 2018-10-05 | $11,449 | $11,786 | -$337 | -$337 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2017-11-17 | 2018-04-30 | $537 | $576 | -$39 | -$39 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2017-06-27 | 2018-05-31 | $995 | $1,231 | -$236 | -$236 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2017-10-10 | 2018-05-31 | $8,956 | $11,742 | -$2,786 | -$2,786 |
| TURKCELL ILETISIM HIZMETLERI A S | P | 2018-07-09 | 2018-08-09 | $5,033 | $6,260 | -$1,227 | -$1,227 |
| TURKIYE GARANTI BANKASI A S | P | 2018-01-23 | 2018-03-27 | $10,027 | $11,190 | -$1,163 | -$1,163 |
| TUTOR PERINI CORP | P | 2018-03-27 | 2018-04-30 | $1,476 | $1,503 | -$27 | -$27 |
| TUTOR PERINI CORP | P | 2018-03-27 | 2018-05-31 | $5,760 | $6,205 | -$445 | -$445 |
| TUTOR PERINI CORP | P | 2018-07-02 | 2018-10-17 | $10,900 | $11,028 | -$128 | -$128 |
| TUTOR PERINI CORP | P | 2018-08-07 | 2018-10-17 | $1,397 | $1,465 | -$68 | -$68 |
| TWILIO INC | P | 2017-06-27 | 2018-01-18 | $380 | $442 | -$62 | -$62 |
| TWILIO INC | P | 2017-06-27 | 2018-03-27 | $3,437 | $2,415 | $1,022 | $1,022 |
| TWILIO INC | P | 2017-12-13 | 2018-10-17 | $14,956 | $5,232 | $9,724 | $9,724 |
| TWITTER INC | P | 2018-03-27 | 2018-04-27 | $518 | $518 | $0 | $0 |
| TWO HARBORS INVESTMENT CORP | P | 2018-02-22 | 2018-10-18 | $17,374 | $18,250 | -$876 | -$876 |
| II-VI INC | P | 2017-10-06 | 2018-03-27 | $1,406 | $1,332 | $74 | $74 |
| II-VI INC | P | 2017-10-06 | 2018-04-30 | $852 | $916 | -$64 | -$64 |
| II-VI INC | P | 2017-10-06 | 2018-08-07 | $3,565 | $3,288 | $277 | $277 |
| II-VI INC | P | 2018-09-13 | 2018-10-17 | $4,282 | $4,993 | -$711 | -$711 |
| 2U INC | P | 2018-01-18 | 2018-03-27 | $6,389 | $5,089 | $1,300 | $1,300 |
| 2U INC | P | 2017-10-06 | 2018-08-07 | $1,409 | $1,112 | $297 | $297 |
| 2U INC | P | 2017-10-06 | 2018-09-13 | $1,001 | $702 | $299 | $299 |
| 2U INC | P | 2018-10-18 | 2018-12-20 | $1,780 | $1,780 | $0 | $0 |
| 2U INC | P | 2018-10-18 | 2018-12-20 | $2,187 | $2,827 | -$640 | -$640 |
| 2U INC | P | 2018-10-05 | 2018-12-21 | $1,627 | $2,528 | -$901 | -$901 |
| 2U INC | P | 2018-10-18 | 2018-12-21 | $2,975 | $4,207 | -$1,232 | -$1,232 |
| 2U INC | P | 2018-10-18 | 2018-12-26 | $2,742 | $3,813 | -$1,071 | -$1,071 |
| 2U INC | P | 2018-10-26 | 2018-12-26 | $1,418 | $1,795 | -$377 | -$377 |
| TYSON FOODS INC CL A | P | 2018-02-21 | 2018-03-26 | $6,823 | $7,136 | -$313 | -$313 |
| TYSON FOODS INC CL A | P | 2017-11-10 | 2018-04-27 | $11,485 | $11,904 | -$419 | -$419 |
| TYSON FOODS INC CL A | P | 2017-11-10 | 2018-07-02 | $814 | $887 | -$73 | -$73 |
| TYSON FOODS INC CL A | P | 2018-05-30 | 2018-07-02 | $8,949 | $9,315 | -$366 | -$366 |
| TYSON FOODS INC CL A | P | 2018-09-14 | 2018-10-17 | $4,534 | $4,624 | -$90 | -$90 |
| UDR INC | P | 2017-10-06 | 2018-03-27 | $25,412 | $27,621 | -$2,209 | -$2,209 |
| UDR INC | P | 2017-11-10 | 2018-03-27 | $4,388 | $4,983 | -$595 | -$595 |
| UDR INC | P | 2018-01-19 | 2018-03-27 | $983 | $1,005 | -$22 | -$22 |
| UDR INC | P | 2018-02-22 | 2018-03-27 | $6,529 | $6,258 | $271 | $271 |
| UGI CORP | P | 2017-09-29 | 2018-01-18 | $24,390 | $24,526 | -$136 | -$136 |
| UGI CORP | P | 2017-10-06 | 2018-02-22 | $15,994 | $17,290 | -$1,296 | -$1,296 |
| UGI CORP | P | 2018-05-30 | 2018-10-18 | $22,734 | $21,184 | $1,550 | $1,550 |
| UMB FINANCIAL CORP | P | 2018-04-30 | 2018-05-31 | $3,037 | $3,015 | $22 | $22 |
| UMB FINANCIAL CORP | P | 2018-04-30 | 2018-07-02 | $6,819 | $6,880 | -$61 | -$61 |
| US BANCORP | P | 2018-04-05 | 2018-07-19 | $44,084 | $44,057 | $27 | $27 |
| UMH PROPERTIES INC | P | 2018-01-18 | 2018-02-21 | $16,759 | $19,273 | -$2,514 | -$2,514 |
| UMH PROPERTIES INC | P | 2018-03-27 | 2018-10-05 | $13,604 | $11,458 | $2,146 | $2,146 |
| U S CONCRETE INC | P | 2018-05-31 | 2018-07-02 | $7,638 | $9,130 | -$1,492 | -$1,492 |
| U S CONCRETE INC | P | 2018-08-07 | 2018-09-13 | $10,922 | $11,189 | -$267 | -$267 |
| US SILICA HOLDINGS INC | P | 2017-05-23 | 2018-03-27 | $257 | $391 | -$134 | -$134 |
| US SILICA HOLDINGS INC | P | 2017-06-27 | 2018-03-27 | $1,796 | $2,434 | -$638 | -$638 |
| US SILICA HOLDINGS INC | P | 2017-10-06 | 2018-03-27 | $5,184 | $6,210 | -$1,026 | -$1,026 |
| US SILICA HOLDINGS INC | P | 2017-10-06 | 2018-07-02 | $1,621 | $1,968 | -$347 | -$347 |
| US SILICA HOLDINGS INC | P | 2018-05-31 | 2018-07-02 | $1,950 | $2,471 | -$521 | -$521 |
| US SILICA HOLDINGS INC | P | 2018-02-21 | 2018-09-13 | $2,750 | $3,446 | -$696 | -$696 |
| US SILICA HOLDINGS INC | P | 2018-08-07 | 2018-09-13 | $4,238 | $5,092 | -$854 | -$854 |
| US SILICA HOLDINGS INC | P | 2018-10-17 | 2018-10-30 | $22,293 | $28,129 | -$5,836 | -$5,836 |
| UBIQUITI NETWORKS INC | P | 2017-11-10 | 2018-02-21 | $10,788 | $11,994 | -$1,206 | -$1,206 |
| UBIQUITI NETWORKS INC | P | 2018-03-27 | 2018-07-02 | $86 | $70 | $16 | $16 |
| UBIQUITI NETWORKS INC | P | 2018-03-27 | 2018-09-13 | $875 | $631 | $244 | $244 |
| UBIQUITI NETWORKS INC | P | 2018-03-27 | 2018-10-17 | $9,905 | $7,637 | $2,268 | $2,268 |
| ULTA SALON COSMETICS & FRAGRANCE | P | 2017-12-12 | 2018-02-21 | $4,085 | $4,302 | -$217 | -$217 |
| ULTA SALON COSMETICS & FRAGRANCE | P | 2017-11-10 | 2018-10-17 | $27,628 | $19,652 | $7,976 | $7,976 |
| ULTRA CLEAN HLDGS INC | P | 2018-03-27 | 2018-04-30 | $1,586 | $1,799 | -$213 | -$213 |
| ULTRA CLEAN HLDGS INC | P | 2018-03-27 | 2018-07-02 | $2,649 | $3,316 | -$667 | -$667 |
| ULTRA CLEAN HLDGS INC | P | 2018-09-13 | 2018-10-17 | $6,584 | $7,450 | -$866 | -$866 |
| ULTRA PETE CORP | P | 2017-06-27 | 2018-03-27 | $1,277 | $3,153 | -$1,876 | -$1,876 |
| ULTRA PETE CORP | P | 2017-10-06 | 2018-03-27 | $2,279 | $4,485 | -$2,206 | -$2,206 |
| ULTRA PETE CORP | P | 2017-12-13 | 2018-03-27 | $3,152 | $6,840 | -$3,688 | -$3,688 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2018-03-27 | 2018-10-18 | $3,670 | $3,017 | $653 | $653 |
| ULTRAGENYX PHARMACEUTICAL INC | P | 2018-05-31 | 2018-10-18 | $2,658 | $2,992 | -$334 | -$334 |
| ULTRAPAR PARTICIPACOES S A | P | 2017-04-21 | 2018-03-27 | $837 | $888 | -$51 | -$51 |
| ULTRAPAR PARTICIPACOES S A | P | 2018-05-31 | 2018-07-02 | $10,810 | $12,441 | -$1,631 | -$1,631 |
| ULTRAPAR PARTICIPACOES S A | P | 2018-08-09 | 2018-09-12 | $337 | $416 | -$79 | -$79 |
| UMICORE SA | P | 2018-07-09 | 2018-09-12 | $2,925 | $3,177 | -$252 | -$252 |
| UMPQUA HLDGS CORP | P | 2018-01-18 | 2018-03-27 | $9,425 | $9,707 | -$282 | -$282 |
| UMPQUA HLDGS CORP | P | 2017-11-10 | 2018-08-07 | $9,186 | $8,695 | $491 | $491 |
| UMPQUA HLDGS CORP | P | 2017-11-10 | 2018-09-13 | $6,070 | $5,729 | $341 | $341 |
| UNDER ARMOUR INC CL A | P | 2018-03-27 | 2018-04-27 | $3,229 | $3,007 | $222 | $222 |
| UNDER ARMOUR INC | P | 2017-12-13 | 2018-10-18 | $12,739 | $9,253 | $3,486 | $3,486 |
| UNDER ARMOUR INC | P | 2018-03-27 | 2018-10-18 | $3,535 | $3,007 | $528 | $528 |
| UNIBAIL-RODAMCO SE | P | 2018-03-27 | 2018-06-29 | $6,715 | $6,883 | -$168 | -$168 |
| UNIFIRST CORP | P | 2017-10-06 | 2018-03-27 | $21,530 | $22,426 | -$896 | -$896 |
| UNIFIRST CORP | P | 2018-04-30 | 2018-10-05 | $16,475 | $16,070 | $405 | $405 |
| UNILEVER PLC ADR | P | 2017-06-27 | 2018-02-26 | $3,911 | $4,005 | -$94 | -$94 |
| UNILEVER PLC ADR | P | 2017-11-17 | 2018-02-26 | $5,572 | $5,716 | -$144 | -$144 |
| UNILEVER PLC ADR | P | 2018-08-09 | 2018-09-12 | $13,228 | $13,385 | -$157 | -$157 |
| UNILEVER N V | P | 2017-10-10 | 2018-01-23 | $2,835 | $2,898 | -$63 | -$63 |
| UNILEVER N V | P | 2017-06-27 | 2018-02-26 | $9,817 | $10,121 | -$304 | -$304 |
| UNILEVER N V | P | 2017-11-17 | 2018-02-26 | $4,309 | $4,438 | -$129 | -$129 |
| UNILEVER N V | P | 2018-05-31 | 2018-07-02 | $15,321 | $15,634 | -$313 | -$313 |
| UNILEVER N V | P | 2018-05-31 | 2018-07-09 | $14,562 | $14,569 | -$7 | -$7 |
| UNILEVER N V | P | 2018-05-31 | 2018-09-12 | $1,534 | $1,513 | $21 | $21 |
| UNILEVER N V | P | 2018-08-09 | 2018-09-12 | $5,225 | $5,281 | -$56 | -$56 |
| UNION BANKSHARES CORP | P | 2017-11-10 | 2018-01-18 | $9,267 | $8,197 | $1,070 | $1,070 |
| UNION BANKSHARES CORP | P | 2017-11-10 | 2018-03-27 | $4,127 | $3,744 | $383 | $383 |
| UNION BANKSHARES CORP | P | 2017-11-10 | 2018-10-18 | $20,493 | $19,463 | $1,030 | $1,030 |
| UNISYS CORP | P | 2018-03-27 | 2018-10-17 | $8,757 | $4,810 | $3,947 | $3,947 |
| UNIT CORP | P | 2017-03-29 | 2018-03-27 | $178 | $233 | -$55 | -$55 |
| UNIT CORP | P | 2017-10-06 | 2018-03-27 | $2,783 | $3,129 | -$346 | -$346 |
| UNITED BANKSHARES INC W VA | P | 2017-12-13 | 2018-03-27 | $6,944 | $7,019 | -$75 | -$75 |
| UNITED BANKSHARES INC W VA | P | 2018-01-18 | 2018-03-27 | $4,794 | $4,964 | -$170 | -$170 |
| UNITED BANKSHARES INC W VA | P | 2017-12-13 | 2018-04-30 | $19,094 | $19,880 | -$786 | -$786 |
| UNITED FINANCIAL BANCORP INC | P | 2018-08-07 | 2018-09-13 | $2,944 | $2,996 | -$52 | -$52 |
| UNITED FINANCIAL BANCORP INC | P | 2018-03-27 | 2018-10-18 | $13,040 | $13,264 | -$224 | -$224 |
| UNITED FINANCIAL BANCORP INC | P | 2018-08-07 | 2018-10-18 | $4,673 | $5,068 | -$395 | -$395 |
| UNITED NAT FOODS INC | P | 2017-12-13 | 2018-03-27 | $7,013 | $8,436 | -$1,423 | -$1,423 |
| UNITED NAT FOODS INC | P | 2017-10-06 | 2018-09-13 | $5,522 | $6,673 | -$1,151 | -$1,151 |
| UNITED OVERSEAS BK LTD SPONSORED | P | 2018-05-31 | 2018-07-02 | $8,825 | $9,582 | -$757 | -$757 |
| UNITED OVERSEAS BK LTD SPONSORED | P | 2017-11-17 | 2018-07-09 | $8,616 | $8,191 | $425 | $425 |
| UNITED OVERSEAS BK LTD SPONSORED | P | 2018-08-09 | 2018-09-12 | $12,813 | $14,119 | -$1,306 | -$1,306 |
| UNITED PARCEL SVC INC CL B | P | 2017-12-12 | 2018-02-21 | $5,549 | $6,137 | -$588 | -$588 |
| UNITED PARCEL SVC INC CL B | P | 2017-06-23 | 2018-03-26 | $12,050 | $12,902 | -$852 | -$852 |
| UNITED PARCEL SVC INC CL B | P | 2018-05-07 | 2018-07-19 | $15,085 | $15,069 | $16 | $16 |
| UNITED RENTALS INC | P | 2017-11-10 | 2018-10-17 | $2,240 | $2,328 | -$88 | -$88 |
| US FOODS HLDG CORP | P | 2017-12-13 | 2018-10-18 | $18,538 | $18,975 | -$437 | -$437 |
| UNITED STATES TREAS NT | P | 2018-02-20 | 2018-10-05 | $120,664 | $121,323 | -$659 | -$659 |
| UNITED STATES TREAS NT | P | 2018-05-02 | 2018-10-05 | $72,398 | $72,524 | -$126 | -$126 |
| UNITED STATES STEEL CORP | P | 2017-09-29 | 2018-03-26 | $9,691 | $7,127 | $2,564 | $2,564 |
| UNITED STATES STEEL CORP | P | 2018-04-05 | 2018-05-07 | $3,550 | $3,739 | -$189 | -$189 |
| UNITED STATES STEEL CORP | P | 2018-04-05 | 2018-08-22 | $7,245 | $8,422 | -$1,177 | -$1,177 |
| UNITED STATES STEEL CORP | P | 2017-11-10 | 2018-10-18 | $1,625 | $1,591 | $34 | $34 |
| UNITED TECHNOLOGIES CORP | P | 2017-12-12 | 2018-05-07 | $2,180 | $2,227 | -$47 | -$47 |
| UNITED TECHNOLOGIES CORP | P | 2018-04-05 | 2018-05-07 | $15,747 | $16,387 | -$640 | -$640 |
| UNITED THERAPEUTICS CORP DEL | P | 2017-12-13 | 2018-02-22 | $348 | $410 | -$62 | -$62 |
| UNITED THERAPEUTICS CORP DEL | P | 2017-12-13 | 2018-04-27 | $9,390 | $11,767 | -$2,377 | -$2,377 |
| UNITED THERAPEUTICS CORP DEL | P | 2017-12-13 | 2018-07-02 | $2,036 | $2,463 | -$427 | -$427 |
| UNITED THERAPEUTICS CORP DEL | P | 2018-03-27 | 2018-10-18 | $3,397 | $2,960 | $437 | $437 |
| UNITED THERAPEUTICS CORP DEL | P | 2018-05-30 | 2018-10-18 | $6,795 | $5,847 | $948 | $948 |
| UNITED UTILS GROUP PLC | P | 2018-02-26 | 2018-07-09 | $6,821 | $6,432 | $389 | $389 |
| UNITED UTILS GROUP PLC | P | 2018-02-26 | 2018-09-12 | $628 | $657 | -$29 | -$29 |
| UNITEDHEALTH GROUP INC | P | 2018-01-18 | 2018-02-21 | $4,802 | $5,046 | -$244 | -$244 |
| UNITIL CORP | P | 2018-01-18 | 2018-03-27 | $9,909 | $9,536 | $373 | $373 |
| UNITIL CORP | P | 2018-01-18 | 2018-10-18 | $18,005 | $16,202 | $1,803 | $1,803 |
| UNITI GROUP INC | P | 2017-10-06 | 2018-01-19 | $6,655 | $6,177 | $478 | $478 |
| UNITI GROUP INC | P | 2017-11-10 | 2018-01-19 | $4,214 | $4,242 | -$28 | -$28 |
| UNITI GROUP INC | P | 2018-03-27 | 2018-10-18 | $12,681 | $10,147 | $2,534 | $2,534 |
| UNIVAR INC | P | 2018-03-27 | 2018-07-02 | $11,176 | $12,125 | -$949 | -$949 |
| UNIVERSAL CORP VA | P | 2018-03-27 | 2018-10-17 | $11,264 | $7,809 | $3,455 | $3,455 |
| UNIVERSAL DISPLAY CORP | P | 2017-11-10 | 2018-01-19 | $1,830 | $1,571 | $259 | $259 |
| UNIVERSAL DISPLAY CORP | P | 2017-10-06 | 2018-02-22 | $1,386 | $1,152 | $234 | $234 |
| UNIVERSAL DISPLAY CORP | P | 2017-06-28 | 2018-03-27 | $5,305 | $5,728 | -$423 | -$423 |
| UNIVERSAL DISPLAY CORP | P | 2017-10-06 | 2018-03-27 | $4,774 | $5,759 | -$985 | -$985 |
| UNIVERSAL DISPLAY CORP | P | 2018-04-27 | 2018-07-02 | $10,141 | $10,825 | -$684 | -$684 |
| UNIVERSAL DISPLAY CORP | P | 2018-09-14 | 2018-10-18 | $12,745 | $13,203 | -$458 | -$458 |
| UNIVERSAL ELECTRS INC | P | 2018-02-21 | 2018-03-27 | $6,681 | $5,880 | $801 | $801 |
| UNIVERSAL ELECTRS INC | P | 2018-02-21 | 2018-05-31 | $5,449 | $8,241 | -$2,792 | -$2,792 |
| UNIVERSAL ELECTRS INC | P | 2018-07-02 | 2018-10-05 | $8,649 | $7,639 | $1,010 | $1,010 |
| UNIVERSAL FOREST PRODS INC | P | 2017-02-21 | 2018-01-18 | $2,948 | $2,816 | $132 | $132 |
| UNIVERSAL FOREST PRODS INC | P | 2017-10-06 | 2018-03-27 | $6,438 | $6,689 | -$251 | -$251 |
| UNIVERSAL HEALTH RLTY INCOME TR SBI | P | 2018-02-21 | 2018-03-27 | $7,639 | $7,571 | $68 | $68 |
| UNIVERSAL HEALTH RLTY INCOME TR SBI | P | 2018-02-21 | 2018-10-05 | $17,235 | $14,275 | $2,960 | $2,960 |
| UNIVERSAL HEALTH RLTY INCOME TR SBI | P | 2018-07-02 | 2018-10-05 | $7,257 | $6,619 | $638 | $638 |
| UNIVERSAL INS HLDGS INC | P | 2018-01-18 | 2018-03-27 | $5,400 | $5,059 | $341 | $341 |
| UNIVERSAL INS HLDGS INC | P | 2018-01-18 | 2018-10-17 | $10,367 | $6,736 | $3,631 | $3,631 |
| UNIVERSAL HEALTH SVCS INC CL B | P | 2017-12-13 | 2018-07-02 | $19,326 | $20,063 | -$737 | -$737 |
| UNIVERSAL HEALTH SVCS INC CL B | P | 2018-08-03 | 2018-10-18 | $20,540 | $20,065 | $475 | $475 |
| UNIVERSAL HEALTH SVCS INC CL B | P | 2018-10-17 | 2018-11-16 | $13,516 | $12,812 | $704 | $704 |
| UNIVEST CORP PA | P | 2018-04-30 | 2018-07-02 | $10,368 | $10,786 | -$418 | -$418 |
| UNIVEST CORP PA | P | 2018-08-07 | 2018-10-18 | $12,979 | $14,581 | -$1,602 | -$1,602 |
| UNIVEST CORP PA | P | 2018-09-13 | 2018-10-18 | $5,899 | $6,618 | -$719 | -$719 |
| UNUMPROVIDENT CORP | P | 2017-10-06 | 2018-01-19 | $8,230 | $7,774 | $456 | $456 |
| UNUMPROVIDENT CORP | P | 2017-10-06 | 2018-02-22 | $5,269 | $5,358 | -$89 | -$89 |
| UNUMPROVIDENT CORP | P | 2017-10-06 | 2018-03-27 | $24,040 | $26,157 | -$2,117 | -$2,117 |
| UNUMPROVIDENT CORP | P | 2017-11-10 | 2018-03-27 | $2,462 | $2,678 | -$216 | -$216 |
| UNUMPROVIDENT CORP | P | 2017-06-23 | 2018-05-07 | $396 | $451 | -$55 | -$55 |
| UNUMPROVIDENT CORP | P | 2018-07-02 | 2018-10-18 | $12,898 | $12,834 | $64 | $64 |
| UNUMPROVIDENT CORP | P | 2018-08-03 | 2018-10-18 | $10,169 | $9,892 | $277 | $277 |
| URBAN EDGE PPTY | P | 2017-10-06 | 2018-01-18 | $2,686 | $2,802 | -$116 | -$116 |
| URBAN EDGE PPTY | P | 2017-10-06 | 2018-02-21 | $6,447 | $7,299 | -$852 | -$852 |
| URBAN EDGE PPTY | P | 2017-06-27 | 2018-03-27 | $12,073 | $14,238 | -$2,165 | -$2,165 |
| URBAN EDGE PPTY | P | 2017-06-27 | 2018-05-31 | $4,883 | $5,443 | -$560 | -$560 |
| URBAN EDGE PPTY | P | 2018-04-30 | 2018-10-05 | $10,139 | $10,054 | $85 | $85 |
| URSTADT BIDDLE PPTYS INC CL A | P | 2018-01-18 | 2018-03-27 | $13,212 | $13,533 | -$321 | -$321 |
| URSTADT BIDDLE PPTYS INC CL A | P | 2018-02-21 | 2018-10-05 | $15,358 | $13,491 | $1,867 | $1,867 |
| U S ECOLOGY INC | P | 2017-12-13 | 2018-03-27 | $7,833 | $7,513 | $320 | $320 |
| U S ECOLOGY INC | P | 2017-12-13 | 2018-10-17 | $13,311 | $9,899 | $3,412 | $3,412 |
| VEON LTD | P | 2017-10-10 | 2018-02-26 | $5,892 | $7,463 | -$1,571 | -$1,571 |
| VEON LTD | P | 2018-07-09 | 2018-08-09 | $1,867 | $1,999 | -$132 | -$132 |
| VSE CORP | P | 2018-08-08 | 2018-09-13 | $6,256 | $7,324 | -$1,068 | -$1,068 |
| VAIL RESORTS INC | P | 2017-11-10 | 2018-01-19 | $2,997 | $3,030 | -$33 | -$33 |
| VALE S A | P | 2017-12-19 | 2018-07-09 | $9,741 | $8,528 | $1,213 | $1,213 |
| VALEO SPONSORED ADR | P | 2017-12-19 | 2018-03-27 | $3,678 | $4,063 | -$385 | -$385 |
| VALEO SPONSORED ADR | P | 2018-01-23 | 2018-03-27 | $7,985 | $9,675 | -$1,690 | -$1,690 |
| VALEO SPONSORED ADR | P | 2018-02-26 | 2018-03-27 | $13,221 | $13,409 | -$188 | -$188 |
| VALEO SPONSORED ADR | P | 2017-12-19 | 2018-04-30 | $1,808 | $1,977 | -$169 | -$169 |
| VALEO SPONSORED ADR | P | 2018-05-31 | 2018-08-09 | $3,887 | $5,019 | -$1,132 | -$1,132 |
| VALEO SPONSORED ADR | P | 2018-07-02 | 2018-08-09 | $12,342 | $13,688 | -$1,346 | -$1,346 |
| VALMONT INDS INC | P | 2017-09-29 | 2018-02-21 | $14,471 | $14,426 | $45 | $45 |
| VALVOLINE INC | P | 2017-12-13 | 2018-02-22 | $12,562 | $13,211 | -$649 | -$649 |
| VALVOLINE INC | P | 2018-01-19 | 2018-02-22 | $2,452 | $2,626 | -$174 | -$174 |
| VALVOLINE INC | P | 2018-03-27 | 2018-04-27 | $16,111 | $17,369 | -$1,258 | -$1,258 |
| VALVOLINE INC | P | 2018-05-30 | 2018-08-03 | $809 | $789 | $20 | $20 |
| VALVOLINE INC | P | 2018-05-30 | 2018-10-18 | $15,105 | $15,570 | -$465 | -$465 |
| VALVOLINE INC UNSECD | P | 2018-02-26 | 2018-05-10 | $2,034 | $2,068 | -$34 | -$34 |
| VANDA PHARMACEUTICALS INC | P | 2018-03-27 | 2018-04-30 | $4,504 | $5,471 | -$967 | -$967 |
| VANDA PHARMACEUTICALS INC | P | 2018-08-07 | 2018-09-13 | $7,570 | $9,266 | -$1,696 | -$1,696 |
| VAREX IMAGING CORP | P | 2017-12-13 | 2018-01-18 | $729 | $699 | $30 | $30 |
| VAREX IMAGING CORP | P | 2017-12-13 | 2018-03-27 | $13,719 | $14,683 | -$964 | -$964 |
| VARIAN MED SYS INC | P | 2017-10-06 | 2018-01-19 | $1,097 | $1,022 | $75 | $75 |
| VARIAN MED SYS INC | P | 2017-11-10 | 2018-01-19 | $7,351 | $7,193 | $158 | $158 |
| VECTREN CORP | P | 2017-11-10 | 2018-01-19 | $2,001 | $2,191 | -$190 | -$190 |
| VECTOR GROUP LTD | P | 2017-11-10 | 2018-01-18 | $18,625 | $18,593 | $32 | $32 |
| VEECO INSTRS INC DEL | P | 2018-01-18 | 2018-03-27 | $3,140 | $3,042 | $98 | $98 |
| VEECO INSTRS INC DEL | P | 2018-01-18 | 2018-07-02 | $4,938 | $5,834 | -$896 | -$896 |
| VEDANTA LTD | P | 2017-12-19 | 2018-03-27 | $4,846 | $5,352 | -$506 | -$506 |
| VEEVA SYS INC | P | 2018-01-19 | 2018-10-17 | $6,823 | $4,199 | $2,624 | $2,624 |
| VENTAS INC | P | 2017-11-09 | 2018-02-21 | $1,100 | $1,433 | -$333 | -$333 |
| VENTAS INC | P | 2017-12-12 | 2018-02-21 | $21,991 | $28,170 | -$6,179 | -$6,179 |
| VENTAS INC | P | 2017-11-10 | 2018-02-22 | $35,676 | $46,560 | -$10,884 | -$10,884 |
| VENTAS INC | P | 2018-01-19 | 2018-02-22 | $3,887 | $4,197 | -$310 | -$310 |
| VENTAS INC | P | 2018-03-27 | 2018-04-27 | $21,665 | $20,983 | $682 | $682 |
| VEOLIA ENVIRONNEMENT SPONSORED ADR | P | 2017-10-10 | 2018-07-02 | $6,467 | $7,163 | -$696 | -$696 |
| VEREIT INC | P | 2017-12-13 | 2018-02-22 | $17,217 | $19,829 | -$2,612 | -$2,612 |
| VEREIT INC | P | 2018-01-19 | 2018-02-22 | $5,542 | $6,002 | -$460 | -$460 |
| VEREIT INC | P | 2018-05-30 | 2018-10-17 | $27,743 | $26,933 | $810 | $810 |
| VERIFONE HLDGS INC | P | 2017-06-27 | 2018-03-27 | $10,880 | $12,097 | -$1,217 | -$1,217 |
| VERIFONE HLDGS INC | P | 2017-12-13 | 2018-03-27 | $5,664 | $6,313 | -$649 | -$649 |
| VERIFONE HLDGS INC | P | 2018-04-30 | 2018-05-31 | $21,308 | $21,574 | -$266 | -$266 |
| VERISIGN INC | P | 2017-12-13 | 2018-10-17 | $31,853 | $24,845 | $7,008 | $7,008 |
| VERIZON COMMUNICATIONS | P | 2017-04-28 | 2018-03-27 | $7,205 | $5,215 | $1,990 | $1,990 |
| VERIZON COMMUNICATIONS | P | 2017-10-06 | 2018-03-27 | $3,622 | $3,622 | $0 | $0 |
| VERIZON COMMUNICATIONS | P | 2017-04-28 | 2018-04-02 | $39 | $28 | $11 | $11 |
| VERIZON COMMUNICATIONS | P | 2017-12-12 | 2018-05-07 | $34,224 | $37,961 | -$3,737 | -$3,737 |
| VERIZON COMMUNICATIONS | P | 2018-01-18 | 2018-05-07 | $4,637 | $5,153 | -$516 | -$516 |
| VERIZON COMMUNICATIONS | P | 2017-12-12 | 2018-07-19 | $109,571 | $114,679 | -$5,108 | -$5,108 |
| VERINT SYS INC | P | 2017-10-06 | 2018-01-18 | $2,672 | $2,674 | -$2 | -$2 |
| VERINT SYS INC | P | 2017-06-27 | 2018-03-27 | $1,534 | $1,644 | -$110 | -$110 |
| VERINT SYS INC | P | 2017-10-06 | 2018-03-27 | $4,026 | $4,528 | -$502 | -$502 |
| VERINT SYS INC | P | 2017-12-13 | 2018-03-27 | $11,348 | $12,269 | -$921 | -$921 |
| VERINT SYS INC | P | 2018-04-30 | 2018-05-31 | $9,980 | $9,856 | $124 | $124 |
| VERINT SYS INC | P | 2018-04-30 | 2018-07-02 | $617 | $587 | $30 | $30 |
| VERINT SYS INC | P | 2018-04-30 | 2018-10-18 | $17,335 | $15,770 | $1,565 | $1,565 |
| VERITIV CORP-W/I | P | 2018-03-27 | 2018-04-30 | $4,317 | $4,475 | -$158 | -$158 |
| VERITIV CORP-W/I | P | 2018-05-31 | 2018-10-05 | $5,139 | $4,741 | $398 | $398 |
| VESTAS WIND SYS A/S UTD KINGDOM | P | 2018-03-27 | 2018-04-30 | $3,485 | $3,910 | -$425 | -$425 |
| VIASAT INC | P | 2017-06-27 | 2018-04-30 | $644 | $668 | -$24 | -$24 |
| VIASAT INC | P | 2017-06-27 | 2018-05-31 | $633 | $668 | -$35 | -$35 |
| VIASAT INC | P | 2017-10-06 | 2018-07-02 | $5,040 | $5,139 | -$99 | -$99 |
| VIASAT INC | P | 2017-10-06 | 2018-09-13 | $4,284 | $4,359 | -$75 | -$75 |
| VIACOM INC | P | 2017-11-07 | 2018-01-18 | $10,369 | $7,942 | $2,427 | $2,427 |
| VIACOM INC | P | 2017-11-07 | 2018-02-21 | $6,530 | $4,911 | $1,619 | $1,619 |
| VIACOM INC | P | 2017-11-10 | 2018-10-17 | $29,170 | $21,747 | $7,423 | $7,423 |
| VIAVI SOLUTIONS INC | P | 2017-12-13 | 2018-03-27 | $4,723 | $4,310 | $413 | $413 |
| VIAVI SOLUTIONS INC | P | 2017-12-13 | 2018-10-18 | $6,468 | $4,740 | $1,728 | $1,728 |
| VICI PROPERTIES INC | P | 2018-03-26 | 2018-04-05 | $1,746 | $1,746 | $0 | $0 |
| VICI PROPERTIES INC | P | 2018-03-17 | 2018-04-27 | $1,727 | $1,827 | -$100 | -$100 |
| VICI PROPERTIES INC | P | 2018-03-27 | 2018-04-27 | $486 | $502 | -$16 | -$16 |
| VICI PROPERTIES INC | P | 2018-03-26 | 2018-05-07 | $1,618 | $1,676 | -$58 | -$58 |
| VICI PROPERTIES INC | P | 2018-03-27 | 2018-10-18 | $21,585 | $18,738 | $2,847 | $2,847 |
| VILLAGE SUPER MARKET INC | P | 2018-07-02 | 2018-08-07 | $6,574 | $6,875 | -$301 | -$301 |
| VILLAGE SUPER MARKET INC | P | 2018-07-02 | 2018-08-07 | $641 | $670 | -$29 | -$29 |
| VINCI S A ADR | P | 2017-11-17 | 2018-03-27 | $4,986 | $5,066 | -$80 | -$80 |
| VINCI S A ADR | P | 2017-10-10 | 2018-07-09 | $9,291 | $8,860 | $431 | $431 |
| VIPSHOP HLDGS LTD | P | 2017-11-17 | 2018-07-09 | $2,168 | $1,915 | $253 | $253 |
| VIPSHOP HLDGS LTD | P | 2017-11-17 | 2018-08-09 | $5,834 | $6,190 | -$356 | -$356 |
| VIRTU FINL INC | P | 2018-10-24 | 2018-10-30 | $2,432 | $2,419 | $13 | $13 |
| VIRTU FINL INC | P | 2018-10-26 | 2018-10-30 | $184 | $182 | $2 | $2 |
| VIRTU FINL INC | P | 2018-10-18 | 2018-11-19 | $1,529 | $1,285 | $244 | $244 |
| VIRTU FINL INC | P | 2018-10-26 | 2018-11-19 | $1,081 | $932 | $149 | $149 |
| VIRTU FINL INC | P | 2018-11-30 | 2018-12-11 | $2,314 | $2,233 | $81 | $81 |
| VIRTU FINL INC | P | 2018-10-18 | 2018-12-27 | $2,209 | $1,927 | $282 | $282 |
| VIRTU FINL INC | P | 2018-11-30 | 2018-12-27 | $482 | $471 | $11 | $11 |
| VISA INC CL A | P | 2018-01-18 | 2018-03-26 | $119 | $122 | -$3 | -$3 |
| VISA INC CL A | P | 2018-01-18 | 2018-04-05 | $4,859 | $4,894 | -$35 | -$35 |
| VIRTUS INVT PARTNERS INC | P | 2017-11-10 | 2018-01-18 | $6,213 | $5,435 | $778 | $778 |
| VIRTUS INVT PARTNERS INC | P | 2017-11-10 | 2018-03-27 | $5,963 | $5,435 | $528 | $528 |
| VIRTUS INVT PARTNERS INC | P | 2017-11-10 | 2018-10-17 | $11,147 | $11,147 | $0 | $0 |
| VISHAY INTERTECHNOLOGY INC | P | 2017-10-06 | 2018-01-18 | $749 | $695 | $54 | $54 |
| VISHAY INTERTECHNOLOGY INC | P | 2017-10-06 | 2018-02-21 | $1,001 | $1,125 | -$124 | -$124 |
| VISHAY INTERTECHNOLOGY INC | P | 2017-10-06 | 2018-03-27 | $9,294 | $10,164 | -$870 | -$870 |
| VISHAY INTERTECHNOLOGY INC | P | 2017-10-06 | 2018-04-30 | $10,932 | $12,597 | -$1,665 | -$1,665 |
| VISHAY INTERTECHNOLOGY INC | P | 2018-05-31 | 2018-09-13 | $16,800 | $16,867 | -$67 | -$67 |
| VISTA OUTDOOR INC | P | 2018-01-18 | 2018-03-27 | $5,413 | $5,159 | $254 | $254 |
| VISTA OUTDOOR INC | P | 2018-01-18 | 2018-10-05 | $6,899 | $6,433 | $466 | $466 |
| VISTA OUTDOOR INC | P | 2018-08-07 | 2018-10-05 | $1,432 | $1,452 | -$20 | -$20 |
| VISTEON CORP | P | 2018-03-27 | 2018-09-14 | $13,367 | $14,408 | -$1,041 | -$1,041 |
| VISTRA ENERGY CORP | P | 2017-12-13 | 2018-04-24 | $3 | $3 | $0 | $0 |
| VISTRA ENERGY CORP | P | 2017-12-13 | 2018-10-17 | $2,662 | $1,924 | $738 | $738 |
| VISTRA ENERGY CORP | P | 2018-02-22 | 2018-10-18 | $15,604 | $12,755 | $2,849 | $2,849 |
| VMWARE INC CL A | P | 2018-03-26 | 2018-04-05 | $5,012 | $5,162 | -$150 | -$150 |
| VMWARE INC CL A | P | 2018-03-26 | 2018-05-07 | $9,895 | $9,191 | $704 | $704 |
| VOCERA COMMUNICATIONS INC | P | 2018-10-18 | 2018-11-28 | $1,582 | $1,315 | $267 | $267 |
| VOCERA COMMUNICATIONS INC | P | 2018-10-26 | 2018-11-28 | $1,814 | $1,583 | $231 | $231 |
| VODAFONE GROUP PLC | P | 2017-12-19 | 2018-02-26 | $38,831 | $42,297 | -$3,466 | -$3,466 |
| VODAFONE GROUP PLC | P | 2017-12-19 | 2018-03-27 | $22,616 | $25,599 | -$2,983 | -$2,983 |
| VODAFONE GROUP PLC | P | 2017-10-10 | 2018-07-02 | $19,134 | $22,691 | -$3,557 | -$3,557 |
| VODAFONE GROUP PLC | P | 2018-04-30 | 2018-07-02 | $33,871 | $41,452 | -$7,581 | -$7,581 |
| VODAFONE GROUP PLC | P | 2018-05-31 | 2018-09-12 | $26,830 | $31,677 | -$4,847 | -$4,847 |
| VODACOM GROUP LIMITED | P | 2018-02-26 | 2018-03-27 | $5,162 | $5,685 | -$523 | -$523 |
| VODACOM GROUP LIMITED | P | 2018-02-26 | 2018-04-30 | $3,106 | $3,574 | -$468 | -$468 |
| VOLKSWAGEN AG | P | 2018-02-26 | 2018-03-27 | $19,599 | $20,548 | -$949 | -$949 |
| VOLKSWAGEN AG | P | 2017-12-19 | 2018-05-31 | $3,624 | $4,016 | -$392 | -$392 |
| VOLKSWAGEN AG | P | 2018-04-30 | 2018-05-31 | $31,946 | $35,204 | -$3,258 | -$3,258 |
| VOLKSWAGEN AG | P | 2017-10-10 | 2018-08-09 | $13,165 | $13,757 | -$592 | -$592 |
| VONAGE HLDGS CORP | P | 2018-01-18 | 2018-03-27 | $4,922 | $4,960 | -$38 | -$38 |
| VONAGE HLDGS CORP | P | 2017-10-06 | 2018-10-05 | $7,296 | $4,422 | $2,874 | $2,874 |
| WH GROUP LTD | P | 2018-01-23 | 2018-03-27 | $933 | $1,027 | -$94 | -$94 |
| WH GROUP LTD | P | 2018-02-26 | 2018-03-27 | $7,333 | $8,624 | -$1,291 | -$1,291 |
| WH GROUP LTD | P | 2018-01-23 | 2018-04-30 | $5,429 | $6,160 | -$731 | -$731 |
| WH GROUP LTD | P | 2018-05-31 | 2018-07-02 | $3,354 | $4,290 | -$936 | -$936 |
| VORNADO RLTY TR | P | 2017-12-12 | 2018-02-21 | $22,299 | $26,258 | -$3,959 | -$3,959 |
| VORNADO RLTY TR | P | 2017-12-13 | 2018-02-22 | $25,191 | $29,474 | -$4,283 | -$4,283 |
| VORNADO RLTY TR | P | 2018-01-19 | 2018-02-22 | $4,387 | $4,707 | -$320 | -$320 |
| VOYA FINL INC | P | 2017-11-10 | 2018-01-19 | $12,581 | $9,527 | $3,054 | $3,054 |
| VOYA FINL INC | P | 2017-11-10 | 2018-10-17 | $32,543 | $27,349 | $5,194 | $5,194 |
| VULCAN MATERIALS CO | P | 2017-07-28 | 2018-03-26 | $350 | $372 | -$22 | -$22 |
| VULCAN MATERIALS CO | P | 2017-11-10 | 2018-03-27 | $6,540 | $6,931 | -$391 | -$391 |
| VULCAN MATERIALS CO | P | 2017-07-28 | 2018-04-05 | $17,717 | $18,852 | -$1,135 | -$1,135 |
| VULCAN MATERIALS CO | P | 2017-11-10 | 2018-04-27 | $2,912 | $3,218 | -$306 | -$306 |
| VULCAN MATERIALS CO | P | 2017-11-10 | 2018-08-03 | $4,340 | $4,703 | -$363 | -$363 |
| VULCAN MATERIALS CO | P | 2018-05-30 | 2018-08-03 | $11,307 | $12,756 | -$1,449 | -$1,449 |
| VULCAN MATERIALS CO | P | 2018-09-14 | 2018-10-17 | $15,883 | $18,394 | -$2,511 | -$2,511 |
| W & T OFFSHORE INC | P | 2018-03-27 | 2018-10-17 | $6,369 | $3,618 | $2,751 | $2,751 |
| WD 40 CO | P | 2017-11-10 | 2018-01-18 | $17,776 | $16,002 | $1,774 | $1,774 |
| WD 40 CO | P | 2018-03-27 | 2018-10-17 | $12,842 | $10,518 | $2,324 | $2,324 |
| WGL HLDGS INC | P | 2018-04-30 | 2018-05-31 | $2,034 | $1,970 | $64 | $64 |
| WGL HLDGS INC | P | 2018-03-27 | 2018-07-11 | $17,474 | $16,681 | $793 | $793 |
| WABCO HLDGS INC | P | 2017-11-10 | 2018-03-27 | $3,892 | $4,219 | -$327 | -$327 |
| WSFS FINL CORP | P | 2017-11-14 | 2018-03-27 | $12,955 | $13,003 | -$48 | -$48 |
| WSFS FINL CORP | P | 2017-11-14 | 2018-10-17 | $13,585 | $14,250 | -$665 | -$665 |
| WNS HLDGS LTD SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $3,082 | $2,393 | $689 | $689 |
| WNS HLDGS LTD SPONSORED ADR | P | 2018-03-27 | 2018-07-09 | $4,492 | $3,922 | $570 | $570 |
| WNS HLDGS LTD SPONSORED ADR | P | 2017-11-17 | 2018-09-12 | $1,864 | $1,501 | $363 | $363 |
| W P CAREY INC | P | 2017-09-29 | 2018-01-18 | $36,338 | $37,738 | -$1,400 | -$1,400 |
| W P CAREY INC | P | 2017-10-06 | 2018-01-19 | $9,791 | $10,324 | -$533 | -$533 |
| W P CAREY INC | P | 2017-11-10 | 2018-01-19 | $5,798 | $6,412 | -$614 | -$614 |
| WPP PLC | P | 2017-12-19 | 2018-04-30 | $31,252 | $33,044 | -$1,792 | -$1,792 |
| WPP PLC | P | 2018-05-31 | 2018-08-09 | $15,063 | $15,907 | -$844 | -$844 |
| WEC ENERGY GROUP INC | P | 2017-10-06 | 2018-01-19 | $68,181 | $69,279 | -$1,098 | -$1,098 |
| WEC ENERGY GROUP INC | P | 2017-11-10 | 2018-01-19 | $1,580 | $1,703 | -$123 | -$123 |
| WEC ENERGY GROUP INC | P | 2018-03-26 | 2018-04-05 | $5,194 | $5,058 | $136 | $136 |
| WABASH NATL CORP | P | 2018-01-18 | 2018-03-27 | $5,066 | $5,425 | -$359 | -$359 |
| WABASH NATL CORP | P | 2018-01-18 | 2018-04-30 | $5,698 | $6,311 | -$613 | -$613 |
| WABASH NATL CORP | P | 2018-01-18 | 2018-05-31 | $660 | $731 | -$71 | -$71 |
| WABASH NATL CORP | P | 2018-09-13 | 2018-10-17 | $7,475 | $7,475 | $0 | $0 |
| WABTEC CORP | P | 2018-01-19 | 2018-02-22 | $998 | $994 | $4 | $4 |
| WABTEC CORP | P | 2018-01-19 | 2018-03-27 | $1,641 | $1,657 | -$16 | -$16 |
| WABTEC CORP | P | 2017-12-13 | 2018-10-18 | $19,834 | $15,692 | $4,142 | $4,142 |
| WADDELL & REED FINL INC CL A | P | 2018-03-27 | 2018-05-31 | $9,303 | $9,624 | -$321 | -$321 |
| WAGEWORKS INC | P | 2017-10-06 | 2018-03-27 | $6,509 | $9,048 | -$2,539 | -$2,539 |
| WAGEWORKS INC | P | 2017-12-13 | 2018-03-27 | $2,350 | $3,182 | -$832 | -$832 |
| WAGEWORKS INC | P | 2018-04-30 | 2018-10-17 | $11,462 | $11,356 | $106 | $106 |
| WAL MART STORES INC | P | 2018-01-18 | 2018-02-21 | $4,508 | $5,102 | -$594 | -$594 |
| WAL MART STORES INC | P | 2017-11-07 | 2018-05-07 | $4,824 | $4,971 | -$147 | -$147 |
| WAL MART STORES INC | P | 2018-03-26 | 2018-05-07 | $3,360 | $3,401 | -$41 | -$41 |
| WAL MART STORES INC | P | 2018-04-05 | 2018-05-07 | $4,911 | $5,030 | -$119 | -$119 |
| WAL MART STORES INC | P | 2018-03-26 | 2018-06-12 | $21,877 | $22,761 | -$884 | -$884 |
| WAL-MART DE MEXICO S A DE C V | P | 2018-02-26 | 2018-07-09 | $12,059 | $10,500 | $1,559 | $1,559 |
| WALGREENS BOOTS ALLIANCE INC | P | 2017-12-12 | 2018-03-26 | $12,295 | $13,053 | -$758 | -$758 |
| WALGREENS BOOTS ALLIANCE INC | P | 2017-12-12 | 2018-04-05 | $41,049 | $44,507 | -$3,458 | -$3,458 |
| WALKER & DUNLOP INC | P | 2018-03-27 | 2018-07-02 | $8,863 | $8,862 | $1 | $1 |
| WASHINGTON FED INC | P | 2017-11-10 | 2018-03-27 | $9,123 | $8,859 | $264 | $264 |
| WASHINGTON FED INC | P | 2018-01-18 | 2018-03-27 | $4,665 | $5,000 | -$335 | -$335 |
| WASHINGTON FED INC | P | 2017-11-10 | 2018-04-30 | $20,223 | $21,207 | -$984 | -$984 |
| WASHINGTON PRIME GROUP | P | 2017-12-13 | 2018-02-21 | $10,960 | $12,626 | -$1,666 | -$1,666 |
| WASHINGTON PRIME GROUP | P | 2018-03-27 | 2018-10-05 | $9,351 | $8,914 | $437 | $437 |
| WASHINGTON REAL ESTATE INVT TR | P | 2018-01-18 | 2018-03-27 | $33,361 | $35,743 | -$2,382 | -$2,382 |
| WASHINGTON REAL ESTATE INVT TR | P | 2018-04-30 | 2018-10-05 | $14,172 | $13,837 | $335 | $335 |
| WASHINGTON TR BANCORP INC | P | 2018-03-27 | 2018-10-18 | $12,725 | $12,773 | -$48 | -$48 |
| WASHINGTON TR BANCORP INC | P | 2018-08-07 | 2018-10-18 | $5,252 | $5,638 | -$386 | -$386 |
| WASTE MGMT INC DEL COM | P | 2018-04-05 | 2018-05-07 | $21,072 | $21,684 | -$612 | -$612 |
| WASTE MGMT INC DEL COM | P | 2018-04-05 | 2018-06-12 | $6,207 | $6,342 | -$135 | -$135 |
| WATERS CORP | P | 2017-11-10 | 2018-04-27 | $1,710 | $1,739 | -$29 | -$29 |
| WATERS CORP | P | 2017-11-10 | 2018-05-30 | $1,363 | $1,353 | $10 | $10 |
| WATERS CORP | P | 2017-11-10 | 2018-08-03 | $194 | $193 | $1 | $1 |
| WATERSTONE FINL INC MD | P | 2017-12-13 | 2018-03-27 | $4,992 | $5,329 | -$337 | -$337 |
| WATERSTONE FINL INC MD | P | 2018-01-18 | 2018-03-27 | $7,625 | $7,865 | -$240 | -$240 |
| WATERSTONE FINL INC MD | P | 2018-07-02 | 2018-08-07 | $7,247 | $7,396 | -$149 | -$149 |
| WATTS INDUSTRIES CLASS A | P | 2017-11-10 | 2018-01-18 | $6,781 | $5,984 | $797 | $797 |
| WATTS INDUSTRIES CLASS A | P | 2017-11-10 | 2018-03-27 | $5,844 | $5,280 | $564 | $564 |
| WATTS INDUSTRIES CLASS A | P | 2017-11-10 | 2018-10-18 | $17,971 | $17,529 | $442 | $442 |
| WAYFAIR INC | P | 2018-07-19 | 2018-08-22 | $13,514 | $13,349 | $165 | $165 |
| WAYFAIR INC | P | 2018-07-02 | 2018-09-14 | $4,496 | $3,491 | $1,005 | $1,005 |
| WAYFAIR INC | P | 2018-07-02 | 2018-10-18 | $18,567 | $17,804 | $763 | $763 |
| WEICHAI PWR CO LTD | P | 2018-07-09 | 2018-08-09 | $3,985 | $4,447 | -$462 | -$462 |
| WEIGHT WATCHERS INTL INC | P | 2017-10-06 | 2018-01-18 | $797 | $582 | $215 | $215 |
| WEIGHT WATCHERS INTL INC | P | 2017-10-06 | 2018-03-27 | $2,585 | $1,790 | $795 | $795 |
| WEIGHT WATCHERS INTL INC | P | 2017-10-06 | 2018-10-05 | $539 | $358 | $181 | $181 |
| WEINGARTEN RLTY INVS SH BEN INT | P | 2017-12-13 | 2018-02-22 | $12,974 | $15,719 | -$2,745 | -$2,745 |
| WEINGARTEN RLTY INVS SH BEN INT | P | 2018-01-19 | 2018-02-22 | $4,971 | $5,557 | -$586 | -$586 |
| WEINGARTEN RLTY INVS SH BEN INT | P | 2018-03-27 | 2018-10-18 | $21,045 | $21,118 | -$73 | -$73 |
| WEIS MKTS INC | P | 2018-03-27 | 2018-10-05 | $7,626 | $7,285 | $341 | $341 |
| WELLCARE HEALTH PLANS INC | P | 2017-11-10 | 2018-02-22 | $964 | $1,000 | -$36 | -$36 |
| WELLCARE HEALTH PLANS INC | P | 2017-11-10 | 2018-03-27 | $768 | $800 | -$32 | -$32 |
| WELLS FARGO & CO | P | 2018-01-18 | 2018-02-21 | $4,698 | $4,995 | -$297 | -$297 |
| WELLS FARGO & CO | P | 2017-11-07 | 2018-05-07 | $4,684 | $4,912 | -$228 | -$228 |
| WELLS FARGO & CO | P | 2017-12-12 | 2018-05-07 | $4,789 | $5,416 | -$627 | -$627 |
| WELLS FARGO & CO NEW UNSECD | P | 2018-01-22 | 2018-07-26 | $147,540 | $149,663 | -$2,123 | -$2,123 |
| WELLTOWER INC | P | 2017-12-12 | 2018-02-21 | $27,637 | $33,540 | -$5,903 | -$5,903 |
| WELLTOWER INC | P | 2017-11-10 | 2018-02-22 | $38,784 | $48,880 | -$10,096 | -$10,096 |
| WELLTOWER INC | P | 2018-01-19 | 2018-02-22 | $5,913 | $6,357 | -$444 | -$444 |
| WELLTOWER INC | P | 2018-03-27 | 2018-04-27 | $44,008 | $44,902 | -$894 | -$894 |
| WERNER ENTERPRISES INC | P | 2017-11-10 | 2018-01-18 | $19,343 | $16,282 | $3,061 | $3,061 |
| WERNER ENTERPRISES INC | P | 2017-11-10 | 2018-03-27 | $6,597 | $6,114 | $483 | $483 |
| WERNER ENTERPRISES INC | P | 2017-11-10 | 2018-10-17 | $11,777 | $12,194 | -$417 | -$417 |
| WESBANCO INC | P | 2017-12-13 | 2018-03-27 | $4,990 | $4,853 | $137 | $137 |
| WESCO AIRCRAFT HLDGS INC | P | 2018-03-27 | 2018-04-30 | $4,732 | $4,993 | -$261 | -$261 |
| WESCO INTL INC | P | 2018-03-27 | 2018-04-27 | $13,477 | $13,925 | -$448 | -$448 |
| WESFARMERS LTD | P | 2018-01-01 | 2018-12-25 | $651 | $651 | $651 | |
| WESFARMERS LTD | P | 2018-01-01 | 2018-12-25 | $769 | $769 | $769 | |
| WEST BANCORPORATION INC CAP STK | P | 2017-06-27 | 2018-03-27 | $2,396 | $2,172 | $224 | $224 |
| WEST BANCORPORATION INC CAP STK | P | 2017-10-09 | 2018-03-27 | $387 | $370 | $17 | $17 |
| WEST BANCORPORATION INC CAP STK | P | 2018-07-02 | 2018-08-07 | $96 | $102 | -$6 | -$6 |
| WEST BANCORPORATION INC CAP STK | P | 2018-07-02 | 2018-08-07 | $3,456 | $3,629 | -$173 | -$173 |
| WEST BANCORPORATION INC CAP STK | P | 2018-09-13 | 2018-10-18 | $2,937 | $3,025 | -$88 | -$88 |
| WEST JAPAN RAILWAY CO | P | 2018-05-31 | 2018-08-09 | $3,044 | $3,198 | -$154 | -$154 |
| WEST JAPAN RAILWAY CO | P | 2018-05-31 | 2018-09-12 | $1,146 | $1,236 | -$90 | -$90 |
| WEST PHARMACEUTICAL SVCS INC | P | 2017-11-10 | 2018-01-19 | $4,325 | $4,365 | -$40 | -$40 |
| WEST PHARMACEUTICAL SVCS INC | P | 2017-10-06 | 2018-02-22 | $12,883 | $14,125 | -$1,242 | -$1,242 |
| WEST PHARMACEUTICAL SVCS INC | P | 2017-11-10 | 2018-02-22 | $1,915 | $2,233 | -$318 | -$318 |
| WEST PHARMACEUTICAL SVCS INC | P | 2018-03-27 | 2018-10-18 | $22,447 | $16,885 | $5,562 | $5,562 |
| WESTAMERICA BANCORPORATION | P | 2017-12-14 | 2018-03-27 | $28,472 | $29,019 | -$547 | -$547 |
| WESTAR ENERGY INC | P | 2017-12-13 | 2018-02-22 | $21,210 | $23,762 | -$2,552 | -$2,552 |
| WESTAR ENERGY INC | P | 2018-01-19 | 2018-02-22 | $5,686 | $5,869 | -$183 | -$183 |
| WESTERN ALLIANCE BANCORPORATION | P | 2017-11-10 | 2018-01-19 | $4,141 | $3,751 | $390 | $390 |
| WESTERN ALLIANCE BANCORPORATION | P | 2017-11-10 | 2018-10-17 | $1,480 | $1,447 | $33 | $33 |
| WESTERN ASSET MTG CAP CORP | P | 2018-01-18 | 2018-03-27 | $19,228 | $19,435 | -$207 | -$207 |
| WESTERN ASSET MTG CAP CORP | P | 2018-02-21 | 2018-10-05 | $12,980 | $12,411 | $569 | $569 |
| WESTERN DIGITAL CORP | P | 2017-12-12 | 2018-05-07 | $13,579 | $14,343 | -$764 | -$764 |
| WESTERN DIGITAL CORP | P | 2017-12-13 | 2018-08-03 | $33,840 | $41,885 | -$8,045 | -$8,045 |
| WESTERN DIGITAL CORP | P | 2018-06-12 | 2018-08-22 | $23,349 | $29,908 | -$6,559 | -$6,559 |
| WESTERN DIGITAL CORP | P | 2017-12-13 | 2018-09-14 | $4,603 | $6,799 | -$2,196 | -$2,196 |
| WESTERN DIGITAL CORP | P | 2018-07-02 | 2018-09-14 | $3,467 | $4,699 | -$1,232 | -$1,232 |
| WESTERN DIGITAL CORP UNSECD SR | P | 2017-02-09 | 2018-02-09 | $2,335 | $2,375 | -$40 | -$40 |
| WESTERN DIGITAL CORP UNSECD SR | P | 2017-02-15 | 2018-02-09 | $2,335 | $2,375 | -$40 | -$40 |
| WESTERN DIGITAL CORP UNSECD SR | P | 2017-02-24 | 2018-02-09 | $3,502 | $3,529 | -$27 | -$27 |
| WESTERN UN CO | P | 2017-11-10 | 2018-01-19 | $1,010 | $1,009 | $1 | $1 |
| WESTERN UN CO | P | 2018-02-21 | 2018-03-26 | $18,748 | $19,924 | -$1,176 | -$1,176 |
| WESTERN UN CO | P | 2017-11-10 | 2018-03-27 | $1,978 | $2,098 | -$120 | -$120 |
| WESTERN UN CO | P | 2018-05-07 | 2018-08-22 | $33,939 | $35,153 | -$1,214 | -$1,214 |
| WESTERN UN CO | P | 2017-10-06 | 2018-09-14 | $14,618 | $15,257 | -$639 | -$639 |
| WESTERN UN CO | P | 2017-11-10 | 2018-09-14 | $3,575 | $3,852 | -$277 | -$277 |
| WESTERN UN CO | P | 2018-05-30 | 2018-09-14 | $3,070 | $3,282 | -$212 | -$212 |
| WESTFIELD HLDGS LTD / WESTFIELD | P | 2018-02-26 | 2018-07-02 | $7,322 | $7,645 | -$323 | -$323 |
| WESTPAC BANKING LTD ADR | P | 2017-04-21 | 2018-02-26 | $4,016 | $4,273 | -$257 | -$257 |
| WESTPAC BANKING LTD ADR | P | 2018-01-23 | 2018-03-27 | $26,152 | $29,382 | -$3,230 | -$3,230 |
| WESTPAC BANKING LTD ADR | P | 2017-05-15 | 2018-04-30 | $5,383 | $6,084 | -$701 | -$701 |
| WESTPAC BANKING LTD ADR | P | 2017-12-19 | 2018-04-30 | $35,636 | $39,866 | -$4,230 | -$4,230 |
| WESTPAC BANKING LTD ADR | P | 2018-01-23 | 2018-04-30 | $15,998 | $18,485 | -$2,487 | -$2,487 |
| WESTPAC BANKING LTD ADR | P | 2017-12-19 | 2018-08-09 | $5,997 | $6,648 | -$651 | -$651 |
| WESTROCK CO | P | 2017-11-10 | 2018-05-30 | $1,200 | $1,172 | $28 | $28 |
| WESTROCK CO | P | 2017-11-10 | 2018-07-02 | $34,636 | $35,875 | -$1,239 | -$1,239 |
| WESTROCK CO | P | 2018-08-03 | 2018-09-14 | $28,143 | $28,143 | $0 | $0 |
| WESTWOOD HLDGS GROUP INC | P | 2018-05-31 | 2018-09-13 | $7,756 | $8,673 | -$917 | -$917 |
| WEX INC | P | 2018-02-22 | 2018-10-18 | $19,015 | $15,730 | $3,285 | $3,285 |
| WEYERHAEUSER CO | P | 2017-11-10 | 2018-01-19 | $1,175 | $1,195 | -$20 | -$20 |
| WEYERHAEUSER CO | P | 2017-11-10 | 2018-03-27 | $14,039 | $14,484 | -$445 | -$445 |
| WEYERHAEUSER CO | P | 2017-11-10 | 2018-08-03 | $30,854 | $32,880 | -$2,026 | -$2,026 |
| WEYERHAEUSER CO | P | 2017-12-13 | 2018-08-03 | $4,791 | $5,046 | -$255 | -$255 |
| WEYERHAEUSER CO | P | 2018-02-22 | 2018-08-03 | $4,553 | $4,695 | -$142 | -$142 |
| WEYERHAEUSER CO | P | 2018-09-14 | 2018-10-17 | $33,777 | $40,337 | -$6,560 | -$6,560 |
| WHIRLPOOL CORP | P | 2018-02-21 | 2018-03-26 | $16,280 | $17,871 | -$1,591 | -$1,591 |
| WHIRLPOOL CORP | P | 2017-12-13 | 2018-03-27 | $7,536 | $8,228 | -$692 | -$692 |
| WHIRLPOOL CORP | P | 2017-12-13 | 2018-05-30 | $1,646 | $1,847 | -$201 | -$201 |
| WHIRLPOOL CORP | P | 2018-04-27 | 2018-05-30 | $4,489 | $4,732 | -$243 | -$243 |
| WHIRLPOOL CORP | P | 2018-04-27 | 2018-07-02 | $6,720 | $7,255 | -$535 | -$535 |
| WHIRLPOOL CORP | P | 2018-08-03 | 2018-10-18 | $7,265 | $9,215 | -$1,950 | -$1,950 |
| WHIRLPOOL CORP | P | 2018-09-14 | 2018-10-18 | $4,487 | $5,175 | -$688 | -$688 |
| WHITESTONE REIT | P | 2017-02-21 | 2018-01-18 | $4,331 | $4,250 | $81 | $81 |
| WHITESTONE REIT | P | 2017-06-27 | 2018-01-18 | $541 | $479 | $62 | $62 |
| WHITESTONE REIT | P | 2017-10-06 | 2018-01-18 | $3,966 | $3,817 | $149 | $149 |
| WHITESTONE REIT | P | 2018-02-21 | 2018-03-27 | $20,396 | $24,514 | -$4,118 | -$4,118 |
| WHITESTONE REIT | P | 2018-04-30 | 2018-10-05 | $13,619 | $11,008 | $2,611 | $2,611 |
| WHITING PETE CORP | P | 2018-03-27 | 2018-10-18 | $10,350 | $8,477 | $1,873 | $1,873 |
| WILDHORSE RESOURCE DEV CORP | P | 2018-01-18 | 2018-02-21 | $10,448 | $11,722 | -$1,274 | -$1,274 |
| WILDHORSE RESOURCE DEV CORP | P | 2018-03-27 | 2018-10-17 | $7,633 | $6,298 | $1,335 | $1,335 |
| WILLIAM HILL PLC | P | 2018-07-09 | 2018-08-09 | $1,860 | $2,136 | -$276 | -$276 |
| WILLIAMS COMPANIES | P | 2017-12-12 | 2018-03-26 | $19,671 | $22,714 | -$3,043 | -$3,043 |
| WILLIAMS COMPANIES | P | 2017-12-13 | 2018-03-27 | $21,744 | $24,865 | -$3,121 | -$3,121 |
| WILLIAMS COMPANIES | P | 2018-02-22 | 2018-03-27 | $2,670 | $3,037 | -$367 | -$367 |
| WILLIAMS SONOMA INC | P | 2017-12-13 | 2018-04-27 | $9,990 | $10,700 | -$710 | -$710 |
| WINGSTOP INC | P | 2017-11-10 | 2018-01-18 | $10,965 | $9,532 | $1,433 | $1,433 |
| WINGSTOP INC | P | 2017-11-10 | 2018-03-27 | $3,807 | $2,820 | $987 | $987 |
| WINGSTOP INC | P | 2017-11-10 | 2018-10-05 | $16,084 | $8,460 | $7,624 | $7,624 |
| WINNEBAGO INDUSTRIES | P | 2017-10-06 | 2018-01-18 | $802 | $649 | $153 | $153 |
| WINNEBAGO INDUSTRIES | P | 2017-06-27 | 2018-03-27 | $706 | $663 | $43 | $43 |
| WINNEBAGO INDUSTRIES | P | 2017-10-06 | 2018-03-27 | $3,195 | $3,722 | -$527 | -$527 |
| WIPRO LTD | P | 2017-12-19 | 2018-01-23 | $7,890 | $8,286 | -$396 | -$396 |
| WIPRO LTD | P | 2018-02-26 | 2018-03-27 | $11,620 | $12,342 | -$722 | -$722 |
| WIPRO LTD | P | 2017-05-15 | 2018-04-30 | $288 | $308 | -$20 | -$20 |
| WIPRO LTD | P | 2017-06-27 | 2018-04-30 | $431 | $458 | -$27 | -$27 |
| WIPRO LTD | P | 2018-02-26 | 2018-04-30 | $757 | $866 | -$109 | -$109 |
| WIPRO LTD | P | 2018-07-09 | 2018-09-12 | $2,937 | $2,687 | $250 | $250 |
| WISDOMTREE INVTS INC | P | 2018-01-18 | 2018-02-21 | $11,338 | $14,082 | -$2,744 | -$2,744 |
| WISDOMTREE INVTS INC | P | 2018-03-27 | 2018-07-02 | $7,576 | $7,518 | $58 | $58 |
| WOLTERS KLUWER N V SPONSORED ADR | P | 2017-10-10 | 2018-07-09 | $3,824 | $3,134 | $690 | $690 |
| WOLTERS KLUWER N V SPONSORED ADR | P | 2017-11-17 | 2018-07-09 | $5,389 | $4,635 | $754 | $754 |
| WOLTERS KLUWER N V SPONSORED ADR | P | 2017-10-10 | 2018-09-12 | $5,176 | $3,941 | $1,235 | $1,235 |
| WOLVERINE WORLD WIDE INC COM | P | 2017-12-13 | 2018-03-27 | $5,118 | $5,288 | -$170 | -$170 |
| WOODWARD GOVERNOR CO | P | 2017-10-06 | 2018-01-18 | $3,275 | $3,247 | $28 | $28 |
| WOODWARD GOVERNOR CO | P | 2017-10-06 | 2018-03-27 | $2,660 | $2,930 | -$270 | -$270 |
| WOORI BANK | P | 2017-12-19 | 2018-03-27 | $1,843 | $1,983 | -$140 | -$140 |
| WOORI BANK | P | 2018-02-26 | 2018-03-27 | $5,068 | $5,796 | -$728 | -$728 |
| WOORI BANK | P | 2017-12-19 | 2018-09-12 | $6,171 | $6,356 | -$185 | -$185 |
| WOORI BANK | P | 2018-04-30 | 2018-09-12 | $2,101 | $2,155 | -$54 | -$54 |
| WORKDAY INC | P | 2017-12-13 | 2018-10-17 | $14,130 | $10,427 | $3,703 | $3,703 |
| WORLD ACCEP CORP S C NEW | P | 2018-05-31 | 2018-08-07 | $6,373 | $6,393 | -$20 | -$20 |
| WORLD FUEL SVCS CORP | P | 2018-07-02 | 2018-10-18 | $16,256 | $11,661 | $4,595 | $4,595 |
| WORLDPAY INC | P | 2018-01-19 | 2018-04-27 | $160 | $156 | $4 | $4 |
| WORLDPAY INC | P | 2018-01-19 | 2018-05-30 | $2,539 | $2,501 | $38 | $38 |
| WORLDPAY GROUP PLC | P | 2017-07-25 | 2018-02-14 | $20,595 | $16,926 | $3,669 | $3,669 |
| WORLD WRESTLING FEDN ENTMT INC CL | P | 2017-11-10 | 2018-01-18 | $10,417 | $8,665 | $1,752 | $1,752 |
| WORLD WRESTLING FEDN ENTMT INC CL | P | 2017-11-10 | 2018-03-27 | $1,370 | $1,007 | $363 | $363 |
| WORLD WRESTLING FEDN ENTMT INC CL | P | 2017-11-10 | 2018-10-05 | $34,272 | $10,346 | $23,926 | $23,926 |
| WORTHINGTON INDUSTRIES INC | P | 2017-04-28 | 2018-03-27 | $416 | $439 | -$23 | -$23 |
| WORTHINGTON INDUSTRIES INC | P | 2017-06-27 | 2018-03-27 | $1,664 | $1,849 | -$185 | -$185 |
| WORTHINGTON INDUSTRIES INC | P | 2017-10-06 | 2018-03-27 | $291 | $307 | -$16 | -$16 |
| WORTHINGTON INDUSTRIES INC | P | 2018-01-18 | 2018-03-27 | $4,326 | $5,029 | -$703 | -$703 |
| WORTHINGTON INDUSTRIES INC | P | 2017-10-06 | 2018-07-02 | $7,132 | $7,403 | -$271 | -$271 |
| WORTHINGTON INDUSTRIES INC | P | 2018-08-07 | 2018-09-13 | $14,287 | $15,483 | -$1,196 | -$1,196 |
| WYNDHAM WORLDWIDE CORP | P | 2017-10-06 | 2018-07-02 | $3,717 | $4,029 | -$312 | -$312 |
| WYNDHAM WORLDWIDE CORP | P | 2017-11-10 | 2018-07-02 | $831 | $894 | -$63 | -$63 |
| WYNDHAM WORLDWIDE CORP | P | 2018-09-14 | 2018-10-18 | $11,876 | $11,876 | $0 | $0 |
| WYNDHAM HOTELS & RESORTS INC | P | 2017-10-06 | 2018-08-03 | $1,514 | $1,494 | $20 | $20 |
| WYNDHAM HOTELS & RESORTS INC | P | 2017-10-06 | 2018-08-03 | $3,633 | $3,585 | $48 | $48 |
| WYNDHAM HOTELS & RESORTS INC | P | 2017-11-10 | 2018-08-03 | $848 | $830 | $18 | $18 |
| WYNDHAM HOTELS & RESORTS INC | P | 2017-11-10 | 2018-08-03 | $303 | $297 | $6 | $6 |
| WYNDHAM HOTELS & RESORTS INC | P | 2018-07-02 | 2018-08-03 | $13,684 | $13,149 | $535 | $535 |
| WYNDHAM HOTELS & RESORTS INC | P | 2018-07-02 | 2018-08-03 | $6,177 | $5,934 | $243 | $243 |
| WYNDHAM HOTELS & RESORTS INC | P | 2018-06-12 | 2018-08-22 | $10,928 | $11,899 | -$971 | -$971 |
| WYNDHAM HOTELS & RESORTS INC | P | 2018-06-12 | 2018-08-22 | $22,427 | $24,408 | -$1,981 | -$1,981 |
| WYNDHAM HOTELS & RESORTS INC | P | 2018-07-02 | 2018-09-14 | $20,598 | $21,061 | -$463 | -$463 |
| WYNN RESORTS LTD | P | 2017-12-12 | 2018-02-21 | $2,358 | $2,286 | $72 | $72 |
| WYNN RESORTS LTD | P | 2017-12-13 | 2018-07-02 | $24,516 | $26,303 | -$1,787 | -$1,787 |
| WYNN RESORTS LTD | P | 2018-08-03 | 2018-09-14 | $3,795 | $4,172 | -$377 | -$377 |
| WYNN RESORTS LTD | P | 2018-08-03 | 2018-10-18 | $20,938 | $27,266 | -$6,328 | -$6,328 |
| WYNN MACAU LTD | P | 2018-02-26 | 2018-07-02 | $5,543 | $6,334 | -$791 | -$791 |
| XPO LOGISTICS INC | P | 2017-10-06 | 2018-01-19 | $379 | $267 | $112 | $112 |
| XPO LOGISTICS INC | P | 2017-11-10 | 2018-01-19 | $2,276 | $1,722 | $554 | $554 |
| XCEL ENERGY INC | P | 2017-10-06 | 2018-01-19 | $35,153 | $35,153 | $0 | $0 |
| XCEL ENERGY INC | P | 2017-11-10 | 2018-01-19 | $1,403 | $1,403 | $0 | $0 |
| XCEL ENERGY INC | P | 2017-10-05 | 2018-02-21 | $34,450 | $36,958 | -$2,508 | -$2,508 |
| XCEL ENERGY INC | P | 2017-11-09 | 2018-02-21 | $1,374 | $1,563 | -$189 | -$189 |
| XCEL ENERGY INC | P | 2018-01-18 | 2018-02-21 | $9,399 | $9,629 | -$230 | -$230 |
| XILINX INC | P | 2017-12-13 | 2018-04-27 | $2,140 | $2,262 | -$122 | -$122 |
| XILINX INC | P | 2017-12-13 | 2018-07-02 | $10,267 | $10,829 | -$562 | -$562 |
| XENIA HOTELS & RESORTS INC | P | 2017-10-06 | 2018-03-27 | $24,950 | $27,355 | -$2,405 | -$2,405 |
| XENCOR INC | P | 2017-12-13 | 2018-01-18 | $301 | $301 | $0 | $0 |
| XENCOR INC | P | 2017-12-13 | 2018-03-27 | $5,934 | $4,155 | $1,779 | $1,779 |
| XENCOR INC | P | 2017-12-13 | 2018-10-17 | $12,746 | $7,751 | $4,995 | $4,995 |
| XEROX CORP | P | 2017-12-13 | 2018-05-30 | $14,847 | $15,801 | -$954 | -$954 |
| XEROX CORP | P | 2018-07-02 | 2018-10-18 | $15,536 | $14,106 | $1,430 | $1,430 |
| XINYUAN REAL ESTATE CO LTD | P | 2017-07-25 | 2018-04-30 | $1,223 | $1,304 | -$81 | -$81 |
| XUNLEI LTD | P | 2017-10-10 | 2018-07-09 | $999 | $352 | $647 | $647 |
| XUNLEI LTD | P | 2017-10-10 | 2018-09-12 | $1,833 | $893 | $940 | $940 |
| XYLEM INC | P | 2017-11-10 | 2018-01-19 | $1,718 | $1,588 | $130 | $130 |
| XPERI CORP | P | 2017-12-13 | 2018-01-18 | $1,176 | $1,138 | $38 | $38 |
| XPERI CORP | P | 2017-12-13 | 2018-03-27 | $2,953 | $2,889 | $64 | $64 |
| XPERI CORP | P | 2017-12-13 | 2018-05-31 | $775 | $854 | -$79 | -$79 |
| XPERI CORP | P | 2017-12-13 | 2018-07-02 | $4,975 | $6,545 | -$1,570 | -$1,570 |
| XPERI CORP | P | 2018-08-07 | 2018-09-13 | $6,563 | $7,041 | -$478 | -$478 |
| YPF SOCIEDAD ANONIMA | P | 2017-11-17 | 2018-03-27 | $4,094 | $4,320 | -$226 | -$226 |
| YAHOO JAPAN CORP | P | 2017-05-15 | 2018-04-30 | $1,334 | $1,506 | -$172 | -$172 |
| YASKAWA ELEC CORP | P | 2018-01-23 | 2018-02-26 | $5,595 | $6,391 | -$796 | -$796 |
| YASKAWA ELEC CORP | P | 2018-05-31 | 2018-08-09 | $3,346 | $4,120 | -$774 | -$774 |
| YASKAWA ELEC CORP | P | 2018-07-02 | 2018-08-09 | $4,987 | $5,393 | -$406 | -$406 |
| YASKAWA ELEC CORP | P | 2018-07-09 | 2018-08-09 | $1,115 | $1,189 | -$74 | -$74 |
| YELP INC | P | 2017-10-06 | 2018-02-21 | $220 | $233 | -$13 | -$13 |
| YELP INC | P | 2017-10-06 | 2018-03-27 | $7,778 | $8,609 | -$831 | -$831 |
| YIRENDAI LTD | P | 2018-03-27 | 2018-04-30 | $3,591 | $4,127 | -$536 | -$536 |
| YIRENDAI LTD | P | 2018-05-31 | 2018-07-02 | $5,656 | $6,498 | -$842 | -$842 |
| YIRENDAI LTD | P | 2018-08-09 | 2018-09-12 | $8,675 | $7,923 | $752 | $752 |
| YINTECH INVT HLDGS LTD | P | 2017-11-17 | 2018-01-23 | $2,869 | $3,948 | -$1,079 | -$1,079 |
| YORK WATER CO | P | 2018-03-27 | 2018-08-07 | $8,584 | $8,973 | -$389 | -$389 |
| YORK WATER CO | P | 2018-07-02 | 2018-08-07 | $1,533 | $1,675 | -$142 | -$142 |
| YORK WATER CO | P | 2018-07-02 | 2018-08-07 | $2,990 | $3,254 | -$264 | -$264 |
| YUM CHINA HLDGS INC | P | 2017-11-10 | 2018-02-22 | $582 | $583 | -$1 | -$1 |
| YUM CHINA HLDGS INC | P | 2017-11-10 | 2018-03-27 | $859 | $874 | -$15 | -$15 |
| YUM CHINA HLDGS INC | P | 2017-10-06 | 2018-05-30 | $4,763 | $4,963 | -$200 | -$200 |
| YUM CHINA HLDGS INC | P | 2017-10-06 | 2018-07-02 | $11,962 | $13,125 | -$1,163 | -$1,163 |
| YUM CHINA HLDGS INC | P | 2018-08-03 | 2018-10-18 | $14,359 | $15,461 | -$1,102 | -$1,102 |
| ZAI LAB LTD | P | 2018-03-27 | 2018-04-30 | $3,593 | $4,039 | -$446 | -$446 |
| ZAYO GROUP HLDGS INC | P | 2017-12-13 | 2018-03-27 | $14,158 | $15,581 | -$1,423 | -$1,423 |
| ZAYO GROUP HLDGS INC | P | 2018-01-19 | 2018-03-27 | $1,825 | $1,943 | -$118 | -$118 |
| ZAYO GROUP HLDGS INC | P | 2018-04-27 | 2018-05-30 | $19,863 | $21,188 | -$1,325 | -$1,325 |
| ZAYO GROUP HLDGS INC | P | 2018-08-03 | 2018-10-18 | $15,933 | $18,636 | -$2,703 | -$2,703 |
| ZEBRA TECHNOLOGIES CORP CL A | P | 2017-12-13 | 2018-10-18 | $21,590 | $13,761 | $7,829 | $7,829 |
| ZEALAND PHARMA A/S | P | 2018-03-27 | 2018-04-30 | $2,579 | $2,711 | -$132 | -$132 |
| ZEALAND PHARMA A/S | P | 2018-03-27 | 2018-05-31 | $1,187 | $1,238 | -$51 | -$51 |
| ZENDESK INC | P | 2018-10-18 | 2018-11-30 | $2,164 | $2,164 | $0 | $0 |
| ZENDESK INC | P | 2018-10-18 | 2018-12-14 | $3,600 | $3,668 | -$68 | -$68 |
| ZILLOW GROUP INC | P | 2018-01-19 | 2018-10-18 | $15,861 | $16,968 | -$1,107 | -$1,107 |
| ZILLOW GROUP INC CL C | P | 2017-12-13 | 2018-01-19 | $15,343 | $15,172 | $171 | $171 |
| ZIMMER BIOMET HOLDINGS INC | P | 2017-12-12 | 2018-03-26 | $5,440 | $5,719 | -$279 | -$279 |
| ZIMMER BIOMET HOLDINGS INC | P | 2018-02-22 | 2018-03-27 | $2,744 | $2,964 | -$220 | -$220 |
| ZIMMER BIOMET HOLDINGS INC | P | 2017-12-12 | 2018-04-05 | $15,789 | $16,585 | -$796 | -$796 |
| ZIMMER BIOMET HOLDINGS INC | P | 2018-06-12 | 2018-07-19 | $36,223 | $36,851 | -$628 | -$628 |
| ZIMMER BIOMET HOLDINGS INC | P | 2018-06-12 | 2018-08-22 | $7,368 | $6,731 | $637 | $637 |
| ZIOPHARM ONCOLOGY INC | P | 2017-12-13 | 2018-02-21 | $7,439 | $8,406 | -$967 | -$967 |
| ZIOPHARM ONCOLOGY INC | P | 2018-03-27 | 2018-07-02 | $3,629 | $4,993 | -$1,364 | -$1,364 |
| ZOGENIX INC | P | 2017-10-06 | 2018-03-27 | $1,228 | $1,175 | $53 | $53 |
| ZOETIS INC | P | 2017-10-06 | 2018-08-03 | $13,052 | $9,052 | $4,000 | $4,000 |
| ZOETIS INC | P | 2017-11-10 | 2018-08-03 | $2,114 | $1,585 | $529 | $529 |
| ZOETIS INC | P | 2017-10-06 | 2018-09-14 | $22,576 | $16,192 | $6,384 | $6,384 |
| ZTO EXPRESS (CAYMAN) INC | P | 2017-10-10 | 2018-07-09 | $2,564 | $1,841 | $723 | $723 |
| ZURICH INS GROUP LTD | P | 2018-03-27 | 2018-04-30 | $16,589 | $17,306 | -$717 | -$717 |
| ZURICH INS GROUP LTD | P | 2017-11-17 | 2018-07-02 | $2,594 | $2,699 | -$105 | -$105 |
| ZURICH INS GROUP LTD | P | 2017-12-19 | 2018-07-02 | $14,835 | $15,522 | -$687 | -$687 |
| ZURICH INS GROUP LTD | P | 2017-11-17 | 2018-07-09 | $11,177 | $11,281 | -$104 | -$104 |
| ZURICH INS GROUP LTD | P | 2018-05-31 | 2018-07-09 | $3,726 | $3,687 | $39 | $39 |
| DEUTSCHE BANK AG | P | 2017-12-19 | 2018-01-23 | $7,410 | $7,606 | -$196 | -$196 |
| DEUTSCHE BANK AG | P | 2017-05-15 | 2018-04-30 | $1,574 | $2,210 | -$636 | -$636 |
| DEUTSCHE BANK AG | P | 2017-06-27 | 2018-04-30 | $2,738 | $3,507 | -$769 | -$769 |
| DEUTSCHE BANK AG | P | 2017-10-10 | 2018-04-30 | $6,173 | $7,672 | -$1,499 | -$1,499 |
| DEUTSCHE BANK AG | P | 2017-12-19 | 2018-04-30 | $11,471 | $16,730 | -$5,259 | -$5,259 |
| DEUTSCHE BANK AG | P | 2018-02-26 | 2018-04-30 | $6,365 | $7,668 | -$1,303 | -$1,303 |
| DEUTSCHE BANK AG | P | 2018-03-27 | 2018-07-02 | $4,151 | $5,539 | -$1,388 | -$1,388 |
| DEUTSCHE BANK AG | P | 2018-05-31 | 2018-07-09 | $22,641 | $21,064 | $1,577 | $1,577 |
| ADIENT PLC | P | 2017-12-14 | 2018-01-19 | $2,899 | $3,141 | -$242 | -$242 |
| ADIENT PLC | P | 2017-12-14 | 2018-04-27 | $3,491 | $4,397 | -$906 | -$906 |
| ADIENT PLC | P | 2018-02-22 | 2018-05-30 | $2,919 | $3,486 | -$567 | -$567 |
| ADIENT PLC | P | 2018-03-27 | 2018-05-30 | $3,079 | $3,471 | -$392 | -$392 |
| ADIENT PLC | P | 2018-07-02 | 2018-08-03 | $8,475 | $8,701 | -$226 | -$226 |
| ADIENT PLC | P | 2018-09-14 | 2018-10-05 | $12,427 | $15,739 | -$3,312 | -$3,312 |
| AIRCASTLE LTD SHS | P | 2018-03-27 | 2018-04-30 | $118 | $119 | -$1 | -$1 |
| AIRCASTLE LTD SHS | P | 2018-03-27 | 2018-10-17 | $8,489 | $8,169 | $320 | $320 |
| ALKERMES PLC | P | 2017-11-10 | 2018-01-19 | $679 | $569 | $110 | $110 |
| ALKERMES PLC | P | 2017-11-10 | 2018-02-22 | $3,070 | $2,561 | $509 | $509 |
| ALKERMES PLC | P | 2018-02-21 | 2018-03-26 | $12,484 | $13,638 | -$1,154 | -$1,154 |
| ALKERMES PLC | P | 2017-11-10 | 2018-04-27 | $762 | $806 | -$44 | -$44 |
| ALKERMES PLC | P | 2017-11-10 | 2018-05-30 | $1,575 | $1,565 | $10 | $10 |
| ALKERMES PLC | P | 2017-11-10 | 2018-07-02 | $13,168 | $15,037 | -$1,869 | -$1,869 |
| ALKERMES PLC | P | 2018-08-03 | 2018-09-14 | $14,179 | $15,650 | -$1,471 | -$1,471 |
| ALLEGION PLC | P | 2017-11-10 | 2018-05-30 | $5,801 | $6,051 | -$250 | -$250 |
| ALLEGION PLC | P | 2017-11-10 | 2018-07-02 | $2,161 | $2,321 | -$160 | -$160 |
| ALLEGION PLC | P | 2018-08-03 | 2018-10-05 | $10,529 | $9,656 | $873 | $873 |
| ALLERGAN PLC | P | 2017-12-12 | 2018-02-21 | $1,936 | $2,077 | -$141 | -$141 |
| ALLERGAN PLC | P | 2017-12-12 | 2018-05-07 | $25,207 | $29,245 | -$4,038 | -$4,038 |
| ALLERGAN PLC | P | 2017-12-12 | 2018-10-05 | $11,782 | $10,729 | $1,053 | $1,053 |
| ALLERGAN PLC | P | 2018-03-26 | 2018-10-05 | $15,203 | $12,699 | $2,504 | $2,504 |
| ALLERGAN PLC | P | 2018-06-12 | 2018-10-05 | $35,916 | $32,234 | $3,682 | $3,682 |
| AMDOCS LTD | P | 2017-12-13 | 2018-08-03 | $12,873 | $12,993 | -$120 | -$120 |
| AMDOCS LTD | P | 2017-12-13 | 2018-08-03 | $9,977 | $10,070 | -$93 | -$93 |
| AMDOCS LTD | P | 2018-05-07 | 2018-08-22 | $25,957 | $26,915 | -$958 | -$958 |
| AMDOCS LTD | P | 2018-05-07 | 2018-08-22 | $8,174 | $8,478 | -$304 | -$304 |
| AMBARELLA INC | P | 2017-04-28 | 2018-01-18 | $106 | $114 | -$8 | -$8 |
| AMBARELLA INC | P | 2017-04-28 | 2018-03-27 | $405 | $457 | -$52 | -$52 |
| AMBARELLA INC | P | 2017-10-06 | 2018-07-02 | $4,557 | $5,955 | -$1,398 | -$1,398 |
| AMBARELLA INC | P | 2018-08-07 | 2018-10-17 | $7,085 | $7,828 | -$743 | -$743 |
| ARCH CAPITAL GROUP LTD | P | 2017-11-10 | 2018-02-22 | $2,288 | $2,474 | -$186 | -$186 |
| ARCH CAPITAL GROUP LTD | P | 2017-11-10 | 2018-03-27 | $4,355 | $4,853 | -$498 | -$498 |
| ARCH CAPITAL GROUP LTD | P | 2018-01-19 | 2018-03-27 | $2,733 | $2,904 | -$171 | -$171 |
| ARCH CAPITAL GROUP LTD | P | 2018-05-30 | 2018-10-05 | $14,281 | $13,116 | $1,165 | $1,165 |
| ARCH CAPITAL GROUP LTD | P | 2018-06-12 | 2018-10-05 | $28,228 | $27,031 | $1,197 | $1,197 |
| ARGO GROUP INTERNATIONAL HOLDINGS | P | 2017-11-10 | 2018-01-18 | $8,785 | $8,499 | $286 | $286 |
| ARGO GROUP INTERNATIONAL HOLDINGS | P | 2018-05-31 | 2018-07-02 | $11,280 | $11,855 | -$575 | -$575 |
| ARGO GROUP INTERNATIONAL HOLDINGS | P | 2018-10-18 | 2018-11-19 | $407 | $362 | $45 | $45 |
| ARGO GROUP INTERNATIONAL HOLDINGS | P | 2018-10-26 | 2018-11-19 | $3,660 | $3,262 | $398 | $398 |
| ARGO GROUP INTERNATIONAL HOLDINGS | P | 2018-10-18 | 2018-11-26 | $402 | $362 | $40 | $40 |
| ASPEN INSURANCE HOLDINGS LMTD SHS | P | 2018-03-27 | 2018-07-02 | $8,540 | $8,994 | -$454 | -$454 |
| ARRIS INTERNATIONAL PLC | P | 2018-01-19 | 2018-02-22 | $12,304 | $12,761 | -$457 | -$457 |
| ARRIS INTERNATIONAL PLC | P | 2018-05-30 | 2018-07-02 | $12,644 | $13,325 | -$681 | -$681 |
| ASSURED GUARANTY LTD | P | 2018-02-22 | 2018-03-27 | $14,255 | $14,737 | -$482 | -$482 |
| ASSURED GUARANTY LTD | P | 2018-05-30 | 2018-10-05 | $20,696 | $17,620 | $3,076 | $3,076 |
| ASSURED GUARANTY LTD | P | 2018-06-12 | 2018-10-05 | $21,066 | $18,705 | $2,361 | $2,361 |
| ASSURED GUARANTY LTD | P | 2018-07-02 | 2018-10-05 | $3,597 | $3,011 | $586 | $586 |
| ATLASSIAN CORP PLC | P | 2018-01-19 | 2018-10-18 | $16,963 | $10,881 | $6,082 | $6,082 |
| ATHENE HOLDING LTD | P | 2017-12-13 | 2018-02-22 | $11,009 | $11,900 | -$891 | -$891 |
| ATHENE HOLDING LTD | P | 2018-05-30 | 2018-07-02 | $15,973 | $16,526 | -$553 | -$553 |
| ATHENE HOLDING LTD | P | 2018-09-14 | 2018-10-05 | $20,036 | $19,738 | $298 | $298 |
| AXIS CAPITAL HOLDINGS LTD SHS | P | 2018-02-22 | 2018-10-05 | $18,001 | $15,769 | $2,232 | $2,232 |
| AXALTA COATING SYSTEMS LTD | P | 2017-11-10 | 2018-01-19 | $1,118 | $1,117 | $1 | $1 |
| AXALTA COATING SYSTEMS LTD | P | 2017-11-10 | 2018-03-27 | $2,009 | $2,074 | -$65 | -$65 |
| AXALTA COATING SYSTEMS LTD | P | 2017-10-06 | 2018-08-03 | $13,747 | $13,861 | -$114 | -$114 |
| AXALTA COATING SYSTEMS LTD | P | 2018-09-14 | 2018-10-05 | $14,270 | $14,924 | -$654 | -$654 |
| BANK NT BUTTERFIELD & SON LTD | P | 2018-03-27 | 2018-10-17 | $13,458 | $11,468 | $1,990 | $1,990 |
| BIOHAVEN PHARMACEUTICAL HLDG CO | P | 2018-03-27 | 2018-10-17 | $6,642 | $4,451 | $2,191 | $2,191 |
| BELMOND LTD | P | 2018-03-27 | 2018-04-30 | $8,615 | $9,378 | -$763 | -$763 |
| BUNGE LIMITED SHS | P | 2017-11-10 | 2018-08-03 | $20,698 | $21,112 | -$414 | -$414 |
| BUNGE LIMITED SHS | P | 2017-11-07 | 2018-08-22 | $15,697 | $16,914 | -$1,217 | -$1,217 |
| CARDTONICS PLC | P | 2017-11-10 | 2018-03-27 | $2,721 | $1,905 | $816 | $816 |
| CARDTONICS PLC | P | 2017-11-10 | 2018-10-17 | $13,243 | $7,106 | $6,137 | $6,137 |
| DELPHI TECHNOLOGIES PLC | P | 2017-06-23 | 2018-01-18 | $153 | $116 | $37 | $37 |
| DELPHI TECHNOLOGIES PLC | P | 2017-06-23 | 2018-01-19 | $39 | $29 | $10 | $10 |
| DELPHI TECHNOLOGIES PLC | P | 2018-01-19 | 2018-02-22 | $3,510 | $3,985 | -$475 | -$475 |
| DELPHI TECHNOLOGIES PLC | P | 2018-03-27 | 2018-07-02 | $9,904 | $10,768 | -$864 | -$864 |
| DELPHI TECHNOLOGIES PLC | P | 2018-10-17 | 2018-12-17 | $25,614 | $39,943 | -$14,329 | -$14,329 |
| EATON CORP PLC | P | 2018-04-05 | 2018-05-07 | $12,429 | $13,156 | -$727 | -$727 |
| ENDO INTERNATIONAL PLC | P | 2018-07-02 | 2018-10-05 | $25,620 | $14,658 | $10,962 | $10,962 |
| ENSTAR GROUP LIMITED SHS | P | 2018-03-27 | 2018-04-30 | $848 | $851 | -$3 | -$3 |
| ENSTAR GROUP LIMITED SHS | P | 2018-03-27 | 2018-05-31 | $11,475 | $11,918 | -$443 | -$443 |
| ENSCO PLC | P | 2017-05-22 | 2018-03-27 | $349 | $592 | -$243 | -$243 |
| ENSCO PLC | P | 2017-11-10 | 2018-03-27 | $6,033 | $8,093 | -$2,060 | -$2,060 |
| ENSCO PLC | P | 2017-11-10 | 2018-05-31 | $982 | $949 | $33 | $33 |
| ENSCO PLC | P | 2017-11-10 | 2018-07-02 | $6,428 | $5,851 | $577 | $577 |
| ENSCO PLC | P | 2018-04-30 | 2018-09-13 | $6,921 | $5,436 | $1,485 | $1,485 |
| ESSENT GROUP LTD | P | 2017-10-06 | 2018-03-27 | $6,294 | $5,955 | $339 | $339 |
| ESSENT GROUP LTD | P | 2017-10-06 | 2018-04-30 | $14,713 | $17,543 | -$2,830 | -$2,830 |
| ESSENT GROUP LTD | P | 2018-05-31 | 2018-10-05 | $18,351 | $15,070 | $3,281 | $3,281 |
| ESSENT GROUP LTD | P | 2018-08-07 | 2018-10-05 | $3,908 | $3,776 | $132 | $132 |
| EVEREST RE GROUP LTD | P | 2018-02-21 | 2018-05-07 | $14,520 | $15,548 | -$1,028 | -$1,028 |
| EVEREST RE GROUP LTD | P | 2017-10-06 | 2018-08-03 | $16,487 | $16,887 | -$400 | -$400 |
| EVEREST RE GROUP LTD | P | 2018-01-19 | 2018-08-03 | $5,276 | $5,387 | -$111 | -$111 |
| EVEREST RE GROUP LTD | P | 2018-09-14 | 2018-10-18 | $20,304 | $21,465 | -$1,161 | -$1,161 |
| FABRINET | P | 2017-12-13 | 2018-01-18 | $9,635 | $10,246 | -$611 | -$611 |
| FABRINET | P | 2018-02-21 | 2018-03-27 | $4,999 | $4,457 | $542 | $542 |
| FRESH DEL MONTE PRODUCE INC | P | 2017-10-06 | 2018-03-27 | $5,378 | $5,475 | -$97 | -$97 |
| FRESH DEL MONTE PRODUCE INC | P | 2017-10-06 | 2018-05-31 | $8,616 | $8,862 | -$246 | -$246 |
| FRONTLINE LTD | P | 2018-03-27 | 2018-04-30 | $4,806 | $5,198 | -$392 | -$392 |
| GASLOG LTD | P | 2018-10-18 | 2018-11-01 | $1,960 | $1,830 | $130 | $130 |
| GREENLIGHT CAPITAL RE LTD CL A | P | 2018-09-13 | 2018-10-17 | $13,491 | $13,392 | $99 | $99 |
| HELEN OF TROY CORP LTD | P | 2017-05-23 | 2018-03-27 | $827 | $902 | -$75 | -$75 |
| HELEN OF TROY CORP LTD | P | 2017-10-06 | 2018-03-27 | $2,979 | $3,214 | -$235 | -$235 |
| HELEN OF TROY CORP LTD | P | 2018-01-18 | 2018-03-27 | $4,799 | $5,591 | -$792 | -$792 |
| HELEN OF TROY CORP LTD | P | 2017-10-06 | 2018-10-05 | $6,170 | $4,374 | $1,796 | $1,796 |
| HERBALIFE LTD USD | P | 2017-12-13 | 2018-10-18 | $14,756 | $9,510 | $5,246 | $5,246 |
| HORIZON PHARMA PLC | P | 2018-04-30 | 2018-10-18 | $10,481 | $7,546 | $2,935 | $2,935 |
| HUDSON LTD | P | 2018-08-07 | 2018-10-05 | $8,466 | $7,365 | $1,101 | $1,101 |
| IHS MARKIT LTD | P | 2017-12-12 | 2018-10-05 | $34,538 | $29,282 | $5,256 | $5,256 |
| INGERSOLL-RAND CO LTD | P | 2018-01-19 | 2018-03-27 | $2,676 | $2,810 | -$134 | -$134 |
| WEATHERFORD INTL PL | P | 2018-05-30 | 2018-07-02 | $8,612 | $9,561 | -$949 | -$949 |
| WEATHERFORD INTL PL | P | 2018-10-17 | 2018-11-08 | $28,278 | $59,132 | -$30,854 | -$30,854 |
| INVESCO LTD SHS | P | 2017-10-06 | 2018-02-22 | $1,025 | $1,025 | $0 | $0 |
| INVESCO LTD SHS | P | 2017-10-05 | 2018-03-26 | $987 | $1,135 | -$148 | -$148 |
| INVESCO LTD SHS | P | 2018-02-21 | 2018-03-26 | $27,041 | $28,773 | -$1,732 | -$1,732 |
| INVESCO LTD SHS | P | 2017-10-06 | 2018-03-27 | $12,730 | $14,316 | -$1,586 | -$1,586 |
| INVESCO LTD SHS | P | 2018-05-07 | 2018-06-12 | $59,527 | $60,365 | -$838 | -$838 |
| INVESCO LTD SHS | P | 2018-04-27 | 2018-07-02 | $33,958 | $38,015 | -$4,057 | -$4,057 |
| INVESCO LTD SHS | P | 2018-08-22 | 2018-10-05 | $18,520 | $19,652 | -$1,132 | -$1,132 |
| INVESCO LTD SHS | P | 2018-08-22 | 2018-10-05 | $8,771 | $8,771 | $0 | $0 |
| INVESCO LTD SHS | P | 2018-08-01 | 2018-10-17 | $7,932 | $9,502 | -$1,570 | -$1,570 |
| INVESCO LTD SHS | P | 2018-08-03 | 2018-10-17 | $22,281 | $26,660 | -$4,379 | -$4,379 |
| JAMES RIVER GROUP HLDGS LTD | P | 2018-03-27 | 2018-10-17 | $7,971 | $6,972 | $999 | $999 |
| JAZZ PHARMACEUTICALS PLC | P | 2018-08-03 | 2018-09-14 | $16,940 | $18,278 | -$1,338 | -$1,338 |
| JOHNSON CONTROLS INTL PLC | P | 2017-12-12 | 2018-05-07 | $4,813 | $4,997 | -$184 | -$184 |
| JOHNSON CONTROLS INTL PLC | P | 2017-12-12 | 2018-06-12 | $31,074 | $33,874 | -$2,800 | -$2,800 |
| JOHNSON CONTROLS INTL PLC | P | 2018-04-05 | 2018-10-05 | $14,427 | $13,955 | $472 | $472 |
| JOHNSON CONTROLS INTL PLC | P | 2018-07-19 | 2018-10-05 | $39,450 | $39,174 | $276 | $276 |
| LIVANOVA PLC | P | 2017-10-06 | 2018-01-18 | $2,179 | $2,000 | $179 | $179 |
| LIVANOVA PLC | P | 2017-10-06 | 2018-03-27 | $6,305 | $5,482 | $823 | $823 |
| LIVANOVA PLC | P | 2017-10-06 | 2018-10-05 | $3,451 | $2,148 | $1,303 | $1,303 |
| MAIDEN HLDGS LTD | P | 2018-03-27 | 2018-09-13 | $1,862 | $4,605 | -$2,743 | -$2,743 |
| MALLINCKRODT PLC | P | 2018-03-27 | 2018-04-27 | $6,381 | $6,713 | -$332 | -$332 |
| MALLINCKRODT PLC | P | 2018-07-02 | 2018-10-18 | $16,417 | $11,507 | $4,910 | $4,910 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2017-10-06 | 2018-01-19 | $2,889 | $2,226 | $663 | $663 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2017-11-10 | 2018-01-19 | $2,060 | $1,753 | $307 | $307 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2018-07-06 | 2018-09-12 | $2 | $2 | $0 | $0 |
| MARVELL TECHNOLOGY GROUP LTD | P | 2018-07-06 | 2018-09-14 | $4,964 | $5,592 | -$628 | -$628 |
| MEDTRONIC PLC | P | 2017-12-12 | 2018-03-26 | $4,834 | $5,093 | -$259 | -$259 |
| APTIV PLC | P | 2018-02-21 | 2018-03-26 | $4,537 | $5,080 | -$543 | -$543 |
| APTIV PLC | P | 2018-01-19 | 2018-03-27 | $17,325 | $18,924 | -$1,599 | -$1,599 |
| APTIV PLC | P | 2018-05-30 | 2018-07-02 | $8,948 | $9,559 | -$611 | -$611 |
| APTIV PLC | P | 2018-04-27 | 2018-09-14 | $778 | $781 | -$3 | -$3 |
| APTIV PLC | P | 2018-04-27 | 2018-10-05 | $14,372 | $15,793 | -$1,421 | -$1,421 |
| NABORS INDUSTRIES LTD SHS | P | 2018-02-22 | 2018-03-27 | $7,489 | $7,160 | $329 | $329 |
| NIELSEN HLDGS PLC | P | 2017-06-23 | 2018-02-21 | $3,619 | $4,122 | -$503 | -$503 |
| NIELSEN HLDGS PLC | P | 2017-12-12 | 2018-02-21 | $14,840 | $17,084 | -$2,244 | -$2,244 |
| NIELSEN HLDGS PLC | P | 2018-03-26 | 2018-04-05 | $3,881 | $3,853 | $28 | $28 |
| NIELSEN HLDGS PLC | P | 2017-12-13 | 2018-04-27 | $5,601 | $6,475 | -$874 | -$874 |
| NIELSEN HLDGS PLC | P | 2018-03-26 | 2018-05-07 | $4,804 | $5,095 | -$291 | -$291 |
| NIELSEN HLDGS PLC | P | 2018-03-26 | 2018-06-12 | $15,570 | $15,826 | -$256 | -$256 |
| NIELSEN HLDGS PLC | P | 2018-08-03 | 2018-10-18 | $24,159 | $19,779 | $4,380 | $4,380 |
| NOBLE CORP PLC | P | 2017-10-06 | 2018-03-27 | $2,922 | $3,194 | -$272 | -$272 |
| NORWEGIAN CRUISE LINE HLDGS LTD | P | 2018-02-21 | 2018-03-26 | $15,142 | $17,276 | -$2,134 | -$2,134 |
| NORWEGIAN CRUISE LINE HLDGS LTD | P | 2017-11-10 | 2018-03-27 | $1,228 | $1,271 | -$43 | -$43 |
| NORWEGIAN CRUISE LINE HLDGS LTD | P | 2017-11-10 | 2018-07-02 | $10,380 | $12,214 | -$1,834 | -$1,834 |
| NORWEGIAN CRUISE LINE HLDGS LTD | P | 2018-08-03 | 2018-10-17 | $16,852 | $16,158 | $694 | $694 |
| NOVOCURE LTD | P | 2017-10-06 | 2018-01-18 | $284 | $253 | $31 | $31 |
| NOVOCURE LTD | P | 2017-10-06 | 2018-03-27 | $2,443 | $2,080 | $363 | $363 |
| NOVOCURE LTD | P | 2018-10-18 | 2018-12-27 | $4,373 | $6,245 | -$1,872 | -$1,872 |
| OCEAN RIG UDW INC | P | 2018-07-02 | 2018-10-17 | $12,141 | $10,802 | $1,339 | $1,339 |
| OCEAN RIG UDW INC | P | 2018-08-07 | 2018-10-17 | $1,407 | $1,215 | $192 | $192 |
| NVENT ELECTRIC PLC | P | 2017-12-13 | 2018-10-18 | $3,142 | $2,985 | $157 | $157 |
| OM ASSET MANAGEMENT PLC | P | 2017-11-10 | 2018-01-18 | $21,752 | $19,059 | $2,693 | $2,693 |
| PROTHENA CORP PLC | P | 2017-10-06 | 2018-02-21 | $4,042 | $7,486 | -$3,444 | -$3,444 |
| PROTHENA CORP PLC | P | 2017-06-27 | 2018-04-30 | $479 | $2,249 | -$1,770 | -$1,770 |
| PROTHENA CORP PLC | P | 2017-10-06 | 2018-04-30 | $144 | $749 | -$605 | -$605 |
| PROTHENA CORP PLC | P | 2018-05-31 | 2018-10-17 | $5,028 | $5,369 | -$341 | -$341 |
| RENAISSANCE HOLDINGS LTD | P | 2018-02-22 | 2018-05-30 | $16,233 | $16,831 | -$598 | -$598 |
| ROWAN COMPANIES PLC | P | 2017-10-06 | 2018-01-18 | $4,076 | $3,245 | $831 | $831 |
| ROWAN COMPANIES PLC | P | 2017-10-06 | 2018-03-27 | $4,168 | $4,640 | -$472 | -$472 |
| PENTAIR PLC | P | 2017-12-13 | 2018-07-02 | $5,302 | $5,889 | -$587 | -$587 |
| SENSATA TECHNOLOGIES HLDG PLC | P | 2017-11-10 | 2018-10-18 | $3,226 | $3,488 | -$262 | -$262 |
| SIGNET GROUP PLC | P | 2017-10-06 | 2018-01-19 | $7,995 | $9,778 | -$1,783 | -$1,783 |
| SIGNET GROUP PLC | P | 2018-07-02 | 2018-10-05 | $20,048 | $17,960 | $2,088 | $2,088 |
| STERIS PLC | P | 2018-01-19 | 2018-10-18 | $24,550 | $20,751 | $3,799 | $3,799 |
| TEXTAINER GROUP HOLDINGS LTD SHS | P | 2018-08-07 | 2018-09-13 | $5,074 | $5,426 | -$352 | -$352 |
| THERAVANCE BIOPHARMA INC | P | 2017-10-06 | 2018-01-18 | $1,159 | $1,485 | -$326 | -$326 |
| THERAVANCE BIOPHARMA INC | P | 2017-10-06 | 2018-03-27 | $2,863 | $3,890 | -$1,027 | -$1,027 |
| THERAVANCE BIOPHARMA INC | P | 2017-12-13 | 2018-04-30 | $605 | $690 | -$85 | -$85 |
| THERAVANCE BIOPHARMA INC | P | 2017-12-13 | 2018-07-02 | $1,476 | $1,794 | -$318 | -$318 |
| THERAVANCE BIOPHARMA INC | P | 2018-05-31 | 2018-10-17 | $3,473 | $2,821 | $652 | $652 |
| THIRD POINT REINSURANCE LTD | P | 2017-11-10 | 2018-01-18 | $7,151 | $8,449 | -$1,298 | -$1,298 |
| LIBERTY LATIN AMERICA LTD | P | 2018-07-02 | 2018-10-05 | $19,950 | $17,909 | $2,041 | $2,041 |
| LIBERTY LATIN AMERICA LTD | P | 2018-08-07 | 2018-10-05 | $2,984 | $2,772 | $212 | $212 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-01-18 | 2018-03-27 | $3,632 | $2,970 | $662 | $662 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-01-18 | 2018-10-18 | $15,583 | $13,845 | $1,738 | $1,738 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-10-17 | 2018-11-09 | $2,432 | $2,432 | $0 | $0 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-10-17 | 2018-11-09 | $8,182 | $8,409 | -$227 | -$227 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-09-26 | 2018-12-10 | $2,494 | $2,474 | $20 | $20 |
| TRAVELPORT WORLDWIDE LTD | P | 2018-10-17 | 2018-12-10 | $73,394 | $73,540 | -$146 | -$146 |
| TRITON INTERNATIONAL LTD | P | 2017-10-06 | 2018-03-27 | $3,599 | $4,131 | -$532 | -$532 |
| TRITON INTERNATIONAL LTD | P | 2017-06-27 | 2018-04-30 | $94 | $97 | -$3 | -$3 |
| TRITON INTERNATIONAL LTD | P | 2018-07-02 | 2018-10-17 | $3,572 | $3,329 | $243 | $243 |
| VALIDUS HOLDINGS LTD SHS | P | 2018-02-22 | 2018-03-27 | $1,484 | $1,486 | -$2 | -$2 |
| VALIDUS HOLDINGS LTD SHS | P | 2018-02-22 | 2018-05-30 | $13,480 | $13,442 | $38 | $38 |
| GOLAR LNG LIMITED | P | 2017-04-28 | 2018-03-27 | $560 | $513 | $47 | $47 |
| WILLIS TOWERS | P | 2017-10-06 | 2018-01-19 | $7,051 | $7,138 | -$87 | -$87 |
| WILLIS TOWERS | P | 2017-11-10 | 2018-01-19 | $1,533 | $1,619 | -$86 | -$86 |
| WILLIS TOWERS | P | 2017-10-06 | 2018-04-27 | $13,072 | $13,499 | -$427 | -$427 |
| WILLIS TOWERS | P | 2017-10-06 | 2018-07-02 | $1,515 | $1,552 | -$37 | -$37 |
| WILLIS TOWERS | P | 2018-05-30 | 2018-08-03 | $23,790 | $24,592 | -$802 | -$802 |
| PERRIGO CO | P | 2017-11-09 | 2018-02-21 | $882 | $885 | -$3 | -$3 |
| PERRIGO CO | P | 2017-11-09 | 2018-03-26 | $6,509 | $7,081 | -$572 | -$572 |
| PERRIGO CO | P | 2017-12-12 | 2018-03-26 | $7,648 | $8,150 | -$502 | -$502 |
| PERRIGO CO | P | 2017-11-10 | 2018-03-27 | $5,695 | $6,067 | -$372 | -$372 |
| PERRIGO CO | P | 2017-11-10 | 2018-04-27 | $1,748 | $1,935 | -$187 | -$187 |
| PERRIGO CO | P | 2017-11-10 | 2018-07-02 | $14,446 | $17,411 | -$2,965 | -$2,965 |
| PERRIGO CO | P | 2018-05-30 | 2018-07-02 | $7,442 | $7,758 | -$316 | -$316 |
| PERRIGO CO | P | 2018-08-03 | 2018-09-14 | $17,161 | $18,376 | -$1,215 | -$1,215 |
| XL GROUP LTD | P | 2017-10-06 | 2018-09-12 | $13,939 | $9,597 | $4,342 | $4,342 |
| XL GROUP LTD | P | 2017-11-10 | 2018-09-12 | $5,069 | $3,516 | $1,553 | $1,553 |
| XL GROUP LTD | P | 2018-01-19 | 2018-09-12 | $4,896 | $3,007 | $1,889 | $1,889 |
| XL GROUP LTD | P | 2018-02-21 | 2018-09-12 | $22,061 | $16,729 | $5,332 | $5,332 |
| CHUBB LTD | P | 2018-02-21 | 2018-03-26 | $14,905 | $15,908 | -$1,003 | -$1,003 |
| CHUBB LTD | P | 2017-09-29 | 2018-04-05 | $38,868 | $40,435 | -$1,567 | -$1,567 |
| CHUBB LTD | P | 2017-09-29 | 2018-06-12 | $11,744 | $12,672 | -$928 | -$928 |
| CHUBB LTD | P | 2018-07-19 | 2018-10-05 | $72,062 | $71,226 | $836 | $836 |
| GARMIN LTD | P | 2018-01-19 | 2018-03-27 | $15,914 | $17,304 | -$1,390 | -$1,390 |
| GARMIN LTD | P | 2018-05-30 | 2018-10-18 | $15,913 | $15,622 | $291 | $291 |
| UBS GROUP AG | P | 2017-12-19 | 2018-04-30 | $20,051 | $21,948 | -$1,897 | -$1,897 |
| UBS GROUP AG | P | 2018-03-27 | 2018-04-30 | $25,136 | $26,412 | -$1,276 | -$1,276 |
| UBS GROUP AG | P | 2017-06-27 | 2018-05-31 | $6,643 | $7,315 | -$672 | -$672 |
| UBS GROUP AG | P | 2017-10-10 | 2018-05-31 | $6,825 | $7,795 | -$970 | -$970 |
| LOGITECH INTERNATIONAL SA | P | 2018-03-27 | 2018-07-09 | $4,810 | $3,991 | $819 | $819 |
| TRANSOCEAN LTD | P | 2017-11-10 | 2018-01-19 | $364 | $366 | -$2 | -$2 |
| TRANSOCEAN LTD | P | 2017-10-06 | 2018-03-27 | $378 | $394 | -$16 | -$16 |
| TRANSOCEAN LTD | P | 2017-11-10 | 2018-03-27 | $945 | $1,088 | -$143 | -$143 |
| TRANSOCEAN LTD | P | 2018-02-22 | 2018-10-18 | $4,115 | $3,124 | $991 | $991 |
| TRINSEO S A | P | 2018-01-18 | 2018-03-27 | $4,929 | $5,005 | -$76 | -$76 |
| TRINSEO S A | P | 2017-10-06 | 2018-07-02 | $141 | $139 | $2 | $2 |
| CAESAR STONE SDOT YAM LTD | P | 2018-04-30 | 2018-05-31 | $5,181 | $6,349 | -$1,168 | -$1,168 |
| CAESAR STONE SDOT YAM LTD | P | 2018-07-02 | 2018-08-07 | $6,311 | $6,595 | -$284 | -$284 |
| CAESAR STONE SDOT YAM LTD | P | 2018-09-13 | 2018-10-17 | $6,206 | $6,770 | -$564 | -$564 |
| STRATASYS LTD | P | 2018-01-18 | 2018-03-27 | $4,429 | $4,886 | -$457 | -$457 |
| STRATASYS LTD | P | 2018-01-18 | 2018-04-30 | $5,155 | $6,090 | -$935 | -$935 |
| STRATASYS LTD | P | 2018-05-31 | 2018-10-17 | $8,730 | $7,653 | $1,077 | $1,077 |
| ASML HOLDINGS NV | P | 2017-10-10 | 2018-07-09 | $8,918 | $7,660 | $1,258 | $1,258 |
| ASML HOLDINGS NV | P | 2018-08-09 | 2018-09-12 | $1,570 | $1,894 | -$324 | -$324 |
| MYLAN INC | P | 2017-12-13 | 2018-04-27 | $433 | $435 | -$2 | -$2 |
| MYLAN INC | P | 2018-03-27 | 2018-04-27 | $3,427 | $3,486 | -$59 | -$59 |
| MYLAN INC | P | 2017-12-12 | 2018-05-07 | $20,905 | $23,313 | -$2,408 | -$2,408 |
| MYLAN INC | P | 2018-06-12 | 2018-07-19 | $31,357 | $36,722 | -$5,365 | -$5,365 |
| MYLAN INC | P | 2017-12-13 | 2018-08-03 | $16,269 | $16,785 | -$516 | -$516 |
| MYLAN INC | P | 2017-12-13 | 2018-10-17 | $21,700 | $25,811 | -$4,111 | -$4,111 |
| MYLAN INC | P | 2018-09-14 | 2018-10-17 | $11,682 | $13,181 | -$1,499 | -$1,499 |
| NXP SEMICONDUCTORS NV | P | 2017-07-28 | 2018-05-07 | $20,350 | $22,806 | -$2,456 | -$2,456 |
| NXP SEMICONDUCTORS NV | P | 2018-06-12 | 2018-07-19 | $31,140 | $35,003 | -$3,863 | -$3,863 |
| QIAGEN N V | P | 2017-12-13 | 2018-10-18 | $5,547 | $5,041 | $506 | $506 |
| SENSATA TECH HLDG NV | P | 2017-10-06 | 2018-01-19 | $5,419 | $4,784 | $635 | $635 |
| WRIGHT MED GROUP N V | P | 2017-10-06 | 2018-01-18 | $2,664 | $3,229 | -$565 | -$565 |
| WRIGHT MED GROUP N V | P | 2017-06-27 | 2018-03-27 | $1,367 | $1,846 | -$479 | -$479 |
| WRIGHT MED GROUP N V | P | 2017-10-06 | 2018-03-27 | $4,219 | $5,961 | -$1,742 | -$1,742 |
| BANCO LATINOAMERICANO DE EXPT CL E | P | 2018-09-13 | 2018-10-17 | $8,764 | $8,671 | $93 | $93 |
| TRONOX LTD | P | 2017-10-06 | 2018-01-18 | $815 | $1,015 | -$200 | -$200 |
| TRONOX LTD | P | 2017-10-06 | 2018-03-27 | $2,412 | $3,272 | -$860 | -$860 |
| TRONOX LTD | P | 2017-12-13 | 2018-03-27 | $411 | $450 | -$39 | -$39 |
| TRONOX LTD | P | 2017-12-13 | 2018-04-30 | $1,981 | $2,309 | -$328 | -$328 |
| TRONOX LTD | P | 2018-05-31 | 2018-08-07 | $3,702 | $3,965 | -$263 | -$263 |
| TRONOX LTD | P | 2018-09-13 | 2018-10-17 | $5,530 | $5,974 | -$444 | -$444 |
| ROYAL CARIBBEAN CRUISES LTD | P | 2017-11-10 | 2018-03-27 | $1,441 | $1,487 | -$46 | -$46 |
| ROYAL CARIBBEAN CRUISES LTD | P | 2017-10-06 | 2018-04-27 | $11,119 | $12,335 | -$1,216 | -$1,216 |
| ROYAL CARIBBEAN CRUISES LTD | P | 2017-10-06 | 2018-08-03 | $8,031 | $8,758 | -$727 | -$727 |
| DORIAN LPG LTD | P | 2017-12-20 | 2018-01-03 | $2 | $2 | $0 | $0 |
| DORIAN LPG LTD | P | 2017-12-20 | 2018-01-18 | $634 | $663 | -$29 | -$29 |
| INTERNATIONAL SEAWAYS INC | P | 2018-03-27 | 2018-10-17 | $7,719 | $6,564 | $1,155 | $1,155 |
| SCORPIO TANKERS INC | P | 2018-01-18 | 2018-02-21 | $7,235 | $9,387 | -$2,152 | -$2,152 |
| TEEKAY SHIPPING CORP | P | 2018-03-27 | 2018-05-31 | $4,438 | $4,611 | -$173 | -$173 |
| TEEKAY SHIPPING CORP | P | 2018-09-13 | 2018-10-17 | $9,511 | $9,455 | $56 | $56 |
| WAVE LIFE SCIENCES LTD | P | 2018-02-21 | 2018-03-27 | $5,827 | $7,574 | -$1,747 | -$1,747 |
| CAPITAL GAINS DIVIDENDS | P | $160,122 | $160,122 | $160,122 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Capital Gain Net Income | $3,308,549 | CapitalGainNetIncomeAmt |
Qlfy Und Sect4940e Reduced Tax QlfyUndSect4940eReducedTaxGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Liable Section4942 Tax | 0 | LiableSection4942TaxInd |
| Adjusted Qlfy Distri Yr1 | $3,738,219 | AdjustedQlfyDistriYr1Amt |
| Net Vl Noncharitable Assets Yr1 | $109,468,663 | NetVlNoncharitableAssetsYr1Amt |
| Distribution Yr1 | 0.034149 | DistributionYr1Rt |
| Adjusted Qlfy Distri Yr2 | $4,792,081 | AdjustedQlfyDistriYr2Amt |
| Net Vl Noncharitable Assets Yr2 | $100,774,046 | NetVlNoncharitableAssetsYr2Amt |
| Distribution Yr2 | 0.047553 | DistributionYr2Rt |
| Adjusted Qlfy Distri Yr3 | $4,871,855 | AdjustedQlfyDistriYr3Amt |
| Net Vl Noncharitable Assets Yr3 | $105,694,778 | NetVlNoncharitableAssetsYr3Amt |
| Distribution Yr3 | 0.046094 | DistributionYr3Rt |
| Adjusted Qlfy Distri Yr4 | $4,106,313 | AdjustedQlfyDistriYr4Amt |
| Net Vl Noncharitable Assets Yr4 | $109,865,828 | NetVlNoncharitableAssetsYr4Amt |
| Distribution Yr4 | 0.037376 | DistributionYr4Rt |
| Adjusted Qlfy Distri Yr5 | $0 | AdjustedQlfyDistriYr5Amt |
| Net Vl Noncharitable Assets Yr5 | $94,425,907 | NetVlNoncharitableAssetsYr5Amt |
| Distribution Yr5 | 0.000000 | DistributionYr5Rt |
| Total Distribution | 0.165172 | TotalDistributionRt |
| Average Distribution | 0.033034 | AverageDistributionRt |
| Net Vl Noncharitable Assets | $111,564,069 | NetVlNoncharitableAssetsAmt |
| Adj Net Vl Noncharitable Assets | $3,685,407 | AdjNetVlNoncharitableAssetsAmt |
| Net Investment Income Pct | $54,410 | NetInvestmentIncomePctAmt |
| Adj Nonchrtbl Net Invst Incm Pct | $3,739,817 | AdjNonchrtblNetInvstIncmPctAmt |
| Qualifying Distributions | $8,113,732 | QualifyingDistributionsAmt |
Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Domestic Org Meeting Sect4940e | Yes (X) | DomesticOrgMeetingSect4940eInd |
| Investment Income Excise Tax | $54,410 | InvestmentIncomeExciseTaxAmt |
| Tax Under Section511 | $0 | TaxUnderSection511Amt |
| Subtotal | $54,410 | SubtotalAmt |
| Subtitle A Tax | $0 | SubtitleATaxAmt |
| Tax Based On Investment Income | $54,410 | TaxBasedOnInvestmentIncomeAmt |
| Estimated Plus Ovpmt Incm Tx | $55,000 | EstimatedPlusOvpmtIncmTxAmt |
| Extsn Request Income Tax Paid | $0 | ExtsnRequestIncomeTaxPaidAmt |
| Backup Withholding Withheld | $0 | BackupWithholdingWithheldAmt |
| Total Payments And Credits | $55,000 | TotalPaymentsAndCreditsAmt |
| Es Penalty | $0 | EsPenaltyAmt |
| Overpayment | $590 | OverpaymentAmt |
| Applied To ES Tax | $590 | AppliedToESTaxAmt |
| Refund | $0 | RefundAmt |
Statements Regarding Acty StatementsRegardingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Legislative Political Acty | 0 | LegislativePoliticalActyInd |
| More Than100 Spent | 0 | MoreThan100SpentInd |
| Form1120 POL Filed | 0 | Form1120POLFiledInd |
| Section4955 Organization Tax | $0 | Section4955OrganizationTaxAmt |
| Section4955 Managers Tax | $0 | Section4955ManagersTaxAmt |
| Tax Reimbursed | $0 | TaxReimbursedAmt |
| Activities Not Previously Rpt | 0 | ActivitiesNotPreviouslyRptInd |
| Changes To Articles Or Bylaws | 0 | ChangesToArticlesOrBylawsInd |
| Unrelated Bus Incm Over Limit | 0 | UnrelatedBusIncmOverLimitInd |
| Organization Dissolved Etc | 0 | OrganizationDissolvedEtcInd |
| Section508e Rqr Satisfied | 0 | Section508eRqrSatisfiedInd |
| At Least5000 In Assets | Yes (1) | AtLeast5000InAssetsInd |
| Org Report Or Register State | TX | OrgReportOrRegisterStateCd |
| Form990 PF Filed With Atty Gen | Yes (1) | Form990PFFiledWithAttyGenInd |
| Private Operating Foundation | 0 | PrivateOperatingFoundationInd |
| New Substantial Contributors | 0 | NewSubstantialContributorsInd |
| Own Controlled Entity | 0 | OwnControlledEntityInd |
| Donor Advised Fund | 0 | DonorAdvisedFundInd |
| Comply With Public Insp Rqr | Yes (1) | ComplyWithPublicInspRqrInd |
| Website Address | COMMUNITYCARE.TODAY | WebsiteAddressTxt |
Persons With Books Name PersonsWithBooksName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | YVONNE GONZALEZ | BusinessNameLine1Txt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Phone | 9568544534 | PhoneNum |
Location Of Books US Address LocationOfBooksUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 2300 W PIKE BLVD | AddressLine1Txt |
| City | WESLACO | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 785998368 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Foreign Accounts Question | 0 | ForeignAccountsQuestionInd |
Statements Regarding Acty4720 StatementsRegardingActy4720Grp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Sale Or Exch Disqualified Prsn | 0 | SaleOrExchDisqualifiedPrsnInd |
| Brrw Or Lend Disqualified Prsn | 0 | BrrwOrLendDisqualifiedPrsnInd |
| Furn Goods Disqualified Prsn | 0 | FurnGoodsDisqualifiedPrsnInd |
| Pay Comp Disqualified Prsn | 0 | PayCompDisqualifiedPrsnInd |
| Transfer Ast Disqualified Prsn | 0 | TransferAstDisqualifiedPrsnInd |
| Payment To Government Official | 0 | PaymentToGovernmentOfficialInd |
| Uncorrected Prior Acts | 0 | UncorrectedPriorActsInd |
| Undistributed Income PY | 0 | UndistributedIncomePYInd |
| Business Holdings | 0 | BusinessHoldingsInd |
| Jeopardy Investments | 0 | JeopardyInvestmentsInd |
| Uncorrected PY Jeopardy Invst | 0 | UncorrectedPYJeopardyInvstInd |
| Influence Legislation | 0 | InfluenceLegislationInd |
| Influence Election | 0 | InfluenceElectionInd |
| Grants To Individuals | 0 | GrantsToIndividualsInd |
| Grants To Organizations | 0 | GrantsToOrganizationsInd |
| Noncharitable Purpose | 0 | NoncharitablePurposeInd |
| Rcv Fnds To Pay Prsnl Bnft Cntrct | 0 | RcvFndsToPayPrsnlBnftCntrctInd |
| Pay Premiums Prsnl Bnft Cntrct | 0 | PayPremiumsPrsnlBnftCntrctInd |
| Prohibited Tax Shelter Trans | 0 | ProhibitedTaxShelterTransInd |
| Subj To Tax Rmnrtn Ex Prcht Pymt | 0 | SubjToTaxRmnrtnExPrchtPymtInd |
Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp
Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (12 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt | Employee Benefit ProgramEmployeeBenefitProgramAmt | Expense Account Other AllwncExpenseAccountOtherAllwncAmt |
|---|---|---|---|---|---|---|---|---|
| YVONNE GONZALEZ | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | CEO | 40.00 | $179,383 | $15,241 | $0 |
| BERTHA SUAREZ | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | PRESIDENT | 5.00 | $0 | $0 | $0 |
| RAMON GONZALES | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | VICE PRESIDENT | 5.00 | $0 | $0 | $0 |
| MICAELA ALVAREZ | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | SECRETARY/TREASURER | 5.00 | $0 | $0 | $0 |
| MICHELLE CASTELLANOS | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| LYNN CARTER | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| SPENCER BELL | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| NINA TORKELSON | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| RAMON MONTALVO III | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| RYAN VAUGHAN | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| RUDY SALINAS | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
| BRIAN A HUMPHREYS JR | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR | 5.00 | $0 | $0 | $0 |
Compensation Highest Paid Empl CompensationHighestPaidEmplGrp (2 entries)
| Address Line1USAddress/AddressLine1Txt | CityUSAddress/CityNm | State AbbreviationUSAddress/StateAbbreviationCd | ZIPUSAddress/ZIPCd | TitleTitleTxt | Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt | CompensationCompensationAmt | Employee BenefitsEmployeeBenefitsAmt | Expense AccountExpenseAccountAmt |
|---|---|---|---|---|---|---|---|---|
| IMELDA ESCAMILLA | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | DIRECTOR OF GRANTS & | 40.00 | $94,298 | $10,720 | $0 |
| RALPH ZELNO | ||||||||
| 2300 W PIKE STE 300 | WESLACO | TX | 78596 | CONTROLLER | 40.00 | $84,269 | $10,070 | $0 |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Other Employee Paid Over50k | 0 | OtherEmployeePaidOver50kCnt |
Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp
Business Name BusinessName
| Field | Value | IRS element (for citing) |
|---|---|---|
| Business Name Line1 | U S TRUST | BusinessNameLine1Txt |
US Address USAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 901 MAIN ST 19TH FLOOR | AddressLine1Txt |
| City | DALLAS | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 75202 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Service Type | WEALTH MANAGEMENT | ServiceTypeTxt |
| Compensation | $312,305 | CompensationAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Contractor Paid Over50k | 0 | ContractorPaidOver50kCnt |
Sum Of Program Related Invst SumOfProgramRelatedInvstGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total | $0 | TotalAmt |
Minimum Investment Return MinimumInvestmentReturnGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Average Monthly FMV Of Sec | $112,891,442 | AverageMonthlyFMVOfSecAmt |
| Average Monthly Cash Balances | $371,572 | AverageMonthlyCashBalancesAmt |
| FMV All Other Noncharitable Ast | $0 | FMVAllOtherNoncharitableAstAmt |
| Total FMV Of Unused Assets | $113,263,014 | TotalFMVOfUnusedAssetsAmt |
| Reduction Claimed | $0 | ReductionClaimedAmt |
| Acquisition Indebtedness | $0 | AcquisitionIndebtednessAmt |
| Adjusted Total FMV Of Unused Ast | $113,263,014 | AdjustedTotalFMVOfUnusedAstAmt |
| Cash Deemed Charitable | $1,698,945 | CashDeemedCharitableAmt |
| Net Vl Noncharitable Assets | $111,564,069 | NetVlNoncharitableAssetsAmt |
| Minimum Investment Return | $5,578,203 | MinimumInvestmentReturnAmt |
Distributable Amount DistributableAmountGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Minimum Investment Return | $5,578,203 | MinimumInvestmentReturnAmt |
| Tax Based On Investment Income | $54,410 | TaxBasedOnInvestmentIncomeAmt |
| Total Tax | $54,410 | TotalTaxAmt |
| Distributable Before Adj | $5,523,793 | DistributableBeforeAdjAmt |
| Recoveries Qualfied Distri | $0 | RecoveriesQualfiedDistriAmt |
| Distributable Before Ded | $5,523,793 | DistributableBeforeDedAmt |
| Deduction From Distributable | $0 | DeductionFromDistributableAmt |
| Distributable As Adjusted | $5,523,793 | DistributableAsAdjustedAmt |
Qualifying Distri Part XII QualifyingDistriPartXIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Expenses And Contributions | $8,113,732 | ExpensesAndContributionsAmt |
| Program Related Invst Total | $0 | ProgramRelatedInvstTotalAmt |
| Qualifying Distributions | $8,113,732 | QualifyingDistributionsAmt |
| Pct Sect4940e Org Net Invst Incm | $54,410 | PctSect4940eOrgNetInvstIncmAmt |
| Adjusted Qualifying Distri | $8,059,322 | AdjustedQualifyingDistriAmt |
Undistributed Income UndistributedIncomeGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Distributable As Adjusted | $5,523,793 | DistributableAsAdjustedAmt |
| Undistributed Income PY | $5,452,165 | UndistributedIncomePYAmt |
| Prior Year1 | 2016 | PriorYear1Yr |
| Prior Year2 | 2015 | PriorYear2Yr |
| Prior Year3 | 2014 | PriorYear3Yr |
| Total For Prior Years | $2,572,680 | TotalForPriorYearsAmt |
| Total Excess Distribution Cyov | $0 | TotalExcessDistributionCyovAmt |
| Qualifying Distributions | $8,113,732 | QualifyingDistributionsAmt |
| Applied To Year1 | $5,452,165 | AppliedToYear1Amt |
| Applied To Prior Years | $2,572,680 | AppliedToPriorYearsAmt |
| Treated As Distri From Corpus | $0 | TreatedAsDistriFromCorpusAmt |
| Applied To Current Year | $88,887 | AppliedToCurrentYearAmt |
| Remaining Distri From Corpus | $0 | RemainingDistriFromCorpusAmt |
| Excess Distri Cyov App CY Corpus | $0 | ExcessDistriCyovAppCYCorpusAmt |
| Excess Distribution Cyov App CY | $0 | ExcessDistributionCyovAppCYAmt |
| Total Corpus | $0 | TotalCorpusAmt |
| Prior Year Undistributed Incm | $0 | PriorYearUndistributedIncmAmt |
| Prior Year Deficiency Or Tax | $0 | PriorYearDeficiencyOrTaxAmt |
| Taxable1 | $0 | Taxable1Amt |
| Taxable2 | $0 | Taxable2Amt |
| Undistributed Income CY | $5,434,906 | UndistributedIncomeCYAmt |
| Corpus Distri170b1 E Or4942g3 | $0 | CorpusDistri170b1EOr4942g3Amt |
| Excess Distri Cyov From Yr5 | $0 | ExcessDistriCyovFromYr5Amt |
| Excess Distri Cyov To Next Yr | $0 | ExcessDistriCyovToNextYrAmt |
Supplementary Information SupplementaryInformationGrp
Application Submission Info ApplicationSubmissionInfoGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Person | MEL ESCAMILLA DIRECTOR OF GRANTS PR | RecipientPersonNm |
Recipient US Address RecipientUSAddress
| Field | Value | IRS element (for citing) |
|---|---|---|
| Address Line1 | 2300 W PIKE BLVD STE 300 | AddressLine1Txt |
| City | WESLACO | CityNm |
| State Abbreviation | TX | StateAbbreviationCd |
| ZIP | 785964128 | ZIPCd |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Recipient Phone | 9568544534 | RecipientPhoneNum |
| Recipient Email Address | MEL@KNAPPCCF.COM | RecipientEmailAddressTxt |
| Form And Info And Materials | ORGANIZATIONS INTERESTED IN RECEIVING FUNDING FROM KNAPP COMMUNITY CARE FOUNDATION MUST SUBMIT A LETTER OF INTENT (LOI) THROUGH THE FOUNDATION'S ONLINE GRANT APPLICATION SYSTEM FIRST, BEFORE ANY OTHER STEP MAY BE TAKEN. NO ADDITIONAL ARTICLES, REPORTS, VIDEOS OR OTHER MATERIALS SHOULD BE ATTACHED TO THE LOI. SHOULD THE LOI MEET THE REQUIREMENTS OF THE FOUNDATION, AN AUTHORIZATION TO CONNECT TO THE APPLICATION PROCESS WILL BE SENT VIA EMAIL. | FormAndInfoAndMaterialsTxt |
| Submission Deadlines | CHECK ORGANIZATION WEBSITE FOR TWICE A YEAR SUBMISSION DEADLINES. | SubmissionDeadlinesTxt |
| Restrictions On Awards | ONLY ENTITIES THAT ARE IRS RECOGNIZED 501(C)(3) ORGANIZATIONS OR QUALIFYING PUBLIC ENTITIES IN GOOD STANDING, AND THAT PROVIDE PROGRAMS AND/OR SERVICES DIRECTED AT IMPROVING WELLNESS, FITNESS, NUTRITION SERVICES, PREVENTATIVE HEALTH AND HEALTH EDUCATION ACCESS WITHIN THE SERVICE DELIVERY AREA ARE ELIGIBLE TO APPLY FOR A GRANT FROM THE KNAPP COMMUNITY CARE FOUNDATION (KCCF). | RestrictionsOnAwardsTxt |
Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (14 entries)
| Address Line1RecipientUSAddress/AddressLine1Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt | Address Line2RecipientUSAddress/AddressLine2Txt |
|---|---|---|---|---|---|---|---|
| ACCESS ESPERANZA CLINICS INC | |||||||
| 901 EAST HACKBERRY STREET | MCALLEN | TX | 78501 | PC | ACCESS ESPERANZA WILL PROVIDE SCREENING, EDUCATION, AND SUPPORT TO YOUNG ADULTS WHO ARE AT HIGH-RISK FOR DIABETES. | $107,125 | |
| BOYS & GIRLS CLUB OF WESLACO | |||||||
| 300 N AIRPORT DRIVE STE B | WESLACO | TX | 78596 | PC | TRIPLE PLAY & HEALTHY HABITS EXTENSION PROGRAM WILL EMPHASIZE REGULAR PHYSICAL ACTIVITY AND PROPER NUTRITION IN ORDER TO COMBAT CHILDHOOD OBESITY AT THE RIO ELEMENTARY IN WESLACO | $60,000 | |
| DENTIST WHO CARE | |||||||
| 3501 MORELAND DRIVE STE G | WESLACO | TX | 78596 | PC | PROVIDE DENTAL SERVICES TO UNINSURED CHILDREN AND ADULTS IN THE MID-VALLEY. | $165,000 | |
| EL MILAGRO CLINIC | |||||||
| 901 E VERMONT AVE | MCALLEN | TX | 78503 | PC | EL MILAGRO WILL IMPLEMENT A PATIENT-CENTERED HOLISTIC APPROACH FOR DIABETES EDUCATION, LIFESTYLE CHANGES, SELF-MANAGEMENT AND SOCIAL SUPPORT TO POSITIVELY IMPACT HEALTH OF PRE-DIABETIC AND DIABETIC PARTICIPANTS. | $162,967 | |
| FOOD BANK OF THE RIO GRANDE VALLEY | |||||||
| 724 NORTH CAGE BLVD | PHARR | TX | 78577 | PC | THE FOOD BANK OF THE RGV WILL COMBINE THEIR FOOD RELIEF AND HEALTH EDUCATION PROGRAM WITH A DIABETES PREVENTION PROGRAM IN MID-VALLEY COLONIAS. | $66,036 | |
| KNAPP MEDICAL CENTER | |||||||
| 1401 EAST EIGHTH STREET | WESLACO | TX | 78596 | PC | KNAPP COMMUNITY CARE FOUNDATION SUPPORTS KNAPP MEDICAL CENTER TO OFFSET THE HIGH COST OF PROVIDING INDIGENT HEALTH CARE TO THE UNINSURED IN OUR COMMUNITY. | $3,000,000 | |
| SOUTH TEXAS COLLEGE | |||||||
| 3201 W PECAN BLVD | MCALLEN | TX | 78501 | GOV | STC'S ADN AND LVN STUDENTS, IN PARTNERSHIP WITH LOCAL INDEPENDENT SCHOOL DISTRICTS, WILL GUIDE LOCAL HIGH SCHOOL STUDENTS INTO HEALTHIER LIFESTYLES THROUGH DIABETES AND OBESITY PREVENTION. | $34,882 | |
| SOUTH TEXAS JUVENILE DIABETES ASSOCIATION | |||||||
| 313 W NOLANA AVE | MCALLEN | TX | 78504 | PC | STJDA WILL EXPAND THEIR DIABETES PROGRAMS AND SERVICES TO FAMILIES AND COMMUNITIES INTO THE MID-VALLEY. | $43,125 | |
| SU CASA DE ESPARANZA INC | |||||||
| 8000 CISNE ST | PHARR | TX | 78577 | PC | SU CASA DE ESPERANZA WILL INTEGRATE THE HEALTHFIT FOR LIFE NUTRITION EDUCATION AND PHYSICAL ACTIVITY INTO THEIR EXISTING PROGRAM TO REDUCE/PREVENT DIABETES AND OBESITY WITHIN COLONIA POPULATION. | $51,693 | |
| TEXAS A&M UNIVERSITY HEALTH SCIENCE CENTER SCHOOL OF PUBLIC HEALTH | |||||||
| 400 HARVEY MITCHELL PARKWAY SOUTH | COLLEGE STATION | TX | 77845 | GOV | TAMU WILL DESIGN A CULTURALLY COMPETENT OUTREACH PROGRAM FOR WOMEN OF REPRODUCTIVE AGE (15-44) IN THE MID-VALLEY AREA WHICH INCLUDES COMMUNITY NEEDS ASSESSMENT AMONG WOMEN OF REPRODUCTIVE AGE. | $142,009 | STE 300 |
| CITY OF WESLACO | |||||||
| 255 S KANSAS AVE | WESLACO | TX | 78596 | GOV | WESLACO NORTHSIDE PARK COMPLEX, THE CITY OF WESLACO WILL TRANSFORM 40+ ACRES OF GREEN SPACE INTO A COMMUNITY PARK. | $125,000 | |
| UNIVERSITY OF TEXAS HSC AT HOUSTON | |||||||
| 7000 FANNIN ST UCT 1000 | HOUSTON | TX | 77030 | GOV | THROUGH SEVERAL PARTNERS, INCLUDING UNIDOS CONTRA LA DIABETES (UCD), UT HOUSTON WILL ADDRESS IMPORTANT HEALTH CHALLENGES IN THE RIO GRANDE VALLEY BY DEVELOPING AN ONLINE ELECTRONIC DATA PLATFORM. | $20,000 | |
| UNIVERSITY OF TEXAS RIO GRANDE VALLEY | |||||||
| 2821 MICHAELANGELO DR STE 400 | EDINBURG | TX | 78539 | GOV | UTRGV WILL CHARACTERIZE THE GENETIC AND ENVIRONMENTAL DETERMINANTS OF RISK FOR DIABETES, OBESITY, AND THE RELATED DISORDERS OF HEART DISEASE AND FATTY LIVER DISEASE. | $617,516 | |
| VALLEY NATURE CENTER | |||||||
| 301 S BORDER AVENUE | WESLACO | TX | 78596 | PC | VALLEY NATURE CENTER WILL PROVIDE SUMMER CAMPS TO CHILDREN OF ALL AGES AS WELL AS CHILDREN WITH SPECIAL NEEDS; CAMPS INCLUDE NUTRITIOUS BREAKFASTS, LUNCHES, AND SNACKS. | $85,000 | |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Pd Dur Yr | $4,680,353 | TotalGrantOrContriPdDurYrAmt |
Grant Or Contri Apprv For Fut GrantOrContriApprvForFutGrp (8 entries)
| Address Line1RecipientUSAddress/AddressLine1Txt | CityRecipientUSAddress/CityNm | State AbbreviationRecipientUSAddress/StateAbbreviationCd | ZIPRecipientUSAddress/ZIPCd | Recipient Foundation StatusRecipientFoundationStatusTxt | Grant Or Contribution PurposeGrantOrContributionPurposeTxt | AmtAmt | Address Line2RecipientUSAddress/AddressLine2Txt |
|---|---|---|---|---|---|---|---|
| ACCESS ESPERANZA CLINICS INC | |||||||
| 901 EAST HACKBERRY STREET | MCALLEN | TX | 78501 | PC | ACCESS ESPERANZA WILL PROVIDE SCREENING, EDUCATION, AND SUPPORT TO YOUNG ADULTS WHO ARE AT HIGH-RISK FOR DIABETES. | $149,975 | |
| EL MILAGRO CLINIC | |||||||
| 901 E VERMONT AVE | MCALLEN | TX | 78503 | PC | EL MILAGRO WILL IMPLEMENT A PATIENT-CENTERED HOLISTIC APPROACH FOR DIABETES EDUCATION, LIFESTYLE CHANGES, SELF-MANAGEMENT AND SOCIAL SUPPORT TO POSITIVELY IMPACT HEALTH OF PRE-DIABETIC AND DIABETIC PARTICIPANTS. | $237,033 | |
| SOUTH TEXAS COLLEGE | |||||||
| 3201 W PECAN BLVD | MCALLEN | TX | 78501 | GOV | STC'S ADN AND LVN STUDENTS, IN PARTNERSHIP WITH LOCAL INDEPENDENT SCHOOL DISTRICTS, WILL GUIDE LOCAL HIGH SCHOOL STUDENTS INTO HEALTHIER LIFESTYLES THROUGH DIABETES AND OBESITY PREVENTION. | $15,118 | |
| SOUTH TEXAS JUVENILE DIABETES ASSOCIATION | |||||||
| 313 W NOLANA AVE | MCALLEN | TX | 78504 | PC | STJDA WILL EXPAND THEIR DIABETES PROGRAMS AND SERVICES TO FAMILIES AND COMMUNITIES INTO THE MID-VALLEY. | $60,375 | |
| TEXAS A&M UNIVERSITY HEALTH SCIENCE CENTER SCHOOL OF PUBLIC HEALTH | |||||||
| 400 HARVEY MITCHELL PARKWAY SOUTH | COLLEGE STATION | TX | 77845 | GOV | TAMU WILL DESIGN A CULTURALLY COMPETENT OUTREACH PROGRAM FOR WOMEN OF REPRODUCTIVE AGE (15-44) IN THE MID-VALLEY AREA WHICH INCLUDES COMMUNITY NEEDS ASSESSMENT AMONG WOMEN OF REPRODUCTIVE AGE. | $207,631 | STE 300 |
| CITY OF WESLACO | |||||||
| 255 S KANSAS AVE | WESLACO | TX | 78596 | GOV | WESLACO NORTHSIDE PARK COMPLEX, THE CITY OF WESLACO WILL TRANSFORM 40+ ACRES OF GREEN SPACE INTO A COMMUNITY PARK. | $125,000 | |
| UNIVERSITY OF TEXAS RIO GRANDE VALLEY | |||||||
| 2821 MICHAELANGELO DR STE 400 | EDINBURG | TX | 78539 | GOV | UTRGV WILL CHARACTERIZE THE GENETIC AND ENVIRONMENTAL DETERMINANTS OF RISK FOR DIABETES, OBESITY, AND THE RELATED DISORDERS OF HEART DISEASE AND FATTY LIVER DISEASE. | $1,372,211 | |
| VALLEY NATURE CENTER | |||||||
| 301 S BORDER AVENUE | WESLACO | TX | 78596 | PC | VALLEY NATURE CENTER WILL PROVIDE SUMMER CAMPS TO CHILDREN OF ALL AGES AS WELL AS CHILDREN WITH SPECIAL NEEDS; CAMPS INCLUDE NUTRITIOUS BREAKFASTS, LUNCHES, AND SNACKS. | $15,000 | |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Grant Or Contri Apprv Fut | $2,182,343 | TotalGrantOrContriApprvFutAmt |
Analysis Income Producing Acty AnalysisIncomeProducingActyGrp
Int On Sav And Temp Cash Invst IntOnSavAndTempCashInvstGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $2,691 | ExclusionAmt |
Div And Int From Sec Part VII DivAndIntFromSecPartVIIGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $2,639,773 | ExclusionAmt |
Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Exclusion | 14 | ExclusionCd |
| Exclusion | $3,308,549 | ExclusionAmt |
Other Revenue Described OtherRevenueDescribedGrp (2 entries)
| DescDesc | BusinessBusinessCd | Related Or Exempt Function IncmRelatedOrExemptFunctionIncmAmt | ExclusionExclusionAmt |
|---|---|---|---|
| GRANT REPAYMENTS | 900099 | $15,272 | |
| MISCELLANEOUS REVENUE | 900099 | $868 |
Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Unrelated Business Taxbl Incm | $0 | UnrelatedBusinessTaxblIncmAmt |
| Exclusion | $5,951,881 | ExclusionAmt |
| Related Or Exempt Function Incm | $15,272 | RelatedOrExemptFunctionIncmAmt |
| Field | Value | IRS element (for citing) |
|---|---|---|
| Total Income Producing Acty | $5,967,153 | TotalIncomeProducingActyAmt |
Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp
Rln Of Acty To Accom Of Exmpt Prps RlnOfActyToAccomOfExmptPrpsGrp (2 entries)
| Line NumberLineNumberTxt | Relationship StatementRelationshipStatementTxt |
|---|---|
| 11A | RETURN OF UNUSED GRANT FUNDS |
| 11B | INVESTMENT RELATED INCOME-SETTLEMENTS,ETC |
Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Trnsfr Of Cash To Nonchrtbl EO | 0 | TrnsfrOfCashToNonchrtblEOInd |
| Trnsfr Other Asset Nonchrtbl EO | 0 | TrnsfrOtherAssetNonchrtblEOInd |
| Sales Or Exchanges Of Assets | 0 | SalesOrExchangesOfAssetsInd |
| Purchase Of Assets Nonchrtbl EO | 0 | PurchaseOfAssetsNonchrtblEOInd |
| Rental Of Facilities Oth Assets | 0 | RentalOfFacilitiesOthAssetsInd |
| Reimbursement Arrangements | 0 | ReimbursementArrangementsInd |
| Loans Or Loan Guarantees | 0 | LoansOrLoanGuaranteesInd |
| Performance Of Services Etc | 0 | PerformanceOfServicesEtcInd |
| Sharing Of Facilities Etc | 0 | SharingOfFacilitiesEtcInd |
| Relationships Nonchrtbl EO | 0 | RelationshipsNonchrtblEOInd |
Accounting Fees Schedule AccountingFeesSchedule
Accounting Fees Detail AccountingFeesDetail (4 entries)
| CategoryCategoryTxt | AmtAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| ACCOUNTING FEES | $20,000 | $0 | $10,514 |
| PAYROLL SERVICE FEES | $1,028 | $0 | $0 |
| RETIREMENT PLAN FEES | $4,050 | $0 | $0 |
| FSA FEES | $821 | $0 | $0 |
Applied To Prior Year Election AppliedToPriorYearElection
| Field | Value | IRS element (for citing) |
|---|---|---|
| Election | THE FOUNDATION CEO, ON BEHALF OF THE BOARD OF DIRECTORS OF KNAPP COMMUNITY CARE FOUNDATION, ELECTS UNDER REGULATION 53.4942(A)-3(D)(2) TO APPLY THE EXCESS UNDISTRIBUTABLE INCOME OF THE CURRENT 2018 YEAR TO THE PRIOR YEARS' TOTAL UNDISTRIBUTED INCOME IN THE AMOUNT OF $2,572,680. THE AMOUNT TO APPLY TO EACH PRIOR YEAR IS AS FOLLOWS:2013 - $ 433,6202014 - $ 472,4912015 - $ 428,6372016 - $1,237,932-----------------TOTAL $2,572,680 | ElectionDesc |
Investments Other Schedule2 InvestmentsOtherSchedule2
Investments Other InvestmentsOtherGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category Or Item | U S TRUST | CategoryOrItemTxt |
| Listed At Cost Or FMV | FMV | ListedAtCostOrFMVCd |
| Book Value | $101,512,791 | BookValueAmt |
| EOYFMV | $101,512,790 | EOYFMVAmt |
Legal Fees Schedule LegalFeesSchedule
Legal Fees LegalFeesGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Category | LEGAL FEES | CategoryTxt |
| Legal Fees | $37,216 | LegalFeesAmt |
| Net Investment Income | $0 | NetInvestmentIncomeAmt |
| Disbursements Charitable Prps | $0 | DisbursementsCharitablePrpsAmt |
Other Assets Schedule OtherAssetsSchedule
Other Assets Schedule OtherAssetsScheduleGrp
| Field | Value | IRS element (for citing) |
|---|---|---|
| Desc | PREPAID EXCISE TAX | Desc |
| BOY Book Value | $84,711 | BOYBookValueAmt |
| EOY Book Value | $590 | EOYBookValueAmt |
| EOYFMV | $590 | EOYFMVAmt |
Other Decreases Schedule OtherDecreasesSchedule
Other Decreases Detail OtherDecreasesDetail
| Field | Value | IRS element (for citing) |
|---|---|---|
| Desc | UNREALIZED GAIN/LOSS ON INVESTMENTS | Desc |
| Amt | $13,521,495 | Amt |
Other Expenses Schedule OtherExpensesSchedule
Other Expenses Schedule OtherExpensesScheduleGrp (8 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| BANK FEES | $131 | $0 | $0 |
| EQUIPMENT & FURNITURE | $16,944 | $0 | $16,944 |
| GRANT EXPENSES | $12,918 | $0 | $15,406 |
| OFFICE SUPPLIES | $11,626 | $0 | $11,626 |
| INSURANCE | $55,370 | $0 | $26,996 |
| MEMBERSHIPS/DUES | $20,378 | $0 | $18,734 |
| MISCELLANEOUS | $7,901 | $0 | $3,450 |
| POSTAGE AND EXPRESS | $593 | $0 | $462 |
Other Income Schedule2 OtherIncomeSchedule2
Other Income Detail OtherIncomeDetail (2 entries)
| DescDesc | Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt | Adjusted Net IncomeAdjustedNetIncomeAmt | Net Investment IncomeNetInvestmentIncomeAmt |
|---|---|---|---|
| GRANT REPAYMENTS | $15,272 | $15,272 | |
| MISCELLANEOUS REVENUE | $868 | $868 | $868 |
Other Liabilities Schedule OtherLiabilitiesSchedule
Other Liabilities Detail OtherLiabilitiesDetail (2 entries)
| DescDesc | BOY Book ValueBOYBookValueAmt | EOY Book ValueEOYBookValueAmt |
|---|---|---|
| PAYROLL AND PAYROLL TAXES PAYABLE | $15,226 | $12,040 |
| PROPERTY TAXES PAYABLE | $5,977 | $0 |
Other Professional Fees Schedule OtherProfessionalFeesSchedule
Other Professional Fees Detail OtherProfessionalFeesDetail (5 entries)
| CategoryCategoryTxt | AmtAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| INVESTMENT FEES | $341,357 | $341,357 | $0 |
| CONSULTING SERVICES | $20,000 | $0 | $20,000 |
| WEBSITE DEVELOPMENT | $4,500 | $0 | $6,650 |
| IT SERVICES | $6,900 | $0 | $3,349 |
| OUTSIDE CONTRACT SERVICES | $840 | $0 | $0 |
Taxes Schedule TaxesSchedule
Taxes Detail TaxesDetail (3 entries)
| CategoryCategoryTxt | AmtAmt | Net Investment IncomeNetInvestmentIncomeAmt | Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt |
|---|---|---|---|
| FOREIGN TAXES WITHHELD ON DIVIDENDS | $93,370 | $93,370 | $0 |
| PERSONAL PROPERTY TAXES | $5,185 | $0 | $0 |
| EXCISE TAX ON INVESTMENT INCOME | $54,410 | $0 | $55,000 |
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