| IAMGold | S | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 8 | 2 |
| Imperial Oil | L | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 6 | 4 |
| Quebecor B | L | 1 | 1 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 6 | 4 |
| IGM Financial | L | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 6 | 4 |
| ThomsonReuters * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 5 | 4 |
| Suncor Energy | L | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 3 |
| Fairfax Fin. | L | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Tourmaline * | L | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 4 | 3 |
| Toronto Dominion Bank | L | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| Bank of Nova Scotia | L | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| Nutrien | L | -1 | 1 | 1 | 1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 2 |
| Peyto Exp&Dev * | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 6 | 4 |
| OceanaGold | S | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 1 |
| Torex Gold | S | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 3 |
| Finning Int. | M | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Labrador * | S | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | 5 | 4 |
| Westshore * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 5 | 1 |
| ARC Res. | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 5 | 3 |
| Manulife | L | 0 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 2 |
| Open Text | L | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 1 |
| TransCanada * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Empire Comp | L | 0 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| Sun Life Fin. | L | 0 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 3 |
| Canadian Tire | L | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 3 | 1 |
| Gildan | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Great-West | L | 0 | 0 | -1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| CIBC | L | 0 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Keyera | L | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| Canadian Util. | L | -1 | 1 | 1 | -1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| Paramount Res * | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 4 | 4 |
| Whitecap Res. | M | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 4 | 1 |
| North West | S | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 4 | 3 |
| Trican Well | S | 1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 4 | 1 |
| Kelt Exploration * | S | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 4 | 2 |
| New Gold | S | -1 | 1 | 1 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Atco | M | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Cogeco Communications | S | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 3 | 4 |
| Enerplus * | S | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| CES Energy * | S | 1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| ECN Capital * | S | 0 | 0 | 0 | -1 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Birchcliff * | S | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Laurentian Bank | S | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Artis REIT * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Winpak * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Russel Metals | S | -1 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 3 | 4 |
| Transcont. | S | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Royal Bank Of Canada | L | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| H&R REIT * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Enbridge | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Pembina Pipeline * | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Enbridge * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Nat Bank of Can * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 1 |
| Maple Leaf | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Dream Office REIT * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Riocan REIT | M | -1 | 1 | 1 | 0 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Ritchie Bros Auctioneers * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Kinross Gold | L | 0 | 1 | 1 | -1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Killam Properties | S | 1 | 1 | 1 | 1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 2 | 4 |
| Pason Systems * | S | 0 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 2 | 1 |
| Goldcorp * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Parex Resources Inc * | S | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | 2 | 4 |
| Fortuna Silver * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| IAG Inc * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| New Firstservice Corp * | M | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| First Quantum Minerals | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| NuVista Energy Ltd * | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 2 | 1 |
| Metro | L | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Exchange Income Corp | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Dollarama | L | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Shopify Inc | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 2 |
| Air Canada | L | 1 | -1 | -1 | 1 | 1 | -1 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 2 | 4 |
| MEG Energy * | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 2 | 4 |
| CGI Group * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 1 |
| Bank Montreal | L | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Chemtrade Logistics Income Fund * | S | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 2 | 4 |
| Chorus * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| B2Gold | M | -1 | 1 | 1 | -1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 2 |
| Smart REIT | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Allied Prop. | S | -1 | 1 | 1 | -1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Barrick Gold | L | -1 | 1 | 1 | -1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Can Nat. Res. * | L | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | -1 | 2 | 2 |
| Constellation Software Inc * | L | 1 | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Sleep Country Canada * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| CAE | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Power Corp * | L | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Brookfield Infrastructure Partners * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Hydro One Limited | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Osisko Gold Ro | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| TELUS | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 1 | 4 |
| Hudbay | S | -1 | 1 | 1 | -1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| BRP Inc. | M | 1 | 1 | -1 | 1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| TMX Group | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Innergex Renewable Energy Inc | S | -1 | 1 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Magna Intl | L | -1 | -1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 3 |
| Mullen | S | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Alaris Royalty Corp * | S | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Lucara Diamond Corp * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 1 |
| Loblaw | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Alimentation CT * | L | 1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Waste Connections | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| ATS Automation Tooling Systems * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Onex Corp * | M | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Intact Fin | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| George Weston | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Fortis Inc | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Celestica * | S | 0 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Secure Energy * | S | 0 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Cenovus Energy | L | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Centerra Gold | S | -1 | 1 | 1 | -1 | 1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 1 | 4 |
| Enerflex | S | -1 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Element Fleet | L | 0 | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Stantec | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| CI Financial * | S | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Emera Inc | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| CCL Industries | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Freehold Royal * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Capital Power | M | 0 | -1 | 1 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| ShawCor Ltd * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Cameco | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| CanWest Bank * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Sienna Senior Living | S | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Nevsun * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Norbord * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Sandstorm Gold Ltd N | S | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Wheaton Precious Metals * | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| WestJet Airlines * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Shaw Com. * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Tahoe Resources * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Sierra Wireless * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Morneau Shepell * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Seven Generations Energy Ltd * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Valeant Pharmaceuticals * | L | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Northview Apartment REIT * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Yamana Gold * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Power Financial * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GENIVAR * | L | 0 | 0 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| TORC Oil and Gas Ltd * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Stella-Jones Inc. | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Raging River Exploration Inc. * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Toromont Ind. | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Semafo * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| TransAlta Renewables Inc. * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Stars Group * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Rogers Communications | L | 0 | 1 | -1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Tricon Capital Group Inc * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Turquoise Hill * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Uni-Select Inc. * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Pretium Res. * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ensign Energy Services * | S | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Advantage * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Choice Properties REIT * | L | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| Cominar Real Estate Invest * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Crescent Point * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Crombie REIT | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Detour Gold * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dream Global REIT * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Eldorado * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| Endeavour Mining * | L | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 4 |
| Enercare Inc * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Extendicare Inc * | S | 0 | 0 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| First Majestic Silver * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Cascades Inc | S | -1 | -1 | 1 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 4 |
| Canadian Pacific Railway * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aecon * | S | 0 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Agnico Eagle Mines | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| Alacer Gold * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Alamos Gold | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| Baytex Energy Corp * | S | -1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | 0 | 4 |
| BlackBerry | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Boardwalk | S | 0 | 1 | 1 | 1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Brookfield AM * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Brookfield Property * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Brookfield Renewable Energy Partner | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Canadian National Railway | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Franco-Nevada * | L | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Genworth MI * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Home Capital * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Linamar * | M | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Guyana Goldfields Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Husky * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Chartwell Retirement Residences * | S | 0 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| MacDonald Dettwiler * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Inter Pipeline * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Altus Group Ltd | S | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Intertape Polymer Group Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Kinder Morgan Canada * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| MAG Silver * | S | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Great Canadian Gaming Corp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Kirkland Lake Gold * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Spin Master Corp | S | -1 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Kinaxis Inc | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | -1 | 4 |
| Aphria * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Badger Daylighting Ltd * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Canfor * | S | -1 | -1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 4 |
| BCE * | L | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| TransAlta Corp | S | 0 | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | -1 | 4 |
| Boyd Group Income Fund * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Canada Goose | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Cineplex | S | 1 | -1 | -1 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -1 | 4 |
| Vermilion * | S | -1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -1 | 4 |
| Precision Drill * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Gran Tierra * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| First Capital * | M | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Restaurant Brands Int | L | 1 | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| PrairieSky Royalty | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 4 |
| Enghouse Systems | S | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Encana * | L | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Algonquin * | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| West Fraser * | L | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 4 |
| Cott * | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| AltaGas * | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| Computer Modelling Group | S | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Brookfield Business | S | -1 | 0 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| Lundin | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| NFI Group * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Northland Power * | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -2 | 4 |
| TFI Intl | L | 0 | 0 | 1 | 0 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Gibson Energy Inc | S | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -2 | 4 |
| Granite REIT * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| SNC-Lavalin * | L | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Teck Resources B | L | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -3 | 4 |
| Corus Entert | S | 1 | 1 | -1 | -1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -3 | 4 |
| Western Forest Products Inc | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -3 | 4 |
| Parkland Fuel * | M | 0 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -3 | 4 |
| Martinrea Int. * | S | 0 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Boralex * | S | 0 | 0 | 0 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -3 | 4 |
| NexGen Energy * | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Can Apt Prop. | L | -1 | 1 | 1 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Novagold * | S | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -3 | 4 |
| Knight Therapeutics Inc * | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -3 | 4 |
| Bombardier * | S | -1 | 0 | -1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -4 | 4 |
| Superior Plus | S | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Canopy Growth | L | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Interfor Corp | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -4 | 4 |
| Aurora Cannabis * | S | -1 | -1 | 1 | -1 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | -1 | -4 | 4 |
| Dorel Ind. * | S | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -5 | 4 |
| Saputo | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -5 | 4 |
| Premium Brands Holdings Corp * | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -5 | 4 |
| Ivanhoe Mines | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -5 | 4 |
