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GMO Grantham, Mayo, Van Otterloo LLC 13F filings

Manager(s): Jeremy Grantham

Holdings as of 2020-09-30

Filed on 2020-11-13 under CIK 1352662

Company name, stock class and CUSIPValue (x$1000) Shares
MICROSOFT CORP
COM 594918104
$625,679-$63,6802,974,749 sh-412,599 sh
-12%
APPLE INC
COM 037833100
$554,854-$61,2384,791,070 sh3,102,220 sh
184%
UnitedHealth Group
COM 91324P102
$488,024$40,3621,565,333 sh47,577 sh
3%
COCA COLA CO
COM 191216100
$450,860$153,9909,132,270 sh2,487,910 sh
37%
ALIBABA GROUP HLDG LTD
SPONSORED ADS 01609W102
$430,232-$23,4441,463,473 sh-639,800 sh
-30%
Oracle Corp
COM 68389X105
$393,343$36,2336,588,655 sh127,463 sh
2%
ACCENTURE PLC IRELAND
SHS CLASS A G1151C101
$385,140$25,6901,704,236 sh30,195 sh
2%
JOHNSON & JOHNSON
COM 478160104
$351,161$31,3302,358,685 sh84,414 sh
4%
US BANCORP DEL
COM NEW 902973304
$341,503$3,8969,525,878 sh356,752 sh
4%
MEDTRONIC PLC
SHS G5960L103
$330,746$32,9383,182,703 sh-64,931 sh
-2%
Facebook, Inc.
COM 30303M102
$330,082$31,8591,260,336 sh-53,015 sh
-4%
TEXAS INSTRS INC
COM 882508104
$283,528$29,3721,985,631 sh-16,070 sh
-1%
ANTHEM INC
COM 036752103
$277,482$10,0531,033,107 sh16,191 sh
2%
AMERICAN EXPRESS CO
COM 025816109
$273,335$20,8502,726,534 sh74,380 sh
3%
TJX COS INC NEW
COM 872540109
$268,826$26,5334,830,658 sh38,471 sh
1%
3M Company
COM 88579Y101
$263,257$10,9111,643,505 sh25,798 sh
2%
Merck & Co Inc.
COM 58933Y105
$250,066$21,2003,014,664 sh55,060 sh
2%
Alphabet Inc., Cl. A
COM 02079K305
$232,111-$55,343158,373 sh-44,338 sh
-22%
Cisco Systems
COM 17275R102
$231,764-$33,7385,883,835 sh191,253 sh
3%
LAM RESEARCH CORP
COM 512807108
$225,745$220,239680,468 sh663,447 sh
3898%
Alphabet Inc., Cl. C
COM 02079K107
$217,583$7,696148,056 sh-420 sh
0%
WELLS FARGO CO NEW
COM 949746101
$215,192-$3,5689,153,206 sh607,887 sh
7%
ABBOTT LABS
COM 002824100
$207,891$98,2241,910,237 sh710,770 sh
59%
LILLY ELI & CO
COM 532457108
$201,281-$16,6581,359,823 sh32,382 sh
2%
NETEASE INC
SPONSORED ADS 64110W102
$188,506$63,556414,600 sh123,600 sh
42%
QUEST DIAGNOSTICS INC
CS 74834L100
$177,564-$12,5221,550,915 sh-117,088 sh
-7%
Visa Inc.
COM 92826C839
$167,285$16,778836,548 sh57,406 sh
7%
PHILIP MORRIS INTL INC
COM 718172109
$151,282$12,2862,017,359 sh33,402 sh
2%
RAYTHEON TECHNOLOGIES CORP
COM 75513E101
$145,130$7,7832,522,244 sh293,301 sh
13%
THE CHARLES SCHWAB CORPORATI
COM 808513105
$143,001$49,2593,947,034 sh1,168,675 sh
42%
OTIS WORLDWIDE CORP
COM 68902V107
$126,621$33,9482,028,539 sh398,686 sh
24%
ISHARES INC
CORE MSCI EMKT 46434G103
$125,550$19,9262,377,847 sh158,860 sh
7%
Lyft Inc
CL A COM 55087P104
$103,667-$15,8783,762,863 sh141,370 sh
4%
Adobe Inc Com
cs 00724F101
$101,541$101,106207,045 sh206,045 sh
20605%
STARBUCKS CORP
COM 855244109
$101,453$7,3471,180,787 sh-98,007 sh
-8%
Salesforce.com
COM 79466L302
$100,384$100,384399,428 sh399,428 sh
NEW
ROYAL BK CDA MONTREAL QUE
COM 780087102
$100,112-$18,3661,430,335 sh-321,500 sh
-18%
WILLIS TOWERS WATSON PUB LTD
SHS G96629103
$96,517$13,759462,200 sh42,000 sh
10%
STMICROELECTRONICS N V
NY REGISTRY 861012102
$90,332-$13,5042,943,363 sh-844,900 sh
-22%
VIPSHOP HLDGS LTD
SPONSORED ADS A 92763W103
$84,088$68,6465,376,500 sh4,600,900 sh
593%
ISHARES TR
IBOXX HI YD ETF 464288513
$83,557$1,585995,914 sh-8,393 sh
-1%
BRITISH AMERN TOB PLC
SPONSORED ADR 110448107
$80,788-$18,8242,234,800 sh-331,200 sh
-13%
LIBERTY BROADBAND CORP
COM SER C 530307305
$77,464$13,922542,200 sh29,600 sh
6%
ROYAL DUTCH SHELL PLC
SPON ADR B 780259107
$74,801-$20,3803,088,400 sh-37,400 sh
-1%
Discovery Comm. C
COM 25470F302
$63,047$14,1003,216,700 sh675,317 sh
27%
CARVANA CO
CL A 146869102
$61,980-$3,565277,864 sh-267,435 sh
-49%
Redfin Corp
COM 75737F108
$61,713-$13,9021,235,994 sh-568,219 sh
-31%
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS 874039100
$60,967$3,292752,028 sh-263,922 sh
-26%
JD.COM INC
SPON ADR CL A 47215P106
$57,563$10,785741,700 sh-35,600 sh
-5%
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM 531229607
$53,186-$12,6071,607,808 sh-301,992 sh
-16%
RENEWABLE ENERGY GROUP INC
COM NEW 75972A301
$52,160$17,731976,421 sh-412,981 sh
-30%
Wayfair
COM 94419L101
$50,557-$14,185173,729 sh-153,895 sh
-47%
CRH PLC
ADR 12626K203
$49,373-$8,5101,368,060 sh-319,000 sh
-19%
GCI LIBERTY INC
COM 36164V305
$47,979$47,979585,400 sh585,400 sh
NEW
TD AMERITRADE HLDG CORP
COM 87236Y108
$44,367$6,4551,133,268 sh91,168 sh
9%
SUN LIFE FINL INC
COM 866796105
$40,818-$3,0631,004,200 sh-192,900 sh
-16%
Mosaic Co.
COM 61945C103
$39,993$1,2622,188,999 sh-907,008 sh
-29%
FIAT CHRYSLER AUTOMOBILES N
SHS N31738102
$39,735$13,1143,237,100 sh588,600 sh
22%
Maxim Integrated Prods Inc
COM 57772K101
$38,135$37,284564,048 sh550,000 sh
3915%
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B 833635105
$34,035$1,5071,049,823 sh-197,882 sh
-16%
Cardlytics Inc.
COM 14161W105
$32,874$4,057465,830 sh54,046 sh
13%
SK TELECOM LTD
SPONSORED ADR 78440P108
$31,851$4,5161,420,665 sh5,800 sh
0%
VARIAN MEDICAL SYSTM
COM 92220P105
$31,593$31,593183,682 sh183,682 sh
NEW
ACACIA COMMUNICATIONS INC
COM 00401C108
$31,563$6,555468,300 sh96,100 sh
26%
DR REDDYS LABS LTD
ADR 256135203
$30,843$6,977443,408 sh-6,800 sh
-2%
GOLD FIELDS LTD NEW
SPONSORED ADR 38059T106
$30,435$30,4352,476,400 sh2,476,400 sh
NEW
BORGWARNER INC
COM 099724106
$29,682$5,082766,189 sh69,300 sh
10%
PENNYMAC FINL SVCS INC
COM 70932M107
$29,669$4,165510,478 sh-99,800 sh
-16%
GROUP 1 AUTOMOTIVE INC
COM 398905109
$29,333$7,803331,856 sh5,500 sh
2%
WRIGHT MED GROUP N V
ORD SHS N96617118
$28,158-$10,344922,000 sh-373,500 sh
-29%
VANECK VECTORS ETF TRUST
RUSSIA ETF 92189F403
$27,419-$25,5701,308,800 sh-1,244,900 sh
-49%
BIG LOTS INC
COM 089302103
$25,509$16,235571,961 sh351,161 sh
159%
SANMINA CORPORATION
COM 801056102
$25,381$1,100938,285 sh-31,400 sh
-3%
UFP INDUSTRIES INC
COM 90278Q108
$25,012$2,593442,611 sh-10,200 sh
-2%
TORONTO DOMINION BK ONT
COM NEW 891160509
$24,272$2,794525,900 sh43,100 sh
9%
ISHARES TR
MSCI CHINA A 46434V514
$23,968$12,361653,100 sh285,800 sh
78%
SENSATA TECHNOLOGIES HLDNG P
SHS G8060N102
$23,726$6,616549,975 sh90,400 sh
20%
CANADIAN SOLAR INC
COM 136635109
$23,572$2,296671,566 sh-432,524 sh
-39%
INSIGHT ENTERPRISES INC
COM 45765U103
$23,465$1,905414,720 sh-23,500 sh
-5%
GRAFTECH INTL LTD
COM 384313508
$23,314$11,2013,408,546 sh1,890,621 sh
125%
ADVANCED DISP SVCS INC DEL
COM 00790X101
$22,961-$8,512759,530 sh-283,674 sh
-27%
TEGNA, Inc.
COM 87901J105
$22,380$8891,904,641 sh-24,500 sh
-1%
AT HOME GROUP INC
COM 04650Y100
$21,546$10,4901,449,939 sh-253,616 sh
-15%
MILLER HERMAN INC
COM 600544100
$21,304$4,872706,372 sh10,400 sh
1%
PEPSICO INC
COM 713448108
$21,252$7,731153,330 sh51,100 sh
50%
MOOG INC
CL A 615394202
$20,943$3,769329,653 sh5,500 sh
2%
GLOBANT S A
COM L44385109
$20,772$20,772115,900 sh115,900 sh
NEW
AUTONATION INC
COM 05329W102
$20,681$15,510390,726 sh253,118 sh
184%
BRINKER INTL INC
COM 109641100
$20,617$5,325482,600 sh-154,587 sh
-24%
V F CORP
COM 918204108
$20,476$6,722291,471 sh65,771 sh
29%
LIVONGO HEALTH INC
COM 539183103
$19,789$19,789141,300 sh141,300 sh
NEW
BRADY CORP
CL A 104674106
$19,708-$4,088492,445 sh-15,800 sh
-3%
DICKS SPORTING GOODS INC
COM 253393102
$19,430$4,527335,700 sh-25,500 sh
-7%
WORLD FUEL SVCS CORP
COM 981475106
$18,863-$3,795890,183 sh10,600 sh
1%
ILLINOIS TOOL WKS INC
COM 452308109
$18,529$4,50695,900 sh15,700 sh
20%
FLAGSTAR BANCORP INC
COM PAR .001 337930705
$18,265-$162616,435 sh-9,700 sh
-2%
FASTLY INC CL A
COM 31188V100
$17,554-$7,762187,384 sh-110,000 sh
-37%
Sonic Automotive Inc Cl A
COM 83545G102
$17,312$2,159431,082 sh-43,800 sh
-9%
MOBILE TELESYSTEMS PJSC
SPONSORED ADR 607409109
$17,051$5,2341,953,135 sh667,300 sh
52%
Booking Holdings Inc
COM 09857L108
$17,021$3,4869,950 sh1,450 sh
17%
PRESTIGE BRANDS HOLD
COM 74112D101
$16,994$504466,600 sh27,574 sh
6%
CHEESECAKE FACTORY INC
COM 163072101
$16,683$6,181601,405 sh143,203 sh
31%
SOLAREDGE TECHNOLOGIES INC
COM 83417M104
$16,546$3,30769,419 sh-25,974 sh
-27%
UNIVERSAL CORP VA
COM 913456109
$16,478-$1,502393,452 sh-29,508 sh
-7%
MICRON TECHNOLOGY INC
COM 595112103
$16,444$1,000350,161 sh50,400 sh
17%
FREEPORT-MCMORAN INC
CL B 35671D857
$16,323-$30,9091,043,675 sh-3,038,632 sh
-74%
Walker & Dunlop, Inc.
COM 93148P102
$16,207$745305,800 sh1,496 sh
0%
ACUSHNET HOLDINGS CORP
COM 005098108
$16,130-$5,907479,915 sh-153,500 sh
-24%
CORTEVA INC REG SHS
COM 22052L104
$16,004$3,130555,488 sh74,923 sh
16%
FEDERAL SIGNAL CORP
COM 313855108
$15,922-$6,885544,347 sh-222,800 sh
-29%
OWENS & MINOR INC NEW
COM 690732102
$15,744$11,993627,000 sh134,700 sh
27%
EOG RESOURCES INC
CS 26875P101
$15,594-$9,061433,892 sh-52,776 sh
-11%
HASBRO INC
COM 418056107
$15,493$3,748187,300 sh30,600 sh
20%
BRP INC
COM SUN VTG 05577W200
$15,320-$459290,883 sh-80,300 sh
-22%
INTEL CORP
COM 458140100
$15,295$1,509295,392 sh64,970 sh
28%
BUILDERS FIRSTSOURCE INC
COM 12008R107
$15,116-$4,591463,394 sh-488,614 sh
-51%
FIRSTENERGY CORP
COM 337932107
$14,978$14,978521,705 sh521,705 sh
NEW
MARKEL CORP
COM 570535104
$14,977$3,15915,382 sh2,580 sh
20%
HILTON WORLDWIDE HOLDINGS INC
COM 43300A203
$14,977$5,176175,540 sh42,109 sh
32%
HONEYWELL INTL INC
COM 438516106
$14,968-$147,58590,929 sh-1,033,307 sh
-92%
INNOSPEC INC
COM 45768S105
$14,923-$5,268235,674 sh-25,700 sh
-10%
NUTRIEN LTD
COM 67077M108
$14,492$4,544369,399 sh59,500 sh
19%
APPLIED MATLS INC
COM 038222105
$14,445-$9,463242,970 sh-152,524 sh
-39%
LAS VEGAS SANDS CORP
COM 517834107
$14,439$3,725309,452 sh74,180 sh
32%
PENNYMAC MTG INVT TR
COM 70931T103
$14,011-$7,951871,900 sh-380,900 sh
-30%
CHEVRON CORP NEW
COM 166764100
$13,795-$6,850191,600 sh-39,773 sh
-17%
GEO GROUP INC NEW
COM 36162J106
$13,482$6,0801,188,900 sh563,200 sh
90%
TAL EDUCATION GROUP
SPONSORED ADS 874080104
$13,279-$598174,634 sh-28,300 sh
-14%
SMITH & NEPHEW PLC
SPDN ADR NEW 83175M205
$13,259-$1,920339,100 sh-59,100 sh
-15%
BROOKFIELD ASSET MGMT INC
CL A LTD VT SH 112585104
$13,087$13,087395,871 sh395,871 sh
NEW
SCHWEITZER-MAUDUIT INTL INC
COM 808541106
$12,670-$3,108416,900 sh-55,366 sh
-12%
CORECIVIC INC
COM 21871N101
$12,540-$1,8111,567,499 sh34,300 sh
2%
M D C HLDGS INC
COM 552676108
$12,521-$1,992265,833 sh-140,700 sh
-35%
MATERION CORP
COM 576690101
$12,463-$2,137239,536 sh2,100 sh
1%
TELEPHONE & DATA SYS INC
COM NEW 879433829
$12,233-$331663,389 sh31,389 sh
5%
KOSMOS ENERGY LTD
COM 500688106
$12,210$9,77312,515,566 sh11,047,432 sh
752%
GRUBHUB INC
COM 400110102
$12,209$12,209168,800 sh168,800 sh
NEW
WIX COM LTD
SHS M98068105
$12,105-$7,72647,500 sh-29,900 sh
-39%
YUM CHINA HLDGS INC
COM 98850P109
$12,057-$2,725227,700 sh-79,800 sh
-26%
INTERACTIVE BROKERS GROUP IN
COM 45841N107
$11,967 247,620 sh 
SUNSTONE HOTEL INVS INC NEW
COM 867892101
$11,886$2,9931,497,039 sh405,901 sh
37%
XENIA HOTELS & RESORTS INC
COM 984017103
$11,781-$4601,341,760 sh29,800 sh
2%
GENWORTH FINL INC
COM CL A 37247D106
$11,734-$10,2113,502,727 sh-5,997,096 sh
-63%
INVESTORS BANCORP INC NEW
COM 46146L101
$11,501$1,4581,584,189 sh402,700 sh
34%
AMGEN INC
COM 031162100
$11,152$16643,879 sh-2,700 sh
-6%
ENOVA INTL INC
COM 29357K103
$10,909$279665,613 sh-49,230 sh
-7%
SYKES ENTERPRISES INC
COM 871237103
$10,807$2,240315,913 sh6,200 sh
2%
FIRST SOLAR INC
COM 336433107
$10,762$701162,565 sh-40,694 sh
-20%
TAUBMAN CTRS INC
COM 876664103
$10,622-$2,118319,070 sh-18,330 sh
-5%
ENEL AMERICAS S A
SPONSORED ADR 29274F104
$10,562-$9,9971,634,973 sh-1,102,600 sh
-40%
WADDELL & REED FINL INC
CL A 930059100
$10,425$1,460702,000 sh124,000 sh
21%
BENCHMARK ELECTRONICS INC
COM 08160H101
$10,409-$2,846516,600 sh-97,050 sh
-16%
PATTERSON COMPANIES INC
COM 703395103
$10,401$1,649431,500 sh33,700 sh
8%
Luminex Corp.
COM 55027E102
$10,353$3,366394,400 sh179,600 sh
84%
ELECTRONIC ARTS INC
COM 285512109
$10,312$2579,076 sh1,177 sh
2%
EBAY INC
COM 278642103
$10,298$1,640197,663 sh32,600 sh
20%
ADECOAGRO S A
COM L00849106
$10,252$7862,195,185 sh14,021 sh
1%
AVIENT CORP
COM 05368V106
$10,245-$2,196387,200 sh-87,100 sh
-18%
ISHARES TR
IBOXX INV CP ETF 464287242
$10,091-$54,92174,912 sh-408,450 sh
-85%
GREIF INC
CL A 397624107
$9,701$438267,900 sh-1,300 sh
0%
Valvoline Inc
COM 92047W101
$9,584$5,442503,356 sh289,100 sh
135%
AMAZON COM INC
COM 023135106
$9,462$2,7753,005 sh581 sh
24%
NAUTILUS INC
COM 63910B102
$9,459$8,818551,200 sh482,000 sh
697%
CDN IMPERIAL BK COMM TORONTO
COM 136069101
$9,448$4,458126,800 sh51,900 sh
69%
AGCO CORP
COM 001084102
$9,351$3,018125,906 sh11,721 sh
10%
LA Z BOY INC
COM 505336107
$9,274$1,494293,200 sh5,700 sh
2%
HEICO CORP NEW
CL A 422806208
$9,238$9,238104,200 sh104,200 sh
NEW
STEPAN CO
COM 858586100
$8,938$6382,003 sh-9,400 sh
-10%
NEWMARK GROUP INC
COM 65158N102
$8,728-$1,6682,020,400 sh-118,700 sh
-6%
BANK N S HALIFAX
COM 064149107
$8,602-$3,570207,700 sh-87,400 sh
-30%
VECTRUS INC
COM 92242T101
$8,518-$2,559224,157 sh-1,316 sh
-1%
ACCO BRANDS CORP COM
COM 00081T108
$8,434-$2,4821,454,219 sh-83,300 sh
-5%
MERITOR INC
COM 59001K100
$8,430$1,746402,600 sh65,000 sh
19%
SYNOPSYS INC
COM 871607107
$8,363$67539,081 sh-346 sh
-1%
RELIANCE STEEL & ALUMINUM CO
COM 759509102
$8,348-$62481,812 sh-12,700 sh
-13%
REALOGY HOLDINGS CO
COM 75605Y106
$8,346$4,337884,100 sh343,100 sh
63%
ENDO INTL PLC
SHS G30401106
$8,324$7,1532,522,400 sh2,181,000 sh
639%
PROGRESS SOFTWARE CORP
COM 743312100
$8,251-$4,108224,948 sh-94,000 sh
-29%
YANDEX N V
SHS CLASS A N97284108
$8,143$4,892124,800 sh59,800 sh
92%
RESIDEO TECHNOLOGIES INC
COM 76118Y104
$8,072$6,639733,800 sh611,500 sh
500%
STONEX GROUP INC
COMMON 861896108
$8,056$8,056157,457 sh157,457 sh
NEW
HILLTOP HOLDINGS INC
COM 432748101
$8,025-$109389,963 sh-50,900 sh
-12%
CADENCE DESIGN SYSTEM INC
COM 127387108
$7,991$34974,940 sh-4,694 sh
-6%
EATON CORP PLC
SHS G29183103
$7,903$2,68477,459 sh17,800 sh
30%
NEW ORIENTAL ED & TECH GRP I
SPON ADR 647581107
$7,804-$44052,200 sh-11,100 sh
-18%
QIWI PLC
SPON ADR REP B 74735M108
$7,768-$2,394447,720 sh-139,000 sh
-24%
TE CONNECTIVITY LTD
REG SHS H84989104
$7,764$1,13179,436 sh-1,900 sh
-2%
SOUTHWESTERN ENERGY CO
COM 845467109
$7,751$1,1543,298,300 sh721,300 sh
28%
GRIFFON CORP
COM 398433102
$7,442-$276380,847 sh-35,900 sh
-9%
FEDERATED INVS INC PA
CL B 314211103
$7,245-$1,249336,804 sh-21,600 sh
-6%
HOLLYSYS AUTOMATION TECHNOLO
SHS G45667105
$7,112-$339643,600 sh83,400 sh
15%
CSG SYS INTL INC
COM 126349109
$7,067$752172,578 sh20,000 sh
13%
MERIDIAN BIOSCIENCE INC
COM 589584101
$7,059$1,085415,700 sh159,200 sh
62%
INTUIT
COM 461202103
$6,981$44321,399 sh-675 sh
-3%
OWENS CORNING NEW
COM 690742101
$6,944$2,371100,909 sh18,900 sh
23%
STEELCASE INC
CL A 858155203
$6,923-$881684,797 sh37,721 sh
6%
Activision Blizzard, Inc.
COM 00507V109
$6,820$55584,246 sh1,700 sh
2%
PFIZER INC
COM 717081103
$6,815$825185,685 sh2,500 sh
1%
SHOE CARNIVAL INC
COM 824889109
$6,743$710200,800 sh-5,300 sh
-3%
CORE MARK HOLDING CO INC
COM 218681104
$6,697$1,015231,500 sh3,800 sh
2%
ETHAN ALLEN INTERIORS INC
COM 297602104
$6,683$817493,600 sh-2,300 sh
0%
INTERNATIONAL BANCSHARES COR
COM 459044103
$6,660-$1,908255,575 sh-12,000 sh
-4%
HAVERTY FURNITURE INC
COM 419596101
$6,463$1,514308,642 sh-700 sh
0%
GUESS INC
BOND 401617AD7
$6,401$1,737Bond principal of
$8,000,000
$1,000,000 prn
QUALCOMM INC
COM 747525103
$6,331$6,33153,800 sh53,800 sh
NEW
SANOFI
SPONSORED ADR 80105N105
$6,308-$9,076125,742 sh-175,600 sh
-58%
TAYLOR MORRISON HOME CORP
COM 87724P106
$6,197$2,392252,020 sh54,750 sh
28%
DONNELLEY FINL SOLUTIONS INC
COM 25787G100
$6,190$2,380463,300 sh9,700 sh
2%
TEMPUR SEALY INTL INC COM
COM 88023U101
$6,161$2,25669,079 sh14,800 sh
27%
COMTECH TELECOMMUNICATIONS C
COM NEW 205826209
$6,159-$1,485439,900 sh-12,700 sh
-3%
SCIPLAY CORP
CL A 809087109
$6,052$4,140373,100 sh244,200 sh
189%
ZUMIEZ INC
COM 989817101
$6,012-$1,715216,100 sh-66,100 sh
-23%
Integer Holdings Corp
COM 45826H109
$5,977-$3,292101,288 sh-25,600 sh
-20%
WORTHINGTON INDS INC
COM 981811102
$5,958-$200146,092 sh-19,000 sh
-12%
MICROSTRATEGY INC
CL A NEW 594972408
$5,857$2,75838,900 sh12,700 sh
48%
ADTALEM GLOBAL ED INC
COM 00737L103
$5,794$3,758236,100 sh170,738 sh
261%
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW 049164205
$5,779$5,77994,900 sh94,900 sh
NEW
Stoneridge Inc
COM 86183P102
$5,753-$1,851313,200 sh-54,872 sh
-15%
GRUPO AEROPORTUARIO DEL SURE
SPON ADR SER B 40051E202
$5,651$2,01348,700 sh16,300 sh
50%
JPMORGAN CHASE & CO
CS 46625H100
$5,631$1,13658,495 sh10,702 sh
22%
JOHNSON OUTDOORS INC
CL A 479167108
$5,603-$1,62268,417 sh-10,963 sh
-14%
LIVENT CORP
COM 53814L108
$5,600-$1,507624,339 sh-529,470 sh
-46%
COLGATE PALMOLIVE CO
COM 194162103
$5,579 72,318 sh 
JELD-WEN HLDG INC
COM 47580P103
$5,579 246,850 sh 
ENCORE CAP GROUP INC
COM 292554102
$5,569-$922144,300 sh-45,600 sh
-24%
BEST BUY INC
COM 086516101
$5,552-$96749,888 sh-24,814 sh
-33%
PERDOCEO EDUCATION CORP
COM 71363P106
$5,518-$449450,800 sh76,193 sh
20%
OFG BANCORP
COM 67103X102
$5,494-$899440,950 sh-37,200 sh
-8%
CENTRAL GARDEN & PET CO
CL A NON-VTG 153527205
$5,455$2,892150,951 sh75,100 sh
99%
GRUPO FINANCIERO GALICIA S A
SPONSORED ADR 399909100
$5,400$3,147745,900 sh513,600 sh
221%
TEREX CORP NEW
COM 880779103
$5,345$3,177276,100 sh160,600 sh
139%
Comcast Corp
CL A 20030N101
$5,247-$145113,428 sh-24,900 sh
-18%
SPARTANNASH CO
COM 847215100
$5,198$1,813317,900 sh158,600 sh
100%
GILEAD SCIENCES INC
COM 375558103
$5,139-$1,11181,330 sh100 sh
0%
HNI CORP
COM 404251100
$5,131$359163,512 sh7,400 sh
5%
ALBEMARLE CORP
COM 012653101
$5,092-$5,03057,031 sh-74,070 sh
-56%
NATIONAL GEN HLDGS CORP
COM 636220303
$5,041$1,525149,374 sh-13,326 sh
-8%
GPO AEROPORTUARIO DEL PAC SA
SPON ADR B 400506101
$5,000$1,28062,000 sh10,200 sh
20%
PC CONNECTION INC
COM 69318J100
$4,972-$3,169121,100 sh-54,500 sh
-31%
MUELLER INDS INC
COM 624756102
$4,949$226182,906 sh5,200 sh
3%
NETGEAR INC
COM 64111Q104
$4,940$1,062160,300 sh10,500 sh
7%
Select Medical Holdings Corpor
COM 81619Q105
$4,891$1,888234,900 sh31,000 sh
15%
BLOCK H & R INC
COM 093671105
$4,875$2,190299,243 sh111,200 sh
59%
DELUXE CORP
COM 248019101
$4,855$77188,700 sh-14,264 sh
-7%
SUMMIT HOTEL PPTYS INC
COM 866082100
$4,703-$3,838908,000 sh-532,300 sh
-37%
HYSTER YALE MATLS HANDLING I
CL A 449172105
$4,662-$372125,500 sh-4,700 sh
-4%
BRISTOL MYERS SQUIBB CO
COM 110122108
$4,660 77,291 sh 
USANA HEALTH SCIENCES INC
COM 90328M107
$4,618$3,67862,700 sh49,900 sh
390%
HP Inc
COM 40434L105
$4,614-$293242,973 sh-38,562 sh
-14%
CBIZ INC
COM 124805102
$4,612$118201,671 sh14,200 sh
8%
Biogen Idec, Inc.
COM 09062X103
$4,521 15,936 sh 
MOTOROLA SOLUTIONS INC
COM NEW 620076307
$4,513$84528,779 sh2,600 sh
10%
MASONITE INTL CORP NEW
COM 575385109
$4,502$4,50245,750 sh45,750 sh
NEW
ON SEMICONDUCTOR CORP
COM 682189105
$4,496$861207,300 sh23,900 sh
13%
SIMON PPTY GROUP INC NEW
COM 828806109
$4,487 69,367 sh 
Macquarie Infrastructure Corporation
COM 55608B105
$4,487$808166,850 sh46,970 sh
39%
TRI Pointe Group, Inc.
COM 87265H109
$4,469-$1,875246,342 sh-185,500 sh
-43%
LOCKHEED MARTIN CORP
COM 539830109
$4,402-$41011,486 sh-1,700 sh
-13%
FUTUREFUEL CORPORATION
COM 36116M106
$4,367$1,850384,053 sh173,432 sh
82%
KIMBERLY CLARK CORP
COM 494368103
$4,312-$2,18229,199 sh-16,745 sh
-36%
COMPUTER PROGRAMS & SYS INC
COM 205306103
$4,249$739153,900 sh-100 sh
0%
MONDELEZ INTL INC
CL A 609207105
$4,219$15273,436 sh-6,100 sh
-8%
TWITTER INC
NOTE 0.250\% 6/1 90184LAF9
$4,184-$2,881Bond principal of
$3,750,000
-$3,750,000
-50%
PROGRESSIVE CORP OHIO
COM 743315103
$4,093-$1,29343,238 sh-24,000 sh
-36%
KROGER CO
COM 501044101
$4,056$1,125119,624 sh33,049 sh
38%
COREPOINT LODGING INC
COM 21872L104
$4,052$658743,400 sh-62,700 sh
-8%
BLOOMIN BRANDS INC
COM 094235108
$4,042-$2,823264,700 sh-379,300 sh
-59%
FEDERAL REALTY INVT TR
SH BEN INT NEW 313747206
$4,040 55,015 sh 
UNITED THERAPEUTICS CORP DEL
COM 91307C102
$4,031$3,31739,907 sh34,007 sh
576%
REGENCY CTRS CORP
COM 758849103
$4,014 105,575 sh 
PREMIER FINANCIAL CORP
COMMON STOCK 74052F108
$4,011-$596257,544 sh-3,200 sh
-1%
TENCENT MUSIC ENTMT GROUP
SPON ADS 88034P109
$3,967$3,967268,600 sh268,600 sh
NEW
COSTCO WHOLESALE CRP DEL
COM 22160K105
$3,942$36311,104 sh-700 sh
-6%
COOPER TIRE & RUBR CO
COM 216831107
$3,912$828123,400 sh11,700 sh
10%
PG&E CORP
COM 69331C108
$3,902 415,524 sh 
AZZ INC
COM 002474104
$3,817$328111,875 sh10,200 sh
10%
VISTA OUTDOOR INC
COM 928377100
$3,796$2,873188,100 sh124,200 sh
194%
DARLING INGREDIENTS INC
COM 237266101
$3,765$3,765104,498 sh104,498 sh
NEW
ALLSTATE CORP
COM 020002101
$3,756-$3739,902 sh800 sh
2%
TREDEGAR CORP
COM 894650100
$3,752-$269252,302 sh-8,800 sh
-3%
GARMIN LTD
SHS H2906T109
$3,728-$32839,303 sh-2,300 sh
-6%
SPOK HLDGS INC
COM 84863T106
$3,716$346390,778 sh30,300 sh
8%
ENERSYS
COM 29275Y102
$3,698$1,68955,100 sh23,900 sh
77%
INTER PARFUMS INC
COM 458334109
$3,694-$3,73498,900 sh-55,364 sh
-36%
NORTHROP GRUMMAN CORP
COM 666807102
$3,691$24811,700 sh500 sh
4%
MID-AMER APT CMNTYS INC
COM 59522J103
$3,635 31,352 sh 
UNITED NAT FOODS INC
COM 911163103
$3,627-$738243,920 sh4,200 sh
2%
DSP GROUP INC
COM 23332B106
$3,621-$949274,700 sh-13,100 sh
-5%
FRONTLINE LTD
SHS NEW G3682E192
$3,611-$3,109555,500 sh-407,200 sh
-42%
STANDARD MTR PRODS INC
COM 853666105
$3,599$7680,600 sh-4,916 sh
-6%
Xerox Holdings Corp Com New
COM 98421M106
$3,599$3,003191,750 sh152,800 sh
392%
CUMMINS INC
COM 231021106
$3,550 16,812 sh 
HERSHEY CO
COM 427866108
$3,550 24,767 sh 
XPERI HOLDING CORP
COM 98390M103
$3,535-$59307,700 sh64,200 sh
26%
Uniti Group Inc
RE 91325V108
$3,512$3,512333,400 sh333,400 sh
NEW
SILGAN HOLDINGS INC
COM 827048109
$3,503$1,84995,268 sh44,200 sh
87%
CERENCE INC
COM 156727109
$3,499$1,32671,600 sh18,400 sh
35%
DIAMONDROCK HOSPITALITY CO
COM 252784301
$3,493$562688,955 sh158,918 sh
30%
BANCO MACRO SA
SPON ADR B 05961W105
$3,492$661244,200 sh91,600 sh
60%
BILIBILI INC
SPONS ADS REP Z 090040106
$3,461$4783,200 sh9,500 sh
13%
IHEARTMEDIA INC COM CL A
COM 45174J509
$3,448 424,590 sh 
KIMBALL INTL INC
CL B 494274103
$3,446-$414326,900 sh-7,000 sh
-2%
AVALONBAY CMNTYS INC
COM 053484101
$3,432 22,980 sh 
UNITED STATES CELLULAR CORP
COM 911684108
$3,428$1,406116,100 sh50,600 sh
77%
LOWES COS INC
COM 548661107
$3,412-$42320,574 sh-7,805 sh
-28%
RADIAN GROUP INC
COM 750236101
$3,379-$11,768231,300 sh-745,296 sh
-76%
ASSOCIATED BANC CORP
COM 045487105
$3,371$3,177267,100 sh252,900 sh
1781%
ARCOSA INC
COM 039653100
$3,346-$81975,900 sh-22,800 sh
-23%
AVNET INC
COM 053807103
$3,345$1,952129,467 sh79,500 sh
159%
Arcbest Corp
COM 03937C105
$3,336$1,109107,400 sh23,400 sh
28%
EQUITY RESIDENTIAL REIT
COM 29476L107
$3,335-$23464,965 sh4,281 sh
7%
CAMDEN PPTY TR
SH BEN INT 133131102
$3,334 37,465 sh 
ADTRAN INC
COM 00738A106
$3,308-$117322,569 sh9,200 sh
3%
GENERAL MLS INC
COM 370334104
$3,298$21153,468 sh3,400 sh
7%
PROVIDENCE SVC CORP
COM 743815102
$3,298$2,87235,500 sh30,100 sh
557%
INGLES MKTS INC
CL A 457030104
$3,289-$1,00886,462 sh-13,300 sh
-13%
WEIS MKTS INC
COM 948849104
$3,288$1,43468,500 sh31,500 sh
85%
ARLO TECHNOLOGIES INC
COM 04206A101
$3,242$1,758616,300 sh41,000 sh
7%
SLM CORPORATION
COM 78442P106
$3,235$2,841399,822 sh343,722 sh
613%
NVENT ELECTRIC PLC
SHS G6700G107
$3,218$3,218181,900 sh181,900 sh
NEW
Apartment Invt. & Mgmt Co. (AI
COM 03748R754
$3,198 94,852 sh 
ESSEX PPTY TR INC
COM 297178105
$3,177-$21115,824 sh1,040 sh
7%
CELESTICA INC
SUB VTG SHS 15101Q108
$3,130$634454,400 sh89,600 sh
25%
HOST HOTELS & RESORTS, INC
COM 44107P104
$3,126 289,694 sh 
INFOSYS LTD
SPONSORED ADR 456788108
$3,103-$852224,700 sh-184,714 sh
-45%
PDL BIOPHARMA INC COM
COM 69329Y104
$3,090-$134980,800 sh-127,100 sh
-11%
WEST PHARMACEUTICAL SVSC INC
COM 955306105
$3,084 11,219 sh 
Waterstone Financial, Inc
COM 94188P101
$3,078$179198,715 sh3,200 sh
2%
NEENAH INC
COM 640079109
$3,065$53881,800 sh30,700 sh
60%
ARTISAN PARTNERS ASSET MGMT
CL A 04316A108
$3,056-$1,71778,369 sh-68,500 sh
-47%
EPLUS INC
COM 294268107
$3,052-$19941,700 sh-4,300 sh
-9%
GENESCO INC
COM 371532102
$3,044$707141,300 sh33,400 sh
31%
DOLLAR GEN CORP NEW
COM 256677105
$3,034$23914,472 sh-200 sh
-1%
D.R Horton, Inc.
COM 23331A109
$3,029 40,054 sh 
VERSO CORP
CL A 92531L207
$3,019-$541382,666 sh85,000 sh
29%
EXELON CORP
COM 30161N101
$3,016$31284,350 sh9,850 sh
13%
TFII CN
COM 87241L109
$3,001$3,00172,000 sh72,000 sh
NEW
GORMAN RUPP CO
COM 383082104
$2,976-$207101,025 sh-1,400 sh
-1%
CARS COM INC
COM 14575E105
$2,956$2,000365,800 sh199,800 sh
120%
TRICO BANCSHARES
COM 896095106
$2,951-$1,053120,480 sh-11,000 sh
-8%
TOLL BROTHERS INC
COM 889478103
$2,948$2,94860,578 sh60,578 sh
NEW
METHODE ELECTRS INC
COM 591520200
$2,927$173102,700 sh14,600 sh
17%
CITRIX SYS INC
COM 177376100
$2,905-$821,096 sh1,400 sh
7%
BRIGHTSHERE INVESTMENT
COM 10948W103
$2,893$466224,300 sh29,500 sh
15%
McKesson Corp
cs 58155Q103
$2,869$70719,263 sh5,170 sh
37%
PHILLIPS 66
COM 718546104
$2,868-$1,07455,328 sh497 sh
1%
DESIGNER BRANDS INC
CL A 250565108
$2,849-$619524,700 sh12,400 sh
2%
SCHOLASTIC CORP
COM 807066105
$2,842-$1,149135,400 sh2,100 sh
2%
VERA BRADLEY INC
COM 92335C106
$2,839$806464,721 sh6,800 sh
1%
PACCAR INC
COM 693718108
$2,835 33,243 sh 
TIMKEN CO
COM 887389104
$2,833$25152,257 sh-4,500 sh
-8%
TRIBUNE PUBLISHING COMPANY
COM 89609W107
$2,822$359242,000 sh-4,500 sh
-2%
JUNIPER NETWORKS INC
COM 48203R104
$2,788-$153129,669 sh1,000 sh
1%
DUCOMMUN INC DEL
COM 264147109
$2,778-$14884,400 sh500 sh
1%
TENNANT CO
COM 880345103
$2,746$25145,500 sh7,123 sh
19%
TENET HEALTHCARE CORP COM
COM 88033G407
$2,728$2,728111,290 sh111,290 sh
NEW
EMPLOYERS HOLDINGS INC
COM 292218104
$2,701-$82489,300 sh-27,600 sh
-24%
MGM GROWTH PPTYS LLC
CL A COM 55303A105
$2,679$2,67995,750 sh95,750 sh
NEW
CLOROX CO DEL
COM 189054109
$2,646$2,42412,592 sh11,580 sh
1144%
ENNIS INC
COM 293389102
$2,609$24149,600 sh7,100 sh
5%
DIME CMNTY BANCSHARES
COM 253922108
$2,607-$497230,540 sh4,500 sh
2%
AMERIPRISE FINL
COM 03076C106
$2,587-$81716,788 sh-5,900 sh
-26%
ATLANTICA YIELD PLC
SHS G0751N103
$2,581-$3,25290,200 sh-110,240 sh
-55%
HUB GROUP INC
CL A 443320106
$2,565$1,81851,100 sh35,500 sh
228%
LAKELAND FINL CORP
COM 511656100
$2,560$2,56062,132 sh62,132 sh
NEW
Allscripts Healthcare Solutions, Inc.
Common 01988P108
$2,542-$158312,300 sh-86,500 sh
-22%
BRISTOL MYERS SQUIBB CO
RIGHT 99/99/9999 110122157
$2,539-$4361,128,600 sh297,625 sh
36%
CRA INTL INC
COM 12618T105
$2,490-$30566,448 sh-4,300 sh
-6%
HILTON GRAND VACATIONS INC COM
COM 43283X105
$2,467$2,467117,590 sh117,590 sh
NEW
OPPENHEIMER HLDGS INC
CL A NON VTG 683797104
$2,462-$434110,326 sh-22,600 sh
-17%
DELPHI TECHNOLOGIES PLC
SHS G2709G107
$2,451$531146,700 sh11,600 sh
9%
GRAHAM HLDGS CO
COM 384637104
$2,451$1,9846,064 sh4,700 sh
345%
GYRODYNE LLC
COM 403829104
$2,445$556148,088 sh35,000 sh
31%
Resources Connection Inc
COM 76122Q105
$2,431-$49210,500 sh3,300 sh
2%
SEAGATE TECHNOLOGY PLC
SHS G7945M107
$2,428$9549,283 sh1,100 sh
2%
PENN VA CORP NEW
COM 70788V102
$2,424$765246,100 sh72,000 sh
41%
KELLY SVCS INC
CL A 488152208
$2,408$188141,300 sh900 sh
1%
TARGET CORP
CS 87612E106
$2,393-$86915,200 sh-12,000 sh
-44%
LIBERTY GLOBAL PLC SHS CL A
COM G5480U104
$2,383-$21,314113,404 sh-970,608 sh
-90%
GRUPO AEROPORTUARIO CTR NORT
SPON ADR 400501102
$2,371$1,54664,500 sh42,300 sh
191%
CTS CORP
COM 126501105
$2,370$374107,600 sh8,000 sh
8%
Enanta Pharmaceuticals Inc
COM 29251M106
$2,303-$2,07050,300 sh-36,800 sh
-42%
CHINA YUCHAI INTL LTD
COM G21082105
$2,296$427127,551 sh-2,400 sh
-2%
NORTHWEST BANCSHARES INC MD
COM 667340103
$2,290-$1,332248,861 sh-105,400 sh
-30%
TYSON FOODS INC
CL A 902494103
$2,267-$27838,119 sh-4,500 sh
-11%
SYSTEMAX INC
COM 871851101
$2,222$23492,800 sh-4,000 sh
-4%
HIBBETT SPORTS INC
COM 428567101
$2,220$46956,600 sh-27,000 sh
-32%
AbbVie, Inc.
COM 00287Y109
$2,208$2,20825,210 sh25,210 sh
NEW
ALPHA & OMEGA SEMICONDUCTOR
SHS G6331P104
$2,170-$285169,300 sh-56,300 sh
-25%
UNIVERSAL ELECTRS INC
COM 913483103
$2,140-$62256,700 sh-2,300 sh
-4%
SL GREEN RLTY CORP
COM 78440X101
$2,139-$31346,136 sh-3,611 sh
-7%
NU SKIN ENTERPRISES INC
CL A 67018T105
$2,139$2,13942,700 sh42,700 sh
NEW
TEEKAY TANKERS LTD
CL A Y8565N300
$2,124-$678195,900 sh-22,700 sh
-10%
FORTUNA SILVER MINES INC
COM 349915108
$2,119$2,067334,200 sh324,000 sh
3176%
MOVADO GROUP INC
COM 624580106
$2,115-$155212,820 sh3,400 sh
2%
NORTONLIFELOCK INC
COM 668771108
$2,112 101,342 sh 
NEXTGEN HEALTHCARE INC
COM 65343C102
$2,108$842165,500 sh50,200 sh
44%
EDISON INTL
COM 281020107
$2,090$79741,100 sh17,300 sh
73%
SALLY BEAUTY HLDGS INC
COM 79546E104
$2,089-$3,303240,400 sh-189,900 sh
-44%
APTIV PLC
SHS G6095L109
$2,078$3122,667 sh-3,600 sh
-14%
VORNADO RLTY TR
SH BEN INT 929042109
$2,070-$10061,409 sh4,621 sh
8%
HUDSON PAC PPTYS INC
COM 444097109
$2,070 94,389 sh 
DANA INCORPORATED
COM 235825205
$2,065-$1,063167,600 sh-88,997 sh
-35%
COUSINS PPTYS INC
COM NEW 222795502
$2,065-$27172,245 sh-6,055 sh
-8%
ODP CORPORATION (THE)
COMMON STOCKS 88337F105
$2,039-$5,698104,840 sh-3,187,460 sh
-97%
ANGIODYNAMICS INC
COM 03475V101
$2,039$358169,100 sh3,800 sh
2%
MAGNA INTL INC
COM 559222401
$2,035$7244,600 sh400 sh
1%
CENTRAL GARDEN & PET CO
COM 153527106
$2,016$41450,500 sh6,000 sh
13%
NATUS MEDICAL INC
COM 639050103
$2,011-$402117,400 sh6,800 sh
6%
ENPRO INDS INC
COM 29355X107
$2,003$22935,500 sh-500 sh
-1%
ALEXANDRIA REAL ESTATE EQ IN
COM 015271109
$2,002-$22812,510 sh-1,237 sh
-9%
EMPIRE ST RLTY TR INC
CL A 292104106
$1,997$56326,333 sh49,008 sh
18%
NATIONAL PRESTO INDS INC
COM 637215104
$1,989$44224,300 sh6,600 sh
37%
EASTGROUP PPTY INC
COM 277276101
$1,983-$18615,332 sh-2,956 sh
-16%
POLARIS INC
COM 731068102
$1,983$1,02221,024 sh10,641 sh
102%
HALLIBURTON CO
COM 406216101
$1,942-$271161,153 sh-9,367 sh
-5%
Prologis Inc REIT
COM 74340W103
$1,941-$9119,293 sh-2,475 sh
-11%
GIBRALTAR INDS INC
COM 374689107
$1,929-$1,13429,607 sh-34,200 sh
-54%
G-III APPAREL GROUP LTD
COM 36237H101
$1,921$1,170146,500 sh90,000 sh
159%
HealthStream Inc.
COM 42222N103
$1,909-$27795,100 sh-3,700 sh
-4%
LIBERTY TRIPADVISOR HLDGS IN
COM SER A 531465102
$1,901-$1051,098,900 sh157,200 sh
17%
STATE STR CORP
COM 857477103
$1,895-$5231,933 sh1,290 sh
4%
VANECK VECTORS ETF TRUST
VIETNAM ETF 92189F817
$1,892$1,892127,400 sh127,400 sh
NEW
ESSENT GROUP LTD
COM G3198U102
$1,876-$11,83150,700 sh-327,222 sh
-87%
INOGEN INC
COM 45780L104
$1,865-$31264,300 sh3,000 sh
5%
DUKE REALTY CORP
COM NEW 264411505
$1,863-$26950,488 sh-9,743 sh
-16%
DIGI INTL INC
COM 253798102
$1,862-$1,303119,100 sh-152,600 sh
-56%
First Industrial Realty Trust
COM 32054K103
$1,853-$22246,555 sh-7,424 sh
-14%
Hewlett Packard Enterprise Co.
COM 42824C109
$1,846-$288197,035 sh-22,300 sh
-10%
KB FINANCIAL GROUP INC
SPONSORED ADR 48241A105
$1,831$27357,000 sh1,000 sh
2%
AMERISOURCEBERGEN CORP
COM 03073E105
$1,783-$3118,401 sh400 sh
2%
EMERSON ELEC CO
COM 291011104
$1,756$66626,774 sh9,200 sh
52%
BANK MONTREAL QUE
COM 063671101
$1,713-$1,03529,400 sh-22,400 sh
-43%
CALIX INC
COM 13100M509
$1,712$1,71296,300 sh96,300 sh
NEW
ONESPAN INC
COM 68287N100
$1,698$62381,000 sh42,500 sh
110%
LYONDELLBASELL INDUSTRIES N
SHS - A N53745100
$1,688-$3023,942 sh-2,200 sh
-8%
HEIDRICK & STRUGGLES INTL IN
COM 422819102
$1,684$8285,700 sh11,600 sh
16%
Fidelity National Financial, I
COM 31620R303
$1,664-$48953,132 sh-17,100 sh
-24%
ZYNGA INC CLASS A
COM 98986T108
$1,648-$50180,702 sh2,700 sh
2%
TOWNEBANK PORTSMOUTH VA
COM 89214P109
$1,648$1,648100,500 sh100,500 sh
NEW
ELLINGTON FINANCIAL INC
CALL 28852N109
$1,643-$4,778134,000 sh-411,100 sh
-75%
GENIE ENERGY LTD
CL B 372284208
$1,639$56204,889 sh-10,200 sh
-5%
ENCORE WIRE CORP
COM 292562105
$1,639$48235,300 sh11,600 sh
49%
PULTE GROUP INC
COM 745867101
$1,621$44635,024 sh500 sh
1%
HCA Healthcare Co.
COM 40412C101
$1,616$29012,960 sh-700 sh
-5%
ROCKY BRANDS INC
COM 774515100
$1,589$19164,000 sh-4,000 sh
-6%
Koppers Holdings Inc.
COM 50060P106
$1,585-$81175,800 sh-51,400 sh
-40%
KLA CORPORATION
COM NEW 482480100
$1,584-$5488,177 sh-2,786 sh
-25%
EASTMAN CHEMICAL CO
COM 277432100
$1,574$44120,143 sh3,878 sh
24%
AMERICAN PUBLIC EDUCATION IN
COM 02913V103
$1,570-$555,700 sh2,500 sh
5%
BAUSCH HEALTH COS INC
COM 071734107
$1,545-$2,47899,700 sh-120,900 sh
-55%
LANTHEUS HLDGS INC
COM 516544103
$1,536-$101121,200 sh6,700 sh
6%
TERADYNE INC
COM 880770102
$1,528-$10319,228 sh-69 sh
0%
SENECA FOODS CORP NEW
CL A 817070501
$1,515$12242,392 sh1,200 sh
3%
PHOTRONICS INC
COM 719405102
$1,508-$416151,400 sh-21,500 sh
-12%
CERNER CORP
COM 156782104
$1,502 20,771 sh 
Cytomx Therapeutics Inc
COM 23284F105
$1,500$238225,500 sh74,000 sh
49%
BAKER HUGHES COMPANY
CL A 05722G100
$1,470-$331110,640 sh-6,399 sh
-5%
CHURCH & DWIGHT INC
COM 171340102
$1,469$1,46915,671 sh15,671 sh
NEW
CONSOLIDATED COMM HLDGS INC
COM 209034107
$1,468$499258,000 sh114,800 sh
80%
MYR GROUP INC
COM 55405W104
$1,461$59939,300 sh12,300 sh
46%
PARKER HANNIFIN CORP
COM 701094104
$1,449$4237,162 sh1,562 sh
28%
GLAXOSMITHKLINE PLC
SPONSORED ADR 37733W105
$1,419-$3,63137,700 sh-86,100 sh
-70%
MARATHON OIL CORP
COM 565849106
$1,400$1,400342,359 sh342,359 sh
NEW
TEXTRON INC
COM 883203101
$1,374 38,075 sh 
SURMODICS INC
COM 868873100
$1,374$63935,300 sh18,300 sh
108%
NVR, Inc.
COM 62944T105
$1,372$114336 sh-50 sh
-13%
Talos Energy
COM 87484T108
$1,364$386211,522 sh105,237 sh
99%
INDEPENDENT BANK CORP MICH
COM NEW 453838609
$1,353-$12107,638 sh15,700 sh
17%
Kimball Electronics
COM 49428J109
$1,333-$188115,300 sh3,000 sh
3%
VANDA PHARMACEUTICALS INC
COM 921659108
$1,326-$580137,300 sh-29,300 sh
-18%
MATRIX SVC CO
COM 576853105
$1,320-$270158,039 sh-5,500 sh
-3%
GENERAL DYNAMICS CORP
COM 369550108
$1,315-$1359,500 sh-200 sh
-2%
GENUINE PARTS CO
COM 372460105
$1,301$1,30113,667 sh13,667 sh
NEW
AVAYA HOLDINGS CORPORATION
COM 05351X101
$1,298$42585,400 sh14,800 sh
21%
Entegris, Inc.
COM 29362U104
$1,289 17,345 sh 
WILLIAMS SONOMA INC
COM 969904101
$1,286$18614,219 sh800 sh
6%
STERIS PLC
SHS USD G8473T100
$1,280-$4337,263 sh-3,900 sh
-35%
1ST SOURCE CORP
COM 336901103
$1,280$29441,500 sh13,800 sh
50%
BOOZ ALLEN HAMILTON HLDG COR
CL A 099502106
$1,259-$15315,177 sh-2,979 sh
-16%
SIERRA BANCORP
COM 82620P102
$1,247-$22274,300 sh-3,500 sh
-4%
Fortive Corp
cs 34959J108
$1,231$1,23116,153 sh16,153 sh
NEW
CARRIAGE SVCS INC
COM 143905107
$1,229$12455,100 sh-5,900 sh
-10%
OMNICOM GROUP INC
COM 681919106
$1,218-$14724,599 sh-400 sh
-2%
BANCO BBVA ARGENTINA SA
SPONSORED ADS 058934100
$1,218$686483,500 sh341,500 sh
240%
KNOLL INC
COM NEW 498904200
$1,214-$209100,700 sh-16,037 sh
-14%
MODINE MFG CO
COM 607828100
$1,201-$121192,200 sh-47,300 sh
-20%
FIRST FINL CORP IND
COM 320218100
$1,194$29438,035 sh13,600 sh
56%
TRUSTCO BK CORP N Y
COM 898349105
$1,191$1,191228,200 sh228,200 sh
NEW
AMDOCS LTD
SHS G02602103
$1,187 20,684 sh 
CNOOC LTD
SPONSORED ADR 126132109
$1,181-$26312,300 sh-500 sh
-4%
CLARUS CORP NEW
COM 18270P109
$1,172$22483,006 sh1,172 sh
1%
FULLER H B CO
COM 359694106
$1,172$1,17225,600 sh25,600 sh
NEW
AMC NETWORKS INC
CL A 00164V103
$1,166$1,16647,200 sh47,200 sh
NEW
REXNORD CORP NEW
COM 76169B102
$1,137$56038,100 sh18,300 sh
92%
CAMDEN NATL CORP
COM 133034108
$1,132-$13037,440 sh900 sh
2%
ARROW ELECTRS INC
COM 042735100
$1,127 14,328 sh 
GENTEX CORP
COM 371901109
$1,124 43,648 sh 
Phibro Animal Health Corporation
COM 71742Q106
$1,121-$23264,400 sh12,900 sh
25%
VERITIV CORP
COM 923454102
$1,120-$6788,500 sh18,500 sh
26%
CATHAY GEN BANCORP
COM 149150104
$1,117$1,11751,500 sh51,500 sh
NEW
SUPER MICRO COMPUTER INC
COM 86800U104
$1,117$1,11742,300 sh42,300 sh
NEW
BROOKLINE BANCORP INC DEL
COM 11373M107
$1,098-$34127,000 sh14,700 sh
13%
SEI INVESTMENTS CO
COM 784117103
$1,091-$26821,517 sh-3,200 sh
-13%
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR 20441A102
$1,086-$888130,900 sh-56,900 sh
-30%
PROPETRO HLDG CORP
COM 74347M108
$1,082-$355266,536 sh-12,950 sh
-5%
FORTINET INC
COM 34959E109
$1,072-$4529,100 sh-2,000 sh
-18%
DECKERS OUTDOOR CORP
COM 243537107
$1,048 4,764 sh 
ENERPLUS CORP
COM 292766102
$1,040$1,040569,300 sh569,300 sh
NEW
RENT A CTR INC NEW
COM 76009N100
$1,037-$64334,689 sh-25,700 sh
-43%
INTERFACE INC
COM 458665304
$1,033-$286168,800 sh6,800 sh
4%
NETAPP INC
COM 64110D104
$1,029-$38123,470 sh-8,300 sh
-26%
VILLAGE SUPER MKT INC
CL A NEW 927107409
$1,014-$10041,200 sh1,000 sh
2%
ORASURE TECHNOLOGIES INC
COM 68554V108
$1,006-$1,48282,700 sh-131,200 sh
-61%
FINANCIAL INSTNS INC
COM 317585404
$996-$18864,707 sh1,100 sh
2%
STANTEC INC
COM 85472N109
$984$74732,500 sh24,800 sh
322%
W & T OFFSHORE INC
COM 92922P106
$971-$333539,512 sh-32,441 sh
-6%
BRIDGE BANCORP INC
COM 108035106
$971$97155,700 sh55,700 sh
NEW
TELEDYNE TECHNOLOGIES INC
COM 879360105
$968-$1,5373,121 sh-4,934 sh
-61%
SKECHERS U S A INC
CL A 830566105
$967-$9432,015 sh-1,800 sh
-5%
MGIC INVT CORP WIS
COM 552848103
$965$679108,967 sh74,100 sh
213%
AVERY DENNISON CORP
COM 053611109
$964$1497,540 sh400 sh
6%
AMKOR TECHNOLOGY INC
COM 031652100
$963-$5,87786,000 sh-469,640 sh
-85%
SYNNEX CORPORATION
COM 87162W100
$958 6,838 sh 
STANLEY BLACK & DECKER INC
COM 854502101
$957 5,900 sh 
OLD NATL BANCORP IND
COM 680033107
$952$95275,800 sh75,800 sh
NEW
OSHKOSH CORP
COM 688239201
$939-$2612,778 sh-700 sh
-5%
FONAR CORP
COM NEW 344437405
$938 44,900 sh1,000 sh
2%
VEDANTA LTD
SPONSORED ADR 92242Y100
$936-$911126,654 sh-202,600 sh
-62%
UNIVERSAL INS HLDGS INC
COM 91359V107
$934-$45267,500 sh-10,600 sh
-14%
GREAT SOUTHN BANCORP INC
COM 390905107
$934-$15125,785 sh-1,100 sh
-4%
LEAR CORP
COM NEW 521865204
$927$9278,500 sh8,500 sh
NEW
MURPHY USA INC
COM 626755102
$923 7,198 sh 
INSTEEL INDUSTRIES
COM 45774W108
$920$92049,200 sh49,200 sh
NEW
VALMONT INDS INC
COM 920253101
$919$4997,400 sh3,700 sh
100%
BOSTON PRIVATE FINL HLDGS IN
COM 101119105
$917-$11166,100 sh31,200 sh
23%
CENTURY BANCORP INC MASS
CL A NON VTG 156432106
$914-$21413,910 sh-600 sh
-4%
CDW Corporation
COM 12514G108
$911-$6807,625 sh-6,072 sh
-44%
GENERAC HLDGS INC
COM 368736104
$905 4,674 sh 
CURTISS WRIGHT CORP
COM 231561101
$897 9,621 sh 
CORELOGIC INC
COM 21871D103
$896$89613,245 sh13,245 sh
NEW
IDT CORP
CL B NEW 448947507
$893-$32135,700 sh-6,000 sh
-4%
INTERPUBLIC GROUP COS INC
COM 460690100
$890-$16053,373 sh-7,800 sh
-13%
KFORCE INC
COM 493732101
$885-$8227,500 sh-5,556 sh
-17%
FIRST AMERN FINL CORP
COM 31847R102
$869-$3,51817,067 sh-74,300 sh
-81%
VERIZON COMMUNICATIONS
CS 92343V104
$867-$2,88014,575 sh-53,400 sh
-79%
AMNEAL PHARMACEUTICALS INC
COM STK CL A 03168L105
$846$846218,100 sh218,100 sh
NEW
COMMUNITY TR BANCORP INC
COM 204149108
$836-$4529,595 sh2,700 sh
10%
PARK NATL CORP
COM 700658107
$836$34610,200 sh3,232 sh
46%
CIENA CORP
COM NEW 171779309
$835 21,043 sh 
MASCO CORP
COM 574599106
$827$14914,996 sh1,496 sh
11%
MICHAELS COMPANIES
COM 59408Q106
$827$82785,700 sh85,700 sh
NEW
HERITAGE FINL CORP WASH
COM 42722X106
$822$82244,700 sh44,700 sh
NEW
MILLER INDS INC TENN
COM NEW 600551204
$816-$27126,700 sh-9,800 sh
-27%
LIVE NATION ENTERTAINMENT IN
COM 538034109
$806$80614,959 sh14,959 sh
NEW
HANESBRANDS INC
COM 410345102
$798$11050,651 sh-10,300 sh
-17%
RAYMOND JAMES FINANCIAL INC
COM 754730109
$791 10,875 sh 
FIRST CMNTY BANKSHARES INC V
COM 31983A103
$790-$17543,774 sh800 sh
2%
CHINA PETE & CHEM CORP
SPON ADR H SHS 16941R108
$785-$30219,400 sh-6,500 sh
-25%
DIAMOND HILL INVESTMENT GROUP
COM 25264R207
$783$1016,200 sh200 sh
3%
AMALGAMATED BK NEW YORK N Y
CLASS A 022663108
$781-$13373,800 sh1,500 sh
2%
F5 NETWORKS INC
COM 315616102
$780$7806,354 sh6,354 sh
NEW
JABIL INC
COM 466313103
$772-$5422,545 sh-3,200 sh
-12%
ALLIED MOTION TECHNOLOGIES I
COM 019330109
$772$3818,700 sh-2,100 sh
-10%
VAREX IMAGING CORPOR
COM 92214X106
$771-$1,04960,600 sh-59,500 sh
-50%
NEXTIER OILFIELD SOLUTIONS I
COM 65290C105
$771-$267416,890 sh-6,687 sh
-2%
CABOT CORP
COM 127055101
$764$76421,200 sh21,200 sh
NEW
SCOTTS MIRACLE GRO CO
CL A 810186106
$762$7624,985 sh4,985 sh
NEW
F M C CORP
COM NEW 302491303
$758$7587,157 sh7,157 sh
NEW
SPX CORP
COM 784635104
$742-$6,22816,000 sh-153,391 sh
-91%
KT CORP
SPONSORED ADR 48268K101
$731-$576,100 sh500 sh
1%
DHI GROUP INC
COM 23331S100
$726-$41321,200 sh-44,100 sh
-12%
PATRICK INDS INC
COM 703343103
$725$72512,600 sh12,600 sh
NEW
AUTOZONE INC
COM 053332102
$715$715607 sh607 sh
NEW
NETSCOUT SYSTEMS INC
COM 64115T104
$714$21032,700 sh13,000 sh
66%
WESTWOOD HLDGS GROUP INC
COM 961765104
$707-$1,00763,500 sh-45,300 sh
-42%
HAWKINS INC
COM 420261109
$696$12115,100 sh1,600 sh
12%
NEWMARKET CORP
COM 651587107
$695 2,030 sh 
PROSPECT CAPITAL CORPORATION
NOTE 6.375\% 3/0 74348TAT9
$689 Bond principal of
$675,000
 
AMERICAN VANGUARD CORP
COM 030371108
$687$14152,300 sh12,600 sh
32%
CURO GROUP HLDGS CORP
COM 23131L107
$685-$50597,100 sh-48,500 sh
-33%
CHINA MOBILE LIMITED
SPONSORED ADR 16941M109
$677-$99821,057 sh-28,732 sh
-58%
CAMPBELL SOUP CO
COM 134429109
$675$67513,945 sh13,945 sh
NEW
Kronos Worldwide, Inc.
COM 50105F105
$674$23952,400 sh10,600 sh
25%
CITIZENS FINL GROUP INC
COM 174610105
$672$67226,565 sh26,565 sh
NEW
HELEN OF TROY CORP LTD
COM G4388N106
$658 3,400 sh 
QUANEX BUILDING PRODUCTS COR
COM 747619104
$656$4735,600 sh-8,300 sh
-19%
TERRITORIAL BANCORP INC
COM 88145X108
$653-$19132,300 sh-3,184 sh
-9%
ARES COML REAL ESTATE CORP
COM 04013V108
$651-$3671,200 sh-4,100 sh
-5%
CORNERSTONE BLDG BRANDS INC
COM 21925D109
$650$65081,400 sh81,400 sh
NEW
FLEX LTD
ORD Y2573F102
$648 58,130 sh 
Akamai Technologies, Inc.
COM 00971T101
$648$4175,860 sh3,700 sh
171%
WW INTL INC
COM 98262P101
$638-$2,21033,800 sh-78,400 sh
-70%
QURATE RETAIL INC. QVC GROUP
COM 74915M100
$638-$70288,829 sh-52,271 sh
-37%
TRIPLE-S MGMT CORP
CL B 896749108
$637-$2535,627 sh800 sh
2%
WESTERN UN CO
COM 959802109
$624$7529,100 sh3,700 sh
15%
TRUEBLUE INC
COM 89785X101
$621-$21640,100 sh-14,700 sh
-27%
CORNING INC
COM 219350105
$613$61318,900 sh18,900 sh
NEW
Applied Industrial Technologie
COM 03820C105
$612$61211,100 sh11,100 sh
NEW
SMITH A O CORP
COM 831865209
$609$60911,526 sh11,526 sh
NEW
EDWARDS LIFESCIENCES CORP
COM 28176E108
$607$6077,599 sh7,599 sh
NEW
ARCUS BIOSCIENCES INC
COM 03969F109
$605-$1,39235,300 sh-45,400 sh
-56%
KINIKSA PHARMACEUTICALS LTD
COM CL A G5269C101
$596$59638,900 sh38,900 sh
NEW
AUTOLIV INC
COM 052800109
$592$5928,128 sh8,128 sh
NEW
PARK OHIO HLDGS CORP
COM 700666100
$591-$4136,800 sh-1,300 sh
-3%
AMERICA MOVIL SAB DE CV
SPON ADR L SHS 02364W105
$586$13446,900 sh11,300 sh
32%
UNISYS CORP
COM NEW 909214306
$580-$69554,400 sh-62,500 sh
-53%
SLEEP NUMBER CORP
COM 83125X103
$573-$34811,725 sh-10,400 sh
-47%
NASDAQ INC
COM 631103108
$557$5574,542 sh4,542 sh
NEW
NATIONAL INSTRS CORP
COM 636518102
$552-$16615,449 sh-3,100 sh
-17%
Allison Transmission Holdings
cs 01973R101
$552-$1815,719 sh219 sh
1%
EMCOR GROUP INC
COM 29084Q100
$552 8,159 sh 
HEARTLAND FINL USA INC
COM 42234Q102
$549$54918,300 sh18,300 sh
NEW
SandRidge Energy
COM 80007P869
$547$101331,300 sh-14,500 sh
-4%
HOOKER FURNITURE CORP
COM 439038100
$542 21,000 sh 
Nvidia Corp.
COM 67066G104
$541-$291,000 sh-500 sh
-33%
Olympic Steel Inc
COM 68162K106
$531-$246,700 sh1,300 sh
3%
Cardinal Health
COM 14149Y108
$528$52811,240 sh11,240 sh
NEW
CIRRUS LOGIC INC
COM 172755100
$527 7,814 sh 
EATON VANCE CORP
COM NON VTG 278265103
$514$4313,466 sh1,266 sh
10%
FLUOR CORP NEW
COM 343412102
$498$49856,500 sh56,500 sh
NEW
BMC Stock Holdings, Inc.
COM 05591B109
$493-$43211,513 sh-25,300 sh
-69%
J2 Global Inc.
COM 48123V102
$493$2427,116 sh3,148 sh
79%
SEASPINE HLDGS CORP
COM 81255T108
$488-$19534,100 sh-31,100 sh
-48%
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD 20441B407
$484 43,900 sh 
MANPOWERGROUP INCORPORATED
COM 56418H100
$484$4846,594 sh6,594 sh
NEW
Northfield Bancorp
COM 66611T108
$477$47752,300 sh52,300 sh
NEW
FEDNAT HLDG CO
COM 31431B109
$474-$33274,950 sh2,100 sh
3%
RTI BIOLOGICS INC COM
COM 86882C105
$472-$366260,806 sh-2,700 sh
-1%
CIVISTA BANCSHARES INC
COM NO PAR 178867107
$472-$9437,660 sh900 sh
2%
ASBURY AUTOMOTIVE GROUP INC
COM 043436104
$468-$194,800 sh-1,500 sh
-24%
RALPH LAUREN CORP
CL A 751212101
$462 6,800 sh 
SENSIENT TECHNOLOGIES CORP
COM 81725T100
$462$4628,000 sh8,000 sh
NEW
CANADIAN NATL RY CO
COM 136375102
$457$4574,300 sh4,300 sh
NEW
Sealed Air Corp
COM 81211K100
$453$45311,681 sh11,681 sh
NEW
BANCORP INC DEL COM
COM 05969A105
$451-$20852,200 sh-15,000 sh
-22%
Skyworks Solutions, Inc.
COM 83088M102
$451 3,100 sh 
FERRO CORP
COM 315405100
$441-$6935,600 sh-7,100 sh
-17%
BERRY GLOBAL GROUP INC
COM 08579W103
$438$4389,066 sh9,066 sh
NEW
MYLAN N V
SHS EURO N59465109
$437$43729,462 sh29,462 sh
NEW
HANOVER INS GROUP INC
COM 410867105
$435-$1224,667 sh-833 sh
-15%
BRUNSWICK CORP
COM 117043109
$433$4337,345 sh7,345 sh
NEW
AFFILIATED MANAGERS GROUP IN
COM 008252108
$431$4316,304 sh6,304 sh
NEW
HURON CONSULTING GROUP INC
COM 447462102
$429-$93410,900 sh-19,900 sh
-65%
HURCO COMPANIES INC
COM 447324104
$429-$3015,100 sh-1,300 sh
-8%
CATO CORP NEW
CL A 149205106
$426 54,500 sh 
CACI INTL INC
CL A 127190304
$426$4262,000 sh2,000 sh
NEW
BAR HBR BANKSHARES
COM 066849100
$419$41920,400 sh20,400 sh
NEW
AXCELIS TECHNOLOGIES INC
COM NEW 054540208
$418-$1,08919,000 sh-35,100 sh
-65%
SANDY SPRING BANCORP INC
COM 800363103
$415$41518,000 sh18,000 sh
NEW
TORO CO
COM 891092108
$411$4114,900 sh4,900 sh
NEW
ARCHER DANIELS MIDLAND CO
COM 039483102
$409$4098,797 sh8,797 sh
NEW
MERIDIAN BANCORP INC MD
COM 58958U103
$409$40939,500 sh39,500 sh
NEW
VISHAY PRECISION
COM 92835K103
$406-$44716,048 sh-18,653 sh
-54%
LCNB Corp
COM 50181P100
$404-$8029,606 sh-700 sh
-2%
CRANE CO
COM 224399105
$400 7,980 sh 
MACATAWA BK CORP
COM 554225102
$388-$6259,354 sh1,800 sh
3%
DISH NETWORK CORP
CL A 25470M109
$386$38613,295 sh13,295 sh
NEW
COVETRUS INC
COM 22304C100
$383-$1,04115,700 sh-63,900 sh
-80%
PROTECTIVE INS CORP
CL B 74368L203
$383-$11129,200 sh-3,600 sh
-11%
FLUSHING FINL CORP
COM 343873105
$381$9436,200 sh11,300 sh
45%
MOHAWK INDS INC
COM 608190104
$381$3813,900 sh3,900 sh
NEW
UNITED MICROELECTRONICS CORP
SPON ADR NEW 910873405
$380 79,400 sh 
WEYCO GROUP INC
COM 962149100
$377-$21023,308 sh-3,900 sh
-14%
FOOT LOCKER INC
COM 344849104
$377$37711,427 sh11,427 sh
NEW
RETAIL PPTYS AMER INC
CL A 76131V202
$374-$1,32964,400 sh-168,300 sh
-72%
FTI CONSULTING INC
COM 302941109
$370-$2813,487 sh-2,200 sh
-39%
LABORATORY CORP OF AMERICA HOL
COM 50540R409
$370$3701,967 sh1,967 sh
NEW
FULTON FINL CORP PA
COM 360271100
$368-$76139,400 sh-67,770 sh
-63%
MINERALS TECHNOLOGIES INC
COM 603158106
$368$587,200 sh600 sh
9%
LAREDO PETE HLDGS INC
COMMON STOCK 516806205
$366-$1,78137,325 sh-117,565 sh
-76%
GENMARK DIAGNOSTICS INC
COM 372309104
$364$36425,600 sh25,600 sh
NEW
COCA COLA FEMSA S A B DE C V
SPONSORD ADR REP 191241108
$358$478,800 sh1,700 sh
24%
REPUBLIC BANCORP KY
CL A 760281204
$356-$3812,634 sh600 sh
5%
CITI TRENDS INC COM
COM 17306X102
$350-$9514,000 sh-8,000 sh
-36%
MARCHEX INC
CL B 56624R108
$345$39162,500 sh-31,100 sh
-16%
NORTHRIM BANCORP INC
COM 666762109
$343-$6013,444 sh-2,600 sh
-16%
WERNER ENTERPRISES INC
COM 950755108
$339$3398,077 sh8,077 sh
NEW
GAP INC
COM 364760108
$338$33819,845 sh19,845 sh
NEW
TRUECAR INC
COM 89785L107
$326$14565,200 sh-4,900 sh
-7%
KEZAR LIFE SCIENCES INC
COM 49372L100
$325$24267,100 sh51,100 sh
319%
SANFILIPPO JOHN B & SON INC
COM 800422107
$324-$3934,300 sh-4,100 sh
-49%
HUNTINGTON INGALLS INDS INC
COM 446413106
$320-$5142,277 sh-2,500 sh
-52%
SPROUTS FMRS MKT INC COM
COM 85208M102
$320$32015,269 sh15,269 sh
NEW
Evolution Petroleum Corp.
COM 30049A107
$317-$158141,700 sh-27,800 sh
-16%
BAIDU INC
SPON ADR REP A 056752108
$316-$2,8372,500 sh-23,800 sh
-90%
ACUITY BRANDS INC
COM 00508Y102
$314$3143,067 sh3,067 sh
NEW
GRAPHIC PACKAGING HLDG CO
COM 388689101
$311$31122,039 sh22,039 sh
NEW
SIGNET JEWELERS LTD SHS
COM G81276100
$309-$1,54616,500 sh-164,100 sh
-91%
CIMPRESS PLC
SHS EURO G2143T103
$307 4,090 sh 
PREFORMED LINE PRODS CO
COM 740444104
$302-$686,200 sh-1,200 sh
-16%
FIRST FNDTN INC
COM 32026V104
$301$30123,000 sh23,000 sh
NEW
NEW YORK CMNTY BANCORP INC
COM 649445103
$298$29836,000 sh36,000 sh
NEW
INGREDION INC
COM 457187102
$296$2963,905 sh3,905 sh
NEW
GRAINGER W W INC
COM 384802104
$293$293821 sh821 sh
NEW
STAMPS COM INC
COM NEW 852857200
$289$2891,200 sh1,200 sh
NEW
COLUMBIA SPORTSWEAR CO
COM 198516106
$287-$1293,300 sh-1,859 sh
-36%
BASSETT FURNITURE INDS INC
COM 070203104
$285 20,800 sh 
SYNAPTICS INC
COM 87157D109
$281$2813,500 sh3,500 sh
NEW
URBAN EDGE PPTYS
COM 91704F104
$277$27728,500 sh28,500 sh
NEW
AAR CORP
COM 000361105
$276-$47014,700 sh-21,400 sh
-59%
REX AMERICAN RESOURCES CORP
COM 761624105
$276-$1194,200 sh-1,500 sh
-26%
BANKFINANCIAL CORP
COM 06643P104
$272 37,700 sh 
FIFTH THIRD BANCORP
COM 316773100
$269$26912,600 sh12,600 sh
NEW
OOMA INC
COM 683416101
$268-$34520,500 sh-16,700 sh
-45%
MARINEMAX INC
COM 567908108
$267$26710,400 sh10,400 sh
NEW
AARONS INC
COM PAR $0.50 002535300
$266$2664,700 sh4,700 sh
NEW
LIBERTY OILFIELD SVCS INC
COM CL A 53115L104
$264$3533,000 sh-8,700 sh
-21%
ATN INTL INC
COM 00215F107
$261 5,200 sh 
EAST WEST BANCORP INC COM
COM 27579R104
$261$2617,982 sh7,982 sh
NEW
II VI INC
COM 902104108
$260$2606,400 sh6,400 sh
NEW
Penske Automotive
COM 70959W103
$257$2575,400 sh5,400 sh
NEW
Visteon Corp
COM 92839U206
$256 3,700 sh 
Regeneron Pharmaceuticals
COM 75886F107
$255 456 sh 
LIFEVANTAGE CORP
COM NEW 53222K205
$255$25521,100 sh21,100 sh
NEW
ICICI BK LTD
ADR 45104G104
$251 25,500 sh 
STEEL DYNAMICS INC
COM 858119100
$249$2498,689 sh8,689 sh
NEW
STEWART INFORMATION SVCS COR
COM 860372101
$245$2455,600 sh5,600 sh
NEW
CNB FINL CORP PA
COM 126128107
$242-$20916,300 sh-8,844 sh
-35%
HILL ROM HLDGS INC
COM 431475102
$240-$3612,876 sh-2,600 sh
-47%
LITHIA MTRS INC
CL A 536797103
$239-$1821,048 sh-1,735 sh
-62%
ACI WORLDWIDE INC
COM 004498101
$230 8,800 sh 
Premier Financial Bancorp
COM 74050M105
$222-$12720,600 sh-6,603 sh
-24%
ARROW FINL CORP
COM 042744102
$218$2188,670 sh8,670 sh
NEW
COMMERCIAL METALS CO
COM 201723103
$212$21210,600 sh10,600 sh
NEW
SHERWIN WILLIAMS CO
COM 824348106
$209$209300 sh300 sh
NEW
FB FINL CORP
COM 30257X104
$208$2088,300 sh8,300 sh
NEW
SUPERNUS PHARMACEUTICALS INC
COM 868459108
$208$20810,000 sh10,000 sh
NEW
NATIONAL CINEMEDIA INC
COM 635309107
$207-$17876,100 sh-53,400 sh
-41%
ESCALADE INC
COM 296056104
$207$411,300 sh-3,249 sh
-22%
FOX CORP CL A
COM 35137L105
$206$2067,389 sh7,389 sh
NEW
AMETEK INC NEW
COM 031100100
$203-$152,044 sh-400 sh
-16%
SCHOLAR ROCK HLDG CORP
COM 80706P103
$203 11,500 sh 
CUSHMAN WAKEFIELD PLC
SHS G2717B108
$189-$24518,000 sh-16,800 sh
-48%
VISHAY INTERTECHNOLOGY INC
COM 928298108
$170-$9910,900 sh-6,700 sh
-38%
INFORMATION SERVICES GROUP I
COM 45675Y104
$168-$6679,700 sh-33,300 sh
-29%
Geospace Technologies
COM 37364X109
$158 25,500 sh 
Essa Bancorp
COM 29667D104
$154-$9812,500 sh-5,600 sh
-31%
AGROFRESH SOLUTIONS COM
COM 00856G109
$146-$13160,200 sh-31,100 sh
-34%
TENNECO INC
CL A VTG COM STK 880349105
$146$14621,000 sh21,000 sh
NEW
MIX TELEMATICS LTD
SPONSORED ADR 60688N102
$144 16,079 sh 
BEL FUSE INC
CL B 077347300
$142-$7113,330 sh-6,521 sh
-33%
HERSHA HOSPITALITY TR
PR SHS BEN INT 427825500
$136$13624,500 sh24,500 sh
NEW
STRONGBRIDGE BIOPHARMA PLC
SHS USD G85347105
$114$11454,300 sh54,300 sh
NEW
FIRST FINANCIAL NORTHWEST IN
COM 32022K102
$109 11,900 sh 
RIVERVIEW BANCORP INC
COM 769397100
$108-$11026,003 sh-12,619 sh
-33%
YPF SOCIEDAD ANONIMA
SPON ADR CL D 984245100
$108$10830,300 sh30,300 sh
NEW
NATURAL GROCERS BY VITAMIN C
COM 63888U108
$102 10,300 sh 
LEAF GROUP LTD
COM 52177G102
$97-$1719,400 sh-11,700 sh
-38%
HANMI FINL CORP
COM NEW 410495204
$92$9211,200 sh11,200 sh
NEW
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR 71654V408
$75-$37610,500 sh-44,000 sh
-81%
MDC PARTNERS INC
CL A SUB VTG 552697104
$75 46,800 sh 
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT 05967A107
$65-$3913,200 sh-6,700 sh
-34%
EXTERRAN CORP
COM 30227H106
$49-$1811,800 sh-700 sh
-6%
GRITSTONE ONCOLOGY INC
COM 39868T105
$41-$5315,500 sh1,300 sh
9%
QEP Resources
COM 74733V100
$34$3438,200 sh38,200 sh
NEW
EVOFEM BIOSCIENCES INC COM
COM 30048L104
$30-$2312,821 sh-5,772 sh
-31%
Sm Energy Company
COM 78454L100
$29$2918,100 sh18,100 sh
NEW
CEDAR REALTY TRUST INC
COM NEW 150602209
$9-$7210,800 sh-70,600 sh
-87%
NIKE INC
CL B 654106103
$0-$85,5870 sh-872,892 sh
-100%
IBERIABANK CORP
COM 450828108
$0-$61,2460 sh-1,344,875 sh
-100%
EL PASO ELEC CO
COM NEW 283677854
$0-$51,6640 sh-771,100 sh
-100%
QIAGEN NV
SHS NEW N72482123
$0-$50,5890 sh-1,181,700 sh
-100%
BECTON DICKINSON & CO
COM 075887109
$0-$37,1160 sh-155,122 sh
-100%
ISHARES INC
MSCI BRAZIL ETF 464286400
$0-$26,5400 sh-922,800 sh
-100%
TIFFANY & CO NEW
COM 886547108
$0-$12,8890 sh-105,700 sh
-100%
CAESARS ENTMT CORP
COM 127686103
$0-$12,8200 sh-1,056,900 sh
-100%
CABOT OIL & GAS CORP
COM 127097103
$0-$12,7990 sh-745,009 sh
-100%
EQT CORP
COM 26884L109
$0-$12,1240 sh-1,018,811 sh
-100%
INTL FCStone Inc
COM 46116V105
$0-$9,1990 sh-167,257 sh
-100%
BUNGE LIMITED
COM G16962105
$0-$7,021Call options for
0 sh
-170,700 sh
-100%
MAGNOLIA OIL & GAS CORP
CL A 559663109
$0-$6,7560 sh-1,114,788 sh
-100%
PIONEER NAT RES CO
COM 723787107
$0-$6,7000 sh-68,576 sh
-100%
ZTO EXPRESS CAYMAN INC
SPONSORED ADS A 98980A105
$0-$6,7000 sh-182,500 sh
-100%
DIAGEO P L C
SPON ADR NEW 25243Q205
$0-$6,5450 sh-48,700 sh
-100%
PARSLEY ENERGY INC
CL A 701877102
$0-$6,4640 sh-605,230 sh
-100%
CIMAREX ENERGY CO
COM 171798101
$0-$6,4170 sh-233,435 sh
-100%
CONOCOPHILLIPS
COM 20825C104
$0-$6,3220 sh-150,444 sh
-100%
EXXON MOBIL CORP
CS 30231G102
$0-$6,1950 sh-138,526 sh
-100%
FORMFACTOR INC
COM 346375108
$0-$6,1300 sh-209,000 sh
-100%
EMERGENT BIOSOLUTN INC COM
COM 29089Q105
$0-$6,0500 sh-76,500 sh
-100%
WPX Energy Inc.
Common 98212B103
$0-$6,0190 sh-943,395 sh
-100%
CNX RESOURCES CORPORATION
COM 12653C108
$0-$5,9940 sh-692,900 sh
-100%
Devon Energy Corporation
Common 25179M103
$0-$5,7560 sh-507,615 sh
-100%
Concho Resources Inc
COM 20605P101
$0-$5,6990 sh-110,656 sh
-100%
DIAMONDBACK ENERGY
COM 25278X109
$0-$5,6000 sh-133,908 sh
-100%
PDC ENERGY INC
COM 69327R101
$0-$5,4490 sh-438,013 sh
-100%
GLU MOBILE INC
COM 379890106
$0-$4,7560 sh-513,100 sh
-100%
MERCADOLIBRE INC
COM 58733R102
$0-$4,2390 sh-4,300 sh
-100%
BAOZUN INC
SPONSORED ADR 06684L103
$0-$4,1720 sh-108,500 sh
-100%
PINDUODUO INC
SPONSORED ADS 722304102
$0-$3,1500 sh-36,700 sh
-100%
ISHARES INC
MSCI STH KOR ETF 464286772
$0-$2,9190 sh-51,100 sh
-100%
BAXTER INTL INC
COM 071813109
$0-$2,5480 sh-29,592 sh
-100%
AMERICAN EQTY INVT LIFE HLD
COM 025676206
$0-$2,4610 sh-99,600 sh
-100%
SOUTHERN COPPER CORP
COM 84265V105
$0-$2,4060 sh-60,500 sh
-100%
ENBRIDGE INC
COM 29250N105
$0-$2,3200 sh-76,500 sh
-100%
LAUDER ESTEE COS INC
CL A 518439104
$0-$2,1980 sh-11,647 sh
-100%
TEXAS CAPITAL BANCSHARES INC
COM 88224Q107
$0-$2,0240 sh-65,558 sh
-100%
FRANCO NEVADA CORP
COM 351858105
$0-$2,0050 sh-14,400 sh
-100%
MANTECH INTL CORP
CL A 564563104
$0-$1,8470 sh-26,968 sh
-100%
EQUITRANS MIDSTREAM CORPORAT
COM 294600101
$0-$1,7350 sh-208,800 sh
-100%
HOLOGIC INC
COM 436440101
$0-$1,4920 sh-26,180 sh
-100%
ISTAR INC
COM 45031U101
$0-$1,4090 sh-114,400 sh
-100%
JOHNSON CTLS INTL PLC
SHS G51502105
$0-$1,3520 sh-39,600 sh
-100%
L3HARRIS TECHNOLOGIES INC
COM 502431109
$0-$1,0720 sh-6,320 sh
-100%
PLAINS GP HLDGS L P
LTD PARTNR INT A 72651A207
$0-$1,0350 sh-116,300 sh
-100%
FOMENTO ECONOMICO MEXICANO S
SPON ADR UNITS 344419106
$0-$9740 sh-15,700 sh
-100%
TC ENERGY CORP
COM 87807B107
$0-$9340 sh-21,900 sh
-100%
CBRE GROUP INC CLASS A
COM 12504L109
$0-$9230 sh-20,421 sh
-100%
INTERNATIONAL SEAWAYS INC
COM Y41053102
$0-$9130 sh-55,900 sh
-100%
GENTHERM INC
COM 37253A103
$0-$8600 sh-22,100 sh
-100%
AIR PRODS & CHEMS INC
COM 009158106
$0-$7970 sh-3,300 sh
-100%
MALIBU BOATS INC
COM CL A 56117J100
$0-$7900 sh-15,200 sh
-100%
GARRETT MOTION INC
COM 366505105
$0-$7880 sh-142,300 sh
-100%
PACIRA BIOSCIENCES
COM 695127100
$0-$7500 sh-14,300 sh
-100%
WOLVERINE WORLD WIDE INC
COM 978097103
$0-$7080 sh-29,745 sh
-100%
TRANSLATE BIO INC
COM 89374L104
$0-$7060 sh-39,400 sh
-100%
DTE ENERGY CO
COM 233331107
$0-$6950 sh-6,468 sh
-100%
BERKLEY W R CORP
COM 084423102
$0-$6940 sh-12,114 sh
-100%
SELECT ENERGY SVCS INC
CL A COM 81617J301
$0-$6820 sh-139,177 sh
-100%
JONES LANG LASALLE INC
COM 48020Q107
$0-$6710 sh-6,488 sh
-100%
VAPOTHERM INC
COM 922107107
$0-$5570 sh-13,600 sh
-100%
AVISTA CORP COM
COM 05379B107
$0-$4440 sh-12,200 sh
-100%
CEVA INC
COM 157210105
$0-$4340 sh-11,600 sh
-100%
ONTO INNOVATION INC
COM 683344105
$0-$3890 sh-11,437 sh
-100%
PORTLAND GEN ELEC CO
COM NEW 736508847
$0-$3810 sh-9,115 sh
-100%
DRIL QUIP INC
COM 262037104
$0-$3690 sh-12,400 sh
-100%
PIPER JAFFRAY COS
COM 724078100
$0-$3550 sh-6,000 sh
-100%
REGIS CORP MINN
COM 758932107
$0-$3530 sh-43,100 sh
-100%
PLEXUS CORP
COM 729132100
$0-$3300 sh-4,682 sh
-100%
STAR GROUP L P
UNIT LTD PARTNR 85512C105
$0-$3270 sh-37,300 sh
-100%
UNITIL CORP
COM 913259107
$0-$3140 sh-7,000 sh
-100%
IAC/InterActiveCorp
COM 44919P508
$0-$2910 sh-900 sh
-100%
HUNTSMAN CORP
COM 447011107
$0-$2750 sh-15,300 sh
-100%
A10 NETWORKS INC
COM 002121101
$0-$2670 sh-39,200 sh
-100%
ANTERO RESOURCES CORP
COM 03674X106
$0-$2650 sh-104,200 sh
-100%
BOISE CASCADE CO DEL
COM 09739D100
$0-$2600 sh-6,900 sh
-100%
WEST BANCORPORATION INC
CAP STK 95123P106
$0-$2530 sh-14,470 sh
-100%
FOCUS FINL PARTNERS INC CL A
COM 34417P100
$0-$2480 sh-7,500 sh
-100%
RAMBUS INC DEL
COM 750917106
$0-$2420 sh-15,900 sh
-100%
MADDEN STEVEN LTD
COM 556269108
$0-$2350 sh-9,500 sh
-100%
HACKETT GROUP INC
COM 404609109
$0-$2290 sh-16,900 sh
-100%
FLWS/1-800 FLOWERS
CL A 68243Q106
$0-$2240 sh-11,200 sh
-100%
MERCANTILE BANK CORP
COM 587376104
$0-$2240 sh-9,900 sh
-100%
SMITH & WESSON BRANDS INC
COM 831754106
$0-$2150 sh-10,000 sh
-100%
US FOODS HLDG CORP
COM 912008109
$0-$2070 sh-10,500 sh
-100%
GREEN BRICK PARTNERS INC
COM 392709101
$0-$1850 sh-15,600 sh
-100%
MUELLER WTR PRODS INC
COM SER A 624758108
$0-$1850 sh-19,600 sh
-100%
NORDIC AMERICAN TANKERS LIMI
COM G65773106
$0-$1700 sh-41,900 sh
-100%
Berry Corp.
COM 08579X101
$0-$1510 sh-31,300 sh
-100%
TECHNIPFMC PLC
COM G87110105
$0-$1470 sh-21,363 sh
-100%
WIDEOPENWEST INC
COM 96758W101
$0-$1140 sh-21,600 sh
-100%
DORIAN LPG LTD
SHS USD Y2106R110
$0-$910 sh-11,800 sh
-100%
SOGOU INC
ADR REPSTG A 83409V104
$0-$870 sh-20,700 sh
-100%
UNITED SECURITY BANCSHARES C
COM 911460103
$0-$830 sh-12,430 sh
-100%
RPC INC
COM 749660106
$0-$690 sh-22,300 sh
-100%
MONTAGE RES CORP
COM 61179L100
$0-$600 sh-15,300 sh
-100%
DENBURY RES INC
COM NEW 247916208
$0-$560 sh-202,100 sh
-100%
CEMEX SAB DE CV
SPON ADR NEW 151290889
$0-$340 sh-11,900 sh
-100%