LSV ASSET MANAGEMENT - Q3 2021 holdings

Add to watchlist

$55.3 Billion is the total value of LSV ASSET MANAGEMENT's 904 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 10.7% .

All

			Value		Shares		↓ Weighting
INTC	Buy	Intel Corp	$1,123,964,000	+2.1%	21,095,429	+7.6%	2.03%	+8.5%
MRK	Buy	Merck & Co Inc	$1,103,048,000	-0.9%	14,685,772	+2.7%	1.99%	+5.4%
PFE	Buy	Pfizer Inc	$947,705,000	+10.8%	22,034,548	+0.9%	1.71%	+17.8%
VZ	Sell	Verizon Communications Inc	$883,005,000	-7.1%	16,348,930	-3.7%	1.60%	-1.3%
ORCL	Sell	Oracle Corp	$868,539,000	+7.0%	9,968,320	-4.4%	1.57%	+13.7%
C	Sell	Citigroup Inc	$666,298,000	-4.8%	9,494,132	-4.0%	1.20%	+1.3%
KR	Sell	Kroger Co/The	$625,013,000	+2.3%	15,459,158	-3.1%	1.13%	+8.8%
BMY	Sell	Bristol-Myers Squibb Co	$619,716,000	-12.9%	10,473,489	-1.6%	1.12%	-7.4%
EBAY	Sell	eBay Inc	$579,023,000	-10.8%	8,310,948	-10.1%	1.05%	-5.2%
T	Sell	AT&T Inc	$573,741,000	-9.2%	21,241,834	-3.3%	1.04%	-3.5%
ALL	Sell	Allstate Corp/The	$554,143,000	-5.2%	4,352,708	-2.9%	1.00%	+0.8%
TGT	Sell	Target Corp	$542,682,000	-14.1%	2,372,177	-9.2%	0.98%	-8.7%
AMP	Sell	Ameriprise Financial Inc	$538,693,000	-2.7%	2,039,577	-8.3%	0.97%	+3.5%
CVS	Sell	CVS Health Corp	$524,537,000	-1.5%	6,181,212	-3.1%	0.95%	+4.8%
AMGN	Sell	Amgen Inc	$504,282,000	-13.5%	2,371,418	-0.8%	0.91%	-8.0%
CSCO	Sell	Cisco Systems Inc/Delaware	$493,224,000	-4.5%	9,061,629	-7.0%	0.89%	+1.6%
STX	Sell	Seagate Technology Holdings PLC	$482,899,000	-8.9%	5,851,912	-2.9%	0.87%	-3.1%
MS	Sell	Morgan Stanley	$477,143,000	+0.8%	4,903,333	-5.0%	0.86%	+7.3%
CMI	Buy	Cummins Inc	$471,851,000	-2.8%	2,101,229	+5.5%	0.85%	+3.4%
CMCSA	Sell	Comcast Corp	$453,997,000	-15.1%	8,117,243	-13.4%	0.82%	-9.7%
IBM	Buy	International Business Machines Corp	$445,869,000	-3.6%	3,209,314	+1.7%	0.81%	+2.4%
CFG	Sell	Citizens Financial Group Inc	$421,095,000	-0.4%	8,963,299	-2.8%	0.76%	+5.8%
SJM	Sell	J M Smucker Co/The	$416,588,000	-8.1%	3,470,705	-0.7%	0.75%	-2.2%
WHR	Buy	Whirlpool Corp	$413,823,000	-3.2%	2,029,938	+3.5%	0.75%	+2.9%
HPQ	Sell	HP Inc	$411,417,000	-11.4%	15,037,176	-2.2%	0.74%	-5.8%
AMAT	Sell	Applied Materials Inc	$408,003,000	-19.3%	3,169,455	-10.7%	0.74%	-14.2%
GM	Sell	General Motors Co	$403,351,000	-15.7%	7,652,283	-5.3%	0.73%	-10.3%
RF	Sell	Regions Financial Corp	$392,735,000	+5.0%	18,429,646	-0.6%	0.71%	+11.6%
TSN	Sell	Tyson Foods Inc	$392,073,000	+7.0%	4,966,728	-0.0%	0.71%	+13.8%
COF	Sell	Capital One Financial Corp	$385,612,000	-1.6%	2,380,762	-6.1%	0.70%	+4.5%
BK	Buy	Bank of New York Mellon Corp/The	$384,389,000	+7.0%	7,414,921	+5.7%	0.70%	+13.7%
HIG	Buy	Hartford Financial Services Group Inc/The	$383,454,000	+13.5%	5,458,434	+0.1%	0.69%	+20.7%
DOX	Sell	Amdocs Ltd	$374,284,000	-2.9%	4,943,657	-0.8%	0.68%	+3.2%
ABBV	Buy	AbbVie Inc	$367,824,000	+0.2%	3,409,891	+4.6%	0.66%	+6.6%
HCA	Sell	HCA Healthcare Inc	$364,017,000	-27.7%	1,499,742	-38.4%	0.66%	-23.1%
KHC	Sell	Kraft Heinz Co/The	$362,302,000	-17.6%	9,839,816	-8.8%	0.66%	-12.4%
AGCO	Sell	AGCO Corp	$354,077,000	-7.6%	2,889,720	-1.7%	0.64%	-1.8%
FOXA	Buy	Fox Corp	$350,338,000	+114.5%	8,734,431	+98.5%	0.63%	+127.7%
AFL	Sell	Aflac Inc	$339,308,000	-8.6%	6,508,889	-5.9%	0.61%	-2.9%
BAC	Sell	Bank of America Corp	$337,486,000	-5.0%	7,950,207	-7.8%	0.61%	+1.0%
DFS	Sell	Discover Financial Services	$333,408,000	-8.6%	2,713,948	-12.0%	0.60%	-2.7%
STT	Sell	State Street Corp	$332,526,000	+1.3%	3,925,004	-1.6%	0.60%	+7.7%
TAP	Buy	Molson Coors Beverage Co	$321,632,000	+8.4%	6,934,732	+25.5%	0.58%	+15.3%
CAG	Sell	Conagra Brands Inc	$320,093,000	-8.3%	9,450,660	-1.5%	0.58%	-2.5%
BERY	Sell	Berry Global Group Inc	$317,787,000	-7.0%	5,219,893	-0.4%	0.57%	-1.2%
ARW	Buy	Arrow Electronics Inc	$315,416,000	+5.7%	2,808,949	+7.2%	0.57%	+12.4%
MCK	Sell	McKesson Corp	$308,698,000	+3.8%	1,548,294	-0.5%	0.56%	+10.3%
AFG	Sell	American Financial Group Inc/OH	$308,165,000	-10.3%	2,449,064	-11.1%	0.56%	-4.6%
GILD	Buy	Gilead Sciences Inc	$302,708,000	+5.6%	4,333,691	+4.1%	0.55%	+12.3%
WBA	Sell	Walgreens Boots Alliance Inc	$302,076,000	-16.7%	6,420,329	-6.9%	0.55%	-11.5%
LUKOY	Sell	LUKOIL PJSC	$300,800,000	+1.4%	3,177,690	-1.4%	0.54%	+7.9%
DKS	Sell	Dick's Sporting Goods Inc	$295,371,000	-2.5%	2,466,156	-18.4%	0.53%	+3.7%
GS	Sell	Goldman Sachs Group Inc/The	$290,392,000	-0.9%	768,172	-0.5%	0.52%	+5.4%
JNJ	Buy	Johnson & Johnson	$289,334,000	+19.5%	1,791,543	+21.9%	0.52%	+26.9%
JBL	Buy	Jabil Inc	$274,833,000	+0.5%	4,708,473	+0.1%	0.50%	+6.9%
NRG	Buy	NRG Energy Inc	$274,661,000	+1.9%	6,726,955	+0.5%	0.50%	+8.5%
F	Sell	Ford Motor Co	$271,640,000	-9.6%	19,183,664	-5.1%	0.49%	-3.9%
FITB	Sell	Fifth Third Bancorp	$270,343,000	+8.4%	6,370,020	-2.4%	0.49%	+15.3%
DVA	Sell	DaVita Inc	$270,595,000	-3.8%	2,327,504	-0.3%	0.49%	+2.3%
NOC	Buy	Northrop Grumman Corp	$269,922,000	-0.5%	749,473	+0.4%	0.49%	+5.9%
JCOM	Sell	Ziff Davis Inc	$265,570,000	-5.4%	1,943,862	-4.8%	0.48%	+0.6%
LYB	Sell	LyondellBasell Industries NV	$264,163,000	-11.8%	2,814,746	-3.4%	0.48%	-6.1%
CE	Buy	Celanese Corp	$262,048,000	+4.6%	1,739,569	+5.3%	0.47%	+11.3%
HII	Sell	Huntington Ingalls Industries Inc	$254,674,000	-9.9%	1,319,149	-1.7%	0.46%	-4.4%
BBY	Sell	Best Buy Co Inc	$252,601,000	-12.7%	2,389,572	-5.1%	0.46%	-7.1%
ZION	Sell	Zions Bancorp NA	$251,791,000	+14.6%	4,068,366	-2.1%	0.46%	+21.7%
LNC	Sell	Lincoln National Corp	$249,136,000	+1.8%	3,623,806	-6.9%	0.45%	+8.2%
PHM	Sell	PulteGroup Inc	$245,889,000	-21.9%	5,354,740	-7.2%	0.44%	-16.8%
JAZZ	Sell	Jazz Pharmaceuticals PLC	$244,569,000	-30.3%	1,878,266	-4.9%	0.44%	-26.0%
INGR	Sell	Ingredion Inc	$243,065,000	-3.2%	2,730,768	-1.6%	0.44%	+2.8%
FHN	Buy	First Horizon Corp	$242,359,000	-2.3%	14,877,832	+3.6%	0.44%	+3.8%
PRU	Sell	Prudential Financial Inc	$241,505,000	-2.5%	2,295,683	-5.0%	0.44%	+3.8%
OSK	Sell	Oshkosh Corp	$240,579,000	-21.8%	2,350,093	-4.8%	0.44%	-16.8%
KEY	Sell	KeyCorp	$240,294,000	+2.1%	11,114,452	-2.5%	0.43%	+8.5%
EMN	Sell	Eastman Chemical Co	$239,786,000	-19.2%	2,380,254	-6.4%	0.43%	-14.3%
HUN	Sell	Huntsman Corp	$236,070,000	+10.5%	7,978,044	-0.9%	0.43%	+17.6%
GIS	Sell	General Mills Inc	$233,961,000	-4.6%	3,911,090	-2.8%	0.42%	+1.4%
FDX	Buy	FedEx Corp	$229,460,000	-7.5%	1,046,378	+25.9%	0.42%	-1.7%
WRK	Sell	Westrock Co	$228,478,000	-7.2%	4,585,166	-0.9%	0.41%	-1.4%
VLO	Sell	Valero Energy Corp	$220,614,000	-18.1%	3,126,179	-9.4%	0.40%	-12.9%
VST	Sell	Vistra Corp	$219,775,000	-9.5%	12,852,371	-1.8%	0.40%	-3.9%
VIAC	Buy	ViacomCBS Inc	$214,040,000	+16.1%	5,417,372	+32.9%	0.39%	+23.6%
LEA	Sell	Lear Corp	$211,183,000	-16.9%	1,349,589	-6.9%	0.38%	-11.6%
HPE	Sell	Hewlett Packard Enterprise Co	$211,409,000	-3.2%	14,835,742	-0.9%	0.38%	+3.0%
MET	Buy	MetLife Inc	$210,110,000	+11.8%	3,403,706	+8.4%	0.38%	+19.1%
DELL	Buy	Dell Technologies Inc	$209,597,000	+43.6%	2,014,587	+37.5%	0.38%	+52.8%
RE	Sell	Everest Re Group Ltd	$205,451,000	-2.7%	819,248	-2.3%	0.37%	+3.3%
MPC	Sell	Marathon Petroleum Corp	$201,285,000	-1.3%	3,256,526	-3.5%	0.36%	+4.9%
MDU	Sell	MDU Resources Group Inc	$199,442,000	-9.8%	6,722,014	-4.7%	0.36%	-4.0%
LHX	Sell	L3Harris Technologies Inc	$199,672,000	-2.5%	906,614	-4.3%	0.36%	+3.7%
PAG	Sell	Penske Automotive Group Inc	$197,808,000	+25.3%	1,966,285	-6.0%	0.36%	+33.6%
FL	Sell	Foot Locker Inc	$193,790,000	-29.2%	4,244,209	-4.4%	0.35%	-24.7%
ALLY	Sell	Ally Financial Inc	$189,776,000	-1.2%	3,717,467	-3.5%	0.34%	+4.9%
MAN	Sell	ManpowerGroup Inc	$187,374,000	-9.5%	1,730,462	-0.6%	0.34%	-3.7%
AMKR	Buy	Amkor Technology Inc	$185,868,000	+31.8%	7,449,652	+25.1%	0.34%	+40.0%
NXST	Buy	Nexstar Media Group Inc	$183,160,000	+21.5%	1,205,320	+18.2%	0.33%	+29.3%
DGX	Buy	Quest Diagnostics Inc	$183,372,000	+17.6%	1,261,937	+6.8%	0.33%	+24.9%
RS	Sell	Reliance Steel & Aluminum Co	$178,757,000	-6.9%	1,255,145	-1.4%	0.32%	-1.2%
HOG	Sell	Harley-Davidson Inc	$176,990,000	-20.3%	4,834,488	-0.2%	0.32%	-15.3%
JNPR	Buy	Juniper Networks Inc	$172,648,000	+3.6%	6,273,566	+3.0%	0.31%	+10.2%
SNA	Sell	Snap-on Inc	$169,024,000	-10.9%	808,924	-4.8%	0.31%	-5.3%
ALSN	Buy	Allison Transmission Holdings Inc	$166,419,000	-10.2%	4,711,760	+1.0%	0.30%	-4.4%
GT	Sell	Goodyear Tire & Rubber Co/The	$166,470,000	-2.4%	9,405,138	-5.5%	0.30%	+3.8%
BWA	Sell	BorgWarner Inc	$164,352,000	-16.9%	3,803,564	-6.7%	0.30%	-11.6%
TGNA	Sell	TEGNA Inc	$162,996,000	+4.5%	8,265,554	-0.6%	0.30%	+11.3%
QRVO	Buy	Qorvo Inc	$162,786,000	+956.1%	973,662	+1135.8%	0.29%	+1030.8%
UHS	Sell	Universal Health Services Inc	$162,512,000	-10.6%	1,174,481	-5.4%	0.29%	-4.9%
VVV	Sell	Valvoline Inc	$158,260,000	-11.9%	5,075,691	-8.2%	0.29%	-6.2%
AYI	Sell	Acuity Brands Inc	$157,475,000	-9.4%	908,323	-2.3%	0.28%	-3.7%
SLGN	Sell	Silgan Holdings Inc	$156,362,000	-10.7%	4,076,178	-3.4%	0.28%	-5.0%
RDN	Sell	Radian Group Inc	$155,605,000	-1.4%	6,848,834	-3.4%	0.28%	+4.9%
WU	Sell	Western Union Co/The	$155,201,000	-12.0%	7,675,641	-0.1%	0.28%	-6.3%
FAF	Buy	First American Financial Corp	$154,873,000	+12.8%	2,309,817	+4.9%	0.28%	+20.2%
NAVI	Sell	Navient Corp	$153,856,000	-5.2%	7,798,119	-7.1%	0.28%	+0.7%
MO	Sell	Altria Group Inc	$153,007,000	-7.6%	3,361,330	-3.2%	0.28%	-1.8%
CR	Buy	Crane Co	$151,789,000	+20.3%	1,600,985	+17.2%	0.27%	+27.4%
OC	Buy	Owens Corning	$149,675,000	-10.6%	1,750,594	+2.3%	0.27%	-4.9%
DAL	Sell	Delta Air Lines Inc	$146,965,000	-9.0%	3,449,078	-7.6%	0.27%	-3.3%
PSX	Sell	Phillips 66	$145,963,000	-25.0%	2,084,294	-8.1%	0.26%	-20.2%
TXT	Sell	Textron Inc	$145,687,000	-43.6%	2,086,916	-44.4%	0.26%	-40.1%
NLY	Sell	Annaly Capital Management Inc	$145,004,000	-6.6%	17,221,441	-1.5%	0.26%	-0.8%
ATKR	Sell	Atkore Inc	$142,082,000	+8.6%	1,634,633	-11.3%	0.26%	+15.8%
NFG	Sell	National Fuel Gas Co	$139,468,000	-3.7%	2,655,523	-4.2%	0.25%	+2.4%
SEM	Sell	Select Medical Holdings Corp	$135,949,000	-27.6%	3,758,628	-15.5%	0.25%	-22.9%
UAL	Sell	United Airlines Holdings Inc	$135,571,000	-13.6%	2,849,938	-5.0%	0.24%	-8.2%
HFC	Buy	HollyFrontier Corp	$135,460,000	+61.4%	4,088,743	+60.3%	0.24%	+71.3%
MTG	Sell	MGIC Investment Corp	$130,233,000	+2.4%	8,705,473	-7.0%	0.24%	+8.8%
IP	Sell	International Paper Co	$130,080,000	-10.5%	2,326,195	-1.9%	0.24%	-4.9%
CAH	Sell	Cardinal Health Inc	$129,286,000	-16.2%	2,613,952	-3.2%	0.23%	-10.7%
REGN	Sell	Regeneron Pharmaceuticals Inc	$127,007,000	-3.8%	209,867	-11.2%	0.23%	+2.7%
XRX	Sell	Xerox Holdings Corp	$126,539,000	-14.8%	6,273,630	-0.8%	0.23%	-9.5%
CBT	Sell	Cabot Corp	$126,800,000	-14.0%	2,529,937	-2.3%	0.23%	-8.8%
SFM	Sell	Sprouts Farmers Market Inc	$125,802,000	-8.5%	5,429,538	-1.9%	0.23%	-3.0%
GEF	Sell	Greif Inc	$124,927,000	+2.8%	1,933,866	-3.7%	0.23%	+9.2%
CNO	Sell	CNO Financial Group Inc	$124,122,000	-4.3%	5,272,834	-4.0%	0.22%	+1.4%
LEN	Sell	Lennar Corp	$123,321,000	-12.8%	1,316,409	-7.5%	0.22%	-7.1%
JEF	Buy	Jefferies Financial Group Inc	$122,692,000	+37.2%	3,304,405	+26.3%	0.22%	+46.1%
DIOD	Buy	Diodes Inc	$120,608,000	+214.7%	1,331,371	+177.1%	0.22%	+235.4%
KSS	Buy	Kohl's Corp	$120,739,000	-11.1%	2,564,024	+4.0%	0.22%	-5.6%
DXC	Sell	DXC Technology Co	$120,743,000	-13.9%	3,592,476	-0.3%	0.22%	-8.8%
VOYA	Sell	Voya Financial Inc	$119,435,000	-2.6%	1,945,516	-2.4%	0.22%	+3.3%
IRM	Buy	Iron Mountain Inc	$116,749,000	+18.0%	2,686,994	+15.0%	0.21%	+25.6%
NCR	Sell	NCR Corp	$114,105,000	-36.9%	2,943,895	-25.7%	0.21%	-32.9%
CCK	Sell	Crown Holdings Inc	$112,421,000	-2.1%	1,115,513	-0.7%	0.20%	+4.1%
XOM	Buy	Exxon Mobil Corp	$110,420,000	+771.4%	1,877,268	+834.4%	0.20%	+809.1%
VSH	Sell	Vishay Intertechnology Inc	$110,071,000	-11.5%	5,478,928	-0.7%	0.20%	-6.1%
CC	Sell	Chemours Co/The	$108,902,000	-17.9%	3,747,505	-1.7%	0.20%	-12.8%
STLD	Sell	Steel Dynamics Inc	$106,995,000	-31.9%	1,829,600	-30.6%	0.19%	-27.7%
PPC	Sell	Pilgrim's Pride Corp	$105,064,000	+3.9%	3,612,946	-20.8%	0.19%	+10.5%
BIDU	Buy	Baidu Inc	$104,454,000	-7.2%	679,380	+23.0%	0.19%	-1.0%
BRKB	Sell	Berkshire Hathaway Inc	$104,798,000	-11.6%	383,960	-10.0%	0.19%	-6.4%
TKR	Sell	Timken Co/The	$103,152,000	-23.0%	1,576,767	-5.2%	0.19%	-18.4%
GD	Sell	General Dynamics Corp	$102,894,000	-20.6%	524,891	-23.8%	0.19%	-15.5%
BIIB	Buy	Biogen Inc	$102,329,000	-18.0%	361,602	+0.4%	0.18%	-12.7%
IRWD	Buy	Ironwood Pharmaceuticals Inc	$102,027,000	+81.6%	7,812,227	+79.0%	0.18%	+93.7%
WFC	Buy	Wells Fargo & Co	$101,916,000	+5.5%	2,196,004	+3.0%	0.18%	+12.2%
MUSA	Buy	Murphy USA Inc	$100,133,000	+669.9%	598,670	+513.9%	0.18%	+722.7%
TRTN	Sell	Triton International Ltd	$100,130,000	-1.8%	1,924,112	-1.3%	0.18%	+4.6%
ENR	Buy	Energizer Holdings Inc	$99,206,000	+115.2%	2,540,502	+136.8%	0.18%	+129.5%
SANM	Sell	Sanmina Corp	$97,017,000	-3.4%	2,517,313	-2.4%	0.18%	+2.3%
UTHR	Sell	United Therapeutics Corp	$96,772,000	-2.6%	524,286	-5.3%	0.18%	+3.6%
UNM	Sell	Unum Group	$96,851,000	-13.6%	3,864,773	-2.1%	0.18%	-8.4%
AMCX	Sell	AMC Networks Inc	$95,998,000	-32.8%	2,060,488	-3.6%	0.17%	-28.4%
GPI	Sell	Group 1 Automotive Inc	$94,670,000	+8.7%	503,887	-10.6%	0.17%	+15.5%
EXC	Sell	Exelon Corp	$93,088,000	-56.3%	1,925,709	-60.0%	0.17%	-53.6%
TOL	Sell	Toll Brothers Inc	$90,540,000	-8.2%	1,637,558	-4.1%	0.16%	-2.4%
OHI	Buy	Omega Healthcare Investors Inc	$90,397,000	-16.2%	3,017,268	+1.5%	0.16%	-10.9%
HBI	Sell	Hanesbrands Inc	$88,960,000	-12.2%	5,184,180	-4.4%	0.16%	-6.4%
CI	Buy	Cigna Corp	$88,762,000	+86.1%	443,456	+120.4%	0.16%	+97.5%
MOGA	Sell	Moog Inc	$88,435,000	-12.7%	1,160,119	-3.8%	0.16%	-7.0%
EVRG	Sell	Evergy Inc	$85,894,000	+2.6%	1,380,937	-0.4%	0.16%	+9.2%
MBT	Buy	Mobile TeleSystems PJSC	$85,135,000	+8.2%	8,831,530	+3.9%	0.15%	+14.9%
MPW	Buy	Medical Properties Trust Inc	$85,022,000	+103.7%	4,236,283	+104.0%	0.15%	+116.9%
GTN	Sell	Gray Television Inc	$82,882,000	-4.7%	3,632,011	-2.2%	0.15%	+1.4%
BIG	Sell	Big Lots Inc	$82,250,000	-36.3%	1,896,920	-3.0%	0.15%	-32.0%
ODP	Sell	ODP Corp/The	$81,623,000	-19.5%	2,032,449	-3.8%	0.15%	-14.0%
AAWW	Sell	Atlas Air Worldwide Holdings Inc	$81,777,000	+14.4%	1,001,193	-4.6%	0.15%	+21.3%
KMB	Sell	Kimberly-Clark Corp	$81,632,000	-38.9%	616,375	-38.3%	0.15%	-34.8%
PDM	Buy	Piedmont Office Realty Trust Inc	$81,671,000	-3.4%	4,685,694	+2.4%	0.15%	+2.8%
MTZ	Sell	MasTec Inc	$81,703,000	-58.5%	946,952	-48.9%	0.15%	-55.8%
DLX	Sell	Deluxe Corp	$80,837,000	-26.4%	2,252,373	-2.1%	0.15%	-21.9%
SBH	Sell	Sally Beauty Holdings Inc	$79,454,000	-27.1%	4,715,400	-4.5%	0.14%	-22.2%
CW	Sell	Curtiss-Wright Corp	$79,813,000	+0.5%	632,535	-5.4%	0.14%	+6.7%
NGVT	Sell	Ingevity Corp	$77,732,000	-13.9%	1,089,143	-1.9%	0.14%	-8.4%
LPX	Buy	Louisiana-Pacific Corp	$78,229,000	+12.7%	1,274,722	+10.7%	0.14%	+19.5%
DHI	Sell	DR Horton Inc	$77,638,000	-13.1%	924,600	-6.5%	0.14%	-7.9%
SBRA	Buy	Sabra Health Care REIT Inc	$77,568,000	-14.4%	5,269,618	+5.8%	0.14%	-9.1%
HI	Buy	Hillenbrand Inc	$76,940,000	-0.4%	1,803,989	+2.9%	0.14%	+6.1%
MOS	Buy	Mosaic Co/The	$76,160,000	+587.9%	2,132,155	+514.5%	0.14%	+626.3%
SYF	Sell	Synchrony Financial	$75,956,000	-3.3%	1,553,931	-4.0%	0.14%	+2.2%
BDN	Sell	Brandywine Realty Trust	$75,056,000	-4.5%	5,592,853	-2.5%	0.14%	+1.5%
ANTM	Sell	Anthem Inc	$73,654,000	-9.8%	197,571	-7.7%	0.13%	-4.3%
SNX	Sell	SYNNEX Corp	$73,642,000	-20.9%	707,421	-7.5%	0.13%	-15.8%
LRCX	Sell	Lam Research Corp	$72,896,000	-33.7%	128,080	-24.2%	0.13%	-29.4%
ADM	Buy	Archer-Daniels-Midland Co	$71,771,000	+129.5%	1,196,000	+131.8%	0.13%	+145.3%
CSGS	Sell	CSG Systems International Inc	$71,724,000	-2.0%	1,488,064	-4.1%	0.13%	+4.8%
BRX	Buy	Brixmor Property Group Inc	$72,084,000	+10.4%	3,260,264	+14.3%	0.13%	+17.1%
MEI	Sell	Methode Electronics Inc	$71,258,000	-20.3%	1,694,624	-6.8%	0.13%	-15.1%
LMT	Buy	Lockheed Martin Corp	$70,675,000	-7.5%	204,798	+1.4%	0.13%	-1.5%
MLHR	Sell	Herman Miller Inc	$69,959,000	-31.5%	1,857,653	-14.2%	0.13%	-27.6%
AZO	Buy	AutoZone Inc	$68,904,000	+13.8%	40,580	+0.0%	0.12%	+21.4%
TSE	Sell	Trinseo SA	$65,866,000	-12.7%	1,220,203	-3.2%	0.12%	-7.0%
QRTEA	Buy	Qurate Retail Inc	$65,999,000	-21.9%	6,476,890	+0.3%	0.12%	-17.4%
FFIV	Sell	F5 Networks Inc	$64,671,000	-36.8%	325,341	-40.7%	0.12%	-32.8%
CNA	Sell	CNA Financial Corp	$64,720,000	-8.2%	1,542,433	-0.5%	0.12%	-2.5%
ASB	Sell	Associated Banc-Corp	$64,493,000	+2.0%	3,010,922	-2.5%	0.12%	+8.3%
CIEN	Sell	Ciena Corp	$63,345,000	-32.4%	1,233,600	-25.1%	0.12%	-27.7%
SNBR	Sell	Sleep Number Corp	$63,061,000	-29.4%	674,600	-16.9%	0.11%	-25.0%
M	Buy	Macy's Inc	$62,263,000	+21.0%	2,755,026	+1.5%	0.11%	+28.4%
PBH	Buy	Prestige Consumer Healthcare Inc	$61,753,000	+17.3%	1,100,573	+8.9%	0.11%	+24.4%
OI	Sell	O-I Glass Inc	$61,488,000	-14.0%	4,308,912	-1.6%	0.11%	-9.0%
MDC	Sell	MDC Holdings Inc	$61,637,000	-17.5%	1,319,300	-10.6%	0.11%	-12.6%
ILPT	Sell	Industrial Logistics Properties Trust	$61,203,000	-4.4%	2,408,650	-1.7%	0.11%	+1.8%
INVA	Sell	Innoviva Inc	$58,123,000	+23.5%	3,478,378	-0.9%	0.10%	+31.2%
UGI	Buy	UGI Corp	$58,258,000	-5.3%	1,366,928	+2.9%	0.10%	0.0%
NRZ	Buy	New Residential Investment Corp	$57,763,000	+78.1%	5,251,213	+71.4%	0.10%	+89.1%
IMKTA	Sell	Ingles Markets Inc	$57,389,000	+9.7%	869,144	-3.2%	0.10%	+16.9%
MU	Buy	Micron Technology Inc	$57,389,000	-1.5%	808,524	+17.9%	0.10%	+5.1%
SEE	Sell	Sealed Air Corp	$57,483,000	-7.7%	1,049,153	-0.2%	0.10%	-1.9%
PM	Sell	Philip Morris International Inc	$57,773,000	-13.4%	609,492	-9.4%	0.10%	-8.0%
CHKP	Buy	Check Point Software Technologies Ltd	$57,043,000	+50.6%	504,627	+54.7%	0.10%	+60.9%
NTAP	Sell	NetApp Inc	$56,044,000	+6.4%	624,383	-3.1%	0.10%	+12.2%
NEM	Sell	Newmont Corp	$55,293,000	-17.9%	1,018,289	-4.2%	0.10%	-13.0%
HRB	Sell	H&R Block Inc	$55,114,000	+5.6%	2,204,580	-0.9%	0.10%	+12.4%
GLPI	Buy	Gaming and Leisure Properties Inc	$54,585,000	+3.3%	1,178,435	+3.3%	0.10%	+10.0%
EPC	Sell	Edgewell Personal Care Co	$54,289,000	-19.1%	1,495,592	-2.2%	0.10%	-14.0%
MTOR	Sell	Meritor Inc	$53,437,000	-13.0%	2,507,622	-4.4%	0.10%	-6.7%
OPI	Sell	Office Properties Income Trust	$53,649,000	-13.7%	2,118,027	-0.2%	0.10%	-8.5%
EME	Sell	EMCOR Group Inc	$53,750,000	-10.2%	465,853	-4.1%	0.10%	-4.9%
SPG	Buy	Simon Property Group Inc	$53,800,000	+915.7%	413,945	+919.6%	0.10%	+977.8%
ARCB	Buy	ArcBest Corp	$52,209,000	+82.5%	638,496	+29.9%	0.09%	+91.8%
FNB	Sell	FNB Corp/PA	$51,813,000	-8.7%	4,458,973	-3.1%	0.09%	-2.1%
LAZ	Buy	Lazard Ltd	$51,340,000	+29.5%	1,120,965	+28.0%	0.09%	+38.8%
SVC	Sell	Service Properties Trust	$50,400,000	-23.6%	4,496,067	-14.1%	0.09%	-18.8%
HOPE	Sell	Hope Bancorp Inc	$50,102,000	-4.4%	3,469,700	-6.1%	0.09%	+2.2%
RGA	Sell	Reinsurance Group of America Inc	$49,561,000	-6.4%	445,453	-4.1%	0.09%	0.0%
LUMN	Buy	Lumen Technologies Inc	$47,930,000	+0.9%	3,868,485	+10.7%	0.09%	+7.4%
DVN	Sell	Devon Energy Corp	$48,016,000	+3.6%	1,352,200	-14.8%	0.09%	+10.1%
THG	Sell	Hanover Insurance Group Inc/The	$47,548,000	-11.5%	366,830	-7.4%	0.09%	-5.5%
DAN	Sell	Dana Inc	$47,225,000	-13.1%	2,123,428	-7.2%	0.08%	-7.6%
INT	Sell	World Fuel Services Corp	$47,022,000	+3.8%	1,398,633	-2.0%	0.08%	+10.4%
HTH	Sell	Hilltop Holdings Inc	$46,538,000	-12.7%	1,424,500	-2.7%	0.08%	-7.7%
UMPQ	Sell	Umpqua Holdings Corp	$46,625,000	+7.2%	2,302,472	-2.3%	0.08%	+13.5%
TTMI	Sell	TTM Technologies Inc	$45,918,000	-15.3%	3,652,984	-3.6%	0.08%	-9.8%
AGM	Sell	Federal Agricultural Mortgage Corp	$45,640,000	+3.5%	420,573	-5.6%	0.08%	+10.7%
SAIC	Sell	Science Applications International Corp	$45,945,000	-5.3%	537,000	-2.9%	0.08%	0.0%
BC	Sell	Brunswick Corp/DE	$45,354,000	-9.1%	476,058	-5.0%	0.08%	-3.5%
WERN	Buy	Werner Enterprises Inc	$44,053,000	+14.7%	995,119	+15.4%	0.08%	+23.1%
SAH	Sell	Sonic Automotive Inc	$44,213,000	+4.8%	841,528	-10.8%	0.08%	+11.1%
HRC	Sell	Hill-Rom Holdings Inc	$44,011,000	-51.4%	293,413	-63.2%	0.08%	-48.1%
AAPL	Sell	Apple Inc	$44,211,000	+3.2%	312,448	-0.1%	0.08%	+9.6%
SWM	Sell	Schweitzer-Mauduit International Inc	$44,378,000	-19.1%	1,280,409	-5.7%	0.08%	-14.0%
ETR	Sell	Entergy Corp	$43,944,000	-10.4%	442,500	-10.0%	0.08%	-4.8%
RCII	Sell	Rent-A-Center Inc/TX	$43,668,000	-12.2%	776,880	-17.1%	0.08%	-7.1%
K	Buy	Kellogg Co	$43,625,000	-0.5%	682,500	+0.1%	0.08%	+5.3%
PRGS	Sell	Progress Software Corp	$43,726,000	-18.2%	888,931	-23.1%	0.08%	-13.2%
ISBC	Buy	Investors Bancorp Inc	$42,950,000	+10.3%	2,842,536	+4.1%	0.08%	+18.2%
AXL	Sell	American Axle & Manufacturing Holdings Inc	$43,088,000	-17.1%	4,890,810	-2.6%	0.08%	-11.4%
VTRS	Buy	Viatris Inc	$42,596,000	-1.6%	3,143,642	+3.7%	0.08%	+4.1%
UNIT	Buy	Uniti Group Inc	$41,951,000	+1093.1%	3,391,370	+921.2%	0.08%	+1166.7%
ARCC	Buy	Ares Capital Corp	$41,479,000	+27.1%	2,040,307	+22.4%	0.08%	+33.9%
AVT	Buy	Avnet Inc	$41,668,000	+55.4%	1,127,100	+68.5%	0.08%	+63.0%
CATY	Sell	Cathay General Bancorp	$41,431,000	+2.6%	1,001,000	-2.4%	0.08%	+8.7%
PDCE	Buy	PDC Energy Inc	$41,493,000	+223.8%	875,584	+212.9%	0.08%	+240.9%
ADS	Buy	Alliance Data Systems Corp	$40,981,000	-0.6%	406,200	+2.7%	0.07%	+5.7%
AAL	Sell	American Airlines Group Inc	$40,778,000	-10.7%	1,987,265	-7.7%	0.07%	-5.1%
LZB	Buy	La-Z-Boy Inc	$40,190,000	-8.0%	1,246,984	+5.7%	0.07%	-1.4%
FSK	Sell	FS KKR Capital Corp	$40,397,000	-8.0%	1,832,900	-10.2%	0.07%	-2.7%
HWC	Sell	Hancock Whitney Corp	$39,854,000	+0.7%	845,800	-5.0%	0.07%	+7.5%
BPOP	Sell	Popular Inc	$39,438,000	-0.8%	507,775	-4.2%	0.07%	+4.4%
CRUS	Sell	Cirrus Logic Inc	$39,298,000	-4.5%	477,219	-1.3%	0.07%	+1.4%
SKT	Buy	Tanger Factory Outlet Centers Inc	$38,801,000	+1.4%	2,380,452	+17.2%	0.07%	+7.7%
CACI	Buy	CACI International Inc	$38,772,000	+3.4%	147,932	+0.7%	0.07%	+9.4%
TPH	Sell	Tri Pointe Homes Inc	$38,168,000	-5.2%	1,815,800	-3.4%	0.07%	+1.5%
OSIS	Sell	OSI Systems Inc	$38,056,000	-13.3%	401,442	-7.1%	0.07%	-8.0%
JBLU	Sell	JetBlue Airways Corp	$37,786,000	-31.2%	2,471,296	-24.5%	0.07%	-26.9%
CIO	Buy	City Office REIT Inc	$37,066,000	+51.9%	2,075,408	+5.7%	0.07%	+63.4%
NTGR	Sell	NETGEAR Inc	$36,357,000	-17.9%	1,139,371	-1.4%	0.07%	-12.0%
VNDA	Buy	Vanda Pharmaceuticals Inc	$36,492,000	-8.3%	2,129,097	+15.1%	0.07%	-2.9%
RGR	Buy	Sturm Ruger & Co Inc	$36,200,000	+21.3%	490,661	+47.9%	0.06%	+27.5%
NSIT	Sell	Insight Enterprises Inc	$36,223,000	-19.2%	402,130	-10.3%	0.06%	-14.5%
POR	Buy	Portland General Electric Co	$35,161,000	+13.9%	748,274	+11.7%	0.06%	+20.8%
RCL	Sell	Royal Caribbean Cruises Ltd	$34,170,000	-2.1%	384,150	-6.1%	0.06%	+5.1%
SPTN	Sell	SpartanNash Co	$33,476,000	+10.2%	1,528,610	-2.9%	0.06%	+17.3%
ACCO	Sell	ACCO Brands Corp	$33,507,000	-2.3%	3,900,800	-1.8%	0.06%	+5.2%
TSLX	Buy	Sixth Street Specialty Lending Inc	$33,865,000	+77.0%	1,524,803	+76.8%	0.06%	+84.8%
BUSE	Sell	First Busey Corp	$33,625,000	-3.5%	1,365,206	-3.4%	0.06%	+3.4%
HMST	Sell	HomeStreet Inc	$32,966,000	-1.2%	801,118	-2.2%	0.06%	+5.3%
OGN	Sell	Organon & Co	$32,616,000	+3.4%	994,715	-4.6%	0.06%	+9.3%
ASIX	Sell	AdvanSix Inc	$32,415,000	+27.3%	815,489	-4.4%	0.06%	+37.2%
AVYA	Sell	Avaya Holdings Corp	$32,581,000	-30.5%	1,646,343	-5.5%	0.06%	-26.2%
MTH	Sell	Meritage Homes Corp	$32,494,000	-7.4%	334,994	-10.2%	0.06%	-1.7%
NEU	Buy	NewMarket Corp	$31,428,000	+5.3%	92,773	+0.1%	0.06%	+11.8%
KLIC	Sell	Kulicke & Soffa Industries Inc	$31,375,000	-7.4%	538,352	-2.7%	0.06%	-1.7%
SNV	Sell	Synovus Financial Corp	$31,469,000	-4.3%	717,000	-4.4%	0.06%	+1.8%
KBH	Sell	KB Home	$31,311,000	-17.6%	804,510	-13.8%	0.06%	-12.3%
AXS	Sell	Axis Capital Holdings Ltd	$31,403,000	-6.8%	682,102	-0.8%	0.06%	0.0%
RSG	Buy	Republic Services Inc	$30,771,000	+9.2%	256,300	+0.1%	0.06%	+16.7%
PLYM	Buy	Plymouth Industrial REIT Inc	$30,908,000	+50.7%	1,358,628	+32.6%	0.06%	+60.0%
WMT		Walmart Inc	$30,454,000	-1.2%	218,500	0.0%	0.06%	+5.8%
BG	Sell	Bunge Ltd	$30,447,000	+1.0%	374,410	-2.9%	0.06%	+7.8%
WSM	Sell	Williams-Sonoma Inc	$29,942,000	-23.2%	168,850	-30.8%	0.05%	-18.2%
WCC	Sell	WESCO International Inc	$30,133,000	+5.8%	261,300	-5.6%	0.05%	+12.5%
CENTA	Buy	Central Garden & Pet Co	$29,149,000	-5.2%	677,893	+6.5%	0.05%	+1.9%
CDK	Sell	CDK Global Inc	$29,180,000	-37.7%	685,800	-27.3%	0.05%	-33.8%
STWD	Sell	Starwood Property Trust Inc	$28,942,000	-48.0%	1,185,665	-44.3%	0.05%	-45.3%
KMI	Sell	Kinder Morgan Inc	$28,729,000	-18.1%	1,717,245	-10.8%	0.05%	-13.3%
HAFC	Sell	Hanmi Financial Corp	$28,682,000	+4.9%	1,429,843	-0.4%	0.05%	+10.6%
TM	Sell	Toyota Motor Corp	$27,951,000	+1.6%	157,254	-0.1%	0.05%	+8.5%
APOG	Sell	Apogee Enterprises Inc	$28,457,000	-7.4%	753,637	-0.1%	0.05%	-1.9%
ESNT	Sell	Essent Group Ltd	$27,673,000	-3.7%	628,790	-1.7%	0.05%	+2.0%
SWN	Sell	Southwestern Energy Co	$27,697,000	-11.8%	4,999,500	-9.7%	0.05%	-5.7%
HVT	Sell	Haverty Furniture Cos Inc	$27,856,000	-24.5%	826,347	-4.2%	0.05%	-20.6%
CPRX	Buy	Catalyst Pharmaceuticals Inc	$27,876,000	+14.3%	5,259,705	+24.0%	0.05%	+22.0%
NMFC	Sell	New Mountain Finance Corp	$27,222,000	-0.7%	2,045,298	-1.8%	0.05%	+4.3%
AAT	Buy	American Assets Trust Inc	$26,931,000	+40.0%	719,700	+39.5%	0.05%	+48.5%
PFG	Buy	Principal Financial Group Inc	$27,275,000	+2.1%	423,529	+0.1%	0.05%	+8.9%
CIM		Chimera Investment Corp	$27,183,000	-1.4%	1,830,570	0.0%	0.05%	+4.3%
ETH	Sell	Ethan Allen Interiors Inc	$26,491,000	-14.3%	1,117,787	-0.2%	0.05%	-9.4%
OFG	Sell	OFG Bancorp	$26,463,000	+9.9%	1,049,300	-3.6%	0.05%	+17.1%
ORI	Sell	Old Republic International Corp	$26,593,000	-12.5%	1,149,747	-5.8%	0.05%	-7.7%
SCSC	Sell	ScanSource Inc	$26,489,000	+20.6%	761,418	-2.5%	0.05%	+29.7%
WM	Buy	Waste Management Inc	$26,795,000	+6.7%	179,400	+0.1%	0.05%	+11.6%
AGO	Sell	Assured Guaranty Ltd	$26,370,000	-33.3%	563,353	-32.3%	0.05%	-28.4%
MMM	Sell	3M Co	$26,241,000	-11.8%	149,595	-0.1%	0.05%	-7.8%
CARS	Sell	Cars.com Inc	$26,076,000	-12.9%	2,061,422	-1.3%	0.05%	-7.8%
SKM	Sell	SK Telecom Co Ltd	$25,877,000	-12.0%	859,726	-8.2%	0.05%	-6.0%
AAN	Sell	Aaron's Co Inc/The	$25,960,000	-16.1%	942,658	-2.5%	0.05%	-11.3%
UVV	Sell	Universal Corp/VA	$26,136,000	-30.6%	540,800	-18.2%	0.05%	-26.6%
SFNC	Sell	Simmons First National Corp	$25,850,000	-32.7%	874,498	-33.2%	0.05%	-27.7%
MSFT	Sell	Microsoft Corp	$25,441,000	+4.0%	90,245	-0.1%	0.05%	+9.5%
RM	Sell	Regional Management Corp	$24,803,000	+19.4%	426,328	-4.5%	0.04%	+28.6%
NUS	Sell	Nu Skin Enterprises Inc	$24,683,000	-29.8%	609,927	-1.7%	0.04%	-25.0%
R	New	Ryder System Inc	$24,659,000	–	298,150	+100.0%	0.04%	–
PMT	Sell	PennyMac Mortgage Investment Trust	$25,122,000	-8.4%	1,275,914	-2.0%	0.04%	-4.3%
ABM	Buy	ABM Industries Inc	$24,072,000	+1758.8%	534,822	+1730.2%	0.04%	+2100.0%
EBIX	Sell	Ebix Inc	$24,543,000	-24.4%	911,386	-4.8%	0.04%	-20.0%
GCO	Sell	Genesco Inc	$24,073,000	-16.4%	417,000	-7.7%	0.04%	-10.2%
KOP	Buy	Koppers Holdings Inc	$24,441,000	+34.1%	781,883	+38.8%	0.04%	+41.9%
ABR	Sell	Arbor Realty Trust Inc	$24,605,000	-0.8%	1,327,856	-4.6%	0.04%	+4.8%
SKYW	Buy	SkyWest Inc	$23,540,000	+17.6%	477,100	+2.7%	0.04%	+26.5%
TILE	Sell	Interface Inc	$23,219,000	-1.4%	1,532,629	-0.4%	0.04%	+5.0%
AUD	Sell	Entercom Communications Corp	$22,986,000	-15.2%	6,246,446	-0.7%	0.04%	-8.7%
FSP	Buy	Franklin Street Properties Corp	$23,102,000	-10.8%	4,978,939	+1.1%	0.04%	-4.5%
WMK	Buy	Weis Markets Inc	$22,804,000	+8.6%	433,950	+6.8%	0.04%	+13.9%
FULT	Sell	Fulton Financial Corp	$22,934,000	-3.9%	1,500,975	-0.8%	0.04%	0.0%
KRG	Sell	Kite Realty Group Trust	$22,901,000	-19.5%	1,124,847	-12.9%	0.04%	-14.6%
LLY		Eli Lilly & Co	$22,095,000	+0.7%	95,629	0.0%	0.04%	+8.1%
HA	Sell	Hawaiian Holdings Inc	$21,955,000	-13.6%	1,013,656	-2.7%	0.04%	-7.0%
AEL	Sell	American Equity Investment Life Holding Co	$22,328,000	-14.2%	755,100	-6.2%	0.04%	-9.1%
AAP	Buy	Advance Auto Parts Inc	$22,267,000	+31.1%	106,600	+28.7%	0.04%	+37.9%
ANAT	Sell	American National Group Inc	$22,323,000	+21.9%	118,093	-4.2%	0.04%	+29.0%
FE	Buy	FirstEnergy Corp	$21,471,000	+29.5%	602,800	+35.3%	0.04%	+39.3%
PRIM	Buy	Primoris Services Corp	$21,337,000	-14.7%	871,264	+2.5%	0.04%	-9.3%
COKE	Buy	Coca-Cola Consolidated Inc	$21,770,000	+58.9%	55,231	+62.1%	0.04%	+69.6%
APTS	Buy	Preferred Apartment Communities Inc	$21,459,000	+32.2%	1,754,632	+5.4%	0.04%	+39.3%
URI	Sell	United Rentals Inc	$21,522,000	-78.3%	61,330	-80.3%	0.04%	-76.9%
USB	Buy	US Bancorp	$20,792,000	+4.5%	349,800	+0.1%	0.04%	+11.8%
OCSL	Sell	Oaktree Specialty Lending Corp	$20,561,000	+0.1%	2,912,374	-5.1%	0.04%	+5.7%
VEC	Sell	Vectrus Inc	$20,235,000	+2.5%	402,463	-3.0%	0.04%	+8.8%
ABG	Sell	Asbury Automotive Group Inc	$20,441,000	-5.6%	103,900	-17.7%	0.04%	0.0%
OMC		Omnicom Group Inc	$19,810,000	-9.4%	273,400	0.0%	0.04%	-2.7%
HST	Sell	Host Hotels & Resorts Inc	$19,852,000	-23.1%	1,215,677	-19.6%	0.04%	-18.2%
MOD	Sell	Modine Manufacturing Co	$19,700,000	-33.1%	1,738,805	-2.0%	0.04%	-28.0%
MFA	Buy	MFA Financial Inc	$19,403,000	+1.9%	4,245,900	+2.4%	0.04%	+9.4%
GPK	Sell	Graphic Packaging Holding Co	$19,343,000	-11.3%	1,015,945	-15.5%	0.04%	-5.4%
AIG	Sell	American International Group Inc	$19,110,000	+13.6%	348,160	-1.5%	0.04%	+20.7%
SGH	Sell	SMART Global Holdings Inc	$19,366,000	-10.7%	435,200	-4.3%	0.04%	-5.4%
SITC		SITE Centers Corp	$18,850,000	+2.5%	1,220,898	0.0%	0.03%	+9.7%
KE	Buy	Kimball Electronics Inc	$18,553,000	+38.8%	719,970	+17.1%	0.03%	+47.8%
GNL	Buy	Global Net Lease Inc	$18,882,000	-12.5%	1,178,684	+1.1%	0.03%	-8.1%
KELYA	Sell	Kelly Services Inc	$18,644,000	-23.7%	987,514	-3.1%	0.03%	-19.0%
BLX	Sell	Banco Latinoamericano de Comercio Exterior SA	$18,983,000	+12.0%	1,082,281	-1.8%	0.03%	+17.2%
HBAN	Sell	Huntington Bancshares Inc/OH	$18,520,000	+6.4%	1,197,951	-1.8%	0.03%	+10.0%
CUBI	Sell	Customers Bancorp Inc	$18,116,000	+7.2%	421,109	-2.9%	0.03%	+13.8%
TNL	Sell	Travel Leisure Co	$18,033,000	-82.4%	330,700	-80.8%	0.03%	-81.0%
VEDL	Buy	Vedanta Ltd	$18,404,000	+26.9%	1,204,476	+17.9%	0.03%	+32.0%
HIBB	Buy	Hibbett Inc	$17,734,000	-4.9%	250,700	+20.5%	0.03%	0.0%
CPSI	Buy	Computer Programs and Systems Inc	$17,862,000	+19.5%	503,749	+12.0%	0.03%	+28.0%
UVE	Sell	Universal Insurance Holdings Inc	$17,529,000	-7.5%	1,344,261	-1.5%	0.03%	0.0%
CNXC	Sell	Concentrix Corp	$17,646,000	-79.7%	99,699	-81.5%	0.03%	-78.4%
MSBI	Sell	Midland States Bancorp Inc	$17,425,000	-6.6%	704,618	-0.7%	0.03%	0.0%
IBCP	Sell	Independent Bank Corp/MI	$17,292,000	-2.1%	805,070	-1.1%	0.03%	+3.3%
VIPS	Buy	Vipshop Holdings Ltd	$17,048,000	+150.5%	1,530,400	+351.5%	0.03%	+158.3%
WNC	Sell	Wabash National Corp	$17,056,000	-7.5%	1,127,305	-2.2%	0.03%	0.0%
PSEC	Sell	Prospect Capital Corp	$17,138,000	-65.7%	2,225,835	-62.6%	0.03%	-63.5%
CSV	Sell	Carriage Services Inc	$16,881,000	-9.1%	378,593	-24.7%	0.03%	-3.1%
SCHN	Sell	Schnitzer Steel Industries Inc	$16,826,000	-13.2%	384,088	-2.9%	0.03%	-9.1%
VCTR	Buy	Victory Capital Holdings Inc	$16,550,000	+41.6%	472,734	+30.6%	0.03%	+50.0%
BDX	Sell	Becton Dickinson and Co	$16,721,000	-43.1%	68,025	-43.7%	0.03%	-40.0%
CAC	Sell	Camden National Corp	$16,850,000	-2.2%	351,795	-2.5%	0.03%	+3.4%
RFP	Buy	Resolute Forest Products Inc	$16,849,000	+37.4%	1,415,954	+40.8%	0.03%	+42.9%
FBC		Flagstar Bancorp Inc	$16,301,000	+20.1%	321,024	0.0%	0.03%	+26.1%
ARNC	Sell	Arconic Corp	$15,789,000	-22.3%	500,605	-12.3%	0.03%	-17.1%
UNH		UnitedHealth Group Inc	$15,899,000	-2.4%	40,690	0.0%	0.03%	+3.6%
JWN	Sell	Nordstrom Inc	$16,108,000	-30.2%	609,000	-3.5%	0.03%	-25.6%
ALK	Sell	Alaska Air Group Inc	$15,786,000	-8.6%	269,390	-5.9%	0.03%	0.0%
RUSHA	Buy	Rush Enterprises Inc	$15,458,000	+15.1%	342,304	+10.2%	0.03%	+21.7%
NTTYY	Sell	Nippon Telegraph & Telephone Corp	$15,748,000	+5.5%	567,300	-0.5%	0.03%	+12.0%
MSI		Motorola Solutions Inc	$15,379,000	+7.1%	66,200	0.0%	0.03%	+16.7%
SON	Sell	Sonoco Products Co	$15,574,000	-34.8%	261,410	-26.7%	0.03%	-31.7%
SCVL	Buy	Shoe Carnival Inc	$15,745,000	-18.3%	485,680	+80.3%	0.03%	-15.2%
AL	Sell	Air Lease Corp	$15,562,000	-16.0%	395,583	-10.9%	0.03%	-12.5%
FFIC	Sell	Flushing Financial Corp	$15,728,000	+3.8%	695,947	-1.6%	0.03%	+7.7%
CXW		CoreCivic Inc	$15,006,000	-15.0%	1,686,148	0.0%	0.03%	-10.0%
HMC	Buy	Honda Motor Co Ltd	$15,075,000	-4.5%	491,542	+0.2%	0.03%	0.0%
CDR	Buy	Cedar Realty Trust Inc	$14,954,000	+69.2%	689,482	+31.3%	0.03%	+80.0%
JOUT	Sell	Johnson Outdoors Inc	$14,872,000	-13.0%	140,572	-0.5%	0.03%	-6.9%
CAJ	Buy	Canon Inc	$14,181,000	+8.0%	581,700	+0.2%	0.03%	+18.2%
CNX	Buy	CNX Resources Corp	$14,521,000	+365.4%	1,150,708	+403.7%	0.03%	+420.0%
PDCO	Sell	Patterson Cos Inc	$14,183,000	-8.2%	470,600	-7.4%	0.03%	0.0%
EBF	Sell	Ennis Inc	$14,197,000	-14.4%	753,160	-2.2%	0.03%	-7.1%
KFRC	Sell	Kforce Inc	$14,644,000	-43.5%	245,550	-40.4%	0.03%	-40.9%
TDS	Sell	Telephone and Data Systems Inc	$13,870,000	-14.8%	711,300	-1.0%	0.02%	-10.7%
VER	Sell	VEREIT Inc	$13,968,000	-91.3%	308,827	-91.1%	0.02%	-90.8%
AMWD	Sell	American Woodmark Corp	$13,860,000	-25.7%	212,024	-7.2%	0.02%	-21.9%
TUP	Buy	Tupperware Brands Corp	$13,960,000	+62.9%	661,003	+83.2%	0.02%	+66.7%
BCC	Sell	Boise Cascade Co	$13,826,000	-7.7%	256,150	-0.2%	0.02%	0.0%
UCTT	Sell	Ultra Clean Holdings Inc	$13,206,000	-31.4%	310,009	-13.5%	0.02%	-27.3%
RCKY	Sell	Rocky Brands Inc	$13,310,000	-23.5%	279,573	-10.7%	0.02%	-20.0%
BLDR	Sell	Builders FirstSource Inc	$13,540,000	+18.1%	261,700	-2.6%	0.02%	+26.3%
NESR	Buy	National Energy Services Reunited Corp	$13,373,000	+13.2%	1,068,135	+28.8%	0.02%	+20.0%
ULH	Sell	Universal Logistics Holdings Inc	$13,283,000	-18.0%	661,549	-4.9%	0.02%	-14.3%
DG		Dollar General Corp	$13,173,000	-2.0%	62,100	0.0%	0.02%	+4.3%
GIII	Buy	G-III Apparel Group Ltd	$13,385,000	-13.0%	473,000	+1.0%	0.02%	-7.7%
PNNT	Sell	PennantPark Investment Corp	$13,386,000	-6.0%	2,062,603	-3.3%	0.02%	0.0%
UFS	Sell	Domtar Corp	$12,982,000	-70.6%	238,029	-70.4%	0.02%	-69.3%
PFC	Sell	Premier Financial Corp	$12,806,000	+3.1%	402,215	-8.0%	0.02%	+9.5%
WTI	Buy	W&T Offshore Inc	$12,608,000	-7.2%	3,389,351	+21.0%	0.02%	0.0%
TRV		Travelers Cos Inc/The	$12,688,000	+1.5%	83,472	0.0%	0.02%	+9.5%
PACW	Sell	PacWest Bancorp	$12,975,000	+7.2%	286,300	-2.7%	0.02%	+9.5%
SNPS		Synopsys Inc	$12,455,000	+8.6%	41,600	0.0%	0.02%	+15.0%
FISI	Sell	Financial Institutions Inc	$12,976,000	-0.9%	423,380	-3.0%	0.02%	+4.5%
BSIG	Sell	Brightsphere Investment Group Inc	$11,931,000	-41.8%	456,611	-47.8%	0.02%	-37.1%
DTE	Sell	DTE Energy Co	$12,270,000	-59.6%	109,839	-53.1%	0.02%	-57.7%
PGRE		Paramount Group Inc	$12,064,000	-10.7%	1,342,000	0.0%	0.02%	-4.3%
CMA	Buy	Comerica Inc	$12,066,000	+17.5%	149,900	+4.2%	0.02%	+29.4%
RTX		Raytheon Technologies Corp	$12,008,000	+0.8%	139,700	0.0%	0.02%	+10.0%
CARR	Sell	Carrier Global Corp	$11,920,000	-3.7%	230,300	-9.5%	0.02%	+4.8%
PEBO	Buy	Peoples Bancorp Inc/OH	$11,340,000	+22.5%	358,774	+14.8%	0.02%	+31.2%
DHC	Sell	Diversified Healthcare Trust	$11,494,000	-46.8%	3,390,572	-34.4%	0.02%	-43.2%
GWB	Sell	Great Western Bancorp Inc	$11,573,000	-0.5%	353,500	-0.4%	0.02%	+5.0%
MATW	Sell	Matthews International Corp	$11,762,000	-10.0%	339,065	-6.7%	0.02%	-4.5%
THC	Sell	Tenet Healthcare Corp	$11,626,000	-38.1%	175,000	-37.6%	0.02%	-34.4%
SASR		Sandy Spring Bancorp Inc	$11,771,000	+3.8%	256,915	0.0%	0.02%	+10.5%
AN	Buy	AutoNation Inc	$11,019,000	+60.1%	90,500	+24.7%	0.02%	+66.7%
LH	Sell	Laboratory Corp of America Holdings	$10,917,000	-86.4%	38,790	-86.6%	0.02%	-85.3%
PEG		Public Service Enterprise Group Inc	$11,177,000	+1.9%	183,544	0.0%	0.02%	+5.3%
SIG	Sell	Signet Jewelers Ltd	$11,220,000	-8.5%	142,100	-6.4%	0.02%	-4.8%
CPRI	Sell	Capri Holdings Ltd	$10,277,000	-47.8%	212,300	-38.3%	0.02%	-42.4%
PGR		Progressive Corp/The	$10,467,000	-8.0%	115,800	0.0%	0.02%	0.0%
JPM	Sell	JPMorgan Chase & Co	$10,338,000	+4.2%	63,160	-0.9%	0.02%	+11.8%
SC	Sell	Santander Consumer USA Holdings Inc	$10,424,000	-63.7%	250,000	-68.4%	0.02%	-61.2%
NWL		Newell Brands Inc	$10,512,000	-19.4%	474,819	0.0%	0.02%	-13.6%
CMC	Sell	Commercial Metals Co	$9,993,000	-3.1%	328,100	-2.3%	0.02%	0.0%
VPG	Buy	Vishay Precision Group Inc	$10,095,000	+70.8%	290,355	+67.2%	0.02%	+80.0%
EOG	New	EOG Resources Inc	$9,905,000	–	123,400	+100.0%	0.02%	–
ARI	Sell	Apollo Commercial Real Estate Finance Inc	$9,799,000	-13.9%	660,808	-7.4%	0.02%	-5.3%
PFBC		Preferred Bank/Los Angeles CA	$9,933,000	+5.4%	148,979	0.0%	0.02%	+12.5%
GOOD	Buy	Gladstone Commercial Corp	$9,736,000	+474.4%	463,000	+516.1%	0.02%	+500.0%
EQH		Equitable Holdings Inc	$9,372,000	-2.7%	316,200	0.0%	0.02%	+6.2%
RBB	Buy	RBB Bancorp	$9,455,000	+36.0%	375,076	+30.7%	0.02%	+41.7%
RWT	Buy	Redwood Trust Inc	$9,612,000	+22.3%	745,701	+14.5%	0.02%	+30.8%
ONB	Sell	Old National Bancorp/IN	$9,045,000	-9.5%	533,665	-5.9%	0.02%	-5.9%
CTSH	Sell	Cognizant Technology Solutions Corp	$8,749,000	-1.2%	117,900	-7.7%	0.02%	+6.7%
FCF	Sell	First Commonwealth Financial Corp	$8,937,000	-6.9%	655,700	-3.9%	0.02%	0.0%
DHX	Sell	DHI Group Inc	$8,762,000	+31.9%	1,840,960	-6.3%	0.02%	+45.5%
REVG	New	REV Group Inc	$8,714,000	–	507,826	+100.0%	0.02%	–
VLY	Sell	Valley National Bancorp	$8,644,000	-2.3%	649,500	-1.4%	0.02%	+6.7%
MLR	Sell	Miller Industries Inc/TN	$8,682,000	-16.2%	255,058	-2.9%	0.02%	-11.1%
OMF	Buy	OneMain Holdings Inc	$8,625,000	+90.4%	155,900	+106.2%	0.02%	+100.0%
PRGO	Sell	Perrigo Co PLC	$8,301,000	-7.6%	175,400	-10.5%	0.02%	0.0%
FMNB	Buy	Farmers National Banc Corp	$8,118,000	+2.9%	516,762	+1.6%	0.02%	+15.4%
CWH	Sell	Camping World Holdings Inc	$8,508,000	-8.9%	218,900	-3.9%	0.02%	-6.2%
AMRX		Amneal Pharmaceuticals Inc	$8,253,000	+4.3%	1,545,600	0.0%	0.02%	+15.4%
GMS	Sell	GMS Inc	$8,567,000	-10.6%	195,600	-1.7%	0.02%	-6.2%
CLDT	Sell	Chatham Lodging Trust	$8,203,000	-6.9%	669,702	-2.2%	0.02%	0.0%
BZH	Sell	Beazer Homes USA Inc	$8,480,000	-12.7%	491,599	-2.3%	0.02%	-11.8%
ACHC	Sell	Acadia Healthcare Co Inc	$7,538,000	-10.3%	118,200	-11.7%	0.01%	0.0%
NHI		National Health Investors Inc	$7,778,000	-20.2%	145,400	0.0%	0.01%	-17.6%
DCOM	Sell	Dime Community Bancshares Inc	$7,780,000	-3.5%	238,224	-0.6%	0.01%	0.0%
ENDP	Buy	Endo International PLC	$7,773,000	+267.3%	2,399,100	+430.5%	0.01%	+250.0%
PII	Buy	Polaris Inc	$7,993,000	-6.2%	66,800	+7.4%	0.01%	0.0%
PKOH	Sell	Park-Ohio Holdings Corp	$7,706,000	-21.8%	301,987	-1.5%	0.01%	-17.6%
PPL	Sell	PPL Corp	$7,602,000	-77.1%	272,700	-77.0%	0.01%	-75.0%
HT	Sell	Hersha Hospitality Trust	$7,863,000	-19.2%	842,864	-6.8%	0.01%	-17.6%
BDSI	New	BioDelivery Sciences International Inc	$6,947,000	–	1,924,400	+100.0%	0.01%	–
VIVO	Sell	Meridian Bioscience Inc	$7,434,000	-16.2%	386,428	-3.4%	0.01%	-13.3%
CAI	Sell	CAI International Inc	$7,111,000	-0.5%	127,200	-0.3%	0.01%	+8.3%
OMI	Buy	Owens & Minor Inc	$7,146,000	-22.6%	228,400	+4.8%	0.01%	-18.8%
RILY	Buy	B Riley Financial Inc	$7,272,000	-4.8%	123,187	+21.7%	0.01%	0.0%
WGO	Sell	Winnebago Industries Inc	$7,389,000	+4.9%	102,000	-1.6%	0.01%	+8.3%
DRH	Sell	DiamondRock Hospitality Co	$7,075,000	-18.9%	748,700	-16.8%	0.01%	-13.3%
MBUU	Sell	Malibu Boats Inc	$7,235,000	-27.3%	103,400	-23.8%	0.01%	-23.5%
WOR	Sell	Worthington Industries Inc	$7,262,000	-14.7%	137,800	-0.9%	0.01%	-7.1%
NYMT	Sell	New York Mortgage Trust Inc	$7,259,000	-5.9%	1,703,998	-1.3%	0.01%	0.0%
CVLG	Buy	Covenant Logistics Group Inc	$6,365,000	+36.0%	230,200	+1.7%	0.01%	+50.0%
MSGE	New	Madison Square Garden Entertainment Corp	$6,741,000	–	92,775	+100.0%	0.01%	–
FFWM	Buy	First Foundation Inc	$6,665,000	+773.5%	253,437	+647.6%	0.01%	+1100.0%
NTB		Bank of NT Butterfield & Son Ltd/The	$6,821,000	+0.2%	192,100	0.0%	0.01%	0.0%
FMBI		First Midwest Bancorp Inc/IL	$6,657,000	-4.1%	350,200	0.0%	0.01%	0.0%
BCEI	Buy	Bonanza Creek Energy Inc	$6,672,000	+13.5%	139,300	+11.6%	0.01%	+20.0%
GSK		GlaxoSmithKline PLC	$6,766,000	-4.1%	177,100	0.0%	0.01%	0.0%
AVY		Avery Dennison Corp	$6,547,000	-1.4%	31,600	0.0%	0.01%	+9.1%
RBCAA	Sell	Republic Bancorp Inc/KY	$6,450,000	-32.8%	127,352	-38.8%	0.01%	-25.0%
HIW		Highwoods Properties Inc	$6,662,000	-2.9%	151,900	0.0%	0.01%	0.0%
WAL		Western Alliance Bancorp	$6,768,000	+17.2%	62,200	0.0%	0.01%	+20.0%
GSBC	Buy	Great Southern Bancorp Inc	$6,415,000	+2.2%	117,052	+0.5%	0.01%	+9.1%
AMG		Affiliated Managers Group Inc	$6,605,000	-2.0%	43,721	0.0%	0.01%	+9.1%
PRG	Sell	PROG Holdings Inc	$6,666,000	-66.6%	158,700	-61.7%	0.01%	-64.7%
EVTC	Sell	EVERTEC Inc	$6,515,000	-30.7%	142,500	-33.9%	0.01%	-25.0%
BHE	Sell	Benchmark Electronics Inc	$6,816,000	-7.2%	255,200	-1.2%	0.01%	0.0%
NRIM	Sell	Northrim BanCorp Inc	$6,047,000	-4.3%	142,254	-3.8%	0.01%	0.0%
CDNAF		Canadian Tire Corp Ltd	$6,028,000	-11.1%	42,840	0.0%	0.01%	-8.3%
RIO		Rio Tinto PLC	$5,933,000	-20.4%	88,800	0.0%	0.01%	-15.4%
OTIS	Sell	Otis Worldwide Corp	$6,092,000	-1.6%	74,050	-2.2%	0.01%	0.0%
ATGE		Adtalem Global Education Inc	$6,268,000	+6.1%	165,788	0.0%	0.01%	+10.0%
LBLCF		Loblaw Cos Ltd	$6,265,000	+11.7%	91,100	0.0%	0.01%	+10.0%
XPER	Buy	Xperi Holding Corp	$6,213,000	+7.4%	329,820	+26.8%	0.01%	+10.0%
LBAI	Sell	Lakeland Bancorp Inc	$6,232,000	-2.0%	353,534	-2.8%	0.01%	0.0%
AEP		American Electric Power Co Inc	$6,080,000	-4.0%	74,900	0.0%	0.01%	0.0%
HUM		Humana Inc	$5,873,000	-12.1%	15,092	0.0%	0.01%	0.0%
AEE		Ameren Corp	$6,016,000	+1.2%	74,283	0.0%	0.01%	+10.0%
TROX	New	Tronox Holdings PLC	$5,881,000	–	238,616	+100.0%	0.01%	–
CTRE	Buy	CareTrust REIT Inc	$6,097,000	-5.4%	300,095	+8.2%	0.01%	0.0%
UNVR		Univar Solutions Inc	$5,657,000	-2.3%	237,524	0.0%	0.01%	0.0%
BMA		Banco Macro SA	$5,573,000	+13.0%	328,045	0.0%	0.01%	+25.0%
MBWM	Sell	Mercantile Bank Corp	$5,277,000	+1.1%	164,770	-4.7%	0.01%	+11.1%
ANZBY		Australia & New Zealand Banking Group Ltd	$5,685,000	-4.4%	282,600	0.0%	0.01%	0.0%
AZN		AstraZeneca PLC	$5,597,000	+0.3%	93,200	0.0%	0.01%	+11.1%
HSII	New	Heidrick & Struggles International Inc	$5,755,000	–	128,958	+100.0%	0.01%	–
CM		Canadian Imperial Bank of Commerce	$5,453,000	-2.3%	49,000	0.0%	0.01%	+11.1%
FFBC	Sell	First Financial Bancorp	$5,606,000	-3.8%	239,504	-2.8%	0.01%	0.0%
FRST	Buy	Primis Financial Corp	$5,361,000	-4.9%	370,800	+0.3%	0.01%	0.0%
QUAD	Sell	Quad/Graphics Inc	$5,303,000	+0.6%	1,247,952	-1.7%	0.01%	+11.1%
WD	Sell	Walker & Dunlop Inc	$5,311,000	-67.8%	46,800	-70.4%	0.01%	-64.3%
RVI	Sell	Retail Value Inc	$5,493,000	-5.2%	208,625	-21.7%	0.01%	0.0%
DTM	New	DT Midstream Inc	$5,416,000	–	117,141	+100.0%	0.01%	–
BKCC	Sell	BlackRock Capital Investment Corp	$4,999,000	-41.5%	1,298,642	-40.3%	0.01%	-40.0%
CTBI	Sell	Community Trust Bancorp Inc	$5,201,000	+1.5%	123,555	-2.7%	0.01%	0.0%
TG		Tredegar Corp	$5,174,000	-11.5%	424,800	0.0%	0.01%	-10.0%
SCL	Sell	Stepan Co	$5,251,000	-6.5%	46,500	-0.4%	0.01%	-10.0%
MHO	Sell	M/I Homes Inc	$5,115,000	-9.8%	88,500	-8.5%	0.01%	-10.0%
SXC		SunCoke Energy Inc	$5,199,000	-12.0%	828,000	0.0%	0.01%	-10.0%
PRDO	Buy	Perdoceo Education Corp	$5,060,000	-12.0%	479,259	+2.3%	0.01%	-10.0%
HTGC	Sell	Hercules Capital Inc	$4,705,000	-12.1%	283,310	-9.7%	0.01%	0.0%
IVR	Buy	Invesco Mortgage Capital Inc	$4,982,000	-16.7%	1,581,602	+3.1%	0.01%	-10.0%
JHG		Janus Henderson Group PLC	$5,137,000	+6.5%	124,312	0.0%	0.01%	+12.5%
TWO	Sell	Two Harbors Investment Corp	$4,931,000	-18.7%	777,767	-3.0%	0.01%	-10.0%
DISCA	Sell	Discovery Inc	$5,225,000	-20.2%	205,900	-3.5%	0.01%	-18.2%
OFC		Corporate Office Properties Trust	$5,209,000	-3.6%	193,100	0.0%	0.01%	0.0%
RPT		RPT Realty	$5,165,000	-1.7%	404,800	0.0%	0.01%	0.0%
CRAI	Buy	CRA International Inc	$5,112,000	+26.6%	51,462	+9.1%	0.01%	+28.6%
LCI	Sell	Lannett Co Inc	$5,129,000	-37.8%	1,709,881	-3.1%	0.01%	-35.7%
WIT	Sell	Wipro Ltd	$4,852,000	-80.7%	549,536	-83.0%	0.01%	-79.1%
RPAI		Retail Properties of America Inc	$5,239,000	+12.5%	406,800	0.0%	0.01%	+12.5%
HBNC	Sell	Horizon Bancorp Inc/IN	$5,150,000	+0.5%	283,436	-3.6%	0.01%	0.0%
PLPC		Preformed Line Products Co	$4,503,000	-12.3%	69,245	0.0%	0.01%	-11.1%
MCY	Sell	Mercury General Corp	$4,631,000	-74.1%	83,197	-69.8%	0.01%	-73.3%
LKQ	Buy	LKQ Corp	$4,369,000	+8.9%	86,832	+6.5%	0.01%	+14.3%
VLGEA	Sell	Village Super Market Inc	$4,363,000	-9.7%	201,271	-2.0%	0.01%	0.0%
ASX	Buy	ASE Technology Holding Co Ltd	$4,415,000	+29.3%	562,500	+32.6%	0.01%	+33.3%
CUZ		Cousins Properties Inc	$4,418,000	+1.4%	118,486	0.0%	0.01%	+14.3%
INFY	Buy	Infosys Ltd	$4,621,000	+27.3%	207,700	+21.2%	0.01%	+33.3%
FHI		Federated Hermes Inc	$4,416,000	-4.2%	135,900	0.0%	0.01%	0.0%
TBI		TrueBlue Inc	$4,332,000	-3.7%	160,000	0.0%	0.01%	0.0%
HONE	Buy	HarborOne Bancorp Inc	$4,251,000	+3.7%	302,800	+5.9%	0.01%	+14.3%
SENEA	Buy	Seneca Foods Corp	$4,448,000	-5.5%	92,252	+0.1%	0.01%	0.0%
RNR		RenaissanceRe Holdings Ltd	$4,381,000	-6.3%	31,431	0.0%	0.01%	0.0%
PWR		Quanta Services Inc	$4,290,000	+25.7%	37,697	0.0%	0.01%	+33.3%
INBK	Buy	First Internet Bancorp	$4,556,000	+53.0%	146,127	+52.0%	0.01%	+60.0%
BHP		BHP Group Ltd	$4,538,000	-26.5%	84,800	0.0%	0.01%	-20.0%
TLK	New	Telkom Indonesia Persero Tbk PT	$4,378,000	–	172,400	+100.0%	0.01%	–
BSRR	Sell	Sierra Bancorp	$4,458,000	-7.5%	183,636	-3.1%	0.01%	0.0%
KRA	Sell	Kraton Corp	$4,335,000	+39.6%	95,000	-1.2%	0.01%	+60.0%
ACRE	Sell	Ares Commercial Real Estate Corp	$4,523,000	-1.4%	299,984	-4.0%	0.01%	0.0%
INN	Sell	Summit Hotel Properties Inc	$3,722,000	-16.8%	386,600	-19.4%	0.01%	-12.5%
CIXX		CI Financial Corp	$3,886,000	+10.8%	190,800	0.0%	0.01%	+16.7%
ARCH	Sell	Arch Resources Inc	$3,839,000	-36.8%	41,400	-61.2%	0.01%	-30.0%
WDC	New	Western Digital Corp	$3,674,000	–	65,100	+100.0%	0.01%	–
DIN		Dine Brands Global Inc	$3,719,000	-9.0%	45,800	0.0%	0.01%	0.0%
SAFM		Sanderson Farms Inc	$3,801,000	+0.1%	20,200	0.0%	0.01%	+16.7%
GEO	Sell	GEO Group Inc/The	$4,076,000	-3.3%	545,686	-7.9%	0.01%	0.0%
TPC	Sell	Tutor Perini Corp	$3,956,000	-9.1%	304,800	-3.0%	0.01%	0.0%
BHB	Sell	Bar Harbor Bankshares	$3,746,000	-9.3%	133,550	-7.4%	0.01%	0.0%
STRL	Buy	Sterling Construction Co Inc	$3,838,000	-4.5%	169,319	+1.6%	0.01%	0.0%
OTEX		Open Text Corp	$3,216,000	-4.1%	66,000	0.0%	0.01%	0.0%
KRNY	Buy	Kearny Financial Corp/MD	$3,194,000	+86.5%	257,000	+79.2%	0.01%	+100.0%
DFIN	Buy	Donnelley Financial Solutions Inc	$3,249,000	+36.5%	93,858	+30.1%	0.01%	+50.0%
TCPC	Sell	BlackRock TCP Capital Corp	$3,376,000	-13.1%	248,800	-11.5%	0.01%	-14.3%
FONR	Sell	FONAR Corp	$3,129,000	-16.0%	202,455	-4.0%	0.01%	0.0%
BMO		Bank of Montreal	$3,281,000	-2.8%	32,900	0.0%	0.01%	0.0%
PFSI	Buy	PennyMac Financial Services Inc	$3,494,000	+107.7%	57,166	+109.8%	0.01%	+100.0%
CB	Buy	Chubb Ltd	$3,105,000	+57.6%	17,899	+44.4%	0.01%	+100.0%
FBIZ		First Business Financial Services Inc	$3,184,000	+6.1%	110,925	0.0%	0.01%	+20.0%
HRTG	Sell	Heritage Insurance Holdings Inc	$3,364,000	-25.2%	494,008	-5.8%	0.01%	-25.0%
SPB	Buy	Spectrum Brands Holdings Inc	$3,311,000	+30.3%	34,619	+15.9%	0.01%	+50.0%
BELFB	Sell	Bel Fuse Inc	$3,500,000	-19.7%	281,594	-7.0%	0.01%	-14.3%
BWB	Sell	Bridgewater Bancshares Inc	$3,419,000	+6.7%	195,303	-1.6%	0.01%	+20.0%
THFF		First Financial Corp/IN	$3,536,000	+3.0%	84,099	0.0%	0.01%	0.0%
NCLH	Sell	Norwegian Cruise Line Holdings Ltd	$3,130,000	-44.9%	117,200	-39.3%	0.01%	-40.0%
OTTR		Otter Tail Corp	$3,481,000	+14.7%	62,208	0.0%	0.01%	+20.0%
SNY	Sell	Sanofi	$3,181,000	-51.0%	66,000	-46.4%	0.01%	-45.5%
ZUMZ		Zumiez Inc	$3,491,000	-18.9%	87,815	0.0%	0.01%	-14.3%
ZTS		Zoetis Inc	$3,565,000	+4.2%	18,364	0.0%	0.01%	0.0%
DHT	Sell	DHT Holdings Inc	$3,466,000	-12.4%	530,900	-12.9%	0.01%	-14.3%
COLL	New	Collegium Pharmaceutical Inc	$2,899,000	–	146,900	+100.0%	0.01%	–
TGH		Textainer Group Holdings Ltd	$2,681,000	+3.4%	76,800	0.0%	0.01%	+25.0%
IPG	Sell	Interpublic Group of Cos Inc/The	$2,588,000	-11.3%	70,600	-21.4%	0.01%	0.0%
ANIP		ANI Pharmaceuticals Inc	$2,911,000	-6.3%	88,700	0.0%	0.01%	0.0%
MOFG		MidWestOne Financial Group Inc	$2,928,000	+4.8%	97,088	0.0%	0.01%	0.0%
RC	Buy	Ready Capital Corp	$3,017,000	+125.5%	209,122	+148.0%	0.01%	+150.0%
CCEP		Coca-Cola Europacific Partners PLC	$2,731,000	-6.8%	49,400	0.0%	0.01%	0.0%
SWBI	New	Smith & Wesson Brands Inc	$2,918,000	–	140,600	+100.0%	0.01%	–
CCNE		CNB Financial Corp/PA	$2,840,000	+6.7%	116,682	0.0%	0.01%	0.0%
GNW	Sell	Genworth Financial Inc	$2,741,000	-12.0%	731,142	-8.4%	0.01%	0.0%
CVX	Buy	Chevron Corp	$3,002,000	+58.4%	29,600	+63.5%	0.01%	+66.7%
APLE		Apple Hospitality REIT Inc	$2,573,000	+3.1%	163,579	0.0%	0.01%	+25.0%
AOSL	New	Alpha & Omega Semiconductor Ltd	$2,891,000	–	92,173	+100.0%	0.01%	–
AUB	Sell	Atlantic Union Bankshares Corp	$2,614,000	-2.4%	70,947	-4.1%	0.01%	0.0%
BNS		Bank of Nova Scotia/The	$2,559,000	-5.4%	41,600	0.0%	0.01%	0.0%
PCB		PCB Bancorp	$2,086,000	+23.7%	104,800	0.0%	0.00%	+33.3%
UBA	New	Urstadt Biddle Properties Inc	$2,291,000	–	121,049	+100.0%	0.00%	–
NEE		NextEra Energy Inc	$2,314,000	+7.1%	29,480	0.0%	0.00%	0.0%
GES		Guess Inc	$2,157,000	-20.4%	102,700	0.0%	0.00%	-20.0%
CCL	Sell	Carnival Corp	$2,176,000	-44.7%	87,010	-41.7%	0.00%	-42.9%
GHC	Sell	Graham Holdings Co	$2,238,000	-19.8%	3,800	-13.6%	0.00%	-20.0%
CVCY	Sell	Central Valley Community Bancorp	$1,990,000	+5.2%	92,600	-1.4%	0.00%	+33.3%
PEP		PepsiCo Inc	$1,940,000	+1.5%	12,903	0.0%	0.00%	+33.3%
PLAB		Photronics Inc	$2,171,000	+3.2%	159,300	0.0%	0.00%	0.0%
PG	Buy	Procter & Gamble Co/The	$2,460,000	+114.7%	17,600	+107.1%	0.00%	+100.0%
LDL		Lydall Inc	$2,278,000	+2.6%	36,700	0.0%	0.00%	0.0%
AINV		Apollo Investment Corp	$2,105,000	-5.0%	162,332	0.0%	0.00%	0.0%
RLJ	Sell	RLJ Lodging Trust	$2,442,000	-13.6%	164,340	-11.4%	0.00%	-20.0%
ELS		Equity LifeStyle Properties Inc	$2,295,000	+5.1%	29,390	0.0%	0.00%	0.0%
EFSC	Buy	Enterprise Financial Services Corp	$2,400,000	+61.2%	53,016	+65.2%	0.00%	+33.3%
CFFI	Sell	C&F Financial Corp	$2,149,000	-5.2%	40,467	-9.0%	0.00%	0.0%
EIX	Sell	Edison International	$2,479,000	-20.4%	44,700	-17.1%	0.00%	-20.0%
CLR	New	Continental Resources Inc/OK	$2,229,000	–	48,300	+100.0%	0.00%	–
CORR	Sell	CorEnergy Infrastructure Trust Inc	$2,112,000	-38.6%	476,888	-8.2%	0.00%	-33.3%
CMRE		Costamare Inc	$2,332,000	+31.2%	150,600	0.0%	0.00%	+33.3%
CNR	New	Cornerstone Building Brands Inc	$2,274,000	–	155,700	+100.0%	0.00%	–
NC		NACCO Industries Inc	$2,366,000	+14.6%	79,319	0.0%	0.00%	0.0%
ABC		AmerisourceBergen Corp	$2,416,000	+4.4%	20,227	0.0%	0.00%	0.0%
EGY		VAALCO Energy Inc	$2,148,000	-9.6%	730,876	0.0%	0.00%	0.0%
PHI	Buy	PLDT Inc	$1,817,000	+95.0%	55,800	+57.3%	0.00%	+50.0%
CGBD	Buy	TCG BDC Inc	$1,902,000	+78.8%	141,900	+76.2%	0.00%	+50.0%
DIS		Walt Disney Co/The	$1,877,000	-3.8%	11,100	0.0%	0.00%	0.0%
GRBK	Sell	Green Brick Partners Inc	$1,896,000	-15.0%	92,400	-5.8%	0.00%	-25.0%
CRK	New	Comstock Resources Inc	$1,666,000	–	161,016	+100.0%	0.00%	–
ANF		Abercrombie & Fitch Co	$1,437,000	-19.0%	38,200	0.0%	0.00%	0.0%
CSTE	New	Caesarstone Ltd	$1,433,000	–	115,408	+100.0%	0.00%	–
NBN	Sell	Northeast Bank	$1,441,000	+11.7%	42,744	-1.0%	0.00%	+50.0%
SHBI	Sell	Shore Bancshares Inc	$1,936,000	+2.4%	109,215	-3.3%	0.00%	0.0%
LSTR		Landstar System Inc	$1,801,000	-0.1%	11,414	0.0%	0.00%	0.0%
TGLS	Sell	Tecnoglass Inc	$1,665,000	-4.2%	76,638	-5.7%	0.00%	0.0%
EBS		Emergent BioSolutions Inc	$1,517,000	-20.5%	30,300	0.0%	0.00%	0.0%
CTO	New	CTO Realty Growth Inc	$1,774,000	–	33,000	+100.0%	0.00%	–
FN	Sell	Fabrinet	$1,465,000	-80.1%	14,300	-81.4%	0.00%	-76.9%
TEN		Tenneco Inc	$1,429,000	-26.1%	100,153	0.0%	0.00%	0.0%
LW		Lamb Weston Holdings Inc	$1,738,000	-23.9%	28,333	0.0%	0.00%	-25.0%
CORT	Sell	Corcept Therapeutics Inc	$1,456,000	-73.3%	74,000	-70.2%	0.00%	-66.7%
MYE		Myers Industries Inc	$1,791,000	-6.8%	91,537	0.0%	0.00%	0.0%
ARC		ARC Document Solutions Inc	$1,694,000	+37.3%	574,397	0.0%	0.00%	+50.0%
AIZ		Assurant Inc	$1,666,000	+1.0%	10,566	0.0%	0.00%	0.0%
GOOGL		Alphabet Inc	$1,898,000	+9.5%	710	0.0%	0.00%	0.0%
COMM	New	CommScope Holding Co Inc	$1,841,000	–	135,500	+100.0%	0.00%	–
JKHY		Jack Henry & Associates Inc	$1,794,000	+0.3%	10,939	0.0%	0.00%	0.0%
WTBA	Sell	West BanCorp Inc	$1,495,000	+1.6%	49,800	-6.1%	0.00%	0.0%
STL	Sell	Sterling Bancorp/DE	$1,430,000	-14.3%	57,300	-14.9%	0.00%	0.0%
CIVB		Civista Bancshares Inc	$1,736,000	+5.1%	74,751	0.0%	0.00%	0.0%
CADE	Sell	Cadence BanCorp	$1,432,000	-94.4%	65,213	-94.6%	0.00%	-93.0%
CRDB	Sell	Crawford & Co	$1,605,000	+4.0%	179,157	-0.2%	0.00%	0.0%
BFST	Buy	Business First Bancshares Inc	$1,564,000	+73.0%	66,900	+69.8%	0.00%	+50.0%
ORRF	Sell	Orrstown Financial Services Inc	$1,450,000	-0.3%	62,000	-1.7%	0.00%	+50.0%
BGS	Sell	B&G Foods Inc	$1,626,000	-58.5%	54,400	-54.5%	0.00%	-57.1%
CLX		Clorox Co/The	$1,702,000	-8.0%	10,278	0.0%	0.00%	0.0%
FNLC	Sell	First Bancorp Inc/The	$1,447,000	-13.0%	49,674	-12.1%	0.00%	0.0%
CBOE		Cboe Global Markets Inc	$1,430,000	+4.0%	11,553	0.0%	0.00%	+50.0%
WLFC	Sell	Willis Lease Finance Corp	$1,530,000	-29.7%	41,153	-19.0%	0.00%	-25.0%
UNFI		United Natural Foods Inc	$1,496,000	+31.0%	30,900	0.0%	0.00%	+50.0%
TSQ	Sell	Townsquare Media Inc	$1,772,000	-1.7%	135,590	-4.1%	0.00%	0.0%
HCC		Warrior Met Coal Inc	$1,452,000	+35.3%	62,400	0.0%	0.00%	+50.0%
AIMC	Sell	Altra Industrial Motion Corp	$1,898,000	-45.9%	34,300	-36.5%	0.00%	-50.0%
BHF	Buy	Brighthouse Financial Inc	$1,174,000	+87.2%	25,977	+88.6%	0.00%	+100.0%
FSBW	Buy	FS Bancorp Inc	$1,045,000	-2.9%	30,200	+100.0%	0.00%	0.0%
OEC	Sell	Orion Engineered Carbons SA	$1,206,000	-35.7%	66,200	-33.0%	0.00%	-33.3%
TROW		T Rowe Price Group Inc	$924,000	-0.6%	4,700	0.0%	0.00%	0.0%
BKE	Sell	Buckle Inc/The	$1,306,000	-46.5%	33,000	-32.8%	0.00%	-50.0%
SWX	Sell	Southwest Gas Holdings Inc	$849,000	-21.2%	12,700	-22.1%	0.00%	0.0%
PAHC		Phibro Animal Health Corp	$1,117,000	-25.4%	51,900	0.0%	0.00%	-33.3%
TSBK	Sell	Timberland Bancorp Inc/WA	$1,182,000	+1.7%	40,858	-1.2%	0.00%	0.0%
BDC		Belden Inc	$1,205,000	+15.2%	20,700	0.0%	0.00%	0.0%
PATK		Patrick Industries Inc	$949,000	+14.1%	11,400	0.0%	0.00%	+100.0%
UVSP		Univest Financial Corp	$1,172,000	+3.9%	42,800	0.0%	0.00%	0.0%
PKBK		Parke Bancorp Inc	$1,134,000	+12.2%	51,712	0.0%	0.00%	0.0%
TMO	Buy	Thermo Fisher Scientific Inc	$1,085,000	+2070.0%	1,900	+1800.0%	0.00%	–
RLGT		Radiant Logistics Inc	$1,002,000	-7.8%	156,900	0.0%	0.00%	0.0%
CHMG		Chemung Financial Corp	$1,225,000	+2.3%	27,050	0.0%	0.00%	0.0%
AMPH	Buy	Amphastar Pharmaceuticals Inc	$937,000	+53.1%	49,300	+62.2%	0.00%	+100.0%
RLGY	Buy	Realogy Holdings Corp	$1,147,000	+277.3%	65,400	+291.6%	0.00%	+100.0%
BH		Biglari Holdings Inc	$1,101,000	+7.7%	6,410	0.0%	0.00%	0.0%
HRZN	Sell	Horizon Technology Finance Corp	$908,000	-32.6%	55,903	-28.3%	0.00%	0.0%
ETRN		Equitrans Midstream Corp	$839,000	+19.2%	82,800	0.0%	0.00%	+100.0%
PLUS	New	ePlus Inc	$861,000	–	8,400	+100.0%	0.00%	–
EVC	Sell	Entravision Communications Corp	$1,064,000	-21.6%	149,987	-26.2%	0.00%	0.0%
KOF		Coca-Cola Femsa SAB de CV	$1,091,000	+6.3%	19,400	0.0%	0.00%	0.0%
WSBF		Waterstone Financial Inc	$833,000	+4.1%	40,700	0.0%	0.00%	+100.0%
WTFC		Wintrust Financial Corp	$1,245,000	+6.2%	15,500	0.0%	0.00%	0.0%
RVSB		Riverview Bancorp Inc	$964,000	+2.6%	132,600	0.0%	0.00%	0.0%
AMNB	Sell	American National Bankshares Inc	$937,000	+3.8%	28,375	-2.4%	0.00%	0.0%
MCD		McDonald's Corp	$892,000	+4.4%	3,700	0.0%	0.00%	+100.0%
VRS		Verso Corp	$832,000	+17.3%	40,100	0.0%	0.00%	+100.0%
WSTG		Wayside Technology Group Inc	$884,000	+7.7%	32,799	0.0%	0.00%	+100.0%
BGSF	New	BGSF Inc	$1,260,000	–	98,587	+100.0%	0.00%	–
BCBP	Buy	BCB Bancorp Inc	$1,033,000	+84.8%	69,989	+68.2%	0.00%	+100.0%
DOW	Buy	Dow Inc	$1,258,000	+118.8%	21,869	+140.3%	0.00%	+100.0%
OPBK		OP Bancorp	$1,095,000	+2.0%	106,800	0.0%	0.00%	0.0%
ZIXI	Sell	Zix Corp	$1,285,000	-74.4%	181,800	-74.4%	0.00%	-77.8%
SUPN	Sell	Supernus Pharmaceuticals Inc	$992,000	-83.4%	37,200	-80.8%	0.00%	-80.0%
COP		ConocoPhillips	$1,077,000	+11.3%	15,900	0.0%	0.00%	0.0%
BHR		Braemar Hotels & Resorts Inc	$953,000	-21.9%	196,508	0.0%	0.00%	0.0%
STXB		Spirit of Texas Bancshares Inc	$1,072,000	+6.0%	44,300	0.0%	0.00%	0.0%
TACO	Buy	Del Taco Restaurants Inc	$1,185,000	+517.2%	135,809	+607.3%	0.00%	–
HCKT		Hackett Group Inc/The	$1,214,000	+8.9%	61,900	0.0%	0.00%	0.0%
SMMF	Sell	Summit Financial Group Inc	$1,144,000	+8.1%	46,690	-2.9%	0.00%	0.0%
CPE	Sell	Callon Petroleum Co	$1,076,000	-21.8%	21,942	-8.1%	0.00%	0.0%
MLI	Buy	Mueller Industries Inc	$1,343,000	+12.0%	32,700	+18.1%	0.00%	0.0%
CECE	Sell	CECO Environmental Corp	$979,000	-4.4%	139,100	-2.8%	0.00%	0.0%
NHC		National HealthCare Corp	$930,000	+0.1%	13,300	0.0%	0.00%	0.0%
LFT		Lument Finance Trust Inc	$397,000	-5.9%	100,400	0.0%	0.00%	0.0%
ACNB		ACNB Corp	$551,000	+0.2%	19,709	0.0%	0.00%	0.0%
	New	AG Mortgage Investment Trust Inc	$542,000	–	47,474	+100.0%	0.00%	–
ADES		Advanced Emissions Solutions Inc	$816,000	-13.7%	127,800	0.0%	0.00%	-50.0%
GOOG	Sell	Alphabet Inc	$399,000	-68.8%	150	-70.6%	0.00%	-50.0%
AMZN		Amazon.com Inc	$821,000	-4.5%	250	0.0%	0.00%	0.0%
ABCB		Ameris Bancorp	$710,000	+2.5%	13,700	0.0%	0.00%	0.0%
ATR		AptarGroup Inc	$747,000	-15.2%	6,262	0.0%	0.00%	0.0%
ARR	Sell	ARMOUR Residential REIT Inc	$313,000	-16.8%	29,100	-11.8%	0.00%	0.0%
AVNW	Sell	Aviat Networks Inc	$542,000	-56.2%	16,500	-56.3%	0.00%	-50.0%
BMTX	Sell	BM Technologies Inc	$558,000	-39.6%	62,710	-15.6%	0.00%	-50.0%
BDORY		Banco do Brasil SA	$688,000	-17.5%	128,400	0.0%	0.00%	0.0%
BSET		Bassett Furniture Industries Inc	$338,000	-25.7%	18,717	0.0%	0.00%	0.0%
BVH		Bluegreen Vacations Holding Corp	$317,000	+43.4%	12,291	0.0%	0.00%	–
CAL		Caleres Inc	$319,000	-18.6%	14,400	0.0%	0.00%	0.0%
CMO		Capstead Mortgage Corp	$534,000	+9.0%	79,900	0.0%	0.00%	0.0%
CAT		Caterpillar Inc	$499,000	-11.7%	2,600	0.0%	0.00%	0.0%
CHE		Chemed Corp	$781,000	-2.0%	1,680	0.0%	0.00%	0.0%
CLW	Sell	Clearwater Paper Corp	$387,000	+20.6%	10,100	-9.0%	0.00%	0.0%
CVLY		Codorus Valley Bancorp Inc	$315,000	+12.5%	13,997	0.0%	0.00%	–
CTG		Computer Task Group Inc	$604,000	-17.5%	75,800	0.0%	0.00%	0.0%
CRWS		Crown Crafts Inc	$545,000	-2.2%	73,686	0.0%	0.00%	0.0%
DXPE	New	DXP Enterprises Inc/TX	$754,000	–	25,500	+100.0%	0.00%	–
DHR		Danaher Corp	$761,000	+13.6%	2,500	0.0%	0.00%	0.0%
DE		Deere & Co	$469,000	-4.9%	1,400	0.0%	0.00%	0.0%
DISH		DISH Network Corp	$378,000	+4.1%	8,700	0.0%	0.00%	0.0%
DLTR		Dollar Tree Inc	$709,000	-3.8%	7,412	0.0%	0.00%	0.0%
RRD	Sell	RR Donnelley & Sons Co	$659,000	-24.7%	128,358	-7.9%	0.00%	0.0%
DD	New	DuPont de Nemours Inc	$727,000	–	10,700	+100.0%	0.00%	–
EBMT		Eagle Bancorp Montana Inc	$313,000	-2.8%	14,000	0.0%	0.00%	0.0%
EML	Sell	Eastern Co/The	$750,000	-19.1%	29,816	-2.5%	0.00%	-50.0%
FB		Facebook Inc	$441,000	-2.4%	1,300	0.0%	0.00%	0.0%
FCCY		1st Constitution Bancorp	$539,000	+14.4%	22,800	0.0%	0.00%	0.0%
FUNC		First United Corp	$297,000	+6.8%	16,000	0.0%	0.00%	–
	New	General Electric Co	$516,000	–	5,012	+100.0%	0.00%	–
GPMT	Buy	Granite Point Mortgage Trust Inc	$523,000	+850.9%	39,743	+961.8%	0.00%	–
GNTY		Guaranty Bancshares Inc/TX	$351,000	+5.1%	9,810	0.0%	0.00%	0.0%
HBT		HBT Financial Inc	$387,000	-10.6%	24,900	0.0%	0.00%	0.0%
HOLX		Hologic Inc	$686,000	+10.6%	9,300	0.0%	0.00%	0.0%
HBCP		Home Bancorp Inc	$797,000	+1.4%	20,628	0.0%	0.00%	0.0%
HOFT		Hooker Furnishings Corp	$380,000	-22.1%	14,100	0.0%	0.00%	0.0%
INTT		inTEST Corp	$299,000	-31.6%	26,100	0.0%	0.00%	0.0%
LCNB		LCNB Corp	$449,000	+7.7%	25,500	0.0%	0.00%	0.0%
LARK		Landmark Bancorp Inc/Manhattan KS	$335,000	+2.4%	12,114	0.0%	0.00%	0.0%
LBC	New	Luther Burbank Corp	$690,000	–	51,471	+100.0%	0.00%	–
DOOR		Masonite International Corp	$329,000	-4.9%	3,100	0.0%	0.00%	0.0%
MCFT		MasterCraft Boat Holdings Inc	$326,000	-4.4%	13,000	0.0%	0.00%	0.0%
MPB		Mid Penn Bancorp Inc	$471,000	+0.4%	17,107	0.0%	0.00%	0.0%
COOP		Mr Cooper Group Inc	$494,000	+24.7%	12,000	0.0%	0.00%	0.0%
NASB		NASB Financial Inc	$384,000	-6.3%	6,104	0.0%	0.00%	0.0%
NWLI		National Western Life Group Inc	$568,000	-6.1%	2,700	0.0%	0.00%	0.0%
NYCB	New	New York Community Bancorp Inc	$501,000	–	39,000	+100.0%	0.00%	–
NEWT	Sell	Newtek Business Services Corp	$772,000	-87.4%	27,875	-84.2%	0.00%	-90.0%
NCBS	New	Nicolet Bankshares Inc	$437,000	–	5,904	+100.0%	0.00%	–
NOG		Northern Oil and Gas Inc	$750,000	+3.0%	35,080	0.0%	0.00%	0.0%
OCFC		OceanFirst Financial Corp	$749,000	+2.7%	35,000	0.0%	0.00%	0.0%
OSBC	Buy	Old Second Bancorp Inc	$629,000	+52.7%	48,200	+44.9%	0.00%	0.0%
PAM		Pampa Energia SA	$293,000	+15.4%	16,800	0.0%	0.00%	–
PWOD		Penns Woods Bancorp Inc	$513,000	-0.2%	21,600	0.0%	0.00%	0.0%
PFIS		Peoples Financial Services Corp	$748,000	+7.0%	16,418	0.0%	0.00%	0.0%
PDEX		Pro-Dex Inc	$809,000	-15.2%	31,235	0.0%	0.00%	-50.0%
PZN		Pzena Investment Management Inc	$480,000	-10.6%	48,800	0.0%	0.00%	0.0%
SAL		Salisbury Bancorp Inc	$571,000	+3.4%	10,881	0.0%	0.00%	0.0%
SCI		Service Corp International/US	$397,000	+12.5%	6,600	0.0%	0.00%	0.0%
SHG	Sell	Shinhan Financial Group Co Ltd	$367,000	-75.4%	10,900	-73.8%	0.00%	-66.7%
SBOW		SilverBow Resources Inc	$818,000	+5.5%	33,400	0.0%	0.00%	0.0%
SOHO		Sotherly Hotels Inc	$514,000	-14.8%	201,002	0.0%	0.00%	0.0%
SWK	New	Stanley Black & Decker Inc	$578,000	–	3,300	+100.0%	0.00%	–
SCM		Stellus Capital Investment Corp	$539,000	+3.9%	41,300	0.0%	0.00%	0.0%
STC		Stewart Information Services Corp	$537,000	+11.6%	8,500	0.0%	0.00%	0.0%
TMHC		Taylor Morrison Home Corp	$737,000	-2.4%	28,600	0.0%	0.00%	0.0%
TLYS		Tilly's Inc	$460,000	-12.4%	32,900	0.0%	0.00%	0.0%
USNA		USANA Health Sciences Inc	$304,000	-10.1%	3,300	0.0%	0.00%	0.0%
UNTY		Unity Bancorp Inc	$482,000	+6.2%	20,630	0.0%	0.00%	0.0%
VSEC	Sell	VSE Corp	$778,000	-84.7%	16,166	-84.3%	0.00%	-88.9%
VSTO		Vista Outdoor Inc	$419,000	-12.9%	10,400	0.0%	0.00%	0.0%
WMC		Western Asset Mortgage Capital Corp	$573,000	-19.7%	219,800	0.0%	0.00%	0.0%
ATH		Athene Holding Ltd	$550,000	+1.9%	8,000	0.0%	0.00%	0.0%
CYD		China Yuchai International Ltd	$546,000	-15.2%	40,200	0.0%	0.00%	0.0%
GPRK		Geopark Ltd	$520,000	+0.8%	40,800	0.0%	0.00%	0.0%
IVZ		Invesco Ltd	$518,000	-9.8%	21,500	0.0%	0.00%	0.0%
MDT		Medtronic PLC	$689,000	+1.0%	5,500	0.0%	0.00%	0.0%
TKC	New	Turkcell Iletisim Hizmetleri AS	$241,000	–	55,583	+100.0%	0.00%	–
GTS	Sell	Triple-S Management Corp	$249,000	-45.6%	7,059	-65.7%	0.00%	-100.0%
TSLA		Tesla Inc	$186,000	+14.1%	240	0.0%	0.00%	–
TLFA		Tandy Leather Factory Inc	$77,000	+1.3%	15,300	0.0%	0.00%	–
TBACQ		Tandy Brands Accessories Inc	$0	–	8,900	0.0%	0.00%	–
TRTX		TPG RE Finance Trust Inc	$137,000	-8.1%	11,100	0.0%	0.00%	–
SSBI		Summit State Bank	$35,000	+29.6%	1,800	0.0%	0.00%	–
SCS		Steelcase Inc	$197,000	-16.2%	15,600	0.0%	0.00%	–
SRC		Spirit Realty Capital Inc	$230,000	-3.8%	5,000	0.0%	0.00%	–
V	Sell	Visa Inc	$133,000	-28.9%	600	-25.0%	0.00%	–
LUV	Sell	Southwest Airlines Co	$133,000	-61.4%	2,600	-60.0%	0.00%	-100.0%
SPFI		South Plains Financial Inc	$170,000	+5.6%	7,000	0.0%	0.00%	–
ECPG		Encore Capital Group Inc	$4,000	0.0%	100	0.0%	0.00%	–
EA	New	Electronic Arts Inc	$85,000	–	600	+100.0%	0.00%	–
CCAP		Crescent Capital BDC Inc	$78,000	+1.3%	4,121	0.0%	0.00%	–
ICHR		Ichor Holdings Ltd	$168,000	-23.6%	4,100	0.0%	0.00%	–
COCOQ		Corinthian Colleges Inc	$0	–	38,600	0.0%	0.00%	–
CONN		Conn's Inc	$228,000	-10.6%	10,000	0.0%	0.00%	–
KO		Coca-Cola Co/The	$57,000	-3.4%	1,100	0.0%	0.00%	–
CTBK		City Bank/Lynnwood WA	$0	–	3,200	0.0%	0.00%	–
		Chromcraft Revington, Inc.	$2,000	0.0%	19,200	0.0%	0.00%	–
IMOS	Sell	ChipMOS Technologies Inc	$140,000	-85.9%	4,100	-85.9%	0.00%	-100.0%
CVR		Chicago Rivet & Machine Co	$96,000	+3.2%	3,600	0.0%	0.00%	–
CBLAQ		CBL & Associates Properties Inc	$0	–	100	0.0%	0.00%	–
AVGO		Broadcom Inc	$48,000	+2.1%	100	0.0%	0.00%	–
BLMN	New	Bloomin' Brands Inc	$197,000	–	7,900	+100.0%	0.00%	–
BLK		BlackRock Inc	$251,000	-4.2%	300	0.0%	0.00%	–
BGFV		Big 5 Sporting Goods Corp	$209,000	-10.3%	9,100	0.0%	0.00%	–
BSVN		Bank7 Corp	$140,000	+25.0%	6,537	0.0%	0.00%	–
AINC	Sell	Ashford Inc	$0	-100.0%	13	-97.8%	0.00%	–
	New	ASHFORD HOSPITALITY TRUST	$117,000	–	7,972	+100.0%	0.00%	–
APAM		Artisan Partners Asset Management Inc	$112,000	-3.4%	2,300	0.0%	0.00%	–
ASRV		AmeriServ Financial Inc	$53,000	0.0%	13,703	0.0%	0.00%	–
		Amalgamated Financial Corp	$193,000	+1.6%	12,200	0.0%	0.00%	–
PINE	Sell	Alpine Income Property Trust Inc	$62,000	-50.4%	3,400	-48.5%	0.00%	–
MNDO		Mind CTI Ltd	$49,000	0.0%	15,800	0.0%	0.00%	–
ADBE		Adobe Inc	$57,000	-1.7%	100	0.0%	0.00%	–
AE	Buy	Adams Resources & Energy Inc	$221,000	+370.2%	7,300	+329.4%	0.00%	–
		Abraxas Petroleum Corp	$17,000	-52.8%	11,300	0.0%	0.00%	–
ABT	Sell	Abbott Laboratories	$70,000	-90.1%	600	-90.2%	0.00%	-100.0%
AZZ		AZZ Inc	$191,000	+2.7%	3,600	0.0%	0.00%	–
OGE	Exit	OGE Energy Corp	$0	–	-6,800	-100.0%	0.00%	–
KLAC	Exit	KLA Corp	$0	–	-200	-100.0%	0.00%	–
AHH	Exit	Armada Hoffler Properties Inc	$0	–	-16,800	-100.0%	0.00%	–
WPG	Exit	Washington Prime Group Inc	$0	–	-119,257	-100.0%	0.00%	–
BPFH	Exit	Boston Private Financial Holdings Inc	$0	–	-12,400	-100.0%	0.00%	–
SO	Exit	Southern Co/The	$0	–	-4,500	-100.0%	0.00%	–
ON	Exit	ON Semiconductor Corp	$0	–	-4,100	-100.0%	0.00%	–
VALE	New	Vale SA	$182,000	–	13,100	+100.0%	0.00%	–
VHI	New	Valhi Inc	$92,000	–	3,960	+100.0%	0.00%	–
UBFO		United Security Bancshares/Fresno CA	$115,000	-1.7%	14,400	0.0%	0.00%	–
UPS	Sell	United Parcel Service Inc	$145,000	-22.5%	800	-11.1%	0.00%	–
UMC		United Microelectronics Corp	$242,000	+21.0%	21,200	0.0%	0.00%	–
IIVI	New	II-VI Inc	$261,000	–	4,400	+100.0%	0.00%	–
VRA		Vera Bradley Inc	$100,000	-24.2%	10,700	0.0%	0.00%	–
CRM		salesforce.com Inc	$81,000	+11.0%	300	0.0%	0.00%	–
SBFG		SB Financial Group Inc	$59,000	-3.3%	3,300	0.0%	0.00%	–
STBA		S&T Bancorp Inc	$241,000	-5.9%	8,200	0.0%	0.00%	–
RVP	New	Retractable Technologies Inc	$250,000	–	22,715	+100.0%	0.00%	–
		Reliance Infrastructure Ltd	$118,000	0.0%	128,400	0.0%	0.00%	–
NX		Quanex Building Products Corp	$181,000	-14.2%	8,500	0.0%	0.00%	–
QCOM		QUALCOMM Inc	$64,000	-9.9%	500	0.0%	0.00%	–
PNCLQ		Pinnacle Airlines Corp	$0	–	10,400	0.0%	0.00%	–
PYPL		PayPal Holdings Inc	$104,000	-10.3%	400	0.0%	0.00%	–
PNC	Sell	PNC Financial Services Group Inc/The	$117,000	-99.7%	600	-99.7%	0.00%	-100.0%
PABK		PAB Bankshares Inc	$0	–	10,200	0.0%	0.00%	–
OFS		OFS Capital Corp	$140,000	+3.7%	13,600	0.0%	0.00%	–
NVDA	Buy	NVIDIA Corp	$165,000	+3.1%	800	+300.0%	0.00%	–
NWFL	New	Norwood Financial Corp	$179,000	–	7,000	+100.0%	0.00%	–
		NEWSTAR FINANCIAL INC RIGHT	$14,000	0.0%	27,200	0.0%	0.00%	–
NTWK		NetSol Technologies Inc	$43,000	-2.3%	9,523	0.0%	0.00%	–
MOV		Movado Group Inc	$204,000	0.0%	6,500	0.0%	0.00%	–
MDLZ		Mondelez International Inc	$58,000	-6.5%	1,000	0.0%	0.00%	–
MGRC		McGrath RentCorp	$172,000	-11.8%	2,400	0.0%	0.00%	–
MA	Sell	Mastercard Inc	$104,000	-42.9%	300	-40.0%	0.00%	–
MRLN		Marlin Business Services Corp	$135,000	-2.2%	6,100	0.0%	0.00%	–
MCBC		Macatawa Bank Corp	$77,000	-8.3%	9,700	0.0%	0.00%	–
LEVL		Level One Bancorp Inc	$35,000	+9.4%	1,200	0.0%	0.00%	–
LENB	Sell	Lennar Corp	$182,000	-10.8%	2,354	-6.2%	0.00%	–
KMPR		Kemper Corp	$187,000	-9.2%	2,800	0.0%	0.00%	–
HON		Honeywell International Inc	$212,000	-3.2%	1,000	0.0%	0.00%	–
HD	Sell	Home Depot Inc/The	$196,000	-80.8%	600	-81.2%	0.00%	-100.0%
HNNA		Hennessy Advisors Inc	$174,000	+3.6%	18,100	0.0%	0.00%	–
HWBK		Hawthorn Bancshares Inc	$180,000	+1.1%	7,800	0.0%	0.00%	–
		HAMILTON BEACH BRANDS HOLD-B	$81,000	-29.6%	5,196	0.0%	0.00%	–
HBB		Hamilton Beach Brands Holding Co	$79,000	-30.1%	5,100	0.0%	0.00%	–
HQSM		HQ Sustainable Maritime Industries Inc	$0	–	54,814	0.0%	0.00%	–
GBDC		Golub Capital BDC Inc	$161,000	+2.5%	10,200	0.0%	0.00%	–
GSBD		Goldman Sachs BDC Inc	$130,000	-6.5%	7,100	0.0%	0.00%	–
FRD		Friedman Industries Inc	$105,000	-11.8%	8,900	0.0%	0.00%	–
FRG		Franchise Group Inc	$226,000	+0.4%	6,400	0.0%	0.00%	–
FSFG	Buy	First Savings Financial Group Inc	$134,000	+14.5%	4,800	+200.0%	0.00%	–
FRME		First Merchants Corp	$150,000	0.0%	3,606	0.0%	0.00%	–
ACN		Accenture PLC	$63,000	+8.6%	200	0.0%	0.00%	–
FNHC		FedNat Holding Co	$142,000	-40.8%	57,855	0.0%	0.00%	–
EPM	New	Evolution Petroleum Corp	$110,000	–	19,500	+100.0%	0.00%	–
ESSA		ESSA Bancorp Inc	$36,000	0.0%	2,200	0.0%	0.00%	–
ESCA	Sell	Escalade Inc	$26,000	-69.0%	1,400	-62.2%	0.00%	–
WIRE		Encore Wire Corp	$265,000	+25.0%	2,800	0.0%	0.00%	–
MFNC	Exit	Mackinac Financial Corp	$0	–	-26,837	-100.0%	-0.00%	–
CXP	Exit	Columbia Property Trust Inc	$0	–	-18,900	-100.0%	-0.00%	–
VBTX	Exit	Veritex Holdings Inc	$0	–	-12,300	-100.0%	-0.00%	–
NVT	Exit	nVent Electric PLC	$0	–	-14,200	-100.0%	-0.00%	–
IBTX	Exit	Independent Bank Group Inc	$0	–	-10,100	-100.0%	-0.00%	–
AHT	Exit	Ashford Hospitality Trust Inc	$0	–	-118,690	-100.0%	-0.00%	–
NAV	Exit	Navistar International Corp	$0	–	-9,300	-100.0%	-0.00%	–
SPKE	Exit	Spark Energy Inc	$0	–	-53,939	-100.0%	-0.00%	–
BOCH	Exit	Bank of Commerce Holdings	$0	–	-27,100	-100.0%	-0.00%	–
GE	Exit	General Electric Co	$0	–	-40,100	-100.0%	-0.00%	–
LNTH	Exit	Lantheus Holdings Inc	$0	–	-11,100	-100.0%	-0.00%	–
MYRG	Exit	MYR Group Inc	$0	–	-3,500	-100.0%	-0.00%	–
GLDD	Exit	Great Lakes Dredge & Dock Corp	$0	–	-25,500	-100.0%	-0.00%	–
JCI	Exit	Johnson Controls International plc	$0	–	-11,200	-100.0%	-0.00%	–
HEES	Exit	H&E Equipment Services Inc	$0	–	-17,700	-100.0%	-0.00%	–
MITT	Exit	AG Mortgage Investment Trust Inc	$0	–	-142,427	-100.0%	-0.00%	–
WF	Exit	Woori Financial Group Inc	$0	–	-32,500	-100.0%	-0.00%	–
KT	Exit	KT Corp	$0	–	-66,100	-100.0%	-0.00%	–
FCBP	Exit	First Choice Bancorp	$0	–	-33,400	-100.0%	-0.00%	–
HY	Exit	Hyster-Yale Materials Handling Inc	$0	–	-23,490	-100.0%	-0.00%	–
PFBI	Exit	Premier Financial Bancorp Inc	$0	–	-88,327	-100.0%	-0.00%	–
REGI	Exit	Renewable Energy Group Inc	$0	–	-30,300	-100.0%	-0.00%	–
KB	Exit	KB Financial Group Inc	$0	–	-33,300	-100.0%	-0.00%	–
PKX	Exit	POSCO	$0	–	-20,100	-100.0%	-0.00%	–
GLW	Exit	Corning Inc	$0	–	-35,989	-100.0%	-0.00%	–
LPI	Exit	Laredo Petroleum Inc	$0	–	-16,655	-100.0%	-0.00%	–
	Exit	Asustek Computer Inc	$0	–	-23,900	-100.0%	-0.00%	–
URBN	Exit	Urban Outfitters Inc	$0	–	-58,800	-100.0%	-0.00%	–
XHR	Exit	Xenia Hotels & Resorts Inc	$0	–	-154,600	-100.0%	-0.01%	–
ACR	Exit	ACRES Commercial Realty Corp	$0	–	-190,237	-100.0%	-0.01%	–
UCBI	Exit	United Community Banks Inc/GA	$0	–	-130,200	-100.0%	-0.01%	–
KNL	Exit	Knoll Inc	$0	–	-160,930	-100.0%	-0.01%	–
CRI	Exit	Carter's Inc	$0	–	-40,700	-100.0%	-0.01%	–
PNW	Exit	Pinnacle West Capital Corp	$0	–	-48,930	-100.0%	-0.01%	–
IBOC	Exit	International Bancshares Corp	$0	–	-143,750	-100.0%	-0.01%	–
FBK	Exit	FB Financial Corp	$0	–	-179,936	-100.0%	-0.01%	–
SNR	Exit	New Senior Investment Group Inc	$0	–	-904,024	-100.0%	-0.01%	–
MSGN	Exit	MSG Networks Inc	$0	–	-715,400	-100.0%	-0.02%	–
BKU	Exit	BankUnited Inc	$0	–	-316,466	-100.0%	-0.02%	–
PBF	Exit	PBF Energy Inc	$0	–	-922,692	-100.0%	-0.02%	–
CIT	Exit	CIT Group Inc	$0	–	-283,194	-100.0%	-0.02%	–
SYKE	Exit	Sykes Enterprises Inc	$0	–	-1,621,638	-100.0%	-0.15%	–
ALXN	Exit	Alexion Pharmaceuticals Inc	$0	–	-1,710,802	-100.0%	-0.53%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2021-11-04

Signatures

The EDGAR filing(s) were signed by:

Kevin Phelan — Chief Operating Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
Pfizer Inc.	42	Q3 2023	2.8%
Intel Corporation	42	Q3 2023	2.7%
Cisco Systems Inc/Delaware	42	Q3 2023	2.0%
JPMorgan Chase & Co.	42	Q3 2023	2.2%
Verizon Communications, Inc.	42	Q3 2023	2.5%
AT&T Inc.	42	Q3 2023	2.2%
Merck Sharp & Dohme Corp.	42	Q3 2023	2.4%
Citigroup Inc.	42	Q3 2023	1.6%
Johnson & Johnson	42	Q3 2023	2.9%
Exxon Mobil Corporation	42	Q3 2023	2.4%

View LSV ASSET MANAGEMENT's complete holdings history.

Latest significant ownerships (13-D/G)

LSV ASSET MANAGEMENT Q3 2021 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
AMC Networks Inc.	February 10, 2023	1,529,138	4.9%
BIG LOTS INC	February 10, 2023	989,935	3.4%
INGLES MARKETS INC	February 10, 2023	630,825	4.4%
AUDACY, INC.	February 11, 2022	5,878,446	4.3%
City Office REIT, Inc.	February 11, 2022	1,931,441	4.4%
DELUXE CORP	February 11, 2022	2,093,173	4.9%
DICK'S SPORTING GOODS, INC.	February 11, 2022	2,319,456	3.7%
DILLARD'S, INC.^{Sold out}	February 11, 2022	0	0.0%
ACCO BRANDS Corp	February 11, 2021	4,465,404	4.7%
BRINKER INTERNATIONAL, INC	February 11, 2021	1,047,485	2.3%

View LSV ASSET MANAGEMENT's complete significant-ownership history.

Latest filings

Type	Filed
SC 13G/A	2024-02-09
SC 13G/A	2024-02-09
SC 13G/A	2024-02-09
SC 13G	2024-02-09
SC 13G	2024-02-09
SC 13G	2024-02-09
SC 13G	2024-02-09
SC 13G	2024-02-09
SC 13G	2024-02-09
13F-HR	2024-02-06

View LSV ASSET MANAGEMENT's complete filings history.

All filings

View complete filings history.

Compare quarters

Issues

The following issues were detected while analyzing the report:

The reported total value is incorrect (55316573000.0 != 55316116000.0)

Export LSV ASSET MANAGEMENT's holdings