RIVERHEAD CAPITAL MANAGEMENT LLC

13F filer, CIK 1568679, WILMINGTON, DE

RIVERHEAD CAPITAL MANAGEMENT LLC reported $2,361,388,000 across 1,541 holdings for the quarter ended 2017-12-31, in a 13F-HR filed 2018-02-14. Its ten largest share positions make up 11.15% of the portfolio.

Filed 2018-02-14 (acceptance time not in the bulk data set), ingested 2026-10-07 19:06:41 UTC13F-HR 0001568679-18-000001

Period: 2017-12-31
Reported value: $2.36B
Holdings: 1,541
Top 10 weight: 11.15%
New: 54
Sold out: 47

Largest buys vs the previous quarter

Security	Shares change	Approx. value
TEVA PHARMACEUTICAL FIN LLCnew	+20,000,000	$17.6M
ISRGadded	+22,733	$8.3M
ELVadded	+30,990	$6.97M
WALGREENS BOOTS ALLIANCE INCadded	+79,143	$5.75M
CCLadded	+75,738	$5.03M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
STWD 3.75 10/17exited	-19,005,000	-$19M
IVVreduced	-47,766	-$12.8M
XLVexited	-112,714	-$9.21M
DRIreduced	-76,834	-$7.38M
PRUreduced	-55,250	-$6.35M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2017

Share positions as resolved from 13F-HR 0001568679-18-000001, largest first. % of portfolio is the value over $2,361,388,000, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
AVYAVERY DENNISON CORP	6,767	$777K	0.03%	+4,417	Timeline
SCISERVICE CORP INTL	20,783	$776K	0.03%	+3,500	Timeline
AQUA AMERICA INCAQUA AMERICA INC	19,750	$775K	0.03%	+3,300
DST SYS INC DELDST SYS INC DEL	12,402	$770K	0.03%	-7,800
MTBM & T BK CORP	4,455	$762K	0.03%	-614	Timeline
OLNOLIN CORP	21,424	$762K	0.03%	+3,900	Timeline
VECTREN CORPVECTREN CORP	11,725	$762K	0.03%	+5,400
BSXBOSTON SCIENTIFIC CORP	30,644	$760K	0.03%	-8,531	Timeline
FTITECHNIPFMC PLC	24,241	$759K	0.03%	+1,418	Timeline
GDGENERAL DYNAMICS CORP	3,727	$758K	0.03%	+404	Timeline
OKEONEOK INC NEW	14,158	$757K	0.03%	-17,100	Timeline
ALBALBEMARLE CORP	5,917	$757K	0.03%	-12,725	Timeline
ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP	14,076	$755K	0.03%	+577
OGEOGE ENERGY CORP	22,891	$753K	0.03%	+3,500	Timeline
CFRCULLEN FROST BANKERS INC	7,918	$750K	0.03%	-3,000	Timeline
KRCKILROY REALTY CORP	10,051	$750K	0.03%	+1,800	Timeline
DTEDTE ENERGY CO	6,852	$750K	0.03%	+417	Timeline
LAMRLAMAR ADVERTISING CO	10,021	$744K	0.03%	-6,540	Timeline
WATWATERS CORP	3,852	$744K	0.03%	+1,774	Timeline
INTUINTUIT	4,677	$738K	0.03%	-1,456	Timeline
PTCPTC INC	12,090	$735K	0.03%	+2,400	Timeline
ESEVERSOURCE ENERGY	11,639	$735K	0.03%	-477	Timeline
ROPROPER TECHNOLOGIES INC	2,831	$733K	0.03%	+197	Timeline
NEKTAR THERAPEUTICSNEKTAR THERAPEUTICS	12,177	$727K	0.03%	+2,100
MICROSEMI CORPMICROSEMI CORP	14,074	$727K	0.03%	+1,500
CBRECBRE GROUP INC	16,698	$723K	0.03%	+1,659	Timeline
CDK GLOBAL INCCDK GLOBAL INC	10,090	$719K	0.03%	+600
PKPARK HOTELS & RESORTS INC	24,900	$716K	0.03%	new	Timeline
RIGTRANSOCEAN LTD	67,020	$716K	0.03%	+25,720	Timeline
OHIOMEGA HEALTHCARE INVS INC	25,865	$712K	0.03%	+5,600	Timeline
ABBNYABB LTD-SPON ADR	26,500	$711K	0.03%	0	Timeline
WPX ENERGY INCWPX ENERGY INC	50,472	$710K	0.03%	+9,200
HOGHARLEY DAVIDSON INC	13,944	$709K	0.03%	-8,543	Timeline
NGGNATIONAL GRID PLC	12,043	$708K	0.03%	0	Timeline
ALEXION PHARMACEUTICALS INCALEXION PHARMACEUTICALS INC	5,892	$705K	0.03%	+1,225
TIFFANY & CO NEWTIFFANY & CO NEW	6,778	$704K	0.03%	-3,737
JKHYHENRY JACK & ASSOC INC	5,953	$696K	0.03%	+800	Timeline
TOTALENERGIES SE -SPON ADRTOTALENERGIES SE -SPON ADR	12,485	$690K	0.03%	0
MCOMOODYS CORP	4,653	$687K	0.03%	-79	Timeline
NVONOVO-NORDISK A S	12,800	$687K	0.03%	0	Timeline
NTRSNORTHERN TR CORP	6,871	$686K	0.03%	+1,000	Timeline
RGLDROYAL GOLD INC	8,353	$686K	0.03%	+1,400	Timeline
ZAYO GROUP HLDGS INC COMZAYO GROUP HLDGS INC COM	18,590	$684K	0.03%	-3,770
RJFRAYMOND JAMES FINL INC	7,651	$683K	0.03%	-2,480	Timeline
BRXBRIXMOR PPTY GROUP INC	36,600	$683K	0.03%	new	Timeline
CLCOLGATE PALMOLIVE CO	9,040	$682K	0.03%	+4,540	Timeline
AIGAMERICAN INTL GROUP INC	11,427	$681K	0.03%	-1,150	Timeline
VFCV F CORP	9,200	$681K	0.03%	-581	Timeline
SNVSYNOVUS FINANCIAL CORP	14,178	$680K	0.03%	+2,200	Timeline
SRESEMPRA	6,339	$678K	0.03%	+721	Timeline
POOLPOOL CORP	5,229	$678K	0.03%	-9,138	Timeline
NAVINAVIENT CORPORATION	50,854	$677K	0.03%	-3,828	Timeline
CAJPYCANON INC-SPONS ADR	18,100	$677K	0.03%	0	Timeline
EATON VANCE CORPEATON VANCE CORP	12,009	$677K	0.03%	+1,700
NNNNNN REIT INC	15,599	$673K	0.03%	+3,200	Timeline
CHTRCHARTER COMMUNICATIONS INC	1,988	$668K	0.03%	+819	Timeline
JELDJELD-WEN HLDG INC	16,977	$668K	0.03%	new	Timeline
IHYVANECK ETF TRUST	26,075	$668K	0.03%	0	Timeline
LIBERTY PROPERTY TRUSTLIBERTY PROPERTY TRUST	15,438	$664K	0.03%	+2,600
BXPBXP INC	5,085	$661K	0.03%	+329	Timeline
HOUSANYWHERE REAL ESTATE INC	24,830	$658K	0.03%	+15,340	Timeline
BIOVERATIV INCBIOVERATIV INC	12,120	$654K	0.03%	+2,600
UGIUGI CORP NEW	13,901	$653K	0.03%	+1,454	Timeline
BROOKFIELD ASSET MANAGEMENT…BROOKFIELD ASSET MANAGEMENT IN	15,000	$653K	0.03%	0
TMUST-MOBILE US INC	10,270	$652K	0.03%	-13,360	Timeline
MHKMOHAWK INDS INC	2,341	$646K	0.03%	+400	Timeline
CWCURTISS WRIGHT CORP	5,272	$642K	0.03%	+700	Timeline
MPTMEDICAL PROPERTIES TRUST INC	46,577	$642K	0.03%	+10,000	Timeline
POSTPOST HLDGS INC	8,086	$641K	0.03%	+1,400	Timeline
BFHBREAD FINANCIAL HOLDINGS INC	2,513	$637K	0.03%	+33	Timeline
AMEAMETEK INC	8,768	$635K	0.03%	+350	Timeline
BANK OF THE OZARKSBANK OF THE OZARKS	13,093	$634K	0.03%	0
MSCIMSCI INC	5,000	$633K	0.03%	+3,800	Timeline
BROBROWN & BROWN INC	12,290	$633K	0.03%	+1,700	Timeline
SYNGENTA AG ADRSYNGENTA AG ADR	6,800	$631K	0.03%	0
CCICROWN CASTLE INC	5,654	$627K	0.03%	+3,254	Timeline
ANDEAVORANDEAVOR	5,481	$627K	0.03%	+297
HANESBRANDS INCHANESBRANDS INC	29,811	$623K	0.03%	+11,206
WTWWILLIS TOWERS WATSON PLC LTD	4,107	$619K	0.03%	+263	Timeline
UNITED STATES STL CORP NEWUNITED STATES STL CORP NEW	17,525	$617K	0.03%	+3,200
ARWARROW ELECTRS INC	7,656	$616K	0.03%	+1,050	Timeline
SMFGSUMITOMO MITSUI FIN GRP INC	70,800	$615K	0.03%	0	Timeline
EFXEQUIFAX INC	5,185	$611K	0.03%	+618	Timeline
MUSAMURPHY USA INC	7,563	$608K	0.03%	+5,060	Timeline
QTWOQ2 HLDGS INC	16,500	$608K	0.03%	0	Timeline
LIILENNOX INTL INC	2,885	$601K	0.03%	+400	Timeline
DCT INDUSTRIAL TRUST INCDCT INDUSTRIAL TRUST INC	10,216	$601K	0.03%	+1,700
WECWEC ENERGY GROUP INC	9,039	$600K	0.03%	+477	Timeline
SIX FLAGS ENTERTAINMENT CORPSIX FLAGS ENTERTAINMENT CORP	9,000	$599K	0.03%	new
FDSFACTSET RESH SYS INC	3,103	$598K	0.03%	0	Timeline
INTERPUBLIC GROUP COSINTERPUBLIC GROUP COS	29,502	$595K	0.03%	-15,992
SBNYSIGNATURE BANK	4,334	$595K	0.03%	+900	Timeline
HSBCHSBC HLDGS PLC	11,479	$593K	0.03%	0	Timeline
SNPSSYNOPSYS INC	6,913	$589K	0.02%	-14,530	Timeline
HIWHIGHWOODS PPTYS INC	11,566	$589K	0.02%	+2,000	Timeline
VNOVORNADO RLTY TR	7,539	$589K	0.02%	+855	Timeline
EXPEAGLE MATLS INC	5,185	$588K	0.02%	-2,150	Timeline
XEROX CORPXEROX CORP	20,119	$587K	0.02%	-33,573
ATRAPTARGROUP INC	6,768	$584K	0.02%	+1,300	Timeline
LECOLINCOLN ELEC HLDGS INC	6,355	$582K	0.02%	+1,100	Timeline
LOGMEIN INCLOGMEIN INC	5,065	$580K	0.02%	+700
ENERGEN CORPENERGEN CORP	10,049	$579K	0.02%	+1,500
LYVLIVE NATION ENTERTAINMENT IN	13,543	$577K	0.02%	-1,770	Timeline
CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM	4,721	$576K	0.02%	-73
TSCOTRACTOR SUPPLY CO	7,690	$575K	0.02%	-3,662	Timeline
NATIONAL OILWELL VARCO INCNATIONAL OILWELL VARCO INC	15,907	$573K	0.02%	+900
CRLCHARLES RIV LABS INTL INC	5,224	$572K	0.02%	+3,000	Timeline
FLOFLOWERS FOODS INC	29,583	$571K	0.02%	-10,800	Timeline
HUBBHUBBELL INC	4,222	$571K	0.02%	+900	Timeline
TDGTRANSDIGM GROUP INC	2,070	$568K	0.02%	+170	Timeline
CYRUSONE INCCYRUSONE INC	9,540	$568K	0.02%	+1,800
GPNGLOBAL PMTS INC	5,644	$566K	0.02%	-14	Timeline
TCBITEXAS CAP BANCSHARES INC	6,369	$566K	0.02%	+1,400	Timeline
HOLXHOLOGIC INC	13,196	$564K	0.02%	+384	Timeline
SL GREEN REALTY CORPSL GREEN REALTY CORP	5,573	$563K	0.02%	+223
RPMRPM INTL INC	10,728	$562K	0.02%	+2,100	Timeline
IPINTERNATIONAL PAPER CO	9,654	$559K	0.02%	+725	Timeline
VERSUM MATLS INCVERSUM MATLS INC	14,672	$555K	0.02%	+6,800
NDSNNORDSON CORP	3,783	$554K	0.02%	-1,458	Timeline
IFFINTERNATIONAL FLAVORS&FRAGRA	3,626	$553K	0.02%	-108	Timeline
SEAGATE TECHNOLOGY HOLDINGSSEAGATE TECHNOLOGY HOLDINGS	13,207	$552K	0.02%	-1,484
FSLRFIRST SOLAR INC	8,154	$551K	0.02%	+1,300	Timeline
ARCONIC INCARCONIC INC	20,182	$550K	0.02%	+2,174
ACTVISION BLIZZARD INCACTVISION BLIZZARD INC	8,661	$548K	0.02%	+2,845
OGSONE GAS INC	7,470	$547K	0.02%	+1,600	Timeline
SEESEALED AIR CORP NEW	11,073	$546K	0.02%	+405	Timeline
FEDERAL REALTY INVESTMENT T…FEDERAL REALTY INVESTMENT TRUS	4,102	$545K	0.02%	+335
CFCF INDUSTRIES HOLD	12,780	$544K	0.02%	+2,195	Timeline
XYLXYLEM INC	7,949	$542K	0.02%	+199	Timeline
BIOBIO RAD LABS INC	2,268	$541K	0.02%	+300	Timeline
JHGJANUS HENDERSON GROUP PLC	14,100	$539K	0.02%	+1,000	Timeline
NEW YORK COMMUNITY BANCORPNEW YORK COMMUNITY BANCORP	41,324	$538K	0.02%	+8,300
NDAQNASDAQ INC	6,984	$537K	0.02%	+137	Timeline
WABWABTEC	6,572	$535K	0.02%	+1,100	Timeline
SNYDERS LANCE INCSNYDERS LANCE INC	10,692	$535K	0.02%	+2,300
INPHI CORPINPHI CORP	14,500	$531K	0.02%	0
RNRRENAISSANCERE HLDGS LTD	4,217	$530K	0.02%	-2,070	Timeline
SABRSABRE CORP	25,880	$530K	0.02%	+5,300	Timeline
REGNREGENERON PHARMACEUTICALS	1,406	$529K	0.02%	+650	Timeline
TECHBIO-TECHNE CORP	4,086	$529K	0.02%	+500	Timeline
JCIJOHNSON CONTROLS INTERNATION	13,852	$528K	0.02%	+510	Timeline
HLTHILTON WORLDWIDE HLDGS INC	6,614	$528K	0.02%	+3,200	Timeline
MOSMOSAIC CO	20,535	$527K	0.02%	-1,016	Timeline
VRSKVERISK ANALYTICS INC	5,464	$525K	0.02%	-187	Timeline
AREALEXANDRIA REAL ESTATE EQ IN	4,022	$525K	0.02%	+222	Timeline
WWDWOODWARD INC	6,839	$523K	0.02%	+1,200	Timeline
SKXSKECHERS U S A INC	13,787	$522K	0.02%	+2,800	Timeline
IEXIDEX CORP	3,908	$516K	0.02%	+700	Timeline
WMBWILLIAMS COS INC	16,831	$513K	0.02%	+1,981	Timeline
THE ULTIMATE SOFTWARE GROUP…THE ULTIMATE SOFTWARE GROUP IN	2,352	$513K	0.02%	+400
CNKCINEMARK HLDGS INC	14,662	$511K	0.02%	+5,620	Timeline
EXPEEXPEDIA GROUP INC	4,259	$510K	0.02%	+178	Timeline
Concho Resources Inc.Concho Resources Inc.	3,393	$510K	0.02%	+48
FTNTFORTINET INC	11,656	$509K	0.02%	+2,400	Timeline
PEGPUBLIC SVC ENTERPRISE GROUP	9,862	$508K	0.02%	-9,577	Timeline
VMCVULCAN MATLS CO	3,954	$508K	0.02%	+331	Timeline
CYPRESS SEMICONDUCTOR CORPCYPRESS SEMICONDUCTOR CORP	33,322	$508K	0.02%	+5,500
KLX INCKLX INC	7,441	$508K	0.02%	+1,200
TXRHTEXAS ROADHOUSE INC	9,616	$507K	0.02%	+1,900	Timeline
APTIV IRISH HOLDINGS LTDAPTIV IRISH HOLDINGS LTD	5,950	$505K	0.02%	new
MAAMID-AMER APT CMNTYS INC	5,016	$504K	0.02%	+466	Timeline
KMTKENNAMETAL INC	10,388	$503K	0.02%	+2,300	Timeline
FEFIRSTENERGY CORP	16,343	$500K	0.02%	+748	Timeline
WYWEYERHAEUSER CO	14,159	$499K	0.02%	+387	Timeline
ZDZIFF DAVIS INC	6,637	$498K	0.02%	+1,300	Timeline
CNACNA FINL CORP	9,350	$496K	0.02%	-13,700	Timeline
BCBRUNSWICK CORP	8,954	$494K	0.02%	-2,170	Timeline
ELSEQUITY LIFESTYLE PROPERTIES	5,500	$490K	0.02%	-1,340	Timeline
HPHELMERICH & PAYNE INC	7,576	$490K	0.02%	+864	Timeline
MEDIDATE SOLUTIONS INCMEDIDATE SOLUTIONS INC	7,721	$489K	0.02%	+1,900
PNRPENTAIR PLC	6,904	$488K	0.02%	+108	Timeline
CBSHCOMMERCE BANCSHARES INC	8,741	$488K	0.02%	+1,816	Timeline
EMEEMCOR GROUP INC	5,902	$482K	0.02%	+1,300	Timeline
WTFCWINTRUST FINL CORP	5,849	$482K	0.02%	+1,400	Timeline
ACMAECOM	12,983	$482K	0.02%	+2,100	Timeline
O-I GLASS, INC.O-I GLASS, INC.	21,683	$481K	0.02%	+7,900
CATALENT INC USD 0.01CATALENT INC USD 0.01	11,687	$480K	0.02%	+3,400
WESTPAC BANKING CORPWESTPAC BANKING CORP	19,700	$480K	0.02%	0
CSRA INCCSRA INC	16,017	$479K	0.02%	+1,265
TYLTYLER TECHNOLOGIES INC	2,702	$478K	0.02%	+200	Timeline
NTT DOCOMO INCNTT DOCOMO INC	20,100	$478K	0.02%	0
GENESEE & WYOMING INCGENESEE & WYOMING INC	6,057	$477K	0.02%	+1,000
DLTRDOLLAR TREE INC	4,413	$474K	0.02%	-100	Timeline
THGHANOVER INS GROUP INC	4,388	$474K	0.02%	+500	Timeline
MMSMAXIMUS INC	6,604	$473K	0.02%	+1,300	Timeline
AAGILENT TECHNOLOGIES INC	7,048	$472K	0.02%	+133	Timeline
IHS MARKIT LTDIHS MARKIT LTD	10,437	$471K	0.02%	+1,237
TDTORONTO DOMINION BK ONT	8,000	$469K	0.02%	0	Timeline
BB & T CORPBB & T CORP	9,427	$469K	0.02%	+1,377
ENRENERGIZER HLDGS INC	9,751	$468K	0.02%	-3,400	Timeline
FLRFLUOR CORP	9,036	$467K	0.02%	+1,608	Timeline
BLKBBLACKBAUD INC	4,921	$465K	0.02%	+200	Timeline
SMGSCOTTS MIRACLE-GRO CO	4,337	$464K	0.02%	+500	Timeline
EPCEDGEWELL PERSONAL CARE CO	7,808	$464K	0.02%	+1,400	Timeline
SENIOR HSG PPTYS TRSENIOR HSG PPTYS TR	24,209	$464K	0.02%	+4,800
ORANYORANGE-SPON ADR	26,600	$463K	0.02%	0	Timeline
TRIPTRIPADVISOR INC	13,409	$462K	0.02%	+2,850	Timeline
RVTYREVVITY INC	6,323	$462K	0.02%	+173	Timeline
LENLENNAR CORP	7,283	$461K	0.02%	-643	Timeline
CIT GROUP INC COM NEWCIT GROUP INC COM NEW	9,320	$459K	0.02%	-1,110
ULTAULTA BEAUTY INC	2,045	$458K	0.02%	+108	Timeline
DANDANA INC	14,279	$457K	0.02%	+2,700	Timeline
ONBOLD NATL BANCORP IND	26,130	$456K	0.02%	+5,300	Timeline
TPRTAPESTRY INC	10,281	$455K	0.02%	new	Timeline
DPZDOMINOS PIZZA INC	2,400	$454K	0.02%	+300	Timeline
APARTMENT INVT & MGMT COAPARTMENT INVT & MGMT CO	10,394	$454K	0.02%	+794
ALEALLETE INC	6,086	$453K	0.02%	+700	Timeline
FOX CORP CLASS BFOX CORP CLASS B	13,176	$450K	0.02%	+1,448
MARATHON OIL CORPMARATHON OIL CORP	26,541	$449K	0.02%	-2,478
IDXXIDEXX LABS INC	2,849	$445K	0.02%	-2,321	Timeline
WEXWEX INC	3,153	$445K	0.02%	+700	Timeline
ENVISION HEALTHCARE CORPENVISION HEALTHCARE CORP	12,878	$445K	0.02%	+4,478
NATIONAL INSTRS CORPNATIONAL INSTRS CORP	10,677	$444K	0.02%	+2,000
TROWPRICE T ROWE GROUP INC	4,209	$442K	0.02%	-160	Timeline
ROLROLLINS INC	9,509	$442K	0.02%	+1,600	Timeline
AMERICAN CAMPUS COMMUNITIESAMERICAN CAMPUS COMMUNITIES	10,767	$442K	0.02%	+1,100
EL PASO ELECTRIC COEL PASO ELECTRIC CO	7,972	$441K	0.02%	+700
HWCHANCOCK WHITNEY CORPORATION	8,886	$440K	0.02%	+1,900	Timeline
SNYSANOFI SA	10,200	$439K	0.02%	0	Timeline
LSTRLANDSTAR SYS INC	4,191	$436K	0.02%	+600	Timeline
ASMLASML HLDG NV	2,500	$435K	0.02%	0	Timeline
MATMATTEL INC	28,280	$435K	0.02%	+456	Timeline
VIACOM INCVIACOM INC	14,105	$435K	0.02%	+1,400
TCF FINL CORPTCF FINL CORP	21,141	$433K	0.02%	+4,200
CRICARTERS INC	3,665	$431K	0.02%	+500	Timeline
COTYCOTY INC	21,671	$431K	0.02%	+2,471	Timeline
XRAYDENTSPLY SIRONA INC	6,525	$430K	0.02%	-214	Timeline
NWLNEWELL BRANDS INC	13,873	$429K	0.02%	+2,135	Timeline
KIMKIMCO REALTY CORP	23,636	$429K	0.02%	+2,686	Timeline
CHRWC H ROBINSON WORLDWIDE IN	4,762	$424K	0.02%	-300	Timeline
DOVDOVER CORP	4,201	$424K	0.02%	+117	Timeline
KMPRKEMPER CORP	6,134	$423K	0.02%	+800	Timeline
TKRTIMKEN CO	8,604	$423K	0.02%	-25,920	Timeline
CRANE COCRANE CO	4,723	$421K	0.02%	-1,350
MASIMASIMO CORP	4,955	$420K	0.02%	+1,000	Timeline
SBRASABRA HEALTH CARE REIT INC	22,337	$419K	0.02%	+5,000	Timeline
GHCGRAHAM HLDGS CO	751	$419K	0.02%	+200	Timeline
LIFE STORAGE INCLIFE STORAGE INC	4,701	$419K	0.02%	+1,000
LLOEWS CORP	8,316	$416K	0.02%	-113	Timeline
OMFONEMAIN HLDGS INC	16,000	$416K	0.02%	new	Timeline
HESS CORPHESS CORP	8,757	$416K	0.02%	+330
ASGN INCASGN INC	6,442	$414K	0.02%	+900
CORELOGIC INCCORELOGIC INC	8,890	$411K	0.02%	+1,500
IVZINVESCO LTD	11,221	$410K	0.02%	-198	Timeline
EXREXTRA SPACE STORAGE INC	4,681	$409K	0.02%	+76	Timeline
WESTAR ENERGY INCWESTAR ENERGY INC	7,750	$409K	0.02%	+2,500
SNNSMITH & NEPHEW PLC	11,550	$404K	0.02%	0	Timeline
GLAXOSMITHKLINE PLC-ADRGLAXOSMITHKLINE PLC-ADR	11,400	$404K	0.02%	0
SNXTD SYNNEX CORPORATION	2,952	$401K	0.02%	+600	Timeline
OREALTY INCOME CORP	7,038	$401K	0.02%	+565	Timeline
PBFPBF ENERGY INC	11,317	$401K	0.02%	+2,200	Timeline
FMSFRESENIUS MEDICAL CARE AG	7,600	$399K	0.02%	0	Timeline
ITGARTNER INC	3,233	$398K	0.02%	+171	Timeline
TXNMTXNM ENERGY INC	9,832	$398K	0.02%	+1,300	Timeline
WBSWEBSTER FINL CORP	7,071	$397K	0.02%	+1,500	Timeline
VVVVALVOLINE INC	15,817	$396K	0.02%	+2,800	Timeline
KBHKB HOME	12,308	$393K	0.02%	+1,400	Timeline
CORESITE RLTY CORPCORESITE RLTY CORP	3,452	$393K	0.02%	+100
SGISOMNIGROUP INTERNATIONAL INC	6,252	$392K	0.02%	+1,500	Timeline
GRMNGARMIN LTD	6,578	$392K	0.02%	-8,821	Timeline
MRCYMERCURY SYS INC	7,621	$391K	0.02%	+1,200	Timeline
XLESELECT SECTOR SPDR TR	5,400	$390K	0.02%	-40,299	Timeline
UBSUBS GROUP AG	21,200	$390K	0.02%	0	Timeline
CANTEL MEDICAL CORPCANTEL MEDICAL CORP	3,787	$390K	0.02%	+600
WSOWATSCO INC	2,285	$389K	0.02%	+300	Timeline
UDRUDR INC	10,079	$388K	0.02%	+490	Timeline
VACMARRIOTT VACATIONS WORLDWIDE	2,868	$388K	0.02%	+500	Timeline
LGNDLIGAND PHARMACEUTICALS INC	2,834	$388K	0.02%	+600	Timeline
AYIACUITY INC	2,199	$387K	0.02%	+210	Timeline
EQTEQT CORP	6,774	$386K	0.02%	+934	Timeline
TAUBMAN CTRS INCTAUBMAN CTRS INC	5,903	$386K	0.02%	+1,200
WSTWEST PHARMACEUTICAL SVSC INC	3,905	$385K	0.02%	+600	Timeline
WAFDWAFD INC	11,219	$384K	0.02%	+1,500	Timeline
FIVEFIVE BELOW INC	5,769	$383K	0.02%	+900	Timeline
AAPADVANCE AUTO PARTS INC	3,847	$383K	0.02%	+211	Timeline
CENTURYLINK INCCENTURYLINK INC	22,978	$383K	0.02%	+7,806
L BRANDS INCL BRANDS INC	6,350	$383K	0.02%	+850
KMXCARMAX INC	5,949	$382K	0.02%	+3	Timeline
CMGCHIPOTLE MEXICAN GRILL INC	1,320	$381K	0.02%	+66	Timeline
PUKPRUDENTIAL PLC	7,500	$381K	0.02%	0	Timeline
OLLIOLLIES BARGAIN OUTLET HLDGS	7,136	$380K	0.02%	+900	Timeline
POLYONE CORPPOLYONE CORP	8,708	$379K	0.02%	+1,500
PTENPATTERSON-UTI ENERGY INC	16,434	$378K	0.02%	+3,400	Timeline
EDUCATION RLTY TR INCEDUCATION RLTY TR INC	10,703	$374K	0.02%	+1,900
HOMBHOME BANCSHARES INC	16,026	$373K	0.02%	+6,600	Timeline
FICOFAIR ISAAC CORP	2,437	$373K	0.02%	+400	Timeline
LEGLEGGETT & PLATT INC	7,810	$373K	0.02%	+368	Timeline
CORE LABORATORIES N VCORE LABORATORIES N V	3,406	$373K	0.02%	+100
APLEAPPLE HOSPITALITY REIT INC	18,950	$372K	0.02%	-14,310	Timeline
PNFPPINNACLE FINANCIAL PARTNERS	5,611	$372K	0.02%	+1,400	Timeline
CLHCLEAN HARBORS INC	6,835	$370K	0.02%	+1,400	Timeline
KEXKIRBY CORP	5,537	$370K	0.02%	+500	Timeline
CBRLCRACKER BARREL OLD CTRY STOR	2,301	$366K	0.02%	+400	Timeline
FHNFIRST HORIZON CORPORATION	18,265	$365K	0.02%	+4,100	Timeline
HBANHUNTINGTON BANCSHARES INC	24,974	$364K	0.02%	-669	Timeline
BKHBLACK HILLS CORP	6,048	$364K	0.02%	+700	Timeline
MTDRMATADOR RES CO	11,663	$363K	0.02%	+3,200	Timeline
UMPQUA HOLDINGSUMPQUA HOLDINGS	17,462	$363K	0.02%	+4,100
EVREVERCORE INC	4,024	$362K	0.02%	+400	Timeline
TTEKTETRA TECH INC NEW	7,491	$361K	0.02%	+1,200	Timeline
MEREDITH CORPMEREDITH CORP	5,470	$361K	0.02%	+900
NRGNRG ENERGY INC	12,649	$360K	0.02%	-295	Timeline
ILMNILLUMINA INC	1,644	$359K	0.02%	+21	Timeline
BIGGQBIG LOTS INC.	6,401	$359K	0.02%	+400	Timeline
AJGGALLAGHER ARTHUR J & CO	5,660	$358K	0.02%	-109	Timeline
CDWCDW CORP	5,150	$358K	0.02%	+1,350	Timeline
JBTMJBT MAREL CORPORATION	3,219	$357K	0.02%	+700	Timeline
SIGISELECTIVE INS GROUP INC	6,084	$357K	0.02%	+1,100	Timeline
AGCOAGCO CORP	4,991	$357K	0.02%	+800	Timeline
CBOECBOE GLOBAL MKTS INC	2,855	$356K	0.02%	-278	Timeline
QRVOQORVO INC	5,323	$355K	0.02%	-7,481	Timeline
TECH DATA CORPTECH DATA CORP	3,603	$353K	0.01%	+800
AESAES CORP	32,525	$352K	0.01%	+2,606	Timeline
FIRSTCASH HOLDINGS INC.FIRSTCASH HOLDINGS INC.	5,221	$352K	0.01%	+1,000
AMDADVANCED MICRO DEVICES INC	34,034	$350K	0.01%	+5,992	Timeline
GMEDGLOBUS MED INC	8,522	$350K	0.01%	+1,300	Timeline
FHIFEDERATED HERMES INC	9,713	$350K	0.01%	+900	Timeline
THSTREEHOUSE FOODS INC	7,087	$350K	0.01%	+2,200	Timeline
NICENICE LTD	3,800	$349K	0.01%	0	Timeline
MOG-AMOOG INC	4,020	$349K	0.01%	+597	Timeline
PRIPRIMERICA INC	3,436	$349K	0.01%	+500	Timeline
FNBF N B CORP	25,225	$349K	0.01%	+5,500	Timeline
UAAUNDER ARMOUR INC	24,114	$348K	0.01%	+5,631	Timeline
COLBCOLUMBIA BKG SYS INC	7,987	$347K	0.01%	+1,700	Timeline
MZTIMARZETTI COMPANY	2,683	$347K	0.01%	+400	Timeline
IRMIRON MTN INC DEL	9,178	$346K	0.01%	-689	Timeline
BHFBRIGHTHOUSE FINL INC	5,888	$345K	0.01%	-17	Timeline
RSRELIANCE INC	4,018	$345K	0.01%	-3,600	Timeline
PDC ENERGY INCPDC ENERGY INC	6,698	$345K	0.01%	+1,200
NEOGNEOGEN CORP	4,179	$344K	0.01%	+1,345	Timeline
WWWWOLVERINE WORLD WIDE INC	10,767	$343K	0.01%	+2,500	Timeline
RMDRESMED INC	4,032	$342K	0.01%	+82	Timeline
KBRKBR INC	17,147	$340K	0.01%	+2,000	Timeline
FLSFLOWSERVE CORP	8,001	$337K	0.01%	+467	Timeline
MYLAN NVMYLAN NV	7,967	$337K	0.01%	-329
SWKSTANLEY BLACK & DECKER INC	1,982	$336K	0.01%	-357	Timeline
DEIDOUGLAS EMMETT INC	8,175	$336K	0.01%	+1,200	Timeline
TUPPERWARE BRANDS CORPTUPPERWARE BRANDS CORP	5,355	$336K	0.01%	+1,200
FBINFORTUNE BRANDS INNOVATIONS I	4,899	$335K	0.01%	+449	Timeline
GBCIGLACIER BANCORP INC NEW	8,508	$335K	0.01%	+1,300	Timeline
DARDARLING INGREDIENTS INC	18,404	$334K	0.01%	+3,300	Timeline
BDCBELDEN INC	4,319	$333K	0.01%	+1,100	Timeline
VSATVIASAT INC	4,453	$333K	0.01%	+1,000	Timeline
DUN & BRADSTREET CORP DEL NEDUN & BRADSTREET CORP DEL NE	2,810	$333K	0.01%	+400
UAUNDER ARMOUR INC	24,933	$332K	0.01%	+6,280	Timeline
VLYVALLEY NATL BANCORP	29,516	$331K	0.01%	+7,000	Timeline
RLRALPH LAUREN CORP	3,189	$331K	0.01%	+13	Timeline
GVAGRANITE CONSTR INC	5,202	$330K	0.01%	+800	Timeline
AZNASTRAZENECA PLC-SPONS ADR	9,500	$330K	0.01%	0	Timeline
EGPEASTGROUP PPTYS INC	3,739	$330K	0.01%	+700	Timeline
CRUSCIRRUS LOGIC INC	6,321	$328K	0.01%	+1,000	Timeline
DCIDONALDSON INC	6,706	$328K	0.01%	+1,100	Timeline
TDSTELEPHONE & DATA SYS INC	11,784	$328K	0.01%	+2,700	Timeline
CNOCNO FINL GROUP INC	13,267	$328K	0.01%	+1,800	Timeline
LASALLE HOTEL PROPERTIESLASALLE HOTEL PROPERTIES	11,690	$328K	0.01%	+2,600
BLDTOPBUILD COR	4,318	$327K	0.01%	+1,000	Timeline
HIHILLENBRAND INC	7,292	$326K	0.01%	+1,600	Timeline
CHECHEMED CORP NEW	1,336	$325K	0.01%	0	Timeline
CHESEPEAKE ENERGY CORPCHESEPEAKE ENERGY CORP	82,063	$325K	0.01%	+4,300
TRUTRANSUNION	5,900	$324K	0.01%	new	Timeline
ALLEALLEGION PLC	4,075	$324K	0.01%	+325	Timeline
SWXSOUTHWEST GAS HLDGS INC	3,988	$321K	0.01%	+800	Timeline
SFSTIFEL FINL CORP	5,388	$321K	0.01%	+1,000	Timeline
GDOTGREEN DOT CORP	5,319	$321K	0.01%	+800	Timeline
NUVASIVE INCNUVASIVE INC	5,487	$321K	0.01%	+1,000
CIENCIENA CORP	15,294	$320K	0.01%	+3,400	Timeline
TRMKTRUSTMARK CORP	10,059	$320K	0.01%	+2,000	Timeline
VODVODAFONE GROUP PLC	10,000	$319K	0.01%	0	Timeline
MPWRMONOLITHIC PWR SYS INC	2,837	$319K	0.01%	0	Timeline
BOHBANK OF HI CORP	3,716	$319K	0.01%	+500	Timeline
TPHTRI POINTE HOMES INC	17,814	$319K	0.01%	+3,100	Timeline
EPREPR PPTYS	4,837	$317K	0.01%	+900	Timeline
WSMWILLIAMS SONOMA INC	6,134	$317K	0.01%	-5,900	Timeline
NORDSTROM INCNORDSTROM INC	6,701	$317K	0.01%	+441
TREXTREX INC	2,917	$316K	0.01%	+300	Timeline
SUSUNCOR ENERGY INC NEW	8,600	$316K	0.01%	-700	Timeline
TELFYTELEFONICA SA-SPON ADR	32,305	$313K	0.01%	0	Timeline
MMSIMERIT MED SYS INC	7,220	$312K	0.01%	+1,300	Timeline
MDRXVERADIGM INC. COMMON STOCK(DE)	21,430	$312K	0.01%	+5,000	Timeline
ERICTELEFONAKTIEBOLAGET LM ERICS	46,600	$311K	0.01%	0	Timeline
AITAPPLIED INDL TECHNOLOGIES IN	4,570	$311K	0.01%	+1,000	Timeline
WKCWORLD KINECT CORPORATION	11,041	$311K	0.01%	-11,200	Timeline
STAASTAAR SURGICAL CO	20,000	$310K	0.01%	new	Timeline
LPXLOUISIANA PAC CORP	11,820	$310K	0.01%	+2,300	Timeline
GLDSPDR GOLD TR	2,500	$309K	0.01%	0	Timeline
ROGROGERS CORP	1,902	$308K	0.01%	+300	Timeline
HEALTHCARE RLTY TRHEALTHCARE RLTY TR	9,578	$308K	0.01%	+2,000
SRSPIRE INC	4,087	$307K	0.01%	+700	Timeline
UNFIUNITED NAT FOODS INC	6,170	$304K	0.01%	+900	Timeline
ASBASSOCIATED BANC-CORP	11,968	$304K	0.01%	+2,500	Timeline
UNITI GROUP INCUNITI GROUP INC	17,058	$304K	0.01%	-4,090
ENSENERSYS	4,352	$303K	0.01%	+900	Timeline
BCOBRINKS CO	3,837	$302K	0.01%	+900	Timeline
UEURBAN EDGE PPTYS	11,851	$302K	0.01%	+3,400	Timeline
SMSM ENERGY COMPANY	13,629	$301K	0.01%	+1,800	Timeline
SBHSALLY BEAUTY HLDGS INC	16,072	$301K	0.01%	+3,400	Timeline
HCSGHEALTHCARE SVCS GROUP INC	5,702	$301K	0.01%	-9,900	Timeline
STERLING BANCORP DELSTERLING BANCORP DEL	12,201	$300K	0.01%	+6,600
ADSKAUTODESK INC	2,840	$298K	0.01%	-72	Timeline
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORP	18,205	$296K	0.01%	new
WEINGARTEN RLTY INVSWEINGARTEN RLTY INVS	9,006	$296K	0.01%	+2,100
COUSINS PROPERTIES INCCOUSINS PROPERTIES INC	31,951	$296K	0.01%	+5,100
FRFIRST INDL RLTY TR INC	9,378	$295K	0.01%	+1,900	Timeline
DLRDIGITAL RLTY TR INC	2,589	$295K	0.01%	-223	Timeline
DLXDELUXE CORP MEDIUM TERM NTS	3,836	$295K	0.01%	+900	Timeline
LADLITHIA MTRS INC	2,583	$293K	0.01%	+400	Timeline
MDUMDU RES GROUP INC	10,887	$293K	0.01%	+1,250	Timeline
SRC ENERGY INCSRC ENERGY INC	34,397	$293K	0.01%	+9,600
KALUKAISER ALUMINIUM CORPORATION	2,735	$292K	0.01%	+500	Timeline
CHEMICAL FINANCIAL CORPCHEMICAL FINANCIAL CORP	5,464	$292K	0.01%	+1,400
SKYWSKYWEST INC	5,452	$290K	0.01%	+900	Timeline
JJSFJ & J SNACK FOODS CORP	1,902	$289K	0.01%	+400	Timeline
HOPEHOPE BANCORP INC	15,838	$289K	0.01%	+2,800	Timeline
NOBLE ENERGY INCNOBLE ENERGY INC	9,916	$289K	0.01%	+487
INTERCONTINENTAL HOTELS GROUINTERCONTINENTAL HOTELS GROU	4,551	$289K	0.01%	0
KAPSTONE PAPER AND PACKAGIN…KAPSTONE PAPER AND PACKAGING C	12,701	$288K	0.01%	+2,800
SLABSILICON LABORATORIES INC	3,254	$287K	0.01%	+600	Timeline
KAMAN CORP-CLASS AKAMAN CORP-CLASS A	4,885	$287K	0.01%	+700
PLAYDAVE & BUSTERS ENTMT INC	5,190	$286K	0.01%	+900	Timeline
WORWORTHINGTON ENTERPRISES INC	6,453	$284K	0.01%	+1,300	Timeline
SOUTH JERSEY INDUSTRIES INCSOUTH JERSEY INDUSTRIES INC	9,089	$284K	0.01%	+1,100
CNPCENTERPOINT ENERGY INC	9,981	$283K	0.01%	-14,175	Timeline
ATIATI INC	11,706	$283K	0.01%	+2,300	Timeline
MCYMERCURY GENL CORP NEW	5,287	$283K	0.01%	+900	Timeline
VMIVALMONT INDS INC	1,702	$282K	0.01%	+400	Timeline
NJRNEW JERSEY RES CORP	7,007	$282K	0.01%	+1,400	Timeline
SKTTANGER INC	10,650	$282K	0.01%	+1,300	Timeline
JACKJACK IN THE BOX INC	2,869	$282K	0.01%	+500	Timeline
SPX FLOW INC COMSPX FLOW INC COM	5,918	$282K	0.01%	+1,400
RELX NVRELX NV	12,179	$281K	0.01%	0
UBSIUNITED BANKSHARES INC WEST V	8,053	$280K	0.01%	+2,000	Timeline
ILG INCILG INC	9,789	$279K	0.01%	+1,200
ATYR PHARMA INCATYR PHARMA INC	79,677	$279K	0.01%	0
PS BUSINESS PKS INC CALIFPS BUSINESS PKS INC CALIF	2,216	$277K	0.01%	+500
GREAT WESTN BANCORP INCGREAT WESTN BANCORP INC	6,903	$275K	0.01%	+1,200
IDAIDACORP INC	3,003	$274K	0.01%	+300	Timeline
GOVERNMENT PPTYS INCOME TRGOVERNMENT PPTYS INCOME TR	14,753	$273K	0.01%	+2,900
HAEHAEMONETICS CORP MASS	4,671	$271K	0.01%	+700	Timeline
MKSIMKS INC.	2,853	$270K	0.01%	+500	Timeline
CALLON PETE CO DELCALLON PETE CO DEL	22,200	$270K	0.01%	+6,400
WAGEWORKS INCWAGEWORKS INC	4,339	$269K	0.01%	+900
DELL TECHNOLOGIES INC CLASS…DELL TECHNOLOGIES INC CLASS CLASS…	3,300	$268K	0.01%	0
OMCLOMNICELL COM	5,500	$267K	0.01%	+1,000	Timeline
ICUIICU MED INC	1,235	$267K	0.01%	0	Timeline
MOHMOLINA HEALTHCARE INC	3,487	$267K	0.01%	+600	Timeline
TIVITY HEALTH INCTIVITY HEALTH INC	7,272	$266K	0.01%	+3,100
ESTERLINE TECHNOLOGIES CORPESTERLINE TECHNOLOGIES CORP	3,553	$265K	0.01%	+600
CACICACI INTL INC	1,986	$263K	0.01%	+400	Timeline
VEEVVEEVA SYS INC	4,760	$263K	0.01%	+1,810	Timeline
VMWARE, INC.VMWARE, INC.	2,100	$263K	0.01%	new
MCDERMOTT INTL INCMCDERMOTT INTL INC	40,050	$263K	0.01%	+5,900
PHGKONINKLIJKE PHILIPS N V	6,931	$262K	0.01%	0	Timeline
MANHMANHATTAN ASSOCIATES INC	5,285	$262K	0.01%	+1,000	Timeline
CREE INCCREE INC	7,056	$262K	0.01%	+500
LYGLLOYDS BANKING GROUP PLC	69,500	$261K	0.01%	0	Timeline
SANDERSON FARMSSANDERSON FARMS	1,883	$261K	0.01%	+300
DISH NETWORK CORPORATIONDISH NETWORK CORPORATION	5,469	$261K	0.01%	+534
CWTCALIFORNIA WTR SVC GROUP	5,736	$260K	0.01%	+900	Timeline
SAICSCIENCE APPLICATIONS INTL CO	3,385	$259K	0.01%	+600	Timeline
MTHMERITAGE HOMES CORP	5,069	$259K	0.01%	+1,100	Timeline
DYDYCOM INDS INC	2,318	$258K	0.01%	+300	Timeline
FIRST MIDWEST BANCORP INC/ILFIRST MIDWEST BANCORP INC/IL	10,755	$258K	0.01%	+2,200
LCIILCI INDS	1,969	$256K	0.01%	+200	Timeline
CATYCATHAY GEN BANCORP	6,058	$255K	0.01%	+2,000	Timeline
TIVO CORPTIVO CORP	16,287	$254K	0.01%	+3,200
MEDICINES COMEDICINES CO	9,306	$254K	0.01%	+1,300
NWENORTHWESTERN ENERGY GROUP IN	4,233	$253K	0.01%	+400	Timeline
JBGSJBG SMITH PPTYS	7,260	$252K	0.01%	0	Timeline
ANNALY CAPITAL MANAGEMENTANNALY CAPITAL MANAGEMENT	21,200	$252K	0.01%	+11,000
SOTHEBYSSOTHEBYS	4,887	$252K	0.01%	+700
INCYINCYTE CORP	2,650	$251K	0.01%	-330	Timeline
MACMACERICH CO	3,819	$251K	0.01%	-292	Timeline
BARNES GROUP INCBARNES GROUP INC	3,972	$251K	0.01%	+200
AEOAMERICAN EAGLE OUTFITTERS IN	13,282	$250K	0.01%	+1,900	Timeline
SAIASAIA INC	3,539	$250K	0.01%	+400	Timeline
CONVERGYS CORPCONVERGYS CORP	10,607	$249K	0.01%	+1,800
FULTFULTON FINL CORP PA	13,860	$248K	0.01%	+3,500	Timeline
SMTCSEMTECH CORP	7,223	$247K	0.01%	+1,200	Timeline
BALLBALL CORP	6,521	$247K	0.01%	+687	Timeline
UMBFUMB FINL CORP	3,400	$245K	0.01%	+800	Timeline
AVTAVNET INC	6,102	$242K	0.01%	+1,100	Timeline
NTCTNETSCOUT SYS INC	7,960	$242K	0.01%	+1,900	Timeline
ANIXTER INTL INCANIXTER INTL INC	3,185	$242K	0.01%	+500
WLYWILEY JOHN & SONS INC	3,670	$241K	0.01%	+600	Timeline
PRAPROASSURANCE CORP	4,220	$241K	0.01%	+700	Timeline
EBSEMERGENT BIOSOLUTIONS INC	5,136	$239K	0.01%	+900	Timeline
INGRINGREDION INC	1,700	$238K	0.01%	new	Timeline
WUWESTERN UN CO	12,533	$238K	0.01%	+145	Timeline
CANADIAN PACIFIC RAILWAYSCANADIAN PACIFIC RAILWAYS	1,300	$238K	0.01%	0
UNIVERSAL FST PRODS INCUNIVERSAL FST PRODS INC	6,320	$238K	0.01%	+4,570
UNFUNIFIRST CORP MASS	1,435	$237K	0.01%	+300	Timeline
ROWAN COMPANIES PLCROWAN COMPANIES PLC	15,131	$237K	0.01%	+3,400
NWSANEWS CORP NEW	14,579	$236K	0.01%	-1,140	Timeline
PCHPOTLATCHDELTIC CORP	4,718	$236K	0.01%	+900	Timeline
BHEBENCHMARK ELECTRS INC	8,023	$233K	0.01%	+1,500	Timeline
PANWPALO ALTO NETWORKS INC	1,600	$232K	0.01%	-300	Timeline
ITTITT INC	4,348	$232K	0.01%	+900	Timeline
OTEXOPEN TEXT CORP	6,500	$232K	0.01%	0	Timeline
POWIPOWER INTEGRATIONS INC	3,151	$232K	0.01%	+400	Timeline
NINISOURCE INC	9,014	$231K	0.01%	+461	Timeline

Sold out in Q4 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
STWD 3.75 10/17STWD 3.75 10/17	19,005,000	$19M	shares
XLVSELECT SECTOR SPDR TR	112,714	$9.21M	shares
XLISELECT SECTOR SPDR TR	74,901	$5.32M	shares
XLKSELECT SECTOR SPDR TR	88,183	$5.21M	shares
XLPSELECT SECTOR SPDR TR	70,794	$3.82M	shares
XLFSELECT SECTOR SPDR TR	87,841	$2.27M	shares
XLRESELECT SECTOR SPDR TR	54,390	$1.75M	shares
XLUSELECT SECTOR SPDR TR	28,785	$1.53M	shares
XLYSELECT SECTOR SPDR TR	15,043	$1.35M	shares
XLBSELECT SECTOR SPDR TR	22,816	$1.3M	shares
GGENPACT LIMITED	31,400	$903K	shares
COACH INCCOACH INC	19,482	$785K	shares
DELPHI AUTOMOTIVE PLCDELPHI AUTOMOTIVE PLC	5,741	$565K	shares
AGNCAGNC INVT CORP	25,200	$546K	shares
SPYSTATE STR SPDR S&P 500 ETF T	1,600	$402K	shares
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORP	32,200	$325K	shares
HEALTHSOUTH CORPHEALTHSOUTH CORP	6,822	$316K	shares
EXELEXELIXIS INC	10,890	$264K	shares
CONSOL ENERGY INCCONSOL ENERGY INC	12,940	$219K	shares
QQ	2,177	$207K	shares
XYZBLOCK INC	6,370	$184K	shares
CALATLANTIC GROUP INCCALATLANTIC GROUP INC	4,745	$174K	shares
BUFFALO WILD WINGS INCBUFFALO WILD WINGS INC	1,617	$171K	shares
TIME INC NEWTIME INC NEW	11,837	$160K	shares
BANCORPSOUTH INCBANCORPSOUTH INC	4,275	$137K	shares
INC RESH HLDGS INCINC RESH HLDGS INC	2,593	$136K	shares
GIGAMON INCGIGAMON INC	3,221	$136K	shares
SELECT COMFORT CORPSELECT COMFORT CORP	4,084	$127K	shares
AK STEEL HOLDING CORPAK STEEL HOLDING CORP	21,049	$118K	shares
MKLMARKEL GROUP INC	100	$107K	shares
LBRDKLIBERTY BROADBAND CORP	1,050	$100K	shares
CAPELLA EDUCATION COCAPELLA EDUCATION CO	1,350	$95K	shares
BOB EVANS FARMSBOB EVANS FARMS	999	$77K	shares
ALMOST FAMILY INCALMOST FAMILY INC	1,354	$73K	shares
GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW	3,534	$67K	shares
CYHCOMMUNITY HEALTH SYS INC NEW	7,869	$60K	shares
BABAALIBABA GROUP HLDG LTD	300	$52K	shares
WALWESTERN ALLIANCE BANCORP	900	$48K	shares
ALTABA INCALTABA INC	700	$46K	shares
FBPFIRST BANCORP CORPORATION	8,282	$42K	shares
DEPOMED INCDEPOMED INC	6,195	$36K	shares
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.	4,096	$22K	shares
LEVEL 3 COMMUNICATIONS INCLEVEL 3 COMMUNICATIONS INC	400	$21K	shares
FRED S INC CLASS AFRED S INC CLASS A	2,099	$14K	shares
AMEC FOSTER WHEELER PLCAMEC FOSTER WHEELER PLC	1,567	$11K	shares
LIBERTY LATIN AMERICA CL A …LIBERTY LATIN AMERICA CL A ORD	183	$4K	shares
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLC	101	$2K	shares

How Q4 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001568679-18-000001	base		2018-02-14	acceptance time not in the bulk data set	2026-10-07 19:06:41 UTC