Ultra SmallCap600 - SAA Ultra SmallCap600

ProShares Ultra SmallCap600 seeks daily investment results, before fees and expenses, that correspond to two times (2x) the daily performance of the S&P SmallCap 600®.

This Ultra ProShares ETF seeks a return that is 2x the return of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compounding of daily returns, ProShares' returns over periods other than one day will likely differ in amount and possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse multiples and in funds with volatile benchmarks. Investors should monitor their holdings consistent with their strategies, as frequently as daily. For more on correlation, leverage and other risks, please read the prospectus.

  • Considerations for Geared Investing – Learn More

As of 2/23/18

Description Ticker Symbol Exposure Value
(Notional + G/L)
Market Value ($) Shares/Contracts
S&P SMALLCAP 600 INDEX SWAP MORGAN STANLEY & CO. INTERNATIONAL PLC - 6,620,141.29 - 6,993.96
S&P SMALLCAP 600 INDEX SWAP SOCIETE GENERALE - 6,458,616.45 - 6,823.32
S&P SMALLCAP 600 INDEX SWAP CITIBANK NA - 5,742,880.15 - 6,067.17
S&P SMALLCAP 600 INDEX SWAP BANK OF AMERICA NA - 4,413,984.32 - 4,663.23
S&P SMALLCAP 600 INDEX SWAP CREDIT SUISSE INTERNATIONAL - 3,389,962.95 - 3,581.38
S&P SMALLCAP 600 INDEX SWAP UBS AG - 2,917,493.30 - 3,082.23
S&P SMALLCAP 600 INDEX SWAP DEUTSCHE BANK AG - 2,338,213.15 - 2,470.24
NEKTAR THERAPEUTICS NKTR - $426,585.60 4,761.00
CHEMED CORP CHE - $125,908.04 482.00
CANTEL MEDICAL CORP CMD - $124,336.52 1,078.00
ON ASSIGNMENT INC ASGN - $116,451.62 1,478.00
JOHN BEAN TECHNOLOGIES CORP JBT - $115,698.25 955.00
CACI INTL INC CACI - $112,904.75 745.00
FIVE BELOW INC FIVE - $112,657.50 1,669.00
HAEMONETICS CORP HAE - $111,844.02 1,598.00
LUMENTUM HOLDINGS INC LITE - $111,315.60 1,874.00
EVERCORE PARTNERS INC EVR - $109,769.10 1,169.00
PDC ENERGY INC PDCE - $109,166.53 1,991.00
FIRSTCASH INC FCFS - $108,228.75 1,425.00
ALLETE INC ALE - $107,629.24 1,538.00
ICU MEDICAL INC ICUI - $105,997.20 456.00
INTEGRA LIFESCIENCES HOLDINGS CORP IART - $103,976.61 1,923.00
INGEVITY CORP NGVT - $103,512.50 1,274.00
MARRIOTT VACATIONS WORLDWIDE CORP VAC - $103,026.40 712.00
SELECTIVE INSURANCE GROUP INC SIGI - $102,957.80 1,766.00
SPIRE INC SR - $99,576.75 1,459.00
STAMPS.COM INC STMP - $98,465.50 490.00
TREX CO INC TREX - $98,407.30 890.00
LIGAND PHARMACEUTICALS INC LGND - $98,130.78 638.00
AVISTA CORP AVA - $96,601.32 1,948.00
BARNES GROUP INC B - $95,025.48 1,492.00
FIRST FINANCIAL BANKSHARES INC FFIN - $94,894.80 2,002.00
GLACIER BANCORP INC GBCI - $94,643.08 2,359.00
COLUMBIA BANKING SYSTEM INC COLB - $94,280.12 2,209.00
NEOGEN CORP NEOG - $92,569.40 1,540.00
GREEN DOT CORP GDOT - $91,554.60 1,383.00
KAPSTONE PAPER AND PACKAGING CORP KS - $91,451.16 2,637.00
ROGERS CORP ROG - $88,452.03 551.00
SKYWEST INC SKYW - $88,356.80 1,568.00
OLLIE'S BARGAIN OUTLET HOLDINGS INC OLLI - $87,986.25 1,485.00
DARLING INGREDIENTS INC DAR - $86,901.00 4,980.00
APPLIED INDUSTRIAL TECHNOLOGIES INC AIT - $86,699.90 1,174.00
PROTO LABS INC PRLB - $86,655.80 748.00
LCI INDUSTRIES LCII - $86,219.90 754.00
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO AEL - $86,056.32 2,696.00
WOLVERINE WORLD WIDE INC WWW - $86,038.62 2,894.00
HILLENBRAND INC HI - $86,010.75 1,905.00
EASTGROUP PROPERTIES INC EGP - $85,434.87 1,041.00
TETRA TECH INC TTEK - $84,621.00 1,684.00
COMMUNITY BANK SYSTEM INC CBU - $84,572.44 1,531.00
MOOG INC MOG.A - $83,093.85 977.00
HEALTHEQUITY INC HQY - $81,592.77 1,554.00
AMN HEALTHCARE SERVICES INC AMN - $81,554.40 1,446.00
LITHIA MOTORS INC LAD - $80,784.24 727.00
ADVANCED ENERGY INDUSTRIES INC AEIS - $80,541.54 1,198.00
CABOT MICROELECTRONICS CORP CCMP - $78,858.24 768.00
HB FULLER CO FUL - $78,249.60 1,520.00
FIRST MIDWEST BANCORP INC FMBI - $78,059.70 3,105.00
LENDINGTREE INC TREE - $77,394.60 228.00
TOPBUILD CORP BLD - $77,285.04 1,074.00
PROASSURANCE CORP PRA - $77,277.75 1,615.00
SHUTTERFLY INC SFLY - $77,096.52 993.00
CHILDRENS PLACE INC PLCE - $76,454.10 526.00
GREAT WESTERN BANCORP INC GWB - $76,308.60 1,780.00
SIMPSON MANUFACTURING CO INC SSD - $74,817.00 1,275.00
INSPERITY INC NSP - $74,760.00 1,120.00
UNIFIRST CORP UNF - $74,229.65 467.00
FINANCIAL ENGINES INC FNGN - $73,267.90 1,913.00
BALCHEM CORP BCPC - $73,052.91 969.00
HOPE BANCORP INC HOPE - $72,546.88 3,892.00
QUALYS INC QLYS - $72,417.60 963.00
CVB FINANCIAL CORP CVBF - $72,353.52 3,096.00
KORN/FERRY INTL KFY - $72,111.76 1,708.00
RLI CORP RLI - $71,761.56 1,172.00
ITRON INC ITRI - $71,636.50 1,030.00
OLD NATIONAL BANCORP ONB - $71,007.30 4,046.00
MERIT MEDICAL SYSTEMS INC MMSI - $70,966.50 1,518.00
STEVEN MADDEN LTD SHOO - $70,788.35 1,607.00
PROGRESS SOFTWARE CORP PRGS - $70,322.80 1,444.00
MAGELLAN HEALTH SERVICES INC MGLN - $70,119.15 727.00
MYRIAD GENETICS INC MYGN - $69,428.30 2,095.00
UNITED COMMUNITY BANKS INC UCBI - $69,256.17 2,169.00
SIMMONS FIRST NATIONAL CORP SFNC - $68,558.00 2,360.00
ANIXTER INTL INC AXE - $68,303.10 874.00
SEMTECH CORP SMTC - $68,134.05 2,001.00
MERCURY SYSTEMS INC MRCY - $68,088.60 1,458.00
INOGEN INC INGN - $67,935.70 518.00
PENN NATIONAL GAMING INC PENN - $67,555.11 2,533.00
PS BUSINESS PARKS INC PSB - $67,285.54 602.00
DIAMONDROCK HOSPITALITY CO DRH - $67,282.16 6,056.00
VIAVI SOLUTIONS INC VIAV - $67,100.00 6,875.00
SRC ENERGY INC SRCI - $66,767.55 7,297.00
DORMAN PRODUCTS INC DORM - $66,692.60 908.00
VONAGE HOLDINGS CORP VG - $66,359.50 6,290.00
WAGEWORKS INC WAGE - $66,060.00 1,200.00
WATTS WATER TECHNOLOGIES INC WTS - $65,688.00 840.00
SOUTH JERSEY INDUSTRIES INC SJI - $65,241.45 2,403.00
BOFI HOLDING INC BOFI - $64,938.96 1,692.00
MCDERMOTT INTL INC MDR - $64,917.72 8,587.00
U.S. SILICA HOLDINGS INC SLCA - $63,955.71 2,457.00
ALLEGIANT TRAVEL CO ALGT - $63,938.70 378.00
II-VI INC IIVI - $63,539.70 1,659.00
UNIVERSAL FOREST PRODUCTS INC UFPI - $63,513.15 1,849.00
EXLSERVICE HOLDINGS INC EXLS - $63,406.50 1,025.00
B&G FOODS INC BGS - $62,812.50 2,010.00
SPX FLOW INC FLOW - $62,658.21 1,279.00
AEROJET ROCKETDYNE HOLDINGS AJRD - $62,361.66 2,271.00
ACADIA REALTY TRUST AKR - $62,160.60 2,532.00
PLEXUS CORP PLXS - $61,996.32 1,017.00
EL PASO ELECTRIC CO EE - $61,974.30 1,226.00
AMERIS BANCORP ABCB - $61,761.10 1,126.00
SPECTRUM PHARMACEUTICALS INC SPPI - $61,622.60 2,740.00
ABM INDUSTRIES INC ABM - $61,556.25 1,675.00
J&J SNACK FOODS CORP JJSF - $61,209.84 452.00
SUPERNUS PHARMACEUTICALS INC SUPN - $61,109.40 1,551.00
QUAKER CHEMICAL CORP KWR - $60,965.84 403.00
EXPONENT INC EXPO - $60,684.00 780.00
AMERICAN STATES WATER CO AWR - $60,506.10 1,110.00
POWER INTEGRATIONS INC POWI - $60,412.80 899.00
SELECT MEDICAL HOLDINGS CORP SEM - $60,388.70 3,238.00
MEDICINES CO MDCO - $60,275.80 1,940.00
INDEPENDENT BANK CORP INDB - $59,635.50 830.00
AMERICAN WOODMARK CORP AMWD - $58,986.00 435.00
COOPER-STANDARD HOLDINGS INC CPS - $58,284.63 477.00
SANMINA CORP SANM - $58,261.50 2,178.00
CALIFORNIA WATER SERVICE GROUP CWT - $58,257.65 1,451.00
ALBANY INTL CORP AIN - $58,101.25 877.00
HAWAIIAN HOLDINGS INC HA - $58,004.85 1,587.00
RETAIL OPPORTUNITY INVESTMENTS CORP ROIC - $57,947.99 3,317.00
MOBILE MINI INC MINI - $57,911.75 1,339.00
IROBOT CORP IRBT - $57,822.44 844.00
EBIX INC EBIX - $57,788.50 665.00
BROOKS AUTOMATION INC BRKS - $57,545.00 2,125.00
SERVISFIRST BANCSHARES INC SFBS - $57,039.51 1,361.00
SAIA INC SAIA - $57,018.50 770.00
DAVE & BUSTER'S ENTERTAINMENT INC PLAY - $56,258.18 1,243.00
BRADY CORP BRC - $56,047.20 1,452.00
NETGEAR INC NTGR - $55,823.70 951.00
FTI CONSULTING INC FCN - $55,450.74 1,149.00
BANNER CORP BANR - $55,304.00 992.00
COGENT COMMUNICATIONS HOLDINGS INC CCOI - $55,169.10 1,251.00
LEGACY TEXAS FINANCIAL GROUP INC LTXB - $54,672.84 1,278.00
SOLAREDGE TECHNOLOGIES INC SEDG - $54,550.00 1,091.00
CHART INDUSTRIES INC GTLS - $54,541.59 929.00
INVESCO MORTGAGE CAPITAL INC IVR - $54,424.08 3,372.00
APOLLO COMMERCIAL REAL ESTATE FINANCE INC ARI - $54,372.15 2,947.00
WD-40 CO WDFC - $54,355.50 423.00
LEXINGTON REALTY TRUST LXP - $54,225.72 6,549.00
FIRST FINANCIAL BANCORP FFBC - $53,625.00 1,875.00
KAISER ALUMINUM CORP KALU - $53,560.20 510.00
KAMAN CORP KAMN - $53,016.64 841.00
CAMBREX CORP CBM - $52,721.20 991.00
NORTHWEST BANCSHARES INC NWBI - $52,688.94 3,103.00
MONRO MUFFLER BRAKE INC MNRO - $52,569.00 990.00
AK STEEL HOLDING CORP AKS - $52,343.50 9,517.00
HFF INC HF - $52,109.24 1,108.00
WADDELL & REED FINANCIAL INC WDR - $52,083.86 2,521.00
TRAVELPORT WORLDWIDE LTD TVPT - $51,795.63 3,789.00
MERITAGE HOMES CORP MTH - $51,787.05 1,147.00
HORACE MANN EDUCATORS CORP HMN - $51,740.90 1,229.00
8X8 INC EGHT - $51,587.55 2,781.00
BOISE CASCADE CO BCC - $51,304.00 1,166.00
MATTHEWS INTL CORP MATW - $51,273.00 972.00
EMERGENT BIOSOLUTIONS INC EBS - $51,108.37 1,061.00
OMNICELL INC OMCL - $50,741.60 1,148.00
ROVI CORP TIVO - $50,737.50 3,690.00
RESTORATION HARDWARE HOLDINGS INC RH - $50,179.50 567.00
INNOSPEC INC IOSP - $50,050.00 728.00
AMEDISYS INC AMED - $50,036.74 863.00
PACIFIC PREMIER BANCORP INC PPBI - $49,852.50 1,173.00
FORWARD AIR CORP FWRD - $49,591.04 901.00
ENPRO INDUSTRIES INC NPO - $48,944.00 644.00
ATLAS AIR WORLDWIDE HOLDINGS INC AAWW - $48,921.75 765.00
HARSCO CORP HSC - $48,883.20 2,432.00
NORTHWEST NATURAL GAS CO NWN - $48,868.40 868.00
KULICKE AND SOFFA INDUSTRIES INC KLIC - $48,633.86 2,134.00
PRA GROUP INC PRAA - $48,424.70 1,366.00
CHESAPEAKE LODGING TRUST CHSP - $48,322.44 1,818.00
NBT BANCORP INC NBTB - $48,126.12 1,316.00
ESCO TECHNOLOGIES INC ESE - $48,031.50 781.00
CSG SYSTEMS INTL INC CSGS - $47,830.38 1,014.00
FRANKLIN ELECTRIC CO INC FELE - $47,712.80 1,168.00
MUELLER INDUSTRIES INC MLI - $47,528.12 1,748.00
GOVERNMENT PROPERTIES INCOME TRUST GOV - $47,458.34 2,998.00
PROVIDENT FINANCIAL SERVICES INC PFS - $47,418.32 1,828.00
WESTAMERICA BANCORP WABC - $47,278.65 795.00
CORCEPT THERAPEUTICS INC CORT - $47,215.20 2,865.00
ABAXIS INC ABAX - $47,093.90 686.00
AMERICAN AXLE & MANUFACTURING HOLDINGS INC AXL - $47,005.80 2,994.00
LA-Z-BOY IN LZB - $46,947.60 1,458.00
CUBIC CORP CUB - $46,617.00 758.00
GREENBRIER COS INC/THE GBX - $46,264.40 868.00
STEPAN CO SCL - $46,142.13 597.00
LTC PROPERTIES INC LTC - $46,075.08 1,198.00
G-III APPAREL GROUP LTD GIII - $46,059.42 1,254.00
INTERFACE INC TILE - $46,005.50 1,822.00
COMFORT SYSTEMS USA INC FIX - $46,002.00 1,122.00
HUB GROUP INC HUBG - $45,747.75 1,011.00
AXON ENTERPRISE INC AAXN - $45,699.42 1,599.00
CONMED CORP CNMD - $45,563.17 751.00
IMPAX LABORATORIES INC IPXL - $45,492.30 2,241.00
MANTECH INTL CORP MANT - $45,411.60 780.00
METHODE ELECTRONICS INC MEI - $45,147.20 1,112.00
GENERAL CABLE CORP BGC - $45,133.20 1,512.00
BENCHMARK ELECTRONICS INC BHE - $45,060.00 1,502.00
PATRICK INDUSTRIES INC PATK - $44,918.30 721.00
GROUP 1 AUTOMOTIVE INC GPI - $44,860.45 593.00
INTEGER HOLDINGS CORP ITGR - $44,825.15 853.00
FOX FACTORY HOLDING CORP FOXF - $44,719.00 1,135.00
CAVCO INDUSTRIES INC CVCO - $44,659.20 256.00
CALLAWAY GOLF CO ELY - $44,454.92 2,857.00
SUMMIT HOTEL PROPERTIES INC INN - $44,285.60 3,152.00
BADGER METER INC BMI - $44,226.20 881.00
WORLD WRESTLING ENTERTAINMENT INC WWE - $43,808.00 1,184.00
TTM TECHNOLOGIES INC TTMI - $43,797.60 2,772.00
ACTUANT CORP ATU - $43,548.70 1,807.00
SLEEP NUMBER CORP SNBR - $43,512.55 1,205.00
KRATON PERFORMANCE POLYMERS INC KRA - $43,486.24 947.00
AAON INC AAON - $43,258.80 1,222.00
MAXLINEAR INC MXL - $43,163.06 1,843.00
CARRIZO OIL & GAS INC CRZO - $43,149.60 2,340.00
DSW INC DSW - $43,044.50 2,185.00
ABERCROMBIE & FITCH CO ANF - $43,011.15 2,055.00
S&T BANCORP INC STBA - $42,898.35 1,057.00
TIVITY HEALTH INC TVTY - $42,745.00 1,030.00
AAR CORP AIR - $42,485.88 974.00
FIRST COMMONWEALTH FINANCIAL CORP FCF - $42,334.02 2,946.00
INSTALLED BUILDING PRODUCTS INC IBP - $42,259.25 635.00
RAMBUS INC RMBS - $42,184.49 3,319.00
AGREE REALTY CORP ADC - $42,097.86 882.00
WALKER & DUNLOP INC WD - $41,814.06 853.00
WABASH NATIONAL CORP WNC - $41,561.73 1,783.00
SPX CORP SPXC - $41,486.48 1,288.00
CALAVO GROWERS INC CVGW - $41,308.20 477.00
OXFORD INDUSTRIES INC OXM - $41,289.60 510.00
TRIUMPH GROUP INC TGI - $41,229.90 1,502.00
HMS HOLDINGS CORP HMSY - $41,215.02 2,541.00
VIRTUSA CORP VRTU - $41,167.04 824.00
VAREX IMAGING CORP VREX - $41,121.05 1,135.00
AMERICAN ASSETS TRUST INC AAT - $41,051.05 1,255.00
OIL STATES INTL INC OIS - $40,761.60 1,544.00
NEENAH PAPER INC NP - $40,669.10 509.00
EXTREME NETWORKS INC EXTR - $40,313.28 3,428.00
FOUR CORNERS PROPERTY TRUST FCPT - $40,182.00 1,850.00
REPLIGEN CORP RGEN - $40,038.84 1,132.00
CENTRAL GARDEN & PET CO CENTA - $39,963.40 1,055.00
MOMENTA PHARMACEUTICALS INC MNTA - $39,963.00 2,310.00
BOTTOMLINE TECHNOLOGIES (DE) INC EPAY - $39,958.17 1,063.00
EMPLOYERS HOLDINGS INC EIG - $39,690.00 980.00
MDC HOLDINGS INC MDC - $39,585.70 1,358.00
ELECTRONICS FOR IMAGING INC EFII - $39,482.79 1,381.00
ADVANSIX INC ASIX - $39,480.04 922.00
INFINITY PROPERTY AND CASUALTY CORP IPCC - $39,414.20 329.00
CAL-MAINE FOODS INC CALM - $39,328.65 901.00
MICROSTRATEGY INC MSTR - $39,186.32 284.00
ENSIGN GROUP INC ENSG - $39,122.72 1,456.00
WINGSTOP INC WING - $39,054.40 880.00
APOGEE ENTERPRISES INC APOG - $38,959.60 865.00
SCHULMAN A INC SHLM - $38,803.05 891.00
SEACOAST BANKING CORP OF FLORIDA SBCF - $38,654.68 1,418.00
ASBURY AUTOMOTIVE GROUP INC ABG - $38,584.00 560.00
RAVEN INDUSTRIES INC RAVN - $38,519.20 1,082.00
INSIGHT ENTERPRISES INC NSIT - $38,511.48 1,083.00
BOSTON PRIVATE FINANCIAL HOLDINGS INC BPFH - $38,459.70 2,547.00
UNIVERSAL CORP UVV - $38,354.80 758.00
STANDEX INTL CORP SXI - $38,230.50 385.00
J C PENNEY CO INC JCP - $38,188.36 9,406.00
MATSON INC MATX - $38,088.22 1,282.00
KITE REALTY GROUP TRUST KRG - $38,006.08 2,527.00
BROOKLINE BANCORP INC BRKL - $37,998.80 2,317.00
NUTRISYSTEM INC NTRI - $37,768.95 909.00
CALERES INC CAL - $37,700.00 1,300.00
DINEEQUITY INC DIN - $37,530.56 544.00
SCHWEITZER MAUDUIT INTL INC SWM - $37,107.00 930.00
PIPER JAFFRAY COS PJC - $36,979.80 429.00
NAVIGATORS GROUP INC NAVG - $36,917.10 678.00
NATIONAL STORAGE AFFILIATES TRUST NSA - $36,895.74 1,498.00
ACORDA THERAPEUTICS INC ACOR - $36,834.70 1,414.00
THIRD POINT REINSURANCE LTD TPRE - $36,806.00 2,629.00
SYKES ENTERPRISES INC SYKE - $36,686.96 1,208.00
WINNEBAGO INDUSTRIES INC WGO - $36,402.10 874.00
US ECOLOGY INC ECOL - $36,338.48 661.00
GANNETT CO INC GCI - $36,267.40 3,380.00
ASTEC INDUSTRIES INC ASTE - $36,061.42 578.00
OCLARO INC OCLR - $35,976.15 5,103.00
US CONCRETE INC USCR - $35,895.60 472.00
INNOVIVA INC INVA - $35,742.00 2,220.00
FEDERAL SIGNAL CORP FSS - $35,499.98 1,814.00
TRUEBLUE INC TBI - $35,465.85 1,251.00
UNIT CORP UNT - $35,411.68 1,598.00
TAILORED BRANDS INC TLRD - $35,197.29 1,487.00
DIODES INC DIOD - $35,101.45 1,165.00
GENTHERM INC THRM - $35,020.50 1,110.00
WISDOMTREE INVESTMENTS INC WETF - $35,003.32 3,476.00
LGI HOMES INC LGIH - $34,573.98 526.00
SAFETY INSURANCE GROUP INC SAFT - $34,528.90 461.00
OSI SYSTEMS INC OSIS - $34,453.52 538.00
BLUCORA INC BCOR - $34,386.75 1,395.00
NMI HOLDINGS INC NMIH - $34,340.00 1,616.00
FIRST BANCORP FBP - $34,202.70 5,490.00
CARETRUST REIT INC CTRE - $34,180.60 2,294.00
TENNANT CO TNC - $34,136.10 538.00
GIBRALTAR INDUSTRIES INC ROCK - $33,996.55 959.00
AMERISAFE INC AMSF - $33,901.50 582.00
ENCORE WIRE CORP WIRE - $33,651.50 629.00
CHICO'S FAS INC CHS - $33,500.88 3,864.00
ENANTA PHARMACEUTICALS INC ENTA - $33,467.04 432.00
ALAMO GROUP INC ALG - $33,451.75 289.00
DIPLOMAT PHARMACY INC DPLO - $33,378.10 1,435.00
AZZ INC AZZ - $33,169.20 786.00
CITY HOLDING CO CHCO - $32,988.84 471.00
CALGON CARBON CORP CCC - $32,870.40 1,536.00
VIAD CORP VVI - $32,648.00 616.00
EPLUS INC PLUS - $32,570.80 428.00
FABRINET FN - $32,563.68 1,137.00
ORASURE TECHNOLOGIES INC OSUR - $32,315.08 1,834.00
BIOTELEMETRY INC BEAT - $32,305.70 931.00
NOBLE CORP PLC NE - $32,298.88 7,408.00
CARDTRONICS INC CATM - $32,236.80 1,380.00
AEROVIRONMENT INC AVAV - $32,221.98 642.00
ANALOGIC CORP ALOG - $32,110.40 376.00
GCI LIBERTY INC GNCMA - $31,912.06 799.00
PENNYMAC MORTGAGE INVESTMENT TRUST PMT - $31,809.75 1,825.00
LHC GROUP INC LHCG - $31,556.57 491.00
MATERION CORP MTRN - $31,490.25 605.00
CENTURY ALUMINUM CO CENX - $31,478.72 1,504.00
VISTA OUTDOOR INC VSTO - $31,435.80 1,732.00
SCHOLASTIC CORP SCHL - $31,408.52 836.00
RAYONIER ADVANCED MATERIALS INC RYAM - $31,382.64 1,566.00
IRIDIUM COMMUNICATIONS INC IRDM - $31,223.20 2,518.00
BELMOND LTD BEL - $31,205.10 2,537.00
XPERI CORP XPER - $31,182.80 1,492.00
SONIC CORP SONC - $31,153.92 1,216.00
HANMI FINANCIAL CORP HAFC - $30,887.45 979.00
STANDARD MOTOR PRODUCTS INC SMP - $30,785.96 614.00
MONOTYPE IMAGING HOLDINGS INC TYPE - $30,627.75 1,263.00
SPS COMMERCE INC SPSC - $30,607.20 520.00
ENCORE CAPITAL GROUP INC ECPG - $30,573.20 716.00
HEARTLAND EXPRESS INC HTLD - $30,345.84 1,512.00
FARO TECHNOLOGIES INC FARO - $30,300.00 505.00
TOMPKINS FINANCIAL CORP TMP - $30,219.20 374.00
EVERTEC INC EVTC - $30,178.80 1,818.00
DENBURY RESOURCES INC DNR - $30,030.26 12,158.00
U.S. PHYSICAL THERAPY INC USPH - $29,906.00 380.00
META FINANCIAL GROUP INC CASH - $29,893.40 274.00
STEWART INFORMATION SERVICES CORP STC - $29,701.89 719.00
STRAYER EDUCATION INC STRA - $29,619.20 320.00
PETMED EXPRESS INC PETS - $29,452.80 624.00
ORTHOFIX INTL NV OFIX - $29,416.64 548.00
ALARM.COM HOLDINGS INC ALRM - $29,408.40 756.00
RE/MAX HOLDINGS INC RMAX - $29,344.75 535.00
LINDSAY CORP LNN - $29,187.20 320.00
NATUS MEDICAL INC BABY - $29,171.00 941.00
CORE-MARK HOLDING CO INC CORE - $29,148.30 1,398.00
UNIVERSAL INSURANCE HOLDINGS INC UVE - $29,106.70 967.00
CHATHAM LODGING TRUST CLDT - $28,996.65 1,371.00
CROCS INC CROX - $28,915.38 2,106.00
ARMOUR RESIDENTIAL REIT INC ARR - $28,892.60 1,265.00
SOUTHSIDE BANCSHARES INC SBSI - $28,848.06 834.00
NAVIGANT CONSULTING INC NCI - $28,780.25 1,387.00
BRIGGS & STRATTON CORP BGG - $28,684.25 1,295.00
UNITED FIRE GROUP INC UFCS - $28,627.20 639.00
RAMCO-GERSHENSON PROPERTIES TRUST RPT - $28,536.20 2,398.00
CAPELLA EDUCATION CO CPLA - $28,416.50 353.00
SHUTTERSTOCK INC SSTK - $27,961.24 556.00
ANDERSONS INC/THE ANDE - $27,860.00 796.00
HELIX ENERGY SOLUTIONS GROUP INC HLX - $27,713.40 4,199.00
NIC INC EGOV - $27,555.00 2,004.00
FRANKLIN STREET PROPERTIES CORP FSP - $27,492.16 3,242.00
P H GLATFELTER CO GLT - $27,414.40 1,318.00
KELLY SERVICES INC KELYA - $27,392.62 922.00
EXTERRAN CORP EXTN - $27,349.20 963.00
VEECO INSTRUMENTS INC VECO - $27,320.70 1,461.00
MULTI-COLOR CORP LABL - $27,279.00 420.00
NATIONAL BANK HOLDINGS CORP NBHC - $27,248.40 810.00
GUESS? INC GES - $27,231.26 1,813.00
PGT INC PGTI - $27,204.30 1,503.00
KEMET CORP KEM - $27,172.04 1,484.00
M/I HOMES INC MHO - $26,905.90 833.00
CUSTOMERS BANCORP INC CUBI - $26,735.66 874.00
MTS SYSTEMS CORP MTSC - $26,734.40 539.00
CRAY INC CRAY - $26,722.55 1,223.00
RUDOLPH TECHNOLOGIES INC RTEC - $26,644.50 955.00
CTS CORP CTS - $26,619.90 997.00
BANC OF CALIFORNIA INC BANC - $26,383.50 1,287.00
CAREER EDUCATION CORP CECO - $26,360.80 1,985.00
STURM RUGER & CO INC RGR - $26,347.20 528.00
VIRTUS INVESTMENT PARTNERS INC VRTS - $26,294.50 215.00
MARTEN TRANSPORT LTD MRTN - $26,046.40 1,168.00
EASTERLY GOVERNMENT PROPERTI DEA - $26,009.20 1,327.00
CENTRAL PACIFIC FINANCIAL CORP CPF - $25,964.64 912.00
JAMES RIVER GROUP HOLDINGS LTD JRVR - $25,871.95 751.00
KOPPERS HOLDINGS INC KOP - $25,853.80 626.00
CONSOL ENERGY INC CEIX - $25,823.34 783.00
NEW MEDIA INVESTMENT GROUP INC NEWM - $25,808.36 1,609.00
CALAMP CORP CAMP - $25,770.20 1,076.00
TRUSTCO BANK CORP N Y TRST - $25,700.40 2,904.00
ARCBEST CORP ARCB - $25,646.80 776.00
SCANSOURCE INC SCSC - $25,602.50 770.00
INNOPHOS HOLDINGS INC IPHS - $25,600.10 590.00
E. W. SCRIPPS CO SSP - $25,330.80 1,672.00
COCA COLA BOTTLING CO CONSOLIDATED COKE - $25,321.63 139.00
CAPSTEAD MORTGAGE CORP CMO - $25,235.76 2,904.00
LUMINEX CORP LMNX - $25,193.30 1,238.00
LYDALL INC LDL - $25,012.00 520.00
CBL & ASSOCIATES PROPERTIES INC CBL - $24,938.68 5,174.00
CIRCOR INTL INC CIR - $24,894.73 497.00
CEVA INC CEVA - $24,597.30 663.00
KINDRED HEALTHCARE INC KND - $24,327.50 2,630.00
MIMEDX GROUP INC MDXG - $24,179.04 3,088.00
GETTY REALTY CORP GTY - $24,049.15 995.00
AXCELIS TECHNOLOGIES INC ACLS - $23,889.60 948.00
HOMESTREET INC HMST - $23,780.25 813.00
AEGION CORP AEGN - $23,724.24 984.00
RING ENERGY INC REI - $23,718.35 1,619.00
BJ'S RESTAURANTS INC BJRI - $23,658.30 542.00
LIVEPERSON INC LPSN - $23,569.50 1,654.00
UNIVERSAL ELECTRONICS INC UEIC - $23,544.50 434.00
GENESCO INC GCO - $23,336.10 603.00
CONSOLIDATED COMMUNICATIONS HOLDINGS INC CNSL - $23,185.50 1,950.00
ANIKA THERAPEUTICS INC ANIK - $23,002.05 445.00
ADTRAN INC ADTN - $22,843.50 1,455.00
INTER PARFUMS INC IPAR - $22,828.00 520.00
ENOVA INTL INC ENVA - $22,820.60 1,012.00
PHIBRO ANIMAL HEALTH CORP PAHC - $22,703.20 592.00
ULTRA CLEAN HOLDINGS INC UCTT - $22,678.00 1,160.00
SEACOR HOLDINGS INC CKH - $22,677.12 508.00
NORTHFIELD BANCORP INC NFBK - $22,634.55 1,405.00
WILLIAM LYON HOMES WLH - $22,632.96 842.00
NEWPARK RESOURCES INC NR - $22,446.75 2,595.00
GREEN PLAINS RENEWABLE ENERGY INC GPRE - $22,444.80 1,169.00
UNIVERSAL HEALTH REALTY INCOME TRUST UHT - $22,415.76 382.00
PENNSYLVANIA REIT PEI - $22,218.24 2,112.00
ALMOST FAMILY INC AFAM - $22,209.40 379.00
RUTH'S HOSPITALITY GROUP INC RUTH - $22,132.00 880.00
PROVIDENCE SERVICE CORP PRSC - $21,987.54 339.00
INDEPENDENCE REALTY TRUST INC IRT - $21,883.08 2,524.00
ARCHROCK INC AROC - $21,781.90 2,146.00
RED ROBIN GOURMET BURGERS INC RRGB - $21,759.15 391.00
FRONTIER COMMUNICATIONS CORP FTR - $21,603.40 2,374.00
LUMBER LIQUIDATORS HOLDINGS INC LL - $21,420.70 862.00
ECHO GLOBAL LOGISTICS INC ECHO - $21,398.30 794.00
SUPER MICRO COMPUTER INC SMCI - $21,256.50 1,149.00
TITAN INTL INC TWI - $21,210.85 1,499.00
MEDIFAST INC MED - $21,140.64 318.00
SHAKE SHACK INC - CL A SHAK - $21,028.95 555.00
AMAG PHARMACEUTICALS INC AMAG - $21,025.50 1,070.00
PERFICIENT INC PRFT - $20,637.32 1,054.00
HERSHA HOSPITALITY TRUST HT - $20,625.90 1,182.00
AMPHASTAR PHARMACEUTICALS INC AMPH - $20,563.20 1,071.00
DONNELLEY FINANCIAL SOLUTIONS INC DFIN - $20,553.42 1,018.00
SUNCOKE ENERGY INC SXC - $20,509.20 1,944.00
NANOMETRICS INC NANO - $20,503.26 774.00
EZCORP INC EZPW - $20,448.25 1,555.00
ATLANTIC TELE-NETWORK INC ATNI - $20,204.80 328.00
COMMUNITY HEALTH SYSTEMS INC CYH - $20,114.40 3,468.00
TIMKENSTEEL CORP TMST - $19,835.80 1,180.00
INVESTMENT TECHNOLOGY GROUP INC ITG - $19,720.26 999.00
WORLD ACCEPTANCE CORP WRLD - $19,673.55 177.00
CINCINNATI BELL INC CBB - $19,316.25 1,275.00
QUANEX BUILDING PRODUCTS CORP NX - $19,285.85 1,051.00
ANGIODYNAMICS INC ANGO - $19,153.64 1,111.00
ORITANI FINANCIAL CORP ORIT - $19,067.40 1,188.00
ETHAN ALLEN INTERIORS INC ETH - $19,061.80 764.00
CUTERA INC CUTR - $18,959.75 419.00
CRYOLIFE INC CRY - $18,912.80 1,006.00
BUCKLE INC BKE - $18,832.00 856.00
HEALTHSTREAM INC HSTM - $18,827.82 771.00
GRIFFON CORP GFF - $18,762.15 913.00
CLEARWATER PAPER CORP CLW - $18,736.90 497.00
SPARTANNASH CO SPTN - $18,502.90 1,118.00
INTL FCSTONE INC INTL - $18,416.10 471.00
SAUL CENTERS INC BFS - $18,363.15 365.00
ARMADA HOFFLER PROPERTIES INC AHH - $18,305.73 1,359.00
UNIFI INC UFI - $18,170.46 513.00
ELECTRO SCIENTIFIC INDUSTRIES INC ESIO - $17,980.75 1,013.00
QUALITY SYSTEMS INC QSII - $17,924.82 1,426.00
MERIDIAN BIOSCIENCE INC VIVO - $17,913.75 1,275.00
FOSSIL GROUP INC FOSL - $17,852.40 1,305.00
LANTHEUS HOLDINGS INC LNTH - $17,740.80 896.00
INVACARE CORP IVC - $17,725.05 993.00
REGIS CORP RGS - $17,565.75 1,055.00
EXPRESS INC EXPR - $17,555.34 2,382.00
DIME COMMUNITY BANCSHARES INC DCOM - $17,140.05 929.00
GREEN BANCORP INC GNBC - $16,991.80 742.00
EAGLE PHARMACEUTICALS INC EGRX - $16,982.44 254.00
COHU INC COHU - $16,729.86 854.00
MYR GROUP INC MYRG - $16,702.92 498.00
LEMAITRE VASCULAR INC LMAT - $16,499.19 461.00
APPLIED OPTOELECTRONICS INC AAOI - $16,447.74 587.00
INSTEEL INDUSTRIES INC IIIN - $16,319.44 548.00
PHOTRONICS INC PLAB - $16,143.25 2,083.00
URSTADT BIDDLE PROPERTIES INC UBA - $16,092.00 900.00
COMTECH TELECOMMUNICATIONS CORP CMTL - $16,079.28 714.00
TELETECH HOLDINGS INC TTEC - $16,060.50 430.00
SUPERVALU INC SVU - $15,899.34 1,158.00
TEAM INC TISI - $15,865.20 904.00
HAYNES INTL INC HAYN - $15,860.39 377.00
LSC COMMUNICATIONS INC LKSD - $15,852.16 1,054.00
MARCUS CORP/THE MCS - $15,801.30 582.00
FIESTA RESTAURANT GROUP INC FRGI - $15,787.40 818.00
FIDELITY SOUTHERN CORP LION - $15,756.72 664.00
BRISTOW GROUP INC BRS - $15,704.22 973.00
AMERICAN VANGUARD CORP AVD - $15,701.40 793.00
MAIDEN HOLDINGS LTD MHLD - $15,630.10 2,098.00
BILL BARRETT CORP BBG - $15,504.34 2,942.00
ANI PHARMACEUTICALS INC ANIP - $15,498.56 272.00
NATIONAL PRESTO INDUSTRIES INC NPK - $15,432.20 151.00
RR DONNELLEY & SONS CO RRD - $15,319.84 2,116.00
JOHN B SANFILIPPO & SON INC JBSS - $15,219.58 262.00
GREENHILL & CO INC GHL - $15,096.00 740.00
SONIC AUTOMOTIVE INC SAH - $15,086.25 745.00
OPUS BANK OPB - $14,950.00 520.00
MOVADO GROUP INC MOV - $14,905.80 468.00
OFG BANCORP OFG - $14,896.00 1,330.00
DXP ENTERPRISES INC DXPE - $14,868.16 479.00
WHITESTONE REIT WSR - $14,702.30 1,165.00
CONTROL4 CORP CTRL - $14,692.17 597.00
REX AMERICAN RESOURCES CORP REX - $14,655.52 176.00
HIBBETT SPORTS INC HIBB - $14,544.00 576.00
HEIDRICK & STRUGGLES INTL INC HSII - $14,458.50 567.00
MONARCH CASINO & RESORT INC MCRI - $14,446.08 342.00
LANNETT CO INC LCI - $14,423.50 910.00
DEPOMED INC DEPO - $14,360.10 1,902.00
XO GROUP INC XOXO - $14,288.40 729.00
CROSS COUNTRY HEALTHCARE INC CCRN - $14,248.86 1,102.00
ENGILITY HOLDINGS INC EGL - $14,231.10 534.00
QUINSTREET INC QNST - $14,208.04 1,078.00
CORVEL CORP CRVL - $14,030.60 292.00
MARINEMAX INC HZO - $13,940.30 667.00
CHUY'S HOLDINGS INC CHUY - $13,846.50 510.00
TETRA TECHNOLOGIES INC TTI - $13,809.70 3,505.00
TACTILE SYSTEMS TECHNOLOGY INC TCMD - $13,718.75 439.00
RESOURCES CONNECTION INC RECN - $13,524.80 856.00
PAR PETROLEUM CORP PARR - $13,446.87 761.00
MYERS INDUSTRIES INC MYE - $13,114.00 664.00
PROGENICS PHARMACEUTICALS INC PGNX - $13,083.84 2,124.00
BIGLARI HOLDINGS INC BH - $13,067.12 31.00
RENT-A-CENTER INC RCII - $13,041.08 1,612.00
TREDEGAR CORP TG - $12,940.80 768.00
FINISH LINE INC FINL - $12,743.68 1,216.00
MOTORCAR PARTS OF AMERICA INC MPAA - $12,716.00 578.00
VICOR CORP VICR - $12,667.80 491.00
AMERICAN PUBLIC EDUCATION INC APEI - $12,618.70 491.00
COMMUNITY HEALTHCARE TRUST INC CHCT - $12,525.24 518.00
FORRESTER RESEARCH INC FORR - $12,510.00 300.00
SYNCHRONOSS TECHNOLOGIES INC SNCR - $12,460.80 1,320.00
CENTRAL GARDEN & PET CO CENT - $12,458.16 312.00
MATRIX SERVICE CO MTRX - $12,362.40 808.00
HAVERTY FURNITURE COS INC HVT - $12,276.70 586.00
CYTOKINETICS INC CYTK - $12,087.00 1,530.00
UNITED INSURANCE HOLDINGS CORP UIHC - $12,078.45 621.00
HESKA CORP HSKA - $11,875.64 196.00
ASCENA RETAIL GROUP INC ASNA - $11,802.66 5,154.00
VASCO DATA SECURITY INTL INC VDSI - $11,308.80 912.00
NAUTILUS INC NLS - $11,101.55 929.00
ZUMIEZ INC ZUMZ - $11,097.00 548.00
SURMODICS INC SRDX - $10,724.25 395.00
SUPERIOR INDUSTRIES INTL INC SUP - $10,670.40 702.00
DAKTRONICS INC DAKT - $10,651.85 1,177.00
FLOTEK INDUSTRIES INC FTK - $10,548.52 1,718.00
COMPUTER PROGRAMS AND SYSTEMS INC CPSI - $10,309.00 338.00
CEDAR REALTY TRUST INC CDR - $10,069.60 2,456.00
PERRY ELLIS INTL INC PERY - $10,051.00 380.00
HAWKINS INC HWKN - $9,973.25 287.00
PARK ELECTROCHEMICAL CORP PKE - $9,884.16 576.00
ESSENDANT INC ESND - $9,809.56 1,138.00
FUTUREFUEL CORP FF - $9,807.36 768.00
PDF SOLUTIONS INC PDFS - $9,789.18 831.00
SPOK HOLDINGS INC SPOK - $8,681.75 605.00
VERITIV CORP VRTV - $8,568.30 338.00
HCI GROUP INC HCI - $8,536.80 240.00
DIGI INTL INC DGII - $8,492.75 805.00
DSP GROUP INC DSPG - $8,357.60 674.00
BARNES & NOBLE EDUCATION INC BNED - $8,276.51 1,123.00
SHOE CARNIVAL INC SCVL - $8,173.05 345.00
EHEALTH INC EHTH - $8,137.80 495.00
BARNES & NOBLE INC BKS - $8,051.10 1,713.00
CATO CORP CATO - $7,957.96 703.00
CLOUD PEAK ENERGY INC CLD - $7,351.56 2,269.00
HARMONIC INC HLIT - $7,277.65 2,467.00
POWELL INDUSTRIES INC POWL - $7,227.09 261.00
PIONEER ENERGY SERVICES CORP PES - $6,935.45 2,351.00
ACETO CORP ACET - $6,876.48 912.00
OLYMPIC STEEL INC ZEUS - $6,630.25 275.00
EL POLLO LOCO HOLDINGS INC LOCO - $6,236.15 653.00
SENECA FOODS CORP SENEA - $6,190.30 206.00
ERA GROUP INC ERA - $6,097.78 611.00
KOPIN CORP KOPN - $5,962.58 1,846.00
ORION MARINE GROUP INC ORN - $5,952.38 854.00
FRANCESCA'S HOLDINGS CORP FRAN - $5,871.36 1,112.00
VERA BRADLEY INC VRA - $5,843.58 578.00
TILE SHOP HOLDINGS INC TTS - $5,803.58 1,041.00
LIQUIDITY SERVICES INC LQDT - $5,589.75 771.00
BEL FUSE INC BELFB - $5,426.85 299.00
AGILYSYS INC AGYS - $5,331.48 462.00
QUORUM HEALTH CORP QHC - $5,293.86 858.00
CARBO CERAMICS INC CRR - $5,066.32 664.00
GULF ISLAND FABRICATION INC GIFI - $4,674.00 410.00
GEOSPACE TECHNOLOGIES CORP GEOS - $4,511.70 405.00
LSB INDUSTRIES INC LXU - $4,373.70 610.00
KIRKLAND'S INC KIRK - $4,298.70 483.00
BIG 5 SPORTING GOODS CORP BGFV - $3,860.80 608.00
ROADRUNNER TRANSPORTATION SYSTEMS INC RRTS - $3,596.71 949.00
FRED'S INC FRED - $3,512.16 1,084.00
FTD COS INC FTD - $3,171.07 509.00
VITAMIN SHOPPE INC VSI - $3,008.75 725.00
DHI GROUP INC DHX - $2,354.55 1,427.00
NET OTHER ASSETS / CASH - - $4,097,137.31 4,097,137.31