2017-09-03T19:00:16-05:00 2016-12-31 990PF 2016-01-01 256784891 WILLIAM F GAUSS AND LYNN D GAUSS FOUNDATION WILL 2162576118 PO BOX 609 PITTSBURGH PA 152309738 PNC BANK N A BY VICE PRESIDENT 2162576118 2017-09-03 161.150.176.4 P B62B456F261951C798FA00B8391BA4DFFBFA8205 B62B456F261951C798FA00B8391BA4DFFBFA8205 2016 2021-01-29 14:40:06Z X 4912261 X 112361 112361 135037 2108494 135037 0 15 247398 247413 62149 39837 22312 0 0 0 0 0 0 0 0 9654 2110 0 0 0 0 0 0 0 4137 4137 75940 46084 0 22312 219697 219697 295637 46084 0 242009 -48239 201329 0 92207 172789 172789 0 0 0 3046349 2787848 3522569 1045743 1175350 1216903 4184299 4135987 4912261 0 X 4174560 4135987 9739 4184299 4135987 4184299 4135987 4184299 -48239 0 4136060 73 4135987 5. CABOT CORP 2015-02-06 2016-01-04 198 228 -30 -30 27. GAP INC 2014-04-10 2016-01-06 701 1066 -365 -365 62. SOUTHWESTERN ENERGY CO COM 2015-02-02 2016-01-06 453 1624 -1171 -1171 10. SOUTHWESTERN ENERGY CO COM 2014-12-12 2016-01-06 73 293 -220 -220 4. HANOVER INSURANCE GROUP INC 2013-01-08 2016-01-07 317 158 159 159 16. MEAD JOHNSON NUTRITION CO MERGED 06/15/17 @ $90.00 P/S 2015-05-04 2016-01-07 1226 1550 -324 -324 7. MEAD JOHNSON NUTRITION CO MERGED 06/15/17 @ $90.00 P/S 2015-07-15 2016-01-07 536 597 -61 -61 44. PANDORA MEDIA INC 2015-02-06 2016-01-07 494 669 -175 -175 16. GAP INC 2014-04-10 2016-01-08 386 624 -238 -238 3. HANOVER INSURANCE GROUP INC 2013-01-08 2016-01-08 235 119 116 116 71. PROLOGIS INC 2015-04-22 2016-01-08 2958 2934 24 24 28. BAXALTA INC -W/I MERGED 06/03/16 @ $18.00 P/S 2015-09-30 2016-01-11 1093 890 203 203 8. ISHARES TR RUSSELL 2000 2011-12-02 2016-01-11 828 597 231 231 8. BNC BANCORP MERGED 06/16/17 2015-09-04 2016-01-12 187 169 18 18 2. CREDIT ACCEPTANCE CORPORATION 2015-09-04 2016-01-12 397 402 -5 -5 5. DYCOM INDUSTRIES INC 2015-09-04 2016-01-12 350 362 -12 -12 3. EAGLE PHARMACEUTICALS INC 2015-09-04 2016-01-12 250 235 15 15 18. GENERAL COMMUNICATION INC CL A 2015-09-04 2016-01-12 343 307 36 36 7. MANHATTAN ASSOCS INC 2015-09-04 2016-01-12 394 418 -24 -24 4. MORNINGSTAR INC 2015-09-22 2016-01-12 308 327 -19 -19 20. NETSCOUT SYSTEM INC 2015-09-04 2016-01-12 527 708 -181 -181 9. RADIUS HEALTH INC 2015-09-04 2016-01-12 390 554 -164 -164 6. RESTORATION HARDWARE 2015-10-27 2016-01-12 413 599 -186 -186 9. TESORO CORP NAME CHANGE 8/1/2017 2015-10-14 2016-01-12 919 894 25 25 4. US CONCRETE INC 2015-09-04 2016-01-12 174 212 -38 -38 902. UNI CHARM CORP SPON ADR 2010-08-17 2016-01-12 3191 2433 758 758 17. WHOLE FOODS MKT INC COM 2014-07-31 2016-01-12 547 636 -89 -89 3. HELEN OF TROY LIMITED SEDOL 2419530 2015-09-04 2016-01-12 259 260 -1 -1 7. BNC BANCORP MERGED 06/16/17 2015-09-04 2016-01-13 160 147 13 13 11. CARDINAL HEALTH INC 2015-10-14 2016-01-13 878 873 5 5 1. CREDIT ACCEPTANCE CORPORATION 2015-09-24 2016-01-13 197 199 -2 -2 1. EAGLE PHARMACEUTICALS INC 2015-09-04 2016-01-13 79 78 1 1 2. MORNINGSTAR INC 2015-09-22 2016-01-13 154 163 -9 -9 3. RESTORATION HARDWARE 2015-10-27 2016-01-13 205 298 -93 -93 3. US CONCRETE INC 2015-09-04 2016-01-13 128 159 -31 -31 1. HELEN OF TROY LIMITED SEDOL 2419530 2015-09-04 2016-01-13 87 83 4 4 22. NRG ENERGY, INC. 2015-04-10 2016-01-14 229 544 -315 -315 65. NRG ENERGY, INC. 2014-10-06 2016-01-14 677 2041 -1364 -1364 128. GENWORTH FINL INC COM CL A 2014-12-18 2016-01-15 302 992 -690 -690 77. BG GROUP PLC SPON ADR 2006-03-24 2016-01-20 973 968 5 5 63. DYAX CORP MERGED 01/22/16 @ $37.30 P/S 2015-09-04 2016-01-22 4706 1390 3316 3316 6. BROADSOFT INC 2015-08-04 2016-01-25 207 185 22 22 4. BROADSOFT INC 2014-01-09 2016-01-25 138 112 26 26 112. NAVIENT CORP-WHEN DISTRIBUTE 2009-08-04 2016-01-25 1013 730 283 283 4. PERKINELMER INC 2013-04-26 2016-01-25 195 121 74 74 28. STERLING BANCORP 2015-07-28 2016-01-25 414 406 8 8 6. FIDELITY NATIONAL INFORMATION 2015-09-15 2016-01-26 356 414 -58 -58 84. SANDS CHINA LTD UNSPONS ADR 2014-02-26 2016-01-26 2477 6523 -4046 -4046 34. SANDS CHINA LTD UNSPONS ADR 2015-05-21 2016-01-26 1003 1402 -399 -399 9. SYMANTEC CORP COM 2015-10-08 2016-01-26 173 189 -16 -16 19. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2013-01-03 2016-01-26 1210 719 491 491 7. XILINX INC COM 2015-07-09 2016-01-26 333 302 31 31 40. PIER 1 IMPORTS INCORPORATED 2015-04-13 2016-01-28 155 553 -398 -398 33. PIER 1 IMPORTS INCORPORATED 2014-01-21 2016-01-28 128 656 -528 -528 .644 TOTAL FINA S A 2006-03-24 2016-01-28 28 40 -12 -12 190. BOEING CO 2012-07-30 2016-01-29 22716 13468 9248 9248 44. CONTINENTAL RESOURCES INC/OK 2015-12-03 2016-01-29 894 1304 -410 -410 56. FIRST DATA CORP- CLASS A 2015-10-15 2016-01-29 733 895 -162 -162 75. HERTZ GLOBAL HOLDINGS INC 2015-09-28 2016-01-29 675 1154 -479 -479 44. HERTZ GLOBAL HOLDINGS INC 2014-04-11 2016-01-29 396 1153 -757 -757 65. HERTZ GLOBAL HOLDINGS INC 2015-03-18 2016-01-29 585 1348 -763 -763 18. SYMANTEC CORP COM 2015-10-08 2016-01-29 352 377 -25 -25 4. GREAT PLAINS ENERGY INC 2015-12-17 2016-02-01 111 109 2 2 15. MGM MIRAGE 2015-05-28 2016-02-01 301 302 -1 -1 7. MGM MIRAGE 2014-10-17 2016-02-01 141 152 -11 -11 7. PORTLAND GENERAL ELECTRIC CO 2013-09-17 2016-02-01 271 198 73 73 1.204 ROYAL DUTCH SHELL PLC ADR A 2015-06-22 2016-02-02 50 75 -25 -25 39.796 ROYAL DUTCH SHELL PLC ADR A 2006-03-24 2016-02-02 1650 2613 -963 -963 5. VMWARE INC CLASS A 2015-09-02 2016-02-02 223 403 -180 -180 12. VMWARE INC CLASS A 2015-01-20 2016-02-02 535 911 -376 -376 23. FIRSTENERGY CORP 2013-10-18 2016-02-03 770 872 -102 -102 2.931 ROYAL DUTCH SHELL PLC ADR A 2015-09-21 2016-02-03 123 153 -30 -30 39.069 ROYAL DUTCH SHELL PLC ADR A 2006-03-24 2016-02-03 1642 2402 -760 -760 34. ARMSTRONG WORLD INDUSTRIE - WI 2013-12-17 2016-02-05 1323 1829 -506 -506 16. LUMENTUM HOLDINGS INC -W/I 2015-10-26 2016-02-05 384 238 146 146 484. MONDELEZ INTERNATIONAL 2015-09-15 2016-02-05 18382 20778 -2396 -2396 7. RALPH LAUREN CORP 2015-04-01 2016-02-05 614 953 -339 -339 9. TYSON FDS INC COM 2014-08-04 2016-02-05 514 335 179 179 792. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2013-05-08 2016-02-05 21446 27919 -6473 -6473 21. MONDELEZ INTERNATIONAL 2015-09-15 2016-02-08 779 902 -123 -123 115. MONDELEZ INTERNATIONAL 2015-09-15 2016-02-08 4183 4937 -754 -754 42. SOLARWINDS INC MERGED 02/05/2016 @ $60.10 P/S 2015-09-04 2016-02-08 2524 1674 850 850 17. WEX INC 2015-09-23 2016-02-08 1008 1541 -533 -533 258. INVESCO LTD ISIN BMG491BT1088 SEDOL B28XP76 2013-05-08 2016-02-08 6648 8493 -1845 -1845 15. CF INDUSTRIES HOLDINGS INC 2015-02-23 2016-02-09 427 931 -504 -504 25. CF INDUSTRIES HOLDINGS INC 2014-07-09 2016-02-09 711 1218 -507 -507 11. GAP INC 2015-05-28 2016-02-09 268 421 -153 -153 8. GAP INC 2014-04-14 2016-02-09 195 303 -108 -108 10. GAP INC 2015-07-13 2016-02-09 237 376 -139 -139 22. GAP INC 2014-04-14 2016-02-09 521 815 -294 -294 2. APTARGROUP INC 2015-09-21 2016-02-10 148 135 13 13 22. ARGAN INC 2015-09-04 2016-02-10 641 863 -222 -222 3. BRIGHT HORIZONS FAMILY SOLUT 2015-09-22 2016-02-10 186 196 -10 -10 26. CARDINAL FINL CORP MERGED 04/24/17 2015-09-04 2016-02-10 471 569 -98 -98 65. FIRST DATA CORP- CLASS A 2015-10-15 2016-02-10 659 1014 -355 -355 48. GRAPHIC PACKAGING HLDG CO 2015-09-04 2016-02-10 573 670 -97 -97 66. HALOZYME THERAPEUTICS INC 2015-09-04 2016-02-10 476 1125 -649 -649 3. INC RESEARCH HOLDINGS INC-A 2015-09-22 2016-02-10 112 137 -25 -25 18. LANNETT INC 2015-09-04 2016-02-10 440 959 -519 -519 5. LIGAND PHARMACEUTICALS 2015-09-04 2016-02-10 448 451 -3 -3 22. MAXIMUS INC 2015-09-04 2016-02-10 1015 1391 -376 -376 12. MINERALS TECHNOLOGIES INC 2015-09-04 2016-02-10 527 596 -69 -69 11. NEXSTAR MEDIA GROUP INC 2015-09-04 2016-02-10 402 482 -80 -80 172. NOVO NORDISK A S ADR 2013-06-11 2016-02-10 8408 6459 1949 1949 5. RALPH LAUREN CORP 2015-09-18 2016-02-10 426 552 -126 -126 18. RALPH LAUREN CORP 2015-04-01 2016-02-10 1532 2323 -791 -791 18. VASCULAR SOLUTIONS, INC. 2015-09-04 2016-02-10 465 608 -143 -143 144. TEEKAY TANKERS LTD CL A SEDOL B29VHY0 2015-09-04 2016-02-10 546 929 -383 -383 8. ARGAN INC 2015-09-04 2016-02-11 228 304 -76 -76 .42 IBERDROLA SA SPON ADR 2008-10-24 2016-02-11 11 11 31. VASCULAR SOLUTIONS, INC. 2015-09-04 2016-02-11 764 1040 -276 -276 8. PACKAGING CORP OF AMERICA COM 2015-04-22 2016-02-12 377 575 -198 -198 9. PACKAGING CORP OF AMERICA COM 2014-02-04 2016-02-12 424 558 -134 -134 18. PACKAGING CORP OF AMERICA COM 2013-04-17 2016-02-12 844 817 27 27 14. DASSAULT SYSTEMS SA SPON ADR 2007-10-01 2016-02-16 1053 470 583 583 18. DORMAN PRODUCTS INC 2015-03-12 2016-02-16 762 859 -97 -97 49. PRINCIPAL FINANCIAL GROUP COM 2009-05-06 2016-02-16 1748 1007 741 741 210. STANLEY BLACK & DECKER INC 2015-06-10 2016-02-16 19531 22524 -2993 -2993 11. STANLEY BLACK & DECKER INC 2015-06-10 2016-02-16 1024 1168 -144 -144 24. TRIUMPH GROUP INC NEW 2013-08-26 2016-02-16 592 1694 -1102 -1102 35. VOYA FINL INC COM 2013-05-02 2016-02-16 980 697 283 283 5. CONCHO RESOURCES INC 2015-06-08 2016-02-17 474 610 -136 -136 5. CONCHO RESOURCES INC 2015-06-08 2016-02-17 478 589 -111 -111 96. FIRST HORIZON NATL CORP 2015-02-18 2016-02-17 1184 1387 -203 -203 109. STANLEY BLACK & DECKER INC 2015-06-10 2016-02-17 10133 11570 -1437 -1437 5. AFFILIATED MANAGERS GROUP INC 2015-09-01 2016-02-18 639 909 -270 -270 29. ANTERO RESOURCES CORP 2015-07-16 2016-02-18 706 910 -204 -204 102. KEYCORP NEW 2016-01-04 2016-02-18 1078 1321 -243 -243 13. SALLY BEAUTY CO IN-W/I 2015-10-26 2016-02-18 405 300 105 105 8. CONCHO RESOURCES INC 2015-06-08 2016-02-19 744 893 -149 -149 44. IBERDROLA SA SPON ADR 2009-02-02 2016-02-19 1168 1377 -209 -209 27. NOBLE ENERGY INC COM 2015-08-14 2016-02-19 784 987 -203 -203 29. NOBLE ENERGY INC COM 2015-09-17 2016-02-19 842 968 -126 -126 4. CONCHO RESOURCES INC 2015-12-23 2016-02-22 376 373 3 3 5. CONCHO RESOURCES INC 2015-07-09 2016-02-22 470 548 -78 -78 7. TYSON FDS INC COM 2014-06-20 2016-02-22 442 257 185 185 15. UNITED CONTINENTAL HOLDINGS INC 2015-04-08 2016-02-22 826 883 -57 -57 2. ENDO INTERNATIONAL PLC SEDOL BJ3V905 2015-08-24 2016-02-22 100 150 -50 -50 10. ENDO INTERNATIONAL PLC SEDOL BJ3V905 2014-04-24 2016-02-22 500 625 -125 -125 3. CABOT CORP 2015-05-04 2016-02-23 131 132 -1 -1 4. CABOT CORP 2015-01-06 2016-02-23 175 170 5 5 55. TAIWAN SEMICONDUCTOR MTG CO ADR 2013-06-20 2016-02-23 1280 960 320 320 13. SANDISK CORP 2016-01-26 2016-02-24 870 802 68 68 10. XILINX INC COM 2015-07-09 2016-02-24 472 431 41 41 14. XILINX INC COM 2015-09-02 2016-02-24 661 565 96 96 755. ICICI BANK LTD SPON ADR 2010-03-05 2016-02-25 3962 6010 -2048 -2048 14. CHENIERE ENERGY INC COM NEW 2016-02-17 2016-02-26 510 406 104 104 33. ENVISION HEALTHCARE HOLDINGS MERGED 12/02/16 2014-09-29 2016-02-26 722 1147 -425 -425 38. URBAN OUTFITTERS INC 2015-12-21 2016-02-26 1018 875 143 143 10. WILLIAMS SONOMA INC 2015-09-25 2016-02-26 542 788 -246 -246 8. BROADSOFT INC 2014-01-09 2016-02-29 295 222 73 73 3. GREAT PLAINS ENERGY INC 2015-07-29 2016-02-29 88 77 11 11 19. GREAT PLAINS ENERGY INC 2009-05-14 2016-02-29 560 298 262 262 2. GREAT PLAINS ENERGY INC 2015-12-17 2016-02-29 59 54 5 5 8. MERGED 04/25/16 @53.28 SEE 37940X102 2014-02-28 2016-02-29 754 332 422 422 14. LUMENTUM HOLDINGS INC -W/I 2015-10-26 2016-02-29 336 208 128 128 41. ANTERO RESOURCES CORP 2015-07-16 2016-03-01 900 1181 -281 -281 7. LUMENTUM HOLDINGS INC -W/I 2015-10-26 2016-03-01 169 104 65 65 9. PORTLAND GENERAL ELECTRIC CO 2007-06-14 2016-03-01 344 253 91 91 270. APPLE INC 2013-10-09 2016-03-02 27066 19595 7471 7471 290. SKYWORKS SOLUTIONS INC COM 2014-03-21 2016-03-02 19948 11143 8805 8805 7. EDGEWELL PERSONAL CARE CO-WI 2014-12-02 2016-03-03 550 681 -131 -131 6. SENSIENT TECHNOLOGIES CORP 2014-02-27 2016-03-03 350 327 23 23 14. ENDO INTERNATIONAL PLC SEDOL BJ3V905 2014-04-24 2016-03-03 604 867 -263 -263 18. ENDO INTERNATIONAL PLC SEDOL BJ3V905 2015-10-22 2016-03-03 776 911 -135 -135 15. ANTERO RESOURCES CORP 2015-07-31 2016-03-04 363 416 -53 -53 23. ANTERO RESOURCES CORP 2015-09-18 2016-03-04 557 542 15 15 7. SENSIENT TECHNOLOGIES CORP 2012-07-24 2016-03-04 410 263 147 147 2. VMWARE INC CLASS A 2015-01-29 2016-03-04 100 150 -50 -50 16. VMWARE INC CLASS A 2015-10-13 2016-03-04 800 1107 -307 -307 510. BG GROUP PLC SPON ADR 2006-03-24 2016-03-07 7748 7115 633 633 118. BG GROUP PLC SPON ADR 2006-03-24 2016-03-07 1793 1483 310 310 7. SCRIPPS NETWORKS INTERAC CL A 2015-06-08 2016-03-07 445 476 -31 -31 2. SCRIPPS NETWORKS INTERAC CL A 2013-02-21 2016-03-07 127 123 4 4 6. SENSIENT TECHNOLOGIES CORP 2012-07-24 2016-03-07 350 211 139 139 43. OASIS PETROLEUM INC 2012-12-07 2016-03-09 265 1221 -956 -956 6. WILLIAMS SONOMA INC 2015-09-25 2016-03-10 341 445 -104 -104 8. KIRBY CORP 2015-01-12 2016-03-11 481 650 -169 -169 630. KROGER CO 2014-05-06 2016-03-11 24218 14613 9605 9605 5. LINCOLN NATIONAL CORP 2015-10-27 2016-03-14 200 256 -56 -56 18. LINCOLN NATIONAL CORP 2013-12-26 2016-03-14 721 934 -213 -213 17. DELPHI AUTOMOTIVE PLC SEDOL B783TY6 2016-01-14 2016-03-14 1184 1116 68 68 6. PIONEER NAT RES CO 2015-02-18 2016-03-17 858 948 -90 -90 155. SNAP-ON INC COM 2014-09-11 2016-03-17 24182 19399 4783 4783 15. SNAP-ON INC COM 2014-09-11 2016-03-17 2340 1875 465 465 50. STAPLES INC COM 2014-05-20 2016-03-17 503 584 -81 -81 16. D R HORTON INC 2016-02-25 2016-03-18 488 432 56 56 10. DDR CORP 2013-05-16 2016-03-21 170 193 -23 -23 11. BRIGHT HORIZONS FAMILY SOLUT 2015-09-04 2016-03-22 697 704 -7 -7 1. CRACKER BARREL OLD COUNTRY 2015-06-02 2016-03-22 151 146 5 5 18. HILL-ROM HOLDINGS INC 2015-10-27 2016-03-22 874 929 -55 -55 36. NATUS MEDICAL INC 2014-09-24 2016-03-22 1388 1161 227 227 1. NATUS MEDICAL INC 2016-01-27 2016-03-22 39 38 1 1 1. TYLER TECHNOLOGIES INC 2015-07-02 2016-03-22 125 130 -5 -5 1. TYLER TECHNOLOGIES INC 2015-09-24 2016-03-22 125 149 -24 -24 2. VAIL RESORTS INC 2015-11-11 2016-03-22 256 232 24 24 4. VENTAS INC 2016-01-08 2016-03-22 243 227 16 16 1. AMBARELLA INC SEDOL B7KH3G6 2016-01-27 2016-03-22 41 37 4 4 11. AMBARELLA INC SEDOL B7KH3G6 2015-09-04 2016-03-22 449 819 -370 -370 6. OM ASSET MANAGEMENT PLC SEDOL BQVC8B3 2015-09-08 2016-03-22 76 100 -24 -24 5. NATUS MEDICAL INC 2014-09-24 2016-03-23 189 141 48 48 21. OM ASSET MANAGEMENT PLC SEDOL BQVC8B3 2015-09-04 2016-03-23 259 347 -88 -88 5. FEDERAL REALTY INVT TRUST SH BEN INT NEW REIT 2015-09-30 2016-03-24 762 681 81 81 6. MID AMER APT CMNTYS INC 2016-02-03 2016-03-24 588 560 28 28 90. OM ASSET MANAGEMENT PLC SEDOL BQVC8B3 2015-09-04 2016-03-24 1088 1439 -351 -351 4. OM ASSET MANAGEMENT PLC SEDOL BQVC8B3 2015-10-13 2016-03-24 48 51 -3 -3 10. FORTUNE BRANDS HOME & SEC 2014-07-23 2016-03-28 547 427 120 120 34. RLJ LODGING TRUST 2014-05-27 2016-03-29 758 1073 -315 -315 14. KIRBY CORP 2015-01-12 2016-03-30 848 1125 -277 -277 5. CABOT CORP 2015-01-06 2016-03-31 244 213 31 31 21. TYSON FDS INC COM 2014-06-20 2016-03-31 1409 767 642 642 5. CLECO CORP NEW MERGED 04/14/16 @ $55.37 P/S 2016-02-29 2016-04-01 276 230 46 46 22. CSL LTD-SPONSORED ADR ADR SEDOL BN5TD14 2010-08-24 2016-04-01 845 307 538 538 16. EAGLE BANCORP INC 2013-01-23 2016-04-01 758 546 212 212 12. MERGED 04/25/16 @53.28 SEE 37940X102 2014-02-28 2016-04-01 1153 478 675 675 3. TELEFLEX INC 2008-03-18 2016-04-01 468 148 320 320 20. TEVA PHARMA INDS ADR 1 ADR REPRESENTS 10 SHS 2013-01-03 2016-04-01 1086 754 332 332 30. UNITED CONTINENTAL HOLDINGS INC 2015-05-21 2016-04-01 1709 1611 98 98 3. EAGLE BANCORP INC 2013-01-23 2016-04-04 139 56 83 83 17. NATIONAL GRID PLC SP ADR REV SPLIT 05/22/17 2015-08-17 2016-04-04 1211 1165 46 46 18. CLECO CORP NEW MERGED 04/14/16 @ $55.37 P/S 2016-02-29 2016-04-05 994 829 165 165 2. EAGLE BANCORP INC 2013-01-23 2016-04-05 94 37 57 57 3. F5 NETWORKS INC COM 2015-12-18 2016-04-05 310 295 15 15 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2015-08-13 2016-04-05 73 72 1 1 38. STAPLES INC COM 2014-06-06 2016-04-05 414 427 -13 -13 1. TELEFLEX INC 2009-08-13 2016-04-05 156 46 110 110 29. D R HORTON INC 2016-02-25 2016-04-06 881 784 97 97 9. EXLSERVICE HOLDINGS INC 2013-09-19 2016-04-06 466 264 202 202 33. INVESTORS BANCORP INC NEW 2014-05-02 2016-04-06 373 349 24 24 4. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2015-11-19 2016-04-06 168 140 28 28 11. LIBERTY MEDIA CORP - C W/I EXCH 04/15/16 SEE XXX-XX-XXXX 2015-07-07 2016-04-08 413 393 20 20 3. LIBERTY MEDIA CORP - C W/I EXCH 04/15/16 SEE XXX-XX-XXXX 2015-01-21 2016-04-08 113 105 8 8 4. CASEYS GENERAL STORES INC 2010-11-04 2016-04-11 435 159 276 276 90. IMPERIAL OIL LTD CL A CONV 2006-03-24 2016-04-11 2811 3093 -282 -282 3. CASEYS GENERAL STORES INC 2011-03-09 2016-04-13 320 111 209 209 24. KAO CORP ADS ADR 2006-03-24 2016-04-13 1273 631 642 642 9. MAXIM INTEGRATED PRODS INC COM 2016-01-11 2016-04-13 334 298 36 36 27. PACWEST BANCORP 2015-09-03 2016-04-13 1030 1131 -101 -101 2. CURTISS WRIGHT CORP 2015-08-05 2016-04-14 154 136 18 18 3. CURTISS WRIGHT CORP 2013-01-25 2016-04-14 230 110 120 120 47. INVESTORS BANCORP INC NEW 2013-05-01 2016-04-14 542 390 152 152 474. SVENSKA HANDELSB A UNSPON ADR 2012-07-20 2016-04-14 2984 2639 345 345 3. TELEFLEX INC 2009-04-16 2016-04-14 470 117 353 353 2. TELEFLEX INC 2009-04-15 2016-04-15 311 78 233 233 54. INVESTORS BANCORP INC NEW 2013-05-01 2016-04-18 622 416 206 206 1. TELEFLEX INC 2009-04-15 2016-04-18 156 39 117 117 8. VENTAS INC 2016-01-08 2016-04-18 509 454 55 55 3. NIELSEN HOLDINGS PLC SEDOL BWFY550 2016-02-03 2016-04-18 160 142 18 18 .858 TOTAL FINA S A 2006-03-24 2016-04-19 35 54 -19 -19 80. WEATHERFORD INTERNATIONAL LTD NEW SEDOL BLNN369 2016-03-02 2016-04-19 646 484 162 162 12. AMSURG CORP MERGED 12/01/16 2015-09-04 2016-04-20 929 949 -20 -20 36. CHENIERE ENERGY INC COM NEW 2016-02-11 2016-04-20 1336 903 433 433 22. CHUY'S HOLDINGS INC 2015-11-24 2016-04-20 689 734 -45 -45 4. CRAY INC 2016-02-10 2016-04-20 162 139 23 23 3. DYCOM INDUSTRIES INC 2015-09-04 2016-04-20 203 217 -14 -14 15. FRANCESCAS HOLDINGS CORP 2016-02-10 2016-04-20 265 250 15 15 16. MYRIAD GENETICS INC 2015-11-24 2016-04-20 576 701 -125 -125 5. US CONCRETE INC 2015-09-04 2016-04-20 330 265 65 65 16. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2016-01-29 2016-04-20 484 373 111 111 7. LIBERTY FORMULA ONE SERIES C 2013-04-12 2016-04-21 124 126 -2 -2 3. LIBERTY BRAVES SERIES C 2013-04-12 2016-04-21 51 53 -2 -2 36. VODAFONE GROUP PLC-SP ADR ADR SEDOL B59DQN9 2009-08-24 2016-04-21 1199 1448 -249 -249 6. FORTUNE BRANDS HOME & SEC 2014-07-23 2016-04-22 341 235 106 106 8. ANALOG DEVICES INC 2016-03-09 2016-04-25 470 442 28 28 24. STAPLES INC COM 2014-06-06 2016-04-25 248 270 -22 -22 59. XCEL ENERGY INC COM 2016-01-07 2016-04-25 2297 2141 156 156 22. DISCOVERY COMMUNICATIONS CL A 2015-02-25 2016-04-26 621 729 -108 -108 6. MOHAWK INDS INC 2014-09-22 2016-04-26 1185 831 354 354 4. VORNADO REALTY TRUST 2016-03-07 2016-04-26 389 368 21 21 1. VORNADO REALTY TRUST 2015-09-30 2016-04-26 97 90 7 7 3. MYLAN N V 2015-08-24 2016-04-26 135 152 -17 -17 9. MYLAN N V 2016-01-20 2016-04-26 404 459 -55 -55 3. MYLAN N V 2015-03-02 2016-04-26 135 173 -38 -38 30. MYLAN N V 2015-08-24 2016-04-27 1336 1379 -43 -43 18. MYLAN N V 2016-01-11 2016-04-27 801 809 -8 -8 .5 LIBERTY FORMULA ONE SERIES C 2013-04-12 2016-04-28 9 8 1 1 183. AMERIPRISE FINANCIAL INC 2015-01-23 2016-04-29 17561 23737 -6176 -6176 8. CURTISS WRIGHT CORP 2013-01-25 2016-04-29 615 294 321 321 7. PERRIGO CO LTD SEDOL BGH1M56 2016-01-27 2016-04-29 667 1010 -343 -343 17. AMERIPRISE FINANCIAL INC 2015-01-23 2016-05-02 1654 2204 -550 -550 10. SCRIPPS NETWORKS INTERAC CL A 2013-02-21 2016-05-02 616 616 10. AETNA INC NEW 2013-05-31 2016-05-04 1135 617 518 518 10. ALASKA AIR GROUP INC 2015-11-17 2016-05-04 690 785 -95 -95 30. ALTRIA GROUP INC 2013-05-13 2016-05-04 1904 1110 794 794 20. AMERICAN ELECTRIC POWER INC 2015-10-15 2016-05-04 1309 1172 137 137 20. AMERICAN WATER WORKS CO INC 2016-02-09 2016-05-04 1492 1312 180 180 10. AMGEN INC 2014-08-07 2016-05-04 1543 1263 280 280 30. APPLE INC 2013-10-09 2016-05-04 2823 2080 743 743 20. BANK NEW YORK MELLON CORP COM 2016-04-29 2016-05-04 784 802 -18 -18 10. CIGNA CORP 2014-07-11 2016-05-04 1351 933 418 418 20. CVS CAREMARK CORP 2013-02-21 2016-05-04 2080 1037 1043 1043 20. CELANESE CORP-SERIES A 2015-10-26 2016-05-04 1410 1397 13 13 90. CISCO SYS INC COM 2015-03-26 2016-05-04 2369 2448 -79 -79 20. CINTAS CORP 2015-05-26 2016-05-04 1794 1714 80 80 30. COMCAST CORPORATION CL A 2014-07-22 2016-05-04 1833 1642 191 191 10. CONSTELLATION BRANDS INC CL A 2014-05-16 2016-05-04 1588 822 766 766 4. CURTISS WRIGHT CORP 2013-01-25 2016-05-04 304 144 160 160 30. D R HORTON INC 2015-10-16 2016-05-04 885 900 -15 -15 2. DIAMOND BACK ENERGY INC 2015-05-08 2016-05-04 171 150 21 21 20. DISNEY WALT CO 2014-02-20 2016-05-04 2072 1584 488 488 30. DOW CHEMICAL CO 2015-04-29 2016-05-04 1534 1553 -19 -19 20. DR PEPPER SNAPPLE GROUP INC 2015-05-04 2016-05-04 1853 1524 329 329 20. EDWARDS LIFESCIENCES CORP 2015-02-06 2016-05-04 2078 1342 736 736 20. EXXON MOBIL CORP 2014-11-17 2016-05-04 1756 1900 -144 -144 10. FACEBOOK INC A 2016-03-02 2016-05-04 1175 1096 79 79 20. FOOT LOCKER INC 2014-04-02 2016-05-04 1233 961 272 272 10. GENERAL DYNAMICS CORP 2015-06-01 2016-05-04 1412 1406 6 6 40. GENERAL ELEC CO COM 2010-01-26 2016-05-04 1200 664 536 536 10. GILEAD SCIENCES INC COM 2015-09-14 2016-05-04 859 1093 -234 -234 20. HOME DEPOT INC COM 2015-11-09 2016-05-04 2691 2482 209 209 20. HONEYWELL INTL INC 2015-07-20 2016-05-04 2257 2124 133 133 20. HORMEL FOODS CORP 2016-02-08 2016-05-04 776 803 -27 -27 10. ILLINOIS TOOL WORKS INC COM 2016-02-17 2016-05-04 1035 950 85 85 50. J P MORGAN CHASE & CO COM 2015-08-13 2016-05-04 3073 3383 -310 -310 20. JOHNSON & JOHNSON COM 2011-05-16 2016-05-04 2244 1330 914 914 30. KROGER CO 2014-05-07 2016-05-04 1045 692 353 353 10. L BRANDS INC 2014-09-25 2016-05-04 794 679 115 115 20. LAM RESEARCH CORP 2015-06-01 2016-05-04 1505 1668 -163 -163 30. LINCOLN NATIONAL CORP 2014-09-12 2016-05-04 1263 1644 -381 -381 10. LOCKHEED MARTIN CORP 2013-11-25 2016-05-04 2346 1417 929 929 30. MICROSOFT CORP 2015-12-18 2016-05-04 1498 1645 -147 -147 30. NIKE INC CL B 2015-08-05 2016-05-04 1788 1755 33 33 10. NORTHROP GRUMMAN CORPORATION 2015-02-20 2016-05-04 2099 1714 385 385 10. O REILLY AUTOMOTIVE INC 2015-12-16 2016-05-04 2682 2561 121 121 10. PPG INDS INC COM 2015-03-02 2016-05-04 1085 1185 -100 -100 60. PFIZER INC COM 2015-10-27 2016-05-04 2011 2101 -90 -90 40. PRINCIPAL FINANCIAL GROUP COM 2015-08-13 2016-05-04 1655 2278 -623 -623 10. PUBLIC STORAGE INC 2015-09-03 2016-05-04 2579 2032 547 547 7. RAYMOND JAMES FINANCIAL INC 2015-04-09 2016-05-04 360 398 -38 -38 5. RAYMOND JAMES FINANCIAL INC 2015-06-29 2016-05-04 257 298 -41 -41 10. RAYTHEON COMPANY 2016-01-29 2016-05-04 1259 1273 -14 -14 30. SCHLUMBERGER LTD COM 2014-03-31 2016-05-04 2267 2930 -663 -663 30. TEXAS INSTRS INC COM 2015-11-11 2016-05-04 1703 1736 -33 -33 10. THERMO ELECTRON CORP COM 2015-08-20 2016-05-04 1444 1330 114 114 20. TOTAL FINA S A 2015-08-12 2016-05-04 970 1014 -44 -44 10. TRACTOR SUPPLY CO COM 2015-04-21 2016-05-04 943 905 38 38 20. THE TRAVELERS COS INC 2015-08-13 2016-05-04 2193 2144 49 49 10. TYSON FDS INC COM 2016-03-11 2016-05-04 669 675 -6 -6 10. UNIVERSAL HEALTH SERVICES INC CLASS B 2015-08-21 2016-05-04 1343 1408 -65 -65 40. VERIZON COMMUNICATIONS COM 2013-05-15 2016-05-04 2037 2139 -102 -102 20. VISA INC CLASS A SHARES 2013-02-08 2016-05-04 1533 788 745 745 30. WEC ENERGY GROUP INC 2009-02-26 2016-05-04 1807 619 1188 1188 50. WELLS FARGO & CO NEW COM 2009-08-13 2016-05-04 2438 1385 1053 1053 20. WYNDHAM WORLDWIDE CORP 2015-12-16 2016-05-04 1398 1476 -78 -78 10. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2015-07-13 2016-05-04 1137 1006 131 131 20. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-06-25 2016-05-04 1185 1219 -34 -34 10. CHECK POINT SOFTWARE COM 2014-08-29 2016-05-04 819 707 112 112 15. ANALOG DEVICES INC 2016-03-09 2016-05-05 842 828 14 14 785. CISCO SYS INC COM 2014-06-05 2016-05-05 20601 19822 779 779 127. MICROSOFT CORP 2015-12-18 2016-05-05 6342 6966 -624 -624 3683.612 TEMPLETON GLOBAL BOND FUND AD FUND 2012-04-25 2016-05-05 41293 47951 -6658 -6658 10. TESORO CORP NAME CHANGE 8/1/2017 2016-03-15 2016-05-05 783 851 -68 -68 55. WEATHERFORD INTERNATIONAL LTD NEW SEDOL BLNN369 2016-03-02 2016-05-05 327 333 -6 -6 280. APPLE INC 2009-03-13 2016-05-06 25896 15515 10381 10381 765. CISCO SYS INC COM 2011-11-11 2016-05-06 20123 16339 3784 3784 5. EAGLE BANCORP INC 2013-01-23 2016-05-06 240 92 148 148 39. FINISAR CORPORATION 2015-12-10 2016-05-06 624 457 167 167 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2009-10-08 2016-05-06 70 21 49 49 2. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2015-08-13 2016-05-06 141 138 3 3 11. GENERAC HOLDINGS INC 2015-05-12 2016-05-06 379 469 -90 -90 16. KAR AUCTION SERVICES INC 2012-07-11 2016-05-06 622 272 350 350 344. L BRANDS INC 2014-09-25 2016-05-06 23911 23353 558 558 16. L BRANDS INC 2014-09-25 2016-05-06 1109 1086 23 23 12. MKS INSTRS INC 2013-04-11 2016-05-06 427 338 89 89 2. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2015-07-17 2016-05-06 77 69 8 8 3. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2015-11-19 2016-05-06 115 105 10 10 2. MATTHEWS INTL CORP CL A 2012-03-23 2016-05-06 102 64 38 38 16. MICROSOFT CORP 2015-12-18 2016-05-06 798 878 -80 -80 40. MICROSOFT CORP 2009-11-02 2016-05-06 2003 1115 888 888 77. MICROSOFT CORP 2015-12-18 2016-05-06 3856 4223 -367 -367 .661 OLD NATIONAL BANCORP INDIANA 2015-10-13 2016-05-06 8 8 6. SCRIPPS NETWORKS INTERAC CL A 2013-02-21 2016-05-06 388 369 19 19 25. FIRSTENERGY CORP 2013-10-18 2016-05-09 832 892 -60 -60 23. KAO CORP ADS ADR 2006-05-24 2016-05-10 1284 597 687 687 3. ALLIANCE DATA SYSTEMS CORP. 2016-04-11 2016-05-12 615 636 -21 -21 4. CABELAS INC 2014-07-24 2016-05-12 196 221 -25 -25 8. FINISAR CORPORATION 2015-12-10 2016-05-12 128 94 34 34 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2008-12-17 2016-05-12 71 21 50 50 4. KAR AUCTION SERVICES INC 2012-07-11 2016-05-12 158 68 90 90 25. DISCOVERY COMMUNICATIONS CL A 2015-02-25 2016-05-13 702 819 -117 -117 4. CABELAS INC 2015-07-06 2016-05-19 189 202 -13 -13 1. CABELAS INC 2015-05-18 2016-05-19 47 52 -5 -5 2. F5 NETWORKS INC COM 2015-12-18 2016-05-19 209 197 12 12 16. FINISAR CORPORATION 2015-12-10 2016-05-19 252 188 64 64 8. KAR AUCTION SERVICES INC 2012-07-11 2016-05-19 317 135 182 182 350. THE TRAVELERS COS INC 2014-05-01 2016-05-19 38526 31762 6764 6764 90. THE TRAVELERS COS INC 2015-08-13 2016-05-19 9907 9650 257 257 42. GAP INC 2016-03-11 2016-05-20 740 1253 -513 -513 134. LINCOLN NATIONAL CORP 2014-09-12 2016-05-20 6001 7343 -1342 -1342 4. ALLIANCE DATA SYSTEMS CORP. 2016-04-11 2016-05-23 823 816 7 7 3. DIAMOND BACK ENERGY INC 2014-10-22 2016-05-23 260 200 60 60 225. LINCOLN NATIONAL CORP 2013-11-12 2016-05-23 9986 11213 -1227 -1227 2. DIAMOND BACK ENERGY INC 2014-10-22 2016-05-24 174 133 41 41 13. EQT CORPORATION 2016-05-03 2016-05-24 902 886 16 16 3. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2008-12-17 2016-05-24 220 63 157 157 401. LINCOLN NATIONAL CORP 2013-11-12 2016-05-24 18084 19505 -1421 -1421 5. PERKINELMER INC 2016-02-08 2016-05-24 270 215 55 55 10. AETNA INC NEW 2013-05-31 2016-05-25 1134 617 517 517 20. ALASKA AIR GROUP INC 2015-11-17 2016-05-25 1336 1569 -233 -233 10. ALPHABET INC/CA-CL A 2015-11-02 2016-05-25 7386 7441 -55 -55 50. ALTRIA GROUP INC 2013-05-13 2016-05-25 3200 1849 1351 1351 20. AMERICAN ELECTRIC POWER INC 2015-10-15 2016-05-25 1269 1172 97 97 20. AMERICAN WATER WORKS CO INC 2016-02-09 2016-05-25 1466 1312 154 154 20. AMGEN INC 2014-08-07 2016-05-25 3108 2526 582 582 30. APPLE INC 2009-03-13 2016-05-25 2982 410 2572 2572 8. APTARGROUP INC 2015-09-21 2016-05-25 611 541 70 70 40. BANK NEW YORK MELLON CORP COM 2016-04-29 2016-05-25 1690 1605 85 85 10. CIGNA CORP 2014-07-11 2016-05-25 1290 933 357 357 30. CVS CAREMARK CORP 2013-02-21 2016-05-25 2934 1556 1378 1378 30. CELANESE CORP-SERIES A 2015-10-26 2016-05-25 2145 2096 49 49 40. CISCO SYS INC COM 2011-11-11 2016-05-25 1156 763 393 393 30. CINTAS CORP 2015-05-26 2016-05-25 2806 2571 235 235 50. COMCAST CORPORATION CL A 2014-07-22 2016-05-25 3129 2737 392 392 20. CONSTELLATION BRANDS INC CL A 2014-05-16 2016-05-25 3146 1644 1502 1502 11. CRAY INC 2016-02-10 2016-05-25 359 382 -23 -23 50. D R HORTON INC 2015-10-16 2016-05-25 1525 1500 25 25 30. DISNEY WALT CO 2014-02-07 2016-05-25 3006 2340 666 666 40. DOW CHEMICAL CO 2015-04-29 2016-05-25 2127 2071 56 56 30. DR PEPPER SNAPPLE GROUP INC 2015-05-04 2016-05-25 2761 2286 475 475 40. EDWARDS LIFESCIENCES CORP 2015-02-06 2016-05-25 4014 2684 1330 1330 2. EURONET WORLDWIDE INC 2015-09-04 2016-05-25 160 136 24 24 30. EXXON MOBIL CORP 2014-11-17 2016-05-25 2704 2851 -147 -147 30. FACEBOOK INC A 2016-05-06 2016-05-25 3536 3577 -41 -41 30. FOOT LOCKER INC 2014-04-02 2016-05-25 1645 1441 204 204 110. FORD MTR CO DEL COM PAR $0.01 2016-05-06 2016-05-25 1488 1479 9 9 10. GENERAL DYNAMICS CORP 2015-06-01 2016-05-25 1429 1406 23 23 60. GENERAL ELEC CO COM 2010-01-26 2016-05-25 1811 996 815 815 10. GILEAD SCIENCES INC COM 2015-09-14 2016-05-25 865 1093 -228 -228 20. HOME DEPOT INC COM 2015-11-09 2016-05-25 2662 2482 180 180 30. HONEYWELL INTL INC 2015-07-20 2016-05-25 3443 3186 257 257 30. HORMEL FOODS CORP 2016-02-08 2016-05-25 1039 1205 -166 -166 20. ILLINOIS TOOL WORKS INC COM 2016-02-17 2016-05-25 2103 1899 204 204 12. INGRAM MICRO INC CL A 2015-10-27 2016-05-25 420 347 73 73 60. J P MORGAN CHASE & CO COM 2015-08-13 2016-05-25 3937 4060 -123 -123 30. JOHNSON & JOHNSON COM 2011-05-16 2016-05-25 3402 1995 1407 1407 79. KONE OYJ B UNSPON ADR 2015-02-03 2016-05-25 1765 1791 -26 -26 40. KROGER CO 2014-05-07 2016-05-25 1400 922 478 478 30. LAM RESEARCH CORP 2015-06-01 2016-05-25 2419 2503 -84 -84 10. LOCKHEED MARTIN CORP 2013-11-25 2016-05-25 2408 1417 991 991 5. MARKETAXESS HLDGS INC 2015-09-04 2016-05-25 691 477 214 214 30. MICROSOFT CORP 2009-11-02 2016-05-25 1570 837 733 733 40. NIKE INC CL B 2015-08-05 2016-05-25 2245 2340 -95 -95 30. NORTHERN TRUST CORP 2016-05-20 2016-05-25 2217 2157 60 60 20. NORTHROP GRUMMAN CORPORATION 2015-02-20 2016-05-25 4290 3428 862 862 10. O REILLY AUTOMOTIVE INC 2015-12-16 2016-05-25 2627 2561 66 66 20. PPG INDS INC COM 2015-03-02 2016-05-25 2166 2370 -204 -204 90. PFIZER INC COM 2015-10-27 2016-05-25 3089 3152 -63 -63 50. PRINCIPAL FINANCIAL GROUP COM 2015-08-13 2016-05-25 2220 2848 -628 -628 10. PUBLIC STORAGE INC 2015-09-03 2016-05-25 2534 2032 502 502 10. RAYTHEON COMPANY 2016-01-29 2016-05-25 1296 1273 23 23 20. S&P GLOBAL INC 2016-05-24 2016-05-25 2224 2222 2 2 10. SS&C TECHNOLOGIES HOLDINGS 2015-09-04 2016-05-25 606 674 -68 -68 16. ST JUDE MEDICAL INC 2016-03-24 2016-05-25 1234 864 370 370 40. SCHLUMBERGER LTD COM 2014-03-31 2016-05-25 3104 3813 -709 -709 3. TELEFLEX INC 2015-09-04 2016-05-25 480 388 92 92 40. TEXAS INSTRS INC COM 2015-11-11 2016-05-25 2410 2315 95 95 10. THERMO ELECTRON CORP COM 2015-08-20 2016-05-25 1512 1330 182 182 60. TOTAL FINA S A 2015-08-12 2016-05-25 2958 3042 -84 -84 20. TRACTOR SUPPLY CO COM 2015-04-21 2016-05-25 1902 1810 92 92 2. TYLER TECHNOLOGIES INC 2015-07-02 2016-05-25 302 260 42 42 20. TYSON FDS INC COM 2016-03-11 2016-05-25 1297 1351 -54 -54 10. UNIVERSAL HEALTH SERVICES INC CLASS B 2015-08-21 2016-05-25 1358 1408 -50 -50 30. VANTIV INC CLASS A 2016-05-09 2016-05-25 1626 1665 -39 -39 60. VERIZON COMMUNICATIONS COM 2013-05-15 2016-05-25 2992 3208 -216 -216 20. VISA INC CLASS A SHARES 2013-02-08 2016-05-25 1581 788 793 793 50. WEC ENERGY GROUP INC 2009-02-26 2016-05-25 2934 1032 1902 1902 60. WELLS FARGO & CO NEW COM 2009-08-13 2016-05-25 3038 1662 1376 1376 1. WESTERN REFINING INC 2016-01-27 2016-05-25 22 32 -10 -10 15. WESTERN REFINING INC 2015-09-04 2016-05-25 334 606 -272 -272 20. WYNDHAM WORLDWIDE CORP 2015-12-16 2016-05-25 1343 1476 -133 -133 10. ACCENTURE PLC CLASS A SEDOL B4BNMY3 2015-07-13 2016-05-25 1188 1006 182 182 9. STERIS PLC SEDOL BVVBC02 2015-11-03 2016-05-25 628 680 -52 -52 30. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-06-25 2016-05-25 1769 1829 -60 -60 20. CHECK POINT SOFTWARE COM 2014-08-29 2016-05-25 1720 1414 306 306 190. GENERAL ELEC CO COM 2010-01-26 2016-05-26 5708 3153 2555 2555 35. NORTHROP GRUMMAN CORPORATION 2015-02-20 2016-05-26 7489 5999 1490 1490 946. UNI CHARM CORP SPON ADR 2010-08-17 2016-05-26 3558 2549 1009 1009 4. CABELAS INC 2015-07-06 2016-05-27 197 201 -4 -4 1. CABELAS INC 2014-11-06 2016-05-27 49 49 11. DARLING INGREDIENTS INC 2013-12-13 2016-05-27 165 209 -44 -44 72. DEUTSCHE TELEKOM AG SPONSORED ADR 2007-04-16 2016-05-27 1266 1304 -38 -38 5. DIAMOND BACK ENERGY INC 2014-10-22 2016-05-27 454 333 121 121 50. NORTHROP GRUMMAN CORPORATION 2015-07-20 2016-05-27 10699 8498 2201 2201 5. NORTHROP GRUMMAN CORPORATION 2015-02-20 2016-05-27 1070 857 213 213 3. DIAMOND BACK ENERGY INC 2014-10-22 2016-05-31 275 173 102 102 27. WASTE CONNECTIONS INC 2016-04-29 2016-06-01 1793 1811 -18 -18 17. WESTAR ENERGY INC 2016-02-12 2016-06-01 958 771 187 187 263. HORMEL FOODS CORP 2016-02-08 2016-06-02 9002 10560 -1558 -1558 56. HORMEL FOODS CORP 2016-02-08 2016-06-02 1923 2249 -326 -326 291. HORMEL FOODS CORP 2016-02-05 2016-06-03 10081 11538 -1457 -1457 6. VULCAN MATERIALS CO 2016-02-05 2016-06-03 688 547 141 141 16. XL GROUP PLC EXCH 7/25/16 2009-07-27 2016-06-06 537 224 313 313 5. CABELAS INC 2015-07-29 2016-06-07 251 216 35 35 3. CABELAS INC 2014-11-06 2016-06-07 151 148 3 3 46. AIR LIQUIDE ADR 2007-10-01 2016-06-08 987 880 107 107 53. AIR LIQUIDE ADR 2016-02-12 2016-06-08 1137 1116 21 21 14. M&T BK CORP 2016-02-01 2016-06-08 1660 1521 139 139 18. M&T BK CORP 2015-10-16 2016-06-08 2134 2134 2. EVEREST RE GROUP LTD 2016-03-07 2016-06-08 353 388 -35 -35 13. EVEREST RE GROUP LTD 2006-03-24 2016-06-08 2295 1059 1236 1236 53. E*TRADE FINANCIAL CORP 2016-05-04 2016-06-10 1367 1337 30 30 16. CARDINAL FINL CORP MERGED 04/24/17 2015-09-04 2016-06-14 346 350 -4 -4 17. INGRAM MICRO INC CL A 2015-10-27 2016-06-14 592 492 100 100 11. INTRA-CELLULAR THERAPIES INC 2016-03-22 2016-06-14 422 306 116 116 4. LABORATORY CORP OF AMERICA HLDG 2015-09-02 2016-06-14 512 463 49 49 4. LABORATORY CORP OF AMERICA HLDG 2016-01-14 2016-06-14 512 446 66 66 4. LABORATORY CORP OF AMERICA HLDG 2015-06-03 2016-06-14 512 468 44 44 6. MANHATTAN ASSOCS INC 2015-09-04 2016-06-14 391 350 41 41 4. MARKETAXESS HLDGS INC 2015-09-04 2016-06-14 566 381 185 185 9. MORNINGSTAR INC 2015-09-22 2016-06-14 726 735 -9 -9 6. NACCO INDUSTRIES INC CLASS A 2016-04-21 2016-06-14 337 366 -29 -29 34. OLD NATIONAL BANCORP INDIANA 2015-10-13 2016-06-14 429 402 27 27 10. PINNACLE FOODS INC 2015-09-04 2016-06-14 435 446 -11 -11 10. SS&C TECHNOLOGIES HOLDINGS 2015-09-04 2016-06-14 577 670 -93 -93 50. SHELL MIDSTREAM PARTNERS LP 2016-02-10 2016-06-14 1647 1620 27 27 5. SYNAPTICS INC 2015-09-04 2016-06-14 310 350 -40 -40 4. TELEFLEX INC 2015-09-04 2016-06-14 692 514 178 178 21. VIRTUSA CORP 2015-09-04 2016-06-14 696 1091 -395 -395 10. WEST PHARMACEUTICAL SVCS INC 2015-03-30 2016-06-14 751 586 165 165 27. CARDINAL FINL CORP MERGED 04/24/17 2015-09-04 2016-06-15 587 591 -4 -4 1. CARDINAL FINL CORP MERGED 04/24/17 2016-01-27 2016-06-15 22 18 4 4 9. MORNINGSTAR INC 2015-09-22 2016-06-15 725 735 -10 -10 80. ALASKA AIR GROUP INC 2015-11-17 2016-06-16 4832 6276 -1444 -1444 80. CVS CAREMARK CORP 2013-02-21 2016-06-16 7631 4149 3482 3482 11. FIDELITY NATIONAL INFORMATION 2015-05-06 2016-06-16 811 702 109 109 13. LINCOLN NATIONAL CORP 2015-10-27 2016-06-16 539 667 -128 -128 9. LINCOLN NATIONAL CORP 2013-08-15 2016-06-16 373 383 -10 -10 9. SCANA CORP W/I 2015-03-12 2016-06-16 643 478 165 165 186. ALASKA AIR GROUP INC 2015-11-16 2016-06-17 11137 14482 -3345 -3345 12. GULFPORT ENERGY CORP NEW 2015-09-11 2016-06-17 393 383 10 10 54. ALASKA AIR GROUP INC 2015-11-16 2016-06-20 3231 4119 -888 -888 7. MATTEL INC 2016-04-27 2016-06-20 230 225 5 5 46. STARWOOD PROPERTY TRUST INC 2013-07-01 2016-06-20 957 1294 -337 -337 7. VULCAN MATERIALS CO 2016-02-05 2016-06-20 803 635 168 168 18. ZIONS BANCORP 2015-01-06 2016-06-20 487 483 4 4 .324 BP PLC SPONSORED ADR 2006-03-24 2016-06-21 11 23 -12 -12 6. CABELAS INC 2015-10-28 2016-06-21 296 230 66 66 13. DARLING INGREDIENTS INC 2013-12-13 2016-06-21 196 245 -49 -49 7. EXLSERVICE HOLDINGS INC 2013-09-13 2016-06-21 363 202 161 161 3. FAIR ISAAC CORPORATION 2015-03-10 2016-06-21 333 257 76 76 3. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2009-10-05 2016-06-21 225 63 162 162 19. OWENS ILL INC COM NEW 2016-03-04 2016-06-21 365 295 70 70 126. EDWARDS LIFESCIENCES CORP 2015-02-06 2016-06-23 12480 8455 4025 4025 3. EXLSERVICE HOLDINGS INC 2013-09-13 2016-06-23 155 85 70 70 2. FAIR ISAAC CORPORATION 2015-03-10 2016-06-23 225 168 57 57 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2009-01-08 2016-06-23 76 20 56 56 110. PRINCIPAL FINANCIAL GROUP COM 2015-08-13 2016-06-23 4898 6265 -1367 -1367 648. PRINCIPAL FINANCIAL GROUP COM 2014-08-05 2016-06-23 28852 32414 -3562 -3562 92. SYSMEX CORP UNSPONSORED ADR 2012-05-18 2016-06-23 3175 875 2300 2300 2. CABOT CORP 2015-01-06 2016-06-24 92 85 7 7 13. DARLING INGREDIENTS INC 2013-05-16 2016-06-24 188 244 -56 -56 144. EDWARDS LIFESCIENCES CORP 2015-02-06 2016-06-24 13891 9628 4263 4263 1. EXLSERVICE HOLDINGS INC 2013-09-10 2016-06-24 51 28 23 23 2. FAIR ISAAC CORPORATION 2015-03-10 2016-06-24 217 168 49 49 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2009-01-08 2016-06-24 74 20 54 54 27. MGM MIRAGE 2012-02-15 2016-06-24 640 480 160 160 122. PRINCIPAL FINANCIAL GROUP COM 2014-08-05 2016-06-24 4953 6018 -1065 -1065 15. VOYA FINL INC COM 2016-06-10 2016-06-24 407 457 -50 -50 26. ZIONS BANCORP 2015-01-06 2016-06-24 664 697 -33 -33 6. LINCOLN NATIONAL CORP 2013-08-15 2016-06-27 218 255 -37 -37 5. MAXIM INTEGRATED PRODS INC COM 2016-01-11 2016-06-27 169 166 3 3 1. MAXIM INTEGRATED PRODS INC COM 2015-05-13 2016-06-27 34 32 2 2 4. RAYMOND JAMES FINANCIAL INC 2014-04-14 2016-06-27 187 220 -33 -33 5. EXLSERVICE HOLDINGS INC 2013-09-10 2016-06-28 246 142 104 104 2. FAIR ISAAC CORPORATION 2015-03-10 2016-06-28 213 168 45 45 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2008-12-22 2016-06-28 72 20 52 52 .795 ROYAL DUTCH SHELL PLC ADR A 2016-06-27 2016-06-28 41 39 2 2 8. ANACOR PHARMACEUTICALS INC MERGED 06/24/16 @ $99.25 P/S 2015-11-11 2016-06-29 794 820 -26 -26 1. EXLSERVICE HOLDINGS INC 2013-09-10 2016-06-29 49 28 21 21 2. FAIR ISAAC CORPORATION 2015-03-10 2016-06-29 217 168 49 49 2. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2008-12-22 2016-06-29 145 40 105 105 1. PERKINELMER INC 2016-02-08 2016-06-29 51 43 8 8 74. BROCADE COMMUNICATIONS SYS 2014-10-03 2016-06-30 667 854 -187 -187 364. FOOT LOCKER INC 2014-04-02 2016-06-30 19996 17487 2509 2509 33. FOOT LOCKER INC 2014-04-02 2016-06-30 1815 1585 230 230 1. G & K SERVICES INC CL A MERGED 3/21/17 @ $97.50 P/S 2008-12-31 2016-06-30 75 20 55 55 7. VENTAS INC 2015-09-28 2016-06-30 503 394 109 109 5. VENTAS INC 2016-01-08 2016-06-30 359 284 75 75 44. CARDTRONICS INC MERGED 7/1/16 2016-01-27 2016-07-01 1752 1482 270 270 123. FOOT LOCKER INC 2014-04-02 2016-07-01 6749 5874 875 875 8. ST JUDE MEDICAL INC 2016-03-24 2016-07-05 623 432 191 191 11. APTARGROUP INC 2015-09-21 2016-07-06 865 743 122 122 4. DYCOM INDUSTRIES INC 2015-09-04 2016-07-06 359 289 70 70 5. GRAND CANYON EDUCATION INC 2015-09-04 2016-07-06 195 186 9 9 1. GRAND CANYON EDUCATION INC 2016-01-27 2016-07-06 39 38 1 1 25. INGRAM MICRO INC CL A 2015-10-27 2016-07-06 873 723 150 150 1. INGRAM MICRO INC CL A 2016-01-27 2016-07-06 35 28 7 7 44. JABIL CIRCUIT 2015-11-11 2016-07-06 794 1059 -265 -265 1. JABIL CIRCUIT 2016-01-27 2016-07-06 18 19 -1 -1 13. JOHN BEAN TECHNOLOGY 2015-09-04 2016-07-06 783 457 326 326 1. JOHN BEAN TECHNOLOGY 2016-01-27 2016-07-06 60 43 17 17 14. NEUROCRINE BIOSCIENCES INC 2015-09-04 2016-07-06 667 677 -10 -10 1. NEUROCRINE BIOSCIENCES INC 2016-01-27 2016-07-06 48 47 1 1 6. NEUROCRINE BIOSCIENCES INC 2015-02-19 2016-07-06 286 223 63 63 3.55 OLD NATIONAL BANCORP INDIANA 2016-01-27 2016-07-06 43 42 1 1 43.45 OLD NATIONAL BANCORP INDIANA 2015-10-13 2016-07-06 528 513 15 15 6. PINNACLE FOODS INC 2015-09-04 2016-07-06 281 267 14 14 1. PINNACLE FOODS INC 2016-01-27 2016-07-06 47 42 5 5 2. PINNACLE FOODS INC 2013-04-01 2016-07-06 94 45 49 49 3. PIONEER NAT RES CO 2015-02-26 2016-07-06 449 443 6 6 4. TYLER TECHNOLOGIES INC 2015-07-02 2016-07-06 669 521 148 148 6. US CONCRETE INC 2015-09-04 2016-07-06 367 318 49 49 4. VAIL RESORTS INC 2015-11-11 2016-07-06 554 463 91 91 4. WEST PHARMACEUTICAL SVCS INC 2015-03-30 2016-07-06 304 234 70 70 4. WEST PHARMACEUTICAL SVCS INC 2015-09-04 2016-07-06 304 220 84 84 15. LUXOFT HLDG INC CL A SEDOL BBMT8Y1 2015-09-04 2016-07-06 725 940 -215 -215 1. AMSURG CORP MERGED 12/01/16 2014-08-01 2016-07-07 77 46 31 31 11. DARLING INGREDIENTS INC 2013-04-04 2016-07-07 163 195 -32 -32 9. DARLING INGREDIENTS INC 2013-01-08 2016-07-08 132 151 -19 -19 4. SEMPRA ENERGY 2014-10-09 2016-07-08 453 425 28 28 5. AMSURG CORP MERGED 12/01/16 2010-04-26 2016-07-11 397 202 195 195 10. CONSOLIDATED EDISON INC 2016-06-27 2016-07-11 802 795 7 7 7. DARLING INGREDIENTS INC 2013-01-08 2016-07-11 105 115 -10 -10 2. EXLSERVICE HOLDINGS INC 2013-09-10 2016-07-11 108 57 51 51 1. FAIR ISAAC CORPORATION 2015-03-10 2016-07-11 115 84 31 31 11. NEWFIELD EXPLORATION CO 2015-07-16 2016-07-11 480 384 96 96 9. OWENS ILL INC COM NEW 2016-03-04 2016-07-11 157 140 17 17 1. TREEHOUSE FOODS INC WHEN ISS 2015-08-26 2016-07-11 103 78 25 25 2. TREEHOUSE FOODS INC WHEN ISS 2015-07-07 2016-07-11 207 158 49 49 10. BROADSOFT INC 2014-01-09 2016-07-12 435 273 162 162 3. EXLSERVICE HOLDINGS INC 2013-09-11 2016-07-12 161 85 76 76 6. EXPRESS INC 2012-08-20 2016-07-12 88 102 -14 -14 6. EXPRESS INC 2015-12-07 2016-07-12 88 101 -13 -13 3. FAIR ISAAC CORPORATION 2015-03-10 2016-07-12 345 252 93 93 3. L-3 COMMUNICATIONS HLDGS INC COM 2016-03-29 2016-07-12 448 357 91 91 20. OWENS ILL INC COM NEW 2016-03-03 2016-07-12 358 301 57 57 30. SEVEN & I HOLDINGS UNSPN ADR 2009-03-12 2016-07-12 646 300 346 346 35. ZIONS BANCORP 2015-03-11 2016-07-12 887 934 -47 -47 9. ANADARKO PETROLEUM CORP 2016-02-26 2016-07-13 500 347 153 153 8. EXLSERVICE HOLDINGS INC 2013-11-05 2016-07-13 434 197 237 237 1. FAIR ISAAC CORPORATION 2015-09-22 2016-07-13 119 83 36 36 2. FAIR ISAAC CORPORATION 2015-03-10 2016-07-13 237 168 69 69 12. OWENS ILL INC COM NEW 2016-03-03 2016-07-13 216 177 39 39 .813 TOTAL FINA S A 2006-03-24 2016-07-13 39 51 -12 -12 375. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-01-28 2016-07-13 22116 21728 388 388 2. EXLSERVICE HOLDINGS INC 2013-11-05 2016-07-14 109 47 62 62 3. LABORATORY CORP OF AMERICA HLDG 2016-01-14 2016-07-14 408 335 73 73 1. LABORATORY CORP OF AMERICA HLDG 2014-06-26 2016-07-14 136 100 36 36 3. PERKINELMER INC 2016-02-08 2016-07-14 168 129 39 39 1. PERKINELMER INC 2013-04-26 2016-07-14 56 30 26 26 205. TE CONNECTIVITY LTD SEDOL B62B7C3 ISIN CH0102993182 2014-01-28 2016-07-14 12209 11641 568 568 18. GULFPORT ENERGY CORP NEW 2015-09-11 2016-07-15 545 570 -25 -25 8. CENTENE CORP 2016-04-26 2016-07-18 576 530 46 46 3. MKS INSTRS INC 2013-04-30 2016-07-18 139 80 59 59 23. NIELSEN HOLDINGS PLC SEDOL BWFY550 2016-02-03 2016-07-18 1245 1090 155 155 2. MKS INSTRS INC 2013-04-10 2016-07-19 92 53 39 39 170. ALLIANZ SE SPON ADR 2008-06-24 2016-07-20 2353 3080 -727 -727 14. WPP PLC ADR 2006-03-24 2016-07-20 1556 845 711 711 2. BUFFALO WILD WINGS INC 2016-04-05 2016-07-21 267 293 -26 -26 3. CELANESE CORP-SERIES A 2015-07-10 2016-07-21 209 204 5 5 80. CELANESE CORP-SERIES A 2015-10-26 2016-07-21 5582 5589 -7 -7 152. DOW CHEMICAL CO 2015-04-28 2016-07-21 7972 7855 117 117 28. DOW CHEMICAL CO 2015-04-28 2016-07-21 1467 1443 24 24 117.386 KONINKLIJKE AHOLD F ADR REV SPLIT 7/20/16 2010-11-18 2016-07-21 159 159 159 291.614 KONINKLIJKE AHOLD F ADR REV SPLIT 7/20/16 2014-09-04 2016-07-21 393 393 393 40. PPG INDS INC COM 2015-02-27 2016-07-21 4341 4735 -394 -394 60. PPG INDS INC COM 2015-02-27 2016-07-21 6504 7076 -572 -572 37. CELANESE CORP-SERIES A 2015-07-10 2016-07-22 2589 2518 71 71 12. NEWMONT MINING CORPORATION(NEW) 2016-05-19 2016-07-22 492 407 85 85 18. NUCOR CORP 2016-03-03 2016-07-22 947 895 52 52 10. MATTEL INC 2016-04-27 2016-07-25 325 322 3 3 12. MAXIM INTEGRATED PRODS INC COM 2013-10-25 2016-07-25 465 361 104 104 7. FIDELITY NATIONAL INFORMATION 2015-05-06 2016-07-26 559 447 112 112 2. BERRY GLOBAL GROUP INC 2015-07-31 2016-07-27 82 68 14 14 12. CONSOLIDATED EDISON INC 2016-06-15 2016-07-27 957 933 24 24 3. DR PEPPER SNAPPLE GROUP INC 2016-05-06 2016-07-27 286 278 8 8 11. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-12 2016-07-27 1121 1109 12 12 .938 KONINKLIJKE AHOLD DELHAIZE ADR SEDOL BD9FL92 2010-11-03 2016-07-27 23 15 8 8 8. MOLSON COORS BREWING COMPANY 2016-02-02 2016-07-27 727 730 -3 -3 4. MOLSON COORS BREWING COMPANY 2016-02-02 2016-07-27 369 365 4 4 3. PERKINELMER INC 2012-01-19 2016-07-27 166 70 96 96 16. WHOLE FOODS MKT INC COM 2015-07-30 2016-07-27 546 582 -36 -36 9. WHOLE FOODS MKT INC COM 2014-07-31 2016-07-27 307 337 -30 -30 1. BROADSOFT INC 2014-01-09 2016-07-29 44 27 17 17 4. BROADSOFT INC 2014-01-09 2016-08-01 179 108 71 71 11. DR PEPPER SNAPPLE GROUP INC 2016-05-06 2016-08-01 1082 1021 61 61 2. MARTIN MARIETTA MATLS INC 2015-05-05 2016-08-01 397 295 102 102 25. SYNCHRONY FINANCIAL 2016-02-24 2016-08-01 701 683 18 18 34. AMEREN CORP 2016-02-09 2016-08-02 1775 1573 202 202 19. AMERICAN WATER WORKS CO INC 2016-02-12 2016-08-02 1563 1256 307 307 37. AMETEK INC NEW 2016-04-29 2016-08-02 1718 1759 -41 -41 34. ANADARKO PETROLEUM CORP 2016-02-18 2016-08-02 1716 1300 416 416 61. ANTERO RESOURCES CORP 2016-06-10 2016-08-02 1561 1730 -169 -169 15. ATMOS ENERGY CORP 2016-02-12 2016-08-02 1185 1053 132 132 19. BAKER HUGHES INC 2016-04-22 2016-08-02 870 896 -26 -26 18. BEMIS COMPANY 2016-07-20 2016-08-02 904 947 -43 -43 19. WR BERKLEY CORP 2015-06-29 2016-08-02 1102 994 108 108 21. WR BERKLEY CORP 2015-08-12 2016-08-02 1218 1185 33 33 4. BIOMARIN PHARMACEUTICAL INC 2016-08-02 2016-08-02 391 403 -12 -12 129. BRIXMOR PROPERTY GROUP INC 2014-06-26 2016-08-02 3630 3079 551 551 10. BRIXMOR PROPERTY GROUP INC 2016-08-02 2016-08-02 281 280 1 1 192. BROCADE COMMUNICATIONS SYS 2014-10-03 2016-08-02 1731 1988 -257 -257 5. BROCADE COMMUNICATIONS SYS 2016-04-06 2016-08-02 45 48 -3 -3 155. CIGNA CORP 2014-07-11 2016-08-02 19261 14457 4804 4804 35. CIGNA CORP 2014-07-11 2016-08-02 4340 3264 1076 1076 26. CMS ENERGY CORP 2016-05-12 2016-08-02 1172 1081 91 91 45. CABOT OIL & GAS CORP COM 2016-04-12 2016-08-02 1062 1067 -5 -5 34. CELANESE CORP-SERIES A 2012-12-21 2016-08-02 2108 1743 365 365 26. CENTENE CORP 2016-03-29 2016-08-02 1780 1673 107 107 15. CIMAREX ENERGY CO 2016-02-25 2016-08-02 1724 1263 461 461 146. CITIZENS FINANCIAL GROUP 2015-03-26 2016-08-02 3204 3640 -436 -436 22. CITIZENS FINANCIAL GROUP 2015-10-30 2016-08-02 483 530 -47 -47 43. COMERICA INC 2016-03-29 2016-08-02 1886 1680 206 206 56. CONAGRA FOODS INC 2014-10-24 2016-08-02 2614 1915 699 699 45. CORNING INC 2016-05-27 2016-08-02 996 909 87 87 34. DDR CORP 2016-02-09 2016-08-02 664 550 114 114 130. DDR CORP 2013-05-16 2016-08-02 2538 2379 159 159 50. DEVON ENERGY CORP NEW 2016-07-05 2016-08-02 1758 1811 -53 -53 35. DISH NETWORK CORP CL A 2016-06-07 2016-08-02 1753 1854 -101 -101 4988.914 EATON VANCE FLOATING RATE FUND CLASS I 2012-04-25 2016-08-02 43553 45000 -1447 -1447 7. EDGEWELL PERSONAL CARE CO-WI 2016-01-29 2016-08-02 557 509 48 48 12. EDGEWELL PERSONAL CARE CO-WI 2014-06-23 2016-08-02 955 1078 -123 -123 182. ENCANA CORP 2016-05-12 2016-08-02 1387 1278 109 109 22. EXPEDIA INC DEL NEW CLASS I 2016-02-12 2016-08-02 2483 2325 158 158 33. FMC TECHNOLOGIES INC 2016-06-23 2016-08-02 794 925 -131 -131 11. FEDERAL REALTY INVT TRUST SH BEN INT NEW REIT 2015-09-30 2016-08-02 1849 1499 350 350 10. F5 NETWORKS INC COM 2015-12-18 2016-08-02 1225 954 271 271 4636.126 FIDELITY ADVISOR FLOATING HIGH INCOME FUND I 2012-04-25 2016-08-02 43811 45575 -1764 -1764 16. FIDELITY NATIONAL INFORMATION 2015-05-06 2016-08-02 1254 1010 244 244 16. FIDELITY NATIONAL INFORMATION 2016-03-11 2016-08-02 1254 984 270 270 17. FIRSTENERGY CORP 2015-12-22 2016-08-02 569 529 40 40 40. FIRSTENERGY CORP 2014-09-24 2016-08-02 1339 1387 -48 -48 27. FORTUNE BRANDS HOME & SEC 2014-07-23 2016-08-02 1693 1057 636 636 124. FREEPORT-MCMORAN COPPER & GOLD INC CL B 2016-07-22 2016-08-02 1514 1558 -44 -44 46. GALLAGHER ARTHUR J & CO 2014-01-02 2016-08-02 2249 2159 90 90 270. GILEAD SCIENCES INC COM 2015-09-14 2016-08-02 21547 29499 -7952 -7952 32. GULFPORT ENERGY CORP NEW 2016-02-23 2016-08-02 881 826 55 55 14. GULFPORT ENERGY CORP NEW 2015-09-28 2016-08-02 385 414 -29 -29 19. HAIN CELESTIAL GROUP INC COM 2016-04-12 2016-08-02 975 852 123 123 39. HANESBRANDS INC - W/I 2016-02-08 2016-08-02 1000 927 73 73 9. HUBBELL INC 2016-02-02 2016-08-02 943 801 142 142 89. HUNTINGTON BANCSHARES INC 2015-10-02 2016-08-02 819 934 -115 -115 57. HUNTINGTON BANCSHARES INC 2016-05-02 2016-08-02 524 579 -55 -55 217. HUNTINGTON BANCSHARES INC 2013-09-18 2016-08-02 1996 1911 85 85 31. IAC / INTERACTIVECORP-W/I 2015-09-23 2016-08-02 1796 1944 -148 -148 38. INTERSIL CORPORATION 2016-03-07 2016-08-02 569 514 55 55 90. JETBLUE AIRWAYS 2016-07-18 2016-08-02 1536 1681 -145 -145 9. L-3 COMMUNICATIONS HLDGS INC COM 2016-03-29 2016-08-02 1346 1070 276 276 19. LABORATORY CORP OF AMERICA HLDG 2014-06-26 2016-08-02 2636 1890 746 746 66. LIBERTY INTERACTIVE CORP QVC GROUP SER A 2016-04-12 2016-08-02 1717 1716 1 1 30. LIBERTY SIRIUSXM SERIES C 2013-04-12 2016-08-02 1013 724 289 289 32. LINCOLN NATIONAL CORP 2013-07-18 2016-08-02 1356 1324 32 32 9. LINCOLN NATIONAL CORP 2016-01-29 2016-08-02 381 350 31 31 92. MFA FINANCIAL INC 2016-03-04 2016-08-02 684 636 48 48 38. MGM MIRAGE 2012-05-22 2016-08-02 897 412 485 485 56. MACY'S INC 2016-04-22 2016-08-02 1863 2083 -220 -220 3. MARTIN MARIETTA MATLS INC 2016-01-29 2016-08-02 589 358 231 231 9. MARTIN MARIETTA MATLS INC 2015-04-20 2016-08-02 1766 1276 490 490 42. MATCH GROUP INC 2016-03-03 2016-08-02 646 504 142 142 29. MATTEL INC 2016-04-27 2016-08-02 940 915 25 25 39. MAXIM INTEGRATED PRODS INC COM 2013-12-16 2016-08-02 1566 1064 502 502 53. MICRON TECHNOLOGY INC 2016-07-25 2016-08-02 695 744 -49 -49 15. MID AMER APT CMNTYS INC 2015-03-31 2016-08-02 1571 1157 414 414 3. MID AMER APT CMNTYS INC 2016-02-03 2016-08-02 314 280 34 34 6. MOLSON COORS BREWING COMPANY 2016-02-02 2016-08-02 605 548 57 57 15. MOLSON COORS BREWING COMPANY 2016-02-04 2016-08-02 1513 1457 56 56 15. NEWFIELD EXPLORATION CO 2016-02-19 2016-08-02 609 332 277 277 33. NEWFIELD EXPLORATION CO 2015-07-16 2016-08-02 1339 1137 202 202 48. NEWMONT MINING CORPORATION(NEW) 2016-05-19 2016-08-02 2184 1784 400 400 37. NUCOR CORP 2016-02-05 2016-08-02 1945 1502 443 443 16. OLD DOMINION FGHT LINES INC 2016-07-19 2016-08-02 1096 1036 60 60 38. PG&E CORP 2014-05-21 2016-08-02 2432 1693 739 739 37. PPL CORPORATION COM 2016-02-03 2016-08-02 1374 1363 11 11 15. PINNACLE WEST CAPITAL CORP 2016-02-12 2016-08-02 1182 1006 176 176 10. PIONEER NAT RES CO 2015-06-19 2016-08-02 1563 1376 187 187 4. PIONEER NAT RES CO 2016-01-06 2016-08-02 625 463 162 162 33. RLJ LODGING TRUST 2014-05-27 2016-08-02 773 917 -144 -144 58. RLJ LODGING TRUST 2015-08-25 2016-08-02 1358 1181 177 177 39. RAYMOND JAMES FINANCIAL INC 2013-09-04 2016-08-02 2078 1718 360 360 9. RAYMOND JAMES FINANCIAL INC 2015-09-29 2016-08-02 480 435 45 45 63. SLM CORP 2016-01-20 2016-08-02 444 335 109 109 283. SLM CORP 2009-08-04 2016-08-02 1992 1948 44 44 36. SALLY BEAUTY CO IN-W/I 2015-10-26 2016-08-02 1030 832 198 198 27. SCANA CORP W/I 2009-10-14 2016-08-02 2030 959 1071 1071 30. SEMPRA ENERGY 2010-06-30 2016-08-02 3321 1974 1347 1347 8. SIGNATURE BK NEW YORK N Y 2016-07-27 2016-08-02 945 986 -41 -41 14. SKYWORKS SOLUTIONS INC COM 2016-06-21 2016-08-02 905 933 -28 -28 25. STANLEY BLACK & DECKER INC 2016-04-20 2016-08-02 3030 2732 298 298 36. STARWOOD PROPERTY TRUST INC 2016-01-29 2016-08-02 780 680 100 100 60. STARWOOD PROPERTY TRUST INC 2013-07-01 2016-08-02 1301 1446 -145 -145 40. SYMANTEC CORP COM 2016-04-28 2016-08-02 824 757 67 67 66. SYMANTEC CORP COM 2015-10-08 2016-08-02 1360 1352 8 8 127. SYNCHRONY FINANCIAL 2016-02-24 2016-08-02 3480 3402 78 78 19. TAUBMAN CTRS INC 2016-05-19 2016-08-02 1531 1301 230 230 47. TEXTRON INC 2013-05-20 2016-08-02 1793 1292 501 501 14. TEXTRON INC 2016-03-18 2016-08-02 534 500 34 34 13. VENTAS INC 2016-02-05 2016-08-02 974 732 242 242 24. VENTAS INC 2015-09-28 2016-08-02 1799 1351 448 448 16. VERTEX PHARMACEUTICALS INC 2016-02-24 2016-08-02 1543 1362 181 181 33. VIACOM INC 2016-04-21 2016-08-02 1426 1284 142 142 42. VIAVI SOLUTIONS INC -W/I 2015-10-05 2016-08-02 295 242 53 53 115. VIAVI SOLUTIONS INC -W/I 2015-04-28 2016-08-02 808 866 -58 -58 5. VORNADO REALTY TRUST 2016-06-30 2016-08-02 527 495 32 32 34. VORNADO REALTY TRUST 2015-09-30 2016-08-02 3581 2996 585 585 30. VOYA FINL INC COM 2016-06-10 2016-08-02 748 915 -167 -167 33. WASTE CONNECTIONS INC SEDOL BYVG1F6 2016-06-01 2016-08-02 2421 2211 210 210 39. WHOLE FOODS MKT INC COM 2015-11-05 2016-08-02 1172 1138 34 34 19. WILLIAMS SONOMA INC 2015-11-20 2016-08-02 979 1079 -100 -100 7. WILLIAMS SONOMA INC 2016-06-20 2016-08-02 361 374 -13 -13 56. XCEL ENERGY INC COM 2016-06-02 2016-08-02 2451 2361 90 90 34. XILINX INC COM 2016-04-28 2016-08-02 1722 1453 269 269 20. ZIMMER HOLDINGS INC 2016-06-14 2016-08-02 2602 2326 276 276 47. AXALTA COATING SYSTEMS LTD SEDOL BSFWCF5 2014-11-12 2016-08-02 1318 968 350 350 14. DELPHI AUTOMOTIVE PLC SEDOL B783TY6 2016-07-15 2016-08-02 914 940 -26 -26 27. ENDURANCE SPECIALTY HOLDINGS SEDOL 2353014 2016-06-02 2016-08-02 1782 1833 -51 -51 48. INGERSOLL-RAND PLC SEDOL: B633030 2015-08-24 2016-08-02 3168 2639 529 529 31. PENTAIR PLC SEDOL BLS09M3 2016-07-14 2016-08-02 1889 1967 -78 -78 13. PERRIGO CO LTD SEDOL BGH1M56 2016-02-08 2016-08-02 1186 1723 -537 -537 4. PERRIGO CO LTD SEDOL BGH1M56 2016-01-27 2016-08-02 365 577 -212 -212 16. XL GROUP LIMITED SEDOL BD95VZ8 2016-06-27 2016-08-02 540 488 52 52 27. XL GROUP LIMITED SEDOL BD95VZ8 2009-07-27 2016-08-02 910 378 532 532 12. CHECK POINT SOFTWARE COM 2016-07-27 2016-08-02 902 952 -50 -50 837. FORD MTR CO DEL COM PAR $0.01 2016-05-06 2016-08-05 10215 11246 -1031 -1031 75. TRACTOR SUPPLY CO COM 2015-04-21 2016-08-05 6546 6786 -240 -240 1023. FORD MTR CO DEL COM PAR $0.01 2016-05-09 2016-08-08 12479 13664 -1185 -1185 252. TRACTOR SUPPLY CO COM 2015-04-21 2016-08-08 21396 22767 -1371 -1371 13. TRACTOR SUPPLY CO COM 2015-04-22 2016-08-08 1117 1174 -57 -57 6. ABIOMED INC 2015-09-04 2016-08-09 742 565 177 177 .5 APTEVO THERAPEUTICS INC-W/I 2016-06-14 2016-08-09 1 2 -1 -1 3. APTEVO THERAPEUTICS INC-W/I 2016-06-14 2016-08-09 8 13 -5 -5 27. CALLAWAY GOLF CO 2011-03-24 2016-08-09 307 212 95 95 4. CAPITAL BANK FINANCIAL CL A 2015-09-04 2016-08-09 120 120 4. CONCERT PHARMACEUTICALS INC 2015-10-15 2016-08-09 46 93 -47 -47 4. CYTOKINETICS INC NEW 2016-06-16 2016-08-09 49 36 13 13 4. HERITAGE FINL 2015-09-22 2016-08-09 71 75 -4 -4 52. ICONIX BRAND GROUP INC 2016-03-22 2016-08-09 396 428 -32 -32 10. LANNETT INC 2016-06-14 2016-08-09 328 252 76 76 3. NACCO INDUSTRIES INC CLASS A 2016-04-21 2016-08-09 180 183 -3 -3 9. PINNACLE FOODS INC 2013-04-01 2016-08-09 444 203 241 241 10. PINNACLE FOODS INC 2013-04-01 2016-08-09 494 225 269 269 1. TEAM HEALTH HOLDINGS INC MERGED 2/6/17 @ $43.50 P/S 2016-01-27 2016-08-09 37 42 -5 -5 16. TEAM HEALTH HOLDINGS INC MERGED 2/6/17 @ $43.50 P/S 2013-01-29 2016-08-09 592 537 55 55 3. THOR INDUSTRIES INC 2015-10-27 2016-08-09 230 160 70 70 10. TORO CO 2015-12-15 2016-08-09 930 769 161 161 2. VIRTUSA CORP 2015-09-04 2016-08-09 45 104 -59 -59 4. CHIPMOS TECHNOLOGIES BERMUDA MERGED 10/31/16 @ $3.71 P/S 2016-04-25 2016-08-09 70 71 -1 -1 2. FRESH DEL MONTE PRODUCE INC 2015-09-04 2016-08-09 121 79 42 42 10. MAIDEN HOLDINGS LTD SEDOL B2RB076 2015-09-04 2016-08-09 140 141 -1 -1 15. AMERICAN EAGLE OUTFITTERS INC 2015-08-19 2016-08-10 267 253 14 14 4. AMERICAN EAGLE OUTFITTERS INC 2015-05-20 2016-08-10 71 70 1 1 15. APTEVO THERAPEUTICS INC-W/I 2016-06-14 2016-08-10 40 67 -27 -27 42. CAPITAL BANK FINANCIAL CL A 2015-09-04 2016-08-10 1231 1259 -28 -28 40. CONCERT PHARMACEUTICALS INC 2015-10-13 2016-08-10 438 863 -425 -425 37. CYTOKINETICS INC NEW 2016-06-16 2016-08-10 449 331 118 118 46. HERITAGE FINL 2015-09-22 2016-08-10 804 861 -57 -57 3. NACCO INDUSTRIES INC CLASS A 2016-04-21 2016-08-10 178 183 -5 -5 16. VIRTUSA CORP 2015-09-04 2016-08-10 356 823 -467 -467 35. CHIPMOS TECHNOLOGIES BERMUDA MERGED 10/31/16 @ $3.71 P/S 2016-04-25 2016-08-10 620 623 -3 -3 11. AMERICAN EAGLE OUTFITTERS INC 2015-05-20 2016-08-11 206 182 24 24 .422 IBERDROLA SA SPON ADR 2008-10-24 2016-08-11 11 11 12. FIRST NBC BANK HOLDING CO 2015-08-17 2016-08-16 147 444 -297 -297 12. FIRST NBC BANK HOLDING CO 2013-06-03 2016-08-16 147 407 -260 -260 7. AMERICAN EAGLE OUTFITTERS INC 2015-09-17 2016-08-17 124 115 9 9 16. AMERICAN EAGLE OUTFITTERS INC 2015-05-06 2016-08-17 283 265 18 18 12. FIRST NBC BANK HOLDING CO 2013-06-03 2016-08-17 146 303 -157 -157 7. FIRST NBC BANK HOLDING CO 2013-06-03 2016-08-18 81 172 -91 -91 2. EXPRESS INC 2015-12-07 2016-08-19 32 34 -2 -2 4. EXPRESS INC 2014-08-27 2016-08-19 64 65 -1 -1 61. CHECK POINT SOFTWARE COM 2014-08-29 2016-08-19 4638 4313 325 325 160. CHECK POINT SOFTWARE COM 2014-08-28 2016-08-22 12080 11262 818 818 3. CABOT CORP 2015-01-06 2016-08-23 149 128 21 21 119. CHECK POINT SOFTWARE COM 2014-08-28 2016-08-23 9046 8339 707 707 40. ACTUANT CORP CL A 2016-01-12 2016-08-24 963 873 90 90 18. AMSURG CORP MERGED 12/01/16 2015-09-04 2016-08-24 1144 1413 -269 -269 9. APTARGROUP INC 2015-09-21 2016-08-24 699 608 91 91 81. CELANESE CORP-SERIES A 2015-07-10 2016-08-24 5354 5512 -158 -158 4. CHEMED CORP 2015-09-04 2016-08-24 526 541 -15 -15 23. CRAY INC 2016-02-10 2016-08-24 532 799 -267 -267 82. DENNY'S CORPORATION 2015-09-04 2016-08-24 879 935 -56 -56 37. EMERGENT BIOSOLUTIONS INC 2016-06-14 2016-08-24 1038 1460 -422 -422 96. GENERAL COMMUNICATION INC CL A 2015-09-04 2016-08-24 1247 1637 -390 -390 14. LIFEPOINT HEALTH INC 2015-09-04 2016-08-24 778 1090 -312 -312 9. MOLINA HEALTHCARE INC 2015-09-04 2016-08-24 503 668 -165 -165 47. MOMENTA PHARMACEUTICALS INC 2016-02-10 2016-08-24 569 491 78 78 16. NESTLE S A SPONSORED ADR REPSTG REG SH 2014-03-12 2016-08-24 1282 1197 85 85 4. NEUROCRINE BIOSCIENCES INC 2015-02-19 2016-08-24 211 149 62 62 10. SYNAPTICS INC 2015-09-04 2016-08-24 561 701 -140 -140 3. VAIL RESORTS INC 2015-10-27 2016-08-24 478 342 136 136 9. CARDTRONICS LTD SEDOL 2016-07-01 2016-08-24 407 358 49 49 7. ACTUANT CORP CL A 2016-01-12 2016-08-25 167 153 14 14 3. AMERICAN EAGLE OUTFITTERS INC 2015-09-17 2016-08-25 57 49 8 8 3. AMERICAN EAGLE OUTFITTERS INC 2013-08-21 2016-08-25 57 45 12 12 4. CABOT CORP 2015-01-06 2016-08-25 198 170 28 28 120. CELANESE CORP-SERIES A 2015-07-10 2016-08-25 7918 8163 -245 -245 4. CHARLES RIV LABORATORIES INTL INC 2013-03-14 2016-08-25 329 187 142 142 1. CHEMED CORP 2015-09-04 2016-08-25 131 135 -4 -4 35. DENNY'S CORPORATION 2015-09-04 2016-08-25 374 394 -20 -20 4. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-08-25 416 397 19 19 4. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2016-05-19 2016-08-25 166 145 21 21 3. PERKINELMER INC 2012-01-19 2016-08-25 163 70 93 93 6. SEMTECH CORP 2015-03-17 2016-08-25 157 166 -9 -9 159. CELANESE CORP-SERIES A 2015-07-10 2016-08-26 10403 10814 -411 -411 5. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2016-05-19 2016-08-26 207 181 26 26 3. SEMTECH CORP 2015-03-17 2016-08-26 79 83 -4 -4 4. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2016-05-20 2016-08-29 165 142 23 23 1. CABOT CORP 2015-06-12 2016-08-30 51 42 9 9 59. ARM HOLDINGS PLC SPONSORED ADR 2015-10-27 2016-08-31 3920 2547 1373 1373 82. ARM HOLDINGS PLC SPONSORED ADR 2010-04-27 2016-08-31 5448 967 4481 4481 2. CABOT CORP 2015-06-12 2016-08-31 100 84 16 16 1. CARTER'S INC 2001-01-01 2016-08-31 12 12 270. DOLLAR GENERAL CORP 2016-06-30 2016-08-31 19846 25336 -5490 -5490 3. OXFORD INDUSTRIES INC 2015-12-10 2016-09-02 220 187 33 33 1. CABOT CORP 2015-06-12 2016-09-07 50 42 8 8 1. CABOT CORP 2015-10-20 2016-09-07 50 37 13 13 77. CINTAS CORP 2015-03-27 2016-09-07 9111 6474 2637 2637 450. WELLS FARGO & CO NEW COM 2009-08-13 2016-09-07 22357 12467 9890 9890 42. CINTAS CORP 2015-03-27 2016-09-08 4928 3457 1471 1471 51. CINTAS CORP 2015-02-03 2016-09-09 5834 4121 1713 1713 3. CABOT CORP 2015-10-20 2016-09-12 147 112 35 35 2. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-09-13 205 198 7 7 541. KROGER CO 2014-05-07 2016-09-13 16714 12473 4241 4241 89. KROGER CO 2014-05-07 2016-09-13 2745 2052 693 693 2. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-09-14 204 198 6 6 7. CALLAWAY GOLF CO 2009-05-22 2016-09-16 78 48 30 30 110. EXXON MOBIL CORP 2014-11-17 2016-09-16 9244 10449 -1205 -1205 84. HONEYWELL INTL INC 2015-05-26 2016-09-16 9587 8843 744 744 16. HONEYWELL INTL INC 2015-05-26 2016-09-16 1825 1676 149 149 3. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-09-16 306 297 9 9 120. SCHLUMBERGER LTD COM 2015-05-04 2016-09-16 9137 11159 -2022 -2022 1. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-09-19 103 99 4 4 .142 BP PLC SPONSORED ADR 2006-03-24 2016-09-20 5 10 -5 -5 2. BRINKER INTERNATIONAL INC 2015-09-24 2016-09-21 101 105 -4 -4 12. BRINKER INTERNATIONAL INC 2015-09-04 2016-09-21 607 643 -36 -36 1. CATO CORP NEW CLASS A 2016-01-27 2016-09-21 33 39 -6 -6 9. CATO CORP NEW CLASS A 2015-09-04 2016-09-21 296 316 -20 -20 6. CHEMED CORP 2015-09-04 2016-09-21 828 812 16 16 6. COOPER TIRE & RUBBER CO 2015-10-27 2016-09-21 214 253 -39 -39 5. CRACKER BARREL OLD COUNTRY 2015-06-02 2016-09-21 702 731 -29 -29 9. HERITAGE FINL 2015-09-22 2016-09-21 161 168 -7 -7 2. JOHN BEAN TECHNOLOGY 2015-09-04 2016-09-21 133 70 63 63 2. LIFE STORAGE INC 2016-01-12 2016-09-21 181 219 -38 -38 6. LIFE STORAGE INC 2016-01-12 2016-09-21 541 658 -117 -117 4. OMNICELL INC 2015-09-04 2016-09-21 152 133 19 19 .77 ROYAL DUTCH SHELL PLC ADR A 2016-06-27 2016-09-21 39 38 1 1 12. UMH PROPERTIES INC REITS 2016-07-07 2016-09-21 143 150 -7 -7 5. VAIL RESORTS INC 2015-10-27 2016-09-21 801 566 235 235 19. CARDTRONICS LTD SEDOL 2016-07-01 2016-09-21 811 756 55 55 77. ARM HOLDINGS PLC SPONSORED ADR 2010-04-27 2016-09-22 5132 908 4224 4224 2. CATO CORP NEW CLASS A 2015-09-24 2016-09-22 67 69 -2 -2 29. CATO CORP NEW CLASS A 2015-09-04 2016-09-22 966 1017 -51 -51 17. COOPER TIRE & RUBBER CO 2015-10-27 2016-09-22 625 712 -87 -87 10. HERITAGE FINL 2015-09-22 2016-09-22 180 187 -7 -7 5. JOHN BEAN TECHNOLOGY 2015-09-04 2016-09-22 344 176 168 168 11. OMNICELL INC 2015-09-04 2016-09-22 418 366 52 52 17. UMH PROPERTIES INC REITS 2016-07-07 2016-09-22 204 209 -5 -5 4. HERITAGE FINL 2015-09-22 2016-09-23 72 75 -3 -3 5. UMH PROPERTIES INC REITS 2016-07-07 2016-09-23 61 61 651. D R HORTON INC 2015-10-15 2016-09-26 19476 19444 32 32 13. D R HORTON INC 2015-10-15 2016-09-26 390 383 7 7 10. D R HORTON INC 2015-10-15 2016-09-26 300 294 6 6 1. HERITAGE FINL 2016-01-27 2016-09-26 18 17 1 1 12. HERITAGE FINL 2015-09-22 2016-09-26 214 225 -11 -11 15. UMH PROPERTIES INC REITS 2016-07-06 2016-09-26 181 184 -3 -3 146. D R HORTON INC 2015-10-15 2016-09-27 4388 4298 90 90 2. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-09-27 207 198 9 9 14. RANGE RES CORP 2015-06-11 2016-09-27 525 727 -202 -202 7.875 RANGE RES CORP 2016-05-23 2016-09-28 298 314 -16 -16 5.125 RANGE RES CORP 2015-06-12 2016-09-28 194 229 -35 -35 6. HORIZON GLOBAL CORP 2013-09-11 2016-09-29 123 109 14 14 12. RANGE RES CORP 2016-05-23 2016-09-29 456 479 -23 -23 61. ABB LTD SPONSORED ADR 2014-02-20 2016-09-30 1370 1531 -161 -161 66. TOKYO ELECTRON LTD ADR 2012-04-27 2016-10-04 1465 784 681 681 15. ENDURANCE SPECIALTY HOLDINGS SEDOL 2353014 2008-09-19 2016-10-05 1373 492 881 881 33. AMERICAN EAGLE OUTFITTERS INC 2013-08-21 2016-10-10 594 474 120 120 16. AMERICAN EAGLE OUTFITTERS INC 2016-05-12 2016-10-10 288 224 64 64 31. AMERICAN EAGLE OUTFITTERS INC 2014-03-11 2016-10-11 550 402 148 148 16. SAP SE SPONSORED ADR 2014-03-12 2016-10-11 1431 1229 202 202 63. TAIWAN SEMICONDUCTOR MTG CO ADR 2014-01-13 2016-10-11 1941 1075 866 866 160. PPG INDS INC COM 2015-02-27 2016-10-14 14845 18869 -4024 -4024 30. PPG INDS INC COM 2015-02-27 2016-10-14 2786 3538 -752 -752 .2 ADVANSIX INC - W/I 2015-02-02 2016-10-17 3 3 14. CALLON PETE CO DEL 2016-08-11 2016-10-17 211 184 27 27 13. BIG LOTS INC 2016-06-14 2016-10-19 580 662 -82 -82 16. BIG LOTS INC 2016-06-14 2016-10-19 714 815 -101 -101 398. CVS CAREMARK CORP 2013-02-21 2016-10-19 34375 20632 13743 13743 22. CVS CAREMARK CORP 2013-02-21 2016-10-19 1897 1140 757 757 1. FEDERAL SIGNAL CORP 2016-01-27 2016-10-19 13 14 -1 -1 1. FEDERAL SIGNAL CORP 2016-09-30 2016-10-19 13 13 102. FEDERAL SIGNAL CORP 2015-09-04 2016-10-19 1325 1405 -80 -80 11. GUIDEWIRE SOFTWARE INC 2015-11-24 2016-10-19 640 649 -9 -9 36. INNOPHOS HOLDINGS INC 2016-03-22 2016-10-19 1431 1052 379 379 1. INNOPHOS HOLDINGS INC 2016-09-30 2016-10-19 40 39 1 1 31. INTRA-CELLULAR THERAPIES INC 2016-03-22 2016-10-19 405 862 -457 -457 1. INTRA-CELLULAR THERAPIES INC 2016-09-30 2016-10-19 13 16 -3 -3 28. LANNETT INC 2016-06-14 2016-10-19 632 706 -74 -74 23. MANHATTAN ASSOCS INC 2014-10-02 2016-10-19 1207 781 426 426 12. NEUROCRINE BIOSCIENCES INC 2015-02-19 2016-10-19 529 446 83 83 1. TERADYNE INCORPORATED 2016-09-30 2016-10-19 21 22 -1 -1 90. TERADYNE INCORPORATED 2016-02-10 2016-10-19 1926 1601 325 325 1. US CONCRETE INC 2016-01-27 2016-10-19 49 44 5 5 14. US CONCRETE INC 2015-09-04 2016-10-19 692 741 -49 -49 78. MAIDEN HOLDINGS LTD SEDOL B2RB076 2015-09-04 2016-10-19 1074 1083 -9 -9 13. CALLAWAY GOLF CO 2009-05-22 2016-10-20 139 89 50 50 14. INNOPHOS HOLDINGS INC 2016-03-24 2016-10-20 579 402 177 177 2. MAIDEN HOLDINGS LTD SEDOL B2RB076 2016-01-27 2016-10-20 27 27 1. MAIDEN HOLDINGS LTD SEDOL B2RB076 2016-09-30 2016-10-20 14 13 1 1 68. MAIDEN HOLDINGS LTD SEDOL B2RB076 2015-09-04 2016-10-20 925 945 -20 -20 4. CALLAWAY GOLF CO 2009-05-22 2016-10-21 42 27 15 15 130. LOCKHEED MARTIN CORP 2013-11-22 2016-10-21 29983 18362 11621 11621 63. PUBLIC STORAGE INC 2015-09-03 2016-10-21 13324 12801 523 523 .036 UNITED OVERSEAS BK LTD SPONSORED ADR 2006-09-26 2016-10-21 1 1 5. BOSTON PRIVATE FINL HLDGS INC 2015-04-13 2016-10-24 65 62 3 3 302. MTN GROUP LTD SPONS ADR 2009-11-20 2016-10-24 2372 5422 -3050 -3050 77. PUBLIC STORAGE INC 2015-09-03 2016-10-24 16267 15560 707 707 16. STERLING BANCORP 2016-06-21 2016-10-24 272 255 17 17 13. BOSTON PRIVATE FINL HLDGS INC 2015-04-13 2016-10-25 169 162 7 7 21. NATIONAL GRID PLC SP ADR REV SPLIT 05/22/17 2012-12-17 2016-10-25 1356 1235 121 121 11. STERLING BANCORP 2015-01-08 2016-10-25 191 154 37 37 10. BOSTON PRIVATE FINL HLDGS INC 2016-01-07 2016-10-26 130 110 20 20 5. BOSTON PRIVATE FINL HLDGS INC 2015-04-13 2016-10-26 65 62 3 3 .8 ITAU UNIBANCO BANCO HOLDING SPONSERED ADR 2010-05-27 2016-10-26 9 10 -1 -1 1. TESCO PLC LITIGATION: 14 CIV. 8945-RMB 2001-01-01 2016-10-26 74 25 49 49 4. BOSTON PRIVATE FINL HLDGS INC 2016-01-08 2016-10-27 52 44 8 8 1. BOSTON PRIVATE FINL HLDGS INC 2011-06-21 2016-10-27 13 7 6 6 22. CAMBREX CORP 2016-07-06 2016-10-27 898 1156 -258 -258 4. HORIZON GLOBAL CORP 2013-03-19 2016-10-27 81 65 16 16 29. TRUEBLUE INC 2016-09-22 2016-10-27 481 671 -190 -190 50. UNIVERSAL HEALTH SERVICES INC CLASS B 2015-08-21 2016-10-27 6179 7042 -863 -863 35. UNIVERSAL HEALTH SERVICES INC CLASS B 2015-08-21 2016-10-27 4268 4930 -662 -662 2. WATTS WATER TECHNOLOGIES INC CLASS A 2015-03-06 2016-10-27 121 109 12 12 13. ADVANSIX INC - W/I 2015-02-02 2016-10-28 204 181 23 23 4. BOSTON PRIVATE FINL HLDGS INC 2011-06-21 2016-10-28 52 26 26 26 49. GNC HOLDINGS INC 2016-03-22 2016-10-28 673 1499 -826 -826 1. GNC HOLDINGS INC 2016-09-30 2016-10-28 14 20 -6 -6 17. RYMAN HOSPITALITY PPTYS INC 2016-08-24 2016-10-28 830 927 -97 -97 29. SYNTEL INC 2015-09-04 2016-10-28 593 1227 -634 -634 55. TOKYO ELECTRON LTD ADR 2012-06-25 2016-10-28 1215 641 574 574 95. UNIVERSAL HEALTH SERVICES INC CLASS B 2015-08-21 2016-10-28 11513 13380 -1867 -1867 137. KONE OYJ B UNSPON ADR 2015-02-03 2016-11-01 3117 3106 11 11 54. CHIPMOS TECHNOLOGIES BERMUDA MERGED 10/31/16 @ $3.71 P/S 2016-09-30 2016-11-01 200 82 118 118 .451 CHIPMOS TECHNOLOGIES INC-ADR SEDOL BD8BXG2 2016-04-20 2016-11-03 7 8 -1 -1 5. HORIZON GLOBAL CORP 2013-04-05 2016-11-03 106 76 30 30 4. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-10-10 2016-11-03 398 421 -23 -23 6. ISHARES TR RUSSELL 2000 VALUE INDEX FD 2016-07-11 2016-11-04 594 619 -25 -25 5. COHERENT INC 2009-10-12 2016-11-07 583 225 358 358 .644 TOTAL FINA S A 2016-01-22 2016-11-07 30 60 -30 -30 23.356 TOTAL FINA S A 2006-03-24 2016-11-07 1105 1471 -366 -366 7. MKS INSTRS INC 2013-04-05 2016-11-08 352 184 168 168 62. PERFORMANCE FOOD GROUP CO 2016-08-09 2016-11-09 1416 1651 -235 -235 22. REVLON INC CLASS A 2016-10-19 2016-11-09 632 775 -143 -143 40. ALTRIA GROUP INC 2013-05-13 2016-11-11 2477 1479 998 998 151. AMERICAN ELECTRIC POWER INC 2015-10-15 2016-11-11 9103 8849 254 254 220. ALTRIA GROUP INC 2013-05-13 2016-11-14 13473 8136 5337 5337 259. AMERICAN ELECTRIC POWER INC 2015-10-14 2016-11-14 15175 15078 97 97 .666 FANUC CORP ADR 2009-04-30 2016-11-15 12 5 7 7 56. ANHEUSER BUSCH INBEV SPONSORED ADR 2012-05-03 2016-11-16 5750 4171 1579 1579 .747 BANCO SANTANDER S A ADR 2006-03-24 2016-11-17 3 11 -8 -8 89. TAIWAN SEMICONDUCTOR MTG CO ADR 2012-12-05 2016-11-17 2648 1517 1131 1131 25. BOSTON PRIVATE FINL HLDGS INC 2011-06-21 2016-11-18 381 164 217 217 54. TAIWAN SEMICONDUCTOR MTG CO ADR 2008-01-02 2016-11-18 1590 531 1059 1059 12. BOSTON PRIVATE FINL HLDGS INC 2009-06-25 2016-11-21 183 64 119 119 71. A10 NETWORKS INC 2016-09-22 2016-11-22 606 750 -144 -144 10. EAGLE PHARMACEUTICALS INC 2015-09-04 2016-11-22 766 783 -17 -17 67. FLAMEL TECHNOLOGIES SA EXCH 01/03/17 2016-03-22 2016-11-22 714 747 -33 -33 1. FLAMEL TECHNOLOGIES SA EXCH 01/03/17 2016-09-30 2016-11-22 11 12 -1 -1 1. GENTHERM INC 2016-01-27 2016-11-22 31 40 -9 -9 22. GENTHERM INC 2015-09-04 2016-11-22 685 980 -295 -295 44. GLOBUS MEDICAL INC A 2015-09-04 2016-11-22 931 1029 -98 -98 1. GLOBUS MEDICAL INC A 2016-01-27 2016-11-22 21 25 -4 -4 1. GLOBUS MEDICAL INC A 2016-09-30 2016-11-22 21 23 -2 -2 4. LIGAND PHARMACEUTICALS 2015-09-04 2016-11-22 426 356 70 70 17. MICROSEMI CORP 2015-09-04 2016-11-22 943 546 397 397 1. MICROSEMI CORP 2016-09-30 2016-11-22 55 42 13 13 13. PRESTIGE BRANDS HOLDINGS INC 2015-12-15 2016-11-22 637 673 -36 -36 12. RE/MAX HOLDINGS INC-CL A 2016-09-21 2016-11-22 578 510 68 68 45. TRUEBLUE INC 2016-09-21 2016-11-22 918 1022 -104 -104 85. A10 NETWORKS INC 2016-09-21 2016-11-23 722 893 -171 -171 65. FLAMEL TECHNOLOGIES SA EXCH 01/03/17 2016-03-23 2016-11-23 684 716 -32 -32 216. COLOPLAST AS- UNSPON ADR ADR SEDOL B3WT4T2 2016-01-14 2016-11-28 1346 1680 -334 -334 222. COLOPLAST AS- UNSPON ADR ADR SEDOL B3WT4T2 2015-09-25 2016-11-28 1384 1566 -182 -182 3. EMCOR GROUP INC 2014-04-23 2016-11-29 212 140 72 72 6. WATTS WATER TECHNOLOGIES INC CLASS A 2011-11-18 2016-11-29 409 269 140 140 8. CSRA INC-W/I 2016-07-29 2016-11-30 257 216 41 41 15. DARLING INGREDIENTS INC 2013-01-08 2016-11-30 207 247 -40 -40 16. HORIZON GLOBAL CORP 2014-09-25 2016-11-30 369 214 155 155 5. MATTHEWS INTL CORP CL A 2012-03-23 2016-11-30 363 160 203 203 5. TETRA TECH INC NEW 2015-04-15 2016-11-30 217 122 95 95 12. EMPLOYERS HOLDINGS INC 2008-10-20 2016-12-01 423 159 264 264 10. SERVISFIRST BANCSHARES INC 2016-05-06 2016-12-05 741 496 245 245 4. CACI INTL INC CL A 2016-06-07 2016-12-06 525 405 120 120 3. DORMAN PRODUCTS INC 2015-03-12 2016-12-06 217 142 75 75 8. HORIZON GLOBAL CORP 2014-09-30 2016-12-06 194 104 90 90 14. PTC INC 2006-05-12 2016-12-06 652 285 367 367 6. PERKINELMER INC 2012-01-19 2016-12-06 306 140 166 166 3. SERVISFIRST BANCSHARES INC 2016-04-04 2016-12-06 224 144 80 80 8. WATTS WATER TECHNOLOGIES INC CLASS A 2007-08-22 2016-12-06 544 269 275 275 5. EMPLOYERS HOLDINGS INC 2008-10-20 2016-12-07 183 61 122 122 2. PTC INC 2006-06-14 2016-12-07 93 25 68 68 4. SERVISFIRST BANCSHARES INC 2016-04-04 2016-12-07 294 181 113 113 1. WATTS WATER TECHNOLOGIES INC CLASS A 2010-03-08 2016-12-07 69 31 38 38 15. IXIA COM 2013-08-14 2016-12-08 245 234 11 11 3. MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC 2016-06-21 2016-12-08 156 105 51 51 7. SERVISFIRST BANCSHARES INC 2016-04-04 2016-12-08 515 313 202 202 3. WATTS WATER TECHNOLOGIES INC CLASS A 2008-05-29 2016-12-08 207 84 123 123 4. CAVCO INDUSTRIES INC 2016-01-13 2016-12-09 410 330 80 80 14. EXAR CORP MERGED 05/12/17 @ $13.00 P/S 2016-10-24 2016-12-09 145 130 15 15 100. EXXON MOBIL CORP 2001-08-22 2016-12-09 8867 7866 1001 1001 37. HMS HLDGS CORP 2016-10-28 2016-12-09 688 776 -88 -88 10. JOHNSON & JOHNSON COM 2011-05-16 2016-12-09 1121 665 456 456 100. JOHNSON & JOHNSON COM 2016-08-02 2016-12-09 11209 12482 -1273 -1273 21. LANNETT INC 2016-06-14 2016-12-09 508 528 -20 -20 6. LANNETT INC 2016-06-14 2016-12-09 152 151 1 1 64. LANTHEUS HOLDINGS INC 2016-11-22 2016-12-09 588 607 -19 -19 46. LANTHEUS HOLDINGS INC 2016-11-22 2016-12-09 426 436 -10 -10 13. MICROSEMI CORP 2015-09-04 2016-12-09 726 415 311 311 1. NACCO INDUSTRIES INC CLASS A 2016-04-21 2016-12-09 93 61 32 32 60. RAYONIER INC 2016-08-09 2016-12-09 1695 1641 54 54 22. REALPAGE, INC. 2016-08-09 2016-12-09 670 562 108 108 8. SERVISFIRST BANCSHARES INC 2016-04-05 2016-12-09 598 356 242 242 10. TAILORED BRANDS INC 2014-07-30 2016-12-09 264 505 -241 -241 140. TOTAL FINA S A 2015-08-12 2016-12-09 6861 7099 -238 -238 100. TOTAL FINA S A 2015-08-12 2016-12-09 4907 5071 -164 -164 8. VISTA OUTDOOR INC-WI 2016-10-27 2016-12-09 318 313 5 5 2. WATTS WATER TECHNOLOGIES INC CLASS A 2007-11-07 2016-12-09 139 53 86 86 19. EXAR CORP MERGED 05/12/17 @ $13.00 P/S 2016-10-24 2016-12-12 195 177 18 18 4. SERVISFIRST BANCSHARES INC 2016-04-01 2016-12-12 294 177 117 117 57. TOKYO ELECTRON LTD ADR 2012-07-19 2016-12-12 1234 652 582 582 2. SERVISFIRST BANCSHARES INC 2016-04-01 2016-12-13 144 88 56 56 4. VISTA OUTDOOR INC-WI 2016-10-27 2016-12-13 155 156 -1 -1 1. WATTS WATER TECHNOLOGIES INC CLASS A 2007-11-07 2016-12-13 69 27 42 42 106. FANUC CORP ADR 2016-01-21 2016-12-14 1876 1766 110 110 35. FANUC CORP ADR 2013-10-16 2016-12-14 619 598 21 21 2. SERVISFIRST BANCSHARES INC 2016-04-01 2016-12-14 143 88 55 55 6. VISTA OUTDOOR INC-WI 2016-10-27 2016-12-14 230 235 -5 -5 3. WATTS WATER TECHNOLOGIES INC CLASS A 2009-05-20 2016-12-15 208 66 142 142 5. INNOPHOS HOLDINGS INC 2014-08-14 2016-12-16 271 278 -7 -7 2. HORIZON GLOBAL CORP 2015-07-09 2016-12-19 47 26 21 21 3. 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