Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FFIV | Sell | F5 INC | $889,335,366 | +2.0% | 5,519,023 | -7.4% | 3.37% | +4.3% |
| AIG | Sell | AMERICAN INTL GROUP INC | $858,026,552 | -1.3% | 14,158,854 | -6.2% | 3.26% | +0.9% |
| WFC | Sell | WELLS FARGO CO NEW | $815,510,684 | -6.1% | 19,958,656 | -1.9% | 3.09% | -4.0% |
| APA | Sell | APA CORPORATION | $754,645,443 | +17.6% | 18,361,203 | -2.3% | 2.86% | +20.1% |
| C | Buy | CITIGROUP INC | $751,811,609 | -2.9% | 18,278,911 | +8.7% | 2.85% | -0.8% |
| ANTM | Buy | ELEVANCE HEALTH INC | $750,144,624 | +6.2% | 1,722,807 | +8.4% | 2.84% | +8.5% |
| ERIC | Buy | ERICSSONadr b sek 10 | $689,803,633 | +21.0% | 141,934,904 | +35.7% | 2.62% | +23.6% |
| MSFT | Sell | MICROSOFT CORP | $597,559,717 | -14.6% | 1,892,509 | -7.9% | 2.27% | -12.7% |
| USB | Sell | US BANCORP DEL | $523,212,188 | -1.7% | 15,826,140 | -1.8% | 1.98% | +0.5% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $493,747,604 | -11.9% | 3,773,098 | -19.4% | 1.87% | -10.0% |
| GM | Sell | GENERAL MTRS CO | $489,618,875 | -23.0% | 14,850,436 | -10.0% | 1.86% | -21.3% |
| Sell | GENERAL ELECTRIC CO | $489,181,539 | -10.2% | 4,424,980 | -10.8% | 1.86% | -8.2% | |
| CMCSA | Sell | COMCAST CORP NEWcl a | $484,885,346 | -3.6% | 10,935,619 | -9.7% | 1.84% | -1.6% |
| CVS | Buy | CVS HEALTH CORP | $478,203,185 | +9.2% | 6,849,086 | +8.1% | 1.81% | +11.6% |
| NOV | Sell | NOV INC | $474,028,616 | +26.4% | 22,680,795 | -3.0% | 1.80% | +29.2% |
| CFG | Buy | CITIZENS FINL GROUP INC | $472,164,464 | +12.7% | 17,618,077 | +9.7% | 1.79% | +15.2% |
| FDX | Sell | FEDEX CORP | $450,158,952 | -19.9% | 1,699,226 | -25.0% | 1.71% | -18.1% |
| Buy | SHELL PLCspon ads | $448,267,189 | +8.2% | 6,962,833 | +1.5% | 1.70% | +10.5% | |
| FIS | Buy | FIDELITY NATL INFORMATION SV | $435,836,338 | +65.1% | 7,885,586 | +63.4% | 1.65% | +68.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $433,282,556 | -5.6% | 1,339,069 | -5.9% | 1.64% | -3.6% |
| BK | Sell | BANK NEW YORK MELLON CORP | $422,098,904 | -6.3% | 9,896,809 | -2.2% | 1.60% | -4.3% |
| MGA | Sell | MAGNA INTL INC | $418,616,580 | -7.1% | 7,808,554 | -2.2% | 1.59% | -5.0% |
| MRO | Buy | MARATHON OIL CORP | $417,127,195 | +23.7% | 15,593,540 | +6.4% | 1.58% | +26.4% |
| MDT | Sell | MEDTRONIC PLC | $385,409,115 | -12.0% | 4,918,442 | -1.1% | 1.46% | -10.1% |
| PPL | Buy | PPL CORP | $374,379,002 | -6.7% | 15,890,450 | +4.8% | 1.42% | -4.6% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $343,741,401 | -3.2% | 4,847,573 | -1.7% | 1.30% | -1.1% |
| Buy | GE HEALTHCARE TECHNOLOGIES I | $342,925,887 | +71.4% | 5,040,063 | +104.7% | 1.30% | +75.1% | |
| OLN | Buy | OLIN CORP | $319,825,569 | +14.6% | 6,399,071 | +17.9% | 1.21% | +17.1% |
| UL | Sell | UNILEVER PLCspon adr new | $307,195,678 | -6.5% | 6,218,536 | -1.4% | 1.16% | -4.5% |
| CMI | Sell | CUMMINS INC | $304,696,188 | -15.7% | 1,333,696 | -9.6% | 1.16% | -13.9% |
| OVV | Sell | OVINTIV INC | $257,472,958 | +9.9% | 5,412,507 | -12.0% | 0.98% | +12.4% |
| Sell | WARNER BROS DISCOVERY INC | $233,266,045 | -14.6% | 21,479,378 | -1.4% | 0.88% | -12.7% | |
| HCA | Sell | HCA HEALTHCARE INC | $221,299,843 | -20.2% | 899,666 | -1.6% | 0.84% | -18.5% |
| TEL | Sell | TE CONNECTIVITY LTD | $209,247,096 | -13.8% | 1,693,897 | -2.2% | 0.79% | -11.9% |
| STT | Sell | STATE STR CORP | $205,832,897 | -11.1% | 3,073,968 | -2.8% | 0.78% | -9.1% |
| PCAR | Sell | PACCAR INC | $204,875,670 | -18.3% | 2,409,735 | -19.7% | 0.78% | -16.5% |
| CI | Sell | THE CIGNA GROUP | $201,792,348 | +0.1% | 705,395 | -1.8% | 0.76% | +2.1% |
| WDAY | Sell | WORKDAY INCcl a | $195,675,927 | -52.0% | 910,756 | -49.5% | 0.74% | -51.0% |
| CNC | Buy | CENTENE CORP DEL | $193,068,229 | +3.1% | 2,802,965 | +0.9% | 0.73% | +5.3% |
| GLW | Sell | CORNING INC | $183,131,769 | -14.1% | 6,010,232 | -1.2% | 0.70% | -12.1% |
| CNHI | Sell | CNH INDL N V | $182,771,480 | -17.1% | 15,105,081 | -1.3% | 0.69% | -15.3% |
| ORCL | Sell | ORACLE CORP | $181,440,536 | -11.9% | 1,712,996 | -1.0% | 0.69% | -9.9% |
| HAL | Sell | HALLIBURTON CO | $171,566,424 | +8.5% | 4,236,208 | -11.6% | 0.65% | +10.9% |
| RTX | Buy | RTX CORPORATION | $170,566,741 | +18.6% | 2,369,970 | +61.5% | 0.65% | +21.2% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $168,386,974 | -1.3% | 17,762,339 | -1.6% | 0.64% | +0.9% |
| FLR | Sell | FLUOR CORP NEW | $162,363,296 | +14.1% | 4,424,068 | -8.0% | 0.62% | +16.7% |
| BA | Sell | BOEING CO | $162,034,771 | -9.7% | 845,340 | -0.5% | 0.62% | -7.7% |
| MUR | Sell | MURPHY OIL CORP | $161,031,320 | -27.6% | 3,550,856 | -38.9% | 0.61% | -26.0% |
| ADNT | Sell | ADIENT PLC | $155,574,456 | -5.2% | 4,239,086 | -1.0% | 0.59% | -3.1% |
| MU | Sell | MICRON TECHNOLOGY INC | $155,350,927 | +7.7% | 2,283,565 | -0.1% | 0.59% | +10.1% |
| BPOP | Sell | POPULAR INC | $148,721,306 | +2.9% | 2,360,281 | -1.1% | 0.56% | +5.2% |
| CVE | Sell | CENOVUS ENERGY INC | $144,535,875 | +22.0% | 6,942,165 | -0.5% | 0.55% | +24.5% |
| KOS | Sell | KOSMOS ENERGY LTD | $142,638,873 | +30.1% | 17,437,515 | -4.7% | 0.54% | +32.9% |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $134,711,357 | -24.0% | 1,200,422 | -1.3% | 0.51% | -22.3% |
| SNY | Sell | SANOFIsponsored adr | $125,356,948 | -1.5% | 2,337,005 | -1.0% | 0.48% | +0.6% |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $111,852,965 | -44.8% | 81,047 | -48.7% | 0.42% | -43.6% |
| DFS | New | DISCOVER FINL SVCS | $110,446,320 | – | 1,274,920 | – | 0.42% | – |
| APTV | Sell | APTIV PLC | $106,299,738 | -4.6% | 1,078,200 | -1.2% | 0.40% | -2.7% |
| Sell | GSK PLCsponsored adr | $102,656,955 | +0.5% | 2,831,916 | -1.2% | 0.39% | +2.6% | |
| BAC | New | BANK AMERICA CORP | $101,095,174 | – | 3,692,300 | – | 0.38% | – |
| EEFT | Sell | EURONET WORLDWIDE INC | $99,194,201 | -45.1% | 1,249,612 | -18.8% | 0.38% | -43.9% |
| GD | New | GENERAL DYNAMICS CORP | $99,001,189 | – | 448,030 | – | 0.38% | – |
| COF | Sell | CAPITAL ONE FINL CORP | $97,614,540 | -14.2% | 1,005,817 | -3.3% | 0.37% | -12.3% |
| Sell | COREBRIDGE FINL INC | $95,848,903 | +11.3% | 4,853,109 | -0.5% | 0.36% | +13.8% | |
| EQH | Sell | EQUITABLE HLDGS INC | $94,851,898 | +3.8% | 3,341,032 | -0.7% | 0.36% | +6.2% |
| SLM | Buy | SLM CORP | $94,324,329 | -9.0% | 6,925,428 | +9.0% | 0.36% | -7.0% |
| VIAC | Sell | PARAMOUNT GLOBAL | $89,053,241 | -20.2% | 6,903,352 | -1.5% | 0.34% | -18.4% |
| BKNG | Sell | BOOKING HOLDINGS INC | $83,402,344 | -21.9% | 27,044 | -31.6% | 0.32% | -20.2% |
| TKR | Sell | TIMKEN CO | $83,356,179 | -28.8% | 1,134,252 | -11.3% | 0.32% | -27.2% |
| Sell | STAGWELL INC | $82,242,199 | -38.4% | 17,535,650 | -5.3% | 0.31% | -37.1% | |
| EVR | Sell | EVERCORE INCclass a | $82,090,029 | -28.0% | 595,373 | -35.5% | 0.31% | -26.5% |
| KFY | Buy | KORN FERRY | $81,259,454 | -1.7% | 1,712,889 | +2.7% | 0.31% | +0.3% |
| ESGR | Buy | ENSTAR GROUP LIMITED | $80,423,860 | +29.7% | 332,330 | +30.9% | 0.30% | +32.6% |
| SU | Sell | SUNCOR ENERGY INC NEW | $79,412,849 | +16.2% | 2,309,856 | -0.9% | 0.30% | +18.5% |
| Sell | EXPRO GROUP HOLDINGS NV | $78,374,745 | +5.5% | 3,373,859 | -19.5% | 0.30% | +7.6% | |
| HUM | Sell | HUMANA INC | $78,371,074 | +8.0% | 161,085 | -0.7% | 0.30% | +10.4% |
| IP | Sell | INTERNATIONAL PAPER CO | $75,944,782 | +9.9% | 2,141,099 | -1.4% | 0.29% | +12.5% |
| CTSH | Sell | COGNIZANT TECHNOLOGY SOLUTIOcl a | $74,182,277 | +3.3% | 1,095,103 | -0.5% | 0.28% | +5.2% |
| MAN | Sell | MANPOWERGROUP INC WIS | $74,202,040 | -26.5% | 1,012,030 | -20.4% | 0.28% | -25.1% |
| SLB | Sell | SCHLUMBERGER LTD | $69,263,315 | +3.1% | 1,188,050 | -13.1% | 0.26% | +5.6% |
| BKR | Sell | BAKER HUGHES COMPANYcl a | $68,697,223 | -33.4% | 1,944,995 | -40.4% | 0.26% | -31.9% |
| OMC | Sell | OMNICOM GROUP INC | $68,448,982 | -22.1% | 919,025 | -0.5% | 0.26% | -20.2% |
| ARW | Sell | ARROW ELECTRS INC | $68,308,276 | -17.2% | 545,419 | -5.3% | 0.26% | -15.4% |
| BRY | Sell | BERRY CORP | $65,899,710 | +10.2% | 8,036,550 | -7.5% | 0.25% | +12.6% |
| ATGE | Buy | ADTALEM GLOBAL ED INC | $65,131,572 | +103.8% | 1,519,990 | +63.4% | 0.25% | +107.6% |
| Buy | ECOVYST INC | $64,897,998 | +14.1% | 6,595,325 | +32.9% | 0.25% | +16.6% | |
| AVA | Buy | AVISTA CORP | $64,500,753 | -4.0% | 1,992,609 | +16.5% | 0.24% | -1.6% |
| Buy | U HAUL HOLDING COMPANY | $63,393,734 | +10.7% | 1,210,035 | +7.0% | 0.24% | +12.7% | |
| BWA | Sell | BORGWARNER INC | $62,287,277 | -17.5% | 1,542,910 | -0.0% | 0.24% | -15.7% |
| ETRN | Buy | EQUITRANS MIDSTREAM CORP | $57,841,947 | +19.8% | 6,173,100 | +22.2% | 0.22% | +22.3% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $56,573,714 | -16.1% | 676,881 | -6.0% | 0.22% | -14.0% |
| BDC | Sell | BELDEN INC | $52,022,106 | +0.6% | 538,810 | -0.3% | 0.20% | +2.6% |
| QQQ | Buy | INVESCO QQQ TRput | $51,232,610 | +454.7% | 143,000 | +472.0% | 0.19% | +470.6% |
| NWSA | Sell | NEWS CORP NEWcl a | $49,670,827 | -71.3% | 2,476,113 | -72.1% | 0.19% | -70.7% |
| ODP | Buy | THE ODP CORP | $48,162,278 | +18.9% | 1,043,603 | +20.6% | 0.18% | +22.0% |
| BCO | Buy | BRINKS CO | $47,662,010 | +13.8% | 656,140 | +6.3% | 0.18% | +16.8% |
| BTEGF | Buy | BAYTEX ENERGY CORP | $46,565,807 | +151.3% | 10,559,140 | +85.8% | 0.18% | +156.5% |
| NTB | Sell | BANK OF NT BUTTERFIELD&SON L | $46,772,034 | -7.6% | 1,727,180 | -6.6% | 0.18% | -5.9% |
| FLS | Sell | FLOWSERVE CORP | $45,938,327 | -12.4% | 1,155,100 | -18.2% | 0.17% | -10.8% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $43,682,251 | -0.5% | 914,620 | -0.7% | 0.17% | +1.8% |
| POR | Buy | PORTLAND GEN ELEC CO | $41,143,670 | +8.2% | 1,016,395 | +25.2% | 0.16% | +10.6% |
| New | ATMUS FILTRATION TECHNOLOGIE | $40,305,135 | – | 1,933,100 | – | 0.15% | – | |
| TBI | Buy | TRUEBLUE INC | $39,386,750 | -13.1% | 2,684,850 | +5.0% | 0.15% | -11.3% |
| GBX | Sell | GREENBRIER COS INC | $37,214,800 | -15.0% | 930,370 | -8.4% | 0.14% | -13.0% |
| SRG | Buy | SERITAGE GROWTH PPTYScl a | $37,084,972 | -8.4% | 4,791,340 | +5.6% | 0.14% | -6.0% |
| HII | Buy | HUNTINGTON INGALLS INDS INC | $37,059,872 | +32.6% | 181,151 | +47.5% | 0.14% | +35.6% |
| GBLI | Buy | GLOBAL INDEMNITY GROUP LLC | $35,027,142 | +2.5% | 1,019,713 | +0.2% | 0.13% | +4.7% |
| PLXS | Buy | PLEXUS CORP | $31,864,804 | -4.3% | 342,706 | +1.1% | 0.12% | -2.4% |
| CNO | Sell | CNO FINL GROUP INC | $30,671,286 | -0.4% | 1,292,511 | -0.6% | 0.12% | +1.8% |
| DOX | Sell | AMDOCS LTD | $29,490,728 | -17.5% | 349,044 | -3.4% | 0.11% | -15.8% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $28,749,652 | -1.4% | 978,545 | -0.5% | 0.11% | +0.9% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $25,263,801 | -51.2% | 427,765 | -53.4% | 0.10% | -50.0% |
| IGT | Sell | INTERNATIONAL GAME TECHNOLOG | $23,377,933 | -26.6% | 771,040 | -22.8% | 0.09% | -24.6% |
| HLF | Buy | HERBALIFE LTD | $21,101,677 | +21.1% | 1,508,340 | +14.7% | 0.08% | +23.1% |
| PWP | Buy | PERELLA WEINBERG PARTNERS | $20,928,858 | +30.0% | 2,055,880 | +6.4% | 0.08% | +31.7% |
| FHB | Buy | FIRST HAWAIIAN INC | $20,441,553 | +25.0% | 1,132,496 | +24.7% | 0.08% | +27.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $19,865,354 | +5.4% | 214,575 | +11.1% | 0.08% | +7.1% |
| AVT | Sell | AVNET INC | $18,459,902 | -7.1% | 383,065 | -2.7% | 0.07% | -5.4% |
| MLHR | Sell | MILLERKNOLL INC | $17,917,205 | +21.6% | 732,810 | -26.5% | 0.07% | +23.6% |
| RMR | Sell | RMR GROUP INCcl a | $17,285,864 | -29.3% | 704,970 | -33.2% | 0.07% | -27.5% |
| Buy | CRESCENT ENERGY COMPANY | $17,399,845 | +51.5% | 1,376,570 | +24.9% | 0.07% | +53.5% | |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $17,477,077 | +38.0% | 1,406,040 | +51.9% | 0.07% | +40.4% |
| SNV | Buy | SYNOVUS FINL CORP | $15,899,237 | +75.2% | 571,915 | +90.7% | 0.06% | +76.5% |
| New | NATIONAL CINEMEDIA INC | $15,690,516 | – | 3,494,547 | – | 0.06% | – | |
| ITRI | Sell | ITRON INC | $15,488,489 | -60.1% | 255,670 | -52.5% | 0.06% | -59.0% |
| MLR | Sell | MILLER INDS INC TENN | $15,101,065 | +8.7% | 385,133 | -1.7% | 0.06% | +9.6% |
| WAL | Buy | WESTERN ALLIANCE BANCORP | $14,358,500 | +219.3% | 312,345 | +153.3% | 0.05% | +217.6% |
| OAS | Sell | CHORD ENERGY CORPORATION | $14,252,112 | -6.2% | 87,938 | -11.0% | 0.05% | -3.6% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $13,724,544 | -4.9% | 197,760 | -0.1% | 0.05% | -3.7% |
| CRC | Sell | CALIFORNIA RES CORP | $13,428,398 | -3.6% | 239,750 | -22.0% | 0.05% | -1.9% |
| JLL | Buy | JONES LANG LASALLE INC | $12,584,079 | -9.4% | 89,135 | +0.0% | 0.05% | -7.7% |
| ESRT | Sell | EMPIRE ST RLTY TR INCcl a | $12,445,036 | +4.7% | 1,547,890 | -2.4% | 0.05% | +6.8% |
| VST | Sell | VISTRA CORP | $11,944,800 | +2.1% | 360,000 | -19.2% | 0.04% | +4.7% |
| PEB | Sell | PEBBLEBROOK HOTEL TR | $11,693,923 | -2.6% | 860,480 | -0.1% | 0.04% | -2.2% |
| RDN | Buy | RADIAN GROUP INC | $11,433,839 | +0.5% | 455,350 | +1.1% | 0.04% | +2.4% |
| VSTO | Sell | VISTA OUTDOOR INC | $11,409,509 | +0.4% | 344,490 | -16.1% | 0.04% | +2.4% |
| NOG | Buy | NORTHERN OIL & GAS INC | $11,237,446 | +28.8% | 279,330 | +9.8% | 0.04% | +34.4% |
| MTX | Buy | MINERALS TECHNOLOGIES INC | $11,273,441 | +71.2% | 205,870 | +80.4% | 0.04% | +79.2% |
| LPI | Buy | VITAL ENERGY INC | $11,419,845 | +67.2% | 206,060 | +36.2% | 0.04% | +72.0% |
| CNXC | New | CONCENTRIX CORP | $11,398,451 | – | 142,285 | – | 0.04% | – |
| EIG | Sell | EMPLOYERS HLDGS INC | $11,131,868 | +4.4% | 278,645 | -2.2% | 0.04% | +5.0% |
| New | PHINIA INC | $11,162,589 | – | 416,670 | – | 0.04% | – | |
| BKU | Sell | BANKUNITED INC | $11,062,164 | +3.3% | 487,320 | -1.9% | 0.04% | +5.0% |
| VNT | Buy | VONTIER CORPORATION | $11,153,153 | -2.4% | 360,710 | +1.7% | 0.04% | 0.0% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $11,029,879 | +2.3% | 201,680 | +14.9% | 0.04% | +5.0% |
| ACIW | Buy | ACI WORLDWIDE INC | $10,984,238 | -2.6% | 486,890 | +0.0% | 0.04% | 0.0% |
| AZZ | Sell | AZZ INC | $10,960,167 | -4.6% | 240,460 | -9.1% | 0.04% | -2.3% |
| STC | Buy | STEWART INFORMATION SVCS COR | $11,027,088 | +41.1% | 251,760 | +32.5% | 0.04% | +44.8% |
| ADS | Sell | BREAD FINANCIAL HOLDINGS INC | $11,176,902 | -1.8% | 326,810 | -9.9% | 0.04% | 0.0% |
| OTTR | Buy | OTTER TAIL CORP | $11,025,102 | -2.7% | 145,220 | +1.2% | 0.04% | 0.0% |
| FHN | Sell | FIRST HORIZON CORPORATION | $10,958,839 | -2.5% | 994,450 | -0.3% | 0.04% | 0.0% |
| CPE | New | CALLON PETE CO DEL | $10,954,187 | – | 280,015 | – | 0.04% | – |
| SMTC | Sell | SEMTECH CORP | $11,013,275 | -6.2% | 427,700 | -7.3% | 0.04% | -4.5% |
| NAVI | Sell | NAVIENT CORPORATION | $11,102,698 | -8.9% | 644,756 | -1.7% | 0.04% | -6.7% |
| TPC | Buy | TUTOR PERINI CORP | $11,148,033 | +20.2% | 1,423,759 | +9.8% | 0.04% | +23.5% |
| MERC | Buy | MERCER INTL INC | $11,035,253 | +44.7% | 1,286,160 | +36.1% | 0.04% | +50.0% |
| TALO | Buy | TALOS ENERGY INC | $10,980,276 | +68.4% | 667,900 | +42.1% | 0.04% | +75.0% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $11,118,682 | +29.2% | 41,378 | +24.1% | 0.04% | +31.2% |
| TTMI | Buy | TTM TECHNOLOGIES INC | $10,715,258 | +30.6% | 831,930 | +40.9% | 0.04% | +36.7% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $10,768,968 | +33.8% | 7,200 | +24.2% | 0.04% | +36.7% |
| ESNT | Sell | ESSENT GROUP LTD | $10,870,316 | -9.0% | 229,865 | -9.9% | 0.04% | -6.8% |
| VRTS | Buy | VIRTUS INVT PARTNERS INC | $10,804,445 | +35.0% | 53,490 | +32.0% | 0.04% | +36.7% |
| VIRT | Buy | VIRTU FINL INCcl a | $10,728,469 | +8.1% | 621,220 | +7.0% | 0.04% | +10.8% |
| CNOB | Buy | CONNECTONE BANCORP INC | $10,708,520 | +9.1% | 600,590 | +1.5% | 0.04% | +13.9% |
| SANM | Buy | SANMINA CORPORATION | $10,809,102 | +27.2% | 199,136 | +41.3% | 0.04% | +28.1% |
| RGP | Buy | RESOURCES CONNECTION INC | $10,758,176 | +39.9% | 721,541 | +47.4% | 0.04% | +41.4% |
| PDS | Sell | PRECISION DRILLING CORP | $10,940,560 | +32.3% | 163,000 | -3.9% | 0.04% | +32.3% |
| Buy | ENACT HLDGS INC | $10,905,343 | +97.2% | 400,490 | +82.0% | 0.04% | +95.2% | |
| PK | Buy | PARK HOTELS & RESORTS INC | $10,833,469 | -3.8% | 879,340 | +0.1% | 0.04% | -2.4% |
| PNM | Buy | PNM RES INC | $10,853,390 | +4.1% | 243,295 | +5.3% | 0.04% | +5.1% |
| NCR | Buy | NCR CORP NEW | $10,793,933 | +31.3% | 400,220 | +22.7% | 0.04% | +32.3% |
| TGNA | Buy | TEGNA INC | $10,509,487 | +293.4% | 721,310 | +338.5% | 0.04% | +300.0% |
| IRWD | Buy | IRONWOOD PHARMACEUTICALS INC | $10,560,932 | -0.4% | 1,096,670 | +10.0% | 0.04% | +2.6% |
| HI | Buy | HILLENBRAND INC | $10,496,688 | +15.3% | 248,090 | +39.8% | 0.04% | +17.6% |
| FWRD | Buy | FORWARD AIR CORP | $10,649,888 | +29.5% | 154,930 | +99.9% | 0.04% | +29.0% |
| NGVT | Buy | INGEVITY CORP | $10,565,135 | +280.1% | 221,910 | +364.3% | 0.04% | +300.0% |
| ABM | Buy | ABM INDS INC | $10,513,828 | +57.0% | 262,780 | +67.3% | 0.04% | +60.0% |
| JHG | Sell | JANUS HENDERSON GROUP PLC | $10,633,967 | -5.3% | 411,850 | -0.1% | 0.04% | -4.8% |
| CWK | Buy | CUSHMAN WAKEFIELD PLC | $10,600,258 | +1.7% | 1,391,110 | +9.2% | 0.04% | +2.6% |
| HAFC | Buy | HANMI FINL CORP | $10,433,602 | +18.3% | 642,859 | +8.8% | 0.04% | +21.2% |
| FHI | Buy | FEDERATED HERMES INCcl b | $10,534,925 | +5.0% | 311,040 | +11.1% | 0.04% | +8.1% |
| PACW | Buy | PACWEST BANCORP DEL | $10,572,348 | +90.7% | 1,336,580 | +96.5% | 0.04% | +90.5% |
| NMIH | Sell | NMI HLDGS INCcl a | $10,575,665 | -9.0% | 390,390 | -13.3% | 0.04% | -7.0% |
| DRQ | Sell | DRIL-QUIP INC | $10,653,331 | -1.4% | 378,180 | -18.5% | 0.04% | 0.0% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $10,531,956 | -7.1% | 426,050 | +10.5% | 0.04% | -4.8% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $10,676,596 | +40.9% | 261,489 | +109.6% | 0.04% | +42.9% |
| SWX | Buy | SOUTHWEST GAS HLDGS INC | $10,559,064 | -4.6% | 174,790 | +0.6% | 0.04% | -2.4% |
| HOPE | Buy | HOPE BANCORP INC | $10,481,745 | +15.2% | 1,184,378 | +9.6% | 0.04% | +17.6% |
| HSII | Buy | HEIDRICK & STRUGGLES INTL IN | $10,495,039 | -3.2% | 419,466 | +2.5% | 0.04% | 0.0% |
| NWN | Buy | NORTHWEST NAT HLDG CO | $10,163,916 | -6.9% | 266,350 | +5.0% | 0.04% | -4.9% |
| EGBN | Buy | EAGLE BANCORP INC MD | $10,303,722 | +33.2% | 480,360 | +31.4% | 0.04% | +34.5% |
| MMI | Buy | MARCUS & MILLICHAP INC | $10,237,606 | -4.7% | 348,930 | +2.3% | 0.04% | -2.5% |
| SR | Buy | SPIRE INC | $10,164,710 | -3.6% | 179,652 | +8.0% | 0.04% | 0.0% |
| ASB | Sell | ASSOCIATED BANC CORP | $10,268,823 | -20.0% | 600,165 | -24.1% | 0.04% | -18.8% |
| KMPR | Buy | KEMPER CORP | $10,348,206 | -5.9% | 246,210 | +8.0% | 0.04% | -4.9% |
| MED | Buy | MEDIFAST INC | $10,068,822 | +48.5% | 134,520 | +82.9% | 0.04% | +52.0% |
| BKH | Buy | BLACK HILLS CORP | $9,892,369 | -6.2% | 195,540 | +11.8% | 0.04% | -2.6% |
| ONEW | Buy | ONEWATER MARINE INC | $10,126,561 | +3.1% | 395,260 | +45.8% | 0.04% | +5.6% |
| OGS | Buy | ONE GAS INC | $9,923,132 | -5.3% | 145,330 | +6.5% | 0.04% | -2.6% |
| NWE | Buy | NORTHWESTERN CORP | $10,016,185 | -5.1% | 208,410 | +12.1% | 0.04% | -2.6% |
| ALE | Buy | ALLETE INC | $9,995,674 | -2.8% | 189,312 | +6.7% | 0.04% | 0.0% |
| RMAX | Buy | RE MAX HLDGS INCcl a | $9,361,961 | -18.3% | 723,490 | +21.6% | 0.04% | -16.3% |
| ZION | New | ZIONS BANCORPORATION N A | $9,522,877 | – | 272,940 | – | 0.04% | – |
| Sell | KINETIK HOLDINGS INC | $9,176,828 | -27.3% | 271,906 | -24.3% | 0.04% | -25.5% | |
| Buy | TRINSEO PLC | $9,150,727 | -2.3% | 1,120,040 | +51.5% | 0.04% | 0.0% | |
| HIBB | Buy | HIBBETT INC | $9,106,859 | +37.9% | 191,683 | +5.3% | 0.04% | +40.0% |
| UHS | Buy | UNIVERSAL HLTH SVCS INCcl b | $9,014,841 | -17.1% | 71,700 | +4.1% | 0.03% | -15.0% |
| OCFC | Sell | OCEANFIRST FINL CORP | $8,855,061 | -16.4% | 611,960 | -9.8% | 0.03% | -12.8% |
| GIII | Sell | G III APPAREL GROUP LTD | $8,863,047 | +12.7% | 355,660 | -12.9% | 0.03% | +17.2% |
| COLB | Sell | COLUMBIA BKG SYS INC | $9,031,064 | -13.0% | 444,880 | -13.0% | 0.03% | -12.8% |
| PINC | Buy | PREMIER INCcl a | $8,734,913 | -20.0% | 406,275 | +3.0% | 0.03% | -19.5% |
| ANDE | Sell | ANDERSONS INC | $8,683,041 | +7.7% | 168,570 | -3.5% | 0.03% | +10.0% |
| LZB | Buy | LA Z BOY INC | $8,605,021 | +16.3% | 278,660 | +7.8% | 0.03% | +22.2% |
| LBRT | Sell | LIBERTY ENERGY INC | $8,573,464 | +23.5% | 462,930 | -10.8% | 0.03% | +26.9% |
| MATX | Sell | MATSON INC | $8,658,274 | +12.9% | 97,591 | -1.1% | 0.03% | +17.9% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $8,570,198 | -6.6% | 560,510 | -0.2% | 0.03% | -2.9% |
| SASR | Sell | SANDY SPRING BANCORP INC | $8,587,858 | -16.2% | 400,740 | -11.3% | 0.03% | -13.2% |
| SIG | Sell | SIGNET JEWELERS LIMITED | $8,815,396 | +6.8% | 122,760 | -3.0% | 0.03% | +6.5% |
| TILE | Buy | INTERFACE INC | $8,553,241 | +19.0% | 871,890 | +6.6% | 0.03% | +18.5% |
| NR | Sell | NEWPARK RES INC | $8,363,311 | -0.7% | 1,210,320 | -24.8% | 0.03% | +3.2% |
| ACCO | Sell | ACCO BRANDS CORP | $8,449,102 | +4.0% | 1,471,969 | -5.6% | 0.03% | +6.7% |
| SOI | Sell | SOLARIS OILFIELD INFRASTRUCT | $8,371,831 | +22.5% | 785,350 | -4.3% | 0.03% | +28.0% |
| VEC | Sell | V2X INC | $8,330,330 | -31.7% | 161,253 | -34.5% | 0.03% | -28.9% |
| IOSP | New | INNOSPEC INC | $8,370,180 | – | 81,900 | – | 0.03% | – |
| KELYA | Buy | KELLY SVCS INCcl a | $8,341,807 | +4.3% | 458,593 | +1.0% | 0.03% | +6.7% |
| BRC | New | BRADY CORPcl a | $8,552,142 | – | 155,720 | – | 0.03% | – |
| INT | Buy | WORLD KINECT CORPORATION | $8,363,721 | +32.3% | 372,881 | +22.0% | 0.03% | +39.1% |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $8,415,270 | +10.0% | 36,577 | +14.9% | 0.03% | +14.3% |
| CPF | Buy | CENTRAL PAC FINL CORP | $8,517,475 | +6.2% | 510,640 | +0.0% | 0.03% | +6.7% |
| HZO | Sell | MARINEMAX INC | $8,403,561 | -9.3% | 256,050 | -5.6% | 0.03% | -5.9% |
| PARR | Sell | PAR PAC HOLDINGS INC | $8,563,783 | -4.0% | 238,280 | -28.9% | 0.03% | -3.0% |
| HTH | Sell | HILLTOP HOLDINGS INC | $8,458,370 | -24.6% | 298,250 | -16.3% | 0.03% | -23.8% |
| PLUS | Sell | EPLUS INC | $8,362,027 | +11.6% | 131,644 | -1.1% | 0.03% | +14.3% |
| KALU | Buy | KAISER ALUMINUM CORP | $8,556,234 | +7.1% | 113,689 | +2.0% | 0.03% | +6.7% |
| PFC | Buy | PREMIER FINANCIAL CORP | $8,499,974 | +8.3% | 498,240 | +1.7% | 0.03% | +10.3% |
| THR | Buy | THERMON GROUP HLDGS INC | $8,509,217 | +17.8% | 309,764 | +14.0% | 0.03% | +18.5% |
| EBIX | Buy | EBIX INC | $8,439,298 | +0.3% | 854,180 | +155.9% | 0.03% | +3.2% |
| CMP | New | COMPASS MINERALS INTL INC | $8,085,935 | – | 289,300 | – | 0.03% | – |
| EPC | New | EDGEWELL PERS CARE CO | $8,286,062 | – | 224,190 | – | 0.03% | – |
| EBS | Buy | EMERGENT BIOSOLUTIONS INC | $8,256,866 | -1.0% | 2,428,490 | +114.1% | 0.03% | 0.0% |
| ENR | New | ENERGIZER HLDGS INC NEW | $8,172,122 | – | 255,060 | – | 0.03% | – |
| PLAB | Buy | PHOTRONICS INC | $8,103,200 | -5.3% | 400,950 | +20.8% | 0.03% | -3.1% |
| ASIX | Buy | ADVANSIX INC | $8,045,680 | -0.5% | 258,870 | +12.0% | 0.03% | +3.3% |
| ASLE | Buy | AERSALE CORPORATION | $8,155,895 | +26.7% | 545,910 | +24.6% | 0.03% | +29.2% |
| ALX | Sell | ALEXANDERS INC | $8,275,064 | -10.6% | 45,410 | -9.8% | 0.03% | -8.8% |
| SPNT | Sell | SIRIUSPOINT LTD | $8,140,993 | -21.5% | 800,491 | -30.3% | 0.03% | -18.4% |
| ALTO | Buy | ALTO INGREDIENTS INC | $8,165,243 | +122.9% | 1,847,340 | +45.7% | 0.03% | +121.4% |
| AWI | New | ARMSTRONG WORLD INDS INC NEW | $8,290,800 | – | 115,150 | – | 0.03% | – |
| LOB | Sell | LIVE OAK BANCSHARES INC | $8,208,715 | -1.5% | 283,548 | -10.5% | 0.03% | 0.0% |
| AXS | Sell | AXIS CAP HLDGS LTD | $8,067,111 | +4.3% | 143,110 | -0.4% | 0.03% | +6.9% |
| AGO | Sell | ASSURED GUARANTY LTD | $8,150,531 | -29.1% | 134,675 | -34.6% | 0.03% | -27.9% |
| HLX | Sell | HELIX ENERGY SOLUTIONS GRP I | $8,162,142 | +12.5% | 730,720 | -25.6% | 0.03% | +14.8% |
| HVT | Buy | HAVERTY FURNITURE COS INC | $8,100,419 | -4.2% | 281,460 | +0.5% | 0.03% | 0.0% |
| MOGA | Sell | MOOG INCcl a | $8,219,534 | +0.2% | 72,765 | -3.9% | 0.03% | +3.3% |
| EAF | Buy | GRAFTECH INTL LTD | $8,048,247 | -2.6% | 2,101,370 | +28.2% | 0.03% | 0.0% |
| CATY | Sell | CATHAY GEN BANCORP | $8,108,639 | -23.3% | 233,275 | -29.0% | 0.03% | -20.5% |
| IIIN | Sell | INSTEEL INDS INC | $8,143,889 | -4.2% | 250,890 | -8.1% | 0.03% | -3.1% |
| CRUS | Buy | CIRRUS LOGIC INC | $8,083,828 | -3.3% | 109,300 | +5.9% | 0.03% | 0.0% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $8,208,979 | -23.8% | 484,020 | -22.4% | 0.03% | -22.5% |
| DIOD | Buy | DIODES INC | $8,082,283 | +12.8% | 102,515 | +32.4% | 0.03% | +14.8% |
| PUMP | Sell | PROPETRO HLDG CORP | $8,258,553 | +11.8% | 776,910 | -13.3% | 0.03% | +14.8% |
| MTG | Sell | MGIC INVT CORP WIS | $7,887,694 | -12.6% | 472,600 | -17.3% | 0.03% | -11.8% |
| KFRC | Buy | KFORCE INC | $7,948,263 | +10.5% | 133,226 | +16.0% | 0.03% | +11.1% |
| MLI | Buy | MUELLER INDS INC | $7,909,087 | -4.4% | 105,230 | +11.0% | 0.03% | -3.2% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $8,030,873 | -21.2% | 129,010 | -30.4% | 0.03% | -21.1% |
| MWA | Buy | MUELLER WTR PRODS INC | $7,873,139 | -6.3% | 620,910 | +19.9% | 0.03% | -3.2% |
| TNL | Buy | TRAVEL PLUS LEISURE CO | $8,033,586 | -4.3% | 218,720 | +5.1% | 0.03% | -3.2% |
| AAN | Buy | THE AARONS COMPANY INC | $7,816,588 | -11.8% | 746,570 | +19.1% | 0.03% | -9.1% |
| KE | Buy | KIMBALL ELECTRONICS INC | $7,932,260 | +5.9% | 289,710 | +6.9% | 0.03% | +7.1% |
| HBNC | Buy | HORIZON BANCORP INC | $8,039,690 | +48.6% | 752,780 | +44.9% | 0.03% | +50.0% |
| CMCO | Buy | COLUMBUS MCKINNON CORP N Y | $7,866,619 | +2.2% | 225,340 | +19.0% | 0.03% | +3.4% |
| TCBI | Sell | TEXAS CAP BANCSHARES INC | $8,004,510 | -25.8% | 135,900 | -35.2% | 0.03% | -25.0% |
| FFIC | Buy | FLUSHING FINL CORP | $7,878,105 | +10.4% | 600,008 | +3.4% | 0.03% | +15.4% |
| Buy | COHERENT CORP | $7,965,139 | -34.0% | 244,030 | +3.0% | 0.03% | -33.3% | |
| QUAD | Buy | QUAD / GRAPHICS INC | $7,912,089 | +91.5% | 1,572,980 | +43.1% | 0.03% | +100.0% |
| HTLD | Buy | HEARTLAND EXPRESS INC | $7,823,600 | +9.1% | 532,580 | +21.8% | 0.03% | +11.1% |
| MHO | Buy | M/I HOMES INC | $7,805,467 | +7.4% | 92,878 | +11.4% | 0.03% | +11.1% |
| BLMN | Buy | BLOOMIN BRANDS INC | $7,977,119 | +4.7% | 324,405 | +14.4% | 0.03% | +7.1% |
| VLY | New | VALLEY NATL BANCORP | $7,864,586 | – | 918,760 | – | 0.03% | – |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $7,850,761 | +51.4% | 861,774 | +45.3% | 0.03% | +57.9% |
| GTES | Buy | GATES INDL CORP PLC | $7,593,172 | +2.7% | 654,020 | +19.3% | 0.03% | +7.4% |
| WAFD | Sell | WAFD INC | $7,700,860 | -24.5% | 300,580 | -21.9% | 0.03% | -23.7% |
| HCSG | Buy | HEALTHCARE SVCS GROUP INC | $7,559,247 | +4.4% | 724,760 | +49.4% | 0.03% | +7.4% |
| WASH | Buy | WASHINGTON TR BANCORP INC | $7,708,634 | +43.4% | 292,770 | +46.0% | 0.03% | +45.0% |
| THFF | Buy | FIRST FINL CORP IND | $7,731,569 | +47.9% | 228,677 | +42.1% | 0.03% | +52.6% |
| DCOM | New | DIME CMNTY BANCSHARES INC | $7,774,420 | – | 389,500 | – | 0.03% | – |
| B | Buy | BARNES GROUP INC | $7,713,568 | +12.3% | 227,070 | +39.4% | 0.03% | +11.5% |
| VTNR | Buy | VERTEX ENERGY INC | $7,649,150 | +0.3% | 1,718,910 | +40.9% | 0.03% | +3.6% |
| MYE | Buy | MYERS INDS INC | $7,751,677 | +16.6% | 432,330 | +26.3% | 0.03% | +16.0% |
| FET | Buy | FORUM ENERGY TECHNOLOGIES IN | $7,694,567 | +46.1% | 320,340 | +55.6% | 0.03% | +45.0% |
| TTEC | Buy | TTEC HLDGS INC | $7,770,035 | +19.4% | 296,340 | +54.1% | 0.03% | +20.8% |
| BMRC | Buy | BANK MARIN BANCORP | $7,646,158 | +228.1% | 418,280 | +217.2% | 0.03% | +222.2% |
| TRS | Buy | TRIMAS CORP | $7,696,398 | +10.8% | 310,840 | +23.1% | 0.03% | +11.5% |
| DIN | Buy | DINE BRANDS GLOBAL INC | $7,699,365 | +19.0% | 155,700 | +39.6% | 0.03% | +20.8% |
| WNC | Buy | WABASH NATL CORP | $7,423,448 | -14.1% | 351,489 | +4.3% | 0.03% | -12.5% |
| Buy | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $7,125,776 | +1.3% | 8,540,000 | +3.1% | 0.03% | +3.8% | |
| IBCP | Sell | INDEPENDENT BK CORP MICH | $7,080,891 | +6.4% | 386,090 | -1.6% | 0.03% | +8.0% |
| TRST | Buy | TRUSTCO BK CORP N Y | $6,861,033 | +3.9% | 251,412 | +8.9% | 0.03% | +4.0% |
| HSON | Sell | HUDSON GLOBAL INC | $6,556,196 | -13.0% | 338,297 | -0.1% | 0.02% | -10.7% |
| HOG | Buy | HARLEY DAVIDSON INC | $6,679,112 | +330.8% | 202,030 | +358.8% | 0.02% | +316.7% |
| KTB | Buy | KONTOOR BRANDS INC | $6,254,980 | +137.9% | 142,450 | +128.1% | 0.02% | +140.0% |
| TG | Buy | TREDEGAR CORP | $6,456,873 | +10.7% | 1,193,507 | +36.5% | 0.02% | +9.1% |
| CCS | Sell | CENTURY CMNTYS INC | $6,336,754 | -17.8% | 94,890 | -5.6% | 0.02% | -17.2% |
| WHR | Sell | WHIRLPOOL CORP | $6,364,120 | -10.3% | 47,600 | -0.2% | 0.02% | -7.7% |
| FNKO | Buy | FUNKO INC | $5,955,984 | -8.0% | 778,560 | +30.1% | 0.02% | -4.2% |
| LBC | Buy | LUTHER BURBANK CORP | $6,083,776 | -5.1% | 724,259 | +0.8% | 0.02% | -4.2% |
| ABCB | Sell | AMERIS BANCORP | $6,019,936 | +11.7% | 156,810 | -0.4% | 0.02% | +15.0% |
| SEM | Sell | SELECT MED HLDGS CORP | $5,951,843 | -24.5% | 235,530 | -4.7% | 0.02% | -20.7% |
| GHC | Buy | GRAHAM HLDGS CO | $5,937,855 | +133.8% | 10,185 | +129.1% | 0.02% | +155.6% |
| CBT | Sell | CABOT CORP | $6,065,628 | -7.3% | 87,565 | -10.5% | 0.02% | -4.2% |
| SHOO | Sell | MADDEN STEVEN LTD | $6,165,922 | -6.0% | 194,080 | -3.3% | 0.02% | -4.2% |
| CVBF | New | CVB FINL CORP | $5,982,101 | – | 361,020 | – | 0.02% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $6,082,370 | – | 480,440 | – | 0.02% | – |
| WPP | New | WPP PLC NEWadr | $6,059,982 | – | 135,935 | – | 0.02% | – |
| JELD | Sell | JELD-WEN HLDG INC | $5,901,246 | -48.5% | 441,710 | -32.4% | 0.02% | -48.8% |
| KBH | Sell | KB HOME | $5,921,526 | -11.5% | 127,950 | -1.2% | 0.02% | -12.0% |
| LBAI | Sell | LAKELAND BANCORP INC | $5,701,337 | -25.1% | 451,770 | -20.5% | 0.02% | -21.4% |
| LL | Buy | LL FLOORING HOLDINGS INC | $5,669,038 | -11.5% | 1,788,340 | +6.9% | 0.02% | -8.3% |
| MTH | Sell | MERITAGE HOMES CORP | $5,833,719 | -22.3% | 47,665 | -9.7% | 0.02% | -21.4% |
| THG | New | HANOVER INS GROUP INC | $5,816,462 | – | 52,410 | – | 0.02% | – |
| GCO | Sell | GENESCO INC | $5,865,662 | +2.2% | 190,320 | -17.0% | 0.02% | +4.8% |
| INBK | Sell | FIRST INTERNET BANCORP | $5,690,926 | +8.3% | 351,075 | -0.8% | 0.02% | +10.0% |
| CNXN | Buy | PC CONNECTION INC | $5,747,158 | +141.7% | 107,665 | +104.2% | 0.02% | +144.4% |
| PRA | New | PROASSURANCE CORP | $5,847,966 | – | 309,580 | – | 0.02% | – |
| REZI | Sell | RESIDEO TECHNOLOGIES INC | $5,828,304 | -13.4% | 368,880 | -3.2% | 0.02% | -12.0% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $5,889,895 | -14.8% | 138,228 | -2.5% | 0.02% | -15.4% |
| CENT | Sell | CENTRAL GARDEN & PET CO | $5,894,897 | +12.7% | 133,550 | -1.1% | 0.02% | +15.8% |
| TLS | Buy | TELOS CORP MD | $5,909,299 | +2.7% | 2,472,510 | +10.0% | 0.02% | +4.8% |
| CATC | New | CAMBRIDGE BANCORP | $5,906,338 | – | 94,820 | – | 0.02% | – |
| VRRM | Sell | VERRA MOBILITY CORP | $5,844,124 | -21.5% | 312,520 | -17.3% | 0.02% | -21.4% |
| Sell | CADENCE BANK | $5,677,751 | +5.1% | 267,566 | -2.7% | 0.02% | +10.0% | |
| EAT | Sell | BRINKER INTL INC | $5,844,466 | -15.8% | 185,010 | -2.4% | 0.02% | -15.4% |
| FXI | New | ISHARES TRput | $5,730,480 | – | 216,000 | – | 0.02% | – |
| NHC | Sell | NATIONAL HEALTHCARE CORP | $5,517,635 | -20.7% | 86,240 | -23.4% | 0.02% | -19.2% |
| EBF | New | ENNIS INC | $5,504,468 | – | 259,400 | – | 0.02% | – |
| LESL | New | LESLIES INC | $5,438,185 | – | 960,810 | – | 0.02% | – |
| TPH | Sell | TRI POINTE HOMES INC | $5,636,890 | -17.1% | 206,102 | -0.4% | 0.02% | -16.0% |
| Buy | JAKKS PAC INC | $5,577,669 | +9.0% | 300,036 | +17.1% | 0.02% | +10.5% | |
| IBTX | New | INDEPENDENT BANK GROUP INC | $5,565,081 | – | 140,710 | – | 0.02% | – |
| WTFC | Sell | WINTRUST FINL CORP | $5,476,393 | -34.9% | 72,535 | -37.3% | 0.02% | -32.3% |
| EPAC | Sell | ENERPAC TOOL GROUP CORP | $5,658,663 | -16.0% | 214,100 | -14.2% | 0.02% | -16.0% |
| SCSC | Buy | SCANSOURCE INC | $5,553,368 | +112.5% | 183,219 | +107.3% | 0.02% | +110.0% |
| MSBI | Buy | MIDLAND STATES BANCORP INC | $5,430,488 | +3.9% | 264,386 | +0.7% | 0.02% | +10.5% |
| DHIL | Buy | DIAMOND HILL INVT GROUP INC | $5,493,696 | +3.6% | 32,590 | +5.2% | 0.02% | +5.0% |
| FBK | Buy | FB FINL CORP | $5,351,163 | +2.2% | 188,687 | +1.1% | 0.02% | +5.3% |
| M | New | MACYS INC | $5,366,258 | – | 462,210 | – | 0.02% | – |
| CAC | Buy | CAMDEN NATL CORP | $5,264,328 | +1.9% | 186,546 | +11.8% | 0.02% | +5.3% |
| MXL | Buy | MAXLINEAR INC | $5,263,905 | -26.2% | 236,580 | +4.7% | 0.02% | -23.1% |
| UVSP | Buy | UNIVEST FINANCIAL CORPORATIO | $5,172,288 | +0.1% | 297,600 | +4.2% | 0.02% | +5.3% |
| FRME | Buy | FIRST MERCHANTS CORP | $5,228,519 | +1.9% | 187,941 | +3.4% | 0.02% | +5.3% |
| PLAY | New | DAVE & BUSTERS ENTMT INC | $5,396,651 | – | 145,580 | – | 0.02% | – |
| HBI | New | HANESBRANDS INC | $5,206,648 | – | 1,314,810 | – | 0.02% | – |
| USNA | Sell | USANA HEALTH SCIENCES INC | $5,343,474 | -26.6% | 91,170 | -21.1% | 0.02% | -25.9% |
| CPSI | New | COMPUTER PROGRAMS & SYS INC | $5,170,617 | – | 324,380 | – | 0.02% | – |
| KSS | New | KOHLS CORP | $5,279,824 | – | 251,900 | – | 0.02% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $5,232,163 | – | 209,790 | – | 0.02% | – |
| LNC | New | LINCOLN NATL CORP IND | $5,244,897 | – | 212,430 | – | 0.02% | – |
| NFBK | Buy | NORTHFIELD BANCORP INC DEL | $5,330,660 | +1.6% | 564,091 | +18.1% | 0.02% | +5.3% |
| BHF | Sell | BRIGHTHOUSE FINL INC | $5,378,506 | -4.4% | 109,900 | -7.5% | 0.02% | -4.8% |
| MBIN | Buy | MERCHANTS BANCORP IND | $5,178,650 | +105.3% | 186,820 | +89.5% | 0.02% | +122.2% |
| TRTX | Buy | TPG RE FIN TR INC | $5,294,289 | +108.1% | 786,670 | +129.2% | 0.02% | +122.2% |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $5,256,306 | -0.1% | 153,424 | +3.7% | 0.02% | 0.0% |
| New | SYLVAMO CORP | $5,210,405 | – | 118,580 | – | 0.02% | – | |
| CRI | Buy | CARTERS INC | $5,294,124 | +97.1% | 76,560 | +107.0% | 0.02% | +100.0% |
| DENN | New | DENNYS CORP | $5,209,982 | – | 615,110 | – | 0.02% | – |
| LOCO | Buy | EL POLLO LOCO HLDGS INC | $5,068,117 | +108.9% | 566,270 | +104.7% | 0.02% | +111.1% |
| MRTN | New | MARTEN TRANS LTD | $5,106,467 | – | 259,080 | – | 0.02% | – |
| MCY | Buy | MERCURY GENL CORP NEW | $5,120,801 | -0.3% | 182,690 | +7.6% | 0.02% | 0.0% |
| PETS | New | PETMED EXPRESS INC | $4,929,123 | – | 480,890 | – | 0.02% | – |
| PMTS | New | CPI CARD GROUP INC | $4,887,058 | – | 263,880 | – | 0.02% | – |
| FLIC | Buy | FIRST LONG IS CORP | $5,138,640 | +115.4% | 446,450 | +124.9% | 0.02% | +111.1% |
| BUSE | Sell | FIRST BUSEY CORP | $5,059,281 | -39.4% | 263,230 | -36.6% | 0.02% | -38.7% |
| FMBH | Buy | FIRST MID ILL BANCSHARES INC | $5,021,434 | +94.6% | 189,060 | +76.9% | 0.02% | +90.0% |
| AAP | New | ADVANCE AUTO PARTS INC | $5,073,690 | – | 90,715 | – | 0.02% | – |
| NRIM | Buy | NORTHRIM BANCORP INC | $4,947,825 | +89.2% | 124,882 | +87.8% | 0.02% | +90.0% |
| AMBC | New | AMBAC FINL GROUP INC | $5,005,382 | – | 415,040 | – | 0.02% | – |
| ARI | Buy | APOLLO COML REAL EST FIN INC | $5,060,745 | +86.5% | 499,580 | +108.4% | 0.02% | +90.0% |
| BGS | Buy | B & G FOODS INC NEW | $4,956,374 | -28.9% | 501,150 | +0.0% | 0.02% | -26.9% |
| TITN | New | TITAN MACHY INC | $5,010,862 | – | 188,520 | – | 0.02% | – |
| TOWN | Buy | TOWNEBANK PORTSMOUTH VA | $5,117,517 | -0.2% | 223,180 | +1.1% | 0.02% | 0.0% |
| GPMT | Buy | GRANITE PT MTG TR INC | $5,036,316 | +84.6% | 1,032,032 | +100.5% | 0.02% | +90.0% |
| CCL | Buy | CARNIVAL CORP | $4,947,432 | +530.1% | 360,600 | +764.7% | 0.02% | +533.3% |
| VBTX | New | VERITEX HLDGS INC | $5,133,521 | – | 285,990 | – | 0.02% | – |
| HMST | Buy | HOMESTREET INC | $4,950,701 | +33.0% | 635,520 | +1.0% | 0.02% | +35.7% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $4,845,531 | -27.0% | 228,455 | +14.3% | 0.02% | -28.0% |
| CMBM | New | CAMBIUM NETWORKS CORP | $4,698,530 | – | 641,000 | – | 0.02% | – |
| BHR | Buy | BRAEMAR HOTELS & RESORTS INC | $4,653,711 | -17.3% | 1,680,040 | +20.0% | 0.02% | -14.3% |
| NRG | Sell | NRG ENERGY INC | $4,857,372 | +2.9% | 126,100 | -0.2% | 0.02% | 0.0% |
| HUN | Buy | HUNTSMAN CORP | $4,466,908 | -9.7% | 183,070 | +0.0% | 0.02% | -5.6% |
| MBWM | Sell | MERCANTILE BK CORP | $4,240,234 | +9.9% | 137,180 | -1.8% | 0.02% | +14.3% |
| PRIM | Sell | PRIMORIS SVCS CORP | $3,620,985 | +1.4% | 110,632 | -5.6% | 0.01% | +7.7% |
| CMA | Sell | COMERICA INC | $3,721,010 | -6.5% | 89,555 | -4.6% | 0.01% | -6.7% |
| CATO | Sell | CATO CORP NEWcl a | $3,454,583 | -8.4% | 450,990 | -4.0% | 0.01% | -7.1% |
| URBN | Sell | URBAN OUTFITTERS INC | $3,336,668 | -9.3% | 102,070 | -8.1% | 0.01% | -7.1% |
| GSBC | Sell | GREAT SOUTHN BANCORP INC | $3,415,738 | -11.3% | 71,280 | -6.1% | 0.01% | -7.1% |
| NEU | Sell | NEWMARKET CORP | $3,132,950 | -6.4% | 6,885 | -17.3% | 0.01% | 0.0% |
| HWKN | Sell | HAWKINS INC | $3,236,162 | +9.1% | 54,990 | -11.6% | 0.01% | +9.1% |
| CFFN | Sell | CAPITOL FED FINL INC | $3,154,353 | -43.3% | 661,290 | -26.7% | 0.01% | -42.9% |
| DNOW | New | NOW INC | $3,112,670 | – | 262,230 | – | 0.01% | – |
| CALM | New | CAL MAINE FOODS INC | $3,164,731 | – | 65,360 | – | 0.01% | – |
| EEX | Sell | EMERALD HOLDING INC | $3,264,462 | +5.5% | 722,226 | -4.3% | 0.01% | +9.1% |
| NECB | Sell | NORTHEAST CMNTY BANCORP INC | $2,926,524 | -1.1% | 198,274 | -0.3% | 0.01% | 0.0% |
| REX | Sell | REX AMERICAN RES CORP | $2,871,452 | -59.0% | 70,517 | -65.0% | 0.01% | -57.7% |
| GIC | Sell | GLOBAL INDUSTRIAL COMPANY | $2,904,417 | +9.3% | 86,699 | -9.4% | 0.01% | +10.0% |
| RCMT | New | RCM TECHNOLOGIES INC | $2,952,494 | – | 151,100 | – | 0.01% | – |
| SFST | Buy | SOUTHERN FIRST BANCSHARES | $2,769,405 | +12.3% | 102,799 | +3.2% | 0.01% | +22.2% |
| SIX | New | SIX FLAGS ENTMT CORP NEW | $2,967,432 | – | 126,220 | – | 0.01% | – |
| NGVC | Sell | NATURAL GROCERS BY VITAMIN C | $2,965,427 | +0.9% | 229,700 | -4.2% | 0.01% | 0.0% |
| WOR | Sell | WORTHINGTON INDS INC | $2,926,559 | -17.5% | 47,340 | -7.3% | 0.01% | -15.4% |
| CCF | Sell | CHASE CORP | $2,874,126 | -55.8% | 22,590 | -57.9% | 0.01% | -54.2% |
| RBB | Buy | RBB BANCORP | $2,832,687 | +8.2% | 221,650 | +1.1% | 0.01% | +10.0% |
| FISI | Buy | FINANCIAL INSTNS INC | $2,686,203 | +12.1% | 159,608 | +4.9% | 0.01% | +11.1% |
| Buy | DOUGLAS ELLIMAN INC | $2,560,126 | +2.3% | 1,132,799 | +0.5% | 0.01% | +11.1% | |
| FBIZ | Buy | FIRST BUSINESS FINL SVCS INC | $2,576,929 | +3.9% | 85,869 | +2.1% | 0.01% | +11.1% |
| OXM | New | OXFORD INDS INC | $2,603,200 | – | 27,080 | – | 0.01% | – |
| RVLV | New | REVOLVE GROUP INCcl a | $2,720,639 | – | 199,900 | – | 0.01% | – |
| CFB | Buy | CROSSFIRST BANKSHARES INC | $2,527,848 | +7.6% | 250,530 | +6.7% | 0.01% | +11.1% |
| SEAS | New | SEAWORLD ENTMT INC | $2,531,956 | – | 54,745 | – | 0.01% | – |
| SHBI | New | SHORE BANCSHARES INC | $2,524,800 | – | 240,000 | – | 0.01% | – |
| BSRR | Sell | SIERRA BANCORP | $2,745,825 | +5.3% | 144,822 | -5.7% | 0.01% | 0.0% |
| SRCE | Sell | 1ST SOURCE CORP | $2,595,564 | -50.0% | 61,667 | -50.2% | 0.01% | -47.4% |
| New | CLAROS MTG TR INC | $2,601,473 | – | 234,790 | – | 0.01% | – | |
| KEY | Buy | KEYCORP | $2,662,347 | +16.6% | 247,430 | +0.2% | 0.01% | +25.0% |
| CCNE | Buy | CNB FINL CORP PA | $2,712,878 | +3.3% | 149,800 | +0.7% | 0.01% | 0.0% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $2,615,455 | -0.9% | 128,650 | +4.1% | 0.01% | 0.0% |
| HTLF | New | HEARTLAND FINL USA INC | $2,628,393 | – | 89,310 | – | 0.01% | – |
| BWB | Buy | BRIDGEWATER BANCSHARES INC | $2,594,003 | -0.6% | 273,629 | +3.2% | 0.01% | 0.0% |
| BHE | Buy | BENCHMARK ELECTRS INC | $2,718,576 | -0.7% | 112,060 | +5.7% | 0.01% | 0.0% |
| HFWA | New | HERITAGE FINL CORP WASH | $2,682,180 | – | 164,450 | – | 0.01% | – |
| HBCP | Buy | HOME BANCORP INC | $2,541,951 | -3.8% | 79,760 | +0.2% | 0.01% | 0.0% |
| MRC | New | MRC GLOBAL INC | $2,557,273 | – | 249,490 | – | 0.01% | – |
| New | LIFEZONE METALS LIMITED | $2,670,651 | – | 217,657 | – | 0.01% | – | |
| FSBW | Buy | FS BANCORP INC | $2,640,545 | -1.2% | 89,510 | +0.7% | 0.01% | 0.0% |
| FRST | Buy | PRIMIS FINANCIAL CORP | $2,678,685 | +12.5% | 328,673 | +16.2% | 0.01% | +11.1% |
| NTRS | Buy | NORTHERN TR CORP | $2,297,356 | -6.3% | 33,065 | +0.0% | 0.01% | 0.0% |
| PKBK | Buy | PARKE BANCORP INC | $2,257,957 | -2.9% | 138,610 | +1.3% | 0.01% | 0.0% |
| BCBP | Buy | BCB BANCORP INC | $2,382,623 | -4.4% | 213,880 | +0.8% | 0.01% | 0.0% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $2,307,998 | -66.1% | 55,601 | -53.6% | 0.01% | -64.0% |
| CVCY | Buy | CENTRAL VY CMNTY BANCORP | $2,314,181 | -5.6% | 164,010 | +3.4% | 0.01% | 0.0% |
| CIVB | Buy | CIVISTA BANCSHARES INC | $2,473,180 | -10.9% | 159,560 | +0.1% | 0.01% | -10.0% |
| ISTR | Sell | INVESTAR HLDG CORP | $2,298,983 | -12.8% | 217,090 | -0.3% | 0.01% | -10.0% |
| SIGA | New | SIGA TECHNOLOGIES INC | $2,252,796 | – | 429,104 | – | 0.01% | – |
| PTSI | Buy | P A M TRANSN SVCS INC | $2,253,699 | -12.7% | 104,580 | +8.4% | 0.01% | -10.0% |
| LEA | Buy | LEAR CORP | $2,003,874 | -6.5% | 14,932 | +0.0% | 0.01% | 0.0% |
| FFWM | New | FIRST FNDTN INC | $2,206,128 | – | 362,850 | – | 0.01% | – |
| JAZZ | Sell | JAZZ PHARMACEUTICALS PLC | $2,075,570 | +4.1% | 16,035 | -0.3% | 0.01% | +14.3% |
| LH | New | LABORATORY CORP AMER HLDGS | $2,195,667 | – | 10,921 | – | 0.01% | – |
| TBNK | Buy | TERRITORIAL BANCORP INC | $1,884,184 | -5.2% | 207,281 | +28.0% | 0.01% | 0.0% |
| ASAN | New | ASANA INCput | $1,538,040 | – | 84,000 | – | 0.01% | – |
| VNO | Sell | VORNADO RLTY TRsh ben int | $1,319,976 | +24.9% | 58,200 | -0.1% | 0.01% | +25.0% |
| LAKE | Sell | LAKELAND INDS INC | $626,038 | -82.5% | 41,542 | -83.3% | 0.00% | -84.6% |
| COIN | New | COINBASE GLOBAL INCput | $488,020 | – | 6,500 | – | 0.00% | – |
| MS | Sell | MORGAN STANLEY | $245,010 | -10.3% | 3,000 | -6.2% | 0.00% | 0.0% |
| LYG | New | LLOYDS BANKING GROUP PLCsponsored adr | $26,795 | – | 12,580 | – | 0.00% | – |
| Exit | OUTBRAIN INC | $0 | – | -69,480 | – | -0.00% | – | |
| Exit | XPERI INC | $0 | – | -46,995 | – | -0.00% | – | |
| TCFC | Exit | COMMUNITY FINL CORP MD | $0 | – | -41,290 | – | -0.00% | – |
| HNI | Exit | HNI CORP | $0 | – | -52,354 | – | -0.01% | – |
| WMPN | Exit | WILLIAM PENN BANCORPORATION | $0 | – | -125,070 | – | -0.01% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -85,202 | – | -0.01% | – |
| UFCS | Exit | UNITED FIRE GROUP INC | $0 | – | -111,644 | – | -0.01% | – |
| INS | Exit | CORECARD CORPORATION | $0 | – | -100,620 | – | -0.01% | – |
| GLRE | Exit | GREENLIGHT CAPITAL RE LTDclass a | $0 | – | -225,850 | – | -0.01% | – |
| ACNB | Exit | ACNB CORP | $0 | – | -83,590 | – | -0.01% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -275,860 | – | -0.01% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -66,780 | – | -0.01% | – |
| SAMG | Exit | SILVERCREST ASSET MGMT GROUPcl a | $0 | – | -150,370 | – | -0.01% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -135,680 | – | -0.01% | – |
| RBCAA | Exit | REPUBLIC BANCORP INC KYcl a | $0 | – | -71,490 | – | -0.01% | – |
| Exit | MFA FINL INC | $0 | – | -260,284 | – | -0.01% | – | |
| ORGO | Exit | ORGANOGENESIS HLDGS INC | $0 | – | -873,090 | – | -0.01% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -17,651 | – | -0.01% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -108,300 | – | -0.01% | – |
| MSGE | Exit | SPHERE ENTERTAINMENT COcl a | $0 | – | -116,400 | – | -0.01% | – |
| ZEUS | Exit | OLYMPIC STEEL INC | $0 | – | -71,290 | – | -0.01% | – |
| UFPI | Exit | UFP INDUSTRIES INC | $0 | – | -35,264 | – | -0.01% | – |
| Exit | NOBLE CORP PLC | $0 | – | -81,720 | – | -0.01% | – | |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -36,000 | – | -0.01% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -19,310 | – | -0.01% | – |
| STRL | Exit | STERLING INFRASTRUCTURE INC | $0 | – | -78,070 | – | -0.02% | – |
| Exit | CRANE NXT CO | $0 | – | -90,120 | – | -0.02% | – | |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -131,730 | – | -0.02% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -356,380 | – | -0.02% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -2,661,520 | – | -0.02% | – |
| Exit | NEW YORK MTG TR INC | $0 | – | -538,211 | – | -0.02% | – | |
| CSTM | Exit | CONSTELLIUM SE | $0 | – | -331,400 | – | -0.02% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -58,220 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -409,448 | – | -0.02% | – |
| DEN | Exit | DENBURY INC | $0 | – | -75,940 | – | -0.02% | – |
| HOFT | Exit | HOOKER FURNISHINGS CORPORATI | $0 | – | -363,389 | – | -0.02% | – |
| ENS | Exit | ENERSYS | $0 | – | -66,465 | – | -0.03% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -237,860 | – | -0.03% | – |
| NEX | Exit | NEXTIER OILFIELD SOLUTIONS | $0 | – | -814,980 | – | -0.03% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -88,450 | – | -0.03% | – |
| CASS | Exit | CASS INFORMATION SYS INC | $0 | – | -200,940 | – | -0.03% | – |
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -177,710 | – | -0.03% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -471,770 | – | -0.03% | – |
| ARNC | Exit | ARCONIC CORPORATION | $0 | – | -262,160 | – | -0.03% | – |
| SWIM | Exit | LATHAM GROUP INC | $0 | – | -2,187,420 | – | -0.03% | – |
| FNB | Exit | F N B CORP | $0 | – | -715,160 | – | -0.03% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -54,944 | – | -0.03% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -88,920 | – | -0.03% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -223,542 | – | -0.03% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -269,039 | – | -0.03% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -97,250 | – | -0.03% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -1,255,000 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -20,987 | – | -0.03% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -235,275 | – | -0.03% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -104,849 | – | -0.04% | – |
| TDW | Exit | TIDEWATER INC NEW | $0 | – | -180,900 | – | -0.04% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -289,510 | – | -0.04% | – |
| RCII | Exit | UPBOUND GROUP INC | $0 | – | -334,680 | – | -0.04% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -890,555 | – | -0.04% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -44,090 | – | -0.04% | – |
| IMXI | Exit | INTERNATIONAL MNY EXPRESS IN | $0 | – | -455,030 | – | -0.04% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -321,240 | – | -0.04% | – |
| Exit | CIVITAS RESOURCES INC | $0 | – | -168,220 | – | -0.04% | – | |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -1,042,300 | – | -0.04% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -380,860 | – | -0.04% | – |
| IPGP | Exit | IPG PHOTONICS CORP | $0 | – | -87,615 | – | -0.04% | – |
| Exit | PERMIAN RESOURCES CORP | $0 | – | -1,077,680 | – | -0.04% | – | |
| ACMR | Exit | ACM RESH INC | $0 | – | -911,210 | – | -0.04% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -160,410 | – | -0.04% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -265,914 | – | -0.05% | – |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -571,640 | – | -0.08% | – |
| THO | Exit | THOR INDS INC | $0 | – | -291,115 | – | -0.11% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FFIV | New | F5 INC | $871,657,385 | – | 5,959,643 | – | 3.24% | – |
| AIG | New | AMERICAN INTL GROUP INC | $868,924,429 | – | 15,101,224 | – | 3.22% | – |
| WFC | New | WELLS FARGO CO NEW | $868,094,811 | – | 20,339,616 | – | 3.22% | – |
| C | New | CITIGROUP INC | $774,174,156 | – | 16,815,251 | – | 2.87% | – |
| ANTM | New | ELEVANCE HEALTH INC | $706,134,089 | – | 1,589,354 | – | 2.62% | – |
| MSFT | New | MICROSOFT CORP | $699,716,392 | – | 2,054,726 | – | 2.60% | – |
| APA | New | APA CORPORATION | $641,873,302 | – | 18,784,703 | – | 2.38% | – |
| GM | New | GENERAL MTRS CO | $636,187,404 | – | 16,498,636 | – | 2.36% | – |
| ERIC | New | ERICSSONadr b sek 10 | $570,170,029 | – | 104,618,354 | – | 2.12% | – |
| FDX | New | FEDEX CORP | $561,839,321 | – | 2,266,395 | – | 2.08% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $560,465,924 | – | 4,682,255 | – | 2.08% | – |
| New | GENERAL ELECTRIC CO | $544,713,415 | – | 4,958,702 | – | 2.02% | – | |
| USB | New | US BANCORP DEL | $532,477,266 | – | 16,116,140 | – | 1.98% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $503,247,741 | – | 12,111,859 | – | 1.87% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $459,116,983 | – | 1,423,442 | – | 1.70% | – |
| BK | New | BANK NEW YORK MELLON CORP | $450,651,652 | – | 10,122,454 | – | 1.67% | – |
| MGA | New | MAGNA INTL INC | $450,433,191 | – | 7,980,744 | – | 1.67% | – |
| MDT | New | MEDTRONIC PLC | $438,202,528 | – | 4,973,922 | – | 1.63% | – |
| CVS | New | CVS HEALTH CORP | $437,852,898 | – | 6,333,761 | – | 1.62% | – |
| CFG | New | CITIZENS FINL GROUP INC | $418,801,559 | – | 16,058,342 | – | 1.56% | – |
| New | SHELL PLCspon ads | $414,308,420 | – | 6,861,683 | – | 1.54% | – | |
| WDAY | New | WORKDAY INCcl a | $407,670,234 | – | 1,804,729 | – | 1.51% | – |
| PPL | New | PPL CORP | $401,143,126 | – | 15,160,360 | – | 1.49% | – |
| NOV | New | NOV INC | $374,952,243 | – | 23,376,075 | – | 1.39% | – |
| CMI | New | CUMMINS INC | $361,526,910 | – | 1,474,657 | – | 1.34% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $355,110,670 | – | 4,930,723 | – | 1.32% | – |
| MRO | New | MARATHON OIL CORP | $337,246,683 | – | 14,650,160 | – | 1.25% | – |
| UL | New | UNILEVER PLCspon adr new | $328,655,462 | – | 6,304,536 | – | 1.22% | – |
| OLN | New | OLIN CORP | $278,986,340 | – | 5,428,806 | – | 1.04% | – |
| HCA | New | HCA HEALTHCARE INC | $277,428,063 | – | 914,156 | – | 1.03% | – |
| New | WARNER BROS DISCOVERY INC | $273,116,761 | – | 21,779,646 | – | 1.01% | – | |
| FIS | New | FIDELITY NATL INFORMATION SV | $263,945,825 | – | 4,825,335 | – | 0.98% | – |
| PCAR | New | PACCAR INC | $250,897,301 | – | 2,999,370 | – | 0.93% | – |
| TEL | New | TE CONNECTIVITY LTD | $242,638,965 | – | 1,731,157 | – | 0.90% | – |
| OVV | New | OVINTIV INC | $234,215,282 | – | 6,152,227 | – | 0.87% | – |
| STT | New | STATE STR CORP | $231,417,334 | – | 3,162,303 | – | 0.86% | – |
| MUR | New | MURPHY OIL CORP | $222,463,099 | – | 5,808,436 | – | 0.83% | – |
| CNHI | New | CNH INDL N V | $220,461,278 | – | 15,309,811 | – | 0.82% | – |
| GLW | New | CORNING INC | $213,210,411 | – | 6,084,772 | – | 0.79% | – |
| ORCL | New | ORACLE CORP | $205,958,533 | – | 1,729,436 | – | 0.76% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $202,602,850 | – | 157,858 | – | 0.75% | – |
| CI | New | THE CIGNA GROUP | $201,660,205 | – | 718,675 | – | 0.75% | – |
| New | GE HEALTHCARE TECHNOLOGIES I | $200,060,405 | – | 2,462,585 | – | 0.74% | – | |
| CNC | New | CENTENE CORP DEL | $187,322,815 | – | 2,777,210 | – | 0.70% | – |
| EEFT | New | EURONET WORLDWIDE INC | $180,638,416 | – | 1,539,051 | – | 0.67% | – |
| BA | New | BOEING CO | $179,441,656 | – | 849,790 | – | 0.67% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $177,166,371 | – | 1,216,802 | – | 0.66% | – |
| NWSA | New | NEWS CORP NEWcl a | $172,980,893 | – | 8,870,815 | – | 0.64% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $170,601,219 | – | 18,053,039 | – | 0.63% | – |
| ADNT | New | ADIENT PLC | $164,052,365 | – | 4,281,116 | – | 0.61% | – |
| HAL | New | HALLIBURTON CO | $158,094,117 | – | 4,792,183 | – | 0.59% | – |
| BPOP | New | POPULAR INC | $144,477,944 | – | 2,387,276 | – | 0.54% | – |
| MU | New | MICRON TECHNOLOGY INC | $144,191,519 | – | 2,284,765 | – | 0.54% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $143,772,953 | – | 1,467,670 | – | 0.53% | – |
| FLR | New | FLUOR CORP NEW | $142,298,389 | – | 4,807,378 | – | 0.53% | – |
| New | STAGWELL INC | $133,543,043 | – | 18,521,920 | – | 0.50% | – | |
| SNY | New | SANOFIsponsored adr | $127,259,248 | – | 2,361,025 | – | 0.47% | – |
| CVE | New | CENOVUS ENERGY INC | $118,513,014 | – | 6,979,565 | – | 0.44% | – |
| TKR | New | TIMKEN CO | $117,024,034 | – | 1,278,532 | – | 0.43% | – |
| EVR | New | EVERCORE INCclass a | $114,091,491 | – | 923,145 | – | 0.42% | – |
| COF | New | CAPITAL ONE FINL CORP | $113,809,656 | – | 1,040,593 | – | 0.42% | – |
| APTV | New | APTIV PLC | $111,451,653 | – | 1,091,700 | – | 0.41% | – |
| VIAC | New | PARAMOUNT GLOBAL | $111,542,974 | – | 7,010,872 | – | 0.41% | – |
| KOS | New | KOSMOS ENERGY LTD | $109,650,215 | – | 18,305,545 | – | 0.41% | – |
| BKNG | New | BOOKING HOLDINGS INC | $106,722,442 | – | 39,522 | – | 0.40% | – |
| SLM | New | SLM CORP | $103,673,583 | – | 6,352,548 | – | 0.38% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $103,201,750 | – | 3,264,845 | – | 0.38% | – |
| New | GSK PLCsponsored adr | $102,128,772 | – | 2,865,566 | – | 0.38% | – | |
| MAN | New | MANPOWERGROUP INC WIS | $100,996,006 | – | 1,271,990 | – | 0.38% | – |
| EQH | New | EQUITABLE HLDGS INC | $91,407,849 | – | 3,365,532 | – | 0.34% | – |
| OMC | New | OMNICOM GROUP INC | $87,869,027 | – | 923,479 | – | 0.33% | – |
| New | COREBRIDGE FINL INC | $86,107,493 | – | 4,875,849 | – | 0.32% | – | |
| KFY | New | KORN FERRY | $82,635,643 | – | 1,668,059 | – | 0.31% | – |
| ARW | New | ARROW ELECTRS INC | $82,458,800 | – | 575,709 | – | 0.31% | – |
| BWA | New | BORGWARNER INC | $75,482,803 | – | 1,543,300 | – | 0.28% | – |
| New | EXPRO GROUP HOLDINGS NV | $74,293,209 | – | 4,192,619 | – | 0.28% | – | |
| HUM | New | HUMANA INC | $72,562,492 | – | 162,285 | – | 0.27% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $71,815,703 | – | 1,100,118 | – | 0.27% | – |
| IP | New | INTERNATIONAL PAPER CO | $69,100,831 | – | 2,172,299 | – | 0.26% | – |
| SU | New | SUNCOR ENERGY INC NEW | $68,350,960 | – | 2,331,206 | – | 0.25% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $67,450,678 | – | 719,781 | – | 0.25% | – |
| SLB | New | SCHLUMBERGER LTD | $67,179,459 | – | 1,367,660 | – | 0.25% | – |
| AVA | New | AVISTA CORP | $67,158,337 | – | 1,710,169 | – | 0.25% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $62,019,863 | – | 253,930 | – | 0.23% | – |
| BRY | New | BERRY CORP | $59,795,456 | – | 8,691,200 | – | 0.22% | – |
| New | U HAUL HOLDING COMPANY | $57,275,341 | – | 1,130,360 | – | 0.21% | – | |
| New | ECOVYST INC | $56,873,631 | – | 4,962,795 | – | 0.21% | – | |
| FLS | New | FLOWSERVE CORP | $52,445,398 | – | 1,411,720 | – | 0.20% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $51,789,629 | – | 917,280 | – | 0.19% | – |
| BDC | New | BELDEN INC | $51,705,999 | – | 540,575 | – | 0.19% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $50,601,773 | – | 1,849,480 | – | 0.19% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $48,274,367 | – | 5,049,620 | – | 0.18% | – |
| TBI | New | TRUEBLUE INC | $45,301,472 | – | 2,557,960 | – | 0.17% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $43,899,780 | – | 920,910 | – | 0.16% | – |
| GBX | New | GREENBRIER COS INC | $43,763,309 | – | 1,015,390 | – | 0.16% | – |
| BCO | New | BRINKS CO | $41,868,746 | – | 617,260 | – | 0.16% | – |
| ODP | New | THE ODP CORP | $40,519,105 | – | 865,423 | – | 0.15% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $40,481,547 | – | 4,538,290 | – | 0.15% | – |
| ITRI | New | ITRON INC | $38,770,333 | – | 537,730 | – | 0.14% | – |
| POR | New | PORTLAND GEN ELEC CO | $38,013,316 | – | 811,730 | – | 0.14% | – |
| DOX | New | AMDOCS LTD | $35,728,739 | – | 361,444 | – | 0.13% | – |
| SF | New | STIFEL FINL CORP | $34,980,284 | – | 586,229 | – | 0.13% | – |
| GBLI | New | GLOBAL INDEMNITY GROUP LLC | $34,171,544 | – | 1,017,313 | – | 0.13% | – |
| PLXS | New | PLEXUS CORP | $33,294,125 | – | 338,906 | – | 0.12% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $31,952,340 | – | 930,470 | – | 0.12% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $31,856,197 | – | 998,940 | – | 0.12% | – |
| CNO | New | CNO FINL GROUP INC | $30,785,462 | – | 1,300,611 | – | 0.11% | – |
| RRC | New | RANGE RES CORP | $30,469,719 | – | 1,036,385 | – | 0.11% | – |
| THO | New | THOR INDS INC | $30,130,403 | – | 291,115 | – | 0.11% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $29,167,792 | – | 983,405 | – | 0.11% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $27,957,929 | – | 122,838 | – | 0.10% | – |
| RMR | New | RMR GROUP INCcl a | $24,438,673 | – | 1,054,755 | – | 0.09% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $20,516,160 | – | 571,640 | – | 0.08% | – |
| AVT | New | AVNET INC | $19,865,949 | – | 393,775 | – | 0.07% | – |
| PM | New | PHILIP MORRIS INTL INC | $18,855,791 | – | 193,155 | – | 0.07% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $18,528,895 | – | 5,683,710 | – | 0.07% | – |
| WEX | New | WEX INC | $18,139,634 | – | 99,630 | – | 0.07% | – |
| HLF | New | HERBALIFE LTD | $17,418,544 | – | 1,315,600 | – | 0.06% | – |
| FHB | New | FIRST HAWAIIAN INC | $16,358,051 | – | 908,276 | – | 0.06% | – |
| PWP | New | PERELLA WEINBERG PARTNERS | $16,096,392 | – | 1,932,340 | – | 0.06% | – |
| OAS | New | CHORD ENERGY CORPORATION | $15,196,209 | – | 98,805 | – | 0.06% | – |
| MLHR | New | MILLERKNOLL INC | $14,734,330 | – | 996,910 | – | 0.06% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $14,434,826 | – | 197,900 | – | 0.05% | – |
| JLL | New | JONES LANG LASALLE INC | $13,884,740 | – | 89,119 | – | 0.05% | – |
| MLR | New | MILLER INDS INC TENN | $13,895,479 | – | 391,753 | – | 0.05% | – |
| CRC | New | CALIFORNIA RES CORP | $13,923,278 | – | 307,425 | – | 0.05% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $13,856,779 | – | 265,914 | – | 0.05% | – |
| ASB | New | ASSOCIATED BANC CORP | $12,832,980 | – | 790,695 | – | 0.05% | – |
| New | KINETIK HOLDINGS INC | $12,616,876 | – | 359,046 | – | 0.05% | – | |
| GT | New | GOODYEAR TIRE & RUBR CO | $12,665,491 | – | 925,840 | – | 0.05% | – |
| NAVI | New | NAVIENT CORPORATION | $12,183,946 | – | 655,756 | – | 0.04% | – |
| New | COHERENT CORP | $12,076,907 | – | 236,895 | – | 0.04% | – | |
| LPX | New | LOUISIANA PAC CORP | $12,027,542 | – | 160,410 | – | 0.04% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $12,006,104 | – | 861,270 | – | 0.04% | – |
| VEC | New | V2X INC | $12,194,882 | – | 246,063 | – | 0.04% | – |
| SMTC | New | SEMTECH CORP | $11,742,407 | – | 461,210 | – | 0.04% | – |
| ACMR | New | ACM RESH INC | $11,918,627 | – | 911,210 | – | 0.04% | – |
| New | PERMIAN RESOURCES CORP | $11,811,373 | – | 1,077,680 | – | 0.04% | – | |
| ESNT | New | ESSENT GROUP LTD | $11,945,934 | – | 255,255 | – | 0.04% | – |
| ESRT | New | EMPIRE ST RLTY TR INCcl a | $11,881,312 | – | 1,586,290 | – | 0.04% | – |
| IPGP | New | IPG PHOTONICS CORP | $11,899,869 | – | 87,615 | – | 0.04% | – |
| New | CIVITAS RESOURCES INC | $11,669,421 | – | 168,220 | – | 0.04% | – | |
| NMIH | New | NMI HLDGS INCcl a | $11,627,521 | – | 450,330 | – | 0.04% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $11,715,452 | – | 1,042,300 | – | 0.04% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $11,524,824 | – | 380,860 | – | 0.04% | – |
| JELD | New | JELD-WEN HLDG INC | $11,467,827 | – | 653,810 | – | 0.04% | – |
| RMAX | New | RE MAX HLDGS INCcl a | $11,461,626 | – | 595,100 | – | 0.04% | – |
| New | CRESCENT ENERGY COMPANY | $11,488,154 | – | 1,102,510 | – | 0.04% | – | |
| AGO | New | ASSURED GUARANTY LTD | $11,497,311 | – | 206,045 | – | 0.04% | – |
| AZZ | New | AZZ INC | $11,491,693 | – | 264,420 | – | 0.04% | – |
| VST | New | VISTRA CORP | $11,697,656 | – | 445,625 | – | 0.04% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $11,337,816 | – | 385,640 | – | 0.04% | – |
| FHN | New | FIRST HORIZON CORPORATION | $11,235,852 | – | 996,970 | – | 0.04% | – |
| HTH | New | HILLTOP HOLDINGS INC | $11,212,659 | – | 356,410 | – | 0.04% | – |
| VNT | New | VONTIER CORPORATION | $11,428,752 | – | 354,820 | – | 0.04% | – |
| OTTR | New | OTTER TAIL CORP | $11,325,233 | – | 143,430 | – | 0.04% | – |
| PRLB | New | PROTO LABS INC | $11,230,550 | – | 321,240 | – | 0.04% | – |
| ADS | New | BREAD FINANCIAL HOLDINGS INC | $11,380,758 | – | 362,560 | – | 0.04% | – |
| PK | New | PARK HOTELS & RESORTS INC | $11,265,575 | – | 878,750 | – | 0.04% | – |
| ACIW | New | ACI WORLDWIDE INC | $11,277,071 | – | 486,710 | – | 0.04% | – |
| RDN | New | RADIAN GROUP INC | $11,382,320 | – | 450,250 | – | 0.04% | – |
| JHG | New | JANUS HENDERSON GROUP PLC | $11,230,270 | – | 412,120 | – | 0.04% | – |
| VSTO | New | VISTA OUTDOOR INC | $11,362,962 | – | 410,660 | – | 0.04% | – |
| IMXI | New | INTERNATIONAL MNY EXPRESS IN | $11,161,886 | – | 455,030 | – | 0.04% | – |
| KMPR | New | KEMPER CORP | $10,999,902 | – | 227,930 | – | 0.04% | – |
| PINC | New | PREMIER INCcl a | $10,913,945 | – | 394,575 | – | 0.04% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $10,989,433 | – | 44,090 | – | 0.04% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $10,915,328 | – | 253,550 | – | 0.04% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $11,063,643 | – | 173,820 | – | 0.04% | – |
| EIG | New | EMPLOYERS HLDGS INC | $10,662,037 | – | 285,005 | – | 0.04% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $10,870,353 | – | 68,900 | – | 0.04% | – |
| FBP | New | FIRST BANCORP P R | $10,882,582 | – | 890,555 | – | 0.04% | – |
| BKU | New | BANKUNITED INC | $10,705,825 | – | 496,790 | – | 0.04% | – |
| MMI | New | MARCUS & MILLICHAP INC | $10,743,019 | – | 340,940 | – | 0.04% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $10,766,070 | – | 624,120 | – | 0.04% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $10,793,885 | – | 209,590 | – | 0.04% | – |
| DRQ | New | DRIL-QUIP INC | $10,801,469 | – | 464,180 | – | 0.04% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $10,837,506 | – | 409,426 | – | 0.04% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $10,784,475 | – | 175,500 | – | 0.04% | – |
| COLB | New | COLUMBIA BKG SYS INC | $10,375,045 | – | 511,590 | – | 0.04% | – |
| SR | New | SPIRE INC | $10,548,296 | – | 166,272 | – | 0.04% | – |
| RCII | New | UPBOUND GROUP INC | $10,418,588 | – | 334,680 | – | 0.04% | – |
| CATY | New | CATHAY GEN BANCORP | $10,575,542 | – | 328,535 | – | 0.04% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $10,480,262 | – | 289,510 | – | 0.04% | – |
| PNM | New | PNM RES INC | $10,423,512 | – | 231,120 | – | 0.04% | – |
| BKH | New | BLACK HILLS CORP | $10,543,391 | – | 174,965 | – | 0.04% | – |
| CWK | New | CUSHMAN WAKEFIELD PLC | $10,420,338 | – | 1,273,880 | – | 0.04% | – |
| OGS | New | ONE GAS INC | $10,479,188 | – | 136,430 | – | 0.04% | – |
| OCFC | New | OCEANFIRST FINL CORP | $10,594,421 | – | 678,260 | – | 0.04% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $10,606,271 | – | 996,830 | – | 0.04% | – |
| NWE | New | NORTHWESTERN CORP | $10,549,981 | – | 185,870 | – | 0.04% | – |
| ALE | New | ALLETE INC | $10,281,965 | – | 177,367 | – | 0.04% | – |
| SPNT | New | SIRIUSPOINT LTD | $10,367,984 | – | 1,148,171 | – | 0.04% | – |
| SASR | New | SANDY SPRING BANCORP INC | $10,247,731 | – | 451,840 | – | 0.04% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $10,197,346 | – | 185,440 | – | 0.04% | – |
| WAFD | New | WASHINGTON FED INC | $10,204,366 | – | 384,780 | – | 0.04% | – |
| VIRT | New | VIRTU FINL INCcl a | $9,923,992 | – | 580,690 | – | 0.04% | – |
| FHI | New | FEDERATED HERMES INCcl b | $10,033,698 | – | 279,880 | – | 0.04% | – |
| TDW | New | TIDEWATER INC NEW | $10,029,096 | – | 180,900 | – | 0.04% | – |
| ONEW | New | ONEWATER MARINE INC | $9,826,838 | – | 271,160 | – | 0.04% | – |
| CNOB | New | CONNECTONE BANCORP INC | $9,816,137 | – | 591,690 | – | 0.04% | – |
| New | TRINSEO PLC | $9,367,184 | – | 739,320 | – | 0.04% | – | |
| BCC | New | BOISE CASCADE CO DEL | $9,473,107 | – | 104,849 | – | 0.04% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $9,248,660 | – | 235,275 | – | 0.03% | – |
| QQQ | New | INVESCO QQQ TRput | $9,235,500 | – | 25,000 | – | 0.03% | – |
| ALX | New | ALEXANDERS INC | $9,257,351 | – | 50,350 | – | 0.03% | – |
| HOPE | New | HOPE BANCORP INC | $9,101,330 | – | 1,080,918 | – | 0.03% | – |
| SNV | New | SYNOVUS FINL CORP | $9,073,185 | – | 299,940 | – | 0.03% | – |
| HI | New | HILLENBRAND INC | $9,100,149 | – | 177,460 | – | 0.03% | – |
| TPC | New | TUTOR PERINI CORP | $9,275,187 | – | 1,297,229 | – | 0.03% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $9,174,420 | – | 561,470 | – | 0.03% | – |
| HZO | New | MARINEMAX INC | $9,266,925 | – | 271,280 | – | 0.03% | – |
| MTG | New | MGIC INVT CORP WIS | $9,027,775 | – | 571,740 | – | 0.03% | – |
| PARR | New | PAR PAC HOLDINGS INC | $8,921,269 | – | 335,260 | – | 0.03% | – |
| AAN | New | THE AARONS COMPANY INC | $8,864,225 | – | 626,890 | – | 0.03% | – |
| HAFC | New | HANMI FINL CORP | $8,819,136 | – | 590,699 | – | 0.03% | – |
| IIIN | New | INSTEEL INDS INC | $8,499,183 | – | 273,110 | – | 0.03% | – |
| NOG | New | NORTHERN OIL & GAS INC | $8,727,233 | – | 254,290 | – | 0.03% | – |
| SANM | New | SANMINA CORPORATION | $8,494,514 | – | 140,941 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $8,721,358 | – | 20,987 | – | 0.03% | – |
| WNC | New | WABASH NATL CORP | $8,641,424 | – | 337,029 | – | 0.03% | – |
| PLAB | New | PHOTRONICS INC | $8,557,122 | – | 331,800 | – | 0.03% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $8,603,247 | – | 33,333 | – | 0.03% | – |
| AYX | New | ALTERYX INCput | $8,626,000 | – | 190,000 | – | 0.03% | – |
| LOB | New | LIVE OAK BANCSHARES INC | $8,332,587 | – | 316,708 | – | 0.03% | – |
| NR | New | NEWPARK RES INC | $8,421,032 | – | 1,610,140 | – | 0.03% | – |
| MWA | New | MUELLER WTR PRODS INC | $8,401,460 | – | 517,650 | – | 0.03% | – |
| BXC | New | BLUELINX HLDGS INC | $8,338,918 | – | 88,920 | – | 0.03% | – |
| BUSE | New | FIRST BUSEY CORP | $8,347,329 | – | 415,290 | – | 0.03% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $8,242,906 | – | 112,608 | – | 0.03% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $8,478,948 | – | 223,542 | – | 0.03% | – |
| EBIX | New | EBIX INC | $8,410,752 | – | 333,760 | – | 0.03% | – |
| NCR | New | NCR CORP NEW | $8,220,240 | – | 326,200 | – | 0.03% | – |
| BOOT | New | BOOT BARN HLDGS INC | $8,236,103 | – | 97,250 | – | 0.03% | – |
| PDS | New | PRECISION DRILLING CORP | $8,267,513 | – | 169,590 | – | 0.03% | – |
| HVT | New | HAVERTY FURNITURE COS INC | $8,459,787 | – | 279,940 | – | 0.03% | – |
| WTFC | New | WINTRUST FINL CORP | $8,407,217 | – | 115,770 | – | 0.03% | – |
| MLI | New | MUELLER INDS INC | $8,272,398 | – | 94,780 | – | 0.03% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $8,270,450 | – | 1,255,000 | – | 0.03% | – |
| SIG | New | SIGNET JEWELERS LIMITED | $8,256,695 | – | 126,520 | – | 0.03% | – |
| CRUS | New | CIRRUS LOGIC INC | $8,357,397 | – | 103,165 | – | 0.03% | – |
| FWRD | New | FORWARD AIR CORP | $8,222,782 | – | 77,493 | – | 0.03% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $8,337,987 | – | 1,134,420 | – | 0.03% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $8,485,490 | – | 269,039 | – | 0.03% | – |
| TNL | New | TRAVEL PLUS LEISURE CO | $8,395,157 | – | 208,110 | – | 0.03% | – |
| EAF | New | GRAFTECH INTL LTD | $8,261,820 | – | 1,639,250 | – | 0.03% | – |
| ACCO | New | ACCO BRANDS CORP | $8,126,449 | – | 1,559,779 | – | 0.03% | – |
| ASIX | New | ADVANSIX INC | $8,086,676 | – | 231,180 | – | 0.03% | – |
| ANDE | New | ANDERSONS INC | $8,060,098 | – | 174,650 | – | 0.03% | – |
| CPF | New | CENTRAL PAC FINL CORP | $8,018,855 | – | 510,430 | – | 0.03% | – |
| FNB | New | F N B CORP | $8,181,430 | – | 715,160 | – | 0.03% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $8,040,505 | – | 54,944 | – | 0.03% | – |
| KALU | New | KAISER ALUMINUM CORP | $7,987,072 | – | 111,489 | – | 0.03% | – |
| KELYA | New | KELLY SVCS INCcl a | $7,994,465 | – | 453,973 | – | 0.03% | – |
| SWIM | New | LATHAM GROUP INC | $8,115,328 | – | 2,187,420 | – | 0.03% | – |
| MOGA | New | MOOG INCcl a | $8,206,525 | – | 75,685 | – | 0.03% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $8,205,170 | – | 590,300 | – | 0.03% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $8,001,484 | – | 40,520 | – | 0.03% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $8,050,122 | – | 5,796 | – | 0.03% | – |
| FTI | New | TECHNIPFMC PLC | $7,840,817 | – | 471,770 | – | 0.03% | – |
| STC | New | STEWART INFORMATION SVCS COR | $7,815,366 | – | 189,970 | – | 0.03% | – |
| CMCO | New | COLUMBUS MCKINNON CORP N Y | $7,699,110 | – | 189,400 | – | 0.03% | – |
| ARNC | New | ARCONIC CORPORATION | $7,754,693 | – | 262,160 | – | 0.03% | – |
| EGBN | New | EAGLE BANCORP INC MD | $7,734,615 | – | 365,530 | – | 0.03% | – |
| PFC | New | PREMIER FINANCIAL CORP | $7,849,480 | – | 489,980 | – | 0.03% | – |
| CCS | New | CENTURY CMNTYS INC | $7,704,907 | – | 100,560 | – | 0.03% | – |
| CASS | New | CASS INFORMATION SYS INC | $7,792,453 | – | 200,940 | – | 0.03% | – |
| AXS | New | AXIS CAP HLDGS LTD | $7,731,603 | – | 143,630 | – | 0.03% | – |
| RGP | New | RESOURCES CONNECTION INC | $7,691,632 | – | 489,601 | – | 0.03% | – |
| GIII | New | G III APPAREL GROUP LTD | $7,865,821 | – | 408,190 | – | 0.03% | – |
| RYI | New | RYERSON HLDG CORP | $7,709,060 | – | 177,710 | – | 0.03% | – |
| SEM | New | SELECT MED HLDGS CORP | $7,878,022 | – | 247,270 | – | 0.03% | – |
| MERC | New | MERCER INTL INC | $7,624,940 | – | 944,850 | – | 0.03% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $7,577,558 | – | 124,754 | – | 0.03% | – |
| MMS | New | MAXIMUS INC | $7,474,910 | – | 88,450 | – | 0.03% | – |
| KE | New | KIMBALL ELECTRONICS INC | $7,490,769 | – | 271,110 | – | 0.03% | – |
| MATX | New | MATSON INC | $7,666,588 | – | 98,631 | – | 0.03% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $7,651,847 | – | 31,827 | – | 0.03% | – |
| PLUS | New | EPLUS INC | $7,491,503 | – | 133,064 | – | 0.03% | – |
| HSON | New | HUDSON GLOBAL INC | $7,537,544 | – | 338,766 | – | 0.03% | – |
| VRRM | New | VERRA MOBILITY CORP | $7,448,836 | – | 377,730 | – | 0.03% | – |
| VTNR | New | VERTEX ENERGY INC | $7,622,688 | – | 1,219,630 | – | 0.03% | – |
| BLMN | New | BLOOMIN BRANDS INC | $7,622,643 | – | 283,475 | – | 0.03% | – |
| LBAI | New | LAKELAND BANCORP INC | $7,610,876 | – | 568,400 | – | 0.03% | – |
| MTH | New | MERITAGE HOMES CORP | $7,512,567 | – | 52,805 | – | 0.03% | – |
| ENS | New | ENERSYS | $7,212,782 | – | 66,465 | – | 0.03% | – |
| MHO | New | M/I HOMES INC | $7,269,728 | – | 83,378 | – | 0.03% | – |
| GTES | New | GATES INDL CORP PLC | $7,391,893 | – | 548,360 | – | 0.03% | – |
| LZB | New | LA Z BOY INC | $7,401,722 | – | 258,440 | – | 0.03% | – |
| KFRC | New | KFORCE INC | $7,194,371 | – | 114,816 | – | 0.03% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS | $7,285,921 | – | 814,980 | – | 0.03% | – |
| CHX | New | CHAMPIONX CORPORATION | $7,383,174 | – | 237,860 | – | 0.03% | – |
| PUMP | New | PROPETRO HLDG CORP | $7,387,078 | – | 896,490 | – | 0.03% | – |
| TILE | New | INTERFACE INC | $7,190,220 | – | 818,000 | – | 0.03% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $7,282,381 | – | 115,520 | – | 0.03% | – |
| THR | New | THERMON GROUP HLDGS INC | $7,224,932 | – | 271,614 | – | 0.03% | – |
| DIOD | New | DIODES INC | $7,163,813 | – | 77,455 | – | 0.03% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $7,252,474 | – | 982,720 | – | 0.03% | – |
| HTLD | New | HEARTLAND EXPRESS INC | $7,172,483 | – | 437,080 | – | 0.03% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $7,242,095 | – | 485,070 | – | 0.03% | – |
| NHC | New | NATIONAL HEALTHCARE CORP | $6,957,223 | – | 112,540 | – | 0.03% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $6,915,976 | – | 141,808 | – | 0.03% | – |
| TRS | New | TRIMAS CORP | $6,943,149 | – | 252,570 | – | 0.03% | – |
| WHR | New | WHIRLPOOL CORP | $7,093,414 | – | 47,674 | – | 0.03% | – |
| BGS | New | B & G FOODS INC NEW | $6,975,034 | – | 501,080 | – | 0.03% | – |
| MXL | New | MAXLINEAR INC | $7,132,244 | – | 225,990 | – | 0.03% | – |
| EAT | New | BRINKER INTL INC | $6,939,726 | – | 189,610 | – | 0.03% | – |
| FFIC | New | FLUSHING FINL CORP | $7,134,443 | – | 580,508 | – | 0.03% | – |
| B | New | BARNES GROUP INC | $6,871,485 | – | 162,870 | – | 0.03% | – |
| LBRT | New | LIBERTY ENERGY INC | $6,939,966 | – | 519,070 | – | 0.03% | – |
| REX | New | REX AMERICAN RES CORP | $7,007,845 | – | 201,317 | – | 0.03% | – |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $7,036,693 | – | 8,287,000 | – | 0.03% | – | |
| ABM | New | ABM INDS INC | $6,697,756 | – | 157,040 | – | 0.02% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP | $6,738,120 | – | 249,560 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $6,638,174 | – | 199,945 | – | 0.02% | – |
| TPH | New | TRI POINTE HOMES INC | $6,798,800 | – | 206,902 | – | 0.02% | – |
| IBCP | New | INDEPENDENT BK CORP MICH | $6,656,461 | – | 392,480 | – | 0.02% | – |
| TRST | New | TRUSTCO BK CORP N Y | $6,602,101 | – | 230,762 | – | 0.02% | – |
| MED | New | MEDIFAST INC | $6,779,290 | – | 73,560 | – | 0.02% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $6,726,694 | – | 380,900 | – | 0.02% | – |
| HOFT | New | HOOKER FURNISHINGS CORPORATI | $6,780,839 | – | 363,389 | – | 0.02% | – |
| SOI | New | SOLARIS OILFIELD INFRASTRUCT | $6,836,598 | – | 820,720 | – | 0.02% | – |
| HIBB | New | HIBBETT INC | $6,606,340 | – | 182,043 | – | 0.02% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $6,804,129 | – | 119,791 | – | 0.02% | – |
| KBH | New | KB HOME | $6,694,377 | – | 129,460 | – | 0.02% | – |
| LPI | New | VITAL ENERGY INC | $6,829,841 | – | 151,270 | – | 0.02% | – |
| MYE | New | MYERS INDS INC | $6,650,500 | – | 342,280 | – | 0.02% | – |
| LBC | New | LUTHER BURBANK CORP | $6,407,941 | – | 718,379 | – | 0.02% | – |
| LL | New | LL FLOORING HOLDINGS INC | $6,407,284 | – | 1,672,920 | – | 0.02% | – |
| TTEC | New | TTEC HLDGS INC | $6,506,078 | – | 192,260 | – | 0.02% | – |
| TALO | New | TALOS ENERGY INC | $6,521,258 | – | 470,170 | – | 0.02% | – |
| CCF | New | CHASE CORP | $6,501,029 | – | 53,630 | – | 0.02% | – |
| ASLE | New | AERSALE CORPORATION | $6,439,335 | – | 438,050 | – | 0.02% | – |
| SHOO | New | MADDEN STEVEN LTD | $6,559,249 | – | 200,650 | – | 0.02% | – |
| DIN | New | DINE BRANDS GLOBAL INC | $6,472,086 | – | 111,530 | – | 0.02% | – |
| FNKO | New | FUNKO INC | $6,475,662 | – | 598,490 | – | 0.02% | – |
| DEN | New | DENBURY INC | $6,550,584 | – | 75,940 | – | 0.02% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $6,584,737 | – | 114,140 | – | 0.02% | – |
| CBT | New | CABOT CORP | $6,544,183 | – | 97,835 | – | 0.02% | – |
| INT | New | WORLD KINECT CORPORATION | $6,320,656 | – | 305,641 | – | 0.02% | – |
| TG | New | TREDEGAR CORP | $5,831,227 | – | 874,247 | – | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $5,998,413 | – | 409,448 | – | 0.02% | – |
| New | ENACT HLDGS INC | $5,528,851 | – | 220,010 | – | 0.02% | – | |
| PACW | New | PACWEST BANCORP DEL | $5,543,223 | – | 680,150 | – | 0.02% | – |
| TLS | New | TELOS CORP MD | $5,753,293 | – | 2,247,380 | – | 0.02% | – |
| GCO | New | GENESCO INC | $5,738,417 | – | 229,170 | – | 0.02% | – |
| IDCC | New | INTERDIGITAL INC | $5,621,141 | – | 58,220 | – | 0.02% | – |
| CFFN | New | CAPITOL FED FINL INC | $5,564,044 | – | 901,790 | – | 0.02% | – |
| CSTM | New | CONSTELLIUM SE | $5,700,080 | – | 331,400 | – | 0.02% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $5,627,548 | – | 118,850 | – | 0.02% | – |
| BHR | New | BRAEMAR HOTELS & RESORTS INC | $5,628,563 | – | 1,400,140 | – | 0.02% | – |
| HBNC | New | HORIZON BANCORP INC | $5,409,140 | – | 519,610 | – | 0.02% | – |
| New | NEW YORK MTG TR INC | $5,339,053 | – | 538,211 | – | 0.02% | – | |
| KRNY | New | KEARNY FINL CORP MD | $5,370,549 | – | 761,780 | – | 0.02% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $5,299,912 | – | 256,282 | – | 0.02% | – |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $5,418,076 | – | 395,480 | – | 0.02% | – |
| FET | New | FORUM ENERGY TECHNOLOGIES IN | $5,266,678 | – | 205,810 | – | 0.02% | – |
| SAFT | New | SAFETY INS GROUP INC | $5,435,659 | – | 75,790 | – | 0.02% | – |
| INBK | New | FIRST INTERNET BANCORP | $5,255,044 | – | 353,875 | – | 0.02% | – |
| DHIL | New | DIAMOND HILL INVT GROUP INC | $5,305,161 | – | 30,970 | – | 0.02% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $5,261,301 | – | 147,914 | – | 0.02% | – |
| New | CADENCE BANK | $5,400,332 | – | 274,966 | – | 0.02% | – | |
| WASH | New | WASHINGTON TR BANCORP INC | $5,374,601 | – | 200,470 | – | 0.02% | – |
| ABCB | New | AMERIS BANCORP | $5,387,733 | – | 157,490 | – | 0.02% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $5,128,603 | – | 220,680 | – | 0.02% | – |
| SRCE | New | 1ST SOURCE CORP | $5,195,421 | – | 123,907 | – | 0.02% | – |
| MSBI | New | MIDLAND STATES BANCORP INC | $5,228,087 | – | 262,586 | – | 0.02% | – |
| THFF | New | FIRST FINL CORP IND | $5,226,274 | – | 160,957 | – | 0.02% | – |
| SLQT | New | SELECTQUOTE INC | $5,189,964 | – | 2,661,520 | – | 0.02% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $5,184,079 | – | 593,144 | – | 0.02% | – |
| FBK | New | FB FINL CORP | $5,236,570 | – | 186,687 | – | 0.02% | – |
| FRME | New | FIRST MERCHANTS CORP | $5,133,371 | – | 181,841 | – | 0.02% | – |
| WSBF | New | WATERSTONE FINL INC MD | $5,163,946 | – | 356,380 | – | 0.02% | – |
| MCY | New | MERCURY GENL CORP NEW | $5,137,424 | – | 169,720 | – | 0.02% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $5,150,643 | – | 131,730 | – | 0.02% | – |
| CAC | New | CAMDEN NATL CORP | $5,168,150 | – | 166,876 | – | 0.02% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $5,232,787 | – | 134,970 | – | 0.02% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $5,245,157 | – | 477,701 | – | 0.02% | – |
| New | JAKKS PAC INC | $5,118,031 | – | 256,286 | – | 0.02% | – | |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $5,165,456 | – | 285,700 | – | 0.02% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $5,017,343 | – | 891,180 | – | 0.02% | – |
| New | CRANE NXT CO | $5,086,373 | – | 90,120 | – | 0.02% | – | |
| NRG | New | NRG ENERGY INC | $4,721,983 | – | 126,290 | – | 0.02% | – |
| HUN | New | HUNTSMAN CORP | $4,946,281 | – | 183,060 | – | 0.02% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $4,497,298 | – | 123,315 | – | 0.02% | – |
| STRL | New | STERLING INFRASTRUCTURE INC | $4,356,306 | – | 78,070 | – | 0.02% | – |
| TSLA | New | TESLA INCput | $4,397,736 | – | 16,800 | – | 0.02% | – |
| QUAD | New | QUAD / GRAPHICS INC | $4,131,826 | – | 1,098,890 | – | 0.02% | – |
| CMA | New | COMERICA INC | $3,978,028 | – | 93,910 | – | 0.02% | – |
| MBWM | New | MERCANTILE BK CORP | $3,857,962 | – | 139,680 | – | 0.01% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $3,849,900 | – | 75,890 | – | 0.01% | – |
| CATO | New | CATO CORP NEWcl a | $3,772,173 | – | 469,760 | – | 0.01% | – |
| PRI | New | PRIMERICA INC | $3,818,746 | – | 19,310 | – | 0.01% | – |
| HMST | New | HOMESTREET INC | $3,723,384 | – | 628,950 | – | 0.01% | – |
| URBN | New | URBAN OUTFITTERS INC | $3,679,087 | – | 111,050 | – | 0.01% | – |
| ALTO | New | ALTO INGREDIENTS INC | $3,663,220 | – | 1,267,550 | – | 0.01% | – |
| PRIM | New | PRIMORIS SVCS CORP | $3,570,536 | – | 117,182 | – | 0.01% | – |
| ZEUS | New | OLYMPIC STEEL INC | $3,493,210 | – | 71,290 | – | 0.01% | – |
| New | NOBLE CORP PLC | $3,375,853 | – | 81,720 | – | 0.01% | – | |
| LAKE | New | LAKELAND INDS INC | $3,579,124 | – | 248,723 | – | 0.01% | – |
| WOR | New | WORTHINGTON INDS INC | $3,548,528 | – | 51,080 | – | 0.01% | – |
| UFPI | New | UFP INDUSTRIES INC | $3,422,371 | – | 35,264 | – | 0.01% | – |
| JACK | New | JACK IN THE BOX INC | $3,511,080 | – | 36,000 | – | 0.01% | – |
| SNBR | New | SLEEP NUMBER CORP | $3,145,384 | – | 115,300 | – | 0.01% | – |
| WIRE | New | ENCORE WIRE CORP | $3,281,850 | – | 17,651 | – | 0.01% | – |
| PGTI | New | PGT INNOVATIONS INC | $3,156,945 | – | 108,300 | – | 0.01% | – |
| MSGE | New | SPHERE ENTERTAINMENT COcl a | $3,188,196 | – | 116,400 | – | 0.01% | – |
| NEU | New | NEWMARKET CORP | $3,347,649 | – | 8,325 | – | 0.01% | – |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $3,044,993 | – | 150,370 | – | 0.01% | – |
| NECB | New | NORTHEAST CMNTY BANCORP INC | $2,957,757 | – | 198,774 | – | 0.01% | – |
| BLBD | New | BLUE BIRD CORP | $3,050,086 | – | 135,680 | – | 0.01% | – |
| HWKN | New | HAWKINS INC | $2,966,795 | – | 62,210 | – | 0.01% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $2,994,935 | – | 19,186 | – | 0.01% | – |
| EEX | New | EMERALD HOLDING INC | $3,095,197 | – | 754,926 | – | 0.01% | – |
| RBCAA | New | REPUBLIC BANCORP INC KYcl a | $3,038,325 | – | 71,490 | – | 0.01% | – |
| ORGO | New | ORGANOGENESIS HLDGS INC | $2,898,659 | – | 873,090 | – | 0.01% | – |
| New | MFA FINL INC | $2,925,592 | – | 260,284 | – | 0.01% | – | |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $2,939,948 | – | 239,800 | – | 0.01% | – |
| ACNB | New | ACNB CORP | $2,772,680 | – | 83,590 | – | 0.01% | – |
| HBCP | New | HOME BANCORP INC | $2,643,184 | – | 79,590 | – | 0.01% | – |
| PTSI | New | P A M TRANSN SVCS INC | $2,582,770 | – | 96,480 | – | 0.01% | – |
| GIC | New | GLOBAL INDUSTRIAL COMPANY | $2,657,561 | – | 95,699 | – | 0.01% | – |
| TGNA | New | TEGNA INC | $2,671,480 | – | 164,500 | – | 0.01% | – |
| NGVT | New | INGEVITY CORP | $2,779,466 | – | 47,790 | – | 0.01% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $2,774,430 | – | 159,450 | – | 0.01% | – |
| ISTR | New | INVESTAR HLDG CORP | $2,636,347 | – | 217,700 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $2,615,524 | – | 66,502 | – | 0.01% | – |
| AJX | New | GREAT AJAX CORP | $2,586,400 | – | 421,925 | – | 0.01% | – |
| CRI | New | CARTERS INC | $2,685,474 | – | 36,990 | – | 0.01% | – |
| GPMT | New | GRANITE PT MTG TR INC | $2,728,186 | – | 514,752 | – | 0.01% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $2,567,691 | – | 66,780 | – | 0.01% | – |
| NBN | New | NORTHEAST BK LEWISTON ME | $2,771,888 | – | 66,520 | – | 0.01% | – |
| CCNE | New | CNB FINL CORP PA | $2,626,320 | – | 148,800 | – | 0.01% | – |
| BSRR | New | SIERRA BANCORP | $2,606,965 | – | 153,622 | – | 0.01% | – |
| FSBW | New | FS BANCORP INC | $2,673,524 | – | 88,910 | – | 0.01% | – |
| ZUMZ | New | ZUMIEZ INC | $2,674,263 | – | 160,520 | – | 0.01% | – |
| KTB | New | KONTOOR BRANDS INC | $2,629,566 | – | 62,460 | – | 0.01% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $2,610,536 | – | 265,029 | – | 0.01% | – |
| BHE | New | BENCHMARK ELECTRS INC | $2,737,463 | – | 105,980 | – | 0.01% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $2,640,477 | – | 123,560 | – | 0.01% | – |
| SCSC | New | SCANSOURCE INC | $2,612,779 | – | 88,389 | – | 0.01% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $2,713,178 | – | 239,680 | – | 0.01% | – |
| MCBC | New | MACATAWA BK CORP | $2,559,981 | – | 275,860 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $2,617,845 | – | 219,250 | – | 0.01% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $2,579,842 | – | 106,870 | – | 0.01% | – |
| PCB | New | PCB BANCORP | $2,710,318 | – | 184,250 | – | 0.01% | – |
| CFB | New | CROSSFIRST BANKSHARES INC | $2,348,300 | – | 234,830 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $2,395,754 | – | 152,208 | – | 0.01% | – |
| FRST | New | PRIMIS FINANCIAL CORP | $2,381,285 | – | 282,813 | – | 0.01% | – |
| TRTX | New | TPG RE FIN TR INC | $2,543,557 | – | 343,260 | – | 0.01% | – |
| CNXN | New | PC CONNECTION INC | $2,377,447 | – | 52,715 | – | 0.01% | – |
| New | DOUGLAS ELLIMAN INC | $2,501,938 | – | 1,126,999 | – | 0.01% | – | |
| BCML | New | BAYCOM CORP | $2,470,975 | – | 148,140 | – | 0.01% | – |
| LOCO | New | EL POLLO LOCO HLDGS INC | $2,425,607 | – | 276,580 | – | 0.01% | – |
| CVCY | New | CENTRAL VY CMNTY BANCORP | $2,451,297 | – | 158,660 | – | 0.01% | – |
| INS | New | CORECARD CORPORATION | $2,551,723 | – | 100,620 | – | 0.01% | – |
| FBIZ | New | FIRST BUSINESS FINL SVCS INC | $2,479,195 | – | 84,069 | – | 0.01% | – |
| UFCS | New | UNITED FIRE GROUP INC | $2,529,853 | – | 111,644 | – | 0.01% | – |
| NTRS | New | NORTHERN TR CORP | $2,450,698 | – | 33,055 | – | 0.01% | – |
| GLRE | New | GREENLIGHT CAPITAL RE LTDclass a | $2,379,330 | – | 225,850 | – | 0.01% | – |
| PKBK | New | PARKE BANCORP INC | $2,324,572 | – | 136,820 | – | 0.01% | – |
| BMRC | New | BANK MARIN BANCORP | $2,330,143 | – | 131,870 | – | 0.01% | – |
| MBIN | New | MERCHANTS BANCORP IND | $2,522,188 | – | 98,600 | – | 0.01% | – |
| SFST | New | SOUTHERN FIRST BANCSHARES | $2,466,065 | – | 99,639 | – | 0.01% | – |
| BCBP | New | BCB BANCORP INC | $2,491,345 | – | 212,210 | – | 0.01% | – |
| GHC | New | GRAHAM HLDGS CO | $2,540,229 | – | 4,445 | – | 0.01% | – |
| BRSP | New | BRIGHTSPIRE CAPITAL INC | $2,556,727 | – | 379,900 | – | 0.01% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $2,487,046 | – | 85,202 | – | 0.01% | – |
| FLIC | New | FIRST LONG IS CORP | $2,385,970 | – | 198,500 | – | 0.01% | – |
| LEA | New | LEAR CORP | $2,143,202 | – | 14,930 | – | 0.01% | – |
| KEY | New | KEYCORP | $2,282,742 | – | 247,050 | – | 0.01% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $1,994,057 | – | 16,085 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $1,987,899 | – | 161,881 | – | 0.01% | – |
| GLD | New | SPDR GOLD TR | $1,657,911 | – | 9,300 | – | 0.01% | – |
| HOG | New | HARLEY DAVIDSON INC | $1,550,296 | – | 44,030 | – | 0.01% | – |
| HNI | New | HNI CORP | $1,475,336 | – | 52,354 | – | 0.01% | – |
| WMPN | New | WILLIAM PENN BANCORPORATION | $1,269,461 | – | 125,070 | – | 0.01% | – |
| BGSF | New | BGSF INC | $1,304,695 | – | 136,904 | – | 0.01% | – |
| LAZ | New | LAZARD LTD | $1,344,000 | – | 42,000 | – | 0.01% | – |
| TCFC | New | COMMUNITY FINL CORP MD | $1,118,546 | – | 41,290 | – | 0.00% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $1,057,199 | – | 58,280 | – | 0.00% | – |
| HES | New | HESS CORP | $859,204 | – | 6,320 | – | 0.00% | – |
| CCL | New | CARNIVAL CORP | $785,211 | – | 41,700 | – | 0.00% | – |
| New | XPERI INC | $617,984 | – | 46,995 | – | 0.00% | – | |
| New | BORR DRILLING LTD | $174,696 | – | 23,200 | – | 0.00% | – | |
| New | OUTBRAIN INC | $341,842 | – | 69,480 | – | 0.00% | – | |
| MS | New | MORGAN STANLEY | $273,280 | – | 3,200 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | BORR DRILLING LTD | $0 | – | -23,200 | – | 0.00% | – | |
| MS | Exit | MORGAN STANLEY | $0 | – | -3,500 | – | -0.00% | – |
| ONLN | Exit | PROSHARES TRonline rtl etf | $0 | – | -9,100 | – | -0.00% | – |
| PFIX | Exit | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $0 | – | -6,000 | – | -0.00% | – |
| MSTR | Exit | MICROSTRATEGY INCput | $0 | – | -1,800 | – | -0.00% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -1,800 | – | -0.00% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -12,900 | – | -0.00% | – |
| FSTR | Exit | FOSTER L B CO | $0 | – | -94,345 | – | -0.00% | – |
| GPS | Exit | GAP INC | $0 | – | -126,000 | – | -0.00% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -52,390 | – | -0.01% | – |
| Exit | OUTBRAIN INC | $0 | – | -309,290 | – | -0.01% | – | |
| TCFC | Exit | COMMUNITY FINL CORP MD | $0 | – | -36,700 | – | -0.01% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -47,300 | – | -0.01% | – |
| MESA | Exit | MESA AIR GROUP INC | $0 | – | -687,340 | – | -0.01% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -42,000 | – | -0.01% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -9,300 | – | -0.01% | – |
| AAIC | Exit | ARLINGTON ASSET INVST CORPcl a new | $0 | – | -520,548 | – | -0.01% | – |
| Exit | MFA FINL INC | $0 | – | -183,114 | – | -0.01% | – | |
| LEA | Exit | LEAR CORP | $0 | – | -11,400 | – | -0.01% | – |
| PLCE | Exit | CHILDRENS PL INC NEW | $0 | – | -46,210 | – | -0.01% | – |
| BGSF | Exit | BGSF INC | $0 | – | -131,604 | – | -0.01% | – |
| WMPN | Exit | WILLIAM PENN BANCORPORATION | $0 | – | -117,730 | – | -0.01% | – |
| TIG | Exit | TREAN INS GROUP INC | $0 | – | -508,940 | – | -0.01% | – |
| LL | Exit | LL FLOORING HOLDINGS INC | $0 | – | -239,990 | – | -0.01% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -197,930 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -4,800 | – | -0.01% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -224,535 | – | -0.01% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -49,542 | – | -0.01% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -204,990 | – | -0.01% | – |
| MCY | Exit | MERCURY GENL CORP NEW | $0 | – | -58,070 | – | -0.01% | – |
| CSTM | Exit | CONSTELLIUM SE | $0 | – | -170,070 | – | -0.01% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -151,040 | – | -0.01% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -123,880 | – | -0.01% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -43,900 | – | -0.01% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -82,220 | – | -0.01% | – |
| GCO | Exit | GENESCO INC | $0 | – | -44,520 | – | -0.01% | – |
| GLRE | Exit | GREENLIGHT CAPITAL RE LTDclass a | $0 | – | -256,100 | – | -0.01% | – |
| ZEUS | Exit | OLYMPIC STEEL INC | $0 | – | -81,940 | – | -0.01% | – |
| SLQT | Exit | SELECTQUOTE INC | $0 | – | -2,661,520 | – | -0.01% | – |
| PDCO | Exit | PATTERSON COS INC | $0 | – | -81,300 | – | -0.01% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -607,900 | – | -0.01% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -273,950 | – | -0.01% | – |
| FF | Exit | FUTUREFUEL CORP | $0 | – | -325,180 | – | -0.01% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -265,350 | – | -0.01% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -462,999 | – | -0.01% | – |
| GMS | Exit | GMS INC | $0 | – | -48,500 | – | -0.01% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -271,820 | – | -0.01% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -98,550 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -104,991 | – | -0.01% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -49,870 | – | -0.01% | – |
| FRG | Exit | FRANCHISE GROUP INC | $0 | – | -76,670 | – | -0.01% | – |
| INMD | Exit | INMODE LTD | $0 | – | -72,790 | – | -0.01% | – |
| HRI | Exit | HERC HLDGS INC | $0 | – | -20,230 | – | -0.01% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -66,750 | – | -0.01% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -46,060 | – | -0.01% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -76,680 | – | -0.01% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -91,448 | – | -0.01% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -302,120 | – | -0.01% | – |
| BCML | Exit | BAYCOM CORP | $0 | – | -125,610 | – | -0.01% | – |
| SNDR | Exit | SCHNEIDER NATIONAL INCcl b | $0 | – | -104,850 | – | -0.01% | – |
| INS | Exit | CORECARD CORPORATION | $0 | – | -93,590 | – | -0.01% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -93,060 | – | -0.01% | – |
| NGVT | Exit | INGEVITY CORP | $0 | – | -36,350 | – | -0.01% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -97,870 | – | -0.01% | – |
| ACNB | Exit | ACNB CORP | $0 | – | -70,670 | – | -0.01% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -16,000 | – | -0.01% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -29,190 | – | -0.01% | – |
| FSBW | Exit | FS BANCORP INC | $0 | – | -76,340 | – | -0.01% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -98,521 | – | -0.01% | – |
| Exit | ENACT HLDGS INC | $0 | – | -91,930 | – | -0.01% | – | |
| PTSI | Exit | P A M TRANSN SVCS INC | $0 | – | -70,470 | – | -0.01% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -25,465 | – | -0.01% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -215,760 | – | -0.01% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -91,490 | – | -0.01% | – |
| UFPI | Exit | UFP INDUSTRIES INC | $0 | – | -28,034 | – | -0.01% | – |
| PKBK | Exit | PARKE BANCORP INC | $0 | – | -100,230 | – | -0.01% | – |
| BLMN | Exit | BLOOMIN BRANDS INC | $0 | – | -108,335 | – | -0.01% | – |
| CRI | Exit | CARTERS INC | $0 | – | -31,420 | – | -0.01% | – |
| SNBR | Exit | SLEEP NUMBER CORP | $0 | – | -59,680 | – | -0.01% | – |
| BSRR | Exit | SIERRA BANCORP | $0 | – | -105,302 | – | -0.01% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -95,191 | – | -0.01% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -117,770 | – | -0.01% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -45,350 | – | -0.01% | – |
| CFB | Exit | CROSSFIRST BANKSHARES INC | $0 | – | -173,020 | – | -0.01% | – |
| SAMG | Exit | SILVERCREST ASSET MGMT GROUPcl a | $0 | – | -139,440 | – | -0.01% | – |
| NBN | Exit | NORTHEAST BK LEWISTON ME | $0 | – | -63,580 | – | -0.01% | – |
| NEU | Exit | NEWMARKET CORP | $0 | – | -7,730 | – | -0.01% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -115,780 | – | -0.01% | – |
| FBIZ | Exit | FIRST BUSINESS FINL SVCS INC | $0 | – | -73,399 | – | -0.01% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -116,630 | – | -0.01% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -146,579 | – | -0.01% | – |
| FRST | Exit | PRIMIS FINANCIAL CORP | $0 | – | -183,203 | – | -0.01% | – |
| PRI | Exit | PRIMERICA INC | $0 | – | -18,890 | – | -0.01% | – |
| HWKN | Exit | HAWKINS INC | $0 | – | -60,630 | – | -0.01% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -121,140 | – | -0.01% | – |
| BCBP | Exit | BCB BANCORP INC | $0 | – | -136,380 | – | -0.01% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -98,550 | – | -0.01% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -77,910 | – | -0.01% | – |
| TA | Exit | TRAVELCENTERS OF AMERICA INC | $0 | – | -45,800 | – | -0.01% | – |
| Exit | NOBLE CORP NEW | $0 | – | -82,990 | – | -0.01% | – | |
| EEX | Exit | EMERALD HOLDING INC | $0 | – | -749,416 | – | -0.01% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -33,760 | – | -0.01% | – |
| MCBC | Exit | MACATAWA BK CORP | $0 | – | -266,790 | – | -0.01% | – |
| ZYXI | Exit | ZYNEX INC | $0 | – | -274,824 | – | -0.01% | – |
| NECB | Exit | NORTHEAST CMNTY BANCORP INC | $0 | – | -206,614 | – | -0.01% | – |
| CARE | Exit | CARTER BANKSHARES INC | $0 | – | -162,680 | – | -0.01% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -65,350 | – | -0.01% | – |
| HBCP | Exit | HOME BANCORP INC | $0 | – | -64,510 | – | -0.01% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -120,360 | – | -0.01% | – |
| BMRC | Exit | BANK MARIN BANCORP | $0 | – | -86,220 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -60,282 | – | -0.01% | – |
| PLPC | Exit | PREFORMED LINE PRODS CO | $0 | – | -39,546 | – | -0.01% | – |
| CVCY | Exit | CENTRAL VY CMNTY BANCORP | $0 | – | -153,380 | – | -0.01% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -1,124,330 | – | -0.01% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -33,000 | – | -0.01% | – |
| LAKE | Exit | LAKELAND INDS INC | $0 | – | -265,273 | – | -0.01% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -187,020 | – | -0.01% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -117,960 | – | -0.01% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -1,181,690 | – | -0.02% | – |
| PCB | Exit | PCB BANCORP | $0 | – | -198,640 | – | -0.02% | – |
| ARNC | Exit | ARCONIC CORPORATION | $0 | – | -210,500 | – | -0.02% | – |
| ADS | Exit | BREAD FINANCIAL HOLDINGS INC | $0 | – | -114,690 | – | -0.02% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -166,110 | – | -0.02% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -139,510 | – | -0.02% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -45,420 | – | -0.02% | – |
| GIII | Exit | G III APPAREL GROUP LTD | $0 | – | -244,220 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -608,038 | – | -0.02% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -405,680 | – | -0.02% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -152,930 | – | -0.02% | – |
| LOCO | Exit | EL POLLO LOCO HLDGS INC | $0 | – | -407,240 | – | -0.02% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -909,160 | – | -0.02% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -54,515 | – | -0.02% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -112,305 | – | -0.02% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -23,830 | – | -0.02% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -104,518 | – | -0.02% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -393,260 | – | -0.02% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -194,590 | – | -0.02% | – |
| MATX | Exit | MATSON INC | $0 | – | -59,601 | – | -0.02% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -234,282 | – | -0.02% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -221,860 | – | -0.02% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -37,320 | – | -0.02% | – |
| KE | Exit | KIMBALL ELECTRONICS INC | $0 | – | -224,650 | – | -0.02% | – |
| GES | Exit | GUESS INC | $0 | – | -262,230 | – | -0.02% | – |
| KBH | Exit | KB HOME | $0 | – | -149,670 | – | -0.02% | – |
| BHR | Exit | BRAEMAR HOTELS & RESORTS INC | $0 | – | -906,480 | – | -0.02% | – |
| MBWM | Exit | MERCANTILE BK CORP | $0 | – | -136,210 | – | -0.02% | – |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -1,658,620 | – | -0.02% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -69,920 | – | -0.02% | – |
| LPI | Exit | LAREDO PETROLEUM INC | $0 | – | -62,600 | – | -0.02% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -417,550 | – | -0.02% | – |
| HOFT | Exit | HOOKER FURNISHINGS CORPORATI | $0 | – | -292,279 | – | -0.02% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -170,348 | – | -0.02% | – |
| AIR | Exit | AAR CORP | $0 | – | -109,470 | – | -0.02% | – |
| IRWD | Exit | IRONWOOD PHARMACEUTICALS INC | $0 | – | -389,380 | – | -0.02% | – |
| GTES | Exit | GATES INDL CORP PLC | $0 | – | -405,300 | – | -0.02% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -496,870 | – | -0.02% | – |
| BOOT | Exit | BOOT BARN HLDGS INC | $0 | – | -69,200 | – | -0.02% | – |
| EBIX | Exit | EBIX INC | $0 | – | -208,970 | – | -0.02% | – |
| STRL | Exit | STERLING INFRASTRUCTURE INC | $0 | – | -188,350 | – | -0.02% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -345,608 | – | -0.02% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -14,750 | – | -0.02% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -291,433 | – | -0.02% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -179,570 | – | -0.02% | – |
| CENT | Exit | CENTRAL GARDEN & PET CO | $0 | – | -110,670 | – | -0.02% | – |
| LBRT | Exit | LIBERTY ENERGY INC | $0 | – | -323,050 | – | -0.02% | – |
| RBCAA | Exit | REPUBLIC BANCORP INC KYcl a | $0 | – | -107,050 | – | -0.02% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP IN | $0 | – | -38,400 | – | -0.02% | – |
| CAC | Exit | CAMDEN NATL CORP | $0 | – | -99,726 | – | -0.02% | – |
| TG | Exit | TREDEGAR CORP | $0 | – | -452,510 | – | -0.02% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -399,210 | – | -0.02% | – |
| IOSP | Exit | INNOSPEC INC | $0 | – | -49,270 | – | -0.02% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -108,310 | – | -0.02% | – |
| CBT | Exit | CABOT CORP | $0 | – | -66,545 | – | -0.02% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -120,210 | – | -0.02% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -69,590 | – | -0.02% | – |
| SOI | Exit | SOLARIS OILFIELD INFRASTRUCT | $0 | – | -453,720 | – | -0.02% | – |
| MSBI | Exit | MIDLAND STATES BANCORP INC | $0 | – | -179,956 | – | -0.02% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -166,700 | – | -0.02% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -100,825 | – | -0.02% | – |
| WASH | Exit | WASHINGTON TR BANCORP INC | $0 | – | -90,480 | – | -0.02% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -197,670 | – | -0.02% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -99,250 | – | -0.02% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -126,365 | – | -0.02% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -254,510 | – | -0.02% | – |
| KTB | Exit | KONTOOR BRANDS INC | $0 | – | -127,010 | – | -0.02% | – |
| MMS | Exit | MAXIMUS INC | $0 | – | -73,630 | – | -0.02% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -97,150 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RES CORP | $0 | – | -154,317 | – | -0.02% | – |
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -170,470 | – | -0.02% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -165,310 | – | -0.02% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -67,770 | – | -0.02% | – |
| DIN | Exit | DINE BRANDS GLOBAL INC | $0 | – | -68,590 | – | -0.02% | – |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -308,680 | – | -0.02% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -103,280 | – | -0.02% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -344,530 | – | -0.02% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -270,860 | – | -0.02% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -189,187 | – | -0.02% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -406,020 | – | -0.02% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -252,680 | – | -0.02% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -205,400 | – | -0.02% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -310,201 | – | -0.02% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -171,799 | – | -0.02% | – |
| PRLB | Exit | PROTO LABS INC | $0 | – | -121,840 | – | -0.02% | – |
| FBK | Exit | FB FINL CORP | $0 | – | -113,787 | – | -0.02% | – |
| GSBC | Exit | GREAT SOUTHN BANCORP INC | $0 | – | -76,660 | – | -0.02% | – |
| AMWD | Exit | AMERICAN WOODMARK CORPORATIO | $0 | – | -98,660 | – | -0.02% | – |
| GHC | Exit | GRAHAM HLDGS CO | $0 | – | -8,130 | – | -0.02% | – |
| WHD | Exit | CACTUS INCcl a | $0 | – | -117,370 | – | -0.02% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -107,024 | – | -0.02% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -145,610 | – | -0.02% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -50,705 | – | -0.02% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -267,194 | – | -0.02% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -103,625 | – | -0.02% | – |
| DHIL | Exit | DIAMOND HILL INVT GROUP INC | $0 | – | -28,840 | – | -0.02% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -76,440 | – | -0.02% | – |
| KBAL | Exit | KIMBALL INTL INCcl b | $0 | – | -755,700 | – | -0.02% | – |
| FRME | Exit | FIRST MERCHANTS CORP | $0 | – | -118,671 | – | -0.02% | – |
| PARR | Exit | PAR PAC HOLDINGS INC | $0 | – | -281,910 | – | -0.02% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -135,626 | – | -0.02% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -149,962 | – | -0.02% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -293,884 | – | -0.02% | – |
| PGTI | Exit | PGT INNOVATIONS INC | $0 | – | -227,070 | – | -0.02% | – |
| CCF | Exit | CHASE CORP | $0 | – | -55,140 | – | -0.02% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -103,660 | – | -0.02% | – |
| TITN | Exit | TITAN MACHY INC | $0 | – | -161,040 | – | -0.02% | – |
| RUTH | Exit | RUTHS HOSPITALITY GROUP INC | $0 | – | -270,810 | – | -0.02% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -102,760 | – | -0.02% | – |
| BANR | Exit | BANNER CORP | $0 | – | -79,520 | – | -0.02% | – |
| PEBO | Exit | PEOPLES BANCORP INC | $0 | – | -160,800 | – | -0.02% | – |
| Exit | AMALGAMATED FINANCIAL CORP | $0 | – | -215,240 | – | -0.02% | – | |
| NRG | Exit | NRG ENERGY INC | $0 | – | -126,100 | – | -0.02% | – |
| Exit | CADENCE BANK | $0 | – | -192,731 | – | -0.02% | – | |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -320,272 | – | -0.02% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -881,599 | – | -0.02% | – |
| AAWW | Exit | ATLAS AIR WORLDWIDE HLDGS IN | $0 | – | -56,290 | – | -0.02% | – |
| DEN | Exit | DENBURY INC | $0 | – | -61,970 | – | -0.02% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -30,872 | – | -0.02% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -41,800 | – | -0.02% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -461,790 | – | -0.02% | – |
| TNL | Exit | TRAVEL PLUS LEISURE CO | $0 | – | -164,820 | – | -0.02% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -122,907 | – | -0.02% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -1,155,699 | – | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -393,950 | – | -0.02% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -1,349,970 | – | -0.02% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CO | $0 | – | -754,350 | – | -0.02% | – |
| VSTO | Exit | VISTA OUTDOOR INC | $0 | – | -241,540 | – | -0.02% | – |
| RMAX | Exit | RE MAX HLDGS INCcl a | $0 | – | -304,440 | – | -0.02% | – |
| JHG | Exit | JANUS HENDERSON GROUP PLC | $0 | – | -285,690 | – | -0.02% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -190,690 | – | -0.02% | – |
| RILY | Exit | B. RILEY FINANCIAL INC | $0 | – | -136,810 | – | -0.03% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -96,620 | – | -0.03% | – |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -158,000 | – | -0.03% | – |
| B | Exit | BARNES GROUP INC | $0 | – | -212,170 | – | -0.03% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -2,375,780 | – | -0.03% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -86,655 | – | -0.03% | – |
| KMPR | Exit | KEMPER CORP | $0 | – | -147,430 | – | -0.03% | – |
| NCR | Exit | NCR CORP NEW | $0 | – | -313,090 | – | -0.03% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -76,004 | – | -0.03% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -70,230 | – | -0.03% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -42,362 | – | -0.03% | – |
| IBCP | Exit | INDEPENDENT BK CORP MICH | $0 | – | -331,740 | – | -0.03% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -342,361 | – | -0.03% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -265,399 | – | -0.03% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -161,715 | – | -0.03% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -305,970 | – | -0.03% | – |
| Exit | TRINSEO PLC | $0 | – | -337,940 | – | -0.03% | – | |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -53,421 | – | -0.03% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -269,620 | – | -0.03% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -342,850 | – | -0.03% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -467,275 | – | -0.03% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -64,760 | – | -0.03% | – |
| COLB | Exit | COLUMBIA BKG SYS INC | $0 | – | -225,120 | – | -0.03% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -142,896 | – | -0.03% | – |
| HVT | Exit | HAVERTY FURNITURE COS INC | $0 | – | -260,870 | – | -0.03% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -303,761 | – | -0.03% | – |
| HTLF | Exit | HEARTLAND FINL USA INC | $0 | – | -150,860 | – | -0.03% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -214,844 | – | -0.03% | – |
| CPF | Exit | CENTRAL PAC FINL CORP | $0 | – | -317,330 | – | -0.03% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -291,320 | – | -0.03% | – |
| PFC | Exit | PREMIER FINANCIAL CORP | $0 | – | -252,270 | – | -0.03% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -225,680 | – | -0.03% | – |
| HTLD | Exit | HEARTLAND EXPRESS INC | $0 | – | -449,470 | – | -0.03% | – |
| RNST | Exit | RENASANT CORP | $0 | – | -209,960 | – | -0.03% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -310,100 | – | -0.03% | – |
| SIG | Exit | SIGNET JEWELERS LIMITED | $0 | – | -114,400 | – | -0.03% | – |
| ATKR | Exit | ATKORE INC | $0 | – | -84,290 | – | -0.03% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -147,521 | – | -0.03% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -246,330 | – | -0.03% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -274,220 | – | -0.03% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -441,864 | – | -0.03% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -148,017 | – | -0.03% | – |
| Exit | PERMIAN RESOURCES CORP | $0 | – | -987,980 | – | -0.03% | – | |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -81,855 | – | -0.03% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -122,490 | – | -0.03% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -426,370 | – | -0.03% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -202,305 | – | -0.03% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -342,710 | – | -0.03% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -1,789,590 | – | -0.03% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -138,213 | – | -0.03% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -609,739 | – | -0.03% | – |
| NOG | Exit | NORTHERN OIL AND GAS INC MN | $0 | – | -251,060 | – | -0.03% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -161,641 | – | -0.03% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -141,800 | – | -0.03% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -238,512 | – | -0.03% | – |
| NESR | Exit | NATIONAL ENERGY SERVICES REU | $0 | – | -1,216,770 | – | -0.03% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -34,910 | – | -0.03% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -228,575 | – | -0.03% | – |
| Exit | TWITTER INCnote 0.250% 6/1 | $0 | – | -7,025,000 | – | -0.03% | – | |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -84,500 | – | -0.03% | – |
| JOUT | Exit | JOHNSON OUTDOORS INCcl a | $0 | – | -144,840 | – | -0.03% | – |
| VNT | Exit | VONTIER CORPORATION | $0 | – | -447,190 | – | -0.03% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -352,500 | – | -0.03% | – |
| ONEW | Exit | ONEWATER MARINE INC | $0 | – | -248,460 | – | -0.03% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -424,520 | – | -0.03% | – |
| AAN | Exit | THE AARONS COMPANY INC | $0 | – | -785,500 | – | -0.03% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -341,980 | – | -0.03% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -258,250 | – | -0.03% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -116,788 | – | -0.03% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -392,680 | – | -0.03% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -263,690 | – | -0.03% | – |
| ACMR | Exit | ACM RESH INC | $0 | – | -621,770 | – | -0.03% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -179,170 | – | -0.03% | – |
| CASS | Exit | CASS INFORMATION SYS INC | $0 | – | -220,060 | – | -0.03% | – |
| DOOR | Exit | MASONITE INTL CORP | $0 | – | -106,974 | – | -0.03% | – |
| JELD | Exit | JELD-WEN HLDG INC | $0 | – | -886,880 | – | -0.03% | – |
| Exit | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $0 | – | -9,025,000 | – | -0.03% | – | |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -154,380 | – | -0.03% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -214,330 | – | -0.03% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -270,810 | – | -0.03% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -134,919 | – | -0.03% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -315,940 | – | -0.03% | – |
| HCSG | Exit | HEALTHCARE SVCS GROUP INC | $0 | – | -658,100 | – | -0.03% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -130,419 | – | -0.03% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -920,910 | – | -0.03% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -56,210 | – | -0.03% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -235,780 | – | -0.04% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -245,230 | – | -0.04% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -653,818 | – | -0.04% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -251,050 | – | -0.04% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -332,300 | – | -0.04% | – |
| SPNT | Exit | SIRIUSPOINT LTD | $0 | – | -1,634,861 | – | -0.04% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -314,586 | – | -0.04% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -424,578 | – | -0.04% | – |
| EIG | Exit | EMPLOYERS HLDGS INC | $0 | – | -235,045 | – | -0.04% | – |
| PK | Exit | PARK HOTELS & RESORTS INC | $0 | – | -713,530 | – | -0.04% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -554,180 | – | -0.04% | – |
| ALE | Exit | ALLETE INC | $0 | – | -160,762 | – | -0.04% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -425,730 | – | -0.04% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -236,925 | – | -0.04% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -132,520 | – | -0.04% | – |
| SR | Exit | SPIRE INC | $0 | – | -129,960 | – | -0.04% | – |
| AZZ | Exit | AZZ INC | $0 | – | -224,360 | – | -0.04% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -123,650 | – | -0.04% | – |
| ENS | Exit | ENERSYS | $0 | – | -145,075 | – | -0.04% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -244,000 | – | -0.04% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -643,740 | – | -0.04% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -900,730 | – | -0.04% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -467,560 | – | -0.04% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -146,600 | – | -0.04% | – |
| TWTR | Exit | TWITTER INC | $0 | – | -197,700 | – | -0.04% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -32,100 | – | -0.04% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -284,500 | – | -0.04% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -179,715 | – | -0.04% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -550,299 | – | -0.04% | – |
| PBH | Exit | PRESTIGE CONSMR HEALTHCARE I | $0 | – | -178,230 | – | -0.04% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -594,256 | – | -0.04% | – |
| PNM | Exit | PNM RES INC | $0 | – | -194,220 | – | -0.04% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -235,887 | – | -0.04% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -368,769 | – | -0.04% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -195,860 | – | -0.04% | – |
| FNB | Exit | F N B CORP | $0 | – | -767,130 | – | -0.04% | – |
| Exit | CRESCENT ENERGY COMPANY | $0 | – | -660,190 | – | -0.04% | – | |
| TDW | Exit | TIDEWATER INC NEW | $0 | – | -419,550 | – | -0.04% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -269,826 | – | -0.04% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -245,914 | – | -0.04% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -210,541 | – | -0.04% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -158,430 | – | -0.04% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -592,610 | – | -0.04% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -939,190 | – | -0.04% | – |
| MLHR | Exit | MILLERKNOLL INC | $0 | – | -605,160 | – | -0.04% | – |
| VEC | Exit | V2X INC | $0 | – | -270,683 | – | -0.04% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -466,640 | – | -0.04% | – |
| Exit | KINETIK HOLDINGS INC | $0 | – | -295,176 | – | -0.04% | – | |
| VST | Exit | VISTRA CORP | $0 | – | -476,400 | – | -0.04% | – |
| CPRI | Exit | CAPRI HOLDINGS LIMITED | $0 | – | -290,340 | – | -0.05% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -191,800 | – | -0.05% | – |
| WEX | Exit | WEX INC | $0 | – | -87,960 | – | -0.05% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -359,876 | – | -0.05% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -597,373 | – | -0.06% | – |
| EPAC | Exit | ENERPAC TOOL GROUP CORP | $0 | – | -731,940 | – | -0.06% | – |
| Exit | CIVITAS RESOURCES INC | $0 | – | -225,578 | – | -0.06% | – | |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -253,070 | – | -0.06% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -787,105 | – | -0.07% | – |
| TLS | Exit | TELOS CORP MD | $0 | – | -1,913,630 | – | -0.07% | – |
| AVT | Exit | AVNET INC | $0 | – | -487,320 | – | -0.08% | – |
| OAS | Exit | CHORD ENERGY CORPORATION | $0 | – | -137,718 | – | -0.08% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -800,850 | – | -0.08% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -2,311,410 | – | -0.08% | – |
| Exit | CRANE HLDGS CO | $0 | – | -226,370 | – | -0.08% | – | |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -998,630 | – | -0.08% | – |
| THO | Exit | THOR INDS INC | $0 | – | -285,460 | – | -0.09% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -549,089 | – | -0.09% | – |
| PWP | Exit | PERELLA WEINBERG PARTNERS | $0 | – | -3,338,060 | – | -0.09% | – |
| GBLI | Exit | GLOBAL INDEMNITY GROUP LLC | $0 | – | -1,003,013 | – | -0.10% | – |
| PVAC | Exit | RANGER OIL CORPORATION | $0 | – | -704,640 | – | -0.10% | – |
| DIOD | Exit | DIODES INC | $0 | – | -342,501 | – | -0.10% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -463,569 | – | -0.10% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -1,331,791 | – | -0.10% | – |
| RMR | Exit | RMR GROUP INCcl a | $0 | – | -1,017,885 | – | -0.10% | – |
| ITRI | Exit | ITRON INC | $0 | – | -677,370 | – | -0.12% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -1,235,770 | – | -0.13% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -865,865 | – | -0.13% | – |
| Exit | ECOVYST INC | $0 | – | -3,742,845 | – | -0.14% | – | |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -210,885 | – | -0.14% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -376,170 | – | -0.14% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -152,729 | – | -0.14% | – |
| UHAL | Exit | AMERCO | $0 | – | -66,666 | – | -0.15% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -1,019,580 | – | -0.15% | – |
| ATGE | Exit | ADTALEM GLOBAL ED INC | $0 | – | -945,010 | – | -0.15% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -1,406,446 | – | -0.15% | – |
| BDC | Exit | BELDEN INC | $0 | – | -580,970 | – | -0.15% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -450,142 | – | -0.15% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -4,894,275 | – | -0.16% | – |
| MAN | Exit | MANPOWERGROUP INC WIS | $0 | – | -577,900 | – | -0.16% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -896,556 | – | -0.17% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -1,577,900 | – | -0.17% | – |
| ODP | Exit | THE ODP CORP | $0 | – | -1,150,108 | – | -0.17% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -471,074 | – | -0.19% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -4,416,852 | – | -0.19% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -2,420,290 | – | -0.20% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -5,383,054 | – | -0.21% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -653,540 | – | -0.21% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -1,766,097 | – | -0.21% | – |
| BRY | Exit | BERRY CORP | $0 | – | -7,212,720 | – | -0.23% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -323,383 | – | -0.24% | – |
| Exit | EXPRO GROUP HOLDINGS NV | $0 | – | -4,349,049 | – | -0.24% | – | |
| KFY | Exit | KORN FERRY | $0 | – | -1,207,274 | – | -0.24% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -1,771,850 | – | -0.25% | – |
| USHY | Exit | ISHARES TRbroad usd high | $0 | – | -1,760,500 | – | -0.25% | – |
| BCO | Exit | BRINKS CO | $0 | – | -1,259,270 | – | -0.26% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -1,165,208 | – | -0.29% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -1,070,559 | – | -0.29% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -2,214,892 | – | -0.30% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -3,448,513 | – | -0.31% | – |
| VIAC | Exit | PARAMOUNT GLOBAL | $0 | – | -3,885,490 | – | -0.32% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -4,914,515 | – | -0.32% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -927,910 | – | -0.33% | – |
| SLM | Exit | SLM CORP | $0 | – | -6,106,498 | – | -0.37% | – |
| Exit | GSK PLCsponsored adr | $0 | – | -2,995,258 | – | -0.38% | – | |
| APTV | Exit | APTIV PLC | $0 | – | -1,134,800 | – | -0.38% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -3,511,154 | – | -0.40% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -1,014,500 | – | -0.40% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -2,585,325 | – | -0.42% | – |
| Exit | COREBRIDGE FINL INC | $0 | – | -5,065,400 | – | -0.43% | – | |
| BPOP | Exit | POPULAR INC | $0 | – | -1,427,766 | – | -0.44% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -26,414,081 | – | -0.44% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -20,619,465 | – | -0.46% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -3,008,162 | – | -0.46% | – |
| FISV | Exit | FISERV INC | $0 | – | -1,189,575 | – | -0.48% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -146,056 | – | -0.50% | – |
| Exit | STAGWELL INC | $0 | – | -17,371,310 | – | -0.52% | – | |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -4,988,228 | – | -0.53% | – |
| HUM | Exit | HUMANA INC | $0 | – | -257,465 | – | -0.54% | – |
| MU | Exit | MICRON TECHNOLOGY INC | $0 | – | -2,507,865 | – | -0.54% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -1,606,570 | – | -0.56% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -4,794,391 | – | -0.57% | – |
| BA | Exit | BOEING CO | $0 | – | -1,118,390 | – | -0.58% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -85,577 | – | -0.60% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -1,390,339 | – | -0.62% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -1,936,900 | – | -0.63% | – |
| OVV | Exit | OVINTIV INC | $0 | – | -3,226,670 | – | -0.64% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -10,008,673 | – | -0.65% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -2,109,560 | – | -0.70% | – |
| CI | Exit | CIGNA CORP NEW | $0 | – | -609,790 | – | -0.73% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -7,371,052 | – | -0.78% | – |
| GLW | Exit | CORNING INC | $0 | – | -6,417,388 | – | -0.80% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -1,875,556 | – | -0.89% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -2,608,426 | – | -0.90% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -18,692,848 | – | -0.91% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -1,166,275 | – | -0.92% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -2,719,261 | – | -0.98% | – |
| STT | Exit | STATE STR CORP | $0 | – | -3,858,103 | – | -1.01% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -41,745,450 | – | -1.03% | – |
| OLN | Exit | OLIN CORP | $0 | – | -5,624,480 | – | -1.04% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -7,505,398 | – | -1.13% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -23,850,982 | – | -1.14% | – |
| HES | Exit | HESS CORP | $0 | – | -2,526,077 | – | -1.18% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -9,069,283 | – | -1.34% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -7,152,319 | – | -1.35% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,550,580 | – | -1.36% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -3,311,138 | – | -1.36% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -14,459,314 | – | -1.40% | – |
| WDAY | Exit | WORKDAY INCcl a | $0 | – | -2,237,221 | – | -1.46% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -5,506,829 | – | -1.46% | – |
| Exit | SHELL PLCspon ads | $0 | – | -7,016,282 | – | -1.50% | – | |
| NOV | Exit | NOV INC | $0 | – | -22,002,994 | – | -1.53% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -12,509,360 | – | -1.58% | – |
| Exit | WARNER BROS DISCOVERY INC | $0 | – | -32,082,786 | – | -1.58% | – | |
| MGA | Exit | MAGNA INTL INC | $0 | – | -7,903,934 | – | -1.61% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -4,113,685 | – | -1.69% | – |
| APA | Exit | APA CORPORATION | $0 | – | -11,774,668 | – | -1.73% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -10,798,418 | – | -1.79% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,820,636 | – | -1.80% | – |
| PPL | Exit | PPL CORP | $0 | – | -18,315,437 | – | -1.99% | – |
| ANTM | Exit | ELEVANCE HEALTH INC | $0 | – | -1,078,242 | – | -2.10% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,714,208 | – | -2.16% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -16,895,896 | – | -2.33% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,315,376 | – | -2.44% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,812,185 | – | -2.81% | – |
| FFIV | Exit | F5 INC | $0 | – | -4,776,928 | – | -2.97% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -15,176,741 | – | -3.10% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -18,197,642 | – | -3.14% | – |
| C | Exit | CITIGROUP INC | $0 | – | -21,324,283 | – | -3.82% | – |
| Exit | GENERAL ELECTRIC CO | $0 | – | -16,587,225 | – | -4.41% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | GENERAL ELECTRIC CO | $1,026,915,000 | +0.1% | 16,587,225 | +3.0% | 4.41% | +8.1% | |
| C | Sell | CITIGROUP INC | $888,583,000 | -10.9% | 21,324,283 | -1.7% | 3.82% | -3.8% |
| WFC | Sell | WELLS FARGO CO NEW | $731,909,000 | -10.5% | 18,197,642 | -12.8% | 3.14% | -3.3% |
| AIG | Sell | AMERICAN INTL GROUP INC | $720,592,000 | -8.5% | 15,176,741 | -1.4% | 3.10% | -1.2% |
| FFIV | Buy | F5 INC | $691,365,000 | +16.1% | 4,776,928 | +22.8% | 2.97% | +25.4% |
| MSFT | Buy | MICROSOFT CORP | $654,958,000 | -0.2% | 2,812,185 | +10.1% | 2.81% | +7.9% |
| ORCL | Buy | ORACLE CORP | $568,890,000 | -7.1% | 9,315,376 | +6.2% | 2.44% | +0.3% |
| GM | Sell | GENERAL MTRS CO | $542,189,000 | -13.1% | 16,895,896 | -14.0% | 2.33% | -6.2% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $502,349,000 | -11.1% | 1,714,208 | -9.9% | 2.16% | -4.0% |
| ANTM | Sell | ELEVANCE HEALTH INC | $489,781,000 | -18.3% | 1,078,242 | -13.2% | 2.10% | -11.8% |
| PPL | Sell | PPL CORP | $464,296,000 | -14.8% | 18,315,437 | -8.8% | 1.99% | -8.0% |
| FDX | Buy | FEDEX CORP | $418,780,000 | -24.1% | 2,820,636 | +15.8% | 1.80% | -18.1% |
| BK | Sell | BANK NEW YORK MELLON CORP | $415,955,000 | -9.0% | 10,798,418 | -1.5% | 1.79% | -1.7% |
| APA | Sell | APA CORPORATION | $402,576,000 | -4.2% | 11,774,668 | -2.3% | 1.73% | +3.4% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $393,474,000 | -16.2% | 4,113,685 | +1809.3% | 1.69% | -9.5% |
| MGA | Sell | MAGNA INTL INC | $374,805,000 | -14.5% | 7,903,934 | -1.0% | 1.61% | -7.6% |
| Buy | WARNER BROS DISCOVERY INC | $368,952,000 | -7.4% | 32,082,786 | +8.0% | 1.58% | 0.0% | |
| CMCSA | Buy | COMCAST CORP NEWcl a | $366,900,000 | -7.1% | 12,509,360 | +24.3% | 1.58% | +0.4% |
| NOV | Sell | NOV INC | $356,008,000 | -9.4% | 22,002,994 | -5.3% | 1.53% | -2.2% |
| Sell | SHELL PLCspon ads | $349,130,000 | -6.8% | 7,016,282 | -2.0% | 1.50% | +0.7% | |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $341,093,000 | -7.4% | 5,506,829 | -2.2% | 1.46% | 0.0% |
| WDAY | Buy | WORKDAY INCcl a | $340,550,000 | +15.2% | 2,237,221 | +5.6% | 1.46% | +24.4% |
| MRO | Sell | MARATHON OIL CORP | $326,491,000 | -28.3% | 14,459,314 | -28.7% | 1.40% | -22.6% |
| CVS | Sell | CVS HEALTH CORP | $315,783,000 | +0.6% | 3,311,138 | -2.3% | 1.36% | +8.6% |
| CMI | Sell | CUMMINS INC | $315,559,000 | +1.9% | 1,550,580 | -3.1% | 1.36% | +10.1% |
| UL | Sell | UNILEVER PLCspon adr new | $313,558,000 | -5.9% | 7,152,319 | -1.7% | 1.35% | +1.6% |
| CFG | Buy | CITIZENS FINL GROUP INC | $311,621,000 | +19.5% | 9,069,283 | +24.2% | 1.34% | +29.1% |
| HES | Sell | HESS CORP | $275,317,000 | -0.4% | 2,526,077 | -3.1% | 1.18% | +7.6% |
| CNHI | Sell | CNH INDL N V | $266,415,000 | -5.2% | 23,850,982 | -1.7% | 1.14% | +2.3% |
| MUR | Buy | MURPHY OIL CORP | $263,965,000 | +31.6% | 7,505,398 | +12.9% | 1.13% | +42.1% |
| OLN | Buy | OLIN CORP | $241,178,000 | +22.6% | 5,624,480 | +32.3% | 1.04% | +32.3% |
| ERIC | Buy | ERICSSONadr b sek 10 | $239,619,000 | -17.2% | 41,745,450 | +6.8% | 1.03% | -10.5% |
| STT | Sell | STATE STR CORP | $234,611,000 | -4.6% | 3,858,103 | -3.3% | 1.01% | +3.1% |
| PCAR | Sell | PACCAR INC | $227,575,000 | -1.8% | 2,719,261 | -3.4% | 0.98% | +6.1% |
| HCA | Sell | HCA HEALTHCARE INC | $214,350,000 | +7.9% | 1,166,275 | -1.4% | 0.92% | +16.4% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $211,790,000 | -29.1% | 18,692,848 | -2.6% | 0.91% | -23.5% |
| MDT | Sell | MEDTRONIC PLC | $210,630,000 | -11.6% | 2,608,426 | -1.8% | 0.90% | -4.5% |
| TEL | Sell | TE CONNECTIVITY LTD | $206,986,000 | -4.9% | 1,875,556 | -2.5% | 0.89% | +2.8% |
| GLW | Sell | CORNING INC | $186,233,000 | -29.5% | 6,417,388 | -23.4% | 0.80% | -23.8% |
| HAL | Sell | HALLIBURTON CO | $181,475,000 | -22.2% | 7,371,052 | -0.9% | 0.78% | -15.9% |
| CI | New | CIGNA CORP NEW | $169,198,000 | – | 609,790 | – | 0.73% | – |
| CNC | Sell | CENTENE CORP DEL | $164,145,000 | -22.9% | 2,109,560 | -16.1% | 0.70% | -16.8% |
| NWSA | Buy | NEWS CORP NEWcl a | $151,231,000 | -2.8% | 10,008,673 | +0.3% | 0.65% | +5.0% |
| OVV | New | OVINTIV INC | $148,427,000 | – | 3,226,670 | – | 0.64% | – |
| EEFT | Buy | EURONET WORLDWIDE INC | $146,740,000 | -11.2% | 1,936,900 | +18.0% | 0.63% | -4.1% |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $145,360,000 | -2.4% | 1,390,339 | -1.9% | 0.62% | +5.4% |
| BKNG | Sell | BOOKING HOLDINGS INC | $140,621,000 | -7.3% | 85,577 | -1.3% | 0.60% | +0.2% |
| BA | Buy | BOEING CO | $135,415,000 | -11.4% | 1,118,390 | +0.0% | 0.58% | -4.3% |
| ADNT | Sell | ADIENT PLC | $133,044,000 | -6.9% | 4,794,391 | -0.6% | 0.57% | +0.7% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $131,514,000 | -15.2% | 1,606,570 | -0.4% | 0.56% | -8.4% |
| MU | Buy | MICRON TECHNOLOGY INC | $125,644,000 | -8.0% | 2,507,865 | +1.5% | 0.54% | -0.6% |
| HUM | Sell | HUMANA INC | $124,919,000 | -20.4% | 257,465 | -23.2% | 0.54% | -13.9% |
| FLR | Sell | FLUOR CORP NEW | $124,157,000 | -7.7% | 4,988,228 | -9.8% | 0.53% | -0.4% |
| Buy | STAGWELL INC | $120,731,000 | +32.2% | 17,371,310 | +3.3% | 0.52% | +43.0% | |
| FCNCA | Sell | FIRST CTZNS BANCSHARES INC Ncl a | $116,469,000 | -33.0% | 146,056 | -45.1% | 0.50% | -27.7% |
| FISV | Sell | FISERV INC | $111,309,000 | +2.8% | 1,189,575 | -2.2% | 0.48% | +10.9% |
| SLB | Sell | SCHLUMBERGER LTD | $107,993,000 | -1.6% | 3,008,162 | -2.0% | 0.46% | +6.2% |
| KOS | Buy | KOSMOS ENERGY LTD | $106,603,000 | -6.2% | 20,619,465 | +12.3% | 0.46% | +1.3% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $103,543,000 | -32.3% | 26,414,081 | -2.0% | 0.44% | -26.8% |
| BPOP | Sell | POPULAR INC | $102,885,000 | -8.4% | 1,427,766 | -2.3% | 0.44% | -1.1% |
| New | COREBRIDGE FINL INC | $99,738,000 | – | 5,065,400 | – | 0.43% | – | |
| SNY | Sell | SANOFIsponsored adr | $98,294,000 | -47.4% | 2,585,325 | -30.8% | 0.42% | -43.3% |
| COF | New | CAPITAL ONE FINL CORP | $93,506,000 | – | 1,014,500 | – | 0.40% | – |
| EQH | Sell | EQUITABLE HLDGS INC | $92,519,000 | -0.8% | 3,511,154 | -1.9% | 0.40% | +7.0% |
| APTV | Buy | APTIV PLC | $88,753,000 | -12.2% | 1,134,800 | +0.0% | 0.38% | -5.2% |
| New | GSK PLCsponsored adr | $88,150,000 | – | 2,995,258 | – | 0.38% | – | |
| SLM | Buy | SLM CORP | $85,430,000 | +13.9% | 6,106,498 | +29.8% | 0.37% | +23.2% |
| EVR | Buy | EVERCORE INCclass a | $76,321,000 | -1.1% | 927,910 | +12.6% | 0.33% | +6.8% |
| CVE | Buy | CENOVUS ENERGY INC | $75,536,000 | -19.1% | 4,914,515 | +0.0% | 0.32% | -12.9% |
| VIAC | Buy | PARAMOUNT GLOBAL | $73,980,000 | -11.2% | 3,885,490 | +15.1% | 0.32% | -3.9% |
| BKR | Sell | BAKER HUGHES COMPANYcl a | $72,281,000 | -27.8% | 3,448,513 | -0.6% | 0.31% | -22.1% |
| IP | Sell | INTERNATIONAL PAPER CO | $70,212,000 | -25.7% | 2,214,892 | -2.0% | 0.30% | -19.7% |
| OMC | Sell | OMNICOM GROUP INC | $67,542,000 | -0.9% | 1,070,559 | -0.1% | 0.29% | +7.0% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOLUTIOcl a | $66,930,000 | -14.8% | 1,165,208 | +0.1% | 0.29% | -7.7% |
| BCO | Buy | BRINKS CO | $60,999,000 | -12.4% | 1,259,270 | +9.8% | 0.26% | -5.4% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $57,514,000 | +5.5% | 1,771,850 | +1.4% | 0.25% | +13.8% |
| KFY | Buy | KORN FERRY | $56,682,000 | +12.7% | 1,207,274 | +39.3% | 0.24% | +21.5% |
| Buy | EXPRO GROUP HOLDINGS NV | $55,407,000 | +31.1% | 4,349,049 | +18.6% | 0.24% | +41.7% | |
| ESGR | Buy | ENSTAR GROUP LIMITED | $54,843,000 | -2.5% | 323,383 | +23.0% | 0.24% | +5.4% |
| BRY | Buy | BERRY CORP | $54,095,000 | +24.0% | 7,212,720 | +26.0% | 0.23% | +33.3% |
| SU | Sell | SUNCOR ENERGY INC NEW | $49,716,000 | -21.5% | 1,766,097 | -2.3% | 0.21% | -15.1% |
| SWK | Buy | STANLEY BLACK & DECKER INC | $49,153,000 | +31.1% | 653,540 | +82.8% | 0.21% | +41.6% |
| SRG | Sell | SERITAGE GROWTH PPTYScl a | $48,555,000 | +65.8% | 5,383,054 | -4.2% | 0.21% | +80.2% |
| TBI | Sell | TRUEBLUE INC | $46,179,000 | +5.5% | 2,420,290 | -1.0% | 0.20% | +13.8% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $44,566,000 | +3.0% | 4,416,852 | +9.3% | 0.19% | +11.0% |
| ARW | Buy | ARROW ELECTRS INC | $43,428,000 | +13.7% | 471,074 | +38.2% | 0.19% | +23.0% |
| ODP | Sell | THE ODP CORP | $40,426,000 | -4.6% | 1,150,108 | -17.9% | 0.17% | +3.0% |
| RRC | Sell | RANGE RES CORP | $39,858,000 | -58.7% | 1,577,900 | -59.5% | 0.17% | -55.4% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $38,821,000 | +17.1% | 896,556 | -0.9% | 0.17% | +26.5% |
| MAN | Buy | MANPOWERGROUP INC WIS | $37,384,000 | +74.9% | 577,900 | +106.5% | 0.16% | +89.4% |
| ETRN | Sell | EQUITRANS MIDSTREAM CORP | $36,609,000 | +16.1% | 4,894,275 | -1.3% | 0.16% | +25.6% |
| DOX | Sell | AMDOCS LTD | $35,764,000 | -12.6% | 450,142 | -8.3% | 0.15% | -5.5% |
| BDC | Sell | BELDEN INC | $34,870,000 | +7.1% | 580,970 | -4.9% | 0.15% | +16.3% |
| FHB | Sell | FIRST HAWAIIAN INC | $34,641,000 | -27.6% | 1,406,446 | -33.2% | 0.15% | -21.6% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $34,421,000 | -12.3% | 1,019,580 | -0.2% | 0.15% | -5.1% |
| ATGE | Buy | ADTALEM GLOBAL ED INC | $34,446,000 | +82.9% | 945,010 | +80.4% | 0.15% | +97.3% |
| UHAL | Sell | AMERCO | $33,948,000 | -7.1% | 66,666 | -12.7% | 0.15% | +0.7% |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $33,829,000 | -4.5% | 152,729 | -6.1% | 0.14% | +2.8% |
| PLXS | Buy | PLEXUS CORP | $32,937,000 | +20.0% | 376,170 | +7.6% | 0.14% | +29.4% |
| TRV | Sell | TRAVELERS COMPANIES INC | $32,308,000 | -81.8% | 210,885 | -79.9% | 0.14% | -80.3% |
| Buy | ECOVYST INC | $31,590,000 | +0.1% | 3,742,845 | +16.8% | 0.14% | +7.9% | |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $30,556,000 | -13.4% | 865,865 | -5.8% | 0.13% | -6.4% |
| FLS | Buy | FLOWSERVE CORP | $30,029,000 | -9.9% | 1,235,770 | +6.1% | 0.13% | -3.0% |
| ITRI | Buy | ITRON INC | $28,524,000 | -0.3% | 677,370 | +17.0% | 0.12% | +7.9% |
| RMR | Sell | RMR GROUP INCcl a | $24,114,000 | -19.2% | 1,017,885 | -3.3% | 0.10% | -12.6% |
| CNO | Sell | CNO FINL GROUP INC | $23,932,000 | -20.7% | 1,331,791 | -20.1% | 0.10% | -14.2% |
| DIOD | Buy | DIODES INC | $22,232,000 | +10.8% | 342,501 | +10.2% | 0.10% | +20.0% |
| PVAC | Buy | RANGER OIL CORPORATION | $22,161,000 | -0.8% | 704,640 | +3.7% | 0.10% | +6.7% |
| GBLI | Buy | GLOBAL INDEMNITY GROUP LLC | $22,136,000 | -14.6% | 1,003,013 | +0.1% | 0.10% | -7.8% |
| PWP | Buy | PERELLA WEINBERG PARTNERS | $21,130,000 | +9.3% | 3,338,060 | +0.7% | 0.09% | +18.2% |
| AVA | Sell | AVISTA CORP | $20,344,000 | -52.7% | 549,089 | -44.4% | 0.09% | -49.1% |
| THO | Buy | THOR INDS INC | $19,976,000 | +32.6% | 285,460 | +41.6% | 0.09% | +43.3% |
| HLF | Buy | HERBALIFE NUTRITION LTD | $19,863,000 | +35.7% | 998,630 | +39.5% | 0.08% | +46.6% |
| Sell | CRANE HLDGS CO | $19,816,000 | -5.4% | 226,370 | -5.3% | 0.08% | +2.4% | |
| FTI | Buy | TECHNIPFMC PLC | $19,555,000 | +676.3% | 2,311,410 | +517.6% | 0.08% | +740.0% |
| GBX | Buy | GREENBRIER COS INC | $19,437,000 | -25.9% | 800,850 | +9.9% | 0.08% | -20.2% |
| OAS | Buy | CHORD ENERGY CORPORATION | $18,836,000 | +27.4% | 137,718 | +13.3% | 0.08% | +37.3% |
| AVT | Sell | AVNET INC | $17,602,000 | -28.5% | 487,320 | -15.1% | 0.08% | -22.4% |
| TLS | Sell | TELOS CORP MD | $17,012,000 | -2.3% | 1,913,630 | -11.2% | 0.07% | +5.8% |
| ASB | Sell | ASSOCIATED BANC CORP | $15,805,000 | -15.8% | 787,105 | -23.5% | 0.07% | -9.3% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $13,876,000 | -11.7% | 253,070 | +0.0% | 0.06% | -3.2% |
| EPAC | Sell | ENERPAC TOOL GROUP CORP | $13,050,000 | -15.4% | 731,940 | -9.7% | 0.06% | -8.2% |
| Buy | CIVITAS RESOURCES INC | $12,946,000 | +28.7% | 225,578 | +17.3% | 0.06% | +40.0% | |
| MLR | Buy | MILLER INDS INC TENN | $12,718,000 | +0.3% | 597,373 | +6.8% | 0.06% | +10.0% |
| HSON | Sell | HUDSON GLOBAL INC | $12,099,000 | +6.8% | 359,876 | -0.2% | 0.05% | +15.6% |
| PDCE | Sell | PDC ENERGY INC | $11,084,000 | -38.0% | 191,800 | -33.9% | 0.05% | -32.4% |
| WEX | New | WEX INC | $11,166,000 | – | 87,960 | – | 0.05% | – |
| CPRI | New | CAPRI HOLDINGS LIMITED | $11,161,000 | – | 290,340 | – | 0.05% | – |
| VST | Sell | VISTRA CORP | $10,004,000 | -11.6% | 476,400 | -3.8% | 0.04% | -4.4% |
| VEC | Buy | V2X INC | $9,582,000 | +6.9% | 270,683 | +1.0% | 0.04% | +13.9% |
| Buy | KINETIK HOLDINGS INC | $9,617,000 | +145.3% | 295,176 | +157.1% | 0.04% | +156.2% | |
| MLHR | Buy | MILLERKNOLL INC | $9,440,000 | -13.4% | 605,160 | +45.9% | 0.04% | -4.7% |
| NMIH | Sell | NMI HLDGS INCcl a | $9,505,000 | +6.7% | 466,640 | -12.8% | 0.04% | +17.1% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $9,234,000 | -36.7% | 210,541 | -30.4% | 0.04% | -31.0% |
| VNDA | Buy | VANDA PHARMACEUTICALS INC | $9,279,000 | -5.6% | 939,190 | +4.2% | 0.04% | +2.6% |
| TCBI | Sell | TEXAS CAP BANCSHARES INC | $9,352,000 | -2.4% | 158,430 | -13.0% | 0.04% | +5.3% |
| IGT | Sell | INTERNATIONAL GAME TECHNOLOG | $9,363,000 | -25.0% | 592,610 | -11.9% | 0.04% | -20.0% |
| TDW | New | TIDEWATER INC NEW | $9,104,000 | – | 419,550 | – | 0.04% | – |
| AEL | Sell | AMERICAN EQTY INVT LIFE HLD | $9,170,000 | -0.7% | 245,914 | -2.6% | 0.04% | +5.4% |
| SJI | Sell | SOUTH JERSEY INDS INC | $9,018,000 | -6.9% | 269,826 | -4.9% | 0.04% | 0.0% |
| New | CRESCENT ENERGY COMPANY | $8,893,000 | – | 660,190 | – | 0.04% | – | |
| PBH | Buy | PRESTIGE CONSMR HEALTHCARE I | $8,881,000 | +72.8% | 178,230 | +103.9% | 0.04% | +90.0% |
| EGBN | Buy | EAGLE BANCORP INC MD | $8,778,000 | -1.0% | 195,860 | +4.8% | 0.04% | +8.6% |
| PNM | Buy | PNM RES INC | $8,882,000 | +18.3% | 194,220 | +23.6% | 0.04% | +26.7% |
| FNB | Sell | F N B CORP | $8,899,000 | +1.9% | 767,130 | -4.6% | 0.04% | +8.6% |
| NAVI | Sell | NAVIENT CORPORATION | $8,730,000 | +3.2% | 594,256 | -1.7% | 0.04% | +11.8% |
| MEI | Buy | METHODE ELECTRS INC | $8,763,000 | +6.3% | 235,887 | +6.0% | 0.04% | +15.2% |
| HAFC | Sell | HANMI FINL CORP | $8,732,000 | -5.7% | 368,769 | -10.6% | 0.04% | +2.7% |
| TKR | New | TIMKEN CO | $8,655,000 | – | 146,600 | – | 0.04% | – |
| AGO | Buy | ASSURED GUARANTY LTD | $8,707,000 | -5.8% | 179,715 | +8.5% | 0.04% | 0.0% |
| TWTR | Buy | TWITTER INC | $8,667,000 | +23.8% | 197,700 | +5.6% | 0.04% | +32.1% |
| TSLA | Buy | TESLA INCput | $8,515,000 | +18.2% | 32,100 | +200.0% | 0.04% | +27.6% |
| WNC | Sell | WABASH NATL CORP | $8,563,000 | +0.5% | 550,299 | -12.3% | 0.04% | +8.8% |
| WAFD | Sell | WASHINGTON FED INC | $8,529,000 | -9.1% | 284,500 | -9.0% | 0.04% | 0.0% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $8,296,000 | -16.0% | 900,730 | -44.2% | 0.04% | -7.7% |
| TTMI | New | TTM TECHNOLOGIES INC | $8,484,000 | – | 643,740 | – | 0.04% | – |
| BKU | Buy | BANKUNITED INC | $8,337,000 | -0.8% | 244,000 | +3.3% | 0.04% | +9.1% |
| BKH | New | BLACK HILLS CORP | $8,375,000 | – | 123,650 | – | 0.04% | – |
| ENS | Sell | ENERSYS | $8,439,000 | -2.1% | 145,075 | -0.8% | 0.04% | +5.9% |
| VSH | Sell | VISHAY INTERTECHNOLOGY INC | $8,318,000 | -8.7% | 467,560 | -8.5% | 0.04% | 0.0% |
| HOPE | Sell | HOPE BANCORP INC | $8,264,000 | -10.4% | 653,818 | -1.9% | 0.04% | -5.4% |
| AZZ | Buy | AZZ INC | $8,191,000 | -2.1% | 224,360 | +9.4% | 0.04% | +6.1% |
| OTTR | Sell | OTTER TAIL CORP | $8,153,000 | -22.9% | 132,520 | -15.9% | 0.04% | -16.7% |
| EIG | Buy | EMPLOYERS HLDGS INC | $8,107,000 | -8.0% | 235,045 | +11.8% | 0.04% | 0.0% |
| PK | New | PARK HOTELS & RESORTS INC | $8,034,000 | – | 713,530 | – | 0.04% | – |
| ESNT | Buy | ESSENT GROUP LTD | $8,262,000 | -8.3% | 236,925 | +2.3% | 0.04% | -2.8% |
| PEB | Buy | PEBBLEBROOK HOTEL TR | $8,041,000 | -0.7% | 554,180 | +13.4% | 0.04% | +9.4% |
| FFIC | Sell | FLUSHING FINL CORP | $8,224,000 | -12.8% | 424,578 | -4.3% | 0.04% | -7.9% |
| MMI | New | MARCUS & MILLICHAP INC | $8,039,000 | – | 245,230 | – | 0.04% | – |
| SR | Buy | SPIRE INC | $8,100,000 | -14.2% | 129,960 | +2.4% | 0.04% | -7.9% |
| HSII | Buy | HEIDRICK & STRUGGLES INTL IN | $8,176,000 | -7.9% | 314,586 | +14.7% | 0.04% | 0.0% |
| SPNT | Buy | SIRIUSPOINT LTD | $8,093,000 | -4.3% | 1,634,861 | +4.8% | 0.04% | +2.9% |
| HE | Sell | HAWAIIAN ELEC INDUSTRIES | $8,172,000 | -16.5% | 235,780 | -1.5% | 0.04% | -10.3% |
| RDN | Sell | RADIAN GROUP INC | $8,212,000 | -5.4% | 425,730 | -3.6% | 0.04% | 0.0% |
| ALE | Buy | ALLETE INC | $8,046,000 | -12.2% | 160,762 | +3.1% | 0.04% | -2.8% |
| HTH | New | HILLTOP HOLDINGS INC | $8,258,000 | – | 332,300 | – | 0.04% | – |
| ASIX | Buy | ADVANSIX INC | $8,059,000 | +8.0% | 251,050 | +12.5% | 0.04% | +16.7% |
| CUBI | New | CUSTOMERS BANCORP INC | $7,983,000 | – | 270,810 | – | 0.03% | – |
| HCSG | Buy | HEALTHCARE SVCS GROUP INC | $7,956,000 | -24.1% | 658,100 | +9.3% | 0.03% | -19.0% |
| HI | Sell | HILLENBRAND INC | $7,870,000 | -18.5% | 214,330 | -9.1% | 0.03% | -10.5% |
| ENR | Sell | ENERGIZER HLDGS INC NEW | $7,943,000 | -11.4% | 315,940 | -0.1% | 0.03% | -5.6% |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $7,855,000 | – | 920,910 | – | 0.03% | – |
| BCC | Buy | BOISE CASCADE CO DEL | $8,022,000 | +34.4% | 134,919 | +34.5% | 0.03% | +41.7% |
| KALU | Buy | KAISER ALUMINUM CORP | $8,001,000 | -2.1% | 130,419 | +26.2% | 0.03% | +3.0% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $8,031,000 | -16.3% | 56,210 | -0.5% | 0.03% | -10.5% |
| PDS | New | PRECISION DRILLING CORP | $7,816,000 | – | 154,380 | – | 0.03% | – |
| DOOR | Sell | MASONITE INTL CORP | $7,626,000 | -61.1% | 106,974 | -58.0% | 0.03% | -57.7% |
| NPK | Sell | NATIONAL PRESTO INDS INC | $7,597,000 | -13.4% | 116,788 | -12.6% | 0.03% | -5.7% |
| PACW | Buy | PACWEST BANCORP DEL | $7,729,000 | +55.5% | 341,980 | +83.4% | 0.03% | +65.0% |
| DRQ | Buy | DRIL-QUIP INC | $7,665,000 | -4.5% | 392,680 | +26.2% | 0.03% | +3.1% |
| HZO | Buy | MARINEMAX INC | $7,693,000 | +39.3% | 258,250 | +68.9% | 0.03% | +50.0% |
| POR | Sell | PORTLAND GEN ELEC CO | $7,787,000 | -25.8% | 179,170 | -17.5% | 0.03% | -21.4% |
| JELD | Buy | JELD-WEN HLDG INC | $7,760,000 | +14.1% | 886,880 | +90.2% | 0.03% | +22.2% |
| AAN | Buy | THE AARONS COMPANY INC | $7,635,000 | -1.1% | 785,500 | +48.0% | 0.03% | +6.5% |
| ACMR | New | ACM RESH INC | $7,747,000 | – | 621,770 | – | 0.03% | – |
| CASS | Sell | CASS INFORMATION SYS INC | $7,634,000 | -15.5% | 220,060 | -17.6% | 0.03% | -8.3% |
| HMST | Buy | HOMESTREET INC | $7,597,000 | +24.0% | 263,690 | +49.3% | 0.03% | +37.5% |
| ONEW | Buy | ONEWATER MARINE INC | $7,481,000 | -8.3% | 248,460 | +0.6% | 0.03% | 0.0% |
| EBS | Buy | EMERGENT BIOSOLUTIONS INC | $7,399,000 | -12.4% | 352,500 | +29.6% | 0.03% | -5.9% |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $7,451,000 | -13.9% | 84,500 | -1.6% | 0.03% | -5.9% |
| VNT | New | VONTIER CORPORATION | $7,473,000 | – | 447,190 | – | 0.03% | – |
| RCII | Buy | RENT A CTR INC NEW | $7,433,000 | +34.7% | 424,520 | +49.6% | 0.03% | +45.5% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $7,432,000 | -13.6% | 144,840 | +3.0% | 0.03% | -5.9% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $7,151,000 | -10.3% | 238,512 | +8.2% | 0.03% | -3.1% |
| FL | Sell | FOOT LOCKER INC | $7,116,000 | +16.6% | 228,575 | -5.4% | 0.03% | +29.2% |
| New | TWITTER INCnote 0.250% 6/1 | $7,127,000 | – | 7,025,000 | – | 0.03% | – | |
| NESR | Sell | NATIONAL ENERGY SERVICES REU | $7,228,000 | -19.3% | 1,216,770 | -7.9% | 0.03% | -13.9% |
| ALX | Sell | ALEXANDERS INC | $7,295,000 | -18.0% | 34,910 | -12.8% | 0.03% | -11.4% |
| HIBB | Sell | HIBBETT INC | $6,884,000 | +3.8% | 138,213 | -8.9% | 0.03% | +15.4% |
| HLX | Buy | HELIX ENERGY SOLUTIONS GRP I | $6,908,000 | +60.7% | 1,789,590 | +29.0% | 0.03% | +76.5% |
| IBOC | Sell | INTERNATIONAL BANCSHARES COR | $6,870,000 | -2.3% | 161,641 | -7.9% | 0.03% | +7.1% |
| LBC | Sell | LUTHER BURBANK CORP | $7,085,000 | -22.8% | 609,739 | -13.2% | 0.03% | -16.7% |
| NOG | Sell | NORTHERN OIL AND GAS INC MN | $6,882,000 | +6.6% | 251,060 | -1.8% | 0.03% | +15.4% |
| AXS | Sell | AXIS CAP HLDGS LTD | $6,969,000 | -22.0% | 141,800 | -9.4% | 0.03% | -16.7% |
| THR | Sell | THERMON GROUP HLDGS INC | $6,809,000 | -11.6% | 441,864 | -19.4% | 0.03% | -6.5% |
| EAT | Buy | BRINKER INTL INC | $6,850,000 | +25.8% | 274,220 | +11.0% | 0.03% | +31.8% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $6,746,000 | -2.9% | 122,490 | -28.8% | 0.03% | +3.6% |
| LBAI | Sell | LAKELAND BANCORP INC | $6,826,000 | -1.1% | 426,370 | -9.7% | 0.03% | +7.4% |
| WTFC | Buy | WINTRUST FINL CORP | $6,675,000 | +2.9% | 81,855 | +1.1% | 0.03% | +11.5% |
| SANM | Sell | SANMINA CORPORATION | $6,798,000 | -29.8% | 147,521 | -38.0% | 0.03% | -25.6% |
| CHX | Buy | CHAMPIONX CORPORATION | $6,707,000 | +2.3% | 342,710 | +3.8% | 0.03% | +11.5% |
| New | PERMIAN RESOURCES CORP | $6,718,000 | – | 987,980 | – | 0.03% | – | |
| FHI | Sell | FEDERATED HERMES INCcl b | $6,700,000 | -5.0% | 202,305 | -8.8% | 0.03% | +3.6% |
| BHLB | Sell | BERKSHIRE HILLS BANCORP INC | $6,725,000 | -24.9% | 246,330 | -31.9% | 0.03% | -19.4% |
| THFF | Sell | FIRST FINL CORP IND | $6,689,000 | -7.5% | 148,017 | -8.9% | 0.03% | 0.0% |
| TRMK | Sell | TRUSTMARK CORP | $6,581,000 | -28.6% | 214,844 | -31.9% | 0.03% | -24.3% |
| COLB | Sell | COLUMBIA BKG SYS INC | $6,504,000 | -8.1% | 225,120 | -8.8% | 0.03% | 0.0% |
| PFC | Sell | PREMIER FINANCIAL CORP | $6,483,000 | -6.6% | 252,270 | -7.8% | 0.03% | 0.0% |
| ETH | Sell | ETHAN ALLEN INTERIORS INC | $6,422,000 | -23.9% | 303,761 | -27.3% | 0.03% | -17.6% |
| SIG | New | SIGNET JEWELERS LIMITED | $6,543,000 | – | 114,400 | – | 0.03% | – |
| AGM | Sell | FEDERAL AGRIC MTG CORPcl c | $6,420,000 | -6.1% | 64,760 | -7.6% | 0.03% | +3.7% |
| HTLF | Sell | HEARTLAND FINL USA INC | $6,541,000 | -5.7% | 150,860 | -9.6% | 0.03% | 0.0% |
| ATKR | Buy | ATKORE INC | $6,559,000 | +106.6% | 84,290 | +120.4% | 0.03% | +115.4% |
| HVT | Sell | HAVERTY FURNITURE COS INC | $6,496,000 | -19.9% | 260,870 | -25.5% | 0.03% | -12.5% |
| BUSE | Sell | FIRST BUSEY CORP | $6,403,000 | -31.3% | 291,320 | -28.6% | 0.03% | -24.3% |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $6,546,000 | +2.2% | 142,896 | -1.1% | 0.03% | +12.0% |
| FFBC | Buy | FIRST FINL BANCORP OH | $6,537,000 | +48.0% | 310,100 | +36.2% | 0.03% | +55.6% |
| CPF | Buy | CENTRAL PAC FINL CORP | $6,566,000 | +7.6% | 317,330 | +11.5% | 0.03% | +16.7% |
| HTLD | Sell | HEARTLAND EXPRESS INC | $6,432,000 | -8.3% | 449,470 | -10.9% | 0.03% | 0.0% |
| STBA | Sell | S & T BANCORP INC | $6,615,000 | -6.0% | 225,680 | -12.0% | 0.03% | 0.0% |
| RNST | Sell | RENASANT CORP | $6,568,000 | -2.1% | 209,960 | -9.8% | 0.03% | +3.7% |
| VCTR | Sell | VICTORY CAP HLDGS INC | $6,186,000 | -6.4% | 265,399 | -3.2% | 0.03% | +3.8% |
| RGP | Sell | RESOURCES CONNECTION INC | $6,186,000 | -46.5% | 342,361 | -39.6% | 0.03% | -41.3% |
| CNOB | New | CONNECTONE BANCORP INC | $6,217,000 | – | 269,620 | – | 0.03% | – |
| WIRE | Sell | ENCORE WIRE CORP | $6,172,000 | -4.1% | 53,421 | -13.8% | 0.03% | +3.8% |
| Buy | TRINSEO PLC | $6,191,000 | -14.0% | 337,940 | +80.5% | 0.03% | -6.9% | |
| ABG | Sell | ASBURY AUTOMOTIVE GROUP INC | $6,401,000 | -32.3% | 42,362 | -24.1% | 0.03% | -28.9% |
| OCFC | Sell | OCEANFIRST FINL CORP | $6,391,000 | -33.1% | 342,850 | -31.4% | 0.03% | -28.9% |
| FBP | Sell | FIRST BANCORP P R | $6,392,000 | -70.1% | 467,275 | -71.8% | 0.03% | -68.2% |
| CATY | Sell | CATHAY GEN BANCORP | $6,220,000 | -8.7% | 161,715 | -7.0% | 0.03% | 0.0% |
| NSIT | Sell | INSIGHT ENTERPRISES INC | $6,263,000 | -25.9% | 76,004 | -22.4% | 0.03% | -20.6% |
| VIRT | New | VIRTU FINL INCcl a | $6,355,000 | – | 305,970 | – | 0.03% | – |
| IBCP | Sell | INDEPENDENT BK CORP MICH | $6,336,000 | -5.2% | 331,740 | -4.4% | 0.03% | 0.0% |
| FWRD | Buy | FORWARD AIR CORP | $6,339,000 | +3.4% | 70,230 | +5.3% | 0.03% | +12.5% |
| NR | Buy | NEWPARK RES INC | $5,987,000 | +13.7% | 2,375,780 | +39.4% | 0.03% | +23.8% |
| RILY | New | B. RILEY FINANCIAL INC | $6,091,000 | – | 136,810 | – | 0.03% | – |
| CRC | Sell | CALIFORNIA RES CORP | $6,072,000 | -10.1% | 158,000 | -9.9% | 0.03% | -3.7% |
| MOGA | Sell | MOOG INCcl a | $6,096,000 | -36.1% | 86,655 | -27.9% | 0.03% | -31.6% |
| B | Buy | BARNES GROUP INC | $6,127,000 | +48.9% | 212,170 | +60.5% | 0.03% | +62.5% |
| BXC | Buy | BLUELINX HLDGS INC | $6,000,000 | +1.0% | 96,620 | +8.7% | 0.03% | +8.3% |
| KMPR | Buy | KEMPER CORP | $6,083,000 | +27.6% | 147,430 | +48.1% | 0.03% | +36.8% |
| NCR | New | NCR CORP NEW | $5,952,000 | – | 313,090 | – | 0.03% | – |
| VSTO | Buy | VISTA OUTDOOR INC | $5,874,000 | +221.7% | 241,540 | +269.0% | 0.02% | +257.1% |
| PLAB | Sell | PHOTRONICS INC | $5,760,000 | -31.3% | 393,950 | -8.4% | 0.02% | -24.2% |
| GLDD | Buy | GREAT LAKES DREDGE & DOCK CO | $5,718,000 | -37.2% | 754,350 | +8.6% | 0.02% | -30.6% |
| EAF | Buy | GRAFTECH INTL LTD | $5,818,000 | -28.2% | 1,349,970 | +17.8% | 0.02% | -21.9% |
| JHG | New | JANUS HENDERSON GROUP PLC | $5,802,000 | – | 285,690 | – | 0.02% | – |
| RMAX | Sell | RE MAX HLDGS INCcl a | $5,757,000 | -40.2% | 304,440 | -22.4% | 0.02% | -34.2% |
| LOB | New | LIVE OAK BANCSHARES INC | $5,835,000 | – | 190,690 | – | 0.02% | – |
| TNL | Buy | TRAVEL PLUS LEISURE CO | $5,624,000 | -0.8% | 164,820 | +12.9% | 0.02% | +4.3% |
| ACCO | Sell | ACCO BRANDS CORP | $5,663,000 | -32.4% | 1,155,699 | -9.9% | 0.02% | -27.3% |
| MERC | Buy | MERCER INTL INC | $5,680,000 | +26.4% | 461,790 | +35.2% | 0.02% | +33.3% |
| SRCE | Sell | 1ST SOURCE CORP | $5,691,000 | -19.3% | 122,907 | -20.9% | 0.02% | -14.3% |
| DEN | New | DENBURY INC | $5,346,000 | – | 61,970 | – | 0.02% | – |
| AAWW | New | ATLAS AIR WORLDWIDE HLDGS IN | $5,380,000 | – | 56,290 | – | 0.02% | – |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $5,273,000 | -30.8% | 30,872 | -17.9% | 0.02% | -23.3% |
| NRG | Sell | NRG ENERGY INC | $4,826,000 | -21.5% | 126,100 | -21.7% | 0.02% | -12.5% |
| TPC | Buy | TUTOR PERINI CORP | $4,866,000 | -12.9% | 881,599 | +38.5% | 0.02% | -4.5% |
| Buy | AMALGAMATED FINANCIAL CORP | $4,854,000 | +23.5% | 215,240 | +8.3% | 0.02% | +31.2% | |
| TPH | Sell | TRI POINTE HOMES INC | $4,839,000 | -48.4% | 320,272 | -42.4% | 0.02% | -43.2% |
| Sell | CADENCE BANK | $4,897,000 | -12.0% | 192,731 | -18.6% | 0.02% | -4.5% | |
| TRST | Sell | TRUSTCO BK CORP N Y | $4,712,000 | -23.8% | 149,962 | -25.2% | 0.02% | -20.0% |
| FRME | Buy | FIRST MERCHANTS CORP | $4,590,000 | +178.4% | 118,671 | +156.4% | 0.02% | +185.7% |
| FULT | Sell | FULTON FINL CORP PA | $4,643,000 | -29.3% | 293,884 | -35.3% | 0.02% | -23.1% |
| MLI | Sell | MUELLER INDS INC | $4,544,000 | -10.1% | 76,440 | -19.4% | 0.02% | 0.0% |
| BANR | Sell | BANNER CORP | $4,698,000 | -32.3% | 79,520 | -35.6% | 0.02% | -28.6% |
| TITN | New | TITAN MACHY INC | $4,551,000 | – | 161,040 | – | 0.02% | – |
| DHIL | Buy | DIAMOND HILL INVT GROUP INC | $4,759,000 | -2.5% | 28,840 | +2.6% | 0.02% | +5.3% |
| KBAL | Sell | KIMBALL INTL INCcl b | $4,753,000 | -29.9% | 755,700 | -14.5% | 0.02% | -25.9% |
| ABCB | New | AMERIS BANCORP | $4,594,000 | – | 102,760 | – | 0.02% | – |
| CNXN | Sell | PC CONNECTION INC | $4,672,000 | -30.6% | 103,625 | -32.2% | 0.02% | -25.9% |
| CCF | Sell | CHASE CORP | $4,608,000 | -0.7% | 55,140 | -7.5% | 0.02% | +11.1% |
| PGTI | New | PGT INNOVATIONS INC | $4,759,000 | – | 227,070 | – | 0.02% | – |
| EFSC | Buy | ENTERPRISE FINL SVCS CORP | $4,565,000 | +98.7% | 103,660 | +87.3% | 0.02% | +122.2% |
| PARR | Sell | PAR PAC HOLDINGS INC | $4,626,000 | -30.7% | 281,910 | -34.2% | 0.02% | -25.9% |
| RUTH | New | RUTHS HOSPITALITY GROUP INC | $4,566,000 | – | 270,810 | – | 0.02% | – |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $4,564,000 | +0.3% | 135,626 | -11.5% | 0.02% | +11.1% |
| PEBO | Buy | PEOPLES BANCORP INC | $4,652,000 | +100.2% | 160,800 | +84.1% | 0.02% | +122.2% |
| MTG | New | MGIC INVT CORP WIS | $4,417,000 | – | 344,530 | – | 0.02% | – |
| WSBF | Sell | WATERSTONE FINL INC MD | $4,377,000 | -6.6% | 270,860 | -1.4% | 0.02% | 0.0% |
| INT | Buy | WORLD FUEL SVCS CORP | $4,435,000 | +39.5% | 189,187 | +21.7% | 0.02% | +46.2% |
| GHC | New | GRAHAM HLDGS CO | $4,374,000 | – | 8,130 | – | 0.02% | – |
| HBNC | Sell | HORIZON BANCORP INC | $4,538,000 | -34.5% | 252,680 | -36.4% | 0.02% | -32.1% |
| ONB | Sell | OLD NATL BANCORP IND | $4,401,000 | -5.4% | 267,194 | -15.0% | 0.02% | +5.6% |
| GSBC | Sell | GREAT SOUTHN BANCORP INC | $4,375,000 | -24.8% | 76,660 | -22.8% | 0.02% | -17.4% |
| AMWD | New | AMERICAN WOODMARK CORPORATIO | $4,327,000 | – | 98,660 | – | 0.02% | – |
| FBK | Sell | FB FINL CORP | $4,348,000 | -38.1% | 113,787 | -36.5% | 0.02% | -32.1% |
| SFNC | Buy | SIMMONS 1ST NATL CORPcl a $1 par | $4,476,000 | +137.5% | 205,400 | +131.6% | 0.02% | +171.4% |
| SCSC | Sell | SCANSOURCE INC | $4,537,000 | -42.9% | 171,799 | -32.7% | 0.02% | -40.6% |
| REX | Buy | REX AMERICAN RES CORP | $4,309,000 | -24.0% | 154,317 | +130.9% | 0.02% | -17.4% |
| BHF | Buy | BRIGHTHOUSE FINL INC | $4,484,000 | +40.7% | 103,280 | +32.9% | 0.02% | +46.2% |
| DIN | Buy | DINE BRANDS GLOBAL INC | $4,360,000 | +104.1% | 68,590 | +109.0% | 0.02% | +137.5% |
| NPO | Sell | ENPRO INDS INC | $4,309,000 | -47.1% | 50,705 | -49.0% | 0.02% | -40.6% |
| BGFV | Buy | BIG 5 SPORTING GOODS CORP | $4,361,000 | +2.9% | 406,020 | +7.4% | 0.02% | +11.8% |
| PRLB | Sell | PROTO LABS INC | $4,439,000 | -39.3% | 121,840 | -20.3% | 0.02% | -34.5% |
| PPBI | New | PACIFIC PREMIER BANCORP | $4,508,000 | – | 145,610 | – | 0.02% | – |
| CTBI | Sell | COMMUNITY TR BANCORP INC | $4,340,000 | -11.7% | 107,024 | -11.9% | 0.02% | -5.0% |
| TOWN | Sell | TOWNEBANK PORTSMOUTH VA | $4,435,000 | -3.9% | 165,310 | -2.8% | 0.02% | +5.6% |
| WSFS | New | WSFS FINL CORP | $4,514,000 | – | 97,150 | – | 0.02% | – |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $4,421,000 | -26.9% | 67,770 | -23.7% | 0.02% | -20.8% |
| RYI | Buy | RYERSON HLDG CORP | $4,388,000 | +76.1% | 170,470 | +45.6% | 0.02% | +90.0% |
| WHD | Sell | CACTUS INCcl a | $4,511,000 | -22.1% | 117,370 | -18.4% | 0.02% | -17.4% |
| XPER | Sell | XPERI HOLDING CORP | $4,365,000 | -3.3% | 308,680 | -1.3% | 0.02% | +5.6% |
| NFBK | Buy | NORTHFIELD BANCORP INC DEL | $4,439,000 | +34.2% | 310,201 | +22.2% | 0.02% | +46.2% |
| TG | Buy | TREDEGAR CORP | $4,272,000 | -1.3% | 452,510 | +4.6% | 0.02% | +5.9% |
| AMG | New | AFFILIATED MANAGERS GROUP IN | $4,295,000 | – | 38,400 | – | 0.02% | – |
| LBRT | Sell | LIBERTY ENERGY INC | $4,096,000 | -32.3% | 323,050 | -31.9% | 0.02% | -25.0% |
| CAC | Sell | CAMDEN NATL CORP | $4,248,000 | -13.8% | 99,726 | -10.9% | 0.02% | -10.0% |
| TALO | Sell | TALOS ENERGY INC | $4,238,000 | -14.8% | 254,510 | -20.9% | 0.02% | -10.0% |
| MSBI | Sell | MIDLAND STATES BANCORP INC | $4,242,000 | -24.0% | 179,956 | -22.5% | 0.02% | -18.2% |
| IOSP | Sell | INNOSPEC INC | $4,221,000 | -12.8% | 49,270 | -2.6% | 0.02% | -5.3% |
| FUL | Sell | FULLER H B CO | $4,182,000 | -5.8% | 69,590 | -5.6% | 0.02% | 0.0% |
| KTB | New | KONTOOR BRANDS INC | $4,269,000 | – | 127,010 | – | 0.02% | – |
| POWL | Sell | POWELL INDS INC | $4,167,000 | -11.7% | 197,670 | -2.1% | 0.02% | -5.3% |
| MMS | New | MAXIMUS INC | $4,261,000 | – | 73,630 | – | 0.02% | – |
| CBT | Sell | CABOT CORP | $4,252,000 | -35.3% | 66,545 | -35.4% | 0.02% | -30.8% |
| MWA | Sell | MUELLER WTR PRODS INC | $4,100,000 | -16.5% | 399,210 | -4.7% | 0.02% | -10.0% |
| SOI | Sell | SOLARIS OILFIELD INFRASTRUCT | $4,247,000 | -19.2% | 453,720 | -6.0% | 0.02% | -14.3% |
| RBCAA | Sell | REPUBLIC BANCORP INC KYcl a | $4,100,000 | -22.9% | 107,050 | -2.8% | 0.02% | -14.3% |
| CMC | Sell | COMMERCIAL METALS CO | $4,265,000 | -1.0% | 120,210 | -7.6% | 0.02% | +5.9% |
| WASH | Buy | WASHINGTON TR BANCORP INC | $4,206,000 | +71.0% | 90,480 | +78.0% | 0.02% | +80.0% |
| INBK | Buy | FIRST INTERNET BANCORP | $4,279,000 | -5.0% | 126,365 | +3.3% | 0.02% | 0.0% |
| ABM | Sell | ABM INDS INC | $4,141,000 | -16.3% | 108,310 | -5.0% | 0.02% | -10.0% |
| CCS | Sell | CENTURY CMNTYS INC | $4,246,000 | -43.1% | 99,250 | -40.2% | 0.02% | -40.0% |
| PLUS | Buy | EPLUS INC | $4,188,000 | -15.6% | 100,825 | +7.9% | 0.02% | -10.0% |
| HOFT | Sell | HOOKER FURNISHINGS CORPORATI | $3,943,000 | -28.4% | 292,279 | -17.5% | 0.02% | -22.7% |
| GES | New | GUESS INC | $3,847,000 | – | 262,230 | – | 0.02% | – |
| IRWD | New | IRONWOOD PHARMACEUTICALS INC | $4,034,000 | – | 389,380 | – | 0.02% | – |
| KBH | Buy | KB HOME | $3,879,000 | +88.7% | 149,670 | +107.2% | 0.02% | +112.5% |
| KELYA | Sell | KELLY SVCS INCcl a | $3,961,000 | -48.4% | 291,433 | -24.7% | 0.02% | -45.2% |
| KE | Sell | KIMBALL ELECTRONICS INC | $3,853,000 | -29.4% | 224,650 | -17.3% | 0.02% | -22.7% |
| LZB | Sell | LA Z BOY INC | $4,053,000 | -56.5% | 179,570 | -54.3% | 0.02% | -54.1% |
| LPI | Sell | LAREDO PETROLEUM INC | $3,934,000 | -9.9% | 62,600 | -1.2% | 0.02% | 0.0% |
| MED | Buy | MEDIFAST INC | $4,044,000 | -15.8% | 37,320 | +40.2% | 0.02% | -10.5% |
| MBWM | Sell | MERCANTILE BK CORP | $4,047,000 | -15.7% | 136,210 | -9.4% | 0.02% | -10.5% |
| NYMT | Buy | NEW YORK MTG TR INC | $3,881,000 | -13.5% | 1,658,620 | +2.0% | 0.02% | -5.6% |
| EBIX | Buy | EBIX INC | $3,964,000 | +17.0% | 208,970 | +4.2% | 0.02% | +30.8% |
| PUMP | Buy | PROPETRO HLDG CORP | $4,000,000 | +10.3% | 496,870 | +37.0% | 0.02% | +21.4% |
| CENT | Sell | CENTRAL GARDEN & PET CO | $3,989,000 | -54.7% | 110,670 | -46.7% | 0.02% | -51.4% |
| CATO | Sell | CATO CORP NEWcl a | $3,983,000 | -37.1% | 417,550 | -23.4% | 0.02% | -32.0% |
| STRL | Sell | STERLING INFRASTRUCTURE INC | $4,044,000 | -3.0% | 188,350 | -0.9% | 0.02% | 0.0% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $3,973,000 | -46.3% | 170,348 | -46.2% | 0.02% | -41.4% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $4,026,000 | +20.3% | 345,608 | +37.4% | 0.02% | +30.8% |
| BHR | Buy | BRAEMAR HOTELS & RESORTS INC | $3,898,000 | +93.1% | 906,480 | +92.6% | 0.02% | +112.5% |
| USNA | Sell | USANA HEALTH SCIENCES INC | $3,919,000 | -44.8% | 69,920 | -28.7% | 0.02% | -39.3% |
| BOOT | New | BOOT BARN HLDGS INC | $4,045,000 | – | 69,200 | – | 0.02% | – |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $3,939,000 | -5.3% | 14,750 | -3.1% | 0.02% | 0.0% |
| GTES | New | GATES INDL CORP PLC | $3,956,000 | – | 405,300 | – | 0.02% | – |
| AIR | Sell | AAR CORP | $3,921,000 | -56.6% | 109,470 | -49.3% | 0.02% | -52.8% |
| MATX | Buy | MATSON INC | $3,667,000 | -7.4% | 59,601 | +9.7% | 0.02% | 0.0% |
| BGS | Sell | B & G FOODS INC NEW | $3,658,000 | -37.1% | 221,860 | -9.3% | 0.02% | -30.4% |
| LGIH | Sell | LGI HOMES INC | $3,696,000 | -35.2% | 45,420 | -30.8% | 0.02% | -30.4% |
| APAM | Buy | ARTISAN PARTNERS ASSET MGMTcl a | $3,757,000 | -23.5% | 139,510 | +1.1% | 0.02% | -20.0% |
| PRIM | Sell | PRIMORIS SVCS CORP | $3,807,000 | -41.4% | 234,282 | -21.5% | 0.02% | -38.5% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $3,748,000 | -22.7% | 112,305 | +0.3% | 0.02% | -15.8% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $3,795,000 | -24.3% | 194,590 | -13.6% | 0.02% | -20.0% |
| LOCO | Sell | EL POLLO LOCO HLDGS INC | $3,633,000 | -17.8% | 407,240 | -9.4% | 0.02% | -11.1% |
| TRS | Buy | TRIMAS CORP | $3,834,000 | +58.4% | 152,930 | +74.9% | 0.02% | +60.0% |
| MTH | Sell | MERITAGE HOMES CORP | $3,831,000 | -56.3% | 54,515 | -54.9% | 0.02% | -54.3% |
| TILE | Buy | INTERFACE INC | $3,647,000 | -22.1% | 405,680 | +8.7% | 0.02% | -15.8% |
| GHL | Buy | GREENHILL & CO INC | $3,612,000 | -19.8% | 608,038 | +24.4% | 0.02% | -11.1% |
| VRTS | Buy | VIRTUS INVT PARTNERS INC | $3,801,000 | +22.0% | 23,830 | +30.8% | 0.02% | +33.3% |
| MTRX | Buy | MATRIX SVC CO | $3,764,000 | -5.4% | 909,160 | +15.6% | 0.02% | 0.0% |
| GIII | Sell | G III APPAREL GROUP LTD | $3,651,000 | -39.1% | 244,220 | -17.6% | 0.02% | -33.3% |
| MHO | Sell | M/I HOMES INC | $3,787,000 | -57.6% | 104,518 | -53.6% | 0.02% | -55.6% |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS IN | $3,826,000 | +1.5% | 393,260 | +16.6% | 0.02% | +6.7% |
| PCB | Sell | PCB BANCORP | $3,589,000 | -16.0% | 198,640 | -13.2% | 0.02% | -11.8% |
| ADS | New | BREAD FINANCIAL HOLDINGS INC | $3,607,000 | – | 114,690 | – | 0.02% | – |
| ARNC | New | ARCONIC CORPORATION | $3,587,000 | – | 210,500 | – | 0.02% | – |
| VRA | Sell | VERA BRADLEY INC | $3,557,000 | -48.6% | 1,181,690 | -25.9% | 0.02% | -46.4% |
| RBB | Sell | RBB BANCORP | $3,452,000 | -2.2% | 166,110 | -2.8% | 0.02% | +7.1% |
| FLIC | Sell | FIRST LONG IS CORP | $3,224,000 | -29.5% | 187,020 | -28.3% | 0.01% | -22.2% |
| MOFG | Sell | MIDWESTONE FINL GROUP INC NE | $3,219,000 | -12.1% | 117,960 | -4.3% | 0.01% | -6.7% |
| LAKE | Sell | LAKELAND INDS INC | $3,059,000 | -26.2% | 265,273 | -1.7% | 0.01% | -18.8% |
| CVCY | Sell | CENTRAL VY CMNTY BANCORP | $2,716,000 | -3.0% | 153,380 | -20.6% | 0.01% | +9.1% |
| PLPC | Sell | PREFORMED LINE PRODS CO | $2,814,000 | -29.4% | 39,546 | -39.0% | 0.01% | -25.0% |
| NECB | Sell | NORTHEAST CMNTY BANCORP INC | $2,562,000 | -7.1% | 206,614 | -11.8% | 0.01% | 0.0% |
| BMRC | Sell | BANK MARIN BANCORP | $2,582,000 | -26.2% | 86,220 | -21.7% | 0.01% | -21.4% |
| HBCP | Sell | HOME BANCORP INC | $2,515,000 | +8.4% | 64,510 | -5.1% | 0.01% | +22.2% |
| JACK | Sell | JACK IN THE BOX INC | $2,501,000 | -54.4% | 33,760 | -65.5% | 0.01% | -50.0% |
| MCBC | Sell | MACATAWA BK CORP | $2,470,000 | -6.2% | 266,790 | -10.5% | 0.01% | +10.0% |
| CMP | Sell | COMPASS MINERALS INTL INC | $2,518,000 | -59.3% | 65,350 | -62.6% | 0.01% | -56.0% |
| New | NOBLE CORP NEW | $2,455,000 | – | 82,990 | – | 0.01% | – | |
| ZYXI | New | ZYNEX INC | $2,493,000 | – | 274,824 | – | 0.01% | – |
| NRIM | Sell | NORTHRIM BANCORP INC | $2,505,000 | +1.5% | 60,282 | -1.6% | 0.01% | +10.0% |
| EEX | Sell | EMERALD HOLDING INC | $2,533,000 | -59.2% | 749,416 | -50.9% | 0.01% | -56.0% |
| TA | New | TRAVELCENTERS OF AMERICA INC | $2,470,000 | – | 45,800 | – | 0.01% | – |
| CIVB | Buy | CIVISTA BANCSHARES INC | $2,499,000 | +3.3% | 120,360 | +5.7% | 0.01% | +10.0% |
| CARE | Sell | CARTER BANKSHARES INC | $2,619,000 | +16.2% | 162,680 | -4.7% | 0.01% | +22.2% |
| ISTR | Sell | INVESTAR HLDG CORP | $2,304,000 | -14.9% | 115,780 | -6.3% | 0.01% | -9.1% |
| BHE | New | BENCHMARK ELECTRS INC | $2,442,000 | – | 98,550 | – | 0.01% | – |
| BWB | Sell | BRIDGEWATER BANCSHARES INC | $2,414,000 | -2.1% | 146,579 | -4.1% | 0.01% | 0.0% |
| SAMG | New | SILVERCREST ASSET MGMT GROUPcl a | $2,280,000 | – | 139,440 | – | 0.01% | – |
| HWKN | Sell | HAWKINS INC | $2,364,000 | +6.5% | 60,630 | -1.5% | 0.01% | +11.1% |
| URBN | Sell | URBAN OUTFITTERS INC | $2,380,000 | -44.9% | 121,140 | -47.7% | 0.01% | -41.2% |
| TGNA | Sell | TEGNA INC | $2,412,000 | -11.1% | 116,630 | -9.9% | 0.01% | -9.1% |
| NBN | Sell | NORTHEAST BK LEWISTON ME | $2,331,000 | -4.4% | 63,580 | -4.8% | 0.01% | 0.0% |
| FBMS | New | FIRST BANCSHARES INC MS | $2,327,000 | – | 77,910 | – | 0.01% | – |
| NEU | Sell | NEWMARKET CORP | $2,325,000 | -53.1% | 7,730 | -53.1% | 0.01% | -50.0% |
| NTGR | Sell | NETGEAR INC | $2,360,000 | -64.2% | 117,770 | -66.9% | 0.01% | -61.5% |
| FBIZ | Sell | FIRST BUSINESS FINL SVCS INC | $2,372,000 | -8.7% | 73,399 | -11.9% | 0.01% | 0.0% |
| ORRF | Sell | ORRSTOWN FINL SVCS INC | $2,277,000 | -11.9% | 95,191 | -11.0% | 0.01% | 0.0% |
| BCBP | Sell | BCB BANCORP INC | $2,295,000 | -8.2% | 136,380 | -7.1% | 0.01% | 0.0% |
| SMBC | New | SOUTHERN MO BANCORP INC | $2,314,000 | – | 45,350 | – | 0.01% | – |
| CFB | Sell | CROSSFIRST BANKSHARES INC | $2,258,000 | -3.8% | 173,020 | -2.6% | 0.01% | +11.1% |
| PRI | New | PRIMERICA INC | $2,332,000 | – | 18,890 | – | 0.01% | – |
| FRST | Sell | PRIMIS FINANCIAL CORP | $2,222,000 | -38.7% | 183,203 | -31.1% | 0.01% | -28.6% |
| BSRR | Buy | SIERRA BANCORP | $2,080,000 | -0.7% | 105,302 | +9.2% | 0.01% | +12.5% |
| ZUMZ | Sell | ZUMIEZ INC | $2,107,000 | -24.3% | 97,870 | -8.5% | 0.01% | -18.2% |
| SNBR | Buy | SLEEP NUMBER CORP | $2,018,000 | +26.8% | 59,680 | +16.1% | 0.01% | +50.0% |
| FISI | Sell | FINANCIAL INSTNS INC | $2,201,000 | -36.5% | 91,448 | -31.4% | 0.01% | -35.7% |
| STC | New | STEWART INFORMATION SVCS COR | $2,010,000 | – | 46,060 | – | 0.01% | – |
| CRI | New | CARTERS INC | $2,059,000 | – | 31,420 | – | 0.01% | – |
| CCNE | Sell | CNB FINL CORP PA | $2,193,000 | -37.8% | 93,060 | -36.2% | 0.01% | -35.7% |
| ACNB | New | ACNB CORP | $2,123,000 | – | 70,670 | – | 0.01% | – |
| NGVT | New | INGEVITY CORP | $2,204,000 | – | 36,350 | – | 0.01% | – |
| FMBH | Sell | FIRST MID ILL BANCSHARES INC | $2,134,000 | -37.6% | 66,750 | -30.4% | 0.01% | -35.7% |
| INMD | New | INMODE LTD | $2,119,000 | – | 72,790 | – | 0.01% | – |
| INS | New | CORECARD CORPORATION | $2,037,000 | – | 93,590 | – | 0.01% | – |
| TUP | Sell | TUPPERWARE BRANDS CORP | $1,979,000 | -52.6% | 302,120 | -54.1% | 0.01% | -47.1% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $2,106,000 | +0.4% | 98,521 | -8.1% | 0.01% | +12.5% |
| UFPI | Sell | UFP INDUSTRIES INC | $2,023,000 | -3.4% | 28,034 | -8.8% | 0.01% | +12.5% |
| CRUS | New | CIRRUS LOGIC INC | $2,008,000 | – | 29,190 | – | 0.01% | – |
| BLMN | New | BLOOMIN BRANDS INC | $1,986,000 | – | 108,335 | – | 0.01% | – |
| PKBK | New | PARKE BANCORP INC | $2,101,000 | – | 100,230 | – | 0.01% | – |
| HRI | New | HERC HLDGS INC | $2,101,000 | – | 20,230 | – | 0.01% | – |
| BCML | New | BAYCOM CORP | $2,208,000 | – | 125,610 | – | 0.01% | – |
| HCC | Sell | WARRIOR MET COAL INC | $2,181,000 | -52.8% | 76,680 | -49.2% | 0.01% | -50.0% |
| New | ENACT HLDGS INC | $2,038,000 | – | 91,930 | – | 0.01% | – | |
| MYRG | Sell | MYR GROUP INC DEL | $2,158,000 | -55.9% | 25,465 | -54.1% | 0.01% | -52.6% |
| PTSI | New | P A M TRANSN SVCS INC | $2,182,000 | – | 70,470 | – | 0.01% | – |
| SNDR | Sell | SCHNEIDER NATIONAL INCcl b | $2,128,000 | -11.4% | 104,850 | -2.3% | 0.01% | -10.0% |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS C | $2,160,000 | -70.1% | 215,760 | -73.0% | 0.01% | -69.0% |
| TLYS | Buy | TILLYS INCcl a | $1,896,000 | +4.3% | 273,950 | +5.8% | 0.01% | +14.3% |
| TBNK | Buy | TERRITORIAL BANCORP INC | $1,947,000 | -10.9% | 104,991 | +0.2% | 0.01% | -11.1% |
| SAVE | Sell | SPIRIT AIRLS INC | $1,855,000 | -66.1% | 98,550 | -57.1% | 0.01% | -63.6% |
| TRTX | Buy | TPG RE FIN TR INC | $1,857,000 | -10.9% | 265,350 | +14.6% | 0.01% | 0.0% |
| GPMT | Buy | GRANITE PT MTG TR INC | $1,751,000 | -17.6% | 271,820 | +22.4% | 0.01% | 0.0% |
| SLQT | New | SELECTQUOTE INC | $1,943,000 | – | 2,661,520 | – | 0.01% | – |
| ZEUS | New | OLYMPIC STEEL INC | $1,869,000 | – | 81,940 | – | 0.01% | – |
| GLRE | New | GREENLIGHT CAPITAL RE LTDclass a | $1,905,000 | – | 256,100 | – | 0.01% | – |
| WOR | Sell | WORTHINGTON INDS INC | $1,902,000 | -57.6% | 49,870 | -51.0% | 0.01% | -55.6% |
| MBIN | New | MERCHANTS BANCORP IND | $1,897,000 | – | 82,220 | – | 0.01% | – |
| PDCO | Sell | PATTERSON COS INC | $1,953,000 | -28.1% | 81,300 | -9.4% | 0.01% | -27.3% |
| GMS | New | GMS INC | $1,940,000 | – | 48,500 | – | 0.01% | – |
| CASA | Buy | CASA SYS INC | $1,903,000 | -20.2% | 607,900 | +0.1% | 0.01% | -11.1% |
| FRG | Sell | FRANCHISE GROUP INC | $1,863,000 | -43.9% | 76,670 | -19.0% | 0.01% | -38.5% |
| GCO | Sell | GENESCO INC | $1,751,000 | -79.1% | 44,520 | -73.5% | 0.01% | -75.8% |
| EVC | Sell | ENTRAVISION COMMUNICATIONS Ccl a | $1,838,000 | -38.5% | 462,999 | -29.4% | 0.01% | -33.3% |
| NGVC | Sell | NATURAL GROCERS BY VITAMIN C | $1,630,000 | -55.2% | 151,040 | -33.8% | 0.01% | -50.0% |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $1,646,000 | – | 123,880 | – | 0.01% | – |
| NKSH | Sell | NATIONAL BANKSHARES INC VA | $1,673,000 | -17.7% | 49,542 | -23.5% | 0.01% | -12.5% |
| TIG | Buy | TREAN INS GROUP INC | $1,730,000 | -27.2% | 508,940 | +33.3% | 0.01% | -22.2% |
| MCY | New | MERCURY GENL CORP NEW | $1,650,000 | – | 58,070 | – | 0.01% | – |
| BLBD | New | BLUE BIRD CORP | $1,712,000 | – | 204,990 | – | 0.01% | – |
| LL | Buy | LL FLOORING HOLDINGS INC | $1,663,000 | -5.0% | 239,990 | +28.5% | 0.01% | 0.0% |
| LLY | Buy | LILLY ELI & CO | $1,552,000 | +1.8% | 4,800 | +2.1% | 0.01% | +16.7% |
| CSTM | New | CONSTELLIUM SE | $1,725,000 | – | 170,070 | – | 0.01% | – |
| AJX | Sell | GREAT AJAX CORP | $1,686,000 | -48.1% | 224,535 | -33.7% | 0.01% | -46.2% |
| ARI | New | APOLLO COML REAL EST FIN INC | $1,643,000 | – | 197,930 | – | 0.01% | – |
| HOG | Sell | HARLEY DAVIDSON INC | $1,531,000 | -86.2% | 43,900 | -87.5% | 0.01% | -84.1% |
| Buy | MFA FINL INC | $1,425,000 | -24.2% | 183,114 | +4.7% | 0.01% | -14.3% | |
| PLCE | New | CHILDRENS PL INC NEW | $1,427,000 | – | 46,210 | – | 0.01% | – |
| BGSF | Sell | BGSF INC | $1,462,000 | -38.9% | 131,604 | -32.0% | 0.01% | -40.0% |
| WMPN | Sell | WILLIAM PENN BANCORPORATION | $1,339,000 | -44.1% | 117,730 | -42.5% | 0.01% | -40.0% |
| AAIC | Sell | ARLINGTON ASSET INVST CORPcl a new | $1,416,000 | -43.8% | 520,548 | -32.9% | 0.01% | -40.0% |
| RCKY | Sell | ROCKY BRANDS INC | $1,051,000 | -50.3% | 52,390 | -15.2% | 0.01% | -37.5% |
| MESA | Sell | MESA AIR GROUP INC | $1,134,000 | -28.3% | 687,340 | -4.8% | 0.01% | -16.7% |
| New | OUTBRAIN INC | $1,129,000 | – | 309,290 | – | 0.01% | – | |
| TCFC | Sell | COMMUNITY FINL CORP MD | $1,259,000 | -47.2% | 36,700 | -43.3% | 0.01% | -44.4% |
| FSTR | Sell | FOSTER L B CO | $921,000 | -31.0% | 94,345 | -9.1% | 0.00% | -20.0% |
| BAC | Buy | BK OF AMERICA CORP | $390,000 | +1.8% | 12,900 | +4.9% | 0.00% | 0.0% |
| PFIX | Sell | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $409,000 | -47.2% | 6,000 | -56.2% | 0.00% | -33.3% |
| BIIB | Buy | BIOGEN INC | $481,000 | +47.5% | 1,800 | +12.5% | 0.00% | +100.0% |
| MS | Sell | MORGAN STANLEY | $277,000 | -4.2% | 3,500 | -7.9% | 0.00% | 0.0% |
| ONLN | New | PROSHARES TRonline rtl etf | $272,000 | – | 9,100 | – | 0.00% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -119,433 | – | -0.00% | – |
| BMTX | Exit | BM TECHNOLOGIES INC | $0 | – | -139,361 | – | -0.00% | – |
| AMPY | Exit | AMPLIFY ENERGY CORP NEW | $0 | – | -205,400 | – | -0.01% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -305,480 | – | -0.01% | – |
| VTNR | Exit | VERTEX ENERGY INC | $0 | – | -177,960 | – | -0.01% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -426,010 | – | -0.01% | – |
| PBPB | Exit | POTBELLY CORP | $0 | – | -383,014 | – | -0.01% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -177,200 | – | -0.01% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -43,100 | – | -0.01% | – |
| INDB | Exit | INDEPENDENT BK CORP MASS | $0 | – | -32,413 | – | -0.01% | – |
| GFF | Exit | GRIFFON CORP | $0 | – | -91,255 | – | -0.01% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -58,313 | – | -0.01% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -83,010 | – | -0.01% | – |
| BSET | Exit | BASSETT FURNITURE INDS INC | $0 | – | -147,120 | – | -0.01% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -170,860 | – | -0.01% | – |
| VG | Exit | VONAGE HLDGS CORP | $0 | – | -172,800 | – | -0.01% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -151,600 | – | -0.01% | – |
| CBZ | Exit | CBIZ INC | $0 | – | -93,620 | – | -0.02% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -25,300 | – | -0.02% | – |
| Exit | HF SINCLAIR CORP | $0 | – | -84,480 | – | -0.02% | – | |
| KIRK | Exit | KIRKLANDS INC | $0 | – | -1,113,050 | – | -0.02% | – |
| DXPE | Exit | DXP ENTERPRISES INC | $0 | – | -128,975 | – | -0.02% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -214,240 | – | -0.02% | – |
| Exit | GREENBRIER COS INCnote 2.875% 4/1 | $0 | – | -4,564,000 | – | -0.02% | – | |
| Exit | BLUE FOUNDRY BANCORP | $0 | – | -385,010 | – | -0.02% | – | |
| GLT | Exit | GLATFELTER CORPORATION | $0 | – | -698,220 | – | -0.02% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -58,540 | – | -0.02% | – |
| HFWA | Exit | HERITAGE FINL CORP WASH | $0 | – | -190,980 | – | -0.02% | – |
| CDEV | Exit | CENTENNIAL RESOURCE DEV INCcl a | $0 | – | -816,160 | – | -0.02% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -509,320 | – | -0.02% | – |
| WTTR | Exit | SELECT ENERGY SVCS INC | $0 | – | -749,730 | – | -0.02% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -221,826 | – | -0.02% | – |
| MANT | Exit | MANTECH INTERNATIONAL CORPcl a | $0 | – | -53,380 | – | -0.02% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -219,650 | – | -0.02% | – |
| WBS | Exit | WEBSTER FINL CORP | $0 | – | -124,540 | – | -0.02% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -215,900 | – | -0.02% | – |
| DBD | Exit | DIEBOLD NIXDORF INC | $0 | – | -2,554,260 | – | -0.02% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -169,653 | – | -0.03% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -614,357 | – | -0.03% | – |
| SAFT | Exit | SAFETY INS GROUP INC | $0 | – | -70,730 | – | -0.03% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -214,922 | – | -0.03% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -39,695 | – | -0.03% | – |
| NLSN | Exit | NIELSEN HLDGS PLC | $0 | – | -329,200 | – | -0.03% | – |
| CVBF | Exit | CVB FINL CORP | $0 | – | -317,900 | – | -0.03% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -6,297 | – | -0.03% | – |
| EBF | Exit | ENNIS INC | $0 | – | -409,489 | – | -0.03% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -433,320 | – | -0.03% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -762,731 | – | -0.03% | – |
| NEX | Exit | NEXTIER OILFIELD SOLUTIONS | $0 | – | -895,940 | – | -0.03% | – |
| NCBS | Exit | NICOLET BANKSHARES INC | $0 | – | -120,240 | – | -0.04% | – |
| SWX | Exit | SOUTHWEST GAS HLDGS INC | $0 | – | -102,905 | – | -0.04% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -137,895 | – | -0.04% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -412,110 | – | -0.04% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -274,730 | – | -0.04% | – |
| VRRM | Exit | VERRA MOBILITY CORP | $0 | – | -660,530 | – | -0.04% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -656,954 | – | -0.10% | – |
| KBR | Exit | KBR INC | $0 | – | -604,886 | – | -0.12% | – |
| HNGR | Exit | HANGER INC | $0 | – | -2,545,446 | – | -0.14% | – |
| Exit | POINTS COM INC | $0 | – | -1,641,645 | – | -0.16% | – | |
| GSK | Exit | GSK PLCsponsored adr | $0 | – | -4,541,978 | – | -0.79% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | GENERAL ELECTRIC CO | $1,025,828,000 | – | 16,111,642 | – | 4.08% | – | |
| C | New | CITIGROUP INC | $997,185,000 | – | 21,682,658 | – | 3.97% | – |
| WFC | New | WELLS FARGO CO NEW | $817,568,000 | – | 20,872,312 | – | 3.25% | – |
| AIG | New | AMERICAN INTL GROUP INC | $787,348,000 | – | 15,398,941 | – | 3.13% | – |
| MSFT | New | MICROSOFT CORP | $655,948,000 | – | 2,554,017 | – | 2.61% | – |
| GM | New | GENERAL MTRS CO | $623,970,000 | – | 19,646,421 | – | 2.48% | – |
| ORCL | New | ORACLE CORP | $612,649,000 | – | 8,768,408 | – | 2.44% | – |
| ANTM | New | ELEVANCE HEALTH INC | $599,524,000 | – | 1,242,330 | – | 2.38% | – |
| FFIV | New | F5 INC | $595,399,000 | – | 3,890,480 | – | 2.37% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $565,290,000 | – | 1,903,206 | – | 2.25% | – |
| FDX | New | FEDEX CORP | $552,110,000 | – | 2,435,313 | – | 2.20% | – |
| PPL | New | PPL CORP | $544,692,000 | – | 20,077,125 | – | 2.17% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $469,532,000 | – | 215,455 | – | 1.87% | – |
| BK | New | BANK NEW YORK MELLON CORP | $457,119,000 | – | 10,959,458 | – | 1.82% | – |
| MRO | New | MARATHON OIL CORP | $455,573,000 | – | 20,265,684 | – | 1.81% | – |
| MGA | New | MAGNA INTL INC | $438,162,000 | – | 7,981,094 | – | 1.74% | – |
| APA | New | APA CORPORATION | $420,421,000 | – | 12,046,438 | – | 1.67% | – |
| New | WARNER BROS DISCOVERY INC | $398,558,000 | – | 29,698,826 | – | 1.58% | – | |
| CMCSA | New | COMCAST CORP NEWcl a | $394,757,000 | – | 10,060,060 | – | 1.57% | – |
| NOV | New | NOV INC | $393,035,000 | – | 23,242,754 | – | 1.56% | – |
| New | SHELL PLCspon ads | $374,477,000 | – | 7,161,532 | – | 1.49% | – | |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $368,392,000 | – | 5,630,329 | – | 1.46% | – |
| UL | New | UNILEVER PLCspon adr new | $333,364,000 | – | 7,273,919 | – | 1.33% | – |
| CVS | New | CVS HEALTH CORP | $314,036,000 | – | 3,389,120 | – | 1.25% | – |
| CMI | New | CUMMINS INC | $309,615,000 | – | 1,599,827 | – | 1.23% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $298,920,000 | – | 19,186,148 | – | 1.19% | – |
| WDAY | New | WORKDAY INCcl a | $295,647,000 | – | 2,118,119 | – | 1.18% | – |
| ERIC | New | ERICSSONadr b sek 10 | $289,224,000 | – | 39,084,320 | – | 1.15% | – |
| CNHI | New | CNH INDL N V | $281,101,000 | – | 24,253,712 | – | 1.12% | – |
| HES | New | HESS CORP | $276,299,000 | – | 2,608,069 | – | 1.10% | – |
| GLW | New | CORNING INC | $264,029,000 | – | 8,379,201 | – | 1.05% | – |
| CFG | New | CITIZENS FINL GROUP INC | $260,704,000 | – | 7,304,683 | – | 1.04% | – |
| STT | New | STATE STR CORP | $245,937,000 | – | 3,989,248 | – | 0.98% | – |
| MDT | New | MEDTRONIC PLC | $238,280,000 | – | 2,654,926 | – | 0.95% | – |
| HAL | New | HALLIBURTON CO | $233,286,000 | – | 7,438,952 | – | 0.93% | – |
| PCAR | New | PACCAR INC | $231,792,000 | – | 2,815,061 | – | 0.92% | – |
| TEL | New | TE CONNECTIVITY LTD | $217,553,000 | – | 1,922,696 | – | 0.86% | – |
| CNC | New | CENTENE CORP DEL | $212,842,000 | – | 2,515,560 | – | 0.85% | – |
| MUR | New | MURPHY OIL CORP | $200,634,000 | – | 6,645,703 | – | 0.80% | – |
| HCA | New | HCA HEALTHCARE INC | $198,739,000 | – | 1,182,545 | – | 0.79% | – |
| GSK | New | GSK PLCsponsored adr | $197,712,000 | – | 4,541,978 | – | 0.79% | – |
| OLN | New | OLIN CORP | $196,776,000 | – | 4,251,850 | – | 0.78% | – |
| SNY | New | SANOFIsponsored adr | $187,008,000 | – | 3,737,925 | – | 0.74% | – |
| TRV | New | TRAVELERS COMPANIES INC | $177,570,000 | – | 1,049,905 | – | 0.71% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $173,896,000 | – | 265,986 | – | 0.69% | – |
| EEFT | New | EURONET WORLDWIDE INC | $165,174,000 | – | 1,642,049 | – | 0.66% | – |
| HUM | New | HUMANA INC | $156,988,000 | – | 335,395 | – | 0.62% | – |
| NWSA | New | NEWS CORP NEWcl a | $155,516,000 | – | 9,981,773 | – | 0.62% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $155,051,000 | – | 1,613,270 | – | 0.62% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $152,845,000 | – | 26,956,736 | – | 0.61% | – |
| BA | New | BOEING CO | $152,865,000 | – | 1,118,090 | – | 0.61% | – |
| BKNG | New | BOOKING HOLDINGS INC | $151,623,000 | – | 86,692 | – | 0.60% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $148,878,000 | – | 1,417,079 | – | 0.59% | – |
| ADNT | New | ADIENT PLC | $142,903,000 | – | 4,822,931 | – | 0.57% | – |
| MU | New | MICRON TECHNOLOGY INC | $136,534,000 | – | 2,469,855 | – | 0.54% | – |
| FLR | New | FLUOR CORP NEW | $134,561,000 | – | 5,528,388 | – | 0.54% | – |
| KOS | New | KOSMOS ENERGY LTD | $113,687,000 | – | 18,366,230 | – | 0.45% | – |
| BPOP | New | POPULAR INC | $112,378,000 | – | 1,460,781 | – | 0.45% | – |
| SLB | New | SCHLUMBERGER LTD | $109,793,000 | – | 3,070,262 | – | 0.44% | – |
| FISV | New | FISERV INC | $108,248,000 | – | 1,216,675 | – | 0.43% | – |
| APTV | New | APTIV PLC | $101,050,000 | – | 1,134,500 | – | 0.40% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $100,179,000 | – | 3,470,013 | – | 0.40% | – |
| RRC | New | RANGE RES CORP | $96,399,000 | – | 3,894,901 | – | 0.38% | – |
| IP | New | INTERNATIONAL PAPER CO | $94,540,000 | – | 2,260,092 | – | 0.38% | – |
| CVE | New | CENOVUS ENERGY INC | $93,417,000 | – | 4,914,115 | – | 0.37% | – |
| EQH | New | EQUITABLE HLDGS INC | $93,272,000 | – | 3,577,754 | – | 0.37% | – |
| New | STAGWELL INC | $91,306,000 | – | 16,815,160 | – | 0.36% | – | |
| VIAC | New | PARAMOUNT GLOBAL | $83,280,000 | – | 3,374,390 | – | 0.33% | – |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $78,532,000 | – | 1,163,608 | – | 0.31% | – |
| EVR | New | EVERCORE INCclass a | $77,132,000 | – | 823,970 | – | 0.31% | – |
| SLM | New | SLM CORP | $74,984,000 | – | 4,704,153 | – | 0.30% | – |
| BCO | New | BRINKS CO | $69,631,000 | – | 1,146,940 | – | 0.28% | – |
| OMC | New | OMNICOM GROUP INC | $68,143,000 | – | 1,071,259 | – | 0.27% | – |
| SU | New | SUNCOR ENERGY INC NEW | $63,366,000 | – | 1,806,857 | – | 0.25% | – |
| USHY | New | ISHARES TRbroad usd high | $60,949,000 | – | 1,760,500 | – | 0.24% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $56,243,000 | – | 262,843 | – | 0.22% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $54,503,000 | – | 1,747,450 | – | 0.22% | – |
| KFY | New | KORN FERRY | $50,299,000 | – | 866,924 | – | 0.20% | – |
| FHB | New | FIRST HAWAIIAN INC | $47,821,000 | – | 2,105,726 | – | 0.19% | – |
| BRY | New | BERRY CORP | $43,617,000 | – | 5,724,010 | – | 0.17% | – |
| TBI | New | TRUEBLUE INC | $43,760,000 | – | 2,444,690 | – | 0.17% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $43,281,000 | – | 4,041,202 | – | 0.17% | – |
| AVA | New | AVISTA CORP | $42,967,000 | – | 987,529 | – | 0.17% | – |
| ODP | New | THE ODP CORP | $42,367,000 | – | 1,401,015 | – | 0.17% | – |
| New | EXPRO GROUP HOLDINGS NV | $42,257,000 | – | 3,668,109 | – | 0.17% | – | |
| DOX | New | AMDOCS LTD | $40,917,000 | – | 491,142 | – | 0.16% | – |
| New | POINTS COM INC | $41,025,000 | – | 1,641,645 | – | 0.16% | – | |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $39,266,000 | – | 1,021,230 | – | 0.16% | – |
| ARW | New | ARROW ELECTRS INC | $38,212,000 | – | 340,909 | – | 0.15% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $37,487,000 | – | 357,500 | – | 0.15% | – |
| HNGR | New | HANGER INC | $36,451,000 | – | 2,545,446 | – | 0.14% | – |
| UHAL | New | AMERCO | $36,526,000 | – | 76,377 | – | 0.14% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $35,437,000 | – | 162,689 | – | 0.14% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $35,268,000 | – | 918,915 | – | 0.14% | – |
| FLS | New | FLOWSERVE CORP | $33,342,000 | – | 1,164,570 | – | 0.13% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $33,141,000 | – | 904,756 | – | 0.13% | – |
| BDC | New | BELDEN INC | $32,551,000 | – | 611,050 | – | 0.13% | – |
| New | ECOVYST INC | $31,553,000 | – | 3,203,365 | – | 0.13% | – | |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $31,528,000 | – | 4,957,285 | – | 0.12% | – |
| CNO | New | CNO FINL GROUP INC | $30,168,000 | – | 1,667,641 | – | 0.12% | – |
| RMR | New | RMR GROUP INCcl a | $29,841,000 | – | 1,052,595 | – | 0.12% | – |
| KBR | New | KBR INC | $29,270,000 | – | 604,886 | – | 0.12% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $29,286,000 | – | 5,621,204 | – | 0.12% | – |
| ITRI | New | ITRON INC | $28,619,000 | – | 578,990 | – | 0.11% | – |
| PLXS | New | PLEXUS CORP | $27,446,000 | – | 349,630 | – | 0.11% | – |
| GBX | New | GREENBRIER COS INC | $26,219,000 | – | 728,510 | – | 0.10% | – |
| GBLI | New | GLOBAL INDEMNITY GROUP LLC | $25,927,000 | – | 1,002,213 | – | 0.10% | – |
| SF | New | STIFEL FINL CORP | $25,969,000 | – | 463,569 | – | 0.10% | – |
| AVT | New | AVNET INC | $24,622,000 | – | 574,210 | – | 0.10% | – |
| MTOR | New | MERITOR INC | $23,867,000 | – | 656,954 | – | 0.10% | – |
| PVAC | New | RANGER OIL CORPORATION | $22,342,000 | – | 679,700 | – | 0.09% | – |
| MAN | New | MANPOWERGROUP INC WIS | $21,379,000 | – | 279,790 | – | 0.08% | – |
| FBP | New | FIRST BANCORP P R | $21,403,000 | – | 1,657,825 | – | 0.08% | – |
| New | CRANE HLDGS CO | $20,938,000 | – | 239,130 | – | 0.08% | – | |
| DIOD | New | DIODES INC | $20,063,000 | – | 310,711 | – | 0.08% | – |
| DOOR | New | MASONITE INTL CORP | $19,586,000 | – | 254,924 | – | 0.08% | – |
| PWP | New | PERELLA WEINBERG PARTNERS | $19,334,000 | – | 3,316,360 | – | 0.08% | – |
| ASB | New | ASSOCIATED BANC CORP | $18,780,000 | – | 1,028,495 | – | 0.08% | – |
| ATGE | New | ADTALEM GLOBAL ED INC | $18,838,000 | – | 523,710 | – | 0.08% | – |
| PDCE | New | PDC ENERGY INC | $17,889,000 | – | 290,362 | – | 0.07% | – |
| TLS | New | TELOS CORP MD | $17,417,000 | – | 2,155,570 | – | 0.07% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $15,707,000 | – | 252,970 | – | 0.06% | – |
| EPAC | New | ENERPAC TOOL GROUP CORP | $15,420,000 | – | 810,700 | – | 0.06% | – |
| THO | New | THOR INDS INC | $15,062,000 | – | 201,550 | – | 0.06% | – |
| OAS | New | OASIS PETROLEUM INC | $14,784,000 | – | 121,525 | – | 0.06% | – |
| HLF | New | HERBALIFE NUTRITION LTD | $14,634,000 | – | 715,620 | – | 0.06% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $14,582,000 | – | 302,541 | – | 0.06% | – |
| MLR | New | MILLER INDS INC TENN | $12,678,000 | – | 559,233 | – | 0.05% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $12,487,000 | – | 672,800 | – | 0.05% | – |
| RGP | New | RESOURCES CONNECTION INC | $11,554,000 | – | 567,221 | – | 0.05% | – |
| VST | New | VISTRA CORP | $11,311,000 | – | 495,000 | – | 0.04% | – |
| HSON | New | HUDSON GLOBAL INC | $11,325,000 | – | 360,656 | – | 0.04% | – |
| HOG | New | HARLEY DAVIDSON INC | $11,121,000 | – | 351,260 | – | 0.04% | – |
| MLHR | New | MILLERKNOLL INC | $10,899,000 | – | 414,870 | – | 0.04% | – |
| HCSG | New | HEALTHCARE SVCS GROUP INC | $10,479,000 | – | 601,890 | – | 0.04% | – |
| POR | New | PORTLAND GEN ELEC CO | $10,495,000 | – | 217,150 | – | 0.04% | – |
| OTTR | New | OTTER TAIL CORP | $10,573,000 | – | 157,500 | – | 0.04% | – |
| VRRM | New | VERRA MOBILITY CORP | $10,377,000 | – | 660,530 | – | 0.04% | – |
| New | CIVITAS RESOURCES INC | $10,057,000 | – | 192,338 | – | 0.04% | – | |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $9,787,000 | – | 239,290 | – | 0.04% | – |
| SJI | New | SOUTH JERSEY INDS INC | $9,683,000 | – | 283,626 | – | 0.04% | – |
| SANM | New | SANMINA CORPORATION | $9,686,000 | – | 237,811 | – | 0.04% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $9,829,000 | – | 901,730 | – | 0.04% | – |
| COWN | New | COWEN INCcl a new | $9,763,000 | – | 412,110 | – | 0.04% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $9,880,000 | – | 1,614,390 | – | 0.04% | – |
| HRB | New | BLOCK H & R INC | $9,703,000 | – | 274,730 | – | 0.04% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $9,586,000 | – | 182,100 | – | 0.04% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $9,456,000 | – | 55,842 | – | 0.04% | – |
| MOGA | New | MOOG INCcl a | $9,536,000 | – | 120,115 | – | 0.04% | – |
| OCFC | New | OCEANFIRST FINL CORP | $9,554,000 | – | 499,430 | – | 0.04% | – |
| SR | New | SPIRE INC | $9,441,000 | – | 126,950 | – | 0.04% | – |
| HI | New | HILLENBRAND INC | $9,653,000 | – | 235,660 | – | 0.04% | – |
| RMAX | New | RE MAX HLDGS INCcl a | $9,622,000 | – | 392,400 | – | 0.04% | – |
| FFIC | New | FLUSHING FINL CORP | $9,434,000 | – | 443,758 | – | 0.04% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $9,592,000 | – | 56,490 | – | 0.04% | – |
| TPH | New | TRI POINTE HOMES INC | $9,379,000 | – | 555,982 | – | 0.04% | – |
| BUSE | New | FIRST BUSEY CORP | $9,317,000 | – | 407,750 | – | 0.04% | – |
| HOPE | New | HOPE BANCORP INC | $9,221,000 | – | 666,288 | – | 0.04% | – |
| WAFD | New | WASHINGTON FED INC | $9,387,000 | – | 312,700 | – | 0.04% | – |
| LZB | New | LA Z BOY INC | $9,313,000 | – | 392,770 | – | 0.04% | – |
| TRMK | New | TRUSTMARK CORP | $9,214,000 | – | 315,654 | – | 0.04% | – |
| WLL | New | WHITING PETE CORP NEW | $9,381,000 | – | 137,895 | – | 0.04% | – |
| AGO | New | ASSURED GUARANTY LTD | $9,239,000 | – | 165,605 | – | 0.04% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $9,230,000 | – | 252,394 | – | 0.04% | – |
| HAFC | New | HANMI FINL CORP | $9,258,000 | – | 412,559 | – | 0.04% | – |
| GLDD | New | GREAT LAKES DREDGE & DOCK CO | $9,106,000 | – | 694,600 | – | 0.04% | – |
| ALE | New | ALLETE INC | $9,167,000 | – | 155,962 | – | 0.04% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $8,954,000 | – | 361,470 | – | 0.04% | – |
| CASS | New | CASS INFORMATION SYS INC | $9,030,000 | – | 267,150 | – | 0.04% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $8,968,000 | – | 316,340 | – | 0.04% | – |
| AIR | New | AAR CORP | $9,029,000 | – | 215,800 | – | 0.04% | – |
| LBC | New | LUTHER BURBANK CORP | $9,172,000 | – | 702,869 | – | 0.04% | – |
| MHO | New | M/I HOMES INC | $8,933,000 | – | 225,228 | – | 0.04% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $8,961,000 | – | 102,905 | – | 0.04% | – |
| VEC | New | VECTRUS INC | $8,963,000 | – | 267,873 | – | 0.04% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $9,109,000 | – | 511,150 | – | 0.04% | – |
| AXS | New | AXIS CAP HLDGS LTD | $8,939,000 | – | 156,570 | – | 0.04% | – |
| ESNT | New | ESSENT GROUP LTD | $9,006,000 | – | 231,525 | – | 0.04% | – |
| NESR | New | NATIONAL ENERGY SERVICES REU | $8,961,000 | – | 1,321,650 | – | 0.04% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $8,808,000 | – | 207,640 | – | 0.04% | – |
| EGBN | New | EAGLE BANCORP INC MD | $8,863,000 | – | 186,950 | – | 0.04% | – |
| ALX | New | ALEXANDERS INC | $8,895,000 | – | 40,040 | – | 0.04% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $8,878,000 | – | 274,366 | – | 0.04% | – |
| FNB | New | F N B CORP | $8,735,000 | – | 804,330 | – | 0.04% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $8,772,000 | – | 133,638 | – | 0.04% | – |
| MTH | New | MERITAGE HOMES CORP | $8,761,000 | – | 120,845 | – | 0.04% | – |
| NCBS | New | NICOLET BANKSHARES INC | $8,698,000 | – | 120,240 | – | 0.04% | – |
| RDN | New | RADIAN GROUP INC | $8,680,000 | – | 441,730 | – | 0.04% | – |
| EIG | New | EMPLOYERS HLDGS INC | $8,809,000 | – | 210,295 | – | 0.04% | – |
| NMIH | New | NMI HLDGS INCcl a | $8,912,000 | – | 535,240 | – | 0.04% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $8,445,000 | – | 272,060 | – | 0.03% | – |
| AMBC | New | AMBAC FINL GROUP INC | $8,657,000 | – | 762,731 | – | 0.03% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $8,598,000 | – | 140,590 | – | 0.03% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $8,454,000 | – | 97,984 | – | 0.03% | – |
| ENS | New | ENERSYS | $8,624,000 | – | 146,275 | – | 0.03% | – |
| WNC | New | WABASH NATL CORP | $8,521,000 | – | 627,439 | – | 0.03% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $8,651,000 | – | 85,900 | – | 0.03% | – |
| NAVI | New | NAVIENT CORPORATION | $8,458,000 | – | 604,556 | – | 0.03% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS | $8,520,000 | – | 895,940 | – | 0.03% | – |
| SPNT | New | SIRIUSPOINT LTD | $8,455,000 | – | 1,559,951 | – | 0.03% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $8,441,000 | – | 417,641 | – | 0.03% | – |
| BKU | New | BANKUNITED INC | $8,402,000 | – | 236,200 | – | 0.03% | – |
| MEI | New | METHODE ELECTRS INC | $8,246,000 | – | 222,617 | – | 0.03% | – |
| AZZ | New | AZZ INC | $8,370,000 | – | 205,040 | – | 0.03% | – |
| EBF | New | ENNIS INC | $8,284,000 | – | 409,489 | – | 0.03% | – |
| GCO | New | GENESCO INC | $8,393,000 | – | 168,160 | – | 0.03% | – |
| PLAB | New | PHOTRONICS INC | $8,381,000 | – | 430,240 | – | 0.03% | – |
| KALU | New | KAISER ALUMINUM CORP | $8,175,000 | – | 103,359 | – | 0.03% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $8,415,000 | – | 433,320 | – | 0.03% | – |
| ACCO | New | ACCO BRANDS CORP | $8,380,000 | – | 1,283,329 | – | 0.03% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $8,097,000 | – | 488,680 | – | 0.03% | – |
| HVT | New | HAVERTY FURNITURE COS INC | $8,114,000 | – | 350,050 | – | 0.03% | – |
| EAF | New | GRAFTECH INTL LTD | $8,101,000 | – | 1,145,820 | – | 0.03% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $7,973,000 | – | 220,492 | – | 0.03% | – |
| ONEW | New | ONEWATER MARINE INC | $8,161,000 | – | 246,930 | – | 0.03% | – |
| SCSC | New | SCANSOURCE INC | $7,949,000 | – | 255,269 | – | 0.03% | – |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $8,082,000 | – | 9,025,000 | – | 0.03% | – | |
| NPO | New | ENPRO INDS INC | $8,145,000 | – | 99,415 | – | 0.03% | – |
| DRQ | New | DRIL-QUIP INC | $8,025,000 | – | 311,050 | – | 0.03% | – |
| KELYA | New | KELLY SVCS INCcl a | $7,671,000 | – | 386,813 | – | 0.03% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $7,847,000 | – | 6,297 | – | 0.03% | – |
| CVBF | New | CVB FINL CORP | $7,887,000 | – | 317,900 | – | 0.03% | – |
| AAN | New | THE AARONS COMPANY INC | $7,723,000 | – | 530,780 | – | 0.03% | – |
| THR | New | THERMON GROUP HLDGS INC | $7,700,000 | – | 548,024 | – | 0.03% | – |
| ASIX | New | ADVANSIX INC | $7,463,000 | – | 223,170 | – | 0.03% | – |
| NLSN | New | NIELSEN HLDGS PLC | $7,644,000 | – | 329,200 | – | 0.03% | – |
| CCS | New | CENTURY CMNTYS INC | $7,465,000 | – | 165,990 | – | 0.03% | – |
| PNM | New | PNM RES INC | $7,508,000 | – | 157,130 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $7,624,000 | – | 37,612 | – | 0.03% | – |
| TSLA | New | TESLA INCput | $7,206,000 | – | 10,700 | – | 0.03% | – |
| PRLB | New | PROTO LABS INC | $7,309,000 | – | 152,790 | – | 0.03% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $7,235,000 | – | 797,710 | – | 0.03% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $7,392,000 | – | 316,418 | – | 0.03% | – |
| New | TRINSEO PLC | $7,202,000 | – | 187,250 | – | 0.03% | – | |
| FCN | New | FTI CONSULTING INC | $7,179,000 | – | 39,695 | – | 0.03% | – |
| THFF | New | FIRST FINL CORP IND | $7,228,000 | – | 162,417 | – | 0.03% | – |
| VRA | New | VERA BRADLEY INC | $6,917,000 | – | 1,593,740 | – | 0.03% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $7,032,000 | – | 175,451 | – | 0.03% | – |
| STBA | New | S & T BANCORP INC | $7,035,000 | – | 256,480 | – | 0.03% | – |
| SRCE | New | 1ST SOURCE CORP | $7,053,000 | – | 155,347 | – | 0.03% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $6,944,000 | – | 172,100 | – | 0.03% | – |
| BANR | New | BANNER CORP | $6,944,000 | – | 123,530 | – | 0.03% | – |
| FBK | New | FB FINL CORP | $7,023,000 | – | 179,067 | – | 0.03% | – |
| PFC | New | PREMIER FINANCIAL CORP | $6,940,000 | – | 273,760 | – | 0.03% | – |
| TWTR | New | TWITTER INC | $7,003,000 | – | 187,300 | – | 0.03% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $7,099,000 | – | 98,110 | – | 0.03% | – |
| HTLF | New | HEARTLAND FINL USA INC | $6,935,000 | – | 166,940 | – | 0.03% | – |
| HTLD | New | HEARTLAND EXPRESS INC | $7,018,000 | – | 504,500 | – | 0.03% | – |
| COLB | New | COLUMBIA BKG SYS INC | $7,075,000 | – | 246,950 | – | 0.03% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $6,925,000 | – | 214,922 | – | 0.03% | – |
| HBNC | New | HORIZON BANCORP INC | $6,924,000 | – | 397,470 | – | 0.03% | – |
| FHI | New | FEDERATED HERMES INCcl b | $7,053,000 | – | 221,875 | – | 0.03% | – |
| CATY | New | CATHAY GEN BANCORP | $6,809,000 | – | 173,915 | – | 0.03% | – |
| CRC | New | CALIFORNIA RES CORP | $6,753,000 | – | 175,400 | – | 0.03% | – |
| JELD | New | JELD-WEN HLDG INC | $6,803,000 | – | 466,260 | – | 0.03% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $6,840,000 | – | 70,050 | – | 0.03% | – |
| RNST | New | RENASANT CORP | $6,706,000 | – | 232,780 | – | 0.03% | – |
| KBAL | New | KIMBALL INTL INCcl b | $6,781,000 | – | 884,100 | – | 0.03% | – |
| LBAI | New | LAKELAND BANCORP INC | $6,903,000 | – | 472,170 | – | 0.03% | – |
| PARR | New | PAR PAC HOLDINGS INC | $6,675,000 | – | 428,160 | – | 0.03% | – |
| CNXN | New | PC CONNECTION INC | $6,730,000 | – | 152,775 | – | 0.03% | – |
| IBCP | New | INDEPENDENT BK CORP MICH | $6,687,000 | – | 346,850 | – | 0.03% | – |
| SAFT | New | SAFETY INS GROUP INC | $6,868,000 | – | 70,730 | – | 0.03% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $6,609,000 | – | 274,239 | – | 0.03% | – |
| WIRE | New | ENCORE WIRE CORP | $6,437,000 | – | 61,941 | – | 0.03% | – |
| CBT | New | CABOT CORP | $6,569,000 | – | 102,975 | – | 0.03% | – |
| NTGR | New | NETGEAR INC | $6,597,000 | – | 356,190 | – | 0.03% | – |
| WHR | New | WHIRLPOOL CORP | $6,474,000 | – | 41,800 | – | 0.03% | – |
| SCS | New | STEELCASE INCcl a | $6,592,000 | – | 614,357 | – | 0.03% | – |
| WTFC | New | WINTRUST FINL CORP | $6,489,000 | – | 80,955 | – | 0.03% | – |
| CHX | New | CHAMPIONX CORPORATION | $6,555,000 | – | 330,220 | – | 0.03% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $6,465,000 | – | 169,653 | – | 0.03% | – |
| PRIM | New | PRIMORIS SVCS CORP | $6,492,000 | – | 298,342 | – | 0.03% | – |
| NOG | New | NORTHERN OIL AND GAS INC MN | $6,458,000 | – | 255,660 | – | 0.03% | – |
| HIBB | New | HIBBETT INC | $6,634,000 | – | 151,783 | – | 0.03% | – |
| FULT | New | FULTON FINL CORP PA | $6,563,000 | – | 454,214 | – | 0.03% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $6,406,000 | – | 144,506 | – | 0.02% | – |
| CMP | New | COMPASS MINERALS INTL INC | $6,187,000 | – | 174,820 | – | 0.02% | – |
| CATO | New | CATO CORP NEWcl a | $6,328,000 | – | 545,020 | – | 0.02% | – |
| EEX | New | EMERALD HOLDING INC | $6,212,000 | – | 1,526,326 | – | 0.02% | – |
| TRST | New | TRUSTCO BK CORP N Y | $6,185,000 | – | 200,552 | – | 0.02% | – |
| HMST | New | HOMESTREET INC | $6,125,000 | – | 176,660 | – | 0.02% | – |
| FWRD | New | FORWARD AIR CORP | $6,131,000 | – | 66,670 | – | 0.02% | – |
| FL | New | FOOT LOCKER INC | $6,101,000 | – | 241,615 | – | 0.02% | – |
| LBRT | New | LIBERTY ENERGY INC | $6,052,000 | – | 474,310 | – | 0.02% | – |
| GIII | New | G III APPAREL GROUP LTD | $5,995,000 | – | 296,330 | – | 0.02% | – |
| NRG | New | NRG ENERGY INC | $6,149,000 | – | 161,100 | – | 0.02% | – |
| CPF | New | CENTRAL PAC FINL CORP | $6,105,000 | – | 284,600 | – | 0.02% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,044,000 | – | 88,860 | – | 0.02% | – |
| BCC | New | BOISE CASCADE CO DEL | $5,969,000 | – | 100,339 | – | 0.02% | – |
| BXC | New | BLUELINX HLDGS INC | $5,940,000 | – | 88,910 | – | 0.02% | – |
| BGS | New | B & G FOODS INC NEW | $5,817,000 | – | 244,610 | – | 0.02% | – |
| DBD | New | DIEBOLD NIXDORF INC | $5,798,000 | – | 2,554,260 | – | 0.02% | – |
| LGIH | New | LGI HOMES INC | $5,706,000 | – | 65,660 | – | 0.02% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $5,814,000 | – | 99,290 | – | 0.02% | – |
| REX | New | REX AMERICAN RES CORP | $5,667,000 | – | 66,829 | – | 0.02% | – |
| WHD | New | CACTUS INCcl a | $5,793,000 | – | 143,860 | – | 0.02% | – |
| TNL | New | TRAVEL PLUS LEISURE CO | $5,668,000 | – | 146,000 | – | 0.02% | – |
| KE | New | KIMBALL ELECTRONICS INC | $5,460,000 | – | 271,630 | – | 0.02% | – |
| HZO | New | MARINEMAX INC | $5,522,000 | – | 152,870 | – | 0.02% | – |
| TPC | New | TUTOR PERINI CORP | $5,587,000 | – | 636,319 | – | 0.02% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $5,581,000 | – | 232,146 | – | 0.02% | – |
| HOFT | New | HOOKER FURNISHINGS CORPORATI | $5,509,000 | – | 354,249 | – | 0.02% | – |
| JACK | New | JACK IN THE BOX INC | $5,479,000 | – | 97,730 | – | 0.02% | – |
| New | CADENCE BANK | $5,562,000 | – | 236,881 | – | 0.02% | – | |
| SAVE | New | SPIRIT AIRLS INC | $5,478,000 | – | 229,780 | – | 0.02% | – |
| RCII | New | RENT A CTR INC NEW | $5,518,000 | – | 283,710 | – | 0.02% | – |
| EAT | New | BRINKER INTL INC | $5,444,000 | – | 247,130 | – | 0.02% | – |
| WBS | New | WEBSTER FINL CORP | $5,249,000 | – | 124,540 | – | 0.02% | – |
| RBCAA | New | REPUBLIC BANCORP INC KYcl a | $5,315,000 | – | 110,150 | – | 0.02% | – |
| NR | New | NEWPARK RES INC | $5,266,000 | – | 1,704,270 | – | 0.02% | – |
| SOI | New | SOLARIS OILFIELD INFRASTRUCT | $5,254,000 | – | 482,880 | – | 0.02% | – |
| PRA | New | PROASSURANCE CORP | $5,190,000 | – | 219,650 | – | 0.02% | – |
| JRVR | New | JAMES RIV GROUP LTD | $5,350,000 | – | 215,900 | – | 0.02% | – |
| TALO | New | TALOS ENERGY INC | $4,976,000 | – | 321,680 | – | 0.02% | – |
| WTTR | New | SELECT ENERGY SVCS INC | $5,113,000 | – | 749,730 | – | 0.02% | – |
| CAC | New | CAMDEN NATL CORP | $4,930,000 | – | 111,926 | – | 0.02% | – |
| NEU | New | NEWMARKET CORP | $4,960,000 | – | 16,480 | – | 0.02% | – |
| MWA | New | MUELLER WTR PRODS INC | $4,912,000 | – | 418,760 | – | 0.02% | – |
| MLI | New | MUELLER INDS INC | $5,052,000 | – | 94,810 | – | 0.02% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $4,909,000 | – | 138,010 | – | 0.02% | – |
| MGI | New | MONEYGRAM INTL INC | $5,093,000 | – | 509,320 | – | 0.02% | – |
| AVD | New | AMERICAN VANGUARD CORP | $4,958,000 | – | 221,826 | – | 0.02% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $5,011,000 | – | 225,090 | – | 0.02% | – |
| PLUS | New | EPLUS INC | $4,963,000 | – | 93,425 | – | 0.02% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $4,915,000 | – | 121,544 | – | 0.02% | – |
| MANT | New | MANTECH INTERNATIONAL CORPcl a | $5,095,000 | – | 53,380 | – | 0.02% | – |
| PBH | New | PRESTIGE CONSMR HEALTHCARE I | $5,139,000 | – | 87,400 | – | 0.02% | – |
| PACW | New | PACWEST BANCORP DEL | $4,971,000 | – | 186,460 | – | 0.02% | – |
| ABM | New | ABM INDS INC | $4,950,000 | – | 114,010 | – | 0.02% | – |
| TILE | New | INTERFACE INC | $4,682,000 | – | 373,370 | – | 0.02% | – |
| DHIL | New | DIAMOND HILL INVT GROUP INC | $4,879,000 | – | 28,100 | – | 0.02% | – |
| MBWM | New | MERCANTILE BK CORP | $4,802,000 | – | 150,310 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $4,848,000 | – | 111,955 | – | 0.02% | – |
| MED | New | MEDIFAST INC | $4,803,000 | – | 26,610 | – | 0.02% | – |
| WSBF | New | WATERSTONE FINL INC MD | $4,685,000 | – | 274,790 | – | 0.02% | – |
| FIX | New | COMFORT SYS USA INC | $4,868,000 | – | 58,540 | – | 0.02% | – |
| MYRG | New | MYR GROUP INC DEL | $4,888,000 | – | 55,465 | – | 0.02% | – |
| HFWA | New | HERITAGE FINL CORP WASH | $4,805,000 | – | 190,980 | – | 0.02% | – |
| GLT | New | GLATFELTER CORPORATION | $4,804,000 | – | 698,220 | – | 0.02% | – |
| HUN | New | HUNTSMAN CORP | $4,726,000 | – | 166,700 | – | 0.02% | – |
| POWL | New | POWELL INDS INC | $4,719,000 | – | 201,910 | – | 0.02% | – |
| IOSP | New | INNOSPEC INC | $4,843,000 | – | 50,560 | – | 0.02% | – |
| KMPR | New | KEMPER CORP | $4,768,000 | – | 99,550 | – | 0.02% | – |
| CDEV | New | CENTENNIAL RESOURCE DEV INCcl a | $4,881,000 | – | 816,160 | – | 0.02% | – |
| XPER | New | XPERI HOLDING CORP | $4,515,000 | – | 312,870 | – | 0.02% | – |
| CCF | New | CHASE CORP | $4,641,000 | – | 59,640 | – | 0.02% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $4,551,000 | – | 153,216 | – | 0.02% | – |
| HCC | New | WARRIOR MET COAL INC | $4,625,000 | – | 151,080 | – | 0.02% | – |
| New | BLUE FOUNDRY BANCORP | $4,616,000 | – | 385,010 | – | 0.02% | – | |
| NYMT | New | NEW YORK MTG TR INC | $4,488,000 | – | 1,626,120 | – | 0.02% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $4,616,000 | – | 170,020 | – | 0.02% | – |
| FLIC | New | FIRST LONG IS CORP | $4,573,000 | – | 260,890 | – | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $4,506,000 | – | 488,668 | – | 0.02% | – |
| ONB | New | OLD NATL BANCORP IND | $4,650,000 | – | 314,394 | – | 0.02% | – |
| LOCO | New | EL POLLO LOCO HLDGS INC | $4,421,000 | – | 449,260 | – | 0.02% | – |
| FFBC | New | FIRST FINL BANCORP OH | $4,418,000 | – | 227,750 | – | 0.02% | – |
| MERC | New | MERCER INTL INC | $4,493,000 | – | 341,680 | – | 0.02% | – |
| WOR | New | WORTHINGTON INDS INC | $4,486,000 | – | 101,720 | – | 0.02% | – |
| FUL | New | FULLER H B CO | $4,438,000 | – | 73,710 | – | 0.02% | – |
| INBK | New | FIRST INTERNET BANCORP | $4,505,000 | – | 122,345 | – | 0.02% | – |
| New | GREENBRIER COS INCnote 2.875% 4/1 | $4,267,000 | – | 4,564,000 | – | 0.02% | – | |
| STRL | New | STERLING INFRASTRUCTURE INC | $4,167,000 | – | 190,090 | – | 0.02% | – |
| PCB | New | PCB BANCORP | $4,273,000 | – | 228,750 | – | 0.02% | – |
| CMC | New | COMMERCIAL METALS CO | $4,307,000 | – | 130,110 | – | 0.02% | – |
| PETS | New | PETMED EXPRESS INC | $4,263,000 | – | 214,240 | – | 0.02% | – |
| LPI | New | LAREDO PETROLEUM INC | $4,368,000 | – | 63,360 | – | 0.02% | – |
| URBN | New | URBAN OUTFITTERS INC | $4,320,000 | – | 231,510 | – | 0.02% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $4,171,000 | – | 657,890 | – | 0.02% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $4,158,000 | – | 15,228 | – | 0.02% | – |
| TG | New | TREDEGAR CORP | $4,327,000 | – | 432,710 | – | 0.02% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $4,238,000 | – | 378,020 | – | 0.02% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $4,299,000 | – | 1,386,800 | – | 0.02% | – |
| MTRX | New | MATRIX SVC CO | $3,978,000 | – | 786,150 | – | 0.02% | – |
| KIRK | New | KIRKLANDS INC | $3,918,000 | – | 1,113,050 | – | 0.02% | – |
| B | New | BARNES GROUP INC | $4,116,000 | – | 132,170 | – | 0.02% | – |
| LAKE | New | LAKELAND INDS INC | $4,146,000 | – | 269,953 | – | 0.02% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $3,988,000 | – | 64,846 | – | 0.02% | – |
| New | KINETIK HOLDINGS INC | $3,920,000 | – | 114,816 | – | 0.02% | – | |
| MATX | New | MATSON INC | $3,961,000 | – | 54,351 | – | 0.02% | – |
| DXPE | New | DXP ENTERPRISES INC | $3,951,000 | – | 128,975 | – | 0.02% | – |
| New | AMALGAMATED FINANCIAL CORP | $3,929,000 | – | 198,660 | – | 0.02% | – | |
| New | HF SINCLAIR CORP | $3,815,000 | – | 84,480 | – | 0.02% | – | |
| CBZ | New | CBIZ INC | $3,741,000 | – | 93,620 | – | 0.02% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $3,662,000 | – | 123,220 | – | 0.02% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $3,771,000 | – | 337,260 | – | 0.02% | – |
| THG | New | HANOVER INS GROUP INC | $3,700,000 | – | 25,300 | – | 0.02% | – |
| BMRC | New | BANK MARIN BANCORP | $3,497,000 | – | 110,050 | – | 0.01% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $3,419,000 | – | 95,860 | – | 0.01% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $3,637,000 | – | 228,020 | – | 0.01% | – |
| FRST | New | PRIMIS FINANCIAL CORP | $3,622,000 | – | 265,753 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $3,531,000 | – | 170,840 | – | 0.01% | – |
| PUMP | New | PROPETRO HLDG CORP | $3,627,000 | – | 362,650 | – | 0.01% | – |
| CCNE | New | CNB FINL CORP PA | $3,528,000 | – | 145,850 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $3,467,000 | – | 133,258 | – | 0.01% | – |
| FRG | New | FRANCHISE GROUP INC | $3,318,000 | – | 94,600 | – | 0.01% | – |
| EBIX | New | EBIX INC | $3,388,000 | – | 200,470 | – | 0.01% | – |
| NTRS | New | NORTHERN TR CORP | $3,184,000 | – | 33,000 | – | 0.01% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $3,307,000 | – | 253,801 | – | 0.01% | – |
| INT | New | WORLD FUEL SVCS CORP | $3,180,000 | – | 155,447 | – | 0.01% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $3,347,000 | – | 251,458 | – | 0.01% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $3,188,000 | – | 77,710 | – | 0.01% | – |
| AJX | New | GREAT AJAX CORP | $3,247,000 | – | 338,565 | – | 0.01% | – |
| FHN | New | FIRST HORIZON CORPORATION | $3,314,000 | – | 151,600 | – | 0.01% | – |
| VG | New | VONAGE HLDGS CORP | $3,256,000 | – | 172,800 | – | 0.01% | – |
| CLB | New | CORE LABORATORIES N V | $3,385,000 | – | 170,860 | – | 0.01% | – |
| ATKR | New | ATKORE INC | $3,175,000 | – | 38,250 | – | 0.01% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $2,990,000 | – | 655,629 | – | 0.01% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $3,116,000 | – | 18,220 | – | 0.01% | – |
| QUAD | New | QUAD / GRAPHICS INC | $3,092,000 | – | 1,124,330 | – | 0.01% | – |
| CVCY | New | CENTRAL VY CMNTY BANCORP | $2,800,000 | – | 193,130 | – | 0.01% | – |
| CVI | New | CVR ENERGY INC | $2,781,000 | – | 83,010 | – | 0.01% | – |
| TCBK | New | TRICO BANCSHARES | $2,661,000 | – | 58,313 | – | 0.01% | – |
| PDCO | New | PATTERSON COS INC | $2,718,000 | – | 89,690 | – | 0.01% | – |
| BSET | New | BASSETT FURNITURE INDS INC | $2,666,000 | – | 147,120 | – | 0.01% | – |
| ISTR | New | INVESTAR HLDG CORP | $2,706,000 | – | 123,580 | – | 0.01% | – |
| ZUMZ | New | ZUMIEZ INC | $2,782,000 | – | 107,000 | – | 0.01% | – |
| NECB | New | NORTHEAST CMNTY BANCORP INC | $2,757,000 | – | 234,224 | – | 0.01% | – |
| TGNA | New | TEGNA INC | $2,714,000 | – | 129,430 | – | 0.01% | – |
| WASH | New | WASHINGTON TR BANCORP INC | $2,459,000 | – | 50,840 | – | 0.01% | – |
| TRS | New | TRIMAS CORP | $2,421,000 | – | 87,420 | – | 0.01% | – |
| SNDR | New | SCHNEIDER NATIONAL INCcl b | $2,401,000 | – | 107,290 | – | 0.01% | – |
| NBN | New | NORTHEAST BK LEWISTON ME | $2,439,000 | – | 66,780 | – | 0.01% | – |
| CSGS | New | CSG SYS INTL INC | $2,572,000 | – | 43,100 | – | 0.01% | – |
| INDB | New | INDEPENDENT BK CORP MASS | $2,575,000 | – | 32,413 | – | 0.01% | – |
| GFF | New | GRIFFON CORP | $2,558,000 | – | 91,255 | – | 0.01% | – |
| RYI | New | RYERSON HLDG CORP | $2,492,000 | – | 117,060 | – | 0.01% | – |
| FBIZ | New | FIRST BUSINESS FINL SVCS INC | $2,598,000 | – | 83,299 | – | 0.01% | – |
| AAIC | New | ARLINGTON ASSET INVST CORPcl a new | $2,520,000 | – | 775,528 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $2,467,000 | – | 61,282 | – | 0.01% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $2,586,000 | – | 106,991 | – | 0.01% | – |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $2,496,000 | – | 16,000 | – | 0.01% | – |
| BGSF | New | BGSF INC | $2,391,000 | – | 193,474 | – | 0.01% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $2,466,000 | – | 152,779 | – | 0.01% | – |
| FTI | New | TECHNIPFMC PLC | $2,519,000 | – | 374,230 | – | 0.01% | – |
| WMPN | New | WILLIAM PENN BANCORPORATION | $2,394,000 | – | 204,650 | – | 0.01% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $2,420,000 | – | 113,820 | – | 0.01% | – |
| MCBC | New | MACATAWA BK CORP | $2,634,000 | – | 297,980 | – | 0.01% | – |
| BCBP | New | BCB BANCORP INC | $2,499,000 | – | 146,740 | – | 0.01% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $2,297,000 | – | 55,340 | – | 0.01% | – |
| HBCP | New | HOME BANCORP INC | $2,321,000 | – | 68,010 | – | 0.01% | – |
| HWKN | New | HAWKINS INC | $2,219,000 | – | 61,580 | – | 0.01% | – |
| FSBW | New | FS BANCORP INC | $2,192,000 | – | 76,340 | – | 0.01% | – |
| TIG | New | TREAN INS GROUP INC | $2,378,000 | – | 381,740 | – | 0.01% | – |
| CARE | New | CARTER BANKSHARES INC | $2,254,000 | – | 170,780 | – | 0.01% | – |
| CASA | New | CASA SYS INC | $2,386,000 | – | 607,200 | – | 0.01% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $2,328,000 | – | 91,490 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,184,000 | – | 104,751 | – | 0.01% | – |
| PBPB | New | POTBELLY CORP | $2,164,000 | – | 383,014 | – | 0.01% | – |
| PEBO | New | PEOPLES BANCORP INC | $2,324,000 | – | 87,360 | – | 0.01% | – |
| FF | New | FUTUREFUEL CORP | $2,367,000 | – | 325,180 | – | 0.01% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $2,314,000 | – | 177,200 | – | 0.01% | – |
| TCFC | New | COMMUNITY FINL CORP MD | $2,385,000 | – | 64,670 | – | 0.01% | – |
| OIS | New | OIL STS INTL INC | $2,309,000 | – | 426,010 | – | 0.01% | – |
| CFB | New | CROSSFIRST BANKSHARES INC | $2,346,000 | – | 177,720 | – | 0.01% | – |
| GPMT | New | GRANITE PT MTG TR INC | $2,125,000 | – | 222,020 | – | 0.01% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $2,034,000 | – | 64,762 | – | 0.01% | – |
| KBH | New | KB HOME | $2,056,000 | – | 72,240 | – | 0.01% | – |
| RCKY | New | ROCKY BRANDS INC | $2,113,000 | – | 61,810 | – | 0.01% | – |
| DIN | New | DINE BRANDS GLOBAL INC | $2,136,000 | – | 32,820 | – | 0.01% | – |
| TRTX | New | TPG RE FIN TR INC | $2,085,000 | – | 231,450 | – | 0.01% | – |
| BHR | New | BRAEMAR HOTELS & RESORTS INC | $2,019,000 | – | 470,670 | – | 0.01% | – |
| UFPI | New | UFP INDUSTRIES INC | $2,094,000 | – | 30,724 | – | 0.01% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $2,097,000 | – | 107,171 | – | 0.01% | – |
| BSRR | New | SIERRA BANCORP | $2,095,000 | – | 96,402 | – | 0.01% | – |
| New | MFA FINL INC | $1,880,000 | – | 174,854 | – | 0.01% | – | |
| FRME | New | FIRST MERCHANTS CORP | $1,649,000 | – | 46,291 | – | 0.01% | – |
| LL | New | LL FLOORING HOLDINGS INC | $1,751,000 | – | 186,830 | – | 0.01% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $1,885,000 | – | 88,670 | – | 0.01% | – |
| TLYS | New | TILLYS INCcl a | $1,817,000 | – | 258,850 | – | 0.01% | – |
| VTNR | New | VERTEX ENERGY INC | $1,872,000 | – | 177,960 | – | 0.01% | – |
| VSTO | New | VISTA OUTDOOR INC | $1,826,000 | – | 65,460 | – | 0.01% | – |
| FOSL | New | FOSSIL GROUP INC | $1,579,000 | – | 305,480 | – | 0.01% | – |
| SNBR | New | SLEEP NUMBER CORP | $1,591,000 | – | 51,390 | – | 0.01% | – |
| MESA | New | MESA AIR GROUP INC | $1,581,000 | – | 721,740 | – | 0.01% | – |
| GLD | New | SPDR GOLD TR | $1,567,000 | – | 9,300 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $1,524,000 | – | 4,700 | – | 0.01% | – |
| LEA | New | LEAR CORP | $1,435,000 | – | 11,400 | – | 0.01% | – |
| FSTR | New | FOSTER L B CO | $1,335,000 | – | 103,755 | – | 0.01% | – |
| AMPY | New | AMPLIFY ENERGY CORP NEW | $1,343,000 | – | 205,400 | – | 0.01% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $1,352,000 | – | 47,300 | – | 0.01% | – |
| LAZ | New | LAZARD LTD | $1,361,000 | – | 42,000 | – | 0.01% | – |
| GPS | New | GAP INC | $1,038,000 | – | 126,000 | – | 0.00% | – |
| BMTX | New | BM TECHNOLOGIES INC | $821,000 | – | 139,361 | – | 0.00% | – |
| GHM | New | GRAHAM CORP | $826,000 | – | 119,433 | – | 0.00% | – |
| PFIX | New | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $774,000 | – | 13,700 | – | 0.00% | – |
| BAC | New | BK OF AMERICA CORP | $383,000 | – | 12,300 | – | 0.00% | – |
| MS | New | MORGAN STANLEY | $289,000 | – | 3,800 | – | 0.00% | – |
| MSTR | New | MICROSTRATEGY INCput | $296,000 | – | 1,800 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $326,000 | – | 1,600 | – | 0.00% | – |
| New | BORR DRILLING LTD | $107,000 | – | 23,200 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BIIB | Exit | BIOGEN INC | $0 | – | -1,600 | – | -0.00% | – |
| BMTX | Exit | BM TECHNOLOGIES INC | $0 | – | -62,231 | – | -0.00% | – |
| GLD | Exit | SPDR GOLD TR | $0 | – | -4,000 | – | -0.00% | – |
| PFIX | Exit | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $0 | – | -13,700 | – | -0.00% | – |
| AMPY | Exit | AMPLIFY ENERGY CORP NEW | $0 | – | -179,270 | – | -0.00% | – |
| AAIC | Exit | ARLINGTON ASSET INVST CORPcl a new | $0 | – | -520,940 | – | -0.01% | – |
| Exit | US ECOLOGY INC | $0 | – | -58,640 | – | -0.01% | – | |
| FF | Exit | FUTUREFUEL CORP | $0 | – | -244,170 | – | -0.01% | – |
| PBPB | Exit | POTBELLY CORP | $0 | – | -268,440 | – | -0.01% | – |
| UFPI | Exit | UFP INDUSTRIES INC | $0 | – | -29,717 | – | -0.01% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -95,220 | – | -0.01% | – |
| FSTR | Exit | FOSTER L B CO | $0 | – | -126,070 | – | -0.01% | – |
| KBH | Exit | KB HOME | $0 | – | -49,855 | – | -0.01% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -50,280 | – | -0.01% | – |
| NBN | Exit | NORTHEAST BK LEWISTON ME | $0 | – | -52,240 | – | -0.01% | – |
| ESTE | Exit | EARTHSTONE ENERGY INCcl a | $0 | – | -233,391 | – | -0.01% | – |
| FSBW | Exit | FS BANCORP INC | $0 | – | -64,160 | – | -0.01% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -166,479 | – | -0.01% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -134,430 | – | -0.01% | – |
| BCBP | Exit | BCB BANCORP INC | $0 | – | -144,960 | – | -0.01% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -132,090 | – | -0.01% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -26,042 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -51,524 | – | -0.01% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -96,366 | – | -0.01% | – |
| SNDR | Exit | SCHNEIDER NATIONAL INCcl b | $0 | – | -97,340 | – | -0.01% | – |
| GFF | Exit | GRIFFON CORP | $0 | – | -85,440 | – | -0.01% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -120,390 | – | -0.01% | – |
| CBNK | Exit | CAPITAL BANCORP INC MD | $0 | – | -96,200 | – | -0.01% | – |
| FBIZ | Exit | FIRST BUSINESS FINL SVCS INC | $0 | – | -77,386 | – | -0.01% | – |
| ATKR | Exit | ATKORE INC | $0 | – | -26,875 | – | -0.01% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -82,376 | – | -0.01% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -187,120 | – | -0.01% | – |
| BSRR | Exit | SIERRA BANCORP | $0 | – | -86,340 | – | -0.01% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -355,170 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -9,100 | – | -0.01% | – |
| BANR | Exit | BANNER CORP | $0 | – | -41,290 | – | -0.01% | – |
| BGSF | Exit | BGSF INC | $0 | – | -176,750 | – | -0.01% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -114,570 | – | -0.01% | – |
| ISTR | Exit | INVESTAR HLDG CORP | $0 | – | -101,200 | – | -0.01% | – |
| WMPN | Exit | WILLIAM PENN BANCORPORATION | $0 | – | -182,780 | – | -0.01% | – |
| TRS | Exit | TRIMAS CORP | $0 | – | -70,250 | – | -0.01% | – |
| CFB | Exit | CROSSFIRST BANKSHARES INC | $0 | – | -159,650 | – | -0.01% | – |
| CARE | Exit | CARTER BANKSHARES INC | $0 | – | -156,210 | – | -0.01% | – |
| EFSC | Exit | ENTERPRISE FINL SVCS CORP | $0 | – | -49,480 | – | -0.01% | – |
| BWFG | Exit | BANKWELL FINL GROUP INC | $0 | – | -74,170 | – | -0.01% | – |
| CLB | Exit | CORE LABORATORIES N V | $0 | – | -73,580 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -85,920 | – | -0.01% | – |
| BHB | Exit | BAR HBR BANKSHARES | $0 | – | -81,982 | – | -0.01% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -49,110 | – | -0.01% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -47,780 | – | -0.01% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -94,695 | – | -0.01% | – |
| TCFC | Exit | COMMUNITY FINL CORP MD | $0 | – | -60,680 | – | -0.01% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -165,720 | – | -0.01% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -49,268 | – | -0.01% | – |
| HWKN | Exit | HAWKINS INC | $0 | – | -65,520 | – | -0.01% | – |
| SIC | Exit | SELECT INTERIOR CONCEPTS INCcl a | $0 | – | -144,430 | – | -0.01% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -162,840 | – | -0.01% | – |
| GPRE | Exit | GREEN PLAINS INC | $0 | – | -64,480 | – | -0.01% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -73,025 | – | -0.01% | – |
| CAC | Exit | CAMDEN NATL CORP | $0 | – | -49,320 | – | -0.01% | – |
| EQBK | Exit | EQUITY BANCSHARES INC | $0 | – | -71,080 | – | -0.01% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -122,756 | – | -0.01% | – |
| CIVB | Exit | CIVISTA BANCSHARES INC | $0 | – | -101,230 | – | -0.01% | – |
| HFWA | Exit | HERITAGE FINL CORP WASH | $0 | – | -92,520 | – | -0.01% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -115,710 | – | -0.01% | – |
| CVI | Exit | CVR ENERGY INC | $0 | – | -156,530 | – | -0.01% | – |
| HEES | Exit | H & E EQUIPMENT SERVICES INC | $0 | – | -71,280 | – | -0.01% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -52,659 | – | -0.01% | – |
| WASH | Exit | WASHINGTON TR BANCORP INC | $0 | – | -44,955 | – | -0.01% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -54,060 | – | -0.01% | – |
| MFA | Exit | MFA FINL INC | $0 | – | -521,360 | – | -0.01% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -327,350 | – | -0.01% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -415,731 | – | -0.01% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -67,485 | – | -0.01% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -465,630 | – | -0.01% | – |
| SU | Exit | SUNCOR ENERGY INC NEW | $0 | – | -164,800 | – | -0.01% | – |
| ULH | Exit | UNIVERSAL LOGISTICS HLDGS IN | $0 | – | -174,390 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -79,630 | – | -0.01% | – |
| LEA | Exit | LEAR CORP | $0 | – | -24,200 | – | -0.01% | – |
| Y | Exit | ALLEGHANY CORP MD | $0 | – | -6,200 | – | -0.01% | – |
| HFC | Exit | HOLLYFRONTIER CORP | $0 | – | -114,255 | – | -0.01% | – |
| GIII | Exit | G III APPAREL GROUP LTD | $0 | – | -144,740 | – | -0.01% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -98,180 | – | -0.01% | – |
| TG | Exit | TREDEGAR CORP | $0 | – | -322,600 | – | -0.01% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -152,670 | – | -0.01% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -132,240 | – | -0.01% | – |
| Exit | AMALGAMATED FINANCIAL CORP | $0 | – | -264,380 | – | -0.01% | – | |
| DBD | Exit | DIEBOLD NIXDORF INC | $0 | – | -417,840 | – | -0.01% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -13,560 | – | -0.01% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -117,475 | – | -0.01% | – |
| RYI | Exit | RYERSON HLDG CORP | $0 | – | -186,210 | – | -0.01% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -75,837 | – | -0.01% | – |
| KBAL | Exit | KIMBALL INTL INCcl b | $0 | – | -369,800 | – | -0.01% | – |
| EBIX | Exit | EBIX INC | $0 | – | -155,800 | – | -0.01% | – |
| PLPC | Exit | PREFORMED LINE PRODS CO | $0 | – | -62,380 | – | -0.01% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -157,140 | – | -0.01% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -220,050 | – | -0.01% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -106,507 | – | -0.01% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -161,110 | – | -0.01% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -135,714 | – | -0.01% | – |
| GPX | Exit | GP STRATEGIES CORP | $0 | – | -205,983 | – | -0.01% | – |
| MD | Exit | MEDNAX INC | $0 | – | -156,510 | – | -0.01% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -218,691 | – | -0.01% | – |
| FWRD | Exit | FORWARD AIR CORP | $0 | – | -53,125 | – | -0.01% | – |
| DXPE | Exit | DXP ENTERPRISES INC | $0 | – | -143,290 | – | -0.01% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -59,400 | – | -0.01% | – |
| BGFV | Exit | BIG 5 SPORTING GOODS CORP | $0 | – | -195,910 | – | -0.01% | – |
| CMC | Exit | COMMERCIAL METALS CO | $0 | – | -143,340 | – | -0.01% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -31,573 | – | -0.01% | – |
| FRST | Exit | PRIMIS FINANCIAL CORP | $0 | – | -297,608 | – | -0.01% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -290,460 | – | -0.01% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -141,881 | – | -0.01% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -114,505 | – | -0.01% | – |
| VNDA | Exit | VANDA PHARMACEUTICALS INC | $0 | – | -259,420 | – | -0.01% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -392,000 | – | -0.01% | – |
| TSC | Exit | TRISTATE CAP HLDGS INC | $0 | – | -213,320 | – | -0.01% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -214,190 | – | -0.01% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -110,290 | – | -0.01% | – |
| POWL | Exit | POWELL INDS INC | $0 | – | -180,610 | – | -0.01% | – |
| CBZ | Exit | CBIZ INC | $0 | – | -140,060 | – | -0.01% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -102,100 | – | -0.01% | – |
| CVCY | Exit | CENTRAL VY CMNTY BANCORP | $0 | – | -200,580 | – | -0.01% | – |
| FRG | Exit | FRANCHISE GROUP INC | $0 | – | -125,920 | – | -0.01% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -208,210 | – | -0.01% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -105,480 | – | -0.01% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -326,740 | – | -0.01% | – |
| ABM | Exit | ABM INDS INC | $0 | – | -94,560 | – | -0.01% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -261,400 | – | -0.01% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -337,953 | – | -0.02% | – |
| DHIL | Exit | DIAMOND HILL INVT GROUP INC | $0 | – | -27,194 | – | -0.02% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -278,814 | – | -0.02% | – |
| MBWM | Exit | MERCANTILE BK CORP | $0 | – | -145,150 | – | -0.02% | – |
| IBCP | Exit | INDEPENDENT BK CORP MICH | $0 | – | -211,470 | – | -0.02% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -251,370 | – | -0.02% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -152,624 | – | -0.02% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -101,058 | – | -0.02% | – |
| BMRC | Exit | BANK MARIN BANCORP | $0 | – | -127,340 | – | -0.02% | – |
| RBCAA | Exit | REPUBLIC BANCORP INC KYcl a | $0 | – | -91,320 | – | -0.02% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -34,900 | – | -0.02% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -26,335 | – | -0.02% | – |
| PEBO | Exit | PEOPLES BANCORP INC | $0 | – | -148,910 | – | -0.02% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -181,699 | – | -0.02% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -312,677 | – | -0.02% | – |
| STRL | Exit | STERLING CONSTR INC | $0 | – | -209,860 | – | -0.02% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -179,000 | – | -0.02% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -148,864 | – | -0.02% | – |
| HLX | Exit | HELIX ENERGY SOLUTIONS GRP I | $0 | – | -1,173,490 | – | -0.02% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -44,782 | – | -0.02% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -147,184 | – | -0.02% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -137,269 | – | -0.02% | – |
| PCB | Exit | PCB BANCORP | $0 | – | -231,510 | – | -0.02% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -1,176,130 | – | -0.02% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -584,240 | – | -0.02% | – |
| VIAC | Exit | VIACOMCBS INCcl b | $0 | – | -128,400 | – | -0.02% | – |
| KE | Exit | KIMBALL ELECTRONICS INC | $0 | – | -200,370 | – | -0.02% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -118,977 | – | -0.02% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -53,290 | – | -0.02% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -222,920 | – | -0.02% | – |
| HZO | Exit | MARINEMAX INC | $0 | – | -112,865 | – | -0.02% | – |
| WTTR | Exit | SELECT ENERGY SVCS INC | $0 | – | -1,050,060 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RES CORP | $0 | – | -67,347 | – | -0.02% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -134,616 | – | -0.02% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -566,100 | – | -0.02% | – |
| HIBB | Exit | HIBBETT INC | $0 | – | -77,634 | – | -0.02% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -63,730 | – | -0.02% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -155,599 | – | -0.02% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -42,663 | – | -0.02% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -251,260 | – | -0.02% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -189,690 | – | -0.02% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -1,825,610 | – | -0.02% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -506,650 | – | -0.02% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -60,181 | – | -0.02% | – |
| WHD | Exit | CACTUS INCcl a | $0 | – | -155,595 | – | -0.02% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -143,211 | – | -0.02% | – |
| GLT | Exit | GLATFELTER CORPORATION | $0 | – | -433,050 | – | -0.02% | – |
| PFBC | Exit | PREFERRED BK LOS ANGELES CA | $0 | – | -91,765 | – | -0.02% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -663,680 | – | -0.02% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -290,000 | – | -0.02% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -127,690 | – | -0.02% | – |
| HOFT | Exit | HOOKER FURNISHINGS CORPORATI | $0 | – | -232,868 | – | -0.02% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -265,090 | – | -0.02% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -197,200 | – | -0.02% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -336,251 | – | -0.02% | – |
| PARR | Exit | PAR PAC HOLDINGS INC | $0 | – | -396,300 | – | -0.02% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -123,110 | – | -0.02% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -101,210 | – | -0.02% | – |
| Exit | ALTUS MIDSTREAM CO | $0 | – | -96,428 | – | -0.02% | – | |
| JOUT | Exit | JOHNSON OUTDOORS INCcl a | $0 | – | -60,960 | – | -0.02% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -443,192 | – | -0.02% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -618,610 | – | -0.02% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -293,660 | – | -0.02% | – |
| EBF | Exit | ENNIS INC | $0 | – | -345,764 | – | -0.02% | – |
| HLF | Exit | HERBALIFE NUTRITION LTD | $0 | – | -158,600 | – | -0.02% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES INC | $0 | – | -205,024 | – | -0.02% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -28,198 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -454,407 | – | -0.02% | – |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -343,820 | – | -0.02% | – |
| RMAX | Exit | RE MAX HLDGS INCcl a | $0 | – | -207,210 | – | -0.02% | – |
| HTLD | Exit | HEARTLAND EXPRESS INC | $0 | – | -404,390 | – | -0.02% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -86,785 | – | -0.02% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -107,718 | – | -0.02% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -416,626 | – | -0.02% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -164,505 | – | -0.02% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -426,834 | – | -0.02% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -206,915 | – | -0.02% | – |
| FUL | Exit | FULLER H B CO | $0 | – | -103,320 | – | -0.02% | – |
| BCC | Exit | BOISE CASCADE CO DEL | $0 | – | -120,490 | – | -0.02% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -80,463 | – | -0.02% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -494,964 | – | -0.02% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -159,925 | – | -0.02% | – |
| TNL | Exit | TRAVEL PLUS LEISURE CO | $0 | – | -128,235 | – | -0.02% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -261,435 | – | -0.02% | – |
| CBT | Exit | CABOT CORP | $0 | – | -134,880 | – | -0.02% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -317,085 | – | -0.02% | – |
| LBRT | Exit | LIBERTY OILFIELD SVCS INC | $0 | – | -555,480 | – | -0.02% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -207,818 | – | -0.02% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -120,325 | – | -0.02% | – |
| EEX | Exit | EMERALD HOLDING INC | $0 | – | -1,595,028 | – | -0.02% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -167,812 | – | -0.02% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -397,640 | – | -0.02% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -168,197 | – | -0.02% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -146,892 | – | -0.02% | – |
| NMIH | Exit | NMI HLDGS INCcl a | $0 | – | -305,080 | – | -0.02% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -483,417 | – | -0.02% | – |
| FNB | Exit | F N B CORP | $0 | – | -582,000 | – | -0.02% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -149,451 | – | -0.02% | – |
| GSBC | Exit | GREAT SOUTHN BANCORP INC | $0 | – | -123,228 | – | -0.02% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -73,842 | – | -0.02% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -225,225 | – | -0.02% | – |
| CPF | Exit | CENTRAL PAC FINL CORP | $0 | – | -263,720 | – | -0.02% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -210,829 | – | -0.02% | – |
| BUSE | Exit | FIRST BUSEY CORP | $0 | – | -283,360 | – | -0.02% | – |
| BRSP | Exit | BRIGHTSPIRE CAPITAL INC | $0 | – | -716,895 | – | -0.02% | – |
| MATX | Exit | MATSON INC | $0 | – | -89,355 | – | -0.02% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -170,588 | – | -0.02% | – |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -85,990 | – | -0.02% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -474,420 | – | -0.02% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -286,282 | – | -0.02% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -280,660 | – | -0.02% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -162,035 | – | -0.02% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -208,113 | – | -0.02% | – |
| GWB | Exit | GREAT WESTERN BANCORP INC | $0 | – | -215,884 | – | -0.02% | – |
| GTS | Exit | TRIPLE-S MGMT CORP | $0 | – | -200,510 | – | -0.02% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -579,093 | – | -0.02% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -151,230 | – | -0.02% | – |
| ONEW | Exit | ONEWATER MARINE INC | $0 | – | -189,115 | – | -0.02% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -68,400 | – | -0.02% | – |
| ANAT | Exit | AMERICAN NATIONAL GROUP INC | $0 | – | -40,010 | – | -0.02% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -135,515 | – | -0.02% | – |
| SOI | Exit | SOLARIS OILFIELD INFRASTRUCT | $0 | – | -886,530 | – | -0.02% | – |
| JACK | Exit | JACK IN THE BOX INC | $0 | – | -76,741 | – | -0.02% | – |
| NESR | Exit | NATIONAL ENERGY SERVICES REU | $0 | – | -605,040 | – | -0.02% | – |
| AFI | Exit | ARMSTRONG FLOORING INC | $0 | – | -2,367,474 | – | -0.02% | – |
| PFC | Exit | PREMIER FINANCIAL CORP | $0 | – | -234,190 | – | -0.02% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -69,307 | – | -0.02% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -254,280 | – | -0.02% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -473,880 | – | -0.02% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -164,603 | – | -0.02% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -81,114 | – | -0.02% | – |
| CASS | Exit | CASS INFORMATION SYS INC | $0 | – | -184,025 | – | -0.02% | – |
| SR | Exit | SPIRE INC | $0 | – | -135,544 | – | -0.03% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -389,088 | – | -0.03% | – |
| ENS | Exit | ENERSYS | $0 | – | -110,371 | – | -0.03% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -150,882 | – | -0.03% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -511,640 | – | -0.03% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -485,397 | – | -0.03% | – |
| BXC | Exit | BLUELINX HLDGS INC | $0 | – | -171,490 | – | -0.03% | – |
| Exit | ECOVYST INC | $0 | – | -725,370 | – | -0.03% | – | |
| VEC | Exit | VECTRUS INC | $0 | – | -166,423 | – | -0.03% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -86,466 | – | -0.03% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -182,985 | – | -0.03% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -95,171 | – | -0.03% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -200,647 | – | -0.03% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -432,284 | – | -0.03% | – |
| DOOR | Exit | MASONITE INTL CORP | $0 | – | -80,849 | – | -0.03% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -76,487 | – | -0.03% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -264,280 | – | -0.03% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -144,203 | – | -0.03% | – |
| ALE | Exit | ALLETE INC | $0 | – | -141,188 | – | -0.03% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -426,718 | – | -0.03% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -244,785 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -39,891 | – | -0.03% | – |
| JELD | Exit | JELD-WEN HLDG INC | $0 | – | -336,180 | – | -0.03% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -135,355 | – | -0.03% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -211,930 | – | -0.03% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -296,822 | – | -0.03% | – |
| EIG | Exit | EMPLOYERS HLDGS INC | $0 | – | -221,034 | – | -0.03% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -203,500 | – | -0.03% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -198,010 | – | -0.03% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -433,336 | – | -0.03% | – |
| AGO | Exit | ASSURED GUARANTY LTD | $0 | – | -188,290 | – | -0.03% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -144,108 | – | -0.03% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -633,300 | – | -0.03% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -231,396 | – | -0.03% | – |
| SPNT | Exit | SIRIUSPOINT LTD | $0 | – | -962,623 | – | -0.03% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -333,952 | – | -0.03% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -11,500 | – | -0.03% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -587,655 | – | -0.03% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -253,550 | – | -0.03% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -843,950 | – | -0.03% | – |
| SWX | Exit | SOUTHWEST GAS HLDGS INC | $0 | – | -130,920 | – | -0.03% | – |
| AIR | Exit | AAR CORP | $0 | – | -272,255 | – | -0.03% | – |
| GCP | Exit | GCP APPLIED TECHNOLOGIES INC | $0 | – | -397,420 | – | -0.03% | – |
| WHR | Exit | WHIRLPOOL CORP | $0 | – | -42,300 | – | -0.03% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -69,126 | – | -0.03% | – |
| GLDD | Exit | GREAT LAKES DREDGE & DOCK CO | $0 | – | -598,380 | – | -0.03% | – |
| GCO | Exit | GENESCO INC | $0 | – | -156,920 | – | -0.03% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -1,055,515 | – | -0.03% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -306,075 | – | -0.03% | – |
| SAFT | Exit | SAFETY INS GROUP INC | $0 | – | -114,000 | – | -0.03% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -34,252 | – | -0.03% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -381,001 | – | -0.03% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -250,495 | – | -0.03% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -77,623 | – | -0.03% | – |
| AZZ | Exit | AZZ INC | $0 | – | -170,107 | – | -0.03% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -364,488 | – | -0.03% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -196,380 | – | -0.03% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -403,879 | – | -0.03% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -394,395 | – | -0.03% | – |
| CENT | Exit | CENTRAL GARDEN & PET CO | $0 | – | -191,297 | – | -0.03% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -362,590 | – | -0.03% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -654,728 | – | -0.03% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -162,315 | – | -0.03% | – |
| AAN | Exit | THE AARONS COMPANY INC | $0 | – | -343,850 | – | -0.03% | – |
| PNM | Exit | PNM RES INC | $0 | – | -188,925 | – | -0.03% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -48,438 | – | -0.03% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -468,082 | – | -0.03% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -214,440 | – | -0.03% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -173,465 | – | -0.03% | – |
| FBK | Exit | FB FINL CORP | $0 | – | -228,014 | – | -0.03% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -121,875 | – | -0.03% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -731,061 | – | -0.03% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -232,445 | – | -0.03% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -280,680 | – | -0.03% | – |
| ECHO | Exit | ECHO GLOBAL LOGISTICS INC | $0 | – | -208,050 | – | -0.03% | – |
| VRRM | Exit | VERRA MOBILITY CORP | $0 | – | -665,100 | – | -0.03% | – |
| ASIX | Exit | ADVANSIX INC | $0 | – | -253,710 | – | -0.03% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -54,495 | – | -0.03% | – |
| FHN | Exit | FIRST HORIZON CORPORATION | $0 | – | -655,100 | – | -0.03% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -357,500 | – | -0.03% | – |
| Exit | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $0 | – | -9,675,000 | – | -0.04% | – | |
| CRC | Exit | CALIFORNIA RES CORP | $0 | – | -278,530 | – | -0.04% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -503,190 | – | -0.04% | – |
| UHS | Exit | UNIVERSAL HLTH SVCS INCcl b | $0 | – | -80,900 | – | -0.04% | – |
| NOG | Exit | NORTHERN OIL AND GAS INC MN | $0 | – | -543,740 | – | -0.04% | – |
| SABR | Exit | SABRE CORP | $0 | – | -1,038,130 | – | -0.04% | – |
| BRY | Exit | BERRY CORP | $0 | – | -2,019,160 | – | -0.05% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -981,716 | – | -0.05% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -443,753 | – | -0.05% | – |
| BCO | Exit | BRINKS CO | $0 | – | -237,800 | – | -0.05% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -410,100 | – | -0.05% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -691,925 | – | -0.06% | – |
| TLS | Exit | TELOS CORP MD | $0 | – | -642,340 | – | -0.06% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -193,802 | – | -0.06% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -1,514,670 | – | -0.07% | – |
| VST | Exit | VISTRA CORP | $0 | – | -1,235,000 | – | -0.07% | – |
| PCOM | Exit | POINTS INTL LTD | $0 | – | -1,221,520 | – | -0.07% | – |
| PVAC | Exit | PENN VA CORP | $0 | – | -783,220 | – | -0.07% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -475,446 | – | -0.07% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,013,895 | – | -0.07% | – |
| HE | Exit | HAWAIIAN ELEC INDUSTRIES | $0 | – | -527,400 | – | -0.07% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -382,945 | – | -0.07% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -463,527 | – | -0.07% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -475,442 | – | -0.07% | – |
| USHY | Exit | ISHARES TRbroad usd high | $0 | – | -560,222 | – | -0.07% | – |
| RMR | Exit | RMR GROUP INCcl a | $0 | – | -729,545 | – | -0.08% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -468,664 | – | -0.08% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -393,669 | – | -0.08% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -621,302 | – | -0.08% | – |
| GBLI | Exit | GLOBAL INDEMNITY GROUP LLC | $0 | – | -1,091,931 | – | -0.09% | – |
| CR | Exit | CRANE CO | $0 | – | -311,100 | – | -0.09% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -1,130,150 | – | -0.10% | – |
| AVT | Exit | AVNET INC | $0 | – | -824,850 | – | -0.10% | – |
| NEX | Exit | NEXTIER OILFIELD SOLUTIONS | $0 | – | -6,760,429 | – | -0.10% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -731,065 | – | -0.11% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -1,297,560 | – | -0.11% | – |
| BDC | Exit | BELDEN INC | $0 | – | -627,975 | – | -0.12% | – |
| DIOD | Exit | DIODES INC | $0 | – | -433,057 | – | -0.12% | – |
| HNGR | Exit | HANGER INC | $0 | – | -1,869,676 | – | -0.13% | – |
| OAS | Exit | OASIS PETROLEUM INC | $0 | – | -414,068 | – | -0.13% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -1,038,952 | – | -0.13% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -3,210,468 | – | -0.14% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -2,008,806 | – | -0.14% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -1,969,213 | – | -0.15% | – |
| KFY | Exit | KORN FERRY | $0 | – | -667,946 | – | -0.15% | – |
| SLM | Exit | SLM CORP | $0 | – | -2,758,760 | – | -0.16% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -17,091,899 | – | -0.16% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -1,480,170 | – | -0.17% | – |
| DOX | Exit | AMDOCS LTD | $0 | – | -712,160 | – | -0.17% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -428,757 | – | -0.18% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -1,463,884 | – | -0.18% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -2,335,080 | – | -0.19% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -524,040 | – | -0.19% | – |
| UHAL | Exit | AMERCO | $0 | – | -91,767 | – | -0.19% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -680,998 | – | -0.19% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -5,852,448 | – | -0.19% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -20,586,564 | – | -0.20% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -1,850,150 | – | -0.21% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -2,238,452 | – | -0.21% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -4,585,670 | – | -0.22% | – |
| BSX | Exit | BOSTON SCIENTIFIC CORP | $0 | – | -1,956,000 | – | -0.27% | – |
| KBR | Exit | KBR INC | $0 | – | -2,216,146 | – | -0.28% | – |
| CTSH | Exit | COGNIZANT TECHNOLOGY SOLUTIOcl a | $0 | – | -1,182,200 | – | -0.28% | – |
| Exit | STAGWELL INC | $0 | – | -11,557,177 | – | -0.28% | – | |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -380,481 | – | -0.28% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -1,255,602 | – | -0.29% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -5,636,963 | – | -0.32% | – |
| ODP | Exit | THE ODP CORP | $0 | – | -2,499,101 | – | -0.32% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -3,838,969 | – | -0.36% | – |
| HUM | Exit | HUMANA INC | $0 | – | -295,820 | – | -0.37% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -3,161,793 | – | -0.37% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -5,264,967 | – | -0.42% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -2,206,324 | – | -0.44% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -3,349,990 | – | -0.44% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -2,581,403 | – | -0.46% | – |
| BMY | Exit | BRISTOL-MYERS SQUIBB CO | $0 | – | -2,487,243 | – | -0.47% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -1,970,844 | – | -0.49% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -6,254,021 | – | -0.49% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -9,686,715 | – | -0.49% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -1,059,698 | – | -0.50% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -3,092,827 | – | -0.51% | – |
| RTX | Exit | RAYTHEON TECHNOLOGIES CORP | $0 | – | -1,929,600 | – | -0.53% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -8,208,601 | – | -0.59% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -3,101,848 | – | -0.62% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -6,527,279 | – | -0.62% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -798,406 | – | -0.62% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -1,615,073 | – | -0.66% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -3,390,016 | – | -0.67% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -545,074 | – | -0.68% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -92,787 | – | -0.70% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -4,892,889 | – | -0.75% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -4,178,624 | – | -0.78% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -10,364,821 | – | -0.78% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -11,454,242 | – | -0.79% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -3,350,065 | – | -0.84% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -24,232,013 | – | -0.87% | – |
| STT | Exit | STATE STR CORP | $0 | – | -3,212,588 | – | -0.87% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -28,303,614 | – | -0.89% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -21,498,717 | – | -0.98% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -3,687,183 | – | -1.00% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -2,391,684 | – | -1.05% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -7,901,931 | – | -1.07% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -4,847,266 | – | -1.09% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -9,125,932 | – | -1.11% | – |
| NOV | Exit | NOV INC | $0 | – | -26,766,350 | – | -1.12% | – |
| GLW | Exit | CORNING INC | $0 | – | -9,661,301 | – | -1.13% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -6,409,631 | – | -1.14% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -23,351,850 | – | -1.15% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -2,937,779 | – | -1.18% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -1,708,555 | – | -1.23% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,624,736 | – | -1.28% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -7,545,540 | – | -1.31% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELcl b new | $0 | – | -1,581,134 | – | -1.38% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -9,511,540 | – | -1.43% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -8,753,960 | – | -1.45% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,225,362 | – | -1.48% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -175,425 | – | -1.50% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -5,678,053 | – | -1.58% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,261,999 | – | -1.58% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -11,334,617 | – | -1.61% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -31,305,175 | – | -1.66% | – |
| HES | Exit | HESS CORP | $0 | – | -6,774,886 | – | -1.69% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -22,206,104 | – | -1.72% | – |
| APA | Exit | APA CORPORATION | $0 | – | -25,432,035 | – | -1.74% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -7,577,306 | – | -1.82% | – |
| FFIV | Exit | F5 NETWORKS INC | $0 | – | -3,197,441 | – | -2.03% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,262,842 | – | -2.04% | – |
| PPL | Exit | PPL CORP | $0 | – | -22,942,047 | – | -2.04% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -54,445,453 | – | -2.38% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -14,961,033 | – | -2.52% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,383,428 | – | -2.84% | – |
| Exit | GENERAL ELECTRIC CO | $0 | – | -12,129,354 | – | -3.99% | – | |
| C | Exit | CITIGROUP INC | $0 | – | -18,693,395 | – | -4.19% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -24,058,896 | – | -4.22% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -28,769,800 | – | -4.27% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | Sell | WELLS FARGO CO NEW | $1,335,206,000 | -4.2% | 28,769,800 | -6.5% | 4.27% | +0.4% |
| AIG | Sell | AMERICAN INTL GROUP INC | $1,320,593,000 | -4.4% | 24,058,896 | -17.1% | 4.22% | +0.2% |
| C | Buy | CITIGROUP INC | $1,311,902,000 | +2.8% | 18,693,395 | +3.7% | 4.19% | +7.8% |
| New | GENERAL ELECTRIC CO | $1,249,687,000 | – | 12,129,354 | – | 3.99% | – | |
| ANTM | Sell | ANTHEM INC | $888,542,000 | -5.1% | 2,383,428 | -2.8% | 2.84% | -0.5% |
| GM | Buy | GENERAL MTRS CO | $788,596,000 | -5.1% | 14,961,033 | +6.6% | 2.52% | -0.5% |
| MRO | Sell | MARATHON OIL CORP | $744,269,000 | -2.1% | 54,445,453 | -2.4% | 2.38% | +2.6% |
| PPL | Buy | PPL CORP | $639,624,000 | +18.0% | 22,942,047 | +18.4% | 2.04% | +23.7% |
| MSFT | Sell | MICROSOFT CORP | $637,940,000 | -9.4% | 2,262,842 | -12.9% | 2.04% | -5.0% |
| FFIV | Buy | F5 NETWORKS INC | $635,587,000 | +7.1% | 3,197,441 | +0.5% | 2.03% | +12.3% |
| MGA | Buy | MAGNA INTL INC | $570,117,000 | -10.5% | 7,577,306 | +10.2% | 1.82% | -6.2% |
| APA | Sell | APA CORPORATION | $545,009,000 | -2.9% | 25,432,035 | -2.0% | 1.74% | +1.8% |
| DISCK | Buy | DISCOVERY INC | $538,942,000 | -9.6% | 22,206,104 | +8.0% | 1.72% | -5.2% |
| HES | Sell | HESS CORP | $529,186,000 | -13.1% | 6,774,886 | -2.8% | 1.69% | -8.9% |
| CNHI | Sell | CNH INDL N V | $519,979,000 | -15.8% | 31,305,175 | -15.3% | 1.66% | -11.8% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $505,184,000 | +5.9% | 11,334,617 | -4.0% | 1.61% | +11.0% |
| FDX | Buy | FEDEX CORP | $496,034,000 | -0.9% | 2,261,999 | +34.8% | 1.58% | +3.9% |
| ORCL | Sell | ORACLE CORP | $494,729,000 | -8.9% | 5,678,053 | -18.6% | 1.58% | -4.5% |
| GOOGL | Buy | ALPHABET INCcap stk cl a | $469,002,000 | +21.5% | 175,425 | +10.9% | 1.50% | +27.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $463,224,000 | -20.0% | 1,225,362 | -19.7% | 1.48% | -16.1% |
| BK | Sell | BANK NEW YORK MELLON CORP | $453,805,000 | -2.4% | 8,753,960 | -3.6% | 1.45% | +2.3% |
| CFG | Buy | CITIZENS FINL GROUP INC | $446,852,000 | +59.7% | 9,511,540 | +55.9% | 1.43% | +67.4% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DELcl b new | $431,555,000 | -2.9% | 1,581,134 | -1.1% | 1.38% | +1.8% |
| UL | Sell | UNILEVER PLCspon adr new | $409,119,000 | -10.1% | 7,545,540 | -3.0% | 1.31% | -5.8% |
| TRV | Sell | TRAVELERS COMPANIES INC | $398,986,000 | -2.4% | 2,624,736 | -3.9% | 1.28% | +2.3% |
| CMI | Sell | CUMMINS INC | $383,673,000 | -10.7% | 1,708,555 | -3.0% | 1.23% | -6.3% |
| MDT | Sell | MEDTRONIC PLC | $368,251,000 | -2.9% | 2,937,779 | -3.8% | 1.18% | +1.8% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $360,786,000 | -12.7% | 23,351,850 | -3.2% | 1.15% | -8.5% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $358,491,000 | -6.8% | 6,409,631 | -5.0% | 1.14% | -2.4% |
| GLW | Sell | CORNING INC | $352,541,000 | -13.0% | 9,661,301 | -2.4% | 1.13% | -8.8% |
| NOV | Sell | NOV INC | $350,907,000 | -14.8% | 26,766,350 | -0.4% | 1.12% | -10.7% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $348,702,000 | -8.2% | 9,125,932 | -4.4% | 1.11% | -3.8% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $340,520,000 | +9.7% | 4,847,266 | -3.2% | 1.09% | +15.0% |
| BAC | Sell | BK OF AMERICA CORP | $335,437,000 | -29.3% | 7,901,931 | -31.3% | 1.07% | -25.9% |
| TEL | Sell | TE CONNECTIVITY LTD | $328,187,000 | -12.1% | 2,391,684 | -13.4% | 1.05% | -7.9% |
| CVS | Buy | CVS HEALTH CORP | $312,894,000 | +7.3% | 3,687,183 | +5.5% | 1.00% | +12.5% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $306,357,000 | -4.7% | 21,498,717 | -2.5% | 0.98% | -0.1% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $279,074,000 | -8.4% | 28,303,614 | -2.5% | 0.89% | -4.0% |
| STT | Sell | STATE STR CORP | $272,170,000 | -1.3% | 3,212,588 | -4.2% | 0.87% | +3.4% |
| ERIC | Sell | ERICSSONadr b sek 10 | $271,399,000 | -12.9% | 24,232,013 | -2.2% | 0.87% | -8.7% |
| PCAR | Sell | PACCAR INC | $264,387,000 | -14.0% | 3,350,065 | -2.7% | 0.84% | -9.8% |
| HAL | Sell | HALLIBURTON CO | $247,641,000 | -8.4% | 11,454,242 | -2.0% | 0.79% | -4.0% |
| NWSA | Buy | NEWS CORP NEWcl a | $243,884,000 | -7.7% | 10,364,821 | +1.1% | 0.78% | -3.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $243,112,000 | -10.0% | 4,178,624 | -3.4% | 0.78% | -5.6% |
| SNY | Sell | SANOFIsponsored adr | $235,886,000 | -12.1% | 4,892,889 | -4.0% | 0.75% | -7.8% |
| BKNG | Sell | BOOKING HOLDINGS INC | $220,264,000 | +4.7% | 92,787 | -3.5% | 0.70% | +9.8% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $212,982,000 | -6.6% | 545,074 | -4.2% | 0.68% | -2.2% |
| MPC | Sell | MARATHON PETE CORP | $209,537,000 | -1.0% | 3,390,016 | -3.3% | 0.67% | +3.7% |
| EEFT | Buy | EURONET WORLDWIDE INC | $205,566,000 | -4.2% | 1,615,073 | +1.8% | 0.66% | +0.5% |
| HCA | Sell | HCA HEALTHCARE INC | $193,789,000 | +12.5% | 798,406 | -4.1% | 0.62% | +17.9% |
| SLB | Sell | SCHLUMBERGER LTD | $193,469,000 | -10.0% | 6,527,279 | -2.8% | 0.62% | -5.6% |
| CNC | Sell | CENTENE CORP DEL | $193,276,000 | -14.7% | 3,101,848 | -0.2% | 0.62% | -10.7% |
| RRC | Buy | RANGE RES CORP | $185,761,000 | +40.4% | 8,208,601 | +4.0% | 0.59% | +47.1% |
| RTX | Sell | RAYTHEON TECHNOLOGIES CORP | $165,868,000 | +0.4% | 1,929,600 | -0.4% | 0.53% | +5.2% |
| CIT | Sell | CIT GROUP INC | $160,672,000 | -0.3% | 3,092,827 | -1.0% | 0.51% | +4.5% |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $155,097,000 | -12.5% | 1,059,698 | -3.9% | 0.50% | -8.3% |
| BKR | Sell | BAKER HUGHES COMPANYcl a | $154,662,000 | +4.9% | 6,254,021 | -3.0% | 0.49% | +9.8% |
| FLR | Buy | FLUOR CORP NEW | $154,697,000 | -8.6% | 9,686,715 | +1.3% | 0.49% | -4.3% |
| BPOP | Sell | POPULAR INC | $153,075,000 | -2.2% | 1,970,844 | -5.5% | 0.49% | +2.5% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $147,170,000 | -14.3% | 2,487,243 | -3.2% | 0.47% | -10.3% |
| IP | Sell | INTERNATIONAL PAPER CO | $144,352,000 | -43.7% | 2,581,403 | -38.2% | 0.46% | -41.0% |
| ADNT | Buy | ADIENT PLC | $138,857,000 | +0.8% | 3,349,990 | +10.0% | 0.44% | +5.7% |
| SO | Sell | SOUTHERN CO | $136,726,000 | -1.6% | 2,206,324 | -4.0% | 0.44% | +3.1% |
| MUR | Sell | MURPHY OIL CORP | $131,466,000 | +4.2% | 5,264,967 | -2.8% | 0.42% | +9.4% |
| HOG | Sell | HARLEY DAVIDSON INC | $115,753,000 | -22.1% | 3,161,793 | -2.5% | 0.37% | -18.3% |
| HUM | Sell | HUMANA INC | $115,118,000 | -12.2% | 295,820 | -0.1% | 0.37% | -8.0% |
| EQH | Sell | EQUITABLE HLDGS INC | $113,787,000 | -11.4% | 3,838,969 | -9.0% | 0.36% | -7.1% |
| ODP | Sell | THE ODP CORP | $100,364,000 | -19.1% | 2,499,101 | -3.3% | 0.32% | -15.1% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $99,774,000 | +2.3% | 5,636,963 | -0.9% | 0.32% | +7.4% |
| OMC | Buy | OMNICOM GROUP INC | $90,981,000 | -6.6% | 1,255,602 | +3.1% | 0.29% | -2.0% |
| ESGR | Sell | ENSTAR GROUP LIMITED | $89,310,000 | -7.6% | 380,481 | -6.0% | 0.28% | -3.4% |
| New | STAGWELL INC | $88,644,000 | – | 11,557,177 | – | 0.28% | – | |
| CTSH | New | COGNIZANT TECHNOLOGY SOLUTIOcl a | $87,731,000 | – | 1,182,200 | – | 0.28% | – |
| KBR | Sell | KBR INC | $87,316,000 | +1.0% | 2,216,146 | -2.2% | 0.28% | +5.7% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $84,871,000 | +1.1% | 1,956,000 | -0.4% | 0.27% | +5.9% |
| SRG | Buy | SERITAGE GROWTH PPTYScl a | $68,005,000 | -17.4% | 4,585,670 | +2.5% | 0.22% | -13.5% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $65,699,000 | +0.8% | 1,850,150 | +0.7% | 0.21% | +5.5% |
| FHB | Sell | FIRST HAWAIIAN INC | $65,699,000 | -8.1% | 2,238,452 | -11.3% | 0.21% | -3.7% |
| KOS | Buy | KOSMOS ENERGY LTD | $60,936,000 | +2.6% | 20,586,564 | +19.9% | 0.20% | +7.7% |
| ETRN | Sell | EQUITRANS MIDSTREAM CORP | $59,344,000 | +8.6% | 5,852,448 | -8.9% | 0.19% | +13.8% |
| NPO | Sell | ENPRO INDS INC | $59,329,000 | -18.8% | 680,998 | -9.4% | 0.19% | -14.8% |
| UHAL | Sell | AMERCO | $59,284,000 | -28.3% | 91,767 | -34.5% | 0.19% | -25.0% |
| ARW | Buy | ARROW ELECTRS INC | $58,844,000 | +15.8% | 524,040 | +17.4% | 0.19% | +21.3% |
| HRB | Sell | BLOCK H & R INC | $58,377,000 | +5.2% | 2,335,080 | -1.2% | 0.19% | +10.7% |
| EVR | Sell | EVERCORE INCclass a | $57,312,000 | -5.3% | 428,757 | -0.2% | 0.18% | -0.5% |
| AVA | Buy | AVISTA CORP | $57,267,000 | -8.2% | 1,463,884 | +0.1% | 0.18% | -3.7% |
| DOX | New | AMDOCS LTD | $53,918,000 | – | 712,160 | – | 0.17% | – |
| ALSN | Buy | ALLISON TRANSMISSION HLDGS I | $52,280,000 | +18.9% | 1,480,170 | +33.7% | 0.17% | +24.6% |
| FI | Buy | FRANKS INTL N V | $50,250,000 | +0.2% | 17,091,899 | +3.3% | 0.16% | +5.2% |
| SLM | Sell | SLM CORP | $48,554,000 | -21.8% | 2,758,760 | -6.9% | 0.16% | -18.0% |
| KFY | Sell | KORN FERRY | $48,333,000 | -2.0% | 667,946 | -1.8% | 0.15% | +2.7% |
| CNO | Sell | CNO FINL GROUP INC | $46,355,000 | -0.4% | 1,969,213 | -0.1% | 0.15% | +4.2% |
| MTOR | Buy | MERITOR INC | $42,808,000 | +19.6% | 2,008,806 | +31.5% | 0.14% | +25.7% |
| FBP | Sell | FIRST BANCORP P R | $42,218,000 | +8.1% | 3,210,468 | -2.0% | 0.14% | +13.4% |
| OAS | Buy | OASIS PETROLEUM INC | $41,167,000 | +2.9% | 414,068 | +4.1% | 0.13% | +8.2% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $41,340,000 | +5.5% | 1,038,952 | -0.8% | 0.13% | +10.9% |
| HNGR | Buy | HANGER INC | $41,058,000 | +6.1% | 1,869,676 | +22.1% | 0.13% | +11.0% |
| DIOD | Sell | DIODES INC | $39,231,000 | -26.2% | 433,057 | -35.1% | 0.12% | -22.8% |
| BDC | Sell | BELDEN INC | $36,586,000 | +11.5% | 627,975 | -3.2% | 0.12% | +17.0% |
| TBI | Buy | TRUEBLUE INC | $35,138,000 | +263.3% | 1,297,560 | +277.1% | 0.11% | +286.2% |
| POR | Sell | PORTLAND GEN ELEC CO | $34,353,000 | -25.4% | 731,065 | -26.9% | 0.11% | -21.4% |
| NEX | Sell | NEXTIER OILFIELD SOLUTIONS | $31,098,000 | -12.4% | 6,760,429 | -9.4% | 0.10% | -8.3% |
| AVT | Buy | AVNET INC | $30,495,000 | -6.3% | 824,850 | +1.6% | 0.10% | -2.0% |
| IGT | Buy | INTERNATIONAL GAME TECHNOLOG | $29,746,000 | +45.0% | 1,130,150 | +32.0% | 0.10% | +50.8% |
| CR | Sell | CRANE CO | $29,495,000 | +2.3% | 311,100 | -0.3% | 0.09% | +6.8% |
| GBLI | Sell | GLOBAL INDEMNITY GROUP LLC | $29,209,000 | -6.7% | 1,091,931 | -8.1% | 0.09% | -2.1% |
| GBX | Buy | GREENBRIER COS INC | $26,710,000 | +1.4% | 621,302 | +2.8% | 0.08% | +6.2% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $24,624,000 | +10.1% | 468,664 | -6.2% | 0.08% | +16.2% |
| RMR | Sell | RMR GROUP INCcl a | $24,403,000 | -14.7% | 729,545 | -1.5% | 0.08% | -10.3% |
| USHY | Sell | ISHARES TRbroad usd high | $23,249,000 | -8.5% | 560,222 | -8.0% | 0.07% | -3.9% |
| PDCE | Buy | PDC ENERGY INC | $22,531,000 | +19.0% | 475,442 | +15.0% | 0.07% | +24.1% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $22,203,000 | -0.5% | 463,527 | -2.3% | 0.07% | +4.4% |
| WLL | Sell | WHITING PETE CORP NEW | $22,368,000 | +2.8% | 382,945 | -4.0% | 0.07% | +7.6% |
| HE | Sell | HAWAIIAN ELEC INDUSTRIES | $21,534,000 | -4.5% | 527,400 | -1.1% | 0.07% | 0.0% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $21,471,000 | +3.5% | 475,446 | -0.9% | 0.07% | +9.5% |
| ASB | Buy | ASSOCIATED BANC CORP | $21,718,000 | +4.8% | 1,013,895 | +0.2% | 0.07% | +9.5% |
| PVAC | Buy | PENN VA CORP | $20,888,000 | +44.2% | 783,220 | +27.7% | 0.07% | +52.3% |
| VST | Sell | VISTRA CORP | $21,119,000 | -11.2% | 1,235,000 | -3.6% | 0.07% | -6.9% |
| PCOM | Buy | POINTS INTL LTD | $20,888,000 | +18.7% | 1,221,520 | +19.4% | 0.07% | +24.1% |
| COMM | Buy | COMMSCOPE HLDG CO INC | $20,584,000 | -24.5% | 1,514,670 | +18.4% | 0.07% | -20.5% |
| PM | Buy | PHILIP MORRIS INTL INC | $18,370,000 | +8.3% | 193,802 | +13.3% | 0.06% | +13.5% |
| TLS | New | TELOS CORP MD | $18,255,000 | – | 642,340 | – | 0.06% | – |
| REZI | Sell | RESIDEO TECHNOLOGIES INC | $17,153,000 | -18.6% | 691,925 | -1.5% | 0.06% | -14.1% |
| NRG | Sell | NRG ENERGY INC | $16,744,000 | -22.4% | 410,100 | -23.4% | 0.05% | -19.7% |
| MLR | Sell | MILLER INDS INC TENN | $15,105,000 | -14.0% | 443,753 | -0.4% | 0.05% | -11.1% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $14,834,000 | -1.6% | 981,716 | -7.1% | 0.05% | +2.2% |
| BRY | Buy | BERRY CORP | $14,558,000 | +19.0% | 2,019,160 | +10.9% | 0.05% | +27.0% |
| SABR | Sell | SABRE CORP | $12,291,000 | -52.8% | 1,038,130 | -50.2% | 0.04% | -50.6% |
| NOG | Buy | NORTHERN OIL AND GAS INC MN | $11,636,000 | +8.9% | 543,740 | +5.7% | 0.04% | +12.1% |
| UHS | Sell | UNIVERSAL HLTH SVCS INCcl b | $11,194,000 | -8.2% | 80,900 | -2.9% | 0.04% | -2.7% |
| CRC | Buy | CALIFORNIA RES CORP | $11,420,000 | +5236.4% | 278,530 | +3823.0% | 0.04% | +3500.0% |
| PEB | Buy | PEBBLEBROOK HOTEL TR | $11,276,000 | +20.5% | 503,190 | +26.6% | 0.04% | +24.1% |
| HUN | Sell | HUNTSMAN CORP | $10,578,000 | +8.9% | 357,500 | -2.4% | 0.03% | +13.3% |
| FHN | Buy | FIRST HORIZON CORPORATION | $10,672,000 | -4.6% | 655,100 | +1.2% | 0.03% | 0.0% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $10,239,000 | +9.3% | 54,495 | -10.2% | 0.03% | +13.8% |
| ECHO | New | ECHO GLOBAL LOGISTICS INC | $9,926,000 | – | 208,050 | – | 0.03% | – |
| VRRM | New | VERRA MOBILITY CORP | $10,023,000 | – | 665,100 | – | 0.03% | – |
| ASIX | New | ADVANSIX INC | $10,085,000 | – | 253,710 | – | 0.03% | – |
| WAFD | Sell | WASHINGTON FED INC | $9,630,000 | +5.7% | 280,680 | -2.1% | 0.03% | +10.7% |
| TPH | Sell | TRI POINTE HOMES INC | $9,839,000 | -10.3% | 468,082 | -8.5% | 0.03% | -6.1% |
| OTTR | Sell | OTTER TAIL CORP | $9,709,000 | +0.6% | 173,465 | -12.3% | 0.03% | +6.9% |
| CATY | Buy | CATHAY GEN BANCORP | $9,621,000 | +42.3% | 232,445 | +35.3% | 0.03% | +47.6% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $9,570,000 | -3.7% | 214,440 | -3.9% | 0.03% | +3.3% |
| FBK | Buy | FB FINL CORP | $9,777,000 | +43.6% | 228,014 | +25.0% | 0.03% | +47.6% |
| LBC | Sell | LUTHER BURBANK CORP | $9,804,000 | +11.3% | 731,061 | -1.6% | 0.03% | +14.8% |
| WTFC | Buy | WINTRUST FINL CORP | $9,795,000 | +7.8% | 121,875 | +1.4% | 0.03% | +10.7% |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS C | $9,286,000 | -4.0% | 362,590 | -9.5% | 0.03% | +3.4% |
| AAN | New | THE AARONS COMPANY INC | $9,470,000 | – | 343,850 | – | 0.03% | – |
| EGBN | Sell | EAGLE BANCORP INC MD | $9,333,000 | -1.0% | 162,315 | -3.5% | 0.03% | +3.4% |
| PNM | Sell | PNM RES INC | $9,348,000 | -3.0% | 188,925 | -4.4% | 0.03% | +3.4% |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $9,530,000 | +17.0% | 48,438 | +1.9% | 0.03% | +20.0% |
| HOPE | Buy | HOPE BANCORP INC | $9,454,000 | +2.2% | 654,728 | +0.4% | 0.03% | +7.1% |
| ETH | Buy | ETHAN ALLEN INTERIORS INC | $9,030,000 | -1.8% | 381,001 | +14.3% | 0.03% | +3.6% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $9,161,000 | -3.2% | 250,495 | -6.9% | 0.03% | 0.0% |
| GCO | Sell | GENESCO INC | $9,059,000 | -14.6% | 156,920 | -5.8% | 0.03% | -9.4% |
| WCC | Sell | WESCO INTL INC | $8,951,000 | -7.4% | 77,623 | -17.4% | 0.03% | 0.0% |
| AZZ | Sell | AZZ INC | $9,050,000 | -2.3% | 170,107 | -4.9% | 0.03% | +3.6% |
| SAFT | New | SAFETY INS GROUP INC | $9,035,000 | – | 114,000 | – | 0.03% | – |
| ALX | Buy | ALEXANDERS INC | $8,927,000 | +33.6% | 34,252 | +37.3% | 0.03% | +45.0% |
| CENT | Buy | CENTRAL GARDEN & PET CO | $9,182,000 | +33.8% | 191,297 | +47.5% | 0.03% | +38.1% |
| ACCO | Sell | ACCO BRANDS CORP | $9,067,000 | -1.9% | 1,055,515 | -1.4% | 0.03% | +3.6% |
| PRIM | Buy | PRIMORIS SVCS CORP | $8,926,000 | +1.3% | 364,488 | +21.7% | 0.03% | +7.4% |
| FFIC | Sell | FLUSHING FINL CORP | $9,128,000 | +0.8% | 403,879 | -4.4% | 0.03% | +3.6% |
| RDN | Buy | RADIAN GROUP INC | $8,961,000 | +55.5% | 394,395 | +52.2% | 0.03% | +61.1% |
| GLDD | Sell | GREAT LAKES DREDGE & DOCK CO | $9,030,000 | -4.2% | 598,380 | -7.2% | 0.03% | 0.0% |
| THG | Buy | HANOVER INS GROUP INC | $8,960,000 | -3.5% | 69,126 | +0.9% | 0.03% | +3.6% |
| LAZ | Sell | LAZARD LTD | $8,994,000 | -47.4% | 196,380 | -48.0% | 0.03% | -44.2% |
| STBA | Buy | S & T BANCORP INC | $9,020,000 | +0.6% | 306,075 | +6.8% | 0.03% | +7.4% |
| ESNT | Buy | ESSENT GROUP LTD | $8,714,000 | +81.4% | 198,010 | +85.3% | 0.03% | +86.7% |
| BKU | Buy | BANKUNITED INC | $8,863,000 | -1.7% | 211,930 | +0.4% | 0.03% | +3.7% |
| HAFC | Sell | HANMI FINL CORP | $8,693,000 | -2.2% | 433,336 | -7.1% | 0.03% | +3.7% |
| WNC | Buy | WABASH NATL CORP | $8,891,000 | -2.0% | 587,655 | +3.7% | 0.03% | 0.0% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $8,613,000 | -6.4% | 135,355 | +5.8% | 0.03% | 0.0% |
| SWX | Sell | SOUTHWEST GAS HLDGS INC | $8,756,000 | -8.5% | 130,920 | -9.4% | 0.03% | -3.4% |
| HI | Sell | HILLENBRAND INC | $8,679,000 | -6.6% | 203,500 | -3.4% | 0.03% | 0.0% |
| PLAB | Sell | PHOTRONICS INC | $8,632,000 | -11.6% | 633,300 | -14.3% | 0.03% | -6.7% |
| WHR | Sell | WHIRLPOOL CORP | $8,623,000 | -7.4% | 42,300 | -0.9% | 0.03% | 0.0% |
| COWN | Buy | COWEN INCcl a new | $8,699,000 | -9.8% | 253,550 | +7.9% | 0.03% | -3.4% |
| SPNT | Buy | SIRIUSPOINT LTD | $8,914,000 | +29.9% | 962,623 | +41.3% | 0.03% | +33.3% |
| SANM | Sell | SANMINA CORPORATION | $8,918,000 | -1.7% | 231,396 | -0.6% | 0.03% | 0.0% |
| AIR | Buy | AAR CORP | $8,829,000 | -4.9% | 272,255 | +13.6% | 0.03% | 0.0% |
| GCP | New | GCP APPLIED TECHNOLOGIES INC | $8,711,000 | – | 397,420 | – | 0.03% | – |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $8,777,000 | +19.2% | 296,822 | +30.2% | 0.03% | +27.3% |
| EIG | Buy | EMPLOYERS HLDGS INC | $8,729,000 | +13.3% | 221,034 | +22.8% | 0.03% | +21.7% |
| AGO | New | ASSURED GUARANTY LTD | $8,814,000 | – | 188,290 | – | 0.03% | – |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $8,609,000 | -3.8% | 333,952 | -1.4% | 0.03% | +3.7% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $8,649,000 | -1.5% | 144,108 | +4.2% | 0.03% | +3.7% |
| EAF | Buy | GRAFTECH INTL LTD | $8,710,000 | -4.2% | 843,950 | +7.8% | 0.03% | 0.0% |
| VEC | Sell | VECTRUS INC | $8,368,000 | -5.1% | 166,423 | -10.2% | 0.03% | 0.0% |
| THR | Sell | THERMON GROUP HLDGS INC | $8,402,000 | -10.8% | 485,397 | -12.2% | 0.03% | -6.9% |
| New | ECOVYST INC | $8,458,000 | – | 725,370 | – | 0.03% | – | |
| ALE | Buy | ALLETE INC | $8,404,000 | -10.5% | 141,188 | +5.2% | 0.03% | -6.9% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $8,573,000 | -6.8% | 426,718 | +4.6% | 0.03% | -3.6% |
| SCSC | Sell | SCANSOURCE INC | $8,516,000 | -6.0% | 244,785 | -24.0% | 0.03% | -3.6% |
| BXC | New | BLUELINX HLDGS INC | $8,382,000 | – | 171,490 | – | 0.03% | – |
| AXS | Sell | AXIS CAP HLDGS LTD | $8,425,000 | -6.8% | 182,985 | -0.8% | 0.03% | -3.6% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $8,573,000 | -9.7% | 95,171 | +0.3% | 0.03% | -6.9% |
| JELD | New | JELD-WEN HLDG INC | $8,415,000 | – | 336,180 | – | 0.03% | – |
| KALU | Buy | KAISER ALUMINUM CORP | $8,334,000 | -11.4% | 76,487 | +0.4% | 0.03% | -6.9% |
| NWLI | Sell | NATIONAL WESTN LIFE GROUP INcl a | $8,401,000 | -14.0% | 39,891 | -8.3% | 0.03% | -10.0% |
| NAVI | Buy | NAVIENT CORPORATION | $8,529,000 | +12.7% | 432,284 | +10.4% | 0.03% | +17.4% |
| LZB | Buy | LA Z BOY INC | $8,518,000 | +92.8% | 264,280 | +121.6% | 0.03% | +107.7% |
| MHO | Sell | M/I HOMES INC | $8,335,000 | -8.1% | 144,203 | -6.7% | 0.03% | -3.6% |
| MEI | Buy | METHODE ELECTRS INC | $8,437,000 | -12.5% | 200,647 | +2.5% | 0.03% | -6.9% |
| DOOR | Sell | MASONITE INTL CORP | $8,581,000 | -6.2% | 80,849 | -1.2% | 0.03% | -3.6% |
| MTH | Sell | MERITAGE HOMES CORP | $8,387,000 | -11.9% | 86,466 | -14.6% | 0.03% | -6.9% |
| RGP | Buy | RESOURCES CONNECTION INC | $8,074,000 | +13.2% | 511,640 | +3.0% | 0.03% | +18.2% |
| SJI | Buy | SOUTH JERSEY INDS INC | $8,272,000 | -11.4% | 389,088 | +8.1% | 0.03% | -7.1% |
| SR | Buy | SPIRE INC | $8,293,000 | -11.6% | 135,544 | +4.4% | 0.03% | -10.3% |
| ENS | Buy | ENERSYS | $8,216,000 | -18.0% | 110,371 | +7.7% | 0.03% | -16.1% |
| TSE | Buy | TRINSEO S A | $8,145,000 | -7.4% | 150,882 | +2.6% | 0.03% | -3.7% |
| WIRE | Sell | ENCORE WIRE CORP | $7,692,000 | -19.0% | 81,114 | -35.3% | 0.02% | -13.8% |
| CASS | Sell | CASS INFORMATION SYS INC | $7,701,000 | +2.0% | 184,025 | -0.6% | 0.02% | +8.7% |
| CATO | Sell | CATO CORP NEWcl a | $7,838,000 | -3.6% | 473,880 | -1.7% | 0.02% | 0.0% |
| HGV | Sell | HILTON GRAND VACATIONS INC | $7,830,000 | -12.9% | 164,603 | -24.2% | 0.02% | -7.4% |
| NESR | New | NATIONAL ENERGY SERVICES REU | $7,575,000 | – | 605,040 | – | 0.02% | – |
| PFC | Buy | PREMIER FINANCIAL CORP | $7,457,000 | +66.2% | 234,190 | +48.3% | 0.02% | +71.4% |
| NTRS | Sell | NORTHERN TR CORP | $7,374,000 | -9.0% | 68,400 | -2.4% | 0.02% | -4.0% |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $7,572,000 | – | 151,230 | – | 0.02% | – |
| ANAT | New | AMERICAN NATIONAL GROUP INC | $7,563,000 | – | 40,010 | – | 0.02% | – |
| SOI | Buy | SOLARIS OILFIELD INFRASTRUCT | $7,394,000 | +12.1% | 886,530 | +31.0% | 0.02% | +20.0% |
| JACK | Buy | JACK IN THE BOX INC | $7,469,000 | +10.1% | 76,741 | +26.1% | 0.02% | +14.3% |
| ONEW | Buy | ONEWATER MARINE INC | $7,604,000 | +6.0% | 189,115 | +10.8% | 0.02% | +9.1% |
| AGM | Sell | FEDERAL AGRIC MTG CORPcl c | $7,521,000 | +7.0% | 69,307 | -2.5% | 0.02% | +14.3% |
| WBS | Sell | WEBSTER FINL CORP CONN | $7,380,000 | -17.2% | 135,515 | -18.9% | 0.02% | -11.1% |
| CNOB | Sell | CONNECTONE BANCORP INC | $7,631,000 | +7.5% | 254,280 | -6.3% | 0.02% | +9.1% |
| AFI | Buy | ARMSTRONG FLOORING INC | $7,410,000 | -48.9% | 2,367,474 | +1.0% | 0.02% | -45.5% |
| GWB | Sell | GREAT WESTERN BANCORP INC | $7,068,000 | -25.7% | 215,884 | -25.6% | 0.02% | -20.7% |
| THFF | Buy | FIRST FINL CORP IND | $7,173,000 | +8.7% | 170,588 | +5.6% | 0.02% | +15.0% |
| VCTR | Sell | VICTORY CAP HLDGS INC | $7,286,000 | -3.5% | 208,113 | -11.0% | 0.02% | 0.0% |
| GTS | Sell | TRIPLE-S MGMT CORP | $7,092,000 | -86.4% | 200,510 | -91.4% | 0.02% | -85.5% |
| SCS | Sell | STEELCASE INCcl a | $7,343,000 | -23.3% | 579,093 | -8.6% | 0.02% | -20.7% |
| TILE | Sell | INTERFACE INC | $7,187,000 | -22.2% | 474,420 | -21.4% | 0.02% | -17.9% |
| PACW | Sell | PACWEST BANCORP DEL | $7,343,000 | -23.9% | 162,035 | -30.9% | 0.02% | -20.7% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $7,080,000 | -10.8% | 286,282 | -5.2% | 0.02% | -4.2% |
| MCB | Buy | METROPOLITAN BK HLDG CORP | $7,249,000 | +46.2% | 85,990 | +4.5% | 0.02% | +53.3% |
| DRQ | Buy | DRIL-QUIP INC | $7,067,000 | +26.9% | 280,660 | +70.5% | 0.02% | +35.3% |
| MATX | Sell | MATSON INC | $7,212,000 | +0.3% | 89,355 | -20.5% | 0.02% | +4.5% |
| EEX | Sell | EMERALD HOLDING INC | $6,922,000 | -27.0% | 1,595,028 | -9.3% | 0.02% | -24.1% |
| NMIH | New | NMI HLDGS INCcl a | $6,898,000 | – | 305,080 | – | 0.02% | – |
| TRST | Buy | TRUSTCO BK CORP N Y | $6,740,000 | -2.9% | 210,829 | +4.5% | 0.02% | +4.8% |
| AMBC | Sell | AMBAC FINL GROUP INC | $6,923,000 | -10.9% | 483,417 | -2.6% | 0.02% | -8.3% |
| OCFC | Sell | OCEANFIRST FINL CORP | $6,789,000 | +1.3% | 317,085 | -1.4% | 0.02% | +10.0% |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $6,933,000 | +2.3% | 207,818 | -4.7% | 0.02% | +4.8% |
| CPF | Buy | CENTRAL PAC FINL CORP | $6,772,000 | +50.0% | 263,720 | +52.2% | 0.02% | +57.1% |
| FNB | Buy | F N B CORP | $6,763,000 | +1.1% | 582,000 | +7.3% | 0.02% | +10.0% |
| LBAI | Buy | LAKELAND BANCORP INC | $7,010,000 | +2.7% | 397,640 | +1.8% | 0.02% | +4.8% |
| LBRT | Buy | LIBERTY OILFIELD SVCS INC | $6,738,000 | -1.8% | 555,480 | +14.7% | 0.02% | +4.8% |
| TNL | Buy | TRAVEL PLUS LEISURE CO | $6,993,000 | +5.9% | 128,235 | +15.5% | 0.02% | +10.0% |
| USNA | Buy | USANA HEALTH SCIENCES INC | $6,808,000 | -3.6% | 73,842 | +7.1% | 0.02% | 0.0% |
| BGS | Sell | B & G FOODS INC NEW | $6,732,000 | -8.9% | 225,225 | -0.1% | 0.02% | -4.3% |
| HMST | Buy | HOMESTREET INC | $6,921,000 | +3.6% | 168,197 | +2.6% | 0.02% | +10.0% |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $7,042,000 | -25.1% | 149,451 | -29.3% | 0.02% | -24.1% |
| RCII | Sell | RENT A CTR INC NEW | $6,763,000 | +1.5% | 120,325 | -4.1% | 0.02% | +10.0% |
| CBT | Buy | CABOT CORP | $6,760,000 | -6.5% | 134,880 | +6.2% | 0.02% | 0.0% |
| GSBC | Sell | GREAT SOUTHN BANCORP INC | $6,754,000 | -1.3% | 123,228 | -3.0% | 0.02% | +4.8% |
| BUSE | Buy | FIRST BUSEY CORP | $6,979,000 | +49.6% | 283,360 | +49.8% | 0.02% | +57.1% |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $6,831,000 | -12.3% | 261,435 | -21.4% | 0.02% | -8.3% |
| BRSP | Sell | BRIGHTSPIRE CAPITAL INC | $6,732,000 | -7.7% | 716,895 | -7.6% | 0.02% | 0.0% |
| SNV | Sell | SYNOVUS FINL CORP | $7,019,000 | -20.4% | 159,925 | -20.4% | 0.02% | -18.5% |
| IBOC | Buy | INTERNATIONAL BANCSHARES COR | $6,988,000 | +61.8% | 167,812 | +66.8% | 0.02% | +69.2% |
| SRCE | Buy | 1ST SOURCE CORP | $6,939,000 | +49.7% | 146,892 | +47.3% | 0.02% | +57.1% |
| EBF | Buy | ENNIS INC | $6,518,000 | -8.3% | 345,764 | +4.7% | 0.02% | -4.5% |
| Sell | ALTUS MIDSTREAM CO | $6,656,000 | -46.0% | 96,428 | -47.2% | 0.02% | -44.7% | |
| AVD | Buy | AMERICAN VANGUARD CORP | $6,670,000 | -5.5% | 443,192 | +9.9% | 0.02% | -4.5% |
| BCC | Buy | BOISE CASCADE CO DEL | $6,504,000 | -4.1% | 120,490 | +3.7% | 0.02% | 0.0% |
| CCS | Buy | CENTURY CMNTYS INC | $6,619,000 | -4.3% | 107,718 | +3.6% | 0.02% | 0.0% |
| CHX | Buy | CHAMPIONX CORPORATION | $6,566,000 | -6.7% | 293,660 | +7.0% | 0.02% | 0.0% |
| CMP | New | COMPASS MINERALS INTL INC | $6,518,000 | – | 101,210 | – | 0.02% | – |
| DCOM | Sell | DIME CMNTY BANCSHARES INC | $6,696,000 | -30.2% | 205,024 | -28.1% | 0.02% | -27.6% |
| ENR | Buy | ENERGIZER HLDGS INC NEW | $6,424,000 | +171.3% | 164,505 | +198.6% | 0.02% | +200.0% |
| FHI | Sell | FEDERATED HERMES INCcl b | $6,725,000 | -12.3% | 206,915 | -8.5% | 0.02% | -8.7% |
| FUL | Buy | FULLER H B CO | $6,670,000 | +174.6% | 103,320 | +170.6% | 0.02% | +200.0% |
| FULT | Sell | FULTON FINL CORP PA | $6,522,000 | -28.3% | 426,834 | -26.0% | 0.02% | -25.0% |
| GHL | Sell | GREENHILL & CO INC | $6,643,000 | -15.2% | 454,407 | -9.7% | 0.02% | -12.5% |
| HTLD | New | HEARTLAND EXPRESS INC | $6,478,000 | – | 404,390 | – | 0.02% | – |
| HSON | Buy | HUDSON GLOBAL INC | $6,624,000 | -7.9% | 416,626 | +1.6% | 0.02% | -4.5% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $6,450,000 | -8.1% | 60,960 | +5.1% | 0.02% | 0.0% |
| MTRX | Buy | MATRIX SVC CO | $6,471,000 | +40.8% | 618,610 | +41.3% | 0.02% | +50.0% |
| MOGA | Buy | MOOG INCcl a | $6,616,000 | -3.9% | 86,785 | +6.0% | 0.02% | 0.0% |
| NPK | Buy | NATIONAL PRESTO INDS INC | $6,604,000 | -7.2% | 80,463 | +14.9% | 0.02% | -4.5% |
| RMAX | Buy | RE MAX HLDGS INCcl a | $6,457,000 | +184.1% | 207,210 | +203.9% | 0.02% | +200.0% |
| TPC | Buy | TUTOR PERINI CORP | $6,425,000 | -5.4% | 494,964 | +0.9% | 0.02% | 0.0% |
| VMI | Sell | VALMONT INDS INC | $6,630,000 | -28.8% | 28,198 | -28.5% | 0.02% | -25.0% |
| XPER | Sell | XPERI HOLDING CORP | $6,478,000 | -34.4% | 343,820 | -22.6% | 0.02% | -30.0% |
| HLF | Buy | HERBALIFE NUTRITION LTD | $6,721,000 | -11.1% | 158,600 | +10.7% | 0.02% | -8.7% |
| CNXN | Sell | PC CONNECTION INC | $6,306,000 | -7.9% | 143,211 | -3.2% | 0.02% | -4.8% |
| KELYA | Buy | KELLY SVCS INCcl a | $6,348,000 | -11.5% | 336,251 | +12.3% | 0.02% | -9.1% |
| NTGR | Buy | NETGEAR INC | $6,293,000 | +177.3% | 197,200 | +233.0% | 0.02% | +185.7% |
| EAT | Buy | BRINKER INTL INC | $6,263,000 | +33.9% | 127,690 | +68.9% | 0.02% | +42.9% |
| GLT | Buy | GLATFELTER CORPORATION | $6,106,000 | +189.7% | 433,050 | +186.9% | 0.02% | +233.3% |
| PFS | Sell | PROVIDENT FINL SVCS INC | $6,222,000 | -10.1% | 265,090 | -12.4% | 0.02% | -4.8% |
| PFBC | Sell | PREFERRED BK LOS ANGELES CA | $6,119,000 | -10.7% | 91,765 | -15.3% | 0.02% | -4.8% |
| HOFT | Buy | HOOKER FURNISHINGS CORPORATI | $6,285,000 | -3.8% | 232,868 | +23.5% | 0.02% | 0.0% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $6,188,000 | -11.0% | 123,110 | +29.3% | 0.02% | -4.8% |
| PARR | New | PAR PAC HOLDINGS INC | $6,230,000 | – | 396,300 | – | 0.02% | – |
| VRA | Buy | VERA BRADLEY INC | $6,245,000 | -23.2% | 663,680 | +1.1% | 0.02% | -20.0% |
| CADE | Sell | CADENCE BANCORPORATIONcl a | $6,368,000 | -9.7% | 290,000 | -14.1% | 0.02% | -4.8% |
| TOWN | Sell | TOWNEBANK PORTSMOUTH VA | $5,901,000 | -13.3% | 189,690 | -15.2% | 0.02% | -9.5% |
| MLHR | Buy | MILLER HERMAN INC | $5,860,000 | +14.0% | 155,599 | +42.7% | 0.02% | +18.8% |
| LGIH | Sell | LGI HOMES INC | $6,054,000 | -18.0% | 42,663 | -6.4% | 0.02% | -17.4% |
| WHD | Buy | CACTUS INCcl a | $5,869,000 | +9.5% | 155,595 | +6.6% | 0.02% | +18.8% |
| MERC | Buy | MERCER INTL INC | $5,872,000 | +3.9% | 506,650 | +14.3% | 0.02% | +11.8% |
| FFBC | Sell | FIRST FINL BANCORP OH | $5,882,000 | -12.6% | 251,260 | -11.8% | 0.02% | -9.5% |
| MYRG | Sell | MYR GROUP INC DEL | $5,988,000 | +6.6% | 60,181 | -2.6% | 0.02% | +11.8% |
| NR | New | NEWPARK RES INC | $6,025,000 | – | 1,825,610 | – | 0.02% | – |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $5,667,000 | +5.4% | 134,616 | +1.1% | 0.02% | +12.5% |
| CVE | Sell | CENOVUS ENERGY INC | $5,695,000 | +4.7% | 566,100 | -0.3% | 0.02% | +5.9% |
| HIBB | Sell | HIBBETT INC | $5,492,000 | -33.5% | 77,634 | -15.7% | 0.02% | -28.0% |
| BOKF | Buy | BOK FINL CORP | $5,707,000 | +5.3% | 63,730 | +1.9% | 0.02% | +5.9% |
| WTTR | Buy | SELECT ENERGY SVCS INC | $5,450,000 | +9.6% | 1,050,060 | +27.5% | 0.02% | +13.3% |
| PAG | Sell | PENSKE AUTOMOTIVE GRP INC | $5,361,000 | +20.3% | 53,290 | -9.7% | 0.02% | +21.4% |
| REX | Buy | REX AMERICAN RES CORP | $5,379,000 | -9.2% | 67,347 | +2.5% | 0.02% | -5.6% |
| HZO | Buy | MARINEMAX INC | $5,476,000 | +11.5% | 112,865 | +12.0% | 0.02% | +13.3% |
| HCC | Sell | WARRIOR MET COAL INC | $5,187,000 | +11.9% | 222,920 | -17.3% | 0.02% | +21.4% |
| VIAC | Sell | VIACOMCBS INCcl b | $5,073,000 | -13.5% | 128,400 | -1.1% | 0.02% | -11.1% |
| PUMP | Buy | PROPETRO HLDG CORP | $5,054,000 | +19.0% | 584,240 | +26.0% | 0.02% | +23.1% |
| KE | Sell | KIMBALL ELECTRONICS INC | $5,164,000 | +12.0% | 200,370 | -5.5% | 0.02% | +14.3% |
| CUBI | Sell | CUSTOMERS BANCORP INC | $5,118,000 | -47.7% | 118,977 | -52.6% | 0.02% | -46.7% |
| NFBK | Sell | NORTHFIELD BANCORP INC DEL | $4,784,000 | -0.1% | 278,814 | -4.5% | 0.02% | 0.0% |
| PCB | New | PCB BANCORP | $4,609,000 | – | 231,510 | – | 0.02% | – |
| IBCP | New | INDEPENDENT BK CORP MICH | $4,542,000 | – | 211,470 | – | 0.02% | – |
| HBNC | Sell | HORIZON BANCORP INC | $4,567,000 | +0.8% | 251,370 | -3.3% | 0.02% | +7.1% |
| PEBO | Buy | PEOPLES BANCORP INC | $4,707,000 | +128.8% | 148,910 | +114.5% | 0.02% | +150.0% |
| JAZZ | New | JAZZ PHARMACEUTICALS PLC | $4,544,000 | – | 34,900 | – | 0.02% | – |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $4,603,000 | +5.3% | 152,624 | +0.5% | 0.02% | +15.4% |
| HLX | Sell | HELIX ENERGY SOLUTIONS GRP I | $4,553,000 | -35.5% | 1,173,490 | -5.1% | 0.02% | -31.8% |
| RBB | Buy | RBB BANCORP | $4,581,000 | +16.5% | 181,699 | +11.9% | 0.02% | +25.0% |
| BMRC | New | BANK MARIN BANCORP | $4,807,000 | – | 127,340 | – | 0.02% | – |
| RBCAA | Buy | REPUBLIC BANCORP INC KYcl a | $4,625,000 | +31.4% | 91,320 | +19.7% | 0.02% | +36.4% |
| AJX | Sell | GREAT AJAX CORP | $4,559,000 | -13.6% | 337,953 | -16.8% | 0.02% | -6.2% |
| INT | Sell | WORLD FUEL SVCS CORP | $4,615,000 | +2.8% | 137,269 | -3.0% | 0.02% | +7.1% |
| BHF | Sell | BRIGHTHOUSE FINL INC | $4,571,000 | -38.3% | 101,058 | -37.9% | 0.02% | -34.8% |
| MBWM | Sell | MERCANTILE BK CORP | $4,649,000 | +4.2% | 145,150 | -1.8% | 0.02% | +7.1% |
| BRKL | Sell | BROOKLINE BANCORP INC DEL | $4,771,000 | -28.9% | 312,677 | -30.4% | 0.02% | -25.0% |
| SAVE | Buy | SPIRIT AIRLS INC | $4,643,000 | +9.3% | 179,000 | +28.3% | 0.02% | +15.4% |
| FISI | Sell | FINANCIAL INSTNS INC | $4,563,000 | -1.8% | 148,864 | -3.9% | 0.02% | +7.1% |
| TRMK | Buy | TRUSTMARK CORP | $4,742,000 | +110.8% | 147,184 | +101.6% | 0.02% | +114.3% |
| AYI | Sell | ACUITY BRANDS INC | $4,566,000 | -16.8% | 26,335 | -10.2% | 0.02% | -11.8% |
| STRL | Sell | STERLING CONSTR INC | $4,758,000 | -6.4% | 209,860 | -0.4% | 0.02% | 0.0% |
| PLUS | Sell | EPLUS INC | $4,595,000 | +4.2% | 44,782 | -11.9% | 0.02% | +15.4% |
| DHIL | Sell | DIAMOND HILL INVT GROUP INC | $4,777,000 | +1.8% | 27,194 | -3.0% | 0.02% | +7.1% |
| CMC | Sell | COMMERCIAL METALS CO | $4,366,000 | -4.9% | 143,340 | -4.1% | 0.01% | 0.0% |
| FIX | Sell | COMFORT SYS USA INC | $4,236,000 | -42.1% | 59,400 | -36.0% | 0.01% | -36.4% |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $4,529,000 | – | 110,290 | – | 0.01% | – |
| FLIC | Sell | FIRST LONG IS CORP | $4,412,000 | -5.9% | 214,190 | -3.1% | 0.01% | 0.0% |
| INBK | Buy | FIRST INTERNET BANCORP | $4,424,000 | +2.5% | 141,881 | +1.9% | 0.01% | +7.7% |
| CVCY | New | CENTRAL VY CMNTY BANCORP | $4,312,000 | – | 200,580 | – | 0.01% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $4,397,000 | – | 208,210 | – | 0.01% | – |
| VNDA | Sell | VANDA PHARMACEUTICALS INC | $4,446,000 | -21.5% | 259,420 | -1.5% | 0.01% | -17.6% |
| TSC | Buy | TRISTATE CAP HLDGS INC | $4,512,000 | +5.4% | 213,320 | +1.6% | 0.01% | +7.7% |
| FCN | Sell | FTI CONSULTING INC | $4,253,000 | -3.9% | 31,573 | -2.5% | 0.01% | +7.7% |
| ABM | Sell | ABM INDS INC | $4,256,000 | -2.8% | 94,560 | -4.3% | 0.01% | +7.7% |
| VLY | Sell | VALLEY NATL BANCORP | $4,349,000 | -2.4% | 326,740 | -1.5% | 0.01% | 0.0% |
| POWL | Buy | POWELL INDS INC | $4,438,000 | +2.4% | 180,610 | +29.0% | 0.01% | +7.7% |
| MWA | Sell | MUELLER WTR PRODS INC | $4,421,000 | -9.5% | 290,460 | -14.3% | 0.01% | -6.7% |
| FRST | Sell | PRIMIS FINANCIAL CORP | $4,303,000 | -9.9% | 297,608 | -4.9% | 0.01% | -6.7% |
| HTH | Buy | HILLTOP HOLDINGS INC | $4,434,000 | -9.3% | 135,714 | +1.1% | 0.01% | -6.7% |
| MLI | Sell | MUELLER INDS INC | $4,335,000 | -9.2% | 105,480 | -4.3% | 0.01% | -6.7% |
| UVSP | Sell | UNIVEST FINANCIAL CORPORATIO | $4,413,000 | +3.5% | 161,110 | -0.3% | 0.01% | +7.7% |
| MPAA | Sell | MOTORCAR PTS AMER INC | $4,264,000 | -38.3% | 218,691 | -29.0% | 0.01% | -33.3% |
| BBBY | New | BED BATH & BEYOND INC | $4,516,000 | – | 261,400 | – | 0.01% | – |
| BGFV | New | BIG 5 SPORTING GOODS CORP | $4,514,000 | – | 195,910 | – | 0.01% | – |
| ZUMZ | Buy | ZUMIEZ INC | $4,235,000 | -18.5% | 106,507 | +0.4% | 0.01% | -12.5% |
| NGVC | Sell | NATURAL GROCERS BY VITAMIN C | $4,398,000 | +0.7% | 392,000 | -3.6% | 0.01% | +7.7% |
| MD | Sell | MEDNAX INC | $4,450,000 | -13.9% | 156,510 | -8.7% | 0.01% | -12.5% |
| GPX | Buy | GP STRATEGIES CORP | $4,264,000 | +34.3% | 205,983 | +2.0% | 0.01% | +40.0% |
| FRG | Sell | FRANCHISE GROUP INC | $4,459,000 | -0.3% | 125,920 | -0.7% | 0.01% | 0.0% |
| DXPE | Sell | DXP ENTERPRISES INC | $4,237,000 | -57.4% | 143,290 | -52.1% | 0.01% | -53.3% |
| FWRD | Sell | FORWARD AIR CORP | $4,410,000 | -8.5% | 53,125 | -1.0% | 0.01% | -6.7% |
| CBZ | Sell | CBIZ INC | $4,530,000 | -2.9% | 140,060 | -1.6% | 0.01% | 0.0% |
| APOG | Sell | APOGEE ENTERPRISES INC | $4,324,000 | -14.1% | 114,505 | -7.4% | 0.01% | -6.7% |
| WSBF | New | WATERSTONE FINL INC MD | $4,509,000 | – | 220,050 | – | 0.01% | – |
| WOR | Buy | WORTHINGTON INDS INC | $3,997,000 | -10.0% | 75,837 | +4.4% | 0.01% | -7.1% |
| KBAL | Buy | KIMBALL INTL INCcl b | $4,142,000 | -8.7% | 369,800 | +7.1% | 0.01% | -7.1% |
| FLS | Buy | FLOWSERVE CORP | $4,073,000 | -10.5% | 117,475 | +4.1% | 0.01% | -7.1% |
| EBIX | Sell | EBIX INC | $4,196,000 | -22.4% | 155,800 | -2.3% | 0.01% | -18.8% |
| PETS | Buy | PETMED EXPRESS INC | $4,102,000 | +84.1% | 152,670 | +118.2% | 0.01% | +85.7% |
| PLPC | Sell | PREFORMED LINE PRODS CO | $4,057,000 | -15.6% | 62,380 | -3.7% | 0.01% | -13.3% |
| AEO | Buy | AMERICAN EAGLE OUTFITTERS IN | $4,054,000 | -30.4% | 157,140 | +1.3% | 0.01% | -27.8% |
| VRTS | New | VIRTUS INVT PARTNERS INC | $4,208,000 | – | 13,560 | – | 0.01% | – |
| DBD | Buy | DIEBOLD NIXDORF INC | $4,224,000 | +0.7% | 417,840 | +27.9% | 0.01% | 0.0% |
| TG | Buy | TREDEGAR CORP | $3,929,000 | -8.5% | 322,600 | +3.4% | 0.01% | 0.0% |
| RYI | New | RYERSON HLDG CORP | $4,147,000 | – | 186,210 | – | 0.01% | – |
| GIII | Sell | G III APPAREL GROUP LTD | $4,096,000 | -15.5% | 144,740 | -1.9% | 0.01% | -13.3% |
| Buy | AMALGAMATED FINANCIAL CORP | $4,182,000 | +20.3% | 264,380 | +18.9% | 0.01% | +18.2% | |
| URBN | Buy | URBAN OUTFITTERS INC | $3,926,000 | -24.8% | 132,240 | +4.4% | 0.01% | -18.8% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $3,973,000 | -20.1% | 98,180 | +11.8% | 0.01% | -13.3% |
| FL | Buy | FOOT LOCKER INC | $3,636,000 | -24.4% | 79,630 | +2.0% | 0.01% | -20.0% |
| HFC | Sell | HOLLYFRONTIER CORP | $3,785,000 | -12.4% | 114,255 | -13.0% | 0.01% | -7.7% |
| SU | New | SUNCOR ENERGY INC NEW | $3,418,000 | – | 164,800 | – | 0.01% | – |
| ULH | Sell | UNIVERSAL LOGISTICS HLDGS IN | $3,502,000 | -20.8% | 174,390 | -8.1% | 0.01% | -15.4% |
| BMTC | Sell | BRYN MAWR BK CORP | $3,101,000 | -3.9% | 67,485 | -11.8% | 0.01% | 0.0% |
| CASA | Buy | CASA SYS INC | $3,157,000 | -19.3% | 465,630 | +5.6% | 0.01% | -16.7% |
| EVC | Sell | ENTRAVISION COMMUNICATIONS Ccl a | $2,952,000 | -19.2% | 415,731 | -24.0% | 0.01% | -18.2% |
| CVI | Sell | CVR ENERGY INC | $2,608,000 | -18.9% | 156,530 | -12.5% | 0.01% | -20.0% |
| EBSB | Sell | MERIDIAN BANCORP INC MD | $2,402,000 | -3.7% | 115,710 | -5.0% | 0.01% | 0.0% |
| MFA | Sell | MFA FINL INC | $2,383,000 | -6.0% | 521,360 | -5.6% | 0.01% | 0.0% |
| HFWA | New | HERITAGE FINL CORP WASH | $2,359,000 | – | 92,520 | – | 0.01% | – |
| HEES | Sell | H & E EQUIPMENT SERVICES INC | $2,474,000 | +0.7% | 71,280 | -3.5% | 0.01% | +14.3% |
| SASR | Sell | SANDY SPRING BANCORP INC | $2,413,000 | +1.3% | 52,659 | -2.5% | 0.01% | +14.3% |
| SMBC | Sell | SOUTHERN MO BANCORP INC | $2,427,000 | -9.8% | 54,060 | -9.7% | 0.01% | 0.0% |
| EQBK | Sell | EQUITY BANCSHARES INC | $2,373,000 | -61.6% | 71,080 | -64.9% | 0.01% | -57.9% |
| TGNA | Sell | TEGNA INC | $2,421,000 | +4.0% | 122,756 | -1.1% | 0.01% | +14.3% |
| CIVB | Sell | CIVISTA BANCSHARES INC | $2,352,000 | -0.1% | 101,230 | -5.0% | 0.01% | +14.3% |
| CAC | Sell | CAMDEN NATL CORP | $2,362,000 | -5.1% | 49,320 | -5.4% | 0.01% | 0.0% |
| WASH | Sell | WASHINGTON TR BANCORP INC | $2,382,000 | -50.4% | 44,955 | -51.9% | 0.01% | -46.7% |
| FTI | Sell | TECHNIPFMC PLC | $2,465,000 | -32.4% | 327,350 | -18.8% | 0.01% | -27.3% |
| TCFC | New | COMMUNITY FINL CORP MD | $2,237,000 | – | 60,680 | – | 0.01% | – |
| TRS | Sell | TRIMAS CORP | $2,273,000 | +2.7% | 70,250 | -3.8% | 0.01% | 0.0% |
| TCBK | Sell | TRICO BANCSHARES | $2,138,000 | +0.3% | 49,268 | -1.6% | 0.01% | +16.7% |
| CFB | Sell | CROSSFIRST BANKSHARES INC | $2,075,000 | -52.9% | 159,650 | -50.2% | 0.01% | -46.2% |
| TLYS | Sell | TILLYS INCcl a | $2,281,000 | -21.0% | 162,840 | -9.9% | 0.01% | -22.2% |
| TBNK | Sell | TERRITORIAL BANCORP INC | $2,181,000 | -6.4% | 85,920 | -4.2% | 0.01% | 0.0% |
| ESTE | Sell | EARTHSTONE ENERGY INCcl a | $2,147,000 | -76.7% | 233,391 | -72.0% | 0.01% | -75.0% |
| CARE | New | CARTER BANKSHARES INC | $2,221,000 | – | 156,210 | – | 0.01% | – |
| TRTX | Sell | TPG RE FIN TR INC | $2,317,000 | -15.5% | 187,120 | -8.2% | 0.01% | -12.5% |
| CBNK | New | CAPITAL BANCORP INC MD | $2,315,000 | – | 96,200 | – | 0.01% | – |
| EFSC | New | ENTERPRISE FINL SVCS CORP | $2,240,000 | – | 49,480 | – | 0.01% | – |
| OIS | Sell | OIL STS INTL INC | $2,270,000 | -48.2% | 355,170 | -36.4% | 0.01% | -46.2% |
| FSBW | Buy | FS BANCORP INC | $2,221,000 | -7.8% | 64,160 | +89.8% | 0.01% | 0.0% |
| FBIZ | Sell | FIRST BUSINESS FINL SVCS INC | $2,222,000 | -3.7% | 77,386 | -9.2% | 0.01% | 0.0% |
| SFNC | Sell | SIMMONS 1ST NATL CORPcl a $1 par | $2,159,000 | -5.6% | 73,025 | -6.3% | 0.01% | 0.0% |
| BSRR | Sell | SIERRA BANCORP | $2,096,000 | -8.4% | 86,340 | -4.0% | 0.01% | 0.0% |
| CSGS | Sell | CSG SYS INTL INC | $2,303,000 | -1.6% | 47,780 | -3.7% | 0.01% | 0.0% |
| NRIM | Sell | NORTHRIM BANCORP INC | $2,190,000 | -6.1% | 51,524 | -5.6% | 0.01% | 0.0% |
| FMBI | Sell | FIRST MIDWEST BANCORP DEL | $2,289,000 | -66.6% | 120,390 | -65.2% | 0.01% | -66.7% |
| CCNE | Buy | CNB FINL CORP PA | $2,305,000 | +7.1% | 94,695 | +0.4% | 0.01% | 0.0% |
| SIC | New | SELECT INTERIOR CONCEPTS INCcl a | $2,083,000 | – | 144,430 | – | 0.01% | – |
| SNDR | Sell | SCHNEIDER NATIONAL INCcl b | $2,214,000 | +0.3% | 97,340 | -4.0% | 0.01% | 0.0% |
| WMPN | New | WILLIAM PENN BANCORPORATION | $2,232,000 | – | 182,780 | – | 0.01% | – |
| GHM | Buy | GRAHAM CORP | $2,064,000 | -4.7% | 166,479 | +5.8% | 0.01% | 0.0% |
| RCKY | Sell | ROCKY BRANDS INC | $2,338,000 | -16.0% | 49,110 | -1.9% | 0.01% | -12.5% |
| GPMT | Sell | GRANITE PT MTG TR INC | $2,183,000 | -22.1% | 165,720 | -12.8% | 0.01% | -22.2% |
| BWB | Sell | BRIDGEWATER BANCSHARES INC | $2,313,000 | +2.5% | 132,090 | -5.4% | 0.01% | 0.0% |
| GPRE | Sell | GREEN PLAINS INC | $2,105,000 | -22.9% | 64,480 | -20.6% | 0.01% | -12.5% |
| BHB | Sell | BAR HBR BANKSHARES | $2,300,000 | -35.1% | 81,982 | -33.8% | 0.01% | -36.4% |
| BWFG | New | BANKWELL FINL GROUP INC | $2,183,000 | – | 74,170 | – | 0.01% | – |
| BANR | New | BANNER CORP | $2,280,000 | – | 41,290 | – | 0.01% | – |
| GFF | Sell | GRIFFON CORP | $2,102,000 | -9.7% | 85,440 | -5.9% | 0.01% | 0.0% |
| BGSF | Sell | BGSF INC | $2,261,000 | -0.4% | 176,750 | -4.0% | 0.01% | 0.0% |
| HWKN | Sell | HAWKINS INC | $2,285,000 | +0.3% | 65,520 | -5.8% | 0.01% | 0.0% |
| BCBP | New | BCB BANCORP INC | $2,140,000 | – | 144,960 | – | 0.01% | – |
| ATKR | Sell | ATKORE INC | $2,336,000 | -1.0% | 26,875 | -19.2% | 0.01% | 0.0% |
| PLXS | Sell | PLEXUS CORP | $2,328,000 | -5.9% | 26,042 | -3.8% | 0.01% | -12.5% |
| HTBI | Sell | HOMETRUST BANCSHARES INC | $2,305,000 | -7.5% | 82,376 | -7.8% | 0.01% | -12.5% |
| ISTR | New | INVESTAR HLDG CORP | $2,228,000 | – | 101,200 | – | 0.01% | – |
| CLB | Sell | CORE LABORATORIES N V | $2,042,000 | -42.0% | 73,580 | -18.6% | 0.01% | -36.4% |
| ORRF | Sell | ORRSTOWN FINL SVCS INC | $2,255,000 | -3.2% | 96,366 | -4.6% | 0.01% | 0.0% |
| ONB | New | OLD NATL BANCORP IND | $2,279,000 | – | 134,430 | – | 0.01% | – |
| UMPQ | Sell | UMPQUA HLDGS CORP | $2,320,000 | -67.2% | 114,570 | -70.1% | 0.01% | -68.2% |
| FF | Buy | FUTUREFUEL CORP | $1,741,000 | -20.8% | 244,170 | +6.6% | 0.01% | -14.3% |
| FSTR | New | FOSTER L B CO | $1,953,000 | – | 126,070 | – | 0.01% | – |
| UFPI | Sell | UFP INDUSTRIES INC | $2,020,000 | -14.7% | 29,717 | -6.7% | 0.01% | -14.3% |
| NKSH | New | NATIONAL BANKSHARES INC VA | $1,826,000 | – | 50,280 | – | 0.01% | – |
| KBH | Sell | KB HOME | $1,940,000 | -8.1% | 49,855 | -3.8% | 0.01% | 0.0% |
| PBPB | New | POTBELLY CORP | $1,820,000 | – | 268,440 | – | 0.01% | – |
| AAIC | Sell | ARLINGTON ASSET INVST CORPcl a new | $1,927,000 | -12.1% | 520,940 | -3.6% | 0.01% | -14.3% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $1,954,000 | -13.0% | 95,220 | -3.6% | 0.01% | -14.3% |
| Sell | US ECOLOGY INC | $1,897,000 | -16.9% | 58,640 | -3.6% | 0.01% | -14.3% | |
| NBN | New | NORTHEAST BK LEWISTON ME | $1,762,000 | – | 52,240 | – | 0.01% | – |
| AMPY | New | AMPLIFY ENERGY CORP NEW | $954,000 | – | 179,270 | – | 0.00% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -17,352 | – | -0.00% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -57,804 | – | -0.00% | – |
| ARKK | Exit | ARK ETF TRput | $0 | – | -15,000 | – | -0.01% | – |
| CULP | Exit | CULP INC | $0 | – | -144,330 | – | -0.01% | – |
| BPMP | Exit | BP MIDSTREAM PARTNERS LPunit ltd ptnr | $0 | – | -155,230 | – | -0.01% | – |
| HMLP | Exit | HOEGH LNG PARTNERS LP | $0 | – | -123,620 | – | -0.01% | – |
| ATAX | Exit | AMERICA FIRST MULTIFAMILY INben unit ctf | $0 | – | -335,530 | – | -0.01% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -167,370 | – | -0.01% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -40,870 | – | -0.01% | – |
| SCHN | Exit | SCHNITZER STEEL INDS INCcl a | $0 | – | -50,180 | – | -0.01% | – |
| GRA | Exit | GRACE W R & CO DEL NEW | $0 | – | -36,528 | – | -0.01% | – |
| SGU | Exit | STAR GROUP L Punit ltd partnr | $0 | – | -270,099 | – | -0.01% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -16,303 | – | -0.01% | – |
| AB | Exit | ALLIANCEBERNSTEIN HLDG L Punit ltd partn | $0 | – | -73,776 | – | -0.01% | – |
| SHLX | Exit | SHELL MIDSTREAM PARTNERS L Punit ltd int | $0 | – | -260,000 | – | -0.01% | – |
| WLKP | Exit | WESTLAKE CHEM PARTNERS LP | $0 | – | -142,860 | – | -0.01% | – |
| RTLR | Exit | RATTLER MIDSTREAM LP | $0 | – | -352,080 | – | -0.01% | – |
| PQG | Exit | PQ GROUP HLDGS INC | $0 | – | -303,680 | – | -0.01% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -260,910 | – | -0.01% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -70,845 | – | -0.01% | – |
| WMK | Exit | WEIS MKTS INC | $0 | – | -87,770 | – | -0.01% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -127,225 | – | -0.01% | – |
| VLGEA | Exit | VILLAGE SUPER MKT INCcl a new | $0 | – | -198,350 | – | -0.01% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -308,250 | – | -0.01% | – |
| SFM | Exit | SPROUTS FMRS MKT INC | $0 | – | -183,540 | – | -0.01% | – |
| NVEC | Exit | NVE CORP | $0 | – | -66,380 | – | -0.02% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -137,575 | – | -0.02% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -120,150 | – | -0.02% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -309,586 | – | -0.02% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -288,798 | – | -0.02% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -483,872 | – | -0.02% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -129,458 | – | -0.02% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -155,100 | – | -0.02% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -178,920 | – | -0.03% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -611,700 | – | -0.03% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -154,051 | – | -0.03% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -533,080 | – | -0.03% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -169,270 | – | -0.03% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -172,765 | – | -0.03% | – |
| KNL | Exit | KNOLL INC | $0 | – | -364,256 | – | -0.03% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -355,981 | – | -0.03% | – |
| MDCA | Exit | MDC PARTNERS INC.cl a sub vtg | $0 | – | -9,599,717 | – | -0.17% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -370,942 | – | -0.22% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -826,055 | – | -0.30% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -3,085,795 | – | -0.31% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -90,535,711 | – | -3.72% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | New | WELLS FARGO CO NEW | $1,394,306,000 | – | 30,786,184 | – | 4.25% | – |
| AIG | New | AMERICAN INTL GROUP INC | $1,381,646,000 | – | 29,026,173 | – | 4.21% | – |
| C | New | CITIGROUP INC | $1,275,685,000 | – | 18,030,887 | – | 3.89% | – |
| GE | New | GENERAL ELECTRIC CO | $1,218,611,000 | – | 90,535,711 | – | 3.72% | – |
| ANTM | New | ANTHEM INC | $936,305,000 | – | 2,452,344 | – | 2.85% | – |
| GM | New | GENERAL MTRS CO | $830,601,000 | – | 14,037,539 | – | 2.53% | – |
| MRO | New | MARATHON OIL CORP | $759,952,000 | – | 55,796,753 | – | 2.32% | – |
| MSFT | New | MICROSOFT CORP | $703,822,000 | – | 2,598,089 | – | 2.14% | – |
| MGA | New | MAGNA INTL INC | $637,075,000 | – | 6,876,886 | – | 1.94% | – |
| CNHI | New | CNH INDL N V | $617,705,000 | – | 36,944,075 | – | 1.88% | – |
| HES | New | HESS CORP | $608,914,000 | – | 6,973,365 | – | 1.86% | – |
| DISCK | New | DISCOVERY INC | $595,877,000 | – | 20,561,654 | – | 1.82% | – |
| FFIV | New | F5 NETWORKS INC | $593,597,000 | – | 3,180,097 | – | 1.81% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $579,154,000 | – | 1,525,977 | – | 1.76% | – |
| APA | New | APA CORPORATION | $561,040,000 | – | 25,938,035 | – | 1.71% | – |
| ORCL | New | ORACLE CORP | $543,298,000 | – | 6,979,678 | – | 1.66% | – |
| PPL | New | PPL CORP | $541,864,000 | – | 19,373,047 | – | 1.65% | – |
| FDX | New | FEDEX CORP | $500,627,000 | – | 1,678,099 | – | 1.53% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $476,937,000 | – | 11,805,382 | – | 1.45% | – |
| BAC | New | BK OF AMERICA CORP | $474,460,000 | – | 11,507,631 | – | 1.45% | – |
| BK | New | BANK NEW YORK MELLON CORP | $465,018,000 | – | 9,077,060 | – | 1.42% | – |
| UL | New | UNILEVER PLCspon adr new | $455,197,000 | – | 7,781,140 | – | 1.39% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELcl b new | $444,428,000 | – | 1,599,123 | – | 1.36% | – |
| CMI | New | CUMMINS INC | $429,492,000 | – | 1,761,585 | – | 1.31% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $413,182,000 | – | 24,120,367 | – | 1.26% | – |
| NOV | New | NOV INC | $411,690,000 | – | 26,872,699 | – | 1.26% | – |
| TRV | New | TRAVELERS COMPANIES INC | $408,729,000 | – | 2,730,136 | – | 1.25% | – |
| GLW | New | CORNING INC | $405,029,000 | – | 9,902,901 | – | 1.24% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $386,084,000 | – | 158,115 | – | 1.18% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $384,670,000 | – | 6,746,231 | – | 1.17% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $380,027,000 | – | 9,543,632 | – | 1.16% | – |
| MDT | New | MEDTRONIC PLC | $379,221,000 | – | 3,055,029 | – | 1.16% | – |
| TEL | New | TE CONNECTIVITY LTD | $373,576,000 | – | 2,762,934 | – | 1.14% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $321,577,000 | – | 22,056,017 | – | 0.98% | – |
| ERIC | New | ERICSSONadr b sek 10 | $311,549,000 | – | 24,765,413 | – | 0.95% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $310,449,000 | – | 5,009,666 | – | 0.95% | – |
| PCAR | New | PACCAR INC | $307,436,000 | – | 3,444,665 | – | 0.94% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $304,600,000 | – | 29,037,149 | – | 0.93% | – |
| CVS | New | CVS HEALTH CORP | $291,690,000 | – | 3,495,808 | – | 0.89% | – |
| CFG | New | CITIZENS FINL GROUP INC | $279,786,000 | – | 6,099,550 | – | 0.85% | – |
| STT | New | STATE STR CORP | $275,856,000 | – | 3,352,648 | – | 0.84% | – |
| HAL | New | HALLIBURTON CO | $270,339,000 | – | 11,692,842 | – | 0.82% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $270,054,000 | – | 4,325,024 | – | 0.82% | – |
| SNY | New | SANOFIsponsored adr | $268,460,000 | – | 5,097,989 | – | 0.82% | – |
| NWSA | New | NEWS CORP NEWcl a | $264,264,000 | – | 10,254,734 | – | 0.81% | – |
| IP | New | INTERNATIONAL PAPER CO | $256,301,000 | – | 4,180,403 | – | 0.78% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $227,924,000 | – | 569,184 | – | 0.70% | – |
| CNC | New | CENTENE CORP DEL | $226,612,000 | – | 3,107,248 | – | 0.69% | – |
| SLB | New | SCHLUMBERGER LTD | $214,998,000 | – | 6,716,579 | – | 0.66% | – |
| EEFT | New | EURONET WORLDWIDE INC | $214,651,000 | – | 1,585,896 | – | 0.65% | – |
| MPC | New | MARATHON PETE CORP | $211,755,000 | – | 3,504,716 | – | 0.64% | – |
| BKNG | New | BOOKING HOLDINGS INC | $210,389,000 | – | 96,152 | – | 0.64% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $177,313,000 | – | 1,102,558 | – | 0.54% | – |
| HCA | New | HCA HEALTHCARE INC | $172,197,000 | – | 832,916 | – | 0.52% | – |
| BMY | New | BRISTOL-MYERS SQUIBB CO | $171,737,000 | – | 2,570,143 | – | 0.52% | – |
| FLR | New | FLUOR CORP NEW | $169,300,000 | – | 9,564,995 | – | 0.52% | – |
| RTX | New | RAYTHEON TECHNOLOGIES CORP | $165,254,000 | – | 1,937,100 | – | 0.50% | – |
| CIT | New | CIT GROUP INC | $161,098,000 | – | 3,122,667 | – | 0.49% | – |
| BPOP | New | POPULAR INC | $156,447,000 | – | 2,084,575 | – | 0.48% | – |
| HOG | New | HARLEY DAVIDSON INC | $148,636,000 | – | 3,243,903 | – | 0.45% | – |
| BKR | New | BAKER HUGHES COMPANYcl a | $147,462,000 | – | 6,447,821 | – | 0.45% | – |
| SO | New | SOUTHERN CO | $139,005,000 | – | 2,297,224 | – | 0.42% | – |
| ADNT | New | ADIENT PLC | $137,709,000 | – | 3,046,670 | – | 0.42% | – |
| RRC | New | RANGE RES CORP | $132,317,000 | – | 7,894,790 | – | 0.40% | – |
| HUM | New | HUMANA INC | $131,116,000 | – | 296,160 | – | 0.40% | – |
| EQH | New | EQUITABLE HLDGS INC | $128,486,000 | – | 4,219,569 | – | 0.39% | – |
| MUR | New | MURPHY OIL CORP | $126,116,000 | – | 5,417,347 | – | 0.38% | – |
| ODP | New | THE ODP CORP | $124,119,000 | – | 2,585,271 | – | 0.38% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $100,257,000 | – | 3,085,795 | – | 0.31% | – |
| DFS | New | DISCOVER FINL SVCS | $97,714,000 | – | 826,055 | – | 0.30% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $97,519,000 | – | 5,686,233 | – | 0.30% | – |
| OMC | New | OMNICOM GROUP INC | $97,428,000 | – | 1,218,002 | – | 0.30% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $96,696,000 | – | 404,721 | – | 0.30% | – |
| KBR | New | KBR INC | $86,479,000 | – | 2,266,806 | – | 0.26% | – |
| BSX | New | BOSTON SCIENTIFIC CORP | $83,955,000 | – | 1,963,400 | – | 0.26% | – |
| UHAL | New | AMERCO | $82,626,000 | – | 140,186 | – | 0.25% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $82,323,000 | – | 4,474,066 | – | 0.25% | – |
| NPO | New | ENPRO INDS INC | $73,045,000 | – | 751,878 | – | 0.22% | – |
| FHB | New | FIRST HAWAIIAN INC | $71,480,000 | – | 2,522,222 | – | 0.22% | – |
| TXN | New | TEXAS INSTRS INC | $71,332,000 | – | 370,942 | – | 0.22% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $65,149,000 | – | 1,837,780 | – | 0.20% | – |
| AVA | New | AVISTA CORP | $62,408,000 | – | 1,462,564 | – | 0.19% | – |
| SLM | New | SLM CORP | $62,079,000 | – | 2,964,610 | – | 0.19% | – |
| EVR | New | EVERCORE INCclass a | $60,494,000 | – | 429,737 | – | 0.18% | – |
| KOS | New | KOSMOS ENERGY LTD | $59,417,000 | – | 17,172,684 | – | 0.18% | – |
| MDCA | New | MDC PARTNERS INC.cl a sub vtg | $56,158,000 | – | 9,599,717 | – | 0.17% | – |
| HRB | New | BLOCK H & R INC | $55,508,000 | – | 2,364,040 | – | 0.17% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $54,668,000 | – | 6,424,008 | – | 0.17% | – |
| DIOD | New | DIODES INC | $53,192,000 | – | 666,817 | – | 0.16% | – |
| GTS | New | TRIPLE-S MGMT CORP | $52,220,000 | – | 2,344,850 | – | 0.16% | – |
| ARW | New | ARROW ELECTRS INC | $50,804,000 | – | 446,311 | – | 0.16% | – |
| FI | New | FRANKS INTL N V | $50,131,000 | – | 16,544,929 | – | 0.15% | – |
| KFY | New | KORN FERRY | $49,323,000 | – | 679,846 | – | 0.15% | – |
| CNO | New | CNO FINL GROUP INC | $46,561,000 | – | 1,971,273 | – | 0.14% | – |
| POR | New | PORTLAND GEN ELEC CO | $46,071,000 | – | 999,795 | – | 0.14% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $43,984,000 | – | 1,106,800 | – | 0.13% | – |
| OAS | New | OASIS PETROLEUM INC | $40,006,000 | – | 397,873 | – | 0.12% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $39,193,000 | – | 1,047,382 | – | 0.12% | – |
| FBP | New | FIRST BANCORP P R | $39,042,000 | – | 3,275,308 | – | 0.12% | – |
| HNGR | New | HANGER INC | $38,699,000 | – | 1,530,806 | – | 0.12% | – |
| MTOR | New | MERITOR INC | $35,783,000 | – | 1,527,896 | – | 0.11% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS | $35,501,000 | – | 7,458,169 | – | 0.11% | – |
| BDC | New | BELDEN INC | $32,818,000 | – | 648,955 | – | 0.10% | – |
| AVT | New | AVNET INC | $32,537,000 | – | 811,800 | – | 0.10% | – |
| GBLI | New | GLOBAL INDEMNITY GROUP LLC | $31,302,000 | – | 1,187,950 | – | 0.10% | – |
| CR | New | CRANE CO | $28,833,000 | – | 312,150 | – | 0.09% | – |
| RMR | New | RMR GROUP INCcl a | $28,620,000 | – | 740,685 | – | 0.09% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $27,256,000 | – | 1,279,030 | – | 0.08% | – |
| GBX | New | GREENBRIER COS INC | $26,336,000 | – | 604,312 | – | 0.08% | – |
| SABR | New | SABRE CORP | $26,034,000 | – | 2,086,080 | – | 0.08% | – |
| SF | New | STIFEL FINL CORP | $25,533,000 | – | 393,669 | – | 0.08% | – |
| USHY | New | ISHARES TRbroad usd high | $25,413,000 | – | 609,122 | – | 0.08% | – |
| VST | New | VISTRA CORP | $23,774,000 | – | 1,281,600 | – | 0.07% | – |
| HE | New | HAWAIIAN ELEC INDUSTRIES | $22,538,000 | – | 533,060 | – | 0.07% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $22,324,000 | – | 474,275 | – | 0.07% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $22,362,000 | – | 499,814 | – | 0.07% | – |
| WLL | New | WHITING PETE CORP NEW | $21,753,000 | – | 398,765 | – | 0.07% | – |
| NRG | New | NRG ENERGY INC | $21,585,000 | – | 535,600 | – | 0.07% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $21,084,000 | – | 702,785 | – | 0.06% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $20,754,000 | – | 479,976 | – | 0.06% | – |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $20,514,000 | – | 856,180 | – | 0.06% | – |
| ASB | New | ASSOCIATED BANC CORP | $20,727,000 | – | 1,012,075 | – | 0.06% | – |
| PDCE | New | PDC ENERGY INC | $18,935,000 | – | 413,522 | – | 0.06% | – |
| BCO | New | BRINKS CO | $18,273,000 | – | 237,800 | – | 0.06% | – |
| PCOM | New | POINTS INTL LTD | $17,599,000 | – | 1,023,187 | – | 0.05% | – |
| MLR | New | MILLER INDS INC TENN | $17,567,000 | – | 445,423 | – | 0.05% | – |
| LAZ | New | LAZARD LTD | $17,101,000 | – | 377,925 | – | 0.05% | – |
| PM | New | PHILIP MORRIS INTL INC | $16,955,000 | – | 171,070 | – | 0.05% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $15,075,000 | – | 1,057,136 | – | 0.05% | – |
| AFI | New | ARMSTRONG FLOORING INC | $14,511,000 | – | 2,344,334 | – | 0.04% | – |
| PVAC | New | PENN VA CORP | $14,485,000 | – | 613,510 | – | 0.04% | – |
| New | ALTUS MIDSTREAM CO | $12,329,000 | – | 182,628 | – | 0.04% | – | |
| BRY | New | BERRY CORP | $12,230,000 | – | 1,819,960 | – | 0.04% | – |
| UHS | New | UNIVERSAL HLTH SVCS INCcl b | $12,198,000 | – | 83,300 | – | 0.04% | – |
| New | PEBBLEBROOK HOTEL TRnote 1.750%12/1 | $11,020,000 | – | 9,675,000 | – | 0.03% | – | |
| FHN | New | FIRST HORIZON CORPORATION | $11,189,000 | – | 647,500 | – | 0.03% | – |
| TPH | New | TRI POINTE HOMES INC | $10,963,000 | – | 511,572 | – | 0.03% | – |
| NOG | New | NORTHERN OIL AND GAS INC MN | $10,685,000 | – | 514,420 | – | 0.03% | – |
| GCO | New | GENESCO INC | $10,604,000 | – | 166,520 | – | 0.03% | – |
| ENS | New | ENERSYS | $10,015,000 | – | 102,476 | – | 0.03% | – |
| DXPE | New | DXP ENTERPRISES INC | $9,953,000 | – | 298,890 | – | 0.03% | – |
| XPER | New | XPERI HOLDING CORP | $9,875,000 | – | 444,010 | – | 0.03% | – |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $9,757,000 | – | 355,981 | – | 0.03% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $9,782,000 | – | 250,887 | – | 0.03% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $9,940,000 | – | 223,110 | – | 0.03% | – |
| HUN | New | HUNTSMAN CORP | $9,714,000 | – | 366,300 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $9,766,000 | – | 43,521 | – | 0.03% | – |
| PLAB | New | PHOTRONICS INC | $9,764,000 | – | 739,130 | – | 0.03% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $9,465,000 | – | 269,045 | – | 0.03% | – |
| GLDD | New | GREAT LAKES DREDGE & DOCK CO | $9,421,000 | – | 644,830 | – | 0.03% | – |
| SCS | New | STEELCASE INCcl a | $9,575,000 | – | 633,703 | – | 0.03% | – |
| GWB | New | GREAT WESTERN BANCORP INC | $9,515,000 | – | 290,194 | – | 0.03% | – |
| EGBN | New | EAGLE BANCORP INC MD | $9,430,000 | – | 168,145 | – | 0.03% | – |
| MEI | New | METHODE ELECTRS INC | $9,638,000 | – | 195,847 | – | 0.03% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $9,400,000 | – | 211,521 | – | 0.03% | – |
| STC | New | STEWART INFORMATION SVCS COR | $9,596,000 | – | 169,270 | – | 0.03% | – |
| EEX | New | EMERALD HOLDING INC | $9,484,000 | – | 1,759,508 | – | 0.03% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $9,372,000 | – | 60,685 | – | 0.03% | – |
| KNL | New | KNOLL INC | $9,467,000 | – | 364,256 | – | 0.03% | – |
| THR | New | THERMON GROUP HLDGS INC | $9,419,000 | – | 552,767 | – | 0.03% | – |
| KALU | New | KAISER ALUMINUM CORP | $9,411,000 | – | 76,207 | – | 0.03% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $9,675,000 | – | 400,440 | – | 0.03% | – |
| TBI | New | TRUEBLUE INC | $9,673,000 | – | 344,100 | – | 0.03% | – |
| COWN | New | COWEN INCcl a new | $9,647,000 | – | 235,000 | – | 0.03% | – |
| ALE | New | ALLETE INC | $9,395,000 | – | 134,248 | – | 0.03% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $9,492,000 | – | 94,911 | – | 0.03% | – |
| WCC | New | WESCO INTL INC | $9,662,000 | – | 93,973 | – | 0.03% | – |
| OTTR | New | OTTER TAIL CORP | $9,655,000 | – | 197,815 | – | 0.03% | – |
| PNM | New | PNM RES INC | $9,640,000 | – | 197,655 | – | 0.03% | – |
| SWX | New | SOUTHWEST GAS HLDGS INC | $9,568,000 | – | 144,560 | – | 0.03% | – |
| PACW | New | PACWEST BANCORP DEL | $9,649,000 | – | 234,415 | – | 0.03% | – |
| SR | New | SPIRE INC | $9,385,000 | – | 129,854 | – | 0.03% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $9,473,000 | – | 533,080 | – | 0.03% | – |
| WIRE | New | ENCORE WIRE CORP | $9,499,000 | – | 125,334 | – | 0.03% | – |
| DCOM | New | DIME CMNTY BANCSHARES INC | $9,590,000 | – | 285,234 | – | 0.03% | – |
| MTH | New | MERITAGE HOMES CORP | $9,522,000 | – | 101,211 | – | 0.03% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $9,360,000 | – | 397,450 | – | 0.03% | – |
| UFS | New | DOMTAR CORP | $9,495,000 | – | 172,765 | – | 0.03% | – |
| WTFC | New | WINTRUST FINL CORP | $9,089,000 | – | 120,175 | – | 0.03% | – |
| NWE | New | NORTHWESTERN CORP | $9,277,000 | – | 154,051 | – | 0.03% | – |
| FULT | New | FULTON FINL CORP PA | $9,098,000 | – | 576,544 | – | 0.03% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $9,197,000 | – | 407,858 | – | 0.03% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $9,200,000 | – | 333,351 | – | 0.03% | – |
| WNC | New | WABASH NATL CORP | $9,068,000 | – | 566,745 | – | 0.03% | – |
| AIR | New | AAR CORP | $9,284,000 | – | 239,585 | – | 0.03% | – |
| EAF | New | GRAFTECH INTL LTD | $9,095,000 | – | 782,740 | – | 0.03% | – |
| ACCO | New | ACCO BRANDS CORP | $9,242,000 | – | 1,070,875 | – | 0.03% | – |
| WAFD | New | WASHINGTON FED INC | $9,110,000 | – | 286,660 | – | 0.03% | – |
| ERJ | New | EMBRAER S.A.sponsored ads | $9,261,000 | – | 611,700 | – | 0.03% | – |
| ESTE | New | EARTHSTONE ENERGY INCcl a | $9,228,000 | – | 833,611 | – | 0.03% | – |
| THG | New | HANOVER INS GROUP INC | $9,288,000 | – | 68,476 | – | 0.03% | – |
| VMI | New | VALMONT INDS INC | $9,314,000 | – | 39,458 | – | 0.03% | – |
| HI | New | HILLENBRAND INC | $9,290,000 | – | 210,760 | – | 0.03% | – |
| SJI | New | SOUTH JERSEY INDS INC | $9,333,000 | – | 359,948 | – | 0.03% | – |
| HOPE | New | HOPE BANCORP INC | $9,252,000 | – | 652,438 | – | 0.03% | – |
| WHR | New | WHIRLPOOL CORP | $9,309,000 | – | 42,700 | – | 0.03% | – |
| DOOR | New | MASONITE INTL CORP | $9,149,000 | – | 81,839 | – | 0.03% | – |
| SCSC | New | SCANSOURCE INC | $9,062,000 | – | 322,155 | – | 0.03% | – |
| TILE | New | INTERFACE INC | $9,237,000 | – | 603,700 | – | 0.03% | – |
| SANM | New | SANMINA CORPORATION | $9,068,000 | – | 232,746 | – | 0.03% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $9,203,000 | – | 127,885 | – | 0.03% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $9,273,000 | – | 178,920 | – | 0.03% | – |
| AXS | New | AXIS CAP HLDGS LTD | $9,042,000 | – | 184,495 | – | 0.03% | – |
| AZZ | New | AZZ INC | $9,259,000 | – | 178,817 | – | 0.03% | – |
| FFIC | New | FLUSHING FINL CORP | $9,053,000 | – | 422,449 | – | 0.03% | – |
| MHO | New | M/I HOMES INC | $9,067,000 | – | 154,543 | – | 0.03% | – |
| HAFC | New | HANMI FINL CORP | $8,886,000 | – | 466,236 | – | 0.03% | – |
| TSE | New | TRINSEO S A | $8,800,000 | – | 147,052 | – | 0.03% | – |
| WBS | New | WEBSTER FINL CORP CONN | $8,912,000 | – | 167,085 | – | 0.03% | – |
| LBC | New | LUTHER BURBANK CORP | $8,811,000 | – | 742,931 | – | 0.03% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $8,782,000 | – | 138,328 | – | 0.03% | – |
| VEC | New | VECTRUS INC | $8,817,000 | – | 185,263 | – | 0.03% | – |
| STBA | New | S & T BANCORP INC | $8,969,000 | – | 286,545 | – | 0.03% | – |
| BKU | New | BANKUNITED INC | $9,013,000 | – | 211,130 | – | 0.03% | – |
| PRIM | New | PRIMORIS SVCS CORP | $8,815,000 | – | 299,508 | – | 0.03% | – |
| HGV | New | HILTON GRAND VACATIONS INC | $8,988,000 | – | 217,153 | – | 0.03% | – |
| SNV | New | SYNOVUS FINL CORP | $8,813,000 | – | 200,835 | – | 0.03% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $8,948,000 | – | 338,692 | – | 0.03% | – |
| NTRS | New | NORTHERN TR CORP | $8,105,000 | – | 70,100 | – | 0.02% | – |
| HIBB | New | HIBBETT INC | $8,253,000 | – | 92,074 | – | 0.02% | – |
| VRA | New | VERA BRADLEY INC | $8,131,000 | – | 656,270 | – | 0.02% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $8,148,000 | – | 47,548 | – | 0.02% | – |
| SYKE | New | SYKES ENTERPRISES INC | $8,329,000 | – | 155,100 | – | 0.02% | – |
| CATO | New | CATO CORP NEWcl a | $8,129,000 | – | 481,890 | – | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $7,833,000 | – | 503,407 | – | 0.02% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $7,936,000 | – | 302,082 | – | 0.02% | – |
| TSLA | New | TESLA INCput | $7,817,000 | – | 11,500 | – | 0.02% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $7,791,000 | – | 332,515 | – | 0.02% | – |
| AMBC | New | AMBAC FINL GROUP INC | $7,770,000 | – | 496,147 | – | 0.02% | – |
| CASS | New | CASS INFORMATION SYS INC | $7,548,000 | – | 185,215 | – | 0.02% | – |
| BGS | New | B & G FOODS INC NEW | $7,392,000 | – | 225,355 | – | 0.02% | – |
| FHI | New | FEDERATED HERMES INCcl b | $7,669,000 | – | 226,145 | – | 0.02% | – |
| EIG | New | EMPLOYERS HLDGS INC | $7,701,000 | – | 179,934 | – | 0.02% | – |
| LGIH | New | LGI HOMES INC | $7,385,000 | – | 45,603 | – | 0.02% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $7,423,000 | – | 483,872 | – | 0.02% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $7,412,000 | – | 162,768 | – | 0.02% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $7,550,000 | – | 233,833 | – | 0.02% | – |
| NAVI | New | NAVIENT CORPORATION | $7,567,000 | – | 391,474 | – | 0.02% | – |
| LOB | New | LIVE OAK BANCSHARES INC | $7,638,000 | – | 129,458 | – | 0.02% | – |
| HLF | New | HERBALIFE NUTRITION LTD | $7,556,000 | – | 143,300 | – | 0.02% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $7,120,000 | – | 70,048 | – | 0.02% | – |
| AVD | New | AMERICAN VANGUARD CORP | $7,059,000 | – | 403,132 | – | 0.02% | – |
| BRSP | New | BRIGHTSPIRE CAPITAL INC | $7,295,000 | – | 776,025 | – | 0.02% | – |
| ONEW | New | ONEWATER MARINE INC | $7,173,000 | – | 170,665 | – | 0.02% | – |
| CBT | New | CABOT CORP | $7,228,000 | – | 126,960 | – | 0.02% | – |
| CNOB | New | CONNECTONE BANCORP INC | $7,098,000 | – | 271,240 | – | 0.02% | – |
| HLX | New | HELIX ENERGY SOLUTIONS GRP I | $7,058,000 | – | 1,236,050 | – | 0.02% | – |
| KELYA | New | KELLY SVCS INCcl a | $7,175,000 | – | 299,331 | – | 0.02% | – |
| RGP | New | RESOURCES CONNECTION INC | $7,135,000 | – | 496,870 | – | 0.02% | – |
| EBF | New | ENNIS INC | $7,106,000 | – | 330,194 | – | 0.02% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $7,064,000 | – | 68,962 | – | 0.02% | – |
| BLBD | New | BLUE BIRD CORP | $7,180,000 | – | 288,798 | – | 0.02% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $7,366,000 | – | 227,902 | – | 0.02% | – |
| MATX | New | MATSON INC | $7,193,000 | – | 112,390 | – | 0.02% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $7,078,000 | – | 383,650 | – | 0.02% | – |
| HSON | New | HUDSON GLOBAL INC | $7,190,000 | – | 410,126 | – | 0.02% | – |
| FIX | New | COMFORT SYS USA INC | $7,316,000 | – | 92,860 | – | 0.02% | – |
| FFBC | New | FIRST FINL BANCORP OH | $6,728,000 | – | 284,720 | – | 0.02% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $7,030,000 | – | 71,077 | – | 0.02% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $6,851,000 | – | 345,510 | – | 0.02% | – |
| FBK | New | FB FINL CORP | $6,807,000 | – | 182,384 | – | 0.02% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $6,846,000 | – | 127,008 | – | 0.02% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $6,951,000 | – | 95,240 | – | 0.02% | – |
| IMKTA | New | INGLES MKTS INCcl a | $7,001,000 | – | 120,150 | – | 0.02% | – |
| JACK | New | JACK IN THE BOX INC | $6,783,000 | – | 60,871 | – | 0.02% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $7,019,000 | – | 58,010 | – | 0.02% | – |
| LBAI | New | LAKELAND BANCORP INC | $6,828,000 | – | 390,630 | – | 0.02% | – |
| LBRT | New | LIBERTY OILFIELD SVCS INC | $6,859,000 | – | 484,400 | – | 0.02% | – |
| SPNT | New | SIRIUSPOINT LTD | $6,861,000 | – | 681,353 | – | 0.02% | – |
| CHX | New | CHAMPIONX CORPORATION | $7,041,000 | – | 274,510 | – | 0.02% | – |
| CCS | New | CENTURY CMNTYS INC | $6,919,000 | – | 103,978 | – | 0.02% | – |
| CENT | New | CENTRAL GARDEN & PET CO | $6,864,000 | – | 129,677 | – | 0.02% | – |
| MOGA | New | MOOG INCcl a | $6,885,000 | – | 81,900 | – | 0.02% | – |
| MPAA | New | MOTORCAR PTS AMER INC | $6,910,000 | – | 307,931 | – | 0.02% | – |
| CATY | New | CATHAY GEN BANCORP | $6,761,000 | – | 171,775 | – | 0.02% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $7,049,000 | – | 337,610 | – | 0.02% | – |
| CNXN | New | PC CONNECTION INC | $6,846,000 | – | 147,951 | – | 0.02% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $6,775,000 | – | 218,048 | – | 0.02% | – |
| BCC | New | BOISE CASCADE CO DEL | $6,781,000 | – | 116,220 | – | 0.02% | – |
| PFBC | New | PREFERRED BK LOS ANGELES CA | $6,854,000 | – | 108,335 | – | 0.02% | – |
| PRA | New | PROASSURANCE CORP | $7,043,000 | – | 309,586 | – | 0.02% | – |
| PFS | New | PROVIDENT FINL SVCS INC | $6,924,000 | – | 302,470 | – | 0.02% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $6,803,000 | – | 223,640 | – | 0.02% | – |
| TRST | New | TRUSTCO BK CORP N Y | $6,939,000 | – | 201,819 | – | 0.02% | – |
| TPC | New | TUTOR PERINI CORP | $6,791,000 | – | 490,314 | – | 0.02% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $6,713,000 | – | 449,017 | – | 0.02% | – |
| HOFT | New | HOOKER FURNITURE CORP | $6,534,000 | – | 188,618 | – | 0.02% | – |
| HMST | New | HOMESTREET INC | $6,680,000 | – | 163,967 | – | 0.02% | – |
| FNB | New | F N B CORP | $6,690,000 | – | 542,610 | – | 0.02% | – |
| TNL | New | TRAVEL PLUS LEISURE CO | $6,603,000 | – | 111,065 | – | 0.02% | – |
| SOI | New | SOLARIS OILFIELD INFRASTRUCT | $6,594,000 | – | 676,960 | – | 0.02% | – |
| ALX | New | ALEXANDERS INC | $6,683,000 | – | 24,942 | – | 0.02% | – |
| RCII | New | RENT A CTR INC NEW | $6,660,000 | – | 125,495 | – | 0.02% | – |
| THFF | New | FIRST FINL CORP IND | $6,597,000 | – | 161,618 | – | 0.02% | – |
| OCFC | New | OCEANFIRST FINL CORP | $6,702,000 | – | 321,585 | – | 0.02% | – |
| EQBK | New | EQUITY BANCSHARES INC | $6,180,000 | – | 202,680 | – | 0.02% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $5,821,000 | – | 155,090 | – | 0.02% | – |
| RDN | New | RADIAN GROUP INC | $5,764,000 | – | 259,045 | – | 0.02% | – |
| VIAC | New | VIACOMCBS INCcl b | $5,867,000 | – | 129,800 | – | 0.02% | – |
| REX | New | REX AMERICAN RES CORP | $5,927,000 | – | 65,722 | – | 0.02% | – |
| AYI | New | ACUITY BRANDS INC | $5,485,000 | – | 29,325 | – | 0.02% | – |
| DRQ | New | DRIL-QUIP INC | $5,570,000 | – | 164,650 | – | 0.02% | – |
| MERC | New | MERCER INTL INC | $5,650,000 | – | 443,110 | – | 0.02% | – |
| MYRG | New | MYR GROUP INC DEL | $5,616,000 | – | 61,771 | – | 0.02% | – |
| CVE | New | CENOVUS ENERGY INC | $5,438,000 | – | 567,600 | – | 0.02% | – |
| VNDA | New | VANDA PHARMACEUTICALS INC | $5,664,000 | – | 263,300 | – | 0.02% | – |
| BOKF | New | BOK FINL CORP | $5,418,000 | – | 62,560 | – | 0.02% | – |
| EBIX | New | EBIX INC | $5,404,000 | – | 159,420 | – | 0.02% | – |
| URBN | New | URBAN OUTFITTERS INC | $5,223,000 | – | 126,710 | – | 0.02% | – |
| MD | New | MEDNAX INC | $5,169,000 | – | 171,440 | – | 0.02% | – |
| AJX | New | GREAT AJAX CORP | $5,274,000 | – | 406,323 | – | 0.02% | – |
| JRVR | New | JAMES RIV GROUP LTD | $5,162,000 | – | 137,575 | – | 0.02% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $5,375,000 | – | 133,106 | – | 0.02% | – |
| WHD | New | CACTUS INCcl a | $5,361,000 | – | 146,005 | – | 0.02% | – |
| MLHR | New | MILLER HERMAN INC | $5,141,000 | – | 109,060 | – | 0.02% | – |
| ZUMZ | New | ZUMIEZ INC | $5,196,000 | – | 106,067 | – | 0.02% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $4,765,000 | – | 102,100 | – | 0.02% | – |
| MWA | New | MUELLER WTR PRODS INC | $4,885,000 | – | 338,740 | – | 0.02% | – |
| APOG | New | APOGEE ENTERPRISES INC | $5,034,000 | – | 123,595 | – | 0.02% | – |
| STRL | New | STERLING CONSTR INC | $5,083,000 | – | 210,650 | – | 0.02% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $4,806,000 | – | 64,770 | – | 0.02% | – |
| HTH | New | HILLTOP HOLDINGS INC | $4,886,000 | – | 134,224 | – | 0.02% | – |
| FRST | New | PRIMIS FINANCIAL CORP | $4,776,000 | – | 312,988 | – | 0.02% | – |
| WASH | New | WASHINGTON TR BANCORP INC | $4,799,000 | – | 93,465 | – | 0.02% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $4,957,000 | – | 82,320 | – | 0.02% | – |
| MLI | New | MUELLER INDS INC | $4,774,000 | – | 110,240 | – | 0.02% | – |
| WTTR | New | SELECT ENERGY SVCS INC | $4,973,000 | – | 823,340 | – | 0.02% | – |
| GIII | New | G III APPAREL GROUP LTD | $4,848,000 | – | 147,550 | – | 0.02% | – |
| QUAD | New | QUAD / GRAPHICS INC | $4,881,000 | – | 1,176,130 | – | 0.02% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $4,788,000 | – | 291,924 | – | 0.02% | – |
| NVEC | New | NVE CORP | $4,915,000 | – | 66,380 | – | 0.02% | – |
| FL | New | FOOT LOCKER INC | $4,812,000 | – | 78,080 | – | 0.02% | – |
| HZO | New | MARINEMAX INC | $4,911,000 | – | 100,765 | – | 0.02% | – |
| FWRD | New | FORWARD AIR CORP | $4,818,000 | – | 53,685 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $4,973,000 | – | 87,780 | – | 0.02% | – |
| ESNT | New | ESSENT GROUP LTD | $4,804,000 | – | 106,870 | – | 0.02% | – |
| HCC | New | WARRIOR MET COAL INC | $4,636,000 | – | 269,530 | – | 0.01% | – |
| MBWM | New | MERCANTILE BK CORP | $4,462,000 | – | 147,740 | – | 0.01% | – |
| MTRX | New | MATRIX SVC CO | $4,597,000 | – | 437,800 | – | 0.01% | – |
| CBZ | New | CBIZ INC | $4,666,000 | – | 142,400 | – | 0.01% | – |
| SRCE | New | 1ST SOURCE CORP | $4,634,000 | – | 99,742 | – | 0.01% | – |
| EAT | New | BRINKER INTL INC | $4,676,000 | – | 75,610 | – | 0.01% | – |
| FLIC | New | FIRST LONG IS CORP | $4,691,000 | – | 220,950 | – | 0.01% | – |
| MSGN | New | MSG NETWORK INCcl a | $4,494,000 | – | 308,250 | – | 0.01% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $4,456,000 | – | 59,030 | – | 0.01% | – |
| CMC | New | COMMERCIAL METALS CO | $4,592,000 | – | 149,490 | – | 0.01% | – |
| PQG | New | PQ GROUP HLDGS INC | $4,665,000 | – | 303,680 | – | 0.01% | – |
| PFC | New | PREMIER FINANCIAL CORP | $4,486,000 | – | 157,910 | – | 0.01% | – |
| KE | New | KIMBALL ELECTRONICS INC | $4,611,000 | – | 212,090 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $4,647,000 | – | 154,914 | – | 0.01% | – |
| BIG | New | BIG LOTS INC | $4,676,000 | – | 70,845 | – | 0.01% | – |
| KBAL | New | KIMBALL INTL INCcl b | $4,539,000 | – | 345,170 | – | 0.01% | – |
| KMT | New | KENNAMETAL INC | $4,570,000 | – | 127,225 | – | 0.01% | – |
| VLY | New | VALLEY NATL BANCORP | $4,455,000 | – | 331,740 | – | 0.01% | – |
| WOR | New | WORTHINGTON INDS INC | $4,443,000 | – | 72,617 | – | 0.01% | – |
| INT | New | WORLD FUEL SVCS CORP | $4,489,000 | – | 141,489 | – | 0.01% | – |
| DHIL | New | DIAMOND HILL INVT GROUP INC | $4,692,000 | – | 28,044 | – | 0.01% | – |
| HBNC | New | HORIZON BANCORP INC | $4,532,000 | – | 260,020 | – | 0.01% | – |
| WMK | New | WEIS MKTS INC | $4,534,000 | – | 87,770 | – | 0.01% | – |
| SFM | New | SPROUTS FMRS MKT INC | $4,561,000 | – | 183,540 | – | 0.01% | – |
| STFC | New | STATE AUTO FINL CORP | $4,467,000 | – | 260,910 | – | 0.01% | – |
| CPF | New | CENTRAL PAC FINL CORP | $4,514,000 | – | 173,230 | – | 0.01% | – |
| FRG | New | FRANCHISE GROUP INC | $4,474,000 | – | 126,860 | – | 0.01% | – |
| BUSE | New | FIRST BUSEY CORP | $4,664,000 | – | 189,130 | – | 0.01% | – |
| VLGEA | New | VILLAGE SUPER MKT INCcl a new | $4,663,000 | – | 198,350 | – | 0.01% | – |
| FLS | New | FLOWSERVE CORP | $4,550,000 | – | 112,855 | – | 0.01% | – |
| HFC | New | HOLLYFRONTIER CORP | $4,319,000 | – | 131,275 | – | 0.01% | – |
| INBK | New | FIRST INTERNET BANCORP | $4,315,000 | – | 139,271 | – | 0.01% | – |
| LZB | New | LA Z BOY INC | $4,417,000 | – | 119,260 | – | 0.01% | – |
| LEA | New | LEAR CORP | $4,242,000 | – | 24,200 | – | 0.01% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $4,319,000 | – | 100,592 | – | 0.01% | – |
| PLUS | New | EPLUS INC | $4,408,000 | – | 50,852 | – | 0.01% | – |
| ULH | New | UNIVERSAL LOGISTICS HLDGS IN | $4,421,000 | – | 189,740 | – | 0.01% | – |
| POWL | New | POWELL INDS INC | $4,333,000 | – | 139,990 | – | 0.01% | – |
| TG | New | TREDEGAR CORP | $4,295,000 | – | 311,940 | – | 0.01% | – |
| SAVE | New | SPIRIT AIRLS INC | $4,247,000 | – | 139,510 | – | 0.01% | – |
| DBD | New | DIEBOLD NIXDORF INC | $4,196,000 | – | 326,800 | – | 0.01% | – |
| OIS | New | OIL STS INTL INC | $4,382,000 | – | 558,170 | – | 0.01% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $4,370,000 | – | 151,904 | – | 0.01% | – |
| Y | New | ALLEGHANY CORP MD | $4,136,000 | – | 6,200 | – | 0.01% | – |
| ABM | New | ABM INDS INC | $4,380,000 | – | 98,770 | – | 0.01% | – |
| CFB | New | CROSSFIRST BANKSHARES INC | $4,410,000 | – | 320,720 | – | 0.01% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $4,262,000 | – | 161,620 | – | 0.01% | – |
| PUMP | New | PROPETRO HLDG CORP | $4,248,000 | – | 463,770 | – | 0.01% | – |
| FCN | New | FTI CONSULTING INC | $4,425,000 | – | 32,388 | – | 0.01% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $4,368,000 | – | 406,680 | – | 0.01% | – |
| TSC | New | TRISTATE CAP HLDGS INC | $4,279,000 | – | 209,870 | – | 0.01% | – |
| CASA | New | CASA SYS INC | $3,912,000 | – | 441,090 | – | 0.01% | – |
| RTLR | New | RATTLER MIDSTREAM LP | $3,845,000 | – | 352,080 | – | 0.01% | – |
| WLKP | New | WESTLAKE CHEM PARTNERS LP | $3,846,000 | – | 142,860 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $3,933,000 | – | 162,399 | – | 0.01% | – |
| SHLX | New | SHELL MIDSTREAM PARTNERS L Punit ltd int | $3,840,000 | – | 260,000 | – | 0.01% | – |
| FTI | New | TECHNIPFMC PLC | $3,649,000 | – | 403,180 | – | 0.01% | – |
| RBCAA | New | REPUBLIC BANCORP INC KYcl a | $3,521,000 | – | 76,320 | – | 0.01% | – |
| BHB | New | BAR HBR BANKSHARES | $3,542,000 | – | 123,752 | – | 0.01% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $3,655,000 | – | 547,151 | – | 0.01% | – |
| CLB | New | CORE LABORATORIES N V | $3,520,000 | – | 90,360 | – | 0.01% | – |
| New | AMALGAMATED FINANCIAL CORP | $3,475,000 | – | 222,300 | – | 0.01% | – | |
| GPX | New | GP STRATEGIES CORP | $3,175,000 | – | 201,993 | – | 0.01% | – |
| AB | New | ALLIANCEBERNSTEIN HLDG L Punit ltd partn | $3,435,000 | – | 73,776 | – | 0.01% | – |
| CVI | New | CVR ENERGY INC | $3,214,000 | – | 178,980 | – | 0.01% | – |
| BMTC | New | BRYN MAWR BK CORP | $3,228,000 | – | 76,505 | – | 0.01% | – |
| GPMT | New | GRANITE PT MTG TR INC | $2,802,000 | – | 189,980 | – | 0.01% | – |
| TLYS | New | TILLYS INCcl a | $2,889,000 | – | 180,760 | – | 0.01% | – |
| SGU | New | STAR GROUP L Punit ltd partnr | $3,025,000 | – | 270,099 | – | 0.01% | – |
| DDS | New | DILLARDS INCcl a | $2,949,000 | – | 16,303 | – | 0.01% | – |
| GPRE | New | GREEN PLAINS INC | $2,731,000 | – | 81,230 | – | 0.01% | – |
| KFRC | New | KFORCE INC | $2,572,000 | – | 40,870 | – | 0.01% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $2,692,000 | – | 59,870 | – | 0.01% | – |
| RCKY | New | ROCKY BRANDS INC | $2,783,000 | – | 50,060 | – | 0.01% | – |
| PLXS | New | PLEXUS CORP | $2,475,000 | – | 27,072 | – | 0.01% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $2,493,000 | – | 121,830 | – | 0.01% | – |
| CAC | New | CAMDEN NATL CORP | $2,490,000 | – | 52,130 | – | 0.01% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $2,670,000 | – | 167,370 | – | 0.01% | – |
| TRTX | New | TPG RE FIN TR INC | $2,741,000 | – | 203,800 | – | 0.01% | – |
| GRA | New | GRACE W R & CO DEL NEW | $2,525,000 | – | 36,528 | – | 0.01% | – |
| MFA | New | MFA FINL INC | $2,534,000 | – | 552,170 | – | 0.01% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $2,493,000 | – | 89,366 | – | 0.01% | – |
| SCHN | New | SCHNITZER STEEL INDS INCcl a | $2,461,000 | – | 50,180 | – | 0.01% | – |
| HMLP | New | HOEGH LNG PARTNERS LP | $2,174,000 | – | 123,620 | – | 0.01% | – |
| ATAX | New | AMERICA FIRST MULTIFAMILY INben unit ctf | $2,261,000 | – | 335,530 | – | 0.01% | – |
| AAIC | New | ARLINGTON ASSET INVST CORPcl a new | $2,193,000 | – | 540,160 | – | 0.01% | – |
| ATKR | New | ATKORE INC | $2,360,000 | – | 33,245 | – | 0.01% | – |
| BPMP | New | BP MIDSTREAM PARTNERS LPunit ltd ptnr | $2,248,000 | – | 155,230 | – | 0.01% | – |
| BGSF | New | BGSF INC | $2,271,000 | – | 184,020 | – | 0.01% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $2,256,000 | – | 139,660 | – | 0.01% | – |
| CCNE | New | CNB FINL CORP PA | $2,152,000 | – | 94,325 | – | 0.01% | – |
| CSGS | New | CSG SYS INTL INC | $2,340,000 | – | 49,600 | – | 0.01% | – |
| CIVB | New | CIVISTA BANCSHARES INC | $2,355,000 | – | 106,560 | – | 0.01% | – |
| CULP | New | CULP INC | $2,353,000 | – | 144,330 | – | 0.01% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $2,368,000 | – | 55,085 | – | 0.01% | – |
| FSBW | New | FS BANCORP INC | $2,410,000 | – | 33,810 | – | 0.01% | – |
| FBIZ | New | FIRST BUSINESS FINL SVCS INC | $2,307,000 | – | 85,226 | – | 0.01% | – |
| FUL | New | FULLER H B CO | $2,429,000 | – | 38,180 | – | 0.01% | – |
| FF | New | FUTUREFUEL CORP | $2,199,000 | – | 229,050 | – | 0.01% | – |
| GHM | New | GRAHAM CORP | $2,166,000 | – | 157,409 | – | 0.01% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $2,246,000 | – | 98,750 | – | 0.01% | – |
| GFF | New | GRIFFON CORP | $2,328,000 | – | 90,830 | – | 0.01% | – |
| HEES | New | H & E EQUIPMENT SERVICES INC | $2,457,000 | – | 73,860 | – | 0.01% | – |
| HWKN | New | HAWKINS INC | $2,278,000 | – | 69,550 | – | 0.01% | – |
| NTGR | New | NETGEAR INC | $2,269,000 | – | 59,220 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $2,333,000 | – | 54,564 | – | 0.01% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $2,330,000 | – | 101,006 | – | 0.01% | – |
| PETS | New | PETMED EXPRESS INC | $2,228,000 | – | 69,960 | – | 0.01% | – |
| RMAX | New | RE MAX HLDGS INCcl a | $2,273,000 | – | 68,190 | – | 0.01% | – |
| SASR | New | SANDY SPRING BANCORP INC | $2,383,000 | – | 54,009 | – | 0.01% | – |
| SNDR | New | SCHNEIDER NATIONAL INCcl b | $2,208,000 | – | 101,440 | – | 0.01% | – |
| BSRR | New | SIERRA BANCORP | $2,288,000 | – | 89,910 | – | 0.01% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $2,287,000 | – | 77,945 | – | 0.01% | – |
| TGNA | New | TEGNA INC | $2,328,000 | – | 124,106 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $2,330,000 | – | 89,700 | – | 0.01% | – |
| TRS | New | TRIMAS CORP | $2,214,000 | – | 72,990 | – | 0.01% | – |
| TRMK | New | TRUSTMARK CORP | $2,249,000 | – | 73,014 | – | 0.01% | – |
| UFPI | New | UFP INDUSTRIES INC | $2,369,000 | – | 31,867 | – | 0.01% | – |
| New | US ECOLOGY INC | $2,283,000 | – | 60,860 | – | 0.01% | – | |
| TCBK | New | TRICO BANCSHARES | $2,131,000 | – | 50,058 | – | 0.01% | – |
| PEBO | New | PEOPLES BANCORP INC | $2,057,000 | – | 69,430 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $2,089,000 | – | 9,100 | – | 0.01% | – |
| KBH | New | KB HOME | $2,110,000 | – | 51,825 | – | 0.01% | – |
| GLT | New | GLATFELTER CORPORATION | $2,108,000 | – | 150,920 | – | 0.01% | – |
| ARKK | New | ARK ETF TRput | $1,962,000 | – | 15,000 | – | 0.01% | – |
| GLD | New | SPDR GOLD TR | $663,000 | – | 4,000 | – | 0.00% | – |
| BMTX | New | BM TECHNOLOGIES INC | $774,000 | – | 62,231 | – | 0.00% | – |
| PFIX | New | SIMPLIFY EXCHANGE TRADED FUNsimplify interst | $567,000 | – | 13,700 | – | 0.00% | – |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $552,000 | – | 57,804 | – | 0.00% | – |
| BIIB | New | BIOGEN INC | $554,000 | – | 1,600 | – | 0.00% | – |
| CRC | New | CALIFORNIA RES CORP | $214,000 | – | 7,100 | – | 0.00% | – |
| DK | New | DELEK US HLDGS INC NEW | $375,000 | – | 17,352 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -172,700 | – | 0.00% | – |
| KLXE | Exit | KLX ENERGY SERVICS HOLDNGS I | $0 | – | -62,252 | – | -0.00% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -210,000 | – | -0.00% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -187,500 | – | -0.00% | – |
| GASS | Exit | STEALTHGAS INC | $0 | – | -128,751 | – | -0.00% | – |
| OIS | Exit | OIL STS INTL INC | $0 | – | -270,830 | – | -0.00% | – |
| DRQ | Exit | DRIL QUIP INC | $0 | – | -38,420 | – | -0.00% | – |
| WTBA | Exit | WEST BANCORPORATION INCcap stk | $0 | – | -76,107 | – | -0.01% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -116,410 | – | -0.01% | – |
| OBNK | Exit | ORIGIN BANCORP INC | $0 | – | -53,200 | – | -0.01% | – |
| CCNE | Exit | CNB FINL CORP PA | $0 | – | -76,040 | – | -0.01% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -90,688 | – | -0.01% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -45,083 | – | -0.01% | – |
| CAC | Exit | CAMDEN NATL CORP | $0 | – | -37,590 | – | -0.01% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -107,430 | – | -0.01% | – |
| FTI | Exit | TECHNIPFMC PLC | $0 | – | -166,270 | – | -0.01% | – |
| SNEX | Exit | STONEX GROUP INC | $0 | – | -22,370 | – | -0.01% | – |
| NVEC | Exit | NVE CORP | $0 | – | -23,470 | – | -0.01% | – |
| BWB | Exit | BRIDGEWATER BANCSHARES INC | $0 | – | -127,650 | – | -0.01% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -78,530 | – | -0.01% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -79,786 | – | -0.01% | – |
| WLKP | Exit | WESTLAKE CHEM PARTNERS LP | $0 | – | -63,160 | – | -0.01% | – |
| BSRR | Exit | SIERRA BANCORP | $0 | – | -69,770 | – | -0.01% | – |
| HFWA | Exit | HERITAGE FINL CORP WASH | $0 | – | -61,060 | – | -0.01% | – |
| TSC | Exit | TRISTATE CAP HLDGS INC | $0 | – | -90,610 | – | -0.01% | – |
| PEBO | Exit | PEOPLES BANCORP INC | $0 | – | -61,930 | – | -0.01% | – |
| XPER | Exit | XPERI HOLDING CORP | $0 | – | -99,350 | – | -0.01% | – |
| SPFI | Exit | SOUTH PLAINS FINANCIAL INC | $0 | – | -93,460 | – | -0.01% | – |
| STFC | Exit | STATE AUTO FINL CORP | $0 | – | -74,640 | – | -0.01% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -90,936 | – | -0.01% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -53,374 | – | -0.01% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -60,630 | – | -0.01% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -72,320 | – | -0.01% | – |
| BGSF | Exit | BG STAFFING INC | $0 | – | -135,820 | – | -0.01% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -97,336 | – | -0.01% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -52,494 | – | -0.01% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -84,290 | – | -0.01% | – |
| ARI | Exit | APOLLO COML REAL EST FIN INC | $0 | – | -133,440 | – | -0.01% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -85,656 | – | -0.01% | – |
| HBB | Exit | HAMILTON BEACH BRANDS HLDG C | $0 | – | -69,990 | – | -0.01% | – |
| GPMT | Exit | GRANITE PT MTG TR INC | $0 | – | -183,060 | – | -0.01% | – |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -54,620 | – | -0.01% | – |
| SCHN | Exit | SCHNITZER STL INDScl a | $0 | – | -69,500 | – | -0.01% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -99,219 | – | -0.01% | – |
| CULP | Exit | CULP INC | $0 | – | -108,620 | – | -0.01% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -86,449 | – | -0.01% | – |
| RCKY | Exit | ROCKY BRANDS INC | $0 | – | -53,250 | – | -0.01% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -139,650 | – | -0.01% | – |
| FSBW | Exit | FS BANCORP INC | $0 | – | -33,870 | – | -0.01% | – |
| MFA | Exit | MFA FINL INC | $0 | – | -465,670 | – | -0.01% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -86,420 | – | -0.01% | – |
| CFB | Exit | CROSSFIRST BANKSHARES INC | $0 | – | -141,200 | – | -0.01% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -56,350 | – | -0.01% | – |
| TRTX | Exit | TPG RE FIN TR INC | $0 | – | -147,360 | – | -0.01% | – |
| PRK | Exit | PARK NATL CORP | $0 | – | -17,330 | – | -0.01% | – |
| NYMT | Exit | NEW YORK MTG TR INC | $0 | – | -486,650 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -62,405 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -52,309 | – | -0.01% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -52,534 | – | -0.01% | – |
| HMLP | Exit | HOEGH LNG PARTNERS LP | $0 | – | -121,130 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -10,200 | – | -0.01% | – |
| AB | Exit | ALLIANCEBERNSTEIN HLDG L Punit ltd partn | $0 | – | -80,081 | – | -0.01% | – |
| PFC | Exit | PREMIER FINANCIAL CORP | $0 | – | -142,930 | – | -0.01% | – |
| AMAL | Exit | AMALGAMATED BK NEW YORK N Yclass a | $0 | – | -210,700 | – | -0.01% | – |
| RES | Exit | RPC INC | $0 | – | -810,800 | – | -0.01% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -330,340 | – | -0.01% | – |
| WHD | Exit | CACTUS INCcl a | $0 | – | -118,820 | – | -0.01% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -108,850 | – | -0.01% | – |
| KE | Exit | KIMBALL ELECTRONICS INC | $0 | – | -194,470 | – | -0.01% | – |
| TG | Exit | TREDEGAR CORP | $0 | – | -149,580 | – | -0.01% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -182,680 | – | -0.01% | – |
| WTTR | Exit | SELECT ENERGY SVCS INC | $0 | – | -553,610 | – | -0.01% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -81,337 | – | -0.01% | – |
| WASH | Exit | WASHINGTON TR BANCORP | $0 | – | -73,960 | – | -0.01% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -13,480 | – | -0.01% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -167,864 | – | -0.01% | – |
| CR | Exit | CRANE CO | $0 | – | -46,330 | – | -0.01% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -75,282 | – | -0.01% | – |
| WSFS | Exit | WSFS FINL CORP | $0 | – | -90,040 | – | -0.01% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -148,460 | – | -0.01% | – |
| FMBH | Exit | FIRST MID BANCSHARES INC | $0 | – | -97,848 | – | -0.01% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -161,360 | – | -0.01% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -351,380 | – | -0.01% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -154,479 | – | -0.01% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -231,470 | – | -0.01% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -34,100 | – | -0.01% | – |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -86,830 | – | -0.01% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -243,590 | – | -0.01% | – |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -54,940 | – | -0.01% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -90,615 | – | -0.01% | – |
| RNST | Exit | RENASANT CORP | $0 | – | -103,120 | – | -0.01% | – |
| FHI | Exit | FEDERATED HERMES INCcl b | $0 | – | -111,110 | – | -0.01% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -107,446 | – | -0.01% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -137,684 | – | -0.01% | – |
| PLPC | Exit | PREFORMED LINE PRODS CO | $0 | – | -49,443 | – | -0.01% | – |
| TLYS | Exit | TILLYS INCcl a | $0 | – | -403,100 | – | -0.01% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -134,240 | – | -0.01% | – |
| FF | Exit | FUTUREFUEL CORP | $0 | – | -208,010 | – | -0.01% | – |
| WMK | Exit | WEIS MKTS INC | $0 | – | -52,650 | – | -0.01% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -206,219 | – | -0.01% | – |
| ACA | Exit | ARCOSA INC | $0 | – | -56,030 | – | -0.01% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -56,430 | – | -0.01% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -33,420 | – | -0.01% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -84,260 | – | -0.01% | – |
| AGM | Exit | FEDERAL AGRIC MTG CORPcl c | $0 | – | -36,760 | – | -0.01% | – |
| VC | Exit | VISTEON CORP | $0 | – | -35,120 | – | -0.01% | – |
| AYI | Exit | ACUITY BRANDS INC | $0 | – | -23,380 | – | -0.01% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -447,988 | – | -0.01% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP IN | $0 | – | -36,850 | – | -0.01% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -288,388 | – | -0.01% | – |
| RBCAA | Exit | REPUBLIC BANCORP INC KYcl a | $0 | – | -83,570 | – | -0.01% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -95,530 | – | -0.01% | – |
| VNO | Exit | VORNADO RLTY TRsh ben int | $0 | – | -69,050 | – | -0.01% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -278,537 | – | -0.01% | – |
| NXGN | Exit | NEXTGEN HEALTHCARE INC | $0 | – | -192,280 | – | -0.01% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -268,924 | – | -0.01% | – |
| SGU | Exit | STAR GROUP L Punit ltd partnr | $0 | – | -259,549 | – | -0.01% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -168,931 | – | -0.01% | – |
| HTLF | Exit | HEARTLAND FINL USA INC | $0 | – | -78,140 | – | -0.01% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -294,943 | – | -0.01% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -123,229 | – | -0.01% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -120,943 | – | -0.01% | – |
| STRL | Exit | STERLING CONSTRUCTION CO INC | $0 | – | -180,840 | – | -0.01% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -668,880 | – | -0.01% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -52,725 | – | -0.01% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -306,100 | – | -0.01% | – |
| TPR | Exit | TAPESTRY INC | $0 | – | -166,710 | – | -0.01% | – |
| BHB | Exit | BAR HBR BANKSHARES | $0 | – | -125,662 | – | -0.01% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -51,900 | – | -0.01% | – |
| WSBC | Exit | WESBANCO INC | $0 | – | -119,170 | – | -0.01% | – |
| GPX | Exit | GP STRATEGIES CORP | $0 | – | -271,313 | – | -0.01% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -11,586 | – | -0.01% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -82,490 | – | -0.01% | – |
| UFI | Exit | UNIFI INC | $0 | – | -204,140 | – | -0.01% | – |
| HCC | Exit | WARRIOR MET COAL INC | $0 | – | -159,110 | – | -0.01% | – |
| HUN | Exit | HUNTSMAN CORP | $0 | – | -117,980 | – | -0.01% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -135,783 | – | -0.01% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -182,050 | – | -0.01% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -200,205 | – | -0.01% | – |
| FL | Exit | FOOT LOCKER INC | $0 | – | -84,740 | – | -0.01% | – |
| EEX | Exit | EMERALD HOLDING INC | $0 | – | -1,442,540 | – | -0.01% | – |
| WEX | Exit | WEX INC | $0 | – | -20,530 | – | -0.01% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -99,600 | – | -0.01% | – |
| Exit | ALTUS MIDSTREAM CO | $0 | – | -280,993 | – | -0.01% | – | |
| CLNC | Exit | COLONY CR REAL ESTATE INC | $0 | – | -642,665 | – | -0.01% | – |
| CVE | Exit | CENOVUS ENERGY INC | $0 | – | -791,150 | – | -0.01% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -2,097,491 | – | -0.01% | – |
| CHX | Exit | CHAMPIONX CORPORATION | $0 | – | -383,330 | – | -0.01% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -156,415 | – | -0.02% | – |
| FMBI | Exit | FIRST MIDWEST BANCORP DEL | $0 | – | -314,030 | – | -0.02% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -819,350 | – | -0.02% | – |
| DBI | Exit | DESIGNER BRANDS INCcl a | $0 | – | -591,000 | – | -0.02% | – |
| CMA | Exit | COMERICA INC | $0 | – | -87,050 | – | -0.02% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -162,540 | – | -0.02% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -59,867 | – | -0.02% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -296,837 | – | -0.02% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -6,490 | – | -0.02% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -130,500 | – | -0.02% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -114,488 | – | -0.02% | – |
| FNB | Exit | F N B CORP | $0 | – | -530,110 | – | -0.02% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -42,295 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -52,805 | – | -0.02% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -236,898 | – | -0.02% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -164,222 | – | -0.02% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -120,901 | – | -0.02% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -333,700 | – | -0.02% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -93,460 | – | -0.02% | – |
| FBK | Exit | FB FINL CORP | $0 | – | -140,429 | – | -0.02% | – |
| AN | Exit | AUTONATION INC | $0 | – | -67,680 | – | -0.02% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -231,531 | – | -0.02% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -86,740 | – | -0.02% | – |
| ALX | Exit | ALEXANDERS INC | $0 | – | -14,670 | – | -0.02% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -82,310 | – | -0.02% | – |
| CNOB | Exit | CONNECTONE BANCORP INC | $0 | – | -254,100 | – | -0.02% | – |
| VRA | Exit | VERA BRADLEY INC | $0 | – | -558,890 | – | -0.02% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -267,812 | – | -0.02% | – |
| FLS | Exit | FLOWSERVE CORP | $0 | – | -133,090 | – | -0.02% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -357,710 | – | -0.02% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -287,320 | – | -0.02% | – |
| ESTE | Exit | EARTHSTONE ENERGY INCcl a | $0 | – | -1,385,871 | – | -0.02% | – |
| PFS | Exit | PROVIDENT FINL SVCS INC | $0 | – | -294,260 | – | -0.02% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -370,079 | – | -0.02% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -91,480 | – | -0.02% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -395,554 | – | -0.02% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -51,100 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -335,657 | – | -0.02% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -102,766 | – | -0.02% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -253,490 | – | -0.02% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -27,660 | – | -0.02% | – |
| IMKTA | Exit | INGLES MKTS INCcl a | $0 | – | -97,590 | – | -0.02% | – |
| VLGEA | Exit | VILLAGE SUPER MKT INCcl a new | $0 | – | -149,400 | – | -0.02% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -337,644 | – | -0.02% | – |
| BOKF | Exit | BOK FINL CORP | $0 | – | -70,880 | – | -0.02% | – |
| FNKO | Exit | FUNKO INC | $0 | – | -638,630 | – | -0.02% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -1,236,360 | – | -0.02% | – |
| GSBC | Exit | GREAT SOUTHN BANCORP INC | $0 | – | -102,700 | – | -0.02% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -146,192 | – | -0.02% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -326,830 | – | -0.02% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -78,700 | – | -0.02% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -471,470 | – | -0.02% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -38,499 | – | -0.02% | – |
| CLF | Exit | CLEVELAND-CLIFFS INC NEW | $0 | – | -615,541 | – | -0.02% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -127,850 | – | -0.02% | – |
| SWX | Exit | SOUTHWEST GAS HOLDINGS INC | $0 | – | -62,150 | – | -0.02% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -230,623 | – | -0.02% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -308,177 | – | -0.02% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -458,974 | – | -0.02% | – |
| IIIN | Exit | INSTEEL INDS INC | $0 | – | -213,370 | – | -0.02% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -72,378 | – | -0.02% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -126,770 | – | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -390,920 | – | -0.02% | – |
| EQBK | Exit | EQUITY BANCSHARES INC | $0 | – | -261,680 | – | -0.02% | – |
| ULH | Exit | UNIVERSAL LOGISTICS HLDGS IN | $0 | – | -187,860 | – | -0.02% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -115,560 | – | -0.02% | – |
| ESNT | Exit | ESSENT GROUP LTD | $0 | – | -104,730 | – | -0.02% | – |
| FIX | Exit | COMFORT SYS USA INC | $0 | – | -80,410 | – | -0.02% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -341,498 | – | -0.02% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -89,393 | – | -0.02% | – |
| MGY | Exit | MAGNOLIA OIL & GAS CORPcl a | $0 | – | -828,740 | – | -0.02% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -694,460 | – | -0.02% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -100,723 | – | -0.02% | – |
| CLNY | Exit | COLONY CAP INC NEW | $0 | – | -1,543,300 | – | -0.02% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -431,326 | – | -0.02% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -64,200 | – | -0.02% | – |
| Exit | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $0 | – | -4,695,000 | – | -0.02% | – | |
| LBRT | Exit | LIBERTY OILFIELD SVCS INC | $0 | – | -541,330 | – | -0.02% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -319,010 | – | -0.02% | – |
| TRWH | Exit | TWIN RIV WORLDWIDE HLDGS INC | $0 | – | -164,850 | – | -0.02% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -543,026 | – | -0.02% | – |
| GIII | Exit | G III APPAREL GROUP LTD | $0 | – | -335,950 | – | -0.02% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -426,449 | – | -0.02% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -628,653 | – | -0.02% | – |
| SOI | Exit | SOLARIS OILFIELD INFRSTR INC | $0 | – | -685,290 | – | -0.02% | – |
| DXPE | Exit | DXP ENTERPRISES INC | $0 | – | -279,230 | – | -0.02% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -219,780 | – | -0.02% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -155,739 | – | -0.02% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -238,070 | – | -0.02% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -358,782 | – | -0.02% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -289,820 | – | -0.02% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES INC | $0 | – | -400,675 | – | -0.02% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -222,961 | – | -0.02% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -98,772 | – | -0.02% | – |
| MD | Exit | MEDNAX INC | $0 | – | -278,730 | – | -0.02% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -49,890 | – | -0.02% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -113,791 | – | -0.02% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -129,680 | – | -0.02% | – |
| EBIX | Exit | EBIX INC | $0 | – | -226,540 | – | -0.02% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -119,366 | – | -0.02% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -176,110 | – | -0.02% | – |
| GCO | Exit | GENESCO INC | $0 | – | -214,360 | – | -0.02% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -120,550 | – | -0.02% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -801,675 | – | -0.02% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -274,570 | – | -0.02% | – |
| XEC | Exit | CIMAREX ENERGY CO | $0 | – | -190,050 | – | -0.02% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -152,735 | – | -0.02% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -238,473 | – | -0.02% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -617,578 | – | -0.02% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -84,200 | – | -0.02% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -142,060 | – | -0.02% | – |
| AXS | Exit | AXIS CAP HLDGS LTD | $0 | – | -108,330 | – | -0.02% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -111,243 | – | -0.02% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -257,426 | – | -0.02% | – |
| KNL | Exit | KNOLL INC | $0 | – | -407,396 | – | -0.02% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -907,748 | – | -0.02% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -182,020 | – | -0.02% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -381,619 | – | -0.02% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -170,440 | – | -0.02% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -426,547 | – | -0.02% | – |
| AEO | Exit | AMERICAN EAGLE OUTFITTERS IN | $0 | – | -330,050 | – | -0.02% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -155,343 | – | -0.02% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -310,458 | – | -0.02% | – |
| SR | Exit | SPIRE INC | $0 | – | -89,267 | – | -0.02% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -885,240 | – | -0.02% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -280,381 | – | -0.02% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -133,900 | – | -0.02% | – |
| CADE | Exit | CADENCE BANCORPORATIONcl a | $0 | – | -554,780 | – | -0.02% | – |
| CSTE | Exit | CAESARSTONE LTD | $0 | – | -487,529 | – | -0.02% | – |
| ENS | Exit | ENERSYS | $0 | – | -72,120 | – | -0.02% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -410,065 | – | -0.02% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -308,730 | – | -0.02% | – |
| CBT | Exit | CABOT CORP | $0 | – | -132,480 | – | -0.02% | – |
| UFS | Exit | DOMTAR CORP | $0 | – | -180,280 | – | -0.02% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -218,210 | – | -0.02% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -99,304 | – | -0.02% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -120,400 | – | -0.02% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -358,371 | – | -0.02% | – |
| PNM | Exit | PNM RES INC | $0 | – | -116,655 | – | -0.02% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -181,806 | – | -0.02% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -235,870 | – | -0.02% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -67,050 | – | -0.02% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -747,010 | – | -0.02% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -238,198 | – | -0.02% | – |
| ALE | Exit | ALLETE INC | $0 | – | -96,603 | – | -0.02% | – |
| AZZ | Exit | AZZ INC | $0 | – | -147,840 | – | -0.02% | – |
| BRY | Exit | BERRY CORP | $0 | – | -1,592,390 | – | -0.02% | – |
| TCBI | Exit | TEXAS CAP BANCSHARES INC | $0 | – | -161,480 | – | -0.02% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -199,270 | – | -0.02% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -271,860 | – | -0.02% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -89,941 | – | -0.02% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -175,117 | – | -0.02% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -40,442 | – | -0.02% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -206,722 | – | -0.02% | – |
| EBF | Exit | ENNIS INC | $0 | – | -285,134 | – | -0.02% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -192,400 | – | -0.02% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -493,913 | – | -0.02% | – |
| AIR | Exit | AAR CORP | $0 | – | -270,910 | – | -0.02% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -277,763 | – | -0.02% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -103,890 | – | -0.02% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -339,011 | – | -0.02% | – |
| CASS | Exit | CASS INFORMATION SYS INC | $0 | – | -130,910 | – | -0.02% | – |
| BHLB | Exit | BERKSHIRE HILLS BANCORP INC | $0 | – | -540,510 | – | -0.02% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -215,163 | – | -0.02% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -125,115 | – | -0.02% | – |
| DOOR | Exit | MASONITE INTL CORP | $0 | – | -55,539 | – | -0.02% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -183,972 | – | -0.02% | – |
| LTHM | Exit | LIVENT CORP | $0 | – | -619,500 | – | -0.02% | – |
| IGT | Exit | INTERNATIONAL GAME TECHNOLOG | $0 | – | -543,150 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -32,932 | – | -0.03% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -240,643 | – | -0.03% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -379,622 | – | -0.03% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -762,371 | – | -0.03% | – |
| LEA | Exit | LEAR CORP | $0 | – | -61,940 | – | -0.03% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -370,482 | – | -0.03% | – |
| PDCE | Exit | PDC ENERGY INC | $0 | – | -572,032 | – | -0.03% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,129,516 | – | -0.04% | – |
| AFI | Exit | ARMSTRONG FLOORING INC | $0 | – | -2,504,024 | – | -0.04% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -299,312 | – | -0.04% | – |
| RL | Exit | RALPH LAUREN CORPcl a | $0 | – | -148,490 | – | -0.05% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -251,730 | – | -0.05% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -7,521,710 | – | -0.06% | – |
| KFY | Exit | KORN FERRY | $0 | – | -438,676 | – | -0.06% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,036,245 | – | -0.06% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -1,438,720 | – | -0.06% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -448,453 | – | -0.06% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -433,180 | – | -0.06% | – |
| BDC | Exit | BELDEN INC | $0 | – | -474,040 | – | -0.07% | – |
| NEX | Exit | NEXTIER OILFIELD SOLUTIONS | $0 | – | -7,940,975 | – | -0.07% | – |
| RMR | Exit | RMR GROUP INCcl a | $0 | – | -549,150 | – | -0.07% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -15,309,954 | – | -0.07% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -171,698 | – | -0.07% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -1,398,540 | – | -0.07% | – |
| VST | Exit | VISTRA CORP | $0 | – | -823,450 | – | -0.07% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -1,248,760 | – | -0.07% | – |
| MATX | Exit | MATSON INC | $0 | – | -406,477 | – | -0.07% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -937,712 | – | -0.07% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -560,480 | – | -0.08% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -1,221,479 | – | -0.08% | – |
| H | Exit | HYATT HOTELS CORP | $0 | – | -352,840 | – | -0.08% | – |
| AVT | Exit | AVNET INC | $0 | – | -736,030 | – | -0.09% | – |
| ERJ | Exit | EMBRAER S.A.sponsored ads | $0 | – | -5,266,440 | – | -0.10% | – |
| KBR | Exit | KBR INC | $0 | – | -1,068,156 | – | -0.11% | – |
| GBLI | Exit | GLOBAL INDEMNITY GROUP LLC | $0 | – | -1,169,333 | – | -0.11% | – |
| HNGR | Exit | HANGER INC | $0 | – | -1,554,126 | – | -0.11% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -725,899 | – | -0.11% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -3,820,430 | – | -0.12% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -806,830 | – | -0.13% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -595,530 | – | -0.14% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -1,349,586 | – | -0.14% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -20,193,867 | – | -0.14% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -777,494 | – | -0.14% | – |
| SLM | Exit | SLM CORP | $0 | – | -3,895,980 | – | -0.14% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -626,251 | – | -0.14% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -3,628,508 | – | -0.16% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -646,063 | – | -0.16% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -902,171 | – | -0.18% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -2,399,910 | – | -0.18% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -2,726,522 | – | -0.18% | – |
| ETRN | Exit | EQUITRANS MIDSTREAM CORP | $0 | – | -4,810,650 | – | -0.18% | – |
| GTS | Exit | TRIPLE-S MGMT CORPcl b | $0 | – | -2,342,140 | – | -0.19% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -2,430,750 | – | -0.20% | – |
| DIOD | Exit | DIODES INC | $0 | – | -790,719 | – | -0.20% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -5,144,104 | – | -0.21% | – |
| BA | Exit | BOEING CO | $0 | – | -282,110 | – | -0.21% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -945,832 | – | -0.21% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -2,146,300 | – | -0.22% | – |
| ODP | Exit | THE ODP CORP | $0 | – | -2,650,856 | – | -0.23% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -3,225,795 | – | -0.24% | – |
| UHAL | Exit | AMERCO | $0 | – | -154,512 | – | -0.25% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -204,311 | – | -0.26% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -3,703,578 | – | -0.27% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -4,425,151 | – | -0.27% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -7,878,343 | – | -0.27% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -3,548,469 | – | -0.28% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -780,450 | – | -0.28% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -7,535,105 | – | -0.30% | – |
| HUM | Exit | HUMANA INC | $0 | – | -195,100 | – | -0.37% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -1,244,570 | – | -0.37% | – |
| CNC | Exit | CENTENE CORP DEL | $0 | – | -1,424,688 | – | -0.38% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -1,822,295 | – | -0.40% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -980,190 | – | -0.40% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -563,770 | – | -0.41% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -4,303,285 | – | -0.42% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -2,544,812 | – | -0.42% | – |
| BKR | Exit | BAKER HUGHES COMPANYcl a | $0 | – | -6,955,300 | – | -0.42% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -2,781,583 | – | -0.43% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -1,313,083 | – | -0.51% | – |
| SLB | Exit | SCHLUMBERGER LTD | $0 | – | -7,788,750 | – | -0.55% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -864,452 | – | -0.56% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -2,508,116 | – | -0.62% | – |
| VIAC | Exit | VIACOMCBS INCcl b | $0 | – | -4,855,397 | – | -0.62% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -2,592,507 | – | -0.68% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -12,408,064 | – | -0.68% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,542,242 | – | -0.68% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -6,580,800 | – | -0.73% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -5,511,157 | – | -0.73% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -3,525,287 | – | -0.80% | – |
| BKNG | Exit | BOOKING HOLDINGS INC | $0 | – | -104,328 | – | -0.81% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -3,290,915 | – | -0.86% | – |
| APA | Exit | APACHE CORP | $0 | – | -21,580,544 | – | -0.93% | – |
| PNC | Exit | PNC FINL SVCS GROUP INC | $0 | – | -1,947,960 | – | -0.97% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -153,332 | – | -1.02% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -12,496,904 | – | -1.04% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -17,040,934 | – | -1.08% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -9,531,973 | – | -1.09% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -6,672,410 | – | -1.12% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -27,756,052 | – | -1.14% | – |
| ZBH | Exit | ZIMMER BIOMET HOLDINGS INC | $0 | – | -1,893,528 | – | -1.17% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -63,432,211 | – | -1.18% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -13,841,570 | – | -1.23% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -7,404,500 | – | -1.26% | – |
| IP | Exit | INTERNATIONAL PAPER CO | $0 | – | -6,928,086 | – | -1.28% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -944,116 | – | -1.34% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -4,941,241 | – | -1.38% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -3,152,199 | – | -1.40% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,928,191 | – | -1.44% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -29,121,200 | – | -1.44% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -24,250,746 | – | -1.48% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -7,453,312 | – | -1.56% | – |
| HES | Exit | HESS CORP | $0 | – | -8,449,444 | – | -1.57% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -44,816,314 | – | -1.59% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -37,661,398 | – | -1.60% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -14,983,834 | – | -1.72% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,761,061 | – | -1.78% | – |
| GLW | Exit | CORNING INC | $0 | – | -13,002,223 | – | -1.91% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -17,668,304 | – | -1.93% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -9,558,927 | – | -1.99% | – |
| PPL | Exit | PPL CORP | $0 | – | -17,582,654 | – | -2.17% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -2,517,588 | – | -2.30% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,397,995 | – | -2.30% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -2,098,129 | – | -2.40% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -2,538,696 | – | -2.42% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,055,689 | – | -2.51% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -9,502,956 | – | -2.58% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -20,300,897 | – | -2.73% | – |
| C | Exit | CITIGROUP INC | $0 | – | -17,790,717 | – | -3.48% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -33,036,664 | – | -3.53% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -33,816,590 | – | -4.23% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -164,299,378 | – | -4.65% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | Buy | GENERAL ELECTRIC CO | $1,023,585,000 | +10.3% | 164,299,378 | +20.9% | 4.65% | +7.7% |
| AIG | Buy | AMERICAN INTL GROUP INC | $930,971,000 | +8.9% | 33,816,590 | +23.4% | 4.23% | +6.4% |
| WFC | Buy | WELLS FARGO CO NEW | $776,692,000 | +4.5% | 33,036,664 | +13.8% | 3.53% | +2.0% |
| C | Buy | CITIGROUP INC | $766,958,000 | +27.7% | 17,790,717 | +51.4% | 3.48% | +24.7% |
| GM | Buy | GENERAL MTRS CO | $600,704,000 | +18.5% | 20,300,897 | +1.3% | 2.73% | +15.7% |
| ORCL | Sell | ORACLE CORP | $567,326,000 | +6.7% | 9,502,956 | -1.2% | 2.58% | +4.2% |
| ANTM | Buy | ANTHEM INC | $552,138,000 | +26.0% | 2,055,689 | +23.3% | 2.51% | +23.0% |
| MSFT | Sell | MICROSOFT CORP | $533,964,000 | -30.6% | 2,538,696 | -32.8% | 2.42% | -32.2% |
| FDX | Sell | FEDEX CORP | $527,721,000 | +38.4% | 2,098,129 | -22.8% | 2.40% | +35.1% |
| CMI | Sell | CUMMINS INC | $506,361,000 | +5.7% | 2,397,995 | -13.2% | 2.30% | +3.3% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $505,960,000 | -0.8% | 2,517,588 | -2.5% | 2.30% | -3.2% |
| PPL | Buy | PPL CORP | $478,424,000 | +24.3% | 17,582,654 | +18.1% | 2.17% | +21.4% |
| MGA | Buy | MAGNA INTL INC | $437,321,000 | +3.9% | 9,558,927 | +1.1% | 1.99% | +1.5% |
| BAC | Buy | BK OF AMERICA CORP | $425,629,000 | +6.6% | 17,668,304 | +5.1% | 1.93% | +4.1% |
| GLW | Sell | CORNING INC | $421,402,000 | +3.8% | 13,002,223 | -17.0% | 1.91% | +1.4% |
| MDT | Sell | MEDTRONIC PLC | $390,849,000 | +1.3% | 3,761,061 | -10.6% | 1.78% | -1.1% |
| CFG | Sell | CITIZENS FINL GROUP INC | $378,791,000 | -5.8% | 14,983,834 | -5.9% | 1.72% | -8.0% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $352,887,000 | -2.9% | 37,661,398 | +0.8% | 1.60% | -5.2% |
| CNHI | Sell | CNH INDL N V | $350,464,000 | +11.0% | 44,816,314 | -0.2% | 1.59% | +8.3% |
| HES | Buy | HESS CORP | $345,836,000 | -14.5% | 8,449,444 | +8.2% | 1.57% | -16.6% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $344,790,000 | +8.4% | 7,453,312 | -8.7% | 1.56% | +5.8% |
| VOD | Buy | VODAFONE GROUP PLC NEWsponsored adr | $325,445,000 | -7.4% | 24,250,746 | +10.0% | 1.48% | -9.5% |
| ERIC | Buy | ERICSSONadr b sek 10 | $317,130,000 | +17.4% | 29,121,200 | +0.3% | 1.44% | +14.7% |
| TRV | Buy | TRAVELERS COMPANIES INC | $316,801,000 | +3.2% | 2,928,191 | +8.8% | 1.44% | +0.7% |
| TEL | Sell | TE CONNECTIVITY LTD | $308,096,000 | +2.7% | 3,152,199 | -14.3% | 1.40% | +0.3% |
| UL | Sell | UNILEVER PLCspon adr new | $304,776,000 | +4.9% | 4,941,241 | -6.6% | 1.38% | +2.5% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $294,347,000 | +3.8% | 944,116 | -1.8% | 1.34% | +1.4% |
| IP | Sell | INTERNATIONAL PAPER CO | $280,865,000 | +7.7% | 6,928,086 | -6.4% | 1.28% | +5.2% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $278,705,000 | -5.4% | 7,404,500 | +2.5% | 1.26% | -7.7% |
| DISCK | Buy | DISCOVERY INC | $271,295,000 | +12.0% | 13,841,570 | +10.1% | 1.23% | +9.4% |
| MRO | Buy | MARATHON OIL CORP | $259,438,000 | +44.2% | 63,432,211 | +115.8% | 1.18% | +40.9% |
| ZBH | Sell | ZIMMER BIOMET HOLDINGS INC | $257,785,000 | +2.5% | 1,893,528 | -10.2% | 1.17% | 0.0% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $251,470,000 | -17.3% | 27,756,052 | +11.8% | 1.14% | -19.3% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $245,945,000 | +4.8% | 6,672,410 | +9.6% | 1.12% | +2.4% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $239,920,000 | -8.9% | 9,531,973 | +18.3% | 1.09% | -11.0% |
| NWSA | Sell | NEWS CORP NEWcl a | $238,914,000 | -2.0% | 17,040,934 | -17.1% | 1.08% | -4.3% |
| EQH | Buy | EQUITABLE HLDGS INC | $227,944,000 | -4.9% | 12,496,904 | +0.5% | 1.04% | -7.2% |
| GOOGL | Sell | ALPHABET INCcap stk cl a | $224,723,000 | -5.9% | 153,332 | -8.9% | 1.02% | -8.1% |
| PNC | Buy | PNC FINL SVCS GROUP INC | $214,100,000 | +7.3% | 1,947,960 | +2.8% | 0.97% | +4.9% |
| APA | Buy | APACHE CORP | $204,368,000 | -18.1% | 21,580,544 | +16.7% | 0.93% | -20.0% |
| DFS | Sell | DISCOVER FINL SVCS | $190,149,000 | -13.8% | 3,290,915 | -25.3% | 0.86% | -15.9% |
| BKNG | Sell | BOOKING HOLDINGS INC | $178,472,000 | -3.2% | 104,328 | -9.9% | 0.81% | -5.5% |
| SNY | Buy | SANOFIsponsored adr | $176,864,000 | -0.3% | 3,525,287 | +1.4% | 0.80% | -2.7% |
| MPC | Buy | MARATHON PETE CORP | $161,697,000 | -1.8% | 5,511,157 | +25.1% | 0.73% | -4.2% |
| HOG | Sell | HARLEY DAVIDSON INC | $161,493,000 | +1.7% | 6,580,800 | -1.5% | 0.73% | -0.7% |
| STT | Buy | STATE STR CORP | $150,831,000 | -5.7% | 2,542,242 | +1.0% | 0.68% | -7.9% |
| HAL | Sell | HALLIBURTON CO | $149,517,000 | -8.6% | 12,408,064 | -1.6% | 0.68% | -10.8% |
| MDLZ | Buy | MONDELEZ INTL INCcl a | $148,940,000 | +13.0% | 2,592,507 | +0.6% | 0.68% | +10.3% |
| SO | Buy | SOUTHERN CO | $135,990,000 | +7.6% | 2,508,116 | +2.9% | 0.62% | +4.9% |
| VIAC | Sell | VIACOMCBS INCcl b | $136,000,000 | +16.1% | 4,855,397 | -3.3% | 0.62% | +13.2% |
| TXN | Sell | TEXAS INSTRS INC | $123,435,000 | +11.6% | 864,452 | -0.8% | 0.56% | +8.9% |
| SLB | Buy | SCHLUMBERGER LTD | $121,193,000 | -12.9% | 7,788,750 | +3.0% | 0.55% | -15.0% |
| PCAR | Sell | PACCAR INC | $111,980,000 | -7.8% | 1,313,083 | -19.0% | 0.51% | -9.9% |
| BK | Sell | BANK NEW YORK MELLON CORP | $95,520,000 | -11.3% | 2,781,583 | -0.1% | 0.43% | -13.4% |
| BKR | New | BAKER HUGHES COMPANYcl a | $92,436,000 | – | 6,955,300 | – | 0.42% | – |
| BPOP | Buy | POPULAR INC | $92,300,000 | +5.6% | 2,544,812 | +8.3% | 0.42% | +3.2% |
| FITB | Buy | FIFTH THIRD BANCORP | $91,746,000 | +76.0% | 4,303,285 | +59.2% | 0.42% | +72.3% |
| ESGR | Sell | ENSTAR GROUP LIMITED | $91,049,000 | -2.3% | 563,770 | -7.6% | 0.41% | -4.6% |
| EEFT | Buy | EURONET WORLDWIDE INC | $89,295,000 | +79.2% | 980,190 | +88.5% | 0.40% | +74.6% |
| MS | Sell | MORGAN STANLEY | $88,108,000 | -13.9% | 1,822,295 | -14.0% | 0.40% | -16.0% |
| CNC | Sell | CENTENE CORP DEL | $83,102,000 | -8.4% | 1,424,688 | -0.2% | 0.38% | -10.7% |
| EVR | Sell | EVERCORE INCclass a | $81,470,000 | -18.3% | 1,244,570 | -26.5% | 0.37% | -20.3% |
| HUM | Sell | HUMANA INC | $80,750,000 | +6.7% | 195,100 | -0.1% | 0.37% | +4.3% |
| FLR | Buy | FLUOR CORP NEW | $66,384,000 | -22.8% | 7,535,105 | +5.9% | 0.30% | -24.8% |
| ARW | Sell | ARROW ELECTRS INC | $61,390,000 | -11.8% | 780,450 | -22.9% | 0.28% | -13.6% |
| ADNT | Buy | ADIENT PLC | $61,495,000 | +6.1% | 3,548,469 | +0.5% | 0.28% | +3.3% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $60,427,000 | -16.8% | 7,878,343 | -2.9% | 0.27% | -18.9% |
| CNO | Sell | CNO FINL GROUP INC | $59,405,000 | -9.7% | 3,703,578 | -12.4% | 0.27% | -11.8% |
| SRG | Sell | SERITAGE GROWTH PPTYScl a | $59,518,000 | +7.5% | 4,425,151 | -8.9% | 0.27% | +5.1% |
| BIIB | Sell | BIOGEN INC | $57,959,000 | -22.5% | 204,311 | -26.9% | 0.26% | -24.4% |
| UHAL | Sell | AMERCO | $55,003,000 | -15.5% | 154,512 | -28.3% | 0.25% | -17.5% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $53,774,000 | -4.2% | 3,225,795 | -1.4% | 0.24% | -6.5% |
| ODP | New | THE ODP CORP | $51,559,000 | – | 2,650,856 | – | 0.23% | – |
| NTB | Sell | BANK OF NT BUTTERFIELD&SON L | $47,820,000 | -13.1% | 2,146,300 | -4.9% | 0.22% | -15.2% |
| OMC | Sell | OMNICOM GROUP INC | $46,819,000 | -10.4% | 945,832 | -1.2% | 0.21% | -12.3% |
| BA | Buy | BOEING CO | $46,621,000 | -8.2% | 282,110 | +1.9% | 0.21% | -10.2% |
| MUR | Buy | MURPHY OIL CORP | $45,885,000 | -31.8% | 5,144,104 | +5.5% | 0.21% | -33.5% |
| DIOD | Buy | DIODES INC | $44,636,000 | +14.7% | 790,719 | +3.0% | 0.20% | +12.2% |
| CIT | Buy | CIT GROUP INC | $43,049,000 | -8.1% | 2,430,750 | +7.6% | 0.20% | -10.6% |
| GTS | Sell | TRIPLE-S MGMT CORPcl b | $41,854,000 | -19.0% | 2,342,140 | -13.8% | 0.19% | -20.8% |
| ETRN | Sell | EQUITRANS MIDSTREAM CORP | $40,698,000 | -8.2% | 4,810,650 | -9.8% | 0.18% | -10.2% |
| FHB | Sell | FIRST HAWAIIAN INC | $39,453,000 | -16.3% | 2,726,522 | -0.3% | 0.18% | -18.3% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $39,281,000 | +26.4% | 902,171 | -18.2% | 0.18% | +22.8% |
| HRB | Buy | BLOCK H & R INC | $39,095,000 | +152.9% | 2,399,910 | +121.7% | 0.18% | +147.2% |
| NPO | Buy | ENPRO INDS INC | $36,444,000 | +36.3% | 646,063 | +19.1% | 0.16% | +33.1% |
| FHN | Sell | FIRST HORIZON NATL CORP | $34,217,000 | -22.4% | 3,628,508 | -18.1% | 0.16% | -24.4% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $31,651,000 | -7.0% | 626,251 | -23.7% | 0.14% | -8.9% |
| SLM | Sell | SLM CORP | $31,518,000 | +11.3% | 3,895,980 | -3.3% | 0.14% | +8.3% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $31,224,000 | -27.8% | 777,494 | -42.6% | 0.14% | -29.4% |
| FI | Sell | FRANKS INTL N V | $31,099,000 | -31.4% | 20,193,867 | -0.7% | 0.14% | -33.2% |
| TDC | Sell | TERADATA CORP DEL | $30,636,000 | +8.6% | 1,349,586 | -0.5% | 0.14% | +6.1% |
| SF | Sell | STIFEL FINL CORP | $30,110,000 | +1.7% | 595,530 | -4.6% | 0.14% | -0.7% |
| POR | Buy | PORTLAND GEN ELEC CO | $28,642,000 | +99.3% | 806,830 | +134.7% | 0.13% | +94.0% |
| RRC | Sell | RANGE RES CORP | $25,291,000 | -16.4% | 3,820,430 | -28.9% | 0.12% | -18.4% |
| AVA | Buy | AVISTA CORP | $24,768,000 | -5.2% | 725,899 | +1.1% | 0.11% | -8.2% |
| HNGR | Sell | HANGER INC | $24,586,000 | -14.1% | 1,554,126 | -10.1% | 0.11% | -15.8% |
| GBLI | New | GLOBAL INDEMNITY GROUP LLC | $24,310,000 | – | 1,169,333 | – | 0.11% | – |
| KBR | Buy | KBR INC | $23,884,000 | +35.4% | 1,068,156 | +36.5% | 0.11% | +31.7% |
| ERJ | Buy | EMBRAER S.A.sponsored ads | $23,225,000 | -23.3% | 5,266,440 | +4.0% | 0.10% | -25.5% |
| AVT | Buy | AVNET INC | $19,019,000 | +19.0% | 736,030 | +28.4% | 0.09% | +16.2% |
| H | Buy | HYATT HOTELS CORP | $18,831,000 | +13.6% | 352,840 | +7.0% | 0.08% | +10.4% |
| BBBY | Sell | BED BATH & BEYOND INC | $18,298,000 | +23.5% | 1,221,479 | -12.6% | 0.08% | +20.3% |
| NRG | Buy | NRG ENERGY INC | $17,229,000 | +1.8% | 560,480 | +7.8% | 0.08% | -1.3% |
| WLL | New | WHITING PETE CORP NEW | $16,213,000 | – | 937,712 | – | 0.07% | – |
| MATX | Sell | MATSON INC | $16,296,000 | -18.2% | 406,477 | -40.6% | 0.07% | -20.4% |
| PEB | Buy | PEBBLEBROOK HOTEL TR | $15,647,000 | +209.3% | 1,248,760 | +237.2% | 0.07% | +195.8% |
| VST | Sell | VISTRA CORP | $15,530,000 | -0.9% | 823,450 | -2.2% | 0.07% | -2.7% |
| REZI | Sell | RESIDEO TECHNOLOGIES INC | $15,384,000 | -61.9% | 1,398,540 | -59.4% | 0.07% | -62.8% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $15,176,000 | +28.8% | 171,698 | -3.9% | 0.07% | +25.5% |
| KOS | Buy | KOSMOS ENERGY LTD | $14,936,000 | -27.0% | 15,309,954 | +24.2% | 0.07% | -28.4% |
| RMR | Buy | RMR GROUP INCcl a | $15,085,000 | +21.9% | 549,150 | +30.8% | 0.07% | +17.2% |
| BDC | Buy | BELDEN INC | $14,752,000 | -3.7% | 474,040 | +0.7% | 0.07% | -5.6% |
| NEX | Sell | NEXTIER OILFIELD SOLUTIONS | $14,691,000 | -26.1% | 7,940,975 | -2.1% | 0.07% | -27.2% |
| LAZ | Buy | LAZARD LTD | $14,317,000 | +72.7% | 433,180 | +49.6% | 0.06% | +66.7% |
| MLR | Sell | MILLER INDS INC TENN | $13,709,000 | -16.3% | 448,453 | -18.5% | 0.06% | -18.4% |
| COMM | Sell | COMMSCOPE HLDG CO INC | $12,948,000 | -12.5% | 1,438,720 | -19.0% | 0.06% | -14.5% |
| ASB | Buy | ASSOCIATED BANC CORP | $13,077,000 | -5.8% | 1,036,245 | +2.1% | 0.06% | -9.2% |
| KFY | Buy | KORN FERRY | $12,722,000 | -4.4% | 438,676 | +1.3% | 0.06% | -6.5% |
| MDCA | Buy | MDC PARTNERS INCcl a sub vtg | $12,110,000 | -15.9% | 7,521,710 | +8.7% | 0.06% | -17.9% |
| BG | Sell | BUNGE LIMITED | $11,504,000 | +2.8% | 251,730 | -7.5% | 0.05% | 0.0% |
| RL | Sell | RALPH LAUREN CORPcl a | $10,093,000 | -7.3% | 148,490 | -1.1% | 0.05% | -9.8% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $9,997,000 | -9.3% | 299,312 | -0.3% | 0.04% | -11.8% |
| AFI | Sell | ARMSTRONG FLOORING INC | $8,639,000 | +2.2% | 2,504,024 | -11.4% | 0.04% | 0.0% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $8,200,000 | -17.6% | 1,129,516 | -3.5% | 0.04% | -19.6% |
| PDCE | Sell | PDC ENERGY INC | $7,090,000 | -11.1% | 572,032 | -10.7% | 0.03% | -13.5% |
| TPH | Buy | TRI POINTE GROUP INC | $6,721,000 | +61.1% | 370,482 | +30.4% | 0.03% | +63.2% |
| LEA | Sell | LEAR CORP | $6,755,000 | -7.6% | 61,940 | -7.6% | 0.03% | -8.8% |
| LBC | Sell | LUTHER BURBANK CORP | $6,366,000 | -23.5% | 762,371 | -8.4% | 0.03% | -25.6% |
| SPH | Buy | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $6,180,000 | +39.7% | 379,622 | +22.7% | 0.03% | +33.3% |
| LOB | Sell | LIVE OAK BANCSHARES INC | $6,095,000 | +18.5% | 240,643 | -32.1% | 0.03% | +16.7% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $6,019,000 | -9.4% | 32,932 | +0.7% | 0.03% | -12.9% |
| IGT | New | INTERNATIONAL GAME TECHNOLOG | $6,045,000 | – | 543,150 | – | 0.03% | – |
| LTHM | Sell | LIVENT CORP | $5,557,000 | +23.2% | 619,500 | -15.4% | 0.02% | +19.0% |
| STC | Sell | STEWART INFORMATION SVCS COR | $5,471,000 | +11.1% | 125,115 | -17.4% | 0.02% | +8.7% |
| DOOR | Sell | MASONITE INTL CORP | $5,465,000 | +6.4% | 55,539 | -15.9% | 0.02% | +4.2% |
| BHLB | New | BERKSHIRE HILLS BANCORP INC | $5,465,000 | – | 540,510 | – | 0.02% | – |
| GBX | Sell | GREENBRIER COS INC | $5,409,000 | -3.1% | 183,972 | -25.0% | 0.02% | -3.8% |
| HOFT | Sell | HOOKER FURNITURE CORP | $5,558,000 | +1.3% | 215,163 | -23.8% | 0.02% | -3.8% |
| NUS | Sell | NU SKIN ENTERPRISES INCcl a | $5,204,000 | +6.1% | 103,890 | -19.0% | 0.02% | +4.3% |
| CASS | Buy | CASS INFORMATION SYS INC | $5,268,000 | +50.9% | 130,910 | +46.4% | 0.02% | +50.0% |
| PRA | Buy | PROASSURANCE CORP | $5,302,000 | +15.3% | 339,011 | +6.7% | 0.02% | +14.3% |
| SNV | New | SYNOVUS FINL CORP | $4,993,000 | – | 235,870 | – | 0.02% | – |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $5,083,000 | +14.9% | 206,722 | -9.9% | 0.02% | +9.5% |
| HGV | Buy | HILTON GRAND VACATIONS INC | $4,997,000 | +38.2% | 238,198 | +28.8% | 0.02% | +35.3% |
| SMCI | Sell | SUPER MICRO COMPUTER INC | $5,079,000 | -8.0% | 192,400 | -1.1% | 0.02% | -11.5% |
| TCBI | Buy | TEXAS CAP BANCSHARES INC | $5,027,000 | +48.9% | 161,480 | +47.6% | 0.02% | +43.8% |
| EAF | Buy | GRAFTECH INTL LTD | $5,110,000 | -2.2% | 747,010 | +14.1% | 0.02% | -4.2% |
| EBF | Buy | ENNIS INC | $4,973,000 | +8.0% | 285,134 | +12.4% | 0.02% | +9.5% |
| MGLN | Buy | MAGELLAN HEALTH INC | $5,081,000 | +5.9% | 67,050 | +2.0% | 0.02% | +4.5% |
| VMI | Buy | VALMONT INDS INC | $5,022,000 | +21.3% | 40,442 | +11.0% | 0.02% | +21.1% |
| TSE | Sell | TRINSEO S A | $5,109,000 | -8.2% | 199,270 | -20.6% | 0.02% | -11.5% |
| MEI | Buy | METHODE ELECTRS INC | $4,991,000 | +105.1% | 175,117 | +125.0% | 0.02% | +109.1% |
| AZZ | Buy | AZZ INC | $5,044,000 | +35.9% | 147,840 | +36.7% | 0.02% | +35.3% |
| AIR | Buy | AAR CORP | $5,093,000 | +35.3% | 270,910 | +48.8% | 0.02% | +35.3% |
| ALE | Buy | ALLETE INC | $4,998,000 | +6.3% | 96,603 | +12.2% | 0.02% | +4.5% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $5,111,000 | +22.2% | 271,860 | -3.6% | 0.02% | +21.1% |
| BRY | Buy | BERRY CORP | $5,048,000 | -24.4% | 1,592,390 | +15.2% | 0.02% | -25.8% |
| SCS | Buy | STEELCASE INCcl a | $4,993,000 | +103.4% | 493,913 | +142.7% | 0.02% | +109.1% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $5,089,000 | +113.3% | 89,941 | +85.4% | 0.02% | +109.1% |
| PRIM | Buy | PRIMORIS SVCS CORP | $5,011,000 | +23.1% | 277,763 | +21.2% | 0.02% | +21.1% |
| BKU | Sell | BANKUNITED INC | $4,781,000 | -15.3% | 218,210 | -21.7% | 0.02% | -15.4% |
| CSTE | Buy | CAESARSTONE LTD | $4,778,000 | -3.8% | 487,529 | +16.3% | 0.02% | -4.3% |
| AEO | Sell | AMERICAN EAGLE OUTFITTERS IN | $4,888,000 | +14.3% | 330,050 | -15.9% | 0.02% | +10.0% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $4,887,000 | +7.9% | 885,240 | +34.4% | 0.02% | +4.8% |
| AXS | New | AXIS CAP HLDGS LTD | $4,771,000 | – | 108,330 | – | 0.02% | – |
| ARGO | Buy | ARGO GROUP INTL HLDGS LTD | $4,891,000 | +81.2% | 142,060 | +83.4% | 0.02% | +69.2% |
| CBT | Buy | CABOT CORP | $4,773,000 | +23.3% | 132,480 | +26.8% | 0.02% | +22.2% |
| CADE | Buy | CADENCE BANCORPORATIONcl a | $4,766,000 | +41.8% | 554,780 | +46.3% | 0.02% | +37.5% |
| WTFC | Buy | WINTRUST FINL CORP | $4,822,000 | -3.8% | 120,400 | +4.7% | 0.02% | -4.3% |
| WCC | Sell | WESCO INTL INC | $4,897,000 | +10.2% | 111,243 | -12.1% | 0.02% | +4.8% |
| CTB | Sell | COOPER TIRE & RUBR CO | $4,924,000 | -10.5% | 155,343 | -22.0% | 0.02% | -15.4% |
| WBS | New | WEBSTER FINL CORP CONN | $4,807,000 | – | 182,020 | – | 0.02% | – |
| WNC | Sell | WABASH NATL CORP | $4,904,000 | -11.8% | 410,065 | -21.7% | 0.02% | -15.4% |
| CUBI | Sell | CUSTOMERS BANCORP INC | $4,777,000 | -7.2% | 426,547 | -0.4% | 0.02% | -8.3% |
| DDS | Buy | DILLARDS INCcl a | $4,890,000 | +425.2% | 133,900 | +271.1% | 0.02% | +450.0% |
| UFS | Buy | DOMTAR CORP | $4,736,000 | +34.2% | 180,280 | +7.9% | 0.02% | +37.5% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $4,834,000 | +27.7% | 310,458 | +25.2% | 0.02% | +22.2% |
| ENS | Sell | ENERSYS | $4,841,000 | -2.7% | 72,120 | -6.7% | 0.02% | -4.3% |
| ETH | Sell | ETHAN ALLEN INTERIORS INC | $4,852,000 | +0.0% | 358,371 | -12.6% | 0.02% | -4.3% |
| FBP | Buy | FIRST BANCORP P R | $4,738,000 | +2.7% | 907,748 | +10.0% | 0.02% | +4.8% |
| TBI | Buy | TRUEBLUE INC | $4,782,000 | +7.6% | 308,730 | +6.1% | 0.02% | +4.8% |
| GWB | Buy | GREAT WESTN BANCORP INC | $4,751,000 | +0.5% | 381,619 | +11.1% | 0.02% | 0.0% |
| HWC | Buy | HANCOCK WHITNEY CORPORATION | $4,842,000 | +101.7% | 257,426 | +127.3% | 0.02% | +100.0% |
| HI | Sell | HILLENBRAND INC | $4,834,000 | -5.5% | 170,440 | -9.8% | 0.02% | -8.3% |
| KELYA | Sell | KELLY SVCS INCcl a | $4,778,000 | -7.7% | 280,381 | -14.3% | 0.02% | -8.3% |
| SR | Buy | SPIRE INC | $4,749,000 | +7.7% | 89,267 | +33.0% | 0.02% | +4.8% |
| KNL | Buy | KNOLL INC | $4,913,000 | +277.1% | 407,396 | +281.2% | 0.02% | +266.7% |
| SANM | Sell | SANMINA CORPORATION | $4,918,000 | +7.7% | 181,806 | -0.3% | 0.02% | +4.8% |
| NWE | Buy | NORTHWESTERN CORP | $4,830,000 | +12.0% | 99,304 | +25.5% | 0.02% | +10.0% |
| PNM | Buy | PNM RES INC | $4,821,000 | +8.0% | 116,655 | +0.5% | 0.02% | +4.8% |
| EIG | Buy | EMPLOYERS HOLDINGS INC | $4,711,000 | +3.4% | 155,739 | +3.1% | 0.02% | 0.0% |
| EGBN | Buy | EAGLE BANCORP INC MD | $4,718,000 | +2.5% | 176,110 | +25.3% | 0.02% | 0.0% |
| MD | Sell | MEDNAX INC | $4,538,000 | -13.9% | 278,730 | -9.5% | 0.02% | -12.5% |
| HSII | Buy | HEIDRICK & STRUGGLES INTL IN | $4,678,000 | +4.5% | 238,070 | +15.0% | 0.02% | 0.0% |
| CNXN | Buy | PC CONNECTION INC | $4,672,000 | +24.4% | 113,791 | +40.5% | 0.02% | +23.5% |
| HIBB | Sell | HIBBETT SPORTS INC | $4,682,000 | +20.5% | 119,366 | -35.7% | 0.02% | +16.7% |
| OTTR | Buy | OTTER TAIL CORP | $4,691,000 | +6.8% | 129,680 | +14.5% | 0.02% | +5.0% |
| XEC | New | CIMAREX ENERGY CO | $4,624,000 | – | 190,050 | – | 0.02% | – |
| ACCO | Buy | ACCO BRANDS CORP | $4,650,000 | +17.8% | 801,675 | +44.2% | 0.02% | +16.7% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $4,618,000 | +3.3% | 84,200 | +25.2% | 0.02% | 0.0% |
| HOPE | Buy | HOPE BANCORP INC | $4,684,000 | +2.2% | 617,578 | +24.2% | 0.02% | 0.0% |
| GCO | Buy | GENESCO INC | $4,617,000 | +260.7% | 214,360 | +262.8% | 0.02% | +250.0% |
| PACW | New | PACWEST BANCORP DEL | $4,690,000 | – | 274,570 | – | 0.02% | – |
| VEC | Buy | VECTRUS INC | $4,581,000 | -9.0% | 120,550 | +17.7% | 0.02% | -8.7% |
| MLHR | Buy | MILLER HERMAN INC | $4,606,000 | +289.7% | 152,735 | +205.1% | 0.02% | +320.0% |
| SJI | Buy | SOUTH JERSEY INDS INC | $4,595,000 | +5.3% | 238,473 | +36.5% | 0.02% | +5.0% |
| MSBI | Buy | MIDLAND STS BANCORP INC ILL | $4,610,000 | +1.6% | 358,782 | +18.2% | 0.02% | 0.0% |
| THG | New | HANOVER INS GROUP INC | $4,649,000 | – | 49,890 | – | 0.02% | – |
| COWN | Sell | COWEN INCcl a new | $4,715,000 | -5.1% | 289,820 | -5.4% | 0.02% | -8.7% |
| MTOR | Sell | MERITOR INC | $4,669,000 | -6.8% | 222,961 | -11.9% | 0.02% | -8.7% |
| WIRE | Buy | ENCORE WIRE CORP | $4,585,000 | +204.9% | 98,772 | +220.6% | 0.02% | +200.0% |
| EBIX | Sell | EBIX INC | $4,667,000 | -9.3% | 226,540 | -1.6% | 0.02% | -12.5% |
| DCOM | Buy | DIME CMNTY BANCSHARES INC | $4,532,000 | +2.0% | 400,675 | +23.9% | 0.02% | 0.0% |
| SCSC | Buy | SCANSOURCE INC | $4,358,000 | -8.3% | 219,780 | +11.4% | 0.02% | -9.1% |
| LBRT | Sell | LIBERTY OILFIELD SVCS INC | $4,325,000 | +15.9% | 541,330 | -20.5% | 0.02% | +17.6% |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $4,466,000 | – | 319,010 | – | 0.02% | – |
| New | DISH NETWORK CORPORATIONnote 3.375% 8/1 | $4,322,000 | – | 4,695,000 | – | 0.02% | – | |
| SOI | Buy | SOLARIS OILFIELD INFRSTR INC | $4,345,000 | +20.2% | 685,290 | +40.7% | 0.02% | +17.6% |
| GIII | Buy | G III APPAREL GROUP LTD | $4,404,000 | +41.1% | 335,950 | +43.0% | 0.02% | +33.3% |
| TRWH | Buy | TWIN RIV WORLDWIDE HLDGS INC | $4,331,000 | +25.6% | 164,850 | +6.5% | 0.02% | +25.0% |
| HAFC | Buy | HANMI FINL CORP | $4,458,000 | -9.6% | 543,026 | +7.0% | 0.02% | -13.0% |
| FFIC | Buy | FLUSHING FINL CORP | $4,486,000 | -2.3% | 426,449 | +7.0% | 0.02% | -4.8% |
| TPRE | Buy | THIRD PT REINS LTD | $4,369,000 | -2.6% | 628,653 | +5.3% | 0.02% | -4.8% |
| DXPE | Buy | DXP ENTERPRISES INC | $4,504,000 | -1.0% | 279,230 | +22.2% | 0.02% | -4.8% |
| MGY | Buy | MAGNOLIA OIL & GAS CORPcl a | $4,285,000 | +27.9% | 828,740 | +49.9% | 0.02% | +18.8% |
| CCS | Sell | CENTURY CMNTYS INC | $4,264,000 | +12.6% | 100,723 | -18.4% | 0.02% | +5.6% |
| CLNY | Sell | COLONY CAP INC NEW | $4,213,000 | -41.7% | 1,543,300 | -48.8% | 0.02% | -44.1% |
| TILE | Buy | INTERFACE INC | $4,250,000 | +28.5% | 694,460 | +70.9% | 0.02% | +26.7% |
| HSON | Sell | HUDSON GLOBAL INC | $4,162,000 | +8.3% | 431,326 | -1.8% | 0.02% | +5.6% |
| MHO | Buy | M/I HOMES INC | $4,117,000 | +199.2% | 89,393 | +123.8% | 0.02% | +216.7% |
| FIX | Sell | COMFORT SYS USA INC | $4,142,000 | +21.3% | 80,410 | -4.0% | 0.02% | +18.8% |
| MOGA | Buy | MOOG INCcl a | $4,079,000 | +214.0% | 64,200 | +161.9% | 0.02% | +216.7% |
| BLBD | Sell | BLUE BIRD CORP | $4,153,000 | -25.7% | 341,498 | -8.4% | 0.02% | -26.9% |
| ULH | Sell | UNIVERSAL LOGISTICS HLDGS IN | $3,919,000 | -18.2% | 187,860 | -31.9% | 0.02% | -18.2% |
| IIIN | Sell | INSTEEL INDS INC | $3,990,000 | -24.7% | 213,370 | -23.3% | 0.02% | -28.0% |
| PLAB | New | PHOTRONICS INC | $3,894,000 | – | 390,920 | – | 0.02% | – |
| SWX | Sell | SOUTHWEST GAS HOLDINGS INC | $3,922,000 | -12.2% | 62,150 | -3.9% | 0.02% | -14.3% |
| LZB | Sell | LA Z BOY INC | $4,044,000 | -0.2% | 127,850 | -14.6% | 0.02% | -5.3% |
| VCTR | Sell | VICTORY CAP HLDGS INC | $3,895,000 | -25.3% | 230,623 | -24.0% | 0.02% | -25.0% |
| EQBK | Sell | EQUITY BANCSHARES INC | $4,056,000 | -19.3% | 261,680 | -9.2% | 0.02% | -21.7% |
| CLF | Sell | CLEVELAND-CLIFFS INC NEW | $3,952,000 | +1.0% | 615,541 | -13.2% | 0.02% | 0.0% |
| WYND | New | WYNDHAM DESTINATIONS INC | $3,899,000 | – | 126,770 | – | 0.02% | – |
| NAVI | Buy | NAVIENT CORPORATION | $3,878,000 | +27.8% | 458,974 | +6.3% | 0.02% | +28.6% |
| ESNT | New | ESSENT GROUP LTD | $3,876,000 | – | 104,730 | – | 0.02% | – |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $3,866,000 | +16.3% | 72,378 | -46.1% | 0.02% | +20.0% |
| AMBC | Sell | AMBAC FINL GROUP INC | $3,935,000 | -15.7% | 308,177 | -5.4% | 0.02% | -18.2% |
| SYKE | New | SYKES ENTERPRISES INC | $3,953,000 | – | 115,560 | – | 0.02% | – |
| HMST | Sell | HOMESTREET INC | $3,766,000 | -22.9% | 146,192 | -26.3% | 0.02% | -26.1% |
| BOKF | New | BOK FINL CORP | $3,651,000 | – | 70,880 | – | 0.02% | – |
| MOV | Sell | MOVADO GROUP INC | $3,679,000 | -21.6% | 370,079 | -14.5% | 0.02% | -22.7% |
| FULT | Sell | FULTON FINL CORP PA | $3,691,000 | -17.5% | 395,554 | -6.9% | 0.02% | -19.0% |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $3,752,000 | +50.9% | 38,499 | +19.8% | 0.02% | +41.7% |
| RDN | New | RADIAN GROUP INC | $3,703,000 | – | 253,490 | – | 0.02% | – |
| CATO | New | CATO CORP NEWcl a | $3,687,000 | – | 471,470 | – | 0.02% | – |
| FNKO | Sell | FUNKO INC | $3,698,000 | -31.6% | 638,630 | -31.5% | 0.02% | -32.0% |
| QUAD | Buy | QUAD / GRAPHICS INC | $3,746,000 | -6.0% | 1,236,360 | +0.9% | 0.02% | -10.5% |
| RGP | Sell | RESOURCES CONNECTION INC | $3,775,000 | -28.2% | 326,830 | -25.6% | 0.02% | -29.2% |
| GHL | Sell | GREENHILL & CO INC | $3,810,000 | +6.5% | 335,657 | -6.3% | 0.02% | 0.0% |
| GSBC | Sell | GREAT SOUTHN BANCORP INC | $3,720,000 | -19.8% | 102,700 | -10.6% | 0.02% | -22.7% |
| IMKTA | New | INGLES MKTS INCcl a | $3,712,000 | – | 97,590 | – | 0.02% | – |
| WOR | Sell | WORTHINGTON INDS INC | $3,731,000 | -21.3% | 91,480 | -28.0% | 0.02% | -22.7% |
| TPC | Sell | TUTOR PERINI CORP | $3,758,000 | -13.8% | 337,644 | -5.7% | 0.02% | -15.0% |
| MAN | New | MANPOWERGROUP INC | $3,747,000 | – | 51,100 | – | 0.02% | – |
| MYRG | Sell | MYR GROUP INC DEL | $3,821,000 | -17.6% | 102,766 | -29.3% | 0.02% | -22.7% |
| VRTS | Sell | VIRTUS INVT PARTNERS INC | $3,835,000 | -16.7% | 27,660 | -30.2% | 0.02% | -19.0% |
| VLGEA | Sell | VILLAGE SUPER MKT INCcl a new | $3,677,000 | -22.2% | 149,400 | -12.4% | 0.02% | -22.7% |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $3,751,000 | – | 78,700 | – | 0.02% | – |
| AEL | Sell | AMERICAN EQTY INVT LIFE HLD | $3,611,000 | -34.9% | 164,222 | -26.9% | 0.02% | -38.5% |
| PFS | New | PROVIDENT FINL SVCS INC | $3,590,000 | – | 294,260 | – | 0.02% | – |
| DLTH | Buy | DULUTH HLDGS INC | $3,511,000 | +81.4% | 287,320 | +9.5% | 0.02% | +77.8% |
| CNOB | Buy | CONNECTONE BANCORP INC | $3,575,000 | -9.3% | 254,100 | +3.9% | 0.02% | -11.1% |
| ESTE | Buy | EARTHSTONE ENERGY INCcl a | $3,589,000 | -8.3% | 1,385,871 | +0.6% | 0.02% | -11.1% |
| FNB | Buy | F N B CORP | $3,594,000 | +2.7% | 530,110 | +13.7% | 0.02% | 0.0% |
| FBK | Buy | FB FINL CORP | $3,528,000 | +171.0% | 140,429 | +167.1% | 0.02% | +166.7% |
| LBAI | Buy | LAKELAND BANCORP INC | $3,559,000 | -2.3% | 357,710 | +12.2% | 0.02% | -5.9% |
| CTBI | Sell | COMMUNITY TR BANCORP INC | $3,417,000 | -17.3% | 120,901 | -4.1% | 0.02% | -15.8% |
| VRA | Buy | VERA BRADLEY INC | $3,415,000 | +62.9% | 558,890 | +18.4% | 0.02% | +60.0% |
| THFF | Sell | FIRST FINL CORP IND | $3,595,000 | -17.0% | 114,488 | -2.7% | 0.02% | -20.0% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $3,472,000 | +42.1% | 93,460 | +47.9% | 0.02% | +45.5% |
| MPAA | Buy | MOTORCAR PTS AMER INC | $3,603,000 | -11.4% | 231,531 | +0.6% | 0.02% | -15.8% |
| UVV | Sell | UNIVERSAL CORP VA | $3,633,000 | -20.4% | 86,740 | -19.2% | 0.02% | -23.8% |
| ALX | New | ALEXANDERS INC | $3,597,000 | – | 14,670 | – | 0.02% | – |
| REX | Sell | REX AMERICAN RESOURCES CORP | $3,465,000 | -36.7% | 52,805 | -33.1% | 0.02% | -36.0% |
| NPK | Sell | NATIONAL PRESTO INDS INC | $3,462,000 | -30.5% | 42,295 | -25.8% | 0.02% | -30.4% |
| EAT | Buy | BRINKER INTL INC | $3,516,000 | +98.2% | 82,310 | +11.4% | 0.02% | +100.0% |
| BHF | New | BRIGHTHOUSE FINL INC | $3,512,000 | – | 130,500 | – | 0.02% | – |
| UMPQ | Buy | UMPQUA HLDGS CORP | $3,544,000 | +9.5% | 333,700 | +9.7% | 0.02% | +6.7% |
| PGC | Sell | PEAPACK-GLADSTONE FINL CORP | $3,589,000 | -25.0% | 236,898 | -7.3% | 0.02% | -27.3% |
| AN | New | AUTONATION INC | $3,582,000 | – | 67,680 | – | 0.02% | – |
| FLS | New | FLOWSERVE CORP | $3,632,000 | – | 133,090 | – | 0.02% | – |
| AVD | Sell | AMERICAN VANGUARD CORP | $3,519,000 | -7.6% | 267,812 | -3.3% | 0.02% | -11.1% |
| CASA | Sell | CASA SYS INC | $3,302,000 | -17.2% | 819,350 | -14.5% | 0.02% | -21.1% |
| Y | Sell | ALLEGHANY CORP DEL | $3,378,000 | -6.8% | 6,490 | -12.4% | 0.02% | -11.8% |
| CATY | Sell | CATHAY GEN BANCORP | $3,391,000 | -28.8% | 156,415 | -13.6% | 0.02% | -31.8% |
| CMA | Sell | COMERICA INC | $3,330,000 | -8.0% | 87,050 | -8.4% | 0.02% | -11.8% |
| DBI | Buy | DESIGNER BRANDS INCcl a | $3,209,000 | -2.5% | 591,000 | +21.6% | 0.02% | 0.0% |
| FMBI | Buy | FIRST MIDWEST BANCORP DEL | $3,385,000 | -10.6% | 314,030 | +10.7% | 0.02% | -16.7% |
| KALU | Buy | KAISER ALUMINUM CORP | $3,208,000 | +28.1% | 59,867 | +75.9% | 0.02% | +25.0% |
| THR | Buy | THERMON GROUP HLDGS INC | $3,333,000 | -15.5% | 296,837 | +9.6% | 0.02% | -16.7% |
| URBN | Buy | URBAN OUTFITTERS INC | $3,382,000 | +70.2% | 162,540 | +24.5% | 0.02% | +66.7% |
| CVE | Sell | CENOVUS ENERGY INC | $3,077,000 | -19.2% | 791,150 | -3.0% | 0.01% | -22.2% |
| CLNC | Buy | COLONY CR REAL ESTATE INC | $3,155,000 | -15.2% | 642,665 | +21.3% | 0.01% | -17.6% |
| EVC | Buy | ENTRAVISION COMMUNICATIONS Ccl a | $3,188,000 | +30.5% | 2,097,491 | +22.8% | 0.01% | +27.3% |
| CHX | Buy | CHAMPIONX CORPORATION | $3,063,000 | -15.1% | 383,330 | +3.7% | 0.01% | -17.6% |
| New | ALTUS MIDSTREAM CO | $3,122,000 | – | 280,993 | – | 0.01% | – | |
| ZUMZ | Buy | ZUMIEZ INC | $2,771,000 | +83.5% | 99,600 | +80.6% | 0.01% | +85.7% |
| EEX | Buy | EMERALD HOLDING INC | $2,943,000 | -5.6% | 1,442,540 | +42.5% | 0.01% | -7.1% |
| WEX | Sell | WEX INC | $2,853,000 | -28.6% | 20,530 | -15.3% | 0.01% | -31.6% |
| FL | New | FOOT LOCKER INC | $2,799,000 | – | 84,740 | – | 0.01% | – |
| GPX | Sell | GP STRATEGIES CORP | $2,615,000 | +2.8% | 271,313 | -8.5% | 0.01% | 0.0% |
| UMBF | Sell | UMB FINL CORP | $2,544,000 | -13.0% | 51,900 | -8.5% | 0.01% | -14.3% |
| BHB | Buy | BAR HBR BANKSHARES | $2,582,000 | -6.3% | 125,662 | +2.1% | 0.01% | -7.7% |
| BSIG | Sell | BRIGHTSPHERE INVT GROUP INC | $2,583,000 | -35.4% | 200,205 | -37.6% | 0.01% | -36.8% |
| MTX | Sell | MINERALS TECHNOLOGIES INC | $2,694,000 | -25.1% | 52,725 | -31.2% | 0.01% | -29.4% |
| MBIN | Sell | MERCHANTS BANCORP IND | $2,676,000 | +0.9% | 135,783 | -5.3% | 0.01% | 0.0% |
| PUMP | Buy | PROPETRO HLDG CORP | $2,716,000 | +14.3% | 668,880 | +44.7% | 0.01% | +9.1% |
| MTRX | Sell | MATRIX SVC CO | $2,556,000 | -18.4% | 306,100 | -5.0% | 0.01% | -20.0% |
| LAD | Sell | LITHIA MTRS INCcl a | $2,641,000 | -44.7% | 11,586 | -63.3% | 0.01% | -45.5% |
| WSBC | New | WESBANCO INC | $2,545,000 | – | 119,170 | – | 0.01% | – |
| KFRC | Buy | KFORCE INC | $2,654,000 | +99.8% | 82,490 | +81.7% | 0.01% | +100.0% |
| HCC | Sell | WARRIOR MET COAL INC | $2,718,000 | -31.6% | 159,110 | -38.4% | 0.01% | -33.3% |
| STRL | Sell | STERLING CONSTRUCTION CO INC | $2,561,000 | -3.2% | 180,840 | -28.4% | 0.01% | 0.0% |
| HUN | New | HUNTSMAN CORP | $2,620,000 | – | 117,980 | – | 0.01% | – |
| HTH | Sell | HILLTOP HOLDINGS INC | $2,536,000 | -30.0% | 123,229 | -37.3% | 0.01% | -29.4% |
| TPR | New | TAPESTRY INC | $2,606,000 | – | 166,710 | – | 0.01% | – |
| HVT | Sell | HAVERTY FURNITURE INC | $2,533,000 | -31.6% | 120,943 | -47.8% | 0.01% | -29.4% |
| FLIC | Sell | FIRST LONG IS CORP | $2,696,000 | -26.2% | 182,050 | -18.5% | 0.01% | -29.4% |
| UFI | Buy | UNIFI INC | $2,621,000 | +158.0% | 204,140 | +158.7% | 0.01% | +140.0% |
| ACA | Buy | ARCOSA INC | $2,470,000 | +38.6% | 56,030 | +32.7% | 0.01% | +37.5% |
| FMBH | Buy | FIRST MID BANCSHARES INC | $2,441,000 | -1.1% | 97,848 | +4.0% | 0.01% | 0.0% |
| PLUS | Buy | EPLUS INC | $2,496,000 | +72.3% | 34,100 | +66.3% | 0.01% | +57.1% |
| PLPC | Sell | PREFORMED LINE PRODS CO | $2,409,000 | -15.5% | 49,443 | -13.3% | 0.01% | -15.4% |
| USNA | Sell | USANA HEALTH SCIENCES INC | $2,461,000 | -41.4% | 33,420 | -41.5% | 0.01% | -45.0% |
| FF | Sell | FUTUREFUEL CORP | $2,365,000 | -29.6% | 208,010 | -26.0% | 0.01% | -31.2% |
| AGM | Sell | FEDERAL AGRIC MTG CORPcl c | $2,340,000 | -5.5% | 36,760 | -4.9% | 0.01% | -8.3% |
| FHI | New | FEDERATED HERMES INCcl b | $2,390,000 | – | 111,110 | – | 0.01% | – |
| CR | Buy | CRANE CO | $2,323,000 | -11.5% | 46,330 | +5.0% | 0.01% | -8.3% |
| AMG | New | AFFILIATED MANAGERS GROUP IN | $2,520,000 | – | 36,850 | – | 0.01% | – |
| WMK | New | WEIS MKTS INC | $2,527,000 | – | 52,650 | – | 0.01% | – |
| SONA | Buy | SOUTHERN NATL BANCORP OF VA | $2,503,000 | +14.4% | 288,388 | +27.8% | 0.01% | +10.0% |
| FISI | Buy | FINANCIAL INSTNS INC | $2,379,000 | -0.6% | 154,479 | +20.1% | 0.01% | 0.0% |
| SAVE | Sell | SPIRIT AIRLS INC | $2,390,000 | -17.9% | 148,460 | -9.2% | 0.01% | -21.4% |
| KMT | Sell | KENNAMETAL INC | $2,438,000 | -7.8% | 84,260 | -8.5% | 0.01% | -8.3% |
| SGU | Sell | STAR GROUP L Punit ltd partnr | $2,531,000 | -19.6% | 259,549 | -27.7% | 0.01% | -26.7% |
| AJX | Sell | GREAT AJAX CORP | $2,445,000 | -38.3% | 294,943 | -31.5% | 0.01% | -38.9% |
| WDR | Sell | WADDELL & REED FINL INCcl a | $2,493,000 | -10.8% | 167,864 | -6.8% | 0.01% | -15.4% |
| OPY | Sell | OPPENHEIMER HLDGS INCcl a non vtg | $2,398,000 | -6.5% | 107,446 | -8.7% | 0.01% | -8.3% |
| WSFS | Buy | WSFS FINL CORP | $2,428,000 | +0.9% | 90,040 | +7.4% | 0.01% | 0.0% |
| VLY | New | VALLEY NATL BANCORP | $2,407,000 | – | 351,380 | – | 0.01% | – |
| TLYS | Sell | TILLYS INCcl a | $2,431,000 | -7.6% | 403,100 | -13.1% | 0.01% | -8.3% |
| HBNC | Buy | HORIZON BANCORP INC | $2,458,000 | +103.6% | 243,590 | +115.8% | 0.01% | +83.3% |
| VNO | Sell | VORNADO RLTY TRsh ben int | $2,328,000 | -23.6% | 69,050 | -13.5% | 0.01% | -21.4% |
| DLX | Sell | DELUXE CORP | $2,332,000 | -4.5% | 90,615 | -12.7% | 0.01% | 0.0% |
| HOMB | Sell | HOME BANCSHARES INC | $2,446,000 | -3.9% | 161,360 | -2.5% | 0.01% | -8.3% |
| HIFS | Sell | HINGHAM INSTN SVGS MASS | $2,480,000 | -11.4% | 13,480 | -19.2% | 0.01% | -15.4% |
| INBK | Buy | FIRST INTERNET BANCORP | $2,488,000 | +2.7% | 168,931 | +15.9% | 0.01% | 0.0% |
| VC | Buy | VISTEON CORP | $2,431,000 | +70.7% | 35,120 | +68.9% | 0.01% | +57.1% |
| SRCE | Buy | 1ST SOURCE CORP | $2,322,000 | -9.3% | 75,282 | +4.6% | 0.01% | -8.3% |
| RNST | Buy | RENASANT CORP | $2,343,000 | -1.1% | 103,120 | +8.4% | 0.01% | 0.0% |
| NFBK | Sell | NORTHFIELD BANCORP INC DEL | $2,453,000 | -32.3% | 268,924 | -14.5% | 0.01% | -35.3% |
| RBCAA | Buy | REPUBLIC BANCORP INC KYcl a | $2,353,000 | +3.4% | 83,570 | +20.1% | 0.01% | 0.0% |
| NXGN | New | NEXTGEN HEALTHCARE INC | $2,450,000 | – | 192,280 | – | 0.01% | – |
| BIG | Buy | BIG LOTS INC | $2,517,000 | +49.8% | 56,430 | +41.1% | 0.01% | +37.5% |
| BDGE | Sell | BRIDGE BANCORP INC | $2,340,000 | -38.4% | 134,240 | -19.3% | 0.01% | -38.9% |
| RBB | Buy | RBB BANCORP | $2,339,000 | -4.3% | 206,219 | +15.2% | 0.01% | 0.0% |
| MWA | Buy | MUELLER WTR PRODS INC | $2,405,000 | +76.2% | 231,470 | +60.0% | 0.01% | +83.3% |
| HTLF | Sell | HEARTLAND FINL USA INC | $2,344,000 | -35.6% | 78,140 | -28.2% | 0.01% | -35.3% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $2,408,000 | -2.2% | 278,537 | +14.1% | 0.01% | 0.0% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $2,460,000 | +1.6% | 137,684 | +13.7% | 0.01% | 0.0% |
| BMTC | Sell | BRYN MAWR BK CORP | $2,376,000 | -18.5% | 95,530 | -9.3% | 0.01% | -21.4% |
| MCB | Sell | METROPOLITAN BK HLDG CORP | $2,431,000 | -19.2% | 86,830 | -7.4% | 0.01% | -21.4% |
| JRVR | New | JAMES RIV GROUP LTD | $2,446,000 | – | 54,940 | – | 0.01% | – |
| TRST | Sell | TRUSTCO BK CORP N Y | $2,338,000 | -34.8% | 447,988 | -20.9% | 0.01% | -35.3% |
| AYI | Sell | ACUITY BRANDS INC | $2,393,000 | -7.5% | 23,380 | -13.5% | 0.01% | -8.3% |
| PFC | Buy | PREMIER FINANCIAL CORP | $2,226,000 | -8.8% | 142,930 | +3.4% | 0.01% | -9.1% |
| RES | Sell | RPC INC | $2,141,000 | -34.2% | 810,800 | -23.2% | 0.01% | -33.3% |
| MERC | Sell | MERCER INTL INC | $2,180,000 | -38.3% | 330,340 | -23.8% | 0.01% | -37.5% |
| WTTR | Buy | SELECT ENERGY SVCS INC | $2,126,000 | -6.3% | 553,610 | +19.6% | 0.01% | -9.1% |
| KE | Sell | KIMBALL ELECTRONICS INC | $2,248,000 | -39.6% | 194,470 | -29.3% | 0.01% | -41.2% |
| IBOC | Sell | INTERNATIONAL BANCSHARES COR | $2,120,000 | -42.2% | 81,337 | -29.0% | 0.01% | -41.2% |
| TG | New | TREDEGAR CORP | $2,224,000 | – | 149,580 | – | 0.01% | – |
| FFBC | Buy | FIRST FINL BANCORP OH | $2,193,000 | -13.3% | 182,680 | +0.4% | 0.01% | -16.7% |
| WAFD | Sell | WASHINGTON FED INC | $2,271,000 | -51.8% | 108,850 | -37.9% | 0.01% | -54.5% |
| WASH | Sell | WASHINGTON TR BANCORP | $2,268,000 | -6.7% | 73,960 | -0.3% | 0.01% | -9.1% |
| WHD | Sell | CACTUS INCcl a | $2,280,000 | -47.3% | 118,820 | -43.4% | 0.01% | -50.0% |
| AMAL | Buy | AMALGAMATED BK NEW YORK N Yclass a | $2,229,000 | -15.4% | 210,700 | +1.1% | 0.01% | -16.7% |
| AB | Sell | ALLIANCEBERNSTEIN HLDG L Punit ltd partn | $2,165,000 | -7.0% | 80,081 | -6.3% | 0.01% | -9.1% |
| LLY | Sell | LILLY ELI & CO | $1,510,000 | -23.4% | 10,200 | -15.0% | 0.01% | -22.2% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $1,329,000 | +17.1% | 56,350 | +20.6% | 0.01% | +20.0% |
| FSBW | Buy | FS BANCORP INC | $1,389,000 | +25.6% | 33,870 | +18.1% | 0.01% | +20.0% |
| MFA | New | MFA FINL INC | $1,248,000 | – | 465,670 | – | 0.01% | – |
| TBNK | Buy | TERRITORIAL BANCORP INC | $1,262,000 | -0.1% | 62,405 | +17.5% | 0.01% | 0.0% |
| GPMT | New | GRANITE PT MTG TR INC | $1,298,000 | – | 183,060 | – | 0.01% | – |
| TRTX | New | TPG RE FIN TR INC | $1,247,000 | – | 147,360 | – | 0.01% | – |
| PRK | Sell | PARK NATL CORP | $1,420,000 | -51.1% | 17,330 | -58.0% | 0.01% | -57.1% |
| SCHN | Sell | SCHNITZER STL INDScl a | $1,336,000 | -10.9% | 69,500 | -18.3% | 0.01% | -14.3% |
| ABCB | New | AMERIS BANCORP | $1,244,000 | – | 54,620 | – | 0.01% | – |
| GHM | Sell | GRAHAM CORP | $1,267,000 | -48.4% | 99,219 | -48.5% | 0.01% | -45.5% |
| GRBK | Buy | GREEN BRICK PARTNERS INC | $1,391,000 | +68.4% | 86,420 | +24.0% | 0.01% | +50.0% |
| HBB | Sell | HAMILTON BEACH BRANDS HLDG C | $1,361,000 | +0.1% | 69,990 | -38.8% | 0.01% | 0.0% |
| CULP | New | CULP INC | $1,349,000 | – | 108,620 | – | 0.01% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $1,276,000 | – | 139,650 | – | 0.01% | – |
| SASR | Sell | SANDY SPRING BANCORP INC | $1,212,000 | -74.6% | 52,534 | -72.7% | 0.01% | -72.7% |
| HMLP | Buy | HOEGH LNG PARTNERS LP | $1,285,000 | +12.5% | 121,130 | +3.2% | 0.01% | +20.0% |
| RCKY | Sell | ROCKY BRANDS INC | $1,322,000 | +4.6% | 53,250 | -13.4% | 0.01% | 0.0% |
| NRIM | Buy | NORTHRIM BANCORP INC | $1,333,000 | +9.7% | 52,309 | +8.2% | 0.01% | 0.0% |
| NYMT | New | NEW YORK MTG TR INC | $1,241,000 | – | 486,650 | – | 0.01% | – |
| CFB | Buy | CROSSFIRST BANKSHARES INC | $1,227,000 | -1.3% | 141,200 | +11.1% | 0.01% | 0.0% |
| WSBF | Sell | WATERSTONE FINL INC MD | $1,339,000 | -53.2% | 86,449 | -55.2% | 0.01% | -53.8% |
| HFWA | Sell | HERITAGE FINL CORP WASH | $1,123,000 | -52.5% | 61,060 | -48.4% | 0.01% | -54.5% |
| FBIZ | Buy | FIRST BUS FINL SVCS INC WIS | $1,140,000 | 0.0% | 79,786 | +15.2% | 0.01% | 0.0% |
| TGNA | Sell | TEGNA INC | $1,144,000 | -0.7% | 97,336 | -5.9% | 0.01% | 0.0% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $1,163,000 | +3.5% | 85,656 | +22.0% | 0.01% | 0.0% |
| SNEX | New | STONEX GROUP INC | $1,144,000 | – | 22,370 | – | 0.01% | – |
| STL | New | STERLING BANCORP DEL | $1,130,000 | – | 107,430 | – | 0.01% | – |
| STFC | Buy | STATE AUTO FINL CORP | $1,027,000 | +3.8% | 74,640 | +34.7% | 0.01% | 0.0% |
| SPFI | Buy | SOUTH PLAINS FINANCIAL INC | $1,160,000 | -1.0% | 93,460 | +13.6% | 0.01% | 0.0% |
| WTBA | Buy | WEST BANCORPORATION INCcap stk | $1,206,000 | +1.0% | 76,107 | +11.5% | 0.01% | -16.7% |
| WLKP | New | WESTLAKE CHEM PARTNERS LP | $1,184,000 | – | 63,160 | – | 0.01% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $1,147,000 | – | 72,320 | – | 0.01% | – |
| BSRR | New | SIERRA BANCORP | $1,171,000 | – | 69,770 | – | 0.01% | – |
| INT | Buy | WORLD FUEL SVCS CORP | $1,131,000 | -7.8% | 53,374 | +12.1% | 0.01% | -16.7% |
| CAC | Sell | CAMDEN NATL CORP | $1,136,000 | -56.5% | 37,590 | -50.3% | 0.01% | -58.3% |
| TCBK | Sell | TRICO BANCSHARES | $1,104,000 | -75.4% | 45,083 | -69.4% | 0.01% | -76.2% |
| XPER | New | XPERI HOLDING CORP | $1,142,000 | – | 99,350 | – | 0.01% | – |
| CCNE | New | CNB FINL CORP PA | $1,131,000 | – | 76,040 | – | 0.01% | – |
| EBSB | Buy | MERIDIAN BANCORP INC MD | $1,205,000 | +2.3% | 116,410 | +14.6% | 0.01% | 0.0% |
| STBA | New | S & T BANCORP INC | $1,073,000 | – | 60,630 | – | 0.01% | – |
| BWB | Buy | BRIDGEWATER BANCSHARES INC | $1,211,000 | +4.2% | 127,650 | +12.6% | 0.01% | 0.0% |
| NVEC | Buy | NVE CORP | $1,152,000 | -16.9% | 23,470 | +4.7% | 0.01% | -16.7% |
| BGSF | Sell | BG STAFFING INC | $1,150,000 | -41.7% | 135,820 | -22.0% | 0.01% | -44.4% |
| OCFC | Sell | OCEANFIRST FINL CORP | $1,075,000 | -59.8% | 78,530 | -48.2% | 0.01% | -58.3% |
| FTI | New | TECHNIPFMC PLC | $1,049,000 | – | 166,270 | – | 0.01% | – |
| ARI | New | APOLLO COML REAL EST FIN INC | $1,202,000 | – | 133,440 | – | 0.01% | – |
| PEBO | Buy | PEOPLES BANCORP INC | $1,182,000 | +6.7% | 61,930 | +18.9% | 0.01% | 0.0% |
| ONB | Sell | OLD NATL BANCORP IND | $1,139,000 | -14.3% | 90,688 | -6.1% | 0.01% | -16.7% |
| OBNK | New | ORIGIN BANCORP INC | $1,136,000 | – | 53,200 | – | 0.01% | – |
| ORRF | Buy | ORRSTOWN FINL SVCS INC | $1,164,000 | -10.3% | 90,936 | +3.3% | 0.01% | -16.7% |
| TSC | New | TRISTATE CAP HLDGS INC | $1,200,000 | – | 90,610 | – | 0.01% | – |
| TRMK | Sell | TRUSTMARK CORP | $1,124,000 | -53.6% | 52,494 | -46.8% | 0.01% | -54.5% |
| UVSP | Buy | UNIVEST FINANCIAL CORPORATIO | $1,211,000 | +4.7% | 84,290 | +17.6% | 0.01% | 0.0% |
| DRQ | New | DRIL QUIP INC | $951,000 | – | 38,420 | – | 0.00% | – |
| OIS | New | OIL STS INTL INC | $739,000 | – | 270,830 | – | 0.00% | – |
| TSLA | Buy | TESLA INCput | $372,000 | -68.2% | 187,500 | +400.0% | 0.00% | -60.0% |
| GASS | Sell | STEALTHGAS INC | $382,000 | -11.8% | 128,751 | -17.3% | 0.00% | 0.0% |
| KLXE | New | KLX ENERGY SERVICS HOLDNGS I | $258,000 | – | 62,252 | – | 0.00% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -68,250 | – | -0.00% | – |
| QES | Exit | QUINTANA ENERGY SVCS INC | $0 | – | -652,800 | – | -0.00% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -308,799 | – | -0.00% | – |
| RGS | Exit | REGIS CORP MINN | $0 | – | -107,990 | – | -0.00% | – |
| SSB | Exit | SOUTH ST CORP | $0 | – | -22,730 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -17,440 | – | -0.01% | – |
| CKH | Exit | SEACOR HOLDINGS INC | $0 | – | -41,580 | – | -0.01% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -781,482 | – | -0.01% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -123,000 | – | -0.01% | – |
| GBL | Exit | GAMCO INVS INC | $0 | – | -85,250 | – | -0.01% | – |
| FLXS | Exit | FLEXSTEEL INDS INC | $0 | – | -95,759 | – | -0.01% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -69,790 | – | -0.01% | – |
| HBT | Exit | HBT FINL INC. | $0 | – | -90,940 | – | -0.01% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -114,700 | – | -0.01% | – |
| POL | Exit | POLYONE CORP | $0 | – | -54,600 | – | -0.01% | – |
| GABC | Exit | GERMAN AMERN BANCORP INC | $0 | – | -45,170 | – | -0.01% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -23,600 | – | -0.01% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -47,590 | – | -0.01% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -103,021 | – | -0.01% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -258,860 | – | -0.01% | – |
| OMP | Exit | OASIS MIDSTREAM PARTNERS LP | $0 | – | -187,150 | – | -0.01% | – |
| NBLX | Exit | NOBLE MIDSTREAM PARTNERS LP | $0 | – | -192,770 | – | -0.01% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -38,320 | – | -0.01% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -171,130 | – | -0.01% | – |
| VIRT | Exit | VIRTU FINL INCcl a | $0 | – | -90,850 | – | -0.01% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -53,440 | – | -0.01% | – |
| SCU | Exit | SCULPTOR CAP MGMT | $0 | – | -185,172 | – | -0.01% | – |
| UBSI | Exit | UNITED BANKSHARES INC WEST V | $0 | – | -88,772 | – | -0.01% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -830,544 | – | -0.01% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -122,870 | – | -0.01% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -36,187 | – | -0.01% | – |
| WHG | Exit | WESTWOOD HLDGS GROUP INC | $0 | – | -197,620 | – | -0.01% | – |
| CHCO | Exit | CITY HLDG CO | $0 | – | -46,827 | – | -0.01% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -813,064 | – | -0.01% | – |
| CNXM | Exit | CNX MIDSTREAM PARTNERS LP | $0 | – | -465,050 | – | -0.01% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -249,481 | – | -0.02% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -124,150 | – | -0.02% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -209,350 | – | -0.02% | – |
| FSB | Exit | FRANKLIN FINL NETWORK INC | $0 | – | -144,812 | – | -0.02% | – |
| MED | Exit | MEDIFAST INC | $0 | – | -27,010 | – | -0.02% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -355,630 | – | -0.02% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -390,444 | – | -0.02% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -43,438 | – | -0.02% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -58,474 | – | -0.02% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -48,300 | – | -0.02% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -306,143 | – | -0.02% | – |
| PDCO | Exit | PATTERSON COS INC | $0 | – | -195,830 | – | -0.02% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -91,140 | – | -0.02% | – |
| EGOV | Exit | NIC INC | $0 | – | -192,414 | – | -0.02% | – |
| THO | Exit | THOR INDS INC | $0 | – | -41,440 | – | -0.02% | – |
| INTL | Exit | INTL FCSTONE INC | $0 | – | -83,030 | – | -0.02% | – |
| UFCS | Exit | UNITED FIRE GROUP INC | $0 | – | -165,550 | – | -0.02% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -136,710 | – | -0.02% | – |
| MBI | Exit | MBIA INC | $0 | – | -656,925 | – | -0.02% | – |
| EE | Exit | EL PASO ELEC CO | $0 | – | -69,934 | – | -0.02% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -316,690 | – | -0.02% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -133,020 | – | -0.02% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -665,420 | – | -0.02% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -112,710 | – | -0.02% | – |
| Exit | ALTUS MIDSTREAM COcl a | $0 | – | -8,554,520 | – | -0.02% | – | |
| CVLG | Exit | COVENANT TRANSN GROUP INCcl a | $0 | – | -394,170 | – | -0.03% | – |
| JOUT | Exit | JOHNSON OUTDOORS INCcl a | $0 | – | -64,620 | – | -0.03% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -1,467,840 | – | -0.03% | – |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -16,891,000 | – | -0.08% | – | |
| GBLI | Exit | GLOBAL INDTY LTD CAYMAN | $0 | – | -1,139,893 | – | -0.13% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -832,165 | – | -0.18% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -25,646,427 | – | -0.28% | – |
| PPG | Exit | PPG INDS INC | $0 | – | -893,090 | – | -0.44% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GE | New | GENERAL ELECTRIC CO | $927,838,000 | – | 135,847,498 | – | 4.31% | – |
| AIG | New | AMERICAN INTL GROUP INC | $854,557,000 | – | 27,407,210 | – | 3.97% | – |
| MSFT | New | MICROSOFT CORP | $768,895,000 | – | 3,778,169 | – | 3.58% | – |
| WFC | New | WELLS FARGO CO NEW | $743,415,000 | – | 29,039,633 | – | 3.46% | – |
| C | New | CITIGROUP INC | $600,573,000 | – | 11,752,899 | – | 2.79% | – |
| ORCL | New | ORACLE CORP | $531,736,000 | – | 9,620,698 | – | 2.47% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $510,116,000 | – | 2,581,298 | – | 2.37% | – |
| GM | New | GENERAL MTRS CO | $506,982,000 | – | 20,038,797 | – | 2.36% | – |
| CMI | New | CUMMINS INC | $478,850,000 | – | 2,763,765 | – | 2.23% | – |
| ANTM | New | ANTHEM INC | $438,331,000 | – | 1,666,784 | – | 2.04% | – |
| MGA | New | MAGNA INTL INC | $420,852,000 | – | 9,450,967 | – | 1.96% | – |
| GLW | New | CORNING INC | $405,921,000 | – | 15,672,623 | – | 1.89% | – |
| HES | New | HESS CORP | $404,720,000 | – | 7,811,628 | – | 1.88% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $401,948,000 | – | 15,925,034 | – | 1.87% | – |
| BAC | New | BK OF AMERICA CORP | $399,254,000 | – | 16,810,704 | – | 1.86% | – |
| MDT | New | MEDTRONIC PLC | $385,756,000 | – | 4,206,713 | – | 1.79% | – |
| PPL | New | PPL CORP | $384,862,000 | – | 14,894,054 | – | 1.79% | – |
| FDX | New | FEDEX CORP | $381,301,000 | – | 2,719,302 | – | 1.77% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $363,559,000 | – | 37,364,698 | – | 1.69% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $351,368,000 | – | 22,043,146 | – | 1.63% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $318,074,000 | – | 8,159,932 | – | 1.48% | – |
| CNHI | New | CNH INDL N V | $315,840,000 | – | 44,927,414 | – | 1.47% | – |
| TRV | New | TRAVELERS COMPANIES INC | $307,043,000 | – | 2,692,181 | – | 1.43% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $304,255,000 | – | 24,837,152 | – | 1.42% | – |
| TEL | New | TE CONNECTIVITY LTD | $299,998,000 | – | 3,678,699 | – | 1.40% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $294,622,000 | – | 7,222,900 | – | 1.37% | – |
| UL | New | UNILEVER PLCspon adr new | $290,419,000 | – | 5,291,891 | – | 1.35% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $283,539,000 | – | 961,312 | – | 1.32% | – |
| ERIC | New | ERICSSONadr b sek 10 | $270,017,000 | – | 29,034,100 | – | 1.26% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $263,317,000 | – | 8,054,973 | – | 1.22% | – |
| IP | New | INTL PAPER CO | $260,751,000 | – | 7,405,586 | – | 1.21% | – |
| ZBH | New | ZIMMER BIOMET HOLDINGS INC | $251,556,000 | – | 2,107,538 | – | 1.17% | – |
| APA | New | APACHE CORP | $249,562,000 | – | 18,486,044 | – | 1.16% | – |
| NWSA | New | NEWS CORP NEWcl a | $243,837,000 | – | 20,559,584 | – | 1.13% | – |
| DISCK | New | DISCOVERY INC | $242,135,000 | – | 12,571,920 | – | 1.13% | – |
| EQH | New | EQUITABLE HLDGS INC | $239,784,000 | – | 12,430,504 | – | 1.12% | – |
| GOOGL | New | ALPHABET INCcap stk cl a | $238,774,000 | – | 168,382 | – | 1.11% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $234,698,000 | – | 6,088,150 | – | 1.09% | – |
| DFS | New | DISCOVER FINL SVCS | $220,589,000 | – | 4,403,845 | – | 1.03% | – |
| PNC | New | PNC FINL SVCS GROUP INC | $199,453,000 | – | 1,895,760 | – | 0.93% | – |
| BKNG | New | BOOKING HOLDINGS INC | $184,361,000 | – | 115,780 | – | 0.86% | – |
| MRO | New | MARATHON OIL CORP | $179,873,000 | – | 29,391,011 | – | 0.84% | – |
| SNY | New | SANOFIsponsored adr | $177,449,000 | – | 3,475,987 | – | 0.82% | – |
| MPC | New | MARATHON PETE CORP | $164,706,000 | – | 4,406,257 | – | 0.77% | – |
| HAL | New | HALLIBURTON CO | $163,618,000 | – | 12,605,364 | – | 0.76% | – |
| STT | New | STATE STR CORP | $160,009,000 | – | 2,517,842 | – | 0.74% | – |
| HOG | New | HARLEY DAVIDSON INC | $158,759,000 | – | 6,678,970 | – | 0.74% | – |
| SLB | New | SCHLUMBERGER LTD | $139,118,000 | – | 7,564,850 | – | 0.65% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $131,803,000 | – | 2,577,807 | – | 0.61% | – |
| SO | New | SOUTHERN CO | $126,416,000 | – | 2,438,116 | – | 0.59% | – |
| PCAR | New | PACCAR INC | $121,390,000 | – | 1,621,783 | – | 0.56% | – |
| VIAC | New | VIACOMCBS INCcl b | $117,132,000 | – | 5,022,797 | – | 0.54% | – |
| TXN | New | TEXAS INSTRS INC | $110,648,000 | – | 871,452 | – | 0.51% | – |
| BK | New | BANK NEW YORK MELLON CORP | $107,663,000 | – | 2,785,583 | – | 0.50% | – |
| MS | New | MORGAN STANLEY | $102,314,000 | – | 2,118,295 | – | 0.48% | – |
| EVR | New | EVERCORE INCclass a | $99,770,000 | – | 1,693,320 | – | 0.46% | – |
| PPG | New | PPG INDS INC | $94,721,000 | – | 893,090 | – | 0.44% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $93,167,000 | – | 609,850 | – | 0.43% | – |
| CNC | New | CENTENE CORP DEL | $90,739,000 | – | 1,427,838 | – | 0.42% | – |
| BPOP | New | POPULAR INC | $87,376,000 | – | 2,350,722 | – | 0.41% | – |
| FLR | New | FLUOR CORP NEW | $85,976,000 | – | 7,117,185 | – | 0.40% | – |
| HUM | New | HUMANA INC | $75,704,000 | – | 195,240 | – | 0.35% | – |
| BIIB | New | BIOGEN INC | $74,746,000 | – | 279,371 | – | 0.35% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $72,603,000 | – | 8,116,553 | – | 0.34% | – |
| ARW | New | ARROW ELECTRS INC | $69,573,000 | – | 1,012,860 | – | 0.32% | – |
| MUR | New | MURPHY OIL CORP | $67,315,000 | – | 4,877,904 | – | 0.31% | – |
| CNO | New | CNO FINL GROUP INC | $65,810,000 | – | 4,226,688 | – | 0.31% | – |
| UHAL | New | AMERCO | $65,098,000 | – | 215,422 | – | 0.30% | – |
| ODP | New | OFFICE DEPOT INC | $60,269,000 | – | 25,646,427 | – | 0.28% | – |
| ADNT | New | ADIENT PLC | $57,985,000 | – | 3,531,379 | – | 0.27% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $56,141,000 | – | 3,271,595 | – | 0.26% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $55,350,000 | – | 4,855,221 | – | 0.26% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $55,051,000 | – | 2,257,100 | – | 0.26% | – |
| OMC | New | OMNICOM GROUP INC | $52,247,000 | – | 956,902 | – | 0.24% | – |
| FITB | New | FIFTH THIRD BANCORP | $52,129,000 | – | 2,703,785 | – | 0.24% | – |
| GTS | New | TRIPLE-S MGMT CORPcl b | $51,657,000 | – | 2,715,920 | – | 0.24% | – |
| BA | New | BOEING CO | $50,758,000 | – | 276,910 | – | 0.24% | – |
| EEFT | New | EURONET WORLDWIDE INC | $49,825,000 | – | 519,990 | – | 0.23% | – |
| FHB | New | FIRST HAWAIIAN INC | $47,143,000 | – | 2,734,532 | – | 0.22% | – |
| CIT | New | CIT GROUP INC | $46,851,000 | – | 2,260,071 | – | 0.22% | – |
| FI | New | FRANKS INTL N V | $45,335,000 | – | 20,329,617 | – | 0.21% | – |
| ETRN | New | EQUITRANS MIDSTREAM CORP | $44,325,000 | – | 5,333,950 | – | 0.21% | – |
| FHN | New | FIRST HORIZON NATL CORP | $44,121,000 | – | 4,429,788 | – | 0.20% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $43,229,000 | – | 1,354,724 | – | 0.20% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $40,372,000 | – | 3,444,720 | – | 0.19% | – |
| DIOD | New | DIODES INC | $38,923,000 | – | 767,719 | – | 0.18% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $38,979,000 | – | 832,165 | – | 0.18% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $34,032,000 | – | 820,841 | – | 0.16% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $31,089,000 | – | 1,102,451 | – | 0.14% | – |
| RRC | New | RANGE RES CORP | $30,266,000 | – | 5,375,780 | – | 0.14% | – |
| ERJ | New | EMBRAER S.A.sponsored ads | $30,290,000 | – | 5,065,140 | – | 0.14% | – |
| SF | New | STIFEL FINL CORP | $29,597,000 | – | 624,020 | – | 0.14% | – |
| HNGR | New | HANGER INC | $28,614,000 | – | 1,727,896 | – | 0.13% | – |
| SLM | New | SLM CORP | $28,313,000 | – | 4,027,470 | – | 0.13% | – |
| TDC | New | TERADATA CORP DEL | $28,200,000 | – | 1,355,786 | – | 0.13% | – |
| GBLI | New | GLOBAL INDTY LTD CAYMAN | $27,289,000 | – | 1,139,893 | – | 0.13% | – |
| NPO | New | ENPRO INDS INC | $26,733,000 | – | 542,353 | – | 0.12% | – |
| AVA | New | AVISTA CORP | $26,132,000 | – | 718,099 | – | 0.12% | – |
| KOS | New | KOSMOS ENERGY LTD | $20,461,000 | – | 12,326,104 | – | 0.10% | – |
| MATX | New | MATSON INC | $19,915,000 | – | 684,367 | – | 0.09% | – |
| NEX | New | NEXTIER OILFIELD SOLUTIONS | $19,877,000 | – | 8,112,909 | – | 0.09% | – |
| KBR | New | KBR INC | $17,640,000 | – | 782,276 | – | 0.08% | – |
| NRG | New | NRG ENERGY INC | $16,923,000 | – | 519,750 | – | 0.08% | – |
| H | New | HYATT HOTELS CORP | $16,583,000 | – | 329,740 | – | 0.08% | – |
| MLR | New | MILLER INDS INC TENN | $16,385,000 | – | 550,393 | – | 0.08% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $16,140,000 | – | 16,891,000 | – | 0.08% | – | |
| AVT | New | AVNET INC | $15,986,000 | – | 573,280 | – | 0.07% | – |
| VST | New | VISTRA ENERGY CORP | $15,672,000 | – | 841,700 | – | 0.07% | – |
| HRB | New | BLOCK H & R INC | $15,461,000 | – | 1,082,670 | – | 0.07% | – |
| BDC | New | BELDEN INC | $15,324,000 | – | 470,780 | – | 0.07% | – |
| BBBY | New | BED BATH & BEYOND INC | $14,822,000 | – | 1,398,259 | – | 0.07% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $14,791,000 | – | 1,775,650 | – | 0.07% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $14,393,000 | – | 6,919,500 | – | 0.07% | – |
| POR | New | PORTLAND GEN ELEC CO | $14,373,000 | – | 343,780 | – | 0.07% | – |
| ASB | New | ASSOCIATED BANC CORP | $13,881,000 | – | 1,014,695 | – | 0.06% | – |
| KFY | New | KORN FERRY | $13,307,000 | – | 433,036 | – | 0.06% | – |
| RMR | New | RMR GROUP INCcl a | $12,372,000 | – | 419,830 | – | 0.06% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $11,783,000 | – | 178,608 | – | 0.06% | – |
| BG | New | BUNGE LIMITED | $11,189,000 | – | 272,030 | – | 0.05% | – |
| RL | New | RALPH LAUREN CORPcl a | $10,885,000 | – | 150,090 | – | 0.05% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $11,026,000 | – | 300,182 | – | 0.05% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $9,953,000 | – | 1,170,996 | – | 0.05% | – |
| LBC | New | LUTHER BURBANK CORP | $8,318,000 | – | 831,831 | – | 0.04% | – |
| AFI | New | ARMSTRONG FLOORING INC | $8,449,000 | – | 2,825,674 | – | 0.04% | – |
| LAZ | New | LAZARD LTD | $8,292,000 | – | 289,610 | – | 0.04% | – |
| PDCE | New | PDC ENERGY INC | $7,971,000 | – | 640,772 | – | 0.04% | – |
| CLNY | New | COLONY CAP INC NEW | $7,231,000 | – | 3,012,737 | – | 0.03% | – |
| LEA | New | LEAR CORP | $7,309,000 | – | 67,040 | – | 0.03% | – |
| FOSL | New | FOSSIL GROUP INC | $6,825,000 | – | 1,467,840 | – | 0.03% | – |
| BRY | New | BERRY CORP | $6,678,000 | – | 1,382,590 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $6,647,000 | – | 32,712 | – | 0.03% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $5,882,000 | – | 64,620 | – | 0.03% | – |
| HOFT | New | HOOKER FURNITURE CORP | $5,488,000 | – | 282,183 | – | 0.03% | – |
| BKU | New | BANKUNITED INC | $5,643,000 | – | 278,670 | – | 0.03% | – |
| BLBD | New | BLUE BIRD CORP | $5,591,000 | – | 373,008 | – | 0.03% | – |
| TSE | New | TRINSEO S A | $5,563,000 | – | 251,030 | – | 0.03% | – |
| CVLG | New | COVENANT TRANSN GROUP INCcl a | $5,688,000 | – | 394,170 | – | 0.03% | – |
| CTB | New | COOPER TIRE & RUBR CO | $5,500,000 | – | 199,193 | – | 0.03% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $5,522,000 | – | 194,500 | – | 0.03% | – |
| WNC | New | WABASH NATL CORP | $5,561,000 | – | 523,625 | – | 0.03% | – |
| GBX | New | GREENBRIER COS INC | $5,583,000 | – | 245,422 | – | 0.03% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $5,550,000 | – | 224,592 | – | 0.03% | – |
| New | ALTUS MIDSTREAM COcl a | $5,421,000 | – | 8,554,520 | – | 0.02% | – | |
| REX | New | REX AMERICAN RESOURCES CORP | $5,476,000 | – | 78,945 | – | 0.02% | – |
| IIIN | New | INSTEEL INDUSTRIES INC | $5,302,000 | – | 278,020 | – | 0.02% | – |
| FNKO | New | FUNKO INC | $5,409,000 | – | 932,540 | – | 0.02% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $5,059,000 | – | 370,360 | – | 0.02% | – |
| DOOR | New | MASONITE INTL CORP NEW | $5,136,000 | – | 66,029 | – | 0.02% | – |
| KELYA | New | KELLY SVCS INCcl a | $5,176,000 | – | 327,261 | – | 0.02% | – |
| EBIX | New | EBIX INC | $5,146,000 | – | 230,160 | – | 0.02% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $5,214,000 | – | 303,323 | – | 0.02% | – |
| ASTE | New | ASTEC INDS INC | $5,220,000 | – | 112,710 | – | 0.02% | – |
| LOB | New | LIVE OAK BANCSHARES INC | $5,143,000 | – | 354,473 | – | 0.02% | – |
| MD | New | MEDNAX INC | $5,269,000 | – | 308,130 | – | 0.02% | – |
| RGP | New | RESOURCES CONNECTION INC | $5,257,000 | – | 439,190 | – | 0.02% | – |
| EAF | New | GRAFTECH INTL LTD | $5,226,000 | – | 654,860 | – | 0.02% | – |
| HI | New | HILLENBRAND INC | $5,117,000 | – | 189,020 | – | 0.02% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $5,150,000 | – | 428,457 | – | 0.02% | – |
| ENS | New | ENERSYS | $4,975,000 | – | 77,280 | – | 0.02% | – |
| MTOR | New | MERITOR INC | $5,009,000 | – | 252,971 | – | 0.02% | – |
| COWN | New | COWEN INCcl a new | $4,966,000 | – | 306,370 | – | 0.02% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $4,851,000 | – | 410,051 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $4,906,000 | – | 128,320 | – | 0.02% | – |
| HMST | New | HOMESTREET INC | $4,882,000 | – | 198,392 | – | 0.02% | – |
| CSTE | New | CAESARSTONE LTD | $4,969,000 | – | 419,309 | – | 0.02% | – |
| STC | New | STEWART INFORMATION SVCS COR | $4,925,000 | – | 151,485 | – | 0.02% | – |
| EQBK | New | EQUITY BANCSHARES INC | $5,024,000 | – | 288,070 | – | 0.02% | – |
| HAFC | New | HANMI FINL CORP | $4,929,000 | – | 507,626 | – | 0.02% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $4,983,000 | – | 57,025 | – | 0.02% | – |
| WTFC | New | WINTRUST FINL CORP | $5,015,000 | – | 114,960 | – | 0.02% | – |
| VEC | New | VECTRUS INC | $5,033,000 | – | 102,450 | – | 0.02% | – |
| ULH | New | UNIVERSAL LOGISTICS HLDGS IN | $4,793,000 | – | 275,750 | – | 0.02% | – |
| SCSC | New | SCANSOURCE INC | $4,752,000 | – | 197,260 | – | 0.02% | – |
| PETS | New | PETMED EXPRESS INC | $4,741,000 | – | 133,020 | – | 0.02% | – |
| MGLN | New | MAGELLAN HEALTH INC | $4,798,000 | – | 65,740 | – | 0.02% | – |
| WAFD | New | WASHINGTON FED INC | $4,707,000 | – | 175,360 | – | 0.02% | – |
| AMBC | New | AMBAC FINL GROUP INC | $4,666,000 | – | 325,827 | – | 0.02% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $4,638,000 | – | 114,920 | – | 0.02% | – |
| MYRG | New | MYR GROUP INC DEL | $4,638,000 | – | 145,336 | – | 0.02% | – |
| POLY | New | PLANTRONICS INC NEW | $4,649,000 | – | 316,690 | – | 0.02% | – |
| CENX | New | CENTURY ALUM CO | $4,744,000 | – | 665,420 | – | 0.02% | – |
| WOR | New | WORTHINGTON INDS INC | $4,741,000 | – | 127,100 | – | 0.02% | – |
| CATY | New | CATHAY GEN BANCORP | $4,763,000 | – | 181,095 | – | 0.02% | – |
| EE | New | EL PASO ELEC CO | $4,686,000 | – | 69,934 | – | 0.02% | – |
| ALE | New | ALLETE INC | $4,700,000 | – | 86,073 | – | 0.02% | – |
| MOV | New | MOVADO GROUP INC | $4,692,000 | – | 432,839 | – | 0.02% | – |
| MBI | New | MBIA INC | $4,763,000 | – | 656,925 | – | 0.02% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $4,785,000 | – | 255,458 | – | 0.02% | – |
| LAD | New | LITHIA MTRS INCcl a | $4,775,000 | – | 31,556 | – | 0.02% | – |
| GWB | New | GREAT WESTN BANCORP INC | $4,727,000 | – | 343,519 | – | 0.02% | – |
| SASR | New | SANDY SPRING BANCORP INC | $4,763,000 | – | 192,194 | – | 0.02% | – |
| VLGEA | New | VILLAGE SUPER MKT INCcl a new | $4,725,000 | – | 170,460 | – | 0.02% | – |
| EGOV | New | NIC INC | $4,418,000 | – | 192,414 | – | 0.02% | – |
| UVV | New | UNIVERSAL CORP VA | $4,564,000 | – | 107,370 | – | 0.02% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $4,554,000 | – | 151,039 | – | 0.02% | – |
| UFCS | New | UNITED FIRE GROUP INC | $4,587,000 | – | 165,550 | – | 0.02% | – |
| EGBN | New | EAGLE BANCORP INC MD | $4,602,000 | – | 140,510 | – | 0.02% | – |
| FBP | New | FIRST BANCORP P R | $4,614,000 | – | 825,458 | – | 0.02% | – |
| TBI | New | TRUEBLUE INC | $4,444,000 | – | 291,010 | – | 0.02% | – |
| DCOM | New | DIME CMNTY BANCSHARES INC | $4,441,000 | – | 323,445 | – | 0.02% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $4,605,000 | – | 39,600 | – | 0.02% | – |
| TCBK | New | TRICO BANCSHARES | $4,480,000 | – | 147,113 | – | 0.02% | – |
| THO | New | THOR INDS INC | $4,415,000 | – | 41,440 | – | 0.02% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $4,550,000 | – | 228,550 | – | 0.02% | – |
| FFIC | New | FLUSHING FINL CORP | $4,591,000 | – | 398,549 | – | 0.02% | – |
| FULT | New | FULTON FINL CORP PA | $4,473,000 | – | 424,774 | – | 0.02% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $4,424,000 | – | 229,352 | – | 0.02% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $4,425,000 | – | 309,442 | – | 0.02% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $4,471,000 | – | 67,250 | – | 0.02% | – |
| SR | New | SPIRE INC | $4,411,000 | – | 67,127 | – | 0.02% | – |
| SWX | New | SOUTHWEST GAS HOLDINGS INC | $4,465,000 | – | 64,670 | – | 0.02% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $4,477,000 | – | 207,070 | – | 0.02% | – |
| WCC | New | WESCO INTL INC | $4,443,000 | – | 126,543 | – | 0.02% | – |
| HOPE | New | HOPE BANCORP INC | $4,585,000 | – | 497,278 | – | 0.02% | – |
| SANM | New | SANMINA CORPORATION | $4,565,000 | – | 182,296 | – | 0.02% | – |
| INTL | New | INTL FCSTONE INC | $4,567,000 | – | 83,030 | – | 0.02% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $4,530,000 | – | 658,500 | – | 0.02% | – |
| TPRE | New | THIRD PT REINS LTD | $4,485,000 | – | 597,143 | – | 0.02% | – |
| LTHM | New | LIVENT CORP | $4,512,000 | – | 732,510 | – | 0.02% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $4,443,000 | – | 136,710 | – | 0.02% | – |
| PRA | New | PROASSURANCE CORP | $4,599,000 | – | 317,841 | – | 0.02% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $4,538,000 | – | 303,562 | – | 0.02% | – |
| PNM | New | PNM RES INC | $4,463,000 | – | 116,115 | – | 0.02% | – |
| EBF | New | ENNIS INC | $4,603,000 | – | 253,774 | – | 0.02% | – |
| OTTR | New | OTTER TAIL CORP | $4,394,000 | – | 113,270 | – | 0.02% | – |
| PDCO | New | PATTERSON COS INC | $4,308,000 | – | 195,830 | – | 0.02% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $4,363,000 | – | 306,143 | – | 0.02% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $4,198,000 | – | 57,170 | – | 0.02% | – |
| WHD | New | CACTUS INCcl a | $4,327,000 | – | 209,750 | – | 0.02% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $4,328,000 | – | 91,140 | – | 0.02% | – |
| TPC | New | TUTOR PERINI CORP | $4,360,000 | – | 357,944 | – | 0.02% | – |
| SJI | New | SOUTH JERSEY INDS INC | $4,364,000 | – | 174,643 | – | 0.02% | – |
| AEO | New | AMERICAN EAGLE OUTFITTERS IN | $4,275,000 | – | 392,220 | – | 0.02% | – |
| THFF | New | FIRST FINL CORP IND | $4,333,000 | – | 117,618 | – | 0.02% | – |
| NWE | New | NORTHWESTERN CORP | $4,314,000 | – | 79,124 | – | 0.02% | – |
| MPAA | New | MOTORCAR PTS AMER INC | $4,068,000 | – | 230,231 | – | 0.02% | – |
| WEX | New | WEX INC | $3,998,000 | – | 24,230 | – | 0.02% | – |
| CASA | New | CASA SYS INC | $3,988,000 | – | 958,610 | – | 0.02% | – |
| QUAD | New | QUAD / GRAPHICS INC | $3,983,000 | – | 1,225,500 | – | 0.02% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $4,131,000 | – | 126,091 | – | 0.02% | – |
| VMI | New | VALMONT INDS INC | $4,141,000 | – | 36,442 | – | 0.02% | – |
| PRIM | New | PRIMORIS SVCS CORP | $4,070,000 | – | 229,193 | – | 0.02% | – |
| TPH | New | TRI POINTE GROUP INC | $4,173,000 | – | 284,062 | – | 0.02% | – |
| PLXS | New | PLEXUS CORP | $4,126,000 | – | 58,474 | – | 0.02% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $4,181,000 | – | 282,140 | – | 0.02% | – |
| IRBT | New | IROBOT CORP | $4,052,000 | – | 48,300 | – | 0.02% | – |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $4,000,000 | – | 321,015 | – | 0.02% | – |
| LZB | New | LA Z BOY INC | $4,053,000 | – | 149,790 | – | 0.02% | – |
| LGIH | New | LGI HOMES INC | $3,824,000 | – | 43,438 | – | 0.02% | – |
| BDGE | New | BRIDGE BANCORP INC | $3,799,000 | – | 166,330 | – | 0.02% | – |
| CVE | New | CENOVUS ENERGY INC | $3,808,000 | – | 815,800 | – | 0.02% | – |
| CBT | New | CABOT CORP | $3,872,000 | – | 104,500 | – | 0.02% | – |
| THR | New | THERMON GROUP HLDGS INC | $3,944,000 | – | 270,727 | – | 0.02% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $3,786,000 | – | 247,938 | – | 0.02% | – |
| FMBI | New | FIRST MIDWEST BANCORP DEL | $3,788,000 | – | 283,740 | – | 0.02% | – |
| HIBB | New | HIBBETT SPORTS INC | $3,887,000 | – | 185,626 | – | 0.02% | – |
| AVD | New | AMERICAN VANGUARD CORP | $3,809,000 | – | 276,842 | – | 0.02% | – |
| ACCO | New | ACCO BRANDS CORP | $3,948,000 | – | 556,125 | – | 0.02% | – |
| CLF | New | CLEVELAND CLIFFS INC | $3,912,000 | – | 708,771 | – | 0.02% | – |
| CCS | New | CENTURY CMNTYS INC | $3,786,000 | – | 123,473 | – | 0.02% | – |
| MSGN | New | MSG NETWORK INCcl a | $3,885,000 | – | 390,444 | – | 0.02% | – |
| HCC | New | WARRIOR MET COAL INC | $3,975,000 | – | 258,260 | – | 0.02% | – |
| UIS | New | UNISYS CORP | $3,880,000 | – | 355,630 | – | 0.02% | – |
| AJX | New | GREAT AJAX CORP | $3,960,000 | – | 430,443 | – | 0.02% | – |
| HSON | New | HUDSON GLOBAL INC | $3,844,000 | – | 439,326 | – | 0.02% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $3,943,000 | – | 244,590 | – | 0.02% | – |
| ESTE | New | EARTHSTONE ENERGY INCcl a | $3,912,000 | – | 1,377,461 | – | 0.02% | – |
| LBRT | New | LIBERTY OILFIELD SVCS INC | $3,731,000 | – | 680,910 | – | 0.02% | – |
| AZZ | New | AZZ INC | $3,711,000 | – | 108,130 | – | 0.02% | – |
| Y | New | ALLEGHANY CORP DEL | $3,625,000 | – | 7,410 | – | 0.02% | – |
| CHX | New | CHAMPIONX CORPORATION | $3,609,000 | – | 369,760 | – | 0.02% | – |
| CLNC | New | COLONY CR REAL ESTATE INC | $3,720,000 | – | 529,875 | – | 0.02% | – |
| CMA | New | COMERICA INC | $3,620,000 | – | 95,000 | – | 0.02% | – |
| DK | New | DELEK US HLDGS INC NEW | $3,645,000 | – | 209,350 | – | 0.02% | – |
| FLIC | New | FIRST LONG IS CORP | $3,652,000 | – | 223,500 | – | 0.02% | – |
| FSB | New | FRANKLIN FINL NETWORK INC | $3,729,000 | – | 144,812 | – | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $3,577,000 | – | 358,037 | – | 0.02% | – |
| HVT | New | HAVERTY FURNITURE INC | $3,705,000 | – | 231,533 | – | 0.02% | – |
| HTLF | New | HEARTLAND FINL USA INC | $3,640,000 | – | 108,840 | – | 0.02% | – |
| HTH | New | HILLTOP HOLDINGS INC | $3,625,000 | – | 196,489 | – | 0.02% | – |
| HGV | New | HILTON GRAND VACATIONS INC | $3,616,000 | – | 184,978 | – | 0.02% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $3,670,000 | – | 114,627 | – | 0.02% | – |
| KE | New | KIMBALL ELECTRONICS INC | $3,724,000 | – | 275,040 | – | 0.02% | – |
| LBAI | New | LAKELAND BANCORP INC | $3,643,000 | – | 318,700 | – | 0.02% | – |
| AIR | New | AAR CORP | $3,763,000 | – | 182,040 | – | 0.02% | – |
| MED | New | MEDIFAST INC | $3,748,000 | – | 27,010 | – | 0.02% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $3,597,000 | – | 76,645 | – | 0.02% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $3,623,000 | – | 314,454 | – | 0.02% | – |
| CNXN | New | PC CONNECTION INC | $3,755,000 | – | 80,991 | – | 0.02% | – |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $3,615,000 | – | 487,150 | – | 0.02% | – |
| TRST | New | TRUSTCO BK CORP N Y | $3,584,000 | – | 566,258 | – | 0.02% | – |
| CADE | New | CADENCE BANCORPORATIONcl a | $3,361,000 | – | 379,310 | – | 0.02% | – |
| CASS | New | CASS INFORMATION SYS INC | $3,491,000 | – | 89,440 | – | 0.02% | – |
| FF | New | FUTUREFUEL CORP | $3,358,000 | – | 281,000 | – | 0.02% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $3,503,000 | – | 249,481 | – | 0.02% | – |
| TRWH | New | TWIN RIV WORLDWIDE HLDGS INC | $3,449,000 | – | 154,720 | – | 0.02% | – |
| UFS | New | DOMTAR CORP | $3,528,000 | – | 167,110 | – | 0.02% | – |
| TCBI | New | TEXAS CAP BANCSHARES INC | $3,377,000 | – | 109,400 | – | 0.02% | – |
| FIX | New | COMFORT SYS USA INC | $3,414,000 | – | 83,780 | – | 0.02% | – |
| MGY | New | MAGNOLIA OIL & GAS CORPcl a | $3,350,000 | – | 552,730 | – | 0.02% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $3,372,000 | – | 124,150 | – | 0.02% | – |
| MERC | New | MERCER INTL INC | $3,536,000 | – | 433,310 | – | 0.02% | – |
| FNB | New | F N B CORP | $3,498,000 | – | 466,410 | – | 0.02% | – |
| MTRX | New | MATRIX SVC CO | $3,132,000 | – | 322,180 | – | 0.02% | – |
| SGU | New | STAR GROUP L Punit ltd partnr | $3,148,000 | – | 358,949 | – | 0.02% | – |
| TILE | New | INTERFACE INC | $3,307,000 | – | 406,320 | – | 0.02% | – |
| GIII | New | G III APPAREL GROUP LTD | $3,122,000 | – | 234,880 | – | 0.02% | – |
| DBI | New | DESIGNER BRANDS INCcl a | $3,291,000 | – | 486,160 | – | 0.02% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $3,325,000 | – | 134,178 | – | 0.02% | – |
| RES | New | RPC INC | $3,252,000 | – | 1,055,910 | – | 0.02% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $3,236,000 | – | 304,120 | – | 0.02% | – |
| SBT | New | STERLING BANCORP INC | $2,911,000 | – | 813,064 | – | 0.01% | – |
| SAVE | New | SPIRIT AIRLS INC | $2,910,000 | – | 163,510 | – | 0.01% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $3,007,000 | – | 93,730 | – | 0.01% | – |
| WHG | New | WESTWOOD HLDGS GROUP INC | $3,113,000 | – | 197,620 | – | 0.01% | – |
| CHCO | New | CITY HLDG CO | $3,052,000 | – | 46,827 | – | 0.01% | – |
| NAVI | New | NAVIENT CORPORATION | $3,034,000 | – | 431,574 | – | 0.01% | – |
| BMTC | New | BRYN MAWR BK CORP | $2,915,000 | – | 105,370 | – | 0.01% | – |
| VNO | New | VORNADO RLTY TRsh ben int | $3,049,000 | – | 79,800 | – | 0.01% | – |
| CNXM | New | CNX MIDSTREAM PARTNERS LP | $3,093,000 | – | 465,050 | – | 0.01% | – |
| EEX | New | EMERALD HOLDING INC | $3,118,000 | – | 1,012,250 | – | 0.01% | – |
| PRK | New | PARK NATL CORP | $2,904,000 | – | 41,260 | – | 0.01% | – |
| UMBF | New | UMB FINL CORP | $2,924,000 | – | 56,730 | – | 0.01% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $2,794,000 | – | 180,154 | – | 0.01% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $2,699,000 | – | 77,480 | – | 0.01% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $2,851,000 | – | 57,013 | – | 0.01% | – |
| WSBF | New | WATERSTONE FINL INC MD | $2,860,000 | – | 192,829 | – | 0.01% | – |
| BHB | New | BAR HBR BANKSHARES | $2,757,000 | – | 123,132 | – | 0.01% | – |
| MTH | New | MERITAGE HOMES CORP | $2,755,000 | – | 36,187 | – | 0.01% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $2,799,000 | – | 16,680 | – | 0.01% | – |
| OCFC | New | OCEANFIRST FINL CORP | $2,675,000 | – | 151,720 | – | 0.01% | – |
| KALU | New | KAISER ALUMINUM CORP | $2,505,000 | – | 34,027 | – | 0.01% | – |
| CAC | New | CAMDEN NATL CORP | $2,613,000 | – | 75,650 | – | 0.01% | – |
| GPX | New | GP STRATEGIES CORP | $2,545,000 | – | 296,573 | – | 0.01% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $2,564,000 | – | 117,646 | – | 0.01% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $2,664,000 | – | 122,870 | – | 0.01% | – |
| SRCE | New | 1ST SOURCE CORP | $2,561,000 | – | 71,972 | – | 0.01% | – |
| HOMB | New | HOME BANCSHARES INC | $2,545,000 | – | 165,450 | – | 0.01% | – |
| MBIN | New | MERCHANTS BANCORP IND | $2,651,000 | – | 143,353 | – | 0.01% | – |
| AMAL | New | AMALGAMATED BK NEW YORK N Yclass a | $2,634,000 | – | 208,420 | – | 0.01% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $2,486,000 | – | 32,149 | – | 0.01% | – |
| TLYS | New | TILLYS INCcl a | $2,631,000 | – | 463,960 | – | 0.01% | – |
| AYI | New | ACUITY BRANDS INC | $2,588,000 | – | 27,030 | – | 0.01% | – |
| STRL | New | STERLING CONSTRUCTION CO INC | $2,646,000 | – | 252,740 | – | 0.01% | – |
| FFBC | New | FIRST FINL BANCORP OH | $2,528,000 | – | 181,970 | – | 0.01% | – |
| AGM | New | FEDERAL AGRIC MTG CORPcl c | $2,475,000 | – | 38,660 | – | 0.01% | – |
| ZAGG | New | ZAGG INC | $2,608,000 | – | 830,544 | – | 0.01% | – |
| CR | New | CRANE CO | $2,624,000 | – | 44,130 | – | 0.01% | – |
| KMT | New | KENNAMETAL INC | $2,643,000 | – | 92,060 | – | 0.01% | – |
| DLX | New | DELUXE CORP | $2,442,000 | – | 103,745 | – | 0.01% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $2,421,000 | – | 121,074 | – | 0.01% | – |
| MEI | New | METHODE ELECTRS INC | $2,433,000 | – | 77,817 | – | 0.01% | – |
| PFC | New | PREMIER FINANCIAL CORP | $2,441,000 | – | 138,170 | – | 0.01% | – |
| PUMP | New | PROPETRO HLDG CORP | $2,376,000 | – | 462,260 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $2,443,000 | – | 178,939 | – | 0.01% | – |
| RNST | New | RENASANT CORP | $2,368,000 | – | 95,110 | – | 0.01% | – |
| RBCAA | New | REPUBLIC BANCORP INC KYcl a | $2,275,000 | – | 69,560 | – | 0.01% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $2,386,000 | – | 48,501 | – | 0.01% | – |
| IBKC | New | IBERIABANK CORP | $2,434,000 | – | 53,440 | – | 0.01% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $2,443,000 | – | 63,190 | – | 0.01% | – |
| SCU | New | SCULPTOR CAP MGMT | $2,394,000 | – | 185,172 | – | 0.01% | – |
| WTTR | New | SELECT ENERGY SVCS INC | $2,268,000 | – | 462,930 | – | 0.01% | – |
| HFWA | New | HERITAGE FINL CORP WASH | $2,365,000 | – | 118,240 | – | 0.01% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $2,401,000 | – | 113,256 | – | 0.01% | – |
| SCS | New | STEELCASE INCcl a | $2,455,000 | – | 203,543 | – | 0.01% | – |
| GHM | New | GRAHAM CORP | $2,456,000 | – | 192,789 | – | 0.01% | – |
| FMBH | New | FIRST MID BANCSHARES INC | $2,467,000 | – | 94,048 | – | 0.01% | – |
| INBK | New | FIRST INTERNET BK IND | $2,423,000 | – | 145,811 | – | 0.01% | – |
| TRMK | New | TRUSTMARK CORP | $2,420,000 | – | 98,694 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $2,393,000 | – | 128,589 | – | 0.01% | – |
| UBSI | New | UNITED BANKSHARES INC WEST V | $2,455,000 | – | 88,772 | – | 0.01% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $2,443,000 | – | 1,708,641 | – | 0.01% | – |
| WSFS | New | WSFS FINL CORP | $2,406,000 | – | 83,850 | – | 0.01% | – |
| WASH | New | WASHINGTON TR BANCORP | $2,430,000 | – | 74,210 | – | 0.01% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $2,461,000 | – | 244,187 | – | 0.01% | – |
| AB | New | ALLIANCEBERNSTEIN HLDG L Punit ltd partn | $2,329,000 | – | 85,481 | – | 0.01% | – |
| VRA | New | VERA BRADLEY INC | $2,096,000 | – | 472,100 | – | 0.01% | – |
| VIRT | New | VIRTU FINL INCcl a | $2,144,000 | – | 90,850 | – | 0.01% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $2,187,000 | – | 225,738 | – | 0.01% | – |
| BGSF | New | BG STAFFING INC | $1,971,000 | – | 174,140 | – | 0.01% | – |
| URBN | New | URBAN OUTFITTERS INC | $1,987,000 | – | 130,570 | – | 0.01% | – |
| DLTH | New | DULUTH HLDGS INC | $1,935,000 | – | 262,510 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $1,970,000 | – | 12,000 | – | 0.01% | – |
| EAT | New | BRINKER INTL INC | $1,774,000 | – | 73,900 | – | 0.01% | – |
| OMP | New | OASIS MIDSTREAM PARTNERS LP | $1,632,000 | – | 187,150 | – | 0.01% | – |
| WERN | New | WERNER ENTERPRISES INC | $1,668,000 | – | 38,320 | – | 0.01% | – |
| ACA | New | ARCOSA INC | $1,782,000 | – | 42,220 | – | 0.01% | – |
| BIG | New | BIG LOTS INC | $1,680,000 | – | 40,000 | – | 0.01% | – |
| PBF | New | PBF ENERGY INCcl a | $1,752,000 | – | 171,130 | – | 0.01% | – |
| NBLX | New | NOBLE MIDSTREAM PARTNERS LP | $1,631,000 | – | 192,770 | – | 0.01% | – |
| PLUS | New | EPLUS INC | $1,449,000 | – | 20,500 | – | 0.01% | – |
| WIRE | New | ENCORE WIRE CORP | $1,504,000 | – | 30,812 | – | 0.01% | – |
| ZUMZ | New | ZUMIEZ INC | $1,510,000 | – | 55,160 | – | 0.01% | – |
| GCAP | New | GAIN CAP HLDGS INC | $1,558,000 | – | 258,860 | – | 0.01% | – |
| POL | New | POLYONE CORP | $1,432,000 | – | 54,600 | – | 0.01% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,477,000 | – | 23,600 | – | 0.01% | – |
| SLGN | New | SILGAN HOLDINGS INC | $1,541,000 | – | 47,590 | – | 0.01% | – |
| MDP | New | MEREDITH CORP | $1,499,000 | – | 103,021 | – | 0.01% | – |
| VC | New | VISTEON CORP | $1,424,000 | – | 20,790 | – | 0.01% | – |
| GABC | New | GERMAN AMERN BANCORP INC | $1,405,000 | – | 45,170 | – | 0.01% | – |
| SCHN | New | SCHNITZER STL INDScl a | $1,500,000 | – | 85,020 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $1,263,000 | – | 53,095 | – | 0.01% | – |
| HBB | New | HAMILTON BEACH BRANDS HLDG C | $1,360,000 | – | 114,290 | – | 0.01% | – |
| FLXS | New | FLEXSTEEL INDS INC | $1,209,000 | – | 95,759 | – | 0.01% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $1,315,000 | – | 69,790 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $1,215,000 | – | 48,339 | – | 0.01% | – |
| FBK | New | FB FINL CORP | $1,302,000 | – | 52,580 | – | 0.01% | – |
| HBNC | New | HORIZON BANCORP INC | $1,207,000 | – | 112,900 | – | 0.01% | – |
| RCKY | New | ROCKY BRANDS INC | $1,264,000 | – | 61,500 | – | 0.01% | – |
| CFB | New | CROSSFIRST BANKSHARES INC | $1,243,000 | – | 127,130 | – | 0.01% | – |
| KFRC | New | KFORCE INC | $1,328,000 | – | 45,410 | – | 0.01% | – |
| KNL | New | KNOLL INC | $1,303,000 | – | 106,886 | – | 0.01% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $1,298,000 | – | 87,996 | – | 0.01% | – |
| MHO | New | M/I HOMES INC | $1,376,000 | – | 39,943 | – | 0.01% | – |
| CFFN | New | CAPITOL FED FINL INC | $1,263,000 | – | 114,700 | – | 0.01% | – |
| WTBA | New | WEST BANCORPORATION INCcap stk | $1,194,000 | – | 68,257 | – | 0.01% | – |
| INT | New | WORLD FUEL SVCS CORP | $1,227,000 | – | 47,614 | – | 0.01% | – |
| MOGA | New | MOOG INCcl a | $1,299,000 | – | 24,510 | – | 0.01% | – |
| MWA | New | MUELLER WTR PRODS INC | $1,365,000 | – | 144,700 | – | 0.01% | – |
| NVEC | New | NVE CORP | $1,386,000 | – | 22,410 | – | 0.01% | – |
| ONB | New | OLD NATL BANCORP IND | $1,329,000 | – | 96,578 | – | 0.01% | – |
| GCO | New | GENESCO INC | $1,280,000 | – | 59,090 | – | 0.01% | – |
| HBT | New | HBT FINL INC. | $1,212,000 | – | 90,940 | – | 0.01% | – |
| CKH | New | SEACOR HOLDINGS INC | $1,178,000 | – | 41,580 | – | 0.01% | – |
| UFI | New | UNIFI INC | $1,016,000 | – | 78,900 | – | 0.01% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $1,124,000 | – | 70,236 | – | 0.01% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $1,135,000 | – | 46,710 | – | 0.01% | – |
| STFC | New | STATE AUTO FINL CORP | $989,000 | – | 55,420 | – | 0.01% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $1,178,000 | – | 101,570 | – | 0.01% | – |
| HMLP | New | HOEGH LNG PARTNERS LP | $1,142,000 | – | 117,330 | – | 0.01% | – |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $1,140,000 | – | 69,276 | – | 0.01% | – |
| GBL | New | GAMCO INVS INC | $1,135,000 | – | 85,250 | – | 0.01% | – |
| PEBO | New | PEOPLES BANCORP INC | $1,108,000 | – | 52,080 | – | 0.01% | – |
| MLHR | New | MILLER HERMAN INC | $1,182,000 | – | 50,055 | – | 0.01% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $990,000 | – | 17,440 | – | 0.01% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $1,106,000 | – | 123,000 | – | 0.01% | – |
| INWK | New | INNERWORKINGS INC | $1,032,000 | – | 781,482 | – | 0.01% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $1,157,000 | – | 71,670 | – | 0.01% | – |
| TSLA | New | TESLA INCput | $1,171,000 | – | 37,500 | – | 0.01% | – |
| TGNA | New | TEGNA INC | $1,152,000 | – | 103,456 | – | 0.01% | – |
| SPFI | New | SOUTH PLAINS FINANCIAL INC | $1,172,000 | – | 82,300 | – | 0.01% | – |
| BWB | New | BRIDGEWATER BANCSHARES INC | $1,162,000 | – | 113,370 | – | 0.01% | – |
| FSBW | New | FS BANCORP INC | $1,106,000 | – | 28,680 | – | 0.01% | – |
| SSB | New | SOUTH ST CORP | $1,083,000 | – | 22,730 | – | 0.01% | – |
| RGS | New | REGIS CORP MINN | $883,000 | – | 107,990 | – | 0.00% | – |
| CVGI | New | COMMERCIAL VEH GROUP INC | $892,000 | – | 308,799 | – | 0.00% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $826,000 | – | 69,680 | – | 0.00% | – |
| DDS | New | DILLARDS INCcl a | $931,000 | – | 36,080 | – | 0.00% | – |
| FXI | New | ISHARES TRput | $688,000 | – | 210,000 | – | 0.00% | – |
| TALO | New | TALOS ENERGY INC | $628,000 | – | 68,250 | – | 0.00% | – |
| QES | New | QUINTANA ENERGY SVCS INC | $650,000 | – | 652,800 | – | 0.00% | – |
| GASS | New | STEALTHGAS INC | $433,000 | – | 155,751 | – | 0.00% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $242,000 | – | 172,700 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -104,993 | – | -0.00% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -10,880 | – | -0.00% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -25,259 | – | -0.00% | – |
| WDC | Exit | WESTERN DIGITAL CORP | $0 | – | -13,600 | – | -0.00% | – |
| JOUT | Exit | JOHNSON OUTDOORS INCcl a | $0 | – | -19,010 | – | -0.00% | – |
| MCB | Exit | METROPOLITAN BK HLDG CORP | $0 | – | -33,110 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -12,000 | – | -0.01% | – |
| HMLP | Exit | HOEGH LNG PARTNERS LP | $0 | – | -82,730 | – | -0.01% | – |
| MOGA | Exit | MOOG INCcl a | $0 | – | -15,880 | – | -0.01% | – |
| KMT | Exit | KENNAMETAL INC | $0 | – | -40,620 | – | -0.01% | – |
| FTSI | Exit | FTS INTERNATIONAL INC | $0 | – | -510,910 | – | -0.01% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -40,496 | – | -0.01% | – |
| FLXS | Exit | FLEXSTEEL INDS INC | $0 | – | -87,309 | – | -0.01% | – |
| ACA | Exit | ARCOSA INC | $0 | – | -38,100 | – | -0.01% | – |
| KEGX | Exit | KEY ENERGY SVCS INC DEL | $0 | – | -795,800 | – | -0.01% | – |
| WGO | Exit | WINNEBAGO INDS INC | $0 | – | -35,590 | – | -0.01% | – |
| TOWN | Exit | TOWNEBANK PORTSMOUTH VA | $0 | – | -53,640 | – | -0.01% | – |
| PRK | Exit | PARK NATL CORP | $0 | – | -15,130 | – | -0.01% | – |
| GBL | Exit | GAMCO INVESTORS INC | $0 | – | -75,932 | – | -0.01% | – |
| WSBC | Exit | WESBANCO INC | $0 | – | -37,730 | – | -0.01% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -71,286 | – | -0.01% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -71,656 | – | -0.01% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -48,884 | – | -0.01% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -65,316 | – | -0.01% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -40,010 | – | -0.01% | – |
| BMTC | Exit | BRYN MAWR BK CORP | $0 | – | -37,820 | – | -0.01% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -85,098 | – | -0.01% | – |
| UFI | Exit | UNIFI INC | $0 | – | -66,520 | – | -0.01% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -53,404 | – | -0.01% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -37,968 | – | -0.01% | – |
| UMPQ | Exit | UMPQUA HLDGS CORP | $0 | – | -85,930 | – | -0.01% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -65,617 | – | -0.01% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -100,566 | – | -0.01% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -510,000 | – | -0.01% | – |
| WTBA | Exit | WEST BANCORPORATION INCcap stk | $0 | – | -64,587 | – | -0.01% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -55,296 | – | -0.01% | – |
| FMBH | Exit | FIRST MID BANCSHARES INC | $0 | – | -40,508 | – | -0.01% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -51,585 | – | -0.01% | – |
| FDEF | Exit | FIRST DEFIANCE FINL CORP | $0 | – | -50,380 | – | -0.01% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -73,939 | – | -0.01% | – |
| UMBF | Exit | UMB FINL CORP | $0 | – | -21,970 | – | -0.01% | – |
| FSBW | Exit | FS BANCORP INC | $0 | – | -29,030 | – | -0.01% | – |
| UVSP | Exit | UNIVEST FINANCIAL CORPORATIO | $0 | – | -60,690 | – | -0.01% | – |
| DDS | Exit | DILLARDS INCcl a | $0 | – | -23,790 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -38,799 | – | -0.01% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -40,594 | – | -0.01% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -168,287 | – | -0.01% | – |
| SNDR | Exit | SCHNEIDER NATIONAL INCcl b | $0 | – | -76,910 | – | -0.01% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -48,163 | – | -0.01% | – |
| MTZ | Exit | MASTEC INC | $0 | – | -27,920 | – | -0.01% | – |
| QES | Exit | QUINTANA ENERGY SVCS INC | $0 | – | -835,895 | – | -0.01% | – |
| GEF | Exit | GREIF INCcl a | $0 | – | -44,140 | – | -0.01% | – |
| WW | Exit | WW INTL INC | $0 | – | -44,960 | – | -0.01% | – |
| GCAP | Exit | GAIN CAP HLDGS INC | $0 | – | -308,590 | – | -0.01% | – |
| SPAR | Exit | SPARTAN MTRS INC | $0 | – | -130,020 | – | -0.01% | – |
| BKE | Exit | BUCKLE INC | $0 | – | -78,790 | – | -0.01% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -1,460,335 | – | -0.01% | – |
| ZUMZ | Exit | ZUMIEZ INC | $0 | – | -61,410 | – | -0.01% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -361,863 | – | -0.01% | – |
| TUSK | Exit | MAMMOTH ENERGY SVCS INC | $0 | – | -915,560 | – | -0.01% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -58,311 | – | -0.01% | – |
| TSM | Exit | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $0 | – | -47,440 | – | -0.01% | – |
| AB | Exit | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $0 | – | -73,621 | – | -0.01% | – |
| AR | Exit | ANTERO RES CORP | $0 | – | -703,870 | – | -0.01% | – |
| SCU | Exit | SCULPTOR CAP MGMT | $0 | – | -120,952 | – | -0.01% | – |
| TRWH | Exit | TWIN RIV WORLDWIDE HLDGS INC | $0 | – | -112,560 | – | -0.01% | – |
| GPX | Exit | GP STRATEGIES CORP | $0 | – | -190,493 | – | -0.01% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -211,562 | – | -0.01% | – |
| NBLX | Exit | NOBLE MIDSTREAM PARTNERS LP | $0 | – | -98,990 | – | -0.01% | – |
| WTFC | Exit | WINTRUST FINL CORP | $0 | – | -40,260 | – | -0.01% | – |
| PLPC | Exit | PREFORMED LINE PRODS CO | $0 | – | -47,437 | – | -0.01% | – |
| BGSF | Exit | BG STAFFING INC | $0 | – | -133,750 | – | -0.01% | – |
| EEX | Exit | EMERALD EXPOSITIONS EVENTS I | $0 | – | -263,520 | – | -0.01% | – |
| OMP | Exit | OASIS MIDSTREAM PARTNERS LP | $0 | – | -162,180 | – | -0.01% | – |
| RBCAA | Exit | REPUBLIC BANCORP KYcl a | $0 | – | -57,540 | – | -0.01% | – |
| OCFC | Exit | OCEANFIRST FINL CORP | $0 | – | -120,310 | – | -0.01% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -72,676 | – | -0.01% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -167,953 | – | -0.01% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -95,020 | – | -0.01% | – |
| VLGEA | Exit | VILLAGE SUPER MKT INCcl a new | $0 | – | -102,920 | – | -0.01% | – |
| MERC | Exit | MERCER INTL INC | $0 | – | -212,250 | – | -0.01% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -37,050 | – | -0.01% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -86,286 | – | -0.01% | – |
| DK | Exit | DELEK US HLDGS INC NEW | $0 | – | -73,370 | – | -0.01% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -151,800 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -184,200 | – | -0.01% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -64,264 | – | -0.01% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -612,261 | – | -0.01% | – |
| HIFS | Exit | HINGHAM INSTN SVGS MASS | $0 | – | -14,410 | – | -0.01% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -287,504 | – | -0.01% | – |
| UFCS | Exit | UNITED FIRE GROUP INC | $0 | – | -58,320 | – | -0.01% | – |
| FPH | Exit | FIVE POINT HOLDINGS LLC | $0 | – | -372,350 | – | -0.01% | – |
| TBI | Exit | TRUEBLUE INC | $0 | – | -131,190 | – | -0.01% | – |
| TBK | Exit | TRIUMPH BANCORP INC | $0 | – | -89,010 | – | -0.01% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -136,589 | – | -0.01% | – |
| SGU | Exit | STAR GROUP L Punit ltd partnr | $0 | – | -289,889 | – | -0.01% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -163,014 | – | -0.01% | – |
| HESM | Exit | HESS MIDSTREAM PARTNERS LPunit ltd pr int | $0 | – | -138,750 | – | -0.01% | – |
| CNXM | Exit | CNX MIDSTREAM PARTNERS LP | $0 | – | -198,600 | – | -0.01% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -77,703 | – | -0.01% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -896,788 | – | -0.01% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -52,695 | – | -0.01% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -113,232 | – | -0.01% | – |
| WHD | Exit | CACTUS INCcl a | $0 | – | -96,200 | – | -0.01% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -135,580 | – | -0.01% | – |
| CBPX | Exit | CONTINENTAL BLDG PRODS INC | $0 | – | -112,530 | – | -0.01% | – |
| APAM | Exit | ARTISAN PARTNERS ASSET MGMTcl a | $0 | – | -103,200 | – | -0.01% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -51,812 | – | -0.01% | – |
| BHB | Exit | BAR HBR BANKSHARES | $0 | – | -120,342 | – | -0.01% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -241,300 | – | -0.01% | – |
| SFNC | Exit | SIMMONS 1ST NATL CORPcl a $1 par | $0 | – | -123,680 | – | -0.01% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -109,141 | – | -0.01% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -210,620 | – | -0.01% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -167,789 | – | -0.01% | – |
| AMAL | Exit | AMALGAMATED BK NEW YORK N Yclass a | $0 | – | -180,240 | – | -0.01% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -97,980 | – | -0.01% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -38,550 | – | -0.01% | – |
| ULH | Exit | UNIVERSAL LOGISTICS HLDGS IN | $0 | – | -129,360 | – | -0.01% | – |
| MWA | Exit | MUELLER WTR PRODS INC | $0 | – | -273,580 | – | -0.01% | – |
| CWH | Exit | CAMPING WORLD HLDGS INCcl a | $0 | – | -331,670 | – | -0.01% | – |
| SSB | Exit | SOUTH ST CORP | $0 | – | -38,710 | – | -0.01% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -84,850 | – | -0.01% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -189,338 | – | -0.01% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -52,910 | – | -0.01% | – |
| DXPE | Exit | DXP ENTERPRISES INC NEW | $0 | – | -85,840 | – | -0.01% | – |
| OPB | Exit | OPUS BK IRVINE CALIF | $0 | – | -131,740 | – | -0.01% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -153,281 | – | -0.01% | – |
| CAC | Exit | CAMDEN NATL CORP | $0 | – | -70,300 | – | -0.01% | – |
| VVV | Exit | VALVOLINE INC | $0 | – | -130,060 | – | -0.01% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -461,390 | – | -0.01% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -62,862 | – | -0.01% | – |
| CHCO | Exit | CITY HLDG CO | $0 | – | -39,747 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -172,380 | – | -0.01% | – |
| HBNC | Exit | HORIZON BANCORP INC | $0 | – | -174,310 | – | -0.01% | – |
| GIII | Exit | G-III APPAREL GROUP LTD | $0 | – | -116,960 | – | -0.01% | – |
| INTL | Exit | INTL FCSTONE INC | $0 | – | -73,180 | – | -0.01% | – |
| KNL | Exit | KNOLL INC | $0 | – | -124,476 | – | -0.01% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -155,061 | – | -0.01% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -210,224 | – | -0.01% | – |
| CASS | Exit | CASS INFORMATION SYS INC | $0 | – | -60,580 | – | -0.01% | – |
| PETS | Exit | PETMED EXPRESS INC | $0 | – | -174,140 | – | -0.01% | – |
| PPBI | Exit | PACIFIC PREMIER BANCORP | $0 | – | -99,700 | – | -0.01% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -730,992 | – | -0.01% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -198,412 | – | -0.01% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -174,973 | – | -0.01% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -207,278 | – | -0.01% | – |
| EGBN | Exit | EAGLE BANCORP INC MD | $0 | – | -71,490 | – | -0.01% | – |
| POL | Exit | POLYONE CORP | $0 | – | -95,380 | – | -0.01% | – |
| NR | Exit | NEWPARK RES INC | $0 | – | -410,220 | – | -0.01% | – |
| WERN | Exit | WERNER ENTERPRISES INC | $0 | – | -91,910 | – | -0.01% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -72,900 | – | -0.01% | – |
| EBSB | Exit | MERIDIAN BANCORP INC MD | $0 | – | -174,760 | – | -0.01% | – |
| PARR | Exit | PAR PACIFIC HOLDINGS INC | $0 | – | -138,860 | – | -0.01% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -153,423 | – | -0.01% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -325,635 | – | -0.01% | – |
| TFSL | Exit | TFS FINL CORP | $0 | – | -177,510 | – | -0.01% | – |
| ESTE | Exit | EARTHSTONE ENERGY INCcl a | $0 | – | -1,056,147 | – | -0.01% | – |
| URBN | Exit | URBAN OUTFITTERS INC | $0 | – | -120,180 | – | -0.01% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -73,015 | – | -0.01% | – |
| PUMP | Exit | PROPETRO HLDG CORP | $0 | – | -395,370 | – | -0.01% | – |
| TILE | Exit | INTERFACE INC | $0 | – | -241,090 | – | -0.01% | – |
| EBF | Exit | ENNIS INC | $0 | – | -188,154 | – | -0.02% | – |
| VC | Exit | VISTEON CORP | $0 | – | -43,770 | – | -0.02% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -509,731 | – | -0.02% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -252,513 | – | -0.02% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -131,109 | – | -0.02% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -104,135 | – | -0.02% | – |
| WHG | Exit | WESTWOOD HLDGS GROUP INC | $0 | – | -139,500 | – | -0.02% | – |
| LBRT | Exit | LIBERTY OILFIELD SVCS INC | $0 | – | -376,440 | – | -0.02% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -160,391 | – | -0.02% | – |
| EGOV | Exit | NIC INC | $0 | – | -191,784 | – | -0.02% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -82,886 | – | -0.02% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -199,259 | – | -0.02% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -133,670 | – | -0.02% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -264,470 | – | -0.02% | – |
| ASTE | Exit | ASTEC INDS INC | $0 | – | -138,470 | – | -0.02% | – |
| PAG | Exit | PENSKE AUTOMOTIVE GRP INC | $0 | – | -91,460 | – | -0.02% | – |
| MBI | Exit | MBIA INC | $0 | – | -463,905 | – | -0.02% | – |
| FG | Exit | FGL HLDGS | $0 | – | -518,493 | – | -0.02% | – |
| CNOB | Exit | CONNECTONE BANCORP INC NEW | $0 | – | -192,180 | – | -0.02% | – |
| UBNK | Exit | UNITED FINL BANCORP INC NEW | $0 | – | -313,920 | – | -0.02% | – |
| VRTS | Exit | VIRTUS INVT PARTNERS INC | $0 | – | -37,510 | – | -0.02% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -210,953 | – | -0.02% | – |
| EQBK | Exit | EQUITY BANCSHARES INC | $0 | – | -159,950 | – | -0.02% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -292,407 | – | -0.02% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -108,674 | – | -0.02% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -374,940 | – | -0.02% | – |
| AZZ | Exit | AZZ INC | $0 | – | -97,380 | – | -0.02% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -95,428 | – | -0.02% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -42,797 | – | -0.02% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -120,498 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -316,787 | – | -0.02% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -413,963 | – | -0.02% | – |
| MEDP | Exit | MEDPACE HLDGS INC | $0 | – | -50,410 | – | -0.02% | – |
| CBT | Exit | CABOT CORP | $0 | – | -92,960 | – | -0.02% | – |
| KE | Exit | KIMBALL ELECTRONICS INC | $0 | – | -289,380 | – | -0.02% | – |
| IIIN | Exit | INSTEEL INDUSTRIES INC | $0 | – | -203,110 | – | -0.02% | – |
| WOR | Exit | WORTHINGTON INDS INC | $0 | – | -115,730 | – | -0.02% | – |
| PNM | Exit | PNM RES INC | $0 | – | -83,685 | – | -0.02% | – |
| MLP | Exit | MAUI LD & PINEAPPLE INC | $0 | – | -400,100 | – | -0.02% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -114,667 | – | -0.02% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -284,232 | – | -0.02% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -213,163 | – | -0.02% | – |
| FLIC | Exit | FIRST LONG IS CORP | $0 | – | -194,820 | – | -0.02% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -279,474 | – | -0.02% | – |
| TSE | Exit | TRINSEO S A | $0 | – | -106,830 | – | -0.02% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -78,061 | – | -0.02% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -100,149 | – | -0.02% | – |
| CTO | Exit | CONSOLIDATED TOMOKA LD CO | $0 | – | -67,450 | – | -0.02% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -131,414 | – | -0.02% | – |
| FRAC | Exit | KEANE GROUP INC | $0 | – | -738,180 | – | -0.02% | – |
| SPKE | Exit | SPARK ENERGY INC | $0 | – | -411,758 | – | -0.02% | – |
| HI | Exit | HILLENBRAND INC | $0 | – | -146,080 | – | -0.02% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -54,168 | – | -0.02% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -258,111 | – | -0.02% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -104,191 | – | -0.02% | – |
| FFBC | Exit | FIRST FINL BANCORP OH | $0 | – | -178,860 | – | -0.02% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -277,924 | – | -0.02% | – |
| RC | Exit | READY CAP CORP | $0 | – | -281,999 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -59,405 | – | -0.02% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -32,412 | – | -0.02% | – |
| CVLG | Exit | COVENANT TRANSN GROUP INCcl a | $0 | – | -292,320 | – | -0.02% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -68,137 | – | -0.02% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -158,088 | – | -0.02% | – |
| POLY | Exit | PLANTRONICS INC NEW | $0 | – | -126,730 | – | -0.02% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -154,626 | – | -0.02% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -156,663 | – | -0.02% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -118,431 | – | -0.02% | – |
| IPHS | Exit | INNOPHOS HOLDINGS INC | $0 | – | -146,190 | – | -0.02% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -45,609 | – | -0.02% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -67,000 | – | -0.02% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -98,845 | – | -0.02% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -213,776 | – | -0.02% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -248,180 | – | -0.02% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -194,889 | – | -0.02% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -291,453 | – | -0.02% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -838,504 | – | -0.02% | – |
| CWT | Exit | CALIFORNIA WTR SVC GROUP | $0 | – | -96,650 | – | -0.02% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -162,758 | – | -0.02% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -82,200 | – | -0.02% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -101,572 | – | -0.02% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -747,693 | – | -0.02% | – |
| TCBI | Exit | TEXAS CAPITAL BANCSHARES INC | $0 | – | -100,480 | – | -0.02% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -62,215 | – | -0.02% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -169,173 | – | -0.02% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -235,152 | – | -0.02% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -375,135 | – | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -511,847 | – | -0.02% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -41,506 | – | -0.02% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -433,984 | – | -0.02% | – |
| GSBC | Exit | GREAT SOUTHN BANCORP INC | $0 | – | -96,040 | – | -0.02% | – |
| DLPH | Exit | DELPHI TECHNOLOGIES PLC | $0 | – | -402,750 | – | -0.02% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -210,952 | – | -0.02% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -203,512 | – | -0.02% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -133,900 | – | -0.02% | – |
| MD | Exit | MEDNAX INC | $0 | – | -241,200 | – | -0.02% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -289,528 | – | -0.02% | – |
| FULT | Exit | FULTON FINL CORP PA | $0 | – | -354,824 | – | -0.02% | – |
| SR | Exit | SPIRE INC | $0 | – | -64,647 | – | -0.02% | – |
| LBAI | Exit | LAKELAND BANCORP INC | $0 | – | -365,240 | – | -0.02% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -175,009 | – | -0.02% | – |
| BCEI | Exit | BONANZA CREEK ENERGY INC | $0 | – | -250,970 | – | -0.02% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -302,126 | – | -0.02% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -272,297 | – | -0.02% | – |
| PDCO | Exit | PATTERSON COMPANIES INC | $0 | – | -317,380 | – | -0.02% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -235,899 | – | -0.02% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -204,508 | – | -0.02% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -167,834 | – | -0.02% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -314,801 | – | -0.02% | – |
| TEX | Exit | TEREX CORP NEW | $0 | – | -219,300 | – | -0.02% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -316,700 | – | -0.02% | – |
| ALE | Exit | ALLETE INC | $0 | – | -64,743 | – | -0.02% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -560,278 | – | -0.02% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -222,953 | – | -0.02% | – |
| EE | Exit | EL PASO ELEC CO | $0 | – | -86,554 | – | -0.02% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -168,707 | – | -0.02% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -206,630 | – | -0.02% | – |
| ENS | Exit | ENERSYS | $0 | – | -87,780 | – | -0.02% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -164,335 | – | -0.02% | – |
| UVV | Exit | UNIVERSAL CORP VA | $0 | – | -103,520 | – | -0.02% | – |
| XAN | Exit | EXANTAS CAP CORP | $0 | – | -507,603 | – | -0.02% | – |
| FSB | Exit | FRANKLIN FINL NETWORK INC | $0 | – | -189,282 | – | -0.02% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -77,504 | – | -0.02% | – |
| SOI | Exit | SOLARIS OILFIELD INFRSTR INC | $0 | – | -420,150 | – | -0.02% | – |
| AVX | Exit | AVX CORP NEW | $0 | – | -375,078 | – | -0.02% | – |
| AIR | Exit | AAR CORP | $0 | – | -135,860 | – | -0.02% | – |
| EFC | Exit | ELLINGTON FINANCIAL INC | $0 | – | -319,769 | – | -0.02% | – |
| LTHM | Exit | LIVENT CORP | $0 | – | -842,760 | – | -0.02% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -169,930 | – | -0.02% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -160,060 | – | -0.02% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -93,828 | – | -0.02% | – |
| BPFH | Exit | BOSTON PRIVATE FINL HLDGS IN | $0 | – | -506,320 | – | -0.02% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -548,030 | – | -0.02% | – |
| WYND | Exit | WYNDHAM DESTINATIONS INC | $0 | – | -127,490 | – | -0.02% | – |
| AN | Exit | AUTONATION INC | $0 | – | -115,600 | – | -0.02% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -354,198 | – | -0.02% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -408,178 | – | -0.02% | – |
| NWN | Exit | NORTHWEST NAT HLDG CO | $0 | – | -81,830 | – | -0.02% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -188,926 | – | -0.02% | – |
| NUS | Exit | NU SKIN ENTERPRISES INCcl a | $0 | – | -142,770 | – | -0.02% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORP | $0 | – | -229,952 | – | -0.02% | – |
| CPS | Exit | COOPER STD HLDGS INC | $0 | – | -146,902 | – | -0.02% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -745,958 | – | -0.02% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -152,939 | – | -0.02% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -149,901 | – | -0.02% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -276,275 | – | -0.02% | – |
| ORIT | Exit | ORITANI FINL CORP DEL | $0 | – | -330,944 | – | -0.02% | – |
| USNA | Exit | USANA HEALTH SCIENCES INC | $0 | – | -85,490 | – | -0.02% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -308,947 | – | -0.02% | – |
| ENR | Exit | ENERGIZER HLDGS INC NEW | $0 | – | -140,810 | – | -0.02% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -59,078 | – | -0.02% | – |
| CLNC | Exit | COLONY CR REAL ESTATE INC | $0 | – | -421,475 | – | -0.02% | – |
| EBIX | Exit | EBIX INC | $0 | – | -149,040 | – | -0.02% | – |
| THO | Exit | THOR INDS INC | $0 | – | -110,090 | – | -0.02% | – |
| CSTE | Exit | CAESARSTONE LTD | $0 | – | -370,489 | – | -0.02% | – |
| NINE | Exit | NINE ENERGY SVC INC | $0 | – | -1,013,399 | – | -0.02% | – |
| EAF | Exit | GRAFTECH INTL LTD | $0 | – | -475,690 | – | -0.02% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -503,727 | – | -0.02% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -101,544 | – | -0.03% | – |
| KFY | Exit | KORN FERRY | $0 | – | -173,766 | – | -0.03% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -95,842 | – | -0.03% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -228,882 | – | -0.03% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -1,051,090 | – | -0.03% | – |
| TCF | Exit | TCF FINANCIAL CORPORATION NE | $0 | – | -218,729 | – | -0.03% | – |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -4,446,311 | – | -0.04% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -33,542 | – | -0.04% | – |
| AFI | Exit | ARMSTRONG FLOORING INC | $0 | – | -1,492,374 | – | -0.04% | – |
| JBLU | Exit | JETBLUE AWYS CORP | $0 | – | -603,700 | – | -0.04% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -1,050,275 | – | -0.04% | – |
| Exit | ALTUS MIDSTREAM COcl a | $0 | – | -3,639,930 | – | -0.04% | – | |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -979,981 | – | -0.04% | – |
| CAR | Exit | AVIS BUDGET GROUP INC | $0 | – | -433,100 | – | -0.05% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -1,454,210 | – | -0.06% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -17,110 | – | -0.06% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -3,595,580 | – | -0.06% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -205,593 | – | -0.06% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -66,500 | – | -0.06% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,280,726 | – | -0.06% | – |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -17,917,000 | – | -0.07% | – | |
| BDC | Exit | BELDEN INC | $0 | – | -383,900 | – | -0.08% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -2,017,917 | – | -0.08% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -232,358 | – | -0.09% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -489,717 | – | -0.09% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,360,535 | – | -0.11% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -10,220,074 | – | -0.12% | – |
| EVR | Exit | EVERCORE INCclass a | $0 | – | -363,440 | – | -0.12% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -831,220 | – | -0.12% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -923,903 | – | -0.12% | – |
| GBLI | Exit | GLOBAL INDTY LTD CAYMAN | $0 | – | -1,286,914 | – | -0.13% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -667,809 | – | -0.13% | – |
| REZI | Exit | RESIDEO TECHNOLOGIES INC | $0 | – | -2,310,000 | – | -0.13% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -1,090,450 | – | -0.14% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -894,541 | – | -0.14% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -651,300 | – | -0.15% | – |
| DIOD | Exit | DIODES INC | $0 | – | -922,789 | – | -0.15% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -979,900 | – | -0.16% | – |
| SF | Exit | STIFEL FINL CORP | $0 | – | -682,780 | – | -0.16% | – |
| COMM | Exit | COMMSCOPE HLDG CO INC | $0 | – | -3,360,360 | – | -0.16% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -862,127 | – | -0.16% | – |
| VST | Exit | VISTRA ENERGY CORP | $0 | – | -1,538,800 | – | -0.17% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -972,015 | – | -0.18% | – |
| ARW | Exit | ARROW ELECTRS INC | $0 | – | -647,080 | – | -0.19% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -4,572,134 | – | -0.20% | – |
| KBR | Exit | KBR INC | $0 | – | -1,990,983 | – | -0.20% | – |
| HCA | Exit | HCA HEALTHCARE INC | $0 | – | -408,700 | – | -0.20% | – |
| SLM | Exit | SLM CORP | $0 | – | -5,625,940 | – | -0.20% | – |
| CLNY | Exit | COLONY CAP INC NEW | $0 | – | -8,354,487 | – | -0.20% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -692,232 | – | -0.22% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -3,821,017 | – | -0.22% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -238,072 | – | -0.22% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -3,697,098 | – | -0.22% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -1,816,214 | – | -0.23% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -2,034,411 | – | -0.23% | – |
| HNGR | Exit | HANGER INC | $0 | – | -3,062,396 | – | -0.25% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -2,888,600 | – | -0.25% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -7,773,436 | – | -0.25% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,112,650 | – | -0.25% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -5,921,798 | – | -0.26% | – |
| MATX | Exit | MATSON INC | $0 | – | -1,746,852 | – | -0.26% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -3,847,921 | – | -0.27% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -2,482,550 | – | -0.27% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -4,023,800 | – | -0.31% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -828,703 | – | -0.31% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -4,778,758 | – | -0.31% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -2,629,490 | – | -0.31% | – |
| UHAL | Exit | AMERCO | $0 | – | -208,177 | – | -0.33% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -1,009,161 | – | -0.34% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -4,479,300 | – | -0.34% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -18,606,306 | – | -0.36% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -1,605,988 | – | -0.38% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -3,799,332 | – | -0.41% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -1,457,243 | – | -0.41% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -59,323,883 | – | -0.42% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -2,302,864 | – | -0.42% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -480,750 | – | -0.42% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -723,400 | – | -0.42% | – |
| AVT | Exit | AVNET INC | $0 | – | -2,560,230 | – | -0.46% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -7,316,138 | – | -0.47% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,995,122 | – | -0.52% | – |
| GOOGL | Exit | ALPHABET INCcap stk cl a | $0 | – | -108,010 | – | -0.53% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -3,995,700 | – | -0.58% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -3,113,132 | – | -0.58% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -2,826,814 | – | -0.62% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -1,150,418 | – | -0.64% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -1,161,159 | – | -0.64% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -11,086,309 | – | -0.64% | – |
| ERJ | Exit | EMBRAER S Asponsored ads | $0 | – | -9,323,790 | – | -0.65% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -2,922,000 | – | -0.65% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -871,650 | – | -0.67% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -3,975,920 | – | -0.68% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,317,870 | – | -0.69% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -3,956,555 | – | -0.70% | – |
| MPC | Exit | MARATHON PETE CORP | $0 | – | -2,861,011 | – | -0.70% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -7,658,781 | – | -0.71% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -4,643,507 | – | -0.76% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -3,177,953 | – | -0.79% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -31,994,844 | – | -0.80% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -14,542,000 | – | -0.82% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -3,688,900 | – | -0.89% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -28,684,451 | – | -0.92% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -2,908,890 | – | -0.95% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -6,700,560 | – | -1.13% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -1,167,301 | – | -1.13% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -6,659,858 | – | -1.14% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -4,935,140 | – | -1.17% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -13,323,898 | – | -1.19% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,007,577 | – | -1.20% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -15,145,200 | – | -1.35% | – |
| STT | Exit | STATE STR CORP | $0 | – | -5,823,564 | – | -1.39% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -6,626,337 | – | -1.42% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -29,121,150 | – | -1.44% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -12,495,177 | – | -1.47% | – |
| HES | Exit | HESS CORP | $0 | – | -6,039,628 | – | -1.47% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -18,045,269 | – | -1.54% | – |
| APA | Exit | APACHE CORP | $0 | – | -14,981,016 | – | -1.54% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -4,315,898 | – | -1.58% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,525,538 | – | -1.66% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -40,815,791 | – | -1.67% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -9,240,524 | – | -1.68% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -21,017,396 | – | -1.69% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,939,052 | – | -1.72% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -12,204,506 | – | -1.74% | – |
| PPL | Exit | PPL CORP | $0 | – | -13,996,096 | – | -1.78% | – |
| GLW | Exit | CORNING INC | $0 | – | -17,798,626 | – | -2.04% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -20,978,076 | – | -2.08% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -15,810,050 | – | -2.39% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -12,073,512 | – | -2.68% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -3,236,274 | – | -2.70% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -45,330,293 | – | -2.77% | – |
| C | Exit | CITIGROUP INC | $0 | – | -10,259,283 | – | -2.86% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -5,834,328 | – | -3.27% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -16,227,627 | – | -3.64% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -105,297,627 | – | -3.79% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -19,701,626 | – | -4.00% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WFC | Sell | WELLS FARGO CO NEW | $993,750,000 | +5.3% | 19,701,626 | -1.2% | 4.00% | +10.9% |
| GE | Buy | GENERAL ELECTRIC CO | $941,361,000 | -3.1% | 105,297,627 | +13.8% | 3.79% | +2.0% |
| AIG | Sell | AMERICAN INTL GROUP INC | $903,879,000 | -15.4% | 16,227,627 | -19.1% | 3.64% | -10.9% |
| MSFT | Sell | MICROSOFT CORP | $811,147,000 | -9.1% | 5,834,328 | -12.4% | 3.27% | -4.3% |
| C | Sell | CITIGROUP INC | $708,711,000 | -14.9% | 10,259,283 | -13.8% | 2.86% | -10.4% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $687,661,000 | -2.1% | 45,330,293 | -3.5% | 2.77% | +3.1% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $670,653,000 | -4.5% | 3,236,274 | -5.7% | 2.70% | +0.6% |
| ORCL | Buy | ORACLE CORP | $664,405,000 | +13.7% | 12,073,512 | +17.7% | 2.68% | +19.7% |
| GM | Sell | GENERAL MTRS CO | $592,561,000 | -7.5% | 15,810,050 | -4.9% | 2.39% | -2.6% |
| DISCK | Sell | DISCOVERY INC | $516,480,000 | -25.7% | 20,978,076 | -14.1% | 2.08% | -21.8% |
| GLW | Buy | CORNING INC | $507,617,000 | -9.9% | 17,798,626 | +5.0% | 2.04% | -5.1% |
| PPL | Buy | PPL CORP | $440,737,000 | +29.3% | 13,996,096 | +27.3% | 1.78% | +36.1% |
| CFG | Sell | CITIZENS FINL GROUP INC | $431,673,000 | -3.4% | 12,204,506 | -3.5% | 1.74% | +1.6% |
| MDT | Sell | MEDTRONIC PLC | $427,860,000 | -4.6% | 3,939,052 | -14.5% | 1.72% | +0.4% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $418,456,000 | +14.5% | 21,017,396 | -6.1% | 1.69% | +20.6% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $416,563,000 | +1.6% | 9,240,524 | -4.7% | 1.68% | +7.0% |
| CNHI | Buy | CNH INDL N V | $414,280,000 | -1.2% | 40,815,791 | +0.1% | 1.67% | +4.0% |
| CMI | Sell | CUMMINS INC | $410,829,000 | -9.1% | 2,525,538 | -4.3% | 1.66% | -4.3% |
| COF | Sell | CAPITAL ONE FINL CORP | $392,660,000 | -6.1% | 4,315,898 | -6.4% | 1.58% | -1.2% |
| APA | Sell | APACHE CORP | $383,514,000 | -14.5% | 14,981,016 | -3.2% | 1.54% | -10.0% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $382,560,000 | -4.3% | 18,045,269 | +0.4% | 1.54% | +0.7% |
| HES | Sell | HESS CORP | $365,277,000 | -16.9% | 6,039,628 | -12.6% | 1.47% | -12.5% |
| BAC | Buy | BANK AMER CORP | $364,484,000 | +6.5% | 12,495,177 | +5.9% | 1.47% | +12.1% |
| MRO | Buy | MARATHON OIL CORP | $357,317,000 | -11.6% | 29,121,150 | +2.3% | 1.44% | -7.0% |
| MGA | Sell | MAGNA INTL INC | $353,383,000 | +4.6% | 6,626,337 | -2.5% | 1.42% | +10.0% |
| STT | Sell | STATE STR CORP | $344,697,000 | +5.0% | 5,823,564 | -0.5% | 1.39% | +10.6% |
| EQH | Sell | AXA EQUITABLE HLDGS INC | $335,618,000 | +1.5% | 15,145,200 | -4.3% | 1.35% | +6.8% |
| TRV | Sell | TRAVELERS COMPANIES INC | $298,507,000 | -14.0% | 2,007,577 | -13.5% | 1.20% | -9.5% |
| MUR | Buy | MURPHY OIL CORP | $294,591,000 | -3.9% | 13,323,898 | +7.1% | 1.19% | +1.2% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $290,433,000 | -5.8% | 4,935,140 | +4.1% | 1.17% | -0.8% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $284,243,000 | -7.5% | 6,659,858 | -13.2% | 1.14% | -2.6% |
| IP | Sell | INTL PAPER CO | $280,217,000 | -7.1% | 6,700,560 | -3.8% | 1.13% | -2.3% |
| ANTM | Buy | ANTHEM INC | $280,269,000 | +15.8% | 1,167,301 | +36.1% | 1.13% | +21.8% |
| DFS | Sell | DISCOVER FINL SVCS | $235,882,000 | -24.8% | 2,908,890 | -28.0% | 0.95% | -20.9% |
| ERIC | Buy | ERICSSONadr b sek 10 | $228,902,000 | -6.3% | 28,684,451 | +11.6% | 0.92% | -1.4% |
| UL | Sell | UNILEVER PLCspon adr new | $221,703,000 | -14.0% | 3,688,900 | -11.3% | 0.89% | -9.4% |
| NWSA | Sell | NEWS CORP NEWcl a | $202,425,000 | +1.1% | 14,542,000 | -2.1% | 0.82% | +6.4% |
| KOS | Sell | KOSMOS ENERGY LTD | $199,648,000 | -1.4% | 31,994,844 | -0.9% | 0.80% | +3.7% |
| SO | Sell | SOUTHERN CO | $196,302,000 | -27.5% | 3,177,953 | -35.1% | 0.79% | -23.6% |
| CBS | Sell | CBS CORP NEWcl b | $187,458,000 | -22.3% | 4,643,507 | -4.0% | 0.76% | -18.3% |
| ADNT | Sell | ADIENT PLC | $175,846,000 | -16.6% | 7,658,781 | -11.8% | 0.71% | -12.1% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $173,653,000 | -33.7% | 3,956,555 | -37.6% | 0.70% | -30.2% |
| MPC | Buy | MARATHON PETE CORP | $173,806,000 | +79.9% | 2,861,011 | +65.5% | 0.70% | +89.2% |
| TXN | Sell | TEXAS INSTRS INC | $170,322,000 | -1.9% | 1,317,870 | -12.9% | 0.69% | +3.2% |
| SRG | Buy | SERITAGE GROWTH PPTYScl a | $168,937,000 | -1.0% | 3,975,920 | +0.1% | 0.68% | +4.3% |
| ESGR | Sell | ENSTAR GROUP LIMITED | $165,544,000 | +7.4% | 871,650 | -1.4% | 0.67% | +13.1% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $161,645,000 | -24.5% | 2,922,000 | -26.4% | 0.65% | -20.5% |
| ERJ | Sell | EMBRAER S Asponsored ads | $160,835,000 | -16.3% | 9,323,790 | -2.3% | 0.65% | -11.8% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $159,698,000 | +8.9% | 11,086,309 | +15.7% | 0.64% | +14.6% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $159,392,000 | +7.8% | 1,161,159 | -7.5% | 0.64% | +13.4% |
| PEP | Sell | PEPSICO INC | $157,722,000 | -42.0% | 1,150,418 | -44.5% | 0.64% | -38.9% |
| BPOP | Sell | POPULAR INC | $152,874,000 | -6.8% | 2,826,814 | -6.5% | 0.62% | -1.9% |
| SNY | Sell | SANOFIsponsored adr | $144,231,000 | +2.7% | 3,113,132 | -4.1% | 0.58% | +8.0% |
| HOG | Sell | HARLEY DAVIDSON INC | $143,725,000 | -3.2% | 3,995,700 | -3.6% | 0.58% | +1.9% |
| GOOGL | New | ALPHABET INCcap stk cl a | $131,895,000 | – | 108,010 | – | 0.53% | – |
| MS | Sell | MORGAN STANLEY | $127,802,000 | -2.8% | 2,995,122 | -0.2% | 0.52% | +2.4% |
| CNO | Buy | CNO FINL GROUP INC | $115,814,000 | +1.6% | 7,316,138 | +7.1% | 0.47% | +7.1% |
| AVT | Sell | AVNET INC | $113,892,000 | -4.0% | 2,560,230 | -2.4% | 0.46% | +1.1% |
| FDX | New | FEDEX CORP | $105,305,000 | – | 723,400 | – | 0.42% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $104,477,000 | – | 480,750 | – | 0.42% | – |
| CIT | Sell | CIT GROUP INC | $104,343,000 | -14.2% | 2,302,864 | -0.5% | 0.42% | -9.9% |
| ODP | Buy | OFFICE DEPOT INC | $104,113,000 | +0.9% | 59,323,883 | +18.4% | 0.42% | +6.3% |
| PCAR | Sell | PACCAR INC | $102,022,000 | -6.8% | 1,457,243 | -4.6% | 0.41% | -1.9% |
| FHB | Sell | FIRST HAWAIIAN INC | $101,442,000 | -14.7% | 3,799,332 | -17.4% | 0.41% | -10.1% |
| DOOR | Sell | MASONITE INTL CORP NEW | $93,147,000 | +9.8% | 1,605,988 | -0.3% | 0.38% | +15.4% |
| FI | Buy | FRANKS INTL N V | $88,380,000 | -6.3% | 18,606,306 | +7.7% | 0.36% | -1.4% |
| FLR | Buy | FLUOR CORP NEW | $85,689,000 | -13.7% | 4,479,300 | +52.0% | 0.34% | -9.2% |
| ETN | Sell | EATON CORP PLC | $83,912,000 | -0.5% | 1,009,161 | -0.4% | 0.34% | +4.6% |
| UHAL | Sell | AMERCO | $81,197,000 | +2.3% | 208,177 | -0.7% | 0.33% | +7.6% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $77,938,000 | +18.8% | 2,629,490 | +36.2% | 0.31% | +25.1% |
| FHN | Sell | FIRST HORIZON NATL CORP | $77,416,000 | -8.8% | 4,778,758 | -16.0% | 0.31% | -4.0% |
| TEL | Sell | TE CONNECTIVITY LTD | $77,219,000 | -16.6% | 828,703 | -14.3% | 0.31% | -12.1% |
| HAL | Buy | HALLIBURTON CO | $75,849,000 | -5.8% | 4,023,800 | +13.6% | 0.31% | -0.6% |
| FITB | Sell | FIFTH THIRD BANCORP | $67,972,000 | -6.6% | 2,482,550 | -4.8% | 0.27% | -1.8% |
| GEO | Sell | GEO GROUP INC NEW | $66,723,000 | -30.7% | 3,847,921 | -16.1% | 0.27% | -27.1% |
| MATX | Sell | MATSON INC | $65,524,000 | -20.0% | 1,746,852 | -17.1% | 0.26% | -15.7% |
| CJ | Buy | C&J ENERGY SVCS INC NEW | $63,541,000 | -6.4% | 5,921,798 | +2.7% | 0.26% | -1.5% |
| POR | Sell | PORTLAND GEN ELEC CO | $62,720,000 | -6.6% | 1,112,650 | -10.3% | 0.25% | -1.6% |
| WLL | Buy | WHITING PETE CORP NEW | $62,421,000 | -53.3% | 7,773,436 | +8.7% | 0.25% | -50.7% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $62,278,000 | +3.0% | 2,888,600 | +7.9% | 0.25% | +8.7% |
| HNGR | Sell | HANGER INC | $62,412,000 | -5.6% | 3,062,396 | -11.3% | 0.25% | -0.8% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $57,047,000 | -14.4% | 1,816,214 | -36.4% | 0.23% | -9.8% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $57,187,000 | -17.2% | 2,034,411 | +1.4% | 0.23% | -12.9% |
| TPH | Sell | TRI POINTE GROUP INC | $55,604,000 | +1.8% | 3,697,098 | -19.0% | 0.22% | +7.2% |
| BIIB | Buy | BIOGEN INC | $55,428,000 | -0.4% | 238,072 | +0.1% | 0.22% | +4.7% |
| TPC | Buy | TUTOR PERINI CORP | $54,755,000 | +8.8% | 3,821,017 | +5.4% | 0.22% | +14.5% |
| OMC | Buy | OMNICOM GROUP INC | $54,202,000 | +35.1% | 692,232 | +41.3% | 0.22% | +41.6% |
| CLNY | Buy | COLONY CAP INC NEW | $50,294,000 | +22.3% | 8,354,487 | +1.5% | 0.20% | +29.3% |
| SLM | Sell | SLM CORP | $49,649,000 | -10.5% | 5,625,940 | -1.4% | 0.20% | -5.7% |
| HCA | New | HCA HEALTHCARE INC | $49,216,000 | – | 408,700 | – | 0.20% | – |
| KBR | Sell | KBR INC | $48,859,000 | -2.2% | 1,990,983 | -0.6% | 0.20% | +3.1% |
| BBBY | Buy | BED BATH & BEYOND INC | $48,648,000 | -7.7% | 4,572,134 | +0.8% | 0.20% | -3.0% |
| ARW | Sell | ARROW ELECTRS INC | $48,259,000 | +3.7% | 647,080 | -0.9% | 0.19% | +9.0% |
| VST | Buy | VISTRA ENERGY CORP | $41,132,000 | +112.9% | 1,538,800 | +80.4% | 0.17% | +124.3% |
| PHG | Sell | KONINKLIJKE PHILIPS N Vny reg sh new | $39,770,000 | -17.6% | 862,127 | -22.2% | 0.16% | -13.5% |
| COMM | Buy | COMMSCOPE HLDG CO INC | $39,518,000 | -5.7% | 3,360,360 | +26.1% | 0.16% | -0.6% |
| SF | Sell | STIFEL FINL CORP | $39,178,000 | -3.1% | 682,780 | -0.3% | 0.16% | +1.9% |
| NRG | Buy | NRG ENERGY INC | $38,804,000 | +49.7% | 979,900 | +32.8% | 0.16% | +57.6% |
| BG | Sell | BUNGE LIMITED | $36,877,000 | -3.6% | 651,300 | -5.1% | 0.15% | +2.1% |
| DIOD | Sell | DIODES INC | $37,050,000 | +7.6% | 922,789 | -2.5% | 0.15% | +12.9% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $34,511,000 | +5.8% | 894,541 | +0.2% | 0.14% | +11.2% |
| TDC | Sell | TERADATA CORP DEL | $33,804,000 | -15.2% | 1,090,450 | -1.9% | 0.14% | -11.1% |
| REZI | Buy | RESIDEO TECHNOLOGIES INC | $33,149,000 | +5.9% | 2,310,000 | +61.8% | 0.13% | +11.7% |
| AVA | Buy | AVISTA CORP | $32,349,000 | +76.9% | 667,809 | +62.9% | 0.13% | +85.7% |
| GBLI | Buy | GLOBAL INDTY LTD CAYMAN | $32,134,000 | -17.8% | 1,286,914 | +1.9% | 0.13% | -14.0% |
| MLR | Sell | MILLER INDS INC TENN | $30,766,000 | +4.7% | 923,903 | -3.4% | 0.12% | +9.7% |
| LAZ | Sell | LAZARD LTD | $29,093,000 | -27.5% | 831,220 | -28.7% | 0.12% | -24.0% |
| EVR | New | EVERCORE INCclass a | $29,112,000 | – | 363,440 | – | 0.12% | – |
| MDCA | Buy | MDC PARTNERS INCcl a sub vtg | $28,821,000 | +13.4% | 10,220,074 | +1.4% | 0.12% | +19.6% |
| ASB | Buy | ASSOCIATED BANC CORP | $27,551,000 | -4.0% | 1,360,535 | +0.3% | 0.11% | +0.9% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $22,689,000 | -32.6% | 489,717 | -41.4% | 0.09% | -29.5% |
| GPI | Sell | GROUP 1 AUTOMOTIVE INC | $21,449,000 | +9.6% | 232,358 | -2.8% | 0.09% | +14.7% |
| QUAD | Sell | QUAD / GRAPHICS INC | $21,208,000 | +0.3% | 2,017,917 | -24.5% | 0.08% | +4.9% |
| BDC | Buy | BELDEN INC | $20,477,000 | +14.8% | 383,900 | +28.3% | 0.08% | +22.1% |
| Buy | COLONY CAP INCnote 3.875% 1/1 | $17,738,000 | +34.2% | 17,917,000 | +32.5% | 0.07% | +39.2% | |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $14,549,000 | +2.1% | 1,280,726 | +0.2% | 0.06% | +7.3% |
| TSLA | Buy | TESLA INCput | $14,446,000 | +16.3% | 66,500 | +26.7% | 0.06% | +20.8% |
| NPO | Sell | ENPRO INDS INC | $14,114,000 | -14.7% | 205,593 | -20.7% | 0.06% | -9.5% |
| RRC | Buy | RANGE RES CORP | $13,735,000 | -32.3% | 3,595,580 | +23.6% | 0.06% | -29.5% |
| Y | Sell | ALLEGHANY CORP DEL | $13,650,000 | +12.5% | 17,110 | -3.9% | 0.06% | +19.6% |
| BRY | Buy | BERRY PETE CORP | $13,611,000 | -5.8% | 1,454,210 | +6.7% | 0.06% | 0.0% |
| CAR | Buy | AVIS BUDGET GROUP INC | $12,239,000 | -18.2% | 433,100 | +1.7% | 0.05% | -14.0% |
| LBC | Sell | LUTHER BURBANK CORP | $11,103,000 | +4.0% | 979,981 | -0.1% | 0.04% | +9.8% |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $10,408,000 | – | 1,050,275 | – | 0.04% | – |
| Buy | ALTUS MIDSTREAM COcl a | $10,301,000 | +62.6% | 3,639,930 | +113.7% | 0.04% | +75.0% | |
| JBLU | Sell | JETBLUE AWYS CORP | $10,112,000 | -13.3% | 603,700 | -4.3% | 0.04% | -8.9% |
| AFI | Buy | ARMSTRONG FLOORING INC | $9,536,000 | -23.5% | 1,492,374 | +17.9% | 0.04% | -20.8% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $9,002,000 | +5.5% | 33,542 | +1.0% | 0.04% | +9.1% |
| MDRIQ | Buy | MCDERMOTT INTL INC | $8,982,000 | -77.8% | 4,446,311 | +6.4% | 0.04% | -76.8% |
| TCF | New | TCF FINANCIAL CORPORATION NE | $8,327,000 | – | 218,729 | – | 0.03% | – |
| CASA | Buy | CASA SYS INC | $8,256,000 | +22.3% | 1,051,090 | +0.1% | 0.03% | +26.9% |
| GBX | Buy | GREENBRIER COS INC | $6,894,000 | +17.2% | 228,882 | +18.3% | 0.03% | +21.7% |
| KFY | Buy | KORN FERRY | $6,714,000 | -0.5% | 173,766 | +3.2% | 0.03% | +3.8% |
| AXE | Buy | ANIXTER INTL INC | $6,625,000 | +16.5% | 95,842 | +0.7% | 0.03% | +22.7% |
| PLXS | Buy | PLEXUS CORP | $6,348,000 | +7.5% | 101,544 | +0.4% | 0.03% | +13.0% |
| NINE | Buy | NINE ENERGY SVC INC | $6,253,000 | -58.7% | 1,013,399 | +15.9% | 0.02% | -56.9% |
| THO | Buy | THOR INDS INC | $6,235,000 | +7.0% | 110,090 | +10.5% | 0.02% | +13.6% |
| CSTE | Buy | CAESARSTONE LTD | $6,154,000 | +12.2% | 370,489 | +1.5% | 0.02% | +19.0% |
| HSON | Sell | HUDSON GLOBAL INC | $6,181,000 | -1.9% | 503,727 | -0.4% | 0.02% | +4.2% |
| ENR | Buy | ENERGIZER HLDGS INC NEW | $6,136,000 | +14.8% | 140,810 | +1.7% | 0.02% | +25.0% |
| CLNC | Buy | COLONY CR REAL ESTATE INC | $6,095,000 | +11.1% | 421,475 | +19.0% | 0.02% | +19.0% |
| TECD | Buy | TECH DATA CORP | $6,158,000 | +1.2% | 59,078 | +1.6% | 0.02% | +8.7% |
| EAF | Sell | GRAFTECH INTL LTD | $6,089,000 | +8.2% | 475,690 | -2.8% | 0.02% | +13.6% |
| EBIX | Buy | EBIX INC | $6,275,000 | +6.3% | 149,040 | +26.7% | 0.02% | +8.7% |
| DCOM | Sell | DIME CMNTY BANCSHARES | $5,915,000 | +4.2% | 276,275 | -7.6% | 0.02% | +9.1% |
| NWN | Buy | NORTHWEST NAT HLDG CO | $5,838,000 | +4.6% | 81,830 | +1.9% | 0.02% | +14.3% |
| NUS | Buy | NU SKIN ENTERPRISES INCcl a | $6,072,000 | +6.3% | 142,770 | +23.3% | 0.02% | +9.1% |
| ORIT | Sell | ORITANI FINL CORP DEL | $5,856,000 | -2.7% | 330,944 | -2.4% | 0.02% | +4.3% |
| VLY | Sell | VALLEY NATL BANCORP | $5,957,000 | -40.3% | 548,030 | -40.8% | 0.02% | -36.8% |
| AMBC | Sell | AMBAC FINL GROUP INC | $6,040,000 | +8.1% | 308,947 | -6.9% | 0.02% | +14.3% |
| CPS | Buy | COOPER STD HLDGS INC | $6,005,000 | -2.1% | 146,902 | +9.8% | 0.02% | +4.3% |
| WYND | Sell | WYNDHAM DESTINATIONS INC | $5,867,000 | +3.5% | 127,490 | -1.3% | 0.02% | +9.1% |
| PRA | Buy | PROASSURANCE CORP | $6,037,000 | +14.0% | 149,901 | +2.2% | 0.02% | +20.0% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $5,997,000 | +3.5% | 354,198 | +1.0% | 0.02% | +9.1% |
| UTL | Buy | UNITIL CORP | $5,952,000 | +8.5% | 93,828 | +2.4% | 0.02% | +14.3% |
| SANM | Buy | SANMINA CORPORATION | $6,066,000 | +6.9% | 188,926 | +0.8% | 0.02% | +9.1% |
| HOPE | Buy | HOPE BANCORP INC | $5,853,000 | +5.4% | 408,178 | +1.3% | 0.02% | +14.3% |
| BPFH | Buy | BOSTON PRIVATE FINL HLDGS IN | $5,901,000 | -1.8% | 506,320 | +1.7% | 0.02% | +4.3% |
| USNA | Buy | USANA HEALTH SCIENCES INC | $5,847,000 | +3.9% | 85,490 | +20.7% | 0.02% | +9.1% |
| AN | Sell | AUTONATION INC | $5,861,000 | +4.8% | 115,600 | -13.3% | 0.02% | +14.3% |
| TMHC | Sell | TAYLOR MORRISON HOME CORP | $5,965,000 | -0.5% | 229,952 | -19.6% | 0.02% | +4.3% |
| WAFD | Sell | WASHINGTON FED INC | $5,921,000 | +2.5% | 160,060 | -3.2% | 0.02% | +9.1% |
| TRST | Buy | TRUSTCO BK CORP N Y | $6,080,000 | +3.7% | 745,958 | +0.8% | 0.02% | +9.1% |
| LM | Buy | LEGG MASON INC | $5,841,000 | +1.7% | 152,939 | +1.9% | 0.02% | +9.1% |
| PBF | Buy | PBF ENERGY INCcl a | $5,618,000 | +277.8% | 206,630 | +335.0% | 0.02% | +283.3% |
| TEX | Buy | TEREX CORP NEW | $5,695,000 | -1.0% | 219,300 | +19.7% | 0.02% | +4.5% |
| AIR | Buy | AAR CORP | $5,599,000 | +18.4% | 135,860 | +5.7% | 0.02% | +27.8% |
| HTH | Sell | HILLTOP HOLDINGS INC | $5,636,000 | -3.7% | 235,899 | -14.3% | 0.02% | +4.5% |
| AVX | Buy | AVX CORP NEW | $5,701,000 | +2.5% | 375,078 | +11.9% | 0.02% | +9.5% |
| SASR | Buy | SANDY SPRING BANCORP INC | $5,658,000 | -1.9% | 167,834 | +1.5% | 0.02% | +4.5% |
| KEY | Sell | KEYCORP NEW | $5,650,000 | -16.8% | 316,700 | -17.2% | 0.02% | -11.5% |
| BCEI | Sell | BONANZA CREEK ENERGY INC | $5,619,000 | -9.3% | 250,970 | -15.4% | 0.02% | -4.2% |
| ENS | Buy | ENERSYS | $5,788,000 | -1.7% | 87,780 | +2.1% | 0.02% | 0.0% |
| MEI | Sell | METHODE ELECTRS INC | $5,675,000 | +1.3% | 168,707 | -14.0% | 0.02% | +9.5% |
| MTOR | Buy | MERITOR INC | $5,824,000 | +3.2% | 314,801 | +35.3% | 0.02% | +4.5% |
| XAN | Buy | EXANTAS CAP CORP | $5,771,000 | +2.6% | 507,603 | +2.0% | 0.02% | +4.5% |
| BKU | Buy | BANKUNITED INC | $5,713,000 | +1.5% | 169,930 | +1.9% | 0.02% | +4.5% |
| SOI | Buy | SOLARIS OILFIELD INFRSTR INC | $5,638,000 | +5.9% | 420,150 | +18.2% | 0.02% | +15.0% |
| EE | Buy | EL PASO ELEC CO | $5,806,000 | +4.7% | 86,554 | +2.1% | 0.02% | +9.5% |
| EFC | Buy | ELLINGTON FINANCIAL INC | $5,778,000 | +3.1% | 319,769 | +2.5% | 0.02% | +9.5% |
| PGC | Buy | PEAPACK-GLADSTONE FINL CORP | $5,732,000 | +1.7% | 204,508 | +2.0% | 0.02% | +4.5% |
| SR | Sell | SPIRE INC | $5,640,000 | -0.1% | 64,647 | -3.9% | 0.02% | +4.5% |
| CUBI | Buy | CUSTOMERS BANCORP INC | $5,647,000 | +1.3% | 272,297 | +2.6% | 0.02% | +9.5% |
| PDCO | Buy | PATTERSON COMPANIES INC | $5,656,000 | +2.6% | 317,380 | +31.8% | 0.02% | +9.5% |
| CTB | Buy | COOPER TIRE & RUBR CO | $5,824,000 | +2.3% | 222,953 | +23.6% | 0.02% | +4.5% |
| NWE | Buy | NORTHWESTERN CORP | $5,817,000 | +6.5% | 77,504 | +2.3% | 0.02% | +9.5% |
| GWB | Buy | GREAT WESTN BANCORP INC | $5,775,000 | -0.6% | 175,009 | +7.6% | 0.02% | +4.5% |
| LTHM | Buy | LIVENT CORP | $5,638,000 | -0.2% | 842,760 | +3.2% | 0.02% | +4.5% |
| FULT | Buy | FULTON FINL CORP PA | $5,741,000 | +0.3% | 354,824 | +1.5% | 0.02% | +4.5% |
| FSB | Sell | FRANKLIN FINL NETWORK INC | $5,718,000 | -2.7% | 189,282 | -10.2% | 0.02% | +4.5% |
| FBP | Buy | FIRST BANCORP P R | $5,592,000 | -7.5% | 560,278 | +2.3% | 0.02% | 0.0% |
| HAFC | Buy | HANMI FINL CORP | $5,674,000 | -1.8% | 302,126 | +16.5% | 0.02% | +4.5% |
| CATY | Buy | CATHAY GEN BANCORP | $5,708,000 | -1.8% | 164,335 | +1.5% | 0.02% | +4.5% |
| UVV | Buy | UNIVERSAL CORP VA | $5,674,000 | -1.9% | 103,520 | +8.7% | 0.02% | +4.5% |
| LBAI | Buy | LAKELAND BANCORP INC | $5,636,000 | -2.8% | 365,240 | +1.8% | 0.02% | +4.5% |
| ALE | Sell | ALLETE INC | $5,659,000 | +4.9% | 64,743 | -0.2% | 0.02% | +9.5% |
| WNC | Buy | WABASH NATL CORP | $5,443,000 | -8.8% | 375,135 | +2.3% | 0.02% | -4.3% |
| NAVI | Buy | NAVIENT CORPORATION | $5,555,000 | -4.0% | 433,984 | +2.3% | 0.02% | 0.0% |
| HMST | Buy | HOMESTREET INC | $5,560,000 | -5.1% | 203,512 | +2.9% | 0.02% | 0.0% |
| MSBI | Sell | MIDLAND STS BANCORP INC ILL | $5,495,000 | -4.2% | 210,952 | -1.8% | 0.02% | 0.0% |
| DLPH | Buy | DELPHI TECHNOLOGIES PLC | $5,397,000 | -9.7% | 402,750 | +34.8% | 0.02% | -4.3% |
| PLAB | Sell | PHOTRONICS INC | $5,569,000 | +0.9% | 511,847 | -23.9% | 0.02% | +4.8% |
| SJI | Buy | SOUTH JERSEY INDS INC | $5,567,000 | +0.4% | 169,173 | +2.9% | 0.02% | +4.8% |
| CVGI | Sell | COMMERCIAL VEH GROUP INC | $5,391,000 | -13.6% | 747,693 | -3.9% | 0.02% | -8.3% |
| BLBD | Buy | BLUE BIRD CORP | $5,511,000 | -1.5% | 289,528 | +1.9% | 0.02% | +4.8% |
| GSBC | Buy | GREAT SOUTHN BANCORP INC | $5,469,000 | +39.6% | 96,040 | +46.7% | 0.02% | +46.7% |
| MD | Buy | MEDNAX INC | $5,456,000 | -7.7% | 241,200 | +2.9% | 0.02% | -4.3% |
| NPK | Buy | NATIONAL PRESTO INDS INC | $5,543,000 | -1.5% | 62,215 | +3.2% | 0.02% | 0.0% |
| SPH | Buy | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $5,557,000 | -0.3% | 235,152 | +2.5% | 0.02% | +4.8% |
| TCBI | Buy | TEXAS CAPITAL BANCSHARES INC | $5,491,000 | -8.8% | 100,480 | +2.5% | 0.02% | -4.3% |
| VEC | Sell | VECTRUS INC | $5,443,000 | -10.8% | 133,900 | -11.0% | 0.02% | -4.3% |
| LAD | Sell | LITHIA MTRS INCcl a | $5,495,000 | +0.8% | 41,506 | -9.6% | 0.02% | +4.8% |
| MGLN | Buy | MAGELLAN HEALTH INC | $5,105,000 | -12.9% | 82,200 | +4.1% | 0.02% | -4.5% |
| ZAGG | Buy | ZAGG INC | $5,257,000 | -6.1% | 838,504 | +4.2% | 0.02% | 0.0% |
| LOB | Sell | LIVE OAK BANCSHARES INC | $5,275,000 | -6.5% | 291,453 | -11.4% | 0.02% | -4.5% |
| CWT | Sell | CALIFORNIA WTR SVC GROUP | $5,116,000 | -8.4% | 96,650 | -12.4% | 0.02% | 0.0% |
| CSGS | Sell | CSG SYS INTL INC | $5,249,000 | -6.0% | 101,572 | -11.2% | 0.02% | 0.0% |
| HGV | Sell | HILTON GRAND VACATIONS INC | $5,208,000 | -11.9% | 162,758 | -12.4% | 0.02% | -8.7% |
| MOV | Buy | MOVADO GROUP INC | $4,845,000 | +22.2% | 194,889 | +32.7% | 0.02% | +33.3% |
| TARO | Buy | TARO PHARMACEUTICAL INDS LTD | $5,055,000 | -7.5% | 67,000 | +4.8% | 0.02% | -4.8% |
| TALO | Buy | TALOS ENERGY INC | $5,045,000 | -15.2% | 248,180 | +0.3% | 0.02% | -13.0% |
| DLX | Buy | DELUXE CORP | $4,859,000 | +21.2% | 98,845 | +0.3% | 0.02% | +33.3% |
| HIBB | Buy | HIBBETT SPORTS INC | $4,895,000 | +27.3% | 213,776 | +1.2% | 0.02% | +33.3% |
| CVLG | Buy | COVENANT TRANSN GROUP INCcl a | $4,806,000 | +12.6% | 292,320 | +0.8% | 0.02% | +18.8% |
| CCS | Buy | CENTURY CMNTYS INC | $4,799,000 | +16.8% | 156,663 | +1.3% | 0.02% | +18.8% |
| OPY | Buy | OPPENHEIMER HLDGS INCcl a non vtg | $4,648,000 | +10.6% | 154,626 | +0.1% | 0.02% | +18.8% |
| MTH | Sell | MERITAGE HOMES CORP | $4,793,000 | +10.9% | 68,137 | -19.1% | 0.02% | +11.8% |
| BHE | Sell | BENCHMARK ELECTRS INC | $4,594,000 | +9.1% | 158,088 | -5.7% | 0.02% | +18.8% |
| IPHS | Buy | INNOPHOS HOLDINGS INC | $4,745,000 | +12.9% | 146,190 | +1.3% | 0.02% | +18.8% |
| ABG | Sell | ASBURY AUTOMOTIVE GROUP INC | $4,667,000 | +8.1% | 45,609 | -10.9% | 0.02% | +11.8% |
| POLY | Buy | PLANTRONICS INC NEW | $4,730,000 | +17.7% | 126,730 | +16.8% | 0.02% | +26.7% |
| CNXN | Buy | PC CONNECTION INC | $4,607,000 | +13.8% | 118,431 | +2.4% | 0.02% | +26.7% |
| NFBK | Sell | NORTHFIELD BANCORP INC DEL | $4,488,000 | -0.7% | 279,474 | -3.4% | 0.02% | +5.9% |
| FFBC | Buy | FIRST FINL BANCORP OH | $4,378,000 | +2.3% | 178,860 | +1.2% | 0.02% | +12.5% |
| VMI | Sell | VALMONT INDS INC | $4,487,000 | +4.5% | 32,412 | -4.3% | 0.02% | +12.5% |
| LGIH | Sell | LGI HOMES INC | $4,513,000 | +10.7% | 54,168 | -5.1% | 0.02% | +12.5% |
| TUP | Buy | TUPPERWARE BRANDS CORP | $4,511,000 | +8.7% | 284,232 | +30.3% | 0.02% | +12.5% |
| FRAC | Buy | KEANE GROUP INC | $4,473,000 | -7.4% | 738,180 | +2.7% | 0.02% | 0.0% |
| IBOC | Buy | INTERNATIONAL BANCSHARES COR | $4,428,000 | +4.7% | 114,667 | +2.2% | 0.02% | +12.5% |
| TSE | Buy | TRINSEO S A | $4,588,000 | +3.8% | 106,830 | +2.4% | 0.02% | +5.9% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $4,347,000 | -2.4% | 78,061 | +2.0% | 0.02% | +5.9% |
| REX | Buy | REX AMERICAN RESOURCES CORP | $4,534,000 | +5.7% | 59,405 | +0.9% | 0.02% | +12.5% |
| HOFT | Buy | HOOKER FURNITURE CORP | $4,570,000 | +5.9% | 213,163 | +1.8% | 0.02% | +5.9% |
| RC | Buy | READY CAP CORP | $4,489,000 | +7.9% | 281,999 | +1.0% | 0.02% | +12.5% |
| HI | Buy | HILLENBRAND INC | $4,511,000 | +6.2% | 146,080 | +36.1% | 0.02% | +12.5% |
| MPAA | Buy | MOTORCAR PTS AMER INC | $4,362,000 | -18.4% | 258,111 | +3.4% | 0.02% | -10.0% |
| TRMK | Buy | TRUSTMARK CORP | $4,483,000 | +3.6% | 131,414 | +1.0% | 0.02% | +5.9% |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $4,436,000 | +1.8% | 104,191 | +1.1% | 0.02% | +5.9% |
| SPKE | Buy | SPARK ENERGY INC | $4,344,000 | +4.9% | 411,758 | +11.3% | 0.02% | +12.5% |
| CTO | Buy | CONSOLIDATED TOMOKA LD CO | $4,425,000 | +52.7% | 67,450 | +39.0% | 0.02% | +63.6% |
| PNM | Buy | PNM RES INC | $4,358,000 | +4.5% | 83,685 | +2.2% | 0.02% | +12.5% |
| FLIC | Buy | FIRST LONG IS CORP | $4,432,000 | +268.7% | 194,820 | +225.6% | 0.02% | +260.0% |
| EIG | Buy | EMPLOYERS HOLDINGS INC | $4,364,000 | +4.6% | 100,149 | +1.4% | 0.02% | +12.5% |
| MSGN | Buy | MSG NETWORK INCcl a | $4,508,000 | +17.8% | 277,924 | +50.7% | 0.02% | +20.0% |
| THFF | Buy | FIRST FINL CORP IND | $4,148,000 | +12.0% | 95,428 | +3.4% | 0.02% | +21.4% |
| PAG | Buy | PENSKE AUTOMOTIVE GRP INC | $4,324,000 | +2.1% | 91,460 | +2.1% | 0.02% | +6.2% |
| CARO | Buy | CAROLINA FINL CORP NEW | $4,282,000 | +3.8% | 120,498 | +2.5% | 0.02% | +6.2% |
| MBI | Buy | MBIA INC | $4,282,000 | +0.5% | 463,905 | +1.4% | 0.02% | +6.2% |
| PRIM | Buy | PRIMORIS SVCS CORP | $4,137,000 | -3.6% | 210,953 | +2.9% | 0.02% | +6.2% |
| GHL | Buy | GREENHILL & CO INC | $4,156,000 | -1.7% | 316,787 | +1.9% | 0.02% | +6.2% |
| KE | Buy | KIMBALL ELECTRONICS INC | $4,199,000 | -0.9% | 289,380 | +10.9% | 0.02% | +6.2% |
| VRTS | Buy | VIRTUS INVT PARTNERS INC | $4,147,000 | +4.5% | 37,510 | +1.5% | 0.02% | +13.3% |
| FNB | Buy | FNB CORP PA | $4,323,000 | +0.3% | 374,940 | +2.3% | 0.02% | 0.0% |
| IIIN | Buy | INSTEEL INDUSTRIES INC | $4,170,000 | +1163.6% | 203,110 | +1180.6% | 0.02% | +1600.0% |
| APOG | Buy | APOGEE ENTERPRISES INC | $4,237,000 | -8.1% | 108,674 | +2.4% | 0.02% | -5.6% |
| MEDP | Sell | MEDPACE HLDGS INC | $4,236,000 | -5.2% | 50,410 | -26.2% | 0.02% | 0.0% |
| ASTE | Buy | ASTEC INDS INC | $4,306,000 | +6.7% | 138,470 | +11.7% | 0.02% | +13.3% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $4,307,000 | -1.8% | 292,407 | +2.5% | 0.02% | 0.0% |
| EQBK | Buy | EQUITY BANCSHARES INC | $4,288,000 | +16.5% | 159,950 | +15.8% | 0.02% | +21.4% |
| TPRE | Buy | THIRD PT REINS LTD | $4,135,000 | -0.3% | 413,963 | +3.0% | 0.02% | +6.2% |
| KALU | Buy | KAISER ALUMINUM CORP | $4,236,000 | +2.6% | 42,797 | +1.2% | 0.02% | +6.2% |
| AZZ | Buy | AZZ INC | $4,242,000 | -3.0% | 97,380 | +2.5% | 0.02% | 0.0% |
| CBT | Buy | CABOT CORP | $4,213,000 | -2.7% | 92,960 | +2.4% | 0.02% | 0.0% |
| FG | Buy | FGL HLDGS | $4,138,000 | -2.2% | 518,493 | +2.9% | 0.02% | +6.2% |
| CNOB | Buy | CONNECTONE BANCORP INC NEW | $4,266,000 | -0.6% | 192,180 | +1.5% | 0.02% | +6.2% |
| WOR | Buy | WORTHINGTON INDS INC | $4,172,000 | -8.9% | 115,730 | +1.8% | 0.02% | -5.6% |
| UBNK | Buy | UNITED FINL BANCORP INC NEW | $4,279,000 | -1.5% | 313,920 | +2.5% | 0.02% | 0.0% |
| SCSC | Buy | SCANSOURCE INC | $4,084,000 | -2.9% | 133,670 | +3.5% | 0.02% | 0.0% |
| WCC | Buy | WESCO INTL INC | $3,959,000 | -2.2% | 82,886 | +3.7% | 0.02% | 0.0% |
| WHG | Buy | WESTWOOD HLDGS GROUP INC | $3,860,000 | +43.7% | 139,500 | +82.8% | 0.02% | +60.0% |
| KELYA | Sell | KELLY SVCS INCcl a | $3,885,000 | -14.4% | 160,391 | -7.4% | 0.02% | -5.9% |
| EGOV | Sell | NIC INC | $3,960,000 | -3.8% | 191,784 | -25.3% | 0.02% | 0.0% |
| FFIC | Buy | FLUSHING FINL CORP | $4,026,000 | -2.3% | 199,259 | +7.4% | 0.02% | 0.0% |
| VCTR | Buy | VICTORY CAP HLDGS INC | $3,884,000 | -6.9% | 252,513 | +3.9% | 0.02% | 0.0% |
| FISI | Buy | FINANCIAL INSTNS INC | $3,957,000 | +8.6% | 131,109 | +4.9% | 0.02% | +14.3% |
| COWN | Buy | COWEN INCcl a new | $4,070,000 | -8.5% | 264,470 | +2.2% | 0.02% | -5.9% |
| LBRT | Buy | LIBERTY OILFIELD SVCS INC | $4,077,000 | -10.4% | 376,440 | +33.8% | 0.02% | -5.9% |
| STC | Buy | STEWART INFORMATION SVCS COR | $4,039,000 | -0.1% | 104,135 | +4.3% | 0.02% | +6.7% |
| CLF | Buy | CLEVELAND CLIFFS INC | $3,680,000 | -15.8% | 509,731 | +24.4% | 0.02% | -11.8% |
| EBF | Buy | ENNIS INC | $3,803,000 | +3.9% | 188,154 | +5.5% | 0.02% | +7.1% |
| VC | Buy | VISTEON CORP | $3,613,000 | +41.9% | 43,770 | +0.7% | 0.02% | +50.0% |
| ESTE | Buy | EARTHSTONE ENERGY INCcl a | $3,432,000 | -22.6% | 1,056,147 | +45.9% | 0.01% | -17.6% |
| TILE | Buy | INTERFACE INC | $3,481,000 | +29.7% | 241,090 | +37.7% | 0.01% | +40.0% |
| URBN | Buy | URBAN OUTFITTERS INC | $3,376,000 | +24.4% | 120,180 | +0.7% | 0.01% | +40.0% |
| PUMP | Buy | PROPETRO HLDG CORP | $3,594,000 | -17.9% | 395,370 | +87.0% | 0.01% | -17.6% |
| MLHR | Sell | MILLER HERMAN INC | $3,365,000 | +2.7% | 73,015 | -0.4% | 0.01% | +7.7% |
| EBSB | Buy | MERIDIAN BANCORP INC MD | $3,277,000 | +5.8% | 174,760 | +0.9% | 0.01% | +8.3% |
| INWK | Sell | INNERWORKINGS INC | $3,238,000 | -11.3% | 730,992 | -23.5% | 0.01% | -7.1% |
| EAT | Buy | BRINKER INTL INC | $3,111,000 | +9.1% | 72,900 | +0.6% | 0.01% | +18.2% |
| PETS | Buy | PETMED EXPRESS INC | $3,138,000 | +15.7% | 174,140 | +0.6% | 0.01% | +30.0% |
| WERN | Buy | WERNER ENTERPRISES INC | $3,244,000 | +13.6% | 91,910 | +0.0% | 0.01% | +18.2% |
| AVD | Buy | AMERICAN VANGUARD CORP | $3,115,000 | +2.5% | 198,412 | +0.6% | 0.01% | +8.3% |
| ACCO | Sell | ACCO BRANDS CORP | $3,214,000 | +15.9% | 325,635 | -7.6% | 0.01% | +18.2% |
| PARR | Buy | PAR PACIFIC HOLDINGS INC | $3,174,000 | +11.7% | 138,860 | +0.3% | 0.01% | +18.2% |
| INBK | Sell | FIRST INTERNET BANCORP | $3,320,000 | -0.7% | 155,061 | -0.2% | 0.01% | 0.0% |
| HVT | Sell | HAVERTY FURNITURE INC | $3,110,000 | +11.3% | 153,423 | -6.5% | 0.01% | +18.2% |
| EGBN | Buy | EAGLE BANCORP INC MD | $3,190,000 | +13.2% | 71,490 | +37.3% | 0.01% | +18.2% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $3,110,000 | +13.1% | 207,278 | +19.5% | 0.01% | +18.2% |
| NR | Buy | NEWPARK RES INC | $3,126,000 | +3.4% | 410,220 | +0.7% | 0.01% | +8.3% |
| CASS | Sell | CASS INFORMATION SYS INC | $3,271,000 | +11.3% | 60,580 | -0.1% | 0.01% | +18.2% |
| TFSL | Sell | TFS FINL CORP | $3,199,000 | -0.7% | 177,510 | -0.4% | 0.01% | +8.3% |
| SCS | Sell | STEELCASE INCcl a | $3,220,000 | +7.2% | 174,973 | -0.4% | 0.01% | +18.2% |
| KNL | Sell | KNOLL INC | $3,155,000 | -3.8% | 124,476 | -12.8% | 0.01% | 0.0% |
| AJX | Buy | GREAT AJAX CORP | $3,258,000 | +10.7% | 210,224 | +0.0% | 0.01% | +18.2% |
| PPBI | Buy | PACIFIC PREMIER BANCORP | $3,110,000 | +2.0% | 99,700 | +1.0% | 0.01% | +8.3% |
| POL | Buy | POLYONE CORP | $3,114,000 | +4.7% | 95,380 | +0.6% | 0.01% | +18.2% |
| SSB | Buy | SOUTH ST CORP | $2,915,000 | +3.6% | 38,710 | +1.4% | 0.01% | +9.1% |
| SONA | Buy | SOUTHERN NATL BANCORP OF VA | $2,914,000 | +1.6% | 189,338 | +1.0% | 0.01% | +9.1% |
| ETH | Buy | ETHAN ALLEN INTERIORS INC | $2,928,000 | -7.0% | 153,281 | +2.6% | 0.01% | 0.0% |
| WIRE | Buy | ENCORE WIRE CORP | $2,916,000 | -2.6% | 51,812 | +1.3% | 0.01% | +9.1% |
| VVV | Sell | VALVOLINE INC | $2,865,000 | -6.4% | 130,060 | -17.0% | 0.01% | 0.0% |
| OPB | Buy | OPUS BK IRVINE CALIF | $2,868,000 | +4.5% | 131,740 | +1.3% | 0.01% | +9.1% |
| SRCE | Buy | 1ST SOURCE CORP | $2,875,000 | 0.0% | 62,862 | +1.5% | 0.01% | +9.1% |
| DXPE | Buy | DXP ENTERPRISES INC NEW | $2,980,000 | +30.9% | 85,840 | +42.9% | 0.01% | +33.3% |
| AMAL | Buy | AMALGAMATED BK NEW YORK N Yclass a | $2,887,000 | -6.5% | 180,240 | +1.9% | 0.01% | 0.0% |
| CBPX | Buy | CONTINENTAL BLDG PRODS INC | $3,071,000 | +3.3% | 112,530 | +0.6% | 0.01% | +9.1% |
| FF | Buy | FUTUREFUEL CORPORATION | $2,881,000 | +62.6% | 241,300 | +59.2% | 0.01% | +71.4% |
| AYR | Buy | AIRCASTLE LTD | $3,041,000 | +6.5% | 135,580 | +0.9% | 0.01% | +9.1% |
| GIII | Buy | G-III APPAREL GROUP LTD | $3,014,000 | +3.9% | 116,960 | +18.6% | 0.01% | +9.1% |
| MWA | Buy | MUELLER WTR PRODS INC | $3,075,000 | +15.1% | 273,580 | +0.6% | 0.01% | +20.0% |
| CHCO | Buy | CITY HLDG CO | $3,031,000 | +1.6% | 39,747 | +1.6% | 0.01% | +9.1% |
| ULH | Buy | UNIVERSAL LOGISTICS HLDGS IN | $3,012,000 | +62.8% | 129,360 | +57.1% | 0.01% | +71.4% |
| HA | Buy | HAWAIIAN HOLDINGS INC | $2,866,000 | -2.8% | 109,141 | +1.6% | 0.01% | +9.1% |
| CENX | Buy | CENTURY ALUM CO | $3,061,000 | +10.5% | 461,390 | +15.1% | 0.01% | +9.1% |
| CFFN | Buy | CAPITOL FED FINL INC | $2,902,000 | +1.7% | 210,620 | +1.6% | 0.01% | +9.1% |
| CWH | Buy | CAMPING WORLD HLDGS INCcl a | $2,952,000 | +3.6% | 331,670 | +44.6% | 0.01% | +9.1% |
| CAC | Buy | CAMDEN NATL CORP | $3,045,000 | -4.1% | 70,300 | +1.5% | 0.01% | 0.0% |
| RGP | Buy | RESOURCES CONNECTION INC | $2,929,000 | +7.4% | 172,380 | +1.2% | 0.01% | +20.0% |
| HBNC | Buy | HORIZON BANCORP INC | $3,026,000 | +7.1% | 174,310 | +0.8% | 0.01% | +9.1% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $2,896,000 | +0.6% | 52,910 | +1.5% | 0.01% | +9.1% |
| IBKC | Buy | IBERIABANK CORP | $2,912,000 | +1.3% | 38,550 | +1.7% | 0.01% | +9.1% |
| BDGE | Buy | BRIDGE BANCORP INC | $2,896,000 | +1.9% | 97,980 | +1.6% | 0.01% | +9.1% |
| BHB | Buy | BAR HBR BANKSHARES | $3,000,000 | +33.2% | 120,342 | +42.1% | 0.01% | +33.3% |
| INTL | Buy | INTL FCSTONE INC | $3,005,000 | +36.8% | 73,180 | +31.9% | 0.01% | +50.0% |
| SFNC | Buy | SIMMONS 1ST NATL CORPcl a $1 par | $3,080,000 | +7.8% | 123,680 | +0.7% | 0.01% | +9.1% |
| MMI | Sell | MARCUS & MILLICHAP INC | $3,011,000 | +7.8% | 84,850 | -6.3% | 0.01% | +9.1% |
| WSBF | Buy | WATERSTONE FINL INC MD | $2,883,000 | +2.2% | 167,789 | +1.5% | 0.01% | +9.1% |
| APAM | Buy | ARTISAN PARTNERS ASSET MGMTcl a | $2,914,000 | +3.9% | 103,200 | +1.3% | 0.01% | +9.1% |
| SGU | Buy | STAR GROUP L Punit ltd partnr | $2,745,000 | -3.2% | 289,889 | +2.2% | 0.01% | 0.0% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $2,740,000 | +4.4% | 113,232 | +17.2% | 0.01% | +10.0% |
| AIGWS | Sell | AMERICAN INTL GROUP INC*w exp 01/19/202 | $2,627,000 | -0.8% | 184,200 | -14.8% | 0.01% | +10.0% |
| CNXM | New | CNX MIDSTREAM PARTNERS LP | $2,800,000 | – | 198,600 | – | 0.01% | – |
| WHD | Buy | CACTUS INCcl a | $2,784,000 | -4.2% | 96,200 | +9.6% | 0.01% | 0.0% |
| CPE | Buy | CALLON PETE CO DEL | $2,657,000 | -2.9% | 612,261 | +47.5% | 0.01% | +10.0% |
| DK | Buy | DELEK US HLDGS INC NEW | $2,663,000 | -6.8% | 73,370 | +4.0% | 0.01% | 0.0% |
| EVC | Sell | ENTRAVISION COMMUNICATIONS Ccl a | $2,852,000 | -16.9% | 896,788 | -18.4% | 0.01% | -15.4% |
| PLUS | Sell | EPLUS INC | $2,819,000 | +4.1% | 37,050 | -5.7% | 0.01% | +10.0% |
| FPH | Buy | FIVE POINT HOLDINGS LLC | $2,793,000 | +3.2% | 372,350 | +3.5% | 0.01% | +10.0% |
| GHM | Buy | GRAHAM CORP | $2,713,000 | +0.9% | 136,589 | +2.6% | 0.01% | +10.0% |
| HWC | Buy | HANCOCK WHITNEY CORPORATION | $2,783,000 | -2.1% | 72,676 | +2.4% | 0.01% | 0.0% |
| HESM | New | HESS MIDSTREAM PARTNERS LPunit ltd pr int | $2,672,000 | – | 138,750 | – | 0.01% | – |
| HIFS | Buy | HINGHAM INSTN SVGS MASS | $2,723,000 | -2.6% | 14,410 | +2.1% | 0.01% | 0.0% |
| HOMB | Buy | HOME BANCSHARES INC | $2,853,000 | -1.0% | 151,800 | +1.5% | 0.01% | 0.0% |
| MERC | Buy | MERCER INTL INC | $2,662,000 | -6.3% | 212,250 | +15.6% | 0.01% | 0.0% |
| MBIN | Buy | MERCHANTS BANCORP IND | $2,778,000 | -0.3% | 167,953 | +2.7% | 0.01% | 0.0% |
| MTX | Buy | MINERALS TECHNOLOGIES INC | $2,798,000 | +2.9% | 52,695 | +3.7% | 0.01% | +10.0% |
| NTGR | Sell | NETGEAR INC | $2,780,000 | -8.1% | 86,286 | -27.8% | 0.01% | -8.3% |
| OCFC | Buy | OCEANFIRST FINL CORP | $2,839,000 | -3.1% | 120,310 | +2.1% | 0.01% | 0.0% |
| SLGN | Buy | SILGAN HOLDINGS INC | $2,854,000 | -0.2% | 95,020 | +1.7% | 0.01% | 0.0% |
| SBT | Buy | STERLING BANCORP INC | $2,806,000 | -0.2% | 287,504 | +2.0% | 0.01% | 0.0% |
| TKR | Buy | TIMKEN CO | $2,796,000 | -2.7% | 64,264 | +14.9% | 0.01% | 0.0% |
| TCBK | Buy | TRICO BANCSHARES | $2,821,000 | -2.0% | 77,703 | +2.1% | 0.01% | 0.0% |
| TBK | Buy | TRIUMPH BANCORP INC | $2,839,000 | +10.9% | 89,010 | +1.1% | 0.01% | +10.0% |
| TBI | Buy | TRUEBLUE INC | $2,768,000 | -1.2% | 131,190 | +3.3% | 0.01% | 0.0% |
| UFCS | Buy | UNITED FIRE GROUP INC | $2,740,000 | -0.9% | 58,320 | +2.3% | 0.01% | 0.0% |
| VLGEA | Buy | VILLAGE SUPER MKT INCcl a new | $2,722,000 | +19.2% | 102,920 | +19.5% | 0.01% | +22.2% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $2,801,000 | +4.9% | 163,014 | +1.7% | 0.01% | +10.0% |
| WTFC | Buy | WINTRUST FINL CORP | $2,602,000 | -8.0% | 40,260 | +4.1% | 0.01% | -9.1% |
| RBCAA | Buy | REPUBLIC BANCORP KYcl a | $2,500,000 | +86.7% | 57,540 | +113.8% | 0.01% | +100.0% |
| GPX | Sell | GP STRATEGIES CORP | $2,446,000 | -25.3% | 190,493 | -12.3% | 0.01% | -23.1% |
| REVG | Buy | REV GROUP INC | $2,418,000 | -16.2% | 211,562 | +5.6% | 0.01% | -9.1% |
| PLPC | Buy | PREFORMED LINE PRODS CO | $2,590,000 | +37.1% | 47,437 | +39.4% | 0.01% | +42.9% |
| TRWH | Buy | TWIN RIV WORLDWIDE HLDGS INC | $2,570,000 | -6.1% | 112,560 | +22.4% | 0.01% | 0.0% |
| NBLX | Buy | NOBLE MIDSTREAM PARTNERS LP | $2,388,000 | -15.7% | 98,990 | +16.2% | 0.01% | -9.1% |
| OMP | Buy | OASIS MIDSTREAM PARTNERS LP | $2,590,000 | -16.4% | 162,180 | +12.6% | 0.01% | -16.7% |
| BGSF | Buy | BG STAFFING INC | $2,556,000 | +6.9% | 133,750 | +5.7% | 0.01% | +11.1% |
| EEX | Buy | EMERALD EXPOSITIONS EVENTS I | $2,564,000 | -9.8% | 263,520 | +3.3% | 0.01% | -9.1% |
| TUSK | Buy | MAMMOTH ENERGY SVCS INC | $2,271,000 | -47.3% | 915,560 | +46.1% | 0.01% | -47.1% |
| AB | Buy | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $2,161,000 | +0.9% | 73,621 | +2.2% | 0.01% | +12.5% |
| AR | New | ANTERO RES CORP | $2,126,000 | – | 703,870 | – | 0.01% | – |
| SCU | New | SCULPTOR CAP MGMT | $2,356,000 | – | 120,952 | – | 0.01% | – |
| TSM | New | TAIWAN SEMICONDUCTOR MFG LTDsponsored ads | $2,205,000 | – | 47,440 | – | 0.01% | – |
| MDP | Buy | MEREDITH CORP | $2,138,000 | -23.0% | 58,311 | +15.6% | 0.01% | -18.2% |
| SPWH | Sell | SPORTSMANS WHSE HLDGS INC | $1,874,000 | +36.9% | 361,863 | -0.1% | 0.01% | +60.0% |
| ZUMZ | Sell | ZUMIEZ INC | $1,945,000 | +21.2% | 61,410 | -0.1% | 0.01% | +33.3% |
| NLS | Buy | NAUTILUS INC | $1,971,000 | -36.6% | 1,460,335 | +3.7% | 0.01% | -33.3% |
| INT | Buy | WORLD FUEL SVCS CORP | $1,621,000 | +11.2% | 40,594 | +0.1% | 0.01% | +16.7% |
| SPAR | Sell | SPARTAN MTRS INC | $1,784,000 | +25.1% | 130,020 | -0.1% | 0.01% | +40.0% |
| SNDR | Sell | SCHNEIDER NATIONAL INCcl b | $1,670,000 | +19.0% | 76,910 | -0.0% | 0.01% | +40.0% |
| QES | Sell | QUINTANA ENERGY SVCS INC | $1,705,000 | +26.0% | 835,895 | -0.5% | 0.01% | +40.0% |
| MTZ | Sell | MASTEC INC | $1,813,000 | +22.8% | 27,920 | -2.5% | 0.01% | +16.7% |
| MHO | Sell | M/I HOMES INC | $1,813,000 | +30.5% | 48,163 | -1.1% | 0.01% | +40.0% |
| WW | New | WW INTL INC | $1,700,000 | – | 44,960 | – | 0.01% | – |
| GEF | Buy | GREIF INCcl a | $1,672,000 | +16.4% | 44,140 | +0.0% | 0.01% | +40.0% |
| GRBK | Sell | GREEN BRICK PARTNERS INC | $1,801,000 | +28.4% | 168,287 | -0.3% | 0.01% | +40.0% |
| GCAP | Sell | GAIN CAP HLDGS INC | $1,629,000 | +27.8% | 308,590 | -0.1% | 0.01% | +40.0% |
| BKE | Buy | BUCKLE INC | $1,623,000 | +19.3% | 78,790 | +0.2% | 0.01% | +40.0% |
| PRK | Buy | PARK NATL CORP | $1,434,000 | -2.2% | 15,130 | +2.6% | 0.01% | 0.0% |
| THR | Buy | THERMON GROUP HLDGS INC | $1,508,000 | -8.7% | 65,617 | +1.9% | 0.01% | 0.0% |
| UVSP | Buy | UNIVEST FINANCIAL CORPORATIO | $1,548,000 | -1.5% | 60,690 | +1.4% | 0.01% | 0.0% |
| TBNK | Buy | TERRITORIAL BANCORP INC | $1,474,000 | -6.2% | 51,585 | +1.4% | 0.01% | 0.0% |
| KOP | Buy | KOPPERS HOLDINGS INC | $1,560,000 | +1.5% | 53,404 | +2.0% | 0.01% | 0.0% |
| WSBC | Buy | WESBANCO INC | $1,410,000 | -1.5% | 37,730 | +1.7% | 0.01% | +20.0% |
| WTBA | Buy | WEST BANCORPORATION INCcap stk | $1,404,000 | +4.8% | 64,587 | +2.3% | 0.01% | +20.0% |
| WGO | Buy | WINNEBAGO INDS INC | $1,365,000 | +1.5% | 35,590 | +2.3% | 0.01% | +20.0% |
| UFPI | Buy | UNIVERSAL FST PRODS INC | $1,514,000 | +5.9% | 37,968 | +1.0% | 0.01% | +20.0% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $1,442,000 | +5.3% | 55,296 | +1.5% | 0.01% | +20.0% |
| TOWN | Buy | TOWNEBANK PORTSMOUTH VA | $1,491,000 | +3.2% | 53,640 | +1.2% | 0.01% | 0.0% |
| TGNA | Buy | TEGNA INC | $1,562,000 | +4.1% | 100,566 | +1.5% | 0.01% | 0.0% |
| RBB | Buy | RBB BANCORP | $1,456,000 | +3.7% | 73,939 | +1.9% | 0.01% | +20.0% |
| GBL | Buy | GAMCO INVESTORS INC | $1,484,000 | +3.3% | 75,932 | +1.3% | 0.01% | 0.0% |
| FMBH | Buy | FIRST MID BANCSHARES INC | $1,402,000 | +0.8% | 40,508 | +1.7% | 0.01% | +20.0% |
| FDEF | Buy | FIRST DEFIANCE FINL CORP | $1,459,000 | +273.1% | 50,380 | +267.7% | 0.01% | +500.0% |
| FBIZ | Buy | FIRST BUS FINL SVCS INC WIS | $1,573,000 | +4.1% | 65,316 | +1.6% | 0.01% | 0.0% |
| FSBW | Buy | FS BANCORP INC | $1,524,000 | +2.4% | 29,030 | +1.2% | 0.01% | 0.0% |
| UFI | Buy | UNIFI INC | $1,458,000 | +21.2% | 66,520 | +0.5% | 0.01% | +20.0% |
| DDS | Buy | DILLARDS INCcl a | $1,573,000 | +7.7% | 23,790 | +1.4% | 0.01% | 0.0% |
| BLDR | Sell | BUILDERS FIRSTSOURCE INC | $1,474,000 | -20.4% | 71,656 | -34.7% | 0.01% | -14.3% |
| BMTC | Buy | BRYN MAWR BK CORP | $1,381,000 | +0.6% | 37,820 | +2.8% | 0.01% | +20.0% |
| UMPQ | Buy | UMPQUA HLDGS CORP | $1,414,000 | +0.6% | 85,930 | +1.4% | 0.01% | +20.0% |
| UMBF | Buy | UMB FINL CORP | $1,419,000 | -0.4% | 21,970 | +1.5% | 0.01% | +20.0% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $1,458,000 | +6.0% | 40,010 | +1.3% | 0.01% | +20.0% |
| NRIM | Buy | NORTHRIM BANCORP INC | $1,539,000 | +11.4% | 38,799 | +0.1% | 0.01% | +20.0% |
| ONB | Buy | OLD NATL BANCORP IND | $1,464,000 | +5.2% | 85,098 | +1.5% | 0.01% | +20.0% |
| ORRF | Buy | ORRSTOWN FINL SVCS INC | $1,561,000 | +0.7% | 71,286 | +1.1% | 0.01% | 0.0% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $1,492,000 | +10.3% | 48,884 | +1.1% | 0.01% | +20.0% |
| HMLP | Sell | HOEGH LNG PARTNERS LP | $1,279,000 | -28.1% | 82,730 | -19.6% | 0.01% | -28.6% |
| FTSI | Buy | FTS INTERNATIONAL INC | $1,144,000 | +4.9% | 510,910 | +161.3% | 0.01% | +25.0% |
| FLXS | Buy | FLEXSTEEL INDS INC | $1,294,000 | -9.4% | 87,309 | +4.3% | 0.01% | 0.0% |
| MYRG | Buy | MYR GROUP INC DEL | $1,267,000 | -11.6% | 40,496 | +5.5% | 0.01% | 0.0% |
| KEGX | Sell | KEY ENERGY SVCS INC DEL | $1,186,000 | -34.1% | 795,800 | -0.5% | 0.01% | -28.6% |
| MCB | Buy | METROPOLITAN BK HLDG CORP | $1,302,000 | -8.3% | 33,110 | +2.6% | 0.01% | 0.0% |
| KMT | Buy | KENNAMETAL INC | $1,249,000 | -13.8% | 40,620 | +3.7% | 0.01% | -16.7% |
| ACA | Buy | ARCOSA INC | $1,303,000 | -6.7% | 38,100 | +2.7% | 0.01% | 0.0% |
| MOGA | Buy | MOOG INCcl a | $1,288,000 | -11.0% | 15,880 | +2.7% | 0.01% | -16.7% |
| JOUT | Buy | JOHNSON OUTDOORS INCcl a | $1,113,000 | -15.2% | 19,010 | +8.0% | 0.00% | -20.0% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $133,000 | -12.5% | 10,880 | -14.3% | 0.00% | 0.0% |
| BCS | Sell | BARCLAYS PLCadr | $185,000 | -11.1% | 25,259 | -7.6% | 0.00% | 0.0% |
| S | Exit | SPRINT CORPORATIONput | $0 | – | -90,000 | – | 0.00% | – |
| USWS | Exit | U S WELL SVCS INCcl a | $0 | – | -40,000 | – | -0.00% | – |
| SND | Exit | SMART SAND INC | $0 | – | -270,000 | – | -0.00% | – |
| MCF | Exit | CONTANGO OIL & GAS COMPANY | $0 | – | -717,600 | – | -0.01% | – |
| WW | Exit | WEIGHT WATCHERS INTL INC NEW | $0 | – | -70,120 | – | -0.01% | – |
| OZM | Exit | OCH ZIFF CPTL MANGEMNT GRP Icl a new | $0 | – | -116,582 | – | -0.01% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -30,600 | – | -0.01% | – |
| BRSS | Exit | GLOBAL BRASS & COPPR HLDGS I | $0 | – | -95,846 | – | -0.02% | – |
| CHFC | Exit | CHEMICAL FINL CORP | $0 | – | -140,550 | – | -0.02% | – |
| TOWR | Exit | TOWER INTL INC | $0 | – | -292,850 | – | -0.02% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -7,386,700 | – | -0.04% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -506,100 | – | -0.04% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -244,400 | – | -0.04% | – |
| BSIG | Exit | BRIGHTSPHERE INVESTMNT GRP P | $0 | – | -1,041,455 | – | -0.04% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -1,646,000 | – | -0.06% | – |
| K | Exit | KELLOGG CO | $0 | – | -720,786 | – | -0.15% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -2,796,600 | – | -0.33% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -2,544,631 | – | -0.34% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTL GROUP INC | $1,068,347,000 | – | 20,051,567 | – | 4.09% | – |
| GE | New | GENERAL ELECTRIC CO | $971,908,000 | – | 92,562,627 | – | 3.72% | – |
| WFC | New | WELLS FARGO CO NEW | $943,500,000 | – | 19,938,706 | – | 3.61% | – |
| MSFT | New | MICROSOFT CORP | $892,281,000 | – | 6,660,798 | – | 3.42% | – |
| C | New | CITIGROUP INC | $833,244,000 | – | 11,898,383 | – | 3.19% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $702,233,000 | – | 46,972,083 | – | 2.69% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $702,073,000 | – | 3,431,444 | – | 2.69% | – |
| DISCK | New | DISCOVERY INC | $695,101,000 | – | 24,432,356 | – | 2.66% | – |
| GM | New | GENERAL MTRS CO | $640,283,000 | – | 16,617,790 | – | 2.45% | – |
| ORCL | New | ORACLE CORP | $584,515,000 | – | 10,260,042 | – | 2.24% | – |
| GLW | New | CORNING INC | $563,395,000 | – | 16,954,406 | – | 2.16% | – |
| CMI | New | CUMMINS INC | $452,103,000 | – | 2,638,628 | – | 1.73% | – |
| MDT | New | MEDTRONIC PLC | $448,508,000 | – | 4,605,282 | – | 1.72% | – |
| APA | New | APACHE CORP | $448,332,000 | – | 15,475,736 | – | 1.72% | – |
| CFG | New | CITIZENS FINL GROUP INC | $447,075,000 | – | 12,643,526 | – | 1.71% | – |
| HES | New | HESS CORP | $439,340,000 | – | 6,911,128 | – | 1.68% | – |
| CNHI | New | CNH INDL N V | $419,371,000 | – | 40,794,891 | – | 1.60% | – |
| COF | New | CAPITAL ONE FINL CORP | $418,244,000 | – | 4,609,258 | – | 1.60% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $409,821,000 | – | 9,693,024 | – | 1.57% | – |
| MRO | New | MARATHON OIL CORP | $404,371,000 | – | 28,456,820 | – | 1.55% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $399,666,000 | – | 17,978,669 | – | 1.53% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $365,321,000 | – | 22,371,170 | – | 1.40% | – |
| TRV | New | TRAVELERS COMPANIES INC | $347,106,000 | – | 2,321,467 | – | 1.33% | – |
| BAC | New | BANK AMER CORP | $342,264,000 | – | 11,802,213 | – | 1.31% | – |
| PPL | New | PPL CORP | $340,893,000 | – | 10,992,996 | – | 1.30% | – |
| MGA | New | MAGNA INTL INC | $337,940,000 | – | 6,799,597 | – | 1.29% | – |
| EQH | New | AXA EQUITABLE HLDGS INC | $330,772,000 | – | 15,826,400 | – | 1.27% | – |
| STT | New | STATE STR CORP | $328,159,000 | – | 5,853,704 | – | 1.26% | – |
| DFS | New | DISCOVER FINL SVCS | $313,665,000 | – | 4,042,600 | – | 1.20% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $308,414,000 | – | 4,739,730 | – | 1.18% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $307,194,000 | – | 7,676,008 | – | 1.18% | – |
| MUR | New | MURPHY OIL CORP | $306,536,000 | – | 12,435,548 | – | 1.17% | – |
| IP | New | INTL PAPER CO | $301,640,000 | – | 6,963,060 | – | 1.16% | – |
| PEP | New | PEPSICO INC | $271,954,000 | – | 2,073,928 | – | 1.04% | – |
| SO | New | SOUTHERN CO | $270,770,000 | – | 4,898,163 | – | 1.04% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $262,053,000 | – | 6,343,561 | – | 1.00% | – |
| UL | New | UNILEVER PLCspon adr new | $257,721,000 | – | 4,158,800 | – | 0.99% | – |
| ERIC | New | ERICSSONadr b sek 10 | $244,249,000 | – | 25,710,421 | – | 0.94% | – |
| ANTM | New | ANTHEM INC | $242,111,000 | – | 857,911 | – | 0.93% | – |
| CBS | New | CBS CORP NEWcl b | $241,280,000 | – | 4,835,267 | – | 0.92% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $214,037,000 | – | 3,971,000 | – | 0.82% | – |
| ADNT | New | ADIENT PLC | $210,799,000 | – | 8,685,591 | – | 0.81% | – |
| KOS | New | KOSMOS ENERGY LTD | $202,464,000 | – | 32,290,904 | – | 0.78% | – |
| NWSA | New | NEWS CORP NEWcl a | $200,318,000 | – | 14,849,400 | – | 0.77% | – |
| ERJ | New | EMBRAER S Asponsored ads | $192,077,000 | – | 9,541,820 | – | 0.74% | – |
| TXN | New | TEXAS INSTRS INC | $173,626,000 | – | 1,512,950 | – | 0.66% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $170,636,000 | – | 3,971,980 | – | 0.65% | – |
| BPOP | New | POPULAR INC | $164,051,000 | – | 3,024,534 | – | 0.63% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $154,097,000 | – | 884,190 | – | 0.59% | – |
| HOG | New | HARLEY DAVIDSON INC | $148,508,000 | – | 4,144,800 | – | 0.57% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $147,877,000 | – | 1,255,959 | – | 0.57% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $146,588,000 | – | 9,580,919 | – | 0.56% | – |
| SNY | New | SANOFIsponsored adr | $140,438,000 | – | 3,245,632 | – | 0.54% | – |
| WLL | New | WHITING PETE CORP NEW | $133,578,000 | – | 7,150,859 | – | 0.51% | – |
| MS | New | MORGAN STANLEY | $131,462,000 | – | 3,000,722 | – | 0.50% | – |
| CIT | New | CIT GROUP INC | $121,654,000 | – | 2,315,464 | – | 0.47% | – |
| FHB | New | FIRST HAWAIIAN INC | $118,964,000 | – | 4,598,512 | – | 0.46% | – |
| AVT | New | AVNET INC | $118,695,000 | – | 2,621,930 | – | 0.45% | – |
| CNO | New | CNO FINL GROUP INC | $113,971,000 | – | 6,832,768 | – | 0.44% | – |
| PCAR | New | PACCAR INC | $109,464,000 | – | 1,527,543 | – | 0.42% | – |
| ODP | New | OFFICE DEPOT INC | $103,214,000 | – | 50,103,893 | – | 0.40% | – |
| FLR | New | FLUOR CORP NEW | $99,311,000 | – | 2,947,800 | – | 0.38% | – |
| MPC | New | MARATHON PETE CORP | $96,598,000 | – | 1,728,671 | – | 0.37% | – |
| GEO | New | GEO GROUP INC NEW | $96,339,000 | – | 4,585,401 | – | 0.37% | – |
| FI | New | FRANKS INTL N V | $94,329,000 | – | 17,276,366 | – | 0.36% | – |
| TEL | New | TE CONNECTIVITY LTD | $92,606,000 | – | 966,863 | – | 0.35% | – |
| SYF | New | SYNCHRONY FINL | $88,222,000 | – | 2,544,631 | – | 0.34% | – |
| ALLY | New | ALLY FINL INC | $86,667,000 | – | 2,796,600 | – | 0.33% | – |
| FHN | New | FIRST HORIZON NATL CORP | $84,893,000 | – | 5,686,058 | – | 0.32% | – |
| DOOR | New | MASONITE INTL CORP NEW | $84,850,000 | – | 1,610,668 | – | 0.32% | – |
| ETN | New | EATON CORP PLC | $84,376,000 | – | 1,013,161 | – | 0.32% | – |
| MATX | New | MATSON INC | $81,868,000 | – | 2,107,282 | – | 0.31% | – |
| HAL | New | HALLIBURTON CO | $80,520,000 | – | 3,540,900 | – | 0.31% | – |
| UHAL | New | AMERCO | $79,385,000 | – | 209,707 | – | 0.30% | – |
| FITB | New | FIFTH THIRD BANCORP | $72,762,000 | – | 2,607,950 | – | 0.28% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $69,090,000 | – | 2,005,501 | – | 0.26% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $67,915,000 | – | 5,765,278 | – | 0.26% | – |
| POR | New | PORTLAND GEN ELEC CO | $67,184,000 | – | 1,240,250 | – | 0.26% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $66,658,000 | – | 2,854,734 | – | 0.26% | – |
| HNGR | New | HANGER INC | $66,092,000 | – | 3,451,286 | – | 0.25% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $65,585,000 | – | 1,931,240 | – | 0.25% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $60,471,000 | – | 2,676,900 | – | 0.23% | – |
| BIIB | New | BIOGEN INC | $55,631,000 | – | 237,872 | – | 0.21% | – |
| SLM | New | SLM CORP | $55,483,000 | – | 5,708,090 | – | 0.21% | – |
| TPH | New | TRI POINTE GROUP INC | $54,611,000 | – | 4,562,358 | – | 0.21% | – |
| BBBY | New | BED BATH & BEYOND INC | $52,711,000 | – | 4,536,244 | – | 0.20% | – |
| TPC | New | TUTOR PERINI CORP | $50,304,000 | – | 3,626,807 | – | 0.19% | – |
| KBR | New | KBR INC | $49,948,000 | – | 2,002,723 | – | 0.19% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $48,269,000 | – | 1,107,587 | – | 0.18% | – |
| ARW | New | ARROW ELECTRS INC | $46,538,000 | – | 652,980 | – | 0.18% | – |
| BK | New | BANK NEW YORK MELLON CORP | $42,914,000 | – | 972,015 | – | 0.16% | – |
| COMM | New | COMMSCOPE HLDG CO INC | $41,909,000 | – | 2,664,290 | – | 0.16% | – |
| CLNY | New | COLONY CAP INC NEW | $41,137,000 | – | 8,227,307 | – | 0.16% | – |
| SF | New | STIFEL FINL CORP | $40,439,000 | – | 684,710 | – | 0.16% | – |
| MDRIQ | New | MCDERMOTT INTL INC | $40,374,000 | – | 4,179,511 | – | 0.16% | – |
| LAZ | New | LAZARD LTD | $40,104,000 | – | 1,166,160 | – | 0.15% | – |
| OMC | New | OMNICOM GROUP INC | $40,134,000 | – | 489,732 | – | 0.15% | – |
| TDC | New | TERADATA CORP DEL | $39,842,000 | – | 1,111,350 | – | 0.15% | – |
| GBLI | New | GLOBAL INDTY LTD CAYMAN | $39,081,000 | – | 1,262,314 | – | 0.15% | – |
| K | New | KELLOGG CO | $38,613,000 | – | 720,786 | – | 0.15% | – |
| BG | New | BUNGE LIMITED | $38,245,000 | – | 686,500 | – | 0.15% | – |
| DIOD | New | DIODES INC | $34,435,000 | – | 946,789 | – | 0.13% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $33,679,000 | – | 835,927 | – | 0.13% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $32,619,000 | – | 893,191 | – | 0.12% | – |
| REZI | New | RESIDEO TECHNOLOGIES INC | $31,295,000 | – | 1,427,700 | – | 0.12% | – |
| MLR | New | MILLER INDS INC TENN | $29,397,000 | – | 955,993 | – | 0.11% | – |
| ASB | New | ASSOCIATED BANC CORP | $28,689,000 | – | 1,357,085 | – | 0.11% | – |
| NRG | New | NRG ENERGY INC | $25,915,000 | – | 737,900 | – | 0.10% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $25,406,000 | – | 10,081,644 | – | 0.10% | – |
| QUAD | New | QUAD / GRAPHICS INC | $21,142,000 | – | 2,672,777 | – | 0.08% | – |
| RRC | New | RANGE RES CORP | $20,300,000 | – | 2,908,310 | – | 0.08% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $19,579,000 | – | 239,088 | – | 0.08% | – |
| VST | New | VISTRA ENERGY CORP | $19,316,000 | – | 853,200 | – | 0.07% | – |
| AVA | New | AVISTA CORP | $18,284,000 | – | 409,949 | – | 0.07% | – |
| BDC | New | BELDEN INC | $17,830,000 | – | 299,320 | – | 0.07% | – |
| NPO | New | ENPRO INDS INC | $16,551,000 | – | 259,253 | – | 0.06% | – |
| NINE | New | NINE ENERGY SVC INC | $15,158,000 | – | 874,659 | – | 0.06% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $15,110,000 | – | 1,646,000 | – | 0.06% | – |
| CAR | New | AVIS BUDGET GROUP INC | $14,968,000 | – | 425,700 | – | 0.06% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $14,245,000 | – | 1,277,536 | – | 0.06% | – |
| BRY | New | BERRY PETE CORP | $14,453,000 | – | 1,363,520 | – | 0.06% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $13,218,000 | – | 13,522,000 | – | 0.05% | – | |
| AFI | New | ARMSTRONG FLOORING INC | $12,464,000 | – | 1,265,384 | – | 0.05% | – |
| TSLA | New | TESLA INCput | $12,422,000 | – | 52,500 | – | 0.05% | – |
| Y | New | ALLEGHANY CORP DEL | $12,131,000 | – | 17,810 | – | 0.05% | – |
| JBLU | New | JETBLUE AWYS CORP | $11,658,000 | – | 630,500 | – | 0.04% | – |
| BSIG | New | BRIGHTSPHERE INVESTMNT GRP P | $11,883,000 | – | 1,041,455 | – | 0.04% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $11,328,000 | – | 244,400 | – | 0.04% | – |
| LBC | New | LUTHER BURBANK CORP | $10,680,000 | – | 980,721 | – | 0.04% | – |
| TCF | New | TCF FINL CORP | $10,522,000 | – | 506,100 | – | 0.04% | – |
| VLY | New | VALLEY NATL BANCORP | $9,976,000 | – | 925,390 | – | 0.04% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $9,603,000 | – | 7,386,700 | – | 0.04% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $8,533,000 | – | 33,202 | – | 0.03% | – |
| CASA | New | CASA SYS INC | $6,751,000 | – | 1,049,980 | – | 0.03% | – |
| KFY | New | KORN FERRY | $6,747,000 | – | 168,376 | – | 0.03% | – |
| KEY | New | KEYCORP NEW | $6,788,000 | – | 382,400 | – | 0.03% | – |
| New | ALTUS MIDSTREAM COcl a | $6,337,000 | – | 1,703,380 | – | 0.02% | – | |
| HSON | New | HUDSON GLOBAL INC | $6,299,000 | – | 505,927 | – | 0.02% | – |
| CVGI | New | COMMERCIAL VEH GROUP INC | $6,238,000 | – | 777,813 | – | 0.02% | – |
| BCEI | New | BONANZA CREEK ENERGY INC | $6,194,000 | – | 296,670 | – | 0.02% | – |
| EBIX | New | EBIX INC | $5,905,000 | – | 117,590 | – | 0.02% | – |
| MD | New | MEDNAX INC | $5,913,000 | – | 234,370 | – | 0.02% | – |
| WNC | New | WABASH NATL CORP | $5,967,000 | – | 366,775 | – | 0.02% | – |
| DLPH | New | DELPHI TECHNOLOGIES PLC | $5,976,000 | – | 298,810 | – | 0.02% | – |
| ORIT | New | ORITANI FINL CORP DEL | $6,017,000 | – | 339,204 | – | 0.02% | – |
| CPS | New | COOPER STD HLDGS INC | $6,132,000 | – | 133,832 | – | 0.02% | – |
| BPFH | New | BOSTON PRIVATE FINL HLDGS IN | $6,008,000 | – | 497,780 | – | 0.02% | – |
| TCBI | New | TEXAS CAPITAL BANCSHARES INC | $6,019,000 | – | 98,070 | – | 0.02% | – |
| TALO | New | TALOS ENERGY INC | $5,948,000 | – | 247,330 | – | 0.02% | – |
| HGV | New | HILTON GRAND VACATIONS INC | $5,913,000 | – | 185,838 | – | 0.02% | – |
| GBX | New | GREENBRIER COS INC | $5,884,000 | – | 193,542 | – | 0.02% | – |
| TECD | New | TECH DATA CORP | $6,082,000 | – | 58,148 | – | 0.02% | – |
| VEC | New | VECTRUS INC | $6,103,000 | – | 150,480 | – | 0.02% | – |
| TMHC | New | TAYLOR MORRISON HOME CORP | $5,994,000 | – | 285,982 | – | 0.02% | – |
| FBP | New | FIRST BANCORP P R | $6,047,000 | – | 547,778 | – | 0.02% | – |
| PLXS | New | PLEXUS CORP | $5,906,000 | – | 101,174 | – | 0.02% | – |
| ENS | New | ENERSYS | $5,890,000 | – | 85,990 | – | 0.02% | – |
| HTH | New | HILLTOP HOLDINGS INC | $5,852,000 | – | 275,139 | – | 0.02% | – |
| CATY | New | CATHAY GEN BANCORP | $5,811,000 | – | 161,835 | – | 0.02% | – |
| CHFC | New | CHEMICAL FINL CORP | $5,778,000 | – | 140,550 | – | 0.02% | – |
| WYND | New | WYNDHAM DESTINATIONS INC | $5,671,000 | – | 129,190 | – | 0.02% | – |
| CTB | New | COOPER TIRE & RUBR CO | $5,692,000 | – | 180,403 | – | 0.02% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $5,679,000 | – | 299,075 | – | 0.02% | – |
| WAFD | New | WASHINGTON FED INC | $5,776,000 | – | 165,370 | – | 0.02% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $5,795,000 | – | 350,788 | – | 0.02% | – |
| BKU | New | BANKUNITED INC | $5,626,000 | – | 166,740 | – | 0.02% | – |
| XAN | New | EXANTAS CAP CORP | $5,627,000 | – | 497,513 | – | 0.02% | – |
| UVV | New | UNIVERSAL CORP VA | $5,786,000 | – | 95,210 | – | 0.02% | – |
| FSB | New | FRANKLIN FINL NETWORK INC | $5,875,000 | – | 210,892 | – | 0.02% | – |
| FULT | New | FULTON FINL CORP PA | $5,725,000 | – | 349,734 | – | 0.02% | – |
| USNA | New | USANA HEALTH SCIENCES INC | $5,626,000 | – | 70,830 | – | 0.02% | – |
| EAF | New | GRAFTECH INTL LTD | $5,625,000 | – | 489,160 | – | 0.02% | – |
| TRST | New | TRUSTCO BK CORP N Y | $5,862,000 | – | 740,128 | – | 0.02% | – |
| GWB | New | GREAT WESTN BANCORP INC | $5,809,000 | – | 162,639 | – | 0.02% | – |
| TOWR | New | TOWER INTL INC | $5,711,000 | – | 292,850 | – | 0.02% | – |
| THO | New | THOR INDS INC | $5,825,000 | – | 99,650 | – | 0.02% | – |
| HAFC | New | HANMI FINL CORP | $5,777,000 | – | 259,406 | – | 0.02% | – |
| TEX | New | TEREX CORP NEW | $5,755,000 | – | 183,280 | – | 0.02% | – |
| HMST | New | HOMESTREET INC | $5,859,000 | – | 197,682 | – | 0.02% | – |
| SR | New | SPIRE INC | $5,643,000 | – | 67,237 | – | 0.02% | – |
| LBAI | New | LAKELAND BANCORP INC | $5,797,000 | – | 358,920 | – | 0.02% | – |
| LM | New | LEGG MASON INC | $5,745,000 | – | 150,069 | – | 0.02% | – |
| LOB | New | LIVE OAK BANCSHARES INC | $5,639,000 | – | 328,783 | – | 0.02% | – |
| LTHM | New | LIVENT CORP | $5,652,000 | – | 816,770 | – | 0.02% | – |
| AXE | New | ANIXTER INTL INC | $5,685,000 | – | 95,202 | – | 0.02% | – |
| MGLN | New | MAGELLAN HEALTH INC | $5,863,000 | – | 78,980 | – | 0.02% | – |
| SANM | New | SANMINA CORPORATION | $5,675,000 | – | 187,426 | – | 0.02% | – |
| MTOR | New | MERITOR INC | $5,644,000 | – | 232,751 | – | 0.02% | – |
| SASR | New | SANDY SPRING BANCORP INC | $5,769,000 | – | 165,404 | – | 0.02% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $5,738,000 | – | 214,762 | – | 0.02% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $5,626,000 | – | 60,305 | – | 0.02% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $5,637,000 | – | 200,448 | – | 0.02% | – |
| NAVI | New | NAVIENT CORPORATION | $5,789,000 | – | 424,114 | – | 0.02% | – |
| NUS | New | NU SKIN ENTERPRISES INCcl a | $5,711,000 | – | 115,790 | – | 0.02% | – |
| EFC | New | ELLINGTON FINANCIAL INC | $5,606,000 | – | 311,959 | – | 0.02% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $5,463,000 | – | 63,950 | – | 0.02% | – |
| CWT | New | CALIFORNIA WTR SVC GROUP | $5,586,000 | – | 110,320 | – | 0.02% | – |
| AN | New | AUTONATION INC | $5,594,000 | – | 133,390 | – | 0.02% | – |
| MEI | New | METHODE ELECTRS INC | $5,602,000 | – | 196,097 | – | 0.02% | – |
| ALE | New | ALLETE INC | $5,397,000 | – | 64,863 | – | 0.02% | – |
| UTL | New | UNITIL CORP | $5,486,000 | – | 91,608 | – | 0.02% | – |
| EE | New | EL PASO ELEC CO | $5,545,000 | – | 84,784 | – | 0.02% | – |
| LAD | New | LITHIA MTRS INCcl a | $5,453,000 | – | 45,906 | – | 0.02% | – |
| NWE | New | NORTHWESTERN CORP | $5,464,000 | – | 75,734 | – | 0.02% | – |
| CSTE | New | CAESARSTONE LTD | $5,485,000 | – | 364,959 | – | 0.02% | – |
| SJI | New | SOUTH JERSEY INDS INC | $5,543,000 | – | 164,333 | – | 0.02% | – |
| AVX | New | AVX CORP NEW | $5,562,000 | – | 335,068 | – | 0.02% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $5,571,000 | – | 229,342 | – | 0.02% | – |
| NWN | New | NORTHWEST NAT HLDG CO | $5,582,000 | – | 80,320 | – | 0.02% | – |
| CLNC | New | COLONY CR REAL ESTATE INC | $5,488,000 | – | 354,055 | – | 0.02% | – |
| PDCO | New | PATTERSON COMPANIES INC | $5,514,000 | – | 240,780 | – | 0.02% | – |
| ZAGG | New | ZAGG INC | $5,599,000 | – | 804,424 | – | 0.02% | – |
| HOPE | New | HOPE BANCORP INC | $5,555,000 | – | 403,138 | – | 0.02% | – |
| PLAB | New | PHOTRONICS INC | $5,518,000 | – | 672,937 | – | 0.02% | – |
| CSGS | New | CSG SYS INTL INC | $5,585,000 | – | 114,372 | – | 0.02% | – |
| BLBD | New | BLUE BIRD CORP | $5,593,000 | – | 284,028 | – | 0.02% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $5,576,000 | – | 265,517 | – | 0.02% | – |
| AMBC | New | AMBAC FINL GROUP INC | $5,590,000 | – | 331,757 | – | 0.02% | – |
| ENR | New | ENERGIZER HLDGS INC NEW | $5,347,000 | – | 138,390 | – | 0.02% | – |
| PRA | New | PROASSURANCE CORP | $5,296,000 | – | 146,651 | – | 0.02% | – |
| MPAA | New | MOTORCAR PTS AMER INC | $5,345,000 | – | 249,671 | – | 0.02% | – |
| SOI | New | SOLARIS OILFIELD INFRSTR INC | $5,323,000 | – | 355,340 | – | 0.02% | – |
| APOG | New | APOGEE ENTERPRISES INC | $4,612,000 | – | 106,164 | – | 0.02% | – |
| AIR | New | AAR CORP | $4,729,000 | – | 128,550 | – | 0.02% | – |
| WOR | New | WORTHINGTON INDS INC | $4,579,000 | – | 113,730 | – | 0.02% | – |
| FRAC | New | KEANE GROUP INC | $4,828,000 | – | 718,470 | – | 0.02% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $4,388,000 | – | 285,307 | – | 0.02% | – |
| UBNK | New | UNITED FINL BANCORP INC NEW | $4,343,000 | – | 306,260 | – | 0.02% | – |
| KELYA | New | KELLY SVCS INCcl a | $4,537,000 | – | 173,241 | – | 0.02% | – |
| TSE | New | TRINSEO S A | $4,418,000 | – | 104,350 | – | 0.02% | – |
| FNB | New | FNB CORP PA | $4,312,000 | – | 366,360 | – | 0.02% | – |
| LBRT | New | LIBERTY OILFIELD SVCS INC | $4,552,000 | – | 281,350 | – | 0.02% | – |
| PUMP | New | PROPETRO HLDG CORP | $4,376,000 | – | 211,400 | – | 0.02% | – |
| TUSK | New | MAMMOTH ENERGY SVCS INC | $4,313,000 | – | 626,880 | – | 0.02% | – |
| ESTE | New | EARTHSTONE ENERGY INCcl a | $4,432,000 | – | 724,107 | – | 0.02% | – |
| MEDP | New | MEDPACE HLDGS INC | $4,466,000 | – | 68,270 | – | 0.02% | – |
| AZZ | New | AZZ INC | $4,373,000 | – | 95,020 | – | 0.02% | – |
| MTH | New | MERITAGE HOMES CORP | $4,323,000 | – | 84,207 | – | 0.02% | – |
| COWN | New | COWEN INCcl a new | $4,447,000 | – | 258,720 | – | 0.02% | – |
| CBT | New | CABOT CORP | $4,331,000 | – | 90,770 | – | 0.02% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $4,358,000 | – | 103,061 | – | 0.02% | – |
| CLF | New | CLEVELAND CLIFFS INC | $4,371,000 | – | 409,681 | – | 0.02% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $4,518,000 | – | 289,444 | – | 0.02% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $4,316,000 | – | 51,179 | – | 0.02% | – |
| HOFT | New | HOOKER FURNITURE CORP | $4,316,000 | – | 209,333 | – | 0.02% | – |
| TRMK | New | TRUSTMARK CORP | $4,326,000 | – | 130,104 | – | 0.02% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $4,453,000 | – | 76,511 | – | 0.02% | – |
| FFIC | New | FLUSHING FINL CORP | $4,121,000 | – | 185,609 | – | 0.02% | – |
| BHE | New | BENCHMARK ELECTRS INC | $4,212,000 | – | 167,668 | – | 0.02% | – |
| EGOV | New | NIC INC | $4,116,000 | – | 256,624 | – | 0.02% | – |
| CVLG | New | COVENANT TRANSN GROUP INCcl a | $4,267,000 | – | 290,070 | – | 0.02% | – |
| PAG | New | PENSKE AUTOMOTIVE GRP INC | $4,236,000 | – | 89,560 | – | 0.02% | – |
| KALU | New | KAISER ALUMINUM CORP | $4,127,000 | – | 42,277 | – | 0.02% | – |
| VMI | New | VALMONT INDS INC | $4,294,000 | – | 33,862 | – | 0.02% | – |
| PNM | New | PNM RES INC | $4,169,000 | – | 81,885 | – | 0.02% | – |
| CNOB | New | CONNECTONE BANCORP INC NEW | $4,290,000 | – | 189,340 | – | 0.02% | – |
| FFBC | New | FIRST FINL BANCORP OH | $4,280,000 | – | 176,730 | – | 0.02% | – |
| BRSS | New | GLOBAL BRASS & COPPR HLDGS I | $4,191,000 | – | 95,846 | – | 0.02% | – |
| TPRE | New | THIRD PT REINS LTD | $4,148,000 | – | 401,963 | – | 0.02% | – |
| RC | New | READY CAP CORP | $4,159,000 | – | 279,119 | – | 0.02% | – |
| HI | New | HILLENBRAND INC | $4,248,000 | – | 107,350 | – | 0.02% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $4,203,000 | – | 154,416 | – | 0.02% | – |
| MBI | New | MBIA INC | $4,259,000 | – | 457,415 | – | 0.02% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $4,174,000 | – | 98,739 | – | 0.02% | – |
| CARO | New | CAROLINA FINL CORP NEW | $4,124,000 | – | 117,518 | – | 0.02% | – |
| FG | New | FGL HLDGS | $4,232,000 | – | 503,833 | – | 0.02% | – |
| MLP | New | MAUI LD & PINEAPPLE INC | $4,117,000 | – | 400,100 | – | 0.02% | – |
| SPKE | New | SPARK ENERGY INC | $4,141,000 | – | 370,028 | – | 0.02% | – |
| GHL | New | GREENHILL & CO INC | $4,226,000 | – | 310,937 | – | 0.02% | – |
| SCSC | New | SCANSOURCE INC | $4,207,000 | – | 129,210 | – | 0.02% | – |
| CCS | New | CENTURY CMNTYS INC | $4,109,000 | – | 154,603 | – | 0.02% | – |
| IPHS | New | INNOPHOS HOLDINGS INC | $4,201,000 | – | 144,300 | – | 0.02% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $4,151,000 | – | 218,112 | – | 0.02% | – |
| LGIH | New | LGI HOMES INC | $4,076,000 | – | 57,068 | – | 0.02% | – |
| PRIM | New | PRIMORIS SVCS CORP | $4,292,000 | – | 205,063 | – | 0.02% | – |
| WCC | New | WESCO INTL INC | $4,050,000 | – | 79,956 | – | 0.02% | – |
| KE | New | KIMBALL ELECTRONICS INC | $4,239,000 | – | 261,050 | – | 0.02% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $4,174,000 | – | 242,943 | – | 0.02% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $4,231,000 | – | 112,187 | – | 0.02% | – |
| REX | New | REX AMERICAN RESOURCES CORP | $4,291,000 | – | 58,865 | – | 0.02% | – |
| MSGN | New | MSG NETWORK INCcl a | $3,826,000 | – | 184,474 | – | 0.02% | – |
| ASTE | New | ASTEC INDS INC | $4,036,000 | – | 123,960 | – | 0.02% | – |
| CNXN | New | PC CONNECTION INC | $4,047,000 | – | 115,701 | – | 0.02% | – |
| VRTS | New | VIRTUS INVT PARTNERS INC | $3,968,000 | – | 36,950 | – | 0.02% | – |
| DLX | New | DELUXE CORP | $4,008,000 | – | 98,585 | – | 0.02% | – |
| HIBB | New | HIBBETT SPORTS INC | $3,846,000 | – | 211,296 | – | 0.02% | – |
| STC | New | STEWART INFORMATION SVCS COR | $4,044,000 | – | 99,865 | – | 0.02% | – |
| MOV | New | MOVADO GROUP INC | $3,964,000 | – | 146,819 | – | 0.02% | – |
| POLY | New | PLANTRONICS INC NEW | $4,017,000 | – | 108,460 | – | 0.02% | – |
| GSBC | New | GREAT SOUTHN BANCORP INC | $3,918,000 | – | 65,460 | – | 0.02% | – |
| EQBK | New | EQUITY BANCSHARES INC | $3,682,000 | – | 138,120 | – | 0.01% | – |
| INWK | New | INNERWORKINGS INC | $3,650,000 | – | 955,532 | – | 0.01% | – |
| THFF | New | FIRST FINL CORP IND | $3,705,000 | – | 92,268 | – | 0.01% | – |
| EBF | New | ENNIS INC | $3,659,000 | – | 178,294 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $3,644,000 | – | 125,019 | – | 0.01% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $3,430,000 | – | 1,099,328 | – | 0.01% | – |
| MLHR | New | MILLER HERMAN INC | $3,275,000 | – | 73,275 | – | 0.01% | – |
| KNL | New | KNOLL INC | $3,278,000 | – | 142,666 | – | 0.01% | – |
| INBK | New | FIRST INTERNET BANCORP | $3,345,000 | – | 155,311 | – | 0.01% | – |
| GPX | New | GP STRATEGIES CORP | $3,274,000 | – | 217,123 | – | 0.01% | – |
| JPM | New | JPMORGAN CHASE & CO | $3,421,000 | – | 30,600 | – | 0.01% | – |
| OMP | New | OASIS MIDSTREAM PARTNERS LP | $3,097,000 | – | 144,030 | – | 0.01% | – |
| AMAL | New | AMALGAMATED BK NEW YORK N Yclass a | $3,087,000 | – | 176,910 | – | 0.01% | – |
| AVD | New | AMERICAN VANGUARD CORP | $3,038,000 | – | 197,172 | – | 0.01% | – |
| CAC | New | CAMDEN NATL CORP | $3,176,000 | – | 69,250 | – | 0.01% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $3,147,000 | – | 149,431 | – | 0.01% | – |
| EBSB | New | MERIDIAN BANCORP INC MD | $3,098,000 | – | 173,180 | – | 0.01% | – |
| NLS | New | NAUTILUS INC | $3,111,000 | – | 1,407,635 | – | 0.01% | – |
| NTGR | New | NETGEAR INC | $3,024,000 | – | 119,566 | – | 0.01% | – |
| NR | New | NEWPARK RES INC | $3,023,000 | – | 407,420 | – | 0.01% | – |
| PPBI | New | PACIFIC PREMIER BANCORP | $3,048,000 | – | 98,720 | – | 0.01% | – |
| TFSL | New | TFS FINL CORP | $3,220,000 | – | 178,210 | – | 0.01% | – |
| VVV | New | VALVOLINE INC | $3,061,000 | – | 156,710 | – | 0.01% | – |
| POL | New | POLYONE CORP | $2,975,000 | – | 94,770 | – | 0.01% | – |
| PARR | New | PAR PACIFIC HOLDINGS INC | $2,841,000 | – | 138,440 | – | 0.01% | – |
| OPB | New | OPUS BK IRVINE CALIF | $2,744,000 | – | 129,990 | – | 0.01% | – |
| REVG | New | REV GROUP INC | $2,886,000 | – | 200,302 | – | 0.01% | – |
| OCFC | New | OCEANFIRST FINL CORP | $2,929,000 | – | 117,870 | – | 0.01% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $2,750,000 | – | 173,398 | – | 0.01% | – |
| NBLX | New | NOBLE MIDSTREAM PARTNERS LP | $2,834,000 | – | 85,200 | – | 0.01% | – |
| MDP | New | MEREDITH CORP | $2,777,000 | – | 50,431 | – | 0.01% | – |
| MBIN | New | MERCHANTS BANCORP IND | $2,786,000 | – | 163,613 | – | 0.01% | – |
| MERC | New | MERCER INTL INC | $2,840,000 | – | 183,580 | – | 0.01% | – |
| SLGN | New | SILGAN HOLDINGS INC | $2,859,000 | – | 93,420 | – | 0.01% | – |
| SFNC | New | SIMMONS 1ST NATL CORPcl a $1 par | $2,857,000 | – | 122,810 | – | 0.01% | – |
| MMI | New | MARCUS & MILLICHAP INC | $2,793,000 | – | 90,530 | – | 0.01% | – |
| SSB | New | SOUTH ST CORP | $2,813,000 | – | 38,180 | – | 0.01% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $2,869,000 | – | 187,378 | – | 0.01% | – |
| SGU | New | STAR GROUP L Punit ltd partnr | $2,835,000 | – | 283,769 | – | 0.01% | – |
| SCS | New | STEELCASE INCcl a | $3,003,000 | – | 175,593 | – | 0.01% | – |
| SBT | New | STERLING BANCORP INC | $2,811,000 | – | 281,974 | – | 0.01% | – |
| ACCO | New | ACCO BRANDS CORP | $2,774,000 | – | 352,465 | – | 0.01% | – |
| IBKC | New | IBERIABANK CORP | $2,875,000 | – | 37,910 | – | 0.01% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $2,880,000 | – | 52,110 | – | 0.01% | – |
| HBNC | New | HORIZON BANCORP INC | $2,826,000 | – | 172,940 | – | 0.01% | – |
| HOMB | New | HOME BANCSHARES INC | $2,881,000 | – | 149,600 | – | 0.01% | – |
| HIFS | New | HINGHAM INSTN SVGS MASS | $2,796,000 | – | 14,120 | – | 0.01% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $2,948,000 | – | 107,461 | – | 0.01% | – |
| HVT | New | HAVERTY FURNITURE INC | $2,795,000 | – | 164,123 | – | 0.01% | – |
| HWC | New | HANCOCK WHITNEY CORPORATION | $2,842,000 | – | 70,946 | – | 0.01% | – |
| TKR | New | TIMKEN CO | $2,873,000 | – | 55,954 | – | 0.01% | – |
| AJX | New | GREAT AJAX CORP | $2,942,000 | – | 210,154 | – | 0.01% | – |
| TCBK | New | TRICO BANCSHARES | $2,878,000 | – | 76,133 | – | 0.01% | – |
| TBI | New | TRUEBLUE INC | $2,803,000 | – | 127,050 | – | 0.01% | – |
| GIII | New | G-III APPAREL GROUP LTD | $2,900,000 | – | 98,580 | – | 0.01% | – |
| UFCS | New | UNITED FIRE GROUP INC | $2,764,000 | – | 57,030 | – | 0.01% | – |
| SRCE | New | 1ST SOURCE CORP | $2,875,000 | – | 61,962 | – | 0.01% | – |
| WIRE | New | ENCORE WIRE CORP | $2,995,000 | – | 51,132 | – | 0.01% | – |
| EEX | New | EMERALD EXPOSITIONS EVENTS I | $2,844,000 | – | 255,040 | – | 0.01% | – |
| EGBN | New | EAGLE BANCORP INC MD | $2,818,000 | – | 52,060 | – | 0.01% | – |
| WSBF | New | WATERSTONE FINL INC MD | $2,821,000 | – | 165,329 | – | 0.01% | – |
| DK | New | DELEK US HLDGS INC NEW | $2,858,000 | – | 70,540 | – | 0.01% | – |
| WERN | New | WERNER ENTERPRISES INC | $2,855,000 | – | 91,870 | – | 0.01% | – |
| WTFC | New | WINTRUST FINL CORP | $2,829,000 | – | 38,670 | – | 0.01% | – |
| CBPX | New | CONTINENTAL BLDG PRODS INC | $2,973,000 | – | 111,890 | – | 0.01% | – |
| CTO | New | CONSOLIDATED TOMOKA LD CO | $2,897,000 | – | 48,520 | – | 0.01% | – |
| CHCO | New | CITY HLDG CO | $2,984,000 | – | 39,127 | – | 0.01% | – |
| CENX | New | CENTURY ALUM CO | $2,770,000 | – | 400,850 | – | 0.01% | – |
| AYR | New | AIRCASTLE LTD | $2,856,000 | – | 134,360 | – | 0.01% | – |
| CASS | New | CASS INFORMATION SYS INC | $2,939,000 | – | 60,630 | – | 0.01% | – |
| CFFN | New | CAPITOL FED FINL INC | $2,853,000 | – | 207,220 | – | 0.01% | – |
| CWH | New | CAMPING WORLD HLDGS INCcl a | $2,849,000 | – | 229,370 | – | 0.01% | – |
| WHD | New | CACTUS INCcl a | $2,906,000 | – | 87,750 | – | 0.01% | – |
| EAT | New | BRINKER INTL INC | $2,852,000 | – | 72,490 | – | 0.01% | – |
| BDGE | New | BRIDGE BANCORP INC | $2,842,000 | – | 96,460 | – | 0.01% | – |
| APAM | New | ARTISAN PARTNERS ASSET MGMTcl a | $2,804,000 | – | 101,890 | – | 0.01% | – |
| TBK | New | TRIUMPH BANCORP INC | $2,559,000 | – | 88,080 | – | 0.01% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $2,720,000 | – | 50,825 | – | 0.01% | – |
| GHM | New | GRAHAM CORP | $2,690,000 | – | 133,109 | – | 0.01% | – |
| WHG | New | WESTWOOD HLDGS GROUP INC | $2,686,000 | – | 76,310 | – | 0.01% | – |
| FPH | New | FIVE POINT HOLDINGS LLC | $2,706,000 | – | 359,880 | – | 0.01% | – |
| PLUS | New | EPLUS INC | $2,708,000 | – | 39,280 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $2,727,000 | – | 170,320 | – | 0.01% | – |
| MWA | New | MUELLER WTR PRODS INC | $2,672,000 | – | 272,050 | – | 0.01% | – |
| URBN | New | URBAN OUTFITTERS INC | $2,714,000 | – | 119,300 | – | 0.01% | – |
| TILE | New | INTERFACE INC | $2,684,000 | – | 175,050 | – | 0.01% | – |
| TRWH | New | TWIN RIV WORLDWIDE HLDGS INC | $2,737,000 | – | 91,990 | – | 0.01% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $2,624,000 | – | 96,602 | – | 0.01% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $2,671,000 | – | 160,214 | – | 0.01% | – |
| CPE | New | CALLON PETE CO DEL | $2,736,000 | – | 415,231 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $2,647,000 | – | 216,100 | – | 0.01% | – |
| OZM | New | OCH ZIFF CPTL MANGEMNT GRP Icl a new | $2,677,000 | – | 116,582 | – | 0.01% | – |
| PETS | New | PETMED EXPRESS INC | $2,712,000 | – | 173,090 | – | 0.01% | – |
| VC | New | VISTEON CORP | $2,546,000 | – | 43,470 | – | 0.01% | – |
| VLGEA | New | VILLAGE SUPER MKT INCcl a new | $2,283,000 | – | 86,110 | – | 0.01% | – |
| BGSF | New | BG STAFFING INC | $2,390,000 | – | 126,570 | – | 0.01% | – |
| DXPE | New | DXP ENTERPRISES INC NEW | $2,276,000 | – | 60,070 | – | 0.01% | – |
| BHB | New | BAR HBR BANKSHARES | $2,252,000 | – | 84,702 | – | 0.01% | – |
| AB | New | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $2,141,000 | – | 72,041 | – | 0.01% | – |
| INTL | New | INTL FCSTONE INC | $2,197,000 | – | 55,490 | – | 0.01% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $1,851,000 | – | 109,796 | – | 0.01% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $1,889,000 | – | 34,027 | – | 0.01% | – |
| ULH | New | UNIVERSAL LOGISTICS HLDGS IN | $1,850,000 | – | 82,320 | – | 0.01% | – |
| HMLP | New | HOEGH LNG PARTNERS LP | $1,780,000 | – | 102,910 | – | 0.01% | – |
| FF | New | FUTUREFUEL CORPORATION | $1,772,000 | – | 151,590 | – | 0.01% | – |
| KEGX | New | KEY ENERGY SVCS INC DEL | $1,800,000 | – | 800,100 | – | 0.01% | – |
| THR | New | THERMON GROUP HLDGS INC | $1,652,000 | – | 64,397 | – | 0.01% | – |
| TGNA | New | TEGNA INC | $1,501,000 | – | 99,046 | – | 0.01% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $1,572,000 | – | 50,865 | – | 0.01% | – |
| INT | New | WORLD FUEL SVCS CORP | $1,458,000 | – | 40,554 | – | 0.01% | – |
| TOWN | New | TOWNEBANK PORTSMOUTH VA | $1,445,000 | – | 52,980 | – | 0.01% | – |
| ZUMZ | New | ZUMIEZ INC | $1,605,000 | – | 61,500 | – | 0.01% | – |
| GBL | New | GAMCO INVESTORS INC | $1,437,000 | – | 74,942 | – | 0.01% | – |
| PRK | New | PARK NATL CORP | $1,466,000 | – | 14,750 | – | 0.01% | – |
| UVSP | New | UNIVEST FINANCIAL CORPORATIO | $1,572,000 | – | 59,850 | – | 0.01% | – |
| PBF | New | PBF ENERGY INCcl a | $1,487,000 | – | 47,500 | – | 0.01% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $1,550,000 | – | 70,506 | – | 0.01% | – |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $1,511,000 | – | 64,286 | – | 0.01% | – |
| FSBW | New | FS BANCORP INC | $1,488,000 | – | 28,690 | – | 0.01% | – |
| MOGA | New | MOOG INCcl a | $1,447,000 | – | 15,460 | – | 0.01% | – |
| MTZ | New | MASTEC INC | $1,476,000 | – | 28,640 | – | 0.01% | – |
| DDS | New | DILLARDS INCcl a | $1,461,000 | – | 23,460 | – | 0.01% | – |
| KOP | New | KOPPERS HOLDINGS INC | $1,537,000 | – | 52,354 | – | 0.01% | – |
| KMT | New | KENNAMETAL INC | $1,449,000 | – | 39,180 | – | 0.01% | – |
| BMTC | New | BRYN MAWR BK CORP | $1,373,000 | – | 36,780 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $1,404,000 | – | 72,579 | – | 0.01% | – |
| SPAR | New | SPARTAN MTRS INC | $1,426,000 | – | 130,130 | – | 0.01% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $1,369,000 | – | 362,233 | – | 0.01% | – |
| QES | New | QUINTANA ENERGY SVCS INC | $1,353,000 | – | 840,425 | – | 0.01% | – |
| WGO | New | WINNEBAGO INDS INC | $1,345,000 | – | 34,790 | – | 0.01% | – |
| FLIC | New | FIRST LONG IS CORP | $1,202,000 | – | 59,840 | – | 0.01% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $1,430,000 | – | 37,578 | – | 0.01% | – |
| BKE | New | BUCKLE INC | $1,361,000 | – | 78,650 | – | 0.01% | – |
| FMBH | New | FIRST MID BANCSHARES INC | $1,391,000 | – | 39,838 | – | 0.01% | – |
| WSBC | New | WESBANCO INC | $1,431,000 | – | 37,110 | – | 0.01% | – |
| ONB | New | OLD NATL BANCORP IND | $1,391,000 | – | 83,838 | – | 0.01% | – |
| FLXS | New | FLEXSTEEL INDS INC | $1,428,000 | – | 83,709 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $1,382,000 | – | 38,759 | – | 0.01% | – |
| JOUT | New | JOHNSON OUTDOORS INCcl a | $1,312,000 | – | 17,600 | – | 0.01% | – |
| RBCAA | New | REPUBLIC BANCORP KYcl a | $1,339,000 | – | 26,910 | – | 0.01% | – |
| UFI | New | UNIFI INC | $1,203,000 | – | 66,190 | – | 0.01% | – |
| UMPQ | New | UMPQUA HLDGS CORP | $1,406,000 | – | 84,760 | – | 0.01% | – |
| UMBF | New | UMB FINL CORP | $1,425,000 | – | 21,650 | – | 0.01% | – |
| FXI | New | ISHARES TRput | $1,190,000 | – | 510,000 | – | 0.01% | – |
| GCAP | New | GAIN CAP HLDGS INC | $1,275,000 | – | 308,780 | – | 0.01% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $1,353,000 | – | 48,374 | – | 0.01% | – |
| MCB | New | METROPOLITAN BK HLDG CORP | $1,420,000 | – | 32,280 | – | 0.01% | – |
| ACA | New | ARCOSA INC | $1,396,000 | – | 37,110 | – | 0.01% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $1,403,000 | – | 168,777 | – | 0.01% | – |
| SNDR | New | SCHNEIDER NATIONAL INCcl b | $1,403,000 | – | 76,940 | – | 0.01% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $1,249,000 | – | 717,600 | – | 0.01% | – |
| GEF | New | GREIF INCcl a | $1,436,000 | – | 44,120 | – | 0.01% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $1,369,000 | – | 54,456 | – | 0.01% | – |
| MYRG | New | MYR GROUP INC DEL | $1,434,000 | – | 38,386 | – | 0.01% | – |
| MHO | New | M/I HOMES INC | $1,389,000 | – | 48,683 | – | 0.01% | – |
| WTBA | New | WEST BANCORPORATION INCcap stk | $1,340,000 | – | 63,147 | – | 0.01% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $1,375,000 | – | 39,490 | – | 0.01% | – |
| WW | New | WEIGHT WATCHERS INTL INC NEW | $1,339,000 | – | 70,120 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $1,329,000 | – | 12,000 | – | 0.01% | – |
| FTSI | New | FTS INTERNATIONAL INC | $1,091,000 | – | 195,550 | – | 0.00% | – |
| SND | New | SMART SAND INC | $659,000 | – | 270,000 | – | 0.00% | – |
| WDC | New | WESTERN DIGITAL CORP | $647,000 | – | 13,600 | – | 0.00% | – |
| IIIN | New | INSTEEL INDUSTRIES INC | $330,000 | – | 15,860 | – | 0.00% | – |
| FDEF | New | FIRST DEFIANCE FINL CORP | $391,000 | – | 13,700 | – | 0.00% | – |
| USWS | New | U S WELL SVCS INCcl a | $193,000 | – | 40,000 | – | 0.00% | – |
| BCS | New | BARCLAYS PLCadr | $208,000 | – | 27,349 | – | 0.00% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $152,000 | – | 12,700 | – | 0.00% | – |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $240,000 | – | 104,993 | – | 0.00% | – |
| S | New | SPRINT CORPORATIONput | $18,000 | – | 90,000 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KEY | Exit | KEYCORP NEW | $0 | – | -20,000 | – | -0.00% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -28,166 | – | -0.00% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -10,621 | – | -0.00% | – |
| CMT | Exit | CORE MOLDING TECHNOLOGIES IN | $0 | – | -95,575 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -33,866 | – | -0.00% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -29,152 | – | -0.00% | – |
| BBSI | Exit | BARRETT BUSINESS SERVICES IN | $0 | – | -14,350 | – | -0.00% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -28,003 | – | -0.00% | – |
| BLDR | Exit | BUILDERS FIRSTSOURCE INC | $0 | – | -62,975 | – | -0.00% | – |
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -104,993 | – | -0.00% | – |
| MOD | Exit | MODINE MFG CO | $0 | – | -65,250 | – | -0.00% | – |
| VMI | Exit | VALMONT INDS INC | $0 | – | -8,123 | – | -0.00% | – |
| TBNK | Exit | TERRITORIAL BANCORP INC | $0 | – | -36,527 | – | -0.00% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -28,204 | – | -0.00% | – |
| HBMD | Exit | HOWARD BANCORP INC | $0 | – | -67,129 | – | -0.00% | – |
| GHC | Exit | GRAHAM HLDGS CO | $0 | – | -2,063 | – | -0.00% | – |
| SMBC | Exit | SOUTHERN MO BANCORP INC | $0 | – | -30,547 | – | -0.00% | – |
| ORRF | Exit | ORRSTOWN FINL SVCS INC | $0 | – | -45,757 | – | -0.00% | – |
| GCP | Exit | GCP APPLIED TECHNOLOGIES INC | $0 | – | -38,822 | – | -0.00% | – |
| GBL | Exit | GAMCO INVESTORS INC | $0 | – | -43,670 | – | -0.00% | – |
| ISCA | Exit | INTERNATIONAL SPEEDWAY CORPcl a | $0 | – | -27,681 | – | -0.00% | – |
| CARO | Exit | CAROLINA FINL CORP NEW | $0 | – | -28,812 | – | -0.00% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -16,800 | – | -0.00% | – |
| AJX | Exit | GREAT AJAX CORP | $0 | – | -86,821 | – | -0.00% | – |
| UNF | Exit | UNIFIRST CORP MASS | $0 | – | -6,699 | – | -0.00% | – |
| SASR | Exit | SANDY SPRING BANCORP INC | $0 | – | -28,897 | – | -0.00% | – |
| OMI | Exit | OWENS & MINOR INC NEW | $0 | – | -74,517 | – | -0.00% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -100,614 | – | -0.00% | – |
| MOFG | Exit | MIDWESTONE FINL GROUP INC NE | $0 | – | -36,594 | – | -0.00% | – |
| CHCO | Exit | CITY HLDG CO | $0 | – | -15,874 | – | -0.00% | – |
| FBIZ | Exit | FIRST BUS FINL SVCS INC WIS | $0 | – | -47,620 | – | -0.00% | – |
| SRCE | Exit | 1ST SOURCE CORP | $0 | – | -22,040 | – | -0.00% | – |
| BECN | Exit | BEACON ROOFING SUPPLY INC | $0 | – | -28,230 | – | -0.00% | – |
| NCS | Exit | NCI BUILDING SYS INC | $0 | – | -64,857 | – | -0.00% | – |
| SGU | Exit | STAR GROUP L Punit ltd partnr | $0 | – | -127,552 | – | -0.00% | – |
| TYPE | Exit | MONOTYPE IMAGING HOLDINGS IN | $0 | – | -56,050 | – | -0.00% | – |
| BRKL | Exit | BROOKLINE BANCORP INC DEL | $0 | – | -64,652 | – | -0.00% | – |
| RBCAA | Exit | REPUBLIC BANCORP KYcl a | $0 | – | -26,752 | – | -0.00% | – |
| ALG | Exit | ALAMO GROUP INC | $0 | – | -12,966 | – | -0.00% | – |
| CAC | Exit | CAMDEN NATL CORP | $0 | – | -26,599 | – | -0.00% | – |
| NKSH | Exit | NATIONAL BANKSHARES INC VA | $0 | – | -25,922 | – | -0.00% | – |
| WABC | Exit | WESTAMERICA BANCORPORATION | $0 | – | -20,659 | – | -0.00% | – |
| ORM | Exit | OWENS RLTY MTG INC | $0 | – | -69,553 | – | -0.00% | – |
| GWB | Exit | GREAT WESTN BANCORP INC | $0 | – | -27,600 | – | -0.00% | – |
| PRIM | Exit | PRIMORIS SVCS CORP | $0 | – | -43,710 | – | -0.00% | – |
| MMI | Exit | MARCUS & MILLICHAP INC | $0 | – | -31,852 | – | -0.00% | – |
| STBZ | Exit | STATE BK FINL CORP | $0 | – | -35,284 | – | -0.00% | – |
| AMNB | Exit | AMERICAN NATL BANKSHARES INC | $0 | – | -28,141 | – | -0.00% | – |
| CVRR | Exit | CVR REFNG LP | $0 | – | -52,766 | – | -0.00% | – |
| EMCI | Exit | EMC INS GROUP INC | $0 | – | -45,634 | – | -0.00% | – |
| WTBA | Exit | WEST BANCORPORATION INCcap stk | $0 | – | -46,938 | – | -0.00% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -10,929 | – | -0.00% | – |
| BDGE | Exit | BRIDGE BANCORP INC | $0 | – | -33,552 | – | -0.00% | – |
| AMN | Exit | AMN HEALTHCARE SERVICES INC | $0 | – | -22,213 | – | -0.00% | – |
| FMBH | Exit | FIRST MID ILL BANCSHARES INC | $0 | – | -30,712 | – | -0.00% | – |
| TGNA | Exit | TEGNA INC | $0 | – | -110,060 | – | -0.01% | – |
| TPX | Exit | TEMPUR SEALY INTL INC | $0 | – | -24,150 | – | -0.01% | – |
| MSL | Exit | MIDSOUTH BANCORP INC | $0 | – | -88,370 | – | -0.01% | – |
| CBZ | Exit | CBIZ INC | $0 | – | -60,275 | – | -0.01% | – |
| ERI | Exit | ELDORADO RESORTS INC | $0 | – | -28,251 | – | -0.01% | – |
| QUAD | Exit | QUAD / GRAPHICS INC | $0 | – | -60,601 | – | -0.01% | – |
| EAT | Exit | BRINKER INTL INC | $0 | – | -27,037 | – | -0.01% | – |
| AROW | Exit | ARROW FINL CORP | $0 | – | -33,909 | – | -0.01% | – |
| THFF | Exit | FIRST FINL CORP IND | $0 | – | -27,590 | – | -0.01% | – |
| ONB | Exit | OLD NATL BANCORP IND | $0 | – | -65,372 | – | -0.01% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -390,000 | – | -0.01% | – |
| THR | Exit | THERMON GROUP HLDGS INC | $0 | – | -51,302 | – | -0.01% | – |
| SMP | Exit | STANDARD MTR PRODS INC | $0 | – | -25,778 | – | -0.01% | – |
| HVT | Exit | HAVERTY FURNITURE INC | $0 | – | -56,955 | – | -0.01% | – |
| RUTH | Exit | RUTHS HOSPITALITY GROUP INC | $0 | – | -47,194 | – | -0.01% | – |
| BGGSQ | Exit | BRIGGS & STRATTON CORP | $0 | – | -65,775 | – | -0.01% | – |
| ROCK | Exit | GIBRALTAR INDS INC | $0 | – | -30,610 | – | -0.01% | – |
| TKR | Exit | TIMKEN CO | $0 | – | -25,496 | – | -0.01% | – |
| OI | Exit | OWENS ILL INC | $0 | – | -67,992 | – | -0.01% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -84,188 | – | -0.01% | – |
| HF | Exit | HFF INCcl a | $0 | – | -35,534 | – | -0.01% | – |
| GNRC | Exit | GENERAC HLDGS INC | $0 | – | -22,940 | – | -0.01% | – |
| HTBI | Exit | HOMETRUST BANCSHARES INC | $0 | – | -44,116 | – | -0.01% | – |
| CMTL | Exit | COMTECH TELECOMMUNICATIONS C | $0 | – | -37,969 | – | -0.01% | – |
| SRI | Exit | STONERIDGE INC | $0 | – | -42,520 | – | -0.01% | – |
| ESV | Exit | ENSCO PLC | $0 | – | -191,519 | – | -0.01% | – |
| CLF | Exit | CLEVELAND CLIFFS INC | $0 | – | -140,997 | – | -0.01% | – |
| EPEGQ | Exit | EP ENERGY CORPcl a | $0 | – | -703,568 | – | -0.01% | – |
| LXFR | Exit | LUXFER HOLDINGS PLC | $0 | – | -75,638 | – | -0.01% | – |
| IRBT | Exit | IROBOT CORP | $0 | – | -16,459 | – | -0.01% | – |
| GTN | Exit | GRAY TELEVISION INC | $0 | – | -102,440 | – | -0.01% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -111,074 | – | -0.01% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -270,751 | – | -0.01% | – |
| RBB | Exit | RBB BANCORP | $0 | – | -76,315 | – | -0.01% | – |
| LGIH | Exit | LGI HOMES INC | $0 | – | -43,561 | – | -0.01% | – |
| DAN | Exit | DANA INCORPORATED | $0 | – | -111,222 | – | -0.01% | – |
| SGH | Exit | SMART GLOBAL HLDGS INC | $0 | – | -69,771 | – | -0.01% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -107,358 | – | -0.01% | – |
| AEIS | Exit | ADVANCED ENERGY INDS | $0 | – | -39,698 | – | -0.01% | – |
| FLXS | Exit | FLEXSTEEL INDS INC | $0 | – | -62,317 | – | -0.01% | – |
| SBT | Exit | STERLING BANCORP INC | $0 | – | -180,027 | – | -0.01% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -184,605 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -20,600 | – | -0.01% | – |
| WSBF | Exit | WATERSTONE FINL INC MD | $0 | – | -137,059 | – | -0.01% | – |
| HUBG | Exit | HUB GROUP INCcl a | $0 | – | -48,361 | – | -0.01% | – |
| GPX | Exit | GP STRATEGIES CORP | $0 | – | -126,325 | – | -0.01% | – |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -139,159 | – | -0.01% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -152,760 | – | -0.01% | – |
| BHB | Exit | BAR HBR BANKSHARES | $0 | – | -82,084 | – | -0.01% | – |
| CATY | Exit | CATHAY GEN BANCORP | $0 | – | -57,004 | – | -0.01% | – |
| PGC | Exit | PEAPACK-GLADSTONE FINL CORP | $0 | – | -70,264 | – | -0.01% | – |
| LOB | Exit | LIVE OAK BANCSHARES INC | $0 | – | -81,187 | – | -0.01% | – |
| CUBI | Exit | CUSTOMERS BANCORP INC | $0 | – | -96,663 | – | -0.01% | – |
| NHTC | Exit | NATURAL HEALTH TRENDS CORP | $0 | – | -100,237 | – | -0.01% | – |
| PLPC | Exit | PREFORMED LINE PRODS CO | $0 | – | -31,713 | – | -0.01% | – |
| ANCX | Exit | ACCESS NATL CORP | $0 | – | -82,059 | – | -0.01% | – |
| ETH | Exit | ETHAN ALLEN INTERIORS INC | $0 | – | -101,847 | – | -0.01% | – |
| MLI | Exit | MUELLER INDS INC | $0 | – | -79,524 | – | -0.01% | – |
| DLX | Exit | DELUXE CORP | $0 | – | -38,702 | – | -0.01% | – |
| ICHR | Exit | ICHOR HOLDINGS | $0 | – | -108,394 | – | -0.01% | – |
| UFPI | Exit | UNIVERSAL FST PRODS INC | $0 | – | -62,784 | – | -0.01% | – |
| VLGEA | Exit | VILLAGE SUPER MKT INCcl a new | $0 | – | -86,691 | – | -0.01% | – |
| OZM | Exit | OCH ZIFF CAP MGMT GROUPcl a | $0 | – | -1,426,365 | – | -0.01% | – |
| IIIN | Exit | INSTEEL INDUSTRIES INC | $0 | – | -63,949 | – | -0.01% | – |
| CNXM | Exit | CNX MIDSTREAM PARTNERS LP | $0 | – | -125,723 | – | -0.01% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -139,440 | – | -0.01% | – |
| KFRC | Exit | KFORCE INC | $0 | – | -68,639 | – | -0.01% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -2,683 | – | -0.01% | – |
| UTL | Exit | UNITIL CORP | $0 | – | -49,981 | – | -0.01% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -175,100 | – | -0.01% | – |
| EE | Exit | EL PASO ELEC CO | $0 | – | -41,603 | – | -0.01% | – |
| TCBK | Exit | TRICO BANCSHARES | $0 | – | -62,715 | – | -0.01% | – |
| PKOH | Exit | PARK OHIO HLDGS CORP | $0 | – | -65,850 | – | -0.01% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -333,592 | – | -0.01% | – |
| NRIM | Exit | NORTHRIM BANCORP INC | $0 | – | -62,036 | – | -0.01% | – |
| SPH | Exit | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $0 | – | -104,053 | – | -0.01% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -35,816 | – | -0.01% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -25,778 | – | -0.01% | – |
| AQ | Exit | AQUANTIA CORP | $0 | – | -205,324 | – | -0.01% | – |
| SCHL | Exit | SCHOLASTIC CORP | $0 | – | -54,256 | – | -0.01% | – |
| CAKE | Exit | CHEESECAKE FACTORY INC | $0 | – | -44,508 | – | -0.01% | – |
| HGV | Exit | HILTON GRAND VACATIONS INC | $0 | – | -74,165 | – | -0.01% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -142,070 | – | -0.01% | – |
| CSS | Exit | CSS INDS INC | $0 | – | -178,522 | – | -0.01% | – |
| PCSB | Exit | PCSB FINL CORP | $0 | – | -121,875 | – | -0.01% | – |
| MOV | Exit | MOVADO GROUP INC | $0 | – | -58,952 | – | -0.01% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -120,309 | – | -0.01% | – |
| VREX | Exit | VAREX IMAGING CORP | $0 | – | -85,254 | – | -0.01% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLD | $0 | – | -67,426 | – | -0.01% | – |
| GLT | Exit | GLATFELTER | $0 | – | -132,878 | – | -0.01% | – |
| ALE | Exit | ALLETE INC | $0 | – | -33,460 | – | -0.01% | – |
| RBBN | Exit | RIBBON COMMUNICATIONS INC | $0 | – | -366,546 | – | -0.01% | – |
| GHM | Exit | GRAHAM CORP | $0 | – | -93,133 | – | -0.01% | – |
| NTGR | Exit | NETGEAR INC | $0 | – | -37,804 | – | -0.01% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -106,414 | – | -0.01% | – |
| LZB | Exit | LA Z BOY INC | $0 | – | -78,892 | – | -0.01% | – |
| LDL | Exit | LYDALL INC DEL | $0 | – | -57,631 | – | -0.01% | – |
| CARS | Exit | CARS COM INC | $0 | – | -91,679 | – | -0.01% | – |
| ATRO | Exit | ASTRONICS CORP | $0 | – | -64,541 | – | -0.01% | – |
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -338,006 | – | -0.01% | – |
| NXST | Exit | NEXSTAR MEDIA GROUP INCcl a | $0 | – | -33,563 | – | -0.01% | – |
| NAVG | Exit | NAVIGATORS GROUP INC | $0 | – | -40,758 | – | -0.01% | – |
| MCF | Exit | CONTANGO OIL & GAS COMPANY | $0 | – | -470,487 | – | -0.01% | – |
| STRA | Exit | STRATEGIC ED INC | $0 | – | -19,718 | – | -0.01% | – |
| TAST | Exit | CARROLS RESTAURANT GROUP INC | $0 | – | -185,669 | – | -0.01% | – |
| DOFSQ | Exit | DIAMOND OFFSHORE DRILLING IN | $0 | – | -136,993 | – | -0.01% | – |
| FCN | Exit | FTI CONSULTING INC | $0 | – | -38,585 | – | -0.01% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -60,187 | – | -0.01% | – |
| BXG | Exit | BLUEGREEN VACATIONS CORP | $0 | – | -156,663 | – | -0.01% | – |
| DGII | Exit | DIGI INTL INC | $0 | – | -205,326 | – | -0.01% | – |
| MEI | Exit | METHODE ELECTRS INC | $0 | – | -88,310 | – | -0.01% | – |
| VSH | Exit | VISHAY INTERTECHNOLOGY INC | $0 | – | -151,809 | – | -0.01% | – |
| THRM | Exit | GENTHERM INC | $0 | – | -64,650 | – | -0.01% | – |
| TTMI | Exit | TTM TECHNOLOGIES INC | $0 | – | -198,821 | – | -0.01% | – |
| ANIK | Exit | ANIKA THERAPEUTICS INC | $0 | – | -74,732 | – | -0.01% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -158,865 | – | -0.01% | – |
| ESL | Exit | ESTERLINE TECHNOLOGIES CORP | $0 | – | -32,977 | – | -0.01% | – |
| CRCQQ | Exit | CALIFORNIA RES CORP | $0 | – | -65,431 | – | -0.01% | – |
| HOFT | Exit | HOOKER FURNITURE CORP | $0 | – | -93,260 | – | -0.01% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -47,548 | – | -0.01% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -814,654 | – | -0.01% | – |
| CPS | Exit | COOPER STD HLDGS INC | $0 | – | -26,755 | – | -0.01% | – |
| MCS | Exit | MARCUS CORP | $0 | – | -77,173 | – | -0.01% | – |
| BGS | Exit | B & G FOODS INC NEW | $0 | – | -122,738 | – | -0.01% | – |
| EBF | Exit | ENNIS INC | $0 | – | -164,161 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -232,400 | – | -0.01% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -210,261 | – | -0.01% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -142,140 | – | -0.01% | – |
| CTBI | Exit | COMMUNITY TR BANCORP INC | $0 | – | -71,709 | – | -0.01% | – |
| EGOV | Exit | NIC INC | $0 | – | -231,542 | – | -0.01% | – |
| VIVO | Exit | MERIDIAN BIOSCIENCE INC | $0 | – | -231,171 | – | -0.01% | – |
| TVTY | Exit | TIVITY HEALTH INC | $0 | – | -107,543 | – | -0.01% | – |
| INBK | Exit | FIRST INTERNET BANCORP | $0 | – | -112,009 | – | -0.01% | – |
| INWK | Exit | INNERWORKINGS INC | $0 | – | -410,722 | – | -0.01% | – |
| APOG | Exit | APOGEE ENTERPRISES INC | $0 | – | -81,959 | – | -0.01% | – |
| SUP | Exit | SUPERIOR INDS INTL INC | $0 | – | -201,122 | – | -0.01% | – |
| UNFI | Exit | UNITED NAT FOODS INC | $0 | – | -108,007 | – | -0.01% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -430,365 | – | -0.01% | – |
| IDT | Exit | IDT CORPcl b new | $0 | – | -671,126 | – | -0.01% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -589,939 | – | -0.01% | – |
| DY | Exit | DYCOM INDS INC | $0 | – | -44,167 | – | -0.01% | – |
| PBFX | Exit | PBF LOGISTICS LPunit ltd ptnr | $0 | – | -170,597 | – | -0.01% | – |
| WNC | Exit | WABASH NATL CORP | $0 | – | -192,845 | – | -0.01% | – |
| SXCP | Exit | SUNCOKE ENERGY PARTNERS L P | $0 | – | -237,357 | – | -0.01% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -92,657 | – | -0.01% | – |
| ABG | Exit | ASBURY AUTOMOTIVE GROUP INC | $0 | – | -52,467 | – | -0.01% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -58,819 | – | -0.01% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -411,394 | – | -0.01% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -60,169 | – | -0.01% | – |
| SAFM | Exit | SANDERSON FARMS INC | $0 | – | -35,562 | – | -0.01% | – |
| MSTR | Exit | MICROSTRATEGY INCcl a new | $0 | – | -26,414 | – | -0.01% | – |
| NAT | Exit | NORDIC AMERICAN TANKERS LIMI | $0 | – | -1,695,112 | – | -0.01% | – |
| BHE | Exit | BENCHMARK ELECTRS INC | $0 | – | -149,193 | – | -0.01% | – |
| IOSP | Exit | INNOSPEC INC | $0 | – | -47,151 | – | -0.01% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -134,058 | – | -0.01% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -73,983 | – | -0.01% | – |
| VCTR | Exit | VICTORY CAP HLDGS INC | $0 | – | -383,578 | – | -0.01% | – |
| REVG | Exit | REV GROUP INC | $0 | – | -236,274 | – | -0.01% | – |
| HURC | Exit | HURCO COMPANIES INC | $0 | – | -80,916 | – | -0.01% | – |
| MYRG | Exit | MYR GROUP INC DEL | $0 | – | -109,533 | – | -0.01% | – |
| GME | Exit | GAMESTOP CORP NEWcl a | $0 | – | -262,750 | – | -0.01% | – |
| BOJA | Exit | BOJANGLES INC | $0 | – | -255,495 | – | -0.01% | – |
| KELYA | Exit | KELLY SVCS INCcl a | $0 | – | -157,601 | – | -0.01% | – |
| NPK | Exit | NATIONAL PRESTO INDS INC | $0 | – | -30,674 | – | -0.01% | – |
| SND | Exit | SMART SAND INC | $0 | – | -951,047 | – | -0.01% | – |
| HWKN | Exit | HAWKINS INC | $0 | – | -96,018 | – | -0.01% | – |
| HY | Exit | HYSTER YALE MATLS HANDLING Icl a | $0 | – | -61,479 | – | -0.01% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -290,777 | – | -0.01% | – |
| STC | Exit | STEWART INFORMATION SVCS COR | $0 | – | -83,903 | – | -0.01% | – |
| EVC | Exit | ENTRAVISION COMMUNICATIONS Ccl a | $0 | – | -800,925 | – | -0.01% | – |
| SYKE | Exit | SYKES ENTERPRISES INC | $0 | – | -125,522 | – | -0.01% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -243,346 | – | -0.01% | – |
| NSIT | Exit | INSIGHT ENTERPRISES INC | $0 | – | -73,307 | – | -0.01% | – |
| WCC | Exit | WESCO INTL INC | $0 | – | -63,340 | – | -0.01% | – |
| MUSA | Exit | MURPHY USA INC | $0 | – | -46,027 | – | -0.01% | – |
| CMP | Exit | COMPASS MINERALS INTL INC | $0 | – | -56,552 | – | -0.01% | – |
| DLTH | Exit | DULUTH HLDGS INC | $0 | – | -122,397 | – | -0.01% | – |
| IBOC | Exit | INTERNATIONAL BANCSHARES COR | $0 | – | -83,633 | – | -0.01% | – |
| BMRC | Exit | BANK OF MARIN BANCORP | $0 | – | -45,832 | – | -0.01% | – |
| CSGS | Exit | CSG SYS INTL INC | $0 | – | -99,181 | – | -0.01% | – |
| XAN | Exit | EXANTAS CAP CORP | $0 | – | -369,962 | – | -0.02% | – |
| NWN | Exit | NORTHWEST NAT GAS CO | $0 | – | -60,989 | – | -0.02% | – |
| MLP | Exit | MAUI LD & PINEAPPLE INC | $0 | – | -330,500 | – | -0.02% | – |
| AVX | Exit | AVX CORP NEW | $0 | – | -235,192 | – | -0.02% | – |
| ESTE | Exit | EARTHSTONE ENERGY INCcl a | $0 | – | -449,792 | – | -0.02% | – |
| MBI | Exit | MBIA INC | $0 | – | -386,391 | – | -0.02% | – |
| SJI | Exit | SOUTH JERSEY INDS INC | $0 | – | -120,054 | – | -0.02% | – |
| QTNA | Exit | QUANTENNA COMMUNICATIONS INC | $0 | – | -224,740 | – | -0.02% | – |
| SCL | Exit | STEPAN CO | $0 | – | -48,222 | – | -0.02% | – |
| HMST | Exit | HOMESTREET INC | $0 | – | -170,966 | – | -0.02% | – |
| BLBD | Exit | BLUE BIRD CORP | $0 | – | -185,980 | – | -0.02% | – |
| SAVE | Exit | SPIRIT AIRLS INC | $0 | – | -94,528 | – | -0.02% | – |
| SANM | Exit | SANMINA CORPORATION | $0 | – | -161,423 | – | -0.02% | – |
| MTH | Exit | MERITAGE HOMES CORP | $0 | – | -114,532 | – | -0.02% | – |
| MPAA | Exit | MOTORCAR PTS AMER INC | $0 | – | -186,798 | – | -0.02% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -278,876 | – | -0.02% | – |
| SPWH | Exit | SPORTSMANS WHSE HLDGS INC | $0 | – | -763,050 | – | -0.02% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -226,950 | – | -0.02% | – |
| TMHC | Exit | TAYLOR MORRISON HOME CORPcl a | $0 | – | -252,511 | – | -0.02% | – |
| PRA | Exit | PROASSURANCE CORP | $0 | – | -95,897 | – | -0.02% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -116,313 | – | -0.02% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -141,922 | – | -0.02% | – |
| MSBI | Exit | MIDLAND STS BANCORP INC ILL | $0 | – | -142,443 | – | -0.02% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -62,934 | – | -0.02% | – |
| CCS | Exit | CENTURY CMNTYS INC | $0 | – | -165,659 | – | -0.02% | – |
| VEC | Exit | VECTRUS INC | $0 | – | -155,152 | – | -0.02% | – |
| CFFN | Exit | CAPITOL FED FINL INC | $0 | – | -365,242 | – | -0.02% | – |
| TEN | Exit | TENNECO INC | $0 | – | -111,724 | – | -0.02% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -116,248 | – | -0.02% | – |
| FISI | Exit | FINANCIAL INSTNS INC | $0 | – | -147,092 | – | -0.02% | – |
| NAVI | Exit | NAVIENT CORPORATION | $0 | – | -352,952 | – | -0.02% | – |
| ORIT | Exit | ORITANI FINL CORP DEL | $0 | – | -298,744 | – | -0.02% | – |
| MGLN | Exit | MAGELLAN HEALTH INC | $0 | – | -65,249 | – | -0.02% | – |
| TOWR | Exit | TOWER INTL INC | $0 | – | -152,508 | – | -0.02% | – |
| UPLCQ | Exit | ULTRA PETROLEUM CORP | $0 | – | -4,114,226 | – | -0.02% | – |
| HAFC | Exit | HANMI FINL CORP | $0 | – | -192,739 | – | -0.02% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -103,211 | – | -0.02% | – |
| FFIC | Exit | FLUSHING FINL CORP | $0 | – | -197,831 | – | -0.02% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -194,259 | – | -0.02% | – |
| AVA | Exit | AVISTA CORP | $0 | – | -92,380 | – | -0.02% | – |
| LAD | Exit | LITHIA MTRS INCcl a | $0 | – | -56,682 | – | -0.02% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -155,734 | – | -0.02% | – |
| GPORQ | Exit | GULFPORT ENERGY CORP | $0 | – | -453,831 | – | -0.02% | – |
| TRMK | Exit | TRUSTMARK CORP | $0 | – | -144,713 | – | -0.02% | – |
| LION | Exit | FIDELITY SOUTHERN CORP NEW | $0 | – | -191,997 | – | -0.02% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -231,519 | – | -0.02% | – |
| INT | Exit | WORLD FUEL SVCS CORP | $0 | – | -176,083 | – | -0.02% | – |
| NFBK | Exit | NORTHFIELD BANCORP INC DEL | $0 | – | -300,077 | – | -0.02% | – |
| SYNT | Exit | SYNTEL INC | $0 | – | -121,221 | – | -0.02% | – |
| REX | Exit | REX AMERICAN RESOURCES CORP | $0 | – | -66,411 | – | -0.02% | – |
| FHI | Exit | FEDERATED INVS INC PAcl b | $0 | – | -203,545 | – | -0.02% | – |
| FF | Exit | FUTUREFUEL CORPORATION | $0 | – | -263,919 | – | -0.02% | – |
| TECD | Exit | TECH DATA CORP | $0 | – | -69,888 | – | -0.02% | – |
| CRUS | Exit | CIRRUS LOGIC INC | $0 | – | -127,998 | – | -0.02% | – |
| AB | Exit | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $0 | – | -167,875 | – | -0.02% | – |
| DFIN | Exit | DONNELLEY FINL SOLUTIONS INC | $0 | – | -276,745 | – | -0.02% | – |
| CODI | Exit | COMPASS DIVERSIFIED HOLDINGSsh ben int | $0 | – | -281,133 | – | -0.02% | – |
| DCOM | Exit | DIME CMNTY BANCSHARES | $0 | – | -283,471 | – | -0.02% | – |
| MDP | Exit | MEREDITH CORP | $0 | – | -96,345 | – | -0.02% | – |
| SWN | Exit | SOUTHWESTERN ENERGY CO | $0 | – | -963,395 | – | -0.02% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -39,206 | – | -0.02% | – |
| NLS | Exit | NAUTILUS INC | $0 | – | -350,014 | – | -0.02% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -185,562 | – | -0.02% | – |
| BKH | Exit | BLACK HILLS CORP | $0 | – | -86,217 | – | -0.02% | – |
| FG | Exit | FGL HLDGS | $0 | – | -546,729 | – | -0.02% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -350,718 | – | -0.02% | – |
| GBX | Exit | GREENBRIER COS INC | $0 | – | -83,389 | – | -0.02% | – |
| MBIN | Exit | MERCHANTS BANCORP IND | $0 | – | -193,394 | – | -0.02% | – |
| EFC | Exit | ELLINGTON FINANCIAL LLC | $0 | – | -309,268 | – | -0.02% | – |
| SPKE | Exit | SPARK ENERGY INC | $0 | – | -599,916 | – | -0.02% | – |
| WDR | Exit | WADDELL & REED FINL INCcl a | $0 | – | -249,439 | – | -0.02% | – |
| FSB | Exit | FRANKLIN FINL NETWORK INC | $0 | – | -132,668 | – | -0.02% | – |
| RRC | Exit | RANGE RES CORP | $0 | – | -311,333 | – | -0.02% | – |
| PNM | Exit | PNM RES INC | $0 | – | -134,834 | – | -0.02% | – |
| HZN | Exit | HORIZON GLOBAL CORP | $0 | – | -751,753 | – | -0.02% | – |
| MLHR | Exit | MILLER HERMAN INC | $0 | – | -139,156 | – | -0.02% | – |
| DRQ | Exit | DRIL-QUIP INC | $0 | – | -102,229 | – | -0.02% | – |
| AXE | Exit | ANIXTER INTL INC | $0 | – | -74,983 | – | -0.02% | – |
| TUP | Exit | TUPPERWARE BRANDS CORP | $0 | – | -159,283 | – | -0.02% | – |
| PMT | Exit | PENNYMAC MTG INVT TR | $0 | – | -261,260 | – | -0.02% | – |
| SR | Exit | SPIRE INC | $0 | – | -73,232 | – | -0.02% | – |
| NWE | Exit | NORTHWESTERN CORP | $0 | – | -91,415 | – | -0.02% | – |
| NHC | Exit | NATIONAL HEALTHCARE CORP | $0 | – | -69,345 | – | -0.02% | – |
| HA | Exit | HAWAIIAN HOLDINGS INC | $0 | – | -134,111 | – | -0.02% | – |
| CTB | Exit | COOPER TIRE & RUBR CO | $0 | – | -187,796 | – | -0.02% | – |
| LOCO | Exit | EL POLLO LOCO HLDGS INC | $0 | – | -433,528 | – | -0.02% | – |
| BRSS | Exit | GLOBAL BRASS & COPPR HLDGS I | $0 | – | -153,136 | – | -0.02% | – |
| KNL | Exit | KNOLL INC | $0 | – | -233,620 | – | -0.02% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -579,090 | – | -0.02% | – |
| QEP | Exit | QEP RES INC | $0 | – | -484,222 | – | -0.02% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -606,799 | – | -0.02% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -62,000 | – | -0.02% | – |
| CSTE | Exit | CAESARSTONE LTD | $0 | – | -306,137 | – | -0.02% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -199,096 | – | -0.02% | – |
| CLNC | Exit | COLONY CR REAL ESTATE INC | $0 | – | -255,772 | – | -0.02% | – |
| LXFT | Exit | LUXOFT HLDG INC | $0 | – | -121,248 | – | -0.02% | – |
| CPE | Exit | CALLON PETE CO DEL | $0 | – | -476,790 | – | -0.02% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -114,510 | – | -0.02% | – |
| MSGN | Exit | MSG NETWORK INCcl a | $0 | – | -226,116 | – | -0.02% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -181,660 | – | -0.02% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -211,724 | – | -0.02% | – |
| TALO | Exit | TALOS ENERGY INC | $0 | – | -182,747 | – | -0.02% | – |
| CLW | Exit | CLEARWATER PAPER CORP | $0 | – | -205,551 | – | -0.02% | – |
| QES | Exit | QUINTANA ENERGY SVCS INC | $0 | – | -865,113 | – | -0.02% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -228,450 | – | -0.02% | – |
| SCS | Exit | STEELCASE INCcl a | $0 | – | -356,827 | – | -0.02% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -201,900 | – | -0.03% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -155,165 | – | -0.03% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -5,238,578 | – | -0.03% | – |
| LBC | Exit | LUTHER BURBANK CORP | $0 | – | -803,577 | – | -0.03% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -28,060 | – | -0.03% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -213,237 | – | -0.03% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -4,121,347 | – | -0.03% | – |
| VLY | Exit | VALLEY NATL BANCORP | $0 | – | -844,800 | – | -0.03% | – |
| KEGX | Exit | KEY ENERGY SVCS INC DEL | $0 | – | -829,830 | – | -0.03% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -460,928 | – | -0.05% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -1,171,642 | – | -0.05% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -284,400 | – | -0.05% | – |
| CASA | Exit | CASA SYS INC | $0 | – | -1,013,080 | – | -0.05% | – |
| BRY | Exit | BERRY PETE CORP | $0 | – | -852,700 | – | -0.05% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -242,443 | – | -0.06% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -1,089,360 | – | -0.06% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -26,100 | – | -0.06% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -243,179 | – | -0.06% | – |
| AFI | Exit | ARMSTRONG FLOORING INC | $0 | – | -1,052,863 | – | -0.07% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -2,114,247 | – | -0.07% | – |
| NINE | Exit | NINE ENERGY SVC INC | $0 | – | -637,647 | – | -0.07% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -893,390 | – | -0.08% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -857,669 | – | -0.08% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -682,550 | – | -0.08% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -945,039 | – | -0.09% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,103,627 | – | -0.10% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -1,444,984 | – | -0.10% | – |
| EVRG | Exit | EVERGY INC | $0 | – | -525,886 | – | -0.10% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -449,023 | – | -0.10% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -7,039,780 | – | -0.10% | – |
| BSIG | Exit | BRIGHTSPHERE INVESTMNT GRP P | $0 | – | -2,372,454 | – | -0.11% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -697,680 | – | -0.11% | – |
| LKSDQ | Exit | LSC COMMUNICATIONS INC | $0 | – | -2,702,600 | – | -0.11% | – |
| DIOD | Exit | DIODES INC | $0 | – | -931,871 | – | -0.11% | – |
| CLNY | Exit | COLONY CAP INC NEW | $0 | – | -5,415,185 | – | -0.12% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -859,486 | – | -0.12% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -532,532 | – | -0.13% | – |
| MDRIQ | Exit | MCDERMOTT INTL INC | $0 | – | -1,983,928 | – | -0.13% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -819,606 | – | -0.13% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -2,588,328 | – | -0.16% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -2,458,975 | – | -0.17% | – |
| GBLI | Exit | GLOBAL INDTY LTD CAYMAN | $0 | – | -1,248,876 | – | -0.17% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -1,052,730 | – | -0.17% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -548,375 | – | -0.17% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -706,900 | – | -0.17% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -1,658,140 | – | -0.17% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -1,062,422 | – | -0.18% | – |
| K | Exit | KELLOGG CO | $0 | – | -768,486 | – | -0.19% | – |
| AVT | Exit | AVNET INC | $0 | – | -1,242,300 | – | -0.20% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -2,885,525 | – | -0.20% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -5,831,700 | – | -0.20% | – |
| SLM | Exit | SLM CORP | $0 | – | -5,670,740 | – | -0.23% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -1,706,950 | – | -0.23% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -1,247,047 | – | -0.23% | – |
| HNGR | Exit | HANGER INC | $0 | – | -3,137,969 | – | -0.24% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,434,990 | – | -0.24% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -2,929,200 | – | -0.24% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -1,899,600 | – | -0.26% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -1,875,236 | – | -0.26% | – |
| UHAL | Exit | AMERCO | $0 | – | -204,773 | – | -0.26% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -27,214,900 | – | -0.26% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -1,291,725 | – | -0.30% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,635,715 | – | -0.30% | – |
| HAL | Exit | HALLIBURTON CO | $0 | – | -2,058,800 | – | -0.30% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -253,172 | – | -0.32% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -1,055,861 | – | -0.33% | – |
| DISCA | Exit | DISCOVERY INC | $0 | – | -2,921,684 | – | -0.34% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -7,315,500 | – | -0.35% | – |
| MATX | Exit | MATSON INC | $0 | – | -2,526,989 | – | -0.36% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -8,363,588 | – | -0.37% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -3,871,069 | – | -0.38% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -1,607,843 | – | -0.39% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -4,459,700 | – | -0.42% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -3,798,834 | – | -0.42% | – |
| KBR | Exit | KBR INC | $0 | – | -5,625,610 | – | -0.43% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -5,727,720 | – | -0.43% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -8,041,361 | – | -0.43% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -5,239,160 | – | -0.47% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -15,703,550 | – | -0.49% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -42,703,708 | – | -0.49% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -6,647,789 | – | -0.51% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -692,876 | – | -0.52% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -2,874,208 | – | -0.53% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -3,464,900 | – | -0.56% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -1,057,600 | – | -0.58% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -8,454,327 | – | -0.59% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -3,489,212 | – | -0.60% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -1,314,834 | – | -0.62% | – |
| UL | Exit | UNILEVER PLCspon adr new | $0 | – | -3,154,200 | – | -0.62% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -4,393,336 | – | -0.68% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -4,862,722 | – | -0.69% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -8,180,559 | – | -0.69% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -4,947,663 | – | -0.77% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -25,508,547 | – | -0.86% | – |
| PPL | Exit | PPL CORP | $0 | – | -8,214,496 | – | -0.86% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -11,654,100 | – | -0.90% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -4,962,620 | – | -0.91% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -5,280,360 | – | -0.93% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -6,054,087 | – | -0.97% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -5,181,173 | – | -0.98% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -7,503,042 | – | -1.04% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -5,211,439 | – | -1.08% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -2,727,902 | – | -1.10% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -3,183,899 | – | -1.12% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -5,940,880 | – | -1.13% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,450,007 | – | -1.14% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -7,464,200 | – | -1.15% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -1,196,292 | – | -1.18% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -8,418,011 | – | -1.21% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -3,097,861 | – | -1.24% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -5,113,900 | – | -1.25% | – |
| GE | Exit | GENERAL ELECTRIC CO | $0 | – | -32,144,000 | – | -1.30% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -4,825,300 | – | -1.32% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -12,323,227 | – | -1.48% | – |
| STT | Exit | STATE STR CORP | $0 | – | -4,984,204 | – | -1.50% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -35,465,812 | – | -1.53% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -4,500,999 | – | -1.53% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -12,073,524 | – | -1.53% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -16,718,276 | – | -1.56% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,951,442 | – | -1.57% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,030,280 | – | -1.59% | – |
| GLW | Exit | CORNING INC | $0 | – | -13,168,086 | – | -1.67% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -16,185,148 | – | -1.71% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -22,865,265 | – | -1.78% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -14,634,266 | – | -1.84% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -15,558,026 | – | -1.88% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -61,103,097 | – | -1.93% | – |
| HES | Exit | HESS CORP | $0 | – | -8,851,058 | – | -2.27% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -5,977,756 | – | -2.45% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -30,180,587 | – | -2.52% | – |
| APA | Exit | APACHE CORP | $0 | – | -15,542,305 | – | -2.66% | – |
| DISCK | Exit | DISCOVERY INC | $0 | – | -25,287,711 | – | -2.68% | – |
| C | Exit | CITIGROUP INC | $0 | – | -10,858,268 | – | -2.80% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -15,206,731 | – | -2.81% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -15,235,652 | – | -2.87% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -62,973,969 | – | -3.69% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -20,101,217 | – | -3.84% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Buy | AMERICAN INTL GROUP INC | $1,070,189,000 | +3.4% | 20,101,217 | +2.9% | 3.84% | -1.6% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $1,027,105,000 | +12.8% | 62,973,969 | +1.0% | 3.69% | +7.3% |
| WFC | Sell | WELLS FARGO CO NEW | $800,786,000 | -8.9% | 15,235,652 | -3.9% | 2.87% | -13.3% |
| ORCL | Sell | ORACLE CORP | $784,059,000 | +3.9% | 15,206,731 | -11.2% | 2.81% | -1.2% |
| C | Sell | CITIGROUP INC | $778,972,000 | -3.5% | 10,858,268 | -10.0% | 2.80% | -8.2% |
| DISCK | Sell | DISCOVERY INC | $748,010,000 | +12.8% | 25,287,711 | -2.7% | 2.68% | +7.4% |
| APA | Sell | APACHE CORP | $740,902,000 | -0.8% | 15,542,305 | -2.7% | 2.66% | -5.6% |
| MRO | Sell | MARATHON OIL CORP | $702,604,000 | +11.4% | 30,180,587 | -0.1% | 2.52% | +6.1% |
| MSFT | Sell | MICROSOFT CORP | $683,676,000 | +9.7% | 5,977,756 | -5.4% | 2.45% | +4.4% |
| HES | Buy | HESS CORP | $633,559,000 | +7.1% | 8,851,058 | +0.1% | 2.27% | +1.9% |
| ERIC | Sell | ERICSSONadr b sek 10 | $537,707,000 | -7.4% | 61,103,097 | -19.3% | 1.93% | -11.9% |
| GM | Buy | GENERAL MTRS CO | $523,839,000 | +3.3% | 15,558,026 | +20.9% | 1.88% | -1.7% |
| JCI | Sell | JOHNSON CTLS INTL PLC | $512,199,000 | +4.0% | 14,634,266 | -0.6% | 1.84% | -1.1% |
| VOD | Buy | VODAFONE GROUP PLC NEWsponsored adr | $496,176,000 | +3.1% | 22,865,265 | +15.5% | 1.78% | -1.9% |
| BAC | Sell | BANK AMER CORP | $476,814,000 | +3.9% | 16,185,148 | -0.6% | 1.71% | -1.2% |
| GLW | Sell | CORNING INC | $464,833,000 | -4.5% | 13,168,086 | -25.5% | 1.67% | -9.1% |
| CMI | Buy | CUMMINS INC | $442,633,000 | +12.5% | 3,030,280 | +2.4% | 1.59% | +7.1% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $437,591,000 | +22.9% | 1,951,442 | +20.9% | 1.57% | +17.0% |
| ARRS | Buy | ARRIS INTL INC | $434,508,000 | +9.0% | 16,718,276 | +2.5% | 1.56% | +3.7% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $427,523,000 | +1.9% | 12,073,524 | -5.6% | 1.53% | -3.1% |
| COF | Sell | CAPITAL ONE FINL CORP | $427,280,000 | -8.5% | 4,500,999 | -11.5% | 1.53% | -12.9% |
| CNHI | Buy | CNH INDL N V | $425,944,000 | +27.2% | 35,465,812 | +11.5% | 1.53% | +21.1% |
| STT | Buy | STATE STR CORP | $417,577,000 | +102.6% | 4,984,204 | +125.2% | 1.50% | +92.9% |
| MUR | Sell | MURPHY OIL CORP | $410,856,000 | -1.4% | 12,323,227 | -0.2% | 1.48% | -6.2% |
| DFS | Sell | DISCOVER FINL SVCS | $368,894,000 | -0.5% | 4,825,300 | -8.3% | 1.32% | -5.3% |
| GE | Buy | GENERAL ELECTRIC CO | $362,906,000 | +1.2% | 32,144,000 | +22.0% | 1.30% | -3.7% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $348,461,000 | +12.4% | 5,113,900 | +14.2% | 1.25% | +7.0% |
| PEP | Sell | PEPSICO INC | $346,341,000 | -5.0% | 3,097,861 | -7.5% | 1.24% | -9.6% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $338,152,000 | +0.2% | 8,418,011 | +0.6% | 1.21% | -4.6% |
| ANTM | Sell | ANTHEM INC | $327,844,000 | +5.6% | 1,196,292 | -8.3% | 1.18% | +0.5% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $320,662,000 | +3.6% | 7,464,200 | -1.1% | 1.15% | -1.4% |
| TRV | Buy | TRAVELERS COMPANIES INC | $317,790,000 | +16.6% | 2,450,007 | +10.0% | 1.14% | +11.0% |
| WLL | Sell | WHITING PETE CORP NEW | $315,104,000 | -9.0% | 5,940,880 | -9.5% | 1.13% | -13.4% |
| MDT | Sell | MEDTRONIC PLC | $313,200,000 | +0.8% | 3,183,899 | -12.2% | 1.12% | -4.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $307,816,000 | -13.7% | 2,727,902 | -20.3% | 1.10% | -17.9% |
| CBS | Buy | CBS CORP NEWcl b | $299,397,000 | +11.8% | 5,211,439 | +9.4% | 1.08% | +6.4% |
| CFG | Sell | CITIZENS FINL GROUP INC | $289,392,000 | -1.9% | 7,503,042 | -1.0% | 1.04% | -6.6% |
| MGA | Buy | MAGNA INTL INC | $272,167,000 | +11.1% | 5,181,173 | +22.9% | 0.98% | +5.7% |
| SNY | Sell | SANOFIsponsored adr | $270,436,000 | +10.3% | 6,054,087 | -1.2% | 0.97% | +5.0% |
| IP | Buy | INTL PAPER CO | $259,530,000 | -4.1% | 5,280,360 | +1.6% | 0.93% | -8.8% |
| BPOP | Sell | POPULAR INC | $254,334,000 | +0.2% | 4,962,620 | -11.6% | 0.91% | -4.6% |
| EQH | Buy | AXA EQUITABLE HLDGS INC | $249,980,000 | +5.6% | 11,654,100 | +1.5% | 0.90% | +0.4% |
| PPL | Sell | PPL CORP | $240,356,000 | +0.9% | 8,214,496 | -1.6% | 0.86% | -4.0% |
| KOS | Sell | KOSMOS ENERGY LTD | $238,505,000 | +6.0% | 25,508,547 | -6.2% | 0.86% | +0.9% |
| SO | Buy | SOUTHERN CO | $215,718,000 | +31.1% | 4,947,663 | +39.2% | 0.77% | +24.6% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $191,343,000 | +0.5% | 8,180,559 | +0.1% | 0.69% | -4.3% |
| ADNT | Buy | ADIENT PLC | $191,154,000 | -5.7% | 4,862,722 | +18.0% | 0.69% | -10.2% |
| NOV | Sell | NATIONAL OILWELL VARCO INC | $189,265,000 | -38.7% | 4,393,336 | -38.3% | 0.68% | -41.7% |
| UL | Buy | UNILEVER PLCspon adr new | $173,386,000 | -0.2% | 3,154,200 | +0.3% | 0.62% | -5.0% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $172,861,000 | +16.3% | 1,314,834 | -1.4% | 0.62% | +10.7% |
| SRG | Buy | SERITAGE GROWTH PPTYScl a | $165,703,000 | +12.8% | 3,489,212 | +0.8% | 0.60% | +7.4% |
| ERJ | Buy | EMBRAER S A | $165,620,000 | -16.6% | 8,454,327 | +6.0% | 0.59% | -20.7% |
| ANDV | Sell | ANDEAVOR | $162,342,000 | +11.3% | 1,057,600 | -4.9% | 0.58% | +6.0% |
| HOG | Buy | HARLEY DAVIDSON INC | $156,960,000 | +7.7% | 3,464,900 | +0.0% | 0.56% | +2.4% |
| CIT | Sell | CIT GROUP INC | $148,338,000 | -3.9% | 2,874,208 | -6.1% | 0.53% | -8.6% |
| ESGR | Buy | ENSTAR GROUP LIMITED | $144,465,000 | +5.2% | 692,876 | +4.6% | 0.52% | 0.0% |
| CNO | Buy | CNO FINL GROUP INC | $141,066,000 | +30.6% | 6,647,789 | +17.2% | 0.51% | +24.3% |
| ODP | Sell | OFFICE DEPOT INC | $137,079,000 | +3.6% | 42,703,708 | -17.7% | 0.49% | -1.4% |
| FI | Buy | FRANKS INTL N V | $136,307,000 | +15.5% | 15,703,550 | +3.8% | 0.49% | +9.9% |
| GEO | Sell | GEO GROUP INC NEW | $131,817,000 | -22.1% | 5,239,160 | -14.7% | 0.47% | -25.9% |
| BBBY | Sell | BED BATH & BEYOND INC | $120,620,000 | -27.1% | 8,041,361 | -3.2% | 0.43% | -30.6% |
| CJ | Buy | C&J ENERGY SVCS INC NEW | $119,137,000 | +11.8% | 5,727,720 | +26.8% | 0.43% | +6.5% |
| KBR | Sell | KBR INC | $118,869,000 | +0.1% | 5,625,610 | -15.1% | 0.43% | -4.7% |
| SYF | Buy | SYNCHRONY FINL | $118,068,000 | +198.1% | 3,798,834 | +220.2% | 0.42% | +184.6% |
| ALLY | Sell | ALLY FINL INC | $117,959,000 | -2.7% | 4,459,700 | -3.4% | 0.42% | -7.4% |
| PCAR | Sell | PACCAR INC | $109,639,000 | +9.5% | 1,607,843 | -0.5% | 0.39% | +4.2% |
| FHB | Buy | FIRST HAWAIIAN INC | $105,138,000 | +30.4% | 3,871,069 | +39.3% | 0.38% | +24.0% |
| TPH | Buy | TRI POINTE GROUP INC | $103,708,000 | -16.7% | 8,363,588 | +9.9% | 0.37% | -20.7% |
| MATX | Sell | MATSON INC | $100,170,000 | +2.5% | 2,526,989 | -0.8% | 0.36% | -2.4% |
| NWSA | Buy | NEWS CORP NEWcl a | $96,491,000 | +228.4% | 7,315,500 | +285.9% | 0.35% | +211.7% |
| DISCA | Sell | DISCOVERY INC | $93,494,000 | -4.3% | 2,921,684 | -17.7% | 0.34% | -8.7% |
| ETN | Sell | EATON CORP PLC | $91,575,000 | +13.0% | 1,055,861 | -2.6% | 0.33% | +7.5% |
| BIIB | Sell | BIOGEN INC | $89,448,000 | +17.1% | 253,172 | -3.8% | 0.32% | +11.5% |
| BK | Buy | BANK NEW YORK MELLON CORP | $83,405,000 | +49.3% | 1,635,715 | +57.9% | 0.30% | +41.7% |
| HAL | New | HALLIBURTON CO | $83,443,000 | – | 2,058,800 | – | 0.30% | – |
| DOOR | Sell | MASONITE INTL CORP NEW | $82,800,000 | -12.3% | 1,291,725 | -1.7% | 0.30% | -16.6% |
| WFTIQ | Buy | WEATHERFORD INTL PLC | $73,752,000 | +11.5% | 27,214,900 | +35.3% | 0.26% | +6.0% |
| UHAL | Buy | AMERCO | $73,032,000 | +23.4% | 204,773 | +23.2% | 0.26% | +17.5% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $72,197,000 | -20.3% | 1,875,236 | -15.7% | 0.26% | -24.3% |
| NRG | Sell | NRG ENERGY INC | $71,045,000 | -0.1% | 1,899,600 | -18.0% | 0.26% | -4.9% |
| IPG | Buy | INTERPUBLIC GROUP COS INC | $66,991,000 | +26.5% | 2,929,200 | +29.6% | 0.24% | +20.0% |
| HNGR | New | HANGER INC | $65,364,000 | – | 3,137,969 | – | 0.24% | – |
| POR | Buy | PORTLAND GEN ELEC CO | $65,450,000 | +9.6% | 1,434,990 | +2.7% | 0.24% | +4.4% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $64,672,000 | +15.4% | 1,247,047 | +1.8% | 0.23% | +10.0% |
| TDC | Sell | TERADATA CORP DEL | $64,369,000 | -8.0% | 1,706,950 | -2.1% | 0.23% | -12.5% |
| SLM | Buy | SLM CORP | $63,229,000 | -2.0% | 5,670,740 | +0.6% | 0.23% | -6.6% |
| SPNV | Buy | SUPERIOR ENERGY SVCS INC | $56,801,000 | +6.3% | 5,831,700 | +6.3% | 0.20% | +1.0% |
| AVT | Sell | AVNET INC | $55,618,000 | -20.4% | 1,242,300 | -23.7% | 0.20% | -24.0% |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $55,835,000 | -2.7% | 2,885,525 | +3.6% | 0.20% | -7.4% |
| K | Sell | KELLOGG CO | $53,809,000 | -1.4% | 768,486 | -1.6% | 0.19% | -6.3% |
| MS | Sell | MORGAN STANLEY | $49,477,000 | -1.9% | 1,062,422 | -0.1% | 0.18% | -6.3% |
| MNKKQ | Sell | MALLINCKRODT PUB LTD CO | $48,600,000 | -0.1% | 1,658,140 | -36.4% | 0.17% | -4.9% |
| BG | Buy | BUNGE LIMITED | $48,571,000 | -0.9% | 706,900 | +0.6% | 0.17% | -5.9% |
| TEL | Sell | TE CONNECTIVITY LTD | $48,219,000 | -2.5% | 548,375 | -0.1% | 0.17% | -7.0% |
| PHG | Sell | KONINKLIJKE PHILIPS N Vny reg sh new | $47,910,000 | -63.2% | 1,052,730 | -65.8% | 0.17% | -65.0% |
| GBLI | Buy | GLOBAL INDTY LTD CAYMAN | $47,083,000 | -1.4% | 1,248,876 | +1.9% | 0.17% | -6.1% |
| TPC | Buy | TUTOR PERINI CORP | $46,229,000 | +68.3% | 2,458,975 | +65.2% | 0.17% | +59.6% |
| FHN | Buy | FIRST HORIZON NATL CORP | $44,675,000 | +51.7% | 2,588,328 | +56.8% | 0.16% | +44.1% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $36,800,000 | -28.4% | 819,606 | -28.9% | 0.13% | -32.0% |
| MDRIQ | Buy | MCDERMOTT INTL INC | $36,564,000 | +10.4% | 1,983,928 | +17.7% | 0.13% | +4.8% |
| OMC | Sell | OMNICOM GROUP INC | $36,223,000 | -11.3% | 532,532 | -0.6% | 0.13% | -15.6% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $33,786,000 | -4.4% | 859,486 | +5.5% | 0.12% | -9.0% |
| CLNY | Buy | COLONY CAP INC NEW | $32,978,000 | +56.5% | 5,415,185 | +60.4% | 0.12% | +49.4% |
| DIOD | Sell | DIODES INC | $31,022,000 | -19.0% | 931,871 | -16.1% | 0.11% | -22.9% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $29,721,000 | -38.8% | 697,680 | -41.4% | 0.11% | -41.5% |
| LKSDQ | Buy | LSC COMMUNICATIONS INC | $29,891,000 | -21.8% | 2,702,600 | +10.7% | 0.11% | -25.7% |
| BSIG | Buy | BRIGHTSPHERE INVESTMNT GRP P | $29,418,000 | +23.2% | 2,372,454 | +41.7% | 0.11% | +17.8% |
| MDCA | Buy | MDC PARTNERS INCcl a sub vtg | $29,215,000 | -3.1% | 7,039,780 | +7.4% | 0.10% | -7.9% |
| LPNT | Sell | LIFEPOINT HEALTH INC | $28,917,000 | +29.9% | 449,023 | -1.6% | 0.10% | +23.8% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $28,957,000 | -18.3% | 1,444,984 | -22.2% | 0.10% | -22.4% |
| EVRG | Buy | EVERGY INC | $28,882,000 | -1.5% | 525,886 | +0.7% | 0.10% | -6.3% |
| ASB | Buy | ASSOCIATED BANC CORP | $28,694,000 | -4.3% | 1,103,627 | +0.5% | 0.10% | -8.8% |
| MLR | Buy | MILLER INDS INC TENN | $25,422,000 | +6.0% | 945,039 | +0.7% | 0.09% | +1.1% |
| CAR | Buy | AVIS BUDGET GROUP | $21,937,000 | +40.1% | 682,550 | +41.6% | 0.08% | +33.9% |
| TCF | Sell | TCF FINL CORP | $21,272,000 | -8.3% | 893,390 | -5.2% | 0.08% | -12.6% |
| NINE | Buy | NINE ENERGY SVC INC | $19,499,000 | -7.0% | 637,647 | +0.8% | 0.07% | -11.4% |
| FBP | Sell | FIRST BANCORP P R | $19,240,000 | -31.1% | 2,114,247 | -42.0% | 0.07% | -34.3% |
| AFI | Buy | ARMSTRONG FLOORING INC | $19,057,000 | +39.3% | 1,052,863 | +8.1% | 0.07% | +30.8% |
| NPO | Buy | ENPRO INDS INC | $17,735,000 | +15.4% | 243,179 | +10.7% | 0.06% | +10.3% |
| Y | Sell | ALLEGHANY CORP DEL | $17,031,000 | +6.0% | 26,100 | -6.6% | 0.06% | 0.0% |
| IVC | Buy | INVACARE CORP | $15,850,000 | -11.2% | 1,089,360 | +13.5% | 0.06% | -14.9% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $15,735,000 | +15.2% | 242,443 | +11.8% | 0.06% | +7.7% |
| CASA | New | CASA SYS INC | $14,943,000 | – | 1,013,080 | – | 0.05% | – |
| BRY | New | BERRY PETE CORP | $15,025,000 | – | 852,700 | – | 0.05% | – |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $14,792,000 | -5.1% | 284,400 | -26.1% | 0.05% | -10.2% |
| OPY | Sell | OPPENHEIMER HLDGS INCcl a non vtg | $14,565,000 | -3.1% | 460,928 | -14.1% | 0.05% | -8.8% |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $14,376,000 | +6.0% | 1,171,642 | +10.5% | 0.05% | +2.0% |
| VLY | Sell | VALLEY NATL BANCORP | $9,504,000 | -7.6% | 844,800 | -0.2% | 0.03% | -12.8% |
| KEGX | Buy | KEY ENERGY SVCS INC DEL | $9,493,000 | -29.3% | 829,830 | +0.4% | 0.03% | -33.3% |
| SNECQ | Sell | SANCHEZ ENERGY CORP | $9,479,000 | -51.9% | 4,121,347 | -5.5% | 0.03% | -54.1% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $8,913,000 | +31.7% | 213,237 | +28.2% | 0.03% | +23.1% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $8,957,000 | +22.3% | 28,060 | +17.8% | 0.03% | +14.3% |
| LBC | Buy | LUTHER BURBANK CORP | $8,743,000 | -1.6% | 803,577 | +4.0% | 0.03% | -8.8% |
| HSON | Sell | HUDSON GLOBAL INC | $8,329,000 | -2.0% | 5,238,578 | -0.2% | 0.03% | -6.2% |
| KFY | Sell | KORN FERRY INTL | $7,640,000 | -41.1% | 155,165 | -26.0% | 0.03% | -44.9% |
| BKU | Buy | BANKUNITED INC | $7,147,000 | -13.1% | 201,900 | +0.2% | 0.03% | -16.1% |
| SCS | Buy | STEELCASE INCcl a | $6,601,000 | +104.1% | 356,827 | +49.0% | 0.02% | +100.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $6,378,000 | -8.9% | 228,450 | -6.3% | 0.02% | -11.5% |
| QES | Buy | QUINTANA ENERGY SVCS INC | $6,350,000 | +5.9% | 865,113 | +22.1% | 0.02% | 0.0% |
| CLW | Buy | CLEARWATER PAPER CORP | $6,105,000 | +75.6% | 205,551 | +36.6% | 0.02% | +69.2% |
| TALO | Buy | TALOS ENERGY INC | $5,998,000 | +219.0% | 182,747 | +212.4% | 0.02% | +214.3% |
| REGI | Buy | RENEWABLE ENERGY GROUP INC | $6,098,000 | +66.6% | 211,724 | +3.3% | 0.02% | +57.1% |
| MSGN | Buy | MSG NETWORK INCcl a | $5,834,000 | +45.3% | 226,116 | +34.9% | 0.02% | +40.0% |
| PBF | Sell | PBF ENERGY INCcl a | $5,715,000 | -71.6% | 114,510 | -76.1% | 0.02% | -72.4% |
| LXFT | Buy | LUXOFT HLDG INC | $5,741,000 | +55.8% | 121,248 | +21.3% | 0.02% | +50.0% |
| SM | Buy | SM ENERGY CO | $5,728,000 | +51.4% | 181,660 | +23.3% | 0.02% | +50.0% |
| CPE | Buy | CALLON PETE CO DEL | $5,717,000 | +54.7% | 476,790 | +38.5% | 0.02% | +50.0% |
| OII | Buy | OCEANEERING INTL INC | $5,495,000 | +52.6% | 199,096 | +40.7% | 0.02% | +42.9% |
| CLNC | Buy | COLONY CR REAL ESTATE INC | $5,624,000 | +44.4% | 255,772 | +36.2% | 0.02% | +33.3% |
| CVGI | Buy | COMMERCIAL VEH GROUP INC | $5,558,000 | +108.6% | 606,799 | +67.2% | 0.02% | +100.0% |
| TSLA | Buy | TESLA INCput | $5,481,000 | +121.0% | 62,000 | +63.2% | 0.02% | +122.2% |
| CSTE | Buy | CAESARSTONE LTD | $5,679,000 | +75.1% | 306,137 | +42.5% | 0.02% | +66.7% |
| QEP | Buy | QEP RES INC | $5,481,000 | +47.6% | 484,222 | +59.8% | 0.02% | +42.9% |
| PLAB | Buy | PHOTRONICS INC | $5,704,000 | +68.9% | 579,090 | +36.7% | 0.02% | +53.8% |
| BRSS | Buy | GLOBAL BRASS & COPPR HLDGS I | $5,651,000 | +65.5% | 153,136 | +40.6% | 0.02% | +53.8% |
| KNL | Buy | KNOLL INC | $5,478,000 | +53.9% | 233,620 | +36.6% | 0.02% | +53.8% |
| LOCO | Buy | EL POLLO LOCO HLDGS INC | $5,441,000 | +64.0% | 433,528 | +49.0% | 0.02% | +53.8% |
| NHC | Buy | NATIONAL HEALTHCARE CORP | $5,227,000 | +46.3% | 69,345 | +36.6% | 0.02% | +46.2% |
| AXE | Buy | ANIXTER INTL INC | $5,271,000 | +51.1% | 74,983 | +36.1% | 0.02% | +46.2% |
| CTB | Buy | COOPER TIRE & RUBR CO | $5,315,000 | +50.3% | 187,796 | +39.7% | 0.02% | +46.2% |
| DRQ | Buy | DRIL-QUIP INC | $5,341,000 | +38.3% | 102,229 | +36.0% | 0.02% | +26.7% |
| FSB | Buy | FRANKLIN FINL NETWORK INC | $5,187,000 | +45.0% | 132,668 | +39.4% | 0.02% | +46.2% |
| WDR | Buy | WADDELL & REED FINL INCcl a | $5,283,000 | +62.1% | 249,439 | +37.5% | 0.02% | +58.3% |
| HA | Buy | HAWAIIAN HOLDINGS INC | $5,378,000 | +62.0% | 134,111 | +45.2% | 0.02% | +46.2% |
| HZN | Buy | HORIZON GLOBAL CORP | $5,360,000 | +58.3% | 751,753 | +32.3% | 0.02% | +46.2% |
| MLHR | Buy | MILLER HERMAN INC | $5,344,000 | +53.8% | 139,156 | +35.8% | 0.02% | +46.2% |
| TUP | Buy | TUPPERWARE BRANDS CORP | $5,328,000 | +57.4% | 159,283 | +94.1% | 0.02% | +46.2% |
| NWE | Buy | NORTHWESTERN CORP | $5,362,000 | +39.7% | 91,415 | +36.3% | 0.02% | +35.7% |
| PNM | Buy | PNM RES INC | $5,319,000 | +38.7% | 134,834 | +36.8% | 0.02% | +35.7% |
| PMT | Buy | PENNYMAC MTG INVT TR | $5,288,000 | +46.3% | 261,260 | +37.3% | 0.02% | +35.7% |
| RRC | Buy | RANGE RES CORP | $5,290,000 | +44.9% | 311,333 | +42.7% | 0.02% | +35.7% |
| SR | Buy | SPIRE INC | $5,386,000 | +42.1% | 73,232 | +36.5% | 0.02% | +35.7% |
| EFC | Buy | ELLINGTON FINANCIAL LLC | $4,951,000 | +40.8% | 309,268 | +37.3% | 0.02% | +38.5% |
| REX | Buy | REX AMERICAN RESOURCES CORP | $5,017,000 | +39.8% | 66,411 | +49.9% | 0.02% | +28.6% |
| FF | Buy | FUTUREFUEL CORPORATION | $4,893,000 | +84.9% | 263,919 | +39.7% | 0.02% | +80.0% |
| FHI | Buy | FEDERATED INVS INC PAcl b | $4,910,000 | +43.4% | 203,545 | +38.6% | 0.02% | +38.5% |
| NLS | Buy | NAUTILUS INC | $4,883,000 | +39.2% | 350,014 | +56.7% | 0.02% | +38.5% |
| SWN | Buy | SOUTHWESTERN ENERGY CO | $4,923,000 | +31.7% | 963,395 | +36.6% | 0.02% | +28.6% |
| SYNT | Buy | SYNTEL INC | $4,968,000 | +44.1% | 121,221 | +12.8% | 0.02% | +38.5% |
| SPKE | Buy | SPARK ENERGY INC | $4,949,000 | +40.2% | 599,916 | +65.7% | 0.02% | +38.5% |
| MDP | Buy | MEREDITH CORP | $4,918,000 | +36.0% | 96,345 | +35.9% | 0.02% | +28.6% |
| MBIN | Buy | MERCHANTS BANCORP IND | $4,916,000 | +34.8% | 193,394 | +51.3% | 0.02% | +28.6% |
| ALGT | Buy | ALLEGIANT TRAVEL CO | $4,971,000 | +54.3% | 39,206 | +69.1% | 0.02% | +50.0% |
| AB | Buy | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $5,112,000 | +45.8% | 167,875 | +36.7% | 0.02% | +38.5% |
| CODI | Buy | COMPASS DIVERSIFIED HOLDINGSsh ben int | $5,103,000 | +43.6% | 281,133 | +36.9% | 0.02% | +38.5% |
| DCOM | Buy | DIME CMNTY BANCSHARES | $5,060,000 | +55.3% | 283,471 | +69.6% | 0.02% | +50.0% |
| GHL | Buy | GREENHILL & CO INC | $4,890,000 | +34.3% | 185,562 | +44.7% | 0.02% | +28.6% |
| CRUS | Buy | CIRRUS LOGIC INC | $4,941,000 | +36.5% | 127,998 | +35.6% | 0.02% | +28.6% |
| BKH | Buy | BLACK HILLS CORP | $5,008,000 | +30.2% | 86,217 | +37.2% | 0.02% | +20.0% |
| FG | Buy | FGL HLDGS | $4,893,000 | +48.7% | 546,729 | +39.4% | 0.02% | +50.0% |
| DFIN | Buy | DONNELLEY FINL SOLUTIONS INC | $4,959,000 | +36.0% | 276,745 | +31.9% | 0.02% | +28.6% |
| ACRE | Buy | ARES COML REAL ESTATE CORP | $4,900,000 | +38.5% | 350,718 | +36.9% | 0.02% | +38.5% |
| GBX | Buy | GREENBRIER COS INC | $5,012,000 | +30.2% | 83,389 | +14.3% | 0.02% | +20.0% |
| TECD | Buy | TECH DATA CORP | $5,002,000 | +48.4% | 69,888 | +70.3% | 0.02% | +38.5% |
| BIG | Buy | BIG LOTS INC | $4,858,000 | +38.5% | 116,248 | +38.5% | 0.02% | +30.8% |
| UPLCQ | Buy | ULTRA PETROLEUM CORP | $4,608,000 | +8.6% | 4,114,226 | +124.0% | 0.02% | +6.2% |
| FISI | Buy | FINANCIAL INSTNS INC | $4,619,000 | +31.6% | 147,092 | +37.8% | 0.02% | +30.8% |
| MGLN | Buy | MAGELLAN HEALTH INC | $4,701,000 | +28.2% | 65,249 | +70.7% | 0.02% | +21.4% |
| MTRX | Buy | MATRIX SVC CO | $4,788,000 | +83.2% | 194,259 | +36.4% | 0.02% | +70.0% |
| ORIT | Buy | ORITANI FINL CORP DEL | $4,645,000 | +36.7% | 298,744 | +42.4% | 0.02% | +30.8% |
| SYNA | Buy | SYNAPTICS INC | $4,708,000 | +23.4% | 103,211 | +36.3% | 0.02% | +21.4% |
| TOWR | Buy | TOWER INTL INC | $4,613,000 | +28.9% | 152,508 | +35.5% | 0.02% | +30.8% |
| VEC | Buy | VECTRUS INC | $4,839,000 | +42.4% | 155,152 | +40.8% | 0.02% | +30.8% |
| INT | Buy | WORLD FUEL SVCS CORP | $4,874,000 | +45.9% | 176,083 | +7.6% | 0.02% | +30.8% |
| NFBK | Buy | NORTHFIELD BANCORP INC DEL | $4,777,000 | +36.3% | 300,077 | +42.3% | 0.02% | +30.8% |
| HTH | Buy | HILLTOP HOLDINGS INC | $4,670,000 | +39.2% | 231,519 | +52.3% | 0.02% | +30.8% |
| NAVI | Buy | NAVIENT CORPORATION | $4,758,000 | +45.1% | 352,952 | +40.2% | 0.02% | +41.7% |
| FFIC | Buy | FLUSHING FINL CORP | $4,827,000 | +47.3% | 197,831 | +57.6% | 0.02% | +41.7% |
| TEN | Buy | TENNECO INC | $4,708,000 | +43.2% | 111,724 | +49.4% | 0.02% | +41.7% |
| CFFN | Buy | CAPITOL FED FINL INC | $4,653,000 | +33.2% | 365,242 | +37.5% | 0.02% | +30.8% |
| HAFC | Buy | HANMI FINL CORP | $4,799,000 | +43.9% | 192,739 | +63.8% | 0.02% | +30.8% |
| LION | Buy | FIDELITY SOUTHERN CORP NEW | $4,758,000 | +34.2% | 191,997 | +37.6% | 0.02% | +30.8% |
| AVA | Buy | AVISTA CORP | $4,671,000 | +32.7% | 92,380 | +38.2% | 0.02% | +30.8% |
| TRMK | Buy | TRUSTMARK CORP | $4,870,000 | +42.7% | 144,713 | +38.4% | 0.02% | +30.8% |
| GPORQ | Buy | GULFPORT ENERGY CORP | $4,724,000 | +13.9% | 453,831 | +37.6% | 0.02% | +6.2% |
| LM | Buy | LEGG MASON INC | $4,864,000 | +42.7% | 155,734 | +58.6% | 0.02% | +30.8% |
| LAD | Buy | LITHIA MTRS INCcl a | $4,629,000 | +37.9% | 56,682 | +59.7% | 0.02% | +30.8% |
| PRA | Buy | PROASSURANCE CORP | $4,502,000 | +82.8% | 95,897 | +38.0% | 0.02% | +77.8% |
| MPAA | Buy | MOTORCAR PTS AMER INC | $4,380,000 | +89.7% | 186,798 | +51.4% | 0.02% | +77.8% |
| HOPE | Buy | HOPE BANCORP INC | $4,509,000 | +32.8% | 278,876 | +46.5% | 0.02% | +23.1% |
| BLBD | Buy | BLUE BIRD CORP | $4,557,000 | +46.2% | 185,980 | +33.4% | 0.02% | +33.3% |
| HMST | Buy | HOMESTREET INC | $4,531,000 | +35.5% | 170,966 | +37.7% | 0.02% | +23.1% |
| CNXN | Buy | PC CONNECTION INC | $4,523,000 | +60.2% | 116,313 | +36.7% | 0.02% | +45.5% |
| SAVE | Buy | SPIRIT AIRLS INC | $4,440,000 | +74.7% | 94,528 | +35.3% | 0.02% | +60.0% |
| MSBI | Buy | MIDLAND STS BANCORP INC ILL | $4,572,000 | +27.9% | 142,443 | +36.5% | 0.02% | +23.1% |
| WAFD | Buy | WASHINGTON FED INC | $4,542,000 | +37.1% | 141,922 | +40.0% | 0.02% | +33.3% |
| MTH | Buy | MERITAGE HOMES CORP | $4,570,000 | +36.5% | 114,532 | +50.3% | 0.02% | +23.1% |
| SPWH | Buy | SPORTSMANS WHSE HLDGS INC | $4,464,000 | +73.4% | 763,050 | +51.8% | 0.02% | +60.0% |
| RGR | Buy | STURM RUGER & CO INC | $4,346,000 | +76.0% | 62,934 | +42.7% | 0.02% | +77.8% |
| CCS | Buy | CENTURY CMNTYS INC | $4,349,000 | +20.4% | 165,659 | +44.7% | 0.02% | +14.3% |
| MTOR | Buy | MERITOR INC | $4,394,000 | +30.3% | 226,950 | +38.5% | 0.02% | +23.1% |
| SANM | Buy | SANMINA CORPORATION | $4,455,000 | +29.7% | 161,423 | +37.7% | 0.02% | +23.1% |
| TMHC | Buy | TAYLOR MORRISON HOME CORPcl a | $4,555,000 | +31.6% | 252,511 | +51.6% | 0.02% | +23.1% |
| MBI | Buy | MBIA INC | $4,131,000 | +65.3% | 386,391 | +39.7% | 0.02% | +66.7% |
| MLP | Buy | MAUI LD & PINEAPPLE INC | $4,230,000 | +483.4% | 330,500 | +410.8% | 0.02% | +400.0% |
| AVX | Buy | AVX CORP NEW | $4,245,000 | +19.2% | 235,192 | +3.5% | 0.02% | +15.4% |
| NWN | Buy | NORTHWEST NAT GAS CO | $4,080,000 | +43.8% | 60,989 | +37.1% | 0.02% | +36.4% |
| ESTE | Buy | EARTHSTONE ENERGY INCcl a | $4,219,000 | +48.7% | 449,792 | +40.3% | 0.02% | +36.4% |
| XAN | Buy | EXANTAS CAP CORP | $4,062,000 | +47.8% | 369,962 | +37.0% | 0.02% | +50.0% |
| SCL | Buy | STEPAN CO | $4,196,000 | +52.4% | 48,222 | +36.6% | 0.02% | +50.0% |
| QTNA | Buy | QUANTENNA COMMUNICATIONS INC | $4,146,000 | +66.0% | 224,740 | +39.8% | 0.02% | +66.7% |
| SJI | Buy | SOUTH JERSEY INDS INC | $4,234,000 | +43.2% | 120,054 | +35.9% | 0.02% | +36.4% |
| NPK | Buy | NATIONAL PRESTO INDS INC | $3,977,000 | +44.9% | 30,674 | +38.6% | 0.01% | +40.0% |
| BMRC | Buy | BANK OF MARIN BANCORP | $3,845,000 | +43.3% | 45,832 | +38.1% | 0.01% | +40.0% |
| SYKE | Buy | SYKES ENTERPRISES INC | $3,827,000 | +44.5% | 125,522 | +36.4% | 0.01% | +40.0% |
| EVC | Buy | ENTRAVISION COMMUNICATIONS Ccl a | $3,925,000 | +10.9% | 800,925 | +13.1% | 0.01% | +7.7% |
| HY | Buy | HYSTER YALE MATLS HANDLING Icl a | $3,783,000 | +48.1% | 61,479 | +54.6% | 0.01% | +40.0% |
| NSIT | Buy | INSIGHT ENTERPRISES INC | $3,965,000 | +50.2% | 73,307 | +35.9% | 0.01% | +40.0% |
| IBOC | Buy | INTERNATIONAL BANCSHARES COR | $3,763,000 | +44.2% | 83,633 | +37.2% | 0.01% | +40.0% |
| GME | Buy | GAMESTOP CORP NEWcl a | $4,012,000 | +44.7% | 262,750 | +38.1% | 0.01% | +40.0% |
| KELYA | Buy | KELLY SVCS INCcl a | $3,787,000 | +45.9% | 157,601 | +36.3% | 0.01% | +40.0% |
| DLTH | Buy | DULUTH HLDGS INC | $3,851,000 | +77.8% | 122,397 | +34.4% | 0.01% | +75.0% |
| WCC | Buy | WESCO INTL INC | $3,892,000 | +66.5% | 63,340 | +54.8% | 0.01% | +55.6% |
| STC | Buy | STEWART INFORMATION SVCS COR | $3,776,000 | +42.9% | 83,903 | +36.8% | 0.01% | +40.0% |
| WLH | Buy | LYON WILLIAM HOMEScl a new | $3,867,000 | +15.5% | 243,346 | +68.6% | 0.01% | +7.7% |
| CMP | Buy | COMPASS MINERALS INTL INC | $3,800,000 | +46.9% | 56,552 | +43.8% | 0.01% | +40.0% |
| SND | Buy | SMART SAND INC | $3,909,000 | +13.0% | 951,047 | +46.0% | 0.01% | +7.7% |
| MUSA | Buy | MURPHY USA INC | $3,933,000 | +42.0% | 46,027 | +23.5% | 0.01% | +40.0% |
| HWKN | Buy | HAWKINS INC | $3,980,000 | +60.3% | 96,018 | +36.7% | 0.01% | +55.6% |
| CSGS | Buy | CSG SYS INTL INC | $3,981,000 | +65.1% | 99,181 | +68.1% | 0.01% | +55.6% |
| BOJA | Buy | BOJANGLES INC | $4,011,000 | +51.2% | 255,495 | +38.7% | 0.01% | +40.0% |
| TPRE | Buy | THIRD PT REINS LTD | $3,780,000 | +56.7% | 290,777 | +50.7% | 0.01% | +55.6% |
| VCTR | Buy | VICTORY CAP HLDGS INC | $3,659,000 | +40.1% | 383,578 | +55.4% | 0.01% | +30.0% |
| ARGO | Buy | ARGO GROUP INTL HLDGS LTD | $3,709,000 | +48.9% | 58,819 | +37.3% | 0.01% | +44.4% |
| WNC | Buy | WABASH NATL CORP | $3,516,000 | +40.6% | 192,845 | +44.0% | 0.01% | +44.4% |
| SLGN | Buy | SILGAN HOLDINGS INC | $3,727,000 | +42.4% | 134,058 | +37.4% | 0.01% | +30.0% |
| NAT | Buy | NORDIC AMERICAN TANKERS LIMI | $3,543,000 | +7.9% | 1,695,112 | +38.3% | 0.01% | +8.3% |
| BHE | Buy | BENCHMARK ELECTRS INC | $3,491,000 | +31.2% | 149,193 | +63.5% | 0.01% | +30.0% |
| MSTR | Buy | MICROSTRATEGY INCcl a new | $3,714,000 | +52.4% | 26,414 | +38.5% | 0.01% | +44.4% |
| DNRCQ | Buy | DENBURY RES INC | $3,658,000 | +82.1% | 589,939 | +41.3% | 0.01% | +62.5% |
| SAFM | Buy | SANDERSON FARMS INC | $3,676,000 | +34.9% | 35,562 | +37.3% | 0.01% | +30.0% |
| IOSP | Buy | INNOSPEC INC | $3,619,000 | +36.2% | 47,151 | +35.8% | 0.01% | +30.0% |
| MYRG | Buy | MYR GROUP INC DEL | $3,575,000 | +44.7% | 109,533 | +57.2% | 0.01% | +44.4% |
| IDT | Buy | IDT CORPcl b new | $3,584,000 | +49.8% | 671,126 | +57.7% | 0.01% | +44.4% |
| SCSC | Buy | SCANSOURCE INC | $3,697,000 | +33.9% | 92,657 | +35.2% | 0.01% | +30.0% |
| ABG | Buy | ASBURY AUTOMOTIVE GROUP INC | $3,607,000 | +40.6% | 52,467 | +40.2% | 0.01% | +30.0% |
| SXCP | Buy | SUNCOKE ENERGY PARTNERS L P | $3,620,000 | +67.2% | 237,357 | +64.4% | 0.01% | +62.5% |
| HURC | Buy | HURCO COMPANIES INC | $3,649,000 | +49.9% | 80,916 | +48.8% | 0.01% | +44.4% |
| PLXS | Buy | PLEXUS CORP | $3,520,000 | +34.4% | 60,169 | +36.8% | 0.01% | +30.0% |
| PBFX | Buy | PBF LOGISTICS LPunit ltd ptnr | $3,676,000 | +76.7% | 170,597 | +72.2% | 0.01% | +62.5% |
| TRST | Buy | TRUSTCO BK CORP N Y | $3,497,000 | +31.5% | 411,394 | +37.6% | 0.01% | +30.0% |
| DY | Buy | DYCOM INDS INC | $3,737,000 | +42.6% | 44,167 | +59.3% | 0.01% | +30.0% |
| WIRE | Buy | ENCORE WIRE CORP | $3,707,000 | +45.3% | 73,983 | +37.6% | 0.01% | +30.0% |
| REVG | Buy | REV GROUP INC | $3,710,000 | +25.2% | 236,274 | +35.6% | 0.01% | +18.2% |
| EGOV | Buy | NIC INC | $3,427,000 | +29.1% | 231,542 | +35.7% | 0.01% | +20.0% |
| APOG | Buy | APOGEE ENTERPRISES INC | $3,387,000 | +17.8% | 81,959 | +37.3% | 0.01% | +9.1% |
| INBK | Buy | FIRST INTERNET BANCORP | $3,411,000 | +27.2% | 112,009 | +42.5% | 0.01% | +20.0% |
| CTBI | Buy | COMMUNITY TR BANCORP INC | $3,324,000 | +28.7% | 71,709 | +38.7% | 0.01% | +20.0% |
| SONA | Buy | SOUTHERN NATL BANCORP OF VA | $3,406,000 | +29.1% | 210,261 | +42.2% | 0.01% | +20.0% |
| VIVO | Buy | MERIDIAN BIOSCIENCE INC | $3,444,000 | +27.4% | 231,171 | +35.9% | 0.01% | +20.0% |
| SUP | Buy | SUPERIOR INDS INTL INC | $3,429,000 | +35.3% | 201,122 | +42.0% | 0.01% | +20.0% |
| UNFI | Buy | UNITED NAT FOODS INC | $3,235,000 | +14.5% | 108,007 | +63.0% | 0.01% | +9.1% |
| EBF | Buy | ENNIS INC | $3,357,000 | +23.1% | 164,161 | +22.4% | 0.01% | +20.0% |
| CPS | Buy | COOPER STD HLDGS INC | $3,210,000 | +25.3% | 26,755 | +36.5% | 0.01% | +20.0% |
| MCS | Buy | MARCUS CORP | $3,245,000 | +74.7% | 77,173 | +35.0% | 0.01% | +71.4% |
| MHO | Buy | M/I HOMES INC | $3,401,000 | +43.4% | 142,140 | +58.7% | 0.01% | +33.3% |
| BGS | Buy | B & G FOODS INC NEW | $3,369,000 | +26.1% | 122,738 | +37.4% | 0.01% | +20.0% |
| INWK | Buy | INNERWORKINGS INC | $3,253,000 | +96.8% | 410,722 | +116.0% | 0.01% | +100.0% |
| TVTY | Buy | TIVITY HEALTH INC | $3,458,000 | +24.9% | 107,543 | +36.8% | 0.01% | +20.0% |
| DAKT | Buy | DAKTRONICS INC | $3,374,000 | +26.9% | 430,365 | +37.7% | 0.01% | +20.0% |
| MEI | Buy | METHODE ELECTRS INC | $3,197,000 | +23.6% | 88,310 | +37.6% | 0.01% | +10.0% |
| VSH | Buy | VISHAY INTERTECHNOLOGY INC | $3,089,000 | +20.0% | 151,809 | +36.8% | 0.01% | +10.0% |
| EBS | Buy | EMERGENT BIOSOLUTIONS INC | $3,130,000 | +76.1% | 47,548 | +35.1% | 0.01% | +57.1% |
| THRM | Buy | GENTHERM INC | $2,938,000 | +59.6% | 64,650 | +38.0% | 0.01% | +57.1% |
| CRCQQ | Buy | CALIFORNIA RES CORP | $3,175,000 | +52.5% | 65,431 | +42.8% | 0.01% | +37.5% |
| FRAN | Buy | FRANCESCAS HLDGS CORP | $3,022,000 | -28.9% | 814,654 | +44.8% | 0.01% | -31.2% |
| ESL | Buy | ESTERLINE TECHNOLOGIES CORP | $2,999,000 | +68.7% | 32,977 | +36.9% | 0.01% | +57.1% |
| TTMI | Buy | TTM TECHNOLOGIES INC | $3,163,000 | +27.1% | 198,821 | +40.8% | 0.01% | +22.2% |
| ANIK | Buy | ANIKA THERAPEUTICS INC | $3,152,000 | +98.0% | 74,732 | +50.2% | 0.01% | +83.3% |
| HOFT | Buy | HOOKER FURNITURE CORP | $3,152,000 | +18.8% | 93,260 | +64.9% | 0.01% | +10.0% |
| RDC | Buy | ROWAN COMPANIES PLC | $2,991,000 | +62.6% | 158,865 | +40.0% | 0.01% | +57.1% |
| NXST | Buy | NEXSTAR MEDIA GROUP INCcl a | $2,732,000 | +50.4% | 33,563 | +35.7% | 0.01% | +42.9% |
| FCN | Buy | FTI CONSULTING INC | $2,824,000 | +65.7% | 38,585 | +36.9% | 0.01% | +66.7% |
| ATRO | Buy | ASTRONICS CORP | $2,808,000 | +63.4% | 64,541 | +35.0% | 0.01% | +66.7% |
| NAVG | Buy | NAVIGATORS GROUP INC | $2,816,000 | +67.0% | 40,758 | +37.8% | 0.01% | +66.7% |
| STRA | New | STRATEGIC ED INC | $2,702,000 | – | 19,718 | – | 0.01% | – |
| MCF | Buy | CONTANGO OIL & GAS COMPANY | $2,908,000 | +52.3% | 470,487 | +40.0% | 0.01% | +42.9% |
| DOFSQ | Buy | DIAMOND OFFSHORE DRILLING IN | $2,740,000 | +30.2% | 136,993 | +35.8% | 0.01% | +25.0% |
| ETM | Buy | ENTERCOM COMMUNICATIONS CORPcl a | $2,670,000 | +40.2% | 338,006 | +34.0% | 0.01% | +42.9% |
| TAST | Buy | CARROLS RESTAURANT GROUP INC | $2,711,000 | +34.8% | 185,669 | +37.1% | 0.01% | +25.0% |
| EIG | Buy | EMPLOYERS HOLDINGS INC | $2,726,000 | +53.7% | 60,187 | +36.4% | 0.01% | +42.9% |
| DGII | Buy | DIGI INTL INC | $2,762,000 | +37.8% | 205,326 | +35.2% | 0.01% | +25.0% |
| BXG | Buy | BLUEGREEN VACATIONS CORP | $2,803,000 | +17.2% | 156,663 | +55.9% | 0.01% | +11.1% |
| AEL | Buy | AMERICAN EQTY INVT LIFE HLD | $2,384,000 | +34.8% | 67,426 | +37.2% | 0.01% | +28.6% |
| HGV | Buy | HILTON GRAND VACATIONS INC | $2,455,000 | +54.3% | 74,165 | +61.7% | 0.01% | +50.0% |
| PLUS | Buy | EPLUS INC | $2,390,000 | +33.9% | 25,778 | +35.9% | 0.01% | +28.6% |
| VREX | Buy | VAREX IMAGING CORP | $2,443,000 | +37.9% | 85,254 | +78.4% | 0.01% | +28.6% |
| EE | Buy | EL PASO ELEC CO | $2,380,000 | +35.7% | 41,603 | +40.2% | 0.01% | +28.6% |
| UTL | Buy | UNITIL CORP | $2,544,000 | +35.9% | 49,981 | +36.3% | 0.01% | +28.6% |
| KFRC | Buy | KFORCE INC | $2,581,000 | +48.2% | 68,639 | +35.3% | 0.01% | +28.6% |
| LZB | Buy | LA Z BOY INC | $2,493,000 | +45.2% | 78,892 | +40.6% | 0.01% | +50.0% |
| LDL | Buy | LYDALL INC DEL | $2,484,000 | +36.3% | 57,631 | +38.0% | 0.01% | +28.6% |
| DFODQ | Buy | DEAN FOODS CO NEW | $2,369,000 | +24.7% | 333,592 | +84.6% | 0.01% | +28.6% |
| MTX | Buy | MINERALS TECHNOLOGIES INC | $2,421,000 | +40.8% | 35,816 | +56.9% | 0.01% | +50.0% |
| CAKE | Buy | CHEESECAKE FACTORY INC | $2,383,000 | +31.9% | 44,508 | +35.6% | 0.01% | +28.6% |
| MOV | Buy | MOVADO GROUP INC | $2,470,000 | +44.0% | 58,952 | +66.0% | 0.01% | +50.0% |
| CARS | Buy | CARS COM INC | $2,531,000 | +28.9% | 91,679 | +32.6% | 0.01% | +28.6% |
| TCBK | Buy | TRICO BANCSHARES | $2,422,000 | +42.3% | 62,715 | +38.0% | 0.01% | +50.0% |
| NCI | Buy | NAVIGANT CONSULTING INC | $2,454,000 | +51.2% | 106,414 | +45.1% | 0.01% | +50.0% |
| NTGR | Buy | NETGEAR INC | $2,376,000 | +35.9% | 37,804 | +35.2% | 0.01% | +28.6% |
| NYRT | Buy | NEW YORK REIT INC | $2,577,000 | 0.0% | 142,070 | +0.6% | 0.01% | -10.0% |
| CNXM | Buy | CNX MIDSTREAM PARTNERS LP | $2,420,000 | +34.7% | 125,723 | +35.6% | 0.01% | +28.6% |
| NRIM | Buy | NORTHRIM BANCORP INC | $2,578,000 | +44.4% | 62,036 | +37.5% | 0.01% | +28.6% |
| CSS | Buy | CSS INDS INC | $2,540,000 | +53.1% | 178,522 | +81.8% | 0.01% | +50.0% |
| PCSB | Buy | PCSB FINL CORP | $2,479,000 | +41.6% | 121,875 | +38.3% | 0.01% | +28.6% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $2,511,000 | +41.7% | 2,683 | +37.3% | 0.01% | +28.6% |
| PKOH | Buy | PARK OHIO HLDGS CORP | $2,525,000 | +80.9% | 65,850 | +75.9% | 0.01% | +80.0% |
| ALE | Buy | ALLETE INC | $2,510,000 | +32.7% | 33,460 | +36.9% | 0.01% | +28.6% |
| RYAM | Buy | RAYONIER ADVANCED MATLS INC | $2,570,000 | +49.8% | 139,440 | +38.9% | 0.01% | +50.0% |
| RCII | Sell | RENT A CTR INC NEW | $2,518,000 | -20.5% | 175,100 | -18.6% | 0.01% | -25.0% |
| AQ | Buy | AQUANTIA CORP | $2,626,000 | +47.3% | 205,324 | +33.4% | 0.01% | +28.6% |
| RBBN | Buy | RIBBON COMMUNICATIONS INC | $2,504,000 | +31.7% | 366,546 | +37.2% | 0.01% | +28.6% |
| GHM | Buy | GRAHAM CORP | $2,624,000 | +51.2% | 93,133 | +38.6% | 0.01% | +28.6% |
| AMBC | Buy | AMBAC FINL GROUP INC | $2,457,000 | +41.5% | 120,309 | +37.5% | 0.01% | +28.6% |
| SPH | Buy | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $2,448,000 | +37.5% | 104,053 | +37.3% | 0.01% | +28.6% |
| SCHL | Buy | SCHOLASTIC CORP | $2,533,000 | +43.9% | 54,256 | +36.6% | 0.01% | +28.6% |
| GLT | Buy | GLATFELTER | $2,539,000 | +33.7% | 132,878 | +37.1% | 0.01% | +28.6% |
| BHB | Buy | BAR HBR BANKSHARES | $2,357,000 | +36.3% | 82,084 | +43.8% | 0.01% | +14.3% |
| VLGEA | Buy | VILLAGE SUPER MKT INCcl a new | $2,358,000 | +34.1% | 86,691 | +45.2% | 0.01% | +14.3% |
| PGC | Buy | PEAPACK-GLADSTONE FINL CORP | $2,170,000 | +23.4% | 70,264 | +38.1% | 0.01% | +14.3% |
| WSBF | Buy | WATERSTONE FINL INC MD | $2,351,000 | +39.0% | 137,059 | +38.2% | 0.01% | +33.3% |
| OZM | Buy | OCH ZIFF CAP MGMT GROUPcl a | $2,111,000 | +30.5% | 1,426,365 | +70.1% | 0.01% | +33.3% |
| NHTC | Buy | NATURAL HEALTH TRENDS CORP | $2,334,000 | -1.9% | 100,237 | +5.4% | 0.01% | -11.1% |
| ICHR | Buy | ICHOR HOLDINGS | $2,213,000 | +44.5% | 108,394 | +50.1% | 0.01% | +33.3% |
| CATY | Buy | CATHAY GEN BANCORP | $2,362,000 | +40.7% | 57,004 | +37.5% | 0.01% | +33.3% |
| MLI | Buy | MUELLER INDS INC | $2,305,000 | +36.1% | 79,524 | +38.5% | 0.01% | +33.3% |
| CUBI | Buy | CUSTOMERS BANCORP INC | $2,274,000 | +40.1% | 96,663 | +69.0% | 0.01% | +33.3% |
| DLX | Buy | DELUXE CORP | $2,204,000 | +25.5% | 38,702 | +45.9% | 0.01% | +14.3% |
| LOB | Buy | LIVE OAK BANCSHARES INC | $2,176,000 | +20.4% | 81,187 | +37.7% | 0.01% | +14.3% |
| LLY | Sell | LILLY ELI & CO | $2,211,000 | +12.6% | 20,600 | -10.4% | 0.01% | +14.3% |
| UFPI | Buy | UNIVERSAL FST PRODS INC | $2,218,000 | +34.3% | 62,784 | +39.2% | 0.01% | +33.3% |
| GPX | Buy | GP STRATEGIES CORP | $2,129,000 | +32.0% | 126,325 | +37.8% | 0.01% | +33.3% |
| IIIN | Buy | INSTEEL INDUSTRIES INC | $2,294,000 | +29.7% | 63,949 | +20.8% | 0.01% | +14.3% |
| HUBG | Buy | HUB GROUP INCcl a | $2,205,000 | +24.5% | 48,361 | +36.0% | 0.01% | +14.3% |
| ANCX | Buy | ACCESS NATL CORP | $2,225,000 | +32.2% | 82,059 | +39.4% | 0.01% | +33.3% |
| ZAGG | Buy | ZAGG INC | $2,253,000 | +25.5% | 152,760 | +47.2% | 0.01% | +14.3% |
| RGP | Buy | RESOURCES CONNECTION INC | $2,310,000 | +35.8% | 139,159 | +38.3% | 0.01% | +33.3% |
| ETH | Buy | ETHAN ALLEN INTERIORS INC | $2,113,000 | +17.0% | 101,847 | +38.1% | 0.01% | +14.3% |
| PLPC | Buy | PREFORMED LINE PRODS CO | $2,229,000 | +8.8% | 31,713 | +37.4% | 0.01% | 0.0% |
| ACCO | Buy | ACCO BRANDS CORP | $2,086,000 | +13.3% | 184,605 | +38.9% | 0.01% | 0.0% |
| AEIS | Buy | ADVANCED ENERGY INDS | $2,050,000 | +23.4% | 39,698 | +38.9% | 0.01% | +16.7% |
| AVD | Buy | AMERICAN VANGUARD CORP | $1,932,000 | +9.2% | 107,358 | +39.3% | 0.01% | 0.0% |
| AMKR | Buy | AMKOR TECHNOLOGY INC | $2,001,000 | +17.7% | 270,751 | +36.8% | 0.01% | +16.7% |
| DAN | Buy | DANA INCORPORATED | $2,077,000 | +28.6% | 111,222 | +39.0% | 0.01% | +16.7% |
| FLXS | Buy | FLEXSTEEL INDS INC | $1,853,000 | +3.3% | 62,317 | +38.7% | 0.01% | 0.0% |
| HIBB | Buy | HIBBETT SPORTS INC | $2,088,000 | +26.3% | 111,074 | +53.9% | 0.01% | +16.7% |
| LGIH | Buy | LGI HOMES INC | $2,067,000 | +22.3% | 43,561 | +48.8% | 0.01% | +16.7% |
| RBB | Buy | RBB BANCORP | $1,870,000 | +5.0% | 76,315 | +37.6% | 0.01% | 0.0% |
| SBT | Buy | STERLING BANCORP INC | $2,036,000 | +16.7% | 180,027 | +37.9% | 0.01% | 0.0% |
| SGH | Buy | SMART GLOBAL HLDGS INC | $2,005,000 | +17.2% | 69,771 | +30.0% | 0.01% | +16.7% |
| GTN | Buy | GRAY TELEVISION INC | $1,793,000 | +49.8% | 102,440 | +35.2% | 0.01% | +20.0% |
| LXFR | Buy | LUXFER HOLDINGS PLC | $1,759,000 | +74.9% | 75,638 | +31.5% | 0.01% | +50.0% |
| EPEGQ | Buy | EP ENERGY CORPcl a | $1,646,000 | +72.0% | 703,568 | +120.5% | 0.01% | +50.0% |
| IRBT | Buy | IROBOT CORP | $1,809,000 | +92.7% | 16,459 | +32.9% | 0.01% | +50.0% |
| CLF | Buy | CLEVELAND CLIFFS INC | $1,785,000 | +104.7% | 140,997 | +36.2% | 0.01% | +100.0% |
| ESV | Buy | ENSCO PLC | $1,616,000 | +64.1% | 191,519 | +41.1% | 0.01% | +50.0% |
| ROCK | Buy | GIBRALTAR INDS INC | $1,396,000 | +66.4% | 30,610 | +36.8% | 0.01% | +66.7% |
| GNRC | Buy | GENERAC HLDGS INC | $1,294,000 | +49.9% | 22,940 | +37.5% | 0.01% | +66.7% |
| QUAD | Buy | QUAD / GRAPHICS INC | $1,263,000 | +37.4% | 60,601 | +37.4% | 0.01% | +66.7% |
| MSL | Buy | MIDSOUTH BANCORP INC | $1,361,000 | +60.9% | 88,370 | +38.4% | 0.01% | +66.7% |
| RUTH | Buy | RUTHS HOSPITALITY GROUP INC | $1,489,000 | +49.6% | 47,194 | +33.1% | 0.01% | +25.0% |
| THR | Buy | THERMON GROUP HLDGS INC | $1,323,000 | +53.7% | 51,302 | +36.2% | 0.01% | +66.7% |
| AROW | Buy | ARROW FINL CORP | $1,255,000 | +45.1% | 33,909 | +42.8% | 0.01% | +66.7% |
| TKR | Buy | TIMKEN CO | $1,271,000 | +57.7% | 25,496 | +37.8% | 0.01% | +66.7% |
| THFF | Buy | FIRST FINL CORP IND | $1,385,000 | +51.5% | 27,590 | +36.9% | 0.01% | +66.7% |
| FXI | New | ISHARES TRput | $1,381,000 | – | 390,000 | – | 0.01% | – |
| ERI | Buy | ELDORADO RESORTS INC | $1,373,000 | +71.0% | 28,251 | +37.6% | 0.01% | +66.7% |
| BGGSQ | Buy | BRIGGS & STRATTON CORP | $1,265,000 | +51.3% | 65,775 | +38.5% | 0.01% | +66.7% |
| EAT | Buy | BRINKER INTL INC | $1,263,000 | +29.5% | 27,037 | +32.0% | 0.01% | +25.0% |
| CMTL | Buy | COMTECH TELECOMMUNICATIONS C | $1,377,000 | +55.4% | 37,969 | +36.5% | 0.01% | +66.7% |
| TGNA | Buy | TEGNA INC | $1,316,000 | +49.7% | 110,060 | +35.8% | 0.01% | +66.7% |
| ONB | Buy | OLD NATL BANCORP IND | $1,262,000 | +42.6% | 65,372 | +37.3% | 0.01% | +66.7% |
| OFG | Buy | OFG BANCORP | $1,360,000 | +57.8% | 84,188 | +37.3% | 0.01% | +66.7% |
| HTBI | Buy | HOMETRUST BANCSHARES INC | $1,286,000 | +42.7% | 44,116 | +37.8% | 0.01% | +66.7% |
| HVT | Buy | HAVERTY FURNITURE INC | $1,259,000 | +40.7% | 56,955 | +37.4% | 0.01% | +66.7% |
| CBZ | Buy | CBIZ INC | $1,429,000 | +36.5% | 60,275 | +32.4% | 0.01% | +25.0% |
| HF | Buy | HFF INCcl a | $1,509,000 | +69.7% | 35,534 | +37.3% | 0.01% | +66.7% |
| TPX | Buy | TEMPUR SEALY INTL INC | $1,278,000 | +52.5% | 24,150 | +38.5% | 0.01% | +66.7% |
| SMP | Buy | STANDARD MTR PRODS INC | $1,269,000 | +39.6% | 25,778 | +37.1% | 0.01% | +66.7% |
| OI | Buy | OWENS ILL INC | $1,278,000 | +55.5% | 67,992 | +39.1% | 0.01% | +66.7% |
| SRI | Buy | STONERIDGE INC | $1,264,000 | +11.3% | 42,520 | +31.5% | 0.01% | +25.0% |
| FBIZ | Buy | FIRST BUS FINL SVCS INC WIS | $1,104,000 | +22.5% | 47,620 | +37.5% | 0.00% | +33.3% |
| EMCI | Buy | EMC INS GROUP INC | $1,128,000 | +21.7% | 45,634 | +36.8% | 0.00% | +33.3% |
| CHCO | Buy | CITY HLDG CO | $1,219,000 | +40.6% | 15,874 | +37.7% | 0.00% | +33.3% |
| CARO | Buy | CAROLINA FINL CORP NEW | $1,087,000 | +20.8% | 28,812 | +37.3% | 0.00% | +33.3% |
| CAC | Buy | CAMDEN NATL CORP | $1,155,000 | +30.4% | 26,599 | +37.3% | 0.00% | +33.3% |
| CVRR | Buy | CVR REFNG LP | $1,039,000 | +21.4% | 52,766 | +37.8% | 0.00% | +33.3% |
| HBMD | Buy | HOWARD BANCORP INC | $1,188,000 | +35.0% | 67,129 | +37.3% | 0.00% | +33.3% |
| SGU | Buy | STAR GROUP L Punit ltd partnr | $1,246,000 | +37.4% | 127,552 | +37.9% | 0.00% | +33.3% |
| SMBC | Buy | SOUTHERN MO BANCORP INC | $1,138,000 | +53.4% | 30,547 | +60.7% | 0.00% | +33.3% |
| SWM | Buy | SCHWEITZER-MAUDUIT INTL INC | $1,080,000 | +20.5% | 28,204 | +37.6% | 0.00% | +33.3% |
| SASR | Buy | SANDY SPRING BANCORP INC | $1,136,000 | +32.9% | 28,897 | +38.7% | 0.00% | +33.3% |
| RBCAA | Buy | REPUBLIC BANCORP KYcl a | $1,233,000 | +40.6% | 26,752 | +38.1% | 0.00% | +33.3% |
| PRIM | Buy | PRIMORIS SVCS CORP | $1,085,000 | +24.9% | 43,710 | +37.0% | 0.00% | +33.3% |
| ORM | Buy | OWENS RLTY MTG INC | $1,175,000 | +41.2% | 69,553 | +39.5% | 0.00% | +33.3% |
| TBNK | Buy | TERRITORIAL BANCORP INC | $1,079,000 | +35.9% | 36,527 | +42.7% | 0.00% | +33.3% |
| OMI | Buy | OWENS & MINOR INC NEW | $1,231,000 | +35.1% | 74,517 | +36.8% | 0.00% | +33.3% |
| ORRF | Buy | ORRSTOWN FINL SVCS INC | $1,089,000 | +27.2% | 45,757 | +38.9% | 0.00% | +33.3% |
| NKSH | Buy | NATIONAL BANKSHARES INC VA | $1,178,000 | +81.2% | 25,922 | +85.1% | 0.00% | +100.0% |
| NCS | Buy | NCI BUILDING SYS INC | $983,000 | +16.9% | 64,857 | +62.0% | 0.00% | +33.3% |
| TYPE | Buy | MONOTYPE IMAGING HOLDINGS IN | $1,132,000 | +37.5% | 56,050 | +38.3% | 0.00% | +33.3% |
| MOFG | Buy | MIDWESTONE FINL GROUP INC NE | $1,219,000 | +35.6% | 36,594 | +37.4% | 0.00% | +33.3% |
| UNF | Buy | UNIFIRST CORP MASS | $1,163,000 | +34.3% | 6,699 | +36.8% | 0.00% | +33.3% |
| MMI | Buy | MARCUS & MILLICHAP INC | $1,106,000 | +21.4% | 31,852 | +36.5% | 0.00% | +33.3% |
| KALU | Buy | KAISER ALUMINUM CORP | $1,192,000 | +43.6% | 10,929 | +37.1% | 0.00% | +33.3% |
| VMI | Buy | VALMONT INDS INC | $1,125,000 | +27.8% | 8,123 | +39.2% | 0.00% | +33.3% |
| ISCA | Buy | INTERNATIONAL SPEEDWAY CORPcl a | $1,212,000 | +34.5% | 27,681 | +37.4% | 0.00% | +33.3% |
| STBZ | Buy | STATE BK FINL CORP | $1,065,000 | +25.1% | 35,284 | +38.5% | 0.00% | +33.3% |
| GRBK | Buy | GREEN BRICK PARTNERS INC | $1,016,000 | +41.7% | 100,614 | +37.5% | 0.00% | +33.3% |
| GWB | Buy | GREAT WESTN BANCORP INC | $1,164,000 | +39.1% | 27,600 | +38.4% | 0.00% | +33.3% |
| AJX | Buy | GREAT AJAX CORP | $1,182,000 | +85.3% | 86,821 | +78.0% | 0.00% | +100.0% |
| GHC | Buy | GRAHAM HLDGS CO | $1,195,000 | +35.9% | 2,063 | +37.5% | 0.00% | +33.3% |
| WTBA | Buy | WEST BANCORPORATION INCcap stk | $1,103,000 | +30.1% | 46,938 | +39.1% | 0.00% | +33.3% |
| WABC | Buy | WESTAMERICA BANCORPORATION | $1,243,000 | +46.8% | 20,659 | +37.9% | 0.00% | +33.3% |
| GCP | Buy | GCP APPLIED TECHNOLOGIES INC | $1,031,000 | +26.0% | 38,822 | +37.5% | 0.00% | +33.3% |
| GBL | Buy | GAMCO INVESTORS INC | $1,023,000 | +57.9% | 43,670 | +80.5% | 0.00% | +100.0% |
| SRCE | Buy | 1ST SOURCE CORP | $1,160,000 | +35.5% | 22,040 | +37.5% | 0.00% | +33.3% |
| FMBH | Buy | FIRST MID ILL BANCSHARES INC | $1,239,000 | +40.8% | 30,712 | +37.2% | 0.00% | +33.3% |
| BRKL | Buy | BROOKLINE BANCORP INC DEL | $1,080,000 | +24.1% | 64,652 | +38.2% | 0.00% | +33.3% |
| BDGE | Buy | BRIDGE BANCORP INC | $1,114,000 | +27.8% | 33,552 | +38.3% | 0.00% | +33.3% |
| BECN | Buy | BEACON ROOFING SUPPLY INC | $1,022,000 | +16.8% | 28,230 | +37.6% | 0.00% | +33.3% |
| AMNB | Buy | AMERICAN NATL BANKSHARES INC | $1,097,000 | +36.3% | 28,141 | +39.9% | 0.00% | +33.3% |
| ALG | Buy | ALAMO GROUP INC | $1,188,000 | +39.6% | 12,966 | +37.7% | 0.00% | +33.3% |
| AMN | Buy | AMN HEALTHCARE SERVICES INC | $1,215,000 | +25.1% | 22,213 | +34.0% | 0.00% | 0.0% |
| BBSI | Buy | BARRETT BUSINESS SERVICES IN | $958,000 | -4.7% | 14,350 | +37.9% | 0.00% | -25.0% |
| MOD | Buy | MODINE MFG CO | $972,000 | +12.8% | 65,250 | +38.1% | 0.00% | 0.0% |
| FDP | Buy | FRESH DEL MONTE PRODUCE INCord | $949,000 | +4.4% | 28,003 | +37.2% | 0.00% | 0.0% |
| KOP | Buy | KOPPERS HOLDINGS INC | $908,000 | +12.5% | 29,152 | +38.5% | 0.00% | 0.0% |
| BLDR | Buy | BUILDERS FIRSTSOURCE INC | $924,000 | +11.9% | 62,975 | +39.5% | 0.00% | 0.0% |
| CMT | Buy | CORE MOLDING TECHNOLOGIES IN | $637,000 | -12.7% | 95,575 | +86.9% | 0.00% | -33.3% |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $159,000 | – | 10,621 | – | 0.00% | – |
| BCS | Sell | BARCLAYS PLCadr | $252,000 | -97.0% | 28,166 | -96.6% | 0.00% | -96.9% |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -22,563 | – | -0.00% | – |
| OCSL | Exit | OAKTREE SPECIALTY LENDING CO | $0 | – | -103,118 | – | -0.00% | – |
| OCSI | Exit | OAKTREE STRATEGIC INCOME COR | $0 | – | -49,080 | – | -0.00% | – |
| STRA | Exit | STRAYER ED INC | $0 | – | -8,063 | – | -0.00% | – |
| SMCI | Exit | SUPER MICRO COMPUTER INC | $0 | – | -135,407 | – | -0.01% | – |
| RMP | Exit | RICE MIDSTREAM PARTNERS LPunit ltd partn | $0 | – | -188,426 | – | -0.01% | – |
| Exit | COLONY CAP INCnote 3.875% 1/1 | $0 | – | -3,400,000 | – | -0.01% | – | |
| CPLA | Exit | CAPELLA EDUCATION COMPANY | $0 | – | -38,823 | – | -0.01% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -207,222 | – | -0.06% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -345,800 | – | -0.06% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTL GROUP INC | $1,035,316,000 | – | 19,526,894 | – | 3.90% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $910,573,000 | – | 62,325,321 | – | 3.43% | – |
| WFC | New | WELLS FARGO CO NEW | $878,745,000 | – | 15,850,377 | – | 3.31% | – |
| C | New | CITIGROUP INC | $807,292,000 | – | 12,063,543 | – | 3.04% | – |
| ORCL | New | ORACLE CORP | $754,874,000 | – | 17,132,861 | – | 2.85% | – |
| APA | New | APACHE CORP | $746,862,000 | – | 15,975,655 | – | 2.82% | – |
| DISCK | New | DISCOVERY INC | $662,957,000 | – | 25,998,305 | – | 2.50% | – |
| MRO | New | MARATHON OIL CORP | $630,449,000 | – | 30,222,887 | – | 2.38% | – |
| MSFT | New | MICROSOFT CORP | $623,081,000 | – | 6,318,644 | – | 2.35% | – |
| HES | New | HESS CORP | $591,574,000 | – | 8,843,988 | – | 2.23% | – |
| ERIC | New | ERICSSONadr b sek 10 | $580,948,000 | – | 75,742,928 | – | 2.19% | – |
| GM | New | GENERAL MTRS CO | $507,062,000 | – | 12,869,583 | – | 1.91% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $492,521,000 | – | 14,724,093 | – | 1.86% | – |
| GLW | New | CORNING INC | $486,528,000 | – | 17,685,513 | – | 1.84% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $481,405,000 | – | 19,802,774 | – | 1.82% | – |
| COF | New | CAPITAL ONE FINL CORP | $467,205,000 | – | 5,083,841 | – | 1.76% | – |
| BAC | New | BANK AMER CORP | $458,860,000 | – | 16,277,401 | – | 1.73% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $419,756,000 | – | 12,793,524 | – | 1.58% | – |
| MUR | New | MURPHY OIL CORP | $416,828,000 | – | 12,343,143 | – | 1.57% | – |
| ARRS | New | ARRIS INTL INC | $398,772,000 | – | 16,313,038 | – | 1.50% | – |
| CMI | New | CUMMINS INC | $393,575,000 | – | 2,959,212 | – | 1.48% | – |
| DFS | New | DISCOVER FINL SVCS | $370,582,000 | – | 5,263,200 | – | 1.40% | – |
| PEP | New | PEPSICO INC | $364,506,000 | – | 3,348,081 | – | 1.38% | – |
| GE | New | GENERAL ELECTRIC CO | $358,560,000 | – | 26,345,300 | – | 1.35% | – |
| JPM | New | JPMORGAN CHASE & CO | $356,760,000 | – | 3,423,802 | – | 1.35% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $355,955,000 | – | 1,613,795 | – | 1.34% | – |
| WLL | New | WHITING PETE CORP NEW | $346,177,000 | – | 6,566,331 | – | 1.31% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $337,473,000 | – | 8,371,950 | – | 1.27% | – |
| CNHI | New | CNH INDL N V | $334,858,000 | – | 31,800,346 | – | 1.26% | – |
| ANTM | New | ANTHEM INC | $310,600,000 | – | 1,304,876 | – | 1.17% | – |
| MDT | New | MEDTRONIC PLC | $310,561,000 | – | 3,627,625 | – | 1.17% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $310,023,000 | – | 4,478,158 | – | 1.17% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $309,493,000 | – | 7,548,600 | – | 1.17% | – |
| NOV | New | NATIONAL OILWELL VARCO INC | $308,793,000 | – | 7,115,046 | – | 1.16% | – |
| CFG | New | CITIZENS FINL GROUP INC | $294,908,000 | – | 7,581,182 | – | 1.11% | – |
| TRV | New | TRAVELERS COMPANIES INC | $272,538,000 | – | 2,227,707 | – | 1.03% | – |
| IP | New | INTL PAPER CO | $270,689,000 | – | 5,197,560 | – | 1.02% | – |
| CBS | New | CBS CORP NEWcl b | $267,776,000 | – | 4,762,995 | – | 1.01% | – |
| BPOP | New | POPULAR INC | $253,806,000 | – | 5,613,928 | – | 0.96% | – |
| SNY | New | SANOFIsponsored adr | $245,267,000 | – | 6,130,145 | – | 0.92% | – |
| MGA | New | MAGNA INTL INC | $244,994,000 | – | 4,214,583 | – | 0.92% | – |
| PPL | New | PPL CORP | $238,312,000 | – | 8,347,196 | – | 0.90% | – |
| EQH | New | AXA EQUITABLE HLDGS INC | $236,712,000 | – | 11,485,300 | – | 0.89% | – |
| KOS | New | KOSMOS ENERGY LTD | $224,958,000 | – | 27,201,644 | – | 0.85% | – |
| STT | New | STATE STR CORP | $206,074,000 | – | 2,213,704 | – | 0.78% | – |
| ADNT | New | ADIENT PLC | $202,670,000 | – | 4,120,140 | – | 0.76% | – |
| ERJ | New | EMBRAER S A | $198,570,000 | – | 7,974,717 | – | 0.75% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $190,318,000 | – | 8,171,659 | – | 0.72% | – |
| UL | New | UNILEVER PLCspon adr new | $173,795,000 | – | 3,143,900 | – | 0.66% | – |
| GEO | New | GEO GROUP INC NEW | $169,202,000 | – | 6,143,874 | – | 0.64% | – |
| BBBY | New | BED BATH & BEYOND INC | $165,466,000 | – | 8,304,456 | – | 0.62% | – |
| SO | New | SOUTHERN CO | $164,570,000 | – | 3,553,663 | – | 0.62% | – |
| CIT | New | CIT GROUP INC | $154,351,000 | – | 3,061,916 | – | 0.58% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $148,590,000 | – | 1,333,364 | – | 0.56% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $146,901,000 | – | 3,462,189 | – | 0.55% | – |
| ANDV | New | ANDEAVOR | $145,872,000 | – | 1,112,000 | – | 0.55% | – |
| HOG | New | HARLEY DAVIDSON INC | $145,752,000 | – | 3,463,700 | – | 0.55% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $137,262,000 | – | 662,142 | – | 0.52% | – |
| ODP | New | OFFICE DEPOT INC | $132,359,000 | – | 51,905,502 | – | 0.50% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $130,269,000 | – | 3,081,822 | – | 0.49% | – |
| TPH | New | TRI POINTE GROUP INC | $124,454,000 | – | 7,607,205 | – | 0.47% | – |
| ALLY | New | ALLY FINL INC | $121,254,000 | – | 4,615,700 | – | 0.46% | – |
| KBR | New | KBR INC | $118,783,000 | – | 6,628,529 | – | 0.45% | – |
| FI | New | FRANKS INTL N V | $118,024,000 | – | 15,131,309 | – | 0.44% | – |
| CNO | New | CNO FINL GROUP INC | $108,033,000 | – | 5,674,000 | – | 0.41% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $106,567,000 | – | 4,515,552 | – | 0.40% | – |
| PCAR | New | PACCAR INC | $100,167,000 | – | 1,616,643 | – | 0.38% | – |
| MATX | New | MATSON INC | $97,729,000 | – | 2,546,346 | – | 0.37% | – |
| DISCA | New | DISCOVERY INC | $97,680,000 | – | 3,551,984 | – | 0.37% | – |
| DOOR | New | MASONITE INTL CORP NEW | $94,442,000 | – | 1,314,439 | – | 0.36% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $90,545,000 | – | 2,223,595 | – | 0.34% | – |
| ETN | New | EATON CORP PLC | $81,008,000 | – | 1,083,861 | – | 0.31% | – |
| FHB | New | FIRST HAWAIIAN INC | $80,628,000 | – | 2,778,366 | – | 0.30% | – |
| BIIB | New | BIOGEN INC | $76,354,000 | – | 263,072 | – | 0.29% | – |
| NRG | New | NRG ENERGY INC | $71,098,000 | – | 2,315,894 | – | 0.27% | – |
| TDC | New | TERADATA CORP DEL | $69,993,000 | – | 1,743,283 | – | 0.26% | – |
| AVT | New | AVNET INC | $69,854,000 | – | 1,628,684 | – | 0.26% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $66,169,000 | – | 20,112,200 | – | 0.25% | – |
| SLM | New | SLM CORP | $64,512,000 | – | 5,634,240 | – | 0.24% | – |
| POR | New | PORTLAND GEN ELEC CO | $59,729,000 | – | 1,396,853 | – | 0.22% | – |
| UHAL | New | AMERCO | $59,181,000 | – | 166,168 | – | 0.22% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $57,359,000 | – | 2,784,425 | – | 0.22% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $56,023,000 | – | 1,225,349 | – | 0.21% | – |
| BK | New | BANK NEW YORK MELLON CORP | $55,862,000 | – | 1,035,815 | – | 0.21% | – |
| K | New | KELLOGG CO | $54,567,000 | – | 780,986 | – | 0.21% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $53,446,000 | – | 5,487,300 | – | 0.20% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $52,977,000 | – | 2,260,100 | – | 0.20% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $51,427,000 | – | 1,153,065 | – | 0.19% | – |
| MS | New | MORGAN STANLEY | $50,425,000 | – | 1,063,822 | – | 0.19% | – |
| TEL | New | TE CONNECTIVITY LTD | $49,447,000 | – | 549,043 | – | 0.19% | – |
| BG | New | BUNGE LIMITED | $49,005,000 | – | 702,987 | – | 0.18% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $48,578,000 | – | 1,191,523 | – | 0.18% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $48,632,000 | – | 2,606,240 | – | 0.18% | – |
| GBLI | New | GLOBAL INDTY LTD CAYMAN | $47,767,000 | – | 1,225,427 | – | 0.18% | – |
| OMC | New | OMNICOM GROUP INC | $40,860,000 | – | 535,732 | – | 0.15% | – |
| SYF | New | SYNCHRONY FINL | $39,602,000 | – | 1,186,400 | – | 0.15% | – |
| LKSDQ | New | LSC COMMUNICATIONS INC | $38,229,000 | – | 2,441,174 | – | 0.14% | – |
| DIOD | New | DIODES INC | $38,287,000 | – | 1,110,748 | – | 0.14% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $35,458,000 | – | 1,857,403 | – | 0.13% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $35,347,000 | – | 814,830 | – | 0.13% | – |
| MDRIQ | New | MCDERMOTT INTL INC | $33,127,000 | – | 1,685,869 | – | 0.12% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $30,161,000 | – | 6,556,680 | – | 0.11% | – |
| ASB | New | ASSOCIATED BANC CORP | $29,968,000 | – | 1,097,727 | – | 0.11% | – |
| EVRG | New | EVERGY INC | $29,321,000 | – | 522,186 | – | 0.11% | – |
| NWSA | New | NEWS CORP NEWcl a | $29,386,000 | – | 1,895,873 | – | 0.11% | – |
| FHN | New | FIRST HORIZON NATL CORP | $29,451,000 | – | 1,650,848 | – | 0.11% | – |
| FBP | New | FIRST BANCORP P R | $27,908,000 | – | 3,648,065 | – | 0.10% | – |
| TPC | New | TUTOR PERINI CORP | $27,465,000 | – | 1,488,609 | – | 0.10% | – |
| BSIG | New | BRIGHTSPHERE INVESTMNT GRP P | $23,881,000 | – | 1,674,712 | – | 0.09% | – |
| MLR | New | MILLER INDS INC TENN | $23,985,000 | – | 938,739 | – | 0.09% | – |
| TCF | New | TCF FINL CORP | $23,196,000 | – | 942,160 | – | 0.09% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $22,258,000 | – | 456,108 | – | 0.08% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $22,025,000 | – | 857,669 | – | 0.08% | – |
| NINE | New | NINE ENERGY SVC INC | $20,959,000 | – | 632,828 | – | 0.08% | – |
| CLNY | New | COLONY CAP INC NEW | $21,071,000 | – | 3,376,755 | – | 0.08% | – |
| PBF | New | PBF ENERGY INCcl a | $20,117,000 | – | 479,780 | – | 0.08% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $19,720,000 | – | 4,362,747 | – | 0.07% | – |
| IVC | New | INVACARE CORP | $17,846,000 | – | 959,437 | – | 0.07% | – |
| FLR | New | FLUOR CORP NEW | $16,868,000 | – | 345,800 | – | 0.06% | – |
| Y | New | ALLEGHANY CORP DEL | $16,065,000 | – | 27,940 | – | 0.06% | – |
| CAR | New | AVIS BUDGET GROUP | $15,663,000 | – | 481,950 | – | 0.06% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $15,586,000 | – | 384,935 | – | 0.06% | – |
| NPO | New | ENPRO INDS INC | $15,369,000 | – | 219,708 | – | 0.06% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $15,031,000 | – | 536,836 | – | 0.06% | – |
| KSS | New | KOHLS CORP | $15,106,000 | – | 207,222 | – | 0.06% | – |
| AFI | New | ARMSTRONG FLOORING INC | $13,677,000 | – | 974,162 | – | 0.05% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $13,660,000 | – | 216,818 | – | 0.05% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $13,558,000 | – | 1,060,068 | – | 0.05% | – |
| KEGX | New | KEY ENERGY SVCS INC DEL | $13,418,000 | – | 826,230 | – | 0.05% | – |
| KFY | New | KORN FERRY INTL | $12,979,000 | – | 209,568 | – | 0.05% | – |
| VLY | New | VALLEY NATL BANCORP | $10,289,000 | – | 846,100 | – | 0.04% | – |
| LBC | New | LUTHER BURBANK CORP | $8,885,000 | – | 772,305 | – | 0.03% | – |
| BCS | New | BARCLAYS PLCadr | $8,365,000 | – | 834,021 | – | 0.03% | – |
| HSON | New | HUDSON GLOBAL INC | $8,500,000 | – | 5,247,178 | – | 0.03% | – |
| BKU | New | BANKUNITED INC | $8,227,000 | – | 201,400 | – | 0.03% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $7,322,000 | – | 23,830 | – | 0.03% | – |
| FITB | New | FIFTH THIRD BANCORP | $6,998,000 | – | 243,850 | – | 0.03% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $6,769,000 | – | 166,318 | – | 0.03% | – |
| QES | New | QUINTANA ENERGY SVCS INC | $5,999,000 | – | 708,313 | – | 0.02% | – |
| UPLCQ | New | ULTRA PETROLEUM CORP | $4,243,000 | – | 1,836,654 | – | 0.02% | – |
| FRAN | New | FRANCESCAS HLDGS CORP | $4,249,000 | – | 562,733 | – | 0.02% | – |
| GPORQ | New | GULFPORT ENERGY CORP | $4,147,000 | – | 329,929 | – | 0.02% | – |
| CLNC | New | COLONY CR REAL ESTATE INC | $3,894,000 | – | 187,860 | – | 0.02% | – |
| MSGN | New | MSG NETWORK INCcl a | $4,015,000 | – | 167,637 | – | 0.02% | – |
| GBX | New | GREENBRIER COS INC | $3,850,000 | – | 72,988 | – | 0.02% | – |
| BKH | New | BLACK HILLS CORP | $3,845,000 | – | 62,823 | – | 0.02% | – |
| DRQ | New | DRIL-QUIP INC | $3,863,000 | – | 75,148 | – | 0.02% | – |
| MBIN | New | MERCHANTS BANCORP IND | $3,647,000 | – | 127,841 | – | 0.01% | – |
| NWE | New | NORTHWESTERN CORP | $3,839,000 | – | 67,065 | – | 0.01% | – |
| LXFT | New | LUXOFT HLDG INC | $3,684,000 | – | 99,972 | – | 0.01% | – |
| SYNA | New | SYNAPTICS INC | $3,814,000 | – | 75,724 | – | 0.01% | – |
| GHL | New | GREENHILL & CO INC | $3,641,000 | – | 128,221 | – | 0.01% | – |
| QEP | New | QEP RES INC | $3,714,000 | – | 302,945 | – | 0.01% | – |
| SWN | New | SOUTHWESTERN ENERGY CO | $3,739,000 | – | 705,381 | – | 0.01% | – |
| MDP | New | MEREDITH CORP | $3,615,000 | – | 70,882 | – | 0.01% | – |
| CRUS | New | CIRRUS LOGIC INC | $3,619,000 | – | 94,407 | – | 0.01% | – |
| DFIN | New | DONNELLEY FINL SOLUTIONS INC | $3,645,000 | – | 209,866 | – | 0.01% | – |
| SM | New | SM ENERGY CO | $3,784,000 | – | 147,313 | – | 0.01% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $3,660,000 | – | 205,050 | – | 0.01% | – |
| CCS | New | CENTURY CMNTYS INC | $3,612,000 | – | 114,492 | – | 0.01% | – |
| REX | New | REX AMERICAN RESOURCES CORP | $3,588,000 | – | 44,311 | – | 0.01% | – |
| OII | New | OCEANEERING INTL INC | $3,601,000 | – | 141,455 | – | 0.01% | – |
| SR | New | SPIRE INC | $3,790,000 | – | 53,650 | – | 0.01% | – |
| MGLN | New | MAGELLAN HEALTH INC | $3,668,000 | – | 38,233 | – | 0.01% | – |
| RRC | New | RANGE RES CORP | $3,651,000 | – | 218,223 | – | 0.01% | – |
| PMT | New | PENNYMAC MTG INVT TR | $3,614,000 | – | 190,332 | – | 0.01% | – |
| CPLA | New | CAPELLA EDUCATION COMPANY | $3,832,000 | – | 38,823 | – | 0.01% | – |
| PNM | New | PNM RES INC | $3,835,000 | – | 98,582 | – | 0.01% | – |
| CPE | New | CALLON PETE CO DEL | $3,696,000 | – | 344,168 | – | 0.01% | – |
| CFFN | New | CAPITOL FED FINL INC | $3,494,000 | – | 265,536 | – | 0.01% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $3,349,000 | – | 144,365 | – | 0.01% | – |
| LAD | New | LITHIA MTRS INCcl a | $3,357,000 | – | 35,495 | – | 0.01% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $3,539,000 | – | 256,255 | – | 0.01% | – |
| SYNT | New | SYNTEL INC | $3,448,000 | – | 107,446 | – | 0.01% | – |
| BIG | New | BIG LOTS INC | $3,508,000 | – | 83,957 | – | 0.01% | – |
| EFC | New | ELLINGTON FINANCIAL LLC | $3,517,000 | – | 225,289 | – | 0.01% | – |
| LM | New | LEGG MASON INC | $3,409,000 | – | 98,165 | – | 0.01% | – |
| AVA | New | AVISTA CORP | $3,519,000 | – | 66,826 | – | 0.01% | – |
| ORIT | New | ORITANI FINL CORP DEL | $3,399,000 | – | 209,819 | – | 0.01% | – |
| KNL | New | KNOLL INC | $3,559,000 | – | 171,034 | – | 0.01% | – |
| NFBK | New | NORTHFIELD BANCORP INC DEL | $3,505,000 | – | 210,915 | – | 0.01% | – |
| SANM | New | SANMINA CORPORATION | $3,436,000 | – | 117,256 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,370,000 | – | 232,400 | – | 0.01% | – |
| FHI | New | FEDERATED INVS INC PAcl b | $3,424,000 | – | 146,821 | – | 0.01% | – |
| LION | New | FIDELITY SOUTHERN CORP NEW | $3,546,000 | – | 139,566 | – | 0.01% | – |
| FISI | New | FINANCIAL INSTNS INC | $3,511,000 | – | 106,728 | – | 0.01% | – |
| VEC | New | VECTRUS INC | $3,397,000 | – | 110,206 | – | 0.01% | – |
| PLAB | New | PHOTRONICS INC | $3,378,000 | – | 423,599 | – | 0.01% | – |
| NLS | New | NAUTILUS INC | $3,507,000 | – | 223,347 | – | 0.01% | – |
| AVX | New | AVX CORP NEW | $3,562,000 | – | 227,312 | – | 0.01% | – |
| SND | New | SMART SAND INC | $3,459,000 | – | 651,475 | – | 0.01% | – |
| FSB | New | FRANKLIN FINL NETWORK INC | $3,578,000 | – | 95,169 | – | 0.01% | – |
| NHC | New | NATIONAL HEALTHCARE CORP | $3,572,000 | – | 50,760 | – | 0.01% | – |
| LOCO | New | EL POLLO LOCO HLDGS INC | $3,317,000 | – | 291,003 | – | 0.01% | – |
| SPKE | New | SPARK ENERGY INC | $3,530,000 | – | 362,041 | – | 0.01% | – |
| TUP | New | TUPPERWARE BRANDS CORP | $3,384,000 | – | 82,049 | – | 0.01% | – |
| CTB | New | COOPER TIRE & RUBR CO | $3,536,000 | – | 134,442 | – | 0.01% | – |
| TRMK | New | TRUSTMARK CORP | $3,413,000 | – | 104,598 | – | 0.01% | – |
| AXE | New | ANIXTER INTL INC | $3,488,000 | – | 55,096 | – | 0.01% | – |
| CODI | New | COMPASS DIVERSIFIED HOLDINGSsh ben int | $3,554,000 | – | 205,409 | – | 0.01% | – |
| BRSS | New | GLOBAL BRASS & COPPR HLDGS I | $3,415,000 | – | 108,929 | – | 0.01% | – |
| MLHR | New | MILLER HERMAN INC | $3,474,000 | – | 102,483 | – | 0.01% | – |
| MSBI | New | MIDLAND STS BANCORP INC ILL | $3,575,000 | – | 104,348 | – | 0.01% | – |
| TOWR | New | TOWER INTL INC | $3,579,000 | – | 112,559 | – | 0.01% | – |
| MTOR | New | MERITOR INC | $3,371,000 | – | 163,877 | – | 0.01% | – |
| MTH | New | MERITAGE HOMES CORP | $3,349,000 | – | 76,211 | – | 0.01% | – |
| INT | New | WORLD FUEL SVCS CORP | $3,341,000 | – | 163,689 | – | 0.01% | – |
| EVC | New | ENTRAVISION COMMUNICATIONS Ccl a | $3,540,000 | – | 708,019 | – | 0.01% | – |
| HAFC | New | HANMI FINL CORP | $3,336,000 | – | 117,664 | – | 0.01% | – |
| CLW | New | CLEARWATER PAPER CORP | $3,476,000 | – | 150,485 | – | 0.01% | – |
| TECD | New | TECH DATA CORP | $3,371,000 | – | 41,045 | – | 0.01% | – |
| HA | New | HAWAIIAN HOLDINGS INC | $3,320,000 | – | 92,363 | – | 0.01% | – |
| AB | New | ALLIANCEBERNSTEIN HOLDING LPunit ltd partn | $3,505,000 | – | 122,780 | – | 0.01% | – |
| TMHC | New | TAYLOR MORRISON HOME CORPcl a | $3,461,000 | – | 166,575 | – | 0.01% | – |
| HTH | New | HILLTOP HOLDINGS INC | $3,356,000 | – | 152,043 | – | 0.01% | – |
| HMST | New | HOMESTREET INC | $3,345,000 | – | 124,120 | – | 0.01% | – |
| HOPE | New | HOPE BANCORP INC | $3,395,000 | – | 190,419 | – | 0.01% | – |
| HZN | New | HORIZON GLOBAL CORP | $3,386,000 | – | 568,115 | – | 0.01% | – |
| ALGT | New | ALLEGIANT TRAVEL CO | $3,221,000 | – | 23,184 | – | 0.01% | – |
| WDR | New | WADDELL & REED FINL INCcl a | $3,260,000 | – | 181,417 | – | 0.01% | – |
| CSTE | New | CAESARSTONE LTD | $3,243,000 | – | 214,795 | – | 0.01% | – |
| NAT | New | NORDIC AMERICAN TANKERS LIMI | $3,285,000 | – | 1,225,710 | – | 0.01% | – |
| DCOM | New | DIME CMNTY BANCSHARES | $3,258,000 | – | 167,092 | – | 0.01% | – |
| FFIC | New | FLUSHING FINL CORP | $3,276,000 | – | 125,504 | – | 0.01% | – |
| WAFD | New | WASHINGTON FED INC | $3,314,000 | – | 101,360 | – | 0.01% | – |
| New | COLONY CAP INCnote 3.875% 1/1 | $3,230,000 | – | 3,400,000 | – | 0.01% | – | |
| TEN | New | TENNECO INC | $3,287,000 | – | 74,779 | – | 0.01% | – |
| FG | New | FGL HLDGS | $3,290,000 | – | 392,107 | – | 0.01% | – |
| BLBD | New | BLUE BIRD CORP | $3,117,000 | – | 139,464 | – | 0.01% | – |
| SMCI | New | SUPER MICRO COMPUTER INC | $3,202,000 | – | 135,407 | – | 0.01% | – |
| RMP | New | RICE MIDSTREAM PARTNERS LPunit ltd partn | $3,207,000 | – | 188,426 | – | 0.01% | – |
| RCII | New | RENT A CTR INC NEW | $3,166,000 | – | 215,070 | – | 0.01% | – |
| SCS | New | STEELCASE INCcl a | $3,234,000 | – | 239,555 | – | 0.01% | – |
| NAVI | New | NAVIENT CORPORATION | $3,280,000 | – | 251,710 | – | 0.01% | – |
| SJI | New | SOUTH JERSEY INDS INC | $2,957,000 | – | 88,341 | – | 0.01% | – |
| UNFI | New | UNITED NAT FOODS INC | $2,826,000 | – | 66,250 | – | 0.01% | – |
| NWN | New | NORTHWEST NAT GAS CO | $2,838,000 | – | 44,480 | – | 0.01% | – |
| APOG | New | APOGEE ENTERPRISES INC | $2,875,000 | – | 59,677 | – | 0.01% | – |
| REVG | New | REV GROUP INC | $2,964,000 | – | 174,231 | – | 0.01% | – |
| CNXN | New | PC CONNECTION INC | $2,824,000 | – | 85,072 | – | 0.01% | – |
| ESTE | New | EARTHSTONE ENERGY INCcl a | $2,837,000 | – | 320,619 | – | 0.01% | – |
| SCSC | New | SCANSOURCE INC | $2,761,000 | – | 68,515 | – | 0.01% | – |
| IBOC | New | INTERNATIONAL BANCSHARES COR | $2,610,000 | – | 60,978 | – | 0.01% | – |
| IOSP | New | INNOSPEC INC | $2,658,000 | – | 34,716 | – | 0.01% | – |
| NSIT | New | INSIGHT ENTERPRISES INC | $2,640,000 | – | 53,960 | – | 0.01% | – |
| BHE | New | BENCHMARK ELECTRS INC | $2,661,000 | – | 91,272 | – | 0.01% | – |
| HY | New | HYSTER YALE MATLS HANDLING Icl a | $2,554,000 | – | 39,757 | – | 0.01% | – |
| SAFM | New | SANDERSON FARMS INC | $2,724,000 | – | 25,903 | – | 0.01% | – |
| CVGI | New | COMMERCIAL VEH GROUP INC | $2,664,000 | – | 362,875 | – | 0.01% | – |
| CTBI | New | COMMUNITY TR BANCORP INC | $2,583,000 | – | 51,717 | – | 0.01% | – |
| CMP | New | COMPASS MINERALS INTL INC | $2,586,000 | – | 39,338 | – | 0.01% | – |
| TRST | New | TRUSTCO BK CORP N Y | $2,660,000 | – | 298,890 | – | 0.01% | – |
| SPWH | New | SPORTSMANS WHSE HLDGS INC | $2,574,000 | – | 502,780 | – | 0.01% | – |
| CPS | New | COOPER STD HLDGS INC | $2,562,000 | – | 19,603 | – | 0.01% | – |
| SAVE | New | SPIRIT AIRLS INC | $2,541,000 | – | 69,890 | – | 0.01% | – |
| GME | New | GAMESTOP CORP NEWcl a | $2,773,000 | – | 190,306 | – | 0.01% | – |
| DAKT | New | DAKTRONICS INC | $2,659,000 | – | 312,425 | – | 0.01% | – |
| MUSA | New | MURPHY USA INC | $2,769,000 | – | 37,271 | – | 0.01% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $2,639,000 | – | 147,903 | – | 0.01% | – |
| EGOV | New | NIC INC | $2,654,000 | – | 170,666 | – | 0.01% | – |
| FF | New | FUTUREFUEL CORPORATION | $2,646,000 | – | 188,871 | – | 0.01% | – |
| NPK | New | NATIONAL PRESTO INDS INC | $2,744,000 | – | 22,129 | – | 0.01% | – |
| PLXS | New | PLEXUS CORP | $2,619,000 | – | 43,988 | – | 0.01% | – |
| INBK | New | FIRST INTERNET BANCORP | $2,681,000 | – | 78,609 | – | 0.01% | – |
| NYRT | New | NEW YORK REIT INC | $2,577,000 | – | 141,270 | – | 0.01% | – |
| VCTR | New | VICTORY CAP HLDGS INC | $2,611,000 | – | 246,760 | – | 0.01% | – |
| VSH | New | VISHAY INTERTECHNOLOGY INC | $2,575,000 | – | 110,978 | – | 0.01% | – |
| XAN | New | EXANTAS CAP CORP | $2,748,000 | – | 269,980 | – | 0.01% | – |
| DY | New | DYCOM INDS INC | $2,620,000 | – | 27,718 | – | 0.01% | – |
| EBF | New | ENNIS INC | $2,728,000 | – | 134,069 | – | 0.01% | – |
| SLGN | New | SILGAN HOLDINGS INC | $2,618,000 | – | 97,559 | – | 0.01% | – |
| BOJA | New | BOJANGLES INC | $2,653,000 | – | 184,246 | – | 0.01% | – |
| SUP | New | SUPERIOR INDS INTL INC | $2,535,000 | – | 141,637 | – | 0.01% | – |
| WIRE | New | ENCORE WIRE CORP | $2,551,000 | – | 53,763 | – | 0.01% | – |
| KELYA | New | KELLY SVCS INCcl a | $2,595,000 | – | 115,601 | – | 0.01% | – |
| SYKE | New | SYKES ENTERPRISES INC | $2,649,000 | – | 92,052 | – | 0.01% | – |
| BMRC | New | BANK OF MARIN BANCORP | $2,683,000 | – | 33,186 | – | 0.01% | – |
| STC | New | STEWART INFORMATION SVCS COR | $2,642,000 | – | 61,341 | – | 0.01% | – |
| ABG | New | ASBURY AUTOMOTIVE GROUP INC | $2,566,000 | – | 37,433 | – | 0.01% | – |
| BGS | New | B & G FOODS INC NEW | $2,671,000 | – | 89,326 | – | 0.01% | – |
| MTRX | New | MATRIX SVC CO | $2,613,000 | – | 142,371 | – | 0.01% | – |
| HOFT | New | HOOKER FURNITURE CORP | $2,653,000 | – | 56,559 | – | 0.01% | – |
| SCL | New | STEPAN CO | $2,754,000 | – | 35,303 | – | 0.01% | – |
| VIVO | New | MERIDIAN BIOSCIENCE INC | $2,704,000 | – | 170,072 | – | 0.01% | – |
| TVTY | New | TIVITY HEALTH INC | $2,768,000 | – | 78,625 | – | 0.01% | – |
| MEI | New | METHODE ELECTRS INC | $2,586,000 | – | 64,169 | – | 0.01% | – |
| MBI | New | MBIA INC | $2,499,000 | – | 276,490 | – | 0.01% | – |
| HURC | New | HURCO COMPANIES INC | $2,434,000 | – | 54,383 | – | 0.01% | – |
| MYRG | New | MYR GROUP INC DEL | $2,470,000 | – | 69,659 | – | 0.01% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $2,491,000 | – | 42,844 | – | 0.01% | – |
| TSLA | New | TESLA INCput | $2,480,000 | – | 38,000 | – | 0.01% | – |
| TPRE | New | THIRD PT REINS LTD | $2,412,000 | – | 192,950 | – | 0.01% | – |
| PRA | New | PROASSURANCE CORP | $2,463,000 | – | 69,466 | – | 0.01% | – |
| MSTR | New | MICROSTRATEGY INCcl a new | $2,437,000 | – | 19,077 | – | 0.01% | – |
| WNC | New | WABASH NATL CORP | $2,500,000 | – | 133,958 | – | 0.01% | – |
| BXG | New | BLUEGREEN VACATIONS CORP | $2,392,000 | – | 100,484 | – | 0.01% | – |
| NHTC | New | NATURAL HEALTH TRENDS CORP | $2,380,000 | – | 95,121 | – | 0.01% | – |
| RGR | New | STURM RUGER & CO INC | $2,469,000 | – | 44,088 | – | 0.01% | – |
| MHO | New | M/I HOMES INC | $2,371,000 | – | 89,539 | – | 0.01% | – |
| WCC | New | WESCO INTL INC | $2,337,000 | – | 40,925 | – | 0.01% | – |
| MPAA | New | MOTORCAR PTS AMER INC | $2,309,000 | – | 123,416 | – | 0.01% | – |
| QTNA | New | QUANTENNA COMMUNICATIONS INC | $2,498,000 | – | 160,768 | – | 0.01% | – |
| CSGS | New | CSG SYS INTL INC | $2,411,000 | – | 59,001 | – | 0.01% | – |
| IDT | New | IDT CORPcl b new | $2,392,000 | – | 425,549 | – | 0.01% | – |
| TTMI | New | TTM TECHNOLOGIES INC | $2,489,000 | – | 141,207 | – | 0.01% | – |
| HWKN | New | HAWKINS INC | $2,483,000 | – | 70,250 | – | 0.01% | – |
| TAST | New | CARROLS RESTAURANT GROUP INC | $2,011,000 | – | 135,451 | – | 0.01% | – |
| CRCQQ | New | CALIFORNIA RES CORP | $2,082,000 | – | 45,827 | – | 0.01% | – |
| DNRCQ | New | DENBURY RES INC | $2,009,000 | – | 417,592 | – | 0.01% | – |
| DOFSQ | New | DIAMOND OFFSHORE DRILLING IN | $2,105,000 | – | 100,898 | – | 0.01% | – |
| PBFX | New | PBF LOGISTICS LPunit ltd ptnr | $2,080,000 | – | 99,065 | – | 0.01% | – |
| DLTH | New | DULUTH HLDGS INC | $2,166,000 | – | 91,047 | – | 0.01% | – |
| DGII | New | DIGI INTL INC | $2,005,000 | – | 151,861 | – | 0.01% | – |
| PLPC | New | PREFORMED LINE PRODS CO | $2,049,000 | – | 23,079 | – | 0.01% | – |
| SXCP | New | SUNCOKE ENERGY PARTNERS L P | $2,165,000 | – | 144,343 | – | 0.01% | – |
| NXST | New | NEXSTAR MEDIA GROUP INCcl a | $1,816,000 | – | 24,739 | – | 0.01% | – |
| ALE | New | ALLETE INC | $1,892,000 | – | 24,443 | – | 0.01% | – |
| AMBC | New | AMBAC FINL GROUP INC | $1,737,000 | – | 87,502 | – | 0.01% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLD | $1,769,000 | – | 49,142 | – | 0.01% | – |
| AVD | New | AMERICAN VANGUARD CORP | $1,769,000 | – | 77,086 | – | 0.01% | – |
| AQ | New | AQUANTIA CORP | $1,783,000 | – | 153,949 | – | 0.01% | – |
| BHB | New | BAR HBR BANKSHARES | $1,729,000 | – | 57,091 | – | 0.01% | – |
| CNXM | New | CNX MIDSTREAM PARTNERS LP | $1,797,000 | – | 92,692 | – | 0.01% | – |
| CARS | New | CARS COM INC | $1,963,000 | – | 69,154 | – | 0.01% | – |
| CAKE | New | CHEESECAKE FACTORY INC | $1,807,000 | – | 32,820 | – | 0.01% | – |
| MCF | New | CONTANGO OIL & GAS COMPANY | $1,909,000 | – | 336,128 | – | 0.01% | – |
| DFODQ | New | DEAN FOODS CO NEW | $1,900,000 | – | 180,745 | – | 0.01% | – |
| DLX | New | DELUXE CORP | $1,756,000 | – | 26,519 | – | 0.01% | – |
| EE | New | EL PASO ELEC CO | $1,754,000 | – | 29,684 | – | 0.01% | – |
| EBS | New | EMERGENT BIOSOLUTIONS INC | $1,777,000 | – | 35,192 | – | 0.01% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $1,774,000 | – | 44,135 | – | 0.01% | – |
| ETM | New | ENTERCOM COMMUNICATIONS CORPcl a | $1,905,000 | – | 252,263 | – | 0.01% | – |
| PLUS | New | EPLUS INC | $1,785,000 | – | 18,971 | – | 0.01% | – |
| ESL | New | ESTERLINE TECHNOLOGIES CORP | $1,778,000 | – | 24,094 | – | 0.01% | – |
| ETH | New | ETHAN ALLEN INTERIORS INC | $1,806,000 | – | 73,728 | – | 0.01% | – |
| FLXS | New | FLEXSTEEL INDS INC | $1,793,000 | – | 44,932 | – | 0.01% | – |
| THRM | New | GENTHERM INC | $1,841,000 | – | 46,840 | – | 0.01% | – |
| GLT | New | GLATFELTER | $1,899,000 | – | 96,925 | – | 0.01% | – |
| GHM | New | GRAHAM CORP | $1,735,000 | – | 67,205 | – | 0.01% | – |
| HUBG | New | HUB GROUP INCcl a | $1,771,000 | – | 35,557 | – | 0.01% | – |
| IIIN | New | INSTEEL INDUSTRIES INC | $1,769,000 | – | 52,953 | – | 0.01% | – |
| KFRC | New | KFORCE INC | $1,741,000 | – | 50,745 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $1,963,000 | – | 23,000 | – | 0.01% | – |
| LOB | New | LIVE OAK BANCSHARES INC | $1,807,000 | – | 58,963 | – | 0.01% | – |
| LDL | New | LYDALL INC DEL | $1,823,000 | – | 41,774 | – | 0.01% | – |
| MCS | New | MARCUS CORP | $1,858,000 | – | 57,179 | – | 0.01% | – |
| NTGR | New | NETGEAR INC | $1,748,000 | – | 27,962 | – | 0.01% | – |
| ACCO | New | ACCO BRANDS CORP | $1,841,000 | – | 132,948 | – | 0.01% | – |
| NRIM | New | NORTHRIM BANCORP INC | $1,785,000 | – | 45,130 | – | 0.01% | – |
| PCSB | New | PCSB FINL CORP | $1,751,000 | – | 88,143 | – | 0.01% | – |
| PGC | New | PEAPACK-GLADSTONE FINL CORP | $1,759,000 | – | 50,864 | – | 0.01% | – |
| RBB | New | RBB BANCORP | $1,781,000 | – | 55,460 | – | 0.01% | – |
| RBBN | New | RIBBON COMMUNICATIONS INC | $1,902,000 | – | 267,132 | – | 0.01% | – |
| SCHL | New | SCHOLASTIC CORP | $1,760,000 | – | 39,730 | – | 0.01% | – |
| SBT | New | STERLING BANCORP INC | $1,744,000 | – | 130,521 | – | 0.01% | – |
| SPH | New | SUBURBAN PROPANE PARTNERS Lunit ltd partn | $1,781,000 | – | 75,807 | – | 0.01% | – |
| TALO | New | TALOS ENERGY INC | $1,880,000 | – | 58,500 | – | 0.01% | – |
| UTL | New | UNITIL CORP | $1,872,000 | – | 36,675 | – | 0.01% | – |
| VREX | New | VAREX IMAGING CORP | $1,772,000 | – | 47,787 | – | 0.01% | – |
| VLGEA | New | VILLAGE SUPER MKT INCcl a new | $1,759,000 | – | 59,724 | – | 0.01% | – |
| ZAGG | New | ZAGG INC | $1,795,000 | – | 103,767 | – | 0.01% | – |
| RDC | New | ROWAN COMPANIES PLC | $1,840,000 | – | 113,446 | – | 0.01% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $1,772,000 | – | 1,954 | – | 0.01% | – |
| SGH | New | SMART GLOBAL HLDGS INC | $1,711,000 | – | 53,678 | – | 0.01% | – |
| ANIK | New | ANIKA THERAPEUTICS INC | $1,592,000 | – | 49,751 | – | 0.01% | – |
| AEIS | New | ADVANCED ENERGY INDS | $1,661,000 | – | 28,586 | – | 0.01% | – |
| ANCX | New | ACCESS NATL CORP | $1,683,000 | – | 58,851 | – | 0.01% | – |
| CATY | New | CATHAY GEN BANCORP | $1,679,000 | – | 41,467 | – | 0.01% | – |
| LZB | New | LA Z BOY INC | $1,717,000 | – | 56,116 | – | 0.01% | – |
| ATRO | New | ASTRONICS CORP | $1,719,000 | – | 47,799 | – | 0.01% | – |
| CSS | New | CSS INDS INC | $1,659,000 | – | 98,185 | – | 0.01% | – |
| TCBK | New | TRICO BANCSHARES | $1,702,000 | – | 45,452 | – | 0.01% | – |
| LGIH | New | LGI HOMES INC | $1,690,000 | – | 29,277 | – | 0.01% | – |
| MTX | New | MINERALS TECHNOLOGIES INC | $1,720,000 | – | 22,828 | – | 0.01% | – |
| RGP | New | RESOURCES CONNECTION INC | $1,701,000 | – | 100,629 | – | 0.01% | – |
| ICHR | New | ICHOR HOLDINGS | $1,532,000 | – | 72,193 | – | 0.01% | – |
| GPX | New | GP STRATEGIES CORP | $1,613,000 | – | 91,657 | – | 0.01% | – |
| NAVG | New | NAVIGATORS GROUP INC | $1,686,000 | – | 29,582 | – | 0.01% | – |
| INWK | New | INNERWORKINGS INC | $1,653,000 | – | 190,168 | – | 0.01% | – |
| UFPI | New | UNIVERSAL FST PRODS INC | $1,652,000 | – | 45,119 | – | 0.01% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $1,716,000 | – | 100,410 | – | 0.01% | – |
| OZM | New | OCH ZIFF CAP MGMT GROUPcl a | $1,618,000 | – | 838,550 | – | 0.01% | – |
| HGV | New | HILTON GRAND VACATIONS INC | $1,591,000 | – | 45,861 | – | 0.01% | – |
| NCI | New | NAVIGANT CONSULTING INC | $1,623,000 | – | 73,324 | – | 0.01% | – |
| HIBB | New | HIBBETT SPORTS INC | $1,653,000 | – | 72,185 | – | 0.01% | – |
| FCN | New | FTI CONSULTING INC | $1,704,000 | – | 28,178 | – | 0.01% | – |
| MLI | New | MUELLER INDS INC | $1,694,000 | – | 57,408 | – | 0.01% | – |
| DAN | New | DANA INCORPORATED | $1,615,000 | – | 79,997 | – | 0.01% | – |
| WSBF | New | WATERSTONE FINL INC MD | $1,691,000 | – | 99,199 | – | 0.01% | – |
| CUBI | New | CUSTOMERS BANCORP INC | $1,623,000 | – | 57,187 | – | 0.01% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $1,700,000 | – | 197,925 | – | 0.01% | – |
| MOV | New | MOVADO GROUP INC | $1,715,000 | – | 35,515 | – | 0.01% | – |
| GTN | New | GRAY TELEVISION INC | $1,197,000 | – | 75,789 | – | 0.01% | – |
| PKOH | New | PARK OHIO HLDGS CORP | $1,396,000 | – | 37,426 | – | 0.01% | – |
| EPEGQ | New | EP ENERGY CORPcl a | $957,000 | – | 319,016 | – | 0.00% | – |
| ESV | New | ENSCO PLC | $985,000 | – | 135,735 | – | 0.00% | – |
| CBZ | New | CBIZ INC | $1,047,000 | – | 45,537 | – | 0.00% | – |
| IRBT | New | IROBOT CORP | $939,000 | – | 12,388 | – | 0.00% | – |
| AMN | New | AMN HEALTHCARE SERVICES INC | $971,000 | – | 16,577 | – | 0.00% | – |
| BBSI | New | BARRETT BUSINESS SERVICES IN | $1,005,000 | – | 10,409 | – | 0.00% | – |
| EAT | New | BRINKER INTL INC | $975,000 | – | 20,476 | – | 0.00% | – |
| SRI | New | STONERIDGE INC | $1,136,000 | – | 32,342 | – | 0.00% | – |
| RUTH | New | RUTHS HOSPITALITY GROUP INC | $995,000 | – | 35,466 | – | 0.00% | – |
| STI | New | SUNTRUST BKS INC | $1,109,000 | – | 16,800 | – | 0.00% | – |
| LXFR | New | LUXFER HOLDINGS PLC | $1,006,000 | – | 57,536 | – | 0.00% | – |
| THFF | New | FIRST FINL CORP IND | $914,000 | – | 20,151 | – | 0.00% | – |
| FBIZ | New | FIRST BUS FINL SVCS INC WIS | $901,000 | – | 34,636 | – | 0.00% | – |
| ALG | New | ALAMO GROUP INC | $851,000 | – | 9,414 | – | 0.00% | – |
| ERI | New | ELDORADO RESORTS INC | $803,000 | – | 20,534 | – | 0.00% | – |
| EMCI | New | EMC INS GROUP INC | $927,000 | – | 33,358 | – | 0.00% | – |
| CMT | New | CORE MOLDING TECHNOLOGIES IN | $730,000 | – | 51,141 | – | 0.00% | – |
| WTBA | New | WEST BANCORPORATION INCcap stk | $848,000 | – | 33,735 | – | 0.00% | – |
| WABC | New | WESTAMERICA BANCORPORATION | $847,000 | – | 14,984 | – | 0.00% | – |
| CMTL | New | COMTECH TELECOMMUNICATIONS C | $886,000 | – | 27,806 | – | 0.00% | – |
| CLF | New | CLEVELAND CLIFFS INC | $872,000 | – | 103,492 | – | 0.00% | – |
| CHCO | New | CITY HLDG CO | $867,000 | – | 11,524 | – | 0.00% | – |
| CARO | New | CAROLINA FINL CORP NEW | $900,000 | – | 20,978 | – | 0.00% | – |
| CAC | New | CAMDEN NATL CORP | $886,000 | – | 19,379 | – | 0.00% | – |
| CVRR | New | CVR REFNG LP | $856,000 | – | 38,287 | – | 0.00% | – |
| BLDR | New | BUILDERS FIRSTSOURCE INC | $826,000 | – | 45,149 | – | 0.00% | – |
| BRKL | New | BROOKLINE BANCORP INC DEL | $870,000 | – | 46,765 | – | 0.00% | – |
| BGGSQ | New | BRIGGS & STRATTON CORP | $836,000 | – | 47,480 | – | 0.00% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $909,000 | – | 20,407 | – | 0.00% | – |
| BDGE | New | BRIDGE BANCORP INC | $872,000 | – | 24,258 | – | 0.00% | – |
| BECN | New | BEACON ROOFING SUPPLY INC | $875,000 | – | 20,520 | – | 0.00% | – |
| SASR | New | SANDY SPRING BANCORP INC | $855,000 | – | 20,839 | – | 0.00% | – |
| ORRF | New | ORRSTOWN FINL SVCS INC | $856,000 | – | 32,942 | – | 0.00% | – |
| ONB | New | OLD NATL BANCORP IND | $885,000 | – | 47,602 | – | 0.00% | – |
| SWM | New | SCHWEITZER-MAUDUIT INTL INC | $896,000 | – | 20,491 | – | 0.00% | – |
| OFG | New | OFG BANCORP | $862,000 | – | 61,324 | – | 0.00% | – |
| SMBC | New | SOUTHERN MO BANCORP INC | $742,000 | – | 19,006 | – | 0.00% | – |
| NCS | New | NCI BUILDING SYS INC | $841,000 | – | 40,027 | – | 0.00% | – |
| TYPE | New | MONOTYPE IMAGING HOLDINGS IN | $823,000 | – | 40,538 | – | 0.00% | – |
| MOD | New | MODINE MFG CO | $862,000 | – | 47,238 | – | 0.00% | – |
| SMP | New | STANDARD MTR PRODS INC | $909,000 | – | 18,809 | – | 0.00% | – |
| SGU | New | STAR GROUP L Punit ltd partnr | $907,000 | – | 92,517 | – | 0.00% | – |
| STBZ | New | STATE BK FINL CORP | $851,000 | – | 25,480 | – | 0.00% | – |
| MOFG | New | MIDWESTONE FINL GROUP INC NE | $899,000 | – | 26,627 | – | 0.00% | – |
| MSL | New | MIDSOUTH BANCORP INC | $846,000 | – | 63,829 | – | 0.00% | – |
| MLP | New | MAUI LD & PINEAPPLE INC | $725,000 | – | 64,700 | – | 0.00% | – |
| MMI | New | MARCUS & MILLICHAP INC | $911,000 | – | 23,342 | – | 0.00% | – |
| STRA | New | STRAYER ED INC | $911,000 | – | 8,063 | – | 0.00% | – |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $886,000 | – | 104,993 | – | 0.00% | – |
| KOP | New | KOPPERS HOLDINGS INC | $807,000 | – | 21,043 | – | 0.00% | – |
| KALU | New | KAISER ALUMINUM CORP | $830,000 | – | 7,970 | – | 0.00% | – |
| ISCA | New | INTERNATIONAL SPEEDWAY CORPcl a | $901,000 | – | 20,150 | – | 0.00% | – |
| HBMD | New | HOWARD BANCORP INC | $880,000 | – | 48,880 | – | 0.00% | – |
| HTBI | New | HOMETRUST BANCSHARES INC | $901,000 | – | 32,004 | – | 0.00% | – |
| HVT | New | HAVERTY FURNITURE INC | $895,000 | – | 41,447 | – | 0.00% | – |
| TGNA | New | TEGNA INC | $879,000 | – | 81,040 | – | 0.00% | – |
| TPX | New | TEMPUR SEALY INTL INC | $838,000 | – | 17,436 | – | 0.00% | – |
| HF | New | HFF INCcl a | $889,000 | – | 25,889 | – | 0.00% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $717,000 | – | 73,192 | – | 0.00% | – |
| TBNK | New | TERRITORIAL BANCORP INC | $794,000 | – | 25,600 | – | 0.00% | – |
| GWB | New | GREAT WESTN BANCORP INC | $837,000 | – | 19,942 | – | 0.00% | – |
| THR | New | THERMON GROUP HLDGS INC | $861,000 | – | 37,658 | – | 0.00% | – |
| TKR | New | TIMKEN CO | $806,000 | – | 18,501 | – | 0.00% | – |
| GHC | New | GRAHAM HLDGS CO | $879,000 | – | 1,500 | – | 0.00% | – |
| ROCK | New | GIBRALTAR INDS INC | $839,000 | – | 22,370 | – | 0.00% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $764,000 | – | 33,866 | – | 0.00% | – |
| GNRC | New | GENERAC HLDGS INC | $863,000 | – | 16,688 | – | 0.00% | – |
| GCP | New | GCP APPLIED TECHNOLOGIES INC | $818,000 | – | 28,239 | – | 0.00% | – |
| UNF | New | UNIFIRST CORP MASS | $866,000 | – | 4,896 | – | 0.00% | – |
| SRCE | New | 1ST SOURCE CORP | $856,000 | – | 16,024 | – | 0.00% | – |
| AMNB | New | AMERICAN NATL BANKSHARES INC | $805,000 | – | 20,118 | – | 0.00% | – |
| FMBH | New | FIRST MID ILL BANCSHARES INC | $880,000 | – | 22,390 | – | 0.00% | – |
| VMI | New | VALMONT INDS INC | $880,000 | – | 5,836 | – | 0.00% | – |
| AROW | New | ARROW FINL CORP | $865,000 | – | 23,751 | – | 0.00% | – |
| RBCAA | New | REPUBLIC BANCORP KYcl a | $877,000 | – | 19,367 | – | 0.00% | – |
| QUAD | New | QUAD / GRAPHICS INC | $919,000 | – | 44,110 | – | 0.00% | – |
| PRIM | New | PRIMORIS SVCS CORP | $869,000 | – | 31,908 | – | 0.00% | – |
| ORM | New | OWENS RLTY MTG INC | $832,000 | – | 49,856 | – | 0.00% | – |
| OI | New | OWENS ILL INC | $822,000 | – | 48,881 | – | 0.00% | – |
| OMI | New | OWENS & MINOR INC NEW | $911,000 | – | 54,490 | – | 0.00% | – |
| OCSI | New | OAKTREE STRATEGIC INCOME COR | $417,000 | – | 49,080 | – | 0.00% | – |
| GBL | New | GAMCO INVESTORS INC | $648,000 | – | 24,197 | – | 0.00% | – |
| AJX | New | GREAT AJAX CORP | $638,000 | – | 48,772 | – | 0.00% | – |
| OCSL | New | OAKTREE SPECIALTY LENDING CO | $493,000 | – | 103,118 | – | 0.00% | – |
| NKSH | New | NATIONAL BANKSHARES INC VA | $650,000 | – | 14,002 | – | 0.00% | – |
| BACWSA | New | BANK AMER CORP*w exp 01/16/201 | $368,000 | – | 22,563 | – | 0.00% | – |
| KEY | New | KEYCORP NEW | $391,000 | – | 20,000 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MN | Exit | MANNING & NAPIER INCcl a | $0 | – | -24,113 | – | 0.00% | – |
| NGVC | Exit | NATURAL GROCERS BY VITAMIN C | $0 | – | -17,097 | – | 0.00% | – |
| PFMT | Exit | PERFORMANT FINL CORP | $0 | – | -28,669 | – | 0.00% | – |
| GRBK | Exit | GREEN BRICK PARTNERS INC | $0 | – | -14,066 | – | -0.00% | – |
| RSO | Exit | RESOURCE CAP CORP | $0 | – | -17,566 | – | -0.00% | – |
| ATW | Exit | ATWOOD OCEANICS INC | $0 | – | -20,181 | – | -0.00% | – |
| SUP | Exit | SUPERIOR INDS INTL INC | $0 | – | -11,185 | – | -0.00% | – |
| ACRE | Exit | ARES COML REAL ESTATE CORP | $0 | – | -13,918 | – | -0.00% | – |
| AMKR | Exit | AMKOR TECHNOLOGY INC | $0 | – | -17,599 | – | -0.00% | – |
| CATO | Exit | CATO CORP NEWcl a | $0 | – | -13,928 | – | -0.00% | – |
| FRAN | Exit | FRANCESCAS HLDGS CORP | $0 | – | -25,261 | – | -0.00% | – |
| RPXC | Exit | RPX CORP | $0 | – | -13,982 | – | -0.00% | – |
| DFODQ | Exit | DEAN FOODS CO NEW | $0 | – | -12,930 | – | -0.00% | – |
| FOSL | Exit | FOSSIL GROUP INC | $0 | – | -19,503 | – | -0.00% | – |
| REGI | Exit | RENEWABLE ENERGY GROUP INC | $0 | – | -11,414 | – | -0.00% | – |
| GHL | Exit | GREENHILL & CO INC | $0 | – | -11,151 | – | -0.00% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -1,150,000 | – | -0.00% | – | |
| RGP | Exit | RESOURCES CONNECTION INC | $0 | – | -13,553 | – | -0.00% | – |
| SND | Exit | SMART SAND INC | $0 | – | -25,859 | – | -0.00% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -10,689 | – | -0.00% | – |
| CFCO | Exit | CF CORP | $0 | – | -16,697 | – | -0.00% | – |
| SONA | Exit | SOUTHERN NATL BANCORP OF VA | $0 | – | -10,858 | – | -0.00% | – |
| XCRA | Exit | XCERRA CORP | $0 | – | -18,869 | – | -0.00% | – |
| MBI | Exit | MBIA INC | $0 | – | -20,932 | – | -0.00% | – |
| OZM | Exit | OCH ZIFF CAP MGMT GROUPcl a | $0 | – | -60,283 | – | -0.00% | – |
| OFG | Exit | OFG BANCORP | $0 | – | -20,516 | – | -0.00% | – |
| MTRX | Exit | MATRIX SVC CO | $0 | – | -12,175 | – | -0.00% | – |
| CVRR | Exit | CVR REFNG LP | $0 | – | -18,754 | – | -0.00% | – |
| TRST | Exit | TRUSTCO BK CORP N Y | $0 | – | -20,403 | – | -0.00% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -16,727 | – | -0.00% | – |
| ORIT | Exit | ORITANI FINL CORP DEL | $0 | – | -11,019 | – | -0.00% | – |
| ACETQ | Exit | ACETO CORP | $0 | – | -16,879 | – | -0.00% | – |
| ACCO | Exit | ACCO BRANDS CORP | $0 | – | -11,462 | – | -0.00% | – |
| HOPE | Exit | HOPE BANCORP INC | $0 | – | -10,543 | – | -0.00% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -22,236 | – | -0.00% | – |
| HIBB | Exit | HIBBETT SPORTS INC | $0 | – | -10,018 | – | -0.00% | – |
| DYN | Exit | DYNEGY INC NEW DEL | $0 | – | -19,122 | – | -0.00% | – |
| SPOK | Exit | SPOK HLDGS INC | $0 | – | -11,826 | – | -0.00% | – |
| ETM | Exit | ENTERCOM COMMUNICATIONS CORPcl a | $0 | – | -16,286 | – | -0.00% | – |
| MSL | Exit | MIDSOUTH BANCORP INC | $0 | – | -11,322 | – | -0.00% | – |
| TPRE | Exit | THIRD PT REINS LTD | $0 | – | -11,864 | – | -0.00% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -20,630 | – | -0.00% | – |
| RYAM | Exit | RAYONIER ADVANCED MATLS INC | $0 | – | -13,543 | – | -0.00% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -52,500 | – | -0.00% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -8,800 | – | -0.00% | – |
| FSFR | Exit | FIFTH STR SR FLOATNG RATE CO | $0 | – | -56,816 | – | -0.00% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -73,317 | – | -0.00% | – |
| BIF | Exit | BOULDER GROWTH & INCOME FD I | $0 | – | -45,500 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -33,866 | – | -0.00% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -6,800 | – | -0.00% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -5,270,000 | – | -0.00% | – | |
| PQUEQ | Exit | PETROQUEST ENERGY INC | $0 | – | -405,193 | – | -0.00% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -48,604 | – | -0.00% | – |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -92,563 | – | -0.01% | – |
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -333,993 | – | -0.01% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -258,801 | – | -0.01% | – |
| FSAM | Exit | FIFTH STR ASSET MGMT INC | $0 | – | -540,531 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -117,400 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -26,200 | – | -0.01% | – |
| KEGX | Exit | KEY ENERGY SVCS INC DEL | $0 | – | -245,240 | – | -0.01% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -168,685 | – | -0.01% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -156,573 | – | -0.01% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -343,908 | – | -0.01% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -88,473 | – | -0.01% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -105,312 | – | -0.02% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -13,288 | – | -0.02% | – |
| CIEIQ | Exit | COBALT INTL ENERGY INC | $0 | – | -4,100,526 | – | -0.02% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,690,116 | – | -0.02% | – |
| BA | Exit | BOEING CO | $0 | – | -24,300 | – | -0.02% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -653,770 | – | -0.03% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -5,232,678 | – | -0.03% | – |
| RELYQ | Exit | REAL IND INC | $0 | – | -4,710,770 | – | -0.03% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -319,750 | – | -0.04% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -791,315 | – | -0.04% | – |
| NYRT | Exit | NEW YORK REIT INC | $0 | – | -1,431,374 | – | -0.04% | – |
| AFI | Exit | ARMSTRONG FLOORING INC | $0 | – | -720,640 | – | -0.04% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -167,938 | – | -0.05% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -786,865 | – | -0.05% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -224,367 | – | -0.05% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -476,435 | – | -0.07% | – |
| MDCA | Exit | MDC PARTNERS INCcl a sub vtg | $0 | – | -1,657,490 | – | -0.07% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -1,190,694 | – | -0.08% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -563,239 | – | -0.08% | – |
| SLM | Exit | SLM CORP | $0 | – | -1,839,040 | – | -0.08% | – |
| SNECQ | Exit | SANCHEZ ENERGY CORP | $0 | – | -4,484,399 | – | -0.08% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -415,439 | – | -0.10% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -682,000 | – | -0.10% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -669,466 | – | -0.10% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -870,200 | – | -0.10% | – |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -989,979 | – | -0.11% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -1,003,049 | – | -0.11% | – |
| EGC | Exit | ENERGY XXI GULF COAST INC | $0 | – | -2,696,670 | – | -0.11% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,174,837 | – | -0.11% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -1,141,132 | – | -0.12% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -5,785,295 | – | -0.12% | – |
| LKSDQ | Exit | LSC COMMUNICATIONS INC | $0 | – | -1,862,836 | – | -0.12% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -1,272,465 | – | -0.13% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -1,909,619 | – | -0.14% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -2,267,167 | – | -0.14% | – |
| MNKKQ | Exit | MALLINCKRODT PUB LTD CO | $0 | – | -969,640 | – | -0.14% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -1,379,004 | – | -0.15% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -864,605 | – | -0.16% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -566,732 | – | -0.16% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -858,363 | – | -0.17% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -3,301,273 | – | -0.17% | – |
| SYF | Exit | SYNCHRONY FINL | $0 | – | -1,427,200 | – | -0.18% | – |
| DIOD | Exit | DIODES INC | $0 | – | -1,486,547 | – | -0.18% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -641,987 | – | -0.18% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -290,265 | – | -0.18% | – |
| SPNV | Exit | SUPERIOR ENERGY SVCS INC | $0 | – | -4,271,900 | – | -0.18% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -602,478 | – | -0.19% | – |
| WFTIQ | Exit | WEATHERFORD INTL PLC | $0 | – | -10,731,300 | – | -0.19% | – |
| GBLI | Exit | GLOBAL INDTY LTD CAYMAN | $0 | – | -1,165,490 | – | -0.20% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -2,763,072 | – | -0.21% | – |
| K | Exit | KELLOGG CO | $0 | – | -852,486 | – | -0.21% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,160,230 | – | -0.21% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -3,477,963 | – | -0.21% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -2,625,210 | – | -0.21% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -1,814,950 | – | -0.22% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -7,576,799 | – | -0.22% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -1,075,215 | – | -0.22% | – |
| FLR | Exit | FLUOR CORP NEW | $0 | – | -1,362,600 | – | -0.23% | – |
| TCF | Exit | TCF FINL CORP | $0 | – | -3,364,524 | – | -0.23% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -1,273,046 | – | -0.23% | – |
| AVT | Exit | AVNET INC | $0 | – | -1,504,584 | – | -0.23% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -1,477,778 | – | -0.24% | – |
| MATX | Exit | MATSON INC | $0 | – | -2,244,912 | – | -0.25% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -2,414,243 | – | -0.26% | – |
| FI | Exit | FRANKS INTL N V | $0 | – | -9,096,428 | – | -0.28% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -1,870,365 | – | -0.29% | – |
| PPL | Exit | PPL CORP | $0 | – | -1,997,296 | – | -0.30% | – |
| KBR | Exit | KBR INC | $0 | – | -4,293,630 | – | -0.30% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -2,664,031 | – | -0.31% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -1,749,322 | – | -0.33% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -3,310,694 | – | -0.33% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -274,772 | – | -0.34% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -2,588,483 | – | -0.34% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -1,062,384 | – | -0.35% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -2,000,400 | – | -0.38% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -2,236,706 | – | -0.39% | – |
| CJ | Exit | C&J ENERGY SVCS INC NEW | $0 | – | -3,331,707 | – | -0.39% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -1,398,443 | – | -0.40% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,765,798 | – | -0.41% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -1,356,761 | – | -0.41% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -4,605,480 | – | -0.42% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -531,766 | – | -0.47% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -1,730,607 | – | -0.47% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -2,835,452 | – | -0.52% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -30,237,692 | – | -0.54% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -5,993,000 | – | -0.57% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -1,130,848 | – | -0.58% | – |
| DISCK | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -7,362,821 | – | -0.59% | – |
| MFGP | Exit | MICRO FOCUS INTERNATIONAL PLspon adr new | $0 | – | -4,804,903 | – | -0.60% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -28,255,537 | – | -0.61% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -1,336,964 | – | -0.62% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -3,281,697 | – | -0.63% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -12,351,525 | – | -0.67% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -2,236,797 | – | -0.68% | – |
| ADNT | Exit | ADIENT PLC | $0 | – | -2,083,291 | – | -0.69% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -1,012,095 | – | -0.70% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -7,988,464 | – | -0.71% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -2,362,634 | – | -0.73% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -8,795,363 | – | -0.81% | – |
| ANDV | Exit | ANDEAVOR | $0 | – | -2,074,700 | – | -0.84% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -3,750,495 | – | -0.86% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,293,104 | – | -0.86% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -6,205,557 | – | -0.88% | – |
| NOV | Exit | NATIONAL OILWELL VARCO INC | $0 | – | -6,336,990 | – | -0.89% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -7,015,995 | – | -0.92% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -4,150,760 | – | -0.93% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -4,564,688 | – | -0.96% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -31,012,347 | – | -0.97% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -7,067,724 | – | -1.07% | – |
| TRV | Exit | TRAVELERS COMPANIES INC | $0 | – | -2,319,507 | – | -1.12% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -19,323,810 | – | -1.12% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -5,863,945 | – | -1.15% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -10,841,595 | – | -1.22% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,329,195 | – | -1.24% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -5,407,992 | – | -1.29% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -8,416,927 | – | -1.35% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -8,970,725 | – | -1.43% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -14,329,470 | – | -1.50% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -5,904,200 | – | -1.50% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -31,850,459 | – | -1.51% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -4,111,444 | – | -1.55% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -18,729,826 | – | -1.57% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -10,127,954 | – | -1.64% | – |
| HES | Exit | HESS CORP | $0 | – | -9,206,402 | – | -1.70% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -11,470,644 | – | -1.71% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,393,810 | – | -1.79% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWsponsored adr | $0 | – | -16,097,237 | – | -1.80% | – |
| APA | Exit | APACHE CORP | $0 | – | -10,243,914 | – | -1.85% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -11,885,205 | – | -1.89% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -6,317,935 | – | -2.11% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -41,191,926 | – | -2.20% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,503,956 | – | -2.32% | – |
| GLW | Exit | CORNING INC | $0 | – | -20,609,175 | – | -2.43% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -114,238,889 | – | -2.59% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -26,061,431 | – | -2.60% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -14,925,010 | – | -2.84% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -13,651,150 | – | -2.97% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -10,258,297 | – | -3.01% | – |
| C | Exit | CITIGROUP INC | $0 | – | -12,176,798 | – | -3.49% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -16,421,985 | – | -3.97% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -80,484,863 | – | -4.66% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPE | Buy | HEWLETT PACKARD ENTERPRISE C | $1,183,932,000 | +6.0% | 80,484,863 | +19.5% | 4.66% | +4.0% |
| AIG | Buy | AMERICAN INTL GROUP INC | $1,008,146,000 | +2.2% | 16,421,985 | +4.1% | 3.97% | +0.3% |
| C | Sell | CITIGROUP INC | $885,740,000 | -9.4% | 12,176,798 | -16.7% | 3.49% | -11.1% |
| MSFT | Buy | MICROSOFT CORP | $764,141,000 | +14.3% | 10,258,297 | +5.8% | 3.01% | +12.2% |
| WFC | Buy | WELLS FARGO CO NEW | $752,861,000 | +9.2% | 13,651,150 | +9.7% | 2.97% | +7.2% |
| ORCL | Sell | ORACLE CORP | $721,624,000 | -14.0% | 14,925,010 | -10.9% | 2.84% | -15.6% |
| BAC | Sell | BANK AMER CORP | $660,397,000 | -4.0% | 26,061,431 | -8.1% | 2.60% | -5.8% |
| ERIC | Buy | ERICSSONadr b sek 10 | $656,874,000 | -0.1% | 114,238,889 | +24.6% | 2.59% | -1.9% |
| GLW | Sell | CORNING INC | $616,627,000 | -3.3% | 20,609,175 | -2.8% | 2.43% | -5.1% |
| CMI | Sell | CUMMINS INC | $588,770,000 | +1.8% | 3,503,956 | -1.7% | 2.32% | -0.1% |
| MRO | Buy | MARATHON OIL CORP | $558,563,000 | +25.9% | 41,191,926 | +10.1% | 2.20% | +23.6% |
| COF | Buy | CAPITAL ONE FINL CORP | $534,876,000 | +8.3% | 6,317,935 | +5.7% | 2.11% | +6.3% |
| JCI | Buy | JOHNSON CTLS INTL PLC | $478,855,000 | +21.7% | 11,885,205 | +31.0% | 1.89% | +19.4% |
| APA | Buy | APACHE CORP | $469,171,000 | +31.8% | 10,243,914 | +37.9% | 1.85% | +29.3% |
| VOD | Sell | VODAFONE GROUP PLC NEWsponsored adr | $458,127,000 | -1.8% | 16,097,237 | -0.8% | 1.80% | -3.6% |
| ANTM | Buy | ANTHEM INC | $454,537,000 | +1.5% | 2,393,810 | +0.5% | 1.79% | -0.4% |
| CFG | Buy | CITIZENS FINL GROUP INC | $434,393,000 | +20.9% | 11,470,644 | +14.0% | 1.71% | +18.7% |
| HES | Buy | HESS CORP | $431,688,000 | +21.7% | 9,206,402 | +13.9% | 1.70% | +19.5% |
| PHG | Sell | KONINKLIJKE PHILIPS N Vny reg sh new | $417,272,000 | -7.1% | 10,127,954 | -19.3% | 1.64% | -8.9% |
| DISCA | Buy | DISCOVERY COMMUNICATNS NEW | $398,758,000 | -17.0% | 18,729,826 | +0.7% | 1.57% | -18.6% |
| JPM | Sell | JPMORGAN CHASE & CO | $392,684,000 | +3.2% | 4,111,444 | -1.3% | 1.55% | +1.2% |
| CNHI | Buy | CNH INDL N V | $382,524,000 | +5.9% | 31,850,459 | +0.3% | 1.51% | +3.9% |
| DFS | Buy | DISCOVER FINL SVCS | $380,703,000 | +91.0% | 5,904,200 | +84.2% | 1.50% | +87.5% |
| MUR | Sell | MURPHY OIL CORP | $380,591,000 | +1.8% | 14,329,470 | -1.7% | 1.50% | -0.1% |
| GM | Sell | GENERAL MTRS CO | $362,238,000 | +12.2% | 8,970,725 | -2.9% | 1.43% | +10.2% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $341,727,000 | +1.0% | 8,416,927 | +7.3% | 1.35% | -0.9% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $327,616,000 | +12.4% | 5,407,992 | -1.3% | 1.29% | +10.3% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $315,272,000 | +29.4% | 1,329,195 | +21.0% | 1.24% | +27.0% |
| ARRS | Sell | ARRIS INTL INC | $308,877,000 | -4.7% | 10,841,595 | -6.3% | 1.22% | -6.5% |
| SNY | Buy | SANOFIsponsored adr | $291,966,000 | +4.6% | 5,863,945 | +0.7% | 1.15% | +2.7% |
| CPN | Sell | CALPINE CORP | $285,026,000 | -55.4% | 19,323,810 | -59.1% | 1.12% | -56.3% |
| TRV | Buy | TRAVELERS COMPANIES INC | $284,186,000 | -2.9% | 2,319,507 | +0.2% | 1.12% | -4.8% |
| CMCSA | Buy | COMCAST CORP NEWcl a | $271,966,000 | -0.1% | 7,067,724 | +1.0% | 1.07% | -2.0% |
| KOS | Sell | KOSMOS ENERGY LTD | $246,858,000 | +17.2% | 31,012,347 | -5.6% | 0.97% | +14.9% |
| MGA | Sell | MAGNA INTL INC | $243,663,000 | +10.3% | 4,564,688 | -4.2% | 0.96% | +8.4% |
| IP | Sell | INTL PAPER CO | $235,846,000 | +0.1% | 4,150,760 | -0.3% | 0.93% | -1.8% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $233,282,000 | -1.2% | 7,015,995 | +3.8% | 0.92% | -3.1% |
| NOV | New | NATIONAL OILWELL VARCO INC | $226,421,000 | – | 6,336,990 | – | 0.89% | – |
| BPOP | Sell | POPULAR INC | $223,028,000 | -14.6% | 6,205,557 | -0.9% | 0.88% | -16.1% |
| STT | Sell | STATE STR CORP | $219,083,000 | -39.7% | 2,293,104 | -43.3% | 0.86% | -40.8% |
| CBS | Sell | CBS CORP NEWcl b | $217,529,000 | -10.4% | 3,750,495 | -1.5% | 0.86% | -12.1% |
| ANDV | New | ANDEAVOR | $214,005,000 | – | 2,074,700 | – | 0.84% | – |
| BBBY | Buy | BED BATH & BEYOND INC | $206,427,000 | -19.7% | 8,795,363 | +4.0% | 0.81% | -21.2% |
| WMT | Sell | WAL-MART STORES INC | $184,616,000 | -4.5% | 2,362,634 | -7.5% | 0.73% | -6.3% |
| ERJ | Sell | EMBRAER S A | $180,619,000 | +21.3% | 7,988,464 | -2.2% | 0.71% | +19.1% |
| PH | Sell | PARKER HANNIFIN CORP | $177,137,000 | +7.7% | 1,012,095 | -1.6% | 0.70% | +5.8% |
| ADNT | Sell | ADIENT PLC | $174,976,000 | +24.9% | 2,083,291 | -2.8% | 0.69% | +22.6% |
| MDT | Buy | MEDTRONIC PLC | $173,956,000 | -12.0% | 2,236,797 | +0.4% | 0.68% | -13.7% |
| TPH | Sell | TRI POINTE GROUP INC | $170,575,000 | +0.7% | 12,351,525 | -3.9% | 0.67% | -1.2% |
| CIT | Sell | CIT GROUP INC | $160,967,000 | -1.9% | 3,281,697 | -2.6% | 0.63% | -3.6% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $156,545,000 | -14.1% | 1,336,964 | -5.8% | 0.62% | -15.7% |
| WLL | Buy | WHITING PETE CORP NEW | $154,275,000 | +43.5% | 28,255,537 | +44.8% | 0.61% | +40.7% |
| MFGP | New | MICRO FOCUS INTERNATIONAL PLspon adr new | $153,276,000 | – | 4,804,903 | – | 0.60% | – |
| DISCK | Buy | DISCOVERY COMMUNICATNS NEW | $149,171,000 | +0.7% | 7,362,821 | +25.3% | 0.59% | -1.2% |
| COL | Sell | ROCKWELL COLLINS INC | $147,813,000 | +10.1% | 1,130,848 | -11.5% | 0.58% | +8.0% |
| ALLY | Buy | ALLY FINL INC | $145,390,000 | +31.9% | 5,993,000 | +13.6% | 0.57% | +29.3% |
| ODP | Buy | OFFICE DEPOT INC | $137,279,000 | -6.1% | 30,237,692 | +16.6% | 0.54% | -7.8% |
| SRG | Buy | SERITAGE GROWTH PPTYScl a | $130,629,000 | +25.7% | 2,835,452 | +14.5% | 0.52% | +23.5% |
| DOOR | Buy | MASONITE INTL CORP NEW | $119,758,000 | +71.9% | 1,730,607 | +87.5% | 0.47% | +68.6% |
| ESGR | Sell | ENSTAR GROUP LIMITED | $118,238,000 | +10.3% | 531,766 | -1.5% | 0.47% | +8.4% |
| CNO | Sell | CNO FINL GROUP INC | $107,492,000 | -3.6% | 4,605,480 | -13.8% | 0.42% | -5.6% |
| ETN | Sell | EATON CORP PLC | $104,186,000 | -2.5% | 1,356,761 | -1.2% | 0.41% | -4.4% |
| TGT | Sell | TARGET CORP | $104,200,000 | +12.0% | 1,765,798 | -0.7% | 0.41% | +9.9% |
| PCAR | Sell | PACCAR INC | $101,163,000 | +8.3% | 1,398,443 | -1.2% | 0.40% | +6.4% |
| CJ | Buy | C&J ENERGY SVCS INC NEW | $99,851,000 | +15.1% | 3,331,707 | +31.6% | 0.39% | +12.9% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $98,572,000 | +16.7% | 2,236,706 | -30.6% | 0.39% | +14.5% |
| HOG | Buy | HARLEY DAVIDSON INC | $96,439,000 | +17.6% | 2,000,400 | +31.8% | 0.38% | +15.5% |
| TEL | Buy | TE CONNECTIVITY LTD | $88,242,000 | +5.8% | 1,062,384 | +0.2% | 0.35% | +3.9% |
| TDC | Sell | TERADATA CORP DEL | $87,465,000 | +10.5% | 2,588,483 | -3.5% | 0.34% | +8.5% |
| BIIB | Sell | BIOGEN INC | $86,037,000 | +10.6% | 274,772 | -4.1% | 0.34% | +8.7% |
| NRG | Sell | NRG ENERGY INC | $84,721,000 | +18.7% | 3,310,694 | -20.1% | 0.33% | +16.8% |
| MS | Sell | MORGAN STANLEY | $84,265,000 | -24.7% | 1,749,322 | -30.4% | 0.33% | -26.1% |
| HMC | Sell | HONDA MOTOR LTD | $78,749,000 | +3.9% | 2,664,031 | -3.7% | 0.31% | +2.0% |
| KBR | Sell | KBR INC | $76,770,000 | +8.4% | 4,293,630 | -7.7% | 0.30% | +6.3% |
| PPL | Buy | PPL CORP | $75,797,000 | -1.0% | 1,997,296 | +0.8% | 0.30% | -2.6% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $73,599,000 | +1.5% | 1,870,365 | -2.5% | 0.29% | -0.3% |
| FI | Buy | FRANKS INTL N V | $70,224,000 | +186.3% | 9,096,428 | +207.4% | 0.28% | +182.7% |
| GEO | Buy | GEO GROUP INC NEW | $64,943,000 | +1.3% | 2,414,243 | +11.4% | 0.26% | -0.4% |
| MATX | Buy | MATSON INC | $63,262,000 | +36.5% | 2,244,912 | +45.5% | 0.25% | +33.9% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $59,805,000 | +10.7% | 1,477,778 | +9.0% | 0.24% | +8.8% |
| AVT | Sell | AVNET INC | $59,130,000 | -3.7% | 1,504,584 | -4.7% | 0.23% | -5.3% |
| KSS | Sell | KOHLS CORP | $58,115,000 | +5.8% | 1,273,046 | -10.4% | 0.23% | +3.6% |
| TCF | Buy | TCF FINL CORP | $57,331,000 | +572.8% | 3,364,524 | +529.4% | 0.23% | +564.7% |
| FLR | New | FLUOR CORP NEW | $57,365,000 | – | 1,362,600 | – | 0.23% | – |
| BK | Sell | BANK NEW YORK MELLON CORP | $57,008,000 | -0.2% | 1,075,215 | -4.0% | 0.22% | -1.7% |
| MDR | Sell | MCDERMOTT INTL INC | $55,083,000 | -3.7% | 7,576,799 | -5.1% | 0.22% | -5.7% |
| FHB | Buy | FIRST HAWAIIAN INC | $54,975,000 | +43.8% | 1,814,950 | +45.4% | 0.22% | +41.8% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $53,456,000 | +10.9% | 3,477,963 | -8.0% | 0.21% | +8.8% |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $53,554,000 | +5.1% | 2,625,210 | +0.2% | 0.21% | +2.9% |
| POR | Buy | PORTLAND GEN ELEC CO | $52,953,000 | +1.1% | 1,160,230 | +1.2% | 0.21% | -0.5% |
| FHN | Sell | FIRST HORIZON NATL CORP | $52,913,000 | +9.8% | 2,763,072 | -0.1% | 0.21% | +7.8% |
| GBLI | Sell | GLOBAL INDTY LTD CAYMAN | $49,417,000 | +7.3% | 1,165,490 | -1.9% | 0.20% | +5.4% |
| WFTIQ | Sell | WEATHERFORD INTL PLC | $49,149,000 | +16.1% | 10,731,300 | -1.9% | 0.19% | +14.1% |
| NPO | Sell | ENPRO INDS INC | $48,518,000 | -49.7% | 602,478 | -55.4% | 0.19% | -50.6% |
| SPNV | Sell | SUPERIOR ENERGY SVCS INC | $45,624,000 | +2.1% | 4,271,900 | -0.3% | 0.18% | +0.6% |
| BG | Sell | BUNGE LIMITED | $44,592,000 | -10.8% | 641,987 | -4.2% | 0.18% | -12.4% |
| WLTW | Sell | WILLIS TOWERS WATSON PUB LTD | $44,768,000 | -49.6% | 290,265 | -52.5% | 0.18% | -50.7% |
| DIOD | Sell | DIODES INC | $44,492,000 | +22.1% | 1,486,547 | -1.9% | 0.18% | +19.9% |
| SYF | Buy | SYNCHRONY FINL | $44,315,000 | +29.6% | 1,427,200 | +24.5% | 0.18% | +27.7% |
| NWSA | Sell | NEWS CORP NEWcl a | $43,775,000 | -8.7% | 3,301,273 | -5.7% | 0.17% | -10.9% |
| SO | Sell | SOUTHERN CO | $42,180,000 | +2.5% | 858,363 | -0.1% | 0.17% | +0.6% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $40,023,000 | -32.0% | 864,605 | -45.4% | 0.16% | -33.1% |
| TPC | Buy | TUTOR PERINI CORP | $39,164,000 | -1.0% | 1,379,004 | +0.2% | 0.15% | -3.1% |
| MNKKQ | Buy | MALLINCKRODT PUB LTD CO | $36,235,000 | +1.1% | 969,640 | +21.2% | 0.14% | -0.7% |
| RF | Sell | REGIONS FINL CORP NEW | $34,529,000 | -52.3% | 2,267,167 | -54.2% | 0.14% | -53.3% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $34,182,000 | -32.1% | 1,909,619 | -37.3% | 0.14% | -33.2% |
| RBSPRSCL | Buy | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $32,677,000 | +4.3% | 1,272,465 | +5.1% | 0.13% | +2.4% |
| LKSDQ | Buy | LSC COMMUNICATIONS INC | $30,755,000 | +3.0% | 1,862,836 | +33.5% | 0.12% | +0.8% |
| FBP | Buy | FIRST BANCORP P R | $29,621,000 | -2.9% | 5,785,295 | +9.8% | 0.12% | -4.1% |
| MTOR | Sell | MERITOR INC | $29,681,000 | -29.2% | 1,141,132 | -54.8% | 0.12% | -30.4% |
| ASB | Sell | ASSOCIATED BANC CORP | $28,490,000 | -4.1% | 1,174,837 | -0.3% | 0.11% | -5.9% |
| MLR | Buy | MILLER INDS INC TENN | $28,035,000 | +12.6% | 1,003,049 | +0.1% | 0.11% | +10.0% |
| EGC | Buy | ENERGY XXI GULF COAST INC | $27,884,000 | -25.5% | 2,696,670 | +33.7% | 0.11% | -26.7% |
| PBF | Sell | PBF ENERGY INCcl a | $27,333,000 | +20.7% | 989,979 | -2.7% | 0.11% | +18.7% |
| GXP | Sell | GREAT PLAINS ENERGY INC | $26,367,000 | -39.2% | 870,200 | -41.3% | 0.10% | -40.2% |
| KFY | Buy | KORN FERRY INTL | $26,397,000 | +14.6% | 669,466 | +0.4% | 0.10% | +13.0% |
| CAR | Sell | AVIS BUDGET GROUP | $25,957,000 | -4.2% | 682,000 | -31.4% | 0.10% | -6.4% |
| LPNT | Sell | LIFEPOINT HEALTH INC | $24,054,000 | -13.8% | 415,439 | -0.1% | 0.10% | -15.2% |
| SNECQ | Sell | SANCHEZ ENERGY CORP | $21,615,000 | -33.3% | 4,484,399 | -0.6% | 0.08% | -34.6% |
| SLM | Sell | SLM CORP | $21,094,000 | -0.3% | 1,839,040 | -0.0% | 0.08% | -2.4% |
| NTB | Buy | BANK OF NT BUTTERFIELD&SON L | $20,637,000 | +8.1% | 563,239 | +0.6% | 0.08% | +5.2% |
| OPY | Buy | OPPENHEIMER HLDGS INCcl a non vtg | $20,659,000 | +6.0% | 1,190,694 | +0.2% | 0.08% | +3.8% |
| MDCA | Sell | MDC PARTNERS INCcl a sub vtg | $18,232,000 | -25.2% | 1,657,490 | -32.7% | 0.07% | -26.5% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $17,881,000 | -2.1% | 476,435 | -2.2% | 0.07% | -4.1% |
| STI | Sell | SUNTRUST BKS INC | $13,410,000 | +3.7% | 224,367 | -1.6% | 0.05% | +1.9% |
| IVC | Sell | INVACARE CORP | $12,393,000 | -29.4% | 786,865 | -40.9% | 0.05% | -30.0% |
| GPI | Buy | GROUP 1 AUTOMOTIVE INC | $12,169,000 | +16.2% | 167,938 | +1.5% | 0.05% | +14.3% |
| AFI | Buy | ARMSTRONG FLOORING INC | $11,350,000 | -12.3% | 720,640 | +0.0% | 0.04% | -13.5% |
| NYRT | Buy | NEW YORK REIT INC | $11,236,000 | +15.3% | 1,431,374 | +26.9% | 0.04% | +12.8% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $10,794,000 | +2.0% | 791,315 | -0.1% | 0.04% | +2.4% |
| FITB | Sell | FIFTH THIRD BANCORP | $8,947,000 | -0.4% | 319,750 | -7.6% | 0.04% | -2.8% |
| RELYQ | Sell | REAL IND INC | $8,479,000 | -38.4% | 4,710,770 | -0.7% | 0.03% | -40.0% |
| HSON | Sell | HUDSON GLOBAL INC | $7,640,000 | +8.7% | 5,232,678 | -0.3% | 0.03% | +7.1% |
| RCII | Sell | RENT A CTR INC NEW | $7,505,000 | -4.9% | 653,770 | -2.9% | 0.03% | -6.2% |
| BA | Sell | BOEING CO | $6,177,000 | -97.2% | 24,300 | -97.8% | 0.02% | -97.3% |
| RT | Sell | RUBY TUESDAY INC | $5,757,000 | +6.4% | 2,690,116 | -0.0% | 0.02% | +4.5% |
| CIEIQ | Buy | COBALT INTL ENERGY INC | $5,864,000 | -41.1% | 4,100,526 | +1.8% | 0.02% | -42.5% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $4,638,000 | +11.1% | 13,288 | +1.7% | 0.02% | +5.9% |
| PEB | Sell | PEBBLEBROOK HOTEL TR | $3,806,000 | -65.1% | 105,312 | -68.8% | 0.02% | -65.9% |
| AVD | Sell | AMERICAN VANGUARD CORP | $3,586,000 | -81.7% | 156,573 | -86.2% | 0.01% | -82.1% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $3,574,000 | -15.6% | 88,473 | +4.2% | 0.01% | -17.6% |
| BCS | Buy | BARCLAYS PLCadr | $3,559,000 | -2.1% | 343,908 | +0.1% | 0.01% | -6.7% |
| HSII | Buy | HEIDRICK & STRUGGLES INTL IN | $3,568,000 | +0.8% | 168,685 | +3.7% | 0.01% | 0.0% |
| KEGX | Sell | KEY ENERGY SVCS INC DEL | $3,230,000 | -31.6% | 245,240 | -0.0% | 0.01% | -31.6% |
| LLY | Sell | LILLY ELI & CO | $2,241,000 | +1.2% | 26,200 | -2.6% | 0.01% | 0.0% |
| FSAM | Buy | FIFTH STR ASSET MGMT INC | $2,108,000 | +71.0% | 540,531 | +112.6% | 0.01% | +60.0% |
| FSC | Sell | FIFTH STREET FINANCE CORP | $1,416,000 | -10.7% | 258,801 | -20.7% | 0.01% | 0.0% |
| LONEQ | Buy | LONESTAR RES US INCcl a vtg | $1,172,000 | +5.4% | 333,993 | +29.2% | 0.01% | +25.0% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $1,027,000 | 0.0% | 6,800 | -6.8% | 0.00% | 0.0% |
| GIS | Sell | GENERAL MLS INC | $455,000 | -55.1% | 8,800 | -51.9% | 0.00% | -50.0% |
| CRK | Sell | COMSTOCK RES INC | $446,000 | -20.4% | 73,317 | -7.5% | 0.00% | 0.0% |
| BIF | Sell | BOULDER GROWTH & INCOME FD I | $464,000 | -59.6% | 45,500 | -61.5% | 0.00% | -60.0% |
| FSFR | Sell | FIFTH STR SR FLOATNG RATE CO | $500,000 | +0.8% | 56,816 | -6.7% | 0.00% | 0.0% |
| FRAN | New | FRANCESCAS HLDGS CORP | $186,000 | – | 25,261 | – | 0.00% | – |
| SPOK | New | SPOK HLDGS INC | $182,000 | – | 11,826 | – | 0.00% | – |
| CFCO | New | CF CORP | $187,000 | – | 16,697 | – | 0.00% | – |
| ACCO | New | ACCO BRANDS CORP | $136,000 | – | 11,462 | – | 0.00% | – |
| HIBB | New | HIBBETT SPORTS INC | $143,000 | – | 10,018 | – | 0.00% | – |
| ORIT | New | ORITANI FINL CORP DEL | $185,000 | – | 11,019 | – | 0.00% | – |
| AMBC | New | AMBAC FINL GROUP INC | $184,000 | – | 10,689 | – | 0.00% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $186,000 | – | 16,727 | – | 0.00% | – |
| DFODQ | New | DEAN FOODS CO NEW | $141,000 | – | 12,930 | – | 0.00% | – |
| GHL | New | GREENHILL & CO INC | $185,000 | – | 11,151 | – | 0.00% | – |
| OZM | Buy | OCH ZIFF CAP MGMT GROUPcl a | $194,000 | +142.5% | 60,283 | +91.9% | 0.00% | – |
| TPRE | New | THIRD PT REINS LTD | $185,000 | – | 11,864 | – | 0.00% | – |
| GRBK | New | GREEN BRICK PARTNERS INC | $139,000 | – | 14,066 | – | 0.00% | – |
| FOSL | New | FOSSIL GROUP INC | $182,000 | – | 19,503 | – | 0.00% | – |
| ACETQ | New | ACETO CORP | $190,000 | – | 16,879 | – | 0.00% | – |
| SONA | New | SOUTHERN NATL BANCORP OF VA | $184,000 | – | 10,858 | – | 0.00% | – |
| SND | New | SMART SAND INC | $175,000 | – | 25,859 | – | 0.00% | – |
| MBI | New | MBIA INC | $182,000 | – | 20,932 | – | 0.00% | – |
| CVRR | New | CVR REFNG LP | $185,000 | – | 18,754 | – | 0.00% | – |
| ETM | New | ENTERCOM COMMUNICATIONS CORPcl a | $186,000 | – | 16,286 | – | 0.00% | – |
| SUP | New | SUPERIOR INDS INTL INC | $186,000 | – | 11,185 | – | 0.00% | – |
| SNCR | New | SYNCHRONOSS TECHNOLOGIES INC | $192,000 | – | 20,630 | – | 0.00% | – |
| MTRX | New | MATRIX SVC CO | $185,000 | – | 12,175 | – | 0.00% | – |
| RGP | New | RESOURCES CONNECTION INC | $188,000 | – | 13,553 | – | 0.00% | – |
| RSO | New | RESOURCE CAP CORP | $189,000 | – | 17,566 | – | 0.00% | – |
| OFG | New | OFG BANCORP | $188,000 | – | 20,516 | – | 0.00% | – |
| REGI | New | RENEWABLE ENERGY GROUP INC | $139,000 | – | 11,414 | – | 0.00% | – |
| TRST | New | TRUSTCO BK CORP N Y | $182,000 | – | 20,403 | – | 0.00% | – |
| MSL | New | MIDSOUTH BANCORP INC | $136,000 | – | 11,322 | – | 0.00% | – |
| RYAM | New | RAYONIER ADVANCED MATLS INC | $186,000 | – | 13,543 | – | 0.00% | – |
| RPXC | New | RPX CORP | $186,000 | – | 13,982 | – | 0.00% | – |
| ATW | New | ATWOOD OCEANICS INC | $189,000 | – | 20,181 | – | 0.00% | – |
| DYN | New | DYNEGY INC NEW DEL | $187,000 | – | 19,122 | – | 0.00% | – |
| XCRA | New | XCERRA CORP | $186,000 | – | 18,869 | – | 0.00% | – |
| CATO | New | CATO CORP NEWcl a | $184,000 | – | 13,928 | – | 0.00% | – |
| ACRE | New | ARES COML REAL ESTATE CORP | $185,000 | – | 13,918 | – | 0.00% | – |
| PLAB | New | PHOTRONICS INC | $197,000 | – | 22,236 | – | 0.00% | – |
| AMKR | New | AMKOR TECHNOLOGY INC | $186,000 | – | 17,599 | – | 0.00% | – |
| HOPE | New | HOPE BANCORP INC | $187,000 | – | 10,543 | – | 0.00% | – |
| NGVC | New | NATURAL GROCERS BY VITAMIN C | $95,000 | – | 17,097 | – | 0.00% | – |
| DHX | Exit | DHI GROUP INC | $0 | – | -13,304 | – | 0.00% | – |
| CGIPQ | Exit | CELADON GROUP INC | $0 | – | -18,593 | – | 0.00% | – |
| TNK | Exit | TEEKAY TANKERS LTDcl a | $0 | – | -23,432 | – | 0.00% | – |
| CSTM | Exit | CONSTELLIUM NVcl a | $0 | – | -11,347 | – | 0.00% | – |
| TBBK | Exit | BANCORP INC DEL | $0 | – | -12,671 | – | 0.00% | – |
| PFMT | Sell | PERFORMANT FINL CORP | $52,000 | -31.6% | 28,669 | -21.0% | 0.00% | – |
| MN | New | MANNING & NAPIER INCcl a | $95,000 | – | 24,113 | – | 0.00% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -190,340 | – | -0.01% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -371,814 | – | -0.04% | – |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -13,423,000 | – | -0.05% | – | |
| PHH | Exit | PHH CORP | $0 | – | -2,617,370 | – | -0.14% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -328,998 | – | -0.15% | – |
| CDW | Exit | CDW CORP | $0 | – | -686,590 | – | -0.17% | – |
| TSO | Exit | TESORO CORP | $0 | – | -2,088,400 | – | -0.78% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $1,117,081,000 | – | 67,334,620 | – | 4.48% | – |
| AIG | New | AMERICAN INTL GROUP INC | $986,089,000 | – | 15,772,379 | – | 3.96% | – |
| C | New | CITIGROUP INC | $977,729,000 | – | 14,619,153 | – | 3.92% | – |
| ORCL | New | ORACLE CORP | $839,549,000 | – | 16,744,091 | – | 3.37% | – |
| WFC | New | WELLS FARGO CO NEW | $689,384,000 | – | 12,441,510 | – | 2.77% | – |
| BAC | New | BANK AMER CORP | $688,112,000 | – | 28,364,057 | – | 2.76% | – |
| MSFT | New | MICROSOFT CORP | $668,424,000 | – | 9,697,145 | – | 2.68% | – |
| ERIC | New | ERICSSONadr b sek 10 | $657,239,000 | – | 91,665,128 | – | 2.64% | – |
| CPN | New | CALPINE CORP | $639,658,000 | – | 47,277,028 | – | 2.57% | – |
| GLW | New | CORNING INC | $637,464,000 | – | 21,213,454 | – | 2.56% | – |
| CMI | New | CUMMINS INC | $578,459,000 | – | 3,565,895 | – | 2.32% | – |
| COF | New | CAPITAL ONE FINL CORP | $494,006,000 | – | 5,979,257 | – | 1.98% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $480,599,000 | – | 18,606,223 | – | 1.93% | – |
| VOD | New | VODAFONE GROUP PLC NEWsponsored adr | $466,434,000 | – | 16,235,098 | – | 1.87% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $449,352,000 | – | 12,544,730 | – | 1.80% | – |
| ANTM | New | ANTHEM INC | $447,906,000 | – | 2,380,835 | – | 1.80% | – |
| MRO | New | MARATHON OIL CORP | $443,482,000 | – | 37,424,658 | – | 1.78% | – |
| JCI | New | JOHNSON CTLS INTL PLC | $393,384,000 | – | 9,072,515 | – | 1.58% | – |
| JPM | New | JPMORGAN CHASE & CO | $380,676,000 | – | 4,164,944 | – | 1.53% | – |
| MUR | New | MURPHY OIL CORP | $373,718,000 | – | 14,581,270 | – | 1.50% | – |
| STT | New | STATE STR CORP | $363,165,000 | – | 4,047,304 | – | 1.46% | – |
| CNHI | New | CNH INDL N V | $361,298,000 | – | 31,748,539 | – | 1.45% | – |
| CFG | New | CITIZENS FINL GROUP INC | $359,167,000 | – | 10,066,344 | – | 1.44% | – |
| APA | New | APACHE CORP | $355,991,000 | – | 7,427,314 | – | 1.43% | – |
| HES | New | HESS CORP | $354,619,000 | – | 8,083,402 | – | 1.42% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $338,377,000 | – | 7,847,327 | – | 1.36% | – |
| ARRS | New | ARRIS INTL INC | $324,183,000 | – | 11,569,715 | – | 1.30% | – |
| GM | New | GENERAL MTRS CO | $322,741,000 | – | 9,239,643 | – | 1.30% | – |
| TRV | New | TRAVELERS COMPANIES INC | $292,766,000 | – | 2,313,807 | – | 1.18% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $291,422,000 | – | 5,478,892 | – | 1.17% | – |
| SNY | New | SANOFIsponsored adr | $279,092,000 | – | 5,825,348 | – | 1.12% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $272,301,000 | – | 6,996,424 | – | 1.09% | – |
| BPOP | New | POPULAR INC | $261,148,000 | – | 6,261,030 | – | 1.05% | – |
| BBBY | New | BED BATH & BEYOND INC | $257,055,000 | – | 8,455,769 | – | 1.03% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $243,712,000 | – | 1,098,295 | – | 0.98% | – |
| CBS | New | CBS CORP NEWcl b | $242,899,000 | – | 3,808,395 | – | 0.98% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $236,221,000 | – | 6,756,895 | – | 0.95% | – |
| IP | New | INTL PAPER CO | $235,586,000 | – | 4,161,560 | – | 0.95% | – |
| MGA | New | MAGNA INTL INC | $220,817,000 | – | 4,766,179 | – | 0.89% | – |
| BA | New | BOEING CO | $220,563,000 | – | 1,115,363 | – | 0.88% | – |
| KOS | New | KOSMOS ENERGY LTD | $210,687,000 | – | 32,868,521 | – | 0.85% | – |
| DFS | New | DISCOVER FINL SVCS | $199,350,000 | – | 3,205,500 | – | 0.80% | – |
| MDT | New | MEDTRONIC PLC | $197,699,000 | – | 2,227,597 | – | 0.79% | – |
| TSO | New | TESORO CORP | $195,474,000 | – | 2,088,400 | – | 0.78% | – |
| WMT | New | WAL-MART STORES INC | $193,251,000 | – | 2,553,534 | – | 0.78% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $182,272,000 | – | 1,419,564 | – | 0.73% | – |
| TPH | New | TRI POINTE GROUP INC | $169,464,000 | – | 12,847,922 | – | 0.68% | – |
| PH | New | PARKER HANNIFIN CORP | $164,422,000 | – | 1,028,795 | – | 0.66% | – |
| CIT | New | CIT GROUP INC | $164,031,000 | – | 3,368,197 | – | 0.66% | – |
| ERJ | New | EMBRAER S A | $148,947,000 | – | 8,170,429 | – | 0.60% | – |
| DISCK | New | DISCOVERY COMMUNICATNS NEW | $148,192,000 | – | 5,878,321 | – | 0.60% | – |
| ODP | New | OFFICE DEPOT INC | $146,260,000 | – | 25,932,613 | – | 0.59% | – |
| ADNT | New | ADIENT PLC | $140,063,000 | – | 2,142,285 | – | 0.56% | – |
| COL | New | ROCKWELL COLLINS INC | $134,213,000 | – | 1,277,248 | – | 0.54% | – |
| MS | New | MORGAN STANLEY | $111,958,000 | – | 2,512,522 | – | 0.45% | – |
| CNO | New | CNO FINL GROUP INC | $111,528,000 | – | 5,341,400 | – | 0.45% | – |
| ALLY | New | ALLY FINL INC | $110,266,000 | – | 5,275,900 | – | 0.44% | – |
| WLL | New | WHITING PETE CORP NEW | $107,542,000 | – | 19,517,667 | – | 0.43% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $107,203,000 | – | 539,658 | – | 0.43% | – |
| ETN | New | EATON CORP PLC | $106,868,000 | – | 1,373,094 | – | 0.43% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $103,889,000 | – | 2,476,490 | – | 0.42% | – |
| NPO | New | ENPRO INDS INC | $96,381,000 | – | 1,350,440 | – | 0.39% | – |
| PCAR | New | PACCAR INC | $93,443,000 | – | 1,414,943 | – | 0.38% | – |
| TGT | New | TARGET CORP | $93,019,000 | – | 1,778,898 | – | 0.37% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $88,893,000 | – | 611,118 | – | 0.36% | – |
| CJ | New | C&J ENERGY SVCS INC NEW | $86,782,000 | – | 2,532,290 | – | 0.35% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $84,483,000 | – | 3,220,836 | – | 0.34% | – |
| TEL | New | TE CONNECTIVITY LTD | $83,407,000 | – | 1,060,084 | – | 0.34% | – |
| HOG | New | HARLEY DAVIDSON INC | $81,975,000 | – | 1,517,500 | – | 0.33% | – |
| TDC | New | TERADATA CORP DEL | $79,136,000 | – | 2,683,483 | – | 0.32% | – |
| BIIB | New | BIOGEN INC | $77,764,000 | – | 286,572 | – | 0.31% | – |
| PPL | New | PPL CORP | $76,601,000 | – | 1,981,396 | – | 0.31% | – |
| HMC | New | HONDA MOTOR LTD | $75,764,000 | – | 2,766,131 | – | 0.30% | – |
| RF | New | REGIONS FINL CORP NEW | $72,434,000 | – | 4,947,667 | – | 0.29% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $72,510,000 | – | 1,918,251 | – | 0.29% | – |
| NRG | New | NRG ENERGY INC | $71,347,000 | – | 4,143,240 | – | 0.29% | – |
| KBR | New | KBR INC | $70,798,000 | – | 4,651,637 | – | 0.28% | – |
| DOOR | New | MASONITE INTL CORP NEW | $69,671,000 | – | 922,796 | – | 0.28% | – |
| GEO | New | GEO GROUP INC NEW | $64,107,000 | – | 2,167,971 | – | 0.26% | – |
| AVT | New | AVNET INC | $61,391,000 | – | 1,578,984 | – | 0.25% | – |
| K | New | KELLOGG CO | $59,214,000 | – | 852,486 | – | 0.24% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $58,869,000 | – | 1,583,346 | – | 0.24% | – |
| MDR | New | MCDERMOTT INTL INC | $57,222,000 | – | 7,980,706 | – | 0.23% | – |
| BK | New | BANK NEW YORK MELLON CORP | $57,118,000 | – | 1,119,515 | – | 0.23% | – |
| KSS | New | KOHLS CORP | $54,945,000 | – | 1,420,871 | – | 0.22% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $54,037,000 | – | 1,356,359 | – | 0.22% | – |
| POR | New | PORTLAND GEN ELEC CO | $52,399,000 | – | 1,146,840 | – | 0.21% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $50,970,000 | – | 2,620,574 | – | 0.20% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $50,315,000 | – | 3,045,688 | – | 0.20% | – |
| BG | New | BUNGE LIMITED | $49,981,000 | – | 669,987 | – | 0.20% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $48,214,000 | – | 3,778,561 | – | 0.19% | – |
| FHN | New | FIRST HORIZON NATL CORP | $48,186,000 | – | 2,766,126 | – | 0.19% | – |
| NWSA | New | NEWS CORP NEWcl a | $47,962,000 | – | 3,500,873 | – | 0.19% | – |
| OMC | New | OMNICOM GROUP INC | $46,982,000 | – | 566,732 | – | 0.19% | – |
| MATX | New | MATSON INC | $46,361,000 | – | 1,543,302 | – | 0.19% | – |
| GBLI | New | GLOBAL INDTY LTD CAYMAN | $46,066,000 | – | 1,188,174 | – | 0.18% | – |
| SPNV | New | SUPERIOR ENERGY SVCS INC | $44,699,000 | – | 4,285,600 | – | 0.18% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $43,396,000 | – | 1,482,107 | – | 0.17% | – |
| CDW | New | CDW CORP | $42,932,000 | – | 686,590 | – | 0.17% | – |
| WFTIQ | New | WEATHERFORD INTL PLC | $42,331,000 | – | 10,938,200 | – | 0.17% | – |
| MTOR | New | MERITOR INC | $41,910,000 | – | 2,523,200 | – | 0.17% | – |
| SO | New | SOUTHERN CO | $41,137,000 | – | 859,163 | – | 0.16% | – |
| TPC | New | TUTOR PERINI CORP | $39,553,000 | – | 1,375,748 | – | 0.16% | – |
| FHB | New | FIRST HAWAIIAN INC | $38,227,000 | – | 1,248,430 | – | 0.15% | – |
| EGC | New | ENERGY XXI GULF COAST INC | $37,443,000 | – | 2,016,297 | – | 0.15% | – |
| MAN | New | MANPOWERGROUP INC | $36,733,000 | – | 328,998 | – | 0.15% | – |
| DIOD | New | DIODES INC | $36,429,000 | – | 1,515,960 | – | 0.15% | – |
| PHH | New | PHH CORP | $36,041,000 | – | 2,617,370 | – | 0.14% | – |
| MNKKQ | New | MALLINCKRODT PUB LTD CO | $35,850,000 | – | 800,040 | – | 0.14% | – |
| SYF | New | SYNCHRONY FINL | $34,192,000 | – | 1,146,600 | – | 0.14% | – |
| SNECQ | New | SANCHEZ ENERGY CORP | $32,388,000 | – | 4,510,877 | – | 0.13% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $31,341,000 | – | 1,210,557 | – | 0.13% | – |
| FBP | New | FIRST BANCORP P R | $30,503,000 | – | 5,268,266 | – | 0.12% | – |
| LKSDQ | New | LSC COMMUNICATIONS INC | $29,856,000 | – | 1,395,127 | – | 0.12% | – |
| ASB | New | ASSOCIATED BANC CORP | $29,699,000 | – | 1,178,526 | – | 0.12% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $27,915,000 | – | 415,707 | – | 0.11% | – |
| CAR | New | AVIS BUDGET GROUP | $27,104,000 | – | 993,900 | – | 0.11% | – |
| MLR | New | MILLER INDS INC TENN | $24,903,000 | – | 1,002,135 | – | 0.10% | – |
| FI | New | FRANKS INTL N V | $24,531,000 | – | 2,959,113 | – | 0.10% | – |
| MDCA | New | MDC PARTNERS INCcl a sub vtg | $24,365,000 | – | 2,461,140 | – | 0.10% | – |
| KFY | New | KORN FERRY INTL | $23,036,000 | – | 667,127 | – | 0.09% | – |
| PBF | New | PBF ENERGY INCcl a | $22,651,000 | – | 1,017,580 | – | 0.09% | – |
| SLM | New | SLM CORP | $21,154,000 | – | 1,839,470 | – | 0.08% | – |
| AVD | New | AMERICAN VANGUARD CORP | $19,552,000 | – | 1,133,459 | – | 0.08% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $19,485,000 | – | 1,188,087 | – | 0.08% | – |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $19,097,000 | – | 560,024 | – | 0.08% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $18,269,000 | – | 487,035 | – | 0.07% | – |
| IVC | New | INVACARE CORP | $17,563,000 | – | 1,330,505 | – | 0.07% | – |
| RELYQ | New | REAL IND INC | $13,764,000 | – | 4,746,118 | – | 0.06% | – |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $13,129,000 | – | 13,423,000 | – | 0.05% | – | |
| STI | New | SUNTRUST BKS INC | $12,936,000 | – | 228,067 | – | 0.05% | – |
| AFI | New | ARMSTRONG FLOORING INC | $12,948,000 | – | 720,540 | – | 0.05% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $10,897,000 | – | 338,010 | – | 0.04% | – |
| MHO | New | M/I HOMES INC | $10,615,000 | – | 371,814 | – | 0.04% | – |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $10,473,000 | – | 165,400 | – | 0.04% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $10,579,000 | – | 791,875 | – | 0.04% | – |
| CIEIQ | New | COBALT INTL ENERGY INC | $9,951,000 | – | 4,028,913 | – | 0.04% | – |
| NYRT | New | NEW YORK REIT INC | $9,746,000 | – | 1,128,000 | – | 0.04% | – |
| FITB | New | FIFTH THIRD BANCORP | $8,983,000 | – | 346,050 | – | 0.04% | – |
| TCF | New | TCF FINL CORP | $8,521,000 | – | 534,590 | – | 0.03% | – |
| RCII | New | RENT A CTR INC NEW | $7,891,000 | – | 673,270 | – | 0.03% | – |
| HSON | New | HUDSON GLOBAL INC | $7,030,000 | – | 5,246,200 | – | 0.03% | – |
| RT | New | RUBY TUESDAY INC | $5,409,000 | – | 2,690,966 | – | 0.02% | – |
| KEGX | New | KEY ENERGY SVCS INC DEL | $4,719,000 | – | 245,250 | – | 0.02% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $4,175,000 | – | 13,062 | – | 0.02% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $4,233,000 | – | 84,919 | – | 0.02% | – |
| BCS | New | BARCLAYS PLCadr | $3,637,000 | – | 343,402 | – | 0.02% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $3,540,000 | – | 162,739 | – | 0.01% | – |
| ON | New | ON SEMICONDUCTOR CORP | $2,672,000 | – | 190,340 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $2,475,000 | – | 117,400 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $2,214,000 | – | 26,900 | – | 0.01% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $1,586,000 | – | 326,423 | – | 0.01% | – |
| FSAM | New | FIFTH STR ASSET MGMT INC | $1,233,000 | – | 254,216 | – | 0.01% | – |
| BIF | New | BOULDER GROWTH & INCOME FD I | $1,149,000 | – | 118,292 | – | 0.01% | – |
| KEY | New | KEYCORP NEW | $911,000 | – | 48,604 | – | 0.00% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $1,054,000 | – | 5,270,000 | – | 0.00% | – | |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $1,112,000 | – | 258,593 | – | 0.00% | – |
| GIS | New | GENERAL MLS INC | $1,014,000 | – | 18,300 | – | 0.00% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $1,027,000 | – | 7,300 | – | 0.00% | – |
| BACWSA | New | BANK AMER CORP*w exp 01/16/201 | $1,114,000 | – | 92,563 | – | 0.00% | – |
| PQUEQ | New | PETROQUEST ENERGY INC | $802,000 | – | 405,193 | – | 0.00% | – |
| CRK | New | COMSTOCK RES INC | $560,000 | – | 79,225 | – | 0.00% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $587,000 | – | 33,866 | – | 0.00% | – |
| FSFR | New | FIFTH STR SR FLOATNG RATE CO | $496,000 | – | 60,905 | – | 0.00% | – |
| QQQ | New | POWERSHARES QQQ TRUSTput | $222,000 | – | 52,500 | – | 0.00% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $299,000 | – | 1,150,000 | – | 0.00% | – | |
| TNK | New | TEEKAY TANKERS LTDcl a | $44,000 | – | 23,432 | – | 0.00% | – |
| DHX | New | DHI GROUP INC | $38,000 | – | 13,304 | – | 0.00% | – |
| CGIPQ | New | CELADON GROUP INC | $59,000 | – | 18,593 | – | 0.00% | – |
| TBBK | New | BANCORP INC DEL | $96,000 | – | 12,671 | – | 0.00% | – |
| PFMT | New | PERFORMANT FINL CORP | $76,000 | – | 36,288 | – | 0.00% | – |
| OZM | New | OCH ZIFF CAP MGMT GROUPcl a | $80,000 | – | 31,410 | – | 0.00% | – |
| CSTM | New | CONSTELLIUM NVcl a | $78,000 | – | 11,347 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TBBK | Exit | BANCORP INC DEL | $0 | – | -10,274 | – | 0.00% | – |
| KCAP | Exit | KCAP FINL INC | $0 | – | -10,465 | – | 0.00% | – |
| HIL | Exit | HILL INTERNATIONAL INC | $0 | – | -10,760 | – | 0.00% | – |
| HHS | Exit | HARTE-HANKS INC | $0 | – | -39,845 | – | 0.00% | – |
| PFMT | Exit | PERFORMANT FINL CORP | $0 | – | -12,782 | – | 0.00% | – |
| SHOS | Exit | SEARS HOMETOWN & OUTLET STOR | $0 | – | -12,795 | – | 0.00% | – |
| CTG | Exit | COMPUTER TASK GROUP INC | $0 | – | -10,079 | – | 0.00% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -74,674 | – | 0.00% | – |
| ORN | Exit | ORION GROUP HOLDINGS INC | $0 | – | -10,905 | – | 0.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INCput | $0 | – | -43,800 | – | 0.00% | – |
| RMR | Exit | RMR GROUP INCcl a | $0 | – | -8,300 | – | -0.00% | – |
| CS | Exit | CREDIT SUISSE GROUPsponsored adr | $0 | – | -10,734 | – | -0.00% | – |
| BCS | Exit | BARCLAYS PLCadr | $0 | – | -17,181 | – | -0.00% | – |
| FSFR | Exit | FIFTH STR SR FLOATNG RATE CO | $0 | – | -62,246 | – | -0.00% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -29,598 | – | -0.00% | – |
| Exit | COMSTOCK RES INCnote 9.500% 6/1 | $0 | – | -700,000 | – | -0.00% | – | |
| WETF | Exit | WISDOMTREE INVTS INCput | $0 | – | -250,000 | – | -0.00% | – |
| LONEQ | Exit | LONESTAR RES US INCcl a vtg | $0 | – | -71,193 | – | -0.00% | – |
| PTEN | Exit | PATTERSON UTI ENERGY INCput | $0 | – | -200,000 | – | -0.00% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -140,507 | – | -0.00% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -8,500 | – | -0.00% | – |
| BIF | Exit | BOULDER GROWTH & INCOME FD I | $0 | – | -118,292 | – | -0.00% | – |
| Exit | COMSTOCK RES INCnote 7.750% 4/0 | $0 | – | -1,800,000 | – | -0.01% | – | |
| GIS | Exit | GENERAL MLS INC | $0 | – | -18,300 | – | -0.01% | – |
| PQUEQ | Exit | PETROQUEST ENERGY INC | $0 | – | -407,943 | – | -0.01% | – |
| FSAM | Exit | FIFTH STR ASSET MGMT INC | $0 | – | -287,112 | – | -0.01% | – |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -485,463 | – | -0.01% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -5,820,000 | – | -0.01% | – | |
| LLY | Exit | LILLY ELI & CO | $0 | – | -26,900 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -117,400 | – | -0.01% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -37,519 | – | -0.01% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -191,643 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE GROUP INcl a | $0 | – | -13,699 | – | -0.01% | – |
| GDEN | Exit | GOLDEN ENTMT INC | $0 | – | -233,539 | – | -0.01% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -164,923 | – | -0.01% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -181,723 | – | -0.01% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -32,421 | – | -0.02% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -87,354 | – | -0.02% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -319,056 | – | -0.02% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,811,636 | – | -0.03% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -4,670,760 | – | -0.03% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -14,168 | – | -0.03% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -273,258 | – | -0.04% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -835,975 | – | -0.04% | – |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -7,423,000 | – | -0.04% | – | |
| PBF | Exit | PBF ENERGY INCcl a | $0 | – | -452,720 | – | -0.04% | – |
| GPI | Exit | GROUP 1 AUTOMOTIVE INC | $0 | – | -169,480 | – | -0.04% | – |
| PEB | Exit | PEBBLEBROOK HOTEL TR | $0 | – | -421,770 | – | -0.05% | – |
| SRG | Exit | SERITAGE GROWTH PPTYScl a | $0 | – | -227,010 | – | -0.05% | – |
| PAHC | Exit | PHIBRO ANIMAL HEALTH CORP | $0 | – | -418,700 | – | -0.05% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -275,967 | – | -0.05% | – |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -13,333,000 | – | -0.05% | – | |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -510,453 | – | -0.06% | – |
| NTB | Exit | BANK OF NT BUTTERFIELD&SON L | $0 | – | -584,510 | – | -0.06% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -1,152,970 | – | -0.06% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -428,500 | – | -0.06% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -702,243 | – | -0.06% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -1,759,328 | – | -0.06% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -536,435 | – | -0.06% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -1,391,665 | – | -0.06% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -408,036 | – | -0.06% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -1,243,698 | – | -0.07% | – |
| BCO | Exit | BRINKS CO | $0 | – | -479,257 | – | -0.07% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -1,002,400 | – | -0.08% | – |
| SLM | Exit | SLM CORP | $0 | – | -2,682,981 | – | -0.08% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,228,406 | – | -0.10% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -47,017,000 | – | -0.10% | – | |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -800,622 | – | -0.10% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -363,100 | – | -0.11% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -1,147,494 | – | -0.11% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -1,749,103 | – | -0.12% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -5,512,642 | – | -0.12% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -6,492,942 | – | -0.12% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -2,733,991 | – | -0.13% | – |
| RELYQ | Exit | REAL IND INC | $0 | – | -4,960,463 | – | -0.13% | – |
| FHB | Exit | FIRST HAWAIIAN INC | $0 | – | -1,137,810 | – | -0.13% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -2,512,644 | – | -0.13% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -1,219,021 | – | -0.13% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -1,391,975 | – | -0.13% | – |
| GBLI | Exit | GLOBAL INDEMNITY PLC | $0 | – | -1,236,351 | – | -0.15% | – |
| DIOD | Exit | DIODES INC | $0 | – | -1,734,610 | – | -0.16% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -1,882,350 | – | -0.16% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -8,102,670 | – | -0.17% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -3,774,750 | – | -0.19% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -3,072,446 | – | -0.20% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -3,390,073 | – | -0.20% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -1,760,847 | – | -0.20% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -935,768 | – | -0.20% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -2,605,543 | – | -0.20% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -1,189,410 | – | -0.21% | – |
| IOC | Exit | INTEROIL CORP | $0 | – | -999,126 | – | -0.21% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -621,833 | – | -0.22% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -3,494,970 | – | -0.22% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -876,405 | – | -0.23% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -2,600,318 | – | -0.23% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -685,222 | – | -0.23% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -1,341,119 | – | -0.24% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -4,461,538 | – | -0.25% | – |
| AVT | Exit | AVNET INC | $0 | – | -1,449,584 | – | -0.25% | – |
| CDW | Exit | CDW CORP | $0 | – | -1,434,190 | – | -0.27% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -1,109,498 | – | -0.28% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -403,543 | – | -0.28% | – |
| PHH | Exit | PHH CORP | $0 | – | -5,005,180 | – | -0.30% | – |
| K | Exit | KELLOGG CO | $0 | – | -955,552 | – | -0.31% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -1,977,660 | – | -0.31% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -60,608,787 | – | -0.31% | – |
| KBR | Exit | KBR INC | $0 | – | -5,045,041 | – | -0.32% | – |
| MATX | Exit | MATSON INC | $0 | – | -1,926,234 | – | -0.32% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -2,128,071 | – | -0.32% | – |
| PPL | Exit | PPL CORP | $0 | – | -2,242,342 | – | -0.32% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -3,664,909 | – | -0.36% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -1,012,932 | – | -0.37% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -1,541,140 | – | -0.37% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -7,382,383 | – | -0.38% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -1,563,133 | – | -0.38% | – |
| HUM | Exit | HUMANA INC | $0 | – | -527,545 | – | -0.39% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -3,019,911 | – | -0.39% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -1,596,958 | – | -0.40% | – |
| BIIB | Exit | BIOGEN INC | $0 | – | -306,100 | – | -0.40% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -2,666,481 | – | -0.41% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -2,273,194 | – | -0.41% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -5,786,824 | – | -0.42% | – |
| WLTW | Exit | WILLIS TOWERS WATSON PUB LTD | $0 | – | -764,284 | – | -0.42% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -1,580,608 | – | -0.43% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -4,389,874 | – | -0.45% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -8,244,855 | – | -0.45% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -3,634,336 | – | -0.49% | – |
| WLL | Exit | WHITING PETE CORP NEW | $0 | – | -13,826,934 | – | -0.50% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -5,552,062 | – | -0.53% | – |
| TGT | Exit | TARGET CORP | $0 | – | -1,951,550 | – | -0.56% | – |
| DISCK | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -5,157,496 | – | -0.57% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -2,631,117 | – | -0.57% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -2,756,188 | – | -0.61% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -1,892,595 | – | -0.67% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -5,752,897 | – | -0.70% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -2,697,830 | – | -0.73% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -2,608,886 | – | -0.75% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -1,443,559 | – | -0.78% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -55,548,148 | – | -0.83% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -6,293,624 | – | -0.84% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -2,829,847 | – | -0.85% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -32,480,973 | – | -0.87% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -5,681,370 | – | -0.91% | – |
| CBS | Exit | CBS CORP NEWcl b | $0 | – | -4,035,049 | – | -0.92% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,409,367 | – | -0.95% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -4,943,439 | – | -0.99% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -24,190,967 | – | -1.00% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -3,746,828 | – | -1.04% | – |
| BA | Exit | BOEING CO | $0 | – | -1,912,811 | – | -1.05% | – |
| ARRS | Exit | ARRIS INTL INC | $0 | – | -9,030,431 | – | -1.07% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -36,662,439 | – | -1.11% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -2,167,963 | – | -1.14% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -9,361,095 | – | -1.16% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -6,771,903 | – | -1.25% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -8,493,013 | – | -1.25% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -10,062,145 | – | -1.28% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -27,771,106 | – | -1.30% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -6,292,991 | – | -1.32% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -7,316,479 | – | -1.32% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -8,150,402 | – | -1.47% | – |
| STT | Exit | STATE STR CORP | $0 | – | -5,151,772 | – | -1.50% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr | $0 | – | -12,403,052 | – | -1.51% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -11,401,903 | – | -1.51% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -6,205,841 | – | -1.73% | – |
| JCI | Exit | JOHNSON CTLS INTL PLC | $0 | – | -8,937,436 | – | -1.74% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,819,599 | – | -1.75% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -16,197,598 | – | -1.82% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE C | $0 | – | -19,281,254 | – | -1.83% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -62,420,845 | – | -1.88% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -12,041,028 | – | -1.92% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -3,707,313 | – | -1.94% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -40,068,420 | – | -2.12% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -20,858,321 | – | -2.15% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -15,045,164 | – | -2.47% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -4,740,540 | – | -2.54% | – |
| HES | Exit | HESS CORP | $0 | – | -11,852,183 | – | -2.66% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -12,542,683 | – | -3.02% | – |
| GLW | Exit | CORNING INC | $0 | – | -30,624,586 | – | -3.03% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -48,414,184 | – | -3.20% | – |
| C | Exit | CITIGROUP INC | $0 | – | -17,441,685 | – | -3.44% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -55,714,856 | – | -3.64% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -16,325,565 | – | -4.05% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Sell | AMERICAN INTL GROUP INC | $968,759,000 | +8.1% | 16,325,565 | -3.6% | 4.05% | +5.7% |
| BAC | Sell | BANK AMER CORP | $871,937,000 | +8.7% | 55,714,856 | -7.8% | 3.64% | +6.3% |
| C | Sell | CITIGROUP INC | $823,771,000 | +7.1% | 17,441,685 | -3.9% | 3.44% | +4.7% |
| MRO | Buy | MARATHON OIL CORP | $765,428,000 | +12.1% | 48,414,184 | +6.4% | 3.20% | +9.6% |
| GLW | Sell | CORNING INC | $724,271,000 | -21.1% | 30,624,586 | -31.6% | 3.03% | -22.8% |
| MSFT | Sell | MICROSOFT CORP | $722,459,000 | -7.3% | 12,542,683 | -17.6% | 3.02% | -9.3% |
| HES | Buy | HESS CORP | $635,514,000 | -6.4% | 11,852,183 | +4.9% | 2.66% | -8.5% |
| CMI | Sell | CUMMINS INC | $607,500,000 | -7.1% | 4,740,540 | -18.5% | 2.54% | -9.2% |
| ORCL | Sell | ORACLE CORP | $590,974,000 | -5.0% | 15,045,164 | -1.0% | 2.47% | -7.1% |
| CFG | Sell | CITIZENS FINL GROUP INC | $515,409,000 | +17.5% | 20,858,321 | -5.0% | 2.15% | +14.9% |
| CPN | Buy | CALPINE CORP | $506,465,000 | -9.7% | 40,068,420 | +5.4% | 2.12% | -11.7% |
| ANTM | Buy | ANTHEM INC | $464,563,000 | +43.5% | 3,707,313 | +50.4% | 1.94% | +40.2% |
| SNY | Buy | SANOFIsponsored adr | $459,847,000 | -3.9% | 12,041,028 | +5.3% | 1.92% | -6.1% |
| ERIC | Buy | ERICSSONadr b sek 10 | $450,054,000 | +43.0% | 62,420,845 | +52.3% | 1.88% | +39.8% |
| HPE | Sell | HEWLETT PACKARD ENTERPRISE C | $438,649,000 | -11.3% | 19,281,254 | -28.7% | 1.83% | -13.2% |
| DISCA | Buy | DISCOVERY COMMUNICATNS NEW | $436,039,000 | +11.3% | 16,197,598 | +4.3% | 1.82% | +8.8% |
| COF | Sell | CAPITAL ONE FINL CORP | $418,022,000 | +12.5% | 5,819,599 | -0.5% | 1.75% | +9.9% |
| JCI | New | JOHNSON CTLS INTL PLC | $415,859,000 | – | 8,937,436 | – | 1.74% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $413,247,000 | +3.1% | 6,205,841 | -3.8% | 1.73% | +0.9% |
| GM | Sell | GENERAL MTRS CO | $362,238,000 | +7.7% | 11,401,903 | -4.1% | 1.51% | +5.3% |
| VOD | Sell | VODAFONE GROUP PLC NEWspnsr adr | $361,549,000 | -9.2% | 12,403,052 | -3.8% | 1.51% | -11.2% |
| STT | Buy | STATE STR CORP | $358,718,000 | +32.6% | 5,151,772 | +2.7% | 1.50% | +29.7% |
| GSK | Sell | GLAXOSMITHKLINE PLCsponsored adr | $351,527,000 | -3.9% | 8,150,402 | -3.4% | 1.47% | -6.0% |
| BBBY | Sell | BED BATH & BEYOND INC | $315,413,000 | -1.8% | 7,316,479 | -1.6% | 1.32% | -4.0% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $315,090,000 | -11.4% | 6,292,991 | -2.2% | 1.32% | -13.4% |
| NRG | Buy | NRG ENERGY INC | $311,314,000 | -21.9% | 27,771,106 | +4.4% | 1.30% | -23.6% |
| MUR | Sell | MURPHY OIL CORP | $305,889,000 | -6.2% | 10,062,145 | -2.1% | 1.28% | -8.3% |
| WFC | Buy | WELLS FARGO & CO NEW | $299,860,000 | -6.0% | 6,771,903 | +0.4% | 1.25% | -8.1% |
| UNM | Sell | UNUM GROUP | $299,888,000 | +7.9% | 8,493,013 | -2.9% | 1.25% | +5.5% |
| PHG | Sell | KONINKLIJKE PHILIPS N Vny reg sh new | $276,995,000 | +16.0% | 9,361,095 | -2.2% | 1.16% | +13.4% |
| PH | Sell | PARKER HANNIFIN CORP | $272,144,000 | +11.4% | 2,167,963 | -4.1% | 1.14% | +8.9% |
| CNHI | Buy | CNH INDL N V | $264,703,000 | +4.1% | 36,662,439 | +3.1% | 1.11% | +1.7% |
| ARRS | Sell | ARRIS INTL INC | $255,832,000 | +18.0% | 9,030,431 | -12.7% | 1.07% | +15.3% |
| BA | Buy | BOEING CO | $251,994,000 | +55.6% | 1,912,811 | +53.4% | 1.05% | +52.2% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $248,565,000 | -9.3% | 3,746,828 | -10.9% | 1.04% | -11.4% |
| RF | Buy | REGIONS FINL CORP NEW | $238,765,000 | +115.1% | 24,190,967 | +85.5% | 1.00% | +110.5% |
| IP | Sell | INTL PAPER CO | $237,186,000 | -0.5% | 4,943,439 | -12.1% | 0.99% | -2.7% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $227,289,000 | +0.7% | 1,409,367 | -7.2% | 0.95% | -1.6% |
| CBS | Buy | CBS CORP NEWcl b | $220,879,000 | +27.6% | 4,035,049 | +27.0% | 0.92% | +24.9% |
| BPOP | Sell | POPULAR INC | $217,142,000 | +9.6% | 5,681,370 | -16.0% | 0.91% | +7.1% |
| KOS | Sell | KOSMOS ENERGY LTD | $208,203,000 | +16.8% | 32,480,973 | -0.7% | 0.87% | +14.2% |
| WMT | Sell | WAL-MART STORES INC | $204,089,000 | -4.6% | 2,829,847 | -3.4% | 0.85% | -6.7% |
| MS | Sell | MORGAN STANLEY | $201,774,000 | +3.6% | 6,293,624 | -16.0% | 0.84% | +1.3% |
| ODP | Buy | OFFICE DEPOT INC | $198,307,000 | +28.7% | 55,548,148 | +19.3% | 0.83% | +26.0% |
| ZBH | Sell | ZIMMER BIOMET HLDGS INC | $187,692,000 | +3.7% | 1,443,559 | -4.0% | 0.78% | +1.4% |
| ALL | Sell | ALLSTATE CORP | $180,483,000 | -4.3% | 2,608,886 | -3.2% | 0.75% | -6.5% |
| TEL | New | TE CONNECTIVITY LTD | $173,686,000 | – | 2,697,830 | – | 0.73% | – |
| HMC | Sell | HONDA MOTOR LTD | $166,374,000 | -29.0% | 5,752,897 | -37.8% | 0.70% | -30.6% |
| COL | Buy | ROCKWELL COLLINS INC | $159,621,000 | +53.1% | 1,892,595 | +54.6% | 0.67% | +49.9% |
| HOG | Sell | HARLEY DAVIDSON INC | $144,948,000 | +9.1% | 2,756,188 | -6.0% | 0.61% | +6.7% |
| JWN | Sell | NORDSTROM INC | $136,502,000 | -0.2% | 2,631,117 | -26.8% | 0.57% | -2.4% |
| DISCK | Buy | DISCOVERY COMMUNICATNS NEW | $135,694,000 | +158.9% | 5,157,496 | +134.7% | 0.57% | +153.1% |
| TGT | Sell | TARGET CORP | $134,032,000 | -3.6% | 1,951,550 | -2.0% | 0.56% | -5.7% |
| NAV | Sell | NAVISTAR INTL CORP NEW | $127,087,000 | +36.0% | 5,552,062 | -30.6% | 0.53% | +33.1% |
| WLL | Buy | WHITING PETE CORP NEW | $120,847,000 | +477.4% | 13,826,934 | +511.7% | 0.50% | +467.4% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $117,389,000 | +44.0% | 3,634,336 | +14.4% | 0.49% | +40.8% |
| TPH | Sell | TRI POINTE GROUP INC | $108,667,000 | -2.9% | 8,244,855 | -12.9% | 0.45% | -5.0% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $107,464,000 | +8.1% | 4,389,874 | -4.8% | 0.45% | +5.6% |
| ETN | Sell | EATON CORP PLC | $103,862,000 | +3.3% | 1,580,608 | -6.1% | 0.43% | +0.9% |
| WLTW | Sell | WILLIS TOWERS WATSON PUB LTD | $101,474,000 | +2.7% | 764,284 | -3.9% | 0.42% | +0.5% |
| ERJ | Buy | EMBRAER S A | $99,881,000 | +1.6% | 5,786,824 | +27.9% | 0.42% | -0.7% |
| MGA | Buy | MAGNA INTL INC | $97,634,000 | +13329.7% | 2,273,194 | +10862.5% | 0.41% | +13500.0% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $97,727,000 | +1.8% | 2,666,481 | -6.2% | 0.41% | -0.5% |
| BIIB | Buy | BIOGEN INC | $95,818,000 | +73.0% | 306,100 | +33.7% | 0.40% | +68.8% |
| BG | Sell | BUNGE LIMITED | $94,588,000 | -4.8% | 1,596,958 | -4.9% | 0.40% | -6.8% |
| TDC | Sell | TERADATA CORP DEL | $93,617,000 | +5.2% | 3,019,911 | -14.9% | 0.39% | +2.9% |
| HUM | Sell | HUMANA INC | $93,317,000 | -46.2% | 527,545 | -45.3% | 0.39% | -47.4% |
| PCAR | Sell | PACCAR INC | $91,881,000 | -35.1% | 1,563,133 | -42.7% | 0.38% | -36.5% |
| ON | Sell | ON SEMICONDUCTOR CORP | $90,951,000 | -12.2% | 7,382,383 | -37.2% | 0.38% | -14.2% |
| NPO | Buy | ENPRO INDS INC | $87,568,000 | +43.9% | 1,541,140 | +12.4% | 0.37% | +40.8% |
| MDT | Sell | MEDTRONIC PLC | $87,517,000 | -39.0% | 1,012,932 | -38.7% | 0.37% | -40.3% |
| GEO | Buy | GEO GROUP INC NEW | $87,152,000 | -19.5% | 3,664,909 | +15.7% | 0.36% | -21.4% |
| PPL | Sell | PPL CORP | $77,518,000 | -9.9% | 2,242,342 | -1.7% | 0.32% | -12.0% |
| CIT | Sell | CIT GROUP INC | $77,249,000 | +8.0% | 2,128,071 | -5.1% | 0.32% | +5.6% |
| MATX | Sell | MATSON INC | $76,818,000 | -3.7% | 1,926,234 | -22.1% | 0.32% | -5.9% |
| KBR | Buy | KBR INC | $76,331,000 | +21.4% | 5,045,041 | +6.3% | 0.32% | +18.6% |
| CIE | Buy | COBALT INTL ENERGY INC | $75,155,000 | +11.4% | 60,608,787 | +20.3% | 0.31% | +9.0% |
| BRO | Sell | BROWN & BROWN INC | $74,578,000 | -13.1% | 1,977,660 | -13.6% | 0.31% | -15.0% |
| K | Sell | KELLOGG CO | $74,027,000 | -10.0% | 955,552 | -5.2% | 0.31% | -12.2% |
| PHH | Sell | PHH CORP | $72,325,000 | -0.5% | 5,005,180 | -8.2% | 0.30% | -2.9% |
| ESGR | Sell | ENSTAR GROUP LIMITED | $66,371,000 | -2.3% | 403,543 | -3.8% | 0.28% | -4.5% |
| LPNT | Buy | LIFEPOINT HEALTH INC | $65,716,000 | -7.1% | 1,109,498 | +2.5% | 0.28% | -8.9% |
| CDW | Sell | CDW CORP | $65,586,000 | -8.9% | 1,434,190 | -20.1% | 0.27% | -11.0% |
| AVT | Buy | AVNET INC | $59,520,000 | +4.1% | 1,449,584 | +2.7% | 0.25% | +2.0% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $59,205,000 | +17.3% | 4,461,538 | -15.8% | 0.25% | +14.4% |
| KSS | Sell | KOHLS CORP | $58,674,000 | -8.8% | 1,341,119 | -21.0% | 0.24% | -10.9% |
| TPC | Sell | TUTOR PERINI CORP | $55,829,000 | -11.7% | 2,600,318 | -3.1% | 0.23% | -13.7% |
| PKG | Sell | PACKAGING CORP AMER | $55,681,000 | -5.0% | 685,222 | -21.7% | 0.23% | -6.8% |
| DOOR | Sell | MASONITE INTL CORP NEW | $54,486,000 | -12.4% | 876,405 | -6.9% | 0.23% | -14.3% |
| CNO | New | CNO FINL GROUP INC | $53,368,000 | – | 3,494,970 | – | 0.22% | – |
| OMC | Sell | OMNICOM GROUP INC | $52,856,000 | -0.6% | 621,833 | -4.7% | 0.22% | -2.6% |
| IOC | Buy | INTEROIL CORP | $50,875,000 | +77.4% | 999,126 | +56.8% | 0.21% | +73.2% |
| POR | Sell | PORTLAND GEN ELEC CO | $50,657,000 | -10.2% | 1,189,410 | -7.0% | 0.21% | -12.0% |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $48,984,000 | +23.2% | 2,605,543 | +12.1% | 0.20% | +20.6% |
| SO | Sell | SOUTHERN CO | $48,005,000 | -49.3% | 935,768 | -47.0% | 0.20% | -50.2% |
| GXP | Sell | GREAT PLAINS ENERGY INC | $48,054,000 | -10.8% | 1,760,847 | -0.6% | 0.20% | -12.6% |
| NWSA | Sell | NEWS CORP NEWcl a | $47,393,000 | +15.7% | 3,390,073 | -6.0% | 0.20% | +13.1% |
| FHN | Sell | FIRST HORIZON NATL CORP | $46,793,000 | +10.1% | 3,072,446 | -0.4% | 0.20% | +7.1% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $45,901,000 | +11.3% | 3,774,750 | -5.4% | 0.19% | +9.1% |
| MDR | Sell | MCDERMOTT INTL INC | $40,594,000 | -3.1% | 8,102,670 | -4.4% | 0.17% | -5.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $38,513,000 | +11.4% | 1,882,350 | -4.3% | 0.16% | +8.8% |
| DIOD | Sell | DIODES INC | $37,017,000 | +13.1% | 1,734,610 | -0.4% | 0.16% | +10.7% |
| GBLI | Buy | GLOBAL INDEMNITY PLC | $36,720,000 | +11.1% | 1,236,351 | +3.0% | 0.15% | +8.5% |
| MLR | Sell | MILLER INDS INC TENN | $31,723,000 | +10.1% | 1,391,975 | -0.5% | 0.13% | +8.1% |
| RBSPRSCL | Buy | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $30,780,000 | +4.3% | 1,219,021 | +3.5% | 0.13% | +2.4% |
| KEY | New | KEYCORP NEW | $30,579,000 | – | 2,512,644 | – | 0.13% | – |
| FHB | New | FIRST HAWAIIAN INC | $30,562,000 | – | 1,137,810 | – | 0.13% | – |
| RELYQ | Sell | REAL IND INC | $30,358,000 | -21.7% | 4,960,463 | -0.6% | 0.13% | -23.5% |
| MTOR | Sell | MERITOR INC | $30,429,000 | +53.2% | 2,733,991 | -0.9% | 0.13% | +49.4% |
| EXTR | Sell | EXTREME NETWORKS INC | $29,153,000 | +32.1% | 6,492,942 | -0.3% | 0.12% | +29.8% |
| FBP | Sell | FIRST BANCORP P R | $28,666,000 | +30.5% | 5,512,642 | -0.3% | 0.12% | +27.7% |
| AVD | Sell | AMERICAN VANGUARD CORP | $28,091,000 | +5.8% | 1,749,103 | -0.5% | 0.12% | +3.5% |
| MHO | Sell | M/I HOMES INC | $27,046,000 | +24.5% | 1,147,494 | -0.5% | 0.11% | +21.5% |
| MAN | Buy | MANPOWERGROUP INC | $26,238,000 | +13.2% | 363,100 | +0.8% | 0.11% | +11.1% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $24,547,000 | +1.4% | 800,622 | -0.2% | 0.10% | 0.0% |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $24,155,000 | +73.7% | 47,017,000 | +28.5% | 0.10% | +71.2% | |
| ASB | Sell | ASSOCIATED BANC CORP | $24,064,000 | +13.9% | 1,228,406 | -0.3% | 0.10% | +12.2% |
| SLM | Buy | SLM CORP | $20,042,000 | +48.0% | 2,682,981 | +22.4% | 0.08% | +44.8% |
| ALLY | Buy | ALLY FINL INC | $19,517,000 | +62.3% | 1,002,400 | +42.3% | 0.08% | +60.8% |
| BCO | Sell | BRINKS CO | $17,771,000 | +29.6% | 479,257 | -0.4% | 0.07% | +25.4% |
| OPY | Sell | OPPENHEIMER HLDGS INCcl a non vtg | $17,772,000 | -8.1% | 1,243,698 | -0.5% | 0.07% | -10.8% |
| IVC | Sell | INVACARE CORP | $15,545,000 | -8.3% | 1,391,665 | -0.4% | 0.06% | -9.7% |
| BBY | Sell | BEST BUY INC | $15,579,000 | -36.3% | 408,036 | -48.9% | 0.06% | -37.5% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $15,385,000 | -16.1% | 536,435 | -17.4% | 0.06% | -17.9% |
| SPLS | Sell | STAPLES INC | $15,042,000 | -42.2% | 1,759,328 | -41.7% | 0.06% | -43.2% |
| KFY | Buy | KORN FERRY INTL | $14,747,000 | +620.8% | 702,243 | +610.5% | 0.06% | +588.9% |
| RCII | Sell | RENT A CTR INC NEW | $14,574,000 | -0.9% | 1,152,970 | -3.7% | 0.06% | -3.2% |
| CAR | Sell | AVIS BUDGET GROUP | $14,659,000 | -19.4% | 428,500 | -24.1% | 0.06% | -21.8% |
| NTB | New | BANK OF NT BUTTERFIELD&SON L | $14,472,000 | – | 584,510 | – | 0.06% | – |
| WAFD | Sell | WASHINGTON FED INC | $13,619,000 | +9.4% | 510,453 | -0.5% | 0.06% | +7.5% |
| Sell | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $12,508,000 | +31.1% | 13,333,000 | -17.5% | 0.05% | +26.8% | |
| STI | Sell | SUNTRUST BKS INC | $12,087,000 | -91.0% | 275,967 | -91.6% | 0.05% | -91.3% |
| SRG | Sell | SERITAGE GROWTH PPTYScl a | $11,505,000 | +1.4% | 227,010 | -0.3% | 0.05% | 0.0% |
| PAHC | New | PHIBRO ANIMAL HEALTH CORP | $11,380,000 | – | 418,700 | – | 0.05% | – |
| PEB | Sell | PEBBLEBROOK HOTEL TR | $11,219,000 | -65.0% | 421,770 | -65.4% | 0.05% | -65.7% |
| GPI | New | GROUP 1 AUTOMOTIVE INC | $10,826,000 | – | 169,480 | – | 0.04% | – |
| PBF | Buy | PBF ENERGY INCcl a | $10,250,000 | +44.6% | 452,720 | +51.9% | 0.04% | +43.3% |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $10,040,000 | +8.3% | 835,975 | -0.1% | 0.04% | +5.0% |
| ZION | Sell | ZIONS BANCORPORATION | $8,476,000 | -44.4% | 273,258 | -54.9% | 0.04% | -46.2% |
| Y | Sell | ALLEGHANY CORP DEL | $7,438,000 | -78.9% | 14,168 | -77.9% | 0.03% | -79.5% |
| HSON | Sell | HUDSON GLOBAL INC | $7,193,000 | -22.1% | 4,670,760 | -0.3% | 0.03% | -23.1% |
| RT | Sell | RUBY TUESDAY INC | $7,029,000 | -31.1% | 2,811,636 | -0.5% | 0.03% | -34.1% |
| CXW | Sell | CORRECTIONS CORP AMER NEW | $4,425,000 | -77.3% | 319,056 | -42.8% | 0.02% | -78.3% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $4,070,000 | +0.9% | 87,354 | +0.4% | 0.02% | 0.0% |
| LPX | Sell | LOUISIANA PAC CORP | $3,422,000 | +8.4% | 181,723 | -0.2% | 0.01% | +7.7% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $3,059,000 | -54.2% | 164,923 | -58.3% | 0.01% | -55.2% |
| NWLI | Buy | NATIONAL WESTN LIFE GROUP INcl a | $2,813,000 | +8.4% | 13,699 | +3.1% | 0.01% | +9.1% |
| GDEN | Sell | GOLDEN ENTMT INC | $2,912,000 | +5.6% | 233,539 | -1.0% | 0.01% | 0.0% |
| ENH | Buy | ENDURANCE SPECIALTY HLDGS LT | $2,456,000 | +0.3% | 37,519 | +2.9% | 0.01% | 0.0% |
| BACWSA | Sell | BANK AMER CORP*w exp 01/16/201 | $2,243,000 | +28.7% | 485,463 | -3.1% | 0.01% | +28.6% |
| FSAM | Sell | FIFTH STR ASSET MGMT INC | $1,582,000 | -25.7% | 287,112 | -45.5% | 0.01% | -22.2% |
| PQUEQ | Buy | PETROQUEST ENERGY INC | $1,411,000 | +275.3% | 407,943 | +261.1% | 0.01% | +200.0% |
| New | COMSTOCK RES INCnote 7.750% 4/0 | $1,305,000 | – | 1,800,000 | – | 0.01% | – | |
| BIF | New | BOULDER GROWTH & INCOME FD I | $991,000 | – | 118,292 | – | 0.00% | – |
| LONEQ | New | LONESTAR RES US INCcl a vtg | $726,000 | – | 71,193 | – | 0.00% | – |
| New | COMSTOCK RES INCnote 9.500% 6/1 | $508,000 | – | 700,000 | – | 0.00% | – | |
| FSFR | Sell | FIFTH STR SR FLOATNG RATE CO | $533,000 | -4.7% | 62,246 | -11.4% | 0.00% | 0.0% |
| CS | Sell | CREDIT SUISSE GROUPsponsored adr | $141,000 | -11.9% | 10,734 | -28.4% | 0.00% | 0.0% |
| BCS | Sell | BARCLAYS PLCadr | $149,000 | -8.0% | 17,181 | -19.3% | 0.00% | 0.0% |
| SHOS | New | SEARS HOMETOWN & OUTLET STOR | $63,000 | – | 12,795 | – | 0.00% | – |
| EGY | Buy | VAALCO ENERGY INC | $69,000 | +21.1% | 74,674 | +38.9% | 0.00% | – |
| KCAP | Sell | KCAP FINL INC | $48,000 | -5.9% | 10,465 | -19.4% | 0.00% | – |
| CTG | New | COMPUTER TASK GROUP INC | $47,000 | – | 10,079 | – | 0.00% | – |
| PFMT | Sell | PERFORMANT FINL CORP | $38,000 | +35.7% | 12,782 | -25.7% | 0.00% | – |
| TBBK | New | BANCORP INC DEL | $66,000 | – | 10,274 | – | 0.00% | – |
| ZAGG | Exit | ZAGG INC | $0 | – | -12,106 | – | 0.00% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -54,320 | – | -0.00% | – |
| BIF | Exit | BOULDER GROWTH & INCOME FD I | $0 | – | -118,292 | – | -0.00% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -83,005 | – | -0.01% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -36,312 | – | -0.01% | – |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -75,560 | – | -0.04% | – |
| SNOW | Exit | INTRAWEST RESORTS HLDGS INC | $0 | – | -836,453 | – | -0.05% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -151,330 | – | -0.09% | – |
| MESG | Exit | XURA INC | $0 | – | -940,435 | – | -0.10% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -237,900 | – | -0.10% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,652,687 | – | -0.14% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -3,049,952 | – | -0.19% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -775,261 | – | -0.25% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -7,071,584 | – | -0.29% | – |
| HPQ | Exit | HP INC | $0 | – | -9,897,410 | – | -0.53% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -9,190,285 | – | -1.74% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLW | New | CORNING INC | $917,403,000 | – | 44,795,085 | – | 3.92% | – |
| AIG | New | AMERICAN INTL GROUP INC | $896,140,000 | – | 16,943,464 | – | 3.83% | – |
| BAC | New | BANK AMER CORP | $802,235,000 | – | 60,454,811 | – | 3.43% | – |
| MSFT | New | MICROSOFT CORP | $779,013,000 | – | 15,224,009 | – | 3.33% | – |
| C | New | CITIGROUP INC | $769,222,000 | – | 18,146,311 | – | 3.29% | – |
| MRO | New | MARATHON OIL CORP | $683,110,000 | – | 45,510,297 | – | 2.92% | – |
| HES | New | HESS CORP | $678,860,000 | – | 11,295,512 | – | 2.90% | – |
| CMI | New | CUMMINS INC | $653,914,000 | – | 5,815,672 | – | 2.79% | – |
| ORCL | New | ORACLE CORP | $621,885,000 | – | 15,193,879 | – | 2.66% | – |
| CPN | New | CALPINE CORP | $560,789,000 | – | 38,019,617 | – | 2.40% | – |
| HPE | New | HEWLETT PACKARD ENTERPRISE C | $494,305,000 | – | 27,055,545 | – | 2.11% | – |
| SNY | New | SANOFIsponsored adr | $478,434,000 | – | 11,432,112 | – | 2.04% | – |
| CFG | New | CITIZENS FINL GROUP INC | $438,493,000 | – | 21,946,583 | – | 1.87% | – |
| JCI | New | JOHNSON CTLS INC | $406,762,000 | – | 9,190,285 | – | 1.74% | – |
| JPM | New | JPMORGAN CHASE & CO | $400,657,000 | – | 6,447,645 | – | 1.71% | – |
| NRG | New | NRG ENERGY INC | $398,587,000 | – | 26,590,196 | – | 1.70% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr | $398,097,000 | – | 12,887,579 | – | 1.70% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $391,632,000 | – | 15,522,485 | – | 1.67% | – |
| COF | New | CAPITAL ONE FINL CORP | $371,543,000 | – | 5,850,157 | – | 1.59% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $365,763,000 | – | 8,439,389 | – | 1.56% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $355,487,000 | – | 6,437,654 | – | 1.52% | – |
| GM | New | GENERAL MTRS CO | $336,329,000 | – | 11,884,402 | – | 1.44% | – |
| MUR | New | MURPHY OIL CORP | $326,211,000 | – | 10,274,372 | – | 1.39% | – |
| ANTM | New | ANTHEM INC | $323,825,000 | – | 2,465,551 | – | 1.38% | – |
| BBBY | New | BED BATH & BEYOND INC | $321,358,000 | – | 7,435,411 | – | 1.37% | – |
| WFC | New | WELLS FARGO & CO NEW | $319,099,000 | – | 6,742,003 | – | 1.36% | – |
| ERIC | New | ERICSSONadr b sek 10 | $314,724,000 | – | 40,979,684 | – | 1.34% | – |
| UNM | New | UNUM GROUP | $277,924,000 | – | 8,742,513 | – | 1.19% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $274,145,000 | – | 4,205,328 | – | 1.17% | – |
| STT | New | STATE STR CORP | $270,472,000 | – | 5,016,172 | – | 1.16% | – |
| CNHI | New | CNH INDL N V | $254,338,000 | – | 35,571,805 | – | 1.09% | – |
| PH | New | PARKER HANNIFIN CORP | $244,221,000 | – | 2,260,263 | – | 1.04% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $238,778,000 | – | 9,574,104 | – | 1.02% | – |
| IP | New | INTL PAPER CO | $238,436,000 | – | 5,626,139 | – | 1.02% | – |
| HMC | New | HONDA MOTOR LTD | $234,275,000 | – | 9,248,898 | – | 1.00% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $225,720,000 | – | 1,519,182 | – | 0.96% | – |
| ARRS | New | ARRIS INTL INC | $216,833,000 | – | 10,345,103 | – | 0.93% | – |
| WMT | New | WAL-MART STORES INC | $213,850,000 | – | 2,928,647 | – | 0.91% | – |
| BPOP | New | POPULAR INC | $198,117,000 | – | 6,761,686 | – | 0.85% | – |
| MS | New | MORGAN STANLEY | $194,677,000 | – | 7,493,324 | – | 0.83% | – |
| ALL | New | ALLSTATE CORP | $188,612,000 | – | 2,696,386 | – | 0.81% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $180,926,000 | – | 1,502,959 | – | 0.77% | – |
| KOS | New | KOSMOS ENERGY LTD | $178,203,000 | – | 32,697,737 | – | 0.76% | – |
| HUM | New | HUMANA INC | $173,577,000 | – | 964,959 | – | 0.74% | – |
| CBS | New | CBS CORP NEWcl b | $173,035,000 | – | 3,178,449 | – | 0.74% | – |
| BA | New | BOEING CO | $161,936,000 | – | 1,246,911 | – | 0.69% | – |
| ODP | New | OFFICE DEPOT INC | $154,078,000 | – | 46,549,207 | – | 0.66% | – |
| MDT | New | MEDTRONIC PLC | $143,488,000 | – | 1,653,662 | – | 0.61% | – |
| PCAR | New | PACCAR INC | $141,539,000 | – | 2,728,733 | – | 0.60% | – |
| TGT | New | TARGET CORP | $139,099,000 | – | 1,992,250 | – | 0.59% | – |
| JWN | New | NORDSTROM INC | $136,755,000 | – | 3,594,094 | – | 0.58% | – |
| STI | New | SUNTRUST BKS INC | $134,699,000 | – | 3,278,951 | – | 0.58% | – |
| HOG | New | HARLEY DAVIDSON INC | $132,892,000 | – | 2,933,588 | – | 0.57% | – |
| HPQ | New | HP INC | $124,212,000 | – | 9,897,410 | – | 0.53% | – |
| TPH | New | TRI POINTE GROUP INC | $111,951,000 | – | 9,471,295 | – | 0.48% | – |
| RF | New | REGIONS FINL CORP NEW | $111,008,000 | – | 13,044,467 | – | 0.47% | – |
| GEO | New | GEO GROUP INC NEW | $108,304,000 | – | 3,168,631 | – | 0.46% | – |
| COL | New | ROCKWELL COLLINS INC | $104,228,000 | – | 1,224,195 | – | 0.44% | – |
| ON | New | ON SEMICONDUCTOR CORP | $103,610,000 | – | 11,747,153 | – | 0.44% | – |
| ETN | New | EATON CORP PLC | $100,506,000 | – | 1,682,671 | – | 0.43% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $99,382,000 | – | 4,611,691 | – | 0.42% | – |
| BG | New | BUNGE LIMITED | $99,316,000 | – | 1,679,058 | – | 0.42% | – |
| WLTW | New | WILLIS TOWERS WATSON PUB LTD | $98,818,000 | – | 794,932 | – | 0.42% | – |
| ERJ | New | EMBRAER S A | $98,310,000 | – | 4,526,242 | – | 0.42% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $96,009,000 | – | 2,841,345 | – | 0.41% | – |
| SO | New | SOUTHERN CO | $94,628,000 | – | 1,764,468 | – | 0.40% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $93,458,000 | – | 7,994,692 | – | 0.40% | – |
| TDC | New | TERADATA CORP DEL | $88,966,000 | – | 3,548,711 | – | 0.38% | – |
| PPL | New | PPL CORP | $86,070,000 | – | 2,280,012 | – | 0.37% | – |
| BRO | New | BROWN & BROWN INC | $85,779,000 | – | 2,289,260 | – | 0.37% | – |
| K | New | KELLOGG CO | $82,258,000 | – | 1,007,452 | – | 0.35% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $81,523,000 | – | 3,177,036 | – | 0.35% | – |
| MATX | New | MATSON INC | $79,802,000 | – | 2,471,424 | – | 0.34% | – |
| PHH | New | PHH CORP | $72,660,000 | – | 5,454,980 | – | 0.31% | – |
| CDW | New | CDW CORP | $71,975,000 | – | 1,795,790 | – | 0.31% | – |
| CIT | New | CIT GROUP INC | $71,548,000 | – | 2,242,171 | – | 0.31% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $70,753,000 | – | 1,082,343 | – | 0.30% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $68,877,000 | – | 7,071,584 | – | 0.29% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $67,928,000 | – | 419,333 | – | 0.29% | – |
| CIE | New | COBALT INTL ENERGY INC | $67,485,000 | – | 50,361,931 | – | 0.29% | – |
| KSS | New | KOHLS CORP | $64,351,000 | – | 1,697,020 | – | 0.28% | – |
| TPC | New | TUTOR PERINI CORP | $63,191,000 | – | 2,683,279 | – | 0.27% | – |
| KBR | New | KBR INC | $62,858,000 | – | 4,747,597 | – | 0.27% | – |
| DOOR | New | MASONITE INTL CORP NEW | $62,229,000 | – | 940,863 | – | 0.27% | – |
| NPO | New | ENPRO INDS INC | $60,864,000 | – | 1,371,120 | – | 0.26% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $58,765,000 | – | 775,261 | – | 0.25% | – |
| PKG | New | PACKAGING CORP AMER | $58,605,000 | – | 875,622 | – | 0.25% | – |
| AVT | New | AVNET INC | $57,179,000 | – | 1,411,484 | – | 0.24% | – |
| POR | New | PORTLAND GEN ELEC CO | $56,418,000 | – | 1,278,730 | – | 0.24% | – |
| BIIB | New | BIOGEN INC | $55,377,000 | – | 229,000 | – | 0.24% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $53,856,000 | – | 1,771,587 | – | 0.23% | – |
| OMC | New | OMNICOM GROUP INC | $53,175,000 | – | 652,533 | – | 0.23% | – |
| DISCK | New | DISCOVERY COMMUNICATNS NEW | $52,406,000 | – | 2,197,300 | – | 0.22% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $50,469,000 | – | 5,295,829 | – | 0.22% | – |
| QLGC | New | QLOGIC CORP | $44,956,000 | – | 3,049,952 | – | 0.19% | – |
| FHN | New | FIRST HORIZON NATL CORP | $42,498,000 | – | 3,084,041 | – | 0.18% | – |
| MDR | New | MCDERMOTT INTL INC | $41,886,000 | – | 8,479,045 | – | 0.18% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $41,227,000 | – | 3,991,017 | – | 0.18% | – |
| NWSA | New | NEWS CORP NEWcl a | $40,946,000 | – | 3,607,573 | – | 0.18% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $39,762,000 | – | 2,323,883 | – | 0.17% | – |
| RELYQ | New | REAL IND INC | $38,757,000 | – | 4,988,042 | – | 0.17% | – |
| Y | New | ALLEGHANY CORP DEL | $35,263,000 | – | 64,163 | – | 0.15% | – |
| FITB | New | FIFTH THIRD BANCORP | $34,583,000 | – | 1,966,050 | – | 0.15% | – |
| SYMC | New | SYMANTEC CORP | $33,946,000 | – | 1,652,687 | – | 0.14% | – |
| GBLI | New | GLOBAL INDEMNITY PLC | $33,056,000 | – | 1,200,715 | – | 0.14% | – |
| DIOD | New | DIODES INC | $32,734,000 | – | 1,742,100 | – | 0.14% | – |
| PEB | New | PEBBLEBROOK HOTEL TR | $32,033,000 | – | 1,220,300 | – | 0.14% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $29,500,000 | – | 1,178,096 | – | 0.13% | – |
| IOC | New | INTEROIL CORP | $28,679,000 | – | 637,300 | – | 0.12% | – |
| MLR | New | MILLER INDS INC TENN | $28,808,000 | – | 1,399,107 | – | 0.12% | – |
| AVD | New | AMERICAN VANGUARD CORP | $26,549,000 | – | 1,757,043 | – | 0.11% | – |
| SPLS | New | STAPLES INC | $26,031,000 | – | 3,019,828 | – | 0.11% | – |
| BBY | New | BEST BUY INC | $24,447,000 | – | 798,936 | – | 0.10% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $24,217,000 | – | 801,895 | – | 0.10% | – |
| IWN | New | ISHARES TRrus 2000 val etf | $23,148,000 | – | 237,900 | – | 0.10% | – |
| MAN | New | MANPOWERGROUP INC | $23,175,000 | – | 360,200 | – | 0.10% | – |
| MESG | New | XURA INC | $22,975,000 | – | 940,435 | – | 0.10% | – |
| EXTR | New | EXTREME NETWORKS INC | $22,075,000 | – | 6,511,852 | – | 0.09% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $22,034,000 | – | 151,330 | – | 0.09% | – |
| FBP | New | FIRST BANCORP P R | $21,960,000 | – | 5,531,502 | – | 0.09% | – |
| MHO | New | M/I HOMES INC | $21,720,000 | – | 1,153,464 | – | 0.09% | – |
| ASB | New | ASSOCIATED BANC CORP | $21,126,000 | – | 1,231,848 | – | 0.09% | – |
| WLL | New | WHITING PETE CORP NEW | $20,930,000 | – | 2,260,300 | – | 0.09% | – |
| MTOR | New | MERITOR INC | $19,860,000 | – | 2,758,281 | – | 0.08% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $19,328,000 | – | 1,250,214 | – | 0.08% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $19,521,000 | – | 557,418 | – | 0.08% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $18,336,000 | – | 649,535 | – | 0.08% | – |
| CAR | New | AVIS BUDGET GROUP | $18,194,000 | – | 564,500 | – | 0.08% | – |
| IVC | New | INVACARE CORP | $16,947,000 | – | 1,397,105 | – | 0.07% | – |
| ZION | New | ZIONS BANCORPORATION | $15,233,000 | – | 606,158 | – | 0.06% | – |
| RCII | New | RENT A CTR INC NEW | $14,707,000 | – | 1,197,670 | – | 0.06% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $13,909,000 | – | 36,602,000 | – | 0.06% | – | |
| BCO | New | BRINKS CO | $13,714,000 | – | 481,345 | – | 0.06% | – |
| SLM | New | SLM CORP | $13,545,000 | – | 2,191,711 | – | 0.06% | – |
| WAFD | New | WASHINGTON FED INC | $12,447,000 | – | 513,083 | – | 0.05% | – |
| ALLY | New | ALLY FINL INC | $12,024,000 | – | 704,400 | – | 0.05% | – |
| SRG | New | SERITAGE GROWTH PPTYScl a | $11,344,000 | – | 227,600 | – | 0.05% | – |
| SNOW | New | INTRAWEST RESORTS HLDGS INC | $10,857,000 | – | 836,453 | – | 0.05% | – |
| RT | New | RUBY TUESDAY INC | $10,201,000 | – | 2,825,896 | – | 0.04% | – |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $9,540,000 | – | 16,153,000 | – | 0.04% | – | |
| ISBC | New | INVESTORS BANCORP INC NEW | $9,271,000 | – | 836,695 | – | 0.04% | – |
| HSON | New | HUDSON GLOBAL INC | $9,234,000 | – | 4,687,115 | – | 0.04% | – |
| IWM | New | ISHARES TRrussell 2000 etf | $8,687,000 | – | 75,560 | – | 0.04% | – |
| New | MERITOR INCnote 7.875% 3/0 | $8,369,000 | – | 7,423,000 | – | 0.04% | – | |
| PBF | New | PBF ENERGY INCcl a | $7,089,000 | – | 298,100 | – | 0.03% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $6,673,000 | – | 395,336 | – | 0.03% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $4,035,000 | – | 87,004 | – | 0.02% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $3,478,000 | – | 32,421 | – | 0.02% | – |
| KALU | New | KAISER ALUMINUM CORP | $3,283,000 | – | 36,312 | – | 0.01% | – |
| LPX | New | LOUISIANA PAC CORP | $3,158,000 | – | 182,023 | – | 0.01% | – |
| GDEN | New | GOLDEN ENTMT INC | $2,758,000 | – | 235,939 | – | 0.01% | – |
| IM | New | INGRAM MICRO INCcl a | $2,887,000 | – | 83,005 | – | 0.01% | – |
| NWLI | New | NATIONAL WESTN LIFE GROUP INcl a | $2,596,000 | – | 13,292 | – | 0.01% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $2,449,000 | – | 36,469 | – | 0.01% | – |
| LLY | New | LILLY ELI & CO | $2,118,000 | – | 26,900 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $2,194,000 | – | 117,400 | – | 0.01% | – |
| FSAM | New | FIFTH STR ASSET MGMT INC | $2,128,000 | – | 526,642 | – | 0.01% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $2,001,000 | – | 191,643 | – | 0.01% | – |
| KFY | New | KORN FERRY INTL | $2,046,000 | – | 98,831 | – | 0.01% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $1,979,000 | – | 5,820,000 | – | 0.01% | – | |
| BACWSA | New | BANK AMER CORP*w exp 01/16/201 | $1,743,000 | – | 500,763 | – | 0.01% | – |
| GIS | New | GENERAL MLS INC | $1,305,000 | – | 18,300 | – | 0.01% | – |
| BIF | New | BOULDER GROWTH & INCOME FD I | $962,000 | – | 118,292 | – | 0.00% | – |
| WETF | New | WISDOMTREE INVTS INCput | $950,000 | – | 250,000 | – | 0.00% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $1,001,000 | – | 54,320 | – | 0.00% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $945,000 | – | 8,500 | – | 0.00% | – |
| PTEN | New | PATTERSON UTI ENERGY INCput | $904,000 | – | 200,000 | – | 0.00% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $681,000 | – | 140,507 | – | 0.00% | – |
| MGA | New | MAGNA INTL INC | $727,000 | – | 20,736 | – | 0.00% | – |
| PQUEQ | New | PETROQUEST ENERGY INC | $376,000 | – | 112,975 | – | 0.00% | – |
| FSFR | New | FIFTH STR SR FLOATNG RATE CO | $559,000 | – | 70,232 | – | 0.00% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $429,000 | – | 29,598 | – | 0.00% | – |
| RMR | New | RMR GROUP INCcl a | $257,000 | – | 8,300 | – | 0.00% | – |
| BCS | New | BARCLAYS PLCadr | $162,000 | – | 21,288 | – | 0.00% | – |
| CS | New | CREDIT SUISSE GROUPsponsored adr | $160,000 | – | 14,989 | – | 0.00% | – |
| HHS | New | HARTE-HANKS INC | $63,000 | – | 39,845 | – | 0.00% | – |
| KCAP | New | KCAP FINL INC | $51,000 | – | 12,978 | – | 0.00% | – |
| EGY | New | VAALCO ENERGY INC | $57,000 | – | 53,765 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INCput | $17,000 | – | 43,800 | – | 0.00% | – |
| HIL | New | HILL INTERNATIONAL INC | $44,000 | – | 10,760 | – | 0.00% | – |
| ZAGG | New | ZAGG INC | $64,000 | – | 12,106 | – | 0.00% | – |
| PFMT | New | PERFORMANT FINL CORP | $28,000 | – | 17,202 | – | 0.00% | – |
| ORN | New | ORION GROUP HOLDINGS INC | $58,000 | – | 10,905 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NL | Exit | NL INDS INC | $0 | – | -15,035 | – | 0.00% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -29,632 | – | 0.00% | – |
| LSCC | Exit | LATTICE SEMICONDUCTOR CORP | $0 | – | -10,463 | – | 0.00% | – |
| DNRCQ | Exit | DENBURY RES INC | $0 | – | -20,519 | – | 0.00% | – |
| ONE | Exit | HIGHER ONE HLDGS INC | $0 | – | -27,002 | – | 0.00% | – |
| PFMT | Exit | PERFORMANT FINL CORP | $0 | – | -20,462 | – | 0.00% | – |
| CVGI | Exit | COMMERCIAL VEH GROUP INC | $0 | – | -10,342 | – | 0.00% | – |
| FSC | Exit | FIFTH STREET FINANCE CORP | $0 | – | -59,712 | – | -0.00% | – |
| NKA | Exit | NISKA GAS STORAGE PARTNERS Lunit ltd liabi | $0 | – | -75,000 | – | -0.00% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INCput | $0 | – | -67,600 | – | -0.00% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -23,555 | – | -0.00% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -8,922 | – | -0.00% | – |
| CMCSA | Exit | COMCAST CORP NEWcl a | $0 | – | -13,500 | – | -0.00% | – |
| FSFR | Exit | FIFTH STR SR FLOATNG RATE CO | $0 | – | -73,330 | – | -0.00% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -18,300 | – | -0.00% | – |
| BIF | Exit | BOULDER GROWTH & INCOME FD I | $0 | – | -118,292 | – | -0.00% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -87,000 | – | -0.01% | – |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -223,363 | – | -0.01% | – |
| FSAM | Exit | FIFTH STR ASSET MGMT INC | $0 | – | -198,759 | – | -0.01% | – |
| GMWSA | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -88,186 | – | -0.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -26,900 | – | -0.01% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -41,900 | – | -0.01% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -191,643 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -117,400 | – | -0.01% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -136,882 | – | -0.01% | – |
| NORNQ | Exit | NORANDA ALUM HLDG CORP | $0 | – | -1,903,837 | – | -0.01% | – |
| WR | Exit | WESTAR ENERGY INC | $0 | – | -81,200 | – | -0.01% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -97,245 | – | -0.01% | – |
| GDEN | Exit | GOLDEN ENTMT INC | $0 | – | -346,014 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -19,652 | – | -0.02% | – |
| Exit | COBALT INTL ENERGY INCnote 2.625%12/0 | $0 | – | -7,650,000 | – | -0.02% | – | |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -130,800 | – | -0.02% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -403,081 | – | -0.03% | – |
| HSC | Exit | HARSCO CORP | $0 | – | -886,400 | – | -0.03% | – |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -7,423,000 | – | -0.04% | – | |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -855,600 | – | -0.04% | – |
| Exit | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $0 | – | -16,153,000 | – | -0.04% | – | |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -149,528 | – | -0.05% | – |
| WAFD | Exit | WASHINGTON FED INC | $0 | – | -526,916 | – | -0.05% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -4,878,541 | – | -0.05% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -21,150,000 | – | -0.05% | – | |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -3,959,304 | – | -0.06% | – |
| SNOW | Exit | INTRAWEST RESORTS HLDGS INC | $0 | – | -1,604,900 | – | -0.06% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -355,000 | – | -0.06% | – |
| BCO | Exit | BRINKS CO | $0 | – | -526,837 | – | -0.06% | – |
| CENX | Exit | CENTURY ALUM CO | $0 | – | -3,255,961 | – | -0.06% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -168,600 | – | -0.06% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -8,332,616 | – | -0.06% | – |
| ZINCQ | Exit | HORSEHEAD HLDG CORP | $0 | – | -5,545,698 | – | -0.07% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -629,628 | – | -0.07% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -1,202,332 | – | -0.07% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -900,625 | – | -0.07% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,896,600 | – | -0.07% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -130,924 | – | -0.08% | – |
| ALSN | Exit | ALLISON TRANSMISSION HLDGS I | $0 | – | -768,235 | – | -0.08% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -753,450 | – | -0.09% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,259,941 | – | -0.09% | – |
| AVD | Exit | AMERICAN VANGUARD CORP | $0 | – | -1,972,951 | – | -0.09% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -815,487 | – | -0.09% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -7,879,200 | – | -0.11% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -1,197,399 | – | -0.11% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -1,173,548 | – | -0.12% | – |
| GBLI | Exit | GLOBAL INDEMNITY PLC | $0 | – | -1,128,826 | – | -0.12% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -1,494,991 | – | -0.12% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -374,696 | – | -0.12% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -1,603,116 | – | -0.12% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -2,934,314 | – | -0.12% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -1,907,800 | – | -0.13% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -861,665 | – | -0.13% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -1,354,770 | – | -0.13% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -1,671,418 | – | -0.14% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -1,866,400 | – | -0.14% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -8,353,024 | – | -0.14% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -5,774,272 | – | -0.15% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -472,322 | – | -0.15% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -438,200 | – | -0.15% | – |
| LPX | Exit | LOUISIANA PAC CORP | $0 | – | -2,693,600 | – | -0.15% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -1,982,987 | – | -0.16% | – |
| DIOD | Exit | DIODES INC | $0 | – | -1,839,400 | – | -0.16% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -1,074,106 | – | -0.16% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -3,437,418 | – | -0.16% | – |
| MESG | Exit | XURA INC | $0 | – | -1,817,577 | – | -0.16% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -4,070,969 | – | -0.17% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -4,111,949 | – | -0.17% | – |
| ORI | Exit | OLD REP INTL CORP | $0 | – | -2,749,819 | – | -0.17% | – |
| RELYQ | Exit | REAL IND INC | $0 | – | -5,197,421 | – | -0.18% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -2,913,599 | – | -0.19% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -104,363 | – | -0.20% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -3,472,956 | – | -0.20% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -1,630,200 | – | -0.21% | – |
| ETN | Exit | EATON CORP PLC | $0 | – | -1,013,300 | – | -0.21% | – |
| KBR | Exit | KBR INC | $0 | – | -3,129,686 | – | -0.21% | – |
| LPNT | Exit | LIFEPOINT HEALTH INC | $0 | – | -740,312 | – | -0.21% | – |
| OC | Exit | OWENS CORNING NEW | $0 | – | -1,252,165 | – | -0.21% | – |
| MATX | Exit | MATSON INC | $0 | – | -1,473,959 | – | -0.23% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -4,579,373 | – | -0.23% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -595,400 | – | -0.23% | – |
| CDW | Exit | CDW CORP | $0 | – | -1,464,990 | – | -0.24% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -1,564,200 | – | -0.24% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -3,053,300 | – | -0.25% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -2,292,405 | – | -0.25% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -1,577,371 | – | -0.25% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,282,700 | – | -0.25% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -442,614 | – | -0.26% | – |
| ESGR | Exit | ENSTAR GROUP LIMITED | $0 | – | -453,726 | – | -0.27% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -7,810,444 | – | -0.28% | – |
| HNGR | Exit | HANGER INC | $0 | – | -5,220,775 | – | -0.28% | – |
| PHH | Exit | PHH CORP | $0 | – | -5,304,547 | – | -0.30% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -1,256,858 | – | -0.30% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -1,690,639 | – | -0.31% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -1,251,600 | – | -0.36% | – |
| PHG | Exit | KONINKLIJKE PHILIPS N Vny reg sh new | $0 | – | -3,859,635 | – | -0.36% | – |
| BRO | Exit | BROWN & BROWN INC | $0 | – | -2,991,000 | – | -0.37% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -1,411,944 | – | -0.37% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -2,469,665 | – | -0.39% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -3,423,773 | – | -0.40% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -2,993,568 | – | -0.40% | – |
| PKG | Exit | PACKAGING CORP AMER | $0 | – | -1,688,816 | – | -0.41% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -4,198,600 | – | -0.41% | – |
| IP | Exit | INTL PAPER CO | $0 | – | -2,804,885 | – | -0.42% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -1,318,500 | – | -0.43% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -4,308,921 | – | -0.44% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -11,872,012 | – | -0.45% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -3,868,651 | – | -0.46% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -2,810,959 | – | -0.46% | – |
| AVT | Exit | AVNET INC | $0 | – | -2,737,064 | – | -0.47% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -4,168,706 | – | -0.49% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -2,618,645 | – | -0.50% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -168,859 | – | -0.50% | – |
| TPH | Exit | TRI POINTE GROUP INC | $0 | – | -9,737,116 | – | -0.51% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -14,142,227 | – | -0.51% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -10,716,882 | – | -0.55% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -1,881,787 | – | -0.55% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,762,200 | – | -0.57% | – |
| K | Exit | KELLOGG CO | $0 | – | -2,287,939 | – | -0.61% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -8,066,464 | – | -0.62% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -2,959,621 | – | -0.62% | – |
| HOG | Exit | HARLEY DAVIDSON INC | $0 | – | -2,821,602 | – | -0.62% | – |
| STT | Exit | STATE STR CORP | $0 | – | -2,333,184 | – | -0.63% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -30,721,595 | – | -0.69% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -1,023,407 | – | -0.71% | – |
| HUM | Exit | HUMANA INC | $0 | – | -1,018,322 | – | -0.73% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -6,646,875 | – | -0.80% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -4,016,189 | – | -0.83% | – |
| ARRS | Exit | ARRIS GROUP INC NEW | $0 | – | -8,064,818 | – | -0.84% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -4,890,378 | – | -0.88% | – |
| BA | Exit | BOEING CO | $0 | – | -1,711,917 | – | -0.90% | – |
| ZBH | Exit | ZIMMER BIOMET HLDGS INC | $0 | – | -2,444,917 | – | -0.92% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -35,495,773 | – | -0.93% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -3,634,157 | – | -0.94% | – |
| TGT | Exit | TARGET CORP | $0 | – | -3,045,120 | – | -0.96% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -4,129,738 | – | -0.96% | – |
| PH | Exit | PARKER HANNIFIN CORP | $0 | – | -2,538,189 | – | -0.99% | – |
| PPL | Exit | PPL CORP | $0 | – | -7,544,545 | – | -0.99% | – |
| DISCA | Exit | DISCOVERY COMMUNICATNS NEW | $0 | – | -9,697,044 | – | -1.01% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -17,038,774 | – | -1.01% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -10,562,504 | – | -1.02% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -6,913,097 | – | -1.06% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -28,972,379 | – | -1.13% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -9,536,298 | – | -1.14% | – |
| CB | Exit | CHUBB CORP | $0 | – | -2,466,713 | – | -1.21% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -11,969,168 | – | -1.30% | – |
| ANTM | Exit | ANTHEM INC | $0 | – | -2,325,368 | – | -1.30% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -48,921,283 | – | -1.39% | – |
| MDT | Exit | MEDTRONIC PLC | $0 | – | -5,290,450 | – | -1.42% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -7,663,686 | – | -1.45% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -6,486,590 | – | -1.48% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,117,856 | – | -1.49% | – |
| HES | Exit | HESS CORP | $0 | – | -7,683,558 | – | -1.54% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -15,066,830 | – | -1.54% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -12,095,438 | – | -1.55% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -6,799,025 | – | -1.56% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -17,362,922 | – | -1.66% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,872,948 | – | -1.68% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -10,169,347 | – | -1.68% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -9,035,695 | – | -1.72% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -14,146,281 | – | -1.80% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -15,107,011 | – | -1.82% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -12,400,884 | – | -1.91% | – |
| CPN | Exit | CALPINE CORP | $0 | – | -35,386,311 | – | -2.07% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -39,302,590 | – | -2.42% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -17,131,296 | – | -2.48% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -11,221,988 | – | -2.74% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -15,528,993 | – | -2.75% | – |
| GLW | Exit | CORNING INC | $0 | – | -40,544,331 | – | -2.78% | – |
| C | Exit | CITIGROUP INC | $0 | – | -16,294,132 | – | -3.24% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -53,685,859 | – | -3.35% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -16,815,934 | – | -3.82% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Sell | AMERICAN INTL GROUP INC | $955,481,000 | -9.6% | 16,815,934 | -1.6% | 3.82% | +2.6% |
| BAC | Sell | BANK AMER CORP | $836,426,000 | -10.0% | 53,685,859 | -1.7% | 3.35% | +2.2% |
| C | Sell | CITIGROUP INC | $808,352,000 | -15.9% | 16,294,132 | -6.3% | 3.24% | -4.5% |
| GLW | Buy | CORNING INC | $694,119,000 | +13.2% | 40,544,331 | +30.4% | 2.78% | +28.5% |
| MSFT | Buy | MICROSOFT CORP | $687,313,000 | +4.5% | 15,528,993 | +4.3% | 2.75% | +18.6% |
| JPM | Sell | JPMORGAN CHASE & CO | $684,205,000 | -18.2% | 11,221,988 | -9.1% | 2.74% | -7.2% |
| ORCL | Buy | ORACLE CORP | $618,782,000 | -5.0% | 17,131,296 | +5.9% | 2.48% | +7.8% |
| MRO | Buy | MARATHON OIL CORP | $605,260,000 | -9.2% | 39,302,590 | +56.5% | 2.42% | +3.1% |
| CPN | Buy | CALPINE CORP | $516,640,000 | +4.6% | 35,386,311 | +28.8% | 2.07% | +18.7% |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $476,814,000 | -1.4% | 12,400,884 | +6.8% | 1.91% | +11.9% |
| GM | Buy | GENERAL MTRS CO | $453,512,000 | +3.0% | 15,107,011 | +14.4% | 1.82% | +16.9% |
| VOD | Sell | VODAFONE GROUP PLC NEWspnsr adr no par | $449,003,000 | -22.4% | 14,146,281 | -10.8% | 1.80% | -11.9% |
| SNY | Sell | SANOFIsponsored adr | $428,924,000 | -19.1% | 9,035,695 | -15.6% | 1.72% | -8.1% |
| JCI | Buy | JOHNSON CTLS INC | $420,604,000 | -9.1% | 10,169,347 | +8.9% | 1.68% | +3.2% |
| CMI | Buy | CUMMINS INC | $420,525,000 | -12.7% | 3,872,948 | +5.5% | 1.68% | -0.9% |
| CFG | Buy | CITIZENS FINL GROUP INC | $414,279,000 | -11.6% | 17,362,922 | +1.2% | 1.66% | +0.3% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $389,176,000 | -11.6% | 6,799,025 | -7.5% | 1.56% | +0.3% |
| UNM | Sell | UNUM GROUP | $388,022,000 | -16.6% | 12,095,438 | -7.0% | 1.55% | -5.4% |
| HPQ | Buy | HEWLETT PACKARD CO | $385,862,000 | +18.7% | 15,066,830 | +39.1% | 1.54% | +34.7% |
| HES | New | HESS CORP | $384,639,000 | – | 7,683,558 | – | 1.54% | – |
| COF | Buy | CAPITAL ONE FINL CORP | $371,147,000 | -9.4% | 5,117,856 | +9.9% | 1.49% | +2.8% |
| BBBY | Buy | BED BATH & BEYOND INC | $369,865,000 | -13.3% | 6,486,590 | +4.8% | 1.48% | -1.6% |
| RDSA | Buy | ROYAL DUTCH SHELL PLCspons adr a | $363,182,000 | -16.5% | 7,663,686 | +0.4% | 1.45% | -5.3% |
| MDT | Sell | MEDTRONIC PLC | $354,143,000 | -15.0% | 5,290,450 | -5.9% | 1.42% | -3.4% |
| CIE | Buy | COBALT INTL ENERGY INC | $346,363,000 | -22.5% | 48,921,283 | +6.3% | 1.39% | -12.0% |
| ANTM | Buy | ANTHEM INC | $325,552,000 | +36.2% | 2,325,368 | +59.7% | 1.30% | +54.6% |
| GXP | Sell | GREAT PLAINS ENERGY INC | $323,407,000 | +5.7% | 11,969,168 | -5.5% | 1.30% | +20.0% |
| CB | Sell | CHUBB CORP | $302,542,000 | -15.9% | 2,466,713 | -34.7% | 1.21% | -4.5% |
| HMC | Sell | HONDA MOTOR LTD | $285,135,000 | -11.6% | 9,536,298 | -4.2% | 1.14% | +0.4% |
| ERIC | Buy | ERICSSONadr b sek 10 | $283,350,000 | -4.8% | 28,972,379 | +1.6% | 1.13% | +8.0% |
| STI | Sell | SUNTRUST BKS INC | $264,357,000 | -15.9% | 6,913,097 | -5.4% | 1.06% | -4.6% |
| MUR | Buy | MURPHY OIL CORP | $255,613,000 | -40.6% | 10,562,504 | +2.1% | 1.02% | -32.6% |
| NRG | Buy | NRG ENERGY INC | $253,026,000 | -14.7% | 17,038,774 | +31.5% | 1.01% | -3.2% |
| DISCA | Buy | DISCOVERY COMMUNICATNS NEW | $252,414,000 | +96.8% | 9,697,044 | +151.5% | 1.01% | +123.5% |
| PPL | Buy | PPL CORP | $248,140,000 | +62.8% | 7,544,545 | +45.9% | 0.99% | +84.6% |
| PH | Buy | PARKER HANNIFIN CORP | $246,966,000 | -11.8% | 2,538,189 | +5.4% | 0.99% | +0.1% |
| ALL | Buy | ALLSTATE CORP | $240,516,000 | +178.4% | 4,129,738 | +210.1% | 0.96% | +215.7% |
| TGT | Sell | TARGET CORP | $239,529,000 | -4.7% | 3,045,120 | -1.1% | 0.96% | +8.2% |
| WMT | Sell | WAL-MART STORES INC | $235,639,000 | -11.8% | 3,634,157 | -3.5% | 0.94% | +0.1% |
| CNHI | Buy | CNH INDL N V | $231,432,000 | -21.5% | 35,495,773 | +11.8% | 0.93% | -10.9% |
| ZBH | Buy | ZIMMER BIOMET HLDGS INC | $229,651,000 | +60.1% | 2,444,917 | +86.2% | 0.92% | +81.6% |
| BA | Sell | BOEING CO | $224,176,000 | -7.6% | 1,711,917 | -2.1% | 0.90% | +4.8% |
| SO | Sell | SOUTHERN CO | $218,600,000 | +3.7% | 4,890,378 | -2.8% | 0.88% | +17.8% |
| ARRS | Buy | ARRIS GROUP INC NEW | $209,443,000 | -12.5% | 8,064,818 | +3.1% | 0.84% | -0.7% |
| WFC | Sell | WELLS FARGO & CO NEW | $206,231,000 | -14.8% | 4,016,189 | -6.7% | 0.83% | -3.3% |
| BPOP | Buy | POPULAR INC | $200,935,000 | +5.6% | 6,646,875 | +0.8% | 0.80% | +19.8% |
| HUM | Buy | HUMANA INC | $182,280,000 | -5.5% | 1,018,322 | +1.0% | 0.73% | +7.4% |
| GS | Buy | GOLDMAN SACHS GROUP INC | $177,827,000 | -16.7% | 1,023,407 | +0.1% | 0.71% | -5.4% |
| KOS | Buy | KOSMOS ENERGY LTD | $171,427,000 | -19.7% | 30,721,595 | +21.2% | 0.69% | -8.9% |
| STT | Sell | STATE STR CORP | $156,813,000 | -12.8% | 2,333,184 | -0.1% | 0.63% | -0.9% |
| HOG | Buy | HARLEY DAVIDSON INC | $154,906,000 | +39.3% | 2,821,602 | +42.9% | 0.62% | +58.2% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $154,311,000 | -32.8% | 8,066,464 | -32.3% | 0.62% | -23.6% |
| PCAR | Sell | PACCAR INC | $154,403,000 | -18.7% | 2,959,621 | -0.6% | 0.62% | -7.8% |
| K | Sell | KELLOGG CO | $152,262,000 | +2.7% | 2,287,939 | -3.2% | 0.61% | +16.6% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $142,668,000 | -15.3% | 1,762,200 | -6.9% | 0.57% | -3.9% |
| BG | Sell | BUNGE LIMITED | $137,935,000 | -17.5% | 1,881,787 | -1.1% | 0.55% | -6.3% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $136,319,000 | -15.9% | 10,716,882 | +49.6% | 0.55% | -4.5% |
| TPH | Sell | TRI POINTE GROUP INC | $127,459,000 | -24.4% | 9,737,116 | -11.6% | 0.51% | -14.3% |
| RF | Buy | REGIONS FINL CORP NEW | $127,421,000 | -13.0% | 14,142,227 | +0.1% | 0.51% | -1.2% |
| WTM | Sell | WHITE MTNS INS GROUP LTD | $126,188,000 | -22.7% | 168,859 | -32.3% | 0.50% | -12.3% |
| CNW | Sell | CON-WAY INC | $124,255,000 | -60.9% | 2,618,645 | -68.4% | 0.50% | -55.7% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $122,268,000 | -18.8% | 4,168,706 | -16.5% | 0.49% | -7.9% |
| AVT | Sell | AVNET INC | $116,818,000 | -14.5% | 2,737,064 | -17.6% | 0.47% | -2.9% |
| GEO | Buy | GEO GROUP INC NEW | $115,054,000 | +12.6% | 3,868,651 | +29.3% | 0.46% | +28.1% |
| WSH | Sell | WILLIS GROUP HOLDINGS PUBLIC | $115,165,000 | -31.7% | 2,810,959 | -21.8% | 0.46% | -22.5% |
| ON | Buy | ON SEMICONDUCTOR CORP | $111,597,000 | +32.8% | 11,872,012 | +65.2% | 0.45% | +51.0% |
| ERJ | Buy | EMBRAER S A | $110,222,000 | -2.0% | 4,308,921 | +16.1% | 0.44% | +11.4% |
| COL | Buy | ROCKWELL COLLINS INC | $107,906,000 | -11.3% | 1,318,500 | +0.1% | 0.43% | +0.7% |
| IP | New | INTL PAPER CO | $105,997,000 | – | 2,804,885 | – | 0.42% | – |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $101,606,000 | +0.2% | 4,198,600 | +8.5% | 0.41% | +13.7% |
| PKG | New | PACKAGING CORP AMER | $101,599,000 | – | 1,688,816 | – | 0.41% | – |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $99,446,000 | -9.2% | 2,993,568 | -0.6% | 0.40% | +3.1% |
| TDC | Buy | TERADATA CORP DEL | $99,152,000 | -8.2% | 3,423,773 | +17.3% | 0.40% | +4.2% |
| BK | Sell | BANK NEW YORK MELLON CORP | $96,687,000 | -8.9% | 2,469,665 | -2.3% | 0.39% | +3.5% |
| OMC | Sell | OMNICOM GROUP INC | $93,047,000 | -17.6% | 1,411,944 | -13.1% | 0.37% | -6.5% |
| BRO | Buy | BROWN & BROWN INC | $92,631,000 | +50.2% | 2,991,000 | +59.4% | 0.37% | +70.2% |
| PHG | Buy | KONINKLIJKE PHILIPS N Vny reg sh new | $90,547,000 | -7.6% | 3,859,635 | +0.3% | 0.36% | +4.9% |
| JWN | Sell | NORDSTROM INC | $89,752,000 | -4.1% | 1,251,600 | -0.3% | 0.36% | +8.8% |
| KSS | Buy | KOHLS CORP | $78,293,000 | +59.5% | 1,690,639 | +115.6% | 0.31% | +80.9% |
| DOOR | Sell | MASONITE INTL CORP NEW | $76,140,000 | -16.5% | 1,256,858 | -3.3% | 0.30% | -5.0% |
| PHH | Buy | PHH CORP | $74,900,000 | -39.1% | 5,304,547 | +12.3% | 0.30% | -30.9% |
| HNGR | Buy | HANGER INC | $71,211,000 | -24.9% | 5,220,775 | +29.0% | 0.28% | -14.9% |
| MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $70,685,000 | +18.4% | 7,810,444 | +72.5% | 0.28% | +34.8% |
| ESGR | Buy | ENSTAR GROUP LIMITED | $68,059,000 | +157.4% | 453,726 | +165.9% | 0.27% | +192.5% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $64,166,000 | -75.9% | 442,614 | -72.9% | 0.26% | -72.6% |
| TXN | Buy | TEXAS INSTRS INC | $63,519,000 | +14.1% | 1,282,700 | +18.7% | 0.25% | +29.6% |
| CIT | Sell | CIT GROUP INC | $63,142,000 | -19.9% | 1,577,371 | -6.9% | 0.25% | -9.0% |
| IM | Buy | INGRAM MICRO INCcl a | $62,445,000 | +91.3% | 2,292,405 | +75.8% | 0.25% | +117.4% |
| SAH | Sell | SONIC AUTOMOTIVE INCcl a | $62,348,000 | -14.7% | 3,053,300 | -0.4% | 0.25% | -3.1% |
| NPO | Buy | ENPRO INDS INC | $61,270,000 | +0.2% | 1,564,200 | +46.3% | 0.24% | +13.4% |
| CDW | Sell | CDW CORP | $59,859,000 | -35.8% | 1,464,990 | -46.1% | 0.24% | -27.1% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $57,742,000 | -64.3% | 595,400 | -61.2% | 0.23% | -59.5% |
| NWSA | Sell | NEWS CORP NEWcl a | $57,792,000 | -14.9% | 4,579,373 | -1.6% | 0.23% | -3.3% |
| MATX | Buy | MATSON INC | $56,733,000 | +5.4% | 1,473,959 | +15.1% | 0.23% | +19.5% |
| LPNT | Sell | LIFEPOINT HEALTH INC | $52,488,000 | -18.8% | 740,312 | -0.4% | 0.21% | -7.9% |
| OC | Sell | OWENS CORNING NEW | $52,478,000 | -45.5% | 1,252,165 | -46.4% | 0.21% | -38.2% |
| KBR | Sell | KBR INC | $52,141,000 | -14.7% | 3,129,686 | -0.2% | 0.21% | -3.2% |
| ETN | New | EATON CORP PLC | $51,982,000 | – | 1,013,300 | – | 0.21% | – |
| MS | Sell | MORGAN STANLEY | $51,351,000 | -21.4% | 1,630,200 | -3.2% | 0.21% | -10.4% |
| FHN | Sell | FIRST HORIZON NATL CORP | $49,247,000 | -9.9% | 3,472,956 | -0.5% | 0.20% | +2.1% |
| Y | Sell | ALLEGHANY CORP DEL | $48,853,000 | -8.4% | 104,363 | -8.2% | 0.20% | +4.3% |
| RDC | Buy | ROWAN COMPANIES PLC | $47,055,000 | +0.6% | 2,913,599 | +31.5% | 0.19% | +13.9% |
| RELYQ | Sell | REAL IND INC | $45,841,000 | -22.7% | 5,197,421 | -0.5% | 0.18% | -12.0% |
| ORI | Sell | OLD REP INTL CORP | $43,007,000 | -15.7% | 2,749,819 | -15.7% | 0.17% | -4.4% |
| FNFG | Sell | FIRST NIAGARA FINL GP INC | $41,983,000 | -3.1% | 4,111,949 | -10.4% | 0.17% | +9.8% |
| QLGC | Buy | QLOGIC CORP | $41,727,000 | +15.7% | 4,070,969 | +60.1% | 0.17% | +31.5% |
| MESG | New | XURA INC | $40,677,000 | – | 1,817,577 | – | 0.16% | – |
| SPLS | Buy | STAPLES INC | $40,321,000 | -23.0% | 3,437,418 | +0.5% | 0.16% | -13.0% |
| BBY | Sell | BEST BUY INC | $39,871,000 | +11.6% | 1,074,106 | -2.0% | 0.16% | +27.0% |
| DIOD | Buy | DIODES INC | $39,308,000 | +13.4% | 1,839,400 | +28.0% | 0.16% | +28.7% |
| SYMC | Sell | SYMANTEC CORP | $38,609,000 | -16.3% | 1,982,987 | -0.1% | 0.16% | -4.9% |
| LPX | Sell | LOUISIANA PAC CORP | $38,357,000 | -23.7% | 2,693,600 | -8.8% | 0.15% | -13.0% |
| WCG | Sell | WELLCARE HEALTH PLANS INC | $37,764,000 | -65.4% | 438,200 | -66.0% | 0.15% | -60.8% |
| PM | Sell | PHILIP MORRIS INTL INC | $37,469,000 | -58.9% | 472,322 | -58.5% | 0.15% | -53.4% |
| ODP | Buy | OFFICE DEPOT INC | $37,071,000 | -0.5% | 5,774,272 | +34.2% | 0.15% | +13.0% |
| MDR | Sell | MCDERMOTT INTL INC | $35,918,000 | -20.6% | 8,353,024 | -1.4% | 0.14% | -10.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $35,294,000 | -10.1% | 1,866,400 | -1.0% | 0.14% | +2.2% |
| WLH | Sell | LYON WILLIAM HOMEScl a new | $34,431,000 | -20.3% | 1,671,418 | -0.7% | 0.14% | -9.2% |
| RCII | Sell | RENT A CTR INC NEW | $32,853,000 | -15.8% | 1,354,770 | -1.6% | 0.13% | -4.3% |
| POR | Sell | PORTLAND GEN ELEC CO | $31,856,000 | +11.0% | 861,665 | -0.5% | 0.13% | +26.7% |
| TPC | Buy | TUTOR PERINI CORP | $31,402,000 | +25.3% | 1,907,800 | +64.3% | 0.13% | +43.2% |
| MLR | Buy | MILLER INDS INC TENN | $31,325,000 | -0.1% | 1,603,116 | +2.0% | 0.12% | +12.6% |
| MTOR | Sell | MERITOR INC | $31,192,000 | -41.3% | 2,934,314 | -27.6% | 0.12% | -33.2% |
| MAN | Sell | MANPOWERGROUP INC | $30,684,000 | -22.8% | 374,696 | -15.7% | 0.12% | -12.1% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $30,528,000 | -23.1% | 1,494,991 | -3.7% | 0.12% | -12.9% |
| RBSPRSCL | Buy | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $29,362,000 | +11.2% | 1,173,548 | +10.8% | 0.12% | +26.9% |
| GBLI | Sell | GLOBAL INDEMNITY PLC | $29,541,000 | -8.0% | 1,128,826 | -1.3% | 0.12% | +4.4% |
| MHO | Sell | M/I HOMES INC | $28,235,000 | -27.2% | 1,197,399 | -23.8% | 0.11% | -17.5% |
| EXTR | Buy | EXTREME NETWORKS INC | $26,474,000 | +43.5% | 7,879,200 | +14.9% | 0.11% | +63.1% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $23,021,000 | -17.6% | 815,487 | -0.3% | 0.09% | -7.1% |
| ASB | Sell | ASSOCIATED BANC CORP | $22,641,000 | -11.8% | 1,259,941 | -0.6% | 0.09% | 0.0% |
| AVD | Buy | AMERICAN VANGUARD CORP | $22,807,000 | +52.6% | 1,972,951 | +82.2% | 0.09% | +71.7% |
| CXW | Sell | CORRECTIONS CORP AMER NEW | $22,257,000 | -12.2% | 753,450 | -1.7% | 0.09% | 0.0% |
| ALSN | Sell | ALLISON TRANSMISSION HLDGS I | $20,504,000 | -11.5% | 768,235 | -3.0% | 0.08% | 0.0% |
| TARO | Sell | TARO PHARMACEUTICAL INDS LTD | $18,708,000 | -6.3% | 130,924 | -5.8% | 0.08% | +7.1% |
| OPY | Buy | OPPENHEIMER HLDGS INCcl a non vtg | $18,022,000 | +12.1% | 900,625 | +47.2% | 0.07% | +26.3% |
| RT | Sell | RUBY TUESDAY INC | $17,988,000 | -1.4% | 2,896,600 | -0.5% | 0.07% | +12.5% |
| IVC | Sell | INVACARE CORP | $17,398,000 | -35.7% | 1,202,332 | -3.8% | 0.07% | -26.3% |
| ZION | Sell | ZIONS BANCORPORATION | $17,340,000 | -50.4% | 629,628 | -42.9% | 0.07% | -43.9% |
| ZINCQ | Buy | HORSEHEAD HLDG CORP | $16,859,000 | -74.0% | 5,545,698 | +0.3% | 0.07% | -70.7% |
| CRK | Sell | COMSTOCK RES INC | $15,915,000 | -43.7% | 8,332,616 | -1.9% | 0.06% | -36.0% |
| IWN | Sell | ISHARES TRrus 2000 val etf | $15,191,000 | -43.2% | 168,600 | -35.7% | 0.06% | -35.1% |
| CENX | New | CENTURY ALUM CO | $14,977,000 | – | 3,255,961 | – | 0.06% | – |
| CIR | Sell | CIRCOR INTL INC | $14,243,000 | -26.7% | 355,000 | -0.4% | 0.06% | -17.4% |
| BCO | Sell | BRINKS CO | $14,230,000 | -8.7% | 526,837 | -0.5% | 0.06% | +3.6% |
| FBP | Sell | FIRST BANCORP P R | $14,095,000 | -26.4% | 3,959,304 | -0.3% | 0.06% | -17.6% |
| SNOW | Buy | INTRAWEST RESORTS HLDGS INC | $13,898,000 | +3.4% | 1,604,900 | +38.8% | 0.06% | +19.1% |
| Buy | COBALT INTL ENERGY INCnote 3.125% 5/1 | $13,404,000 | -7.3% | 21,150,000 | +6.7% | 0.05% | +5.9% | |
| HSON | Sell | HUDSON GLOBAL INC | $12,148,000 | +8.4% | 4,878,541 | -0.3% | 0.05% | +22.5% |
| WAFD | New | WASHINGTON FED INC | $11,987,000 | – | 526,916 | – | 0.05% | – |
| KALU | Sell | KAISER ALUMINUM CORP | $12,000,000 | -82.4% | 149,528 | -81.8% | 0.05% | -80.0% |
| Buy | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $11,317,000 | -4.5% | 16,153,000 | +17.3% | 0.04% | +7.1% | |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $10,558,000 | -0.4% | 855,600 | -0.7% | 0.04% | +13.5% |
| Buy | MERITOR INCnote 7.875% 3/0 | $10,105,000 | -12.3% | 7,423,000 | +2.1% | 0.04% | -2.4% | |
| HSC | Sell | HARSCO CORP | $8,040,000 | -45.2% | 886,400 | -0.3% | 0.03% | -38.5% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $7,840,000 | -25.9% | 403,081 | -0.7% | 0.03% | -16.2% |
| AHL | Sell | ASPEN INSURANCE HOLDINGS LTD | $6,078,000 | -57.9% | 130,800 | -56.6% | 0.02% | -52.9% |
| Buy | COBALT INTL ENERGY INCnote 2.625%12/0 | $5,451,000 | +3.1% | 7,650,000 | +7.0% | 0.02% | +15.8% | |
| NWLI | Sell | NATIONAL WESTN LIFE INS COcl a | $4,377,000 | -9.3% | 19,652 | -2.5% | 0.02% | +5.9% |
| KFY | Sell | KORN FERRY INTL | $3,216,000 | -5.4% | 97,245 | -0.5% | 0.01% | +8.3% |
| GDEN | New | GOLDEN ENTMT INC | $3,131,000 | – | 346,014 | – | 0.01% | – |
| EIG | Sell | EMPLOYERS HOLDINGS INC | $3,051,000 | -2.5% | 136,882 | -0.3% | 0.01% | +9.1% |
| NORNQ | New | NORANDA ALUM HLDG CORP | $3,122,000 | – | 1,903,837 | – | 0.01% | – |
| ENH | Sell | ENDURANCE SPECIALTY HLDGS LT | $2,557,000 | -80.6% | 41,900 | -79.1% | 0.01% | -78.3% |
| GMWSB | Sell | GENERAL MTRS CO*w exp 07/10/201 | $2,534,000 | -18.3% | 191,643 | -0.8% | 0.01% | -9.1% |
| LLY | Sell | LILLY ELI & CO | $2,251,000 | -99.3% | 26,900 | -99.3% | 0.01% | -99.2% |
| GMWSA | Sell | GENERAL MTRS CO*w exp 07/10/201 | $1,797,000 | -15.1% | 88,186 | -1.0% | 0.01% | 0.0% |
| FSAM | Buy | FIFTH STR ASSET MGMT INC | $1,485,000 | -24.7% | 198,759 | +3.6% | 0.01% | -14.3% |
| BACWSA | Sell | BANK AMER CORP*w exp 01/16/201 | $1,280,000 | -13.0% | 223,363 | -6.3% | 0.01% | 0.0% |
| F | Sell | FORD MTR CO DEL | $1,181,000 | -50.6% | 87,000 | -45.3% | 0.01% | -37.5% |
| FSFR | Buy | FIFTH STR SR FLOATNG RATE CO | $640,000 | +40.7% | 73,330 | +48.6% | 0.00% | +50.0% |
| CMCSA | Sell | COMCAST CORP NEWcl a | $768,000 | -93.1% | 13,500 | -92.7% | 0.00% | -92.3% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $376,000 | -99.9% | 8,922 | -99.9% | 0.00% | -99.8% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $470,000 | +20.5% | 23,555 | +26.3% | 0.00% | +100.0% |
| FSC | Buy | FIFTH STREET FINANCE CORP | $368,000 | +35.8% | 59,712 | +44.2% | 0.00% | 0.0% |
| NKA | New | NISKA GAS STORAGE PARTNERS Lunit ltd liabi | $233,000 | – | 75,000 | – | 0.00% | – |
| CLDPQ | Exit | CLOUD PEAK ENERGY INC | $0 | – | -10,221 | – | 0.00% | – |
| LSCC | New | LATTICE SEMICONDUCTOR CORP | $40,000 | – | 10,463 | – | 0.00% | – |
| NL | New | NL INDS INC | $45,000 | – | 15,035 | – | 0.00% | – |
| CVGI | New | COMMERCIAL VEH GROUP INC | $42,000 | – | 10,342 | – | 0.00% | – |
| EGY | Buy | VAALCO ENERGY INC | $50,000 | -16.7% | 29,632 | +5.9% | 0.00% | – |
| DNRCQ | New | DENBURY RES INC | $50,000 | – | 20,519 | – | 0.00% | – |
| PHMD | Exit | PHOTOMEDEX INC | $0 | – | -17,067 | – | 0.00% | – |
| ONE | Buy | HIGHER ONE HLDGS INC | $53,000 | -26.4% | 27,002 | +12.1% | 0.00% | – |
| LFVN | Exit | LIFEVANTAGE CORP | $0 | – | -92,811 | – | 0.00% | – |
| EPAX | Exit | AMBASSADORS GROUP INC | $0 | – | -62,600 | – | -0.00% | – |
| LACO | Exit | LAKES ENTMNT INC | $0 | – | -350,520 | – | -0.01% | – |
| RBSPRMCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $0 | – | -397,547 | – | -0.04% | – |
| NOR | Exit | NORANDA ALUM HLDG CORP | $0 | – | -13,145,392 | – | -0.04% | – |
| SYA | Exit | SYMETRA FINL CORP | $0 | – | -461,856 | – | -0.04% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -453,540 | – | -0.05% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -770,214 | – | -0.10% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -1,032,773 | – | -0.11% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -1,697,995 | – | -0.12% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -458,271 | – | -0.15% | – |
| CA | Exit | CA INC | $0 | – | -1,713,387 | – | -0.18% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -875,000 | – | -0.21% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -1,320,818 | – | -0.23% | – |
| DRC | Exit | DRESSER-RAND GROUP INC | $0 | – | -1,749,100 | – | -0.52% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -1,743,984 | – | -0.75% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTL GROUP INC | $1,056,855,000 | – | 17,095,676 | – | 3.73% | – |
| C | New | CITIGROUP INC | $960,622,000 | – | 17,389,974 | – | 3.39% | – |
| BAC | New | BANK AMER CORP | $929,208,000 | – | 54,595,087 | – | 3.28% | – |
| JPM | New | JPMORGAN CHASE & CO | $836,837,000 | – | 12,350,016 | – | 2.95% | – |
| MRO | New | MARATHON OIL CORP | $666,428,000 | – | 25,110,310 | – | 2.35% | – |
| MSFT | New | MICROSOFT CORP | $657,523,000 | – | 14,892,942 | – | 2.32% | – |
| ORCL | New | ORACLE CORP | $651,684,000 | – | 16,170,831 | – | 2.30% | – |
| GLW | New | CORNING INC | $613,305,000 | – | 31,084,906 | – | 2.16% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $578,255,000 | – | 15,864,346 | – | 2.04% | – |
| SNY | New | SANOFIsponsored adr | $530,047,000 | – | 10,701,542 | – | 1.87% | – |
| CPN | New | CALPINE CORP | $494,082,000 | – | 27,464,285 | – | 1.74% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $483,784,000 | – | 11,615,471 | – | 1.71% | – |
| CMI | New | CUMMINS INC | $481,794,000 | – | 3,672,487 | – | 1.70% | – |
| CFG | New | CITIZENS FINL GROUP INC | $468,637,000 | – | 17,159,922 | – | 1.65% | – |
| UNM | New | UNUM GROUP | $465,207,000 | – | 13,012,792 | – | 1.64% | – |
| JCI | New | JOHNSON CTLS INC | $462,573,000 | – | 9,339,256 | – | 1.63% | – |
| CIE | New | COBALT INTL ENERGY INC | $446,936,000 | – | 46,028,391 | – | 1.58% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $440,342,000 | – | 7,346,373 | – | 1.55% | – |
| GM | New | GENERAL MTRS CO | $440,218,000 | – | 13,207,864 | – | 1.55% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $435,204,000 | – | 7,633,818 | – | 1.54% | – |
| MUR | New | MURPHY OIL CORP | $430,121,000 | – | 10,346,914 | – | 1.52% | – |
| BBBY | New | BED BATH & BEYOND INC | $426,829,000 | – | 6,187,726 | – | 1.50% | – |
| MDT | New | MEDTRONIC PLC | $416,406,000 | – | 5,619,508 | – | 1.47% | – |
| COF | New | CAPITAL ONE FINL CORP | $409,616,000 | – | 4,656,313 | – | 1.44% | – |
| CB | New | CHUBB CORP | $359,571,000 | – | 3,779,384 | – | 1.27% | – |
| HPQ | New | HEWLETT PACKARD CO | $325,143,000 | – | 10,834,485 | – | 1.15% | – |
| LLY | New | LILLY ELI & CO | $322,948,000 | – | 3,868,109 | – | 1.14% | – |
| HMC | New | HONDA MOTOR LTD | $322,436,000 | – | 9,951,715 | – | 1.14% | – |
| CNW | New | CON-WAY INC | $317,938,000 | – | 8,286,112 | – | 1.12% | – |
| STI | New | SUNTRUST BKS INC | $314,356,000 | – | 7,307,197 | – | 1.11% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $305,969,000 | – | 12,664,300 | – | 1.08% | – |
| ERIC | New | ERICSSONadr b sek 10 | $297,791,000 | – | 28,524,060 | – | 1.05% | – |
| NRG | New | NRG ENERGY INC | $296,553,000 | – | 12,961,239 | – | 1.05% | – |
| CNHI | New | CNH INDL N V | $294,762,000 | – | 31,763,179 | – | 1.04% | – |
| PH | New | PARKER HANNIFIN CORP | $280,038,000 | – | 2,407,274 | – | 0.99% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $271,489,000 | – | 6,911,628 | – | 0.96% | – |
| WMT | New | WAL-MART STORES INC | $267,252,000 | – | 3,767,825 | – | 0.94% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $265,822,000 | – | 1,634,217 | – | 0.94% | – |
| TGT | New | TARGET CORP | $251,342,000 | – | 3,079,035 | – | 0.89% | – |
| BA | New | BOEING CO | $242,671,000 | – | 1,749,358 | – | 0.86% | – |
| WFC | New | WELLS FARGO & CO NEW | $242,089,000 | – | 4,304,575 | – | 0.85% | – |
| ARRS | New | ARRIS GROUP INC NEW | $239,433,000 | – | 7,824,618 | – | 0.84% | – |
| ANTM | New | ANTHEM INC | $239,017,000 | – | 1,456,175 | – | 0.84% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $229,461,000 | – | 11,907,660 | – | 0.81% | – |
| KOS | New | KOSMOS ENERGY LTD | $213,599,000 | – | 25,337,924 | – | 0.75% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $213,489,000 | – | 1,022,507 | – | 0.75% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $212,766,000 | – | 1,743,984 | – | 0.75% | – |
| SO | New | SOUTHERN CO | $210,784,000 | – | 5,030,643 | – | 0.74% | – |
| HUM | New | HUMANA INC | $192,948,000 | – | 1,008,722 | – | 0.68% | – |
| BPOP | New | POPULAR INC | $190,300,000 | – | 6,593,892 | – | 0.67% | – |
| PCAR | New | PACCAR INC | $189,937,000 | – | 2,976,604 | – | 0.67% | – |
| STT | New | STATE STR CORP | $179,786,000 | – | 2,334,884 | – | 0.63% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $168,585,000 | – | 3,594,570 | – | 0.60% | – |
| TPH | New | TRI POINTE HOMES INC | $168,592,000 | – | 11,019,116 | – | 0.60% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $168,372,000 | – | 1,893,100 | – | 0.59% | – |
| BG | New | BUNGE LIMITED | $167,100,000 | – | 1,903,187 | – | 0.59% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $163,329,000 | – | 249,380 | – | 0.58% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $162,150,000 | – | 7,165,250 | – | 0.57% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $161,629,000 | – | 1,535,812 | – | 0.57% | – |
| PPL | New | PPL CORP | $152,439,000 | – | 5,172,670 | – | 0.54% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $150,563,000 | – | 4,993,806 | – | 0.53% | – |
| DRC | New | DRESSER-RAND GROUP INC | $148,988,000 | – | 1,749,100 | – | 0.52% | – |
| K | New | KELLOGG CO | $148,260,000 | – | 2,364,587 | – | 0.52% | – |
| RF | New | REGIONS FINL CORP NEW | $146,398,000 | – | 14,131,127 | – | 0.52% | – |
| ZBH | New | ZIMMER BIOMET HLDGS INC | $143,461,000 | – | 1,313,382 | – | 0.51% | – |
| AVT | New | AVNET INC | $136,578,000 | – | 3,322,264 | – | 0.48% | – |
| DISCA | New | DISCOVERY COMMUNICATNS NEW | $128,227,000 | – | 3,855,300 | – | 0.45% | – |
| PHH | New | PHH CORP | $122,956,000 | – | 4,723,627 | – | 0.43% | – |
| COL | New | ROCKWELL COLLINS INC | $121,643,000 | – | 1,317,200 | – | 0.43% | – |
| OMC | New | OMNICOM GROUP INC | $112,945,000 | – | 1,625,344 | – | 0.40% | – |
| ERJ | New | EMBRAER S A | $112,433,000 | – | 3,711,881 | – | 0.40% | – |
| HOG | New | HARLEY DAVIDSON INC | $111,230,000 | – | 1,973,908 | – | 0.39% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $109,511,000 | – | 3,010,206 | – | 0.39% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $109,289,000 | – | 1,288,324 | – | 0.38% | – |
| TDC | New | TERADATA CORP DEL | $108,013,000 | – | 2,919,273 | – | 0.38% | – |
| BK | New | BANK NEW YORK MELLON CORP | $106,107,000 | – | 2,528,165 | – | 0.37% | – |
| GEO | New | GEO GROUP INC NEW | $102,172,000 | – | 2,990,975 | – | 0.36% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $101,404,000 | – | 3,868,900 | – | 0.36% | – |
| PHG | New | KONINKLIJKE PHILIPS N Vny reg sh new | $97,964,000 | – | 3,847,752 | – | 0.34% | – |
| OC | New | OWENS CORNING NEW | $96,303,000 | – | 2,334,621 | – | 0.34% | – |
| HNGR | New | HANGER INC | $94,880,000 | – | 4,047,778 | – | 0.34% | – |
| JWN | New | NORDSTROM INC | $93,550,000 | – | 1,255,700 | – | 0.33% | – |
| CDW | New | CDW CORP | $93,210,000 | – | 2,719,090 | – | 0.33% | – |
| PM | New | PHILIP MORRIS INTL INC | $91,171,000 | – | 1,137,222 | – | 0.32% | – |
| DOOR | New | MASONITE INTL CORP NEW | $91,157,000 | – | 1,300,205 | – | 0.32% | – |
| ALL | New | ALLSTATE CORP | $86,394,000 | – | 1,331,800 | – | 0.30% | – |
| ON | New | ON SEMICONDUCTOR CORP | $84,035,000 | – | 7,188,612 | – | 0.30% | – |
| CIT | New | CIT GROUP INC | $78,799,000 | – | 1,694,971 | – | 0.28% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $73,077,000 | – | 3,066,600 | – | 0.26% | – |
| KALU | New | KAISER ALUMINUM CORP | $68,186,000 | – | 820,731 | – | 0.24% | – |
| NWSA | New | NEWS CORP NEWcl a | $67,881,000 | – | 4,652,573 | – | 0.24% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $65,235,000 | – | 1,320,818 | – | 0.23% | – |
| MS | New | MORGAN STANLEY | $65,357,000 | – | 1,684,900 | – | 0.23% | – |
| ZINCQ | New | HORSEHEAD HLDG CORP | $64,816,000 | – | 5,530,343 | – | 0.23% | – |
| LPNT | New | LIFEPOINT HEALTH INC | $64,648,000 | – | 743,512 | – | 0.23% | – |
| BRO | New | BROWN & BROWN INC | $61,678,000 | – | 1,877,000 | – | 0.22% | – |
| KBR | New | KBR INC | $61,110,000 | – | 3,137,086 | – | 0.22% | – |
| NPO | New | ENPRO INDS INC | $61,174,000 | – | 1,069,100 | – | 0.22% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $59,682,000 | – | 4,526,517 | – | 0.21% | – |
| RELYQ | New | REAL IND INC | $59,271,000 | – | 5,222,142 | – | 0.21% | – |
| LOW | New | LOWES COS INC | $58,599,000 | – | 875,000 | – | 0.21% | – |
| TXN | New | TEXAS INSTRS INC | $55,653,000 | – | 1,080,440 | – | 0.20% | – |
| FHN | New | FIRST HORIZON NATL CORP | $54,679,000 | – | 3,489,405 | – | 0.19% | – |
| MATX | New | MATSON INC | $53,835,000 | – | 1,280,559 | – | 0.19% | – |
| Y | New | ALLEGHANY CORP DEL | $53,318,000 | – | 113,743 | – | 0.19% | – |
| MTOR | New | MERITOR INC | $53,169,000 | – | 4,052,535 | – | 0.19% | – |
| SPLS | New | STAPLES INC | $52,339,000 | – | 3,418,618 | – | 0.18% | – |
| ORI | New | OLD REP INTL CORP | $50,987,000 | – | 3,262,119 | – | 0.18% | – |
| CA | New | CA INC | $50,185,000 | – | 1,713,387 | – | 0.18% | – |
| LPX | New | LOUISIANA PAC CORP | $50,290,000 | – | 2,953,000 | – | 0.18% | – |
| KSS | New | KOHLS CORP | $49,088,000 | – | 784,032 | – | 0.17% | – |
| RDC | New | ROWAN COMPANIES PLC | $46,778,000 | – | 2,215,899 | – | 0.16% | – |
| SYMC | New | SYMANTEC CORP | $46,137,000 | – | 1,984,387 | – | 0.16% | – |
| MDR | New | MCDERMOTT INTL INC | $45,233,000 | – | 8,470,524 | – | 0.16% | – |
| MCD | New | MCDONALDS CORP | $43,568,000 | – | 458,271 | – | 0.15% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $43,337,000 | – | 4,590,753 | – | 0.15% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $43,195,000 | – | 1,682,718 | – | 0.15% | – |
| MAN | New | MANPOWERGROUP INC | $39,731,000 | – | 444,516 | – | 0.14% | – |
| SC | New | SANTANDER CONSUMER USA HDG I | $39,695,000 | – | 1,552,391 | – | 0.14% | – |
| RCII | New | RENT A CTR INC NEW | $39,013,000 | – | 1,376,130 | – | 0.14% | – |
| FITB | New | FIFTH THIRD BANCORP | $39,254,000 | – | 1,885,400 | – | 0.14% | – |
| MHO | New | M/I HOMES INC | $38,770,000 | – | 1,571,547 | – | 0.14% | – |
| ODP | New | OFFICE DEPOT INC | $37,257,000 | – | 4,302,204 | – | 0.13% | – |
| QLGC | New | QLOGIC CORP | $36,074,000 | – | 2,542,239 | – | 0.13% | – |
| BBY | New | BEST BUY INC | $35,737,000 | – | 1,095,906 | – | 0.13% | – |
| ZION | New | ZIONS BANCORPORATION | $34,989,000 | – | 1,102,528 | – | 0.12% | – |
| DIOD | New | DIODES INC | $34,658,000 | – | 1,437,500 | – | 0.12% | – |
| CNSI | New | COMVERSE INC | $34,096,000 | – | 1,697,995 | – | 0.12% | – |
| IM | New | INGRAM MICRO INCcl a | $32,637,000 | – | 1,303,905 | – | 0.12% | – |
| GBLI | New | GLOBAL INDEMNITY PLC | $32,099,000 | – | 1,143,126 | – | 0.11% | – |
| MLR | New | MILLER INDS INC TENN | $31,362,000 | – | 1,572,039 | – | 0.11% | – |
| HRB | New | BLOCK H & R INC | $30,622,000 | – | 1,032,773 | – | 0.11% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $29,776,000 | – | 770,214 | – | 0.10% | – |
| POR | New | PORTLAND GEN ELEC CO | $28,710,000 | – | 865,788 | – | 0.10% | – |
| CRK | New | COMSTOCK RES INC | $28,288,000 | – | 8,494,916 | – | 0.10% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $27,936,000 | – | 818,287 | – | 0.10% | – |
| IVC | New | INVACARE CORP | $27,047,000 | – | 1,250,432 | – | 0.10% | – |
| IWN | New | ISHARES TRrus 2000 val etf | $26,734,000 | – | 262,200 | – | 0.09% | – |
| ESGR | New | ENSTAR GROUP LIMITED | $26,444,000 | – | 170,664 | – | 0.09% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $26,415,000 | – | 1,059,135 | – | 0.09% | – |
| ASB | New | ASSOCIATED BANC CORP | $25,680,000 | – | 1,266,910 | – | 0.09% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $25,353,000 | – | 766,420 | – | 0.09% | – |
| TPC | New | TUTOR PERINI CORP | $25,059,000 | – | 1,161,200 | – | 0.09% | – |
| ALSN | New | ALLISON TRANSMISSION HLDGS I | $23,175,000 | – | 792,035 | – | 0.08% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $19,965,000 | – | 138,944 | – | 0.07% | – |
| CIR | New | CIRCOR INTL INC | $19,434,000 | – | 356,400 | – | 0.07% | – |
| FBP | New | FIRST BANCORP P R | $19,142,000 | – | 3,971,393 | – | 0.07% | – |
| EXTR | New | EXTREME NETWORKS INC | $18,448,000 | – | 6,858,100 | – | 0.06% | – |
| RT | New | RUBY TUESDAY INC | $18,244,000 | – | 2,909,800 | – | 0.06% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $16,081,000 | – | 611,925 | – | 0.06% | – |
| BCO | New | BRINKS CO | $15,587,000 | – | 529,637 | – | 0.06% | – |
| AVD | New | AMERICAN VANGUARD CORP | $14,941,000 | – | 1,082,651 | – | 0.05% | – |
| HSC | New | HARSCO CORP | $14,673,000 | – | 889,300 | – | 0.05% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $14,464,000 | – | 19,830,000 | – | 0.05% | – | |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $14,451,000 | – | 301,700 | – | 0.05% | – |
| SNV | New | SYNOVUS FINL CORP | $13,978,000 | – | 453,540 | – | 0.05% | – |
| SNOW | New | INTRAWEST RESORTS HLDGS INC | $13,439,000 | – | 1,156,500 | – | 0.05% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $13,173,000 | – | 200,500 | – | 0.05% | – |
| New | NAVISTAR INTL CORP NEWnote 4.750% 4/1 | $11,855,000 | – | 13,775,000 | – | 0.04% | – | |
| New | MERITOR INCnote 7.875% 3/0 | $11,523,000 | – | 7,270,000 | – | 0.04% | – | |
| HSON | New | HUDSON GLOBAL INC | $11,209,000 | – | 4,894,841 | – | 0.04% | – |
| SYA | New | SYMETRA FINL CORP | $11,163,000 | – | 461,856 | – | 0.04% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $11,174,000 | – | 13,145,392 | – | 0.04% | – |
| CMCSA | New | COMCAST CORP NEWcl a | $11,108,000 | – | 184,700 | – | 0.04% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $10,583,000 | – | 405,781 | – | 0.04% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $10,600,000 | – | 861,800 | – | 0.04% | – |
| RBSPRMCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $9,903,000 | – | 397,547 | – | 0.04% | – |
| New | COBALT INTL ENERGY INCnote 2.625%12/0 | $5,287,000 | – | 7,150,000 | – | 0.02% | – | |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $4,826,000 | – | 20,152 | – | 0.02% | – |
| KFY | New | KORN FERRY INTL | $3,400,000 | – | 97,777 | – | 0.01% | – |
| LACO | New | LAKES ENTMNT INC | $3,183,000 | – | 350,520 | – | 0.01% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $3,100,000 | – | 193,134 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,253,000 | – | 117,400 | – | 0.01% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $3,129,000 | – | 137,347 | – | 0.01% | – |
| WR | New | WESTAR ENERGY INC | $2,779,000 | – | 81,200 | – | 0.01% | – |
| F | New | FORD MTR CO DEL | $2,389,000 | – | 159,171 | – | 0.01% | – |
| GMWSA | New | GENERAL MTRS CO*w exp 07/10/201 | $2,117,000 | – | 89,072 | – | 0.01% | – |
| FSAM | New | FIFTH STR ASSET MGMT INC | $1,973,000 | – | 191,913 | – | 0.01% | – |
| BACWSA | New | BANK AMER CORP*w exp 01/16/201 | $1,471,000 | – | 238,363 | – | 0.01% | – |
| BIF | New | BOULDER GROWTH & INCOME FD I | $998,000 | – | 118,292 | – | 0.00% | – |
| GIS | New | GENERAL MLS INC | $1,020,000 | – | 18,300 | – | 0.00% | – |
| FSFR | New | FIFTH STR SR FLOATNG RATE CO | $455,000 | – | 49,347 | – | 0.00% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $390,000 | – | 18,657 | – | 0.00% | – |
| EPAX | New | AMBASSADORS GROUP INC | $153,000 | – | 62,600 | – | 0.00% | – |
| FSC | New | FIFTH STREET FINANCE CORP | $271,000 | – | 41,404 | – | 0.00% | – |
| LFVN | New | LIFEVANTAGE CORP | $49,000 | – | 92,811 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INCput | $128,000 | – | 67,600 | – | 0.00% | – |
| ONE | New | HIGHER ONE HLDGS INC | $72,000 | – | 24,096 | – | 0.00% | – |
| CLDPQ | New | CLOUD PEAK ENERGY INC | $48,000 | – | 10,221 | – | 0.00% | – |
| PFMT | New | PERFORMANT FINL CORP | $66,000 | – | 20,462 | – | 0.00% | – |
| PHMD | New | PHOTOMEDEX INC | $23,000 | – | 17,067 | – | 0.00% | – |
| EGY | New | VAALCO ENERGY INC | $60,000 | – | 27,976 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LFVN | Exit | LIFEVANTAGE CORP | $0 | – | -17,431 | – | 0.00% | – |
| EPAX | Exit | AMBASSADORS GROUP INC | $0 | – | -31,300 | – | 0.00% | – |
| Exit | JAKKS PAC INCnote 4.500%11/0 | $0 | – | -50,000 | – | 0.00% | – | |
| PEP | Exit | PEPSICO INC | $0 | – | -3,260 | – | -0.00% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -2,862 | – | -0.00% | – |
| AIRT | Exit | AIR T INC | $0 | – | -42,900 | – | -0.00% | – |
| AXL | Exit | AMERICAN AXLE & MFG HLDGS IN | $0 | – | -37,416 | – | -0.00% | – |
| BBT | Exit | BB&T CORP | $0 | – | -11,700 | – | -0.00% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -20,300 | – | -0.00% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -26,700 | – | -0.00% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -9,646 | – | -0.00% | – |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -22,995 | – | -0.00% | – |
| BACWSA | Exit | BANK AMER CORP*w exp 01/16/201 | $0 | – | -117,263 | – | -0.00% | – |
| BTF | Exit | BOULDER TOTAL RETURN FD INC | $0 | – | -37,900 | – | -0.00% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -19,200 | – | -0.00% | – |
| GMWSB | Exit | GENERAL MTRS CO*w exp 07/10/201 | $0 | – | -104,062 | – | -0.01% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -141,912 | – | -0.01% | – |
| EXTR | Exit | EXTREME NETWORKS INC | $0 | – | -472,100 | – | -0.01% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -97,190 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -117,400 | – | -0.01% | – |
| LACO | Exit | LAKES ENTMNT INC | $0 | – | -324,491 | – | -0.01% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -105,000 | – | -0.01% | – |
| ZQKSQ | Exit | QUIKSILVER INC | $0 | – | -2,380,400 | – | -0.02% | – |
| OPY | Exit | OPPENHEIMER HLDGS INCcl a non vtg | $0 | – | -209,991 | – | -0.02% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -18,087 | – | -0.02% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -151,924 | – | -0.02% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -72,800 | – | -0.02% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -135,100 | – | -0.02% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -97,360 | – | -0.02% | – |
| EIG | Exit | EMPLOYERS HOLDINGS INC | $0 | – | -329,320 | – | -0.02% | – |
| WR | Exit | WESTAR ENERGY INC | $0 | – | -195,900 | – | -0.02% | – |
| RBSPRMCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $0 | – | -273,832 | – | -0.02% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -382,784 | – | -0.03% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -800,600 | – | -0.03% | – |
| Exit | ARVINMERITOR INCfrnt 4.000% 2/1 | $0 | – | -8,115,000 | – | -0.03% | – | |
| Exit | MERITOR INCnote 7.875% 3/0 | $0 | – | -6,080,000 | – | -0.03% | – | |
| IWM | Exit | ISHARES TRrussell 2000 etf | $0 | – | -89,200 | – | -0.04% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -2,030,900 | – | -0.04% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -177,182 | – | -0.04% | – |
| WLH | Exit | LYON WILLIAM HOMEScl a new | $0 | – | -522,318 | – | -0.04% | – |
| Exit | COBALT INTL ENERGY INCnote 3.125% 5/1 | $0 | – | -14,055,000 | – | -0.05% | – | |
| SYA | Exit | SYMETRA FINL CORP | $0 | – | -674,375 | – | -0.06% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -2,760,600 | – | -0.06% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -611,400 | – | -0.06% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -4,905,855 | – | -0.07% | – |
| IWN | Exit | ISHARES TRrus 2000 val etf | $0 | – | -199,200 | – | -0.07% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -810,540 | – | -0.07% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -2,085,750 | – | -0.07% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -795,044 | – | -0.07% | – |
| TPH | Exit | TRI POINTE HOMES INC | $0 | – | -1,526,806 | – | -0.07% | – |
| BCO | Exit | BRINKS CO | $0 | – | -831,681 | – | -0.07% | – |
| NPO | Exit | ENPRO INDS INC | $0 | – | -333,500 | – | -0.07% | – |
| DIOD | Exit | DIODES INC | $0 | – | -846,800 | – | -0.07% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,207,226 | – | -0.08% | – |
| ZINCQ | Exit | HORSEHEAD HLDG CORP | $0 | – | -1,367,800 | – | -0.08% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -705,311 | – | -0.08% | – |
| MHO | Exit | M/I HOMES INC | $0 | – | -1,220,146 | – | -0.09% | – |
| ODP | Exit | OFFICE DEPOT INC | $0 | – | -4,750,612 | – | -0.09% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -1,497,960 | – | -0.09% | – |
| IVC | Exit | INVACARE CORP | $0 | – | -2,173,400 | – | -0.09% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -794,368 | – | -0.10% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -1,207,207 | – | -0.10% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -1,796,513 | – | -0.11% | – |
| GBLI | Exit | GLOBAL INDEMNITY PLC | $0 | – | -1,212,182 | – | -0.11% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -3,759,500 | – | -0.11% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -908,200 | – | -0.11% | – |
| NOR | Exit | NORANDA ALUM HLDG CORP | $0 | – | -7,097,531 | – | -0.12% | – |
| BBY | Exit | BEST BUY INC | $0 | – | -998,835 | – | -0.12% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -488,592 | – | -0.12% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -2,174,655 | – | -0.13% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -1,362,205 | – | -0.13% | – |
| RDC | Exit | ROWAN COMPANIES PLC | $0 | – | -1,405,499 | – | -0.13% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -6,341,767 | – | -0.13% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -1,166,660 | – | -0.13% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -1,273,022 | – | -0.15% | – |
| BYI | Exit | BALLY TECHNOLOGIES INC | $0 | – | -517,300 | – | -0.15% | – |
| HNGR | Exit | HANGER INC | $0 | – | -2,040,900 | – | -0.15% | – |
| HELE | Exit | HELEN OF TROY CORP LTD | $0 | – | -803,700 | – | -0.15% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -275,064 | – | -0.15% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -1,321,000 | – | -0.16% | – |
| CRK | Exit | COMSTOCK RES INC | $0 | – | -2,497,849 | – | -0.17% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -2,115,087 | – | -0.18% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -118,743 | – | -0.18% | – |
| CIT | Exit | CIT GROUP INC | $0 | – | -1,095,371 | – | -0.18% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -3,730,117 | – | -0.18% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -912,880 | – | -0.18% | – |
| CA | Exit | CA INC | $0 | – | -1,846,403 | – | -0.19% | – |
| PTP | Exit | PLATINUM UNDERWRITER HLDGS L | $0 | – | -864,630 | – | -0.19% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -1,896,010 | – | -0.20% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -1,425,392 | – | -0.21% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -774,936 | – | -0.21% | – |
| LEA | Exit | LEAR CORP | $0 | – | -669,472 | – | -0.21% | – |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -852,900 | – | -0.21% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -5,409,942 | – | -0.21% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,239,100 | – | -0.21% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -1,144,200 | – | -0.22% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -901,900 | – | -0.22% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -727,700 | – | -0.23% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -397,400 | – | -0.23% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -801,700 | – | -0.24% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -2,643,000 | – | -0.24% | – |
| MATX | Exit | MATSON INC | $0 | – | -2,725,167 | – | -0.25% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -1,085,888 | – | -0.25% | – |
| AHL | Exit | ASPEN INSURANCE HOLDINGS LTD | $0 | – | -1,655,670 | – | -0.26% | – |
| LPNT | Exit | LIFEPOINT HOSPITALS INC | $0 | – | -1,050,259 | – | -0.26% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -6,427,918 | – | -0.28% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -2,890,959 | – | -0.30% | – |
| COL | Exit | ROCKWELL COLLINS INC | $0 | – | -1,079,450 | – | -0.31% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -1,951,703 | – | -0.31% | – |
| CNHI | Exit | CNH INDL N V | $0 | – | -11,376,095 | – | -0.33% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,637,200 | – | -0.33% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -1,196,865 | – | -0.33% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -3,189,827 | – | -0.34% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -1,576,274 | – | -0.34% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -1,593,262 | – | -0.35% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -1,178,846 | – | -0.36% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -779,159 | – | -0.37% | – |
| CDW | Exit | CDW CORP | $0 | – | -3,311,621 | – | -0.37% | – |
| TDC | Exit | TERADATA CORP DEL | $0 | – | -2,579,073 | – | -0.39% | – |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -611,388 | – | -0.41% | – |
| GEO | Exit | GEO GROUP INC NEW | $0 | – | -3,040,255 | – | -0.42% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -4,061,776 | – | -0.45% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -3,236,286 | – | -0.46% | – |
| ESRX | Exit | EXPRESS SCRIPTS HLDG CO | $0 | – | -1,851,500 | – | -0.47% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INCput | $0 | – | -243,800 | – | -0.48% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -13,536,627 | – | -0.49% | – |
| MCD | Exit | MCDONALDS CORP | $0 | – | -1,485,322 | – | -0.51% | – |
| K | Exit | KELLOGG CO | $0 | – | -2,361,876 | – | -0.53% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -1,470,345 | – | -0.54% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -2,443,012 | – | -0.54% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -4,352,835 | – | -0.54% | – |
| AVT | Exit | AVNET INC | $0 | – | -3,606,041 | – | -0.54% | – |
| PHH | Exit | PHH CORP | $0 | – | -6,902,567 | – | -0.56% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -17,566,608 | – | -0.57% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -7,076,383 | – | -0.58% | – |
| WTM | Exit | WHITE MTNS INS GROUP LTD | $0 | – | -257,286 | – | -0.59% | – |
| BG | Exit | BUNGE LIMITED | $0 | – | -1,967,219 | – | -0.60% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -3,064,712 | – | -0.62% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -4,160,688 | – | -0.62% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -14,076,753 | – | -0.63% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -3,230,958 | – | -0.72% | – |
| HMC | Exit | HONDA MOTOR LTD | $0 | – | -5,903,497 | – | -0.73% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -3,560,267 | – | -0.73% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -5,244,262 | – | -0.74% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -20,440,845 | – | -0.74% | – |
| ERIC | Exit | ERICSSONadr b sek 10 | $0 | – | -16,782,838 | – | -0.77% | – |
| ARRS | Exit | ARRIS GROUP INC NEW | $0 | – | -7,786,848 | – | -0.80% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -9,569,068 | – | -0.84% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -5,026,791 | – | -0.86% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -1,665,949 | – | -0.87% | – |
| BA | Exit | BOEING CO | $0 | – | -2,035,478 | – | -0.94% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -5,263,925 | – | -0.99% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -3,143,903 | – | -1.01% | – |
| LLY | Exit | LILLY ELI & CO | $0 | – | -4,321,666 | – | -1.02% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -5,598,337 | – | -1.08% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -7,901,656 | – | -1.09% | – |
| BBBY | Exit | BED BATH & BEYOND INC | $0 | – | -4,581,375 | – | -1.09% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -5,328,502 | – | -1.10% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,615,947 | – | -1.11% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -17,022,439 | – | -1.13% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -2,688,416 | – | -1.16% | – |
| PPL | Exit | PPL CORP | $0 | – | -9,791,525 | – | -1.16% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -9,873,103 | – | -1.34% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -12,504,197 | – | -1.38% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -4,739,190 | – | -1.40% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -12,531,772 | – | -1.45% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -6,530,764 | – | -1.45% | – |
| HUM | Exit | HUMANA INC | $0 | – | -3,079,572 | – | -1.45% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -3,046,316 | – | -1.46% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -31,633,946 | – | -1.56% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -12,574,622 | – | -1.57% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -9,891,852 | – | -1.58% | – |
| TGT | Exit | TARGET CORP | $0 | – | -7,590,839 | – | -1.72% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -13,544,924 | – | -1.74% | – |
| GSK | Exit | GLAXOSMITHKLINE PLCsponsored adr | $0 | – | -10,804,564 | – | -1.80% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -21,495,900 | – | -1.82% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -5,871,988 | – | -1.84% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -7,261,652 | – | -2.01% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -9,895,521 | – | -2.02% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspnsr adr no par | $0 | – | -17,161,876 | – | -2.04% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -12,762,500 | – | -2.14% | – |
| GLW | Exit | CORNING INC | $0 | – | -32,308,348 | – | -2.26% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -8,395,370 | – | -2.32% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -16,961,012 | – | -2.35% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -17,717,362 | – | -2.39% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -42,790,406 | – | -2.64% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -14,146,446 | – | -3.09% | – |
| C | Exit | CITIGROUP INC | $0 | – | -17,181,831 | – | -3.23% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -17,807,132 | – | -3.49% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | Buy | AMERICAN INTL GROUP INC | $961,941,000 | -0.1% | 17,807,132 | +1.0% | 3.49% | +2.5% |
| C | Sell | CITIGROUP INC | $890,362,000 | -1.2% | 17,181,831 | -10.2% | 3.23% | +1.3% |
| JPM | Sell | JPMORGAN CHASE & CO | $852,182,000 | -5.0% | 14,146,446 | -9.1% | 3.09% | -2.6% |
| BAC | Sell | BANK AMER CORP | $729,576,000 | +3.3% | 42,790,406 | -6.9% | 2.64% | +5.9% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $659,795,000 | -3.2% | 17,717,362 | +6.0% | 2.39% | -0.7% |
| ORCL | Buy | ORACLE CORP | $649,268,000 | +7.2% | 16,961,012 | +13.5% | 2.35% | +9.9% |
| RDSA | Sell | ROYAL DUTCH SHELL PLCspons adr a | $639,140,000 | -20.4% | 8,395,370 | -13.9% | 2.32% | -18.4% |
| GLW | Buy | CORNING INC | $624,843,000 | -6.5% | 32,308,348 | +6.1% | 2.26% | -4.1% |
| MSFT | Sell | MICROSOFT CORP | $591,670,000 | -7.5% | 12,762,500 | -16.8% | 2.14% | -5.2% |
| VOD | Buy | VODAFONE GROUP PLC NEWspnsr adr no par | $564,454,000 | -1.5% | 17,161,876 | +0.0% | 2.04% | +1.0% |
| SNY | Buy | SANOFIsponsored adr | $558,404,000 | +7.5% | 9,895,521 | +1.3% | 2.02% | +10.2% |
| WMT | Sell | WAL-MART STORES INC | $555,299,000 | -0.1% | 7,261,652 | -1.9% | 2.01% | +2.4% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $506,459,000 | -10.2% | 5,871,988 | -14.9% | 1.84% | -8.0% |
| CFG | New | CITIZENS FINL GROUP INC | $503,434,000 | – | 21,495,900 | – | 1.82% | – |
| GSK | Buy | GLAXOSMITHKLINE PLCsponsored adr | $496,686,000 | +87.7% | 10,804,564 | +118.3% | 1.80% | +92.5% |
| HPQ | Sell | HEWLETT PACKARD CO | $480,438,000 | -16.3% | 13,544,924 | -20.5% | 1.74% | -14.2% |
| TGT | Sell | TARGET CORP | $475,794,000 | -3.2% | 7,590,839 | -10.5% | 1.72% | -0.7% |
| JCI | Buy | JOHNSON CTLS INC | $435,241,000 | -6.0% | 9,891,852 | +6.6% | 1.58% | -3.7% |
| UNM | Sell | UNUM GROUP | $432,316,000 | -2.1% | 12,574,622 | -1.0% | 1.57% | +0.4% |
| CIE | Buy | COBALT INTL ENERGY INC | $430,222,000 | -8.3% | 31,633,946 | +23.7% | 1.56% | -6.0% |
| CMI | Buy | CUMMINS INC | $402,053,000 | -4.6% | 3,046,316 | +11.6% | 1.46% | -2.1% |
| HUM | Sell | HUMANA INC | $401,237,000 | -7.4% | 3,079,572 | -9.2% | 1.45% | -5.0% |
| ALL | Sell | ALLSTATE CORP | $400,793,000 | -13.6% | 6,530,764 | -17.4% | 1.45% | -11.5% |
| GM | Buy | GENERAL MTRS CO | $400,265,000 | +39.8% | 12,531,772 | +58.9% | 1.45% | +43.3% |
| COF | Sell | CAPITAL ONE FINL CORP | $386,813,000 | -4.3% | 4,739,190 | -3.2% | 1.40% | -1.9% |
| NRG | Sell | NRG ENERGY INC | $381,128,000 | -21.0% | 12,504,197 | -3.5% | 1.38% | -19.0% |
| MRO | Sell | MARATHON OIL CORP | $371,130,000 | -8.8% | 9,873,103 | -3.1% | 1.34% | -6.5% |
| PPL | Buy | PPL CORP | $321,554,000 | +37.2% | 9,791,525 | +48.5% | 1.16% | +40.7% |
| V107SC | Sell | WELLPOINT INC | $321,588,000 | -15.0% | 2,688,416 | -23.6% | 1.16% | -12.9% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $311,851,000 | -7.5% | 17,022,439 | -1.5% | 1.13% | -5.1% |
| IBM | Sell | INTERNATIONAL BUSINESS MACHS | $306,755,000 | +2.3% | 1,615,947 | -2.3% | 1.11% | +5.0% |
| MUR | Buy | MURPHY OIL CORP | $303,245,000 | -2.3% | 5,328,502 | +14.2% | 1.10% | +0.2% |
| BBBY | Buy | BED BATH & BEYOND INC | $301,592,000 | +630.7% | 4,581,375 | +536.9% | 1.09% | +648.6% |
| STI | Sell | SUNTRUST BKS INC | $300,500,000 | -19.9% | 7,901,656 | -15.6% | 1.09% | -17.8% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $299,511,000 | -1.6% | 5,598,337 | -1.9% | 1.08% | +0.8% |
| LLY | Sell | LILLY ELI & CO | $280,260,000 | -7.1% | 4,321,666 | -10.9% | 1.02% | -4.7% |
| SWK | Sell | STANLEY BLACK & DECKER INC | $279,147,000 | -0.8% | 3,143,903 | -1.9% | 1.01% | +1.7% |
| WFC | Sell | WELLS FARGO & CO NEW | $273,040,000 | -43.5% | 5,263,925 | -42.8% | 0.99% | -42.1% |
| BA | Buy | BOEING CO | $259,279,000 | +0.1% | 2,035,478 | +0.0% | 0.94% | +2.7% |
| TWC | Sell | TIME WARNER CABLE INC | $239,047,000 | -6.2% | 1,665,949 | -3.8% | 0.87% | -3.9% |
| CNW | Sell | CON-WAY INC | $238,773,000 | -15.7% | 5,026,791 | -10.5% | 0.86% | -13.6% |
| GXP | Buy | GREAT PLAINS ENERGY INC | $231,284,000 | -1.9% | 9,569,068 | +9.1% | 0.84% | +0.6% |
| ARRS | Buy | ARRIS GROUP INC NEW | $220,796,000 | -6.8% | 7,786,848 | +6.9% | 0.80% | -4.5% |
| ERIC | Buy | ERICSSONadr b sek 10 | $211,296,000 | +24.7% | 16,782,838 | +19.7% | 0.77% | +27.9% |
| KOS | Buy | KOSMOS ENERGY LTD | $203,591,000 | -0.2% | 20,440,845 | +12.5% | 0.74% | +2.4% |
| BK | Sell | BANK NEW YORK MELLON CORP | $203,110,000 | -12.2% | 5,244,262 | -15.1% | 0.74% | -10.0% |
| PCAR | Buy | PACCAR INC | $202,490,000 | -5.2% | 3,560,267 | +4.7% | 0.73% | -2.8% |
| HMC | Sell | HONDA MOTOR LTD | $202,372,000 | -3.6% | 5,903,497 | -1.6% | 0.73% | -1.2% |
| MDT | Buy | MEDTRONIC INC | $200,158,000 | +62.4% | 3,230,958 | +67.2% | 0.72% | +66.7% |
| FHN | Sell | FIRST HORIZON NATL CORP | $172,863,000 | -0.5% | 14,076,753 | -3.9% | 0.63% | +2.0% |
| WSH | Buy | WILLIS GROUP HOLDINGS PUBLIC | $172,252,000 | +0.8% | 4,160,688 | +5.5% | 0.62% | +3.3% |
| DOOR | Buy | MASONITE INTL CORP NEW | $169,724,000 | +6.7% | 3,064,712 | +8.4% | 0.62% | +9.4% |
| BG | Buy | BUNGE LIMITED | $165,699,000 | +57.1% | 1,967,219 | +41.1% | 0.60% | +60.9% |
| WTM | Buy | WHITE MTNS INS GROUP LTD | $162,108,000 | +3.9% | 257,286 | +0.3% | 0.59% | +6.3% |
| GT | Buy | GOODYEAR TIRE & RUBR CO | $159,820,000 | -13.4% | 7,076,383 | +6.5% | 0.58% | -11.2% |
| ON | Sell | ON SEMICONDUCTOR CORP | $157,045,000 | -7.7% | 17,566,608 | -5.7% | 0.57% | -5.5% |
| PHH | Buy | PHH CORP | $154,341,000 | -2.1% | 6,902,567 | +0.6% | 0.56% | +0.4% |
| AVT | Buy | AVNET INC | $149,651,000 | -5.5% | 3,606,041 | +0.9% | 0.54% | -3.2% |
| KSS | Sell | KOHLS CORP | $149,097,000 | -3.7% | 2,443,012 | -16.9% | 0.54% | -1.3% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $149,150,000 | -9.3% | 4,352,835 | -0.4% | 0.54% | -7.1% |
| ZBH | Sell | ZIMMER HLDGS INC | $147,843,000 | -7.3% | 1,470,345 | -4.3% | 0.54% | -5.0% |
| K | Sell | KELLOGG CO | $145,492,000 | -7.0% | 2,361,876 | -0.8% | 0.53% | -4.7% |
| MCD | Sell | MCDONALDS CORP | $140,823,000 | -9.1% | 1,485,322 | -3.4% | 0.51% | -6.8% |
| RF | Sell | REGIONS FINL CORP NEW | $135,908,000 | -11.2% | 13,536,627 | -6.1% | 0.49% | -9.1% |
| VZ | Buy | VERIZON COMMUNICATIONS INCput | $132,533,000 | +43353.4% | 243,800 | +4.1% | 0.48% | +47900.0% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $130,771,000 | -1.7% | 1,851,500 | -3.5% | 0.47% | +0.9% |
| ERJ | Sell | EMBRAER S A | $126,927,000 | +1.3% | 3,236,286 | -5.9% | 0.46% | +3.8% |
| RCII | Sell | RENT A CTR INC NEW | $123,275,000 | -23.2% | 4,061,776 | -27.4% | 0.45% | -21.2% |
| GEO | New | GEO GROUP INC NEW | $116,199,000 | – | 3,040,255 | – | 0.42% | – |
| GS | Sell | GOLDMAN SACHS GROUP INC | $112,232,000 | +4.3% | 611,388 | -4.9% | 0.41% | +7.1% |
| TDC | New | TERADATA CORP DEL | $108,115,000 | – | 2,579,073 | – | 0.39% | – |
| CDW | Buy | CDW CORP | $102,826,000 | -1.9% | 3,311,621 | +0.7% | 0.37% | +0.8% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $102,662,000 | +6.9% | 779,159 | -2.9% | 0.37% | +9.7% |
| PM | Sell | PHILIP MORRIS INTL INC | $98,316,000 | -10.2% | 1,178,846 | -9.2% | 0.36% | -8.0% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $96,679,000 | -34.7% | 1,593,262 | -36.9% | 0.35% | -33.1% |
| WCG | Buy | WELLCARE HEALTH PLANS INC | $95,112,000 | -18.9% | 1,576,274 | +0.3% | 0.34% | -16.9% |
| BPOP | New | POPULAR INC | $93,893,000 | – | 3,189,827 | – | 0.34% | – |
| KALU | Sell | KAISER ALUMINUM CORP | $91,225,000 | -1.4% | 1,196,865 | -5.7% | 0.33% | +1.2% |
| MS | Sell | MORGAN STANLEY | $91,168,000 | +2.1% | 2,637,200 | -4.5% | 0.33% | +4.4% |
| CNHI | Buy | CNH INDL N V | $90,212,000 | +264.2% | 11,376,095 | +369.4% | 0.33% | +271.6% |
| SO | Sell | SOUTHERN CO | $85,192,000 | -5.3% | 1,951,703 | -1.5% | 0.31% | -2.8% |
| COL | New | ROCKWELL COLLINS INC | $84,737,000 | – | 1,079,450 | – | 0.31% | – |
| HMN | Buy | HORACE MANN EDUCATORS CORP N | $82,421,000 | +6.4% | 2,890,959 | +16.7% | 0.30% | +9.1% |
| SPLS | Sell | STAPLES INC | $77,778,000 | -2.5% | 6,427,918 | -12.6% | 0.28% | 0.0% |
| LPNT | Sell | LIFEPOINT HOSPITALS INC | $72,667,000 | -33.5% | 1,050,259 | -40.3% | 0.26% | -31.9% |
| AHL | Buy | ASPEN INSURANCE HOLDINGS LTD | $70,813,000 | -5.3% | 1,655,670 | +0.5% | 0.26% | -2.7% |
| TTE | Sell | TOTAL S Asponsored adr | $69,985,000 | -11.2% | 1,085,888 | -0.5% | 0.25% | -9.0% |
| MATX | Sell | MATSON INC | $68,211,000 | -6.8% | 2,725,167 | -0.1% | 0.25% | -4.6% |
| SAH | Buy | SONIC AUTOMOTIVE INCcl a | $64,780,000 | -7.9% | 2,643,000 | +0.3% | 0.24% | -5.6% |
| AET | Sell | AETNA INC NEW | $64,938,000 | -5.7% | 801,700 | -5.6% | 0.24% | -3.3% |
| FDX | Sell | FEDEX CORP | $64,160,000 | +2.3% | 397,400 | -4.1% | 0.23% | +4.5% |
| F113PS | Sell | COVIDIEN PLC | $62,953,000 | -11.5% | 727,700 | -7.7% | 0.23% | -9.2% |
| JWN | Sell | NORDSTROM INC | $61,663,000 | -3.2% | 901,900 | -3.9% | 0.22% | -0.9% |
| LOW | Sell | LOWES COS INC | $60,551,000 | -29.1% | 1,144,200 | -35.7% | 0.22% | -27.5% |
| TXN | Sell | TEXAS INSTRS INC | $59,093,000 | -4.7% | 1,239,100 | -4.5% | 0.21% | -2.3% |
| MTOR | Buy | MERITOR INC | $58,698,000 | -13.1% | 5,409,942 | +4.5% | 0.21% | -10.9% |
| OMC | Sell | OMNICOM GROUP INC | $58,731,000 | -4.4% | 852,900 | -1.2% | 0.21% | -1.8% |
| LEA | Sell | LEAR CORP | $57,849,000 | -52.7% | 669,472 | -51.1% | 0.21% | -51.4% |
| TAP | Sell | MOLSON COORS BREWING COcl b | $57,686,000 | -2.9% | 774,936 | -3.3% | 0.21% | -0.5% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $57,258,000 | +3.7% | 1,425,392 | -2.8% | 0.21% | +6.2% |
| ZION | Sell | ZIONS BANCORPORATION | $55,098,000 | -39.7% | 1,896,010 | -38.8% | 0.20% | -38.1% |
| PTP | Buy | PLATINUM UNDERWRITER HLDGS L | $52,630,000 | +21.6% | 864,630 | +29.6% | 0.19% | +24.8% |
| CA | Buy | CA INC | $51,588,000 | -2.1% | 1,846,403 | +0.7% | 0.19% | +0.5% |
| TEL | Buy | TE CONNECTIVITY LTD | $50,473,000 | -10.6% | 912,880 | +0.0% | 0.18% | -8.0% |
| MRVL | Buy | MARVELL TECHNOLOGY GROUP LTDord | $50,282,000 | +126.4% | 3,730,117 | +140.7% | 0.18% | +133.3% |
| CIT | Sell | CIT GROUP INC | $50,343,000 | -7.2% | 1,095,371 | -7.6% | 0.18% | -5.2% |
| SYMC | Sell | SYMANTEC CORP | $49,726,000 | -8.6% | 2,115,087 | -10.9% | 0.18% | -6.2% |
| Y | Buy | ALLEGHANY CORP DEL | $49,652,000 | -4.3% | 118,743 | +0.3% | 0.18% | -1.6% |
| CRK | Buy | COMSTOCK RES INC | $46,510,000 | +7.8% | 2,497,849 | +67.0% | 0.17% | +11.2% |
| RUSHA | Sell | RUSH ENTERPRISES INCcl a | $44,187,000 | -18.1% | 1,321,000 | -15.1% | 0.16% | -16.2% |
| TARO | Sell | TARO PHARMACEUTICAL INDS LTD | $42,321,000 | -40.9% | 275,064 | -46.2% | 0.15% | -39.5% |
| HELE | New | HELEN OF TROY CORP LTD | $42,210,000 | – | 803,700 | – | 0.15% | – |
| HNGR | Buy | HANGER INC | $41,879,000 | +52.3% | 2,040,900 | +133.4% | 0.15% | +56.7% |
| BYI | New | BALLY TECHNOLOGIES INC | $41,746,000 | – | 517,300 | – | 0.15% | – |
| FDP | Buy | FRESH DEL MONTE PRODUCE INCord | $40,609,000 | +4.8% | 1,273,022 | +0.7% | 0.15% | +7.3% |
| HRB | Buy | BLOCK H & R INC | $36,178,000 | -7.0% | 1,166,660 | +0.5% | 0.13% | -4.4% |
| MDR | Buy | MCDERMOTT INTL INC | $36,275,000 | -21.6% | 6,341,767 | +10.9% | 0.13% | -19.6% |
| RDC | New | ROWAN COMPANIES PLC | $35,573,000 | – | 1,405,499 | – | 0.13% | – |
| IM | Buy | INGRAM MICRO INCcl a | $35,159,000 | -11.2% | 1,362,205 | +0.5% | 0.13% | -9.3% |
| WU | Sell | WESTERN UN CO | $34,881,000 | -42.1% | 2,174,655 | -37.4% | 0.13% | -40.8% |
| MAN | Sell | MANPOWERGROUP INC | $34,250,000 | -18.0% | 488,592 | -0.8% | 0.12% | -16.2% |
| BBY | Buy | BEST BUY INC | $33,551,000 | +8.8% | 998,835 | +0.4% | 0.12% | +11.9% |
| NOR | Buy | NORANDA ALUM HLDG CORP | $32,081,000 | +28.3% | 7,097,531 | +0.2% | 0.12% | +31.8% |
| GRPU | Buy | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $31,360,000 | +20.5% | 908,200 | +29.9% | 0.11% | +23.9% |
| FNFG | Buy | FIRST NIAGARA FINL GP INC | $31,317,000 | +16.2% | 3,759,500 | +21.9% | 0.11% | +18.9% |
| GBLI | Sell | GLOBAL INDEMNITY PLC | $30,583,000 | -3.2% | 1,212,182 | -0.3% | 0.11% | -0.9% |
| MLR | Buy | MILLER INDS INC TENN | $30,361,000 | -14.0% | 1,796,513 | +4.7% | 0.11% | -12.0% |
| CNSI | Buy | COMVERSE INC | $26,957,000 | -16.0% | 1,207,207 | +0.3% | 0.10% | -13.3% |
| XL | Buy | XL GROUP PLC | $26,349,000 | +1.8% | 794,368 | +0.5% | 0.10% | +4.4% |
| IVC | Buy | INVACARE CORP | $25,668,000 | +12.4% | 2,173,400 | +74.8% | 0.09% | +14.8% |
| NWSA | Buy | NEWS CORP NEWcl a | $24,492,000 | -8.4% | 1,497,960 | +0.5% | 0.09% | -6.3% |
| ODP | Buy | OFFICE DEPOT INC | $24,418,000 | -9.3% | 4,750,612 | +0.4% | 0.09% | -7.4% |
| MHO | Buy | M/I HOMES INC | $24,183,000 | +8.9% | 1,220,146 | +33.4% | 0.09% | +12.8% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $23,212,000 | -11.7% | 705,311 | +0.5% | 0.08% | -9.7% |
| ZINCQ | Sell | HORSEHEAD HLDG CORP | $22,610,000 | -55.2% | 1,367,800 | -50.5% | 0.08% | -53.9% |
| ASB | Buy | ASSOCIATED BANC CORP | $21,030,000 | -3.3% | 1,207,226 | +0.4% | 0.08% | -1.3% |
| NPO | New | ENPRO INDS INC | $20,187,000 | – | 333,500 | – | 0.07% | – |
| DIOD | Buy | DIODES INC | $20,255,000 | -5.9% | 846,800 | +13.9% | 0.07% | -3.9% |
| BCO | Buy | BRINKS CO | $19,994,000 | -14.5% | 831,681 | +0.3% | 0.07% | -13.3% |
| TPH | New | TRI POINTE HOMES INC | $19,757,000 | – | 1,526,806 | – | 0.07% | – |
| RBSPRSCL | Sell | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $19,725,000 | -1.7% | 795,044 | -2.7% | 0.07% | 0.0% |
| QLGC | Buy | QLOGIC CORP | $19,105,000 | -9.0% | 2,085,750 | +0.3% | 0.07% | -6.8% |
| SNV | Buy | SYNOVUS FINL CORP | $19,161,000 | -2.7% | 810,540 | +0.3% | 0.07% | -1.4% |
| HSON | Sell | HUDSON GLOBAL INC | $18,544,000 | -3.9% | 4,905,855 | -0.1% | 0.07% | -1.5% |
| WBS | Buy | WEBSTER FINL CORP CONN | $17,816,000 | -7.4% | 611,400 | +0.3% | 0.06% | -4.4% |
| RT | Buy | RUBY TUESDAY INC | $16,260,000 | +34.2% | 2,760,600 | +72.9% | 0.06% | +37.2% |
| SYA | Sell | SYMETRA FINL CORP | $15,733,000 | -53.2% | 674,375 | -54.4% | 0.06% | -52.1% |
| Buy | COBALT INTL ENERGY INCnote 3.125% 5/1 | $12,614,000 | +4.1% | 14,055,000 | +25.2% | 0.05% | +7.0% | |
| WLH | Buy | LYON WILLIAM HOMEScl a new | $11,543,000 | -27.1% | 522,318 | +0.4% | 0.04% | -25.0% |
| ENH | Buy | ENDURANCE SPECIALTY HLDGS LT | $9,777,000 | +7.2% | 177,182 | +0.2% | 0.04% | +9.4% |
| IWM | Sell | ISHARES TRrussell 2000 etf | $9,754,000 | -52.6% | 89,200 | -48.5% | 0.04% | -52.1% |
| FBP | New | FIRST BANCORP P R | $9,647,000 | – | 2,030,900 | – | 0.04% | – |
| Sell | MERITOR INCnote 7.875% 3/0 | $8,820,000 | -14.6% | 6,080,000 | -5.0% | 0.03% | -13.5% | |
| Sell | ARVINMERITOR INCfrnt 4.000% 2/1 | $8,369,000 | -5.3% | 8,115,000 | -1.9% | 0.03% | -3.2% | |
| ISBC | Buy | INVESTORS BANCORP INC NEW | $8,110,000 | -8.0% | 800,600 | +0.4% | 0.03% | -6.5% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $7,862,000 | +6.5% | 382,784 | -4.1% | 0.03% | +7.7% |
| RBSPRMCL | Buy | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $6,709,000 | +39.2% | 273,832 | +36.8% | 0.02% | +41.2% |
| WR | Buy | WESTAR ENERGY INC | $6,684,000 | -9.7% | 195,900 | +1.0% | 0.02% | -7.7% |
| EIG | Buy | EMPLOYERS HOLDINGS INC | $6,339,000 | -8.8% | 329,320 | +0.3% | 0.02% | -8.0% |
| BIG | Sell | BIG LOTS INC | $5,816,000 | -67.1% | 135,100 | -65.1% | 0.02% | -66.7% |
| POR | Buy | PORTLAND GEN ELEC CO | $4,880,000 | -7.3% | 151,924 | +0.0% | 0.02% | -5.3% |
| NWLI | Buy | NATIONAL WESTN LIFE INS COcl a | $4,468,000 | +0.2% | 18,087 | +1.1% | 0.02% | 0.0% |
| OPY | Buy | OPPENHEIMER HLDGS INCcl a non vtg | $4,252,000 | -15.2% | 209,991 | +0.4% | 0.02% | -16.7% |
| ZQKSQ | Buy | QUIKSILVER INC | $4,094,000 | -51.9% | 2,380,400 | +0.0% | 0.02% | -50.0% |
| LACO | New | LAKES ENTMNT INC | $2,703,000 | – | 324,491 | – | 0.01% | – |
| KFY | Buy | KORN FERRY INTL | $2,420,000 | -15.0% | 97,190 | +0.2% | 0.01% | -10.0% |
| EXTR | New | EXTREME NETWORKS INC | $2,261,000 | – | 472,100 | – | 0.01% | – |
| F | Buy | FORD MTR CO DEL | $2,099,000 | +15.6% | 141,912 | +34.7% | 0.01% | +33.3% |
| GIS | Buy | GENERAL MLS INC | $969,000 | +86.3% | 19,200 | +93.9% | 0.00% | +100.0% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $908,000 | -98.5% | 9,646 | -98.5% | 0.00% | -98.6% |
| BACWSA | Sell | BANK AMER CORP*w exp 01/16/201 | $879,000 | +4.9% | 117,263 | -3.5% | 0.00% | 0.0% |
| CXW | Buy | CORRECTIONS CORP AMER NEW | $790,000 | +6.9% | 22,995 | +2.2% | 0.00% | 0.0% |
| AXL | Buy | AMERICAN AXLE & MFG HLDGS IN | $627,000 | +59.9% | 37,416 | +80.2% | 0.00% | +100.0% |
| BBT | Sell | BB&T CORP | $435,000 | -99.0% | 11,700 | -98.9% | 0.00% | -98.7% |
| SC | New | SANTANDER CONSUMER USA HDG I | $476,000 | – | 26,700 | – | 0.00% | – |
| PEP | Sell | PEPSICO INC | $303,000 | -99.5% | 3,260 | -99.5% | 0.00% | -99.5% |
| JNJ | Sell | JOHNSON & JOHNSON | $305,000 | -99.8% | 2,862 | -99.8% | 0.00% | -99.8% |
| LFVN | Buy | LIFEVANTAGE CORP | $20,000 | 0.0% | 17,431 | +28.4% | 0.00% | – |
| CYHHZ | Exit | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $0 | – | -468,900 | – | 0.00% | – |
| EPAX | Buy | AMBASSADORS GROUP INC | $116,000 | -5.7% | 31,300 | +17.7% | 0.00% | – |
| RESI | Exit | ALTISOURCE RESIDENTIAL CORPcl b | $0 | – | -9,500 | – | -0.00% | – |
| HES | Exit | HESS CORP | $0 | – | -5,500 | – | -0.00% | – |
| EMC | Exit | E M C CORP MASS | $0 | – | -35,700 | – | -0.00% | – |
| CYH | Exit | COMMUNITY HEALTH SYS INC NEW | $0 | – | -33,109 | – | -0.01% | – |
| LACO | Exit | LAKES ENTMNT INC | $0 | – | -652,572 | – | -0.01% | – |
| PFE | Exit | PFIZER INC | $0 | – | -128,800 | – | -0.01% | – |
| CACB | Exit | CASCADE BANCORP | $0 | – | -897,915 | – | -0.02% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -105,400 | – | -0.04% | – |
| CMA | Exit | COMERICA INC | $0 | – | -491,720 | – | -0.09% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -627,135 | – | -0.14% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -415,827 | – | -0.16% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -2,151,100 | – | -0.21% | – |
| TWX | Exit | TIME WARNER INC | $0 | – | -913,100 | – | -0.23% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -4,569,727 | – | -0.23% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -6,691,781 | – | -0.26% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -602,362 | – | -0.34% | – |
| EXC | Exit | EXELON CORP | $0 | – | -2,858,728 | – | -0.37% | – |
| EIX | Exit | EDISON INTL | $0 | – | -1,815,292 | – | -0.37% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTL GROUP INC | $962,541,000 | – | 17,635,410 | – | 3.40% | – |
| C | New | CITIGROUP INC | $900,942,000 | – | 19,128,278 | – | 3.18% | – |
| JPM | New | JPMORGAN CHASE & CO | $897,146,000 | – | 15,570,038 | – | 3.17% | – |
| RDSA | New | ROYAL DUTCH SHELL PLCspons adr a | $802,811,000 | – | 9,746,398 | – | 2.84% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $706,195,000 | – | 45,946,297 | – | 2.50% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $681,640,000 | – | 16,710,955 | – | 2.41% | – |
| GLW | New | CORNING INC | $668,313,000 | – | 30,447,082 | – | 2.36% | – |
| MSFT | New | MICROSOFT CORP | $639,641,000 | – | 15,339,112 | – | 2.26% | – |
| ORCL | New | ORACLE CORP | $605,833,000 | – | 14,947,764 | – | 2.14% | – |
| HPQ | New | HEWLETT PACKARD CO | $573,771,000 | – | 17,035,966 | – | 2.03% | – |
| VOD | New | VODAFONE GROUP PLC NEWspnsr adr no par | $573,028,000 | – | 17,161,672 | – | 2.02% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $564,152,000 | – | 6,900,939 | – | 1.99% | – |
| WMT | New | WAL-MART STORES INC | $555,917,000 | – | 7,405,312 | – | 1.96% | – |
| SNY | New | SANOFIsponsored adr | $519,580,000 | – | 9,772,061 | – | 1.84% | – |
| TGT | New | TARGET CORP | $491,596,000 | – | 8,483,107 | – | 1.74% | – |
| WFC | New | WELLS FARGO & CO NEW | $483,313,000 | – | 9,195,446 | – | 1.71% | – |
| NRG | New | NRG ENERGY INC | $482,137,000 | – | 12,960,685 | – | 1.70% | – |
| CIE | New | COBALT INTL ENERGY INC | $469,280,000 | – | 25,573,828 | – | 1.66% | – |
| ALL | New | ALLSTATE CORP | $464,126,000 | – | 7,904,049 | – | 1.64% | – |
| JCI | New | JOHNSON CTLS INC | $463,121,000 | – | 9,275,396 | – | 1.64% | – |
| UNM | New | UNUM GROUP | $441,392,000 | – | 12,698,260 | – | 1.56% | – |
| HUM | New | HUMANA INC | $433,133,000 | – | 3,391,273 | – | 1.53% | – |
| CMI | New | CUMMINS INC | $421,272,000 | – | 2,730,394 | – | 1.49% | – |
| MRO | New | MARATHON OIL CORP | $406,934,000 | – | 10,193,733 | – | 1.44% | – |
| COF | New | CAPITAL ONE FINL CORP | $404,222,000 | – | 4,893,734 | – | 1.43% | – |
| V107SC | New | WELLPOINT INC | $378,485,000 | – | 3,517,188 | – | 1.34% | – |
| STI | New | SUNTRUST BKS INC | $374,924,000 | – | 9,359,067 | – | 1.32% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $337,025,000 | – | 17,274,468 | – | 1.19% | – |
| MUR | New | MURPHY OIL CORP | $310,249,000 | – | 4,666,798 | – | 1.10% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $304,314,000 | – | 5,706,250 | – | 1.08% | – |
| LLY | New | LILLY ELI & CO | $301,617,000 | – | 4,851,480 | – | 1.07% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $299,723,000 | – | 1,653,462 | – | 1.06% | – |
| GM | New | GENERAL MTRS CO | $286,281,000 | – | 7,886,532 | – | 1.01% | – |
| CNW | New | CON-WAY INC | $283,116,000 | – | 5,616,257 | – | 1.00% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $281,479,000 | – | 3,205,176 | – | 1.00% | – |
| GSK | New | GLAXOSMITHKLINE PLCsponsored adr | $264,679,000 | – | 4,949,118 | – | 0.94% | – |
| BA | New | BOEING CO | $258,970,000 | – | 2,035,449 | – | 0.92% | – |
| TWC | New | TIME WARNER CABLE INC | $254,972,000 | – | 1,730,970 | – | 0.90% | – |
| ARRS | New | ARRIS GROUP INC NEW | $236,992,000 | – | 7,285,331 | – | 0.84% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $235,726,000 | – | 8,772,844 | – | 0.83% | – |
| PPL | New | PPL CORP | $234,315,000 | – | 6,594,852 | – | 0.83% | – |
| BK | New | BANK NEW YORK MELLON CORP | $231,403,000 | – | 6,174,049 | – | 0.82% | – |
| PCAR | New | PACCAR INC | $213,576,000 | – | 3,399,262 | – | 0.76% | – |
| HMC | New | HONDA MOTOR LTD | $209,822,000 | – | 5,996,624 | – | 0.74% | – |
| KOS | New | KOSMOS ENERGY LTD | $204,088,000 | – | 18,173,475 | – | 0.72% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $184,557,000 | – | 6,643,515 | – | 0.65% | – |
| FHN | New | FIRST HORIZON NATL CORP | $173,730,000 | – | 14,648,355 | – | 0.61% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $170,811,000 | – | 3,944,817 | – | 0.60% | – |
| ON | New | ON SEMICONDUCTOR CORP | $170,223,000 | – | 18,624,000 | – | 0.60% | – |
| ERIC | New | ERICSSONadr b sek 10 | $169,437,000 | – | 14,026,203 | – | 0.60% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $164,430,000 | – | 4,371,981 | – | 0.58% | – |
| RCII | New | RENT A CTR INC NEW | $160,520,000 | – | 5,596,926 | – | 0.57% | – |
| ZBH | New | ZIMMER HLDGS INC | $159,565,000 | – | 1,536,345 | – | 0.56% | – |
| DOOR | New | MASONITE INTL CORP NEW | $159,010,000 | – | 2,826,334 | – | 0.56% | – |
| AVT | New | AVNET INC | $158,391,000 | – | 3,574,600 | – | 0.56% | – |
| PHH | New | PHH CORP | $157,681,000 | – | 6,861,642 | – | 0.56% | – |
| K | New | KELLOGG CO | $156,395,000 | – | 2,380,442 | – | 0.55% | – |
| WTM | New | WHITE MTNS INS GROUP LTD | $156,051,000 | – | 256,478 | – | 0.55% | – |
| MCD | New | MCDONALDS CORP | $154,891,000 | – | 1,537,535 | – | 0.55% | – |
| KSS | New | KOHLS CORP | $154,897,000 | – | 2,940,333 | – | 0.55% | – |
| RF | New | REGIONS FINL CORP NEW | $153,082,000 | – | 14,414,500 | – | 0.54% | – |
| JNJ | New | JOHNSON & JOHNSON | $149,252,000 | – | 1,426,614 | – | 0.53% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $148,098,000 | – | 2,523,400 | – | 0.52% | – |
| ESRX | New | EXPRESS SCRIPTS HLDG CO | $132,989,000 | – | 1,918,200 | – | 0.47% | – |
| ERJ | New | EMBRAER S A | $125,265,000 | – | 3,438,516 | – | 0.44% | – |
| MDT | New | MEDTRONIC INC | $123,216,000 | – | 1,932,500 | – | 0.44% | – |
| LEA | New | LEAR CORP | $122,191,000 | – | 1,368,014 | – | 0.43% | – |
| WCG | New | WELLCARE HEALTH PLANS INC | $117,302,000 | – | 1,571,155 | – | 0.42% | – |
| PM | New | PHILIP MORRIS INTL INC | $109,468,000 | – | 1,298,397 | – | 0.39% | – |
| LPNT | New | LIFEPOINT HOSPITALS INC | $109,204,000 | – | 1,758,516 | – | 0.39% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $107,597,000 | – | 642,600 | – | 0.38% | – |
| EIX | New | EDISON INTL | $105,487,000 | – | 1,815,292 | – | 0.37% | – |
| BG | New | BUNGE LIMITED | $105,452,000 | – | 1,394,136 | – | 0.37% | – |
| CDW | New | CDW CORP | $104,830,000 | – | 3,288,264 | – | 0.37% | – |
| EXC | New | EXELON CORP | $104,286,000 | – | 2,858,728 | – | 0.37% | – |
| LMT | New | LOCKHEED MARTIN CORP | $96,818,000 | – | 602,362 | – | 0.34% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $95,998,000 | – | 802,458 | – | 0.34% | – |
| KALU | New | KAISER ALUMINUM CORP | $92,522,000 | – | 1,269,682 | – | 0.33% | – |
| ZION | New | ZIONS BANCORPORATION | $91,369,000 | – | 3,100,400 | – | 0.32% | – |
| SO | New | SOUTHERN CO | $89,928,000 | – | 1,981,676 | – | 0.32% | – |
| MS | New | MORGAN STANLEY | $89,312,000 | – | 2,762,500 | – | 0.32% | – |
| LOW | New | LOWES COS INC | $85,456,000 | – | 1,780,700 | – | 0.30% | – |
| SPLS | New | STAPLES INC | $79,755,000 | – | 7,357,500 | – | 0.28% | – |
| TTE | New | TOTAL S Asponsored adr | $78,821,000 | – | 1,091,704 | – | 0.28% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $77,488,000 | – | 2,478,039 | – | 0.27% | – |
| AHL | New | ASPEN INSURANCE HOLDINGS LTD | $74,805,000 | – | 1,646,954 | – | 0.26% | – |
| MATX | New | MATSON INC | $73,195,000 | – | 2,727,089 | – | 0.26% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $72,606,000 | – | 6,691,781 | – | 0.26% | – |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $71,656,000 | – | 510,952 | – | 0.25% | – |
| F113PS | New | COVIDIEN PLC | $71,125,000 | – | 788,700 | – | 0.25% | – |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $70,315,000 | – | 2,635,500 | – | 0.25% | – |
| AET | New | AETNA INC NEW | $68,869,000 | – | 849,400 | – | 0.24% | – |
| MTOR | New | MERITOR INC | $67,521,000 | – | 5,177,993 | – | 0.24% | – |
| KEY | New | KEYCORP NEW | $65,484,000 | – | 4,569,727 | – | 0.23% | – |
| TWX | New | TIME WARNER INC | $64,145,000 | – | 913,100 | – | 0.23% | – |
| JWN | New | NORDSTROM INC | $63,732,000 | – | 938,200 | – | 0.22% | – |
| FDX | New | FEDEX CORP | $62,717,000 | – | 414,300 | – | 0.22% | – |
| TXN | New | TEXAS INSTRS INC | $62,031,000 | – | 1,298,000 | – | 0.22% | – |
| OMC | New | OMNICOM GROUP INC | $61,456,000 | – | 862,900 | – | 0.22% | – |
| WU | New | WESTERN UN CO | $60,277,000 | – | 3,476,200 | – | 0.21% | – |
| PEP | New | PEPSICO INC | $59,986,000 | – | 671,437 | – | 0.21% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $59,422,000 | – | 801,272 | – | 0.21% | – |
| POM | New | PEPCO HOLDINGS INC | $59,112,000 | – | 2,151,100 | – | 0.21% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $58,801,000 | – | 649,519 | – | 0.21% | – |
| TEL | New | TE CONNECTIVITY LTD | $56,434,000 | – | 912,580 | – | 0.20% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $55,216,000 | – | 1,466,569 | – | 0.20% | – |
| CIT | New | CIT GROUP INC | $54,227,000 | – | 1,185,040 | – | 0.19% | – |
| SYMC | New | SYMANTEC CORP | $54,381,000 | – | 2,374,700 | – | 0.19% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $53,953,000 | – | 1,556,200 | – | 0.19% | – |
| CA | New | CA INC | $52,694,000 | – | 1,833,480 | – | 0.19% | – |
| Y | New | ALLEGHANY CORP DEL | $51,868,000 | – | 118,388 | – | 0.18% | – |
| ZINCQ | New | HORSEHEAD HLDG CORP | $50,483,000 | – | 2,764,700 | – | 0.18% | – |
| MDR | New | MCDERMOTT INTL INC | $46,261,000 | – | 5,718,300 | – | 0.16% | – |
| MGA | New | MAGNA INTL INC | $44,805,000 | – | 415,827 | – | 0.16% | – |
| PTP | New | PLATINUM UNDERWRITER HLDGS L | $43,281,000 | – | 667,404 | – | 0.15% | – |
| CRK | New | COMSTOCK RES INC | $43,143,000 | – | 1,495,939 | – | 0.15% | – |
| BBT | New | BB&T CORP | $42,686,000 | – | 1,082,568 | – | 0.15% | – |
| MAN | New | MANPOWERGROUP INC | $41,788,000 | – | 492,492 | – | 0.15% | – |
| BBBY | New | BED BATH & BEYOND INC | $41,277,000 | – | 719,364 | – | 0.15% | – |
| NTRS | New | NORTHERN TR CORP | $40,268,000 | – | 627,135 | – | 0.14% | – |
| IM | New | INGRAM MICRO INCcl a | $39,598,000 | – | 1,355,635 | – | 0.14% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $38,766,000 | – | 1,264,800 | – | 0.14% | – |
| HRB | New | BLOCK H & R INC | $38,898,000 | – | 1,160,451 | – | 0.14% | – |
| MLR | New | MILLER INDS INC TENN | $35,317,000 | – | 1,716,074 | – | 0.12% | – |
| SYA | New | SYMETRA FINL CORP | $33,602,000 | – | 1,477,653 | – | 0.12% | – |
| CNSI | New | COMVERSE INC | $32,105,000 | – | 1,203,346 | – | 0.11% | – |
| GBLI | New | GLOBAL INDEMNITY PLC | $31,596,000 | – | 1,215,687 | – | 0.11% | – |
| BBY | New | BEST BUY INC | $30,844,000 | – | 994,631 | – | 0.11% | – |
| HNGR | New | HANGER INC | $27,506,000 | – | 874,600 | – | 0.10% | – |
| ODP | New | OFFICE DEPOT INC | $26,918,000 | – | 4,730,725 | – | 0.10% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $26,952,000 | – | 3,083,800 | – | 0.10% | – |
| NWSA | New | NEWS CORP NEWcl a | $26,751,000 | – | 1,491,160 | – | 0.10% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $26,302,000 | – | 701,763 | – | 0.09% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $26,025,000 | – | 699,400 | – | 0.09% | – |
| XL | New | XL GROUP PLC | $25,876,000 | – | 790,600 | – | 0.09% | – |
| CNHI | New | CNH INDL N V | $24,768,000 | – | 2,423,500 | – | 0.09% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $25,010,000 | – | 7,085,054 | – | 0.09% | – |
| CMA | New | COMERICA INC | $24,665,000 | – | 491,720 | – | 0.09% | – |
| BCO | New | BRINKS CO | $23,394,000 | – | 828,981 | – | 0.08% | – |
| IVC | New | INVACARE CORP | $22,841,000 | – | 1,243,400 | – | 0.08% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $22,209,000 | – | 1,549,800 | – | 0.08% | – |
| MHO | New | M/I HOMES INC | $22,200,000 | – | 914,725 | – | 0.08% | – |
| ASB | New | ASSOCIATED BANC CORP | $21,747,000 | – | 1,202,826 | – | 0.08% | – |
| DIOD | New | DIODES INC | $21,532,000 | – | 743,500 | – | 0.08% | – |
| QLGC | New | QLOGIC CORP | $20,987,000 | – | 2,079,959 | – | 0.07% | – |
| IWN | New | ISHARESrus 2000 val etf | $20,569,000 | – | 199,200 | – | 0.07% | – |
| IWM | New | ISHARESrussell 2000 etf | $20,590,000 | – | 173,300 | – | 0.07% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $20,063,000 | – | 817,244 | – | 0.07% | – |
| SNV | New | SYNOVUS FINL CORP | $19,698,000 | – | 807,940 | – | 0.07% | – |
| HSON | New | HUDSON GLOBAL INC | $19,301,000 | – | 4,911,255 | – | 0.07% | – |
| WBS | New | WEBSTER FINL CORP CONN | $19,230,000 | – | 609,700 | – | 0.07% | – |
| BIG | New | BIG LOTS INC | $17,692,000 | – | 387,131 | – | 0.06% | – |
| WLH | New | LYON WILLIAM HOMEScl a new | $15,843,000 | – | 520,463 | – | 0.06% | – |
| New | COBALT INTL ENERGY INCnote 3.125% 5/1 | $12,116,000 | – | 11,225,000 | – | 0.04% | – | |
| RT | New | RUBY TUESDAY INC | $12,117,000 | – | 1,596,400 | – | 0.04% | – |
| New | MERITOR INCnote 7.875% 3/0 | $10,332,000 | – | 6,400,000 | – | 0.04% | – | |
| HII | New | HUNTINGTON INGALLS INDS INC | $9,970,000 | – | 105,400 | – | 0.04% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $9,120,000 | – | 176,780 | – | 0.03% | – |
| New | ARVINMERITOR INCfrnt 4.000% 2/1 | $8,834,000 | – | 8,275,000 | – | 0.03% | – | |
| ISBC | New | INVESTORS BANCORP INC NEW | $8,813,000 | – | 797,600 | – | 0.03% | – |
| ZQKSQ | New | QUIKSILVER INC | $8,520,000 | – | 2,380,000 | – | 0.03% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $7,382,000 | – | 399,033 | – | 0.03% | – |
| WR | New | WESTAR ENERGY INC | $7,405,000 | – | 193,900 | – | 0.03% | – |
| EIG | New | EMPLOYERS HOLDINGS INC | $6,952,000 | – | 328,248 | – | 0.02% | – |
| THG | New | HANOVER INS GROUP INC | $6,148,000 | – | 97,360 | – | 0.02% | – |
| CIR | New | CIRCOR INTL INC | $5,615,000 | – | 72,800 | – | 0.02% | – |
| POR | New | PORTLAND GEN ELEC CO | $5,266,000 | – | 151,887 | – | 0.02% | – |
| OPY | New | OPPENHEIMER HLDGS INCcl a non vtg | $5,017,000 | – | 209,109 | – | 0.02% | – |
| RBSPRMCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref m | $4,821,000 | – | 200,200 | – | 0.02% | – |
| CACB | New | CASCADE BANCORP | $4,678,000 | – | 897,915 | – | 0.02% | – |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $4,460,000 | – | 17,882 | – | 0.02% | – |
| PFE | New | PFIZER INC | $3,823,000 | – | 128,800 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $3,123,000 | – | 117,400 | – | 0.01% | – |
| LACO | New | LAKES ENTMNT INC | $3,074,000 | – | 652,572 | – | 0.01% | – |
| KFY | New | KORN FERRY INTL | $2,848,000 | – | 96,958 | – | 0.01% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $2,854,000 | – | 105,000 | – | 0.01% | – |
| GMWSB | New | GENERAL MTRS CO*w exp 07/10/201 | $1,931,000 | – | 104,062 | – | 0.01% | – |
| F | New | FORD MTR CO DEL | $1,816,000 | – | 105,363 | – | 0.01% | – |
| CYH | New | COMMUNITY HEALTH SYS INC NEW | $1,502,000 | – | 33,109 | – | 0.01% | – |
| BACWSA | New | BANK OF AMERICA CORPORATION*w exp 01/16/201 | $838,000 | – | 121,463 | – | 0.00% | – |
| BTF | New | BOULDER TOTAL RETURN FD INC | $972,000 | – | 37,900 | – | 0.00% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $739,000 | – | 22,493 | – | 0.00% | – |
| EMC | New | E M C CORP MASS | $940,000 | – | 35,700 | – | 0.00% | – |
| GIS | New | GENERAL MLS INC | $520,000 | – | 9,900 | – | 0.00% | – |
| TPC | New | TUTOR PERINI CORP | $644,000 | – | 20,300 | – | 0.00% | – |
| HES | New | HESS CORP | $544,000 | – | 5,500 | – | 0.00% | – |
| AIRT | New | AIR T INC | $560,000 | – | 42,900 | – | 0.00% | – |
| VZ | New | VERIZON COMMUNICATIONS INCput | $305,000 | – | 234,200 | – | 0.00% | – |
| RESI | New | ALTISOURCE RESIDENTIAL CORPcl b | $247,000 | – | 9,500 | – | 0.00% | – |
| AXL | New | AMERICAN AXLE & MFG HLDGS IN | $392,000 | – | 20,758 | – | 0.00% | – |
| LFVN | New | LIFEVANTAGE CORP | $20,000 | – | 13,571 | – | 0.00% | – |
| CYHHZ | New | COMMUNITY HEALTH SYS INC NEWright 01/27/2016 | $31,000 | – | 468,900 | – | 0.00% | – |
| EPAX | New | AMBASSADORS GROUP INC | $123,000 | – | 26,600 | – | 0.00% | – |
| New | JAKKS PAC INCnote 4.500%11/0 | $51,000 | – | 50,000 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | JAKKS PAC INCnote 4.500%11/0 | $0 | – | -50,000 | – | 0.00% | – | |
| CXW | Exit | CORRECTIONS CORP AMER NEW | $0 | – | -7,579 | – | -0.00% | – |
| AIRT | Exit | AIR T INC | $0 | – | -42,900 | – | -0.00% | – |
| GIS | Exit | GENERAL MLS INC | $0 | – | -14,400 | – | -0.00% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -9,600 | – | -0.00% | – |
| BTF | Exit | BOULDER TOTAL RETURN FD INC | $0 | – | -37,900 | – | -0.00% | – |
| CBRIQ | Exit | CIBER INC | $0 | – | -306,100 | – | -0.01% | – |
| VZ | Exit | VERIZON COMMUNICATIONS INCput | $0 | – | -200,000 | – | -0.01% | – |
| F | Exit | FORD MTR CO DEL | $0 | – | -62,400 | – | -0.01% | – |
| X | Exit | UNITED STATES STL CORP NEWput | $0 | – | -75,000 | – | -0.01% | – |
| HOME | Exit | HOME FED BANCORP INC MD | $0 | – | -171,000 | – | -0.01% | – |
| AIGWS | Exit | AMERICAN INTL GROUP INC*w exp 01/19/202 | $0 | – | -117,400 | – | -0.01% | – |
| LACO | Exit | LAKES ENTMNT INC | $0 | – | -590,000 | – | -0.01% | – |
| NWLI | Exit | NATIONAL WESTN LIFE INS COcl a | $0 | – | -17,745 | – | -0.02% | – |
| SYMM | Exit | SYMMETRICOM INC | $0 | – | -830,000 | – | -0.02% | – |
| POR | Exit | PORTLAND GEN ELEC CO | $0 | – | -151,300 | – | -0.02% | – |
| SCBT | Exit | FIRST FINL HLDGS INC NEW | $0 | – | -93,250 | – | -0.02% | – |
| THG | Exit | HANOVER INS GROUP INC | $0 | – | -97,200 | – | -0.02% | – |
| WR | Exit | WESTAR ENERGY INC | $0 | – | -190,700 | – | -0.03% | – |
| PFE | Exit | PFIZER INC | $0 | – | -202,100 | – | -0.03% | – |
| PM | Exit | PHILIP MORRIS INTL INC | $0 | – | -68,940 | – | -0.03% | – |
| HMA | Exit | HEALTH MGMT ASSOC INC NEWcl a | $0 | – | -478,400 | – | -0.03% | – |
| HSII | Exit | HEIDRICK & STRUGGLES INTL IN | $0 | – | -365,400 | – | -0.03% | – |
| FNFG | Exit | FIRST NIAGARA FINL GP INC | $0 | – | -688,300 | – | -0.03% | – |
| KFY | Exit | KORN FERRY INTL | $0 | – | -336,300 | – | -0.03% | – |
| Exit | ARVINMERITOR INCfrnt 4.000% 2/1 | $0 | – | -7,775,000 | – | -0.03% | – | |
| ISIL | Exit | INTERSIL CORPcl a | $0 | – | -665,000 | – | -0.03% | – |
| DV | Exit | DEVRY INC DEL | $0 | – | -244,623 | – | -0.03% | – |
| FIBK | Exit | FIRST INTST BANCSYSTEM INC | $0 | – | -368,082 | – | -0.04% | – |
| GTPPP | Exit | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $0 | – | -166,100 | – | -0.05% | – |
| HES | Exit | HESS CORP | $0 | – | -137,300 | – | -0.05% | – |
| RT | Exit | RUBY TUESDAY INC | $0 | – | -1,468,600 | – | -0.05% | – |
| AVT | Exit | AVNET INC | $0 | – | -281,100 | – | -0.05% | – |
| HNGR | Exit | HANGER INC | $0 | – | -352,100 | – | -0.06% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -555,844 | – | -0.06% | – |
| IWN | Exit | ISHARESrus 2000 val etf | $0 | – | -142,100 | – | -0.06% | – |
| IWM | Exit | ISHARESrussell 2000 etf | $0 | – | -125,400 | – | -0.06% | – |
| NOR | Exit | NORANDA ALUM HLDG CORP | $0 | – | -5,505,398 | – | -0.06% | – |
| GRPU | Exit | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $0 | – | -381,800 | – | -0.06% | – |
| ENH | Exit | ENDURANCE SPECIALTY HLDGS LT | $0 | – | -268,000 | – | -0.07% | – |
| LSE | Exit | CAPLEASE INC | $0 | – | -1,727,100 | – | -0.07% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -576,292 | – | -0.07% | – |
| TPC | Exit | TUTOR PERINI CORP | $0 | – | -712,599 | – | -0.07% | – |
| HSON | Exit | HUDSON GLOBAL INC | $0 | – | -4,749,975 | – | -0.07% | – |
| KALU | Exit | KAISER ALUMINUM CORP | $0 | – | -224,100 | – | -0.07% | – |
| QLGC | Exit | QLOGIC CORP | $0 | – | -1,440,857 | – | -0.07% | – |
| SYMC | Exit | SYMANTEC CORP | $0 | – | -652,800 | – | -0.07% | – |
| PMC | Exit | PHARMERICA CORP | $0 | – | -1,282,495 | – | -0.08% | – |
| ASB | Exit | ASSOCIATED BANC CORP | $0 | – | -1,136,897 | – | -0.08% | – |
| CMA | Exit | COMERICA INC | $0 | – | -464,620 | – | -0.08% | – |
| XL | Exit | XL GROUP PLC | $0 | – | -595,400 | – | -0.08% | – |
| NWSA | Exit | NEWS CORP NEWcl a | $0 | – | -1,212,460 | – | -0.09% | – |
| DOX | Exit | AMDOCS LTDord | $0 | – | -531,000 | – | -0.09% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -5,905,665 | – | -0.09% | – |
| ATK | Exit | ALLIANT TECHSYSTEMS INC | $0 | – | -201,539 | – | -0.09% | – |
| CIR | Exit | CIRCOR INTL INC | $0 | – | -317,300 | – | -0.09% | – |
| NAV | Exit | NAVISTAR INTL CORP NEW | $0 | – | -566,700 | – | -0.10% | – |
| ZINCQ | Exit | HORSEHEAD HLDG CORP | $0 | – | -1,876,300 | – | -0.11% | – |
| SGY | Exit | STONE ENERGY CORP | $0 | – | -790,126 | – | -0.12% | – |
| MATX | Exit | MATSON INC | $0 | – | -980,400 | – | -0.12% | – |
| CDW | Exit | CDW CORP | $0 | – | -1,143,500 | – | -0.12% | – |
| SAH | Exit | SONIC AUTOMOTIVE INCcl a | $0 | – | -1,112,200 | – | -0.12% | – |
| CNSI | Exit | COMVERSE INC | $0 | – | -846,710 | – | -0.12% | – |
| NTRS | Exit | NORTHERN TR CORP | $0 | – | -498,400 | – | -0.12% | – |
| FDP | Exit | FRESH DEL MONTE PRODUCE INCord | $0 | – | -926,158 | – | -0.13% | – |
| AWHHF | Exit | ALLIED WRLD ASSUR COM HLDG A | $0 | – | -279,600 | – | -0.13% | – |
| ARGO | Exit | ARGO GROUP INTL HLDGS LTD | $0 | – | -653,030 | – | -0.13% | – |
| ZQKSQ | Exit | QUIKSILVER INC | $0 | – | -3,988,400 | – | -0.13% | – |
| MLR | Exit | MILLER INDS INC TENN | $0 | – | -1,670,228 | – | -0.13% | – |
| WU | Exit | WESTERN UN CO | $0 | – | -1,516,700 | – | -0.13% | – |
| GEO | Exit | GEO GROUP INC | $0 | – | -848,292 | – | -0.13% | – |
| MDR | Exit | MCDERMOTT INTL INC | $0 | – | -3,954,900 | – | -0.14% | – |
| GBLI | Exit | GLOBAL INDEMNITY PLC | $0 | – | -1,197,567 | – | -0.14% | – |
| BIG | Exit | BIG LOTS INC | $0 | – | -840,500 | – | -0.14% | – |
| TMK | Exit | TORCHMARK CORP | $0 | – | -455,600 | – | -0.15% | – |
| TARO | Exit | TARO PHARMACEUTICAL INDS LTD | $0 | – | -438,675 | – | -0.15% | – |
| MRVL | Exit | MARVELL TECHNOLOGY GROUP LTDord | $0 | – | -2,989,600 | – | -0.16% | – |
| MTOR | Exit | MERITOR INC | $0 | – | -4,386,773 | – | -0.16% | – |
| CCL | Exit | CARNIVAL CORPpaired ctf | $0 | – | -1,095,132 | – | -0.16% | – |
| CA | Exit | CA INC | $0 | – | -1,219,794 | – | -0.17% | – |
| ZION | Exit | ZIONS BANCORPORATION | $0 | – | -1,338,001 | – | -0.17% | – |
| HRB | Exit | BLOCK H & R INC | $0 | – | -1,402,800 | – | -0.17% | – |
| HMN | Exit | HORACE MANN EDUCATORS CORP N | $0 | – | -1,314,429 | – | -0.17% | – |
| SYA | Exit | SYMETRA FINL CORP | $0 | – | -2,163,432 | – | -0.18% | – |
| RUSHA | Exit | RUSH ENTERPRISES INCcl a | $0 | – | -1,472,300 | – | -0.18% | – |
| BBT | Exit | BB&T CORP | $0 | – | -1,161,102 | – | -0.18% | – |
| CNO | Exit | CNO FINL GROUP INC | $0 | – | -2,762,834 | – | -0.18% | – |
| PEP | Exit | PEPSICO INC | $0 | – | -547,384 | – | -0.20% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -4,138,127 | – | -0.22% | – |
| LPNT | Exit | LIFEPOINT HOSPITALS INC | $0 | – | -1,018,600 | – | -0.22% | – |
| AET | Exit | AETNA INC NEW | $0 | – | -747,800 | – | -0.22% | – |
| MRK | Exit | MERCK & CO INC NEW | $0 | – | -1,059,010 | – | -0.23% | – |
| AIZ | Exit | ASSURANT INC | $0 | – | -932,734 | – | -0.23% | – |
| DOOR | Exit | MASONITE INTL CORP NEW | $0 | – | -1,093,000 | – | -0.25% | – |
| SPLS | Exit | STAPLES INC | $0 | – | -3,738,000 | – | -0.25% | – |
| SO | Exit | SOUTHERN CO | $0 | – | -1,468,899 | – | -0.28% | – |
| JBLU | Exit | JETBLUE AIRWAYS CORP | $0 | – | -9,340,662 | – | -0.29% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -2,332,900 | – | -0.29% | – |
| K | Exit | KELLOGG CO | $0 | – | -1,100,110 | – | -0.30% | – |
| 3106PS | Exit | DELPHI AUTOMOTIVE PLC | $0 | – | -1,121,100 | – | -0.30% | – |
| TXN | Exit | TEXAS INSTRS INC | $0 | – | -1,802,900 | – | -0.33% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -1,047,500 | – | -0.34% | – |
| F113PS | Exit | COVIDIEN PLC | $0 | – | -1,234,722 | – | -0.35% | – |
| CAR | Exit | AVIS BUDGET GROUP | $0 | – | -3,059,800 | – | -0.41% | – |
| GM | Exit | GENERAL MTRS CO | $0 | – | -2,508,040 | – | -0.42% | – |
| MDT | Exit | MEDTRONIC INC | $0 | – | -1,749,300 | – | -0.43% | – |
| MAN | Exit | MANPOWERGROUP INC | $0 | – | -1,294,590 | – | -0.43% | – |
| IM | Exit | INGRAM MICRO INCcl a | $0 | – | -4,091,442 | – | -0.43% | – |
| ERJ | Exit | EMBRAER S A | $0 | – | -3,093,098 | – | -0.46% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -1,939,800 | – | -0.46% | – |
| HII | Exit | HUNTINGTON INGALLS INDS INC | $0 | – | -1,505,702 | – | -0.47% | – |
| EIX | Exit | EDISON INTL | $0 | – | -2,203,574 | – | -0.47% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -10,954,800 | – | -0.47% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -1,077,909 | – | -0.47% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -10,263,529 | – | -0.52% | – |
| WSH | Exit | WILLIS GROUP HOLDINGS PUBLIC | $0 | – | -2,790,114 | – | -0.56% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -1,088,200 | – | -0.56% | – |
| MDLZ | Exit | MONDELEZ INTL INCcl a | $0 | – | -3,892,369 | – | -0.56% | – |
| LOW | Exit | LOWES COS INC | $0 | – | -2,614,501 | – | -0.57% | – |
| GT | Exit | GOODYEAR TIRE & RUBR CO | $0 | – | -5,579,814 | – | -0.58% | – |
| CMCSK | Exit | COMCAST CORP NEWcl a spl | $0 | – | -2,900,219 | – | -0.58% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -17,343,300 | – | -0.58% | – |
| DGX | Exit | QUEST DIAGNOSTICS INC | $0 | – | -2,095,900 | – | -0.60% | – |
| FDX | Exit | FEDEX CORP | $0 | – | -1,177,200 | – | -0.62% | – |
| PHH | Exit | PHH CORP | $0 | – | -5,751,000 | – | -0.63% | – |
| TAP | Exit | MOLSON COORS BREWING COcl b | $0 | – | -2,815,539 | – | -0.65% | – |
| TEL | Exit | TE CONNECTIVITY LTD | $0 | – | -2,724,955 | – | -0.65% | – |
| LEA | Exit | LEAR CORP | $0 | – | -1,975,188 | – | -0.65% | – |
| KOS | Exit | KOSMOS ENERGY LTD | $0 | – | -14,008,895 | – | -0.66% | – |
| MGA | Exit | MAGNA INTL INC | $0 | – | -1,810,689 | – | -0.69% | – |
| ZBH | Exit | ZIMMER HLDGS INC | $0 | – | -1,826,163 | – | -0.69% | – |
| BK | Exit | BANK NEW YORK MELLON CORP | $0 | – | -5,075,607 | – | -0.70% | – |
| RCII | Exit | RENT A CTR INC NEW | $0 | – | -4,048,470 | – | -0.71% | – |
| CNW | Exit | CON-WAY INC | $0 | – | -3,593,962 | – | -0.71% | – |
| PPL | Exit | PPL CORP | $0 | – | -5,114,313 | – | -0.72% | – |
| NVS | Exit | NOVARTIS A Gsponsored adr | $0 | – | -2,126,326 | – | -0.75% | – |
| GXP | Exit | GREAT PLAINS ENERGY INC | $0 | – | -7,503,848 | – | -0.77% | – |
| MUR | Exit | MURPHY OIL CORP | $0 | – | -2,778,416 | – | -0.77% | – |
| MRO | Exit | MARATHON OIL CORP | $0 | – | -5,299,801 | – | -0.85% | – |
| IBM | Exit | INTERNATIONAL BUSINESS MACHS | $0 | – | -1,023,782 | – | -0.87% | – |
| ARRS | Exit | ARRIS GROUP INC NEW | $0 | – | -11,563,426 | – | -0.91% | – |
| VCI | Exit | VALASSIS COMMUNICATIONS INC | $0 | – | -7,091,787 | – | -0.94% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -1,745,246 | – | -1.02% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -2,526,212 | – | -1.05% | – |
| PCAR | Exit | PACCAR INC | $0 | – | -4,244,147 | – | -1.09% | – |
| BA | Exit | BOEING CO | $0 | – | -2,026,350 | – | -1.10% | – |
| SNY | Exit | SANOFIsponsored adr | $0 | – | -4,786,334 | – | -1.12% | – |
| AZN | Exit | ASTRAZENECA PLCsponsored adr | $0 | – | -4,912,449 | – | -1.17% | – |
| V107SC | Exit | WELLPOINT INC | $0 | – | -3,109,279 | – | -1.20% | – |
| IPG | Exit | INTERPUBLIC GROUP COS INC | $0 | – | -15,587,107 | – | -1.23% | – |
| HUM | Exit | HUMANA INC | $0 | – | -2,905,421 | – | -1.25% | – |
| STI | Exit | SUNTRUST BKS INC | $0 | – | -9,192,189 | – | -1.37% | – |
| CIE | Exit | COBALT INTL ENERGY INC | $0 | – | -12,954,669 | – | -1.48% | – |
| CMI | Exit | CUMMINS INC | $0 | – | -2,473,451 | – | -1.51% | – |
| WFC | Exit | WELLS FARGO & CO NEW | $0 | – | -8,554,967 | – | -1.63% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -4,134,878 | – | -1.65% | – |
| JCI | Exit | JOHNSON CTLS INC | $0 | – | -8,905,985 | – | -1.70% | – |
| ALL | Exit | ALLSTATE CORP | $0 | – | -7,595,158 | – | -1.77% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -12,896,809 | – | -1.81% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -5,812,399 | – | -1.84% | – |
| UNH | Exit | UNITEDHEALTH GROUP INC | $0 | – | -5,737,924 | – | -1.89% | – |
| TGT | Exit | TARGET CORP | $0 | – | -6,459,127 | – | -1.90% | – |
| NRG | Exit | NRG ENERGY INC | $0 | – | -15,410,991 | – | -1.94% | – |
| GLW | Exit | CORNING INC | $0 | – | -29,507,790 | – | -1.98% | – |
| PEG | Exit | PUBLIC SVC ENTERPRISE GROUP | $0 | – | -13,137,595 | – | -1.99% | – |
| EXC | Exit | EXELON CORP | $0 | – | -15,104,659 | – | -2.06% | – |
| ORCL | Exit | ORACLE CORP | $0 | – | -13,781,616 | – | -2.10% | – |
| WMT | Exit | WAL-MART STORES INC | $0 | – | -6,216,266 | – | -2.12% | – |
| HPQ | Exit | HEWLETT PACKARD CO | $0 | – | -23,818,396 | – | -2.30% | – |
| MSFT | Exit | MICROSOFT CORP | $0 | – | -15,805,734 | – | -2.42% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWspons adr new | $0 | – | -15,822,205 | – | -2.56% | – |
| RDSB | Exit | ROYAL DUTCH SHELL PLCspon adr b | $0 | – | -8,118,307 | – | -2.57% | – |
| C | Exit | CITIGROUP INC | $0 | – | -11,578,455 | – | -2.58% | – |
| TTE | Exit | TOTAL S Asponsored adr | $0 | – | -9,865,383 | – | -2.63% | – |
| BAC | Exit | BANK OF AMERICA CORPORATION | $0 | – | -42,343,870 | – | -2.69% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -13,624,257 | – | -3.05% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -13,262,568 | – | -3.15% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | Buy | JPMORGAN CHASE & CO | $685,542,000 | +6.0% | 13,262,568 | +8.3% | 3.15% | -2.1% |
| AIG | Sell | AMERICAN INTL GROUP INC | $662,548,000 | -3.7% | 13,624,257 | -11.5% | 3.05% | -11.1% |
| BAC | Buy | BANK OF AMERICA CORPORATION | $584,345,000 | +7.9% | 42,343,870 | +0.5% | 2.69% | -0.4% |
| TTE | Buy | TOTAL S Asponsored adr | $571,403,000 | +19.7% | 9,865,383 | +0.6% | 2.63% | +10.5% |
| C | Buy | CITIGROUP INC | $561,671,000 | +2.4% | 11,578,455 | +1.2% | 2.58% | -5.5% |
| RDSB | Buy | ROYAL DUTCH SHELL PLCspon adr b | $558,945,000 | +9.3% | 8,118,307 | +5.2% | 2.57% | +0.9% |
| VOD | Sell | VODAFONE GROUP PLC NEWspons adr new | $556,625,000 | +20.2% | 15,822,205 | -1.8% | 2.56% | +11.0% |
| MSFT | Sell | MICROSOFT CORP | $526,489,000 | -9.1% | 15,805,734 | -5.7% | 2.42% | -16.0% |
| HPQ | Buy | HEWLETT PACKARD CO | $499,710,000 | -15.3% | 23,818,396 | +0.1% | 2.30% | -21.9% |
| WMT | Buy | WAL-MART STORES INC | $459,755,000 | +45.3% | 6,216,266 | +46.3% | 2.12% | +34.1% |
| ORCL | Buy | ORACLE CORP | $457,136,000 | +31.3% | 13,781,616 | +21.6% | 2.10% | +21.1% |
| EXC | Buy | EXELON CORP | $447,702,000 | +2.0% | 15,104,659 | +6.3% | 2.06% | -5.8% |
| PEG | Buy | PUBLIC SVC ENTERPRISE GROUP | $432,621,000 | +25.2% | 13,137,595 | +24.1% | 1.99% | +15.5% |
| GLW | Buy | CORNING INC | $430,519,000 | +6.1% | 29,507,790 | +3.5% | 1.98% | -2.0% |
| NRG | Buy | NRG ENERGY INC | $421,182,000 | +10.7% | 15,410,991 | +8.2% | 1.94% | +2.2% |
| TGT | Buy | TARGET CORP | $413,255,000 | +54.0% | 6,459,127 | +65.7% | 1.90% | +42.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $410,893,000 | +8.3% | 5,737,924 | -0.9% | 1.89% | 0.0% |
| COF | Sell | CAPITAL ONE FINL CORP | $399,544,000 | -7.9% | 5,812,399 | -15.9% | 1.84% | -15.0% |
| UNM | Buy | UNUM GROUP | $392,579,000 | +5.5% | 12,896,809 | +1.8% | 1.81% | -2.6% |
| ALL | Sell | ALLSTATE CORP | $383,935,000 | +4.0% | 7,595,158 | -1.0% | 1.77% | -4.1% |
| JCI | Sell | JOHNSON CTLS INC | $369,598,000 | +10.5% | 8,905,985 | -4.7% | 1.70% | +2.0% |
| JNJ | Sell | JOHNSON & JOHNSON | $358,453,000 | -2.3% | 4,134,878 | -3.3% | 1.65% | -9.8% |
| WFC | Buy | WELLS FARGO & CO NEW | $353,491,000 | +1.1% | 8,554,967 | +1.0% | 1.63% | -6.7% |
| CMI | Sell | CUMMINS INC | $328,647,000 | +16.6% | 2,473,451 | -4.8% | 1.51% | +7.6% |
| CIE | Buy | COBALT INTL ENERGY INC | $322,053,000 | -3.2% | 12,954,669 | +3.4% | 1.48% | -10.7% |
| STI | Buy | SUNTRUST BKS INC | $298,011,000 | +8.3% | 9,192,189 | +5.5% | 1.37% | 0.0% |
| HUM | Buy | HUMANA INC | $271,163,000 | +104.2% | 2,905,421 | +84.6% | 1.25% | +88.4% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $267,786,000 | +3.4% | 15,587,107 | -12.5% | 1.23% | -4.6% |
| V107SC | Sell | WELLPOINT INC | $259,967,000 | +0.6% | 3,109,279 | -1.5% | 1.20% | -7.1% |
| AZN | Sell | ASTRAZENECA PLCsponsored adr | $255,103,000 | +9.1% | 4,912,449 | -0.7% | 1.17% | +0.7% |
| SNY | Buy | SANOFIsponsored adr | $242,332,000 | +29.5% | 4,786,334 | +31.7% | 1.12% | +19.5% |
| BA | Sell | BOEING CO | $238,096,000 | +5.4% | 2,026,350 | -8.1% | 1.10% | -2.8% |
| PCAR | Sell | PACCAR INC | $236,229,000 | +2.0% | 4,244,147 | -1.7% | 1.09% | -5.8% |
| SWK | Buy | STANLEY BLACK & DECKER INC | $228,799,000 | +21.3% | 2,526,212 | +3.5% | 1.05% | +12.0% |
| LMT | Sell | LOCKHEED MARTIN CORP | $222,606,000 | -16.3% | 1,745,246 | -28.8% | 1.02% | -22.8% |
| VCI | Sell | VALASSIS COMMUNICATIONS INC | $204,811,000 | +13.4% | 7,091,787 | -3.5% | 0.94% | +4.6% |
| ARRS | Buy | ARRIS GROUP INC NEW | $197,272,000 | +35.0% | 11,563,426 | +13.6% | 0.91% | +24.7% |
| IBM | Buy | INTERNATIONAL BUSINESS MACHS | $189,584,000 | +195.3% | 1,023,782 | +204.8% | 0.87% | +172.5% |
| MRO | Sell | MARATHON OIL CORP | $184,857,000 | -0.3% | 5,299,801 | -1.1% | 0.85% | -8.0% |
| MUR | Sell | MURPHY OIL CORP | $167,594,000 | -2.4% | 2,778,416 | -1.5% | 0.77% | -9.9% |
| GXP | Buy | GREAT PLAINS ENERGY INC | $166,585,000 | +24.2% | 7,503,848 | +26.1% | 0.77% | +14.7% |
| NVS | Sell | NOVARTIS A Gsponsored adr | $163,110,000 | +7.9% | 2,126,326 | -0.5% | 0.75% | -0.4% |
| PPL | Buy | PPL CORP | $155,373,000 | +81.0% | 5,114,313 | +80.3% | 0.72% | +67.1% |
| CNW | Buy | CON-WAY INC | $154,864,000 | +15.3% | 3,593,962 | +4.2% | 0.71% | +6.3% |
| RCII | Buy | RENT A CTR INC NEW | $154,247,000 | +33.3% | 4,048,470 | +31.4% | 0.71% | +23.1% |
| BK | Buy | BANK NEW YORK MELLON CORP | $153,233,000 | +98.7% | 5,075,607 | +84.6% | 0.70% | +83.6% |
| ZBH | Sell | ZIMMER HLDGS INC | $150,001,000 | +9.4% | 1,826,163 | -0.2% | 0.69% | +1.0% |
| MGA | Sell | MAGNA INTL INC | $149,490,000 | -26.0% | 1,810,689 | -36.1% | 0.69% | -31.6% |
| KOS | Buy | KOSMOS ENERGY LTD | $144,011,000 | +23.6% | 14,008,895 | +22.1% | 0.66% | +14.1% |
| LEA | Sell | LEAR CORP | $141,364,000 | +8.9% | 1,975,188 | -8.0% | 0.65% | +0.5% |
| TEL | Sell | TE CONNECTIVITY LTD | $141,098,000 | -30.0% | 2,724,955 | -38.5% | 0.65% | -35.4% |
| TAP | Buy | MOLSON COORS BREWING COcl b | $141,143,000 | +95.4% | 2,815,539 | +86.5% | 0.65% | +80.3% |
| PHH | Buy | PHH CORP | $136,529,000 | +26.4% | 5,751,000 | +8.5% | 0.63% | +16.7% |
| FDX | Sell | FEDEX CORP | $134,330,000 | +7.0% | 1,177,200 | -7.5% | 0.62% | -1.3% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $129,506,000 | +65.0% | 2,095,900 | +61.9% | 0.60% | +52.4% |
| ON | Buy | ON SEMICONDUCTOR CORP | $126,606,000 | +40.5% | 17,343,300 | +55.5% | 0.58% | +29.6% |
| CMCSK | Sell | COMCAST CORP NEWcl a spl | $125,782,000 | +8.1% | 2,900,219 | -1.1% | 0.58% | -0.2% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $125,267,000 | +22.0% | 5,579,814 | -16.9% | 0.58% | +12.5% |
| LOW | Sell | LOWES COS INC | $124,476,000 | -12.4% | 2,614,501 | -24.7% | 0.57% | -19.1% |
| MDLZ | Sell | MONDELEZ INTL INCcl a | $122,298,000 | +9.4% | 3,892,369 | -0.7% | 0.56% | +1.1% |
| TWC | Sell | TIME WARNER CABLE INC | $121,443,000 | -1.6% | 1,088,200 | -0.8% | 0.56% | -9.1% |
| WSH | Buy | WILLIS GROUP HOLDINGS PUBLIC | $120,896,000 | +67.9% | 2,790,114 | +58.0% | 0.56% | +54.9% |
| FHN | Buy | FIRST HORIZON NATL CORP | $112,796,000 | +10.0% | 10,263,529 | +12.1% | 0.52% | +1.6% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $102,682,000 | +12.6% | 1,077,909 | -2.1% | 0.47% | +4.0% |
| HII | Sell | HUNTINGTON INGALLS INDS INC | $101,484,000 | -15.3% | 1,505,702 | -29.0% | 0.47% | -21.8% |
| RF | Sell | REGIONS FINL CORP NEW | $101,441,000 | -13.9% | 10,954,800 | -11.4% | 0.47% | -20.4% |
| EIX | Buy | EDISON INTL | $101,497,000 | -4.3% | 2,203,574 | +0.0% | 0.47% | -11.7% |
| KSS | Buy | KOHLS CORP | $100,385,000 | +36.9% | 1,939,800 | +33.6% | 0.46% | +26.6% |
| ERJ | Buy | EMBRAER S A | $100,433,000 | +0.5% | 3,093,098 | +14.2% | 0.46% | -7.2% |
| IM | Buy | INGRAM MICRO INCcl a | $94,308,000 | +36.5% | 4,091,442 | +12.4% | 0.43% | +26.2% |
| MAN | Sell | MANPOWERGROUP INC | $94,168,000 | -38.0% | 1,294,590 | -53.3% | 0.43% | -42.8% |
| MDT | Sell | MEDTRONIC INC | $93,150,000 | +2.9% | 1,749,300 | -0.5% | 0.43% | -4.9% |
| GM | Sell | GENERAL MTRS CO | $90,214,000 | +6.9% | 2,508,040 | -1.0% | 0.42% | -1.4% |
| CAR | Buy | AVIS BUDGET GROUP | $88,214,000 | +8.5% | 3,059,800 | +8.2% | 0.41% | +0.2% |
| F113PS | Buy | COVIDIEN PLC | $75,244,000 | -2.9% | 1,234,722 | +0.2% | 0.35% | -10.4% |
| WCG | New | WELLCARE HEALTH PLANS INC | $73,053,000 | – | 1,047,500 | – | 0.34% | – |
| TXN | Sell | TEXAS INSTRS INC | $72,603,000 | -38.6% | 1,802,900 | -46.9% | 0.33% | -43.4% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $65,495,000 | -21.6% | 1,121,100 | -31.9% | 0.30% | -27.6% |
| K | New | KELLOGG CO | $64,609,000 | – | 1,100,110 | – | 0.30% | – |
| MS | Sell | MORGAN STANLEY | $62,872,000 | -1.2% | 2,332,900 | -10.5% | 0.29% | -8.8% |
| JBLU | Buy | JETBLUE AIRWAYS CORP | $62,209,000 | +86.3% | 9,340,662 | +76.2% | 0.29% | +72.3% |
| SO | New | SOUTHERN CO | $60,489,000 | – | 1,468,899 | – | 0.28% | – |
| SPLS | Buy | STAPLES INC | $54,762,000 | +0.0% | 3,738,000 | +8.3% | 0.25% | -7.7% |
| DOOR | New | MASONITE INTL CORP NEW | $53,480,000 | – | 1,093,000 | – | 0.25% | – |
| MRK | Buy | MERCK & CO INC NEW | $50,419,000 | +5.5% | 1,059,010 | +2.9% | 0.23% | -2.5% |
| AIZ | Sell | ASSURANT INC | $50,461,000 | -54.5% | 932,734 | -57.1% | 0.23% | -58.0% |
| AET | Sell | AETNA INC NEW | $47,874,000 | -73.5% | 747,800 | -73.7% | 0.22% | -75.5% |
| LPNT | Buy | LIFEPOINT HOSPITALS INC | $47,497,000 | +1.8% | 1,018,600 | +6.7% | 0.22% | -5.6% |
| KEY | Sell | KEYCORP NEW | $47,175,000 | -23.2% | 4,138,127 | -25.7% | 0.22% | -29.1% |
| PEP | Sell | PEPSICO INC | $43,517,000 | -62.7% | 547,384 | -61.6% | 0.20% | -65.6% |
| CNO | Sell | CNO FINL GROUP INC | $39,785,000 | -70.7% | 2,762,834 | -73.6% | 0.18% | -73.0% |
| BBT | Sell | BB&T CORP | $39,187,000 | -2.3% | 1,161,102 | -1.9% | 0.18% | -10.0% |
| RUSHA | Buy | RUSH ENTERPRISES INCcl a | $39,031,000 | +12.2% | 1,472,300 | +4.7% | 0.18% | +4.0% |
| SYA | Sell | SYMETRA FINL CORP | $38,552,000 | -0.7% | 2,163,432 | -10.9% | 0.18% | -8.8% |
| HMN | Sell | HORACE MANN EDUCATORS CORP N | $37,303,000 | +15.5% | 1,314,429 | -0.7% | 0.17% | +6.8% |
| HRB | New | BLOCK H & R INC | $37,399,000 | – | 1,402,800 | – | 0.17% | – |
| ZION | Sell | ZIONS BANCORPORATION | $36,688,000 | -34.5% | 1,338,001 | -31.0% | 0.17% | -39.4% |
| CA | Sell | CA INC | $36,191,000 | -64.9% | 1,219,794 | -66.2% | 0.17% | -67.8% |
| CCL | Sell | CARNIVAL CORPpaired ctf | $35,745,000 | -5.5% | 1,095,132 | -0.7% | 0.16% | -12.8% |
| MTOR | Buy | MERITOR INC | $34,480,000 | +49.5% | 4,386,773 | +34.1% | 0.16% | +38.3% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTDord | $34,380,000 | -25.1% | 2,989,600 | -23.7% | 0.16% | -31.0% |
| TARO | New | TARO PHARMACEUTICAL INDS LTD | $33,339,000 | – | 438,675 | – | 0.15% | – |
| TMK | Sell | TORCHMARK CORP | $32,963,000 | +5.7% | 455,600 | -4.9% | 0.15% | -1.9% |
| BIG | New | BIG LOTS INC | $31,174,000 | – | 840,500 | – | 0.14% | – |
| GBLI | Sell | GLOBAL INDEMNITY PLC | $30,490,000 | +7.2% | 1,197,567 | -0.8% | 0.14% | -1.4% |
| MDR | Buy | MCDERMOTT INTL INC | $29,385,000 | +61.5% | 3,954,900 | +77.8% | 0.14% | +48.4% |
| MLR | Sell | MILLER INDS INC TENN | $28,360,000 | +10.4% | 1,670,228 | -0.0% | 0.13% | +1.6% |
| GEO | Buy | GEO GROUP INC | $28,206,000 | +31.5% | 848,292 | +34.3% | 0.13% | +21.5% |
| WU | Buy | WESTERN UN CO | $28,302,000 | +59.9% | 1,516,700 | +46.6% | 0.13% | +47.7% |
| ARGO | Sell | ARGO GROUP INTL HLDGS LTD | $28,002,000 | +0.2% | 653,030 | -1.0% | 0.13% | -7.2% |
| ZQKSQ | Sell | QUIKSILVER INC | $28,038,000 | -6.0% | 3,988,400 | -13.9% | 0.13% | -13.4% |
| AWHHF | New | ALLIED WRLD ASSUR COM HLDG A | $27,789,000 | – | 279,600 | – | 0.13% | – |
| FDP | Buy | FRESH DEL MONTE PRODUCE INCord | $27,488,000 | +23.6% | 926,158 | +16.1% | 0.13% | +13.5% |
| NTRS | New | NORTHERN TR CORP | $27,108,000 | – | 498,400 | – | 0.12% | – |
| CNSI | Buy | COMVERSE INC | $27,052,000 | +12.0% | 846,710 | +4.3% | 0.12% | +3.3% |
| SAH | New | SONIC AUTOMOTIVE INCcl a | $26,470,000 | – | 1,112,200 | – | 0.12% | – |
| CDW | New | CDW CORP | $26,106,000 | – | 1,143,500 | – | 0.12% | – |
| MATX | New | MATSON INC | $25,716,000 | – | 980,400 | – | 0.12% | – |
| SGY | Sell | STONE ENERGY CORP | $25,624,000 | -39.1% | 790,126 | -58.6% | 0.12% | -43.8% |
| ZINCQ | Buy | HORSEHEAD HLDG CORP | $23,379,000 | +2.8% | 1,876,300 | +5.7% | 0.11% | -4.4% |
| NAV | Buy | NAVISTAR INTL CORP NEW | $20,673,000 | +97.5% | 566,700 | +50.3% | 0.10% | +82.7% |
| CIR | Sell | CIRCOR INTL INC | $19,730,000 | -22.4% | 317,300 | -36.5% | 0.09% | -28.3% |
| DOX | New | AMDOCS LTDord | $19,456,000 | – | 531,000 | – | 0.09% | – |
| ATK | Sell | ALLIANT TECHSYSTEMS INC | $19,662,000 | -74.2% | 201,539 | -78.2% | 0.09% | -76.3% |
| NWSA | New | NEWS CORP NEWcl a | $19,472,000 | – | 1,212,460 | – | 0.09% | – |
| SNV | Sell | SYNOVUS FINL CORP | $19,489,000 | +12.1% | 5,905,665 | -0.8% | 0.09% | +3.4% |
| CMA | Buy | COMERICA INC | $18,264,000 | +10.7% | 464,620 | +12.2% | 0.08% | +2.4% |
| XL | New | XL GROUP PLC | $18,350,000 | – | 595,400 | – | 0.08% | – |
| ASB | Sell | ASSOCIATED BANC CORP | $17,611,000 | -1.8% | 1,136,897 | -1.4% | 0.08% | -9.0% |
| PMC | Buy | PHARMERICA CORP | $17,019,000 | +2.4% | 1,282,495 | +6.9% | 0.08% | -6.0% |
| SYMC | Buy | SYMANTEC CORP | $16,157,000 | +26.2% | 652,800 | +14.6% | 0.07% | +15.6% |
| KALU | New | KAISER ALUMINUM CORP | $15,967,000 | – | 224,100 | – | 0.07% | – |
| QLGC | Sell | QLOGIC CORP | $15,763,000 | +13.5% | 1,440,857 | -0.8% | 0.07% | +5.8% |
| TPC | Sell | TUTOR PERINI CORP | $15,193,000 | +16.9% | 712,599 | -0.8% | 0.07% | +7.7% |
| WBS | Sell | WEBSTER FINL CORP CONN | $14,713,000 | -1.4% | 576,292 | -0.8% | 0.07% | -8.1% |
| LSE | Sell | CAPLEASE INC | $14,663,000 | -2.8% | 1,727,100 | -3.4% | 0.07% | -10.7% |
| ENH | Sell | ENDURANCE SPECIALTY HLDGS LT | $14,397,000 | +2.1% | 268,000 | -2.2% | 0.07% | -5.7% |
| GRPU | Sell | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $13,611,000 | +2.5% | 381,800 | -0.7% | 0.06% | -4.5% |
| NOR | Buy | NORANDA ALUM HLDG CORP | $13,543,000 | -6.2% | 5,505,398 | +23.2% | 0.06% | -13.9% |
| HNGR | New | HANGER INC | $11,887,000 | – | 352,100 | – | 0.06% | – |
| AVT | New | AVNET INC | $11,725,000 | – | 281,100 | – | 0.05% | – |
| RT | Buy | RUBY TUESDAY INC | $11,015,000 | +43.0% | 1,468,600 | +75.9% | 0.05% | +34.2% |
| HES | Sell | HESS CORP | $10,619,000 | -77.2% | 137,300 | -80.4% | 0.05% | -78.9% |
| GTPPP | Sell | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $10,577,000 | -7.1% | 166,100 | -28.1% | 0.05% | -14.0% |
| FIBK | Sell | FIRST INTST BANCSYSTEM INC | $8,889,000 | -45.1% | 368,082 | -52.9% | 0.04% | -49.4% |
| ISIL | Sell | INTERSIL CORPcl a | $7,468,000 | +23.9% | 665,000 | -13.7% | 0.03% | +13.3% |
| DV | Sell | DEVRY INC DEL | $7,476,000 | -46.7% | 244,623 | -45.9% | 0.03% | -51.4% |
| Sell | ARVINMERITOR INCfrnt 4.000% 2/1 | $7,143,000 | -17.8% | 7,775,000 | -20.5% | 0.03% | -23.3% | |
| KFY | Sell | KORN FERRY INTL | $7,197,000 | -7.5% | 336,300 | -19.0% | 0.03% | -15.4% |
| FNFG | Sell | FIRST NIAGARA FINL GP INC | $7,138,000 | +2.0% | 688,300 | -0.9% | 0.03% | -5.7% |
| HSII | Sell | HEIDRICK & STRUGGLES INTL IN | $6,965,000 | +12.9% | 365,400 | -1.0% | 0.03% | +3.2% |
| HMA | Sell | HEALTH MGMT ASSOC INC NEWcl a | $6,124,000 | -85.1% | 478,400 | -81.7% | 0.03% | -86.3% |
| PFE | Sell | PFIZER INC | $5,802,000 | +1.0% | 202,100 | -1.4% | 0.03% | -6.9% |
| PM | Buy | PHILIP MORRIS INTL INC | $5,970,000 | +814.2% | 68,940 | +815.1% | 0.03% | +800.0% |
| SCBT | New | FIRST FINL HLDGS INC NEW | $5,144,000 | – | 93,250 | – | 0.02% | – |
| SYMM | Sell | SYMMETRICOM INC | $4,001,000 | +6.1% | 830,000 | -1.2% | 0.02% | -5.3% |
| NWLI | Buy | NATIONAL WESTN LIFE INS COcl a | $3,580,000 | +6.3% | 17,745 | +0.0% | 0.02% | -5.9% |
| LACO | Sell | LAKES ENTMNT INC | $2,443,000 | +16.4% | 590,000 | -1.1% | 0.01% | +10.0% |
| VZ | New | VERIZON COMMUNICATIONS INCput | $1,030,000 | – | 200,000 | – | 0.01% | – |
| CXW | Sell | CORRECTIONS CORP AMER NEW | $262,000 | -9.3% | 7,579 | -11.1% | 0.00% | 0.0% |
| FBNIQ | Exit | FURNITURE BRANDS INTL INC | $0 | – | -248,869 | – | -0.01% | – |
| CYN | Exit | CITY NATL CORP | $0 | – | -68,220 | – | -0.02% | – |
| FFCH | Exit | FIRST FINL HLDGS INC | $0 | – | -222,029 | – | -0.02% | – |
| OFI | Exit | OVERHILL FARMS INC | $0 | – | -2,606,752 | – | -0.06% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -1,377,335 | – | -0.09% | – |
| QCOR | Exit | QUESTCOR PHARMACEUTICALS INC | $0 | – | -475,700 | – | -0.11% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AIG | New | AMERICAN INTL GROUP INC | $688,218,000 | – | 15,396,372 | – | 3.43% | – |
| JPM | New | JPMORGAN CHASE & CO | $646,486,000 | – | 12,246,377 | – | 3.22% | – |
| HPQ | New | HEWLETT PACKARD CO | $590,221,000 | – | 23,799,233 | – | 2.94% | – |
| MSFT | New | MICROSOFT CORP | $578,928,000 | – | 16,765,947 | – | 2.88% | – |
| C | New | CITIGROUP INC | $548,638,000 | – | 11,437,103 | – | 2.73% | – |
| BAC | New | BANK OF AMERICA CORPORATION | $541,785,000 | – | 42,129,472 | – | 2.70% | – |
| RDSB | New | ROYAL DUTCH SHELL PLCspon adr b | $511,391,000 | – | 7,716,774 | – | 2.55% | – |
| TTE | New | TOTAL S Asponsored adr | $477,380,000 | – | 9,802,466 | – | 2.38% | – |
| VOD | New | VODAFONE GROUP PLC NEWspons adr new | $463,000,000 | – | 16,109,963 | – | 2.31% | – |
| EXC | New | EXELON CORP | $438,766,000 | – | 14,208,753 | – | 2.19% | – |
| COF | New | CAPITAL ONE FINL CORP | $433,958,000 | – | 6,909,053 | – | 2.16% | – |
| GLW | New | CORNING INC | $405,647,000 | – | 28,506,484 | – | 2.02% | – |
| NRG | New | NRG ENERGY INC | $380,395,000 | – | 14,246,987 | – | 1.90% | – |
| UNH | New | UNITEDHEALTH GROUP INC | $379,282,000 | – | 5,792,331 | – | 1.89% | – |
| UNM | New | UNUM GROUP | $372,059,000 | – | 12,668,009 | – | 1.85% | – |
| ALL | New | ALLSTATE CORP | $369,343,000 | – | 7,675,447 | – | 1.84% | – |
| JNJ | New | JOHNSON & JOHNSON | $367,026,000 | – | 4,274,708 | – | 1.83% | – |
| WFC | New | WELLS FARGO & CO NEW | $349,731,000 | – | 8,474,207 | – | 1.74% | – |
| ORCL | New | ORACLE CORP | $348,244,000 | – | 11,336,081 | – | 1.74% | – |
| PEG | New | PUBLIC SVC ENTERPRISE GROUP | $345,656,000 | – | 10,583,465 | – | 1.72% | – |
| JCI | New | JOHNSON CTLS INC | $334,491,000 | – | 9,345,948 | – | 1.67% | – |
| CIE | New | COBALT INTL ENERGY INC | $332,833,000 | – | 12,526,649 | – | 1.66% | – |
| WMT | New | WAL-MART STORES INC | $316,436,000 | – | 4,248,029 | – | 1.58% | – |
| CMI | New | CUMMINS INC | $281,851,000 | – | 2,598,664 | – | 1.40% | – |
| STI | New | SUNTRUST BKS INC | $275,056,000 | – | 8,712,584 | – | 1.37% | – |
| TGT | New | TARGET CORP | $268,391,000 | – | 3,897,639 | – | 1.34% | – |
| LMT | New | LOCKHEED MARTIN CORP | $265,975,000 | – | 2,452,286 | – | 1.33% | – |
| IPG | New | INTERPUBLIC GROUP COS INC | $259,105,000 | – | 17,807,873 | – | 1.29% | – |
| V107SC | New | WELLPOINT INC | $258,442,000 | – | 3,157,899 | – | 1.29% | – |
| AZN | New | ASTRAZENECA PLCsponsored adr | $233,886,000 | – | 4,944,742 | – | 1.17% | – |
| PCAR | New | PACCAR INC | $231,583,000 | – | 4,315,752 | – | 1.15% | – |
| BA | New | BOEING CO | $225,984,000 | – | 2,206,015 | – | 1.13% | – |
| MGA | New | MAGNA INTL INC | $201,928,000 | – | 2,835,274 | – | 1.01% | – |
| TEL | New | TE CONNECTIVITY LTD | $201,657,000 | – | 4,428,135 | – | 1.00% | – |
| SWK | New | STANLEY BLACK & DECKER INC | $188,693,000 | – | 2,441,050 | – | 0.94% | – |
| SNY | New | SANOFIsponsored adr | $187,183,000 | – | 3,633,907 | – | 0.93% | – |
| MRO | New | MARATHON OIL CORP | $185,366,000 | – | 5,360,501 | – | 0.92% | – |
| VCI | New | VALASSIS COMMUNICATIONS INC | $180,688,000 | – | 7,348,030 | – | 0.90% | – |
| AET | New | AETNA INC NEW | $180,334,000 | – | 2,838,123 | – | 0.90% | – |
| MUR | New | MURPHY OIL CORP | $171,741,000 | – | 2,820,516 | – | 0.86% | – |
| MAN | New | MANPOWERGROUP INC | $151,803,000 | – | 2,770,136 | – | 0.76% | – |
| NVS | New | NOVARTIS A Gsponsored adr | $151,152,000 | – | 2,137,631 | – | 0.75% | – |
| ARRS | New | ARRIS GROUP INC NEW | $146,086,000 | – | 10,180,226 | – | 0.73% | – |
| LOW | New | LOWES COS INC | $142,061,000 | – | 3,473,384 | – | 0.71% | – |
| ZBH | New | ZIMMER HLDGS INC | $137,070,000 | – | 1,829,063 | – | 0.68% | – |
| CNO | New | CNO FINL GROUP INC | $135,756,000 | – | 10,475,034 | – | 0.68% | – |
| CNW | New | CON-WAY INC | $134,360,000 | – | 3,448,662 | – | 0.67% | – |
| GXP | New | GREAT PLAINS ENERGY INC | $134,105,000 | – | 5,949,648 | – | 0.67% | – |
| HUM | New | HUMANA INC | $132,823,000 | – | 1,574,100 | – | 0.66% | – |
| LEA | New | LEAR CORP | $129,791,000 | – | 2,146,728 | – | 0.65% | – |
| FDX | New | FEDEX CORP | $125,522,000 | – | 1,273,300 | – | 0.63% | – |
| TWC | New | TIME WARNER CABLE INC | $123,447,000 | – | 1,097,500 | – | 0.62% | – |
| HII | New | HUNTINGTON INGALLS INDS INC | $119,858,000 | – | 2,122,133 | – | 0.60% | – |
| TXN | New | TEXAS INSTRS INC | $118,308,000 | – | 3,392,817 | – | 0.59% | – |
| RF | New | REGIONS FINL CORP NEW | $117,816,000 | – | 12,362,604 | – | 0.59% | – |
| PEP | New | PEPSICO INC | $116,615,000 | – | 1,425,781 | – | 0.58% | – |
| KOS | New | KOSMOS ENERGY LTD | $116,532,000 | – | 11,469,636 | – | 0.58% | – |
| CMCSK | New | COMCAST CORP NEWcl a spl | $116,325,000 | – | 2,932,319 | – | 0.58% | – |
| RCII | New | RENT A CTR INC NEW | $115,698,000 | – | 3,081,170 | – | 0.58% | – |
| MDLZ | New | MONDELEZ INTL INCcl a | $111,803,000 | – | 3,918,794 | – | 0.56% | – |
| AIZ | New | ASSURANT INC | $110,802,000 | – | 2,176,434 | – | 0.55% | – |
| PHH | New | PHH CORP | $108,012,000 | – | 5,299,900 | – | 0.54% | – |
| EIX | New | EDISON INTL | $106,105,000 | – | 2,203,174 | – | 0.53% | – |
| CA | New | CA INC | $103,255,000 | – | 3,606,517 | – | 0.52% | – |
| GT | New | GOODYEAR TIRE & RUBR CO | $102,695,000 | – | 6,716,514 | – | 0.51% | – |
| FHN | New | FIRST HORIZON NATL CORP | $102,523,000 | – | 9,153,829 | – | 0.51% | – |
| ERJ | New | EMBRAER S A | $99,894,000 | – | 2,707,898 | – | 0.50% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $91,180,000 | – | 1,101,209 | – | 0.45% | – |
| MDT | New | MEDTRONIC INC | $90,487,000 | – | 1,758,047 | – | 0.45% | – |
| ON | New | ON SEMICONDUCTOR CORP | $90,098,000 | – | 11,150,800 | – | 0.45% | – |
| PPL | New | PPL CORP | $85,838,000 | – | 2,836,686 | – | 0.43% | – |
| GM | New | GENERAL MTRS CO | $84,399,000 | – | 2,533,740 | – | 0.42% | – |
| 3106PS | New | DELPHI AUTOMOTIVE PLC | $83,507,000 | – | 1,647,409 | – | 0.42% | – |
| CAR | New | AVIS BUDGET GROUP | $81,334,000 | – | 2,829,000 | – | 0.40% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $78,473,000 | – | 1,294,300 | – | 0.39% | – |
| F113PS | New | COVIDIEN PLC | $77,458,000 | – | 1,232,618 | – | 0.39% | – |
| BK | New | BANK NEW YORK MELLON CORP | $77,104,000 | – | 2,748,800 | – | 0.38% | – |
| ATK | New | ALLIANT TECHSYSTEMS INC | $76,216,000 | – | 925,739 | – | 0.38% | – |
| KSS | New | KOHLS CORP | $73,315,000 | – | 1,451,500 | – | 0.36% | – |
| TAP | New | MOLSON COORS BREWING COcl b | $72,234,000 | – | 1,509,276 | – | 0.36% | – |
| WSH | New | WILLIS GROUP HOLDINGS PUBLIC | $72,002,000 | – | 1,765,617 | – | 0.36% | – |
| IM | New | INGRAM MICRO INCcl a | $69,113,000 | – | 3,639,442 | – | 0.34% | – |
| IBM | New | INTERNATIONAL BUSINESS MACHS | $64,194,000 | – | 335,900 | – | 0.32% | – |
| MS | New | MORGAN STANLEY | $63,652,000 | – | 2,605,500 | – | 0.32% | – |
| KEY | New | KEYCORP NEW | $61,457,000 | – | 5,566,717 | – | 0.31% | – |
| ZION | New | ZIONS BANCORPORATION | $55,990,000 | – | 1,938,701 | – | 0.28% | – |
| SPLS | New | STAPLES INC | $54,758,000 | – | 3,452,600 | – | 0.27% | – |
| MRK | New | MERCK & CO INC NEW | $47,789,000 | – | 1,028,832 | – | 0.24% | – |
| LPNT | New | LIFEPOINT HOSPITALS INC | $46,642,000 | – | 955,000 | – | 0.23% | – |
| HES | New | HESS CORP | $46,483,000 | – | 699,100 | – | 0.23% | – |
| MRVL | New | MARVELL TECHNOLOGY GROUP LTDord | $45,894,000 | – | 3,919,186 | – | 0.23% | – |
| SGY | New | STONE ENERGY CORP | $42,047,000 | – | 1,908,626 | – | 0.21% | – |
| HMA | New | HEALTH MGMT ASSOC INC NEWcl a | $41,064,000 | – | 2,612,200 | – | 0.20% | – |
| BBT | New | BB&T CORP | $40,107,000 | – | 1,183,802 | – | 0.20% | – |
| SYA | New | SYMETRA FINL CORP | $38,835,000 | – | 2,428,732 | – | 0.19% | – |
| CCL | New | CARNIVAL CORPpaired ctf | $37,806,000 | – | 1,102,547 | – | 0.19% | – |
| RUSHA | New | RUSH ENTERPRISES INCcl a | $34,796,000 | – | 1,405,900 | – | 0.17% | – |
| JBLU | New | JETBLUE AIRWAYS CORP | $33,397,000 | – | 5,301,162 | – | 0.17% | – |
| HMN | New | HORACE MANN EDUCATORS CORP N | $32,285,000 | – | 1,324,229 | – | 0.16% | – |
| TMK | New | TORCHMARK CORP | $31,196,000 | – | 478,900 | – | 0.16% | – |
| ZQKSQ | New | QUIKSILVER INC | $29,823,000 | – | 4,630,900 | – | 0.15% | – |
| GBLI | New | GLOBAL INDEMNITY PLC | $28,441,000 | – | 1,207,667 | – | 0.14% | – |
| ARGO | New | ARGO GROUP INTL HLDGS LTD | $27,949,000 | – | 659,330 | – | 0.14% | – |
| MLR | New | MILLER INDS INC TENN | $25,694,000 | – | 1,670,628 | – | 0.13% | – |
| CIR | New | CIRCOR INTL INC | $25,430,000 | – | 500,000 | – | 0.13% | – |
| CNSI | New | COMVERSE INC | $24,155,000 | – | 811,662 | – | 0.12% | – |
| MTOR | New | MERITOR INC | $23,064,000 | – | 3,271,473 | – | 0.12% | – |
| ZINCQ | New | HORSEHEAD HLDG CORP | $22,739,000 | – | 1,775,100 | – | 0.11% | – |
| FDP | New | FRESH DEL MONTE PRODUCE INCord | $22,244,000 | – | 797,858 | – | 0.11% | – |
| QCOR | New | QUESTCOR PHARMACEUTICALS INC | $21,625,000 | – | 475,700 | – | 0.11% | – |
| GEO | New | GEO GROUP INC | $21,445,000 | – | 631,677 | – | 0.11% | – |
| MDR | New | MCDERMOTT INTL INC | $18,192,000 | – | 2,223,900 | – | 0.09% | – |
| ASB | New | ASSOCIATED BANC CORP | $17,937,000 | – | 1,153,497 | – | 0.09% | – |
| WU | New | WESTERN UN CO | $17,697,000 | – | 1,034,300 | – | 0.09% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $17,437,000 | – | 1,377,335 | – | 0.09% | – |
| SNV | New | SYNOVUS FINL CORP | $17,378,000 | – | 5,951,465 | – | 0.09% | – |
| PMC | New | PHARMERICA CORP | $16,626,000 | – | 1,199,595 | – | 0.08% | – |
| CMA | New | COMERICA INC | $16,494,000 | – | 414,100 | – | 0.08% | – |
| FIBK | New | FIRST INTST BANCSYSTEM INC | $16,194,000 | – | 781,182 | – | 0.08% | – |
| LSE | New | CAPLEASE INC | $15,092,000 | – | 1,788,100 | – | 0.08% | – |
| WBS | New | WEBSTER FINL CORP CONN | $14,920,000 | – | 580,992 | – | 0.07% | – |
| NOR | New | NORANDA ALUM HLDG CORP | $14,436,000 | – | 4,469,298 | – | 0.07% | – |
| ENH | New | ENDURANCE SPECIALTY HLDGS LT | $14,102,000 | – | 274,100 | – | 0.07% | – |
| DV | New | DEVRY INC DEL | $14,028,000 | – | 452,223 | – | 0.07% | – |
| QLGC | New | QLOGIC CORP | $13,889,000 | – | 1,452,857 | – | 0.07% | – |
| GRPU | New | GRANITE REAL ESTATE INVT TRunit 99/99/9999 | $13,284,000 | – | 384,500 | – | 0.07% | – |
| TPC | New | TUTOR PERINI CORP | $12,999,000 | – | 718,599 | – | 0.06% | – |
| OFI | New | OVERHILL FARMS INC | $12,903,000 | – | 2,606,752 | – | 0.06% | – |
| SYMC | New | SYMANTEC CORP | $12,799,000 | – | 569,600 | – | 0.06% | – |
| IWN | New | ISHARES TRrusl 2000 valu | $12,206,000 | – | 142,100 | – | 0.06% | – |
| IWM | New | ISHARES TRrussell 2000 | $12,184,000 | – | 125,400 | – | 0.06% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $12,112,000 | – | 555,844 | – | 0.06% | – |
| HSON | New | HUDSON GLOBAL INC | $11,780,000 | – | 4,749,975 | – | 0.06% | – |
| GTPPP | New | GOODYEAR TIRE & RUBR COpfd conv 5.875% | $11,384,000 | – | 231,100 | – | 0.06% | – |
| NAV | New | NAVISTAR INTL CORP NEW | $10,466,000 | – | 377,000 | – | 0.05% | – |
| New | ARVINMERITOR INCfrnt 4.000% 2/1 | $8,688,000 | – | 9,775,000 | – | 0.04% | – | |
| KFY | New | KORN FERRY INTL | $7,779,000 | – | 415,100 | – | 0.04% | – |
| RT | New | RUBY TUESDAY INC | $7,705,000 | – | 834,800 | – | 0.04% | – |
| FNFG | New | FIRST NIAGARA FINL GP INC | $6,996,000 | – | 694,700 | – | 0.04% | – |
| HSII | New | HEIDRICK & STRUGGLES INTL IN | $6,171,000 | – | 369,100 | – | 0.03% | – |
| WR | New | WESTAR ENERGY INC | $6,095,000 | – | 190,700 | – | 0.03% | – |
| ISIL | New | INTERSIL CORPcl a | $6,026,000 | – | 770,600 | – | 0.03% | – |
| PFE | New | PFIZER INC | $5,742,000 | – | 205,000 | – | 0.03% | – |
| THG | New | HANOVER INS GROUP INC | $4,756,000 | – | 97,200 | – | 0.02% | – |
| POR | New | PORTLAND GEN ELEC CO | $4,628,000 | – | 151,300 | – | 0.02% | – |
| FFCH | New | FIRST FINL HLDGS INC | $4,709,000 | – | 222,029 | – | 0.02% | – |
| CYN | New | CITY NATL CORP | $4,323,000 | – | 68,220 | – | 0.02% | – |
| SYMM | New | SYMMETRICOM INC | $3,772,000 | – | 840,100 | – | 0.02% | – |
| NWLI | New | NATIONAL WESTN LIFE INS COcl a | $3,367,000 | – | 17,737 | – | 0.02% | – |
| HOME | New | HOME FED BANCORP INC MD | $2,179,000 | – | 171,000 | – | 0.01% | – |
| AIGWS | New | AMERICAN INTL GROUP INC*w exp 01/19/202 | $2,141,000 | – | 117,400 | – | 0.01% | – |
| LACO | New | LAKES ENTMNT INC | $2,099,000 | – | 596,400 | – | 0.01% | – |
| X | New | UNITED STATES STL CORP NEWput | $1,512,000 | – | 75,000 | – | 0.01% | – |
| F | New | FORD MTR CO DEL | $965,000 | – | 62,400 | – | 0.01% | – |
| CBRIQ | New | CIBER INC | $1,022,000 | – | 306,100 | – | 0.01% | – |
| FBNIQ | New | FURNITURE BRANDS INTL INC | $995,000 | – | 248,869 | – | 0.01% | – |
| NEE | New | NEXTERA ENERGY INC | $782,000 | – | 9,600 | – | 0.00% | – |
| BTF | New | BOULDER TOTAL RETURN FD INC | $802,000 | – | 37,900 | – | 0.00% | – |
| PM | New | PHILIP MORRIS INTL INC | $653,000 | – | 7,534 | – | 0.00% | – |
| GIS | New | GENERAL MLS INC | $699,000 | – | 14,400 | – | 0.00% | – |
| AIRT | New | AIR T INC | $441,000 | – | 42,900 | – | 0.00% | – |
| CXW | New | CORRECTIONS CORP AMER NEW | $289,000 | – | 8,524 | – | 0.00% | – |
| New | JAKKS PAC INCnote 4.500%11/0 | $51,000 | – | 50,000 | – | 0.00% | – |