Brandywine Global Investment Management, LLC

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$15.7 Billion is the total value of Brandywine Global Investment Management, LLC's 874 reported holdings in Q2 2018. The portfolio turnover from Q1 2018 to Q2 2018 was 23.3% .

All

			Value		Shares		↓ Weighting
JPM	Sell	JPMORGAN CHASE & CO	$551,970,000	-7.2%	5,297,214	-2.1%	3.52%	-6.0%
C	Sell	CITIGROUP INC	$475,215,000	-1.2%	7,101,230	-0.3%	3.03%	+0.1%
AAPL	Sell	APPLE INC	$341,704,000	-21.0%	1,845,951	-28.4%	2.18%	-20.0%
CSCO	Sell	CISCO SYS INC	$336,087,000	-5.0%	7,810,510	-5.3%	2.14%	-3.8%
JNJ	Sell	JOHNSON & JOHNSON	$289,378,000	-7.1%	2,384,849	-1.9%	1.85%	-6.0%
BP	Sell	BP PLCsponsored adr	$258,943,000	+6.7%	5,671,112	-5.3%	1.65%	+8.1%
PFE	Sell	PFIZER INC	$257,732,000	-8.2%	7,103,950	-10.2%	1.64%	-7.0%
GM	Sell	GENERAL MTRS CO	$257,595,000	+7.4%	6,537,944	-1.0%	1.64%	+8.7%
WFC	Sell	WELLS FARGO CO NEW	$255,567,000	+3.6%	4,609,780	-2.1%	1.63%	+4.9%
DIS	Buy	DISNEY WALT CO	$243,195,000	+12.0%	2,320,340	+7.3%	1.55%	+13.4%
XOM	Buy	EXXON MOBIL CORP	$240,162,000	+1878.3%	2,902,952	+1684.2%	1.53%	+1890.9%
CNQ	Buy	CANADIAN NAT RES LTD	$231,180,000	+17.9%	6,409,198	+2.8%	1.48%	+19.3%
CVX	Sell	CHEVRON CORP NEW	$223,862,000	+8.9%	1,770,637	-1.8%	1.43%	+10.3%
INTC	Sell	INTEL CORP	$219,342,000	-6.6%	4,412,422	-2.1%	1.40%	-5.3%
KKR	Sell	KKR & CO L P DEL	$205,876,000	+20.7%	8,284,730	-1.4%	1.31%	+22.2%
COP	Sell	CONOCOPHILLIPS	$203,427,000	+11.7%	2,921,951	-4.9%	1.30%	+13.1%
VZ	Sell	VERIZON COMMUNICATIONS INC	$193,431,000	+3.0%	3,844,776	-2.1%	1.24%	+4.3%
BAC	Sell	BANK AMER CORP	$174,767,000	-16.1%	6,199,588	-10.7%	1.12%	-15.0%
DVN	Sell	DEVON ENERGY CORP NEW	$164,272,000	+32.4%	3,736,831	-4.2%	1.05%	+34.0%
ABBV	Buy	ABBVIE INC	$161,349,000	+2.4%	1,741,488	+4.6%	1.03%	+3.7%
ORCL	Sell	ORACLE CORP	$160,291,000	-5.6%	3,638,011	-1.9%	1.02%	-4.4%
AMGN	Buy	AMGEN INC	$146,747,000	+15.8%	794,984	+7.0%	0.94%	+17.4%
MU	Sell	MICRON TECHNOLOGY INC	$139,772,000	+0.0%	2,665,364	-0.6%	0.89%	+1.2%
GILD	Sell	GILEAD SCIENCES INC	$137,201,000	-7.5%	1,936,771	-1.6%	0.88%	-6.3%
BRKB	Sell	BERKSHIRE HATHAWAY INC DELcl b new	$133,082,000	-6.5%	712,999	-0.1%	0.85%	-5.4%
DAL	Sell	DELTA AIR LINES INC DEL	$125,045,000	-15.1%	2,524,120	-6.0%	0.80%	-14.0%
MRK	New	MERCK & CO INC	$122,829,000	–	2,023,528	+100.0%	0.78%	–
IBM	Sell	INTERNATIONAL BUSINESS MACHS	$122,066,000	-10.8%	873,768	-2.0%	0.78%	-9.6%
WMT	Sell	WALMART INC	$114,412,000	-5.7%	1,335,807	-2.0%	0.73%	-4.5%
SLB	Sell	SCHLUMBERGER LTD	$109,187,000	+3.4%	1,628,926	-0.1%	0.70%	+4.7%
BX	Sell	BLACKSTONE GROUP L P	$108,320,000	-2.8%	3,367,089	-3.5%	0.69%	-1.6%
AER	Sell	AERCAP HOLDINGS NV	$104,673,000	-16.4%	1,933,013	-21.7%	0.67%	-15.3%
MS	Sell	MORGAN STANLEY	$104,545,000	-13.8%	2,205,579	-1.9%	0.67%	-12.8%
AXP	Sell	AMERICAN EXPRESS CO	$103,172,000	+2.3%	1,052,768	-2.6%	0.66%	+3.5%
MGA	Sell	MAGNA INTL INC	$102,972,000	+2.3%	1,771,413	-0.8%	0.66%	+3.6%
GS	Sell	GOLDMAN SACHS GROUP INC	$101,601,000	-14.2%	460,625	-2.0%	0.65%	-13.1%
UAL	Buy	UNITED CONTL HLDGS INC	$100,016,000	+4.8%	1,434,319	+4.4%	0.64%	+6.0%
T	Buy	AT&T INC	$98,597,000	+5.7%	3,070,588	+17.3%	0.63%	+7.0%
HON	Sell	HONEYWELL INTL INC	$97,383,000	-2.3%	676,030	-1.9%	0.62%	-1.0%
CMCSA	Sell	COMCAST CORP NEWcl a	$91,565,000	-46.6%	2,790,755	-44.4%	0.58%	-45.9%
UTX	Sell	UNITED TECHNOLOGIES CORP	$88,811,000	-2.6%	710,317	-2.0%	0.57%	-1.4%
FDC	Sell	FIRST DATA CORP NEW	$88,488,000	+27.3%	4,227,775	-2.7%	0.56%	+29.0%
DHI	Buy	D R HORTON INC	$88,435,000	+9.9%	2,156,944	+17.5%	0.56%	+11.2%
APC	Sell	ANADARKO PETE CORP	$87,954,000	+19.1%	1,200,724	-1.8%	0.56%	+20.6%
TAP	Buy	MOLSON COORS BREWING COcl b	$86,769,000	+13.4%	1,275,260	+25.6%	0.55%	+14.9%
SC	Sell	SANTANDER CONSUMER USA HDG I	$82,809,000	+13.6%	4,337,769	-3.0%	0.53%	+15.0%
SYF	Buy	SYNCHRONY FINL	$78,283,000	+3.4%	2,345,179	+3.9%	0.50%	+4.8%
NCLH	Buy	NORWEGIAN CRUISE LINE HLDG L	$78,089,000	+41.3%	1,652,666	+58.4%	0.50%	+43.1%
USB	Sell	US BANCORP DEL	$77,916,000	-3.0%	1,557,681	-2.1%	0.50%	-1.8%
CVS	Sell	CVS HEALTH CORP	$75,761,000	-1.5%	1,177,327	-4.8%	0.48%	-0.2%
PNC	Buy	PNC FINL SVCS GROUP INC	$74,850,000	+8.6%	554,029	+21.5%	0.48%	+9.9%
KMI	Sell	KINDER MORGAN INC DEL	$74,117,000	+15.9%	4,194,505	-1.2%	0.47%	+17.4%
MYL	Sell	MYLAN N V	$73,413,000	-15.6%	2,031,336	-3.8%	0.47%	-14.4%
ANTM	Sell	ANTHEM INC	$72,055,000	+6.6%	302,711	-1.6%	0.46%	+8.0%
OMF	Sell	ONEMAIN HLDGS INC	$70,593,000	+11.2%	2,120,527	-0.0%	0.45%	+12.8%
TRV	Sell	TRAVELERS COMPANIES INC	$69,968,000	-15.0%	571,907	-3.6%	0.45%	-13.9%
HAL	New	HALLIBURTON CO	$69,854,000	–	1,550,235	+100.0%	0.45%	–
UPS	Sell	UNITED PARCEL SERVICE INCcl b	$69,035,000	-0.5%	649,856	-2.0%	0.44%	+0.9%
EMN	Sell	EASTMAN CHEM CO	$68,013,000	-6.9%	680,399	-1.6%	0.43%	-5.7%
DWDP	Buy	DOWDUPONT INC	$67,958,000	+98.7%	1,030,905	+92.0%	0.43%	+100.9%
LOW	Sell	LOWES COS INC	$67,079,000	-10.9%	701,883	-18.2%	0.43%	-9.7%
BMY	New	BRISTOL MYERS SQUIBB CO	$65,583,000	–	1,185,086	+100.0%	0.42%	–
GT	Sell	GOODYEAR TIRE & RUBR CO	$65,514,000	-14.6%	2,812,954	-2.5%	0.42%	-13.5%
PSX	Buy	PHILLIPS 66	$64,223,000	+28.3%	571,828	+9.6%	0.41%	+30.2%
TUP	Buy	TUPPERWARE BRANDS CORP	$63,800,000	+54.7%	1,547,020	+81.5%	0.41%	+56.5%
SLM	Buy	SLM CORP	$63,004,000	+9.4%	5,502,481	+7.1%	0.40%	+10.7%
ESRX	Sell	EXPRESS SCRIPTS HLDG CO	$61,060,000	+9.7%	790,819	-1.9%	0.39%	+11.1%
CCK	Sell	CROWN HOLDINGS INC	$59,209,000	-21.5%	1,322,810	-11.0%	0.38%	-20.4%
RS	Sell	RELIANCE STEEL & ALUMINUM CO	$59,016,000	-29.5%	674,154	-31.0%	0.38%	-28.6%
AAL	Sell	AMERICAN AIRLS GROUP INC	$58,426,000	-54.4%	1,539,139	-37.6%	0.37%	-53.8%
HP	Sell	HELMERICH & PAYNE INC	$58,076,000	-49.4%	910,839	-47.2%	0.37%	-48.7%
BIIB	Sell	BIOGEN INC	$57,997,000	+3.9%	199,821	-1.9%	0.37%	+5.1%
TGT	Sell	TARGET CORP	$57,055,000	+7.2%	749,540	-2.2%	0.36%	+8.7%
ACM	Sell	AECOM	$56,791,000	-9.8%	1,719,366	-2.7%	0.36%	-8.8%
AAP	Sell	ADVANCE AUTO PARTS INC	$55,822,000	-32.7%	411,357	-41.2%	0.36%	-31.8%
CB	Sell	CHUBB LIMITED	$55,543,000	-9.2%	437,273	-2.2%	0.35%	-8.1%
MET	Buy	METLIFE INC	$54,091,000	+4.9%	1,240,609	+10.4%	0.34%	+6.2%
AET	Sell	AETNA INC NEW	$53,730,000	+6.2%	292,804	-2.2%	0.34%	+7.5%
AMAT	Buy	APPLIED MATLS INC	$52,647,000	-6.3%	1,139,776	+12.8%	0.34%	-5.1%
CCL	Sell	CARNIVAL CORPunit 99/99/9999	$52,536,000	-13.7%	916,682	-1.3%	0.34%	-12.8%
IVZ	Buy	INVESCO LTD	$51,725,000	+338.1%	1,947,464	+428.0%	0.33%	+345.9%
BK	Sell	BANK NEW YORK MELLON CORP	$51,518,000	+2.4%	955,270	-2.2%	0.33%	+3.8%
F	Buy	FORD MTR CO DEL	$50,452,000	+21.2%	4,557,539	+21.3%	0.32%	+22.9%
CI	Buy	CIGNA CORPORATION	$49,708,000	+3.4%	292,484	+2.1%	0.32%	+4.6%
HZNP	Sell	HORIZON PHARMA PLC	$48,401,000	-9.0%	2,922,710	-22.0%	0.31%	-7.8%
IWD	Buy	ISHARES TRrus 1000 val etf	$48,153,000	+62.4%	396,708	+60.5%	0.31%	+64.2%
MIC	Sell	MACQUARIE INFRASTRUCTURE COR	$47,904,000	+12.2%	1,135,163	-1.8%	0.31%	+13.8%
AIG	Sell	AMERICAN INTL GROUP INC	$47,763,000	-4.2%	900,833	-1.7%	0.30%	-2.9%
BBT	Buy	BB&T CORP	$46,007,000	+18.0%	912,097	+21.7%	0.29%	+19.5%
LYB	Sell	LYONDELLBASELL INDUSTRIES N	$46,133,000	+0.6%	419,956	-3.2%	0.29%	+1.7%
FDX	Buy	FEDEX CORP	$45,605,000	-2.3%	200,848	+3.3%	0.29%	-1.0%
VLO	Sell	VALERO ENERGY CORP NEW	$43,979,000	+5.3%	396,813	-11.8%	0.28%	+6.8%
HBI	Sell	HANESBRANDS INC	$42,804,000	-13.4%	1,943,868	-27.6%	0.27%	-12.5%
PRU	Buy	PRUDENTIAL FINL INC	$42,134,000	+0.0%	450,574	+10.7%	0.27%	+1.5%
SHPG	Sell	SHIRE PLCsponsored adr	$42,178,000	+9.1%	249,868	-3.4%	0.27%	+10.2%
DUK	Sell	DUKE ENERGY CORP NEW	$41,703,000	+0.9%	527,349	-1.1%	0.27%	+2.3%
MPC	Buy	MARATHON PETE CORP	$41,146,000	-1.4%	586,457	+2.8%	0.26%	0.0%
OII	Sell	OCEANEERING INTL INC	$40,842,000	+36.3%	1,604,146	-0.7%	0.26%	+38.1%
DFS	Sell	DISCOVER FINL SVCS	$40,040,000	-4.3%	568,667	-2.3%	0.26%	-3.0%
ALL	Buy	ALLSTATE CORP	$39,542,000	-0.9%	433,242	+3.0%	0.25%	+0.4%
COF	Sell	CAPITAL ONE FINL CORP	$39,306,000	-6.0%	427,702	-2.0%	0.25%	-4.9%
STI	Sell	SUNTRUST BKS INC	$37,876,000	-4.4%	573,700	-1.5%	0.24%	-3.2%
MDLZ	New	MONDELEZ INTL INCcl a	$37,600,000	–	917,053	+100.0%	0.24%	–
NSC	Sell	NORFOLK SOUTHERN CORP	$36,204,000	+9.4%	239,965	-1.5%	0.23%	+10.5%
LUV	Buy	SOUTHWEST AIRLS CO	$35,813,000	-7.0%	703,871	+4.7%	0.23%	-5.8%
CELG	Sell	CELGENE CORP	$35,675,000	-11.1%	449,192	-0.1%	0.23%	-9.9%
HPQ	Sell	HP INC	$35,168,000	+1.3%	1,549,896	-2.2%	0.22%	+2.3%
AMP	Sell	AMERIPRISE FINL INC	$34,086,000	-7.2%	243,675	-1.9%	0.22%	-5.6%
JAZZ	Sell	JAZZ PHARMACEUTICALS PLC	$34,048,000	+9.5%	197,605	-4.0%	0.22%	+10.7%
HCA	Sell	HCA HEALTHCARE INC	$33,828,000	+3.5%	329,700	-2.1%	0.22%	+4.9%
LRCX	Buy	LAM RESEARCH CORP	$33,715,000	-8.4%	195,051	+7.7%	0.22%	-7.3%
STT	Sell	STATE STR CORP	$32,245,000	-26.3%	346,380	-21.1%	0.21%	-25.4%
CNK	Sell	CINEMARK HOLDINGS INC	$31,928,000	-9.6%	910,129	-2.9%	0.20%	-8.5%
AFL	Sell	AFLAC INC	$31,588,000	-21.9%	734,242	-20.6%	0.20%	-20.8%
ETN	Sell	EATON CORP PLC	$31,055,000	-57.9%	415,496	-55.0%	0.20%	-57.4%
PPG	Buy	PPG INDS INC	$30,263,000	+12.8%	291,744	+21.4%	0.19%	+14.2%
AEP	Sell	AMERICAN ELEC PWR INC	$30,200,000	-1.1%	436,092	-2.0%	0.19%	+0.5%
GLW	Sell	CORNING INC	$30,051,000	-4.1%	1,092,336	-2.8%	0.19%	-2.5%
UNP	Sell	UNION PAC CORP	$30,005,000	+4.3%	211,776	-1.0%	0.19%	+5.5%
BBY	Sell	BEST BUY INC	$28,750,000	+5.2%	385,491	-1.3%	0.18%	+6.4%
PTLA	Sell	PORTOLA PHARMACEUTICALS INC	$28,451,000	+14.4%	753,266	-1.1%	0.18%	+15.9%
ZBH	Sell	ZIMMER BIOMET HLDGS INC	$28,572,000	+1.7%	256,388	-0.5%	0.18%	+2.8%
MTB	Buy	M & T BK CORP	$27,887,000	+4.5%	163,893	+13.2%	0.18%	+6.0%
FITB	Sell	FIFTH THIRD BANCORP	$26,419,000	-11.2%	920,520	-1.8%	0.17%	-10.1%
DG	Buy	DOLLAR GEN CORP NEW	$26,351,000	+18.9%	267,244	+12.8%	0.17%	+20.0%
PEG	Sell	PUBLIC SVC ENTERPRISE GROUP	$25,946,000	+6.0%	479,232	-1.7%	0.17%	+7.8%
KR	Sell	KROGER CO	$25,878,000	+17.4%	909,571	-1.2%	0.16%	+18.7%
RF	Sell	REGIONS FINL CORP NEW	$25,362,000	-6.2%	1,426,399	-2.0%	0.16%	-4.7%
TROW	Sell	PRICE T ROWE GROUP INC	$24,768,000	-12.8%	213,349	-18.9%	0.16%	-11.7%
KEY	Buy	KEYCORP NEW	$24,487,000	+22.5%	1,253,161	+22.5%	0.16%	+23.8%
ADM	Sell	ARCHER DANIELS MIDLAND CO	$24,387,000	+4.1%	532,111	-1.5%	0.16%	+5.4%
TMK	Buy	TORCHMARK CORP	$23,739,000	+3.0%	291,594	+6.5%	0.15%	+4.8%
MCK	Sell	MCKESSON CORP	$23,654,000	-6.9%	177,311	-1.7%	0.15%	-5.6%
RDN	Sell	RADIAN GROUP INC	$23,228,000	-55.2%	1,432,034	-47.4%	0.15%	-54.7%
CFG	Sell	CITIZENS FINL GROUP INC	$23,101,000	-8.8%	593,840	-1.6%	0.15%	-8.1%
APTV	Sell	APTIV PLC	$21,979,000	+6.3%	239,860	-1.4%	0.14%	+7.7%
AON	New	AON PLC	$21,586,000	–	157,361	+100.0%	0.14%	–
IR	Sell	INGERSOLL-RAND PLC	$21,284,000	+3.3%	237,195	-1.5%	0.14%	+4.6%
RCL	Sell	ROYAL CARIBBEAN CRUISES LTD	$21,045,000	-13.4%	203,129	-1.6%	0.13%	-12.4%
PCAR	Sell	PACCAR INC	$20,558,000	-8.4%	331,788	-2.2%	0.13%	-7.1%
HES	Sell	HESS CORP	$19,978,000	+30.0%	298,664	-1.6%	0.13%	+32.0%
MUR	Sell	MURPHY OIL CORP	$19,716,000	+21.1%	583,816	-7.3%	0.13%	+22.3%
HPE	Buy	HEWLETT PACKARD ENTERPRISE C	$19,693,000	-0.9%	1,347,876	+19.0%	0.13%	+0.8%
BC	Buy	BRUNSWICK CORP	$19,499,000	+8.6%	302,392	+0.1%	0.12%	+9.7%
WEC	Sell	WEC ENERGY GROUP INC	$19,232,000	+1.0%	297,471	-2.1%	0.12%	+2.5%
IP	Sell	INTL PAPER CO	$19,124,000	-31.8%	367,188	-30.1%	0.12%	-31.1%
XEL	Sell	XCEL ENERGY INC	$18,970,000	-1.5%	415,273	-1.9%	0.12%	0.0%
NTRS	Sell	NORTHERN TR CORP	$18,758,000	-2.3%	182,303	-2.1%	0.12%	-0.8%
NUE	Sell	NUCOR CORP	$18,730,000	+0.1%	299,672	-2.1%	0.12%	+1.7%
BAX	Sell	BAXTER INTL INC	$17,689,000	+12.2%	239,552	-1.1%	0.11%	+14.1%
LH	Sell	LABORATORY CORP AMER HLDGS	$17,371,000	+9.2%	96,755	-1.6%	0.11%	+11.0%
AFG	Sell	AMERICAN FINL GROUP INC OHIO	$17,465,000	-5.9%	162,716	-1.7%	0.11%	-5.1%
AZO	Sell	AUTOZONE INC	$17,453,000	+1.8%	26,013	-1.6%	0.11%	+2.8%
HIG	Sell	HARTFORD FINL SVCS GROUP INC	$17,373,000	-2.3%	339,770	-1.5%	0.11%	-0.9%
MSI	Sell	MOTOROLA SOLUTIONS INC	$16,858,000	+8.1%	144,863	-2.2%	0.11%	+10.2%
TRN	Sell	TRINITY INDS INC	$16,690,000	-2.3%	487,147	-6.9%	0.11%	-0.9%
MRO	Sell	MARATHON OIL CORP	$16,819,000	+27.1%	806,264	-1.7%	0.11%	+28.9%
PB	Sell	PROSPERITY BANCSHARES INC	$16,687,000	-12.5%	244,099	-7.1%	0.11%	-11.7%
ES	Sell	EVERSOURCE ENERGY	$16,557,000	-2.1%	282,492	-1.6%	0.11%	-0.9%
DTE	Sell	DTE ENERGY CO	$16,522,000	-3.1%	159,430	-2.4%	0.10%	-1.9%
UMPQ	Buy	UMPQUA HLDGS CORP	$16,407,000	+23.5%	726,261	+17.0%	0.10%	+25.0%
CMA	Buy	COMERICA INC	$15,838,000	+1.2%	174,187	+6.7%	0.10%	+2.0%
ALSN	Sell	ALLISON TRANSMISSION HLDGS I	$15,725,000	-2.3%	388,365	-5.8%	0.10%	-1.0%
NOV	Sell	NATIONAL OILWELL VARCO INC	$15,646,000	+15.9%	360,494	-1.7%	0.10%	+17.6%
CDW	Sell	CDW CORP	$15,493,000	+13.0%	191,764	-1.7%	0.10%	+15.1%
KLAC	Sell	KLA-TENCOR CORP	$15,314,000	-7.2%	149,355	-1.3%	0.10%	-5.8%
NEM	Buy	NEWMONT MINING CORP	$15,151,000	+20.2%	401,766	+24.5%	0.10%	+22.8%
DLTR	New	DOLLAR TREE INC	$15,201,000	–	178,827	+100.0%	0.10%	–
L	Sell	LOEWS CORP	$14,980,000	-5.0%	310,258	-2.1%	0.10%	-3.0%
GPS	Buy	GAP INC DEL	$15,009,000	+6.0%	463,361	+2.1%	0.10%	+7.9%
KMX	Buy	CARMAX INC	$15,088,000	+39.5%	207,052	+18.6%	0.10%	+41.2%
HBAN	Sell	HUNTINGTON BANCSHARES INC	$14,976,000	-4.0%	1,014,589	-1.8%	0.10%	-2.0%
MHK	Sell	MOHAWK INDS INC	$15,112,000	-9.3%	70,526	-1.7%	0.10%	-8.6%
PH	Buy	PARKER HANNIFIN CORP	$15,110,000	+88782.4%	96,951	+97830.3%	0.10%	–
ETFC	Sell	E TRADE FINANCIAL CORP	$14,867,000	+8.0%	243,077	-2.1%	0.10%	+9.2%
ARRS	Sell	ARRIS INTL INC	$14,868,000	-14.6%	608,198	-7.1%	0.10%	-13.6%
K	New	KELLOGG CO	$14,772,000	–	211,413	+100.0%	0.09%	–
MKL	Sell	MARKEL CORP	$14,585,000	-8.7%	13,450	-1.5%	0.09%	-7.9%
WSM	Sell	WILLIAMS SONOMA INC	$14,639,000	-16.6%	238,483	-28.3%	0.09%	-16.2%
CE	Sell	CELANESE CORP DEL	$14,426,000	+9.6%	129,890	-1.1%	0.09%	+10.8%
AL	Sell	AIR LEASE CORPcl a	$14,060,000	-8.5%	334,978	-7.1%	0.09%	-7.2%
KSS	Sell	KOHLS CORP	$14,155,000	+6.8%	194,167	-4.0%	0.09%	+8.4%
CA	Sell	CA INC	$14,142,000	+3.7%	396,663	-1.4%	0.09%	+4.7%
AEE	Sell	AMEREN CORP	$14,001,000	+5.6%	230,083	-1.7%	0.09%	+6.0%
ALLY	Buy	ALLY FINL INC	$13,836,000	-2.8%	526,681	+0.4%	0.09%	-2.2%
AVT	Sell	AVNET INC	$13,493,000	-29.8%	314,573	-31.6%	0.09%	-28.9%
SWKS	Sell	SKYWORKS SOLUTIONS INC	$13,344,000	-24.4%	138,061	-21.6%	0.08%	-23.4%
OMC	New	OMNICOM GROUP INC	$13,109,000	–	171,876	+100.0%	0.08%	–
DGX	Sell	QUEST DIAGNOSTICS INC	$12,971,000	+7.1%	117,982	-2.3%	0.08%	+9.2%
LNC	Sell	LINCOLN NATL CORP IND	$12,946,000	-16.0%	207,964	-1.4%	0.08%	-14.4%
WTM	Buy	WHITE MTNS INS GROUP LTD	$12,880,000	+10.9%	14,206	+0.6%	0.08%	+12.3%
TCF	Sell	TCF FINL CORP	$12,841,000	+1.4%	521,565	-6.1%	0.08%	+2.5%
CMI	Sell	CUMMINS INC	$12,813,000	-55.8%	96,335	-46.2%	0.08%	-55.2%
AN	Sell	AUTONATION INC	$12,738,000	-22.2%	262,194	-25.1%	0.08%	-21.4%
ZION	Buy	ZIONS BANCORPORATION	$12,569,000	+2.8%	238,542	+2.8%	0.08%	+3.9%
SPR	Sell	SPIRIT AEROSYSTEMS HLDGS INC	$12,380,000	+1.6%	144,093	-1.1%	0.08%	+2.6%
CAG	Sell	CONAGRA BRANDS INC	$12,387,000	-4.7%	346,670	-1.6%	0.08%	-3.7%
WLK	Sell	WESTLAKE CHEM CORP	$12,382,000	-4.7%	115,038	-1.6%	0.08%	-3.7%
ADS	Sell	ALLIANCE DATA SYSTEMS CORP	$12,256,000	+8.2%	52,553	-1.2%	0.08%	+9.9%
HRB	Sell	BLOCK H & R INC	$12,212,000	-18.1%	536,083	-8.7%	0.08%	-17.0%
ABC	Sell	AMERISOURCEBERGEN CORP	$12,215,000	-2.1%	143,250	-1.0%	0.08%	-1.3%
DRQ	Buy	DRIL-QUIP INC	$12,206,000	+145.1%	237,457	+113.6%	0.08%	+151.6%
CNX	Sell	CNX RESOURCES CORPORATION	$11,996,000	+10.2%	674,650	-4.4%	0.08%	+11.6%
DVA	Sell	DAVITA INC	$12,063,000	+3.6%	173,704	-1.6%	0.08%	+5.5%
NVR	Buy	NVR INC	$11,986,000	+23.9%	4,035	+16.8%	0.08%	+24.6%
LEA	Sell	LEAR CORP	$11,970,000	-2.0%	64,418	-1.9%	0.08%	-1.3%
JBL	Sell	JABIL INC	$11,684,000	-12.3%	422,386	-8.9%	0.08%	-10.7%
SJM	Sell	SMUCKER J M CO	$11,639,000	-14.3%	108,282	-1.1%	0.07%	-14.0%
RBC	Sell	REGAL BELOIT CORP	$11,545,000	+4.7%	141,134	-6.1%	0.07%	+7.2%
ALGT	Buy	ALLEGIANT TRAVEL CO	$11,581,000	+135.3%	83,340	+192.2%	0.07%	+138.7%
KLXI	Sell	KLX INC	$11,610,000	-6.3%	161,465	-7.4%	0.07%	-5.1%
MNKKQ	Sell	MALLINCKRODT PUB LTD CO	$11,558,000	-29.8%	619,354	-45.5%	0.07%	-28.8%
FI	Sell	FRANKS INTL N V	$11,455,000	+39.0%	1,468,532	-3.3%	0.07%	+40.4%
VLY	Sell	VALLEY NATL BANCORP	$11,441,000	-10.3%	940,861	-8.1%	0.07%	-8.8%
OASPQ	New	OASIS PETE INC NEW	$11,464,000	–	883,856	+100.0%	0.07%	–
NDAQ	Sell	NASDAQ INC	$11,230,000	+3.4%	123,035	-2.3%	0.07%	+5.9%
HUM	Buy	HUMANA INC	$11,075,000	+13.6%	37,209	+2.6%	0.07%	+16.4%
KSU	Buy	KANSAS CITY SOUTHERN	$11,077,000	+5.4%	104,539	+9.3%	0.07%	+7.6%
CHFC	Sell	CHEMICAL FINL CORP	$11,199,000	-6.4%	201,156	-8.0%	0.07%	-5.3%
THG	Sell	HANOVER INS GROUP INC	$11,101,000	-7.4%	92,844	-8.7%	0.07%	-6.6%
SF	Buy	STIFEL FINL CORP	$11,076,000	-8.4%	211,967	+3.8%	0.07%	-6.6%
URI	Sell	UNITED RENTALS INC	$11,134,000	-16.3%	75,421	-2.1%	0.07%	-15.5%
FNF	Buy	FIDELITY NATIONAL FINANCIAL	$11,011,000	-4.9%	292,668	+1.1%	0.07%	-4.1%
MBFI	Sell	MB FINANCIAL INC NEW	$10,995,000	+5.9%	235,435	-8.2%	0.07%	+7.7%
PVH	Sell	PVH CORP	$10,871,000	-3.3%	72,604	-2.2%	0.07%	-2.8%
SKX	New	SKECHERS U S A INCcl a	$10,667,000	–	355,416	+100.0%	0.07%	–
ASB	Sell	ASSOCIATED BANC CORP	$10,588,000	+0.0%	387,837	-9.0%	0.07%	+1.5%
MD	Buy	MEDNAX INC	$10,706,000	+112.8%	247,350	+173.6%	0.07%	+112.5%
IBKC	Sell	IBERIABANK CORP	$10,477,000	-11.5%	138,217	-8.9%	0.07%	-10.7%
BKU	Sell	BANKUNITED INC	$10,442,000	-6.8%	255,607	-8.7%	0.07%	-5.6%
CINF	Sell	CINCINNATI FINL CORP	$10,433,000	-11.3%	156,037	-1.5%	0.07%	-9.5%
HFC	Sell	HOLLYFRONTIER CORP	$10,515,000	+37.3%	153,659	-1.9%	0.07%	+39.6%
PTEN	New	PATTERSON UTI ENERGY INC	$10,449,000	–	580,489	+100.0%	0.07%	–
PAG	Sell	PENSKE AUTOMOTIVE GRP INC	$10,531,000	-3.5%	224,778	-8.7%	0.07%	-2.9%
STLD	Sell	STEEL DYNAMICS INC	$10,349,000	-18.9%	225,209	-21.9%	0.07%	-17.5%
LPX	Sell	LOUISIANA PAC CORP	$10,371,000	-11.7%	380,985	-6.7%	0.07%	-10.8%
BPOP	Buy	POPULAR INC	$10,271,000	+65.1%	227,177	+52.0%	0.07%	+69.2%
RJF	Sell	RAYMOND JAMES FINANCIAL INC	$10,354,000	-1.3%	115,875	-1.2%	0.07%	0.0%
PHM	Sell	PULTE GROUP INC	$10,397,000	-3.8%	361,609	-1.4%	0.07%	-2.9%
GRMN	Sell	GARMIN LTD	$10,332,000	+1.4%	169,365	-2.1%	0.07%	+3.1%
MIK	Buy	MICHAELS COS INC	$10,141,000	-1.1%	528,965	+1.7%	0.06%	0.0%
NXST	New	NEXSTAR MEDIA GROUP INCcl a	$10,120,000	–	137,865	+100.0%	0.06%	–
GPC	Buy	GENUINE PARTS CO	$10,136,000	+5.7%	110,417	+3.4%	0.06%	+8.3%
SNX	Sell	SYNNEX CORP	$10,142,000	-38.5%	105,087	-24.5%	0.06%	-37.5%
ENS	Sell	ENERSYS	$9,933,000	-0.3%	133,077	-7.3%	0.06%	0.0%
TSE	Sell	TRINSEO S A	$9,919,000	-11.3%	139,792	-7.4%	0.06%	-10.0%
VSH	Sell	VISHAY INTERTECHNOLOGY INC	$9,866,000	+15.9%	425,238	-7.1%	0.06%	+16.7%
DLX	Sell	DELUXE CORP	$9,885,000	-17.2%	149,287	-7.4%	0.06%	-16.0%
CBT	Sell	CABOT CORP	$9,691,000	+2.8%	156,883	-7.3%	0.06%	+5.1%
GBX	Sell	GREENBRIER COS INC	$9,751,000	+4.3%	184,849	-0.7%	0.06%	+5.1%
PRGO	Sell	PERRIGO CO PLC	$9,744,000	-14.0%	133,641	-1.6%	0.06%	-12.7%
AAN	Sell	AARONS INC	$9,641,000	-13.6%	221,886	-7.4%	0.06%	-11.4%
EVR	Sell	EVERCORE INCclass a	$9,720,000	-4.6%	92,175	-21.2%	0.06%	-3.1%
MTG	Sell	MGIC INVT CORP WIS	$9,488,000	-24.9%	884,995	-8.9%	0.06%	-23.8%
UFS	Sell	DOMTAR CORP	$9,513,000	+3.3%	201,085	-7.1%	0.06%	+5.2%
DRI	Sell	DARDEN RESTAURANTS INC	$9,487,000	+23.6%	88,610	-1.6%	0.06%	+27.1%
MRVL	Sell	MARVELL TECHNOLOGY GROUP LTDord	$9,512,000	-0.1%	443,644	-2.2%	0.06%	+1.7%
WAFD	Sell	WASHINGTON FED INC	$9,384,000	-12.9%	286,953	-7.8%	0.06%	-11.8%
AEL	Sell	AMERICAN EQTY INVT LIFE HLD	$9,438,000	+13.0%	262,166	-7.8%	0.06%	+13.2%
HII	Buy	HUNTINGTON INGALLS INDS INC	$9,418,000	+291.0%	43,439	+364.9%	0.06%	+300.0%
QRVO	Sell	QORVO INC	$9,178,000	+9.9%	114,480	-3.4%	0.06%	+11.3%
OIS	Buy	OIL STS INTL INC	$9,188,000	+211.2%	286,217	+154.1%	0.06%	+210.5%
ESNT	Sell	ESSENT GROUP LTD	$9,046,000	-23.3%	252,520	-8.9%	0.06%	-21.6%
GATX	Sell	GATX CORP	$9,080,000	+0.4%	122,315	-7.4%	0.06%	+1.8%
AAOI	Sell	APPLIED OPTOELECTRONICS INC	$8,932,000	+74.0%	198,916	-2.9%	0.06%	+78.1%
KEX	Sell	KIRBY CORP	$8,999,000	-1.0%	107,633	-8.9%	0.06%	0.0%
WU	Sell	WESTERN UN CO	$8,898,000	+4.2%	437,635	-1.4%	0.06%	+5.6%
EBAY	Sell	EBAY INC	$8,964,000	-11.0%	247,206	-1.2%	0.06%	-9.5%
EWBC	Sell	EAST WEST BANCORP INC	$8,891,000	+1.9%	136,356	-2.2%	0.06%	+3.6%
TISI	Sell	TEAM INC	$8,987,000	-1.2%	389,033	-41.2%	0.06%	0.0%
PWR	Buy	QUANTA SVCS INC	$8,975,000	-0.5%	268,699	+2.3%	0.06%	0.0%
PKG	Sell	PACKAGING CORP AMER	$8,930,000	-3.3%	79,877	-2.5%	0.06%	-1.7%
QEP	Buy	QEP RES INC	$8,789,000	+88.4%	716,853	+50.4%	0.06%	+93.1%
CBS	Sell	CBS CORP NEWcl b	$8,834,000	-15.0%	157,124	-22.3%	0.06%	-13.8%
SNA	Sell	SNAP ON INC	$8,680,000	+7.1%	54,005	-1.7%	0.06%	+7.8%
DOFSQ	Sell	DIAMOND OFFSHORE DRILLING IN	$8,645,000	+35.2%	414,409	-5.0%	0.06%	+37.5%
GHC	Sell	GRAHAM HLDGS CO	$8,618,000	-9.7%	14,703	-7.3%	0.06%	-8.3%
KMT	New	KENNAMETAL INC	$8,680,000	–	241,773	+100.0%	0.06%	–
SKYW	Sell	SKYWEST INC	$8,637,000	-11.3%	166,398	-7.0%	0.06%	-9.8%
BWA	Sell	BORGWARNER INC	$8,670,000	-15.2%	200,877	-1.3%	0.06%	-14.1%
MAS	New	MASCO CORP	$8,440,000	–	225,546	+100.0%	0.05%	–
SYNT	Sell	SYNTEL INC	$8,513,000	+16.7%	265,279	-7.2%	0.05%	+17.4%
AMCX	Sell	AMC NETWORKS INCcl a	$8,524,000	+9.9%	137,030	-8.7%	0.05%	+10.2%
TKR	Buy	TIMKEN CO	$8,473,000	+282333.3%	194,545	+303876.6%	0.05%	–
IDCC	New	INTERDIGITAL INC	$8,473,000	–	104,733	+100.0%	0.05%	–
SM	Sell	SM ENERGY CO	$8,497,000	+36.7%	330,719	-4.1%	0.05%	+38.5%
IPG	Sell	INTERPUBLIC GROUP COS INC	$8,492,000	-15.3%	362,277	-16.8%	0.05%	-14.3%
FULT	Sell	FULTON FINL CORP PA	$8,506,000	-14.3%	515,464	-7.8%	0.05%	-14.3%
WRB	Sell	W R BERKLEY CORPORATION	$8,421,000	-1.6%	116,290	-1.2%	0.05%	0.0%
RGA	Sell	REINSURANCE GROUP AMER INC	$8,459,000	-15.1%	63,372	-2.1%	0.05%	-14.3%
DOV	New	DOVER CORP	$8,516,000	–	116,336	+100.0%	0.05%	–
Y	Sell	ALLEGHANY CORP DEL	$8,538,000	-10.6%	14,849	-4.5%	0.05%	-10.0%
IBOC	Sell	INTERNATIONAL BANCSHARES COR	$8,230,000	+2.4%	192,284	-6.9%	0.05%	+3.9%
DKS	Sell	DICKS SPORTING GOODS INC	$8,313,000	-84.2%	235,824	-84.3%	0.05%	-84.0%
GHL	Sell	GREENHILL & CO INC	$8,283,000	+12.5%	291,644	-26.7%	0.05%	+15.2%
MTX	Buy	MINERALS TECHNOLOGIES INC	$8,076,000	+28.0%	107,170	+13.7%	0.05%	+30.0%
WCC	Sell	WESCO INTL INC	$8,106,000	-28.7%	141,946	-22.5%	0.05%	-27.8%
PDCE	Buy	PDC ENERGY INC	$8,095,000	+26.7%	133,904	+2.8%	0.05%	+30.0%
HELE	Sell	HELEN OF TROY CORP LTD	$8,094,000	+4.6%	82,213	-7.6%	0.05%	+6.1%
M	Sell	MACYS INC	$8,226,000	+15.3%	219,751	-8.4%	0.05%	+15.6%
JWN	Sell	NORDSTROM INC	$8,200,000	-28.4%	158,360	-33.0%	0.05%	-27.8%
PNW	Sell	PINNACLE WEST CAP CORP	$8,105,000	-0.4%	100,604	-1.3%	0.05%	+2.0%
APAM	Buy	ARTISAN PARTNERS ASSET MGMTcl a	$7,949,000	+14.2%	263,640	+26.2%	0.05%	+15.9%
TPH	Sell	TRI POINTE GROUP INC	$7,936,000	-6.9%	485,042	-6.5%	0.05%	-5.6%
CAR	New	AVIS BUDGET GROUP	$7,962,000	–	244,968	+100.0%	0.05%	–
TDS	Sell	TELEPHONE & DATA SYS INC	$7,954,000	-9.7%	290,071	-7.6%	0.05%	-7.3%
ISBC	Sell	INVESTORS BANCORP INC NEW	$7,845,000	-38.8%	613,368	-34.7%	0.05%	-38.3%
VOYA	Sell	VOYA FINL INC	$7,812,000	-8.8%	166,209	-2.0%	0.05%	-7.4%
FMBI	Sell	FIRST MIDWEST BANCORP DEL	$7,760,000	-1.7%	304,658	-5.1%	0.05%	0.0%
SRCI	Buy	SRC ENERGY INC	$7,900,000	+75.1%	716,862	+49.9%	0.05%	+78.6%
WOR	Sell	WORTHINGTON INDS INC	$7,890,000	-9.8%	187,979	-7.7%	0.05%	-9.1%
CC	Sell	CHEMOURS CO	$7,822,000	-10.2%	176,308	-1.4%	0.05%	-9.1%
HWC	Sell	HANCOCK WHITNEY CORPORATION	$7,892,000	-17.6%	169,158	-8.7%	0.05%	-16.7%
KBH	Sell	KB HOME	$7,639,000	-10.8%	280,419	-6.9%	0.05%	-9.3%
LAZ	Buy	LAZARD LTD	$7,705,000	-6.3%	157,518	+0.7%	0.05%	-5.8%
SBUX	Buy	STARBUCKS CORP	$7,679,000	-1.3%	157,184	+16.9%	0.05%	0.0%
BG	Buy	BUNGE LIMITED	$7,444,000	+37120.0%	106,779	+40500.4%	0.05%	–
ONB	Sell	OLD NATL BANCORP IND	$7,596,000	+4.4%	408,382	-5.1%	0.05%	+4.3%
GWW	Sell	GRAINGER W W INC	$7,475,000	+8.2%	24,235	-1.0%	0.05%	+9.1%
KBR	Buy	KBR INC	$7,464,000	+66.2%	416,512	+50.1%	0.05%	+71.4%
BOFI	Sell	BOFI HLDG INC	$7,591,000	-7.1%	185,547	-7.9%	0.05%	-5.9%
CPS	Sell	COOPER STD HLDGS INC	$7,501,000	+1.2%	57,399	-4.9%	0.05%	+2.1%
TVPT	Sell	TRAVELPORT WORLDWIDE LTD	$7,314,000	+5.1%	394,489	-7.4%	0.05%	+6.8%
JNPR	Buy	JUNIPER NETWORKS INC	$7,290,000	+30275.0%	265,838	+27591.5%	0.05%	–
GNTX	Buy	GENTEX CORP	$7,409,000	+13.3%	321,814	+13.3%	0.05%	+14.6%
MUSA	Buy	MURPHY USA INC	$7,305,000	+49.7%	98,320	+46.7%	0.05%	+51.6%
GWB	Sell	GREAT WESTN BANCORP INC	$7,324,000	-2.4%	174,403	-6.4%	0.05%	0.0%
SAVE	New	SPIRIT AIRLS INC	$7,348,000	–	202,138	+100.0%	0.05%	–
TRTN	Sell	TRITON INTL LTDcl a	$7,161,000	-7.9%	233,550	-8.1%	0.05%	-6.1%
JLL	Sell	JONES LANG LASALLE INC	$7,230,000	-5.6%	43,553	-0.7%	0.05%	-4.2%
HOPE	Sell	HOPE BANCORP INC	$7,161,000	-3.2%	401,573	-1.3%	0.05%	-2.1%
LKQ	New	LKQ CORP	$7,176,000	–	224,943	+100.0%	0.05%	–
CLF	Sell	CLEVELAND CLIFFS INC	$7,249,000	+11.5%	859,902	-8.1%	0.05%	+12.2%
RE	Buy	EVEREST RE GROUP LTD	$7,188,000	-6.5%	31,185	+4.2%	0.05%	-4.2%
FCB	Sell	FCB FINL HLDGS INCcl a	$7,132,000	+6.1%	121,281	-7.8%	0.05%	+9.5%
CATY	Sell	CATHAY GEN BANCORP	$7,202,000	-6.4%	177,862	-7.5%	0.05%	-4.2%
LAD	Sell	LITHIA MTRS INCcl a	$7,252,000	-12.9%	76,680	-7.4%	0.05%	-11.5%
VIAB	New	VIACOM INC NEWcl b	$6,982,000	–	231,497	+100.0%	0.04%	–
CVG	Sell	CONVERGYS CORP	$7,109,000	+0.1%	290,837	-7.4%	0.04%	0.0%
TER	Sell	TERADYNE INC	$7,011,000	-18.8%	184,155	-2.5%	0.04%	-16.7%
JEF	New	JEFFERIES FINL GROUP INC	$7,099,000	–	312,150	+100.0%	0.04%	–
POWL	Sell	POWELL INDS INC	$7,027,000	-2.4%	201,738	-24.8%	0.04%	0.0%
FNB	Sell	FNB CORP PA	$7,083,000	-8.9%	527,768	-8.7%	0.04%	-8.2%
IWN	Buy	ISHARES TRrus 2000 val etf	$6,871,000	+773.1%	52,083	+706.7%	0.04%	+780.0%
AES	Sell	AES CORP	$6,868,000	+17.0%	512,104	-0.8%	0.04%	+18.9%
TMHC	Sell	TAYLOR MORRISON HOME CORPcl a	$6,911,000	-17.8%	332,560	-7.9%	0.04%	-17.0%
MTSC	Sell	MTS SYS CORP	$6,841,000	-1.0%	129,920	-2.9%	0.04%	0.0%
WTFC	Sell	WINTRUST FINL CORP	$6,963,000	-7.8%	79,980	-8.9%	0.04%	-8.3%
STL	Sell	STERLING BANCORP DEL	$6,780,000	-5.0%	288,469	-8.9%	0.04%	-4.4%
SNV	Buy	SYNOVUS FINL CORP	$6,760,000	+21.6%	127,940	+14.9%	0.04%	+22.9%
UHAL	Buy	AMERCO	$6,745,000	+3.4%	18,936	+0.2%	0.04%	+4.9%
INGR	Sell	INGREDION INC	$6,723,000	-16.1%	60,725	-2.3%	0.04%	-15.7%
R	Buy	RYDER SYS INC	$6,660,000	+1.2%	92,676	+2.5%	0.04%	+4.9%
OC	Sell	OWENS CORNING NEW	$6,689,000	-23.0%	105,539	-2.3%	0.04%	-21.8%
DDS	Sell	DILLARDS INCcl a	$6,814,000	+9.0%	72,098	-7.4%	0.04%	+10.3%
MSTR	New	MICROSTRATEGY INCcl a new	$6,757,000	–	52,885	+100.0%	0.04%	–
TOL	Buy	TOLL BROTHERS INC	$6,756,000	-6.7%	182,626	+9.1%	0.04%	-6.5%
EGN	Sell	ENERGEN CORP	$6,758,000	+14.4%	92,802	-1.2%	0.04%	+16.2%
BXS	Sell	BANCORPSOUTH BK TUPELO MISS	$6,512,000	-4.7%	197,619	-8.0%	0.04%	-2.3%
TRMK	Sell	TRUSTMARK CORP	$6,551,000	-2.8%	200,759	-7.2%	0.04%	0.0%
CFR	Sell	CULLEN FROST BANKERS INC	$6,532,000	+0.1%	60,342	-1.9%	0.04%	+2.4%
KORS	Sell	MICHAEL KORS HLDGS LTD	$6,583,000	-39.3%	98,843	-43.5%	0.04%	-38.2%
NBR	New	NABORS INDUSTRIES LTD	$6,563,000	–	1,023,797	+100.0%	0.04%	–
RNST	Sell	RENASANT CORP	$6,604,000	-1.4%	145,059	-7.8%	0.04%	0.0%
ARW	Sell	ARROW ELECTRS INC	$6,348,000	-3.2%	84,312	-1.0%	0.04%	0.0%
MLHR	Sell	MILLER HERMAN INC	$6,354,000	-1.7%	187,418	-7.4%	0.04%	0.0%
AIZ	Sell	ASSURANT INC	$6,484,000	-46.6%	62,651	-52.8%	0.04%	-46.8%
AMKR	Sell	AMKOR TECHNOLOGY INC	$6,453,000	-21.4%	751,146	-7.4%	0.04%	-21.2%
MGLN	Sell	MAGELLAN HEALTH INC	$6,427,000	-17.3%	66,982	-7.7%	0.04%	-16.3%
JBLU	Buy	JETBLUE AIRWAYS CORP	$6,497,000	+15.2%	342,268	+23.3%	0.04%	+13.9%
UNFI	Sell	UNITED NAT FOODS INC	$6,478,000	-5.2%	151,838	-4.5%	0.04%	-4.7%
CSL	Sell	CARLISLE COS INC	$6,333,000	+1.9%	58,464	-1.7%	0.04%	+2.6%
EAT	Buy	BRINKER INTL INC	$6,296,000	+90.2%	132,249	+44.2%	0.04%	+90.5%
CIT	Sell	CIT GROUP INC	$6,261,000	-3.9%	124,191	-1.8%	0.04%	-2.4%
RPM	Sell	RPM INTL INC	$6,299,000	+20.5%	108,007	-1.5%	0.04%	+21.2%
RDC	Buy	ROWAN COMPANIES PLC	$6,207,000	+41.8%	382,668	+0.9%	0.04%	+42.9%
BLDR	New	BUILDERS FIRSTSOURCE INC	$6,323,000	–	345,654	+100.0%	0.04%	–
HUN	Sell	HUNTSMAN CORP	$6,054,000	-1.5%	207,298	-1.3%	0.04%	0.0%
SFS	Buy	SMART & FINAL STORES INC	$6,028,000	+24.2%	1,086,124	+24.2%	0.04%	+22.6%
FBC	Sell	FLAGSTAR BANCORP INC	$5,962,000	-8.6%	174,007	-5.6%	0.04%	-7.3%
HMST	Buy	HOMESTREET INC	$5,901,000	-1.7%	218,951	+4.4%	0.04%	0.0%
WSBC	Sell	WESBANCO INC	$5,925,000	-0.5%	131,538	-6.5%	0.04%	0.0%
ARGO	Buy	ARGO GROUP INTL HLDGS LTD	$5,953,000	+24.4%	102,357	+22.7%	0.04%	+26.7%
PNR	Sell	PENTAIR PLC	$5,732,000	-39.6%	136,203	-2.2%	0.04%	-38.3%
BANR	Sell	BANNER CORP	$5,798,000	-0.1%	96,409	-7.8%	0.04%	0.0%
MTOR	Sell	MERITOR INC	$5,852,000	-7.4%	284,463	-7.4%	0.04%	-7.5%
SEMG	New	SEMGROUP CORPcl a	$5,832,000	–	229,598	+100.0%	0.04%	–
IOSP	Sell	INNOSPEC INC	$5,875,000	+3.3%	76,737	-7.4%	0.04%	+2.8%
GPMT	Sell	GRANITE PT MTG TR INC	$5,840,000	+7.7%	318,250	-2.9%	0.04%	+8.8%
AAWW	Sell	ATLAS AIR WORLDWIDE HLDGS IN	$5,854,000	+11.0%	81,632	-6.5%	0.04%	+12.1%
BOKF	Sell	BOK FINL CORP	$5,803,000	-7.3%	61,727	-2.3%	0.04%	-5.1%
CRI	Sell	CARTER INC	$5,816,000	+2.4%	53,657	-1.6%	0.04%	+2.8%
HAYN	Sell	HAYNES INTERNATIONAL INC	$5,784,000	-3.8%	157,426	-2.9%	0.04%	-2.6%
MTH	Sell	MERITAGE HOMES CORP	$5,704,000	-9.4%	129,782	-6.7%	0.04%	-10.0%
NWSA	Sell	NEWS CORP NEWcl a	$5,655,000	-3.3%	364,798	-1.4%	0.04%	-2.7%
ARCH	Sell	ARCH COAL INCcl a	$5,638,000	-19.9%	71,875	-6.2%	0.04%	-18.2%
CBSH	Sell	COMMERCE BANCSHARES INC	$5,635,000	+4.9%	87,067	-2.9%	0.04%	+5.9%
TTMI	Sell	TTM TECHNOLOGIES INC	$5,643,000	+9.8%	320,041	-4.7%	0.04%	+12.5%
PFG	Sell	PRINCIPAL FINL GROUP INC	$5,572,000	-65.0%	105,216	-59.7%	0.04%	-64.0%
RBCAA	Sell	REPUBLIC BANCORP KYcl a	$5,669,000	+13.5%	125,127	-4.0%	0.04%	+16.1%
ORLY	Buy	O REILLY AUTOMOTIVE INC NEW	$5,702,000	+16.1%	20,841	+5.0%	0.04%	+16.1%
WBS	Sell	WEBSTER FINL CORP CONN	$5,562,000	+13.0%	87,308	-1.7%	0.04%	+12.9%
BHLB	Sell	BERKSHIRE HILLS BANCORP INC	$5,448,000	-0.7%	134,177	-7.2%	0.04%	0.0%
HMN	Sell	HORACE MANN EDUCATORS CORP N	$5,511,000	-1.6%	123,559	-5.7%	0.04%	0.0%
AIR	Sell	AAR CORP	$5,455,000	-2.5%	117,335	-7.5%	0.04%	0.0%
BLMN	New	BLOOMIN BRANDS INC	$5,526,000	–	274,918	+100.0%	0.04%	–
MSGS	Sell	MADISON SQUARE GARDEN CO NEWcl a	$5,485,000	+24.8%	17,681	-1.1%	0.04%	+25.0%
MDC	Sell	M D C HLDGS INC	$5,535,000	+3.9%	179,864	-5.7%	0.04%	+2.9%
DSW	Sell	DSW INCcl a	$5,542,000	+9.3%	214,629	-4.9%	0.04%	+9.4%
MDRIQ	New	MCDERMOTT INTL INC	$5,401,000	–	274,834	+100.0%	0.03%	–
NWBI	Buy	NORTHWEST BANCSHARES INC MD	$5,395,000	+12.7%	310,232	+7.3%	0.03%	+13.3%
ANF	Sell	ABERCROMBIE & FITCH COcl a	$5,318,000	-6.4%	217,236	-7.4%	0.03%	-5.6%
OGE	New	OGE ENERGY CORP	$5,318,000	–	151,017	+100.0%	0.03%	–
ESGR	Sell	ENSTAR GROUP LIMITED	$5,367,000	-10.2%	25,887	-8.9%	0.03%	-10.5%
IRDM	Sell	IRIDIUM COMMUNICATIONS INC	$5,371,000	+41.3%	333,577	-1.3%	0.03%	+41.7%
WD	Sell	WALKER & DUNLOP INC	$5,205,000	-11.8%	93,520	-5.9%	0.03%	-10.8%
AXL	Buy	AMERICAN AXLE & MFG HLDGS IN	$5,239,000	+40.5%	336,676	+37.5%	0.03%	+43.5%
W	Sell	WAYFAIR INCcl a	$5,216,000	-32.4%	43,915	-61.6%	0.03%	-32.7%
CACC	Buy	CREDIT ACCEP CORP MICH	$5,166,000	+26.8%	14,617	+18.6%	0.03%	+26.9%
TITN	Buy	TITAN MACHY INC	$5,185,000	+21.4%	333,408	+83.9%	0.03%	+22.2%
NNI	Sell	NELNET INCcl a	$5,151,000	+2.9%	88,170	-7.7%	0.03%	+3.1%
FCNCA	Sell	FIRST CTZNS BANCSHARES INC Ncl a	$5,175,000	-11.1%	12,831	-8.9%	0.03%	-10.8%
NYCB	Sell	NEW YORK CMNTY BANCORP INC	$5,104,000	-16.8%	462,303	-1.8%	0.03%	-15.4%
AR	New	ANTERO RES CORP	$5,119,000	–	239,737	+100.0%	0.03%	–
NAVG	Buy	NAVIGATORS GROUP INC	$5,016,000	+17.9%	87,999	+19.3%	0.03%	+18.5%
AYR	Sell	AIRCASTLE LTD	$5,085,000	-4.4%	248,044	-7.4%	0.03%	-5.9%
OSK	Sell	OSHKOSH CORP	$4,984,000	-10.4%	70,873	-1.5%	0.03%	-8.6%
ANH	Buy	ANWORTH MORTGAGE ASSET CP	$4,880,000	+52.7%	981,697	+47.5%	0.03%	+55.0%
BFB	Sell	BROWN FORMAN CORPcl b	$4,900,000	-10.9%	99,961	-1.1%	0.03%	-11.4%
RES	Buy	RPC INC	$4,817,000	+140.0%	330,547	+197.0%	0.03%	+138.5%
INVA	Sell	INNOVIVA INC	$4,677,000	-23.3%	338,879	-7.4%	0.03%	-21.1%
CAL	Sell	CALERES INC	$4,728,000	-4.8%	137,456	-6.9%	0.03%	-3.2%
CBM	Sell	CAMBREX CORP	$4,625,000	-8.0%	88,428	-8.0%	0.03%	-6.2%
ACCO	Sell	ACCO BRANDS CORP	$4,744,000	+4.7%	342,488	-5.2%	0.03%	+3.4%
CFFN	Sell	CAPITOL FED FINL INC	$4,664,000	-1.8%	354,348	-7.8%	0.03%	0.0%
MSGN	Sell	MSG NETWORK INCcl a	$4,691,000	-1.9%	195,831	-7.4%	0.03%	0.0%
SON	Sell	SONOCO PRODS CO	$4,656,000	+6.6%	88,675	-1.5%	0.03%	+7.1%
NFX	New	NEWFIELD EXPL CO	$4,569,000	–	151,030	+100.0%	0.03%	–
PZZA	Buy	PAPA JOHNS INTL INC	$4,495,000	+103.9%	88,618	+130.3%	0.03%	+107.1%
HUBB	Sell	HUBBELL INC	$4,484,000	-13.5%	42,397	-0.4%	0.03%	-12.1%
WAL	Sell	WESTERN ALLIANCE BANCORP	$4,579,000	-3.4%	80,879	-0.8%	0.03%	-3.3%
MEI	Sell	METHODE ELECTRS INC	$4,525,000	+0.0%	112,274	-2.9%	0.03%	0.0%
NR	Sell	NEWPARK RES INC	$4,486,000	+30.9%	413,368	-2.3%	0.03%	+31.8%
TWI	Sell	TITAN INTL INC ILL	$4,559,000	-17.3%	424,819	-2.9%	0.03%	-17.1%
FL	Sell	FOOT LOCKER INC	$4,551,000	-3.8%	86,437	-16.8%	0.03%	-3.3%
ROKU	New	ROKU INC	$4,620,000	–	108,395	+100.0%	0.03%	–
LEG	New	LEGGETT & PLATT INC	$4,414,000	–	98,859	+100.0%	0.03%	–
KRA	Buy	KRATON CORPORATION	$4,442,000	+48.4%	96,255	+53.4%	0.03%	+47.4%
SCHL	New	SCHOLASTIC CORP	$4,375,000	–	98,714	+100.0%	0.03%	–
WDR	Sell	WADDELL & REED FINL INCcl a	$4,424,000	-17.8%	246,138	-7.5%	0.03%	-17.6%
CPE	Buy	CALLON PETE CO DEL	$4,407,000	-16.7%	410,331	+2.8%	0.03%	-15.2%
HCC	New	WARRIOR MET COAL INC	$4,310,000	–	156,321	+100.0%	0.03%	–
AVX	Sell	AVX CORP NEW	$4,376,000	-12.0%	279,239	-7.0%	0.03%	-9.7%
RUN	Buy	SUNRUN INC	$4,410,000	+694.6%	335,300	+439.9%	0.03%	+833.3%
PRTY	New	PARTY CITY HOLDCO INC	$4,357,000	–	285,679	+100.0%	0.03%	–
ABG	Sell	ASBURY AUTOMOTIVE GROUP INC	$4,357,000	-6.3%	63,559	-7.7%	0.03%	-3.4%
FSLR	Buy	FIRST SOLAR INC	$4,176,000	+37863.6%	79,285	+53835.4%	0.03%	–
SWM	Sell	SCHWEITZER-MAUDUIT INTL INC	$4,301,000	+3.7%	98,358	-7.1%	0.03%	+3.8%
PFS	Sell	PROVIDENT FINL SVCS INC	$4,169,000	-1.0%	151,415	-7.9%	0.03%	0.0%
UNTCQ	Sell	UNIT CORP	$4,166,000	+26.3%	162,950	-2.3%	0.03%	+28.6%
GPI	Sell	GROUP 1 AUTOMOTIVE INC	$4,218,000	-10.3%	66,947	-7.0%	0.03%	-10.0%
WMK	New	WEIS MKTS INC	$4,246,000	–	79,601	+100.0%	0.03%	–
AXAS	Sell	ABRAXAS PETE CORP	$4,226,000	+26.9%	1,462,061	-2.5%	0.03%	+28.6%
DNOW	New	NOW INC	$4,269,000	–	320,204	+100.0%	0.03%	–
GMED	Sell	GLOBUS MED INCcl a	$4,273,000	-2.3%	84,673	-3.6%	0.03%	-3.6%
UGI	New	UGI CORP NEW	$4,065,000	–	78,049	+100.0%	0.03%	–
KEM	Sell	KEMET CORP	$3,996,000	+22.5%	165,461	-8.0%	0.03%	+23.8%
PATK	New	PATRICK INDS INC	$4,088,000	–	71,908	+100.0%	0.03%	–
LGIH	Buy	LGI HOMES INC	$4,065,000	-17.5%	70,407	+0.8%	0.03%	-16.1%
SSB	New	SOUTH ST CORP	$4,043,000	–	46,874	+100.0%	0.03%	–
TPRE	Sell	THIRD PT REINS LTD	$3,951,000	-17.4%	316,051	-7.8%	0.02%	-16.7%
EIG	Sell	EMPLOYERS HOLDINGS INC	$3,882,000	-8.3%	96,555	-7.8%	0.02%	-7.4%
BKE	Sell	BUCKLE INC	$3,959,000	+15.2%	147,151	-5.2%	0.02%	+13.6%
GEOS	Sell	GEOSPACE TECHNOLOGIES CORP	$3,942,000	+39.0%	280,327	-2.4%	0.02%	+38.9%
UVE	Sell	UNIVERSAL INS HLDGS INC	$3,810,000	+2.8%	108,521	-6.6%	0.02%	+4.3%
ARCB	Sell	ARCBEST CORP	$3,686,000	+32.1%	80,637	-7.4%	0.02%	+33.3%
CRZO	New	CARRIZO OIL & GAS INC	$3,697,000	–	132,730	+100.0%	0.02%	–
GNRC	Buy	GENERAC HLDGS INC	$3,716,000	+55.9%	71,819	+38.3%	0.02%	+60.0%
ATKR	Sell	ATKORE INTL GROUP INC	$3,824,000	-3.8%	184,085	-8.1%	0.02%	-4.0%
FRME	Sell	FIRST MERCHANTS CORP	$3,725,000	+2.7%	80,263	-7.7%	0.02%	+4.3%
HLX	Sell	HELIX ENERGY SOLUTIONS GRP I	$3,721,000	+37.9%	446,590	-4.2%	0.02%	+41.2%
UBSH	Buy	UNION BANKSHARES CORP NEW	$3,797,000	+8.3%	97,653	+2.2%	0.02%	+9.1%
FCF	Sell	FIRST COMWLTH FINL CORP PA	$3,801,000	+1.3%	245,019	-7.8%	0.02%	0.0%
TLRDQ	Sell	TAILORED BRANDS INC	$3,763,000	+1.6%	147,429	-0.3%	0.02%	+4.3%
WNC	Sell	WABASH NATL CORP	$3,601,000	-16.8%	192,969	-7.2%	0.02%	-14.8%
TBI	Sell	TRUEBLUE INC	$3,563,000	-3.6%	132,193	-7.3%	0.02%	0.0%
GCI	Sell	GANNETT CO INC	$3,579,000	+0.9%	334,481	-5.8%	0.02%	+4.5%
EFSC	Sell	ENTERPRISE FINL SVCS CORP	$3,442,000	+6.1%	63,793	-7.8%	0.02%	+10.0%
BNCL	Sell	BENEFICIAL BANCORP INC	$3,465,000	-3.9%	213,867	-7.7%	0.02%	-4.3%
H	Buy	HYATT HOTELS CORP	$3,446,000	+17.7%	44,655	+16.3%	0.02%	+22.2%
ISCA	Sell	INTERNATIONAL SPEEDWAY CORPcl a	$3,433,000	-5.9%	76,781	-7.2%	0.02%	-4.3%
PIPR	Sell	PIPER JAFFRAY COS	$3,520,000	-10.1%	45,801	-2.8%	0.02%	-12.0%
STBA	Sell	S & T BANCORP INC	$3,382,000	0.0%	78,207	-7.6%	0.02%	+4.8%
SFNC	Buy	SIMMONS 1ST NATL CORPcl a $1 par	$3,521,000	+21.6%	117,756	+15.8%	0.02%	+22.2%
SCS	Buy	STEELCASE INCcl a	$3,420,000	+3.0%	253,269	+3.8%	0.02%	+4.8%
VMW	Buy	VMWARE INC	$3,509,000	+50028.6%	23,870	+41777.2%	0.02%	–
RNR	Sell	RENAISSANCERE HOLDINGS LTD	$3,464,000	-79.1%	28,784	-75.9%	0.02%	-78.8%
SCSC	Sell	SCANSOURCE INC	$3,365,000	+4.8%	83,495	-7.6%	0.02%	+5.0%
HONE	Sell	HARBORONE BANCORP INC	$3,360,000	+4.8%	177,366	-2.3%	0.02%	+5.0%
AYI	New	ACUITY BRANDS INC	$3,360,000	–	28,998	+100.0%	0.02%	–
CDR	Sell	CEDAR REALTY TRUST INC	$3,262,000	+16.5%	691,016	-2.8%	0.02%	+16.7%
UBSI	New	UNITED BANKSHARES INC WEST V	$3,359,000	–	92,273	+100.0%	0.02%	–
FFG	Sell	FBL FINL GROUP INCcl a	$3,132,000	+4.9%	39,769	-7.6%	0.02%	+5.3%
UFCS	Sell	UNITED FIRE GROUP INC	$3,195,000	+5.4%	58,602	-7.4%	0.02%	+5.3%
KNL	Buy	KNOLL INC	$3,099,000	+56.8%	148,918	+52.1%	0.02%	+66.7%
OPB	Sell	OPUS BK IRVINE CALIF	$2,914,000	-4.9%	101,522	-7.2%	0.02%	0.0%
SCHN	Sell	SCHNITZER STL INDScl a	$2,900,000	-3.5%	86,026	-7.4%	0.02%	0.0%
INTL	Buy	INTL FCSTONE INC	$2,955,000	+57.9%	57,128	+30.3%	0.02%	+58.3%
CHS	New	CHICOS FAS INC	$3,055,000	–	375,280	+100.0%	0.02%	–
HTLF	Sell	HEARTLAND FINL USA INC	$3,012,000	-4.4%	54,901	-7.5%	0.02%	-5.0%
ANDE	Buy	ANDERSONS INC	$2,961,000	+13.1%	86,574	+9.5%	0.02%	+18.8%
SFIX	Sell	STITCH FIX INC	$3,026,000	+30.6%	110,274	-3.5%	0.02%	+26.7%
CCS	Sell	CENTURY CMNTYS INC	$2,959,000	+4.0%	93,759	-1.3%	0.02%	+5.6%
MOD	Buy	MODINE MFG CO	$2,781,000	-10.8%	152,375	+3.3%	0.02%	-10.0%
CWH	New	CAMPING WORLD HLDGS INCcl a	$2,829,000	–	113,230	+100.0%	0.02%	–
PZN	Buy	PZENA INVESTMENT MGMT INCclass a	$2,873,000	-9.3%	311,890	+9.6%	0.02%	-10.0%
BRKL	Sell	BROOKLINE BANCORP INC DEL	$2,789,000	+5.8%	149,915	-7.8%	0.02%	+5.9%
CASH	Buy	META FINL GROUP INC	$2,854,000	-9.5%	29,299	+1.5%	0.02%	-10.0%
IRBT	Sell	IROBOT CORP	$2,767,000	+13.9%	36,510	-3.5%	0.02%	+20.0%
KRNY	Sell	KEARNY FINL CORP MD	$2,788,000	+1.3%	207,229	-2.1%	0.02%	+5.9%
ECPG	Sell	ENCORE CAP GROUP INC	$2,794,000	-22.6%	76,331	-4.4%	0.02%	-21.7%
BANC	Sell	BANC OF CALIFORNIA INC	$2,711,000	-6.6%	138,657	-7.8%	0.02%	-5.6%
UBNK	Sell	UNITED FINL BANCORP INC NEW	$2,649,000	-0.3%	151,179	-7.8%	0.02%	0.0%
AMBC	New	AMBAC FINL GROUP INC	$2,586,000	–	130,268	+100.0%	0.02%	–
HRTG	Sell	HERITAGE INS HLDGS INC	$2,732,000	+8.0%	163,877	-1.8%	0.02%	+6.2%
APA	New	APACHE CORP	$2,644,000	–	56,535	+100.0%	0.02%	–
CNP	New	CENTERPOINT ENERGY INC	$2,598,000	–	93,738	+100.0%	0.02%	–
WGO	New	WINNEBAGO INDS INC	$2,616,000	–	64,418	+100.0%	0.02%	–
CMO	New	CAPSTEAD MTG CORP	$2,685,000	–	299,996	+100.0%	0.02%	–
PARR	Sell	PAR PACIFIC HOLDINGS INC	$2,499,000	-6.3%	143,766	-7.4%	0.02%	-5.9%
CKH	Sell	SEACOR HOLDINGS INC	$2,573,000	+3.3%	44,922	-7.8%	0.02%	0.0%
KOP	Sell	KOPPERS HOLDINGS INC	$2,539,000	-13.6%	66,195	-7.4%	0.02%	-15.8%
KELYA	Sell	KELLY SVCS INCcl a	$2,510,000	-28.4%	111,793	-7.4%	0.02%	-27.3%
NGS	Buy	NATURAL GAS SERVICES GROUP	$2,454,000	-0.3%	103,981	+0.8%	0.02%	0.0%
WYND	Sell	WYNDHAM DESTINATIONS INC	$2,475,000	-85.7%	55,889	-62.9%	0.02%	-85.3%
CBRE	Buy	CBRE GROUP INCcl a	$2,514,000	+6883.3%	52,656	+6939.6%	0.02%	–
LBC	Sell	LUTHER BURBANK CORP	$2,451,000	-7.0%	213,028	-2.9%	0.02%	-5.9%
GLT	Sell	GLATFELTER	$2,527,000	-10.5%	128,945	-6.3%	0.02%	-11.1%
RYAM	New	RAYONIER ADVANCED MATLS INC	$2,576,000	–	150,707	+100.0%	0.02%	–
NFBK	Sell	NORTHFIELD BANCORP INC DEL	$2,483,000	-1.9%	149,382	-7.8%	0.02%	0.0%
WLH	Sell	LYON WILLIAM HOMEScl a new	$2,386,000	-22.0%	102,806	-7.6%	0.02%	-21.1%
NBHC	Sell	NATIONAL BK HLDGS CORPcl a	$2,381,000	+7.2%	61,693	-7.7%	0.02%	+7.1%
MHO	Sell	M/I HOMES INC	$2,331,000	-23.0%	88,026	-7.4%	0.02%	-21.1%
ROK	Sell	ROCKWELL AUTOMATION INC	$2,311,000	-5.6%	13,897	-1.1%	0.02%	0.0%
AMSF	Sell	AMERISAFE INC	$2,423,000	-3.2%	41,945	-7.4%	0.02%	-6.2%
TSCO	Sell	TRACTOR SUPPLY CO	$2,384,000	-74.7%	31,166	-79.1%	0.02%	-74.6%
OXY	Sell	OCCIDENTAL PETE CORP DEL	$2,124,000	+26.7%	25,375	-1.7%	0.01%	+27.3%
NCR	Sell	NCR CORP NEW	$2,184,000	-50.6%	72,836	-48.0%	0.01%	-50.0%
HRS	Sell	HARRIS CORP DEL	$2,253,000	-11.8%	15,585	-1.6%	0.01%	-12.5%
SAH	Sell	SONIC AUTOMOTIVE INCcl a	$1,969,000	+0.4%	95,537	-7.7%	0.01%	+8.3%
WHR	Sell	WHIRLPOOL CORP	$1,984,000	-5.3%	13,561	-0.9%	0.01%	0.0%
NCI	Buy	NAVIGANT CONSULTING INC	$2,029,000	+18.2%	91,608	+2.7%	0.01%	+18.2%
HBNC	Buy	HORIZON BANCORP INC	$1,866,000	-4.3%	90,165	+38.8%	0.01%	0.0%
EBSB	Sell	MERIDIAN BANCORP INC MD	$1,869,000	-12.3%	97,549	-7.7%	0.01%	-7.7%
UNM	Sell	UNUM GROUP	$1,869,000	-81.7%	50,506	-76.5%	0.01%	-81.2%
AMG	New	AFFILIATED MANAGERS GROUP	$1,822,000	–	12,255	+100.0%	0.01%	–
CUBI	Buy	CUSTOMERS BANCORP INC	$1,857,000	+1.9%	65,415	+4.6%	0.01%	+9.1%
BPFH	Sell	BOSTON PRIVATE FINL HLDGS IN	$1,896,000	-2.5%	119,244	-7.7%	0.01%	0.0%
FBHS	New	FORTUNE BRANDS HOME & SEC IN	$1,708,000	–	31,795	+100.0%	0.01%	–
MRC	Sell	MRC GLOBAL INC	$1,789,000	-43.9%	82,513	-57.4%	0.01%	-45.0%
STFC	Sell	STATE AUTO FINL CORP	$1,681,000	-3.1%	56,178	-7.4%	0.01%	0.0%
NYLDA	Sell	NRG YIELD INCcl a new	$1,766,000	-4.1%	103,574	-7.6%	0.01%	-8.3%
GCO	Buy	GENESCO INC	$1,689,000	+664.3%	42,536	+683.9%	0.01%	+1000.0%
QUAD	Buy	QUAD / GRAPHICS INC	$1,669,000	-14.5%	80,102	+4.1%	0.01%	-8.3%
BAH	Sell	BOOZ ALLEN HAMILTON HLDG CORcl a	$1,499,000	-72.5%	34,270	-75.7%	0.01%	-70.6%
HAFC	Sell	HANMI FINL CORP	$1,538,000	-14.7%	54,235	-7.6%	0.01%	-9.1%
DXLG		DESTINATION XL GROUP INC	$1,531,000	+28.5%	680,400	0.0%	0.01%	+25.0%
ORIT	Sell	ORITANI FINL CORP DEL	$1,614,000	-2.6%	99,590	-7.7%	0.01%	0.0%
DCOM	Sell	DIME CMNTY BANCSHARES	$1,555,000	-1.8%	79,709	-7.3%	0.01%	0.0%
UBNT	Buy	UBIQUITI NETWORKS INC	$1,587,000	+195.5%	18,730	+140.3%	0.01%	+233.3%
GPRK	Sell	GEOPARK LTD	$1,556,000	+35.9%	75,400	-18.3%	0.01%	+42.9%
CNOB	Sell	CONNECTONE BANCORP INC NEW	$1,589,000	-19.9%	63,785	-7.4%	0.01%	-23.1%
HZN	Sell	HORIZON GLOBAL CORP	$1,305,000	-63.6%	218,909	-49.6%	0.01%	-65.2%
CNXN	Sell	PC CONNECTION INC	$1,316,000	+25.2%	39,618	-5.7%	0.01%	+14.3%
XCRA		XCERRA CORP	$1,291,000	+19.9%	92,400	0.0%	0.01%	+14.3%
FFIC	Sell	FLUSHING FINL CORP	$1,288,000	-10.2%	49,327	-7.3%	0.01%	-11.1%
PRI	Sell	PRIMERICA INC	$1,256,000	+1.0%	12,609	-2.0%	0.01%	0.0%
MAN	Sell	MANPOWERGROUP INC	$1,217,000	-83.5%	14,130	-77.9%	0.01%	-82.6%
EXPD	Sell	EXPEDITORS INTL WASH INC	$1,021,000	+13.2%	13,960	-2.0%	0.01%	+16.7%
WNEB	Buy	WESTERN NEW ENG BANCORP INC	$1,020,000	+3.9%	92,656	+0.5%	0.01%	+16.7%
SPWH	Buy	SPORTSMANS WHSE HLDGS INC	$1,133,000	+46.8%	221,238	+17.1%	0.01%	+40.0%
BSIG	Sell	BRIGHTSPHERE INVESTMNT GRP P	$1,046,000	-91.2%	73,363	-90.3%	0.01%	-90.7%
HRTX	Sell	HERON THERAPEUTICS INC	$1,056,000	-20.8%	27,180	-43.7%	0.01%	-12.5%
AGCO	Sell	AGCO CORP	$1,160,000	-76.7%	19,104	-75.2%	0.01%	-77.4%
FBP	Sell	FIRST BANCORP P R	$975,000	-15.4%	127,400	-33.4%	0.01%	-14.3%
FRD	Sell	FRIEDMAN INDS INC	$968,000	-4.6%	119,453	-30.9%	0.01%	0.0%
USAP		UNIVERSAL STAINLESS & ALLOY	$957,000	-13.9%	40,427	0.0%	0.01%	-14.3%
ZEUS	Buy	OLYMPIC STEEL INC	$995,000	+1.5%	48,713	+2.0%	0.01%	0.0%
NWPX		NORTHWEST PIPE CO	$882,000	+11.9%	45,506	0.0%	0.01%	+20.0%
AMAG	Sell	AMAG PHARMACEUTICALS INC	$872,000	-5.5%	44,671	-2.4%	0.01%	0.0%
VNDA	Sell	VANDA PHARMACEUTICALS INC	$901,000	+10.4%	47,282	-2.3%	0.01%	+20.0%
ABEO	Sell	ABEONA THERAPEUTICS INC	$918,000	+8.5%	57,375	-2.6%	0.01%	+20.0%
RAIL		FREIGHTCAR AMER INC	$835,000	+25.4%	49,700	0.0%	0.01%	+25.0%
SAIC	New	SCIENCE APPLICATNS INTL CP N	$720,000	–	8,895	+100.0%	0.01%	–
BHBK	Buy	BLUE HILLS BANCORP INC	$722,000	+8.4%	32,482	+1.8%	0.01%	+25.0%
BGCP	Buy	BGC PARTNERS INCcl a	$789,000	+47.8%	69,617	+75.4%	0.01%	+66.7%
GBL	Sell	GAMCO INVESTORS INC	$748,000	-0.5%	27,928	-7.8%	0.01%	0.0%
ULH		UNIVERSAL LOGISTICS HLDGS IN	$776,000	+24.0%	29,560	0.0%	0.01%	+25.0%
CHFN		CHARTER FINL CORP MD	$753,000	+18.4%	31,151	0.0%	0.01%	+25.0%
FNWB		FIRST NORTHWEST BANCORP	$767,000	-5.4%	47,977	0.0%	0.01%	0.0%
AMRN	Buy	AMARIN CORP PLCspons adr new	$623,000	+76.5%	201,499	+72.2%	0.00%	+100.0%
MRBK		MERIDIAN BK PAOLI PA	$637,000	+3.2%	35,000	0.0%	0.00%	0.0%
INBK	Buy	FIRST INTERNET BANCORP	$574,000	-6.2%	16,824	+1.9%	0.00%	0.0%
PKBK	Buy	PARKE BANCORP INC	$595,000	+25.0%	25,141	+10.0%	0.00%	+33.3%
KERX	Sell	KERYX BIOPHARMACEUTICALS INC	$617,000	-10.4%	163,984	-2.5%	0.00%	0.0%
SRI		STONERIDGE INC	$576,000	+27.4%	16,364	0.0%	0.00%	+33.3%
TPB		TURNING PT BRANDS INC	$575,000	+64.3%	18,000	0.0%	0.00%	+100.0%
TSC		TRISTATE CAP HLDGS INC	$538,000	+12.1%	20,610	0.0%	0.00%	0.0%
GTS		TRIPLE-S MGMT CORPcl b	$444,000	+49.0%	11,363	0.0%	0.00%	+50.0%
FCFS	Buy	FIRSTCASH INC	$489,000	+29.0%	5,434	+16.8%	0.00%	+50.0%
SMBK		SMARTFINANCIAL INC	$415,000	+9.2%	16,100	0.0%	0.00%	+50.0%
TBNK	Buy	TERRITORIAL BANCORP INC	$442,000	+4.5%	14,247	+0.1%	0.00%	0.0%
NEOS	Sell	NEOS THERAPEUTICS INC	$530,000	-26.4%	84,664	-2.3%	0.00%	-40.0%
REGI		RENEWABLE ENERGY GROUP INC	$403,000	+39.4%	22,522	0.0%	0.00%	+50.0%
CFFI		C & F FINL CORP	$538,000	+18.8%	8,600	0.0%	0.00%	0.0%
BRSS		GLOBAL BRASS & COPPR HLDGS I	$401,000	-6.3%	12,791	0.0%	0.00%	0.0%
LCI	Sell	LANNET INC	$546,000	-17.3%	40,086	-2.5%	0.00%	-25.0%
PCSB		PCSB FINL CORP	$507,000	-5.2%	25,500	0.0%	0.00%	0.0%
NAVI	Buy	NAVIENT CORPORATION	$283,000	+102.1%	21,654	+104.2%	0.00%	+100.0%
EXPR	Buy	EXPRESS INC	$275,000	+78.6%	30,033	+39.7%	0.00%	+100.0%
PGC	Buy	PEAPACK-GLADSTONE FINL CORP	$262,000	+78.2%	7,547	+71.6%	0.00%	+100.0%
FBNC		FIRST BANCORP N C	$295,000	+14.8%	7,192	0.0%	0.00%	0.0%
PEBO	Buy	PEOPLES BANCORP INC	$293,000	+19.6%	7,735	+12.3%	0.00%	0.0%
MCFT		MCBC HLDGS INC	$262,000	+14.9%	9,040	0.0%	0.00%	+100.0%
IPI		INTREPID POTASH INC	$312,000	+12.6%	76,004	0.0%	0.00%	0.0%
ACLS	Buy	AXCELIS TECHNOLOGIES INC	$254,000	+13.4%	12,808	+41.1%	0.00%	+100.0%
CRMT		AMERICAS CAR MART INC	$267,000	+22.5%	4,303	0.0%	0.00%	+100.0%
HFWA		HERITAGE FINL CORP WASH	$369,000	+13.9%	10,579	0.0%	0.00%	0.0%
MSBI	Buy	MIDLAND STS BANCORP INC ILL	$322,000	+155.6%	9,381	+135.6%	0.00%	+100.0%
TMST	Buy	TIMKENSTEEL CORP	$290,000	+49.5%	17,731	+39.3%	0.00%	+100.0%
TOWR		TOWER INTL INC	$382,000	+14.7%	11,994	0.0%	0.00%	0.0%
QCRH		QCR HOLDINGS INC	$248,000	+5.5%	5,226	0.0%	0.00%	+100.0%
TISUQ		ORCHIDS PAPER PRODS CO DEL	$276,000	-51.2%	69,300	0.0%	0.00%	-50.0%
FDEF	Buy	FIRST DEFIANCE FINL CORP	$275,000	+24.4%	4,092	+6.5%	0.00%	+100.0%
AVHI		AV HOMES INC	$280,000	+15.2%	13,054	0.0%	0.00%	0.0%
GPRE	New	GREEN PLAINS INC	$303,000	–	16,540	+100.0%	0.00%	–
CAC	Buy	CAMDEN NATL CORP	$285,000	+9.6%	6,234	+6.9%	0.00%	0.0%
GSBC		GREAT SOUTHN BANCORP INC	$308,000	+14.5%	5,373	0.0%	0.00%	0.0%
ANCX	Buy	ACCESS NATL CORP	$236,000	+39.6%	8,229	+39.0%	0.00%	+100.0%
OFG	Buy	OFG BANCORP	$247,000	+97.6%	17,548	+47.0%	0.00%	+100.0%
LION		FIDELITY SOUTHERN CORP NEW	$246,000	+9.8%	9,671	0.0%	0.00%	+100.0%
UFI		UNIFI INC	$308,000	-12.5%	9,699	0.0%	0.00%	0.0%
WTI		W & T OFFSHORE INC	$283,000	+60.8%	39,566	0.0%	0.00%	+100.0%
EMCI		EMC INS GROUP INC	$241,000	+2.6%	8,656	0.0%	0.00%	+100.0%
UIHC		UNITED INS HLDGS CORP	$317,000	+2.3%	16,188	0.0%	0.00%	0.0%
VBTX	Buy	VERITEX HLDGS INC	$300,000	+56.2%	9,655	+39.8%	0.00%	+100.0%
ARII	Buy	AMERICAN RAILCAR INDS INC	$300,000	+35.1%	7,579	+28.0%	0.00%	+100.0%
GNK		GENCO SHIPPING & TRADING LTD	$257,000	+8.9%	16,544	0.0%	0.00%	+100.0%
TCBK		TRICO BANCSHARES	$305,000	+0.7%	8,132	0.0%	0.00%	0.0%
UVSP		UNIVEST CORP PA	$249,000	-0.8%	9,026	0.0%	0.00%	0.0%
TRST	New	TRUSTCO BK CORP N Y	$297,000	–	33,290	+100.0%	0.00%	–
TPIC	Buy	TPI COMPOSITES INC	$343,000	+42.9%	11,721	+10.0%	0.00%	0.0%
TRNC		TRONC INC	$338,000	+5.3%	19,533	0.0%	0.00%	0.0%
EZPW	Buy	EZCORP INCcl a non vtg	$248,000	-3.9%	20,521	+5.3%	0.00%	0.0%
BZH		BEAZER HOMES USA INC	$288,000	-7.7%	19,517	0.0%	0.00%	0.0%
ASPS	New	ALTISOURCE PORTFOLIO SOLNS S	$201,000	–	6,880	+100.0%	0.00%	–
MBWM		MERCANTILE BANK CORP	$168,000	+11.3%	4,537	0.0%	0.00%	0.0%
MBTF	Buy	MBT FINL CORP	$98,000	+81.5%	9,178	+85.9%	0.00%	–
MTRX	Buy	MATRIX SVC CO	$197,000	+72.8%	10,685	+29.0%	0.00%	0.0%
HZO		MARINEMAX INC	$139,000	-2.1%	7,299	0.0%	0.00%	0.0%
NL		NL INDS INC	$206,000	+10.8%	23,592	0.0%	0.00%	0.0%
MN		MANNING & NAPIER INCcl a	$197,000	-11.3%	63,300	0.0%	0.00%	0.0%
NC		NACCO INDS INCcl a	$105,000	+2.9%	3,107	0.0%	0.00%	0.0%
NWHM		NEW HOME CO INC	$121,000	-10.4%	12,126	0.0%	0.00%	0.0%
NRIM		NORTHRIM BANCORP INC	$95,000	+14.5%	2,391	0.0%	0.00%	0.0%
NOC		NORTHROP GRUMMAN CORP	$124,000	-11.4%	401	0.0%	0.00%	0.0%
LBAI		LAKELAND BANCORP INC	$223,000	0.0%	11,195	0.0%	0.00%	0.0%
OCFC		OCEANFIRST FINL CORP	$157,000	+12.1%	5,221	0.0%	0.00%	0.0%
KE		KIMBALL ELECTRONICS INC	$215,000	+13.2%	11,730	0.0%	0.00%	0.0%
OSBC	Buy	OLD SECOND BANCORP INC ILL	$171,000	+10.3%	11,835	+6.2%	0.00%	0.0%
OPY	Buy	OPPENHEIMER HLDGS INCcl a non vtg	$147,000	+18.5%	5,247	+9.4%	0.00%	0.0%
ORN	Buy	ORION GROUP HOLDINGS INC	$94,000	+168.6%	11,306	+116.3%	0.00%	–
IWS	Buy	ISHARES TRrus mdcp val etf	$198,000	+1550.0%	2,230	+1551.9%	0.00%	–
OSG	New	OVERSEAS SHIPHOLDING GROUP Icl a new	$125,000	–	32,130	+100.0%	0.00%	–
IMKTA	New	INGLES MKTS INCcl a	$179,000	–	5,600	+100.0%	0.00%	–
IBCP		INDEPENDENT BANK CORP MICH	$138,000	+11.3%	5,411	0.0%	0.00%	0.0%
PKOH		PARK OHIO HLDGS CORP	$224,000	-4.3%	6,003	0.0%	0.00%	0.0%
HURC		HURCO COMPANIES INC	$128,000	-2.3%	2,846	0.0%	0.00%	0.0%
PFSI	Buy	PENNYMAC FINL SVCS INCcl a	$197,000	0.0%	10,010	+15.5%	0.00%	0.0%
HOFT		HOOKER FURNITURE CORP	$171,000	+27.6%	3,646	0.0%	0.00%	0.0%
HTBI	Buy	HOMETRUST BANCSHARES INC	$213,000	+13.3%	7,558	+5.0%	0.00%	0.0%
HD		HOME DEPOT INC	$96,000	+9.1%	490	0.0%	0.00%	0.0%
HIBB	New	HIBBETT SPORTS INC	$151,000	–	6,580	+100.0%	0.00%	–
HNRG	New	HALLADOR ENERGY COMPANY	$80,000	–	11,088	+100.0%	0.00%	–
HCKT		HACKETT GROUP INC	$129,000	0.0%	7,992	0.0%	0.00%	0.0%
GRBK		GREEN BRICK PARTNERS INC	$206,000	-10.0%	21,007	0.0%	0.00%	0.0%
GLDD		GREAT LAKES DREDGE & DOCK CO	$155,000	+14.0%	29,455	0.0%	0.00%	0.0%
RTIX		RTI SURGICAL INC	$88,000	0.0%	18,936	0.0%	0.00%	0.0%
REPH		RECRO PHARMA INC	$209,000	-54.3%	41,500	0.0%	0.00%	-66.7%
RLH		RED LION HOTELS CORP	$160,000	+19.4%	13,729	0.0%	0.00%	0.0%
RM		REGIONAL MGMT CORP	$167,000	+9.9%	4,767	0.0%	0.00%	0.0%
GCAP	Sell	GAIN CAP HLDGS INC	$135,000	-94.7%	17,866	-95.3%	0.00%	-93.8%
RCKY		ROCKY BRANDS INC	$109,000	+39.7%	3,608	0.0%	0.00%	–
FSB	New	FRANKLIN FINL NETWORK INC	$216,000	–	5,740	+100.0%	0.00%	–
FONR		FONAR CORP	$97,000	-11.0%	3,638	0.0%	0.00%	0.0%
SHLOQ	New	SHILOH INDS INC	$82,000	–	9,340	+100.0%	0.00%	–
SCVL	Buy	SHOE CARNIVAL INC	$208,000	+66.4%	6,406	+22.6%	0.00%	0.0%
SHBI	Buy	SHORE BANCSHARES INC	$97,000	+6.6%	5,082	+6.3%	0.00%	0.0%
BSRR	Buy	SIERRA BANCORP	$171,000	+43.7%	6,044	+35.4%	0.00%	0.0%
FIBK		FIRST INTST BANCSYSTEM INC	$128,000	+6.7%	3,026	0.0%	0.00%	0.0%
THFF		FIRST FINL CORP IND	$210,000	+8.8%	4,629	0.0%	0.00%	0.0%
SND	New	SMART SAND INC	$88,000	–	16,540	+100.0%	0.00%	–
FBNK		FIRST CONN BANCORP INC MD	$182,000	+19.7%	5,917	0.0%	0.00%	0.0%
FCBC		FIRST CMNTY BANCSHARES INC N	$204,000	+6.8%	6,391	0.0%	0.00%	0.0%
BUSE		FIRST BUSEY CORP	$214,000	+6.5%	6,738	0.0%	0.00%	0.0%
FISI	Buy	FINANCIAL INSTNS INC	$210,000	+62.8%	6,370	+47.1%	0.00%	0.0%
FNHC	New	FEDNAT HLDG CO	$104,000	–	4,473	+100.0%	0.00%	–
SYNL		SYNALLOY CP DEL	$100,000	+37.0%	4,973	0.0%	0.00%	–
EQBK		EQUITY BANCSHARES INC	$189,000	+6.2%	4,543	0.0%	0.00%	0.0%
ETR	Sell	ENTERGY CORP NEW	$131,000	-99.0%	1,613	-99.0%	0.00%	-98.8%
TESS		TESSCO TECHNOLOGIES INC	$87,000	-25.0%	4,973	0.0%	0.00%	0.0%
EBF	Buy	ENNIS INC	$151,000	+4.9%	7,399	+1.4%	0.00%	0.0%
ESIO	New	ELECTRO SCIENTIFIC INDS	$217,000	–	13,750	+100.0%	0.00%	–
ERA	New	ERA GROUP INC	$97,000	–	7,440	+100.0%	0.00%	–
TRC		TEJON RANCH CO	$197,000	+5.3%	8,085	0.0%	0.00%	0.0%
DGII	Buy	DIGI INTL INC	$143,000	+78.8%	10,829	+40.7%	0.00%	0.0%
COWN		COWEN INCcl a new	$134,000	+4.7%	9,665	0.0%	0.00%	0.0%
ED	Buy	CONSOLIDATED EDISON INC	$179,000	+219.6%	2,288	+223.2%	0.00%	–
TSN	Buy	TYSON FOODS INCcl a	$189,000	+170.0%	2,741	+188.2%	0.00%	–
CVGI	New	COMMERCIAL VEH GROUP INC	$79,000	–	10,710	+100.0%	0.00%	–
CLDPQ		CLOUD PEAK ENERGY INC	$82,000	+20.6%	23,276	0.0%	0.00%	–
CLAR		CLARUS CORP NEW	$121,000	+22.2%	14,574	0.0%	0.00%	0.0%
UCFC		UNITED CMNTY FINL CORP OHIO	$177,000	+11.3%	16,050	0.0%	0.00%	0.0%
CIVB		CIVISTA BANCSHARES INC	$88,000	+6.0%	3,624	0.0%	0.00%	0.0%
CZNC		CITIZENS & NORTHN CORP	$93,000	+12.0%	3,581	0.0%	0.00%	0.0%
CNTY		CENTURY CASINOS INC	$105,000	+18.0%	11,930	0.0%	0.00%	0.0%
CVCY	Buy	CENTRAL VALLEY CMNTY BANCORP	$104,000	+8.3%	4,906	+0.2%	0.00%	0.0%
VEC	Buy	VECTRUS INC	$118,000	+51.3%	3,823	+84.4%	0.00%	–
VRA	Buy	VERA BRADLEY INC	$200,000	+86.9%	14,245	+41.5%	0.00%	0.0%
VRTV	New	VERITIV CORP	$219,000	–	5,486	+100.0%	0.00%	–
VLGEA	Buy	VILLAGE SUPER MKT INCcl a new	$117,000	+53.9%	3,969	+38.8%	0.00%	–
CRRTQ	Buy	CARBO CERAMICS INC	$87,000	+128.9%	9,426	+83.9%	0.00%	–
CCBG		CAPITAL CITY BK GROUP INC	$117,000	-4.9%	4,931	0.0%	0.00%	0.0%
WSBF		WATERSTONE FINL INC MD	$205,000	-1.4%	11,994	0.0%	0.00%	0.0%
CCNE		CNB FINL CORP PA	$131,000	+4.0%	4,331	0.0%	0.00%	0.0%
CNA	Buy	CNA FINL CORP	$94,000	+213.3%	2,047	+237.2%	0.00%	–
WTBA	Buy	WEST BANCORPORATION INCcap stk	$165,000	+4.4%	6,529	+6.4%	0.00%	0.0%
BMTC		BRYN MAWR BK CORP	$209,000	+5.6%	4,503	0.0%	0.00%	0.0%
BA	Buy	BOEING CO	$84,000	+3.7%	248	+0.8%	0.00%	0.0%
ZAGG	Buy	ZAGG INC	$169,000	+79.8%	9,742	+26.7%	0.00%	0.0%
BNED	New	BARNES & NOBLE ED INC	$92,000	–	16,170	+100.0%	0.00%	–
BFIN		BANKFINANCIAL CORP	$146,000	+3.5%	8,264	0.0%	0.00%	0.0%
BMRC		BANK OF MARIN BANCORP	$107,000	+17.6%	1,316	0.0%	0.00%	0.0%
CWCO		CONSOLIDATED WATER CO INCord	$112,000	-11.1%	8,618	0.0%	0.00%	0.0%
TBBK	Buy	BANCORP INC DEL	$235,000	+6.8%	22,465	+10.4%	0.00%	0.0%
BWINB	Buy	BALDWIN & LYONS INCcl b	$105,000	+600.0%	4,281	+567.9%	0.00%	–
RILY		B RILEY FINL INC	$225,000	+15.4%	9,965	0.0%	0.00%	0.0%
GBLI		GLOBAL INDTY LTD CAYMAN	$134,000	+13.6%	3,414	0.0%	0.00%	0.0%
ICHR	Buy	ICHOR HOLDINGS	$217,000	+19.2%	10,199	+36.0%	0.00%	0.0%
AROW		ARROW FINL CORP	$142,000	+7.6%	3,877	0.0%	0.00%	0.0%
MHLD	New	MAIDEN HOLDINGS LTD	$223,000	–	28,690	+100.0%	0.00%	–
AMPH		AMPHASTAR PHARMACEUTICALS IN	$196,000	-18.3%	12,800	0.0%	0.00%	-50.0%
AMRC		AMERESCO INCcl a	$193,000	-7.7%	16,039	0.0%	0.00%	0.0%
MOFG		MIDWESTONE FINL GROUP INC NE	$156,000	+1.3%	4,605	0.0%	0.00%	0.0%
MLR		MILLER INDS INC TENN	$175,000	+2.3%	6,824	0.0%	0.00%	0.0%
X	New	UNITED STATES STL CORP NEW	$4,000	–	111	+100.0%	0.00%	–
UTHR	Buy	UNITED THERAPEUTICS CORP DEL	$38,000	+171.4%	335	+181.5%	0.00%	–
BEN	Sell	FRANKLIN RES INC	$13,000	-99.9%	375	-99.9%	0.00%	-100.0%
SEIC	New	SEI INVESTMENTS CO	$4,000	–	58	+100.0%	0.00%	–
SPGI		S&P GLOBAL INC	$40,000	+5.3%	194	0.0%	0.00%	–
UHS		UNIVERSAL HLTH SVCS INCcl b	$10,000	-9.1%	87	0.0%	0.00%	–
ICL	New	ISRAEL CHEMICALS LTD	$2,000	–	429	+100.0%	0.00%	–
LBRDK	Sell	LIBERTY BROADBAND CORP	$2,000	-81.8%	23	-81.5%	0.00%	–
FCAU		FIAT CHRYSLER AUTOMOBILES N	$13,000	-7.1%	682	0.0%	0.00%	–
LSXMA		LIBERTY MEDIA CORP DELAWARE	$6,000	+20.0%	111	0.0%	0.00%	–
LSXMK	Buy	LIBERTY MEDIA CORP DELAWARE	$7,000	0.0%	151	+2.7%	0.00%	–
NTAP	Sell	NETAPP INC	$15,000	-99.6%	181	-99.7%	0.00%	-100.0%
MKSI	New	MKS INSTRUMENT INC	$3,000	–	22	+100.0%	0.00%	–
MSCI		MSCI INC	$12,000	+9.1%	71	0.0%	0.00%	–
ASNA	Exit	ASCENA RETAIL GROUP INC	$0	–	-33,001	-100.0%	0.00%	–
CMT	Exit	CORE MOLDING TECHNOLOGIES IN	$0	–	-3,307	-100.0%	0.00%	–
L100PS	Exit	ARCONIC INC	$0	–	-416	-100.0%	0.00%	–
SOI	Exit	SOLARIS OILFIELD INFRSTR INC	$0	–	-1	-100.0%	0.00%	–
ULBI	Exit	ULTRALIFE CORP	$0	–	-2,959	-100.0%	0.00%	–
FOXA	Exit	TWENTY FIRST CENTY FOX INCcl a	$0	–	-704	-100.0%	0.00%	–
BKS	Exit	BARNES & NOBLE INC	$0	–	-9,900	-100.0%	0.00%	–
ODP	Exit	OFFICE DEPOT INC	$0	–	-1	-100.0%	0.00%	–
VRX	Exit	VALEANT PHARMACEUTICALS INTL	$0	–	-75	-100.0%	0.00%	–
HLF	Exit	HERBALIFE LTD	$0	–	-92	-100.0%	0.00%	–
EVOL	Exit	EVOLVING SYS INC	$0	–	-7,268	-100.0%	0.00%	–
PLCE	Exit	CHILDRENS PL INC	$0	–	-1	-100.0%	0.00%	–
PESXQ	Exit	PIONEER ENERGY SVCS CORP	$0	–	-21,309	-100.0%	0.00%	–
GV	Exit	GOLDFIELD CORP	$0	–	-7,199	-100.0%	0.00%	–
PIR	Exit	PIER 1 IMPORTS INC	$0	–	-9,800	-100.0%	0.00%	–
CPA	Exit	COPA HOLDINGS SAcl a	$0	–	-37	-100.0%	0.00%	–
ADNT	Exit	ADIENT PLC	$0	–	-230	-100.0%	0.00%	–
CBKCQ	Exit	CHRISTOPHER & BANKS CORP	$0	–	-1	-100.0%	0.00%	–
CPSS	Exit	CONSUMER PORTFOLIO SVCS INC	$0	–	-8,374	-100.0%	0.00%	–
DDR	Exit	DDR CORP	$0	–	-1	-100.0%	0.00%	–
WDC	Exit	WESTERN DIGITAL CORP	$0	–	-55	-100.0%	0.00%	–
LEN	Exit	LENNAR CORPcl a	$0	–	-171	-100.0%	0.00%	–
GIS	Exit	GENERAL MLS INC	$0	–	-1	-100.0%	0.00%	–
FNHC	Exit	FEDERATED NATL HLDG CO	$0	–	-3,453	-100.0%	0.00%	–
TGNA	Exit	TEGNA INC	$0	–	-121	-100.0%	0.00%	–
ITW	Exit	ILLINOIS TOOL WKS INC	$0	–	-263	-100.0%	0.00%	–
CNI	Exit	CANADIAN NATL RY CO	$0	–	-477	-100.0%	0.00%	–
ASYS	Exit	AMTECH SYS INC	$0	–	-4,539	-100.0%	0.00%	–
MTD	Exit	METTLER TOLEDO INTERNATIONAL	$0	–	-20	-100.0%	0.00%	–
CDNS	Exit	CADENCE DESIGN SYSTEM INC	$0	–	-187	-100.0%	0.00%	–
DWSN	Buy	DAWSON GEOPHYSICAL CO NEW	$73,000	+73.8%	9,169	+47.4%	0.00%	–
DAN	Sell	DANA INCORPORATED	$3,000	-100.0%	142	-100.0%	0.00%	-100.0%
THO	Sell	THOR INDS INC	$40,000	-99.3%	407	-99.2%	0.00%	-100.0%
TEVA		TEVA PHARMACEUTICAL INDS LTDsponsored adr	$13,000	+44.4%	500	0.0%	0.00%	–
TECK		TECK RESOURCES LTDcl b	$6,000	0.0%	237	0.0%	0.00%	–
COTY		COTY INC	$7,000	-30.0%	493	0.0%	0.00%	–
ECA	New	ENCANA CORP	$5,000	–	401	+100.0%	0.00%	–
MCF	New	CONTANGO OIL & GAS COMPANY	$51,000	–	8,890	+100.0%	0.00%	–
ESSA		ESSA BANCORP INC	$42,000	+7.7%	2,625	0.0%	0.00%	–
SPRT	Buy	SUPPORT COM INC	$22,000	+46.7%	7,516	+41.1%	0.00%	–
STRT		STRATTEC SEC CORP	$65,000	-17.7%	2,126	0.0%	0.00%	–
STZ		CONSTELLATION BRANDS INCcl a	$16,000	-5.9%	72	0.0%	0.00%	–
FFIV	New	F5 NETWORKS INC	$5,000	–	25	+100.0%	0.00%	–
TUESQ	Buy	TUESDAY MORNING CORP	$56,000	+7.7%	18,244	+40.1%	0.00%	–
FAF	Buy	FIRST AMERN FINL CORP	$28,000	+180.0%	541	+240.3%	0.00%	–
PEI	Exit	PENNSYLVANIA RL ESTATE INVTsh ben int	$0	–	-5,301	-100.0%	0.00%	–
CTG		COMPUTER TASK GROUP INC	$70,000	-5.4%	9,002	0.0%	0.00%	–
UMBF	Buy	UMB FINL CORP	$16,000	+433.3%	205	+400.0%	0.00%	–
ESXB		COMMUNITY BANKERS TR CORP	$38,000	0.0%	4,139	0.0%	0.00%	–
FBIZ		FIRST BUS FINL SVCS INC WIS	$62,000	+3.3%	2,375	0.0%	0.00%	–
FHB		FIRST HAWAIIAN INC	$3,000	0.0%	103	0.0%	0.00%	–
CTSH	Sell	COGNIZANT TECHNOLOGY SOLUTIOcl a	$20,000	-99.6%	246	-99.6%	0.00%	-100.0%
LII	Exit	LENNOX INTL INC	$0	–	-18	-100.0%	0.00%	–
DAIO	Exit	DATA I O CORP	$0	–	-2,366	-100.0%	0.00%	–
TWO	Exit	TWO HBRS INVT CORP	$0	–	-35	-100.0%	0.00%	–
SPNE		SEASPINE HLDGS CORP	$53,000	+26.2%	4,139	0.0%	0.00%	–
SEAC	New	SEACHANGE INTL INC	$42,000	–	12,240	+100.0%	0.00%	–
SEB		SEABOARD CORP	$4,000	-20.0%	1	0.0%	0.00%	–
XL	Exit	XL GROUP LTD	$0	–	-190	-100.0%	0.00%	–
FE		FIRSTENERGY CORP	$12,000	+9.1%	313	0.0%	0.00%	–
CHK	New	CHESAPEAKE ENERGY CORP	$21,000	–	3,859	+100.0%	0.00%	–
USM		UNITED STATES CELLULAR CORP	$2,000	-33.3%	53	0.0%	0.00%	–
FLT	New	FLEETCOR TECHNOLOGIES INC	$8,000	–	37	+100.0%	0.00%	–
FCX	Buy	FREEPORT-MCMORAN INCcl b	$28,000	+33.3%	1,594	+36.2%	0.00%	–
VFC		V F CORP	$14,000	+7.7%	164	0.0%	0.00%	–
VVV		VALVOLINE INC	$4,000	0.0%	166	0.0%	0.00%	–
ROST	New	ROSS STORES INC	$14,000	–	158	+100.0%	0.00%	–
RHI		ROBERT HALF INTL INC	$6,000	+20.0%	80	0.0%	0.00%	–
RVSB	Buy	RIVERVIEW BANCORP INC	$66,000	+20.0%	7,758	+33.8%	0.00%	–
RELL		RICHARDSON ELECTRS LTD	$41,000	+20.6%	4,207	0.0%	0.00%	–
VC	New	VISTEON CORP	$3,000	–	20	+100.0%	0.00%	–
VST	New	VISTRA ENERGY CORP	$9,000	–	358	+100.0%	0.00%	–
CSTR	New	CAPSTAR FINL HLDGS INC	$64,000	–	3,400	+100.0%	0.00%	–
GWR		GENESEE & WYO INCcl a	$4,000	+33.3%	41	0.0%	0.00%	–
WBC	Sell	WABCO HLDGS INC	$5,000	-98.9%	36	-99.0%	0.00%	-100.0%
GIL		GILDAN ACTIVEWEAR INC	$1,000	0.0%	33	0.0%	0.00%	–
WAB	Sell	WABTEC CORP	$4,000	+33.3%	33	-8.3%	0.00%	–
RL	Sell	RALPH LAUREN CORPcl a	$3,000	-99.9%	23	-100.0%	0.00%	-100.0%
QRTEA	New	QURATE RETAIL INC	$7,000	–	287	+100.0%	0.00%	–
CRCQQ		CALIFORNIA RES CORP	$1,000	0.0%	3	0.0%	0.00%	–
CSX		CSX CORP	$45,000	+15.4%	699	0.0%	0.00%	–
CNO	Sell	CNO FINL GROUP INC	$30,000	-99.7%	1,560	-99.7%	0.00%	-100.0%
GOOGL	Exit	ALPHABET INCcap stk cl a	$0	–	-1	-100.0%	0.00%	–
CVU		CPI AEROSTRUCTURES INC	$54,000	+8.0%	5,072	0.0%	0.00%	–
CHRW	New	C H ROBINSON WORLDWIDE INC	$5,000	–	58	+100.0%	0.00%	–
HOG	Sell	HARLEY DAVIDSON INC	$64,000	-94.7%	1,507	-94.7%	0.00%	-100.0%
PROV		PROVIDENT FINL HLDGS INC	$66,000	+6.5%	3,407	0.0%	0.00%	–
ALSK	Exit	ALASKA COMMUNICATIONS SYS GR	$0	–	-30,305	-100.0%	0.00%	–
WSTL		WESTELL TECHNOLOGIES INCcl a new	$11,000	-15.4%	3,746	0.0%	0.00%	–
POR	Buy	PORTLAND GEN ELEC CO	$35,000	+250.0%	805	+257.8%	0.00%	–
HLT	New	HILTON WORLDWIDE HLDGS INC	$9,000	–	111	+100.0%	0.00%	–
PII		POLARIS INDS INC	$4,000	+33.3%	26	0.0%	0.00%	–
WRK		WESTROCK CO	$17,000	-10.5%	294	0.0%	0.00%	–
WLL	Sell	WHITING PETE CORP NEW	$4,000	-96.2%	62	-98.0%	0.00%	-100.0%
PBCT	Buy	PEOPLES UNITED FINANCIAL INC	$4,000	+33.3%	196	+36.1%	0.00%	–
SKIS		PEAK RESORTS INC	$30,000	+3.4%	5,908	0.0%	0.00%	–
HWCC	Buy	HOUSTON WIRE & CABLE CO	$56,000	+47.4%	6,566	+28.1%	0.00%	–
JBHT		HUNT J B TRANS SVCS INC	$2,000	0.0%	12	0.0%	0.00%	–
BGFV	Sell	BIG 5 SPORTING GOODS CORP	$57,000	-92.1%	7,410	-92.6%	0.00%	-100.0%
PE	New	PARSLEY ENERGY INCcl a	$4,000	–	111	+100.0%	0.00%	–
XRX	Sell	XEROX CORP	$56,000	-99.2%	2,296	-99.0%	0.00%	-100.0%
YUM		YUM BRANDS INC	$18,000	-5.3%	221	0.0%	0.00%	–
FLEX	Exit	FLEX LTDord	$0	–	-456	-100.0%	0.00%	–
IDA	Buy	IDACORP INC	$28,000	+250.0%	300	+233.3%	0.00%	–
DOX	Sell	AMDOCS LTD	$2,000	-33.3%	27	-10.0%	0.00%	–
BOCH		BANK COMM HLDGS	$76,000	+8.6%	5,924	0.0%	0.00%	–
ACGL	Buy	ARCH CAP GROUP LTDord	$10,000	-60.0%	369	+29.9%	0.00%	–
OZRK	Buy	BANK OF THE OZARKS	$4,000	+33.3%	73	+69.8%	0.00%	–
CATO	Exit	CATO CORP NEWcl a	$0	–	-1	-100.0%	0.00%	–
AGO	Sell	ASSURED GUARANTY LTD	$44,000	-96.4%	1,219	-96.3%	0.00%	-100.0%
AXS	New	AXIS CAPITAL HOLDINGS LTD	$20,000	–	355	+100.0%	0.00%	–
PACW	Buy	PACWEST BANCORP DEL	$8,000	+14.3%	159	+20.5%	0.00%	–
ICD	Buy	INDEPENDENCE CONTRACT DRIL I	$63,000	+57.5%	15,258	+45.9%	0.00%	–
DLPH		DELPHI TECHNOLOGIES PLC	$4,000	-20.0%	87	0.0%	0.00%	–
DISCK	Exit	DISCOVERY COMMUNICATNS NEW	$0	–	-182	-100.0%	0.00%	–
GOOG	Exit	ALPHABET INCcap stk cl c	$0	–	-1	-100.0%	0.00%	–
INTT		INTEST CORP	$37,000	+12.1%	4,947	0.0%	0.00%	–
PCTI		PC-TEL INC	$55,000	-12.7%	8,702	0.0%	0.00%	–
PCMI	New	PCM INC	$63,000	–	4,100	+100.0%	0.00%	–
AGR		AVANGRID INC	$17,000	+6.2%	303	0.0%	0.00%	–
ALV	Buy	AUTOLIV INC	$6,000	+200.0%	36	+176.9%	0.00%	–
ASPN		ASPEN AEROGELS INC	$68,000	+15.3%	13,680	0.0%	0.00%	–
ASH	Sell	ASHLAND GLOBAL HLDGS INC	$5,000	-99.9%	61	-99.9%	0.00%	-100.0%
MEOH		METHANEX CORP	$4,000	0.0%	59	0.0%	0.00%	–
MCHX		MARCHEX INCcl b	$69,000	+11.3%	22,437	0.0%	0.00%	–
ARTX		AROTECH CORP	$19,000	+18.8%	4,932	0.0%	0.00%	–
AREXQ		APPROACH RESOURCES INC	$66,000	-7.0%	27,028	0.0%	0.00%	–
OTIC	New	OTONOMY INC	$41,000	–	10,550	+100.0%	0.00%	–
ORI	Sell	OLD REP INTL CORP	$4,000	-100.0%	170	-100.0%	0.00%	-100.0%
MOS	Buy	MOSAIC CO NEW	$14,000	+27.3%	482	+15.6%	0.00%	–
KTCC		KEY TRONIC CORP	$48,000	+9.1%	6,271	0.0%	0.00%	–
SIG	Exit	SIGNET JEWELERS LIMITED	$0	–	-1	-100.0%	0.00%	–
KIRK	Buy	KIRKLANDS INC	$64,000	+48.8%	5,429	+25.1%	0.00%	–
STX	New	SEAGATE TECHNOLOGY PLC	$7,000	–	117	+100.0%	0.00%	–
LB	Buy	L BRANDS INC	$76,000	+261.9%	2,034	+283.8%	0.00%	–
ANAT	Buy	AMERICAN NATL INS CO	$12,000	+140.0%	96	+166.7%	0.00%	–
MAR		MARRIOTT INTL INC NEWcl a	$20,000	-9.1%	155	0.0%	0.00%	–
LAKE		LAKELAND INDS INC	$66,000	+10.0%	4,616	0.0%	0.00%	–
LEE	Buy	LEE ENTERPRISES INC	$65,000	+97.0%	22,777	+38.2%	0.00%	–
AOI	New	ALLIANCE ONE INTL INC	$58,000	–	3,600	+100.0%	0.00%	–
AA		ALCOA CORP	$14,000	0.0%	294	0.0%	0.00%	–
NBN		NORTHEAST BANCORP	$54,000	+5.9%	2,466	0.0%	0.00%	–
UBS	New	UBS GROUP AG	$22,000	–	1,461	+100.0%	0.00%	–
TEL		TE CONNECTIVITY LTD	$24,000	-11.1%	262	0.0%	0.00%	–
RIG	Sell	TRANSOCEAN LTD	$3,000	-25.0%	188	-53.0%	0.00%	–
LENB		LENNAR CORPcl b	$1,000	0.0%	3	0.0%	0.00%	–
LBRDA		LIBERTY BROADBAND CORP	$2,000	0.0%	17	0.0%	0.00%	–
JCPNQ	Exit	PENNEY J C INC	$0	–	-26,201	-100.0%	-0.00%	–
UCTT	Exit	ULTRA CLEAN HLDGS INC	$0	–	-10,458	-100.0%	-0.00%	–
ONDK	Exit	ON DECK CAP INC	$0	–	-26,575	-100.0%	-0.00%	–
CAI	Exit	CAI INTERNATIONAL INC	$0	–	-8,073	-100.0%	-0.00%	–
HTZGQ	Exit	HERTZ GLOBAL HLDGS INC	$0	–	-8,101	-100.0%	-0.00%	–
PERY	Exit	ELLIS PERRY INTL INC	$0	–	-9,117	-100.0%	-0.00%	–
MDCA	Exit	MDC PARTNERS INCcl a sub vtg	$0	–	-16,570	-100.0%	-0.00%	–
NPK	Exit	NATIONAL PRESTO INDS INC	$0	–	-2,073	-100.0%	-0.00%	–
CBLAQ	Exit	CBL & ASSOC PPTYS INC	$0	–	-22,701	-100.0%	-0.00%	–
FOSL	Exit	FOSSIL GROUP INC	$0	–	-13,327	-100.0%	-0.00%	–
ITG	Exit	INVESTMENT TECHNOLOGY GRP NE	$0	–	-11,159	-100.0%	-0.00%	–
DLA	Exit	DELTA APPAREL INC	$0	–	-4,401	-100.0%	-0.00%	–
FF	Exit	FUTUREFUEL CORPORATION	$0	–	-18,702	-100.0%	-0.00%	–
SBH	Exit	SALLY BEAUTY HLDGS INC	$0	–	-14,800	-100.0%	-0.00%	–
CTRN	Exit	CITI TRENDS INC	$0	–	-8,049	-100.0%	-0.00%	–
KFRC	Exit	KFORCE INC	$0	–	-11,369	-100.0%	-0.00%	–
BGGSQ	Exit	BRIGGS & STRATTON CORP	$0	–	-15,414	-100.0%	-0.00%	–
MOV	Exit	MOVADO GROUP INC	$0	–	-9,473	-100.0%	-0.00%	–
STBZ	Exit	STATE BK FINL CORP	$0	–	-8,990	-100.0%	-0.00%	–
G	Exit	GENPACT LIMITED	$0	–	-14,798	-100.0%	-0.00%	–
CSBK	Exit	CLIFTON BANCORP INC	$0	–	-32,425	-100.0%	-0.00%	–
PLXS	Exit	PLEXUS CORP	$0	–	-9,852	-100.0%	-0.00%	–
EME	Exit	EMCOR GROUP INC	$0	–	-11,527	-100.0%	-0.01%	–
QRTEA	Exit	LIBERTY INTERACTIVE CORP	$0	–	-46,947	-100.0%	-0.01%	–
GLIBA	Exit	GCI LIBERTY INC	$0	–	-20,290	-100.0%	-0.01%	–
SCI	Exit	SERVICE CORP INTL	$0	–	-41,381	-100.0%	-0.01%	–
NDSN	Exit	NORDSON CORP	$0	–	-12,611	-100.0%	-0.01%	–
SRCL	Exit	STERICYCLE INC	$0	–	-35,162	-100.0%	-0.01%	–
TRK	Exit	SPEEDWAY MOTORSPORTS INC	$0	–	-125,692	-100.0%	-0.01%	–
HKRSQ	Exit	HALCON RES CORP	$0	–	-497,851	-100.0%	-0.02%	–
LZB	Exit	LA Z BOY INC	$0	–	-88,311	-100.0%	-0.02%	–
SAFT	Exit	SAFETY INS GROUP INC	$0	–	-35,735	-100.0%	-0.02%	–
AVY	Exit	AVERY DENNISON CORP	$0	–	-31,036	-100.0%	-0.02%	–
GTN	Exit	GRAY TELEVISION INC	$0	–	-277,011	-100.0%	-0.02%	–
ALB	Exit	ALBEMARLE CORP	$0	–	-41,551	-100.0%	-0.02%	–
HTH	Exit	HILLTOP HOLDINGS INC	$0	–	-203,308	-100.0%	-0.03%	–
IPCC	Exit	INFINITY PPTY & CAS CORP	$0	–	-39,813	-100.0%	-0.03%	–
GES	Exit	GUESS INC	$0	–	-255,980	-100.0%	-0.03%	–
BHE	Exit	BENCHMARK ELECTRS INC	$0	–	-176,193	-100.0%	-0.03%	–
MDR	Exit	MCDERMOTT INTL INC	$0	–	-893,169	-100.0%	-0.03%	–
PRA	Exit	PROASSURANCE CORP	$0	–	-119,830	-100.0%	-0.04%	–
PPC	Exit	PILGRIMS PRIDE CORP NEW	$0	–	-240,092	-100.0%	-0.04%	–
SATS	Exit	ECHOSTAR CORPcl a	$0	–	-112,908	-100.0%	-0.04%	–
BIG	Exit	BIG LOTS INC	$0	–	-145,337	-100.0%	-0.04%	–
WR	Exit	WESTAR ENERGY INC	$0	–	-122,716	-100.0%	-0.04%	–
MDP	Exit	MEREDITH CORP	$0	–	-126,613	-100.0%	-0.04%	–
LUK	Exit	LEUCADIA NATL CORP	$0	–	-317,393	-100.0%	-0.04%	–
AEIS	Exit	ADVANCED ENERGY INDS	$0	–	-123,934	-100.0%	-0.05%	–
SIGI	Exit	SELECTIVE INS GROUP INC	$0	–	-136,167	-100.0%	-0.05%	–
KMPR	Exit	KEMPER CORP DEL	$0	–	-147,315	-100.0%	-0.05%	–
TPX	Exit	TEMPUR SEALY INTL INC	$0	–	-186,915	-100.0%	-0.05%	–
SAFM	Exit	SANDERSON FARMS INC	$0	–	-76,459	-100.0%	-0.06%	–
TEN	Exit	TENNECO INC	$0	–	-173,495	-100.0%	-0.06%	–
DECK	Exit	DECKERS OUTDOOR CORP	$0	–	-107,722	-100.0%	-0.06%	–
ATGE	Exit	ADTALEM GLOBAL ED INC	$0	–	-206,014	-100.0%	-0.06%	–
ENR	Exit	ENERGIZER HLDGS INC NEW	$0	–	-168,139	-100.0%	-0.06%	–
FHI	Exit	FEDERATED INVS INC PAcl b	$0	–	-322,288	-100.0%	-0.07%	–
TECD	Exit	TECH DATA CORP	$0	–	-129,852	-100.0%	-0.07%	–
CREE	Exit	CREE INC	$0	–	-273,699	-100.0%	-0.07%	–
AEO	Exit	AMERICAN EAGLE OUTFITTERS NE	$0	–	-563,558	-100.0%	-0.07%	–
OI	Exit	OWENS ILL INC	$0	–	-520,962	-100.0%	-0.07%	–
NFG	Exit	NATIONAL FUEL GAS CO N J	$0	–	-240,988	-100.0%	-0.08%	–
MTZ	Exit	MASTEC INC	$0	–	-281,345	-100.0%	-0.08%	–
WBA	Exit	WALGREENS BOOTS ALLIANCE INC	$0	–	-213,326	-100.0%	-0.09%	–
WPX	Exit	WPX ENERGY INC	$0	–	-970,500	-100.0%	-0.09%	–
TXT	Exit	TEXTRON INC	$0	–	-242,783	-100.0%	-0.09%	–
WLTW	Exit	WILLIS TOWERS WATSON PUB LTD	$0	–	-127,526	-100.0%	-0.12%	–
LMT	Exit	LOCKHEED MARTIN CORP	$0	–	-67,038	-100.0%	-0.14%	–
TJX	Exit	TJX COS INC NEW	$0	–	-492,714	-100.0%	-0.25%	–
BBBY	Exit	BED BATH & BEYOND INC	$0	–	-3,317,540	-100.0%	-0.44%	–
TWX	Exit	TIME WARNER INC	$0	–	-1,105,959	-100.0%	-0.66%	–

Other managers

Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):

LEGG MASON, INC. #1

Original filings

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

View 13F-HR filed 2018-08-14

Signatures

The EDGAR filing(s) were signed by:

Christopher Marzullo — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
JPMORGAN CHASE & CO	42	Q3 2023	3.7%
BK OF AMERICA CORP	42	Q3 2023	3.1%
CITIGROUP INC	42	Q3 2023	3.4%
PFIZER INC	42	Q3 2023	2.4%
WELLS FARGO CO NEW	42	Q3 2023	2.5%
CISCO SYS INC	42	Q3 2023	2.2%
GENERAL MTRS CO	42	Q3 2023	2.0%
BP PLC	42	Q3 2023	2.0%
BERKSHIRE HATHAWAY INC DEL	42	Q3 2023	1.6%
METLIFE INC	42	Q3 2023	2.3%

View Brandywine Global Investment Management, LLC's complete holdings history.

Latest significant ownerships (13-D/G)

Brandywine Global Investment Management, LLC Q2 2018 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Better Choice Co Inc.	February 13, 2023	1,324,739	4.5%
PROSHARES TRUST^{Sold out}	February 16, 2016	0	0.0%
TMS International Corp.^{Sold out}	February 14, 2014	0	0.0%
NASH FINCH CO	February 14, 2013	581,733	4.7%
NESS TECHNOLOGIES INC^{Sold out}	February 14, 2012	0	0.0%
Symmetry Medical Inc.	February 11, 2011	234,236	0.6%
NUTRI SYSTEM INC /DE/	February 16, 2010	63,582	0.2%
Syneron Medical Ltd.^{Sold out}	February 16, 2010	0	0.0%
CONMED CORP	February 17, 2009	1,092,152	3.8%
PharmaNet Development Group Inc^{Sold out}	February 17, 2009	0	0.0%

View Brandywine Global Investment Management, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-02-09
13F-HR	2023-11-13
13F-HR	2023-08-11
13F-HR/A	2023-05-25
13F-HR	2023-05-12
SC 13G/A	2023-02-13
13F-HR	2023-02-10
13F-HR	2022-11-14
13F-HR	2022-08-11
13F-HR	2022-05-13

View Brandywine Global Investment Management, LLC's complete filings history.

All filings

View complete filings history.

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Export Brandywine Global Investment Management, LLC's holdings

Brandywine Global Investment Management, LLC - Q2 2018 holdings