Location: Chicago, IL
CIK: 0001050470 · Show all filings
Period: Q1 2018 (← Previous) (Next →)
Filing Date: May 4, 2018
Total Value: $62.96B (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| INTC | Intel Corporation | 24,760,162 | $1.29B | 2.0% | $18.95 | +111.4% | COM | 458140100 |
| JPM | JPMorgan Chase & Co. | 11,701,240 | $1.287B | 2.0% | $36.43 | +151.0% | COM | 46625H100 |
| PFE | Pfizer Inc. | 35,801,094 | $1.271B | 2.0% | $17.49 | +38.6% | COM | 717081103 |
| CSCO | Cisco Systems, Inc. | 27,407,434 | $1.176B | 1.9% | $15.72 | +112.9% | COM | 17275R102 |
| JNJ | Johnson & Johnson | 8,918,930 | $1.143B | 1.8% | $72.09 | +50.3% | COM | 478160104 |
| C | Citigroup Inc. | 13,282,054 | $897M | 1.4% | $37.69 | +52.9% | COM | 172967424 |
| BAC | Bank of America Corporation | 29,892,545 | $896M | 1.4% | $11.84 | +120.2% | COM | 060505104 |
| VLO | Valero Energy Corporation | 8,934,495 | $829M | 1.3% | $29.27 | +132.9% | COM | 91913Y100 |
| T | AT&T Inc. | 19,932,616 | $711M | 1.1% | $11.45 | +38.1% | COM | 00206R102 |
| VZ | Verizon Communications Inc. | 14,782,963 | $707M | 1.1% | $28.31 | +16.7% | COM | 92343V104 |
| XOM | Exxon Mobil Corporation | 9,417,071 | $703M | 1.1% | $53.83 | +3.5% | COM | 30231G102 |
| AMGN | Amgen Inc. | 4,028,784 | $687M | 1.1% | $89.90 | +60.6% | COM | 031162100 |
| PEG | Public Service Enterprise Group Incorpor | 13,590,004 | $683M | 1.1% | $24.81 | +51.3% | COM | 744573106 |
| FE | FirstEnergy Corp. | 18,598,786 | $633M | 1.0% | $22.41 | +4.0% | COM | 337932107 |
| ABBV | AbbVie Inc. | 6,134,303 | $581M | 0.9% | $37.80 | +107.8% | COM | 00287Y109 |
| CVX | Chevron Corporation | 4,956,593 | $565M | 0.9% | $71.26 | +19.3% | COM | 166764100 |
| RF | Regions Financial Corporation | 28,945,370 | $538M | 0.9% | $6.64 | +109.4% | COM | 7591EP100 |
| MRK | Merck & Co., Inc. | 9,568,794 | $521M | 0.8% | $34.66 | +21.9% | COM | 58933Y105 |
| TGT | Target Corporation | 7,405,839 | $514M | 0.8% | $50.88 | +14.9% | COM | 87612E106 |
| — | Discover Financial Services | 6,935,251 | $499M | 0.8% | $50.69 | — | COM | 254709108 |
| EMN | Eastman Chemical Company | 4,723,454 | $499M | 0.8% | $54.87 | +40.4% | COM | 277432100 |
| ALL | The Allstate Corporation | 5,251,458 | $498M | 0.8% | $38.92 | +107.4% | COM | 020002101 |
| — | Lam Research Corporation | 2,447,745 | $497M | 0.8% | $108.25 | — | COM | 512807108 |
| TRV | The Travelers Companies, Inc. | 3,577,644 | $497M | 0.8% | $65.30 | +80.1% | COM | 89417E109 |
| — | Walgreens Boots Alliance, Inc. | 7,426,687 | $486M | 0.8% | $69.02 | — | COM | 931427108 |
| HCA | HCA Healthcare, Inc. | 5,001,636 | $485M | 0.8% | $69.01 | +30.9% | COM | 40412C101 |
| EG | Everest Re Group Ltd | 1,848,733 | $475M | 0.8% | $109.69 | +85.9% | COM | G3223R108 |
| EXC | Exelon Corporation | 12,055,862 | $470M | 0.7% | $15.19 | +35.2% | COM | 30161N101 |
| COF | Capital One Financial Corporation | 4,767,354 | $457M | 0.7% | $55.79 | +55.7% | COM | 14040H105 |
| LEA | Lear Corporation | 2,451,980 | $456M | 0.7% | $49.51 | +224.4% | COM | 521865204 |
| ETR | Entergy Corporation | 5,684,288 | $448M | 0.7% | $22.10 | +30.5% | COM | 29364G103 |
| TSN | Tyson Foods, Inc. | 6,013,356 | $440M | 0.7% | $25.22 | +144.0% | COM | 902494103 |
| — | SunTrust Banks, Inc. | 6,450,022 | $439M | 0.7% | $41.54 | — | COM | 867914103 |
| AMP | Ameriprise Financial, Inc. | 2,933,767 | $434M | 0.7% | $68.56 | +104.1% | COM | 03076C106 |
| KSS | Kohl's Corporation | 6,589,170 | $432M | 0.7% | $49.93 | +27.1% | COM | 500255104 |
| IBM | International Business Machines Corporat | 2,806,571 | $431M | 0.7% | $102.12 | +5.1% | COM | 459200101 |
| PNC | The PNC Financial Services Group, Inc. | 2,838,132 | $429M | 0.7% | $49.56 | +138.5% | COM | 693475105 |
| — | Spirit AeroSystems Holdings, Inc. | 5,039,765 | $422M | 0.7% | $61.10 | — | COM | 848574109 |
| WMT | Walmart Inc. | 4,735,660 | $421M | 0.7% | $19.78 | +43.3% | COM | 931142103 |
| ELV | Anthem, Inc. | 1,912,957 | $420M | 0.7% | $105.54 | +100.6% | COM | 036752103 |
| FDX | FedEx Corporation | 1,713,855 | $412M | 0.7% | $139.42 | +58.2% | COM | 31428X106 |
| GM | General Motors Company | 11,199,985 | $407M | 0.6% | $26.64 | +34.1% | COM | 37045V100 |
| — | Aetna Inc. | 2,396,956 | $405M | 0.6% | $73.77 | — | COM | 00817Y108 |
| LNC | Lincoln National Corporation | 5,523,866 | $404M | 0.6% | $25.83 | +116.7% | COM | 534187109 |
| AMAT | Applied Materials, Inc. | 6,764,046 | $376M | 0.6% | $29.61 | +71.8% | COM | 038222105 |
| — | Seagate Technology Public Limited Compan | 6,274,932 | $367M | 0.6% | $43.92 | — | COM | G7945M107 |
| BA | The Boeing Company | 1,100,473 | $361M | 0.6% | $121.62 | +165.5% | COM | 097023105 |
| KR | The Kroger Co. | 14,949,247 | $358M | 0.6% | $22.40 | +2.5% | COM | 501044101 |
| PRU | Prudential Financial, Inc. | 3,414,712 | $354M | 0.6% | $40.27 | +91.4% | COM | 744320102 |
| GILD | Gilead Sciences, Inc. | 4,666,077 | $352M | 0.6% | $62.68 | -6.0% | COM | 375558103 |
| — | Express Scripts Holding Company | 5,090,166 | $352M | 0.6% | $74.33 | — | COM | 30219G108 |
| GLW | Corning Incorporated | 12,507,949 | $349M | 0.6% | $11.13 | +122.9% | COM | 219350105 |
| LYB | LyondellBasell Industries N.V. | 3,297,584 | $348M | 0.6% | $51.11 | +35.0% | COM | N53745100 |
| MS | Morgan Stanley | 6,245,139 | $337M | 0.5% | $23.28 | +87.7% | COM | 617446448 |
| SJM | The J. M. Smucker Company | 2,594,643 | $322M | 0.5% | $88.98 | +9.1% | COM | 832696405 |
| MPC | Marathon Petroleum Corporation | 4,324,224 | $316M | 0.5% | $37.39 | +43.7% | COM | 56585A102 |
| INGR | Ingredion Incorporated | 2,444,327 | $315M | 0.5% | $103.19 | +29.7% | COM | 457187102 |
| — | Wyndham Worldwide Corporation | 2,736,726 | $313M | 0.5% | $72.22 | — | COM | 98310W108 |
| LUKOY | Public Joint Stock Company Oil Company L | 4,505,888 | $312M | 0.5% | $35.30 | — | COM | 69343P105 |
| GS | The Goldman Sachs Group, Inc. | 1,237,370 | $312M | 0.5% | $124.24 | +75.8% | COM | 38141G104 |
| HUN | Huntsman Corporation | 10,326,792 | $302M | 0.5% | $18.50 | +76.9% | COM | 447011107 |
| WDC | Western Digital Corporation | 3,248,312 | $300M | 0.5% | $36.90 | +66.7% | COM | 958102105 |
| HPQ | HP Inc. | 13,657,134 | $299M | 0.5% | $9.64 | +80.1% | COM | 40434L105 |
| UAL | United Continental Holdings, Inc. | 4,254,528 | $296M | 0.5% | $48.50 | +42.4% | COM | 910047109 |
| GT | The Goodyear Tire & Rubber Company | 11,110,964 | $295M | 0.5% | $28.31 | +9.2% | COM | 382550101 |
| HIG | The Hartford Financial Services Group, I | 5,648,977 | $291M | 0.5% | $24.11 | +90.4% | COM | 416515104 |
| FITB | Fifth Third Bancorp | 9,159,822 | $291M | 0.5% | $11.98 | +101.9% | COM | 316773100 |
| AAPL | Apple Inc. | 1,678,534 | $282M | 0.4% | $24.53 | +64.8% | COM | 037833100 |
| F | Ford Motor Company | 24,085,293 | $267M | 0.4% | $8.08 | -7.3% | COM | 345370860 |
| AFL | AFLAC Incorporated | 6,070,376 | $266M | 0.4% | $30.15 | +22.0% | COM | 001055102 |
| PPC | Pilgrim's Pride Corporation | 10,555,266 | $260M | 0.4% | $22.03 | +21.9% | COM | 72147K108 |
| WHR | Whirlpool Corporation | 1,693,877 | $259M | 0.4% | $127.28 | +31.2% | COM | 963320106 |
| CE | Celanese Corporation | 2,523,692 | $253M | 0.4% | $55.99 | +61.8% | COM | 150870103 |
| UNM | Unum Group | 5,307,845 | $253M | 0.4% | $31.48 | +66.0% | COM | 91529Y106 |
| — | Annaly Capital Management, Inc. | 23,673,868 | $247M | 0.4% | $10.27 | — | COM | 035710409 |
| ADM | Archer-Daniels-Midland Company | 5,546,273 | $241M | 0.4% | $25.24 | +32.1% | COM | 039483102 |
| KEY | KeyCorp | 12,259,981 | $240M | 0.4% | $7.19 | +103.2% | COM | 493267108 |
| IP | International Paper Company | 4,362,575 | $233M | 0.4% | $30.49 | +28.6% | COM | 460146103 |
| DAL | Delta Air Lines, Inc. | 4,222,963 | $231M | 0.4% | $39.95 | +27.0% | COM | 247361702 |
| STT | State Street Corporation | 2,192,011 | $219M | 0.3% | $48.78 | +67.9% | COM | 857477103 |
| AAL | American Airlines, Inc. | 4,046,392 | $210M | 0.3% | $39.50 | +32.4% | COM | 02376R102 |
| CFG | Citizens Financial Group, Inc. | 4,951,648 | $208M | 0.3% | $27.30 | +18.3% | COM | 174610105 |
| BWA | BorgWarner Inc. | 4,084,875 | $205M | 0.3% | $35.90 | +14.4% | COM | 099724106 |
| — | Lazard Ltd | 3,890,894 | $205M | 0.3% | $46.07 | — | COM | G54050102 |
| ON | On Semiconductor Corporation | 8,085,228 | $198M | 0.3% | $18.00 | +34.0% | COM | 682189105 |
| CMCSA | Comcast Corporation | 5,683,359 | $194M | 0.3% | $30.52 | +4.1% | COM | 20030N101 |
| — | Hospitality Properties Trust | 7,625,302 | $193M | 0.3% | $26.55 | — | COM | 44106M102 |
| RDN | Radian Group Inc. | 10,112,837 | $193M | 0.3% | $11.16 | +56.1% | COM | 750236101 |
| HPE | Hewlett Packard Enterprise Company | 10,904,432 | $191M | 0.3% | $6.96 | +90.7% | COM | 42824C109 |
| — | CIT Group Inc. | 3,706,207 | $191M | 0.3% | $44.92 | — | COM | 125581801 |
| VYX | NCR Corporation | 5,973,007 | $188M | 0.3% | $15.92 | +32.3% | COM | 62886E108 |
| BRK/B | Berkshire Hathaway Inc. | 926,210 | $185M | 0.3% | $148.71 | +38.1% | COM | 084670702 |
| CAH | Cardinal Health, Inc. | 2,946,644 | $185M | 0.3% | $61.40 | -11.8% | COM | 14149Y108 |
| — | Juniper Networks, Inc. | 7,471,343 | $182M | 0.3% | $26.67 | — | COM | 48203R104 |
| — | Xerox Corporation | 6,291,831 | $181M | 0.3% | $28.86 | — | COM | 984121608 |
| WU | The Western Union Company | 9,353,314 | $180M | 0.3% | $19.95 | — | COM | 959802109 |
| MCK | McKesson Corporation | 1,273,936 | $179M | 0.3% | $142.00 | +3.1% | COM | 58155Q103 |
| — | TE Connectivity Ltd. | 1,765,572 | $176M | 0.3% | $64.50 | — | COM | H84989104 |
| BK | The Bank of New York Mellon Corporation | 3,403,100 | $175M | 0.3% | $43.30 | +3.3% | COM | 064058100 |
| MAN | ManpowerGroup Inc. | 1,522,938 | $175M | 0.3% | $85.77 | +44.1% | COM | 56418H100 |
| MET | MetLife, Inc. | 3,814,568 | $175M | 0.3% | $26.16 | +41.6% | COM | 59156R108 |
| MTG | MGIC Investment Corporation | 13,447,744 | $175M | 0.3% | $8.94 | +58.4% | COM | 552848103 |
| DLX | Deluxe Corporation | 2,348,638 | $174M | 0.3% | $33.74 | +52.2% | COM | 248019101 |
| RGA | Reinsurance Group of America, Incorporat | 1,113,548 | $171M | 0.3% | $106.57 | +47.5% | COM | 759351604 |
| ARW | Arrow Electronics, Inc. | 2,219,625 | $171M | 0.3% | $69.85 | +16.1% | COM | 042735100 |
| — | Trinseo S.A. | 2,268,711 | $168M | 0.3% | $65.94 | — | COM | L9340P101 |
| BBY | Best Buy Co., Inc. | 2,391,393 | $167M | 0.3% | $25.13 | +113.4% | COM | 086516101 |
| HOG | Harley-Davidson, Inc. | 3,897,232 | $167M | 0.3% | $56.03 | -14.6% | COM | 412822108 |
| CBT | Cabot Corporation | 2,982,953 | $166M | 0.3% | $30.87 | +68.1% | COM | 127055101 |
| — | Senior Housing Properties Trust | 10,590,315 | $166M | 0.3% | $19.77 | — | COM | 81721M109 |
| CMI | Cummins Inc. | 1,019,127 | $165M | 0.3% | $89.91 | +55.4% | COM | 231021106 |
| AFG | American Financial Group, Inc. | 1,466,152 | $165M | 0.3% | $21.23 | +171.9% | COM | 025932104 |
| AGCO | AGCO Corporation | 2,517,501 | $163M | 0.3% | $41.55 | +35.8% | COM | 001084102 |
| WFC | Wells Fargo & Company | 3,093,927 | $162M | 0.3% | $27.58 | +73.0% | COM | 949746101 |
| — | United Technologies Corporation | 1,287,856 | $162M | 0.3% | $103.66 | — | COM | 913017109 |
| AIZ | Assurant, Inc. | 1,738,944 | $159M | 0.3% | $37.94 | +107.3% | COM | 04621X108 |
| — | BB&T Corporation | 3,052,925 | $159M | 0.3% | $35.36 | — | COM | 054937107 |
| OC | Owens Corning | 1,962,061 | $158M | 0.3% | $57.45 | +51.7% | COM | 690742101 |
| TRN | Trinity Industries, Inc. | 4,817,239 | $157M | 0.2% | $14.65 | +26.9% | COM | 896522109 |
| BIIB | Biogen Inc. | 562,659 | $154M | 0.2% | $273.76 | +13.4% | COM | 09062X103 |
| — | Legg Mason, Inc. | 3,728,678 | $152M | 0.2% | $36.50 | — | COM | 524901105 |
| FLEX | Flex Ltd. | 9,204,823 | $150M | 0.2% | $8.40 | +62.4% | COM | Y2573F102 |
| JBL | Jabil Inc. | 5,005,332 | $144M | 0.2% | $23.42 | +10.7% | COM | 466313103 |
| AEO | American Eagle Outfitters, Inc. | 7,172,355 | $143M | 0.2% | $11.85 | +28.7% | COM | 02553E106 |
| KLAC | KLA-Tencor Corporation | 1,303,850 | $142M | 0.2% | $88.31 | +11.7% | COM | 482480100 |
| PKG | Packaging Corporation of America | 1,250,750 | $141M | 0.2% | $49.72 | +91.1% | COM | 695156109 |
| PBF | PBF Energy Inc. | 4,077,399 | $138M | 0.2% | $27.19 | +18.7% | COM | 69318G106 |
| — | VEREIT, Inc. | 19,835,100 | $138M | 0.2% | $7.98 | — | COM | 92339V100 |
| — | Sanderson Farms, Inc. | 1,153,016 | $137M | 0.2% | $87.40 | — | COM | 800013104 |
| DOX | Amdocs Limited | 2,016,050 | $135M | 0.2% | $36.12 | +58.8% | COM | G02602103 |
| VSH | Vishay Intertechnology, Inc. | 7,213,185 | $134M | 0.2% | $11.14 | +53.5% | COM | 928298108 |
| — | Viacom Inc. | 4,248,445 | $132M | 0.2% | $56.50 | — | COM | 92553P201 |
| CRUS | Cirrus Logic, Inc. | 3,241,386 | $132M | 0.2% | $57.47 | -19.2% | COM | 172755100 |
| OHI | Omega Healthcare Investors, Inc. | 4,866,733 | $132M | 0.2% | $29.32 | — | COM | 681936100 |
| R | Ryder System, Inc. | 1,786,834 | $130M | 0.2% | $66.92 | +20.4% | COM | 783549108 |
| JBLU | JetBlue Airways Corporation | 6,384,735 | $130M | 0.2% | $16.04 | +32.6% | COM | 477143101 |
| — | Tech Data Corporation | 1,508,380 | $128M | 0.2% | $52.11 | — | COM | 878237106 |
| M | Macy's, Inc. | 4,304,591 | $128M | 0.2% | $50.43 | -46.4% | COM | 55616P104 |
| — | Domtar Corporation | 2,984,794 | $127M | 0.2% | $55.24 | — | COM | 257559203 |
| VOYA | Voya Financial, Inc. | 2,509,800 | $127M | 0.2% | $39.17 | +18.4% | COM | 929089100 |
| — | CA, Inc. | 3,736,594 | $127M | 0.2% | $29.78 | — | COM | 12673P105 |
| — | Bunge Finance North America, Inc. | 1,712,611 | $127M | 0.2% | $75.14 | — | COM | G16962105 |
| ORCL | Oracle Corporation | 2,754,500 | $126M | 0.2% | $37.78 | +17.1% | COM | 68389X105 |
| CNO | CNO Financial Group, Inc. | 5,771,486 | $125M | 0.2% | $14.63 | +34.4% | COM | 12621E103 |
| AXS | AXIS Capital Holdings Limited | 2,143,523 | $123M | 0.2% | $33.87 | +21.7% | COM | G0692U109 |
| MUSA | Murphy USA Inc. | 1,671,975 | $122M | 0.2% | $67.75 | +12.0% | COM | 626755102 |
| EAT | Brinker International, Inc. | 3,360,522 | $121M | 0.2% | $41.00 | -18.2% | COM | 109641100 |
| — | Andeavor | 1,203,174 | $121M | 0.2% | $102.77 | — | COM | 03349M105 |
| MPT | Medical Properties Trust, Inc. | 9,207,800 | $120M | 0.2% | $14.01 | — | COM | 58463J304 |
| PDM | Piedmont Office Realty Trust, Inc. | 6,793,481 | $119M | 0.2% | $19.08 | — | COM | 720190206 |
| FFIV | F5 Networks, Inc. | 818,126 | $118M | 0.2% | $128.90 | +11.2% | COM | 315616102 |
| PAG | Penske Automotive Group, Inc. | 2,639,418 | $117M | 0.2% | $42.95 | +12.9% | COM | 70959W103 |
| STWD | Starwood Property Trust, Inc. | 5,479,309 | $115M | 0.2% | $20.87 | — | COM | 85571B105 |
| MSI | Motorola Solutions, Inc. | 1,086,302 | $114M | 0.2% | $68.92 | +32.8% | COM | 620076307 |
| — | Convergys Corporation | 4,785,059 | $108M | 0.2% | $20.02 | — | COM | 212485106 |
| FDP | Fresh Del Monte Produce Inc. | 2,379,173 | $108M | 0.2% | $34.14 | +16.5% | COM | G36738105 |
| — | Dell Technologies Inc. | 1,454,898 | $107M | 0.2% | $47.80 | — | COM | 24703L103 |
| — | Owens-Illinois, Inc. | 4,911,580 | $106M | 0.2% | $22.68 | — | COM | 690768403 |
| — | Lifepoint Health, Inc. | 2,246,057 | $106M | 0.2% | $63.68 | — | COM | 53219L109 |
| DDS | Dillard's, Inc. | 1,311,427 | $105M | 0.2% | $62.95 | -13.6% | COM | 254067101 |
| WM | Waste Management, Inc. | 1,249,900 | $105M | 0.2% | $57.31 | +30.7% | COM | 94106L109 |
| CPS | Cooper-Standard Holdings Inc. | 852,419 | $105M | 0.2% | $82.60 | +48.9% | COM | 21676P103 |
| CPB | Campbell Soup Company | 2,362,700 | $102M | 0.2% | $37.89 | -8.5% | COM | 134429109 |
| AMCX | AMC Networks Inc. | 1,899,380 | $98.2M | 0.2% | $56.07 | -7.4% | COM | 00164V103 |
| BIGGQ | Big Lots, Inc. | 2,252,973 | $98.07M | 0.2% | $27.08 | +62.7% | COM | 089302103 |
| SANM | Sanmina Corporation | 3,727,689 | $97.48M | 0.2% | $21.85 | +30.8% | COM | 801056102 |
| AMKR | Amkor Technology, Inc. | 9,528,772 | $96.53M | 0.2% | $5.70 | +70.3% | COM | 031652100 |
| ENR | Energizer Holdings, Inc. | 1,615,131 | $96.23M | 0.2% | $35.73 | +14.8% | COM | 29272W109 |
| PLCE | The Children's Place, Inc. | 708,281 | $95.8M | 0.2% | $84.87 | +71.3% | COM | 168905107 |
| — | Meritor, Inc. | 4,484,931 | $92.21M | 0.1% | $11.95 | — | COM | 59001K100 |
| — | Lexington Realty Trust | 11,577,930 | $91.12M | 0.1% | $8.96 | — | COM | 529043101 |
| ITGR | Integer Holdings Corporation | 1,604,828 | $90.75M | 0.1% | $38.47 | +30.9% | COM | 45826H109 |
| ITT | ITT Inc. | 1,838,170 | $90.03M | 0.1% | $38.97 | +35.5% | COM | 45073V108 |
| ZION | Zions Bancorporation | 1,681,073 | $88.64M | 0.1% | $40.04 | +34.4% | COM | 989701107 |
| MOG/A | Moog Inc. | 1,068,280 | $88.04M | 0.1% | $51.68 | +54.3% | COM | 615394202 |
| — | McDermott International, Inc. | 14,433,274 | $87.9M | 0.1% | $6.70 | — | COM | 580037109 |
| XHR | Xenia Hotels & Resorts, Inc. | 4,446,848 | $87.69M | 0.1% | $19.99 | — | COM | 984017103 |
| KLIC | Kulicke and Soffa Industries, Inc. | 3,505,480 | $87.67M | 0.1% | $12.27 | +71.2% | COM | 501242101 |
| — | Kellogg Company | 1,327,600 | $86.31M | 0.1% | $45.01 | +5.0% | COM | 487836108 |
| ALLY | Ally Financial Inc. | 3,130,841 | $85M | 0.1% | $21.50 | +4.9% | COM | 02005N100 |
| AEP | American Electric Power Company, Inc. | 1,237,300 | $84.87M | 0.1% | $33.07 | +54.1% | COM | 025537101 |
| — | Aaron's, Inc. | 1,793,186 | $83.56M | 0.1% | $30.70 | — | COM | 002535300 |
| DXC | DXC Technology Company | 820,504 | $82.48M | 0.1% | $62.87 | +32.7% | COM | 23355L106 |
| — | TCF Financial Corporation | 3,546,264 | $80.89M | 0.1% | $15.82 | — | COM | 872275102 |
| NAVI | Navient Corporation | 6,151,063 | $80.7M | 0.1% | $15.26 | -10.9% | COM | 63938C108 |
| MLKN | Herman Miller, Inc. | 2,521,607 | $80.56M | 0.1% | $25.68 | +20.5% | COM | 600544100 |
| RSG | Republic Services, Inc. | 1,216,100 | $80.54M | 0.1% | $40.50 | +46.3% | COM | 760759100 |
| HST | Host Hotels & Resorts, L.P. | 4,278,677 | $79.75M | 0.1% | $13.24 | +9.3% | COM | 44107P104 |
| LOW | Lowe`s Companies, Inc. | 900,358 | $79.01M | 0.1% | $70.00 | +17.0% | COM | 548661107 |
| — | Orbotech Ltd. | 1,269,276 | $78.92M | 0.1% | $26.59 | — | COM | M75253100 |
| PHM | PulteGroup, Inc. | 2,623,396 | $77.36M | 0.1% | $21.36 | +33.0% | COM | 745867101 |
| — | Select Income REIT | 3,961,965 | $77.18M | 0.1% | $23.53 | — | COM | 81618T100 |
| — | Xl Capital Finance (Europe) PLC. | 1,394,288 | $77.05M | 0.1% | $35.89 | — | COM | G98294104 |
| OSK | Oshkosh Corporation | 991,671 | $76.63M | 0.1% | $35.56 | +111.0% | COM | 688239201 |
| RS | Reliance Steel & Aluminum Co. | 885,618 | $75.93M | 0.1% | $66.46 | +34.4% | COM | 759509102 |
| EIX | Edison International | 1,176,000 | $74.86M | 0.1% | $35.69 | +22.7% | COM | 281020107 |
| DGX | Quest Diagnostics Incorporated | 738,000 | $74.02M | 0.1% | $53.22 | +64.4% | COM | 74834L100 |
| — | Cooper Tire & Rubber Company | 2,522,497 | $73.91M | 0.1% | $30.58 | — | COM | 216831107 |
| — | Aircastle Limited | 3,671,645 | $72.92M | 0.1% | $17.38 | — | COM | G0129K104 |
| BKU | BankUnited, Inc. | 1,806,500 | $72.22M | 0.1% | $28.52 | +12.7% | COM | 06652K103 |
| BLMN | Bloomin' Brands, Inc. | 2,943,159 | $71.46M | 0.1% | $14.42 | +26.5% | COM | 094235108 |
| — | Public Joint Stock Company Mobile TeleSy | 6,259,089 | $71.29M | 0.1% | $16.44 | — | COM | 607409109 |
| GAP | The Gap, Inc. | 2,278,734 | $71.1M | 0.1% | $27.03 | -8.3% | COM | 364760108 |
| ALSN | Allison Transmission Holdings, Inc. | 1,818,044 | $71.01M | 0.1% | $36.22 | +1.1% | COM | 01973R101 |
| WNC | Wabash National Corporation | 3,404,091 | $70.84M | 0.1% | $10.89 | +74.8% | COM | 929566107 |
| CSGS | CSG Systems International, Inc. | 1,562,188 | $70.75M | 0.1% | $19.32 | +101.0% | COM | 126349109 |
| CNA | CNA Financial Corporation | 1,407,522 | $69.46M | 0.1% | $17.44 | +70.1% | COM | 126117100 |
| ALK | Alaska Air Group, Inc. | 1,115,847 | $69.14M | 0.1% | $51.63 | +22.9% | COM | 011659109 |
| TTMI | TTM Technologies, Inc. | 4,424,684 | $67.65M | 0.1% | $15.90 | +2.4% | COM | 87305R109 |
| TKR | The Timken Company | 1,474,075 | $67.22M | 0.1% | $37.41 | +28.7% | COM | 887389104 |
| — | National Oilwell Varco, Inc. | 1,782,100 | $65.6M | 0.1% | $50.81 | — | COM | 637071101 |
| MATV | Schweitzer-Mauduit International, Inc. | 1,673,073 | $65.5M | 0.1% | $24.86 | +16.2% | COM | 808541106 |
| — | WestRock Company | 997,675 | $64.02M | 0.1% | $54.09 | — | COM | 96145D105 |
| HII | Huntington Ingalls Industries, Inc. | 246,479 | $63.53M | 0.1% | $94.84 | +122.0% | COM | 446413106 |
| — | Triumph Group, Inc. | 2,472,154 | $62.3M | 0.1% | $45.95 | — | COM | 896818101 |
| VRE | Mack-Cali Realty Corporation | 3,630,191 | $60.66M | 0.1% | $25.12 | — | COM | 554489104 |
| LLY | Eli Lilly and Company | 784,000 | $60.66M | 0.1% | $71.71 | 0.0% | COM | 532457108 |
| SKYW | SkyWest, Inc. | 1,105,087 | $60.12M | 0.1% | $24.01 | +130.2% | COM | 830879102 |
| AVT | Avnet, Inc. | 1,425,800 | $59.54M | 0.1% | $33.17 | +5.3% | COM | 053807103 |
| RRX | Regal Beloit Corporation | 800,708 | $58.73M | 0.1% | $77.50 | -2.9% | COM | 758750103 |
| ED | Consolidated Edison, Inc. | 750,500 | $58.49M | 0.1% | $41.59 | +40.6% | COM | 209115104 |
| EBAY | eBay Inc. | 1,447,100 | $58.23M | 0.1% | $27.60 | +33.5% | COM | 278642103 |
| PBI | Pitney Bowes Inc. | 5,341,916 | $58.17M | 0.1% | $16.51 | -25.0% | COM | 724479100 |
| — | Atlas Air Worldwide Holdings, Inc. | 953,683 | $57.65M | 0.1% | $46.69 | — | COM | 049164205 |
| SBRA | Sabra Health Care REIT, Inc. | 3,262,380 | $57.58M | 0.1% | $25.09 | — | COM | 78573L106 |
| ACCO | ACCO Brands Corporation | 4,535,304 | $56.92M | 0.1% | $5.20 | +68.4% | COM | 00081T108 |
| TGNA | TEGNA Inc. | 4,987,526 | $56.81M | 0.1% | $18.46 | -26.0% | COM | 87901J105 |
| — | DDR Corp. | 7,689,000 | $56.36M | 0.1% | $9.29 | — | COM | 23317H102 |
| — | Magellan Health, Inc. | 522,148 | $55.92M | 0.1% | $76.44 | — | COM | 559079207 |
| — | Foot Locker, Inc. | 1,210,678 | $55.13M | 0.1% | $51.27 | — | COM | 344849104 |
| — | Carrizo Oil & Gas, Inc. | 3,437,100 | $54.99M | 0.1% | $17.51 | — | COM | 144577103 |
| — | Tenneco Inc. | 998,853 | $54.81M | 0.1% | $57.47 | — | COM | 880349105 |
| TXT | Textron Inc. | 927,508 | $54.7M | 0.1% | $37.36 | +55.7% | COM | 883203101 |
| CCK | Crown Holdings, Inc. | 1,065,308 | $54.06M | 0.1% | $56.04 | -9.5% | COM | 228368106 |
| BLX | Banco Latinoamericano de Comercio Exteri | 1,892,219 | $53.93M | 0.1% | $12.48 | +40.9% | COM | P16994132 |
| NNI | Nelnet, Inc. | 1,028,259 | $53.89M | 0.1% | $37.73 | +40.5% | COM | 64031N108 |
| UVE | Universal Insurance Holdings, Inc. | 1,685,859 | $53.78M | 0.1% | $14.56 | +106.5% | COM | 91359V107 |
| CNC | Centene Corporation | 499,400 | $53.37M | 0.1% | $34.90 | +49.4% | COM | 15135B101 |
| — | Cigna Corporation | 316,319 | $53.06M | 0.1% | $75.19 | — | COM | 125509109 |
| AGM | Federal Agricultural Mortgage Corp. | 598,056 | $52.04M | 0.1% | $25.00 | +147.0% | COM | 313148306 |
| HOPE | Hope Bancorp, Inc. | 2,833,954 | $51.55M | 0.1% | $18.06 | +2.6% | COM | 43940T109 |
| BAP | Credicorp Ltd. | 226,638 | $51.45M | 0.1% | $140.10 | +30.6% | COM | G2519Y108 |
| BBT | Berkshire Hills Bancorp, Inc. | 1,348,538 | $51.18M | 0.1% | $22.24 | +34.2% | COM | 084680107 |
| — | Briggs & Stratton Corporation | 2,314,717 | $49.56M | 0.1% | $20.04 | — | COM | 109043109 |
| URI | United Rentals, Inc. | 284,283 | $49.1M | 0.1% | $108.64 | +58.3% | COM | 911363109 |
| DAN | Dana Incorporated | 1,891,925 | $48.73M | 0.1% | $16.73 | +48.1% | COM | 235825205 |
| — | Validus Holdings, Ltd. | 708,970 | $47.82M | 0.1% | $36.71 | — | COM | G9319H102 |
| HY | Hyster-Yale Materials Handling, Inc. | 681,616 | $47.66M | 0.1% | $45.20 | +40.6% | COM | 449172105 |
| — | Hawaiian Holdings, Inc. | 1,221,727 | $47.28M | 0.1% | $11.03 | — | COM | 419879101 |
| UTHR | United Therapeutics Corporation | 420,340 | $47.23M | 0.1% | $128.35 | -1.0% | COM | 91307C102 |
| — | Time Warner Inc. | 495,387 | $46.85M | 0.1% | $75.40 | — | COM | 887317303 |
| NTGR | NETGEAR, Inc. | 815,543 | $46.65M | 0.1% | $20.98 | +82.0% | COM | 64111Q104 |
| SBH | Sally Beauty Holdings, Inc. | 2,821,500 | $46.41M | 0.1% | $21.29 | -19.5% | COM | 79546E104 |
| INN | Summit Hotel Properties, Inc. | 3,406,600 | $46.36M | 0.1% | $12.10 | — | COM | 866082100 |
| — | Michael Kors Holdings Limited | 741,450 | $46.03M | 0.1% | $54.62 | — | COM | G60754101 |
| — | Chimera Investment Corporation | 2,628,947 | $45.77M | 0.1% | $17.27 | — | COM | 16934Q208 |
| EGRX | Eagle Pharmaceuticals, Inc. | 859,142 | $45.27M | 0.1% | $57.30 | +1.5% | COM | 269796108 |
| CIEN | Ciena Corporation | 1,746,315 | $45.23M | 0.1% | $23.32 | +0.9% | COM | 171779309 |
| SAH | Sonic Automotive, Inc. | 2,382,476 | $45.15M | 0.1% | $21.10 | -4.3% | COM | 83545G102 |
| — | Gannett Co., Inc. | 4,505,536 | $44.97M | 0.1% | $12.47 | — | COM | 36473H104 |
| — | Sykes Enterprises, Incorporated | 1,532,615 | $44.35M | 0.1% | $27.76 | — | COM | 871237103 |
| FSP | Franklin Street Properties Corp. | 5,243,205 | $44.09M | 0.1% | $10.89 | — | COM | 35471R106 |
| FAF | First American Financial Corporation | 744,515 | $43.69M | 0.1% | $37.29 | +20.7% | COM | 31847R102 |
| GPI | Group 1 Automotive, Inc. | 652,644 | $42.64M | 0.1% | $84.12 | -12.0% | COM | 398905109 |
| AGO | Assured Guaranty Ltd. | 1,174,231 | $42.51M | 0.1% | $24.37 | +26.1% | COM | G0585R106 |
| — | MFA Financial, Inc. | 5,636,638 | $42.44M | 0.1% | $7.85 | — | COM | 55272X102 |
| — | SCANA Corporation | 1,122,140 | $42.14M | 0.1% | $64.34 | — | COM | 80589M102 |
| — | M.D.C. Holdings, Inc. | 1,482,868 | $41.4M | 0.1% | $28.71 | — | COM | 552676108 |
| GATX | GATX Corporation | 599,581 | $41.06M | 0.1% | $46.81 | +23.8% | COM | 361448103 |
| PSX | Phillips 66 | 410,615 | $39.39M | 0.1% | $41.88 | +70.7% | COM | 718546104 |
| KBH | KB Home | 1,381,128 | $39.29M | 0.1% | $13.28 | +110.7% | COM | 48666K109 |
| GBX | The Greenbrier Companies, Inc. | 774,027 | $38.89M | 0.1% | $35.93 | +11.5% | COM | 393657101 |
| — | Dean Foods Company | 4,478,444 | $38.6M | 0.1% | $17.49 | — | COM | 242370203 |
| MU | Micron Technology, Inc. | 740,186 | $38.59M | 0.1% | $29.10 | +60.5% | COM | 595112103 |
| NTAP | NetApp, Inc. | 618,200 | $38.14M | 0.1% | $30.32 | +63.2% | COM | 64110D104 |
| — | Mallinckrodt Public Limited Company | 2,626,717 | $38.03M | 0.1% | $41.44 | — | COM | G5785G107 |
| — | Global Brass and Copper Holdings, Inc. | 1,127,470 | $37.71M | 0.1% | $27.86 | — | COM | 37953G103 |
| — | SRC Energy Inc. | 3,974,903 | $37.48M | 0.1% | $9.12 | — | COM | 78470V108 |
| GTY | Getty Realty Corp. | 1,478,330 | $37.28M | 0.1% | $21.70 | — | COM | 374297109 |
| HAFC | Hanmi Financial Corporation | 1,209,485 | $37.19M | 0.1% | $24.44 | +27.7% | COM | 410495204 |
| SON | Sonoco Products Company | 742,000 | $35.99M | 0.1% | $31.79 | +21.9% | COM | 835495102 |
| DIS | The Walt Disney Company | 356,740 | $35.83M | 0.1% | $101.05 | -0.1% | COM | 254687106 |
| DE | Deere & Company | 230,500 | $35.8M | 0.1% | $68.26 | +110.9% | COM | 244199105 |
| GME | GameStop Corp. | 2,805,984 | $35.41M | 0.1% | $6.41 | -44.0% | COM | 36467W109 |
| — | Two Harbors Investment Corp. | 2,303,370 | $35.4M | 0.1% | $16.26 | — | COM | 90187B408 |
| — | Plantronics, Inc. | 578,694 | $34.94M | 0.1% | $47.25 | — | COM | 727493108 |
| JAZZ | Jazz Pharmaceuticals Public Limited Comp | 230,670 | $34.83M | 0.1% | $149.02 | -1.6% | COM | G50871105 |
| ENSG | The Ensign Group, Inc. | 1,302,319 | $34.25M | 0.1% | $20.13 | +15.3% | COM | 29358P101 |
| TPC | Tutor Perini Corporation | 1,546,016 | $34.09M | 0.1% | $19.94 | +18.7% | COM | 901109108 |
| PIPR | Piper Jaffray Companies | 406,738 | $33.78M | 0.1% | $59.36 | +49.0% | COM | 724078100 |
| MOD | Modine Manufacturing Company | 1,564,177 | $33.08M | 0.1% | $10.25 | +122.1% | COM | 607828100 |
| — | Lannett Company, Inc. | 2,057,011 | $33.02M | 0.1% | $29.14 | — | COM | 516012101 |
| ARI | Apollo Commercial Real Estate Finance, I | 1,831,844 | $32.94M | 0.1% | $16.62 | — | COM | 03762U105 |
| — | Steelcase Inc. | 2,407,933 | $32.75M | 0.1% | $15.65 | — | COM | 858155203 |
| NTTYY | Nippon Telegraph and Telephone Corporati | 683,659 | $31.82M | 0.1% | $37.72 | — | COM | 654624105 |
| KELYA | Kelly Services, Inc. | 1,091,061 | $31.68M | 0.1% | $18.83 | +39.2% | COM | 488152208 |
| PSEC | Prospect Capital Corporation | 4,824,930 | $31.6M | 0.1% | $2.52 | +1.2% | COM | 74348T102 |
| BC | Brunswick Corporation | 521,040 | $30.94M | 0.0% | $45.89 | +11.5% | COM | 117043109 |
| CAJPY | Canon Inc. | 846,600 | $30.86M | 0.0% | $34.53 | — | COM | 138006309 |
| CAC | Camden National Corporation | 689,253 | $30.67M | 0.0% | $25.84 | +23.8% | COM | 133034108 |
| SCSC | ScanSource, Inc. | 861,018 | $30.61M | 0.0% | $39.13 | -12.7% | COM | 806037107 |
| ACH | Owens & Minor, Inc. | 1,961,888 | $30.51M | 0.0% | $26.03 | -35.4% | COM | 690732102 |
| — | Tower International, Inc. | 1,090,395 | $30.26M | 0.0% | $25.94 | — | COM | 891826109 |
| — | SK Telecom Co., Ltd. | 1,245,906 | $30.11M | 0.0% | $22.09 | — | COM | 78440P108 |
| IMKTA | Ingles Markets, Incorporated | 886,896 | $30.02M | 0.0% | $27.33 | +10.3% | COM | 457030104 |
| — | Office Depot, Inc. | 13,936,152 | $29.96M | 0.0% | $4.87 | — | COM | 676220106 |
| KALU | Kaiser Aluminum Corporation | 290,948 | $29.36M | 0.0% | $61.78 | +32.4% | COM | 483007704 |
| LUV | Southwest Airlines Co. | 506,900 | $29.04M | 0.0% | $30.90 | +75.9% | COM | 844741108 |
| ONB | Old National Bancorp | 1,700,900 | $28.75M | 0.0% | $15.15 | +16.2% | COM | 680033107 |
| TER | Teradyne, Inc. | 625,300 | $28.58M | 0.0% | $18.25 | +140.6% | COM | 880770102 |
| QUAD | Quad/Graphics, Inc. | 1,123,437 | $28.48M | 0.0% | $22.61 | +7.7% | COM | 747301109 |
| DG | Dollar General Corporation | 304,400 | $28.48M | 0.0% | $80.19 | +8.2% | COM | 256677105 |
| CVS | CVS Health Corporation | 455,600 | $28.34M | 0.0% | $60.65 | -7.9% | COM | 126650100 |
| LEN | Lennar Corporation | 478,324 | $28.19M | 0.0% | $55.25 | 0.0% | COM | 526057104 |
| — | Spirit Realty Capital, Inc. | 3,622,088 | $28.11M | 0.0% | $8.17 | — | COM | 84860W102 |
| — | Supervalu Inc. | 1,836,140 | $27.96M | 0.0% | $21.75 | — | COM | 868536301 |
| WSM | Williams-Sonoma, Inc. | 529,200 | $27.92M | 0.0% | $20.52 | +7.9% | COM | 969904101 |
| — | Spartannash Company | 1,621,596 | $27.91M | 0.0% | $24.76 | — | COM | 847215100 |
| ETD | Ethan Allen Interiors Inc. | 1,214,052 | $27.86M | 0.0% | $17.39 | -16.3% | COM | 297602104 |
| — | Crane Co. | 299,845 | $27.81M | 0.0% | $59.54 | — | COM | 224399105 |
| — | Bed Bath & Beyond Inc. | 1,313,095 | $27.56M | 0.0% | $48.59 | — | COM | 075896100 |
| DKS | Dick's Sporting Goods, Inc. | 784,584 | $27.5M | 0.0% | $27.25 | -5.9% | COM | 253393102 |
| — | P. H. Glatfelter Company | 1,329,218 | $27.29M | 0.0% | $23.17 | — | COM | 377316104 |
| FIBK | First Interstate BancSystem, Inc. | 680,200 | $26.9M | 0.0% | $17.52 | +55.6% | COM | 32055Y201 |
| NMFC | New Mountain Guardian Corporation | 2,038,181 | $26.8M | 0.0% | $5.55 | +1.0% | COM | 647551100 |
| BLDR | Builders FirstSource, Inc. | 1,345,500 | $26.69M | 0.0% | $17.73 | +19.4% | COM | 12008R107 |
| — | China Mobile Limited | 579,300 | $26.5M | 0.0% | $50.64 | — | COM | 16941M109 |
| CLW | Clearwater Paper Corporation | 671,820 | $26.27M | 0.0% | $56.37 | -26.2% | COM | 18538R103 |
| ASB | Associated Banc-Corp | 1,042,615 | $25.91M | 0.0% | $15.21 | +24.2% | COM | 045487105 |
| BZH | Beazer Homes USA, Inc. | 1,593,104 | $25.41M | 0.0% | $11.01 | +61.0% | COM | 07556Q881 |
| — | Reg Biofuels, LLC | 1,959,423 | $25.08M | 0.0% | $10.08 | — | COM | 75972A301 |
| PFG | Principal Financial Group, Inc. | 409,600 | $24.95M | 0.0% | $26.67 | +81.5% | COM | 74251V102 |
| DECK | Deckers Outdoor Corporation | 276,915 | $24.93M | 0.0% | $10.66 | +41.0% | COM | 243537107 |
| PMT | PennyMac Mortgage Investment Trust | 1,374,336 | $24.78M | 0.0% | $20.38 | — | COM | 70931T103 |
| NSIT | Insight Enterprises, Inc. | 708,800 | $24.76M | 0.0% | $20.92 | +72.9% | COM | 45765U103 |
| — | American Equity Investment Life Holding | 837,400 | $24.59M | 0.0% | $28.57 | — | COM | 025676206 |
| FULT | Fulton Financial Corporation | 1,378,475 | $24.47M | 0.0% | $8.65 | +54.4% | COM | 360271100 |
| — | R. R. Donnelley & Sons Company | 2,782,236 | $24.29M | 0.0% | $15.52 | — | COM | 257867200 |
| THG | The Hanover Insurance Group, Inc. | 205,900 | $24.27M | 0.0% | $52.12 | +69.7% | COM | 410867105 |
| AVY | Avery Dennison Corporation | 228,240 | $24.25M | 0.0% | $57.02 | +76.5% | COM | 053611109 |
| — | Mylan B.V. | 587,895 | $24.2M | 0.0% | $47.05 | — | COM | N59465109 |
| — | Dime Community Bancshares, Inc. | 1,315,143 | $24.2M | 0.0% | $17.75 | — | COM | 253922108 |
| EBF | Ennis, Inc. | 1,220,163 | $24.04M | 0.0% | $9.69 | +27.2% | COM | 293389102 |
| DRH | DiamondRock Hospitality Company | 2,279,000 | $23.79M | 0.0% | $10.98 | — | COM | 252784301 |
| — | CorEnergy Infrastructure Trust, Inc. | 633,640 | $23.79M | 0.0% | $23.54 | — | COM | 21870U502 |
| CVSA | Adtalem Global Education Inc. | 498,364 | $23.7M | 0.0% | $37.18 | +25.8% | COM | 00737L103 |
| — | Fidelity Southern Corporation | 1,024,447 | $23.63M | 0.0% | $15.96 | — | COM | 316394105 |
| — | A. Schulman, Inc. | 542,940 | $23.35M | 0.0% | $31.46 | — | COM | 808194104 |
| AL | Air Lease Corporation | 546,783 | $23.3M | 0.0% | $34.76 | +14.9% | COM | 00912X302 |
| AVA | Avista Corporation | 451,468 | $23.14M | 0.0% | $16.98 | +112.7% | COM | 05379B107 |
| IRDM | Iridium Communications Inc. | 2,021,060 | $22.74M | 0.0% | $7.78 | +53.9% | COM | 46269C102 |
| VVX | Vectrus, Inc. | 605,193 | $22.54M | 0.0% | $26.83 | +20.6% | COM | 92242T101 |
| EHC | ENCOMPASS HEALTH CORP | 391,300 | $22.37M | 0.0% | $38.63 | 0.0% | COM | 29261A100 |
| HCI | HCI Group, Inc. | 583,985 | $22.28M | 0.0% | $41.34 | -12.7% | COM | 40416E103 |
| — | LaSalle Hotel Properties | 764,679 | $22.18M | 0.0% | $28.99 | — | COM | 517942108 |
| MTH | Meritage Homes Corporation | 483,400 | $21.87M | 0.0% | $21.11 | +13.0% | COM | 59001A102 |
| WAFD | Washington Federal, Inc. | 631,900 | $21.86M | 0.0% | $19.75 | +40.3% | COM | 938824109 |
| — | MTGE Investment Corp. | 1,219,915 | $21.84M | 0.0% | $18.87 | — | COM | 55378A105 |
| — | LSV INTERNATIONAL SMALL CAP EQUITY LP | 110,519 | $21.8M | 0.0% | $199.54 | — | COM | EVS992716 |
| SRI | Stoneridge, Inc. | 788,600 | $21.77M | 0.0% | $13.41 | +82.1% | COM | 86183P102 |
| DCH | American Axle & Manufacturing Holdings, | 1,427,076 | $21.72M | 0.0% | $18.49 | -11.1% | COM | 024061103 |
| MTRX | Matrix Service Company | 1,582,930 | $21.69M | 0.0% | $19.91 | -17.4% | COM | 576853105 |
| FNB | F.N.B. Corporation | 1,607,900 | $21.63M | 0.0% | $9.87 | +5.2% | COM | 302520101 |
| — | Government Properties Income Trust | 1,577,880 | $21.55M | 0.0% | $20.24 | — | COM | 38376A103 |
| CSV | Carriage Services, Inc. | 768,082 | $21.25M | 0.0% | $21.51 | +12.5% | COM | 143905107 |
| THO | Thor Industries, Inc. | 183,869 | $21.18M | 0.0% | $80.86 | +39.8% | COM | 885160101 |
| HVT | Haverty Furniture Companies, Inc. | 1,049,006 | $21.14M | 0.0% | $21.58 | -0.5% | COM | 419596101 |
| BPOP | Popular, Inc. | 504,700 | $21M | 0.0% | $25.62 | +27.5% | COM | 733174700 |
| — | Maiden Holdings, Ltd. | 3,219,550 | $20.93M | 0.0% | $12.62 | — | COM | G5753U112 |
| — | New York Mortgage Trust, Inc. | 3,528,711 | $20.93M | 0.0% | $6.60 | — | COM | 649604501 |
| — | Wesco Aircraft Holdings, Inc. | 2,036,481 | $20.87M | 0.0% | $12.05 | — | COM | 950814103 |
| WKC | World Fuel Services Corporation | 848,710 | $20.84M | 0.0% | $38.38 | -33.0% | COM | 981475106 |
| PNNT | PennantPark Investment Corporation | 3,115,872 | $20.81M | 0.0% | $2.75 | -2.9% | COM | 708062104 |
| SCVL | Shoe Carnival, Inc. | 853,195 | $20.31M | 0.0% | $11.47 | +4.9% | COM | 824889109 |
| — | American Outdoor Brands Corporation | 1,967,604 | $20.3M | 0.0% | $19.54 | — | COM | 02874P103 |
| — | New Senior Investment Group Inc. | 2,481,091 | $20.3M | 0.0% | $8.97 | — | COM | 648691103 |
| AZO | AutoZone, Inc. | 31,260 | $20.28M | 0.0% | $725.75 | -1.4% | COM | 053332102 |
| UFI | Unifi, Inc. | 558,241 | $20.24M | 0.0% | $28.86 | +24.1% | COM | 904677200 |
| HWC | Hancock Holding Company | 387,700 | $20.04M | 0.0% | $27.46 | +94.5% | COM | 410120109 |
| NHI | National Health Investors, Inc. | 297,600 | $20.02M | 0.0% | $70.92 | — | COM | 63633D104 |
| AES | The AES Corporation | 1,753,442 | $19.94M | 0.0% | $8.46 | -3.2% | COM | 00130H105 |
| CPF | Central Pacific Financial Corp. | 699,673 | $19.91M | 0.0% | $14.90 | +41.7% | COM | 154760409 |
| — | Kraton Corporation | 416,087 | $19.85M | 0.0% | $26.06 | — | COM | 50077C106 |
| SNA | Snap-on Incorporated | 133,623 | $19.71M | 0.0% | $125.52 | +6.9% | COM | 833034101 |
| — | CBS Corporation | 383,400 | $19.7M | 0.0% | $62.39 | — | COM | 124857202 |
| PARR | Par Pacific Holdings, Inc. | 1,143,006 | $19.63M | 0.0% | $19.87 | -9.2% | COM | 69888T207 |
| RM | Regional Management Corp. | 614,359 | $19.56M | 0.0% | $14.77 | +65.6% | COM | 75902K106 |
| WMK | Weis Markets, Inc. | 476,289 | $19.52M | 0.0% | $32.79 | +0.0% | COM | 948849104 |
| TOL | Toll Brothers, Inc. | 449,700 | $19.45M | 0.0% | $46.93 | +0.1% | COM | 889478103 |
| OGE | OGE Energy Corp. | 589,300 | $19.31M | 0.0% | $27.62 | +14.3% | COM | 670837103 |
| — | Newfield Exploration Company | 790,100 | $19.29M | 0.0% | $24.98 | — | COM | 651290108 |
| — | NTT DOCOMO, Inc. | 739,900 | $18.92M | 0.0% | $17.28 | — | COM | 62942M201 |
| TAP | Molson Coors Brewing Company | 247,200 | $18.62M | 0.0% | $64.84 | 0.0% | COM | 60871R209 |
| PCG | PG&E Corporation | 423,700 | $18.61M | 0.0% | $58.49 | -28.3% | COM | 69331C108 |
| — | Citrix Systems, Inc. | 200,000 | $18.56M | 0.0% | $76.95 | — | COM | 177376100 |
| — | GlaxoSmithKline PLC | 469,500 | $18.34M | 0.0% | $40.01 | — | COM | 37733W105 |
| — | Chicago Bridge & Iron Company N.V. | 1,273,721 | $18.34M | 0.0% | $38.78 | — | COM | 167250109 |
| AIG | American International Group, Inc. | 333,398 | $18.14M | 0.0% | $45.49 | +5.7% | COM | 026874784 |
| — | Preferred Apartment Communities, Inc. | 1,276,523 | $18.11M | 0.0% | $15.57 | — | COM | 74039L103 |
| — | Retail Properties of America, Inc. | 1,549,300 | $18.06M | 0.0% | $14.73 | — | COM | 76131V202 |
| DRI | Darden Restaurants, Inc. | 211,500 | $18.03M | 0.0% | $55.96 | +36.0% | COM | 237194105 |
| ANIP | ANI Pharmaceuticals, Inc. | 305,800 | $17.8M | 0.0% | $62.89 | +0.9% | COM | 00182C103 |
| — | United Financial Bancorp, Inc. | 1,080,024 | $17.5M | 0.0% | $13.54 | — | COM | 910304104 |
| CLDT | Chatham Lodging Trust | 912,110 | $17.47M | 0.0% | $22.49 | — | COM | 16208T102 |
| MSFT | Microsoft Corporation | 191,100 | $17.44M | 0.0% | $27.05 | +211.7% | COM | 594918104 |
| PKOH | Park-Ohio Holdings Corp. | 445,174 | $17.3M | 0.0% | $31.26 | +16.0% | COM | 700666100 |
| — | American Railcar Industries, Inc. | 460,519 | $17.23M | 0.0% | $36.67 | — | COM | 02916P103 |
| — | Ashford Hospitality Trust, Inc. | 2,618,013 | $16.91M | 0.0% | $9.68 | — | COM | 044103109 |
| NSC | Norfolk Southern Corporation | 122,200 | $16.59M | 0.0% | $86.48 | +41.8% | COM | 655844108 |
| BHF | Brighthouse Financial, Inc. | 321,330 | $16.52M | 0.0% | $59.99 | -3.7% | COM | 10922N103 |
| SNY | Sanofi | 411,400 | $16.49M | 0.0% | $47.50 | — | COM | 80105N105 |
| — | AG Mortgage Investment Trust, Inc. | 945,627 | $16.43M | 0.0% | $17.41 | — | COM | 001228105 |
| SCL | Stepan Company | 196,525 | $16.35M | 0.0% | $50.58 | +56.6% | COM | 858586100 |
| TM | Toyota Motor Corporation | 124,980 | $16.29M | 0.0% | $129.81 | — | COM | 892331307 |
| — | Orbital ATK, Inc. | 122,867 | $16.29M | 0.0% | $97.98 | — | COM | 68557N103 |
| BXMT | Blackstone Mortgage Trust, Inc. | 510,983 | $16.05M | 0.0% | $27.14 | — | COM | 09257W100 |
| KE | Kimball Electronics, Inc. | 991,529 | $16.01M | 0.0% | $18.03 | -0.3% | COM | 49428J109 |
| — | ARMOUR Residential REIT, Inc. | 679,896 | $15.83M | 0.0% | $24.99 | — | COM | 042315507 |
| WRLD | World Acceptance Corporation | 148,386 | $15.63M | 0.0% | $86.15 | +19.6% | COM | 981419104 |
| SGI | Tempur Sealy International, Inc. | 344,350 | $15.6M | 0.0% | $14.68 | -6.5% | COM | 88023U101 |
| TCBK | TriCo Bancshares | 418,220 | $15.57M | 0.0% | $27.10 | +40.9% | COM | 896095106 |
| — | Aspen Insurance Holdings Limited | 344,506 | $15.45M | 0.0% | $40.26 | — | COM | G05384105 |
| MCS | The Marcus Corporation | 507,900 | $15.41M | 0.0% | $20.40 | +34.5% | COM | 566330106 |
| CATY | Cathay General Bancorp | 380,000 | $15.19M | 0.0% | $28.58 | +15.1% | COM | 149150104 |
| — | Hersha Hospitality Trust | 845,688 | $15.14M | 0.0% | $21.81 | — | COM | 427825500 |
| — | LSC Communications, Inc. | 855,970 | $14.94M | 0.0% | $29.68 | — | COM | 50218P107 |
| PEBO | Peoples Bancorp Inc. | 403,656 | $14.31M | 0.0% | $25.01 | +39.7% | COM | 709789101 |
| — | First Defiance Financial Corp. | 247,447 | $14.18M | 0.0% | $31.28 | — | COM | 32006W106 |
| — | BlackRock Capital Investment Corporation | 2,346,100 | $14.15M | 0.0% | $8.56 | — | COM | 092533108 |
| OFG | OFG Bancorp | 1,342,806 | $14.03M | 0.0% | $16.18 | -34.5% | COM | 67103X102 |
| WSBC | WesBanco, Inc. | 330,411 | $13.98M | 0.0% | $25.36 | +66.3% | COM | 950810101 |
| HRTG | Heritage Insurance Holdings, Inc. | 917,488 | $13.91M | 0.0% | $14.23 | +20.3% | COM | 42727J102 |
| NWE | NorthWestern Corporation | 258,214 | $13.89M | 0.0% | $37.77 | -0.2% | COM | 668074305 |
| ABG | Asbury Automotive Group, Inc. | 205,400 | $13.86M | 0.0% | $60.76 | +13.7% | COM | 043436104 |
| — | Jernigan Capital, Inc. | 762,165 | $13.79M | 0.0% | $20.42 | — | COM | 476405105 |
| DHT | Double Hull Tankers | 4,042,107 | $13.74M | 0.0% | $3.55 | -41.3% | COM | Y2065G121 |
| — | Del Frisco's Restaurant Group, Inc. | 899,501 | $13.72M | 0.0% | $14.92 | — | COM | 245077102 |
| FFIC | Flushing Financial Corporation | 507,911 | $13.69M | 0.0% | $9.32 | +100.6% | COM | 343873105 |
| ALV | Autoliv, Inc. | 93,377 | $13.63M | 0.0% | $40.38 | +111.2% | COM | 052800109 |
| VPG | Vishay Precision Group, Inc. | 437,312 | $13.62M | 0.0% | $14.55 | +95.5% | COM | 92835K103 |
| MKSI | MKS Instruments, Inc. | 117,230 | $13.56M | 0.0% | $80.35 | +28.4% | COM | 55306N104 |
| IBCP | Independent Bank | 585,521 | $13.41M | 0.0% | $14.20 | +21.1% | COM | 453838609 |
| CTBI | Community Trust Bancorp, Inc. | 295,565 | $13.36M | 0.0% | $21.26 | +60.7% | COM | 204149108 |
| — | TPG Specialty Lending, Inc. | 728,600 | $13.01M | 0.0% | $19.47 | — | COM | 87265K102 |
| — | Washington Prime Group Inc. | 1,949,345 | $13M | 0.0% | $10.28 | — | COM | 93964W108 |
| — | InfraREIT, Inc. | 666,700 | $12.95M | 0.0% | $19.62 | — | COM | 45685L100 |
| FISI | Financial Institutions, Inc. | 436,878 | $12.93M | 0.0% | $14.59 | +50.0% | COM | 317585404 |
| CAKE | The Cheesecake Factory Incorporated | 267,000 | $12.87M | 0.0% | $42.69 | -5.1% | COM | 163072101 |
| FCF | First Commonwealth Financial Corporation | 906,334 | $12.81M | 0.0% | $6.40 | +71.7% | COM | 319829107 |
| WLK | Westlake Chemical Corporation | 110,045 | $12.23M | 0.0% | $56.72 | +73.4% | COM | 960413102 |
| — | Flagstar Bancorp, Inc. | 341,324 | $12.08M | 0.0% | $28.49 | — | COM | 337930705 |
| SEB | Seaboard Corporation | 2,819 | $12.02M | 0.0% | $4193.44 | -2.4% | COM | 811543107 |
| — | LSV EMERGING MARKETS SMALL CAP LP | 57,590 | $11.93M | 0.0% | $206.58 | — | COM | 9LL999UI3 |
| RCL | Royal Caribbean Cruises Ltd | 101,300 | $11.93M | 0.0% | $101.04 | +16.2% | COM | V7780T103 |
| — | Great Western Bancorp, Inc. | 291,400 | $11.73M | 0.0% | $40.45 | — | COM | 391416104 |
| — | Discovery, Inc. | 600,324 | $11.72M | 0.0% | $19.52 | — | COM | 25470F302 |
| FN | Fabrinet | 370,200 | $11.62M | 0.0% | $32.95 | -10.4% | COM | G3323L100 |
| POR | Portland General Electric Company | 283,200 | $11.47M | 0.0% | $20.44 | +47.9% | COM | 736508847 |
| — | CBL & Associates Properties, Inc. | 2,750,299 | $11.47M | 0.0% | $18.66 | — | COM | 124830100 |
| MOV | Movado Group, Inc. | 296,772 | $11.4M | 0.0% | $26.63 | +19.9% | COM | 624580106 |
| CC | The Chemours Company | 233,400 | $11.37M | 0.0% | $36.78 | -0.2% | COM | 163851108 |
| HCKT | The Hackett Group, Inc. | 707,675 | $11.37M | 0.0% | $15.45 | +8.1% | COM | 404609109 |
| EBS | Emergent BioSolutions Inc. | 215,600 | $11.35M | 0.0% | $32.67 | +52.5% | COM | 29089Q105 |
| — | Dynex Capital, Inc. | 1,711,988 | $11.35M | 0.0% | $9.13 | — | COM | 26817Q506 |
| — | Hanesbrands Inc. | 610,431 | $11.24M | 0.0% | $22.19 | — | COM | 410345102 |
| CUBI | Customers Bancorp, Inc. | 385,700 | $11.24M | 0.0% | $30.27 | -0.8% | COM | 23204G100 |
| NPKI | Newpark Resources, Inc. | 1,383,993 | $11.21M | 0.0% | $10.37 | -15.6% | COM | 651718504 |
| WD | Walker & Dunlop, Inc. | 187,500 | $11.14M | 0.0% | $24.65 | +65.2% | COM | 93148P102 |
| APEI | American Public Education, Inc. | 259,025 | $11.14M | 0.0% | $24.38 | +25.8% | COM | 02913V103 |
| — | Laboratory Corporation of America Holdin | 68,564 | $11.09M | 0.0% | $137.89 | — | COM | 50540R409 |
| — | Invesco Mortgage Capital Inc. | 674,600 | $11.05M | 0.0% | $16.93 | — | COM | 46131B100 |
| — | Express, Inc. | 1,540,173 | $11.03M | 0.0% | $16.63 | — | COM | 30219E103 |
| SLGN | Silgan Holdings Inc. | 395,909 | $11.03M | 0.0% | $30.47 | -6.0% | COM | 827048109 |
| DFIN | Donnelley Financial Solutions, Inc. | 638,705 | $10.97M | 0.0% | $21.18 | -8.0% | COM | 25787G100 |
| RITM | New Residential Investment Corp. | 659,200 | $10.84M | 0.0% | $16.60 | — | COM | 64828T201 |
| RICK | RCI Hospitality Holdings, Inc. | 374,882 | $10.64M | 0.0% | $13.12 | +119.8% | COM | 74934Q108 |
| RLJ | RLJ Lodging Trust | 546,740 | $10.63M | 0.0% | $21.70 | — | COM | 74965L101 |
| WGO | Winnebago Industries, Inc. | 282,048 | $10.61M | 0.0% | $37.81 | +21.9% | COM | 974637100 |
| RBCAA | Republic Bancorp, Inc. | 275,333 | $10.54M | 0.0% | $22.70 | +71.4% | COM | 760281204 |
| LGIH | LGI Homes, Inc. | 146,903 | $10.37M | 0.0% | $29.06 | +132.8% | COM | 50187T106 |
| NOC | Northrop Grumman Corporation | 29,300 | $10.23M | 0.0% | $63.58 | +362.9% | COM | 666807102 |
| — | Rowan Companies PLC | 880,800 | $10.16M | 0.0% | $17.70 | — | COM | G7665A101 |
| PNW | Pinnacle West Capital Corporation | 126,400 | $10.09M | 0.0% | $38.70 | +47.0% | COM | 723484101 |
| ARCC | Ares Capital Corporation | 634,415 | $10.07M | 0.0% | $5.95 | +25.7% | COM | 04010L103 |
| — | Raytheon Company | 46,500 | $10.04M | 0.0% | $67.17 | — | COM | 755111507 |
| — | Vedanta Limited | 556,757 | $9.782M | 0.0% | $11.40 | — | COM | 92242Y100 |
| — | City Office REIT, Inc. | 835,150 | $9.654M | 0.0% | $12.82 | — | COM | 178587101 |
| SYNA | Synaptics Incorporated | 210,923 | $9.645M | 0.0% | $46.82 | -3.1% | COM | 87157D109 |
| GSBC | Great Southern Bancorp, Inc. | 191,642 | $9.572M | 0.0% | $42.25 | +20.1% | COM | 390905107 |
| LZB | La-Z-Boy Incorporated | 316,900 | $9.491M | 0.0% | $28.89 | +6.2% | COM | 505336107 |
| STLD | Steel Dynamics, Inc. | 210,900 | $9.325M | 0.0% | $29.39 | +32.7% | COM | 858119100 |
| BRX | Brixmor Property Group Inc. | 606,700 | $9.252M | 0.0% | $23.21 | — | COM | 11120U105 |
| — | The Finish Line, Inc. | 682,800 | $9.245M | 0.0% | $19.97 | — | COM | 317923100 |
| RJF | Raymond James Financial, Inc. | 103,200 | $9.227M | 0.0% | $54.74 | +0.7% | COM | 754730109 |
| — | Umpqua Holdings Corporation | 431,000 | $9.227M | 0.0% | $19.97 | — | COM | 904214103 |
| KFRC | Kforce Inc. | 335,533 | $9.076M | 0.0% | $20.62 | +30.4% | COM | 493732101 |
| CAR | Avis Budget Group, Inc. | 192,400 | $9.012M | 0.0% | $30.05 | +42.4% | COM | 053774105 |
| — | Xcerra Corporation | 769,600 | $8.965M | 0.0% | $11.46 | — | COM | 98400J108 |
| — | Unit Corporation | 453,400 | $8.959M | 0.0% | $22.07 | — | COM | 909218109 |
| — | United States Steel Corporation | 252,800 | $8.896M | 0.0% | $35.19 | — | COM | 912909108 |
| FONR | Fonar Corporation | 295,320 | $8.8M | 0.0% | $16.48 | +51.4% | COM | 344437405 |
| BUSE | First Busey Corporation | 296,123 | $8.8M | 0.0% | $14.51 | +55.0% | COM | 319383204 |
| — | Patterson Companies, Inc. | 392,487 | $8.724M | 0.0% | $35.85 | — | COM | 703395103 |
| UNH | UnitedHealth Group Incorporated | 40,400 | $8.645M | 0.0% | $53.39 | +276.8% | COM | 91324P102 |
| MBWM | Mercantile Bank Corporation | 254,097 | $8.448M | 0.0% | $14.12 | +81.3% | COM | 587376104 |
| GNW | Genworth Financial, Inc. | 2,975,613 | $8.42M | 0.0% | $10.56 | -71.5% | COM | 37247D106 |
| — | MainSource Financial Group, Inc. | 207,142 | $8.42M | 0.0% | $14.43 | — | COM | 56062Y102 |
| CMCO | Columbus McKinnon Corporation | 231,900 | $8.311M | 0.0% | $20.04 | +79.3% | COM | 199333105 |
| — | Ashford Hospitality Prime, Inc. | 846,441 | $8.227M | 0.0% | $13.63 | — | COM | 044102101 |
| — | Laredo Petroleum, Inc. | 940,700 | $8.193M | 0.0% | $8.71 | — | COM | 516806106 |
| BHE | Benchmark Electronics, Inc. | 274,400 | $8.19M | 0.0% | $16.46 | +51.5% | COM | 08160H101 |
| — | Big 5 Sporting Goods Corporation | 1,121,333 | $8.129M | 0.0% | $14.54 | — | COM | 08915P101 |
| — | CYS Investments, Inc. | 1,207,300 | $8.113M | 0.0% | $8.79 | — | COM | 12673A108 |
| — | Navigant Consulting, Inc. | 419,900 | $8.078M | 0.0% | $16.72 | — | COM | 63935N107 |
| FCBC | First Community Bancshares, Inc. | 269,866 | $8.055M | 0.0% | $9.94 | +97.7% | COM | 31983A103 |
| KEP | Korea Electric Power Corp | 522,200 | $8.036M | 0.0% | $24.55 | — | COM | 500631106 |
| LNTH | Lantheus Holdings, Inc. | 504,886 | $8.027M | 0.0% | $17.19 | +13.4% | COM | 516544103 |
| — | Reliance Infrastructure Limited | 407,415 | $8.011M | 0.0% | $21.77 | — | COM | 75945E109 |
| — | Oclaro, Inc. | 837,877 | $8.01M | 0.0% | $7.68 | — | COM | 67555N206 |
| VLGEA | Village Super Market, Inc. | 295,811 | $7.8M | 0.0% | $27.49 | -12.7% | COM | 927107409 |
| — | TIER REIT, Inc. | 417,132 | $7.708M | 0.0% | $19.44 | — | COM | 88650V208 |
| — | OUTFRONT Media Inc. | 410,038 | $7.684M | 0.0% | $18.74 | — | COM | 69007J106 |
| — | Diamond Offshore Drilling, Inc. | 518,305 | $7.598M | 0.0% | $22.98 | — | COM | 25271C102 |
| MHO | M/I Homes, Inc. | 238,145 | $7.584M | 0.0% | $23.22 | +41.3% | COM | 55305B101 |
| BCC | Boise Cascade Company | 195,800 | $7.557M | 0.0% | $19.63 | +42.3% | COM | 09739D100 |
| — | American National Insurance Company | 63,781 | $7.459M | 0.0% | $102.36 | — | COM | 028591105 |
| — | Cedar Realty Trust, Inc. | 1,892,957 | $7.458M | 0.0% | $5.03 | — | COM | 150602209 |
| VLY | Valley National Bancorp | 594,000 | $7.401M | 0.0% | $11.57 | +7.8% | COM | 919794107 |
| — | Oaktree Specialty Lending Corporation | 1,756,701 | $7.395M | 0.0% | $4.88 | — | COM | 67401P108 |
| — | Knoll, Inc. | 358,700 | $7.242M | 0.0% | $21.99 | — | COM | 498904200 |
| MEI | Methode Electronics, Inc. | 184,000 | $7.194M | 0.0% | $32.45 | +4.0% | COM | 591520200 |
| BELFB | Bel Fuse Inc. | 379,394 | $7.17M | 0.0% | $18.21 | +1.7% | COM | 077347300 |
| CNP | CenterPoint Energy, Inc. | 260,500 | $7.137M | 0.0% | $14.82 | +44.8% | COM | 15189T107 |
| PGR | The Progressive Corporation | 115,800 | $7.055M | 0.0% | $21.39 | +109.0% | COM | 743315103 |
| AMZN | Amazon.com, Inc. | 4,850 | $7.019M | 0.0% | $25.52 | +180.2% | COM | 023135106 |
| TD | Toronto Dominion Bank | 123,300 | $7.009M | 0.0% | $47.64 | +22.8% | COM | 891160509 |
| — | CenturyLink, Inc. | 426,600 | $7.009M | 0.0% | $29.36 | — | COM | 156700106 |
| — | Entercom Communications Corp. | 725,932 | $7.005M | 0.0% | $11.38 | — | COM | 293639100 |
| — | Northstar Asset Management Group Inc. | 1,226,700 | $6.894M | 0.0% | $12.91 | — | COM | 19625W104 |
| CRAI | CRA International, Inc. | 130,800 | $6.839M | 0.0% | $22.75 | +89.1% | COM | 12618T105 |
| — | BRIGHSPHERE | 431,605 | $6.802M | 0.0% | $15.76 | — | COM | G1644T109 |
| COHU | Cohu, Inc. | 297,795 | $6.792M | 0.0% | $20.30 | +6.4% | COM | 192576106 |
| STBA | S & T Bancorp, Inc. | 168,933 | $6.747M | 0.0% | $31.40 | +29.5% | COM | 783859101 |
| RIO | Rio Tinto PLC | 129,900 | $6.693M | 0.0% | $42.31 | — | COM | 767204100 |
| — | Esterline Technologies Corporation | 91,435 | $6.688M | 0.0% | $73.17 | — | COM | 297425100 |
| — | AVX Corporation | 401,522 | $6.645M | 0.0% | $12.28 | — | COM | 002444107 |
| — | Denbury Resources Inc. | 2,391,176 | $6.551M | 0.0% | $2.74 | — | COM | 247916208 |
| — | IBERIABANK Corporation | 83,100 | $6.481M | 0.0% | $72.97 | — | COM | 450828108 |
| — | Union Bank & Trust | 176,147 | $6.466M | 0.0% | $26.96 | — | COM | 90539J109 |
| RCKY | Rocky Brands, Inc. | 297,638 | $6.384M | 0.0% | $14.80 | +29.0% | COM | 774515100 |
| MLR | Miller Industries, Inc. | 254,762 | $6.369M | 0.0% | $21.81 | -2.3% | COM | 600551204 |
| FMNB | Farmers National Banc Corp. | 457,456 | $6.335M | 0.0% | $9.58 | +10.9% | COM | 309627107 |
| EFSC | Enterprise Financial Services Corp. | 133,700 | $6.27M | 0.0% | $15.56 | +163.6% | COM | 293712105 |
| — | National General Holdings Corp. | 257,764 | $6.266M | 0.0% | $24.18 | — | COM | 636220303 |
| MQBKY | Macquarie Group Limited | 77,300 | $6.204M | 0.0% | $46.99 | — | COM | 55607P204 |
| — | Australia And New Zealand Banking Group | 296,300 | $6.185M | 0.0% | $26.13 | — | COM | 052528304 |
| CNXN | PC Connection, Inc. | 246,600 | $6.164M | 0.0% | $14.74 | +62.9% | COM | 69318J100 |
| FHI | Federated Investors, Inc. | 183,400 | $6.125M | 0.0% | $22.25 | +7.3% | COM | 314211103 |
| PPL | PPL Corporation | 216,154 | $6.114M | 0.0% | $20.88 | 0.0% | COM | 69351T106 |
| — | Travelport Worldwide Limited | 373,900 | $6.109M | 0.0% | $14.61 | — | COM | G9019D104 |
| MO | Altria Group, Inc. | 97,600 | $6.082M | 0.0% | $24.33 | +50.3% | COM | 02209S103 |
| CDNAF | Canadian Tire Corporation, Limited | 46,280 | $6.081M | 0.0% | $76.92 | +34.6% | COM | 136681202 |
| — | Heartland Financial USA, Inc. | 114,566 | $6.077M | 0.0% | $40.44 | — | COM | 42234Q102 |
| RIG | Transocean Ltd. | 610,600 | $6.044M | 0.0% | $11.97 | -14.0% | COM | H8817H100 |
| — | KEMET Corporation | 333,365 | $6.043M | 0.0% | $16.25 | — | COM | 488360207 |
| — | Bryn MAWR Bank Corporation | 136,444 | $5.996M | 0.0% | $34.20 | — | COM | 117665109 |
| — | National Western Life Group, Inc. | 19,577 | $5.968M | 0.0% | $292.54 | — | COM | 638517102 |
| — | Total SA | 102,900 | $5.936M | 0.0% | $50.82 | — | COM | 89151E109 |
| — | THL Credit, Inc. | 758,293 | $5.891M | 0.0% | $9.20 | — | COM | 872438106 |
| OSG | Ambac Financial Group, Inc. | 374,900 | $5.878M | 0.0% | $18.15 | -14.8% | COM | 023139884 |
| MUR | Murphy Oil Corporation | 227,000 | $5.865M | 0.0% | $21.57 | +0.7% | COM | 626717102 |
| ORI | Old Republic International Corporation | 271,300 | $5.819M | 0.0% | $10.96 | +3.1% | COM | 680223104 |
| SENEA | Seneca Foods Corporation | 208,381 | $5.772M | 0.0% | $34.48 | -12.8% | COM | 817070501 |
| — | Schnitzer Steel Industries, Inc. | 178,300 | $5.768M | 0.0% | $32.66 | — | COM | 806882106 |
| THFF | First Financial Corporation | 138,153 | $5.747M | 0.0% | $24.22 | +45.7% | COM | 320218100 |
| CWCO | Consolidated Water Co. Ltd. | 392,050 | $5.704M | 0.0% | $10.08 | +10.5% | COM | G23773107 |
| AN | AutoNation, Inc. | 121,000 | $5.66M | 0.0% | $53.46 | 0.0% | COM | 05329W102 |
| KOP | Koppers Holdings Inc. | 137,000 | $5.63M | 0.0% | $39.03 | +9.2% | COM | 50060P106 |
| — | Nautilus, Inc. | 417,923 | $5.621M | 0.0% | $14.30 | — | COM | 63910B102 |
| — | NEXEO SOLUTIONS INC | 525,100 | $5.618M | 0.0% | $10.39 | — | COM | 65342H102 |
| NRIM | Northrim Bancorp, Inc. | 159,167 | $5.499M | 0.0% | $4.23 | +50.2% | COM | 666762109 |
| HTGC | Hercules Capital, Inc. | 454,385 | $5.498M | 0.0% | $14.47 | -13.4% | COM | 427096508 |
| GPMT | Granite Point Mortgage Trust Inc. | 330,514 | $5.466M | 0.0% | $17.74 | — | COM | 38741L107 |
| CRI | Carter's, Inc. | 52,200 | $5.434M | 0.0% | $70.29 | +31.1% | COM | 146229109 |
| — | Lakeland Bancorp, Inc. | 273,683 | $5.432M | 0.0% | $10.71 | — | COM | 511637100 |
| BMO | Bank of Montreal | 70,800 | $5.35M | 0.0% | $44.40 | +28.4% | COM | 063671101 |
| PCAR | PACCAR Inc | 80,100 | $5.3M | 0.0% | $34.80 | 0.0% | COM | 693718108 |
| TPH | TRI Pointe Group, Inc. | 319,200 | $5.244M | 0.0% | $11.75 | +46.2% | COM | 87265H109 |
| BOKF | BOK Financial Corporation | 52,300 | $5.177M | 0.0% | $42.39 | +85.7% | COM | 05561Q201 |
| — | Syntel, Inc. | 200,980 | $5.131M | 0.0% | $25.12 | — | COM | 87162H103 |
| — | United Community Financial Corp. | 517,913 | $5.106M | 0.0% | $9.55 | — | COM | 909839102 |
| NEWT | Newtek Business Services, Inc. | 282,493 | $5.104M | 0.0% | $16.06 | +10.3% | COM | 652526203 |
| — | Nationstar Mortgage Holdings Inc. | 282,100 | $5.066M | 0.0% | $17.76 | — | COM | 63861C109 |
| CTRN | Citi Trends, Inc. | 163,800 | $5.063M | 0.0% | $20.86 | +13.4% | COM | 17306X102 |
| SWKS | Skyworks Solutions, Inc. | 50,100 | $5.023M | 0.0% | $86.96 | +0.0% | COM | 83088M102 |
| AEIS | Advanced Energy Industries, Inc. | 78,535 | $5.018M | 0.0% | $67.77 | 0.0% | COM | 007973100 |
| EVTC | EVERTEC, Inc. | 306,887 | $5.017M | 0.0% | $16.32 | -7.7% | COM | 30040P103 |
| HBNC | Horizon Bancorp | 166,383 | $4.993M | 0.0% | $11.81 | +65.2% | COM | 440407104 |
| GAIN | Gladstone Investment Corporation | 483,610 | $4.884M | 0.0% | $2.36 | +93.6% | COM | 376546107 |
| SNPS | Synopsys, Inc. | 58,000 | $4.827M | 0.0% | $41.51 | +111.6% | COM | 871607107 |
| OEC | Orion Engineered Carbons S.A. | 177,500 | $4.81M | 0.0% | $23.69 | +17.8% | COM | L72967109 |
| — | Tupperware Brands Corporation | 99,275 | $4.802M | 0.0% | $57.81 | — | COM | 899896104 |
| ABR | Arbor Realty Trust, Inc. | 544,400 | $4.801M | 0.0% | $8.53 | — | COM | 038923108 |
| NFG | National Fuel Gas Company | 93,000 | $4.784M | 0.0% | $53.90 | -3.0% | COM | 636180101 |
| NTIOF | National Bank of Canada | 100,900 | $4.731M | 0.0% | $31.17 | +17.6% | COM | 633067103 |
| WCC | WESCO International, Inc. | 76,000 | $4.715M | 0.0% | $62.62 | 0.0% | COM | 95082P105 |
| UCTT | Ultra Clean Holdings, Inc. | 243,500 | $4.687M | 0.0% | $23.29 | -9.5% | COM | 90385V107 |
| BLBD | Blue Bird Corporation | 194,533 | $4.61M | 0.0% | $16.83 | +30.0% | COM | 095306106 |
| PLPC | Preformed Line Products Company | 69,802 | $4.543M | 0.0% | $72.70 | -3.1% | COM | 740444104 |
| — | MBT Financial Corp. | 422,354 | $4.54M | 0.0% | $9.30 | — | COM | 578877102 |
| — | William Lyon Homes | 163,600 | $4.497M | 0.0% | $19.38 | — | COM | 552074700 |
| CB | Chubb Limited | 32,819 | $4.488M | 0.0% | $99.15 | +27.3% | COM | H1467J104 |
| GOOGL | Alphabet Inc. | 4,300 | $4.459M | 0.0% | $38.84 | +41.7% | COM | 02079K305 |
| PG | The Procter & Gamble Company | 55,900 | $4.431M | 0.0% | $56.37 | +20.4% | COM | 742718109 |
| — | Super Micro Computer, Inc. | 258,320 | $4.391M | 0.0% | $25.81 | — | COM | 86800U104 |
| UHS | Universal Health Services, Inc. | 36,700 | $4.345M | 0.0% | $114.66 | 0.0% | COM | 913903100 |
| MFIN | Medallion Financial Corp. | 929,452 | $4.321M | 0.0% | $7.36 | -48.1% | COM | 583928106 |
| CCNE | CNB Bank | 148,049 | $4.306M | 0.0% | $14.09 | +58.3% | COM | 126128107 |
| FBIZ | First Business Financial Services, Inc. | 170,825 | $4.297M | 0.0% | $17.39 | +11.3% | COM | 319390100 |
| CTRE | Caretrust REIT, Inc. | 320,563 | $4.295M | 0.0% | $15.15 | — | COM | 14174T107 |
| VSEC | VSE Corporation | 81,000 | $4.189M | 0.0% | $24.20 | +92.2% | COM | 918284100 |
| — | AV Homes, Inc. | 221,527 | $4.109M | 0.0% | $15.39 | — | COM | 00234P102 |
| RWT | Redwood Trust, Inc. | 264,100 | $4.085M | 0.0% | $15.29 | — | COM | 758075402 |
| RYAM | Rayonier Advanced Materials Inc. | 189,700 | $4.072M | 0.0% | $10.41 | +87.9% | COM | 75508B104 |
| MOFG | MidWestOne Financial Group, Inc. | 121,749 | $4.053M | 0.0% | $27.08 | +21.9% | COM | 598511103 |
| — | New Media Investment Group Inc. | 233,700 | $4.005M | 0.0% | $17.04 | — | COM | 64704V106 |
| BSRR | Sierra BanCorp | 149,700 | $3.988M | 0.0% | $14.58 | +40.1% | COM | 82620P102 |
| META | Facebook, Inc. | 24,800 | $3.962M | 0.0% | $109.02 | +63.6% | COM | 30303M102 |
| TU | TELUS Corporation | 112,500 | $3.955M | 0.0% | $15.94 | +14.5% | COM | 87971M103 |
| NHC | National HealthCare Corporation | 66,055 | $3.938M | 0.0% | $60.07 | +2.0% | COM | 635906100 |
| RGR | Sturm, Ruger & Company, Inc. | 75,000 | $3.937M | 0.0% | $61.04 | -16.8% | COM | 864159108 |
| IRT | Independence Realty Trust, Inc. | 428,415 | $3.932M | 0.0% | $9.13 | — | COM | 45378A106 |
| — | Symantec Corporation | 149,600 | $3.867M | 0.0% | $22.24 | — | COM | 871503108 |
| AEE | Ameren Corporation | 68,100 | $3.856M | 0.0% | $27.17 | +62.5% | COM | 023608102 |
| GOOG | Alphabet Inc. | 3,701 | $3.818M | 0.0% | $35.61 | +53.8% | COM | 02079K107 |
| NABZY | National Australia Bank Limited | 340,800 | $3.798M | 0.0% | $22.57 | — | COM | 632525408 |
| HMC | Honda Motor Co., Ltd. | 109,000 | $3.785M | 0.0% | $34.72 | — | COM | 438128308 |
| ARCB | Arcbest Corporation | 117,000 | $3.749M | 0.0% | $32.60 | +1.1% | COM | 03937C105 |
| AZN | AstraZeneca PLC | 107,200 | $3.748M | 0.0% | $39.56 | — | COM | 046353108 |
| GEF | Greif, Inc. | 71,200 | $3.72M | 0.0% | $42.27 | +0.3% | COM | 397624107 |
| TBI | TrueBlue, Inc. | 142,300 | $3.685M | 0.0% | $26.38 | +3.6% | COM | 89785X101 |
| — | Ship Finance International Limited | 257,200 | $3.677M | 0.0% | $14.75 | — | COM | G81075106 |
| SNX | SYNNEX Corporation | 30,500 | $3.611M | 0.0% | $19.74 | +186.7% | COM | 87162W100 |
| INFY | Infosys Limited | 201,600 | $3.598M | 0.0% | $14.80 | — | COM | 456788108 |
| CXW | CoreCivic, Inc. | 183,600 | $3.583M | 0.0% | $17.76 | -1.8% | COM | 21871N101 |
| — | Sandy Spring Bancorp, Inc. | 92,100 | $3.569M | 0.0% | $36.28 | — | COM | 800363103 |
| — | Cambrex Corporation | 66,850 | $3.496M | 0.0% | $48.84 | — | COM | 132011107 |
| VRA | Vera Bradley, Inc. | 312,324 | $3.313M | 0.0% | $14.14 | -27.3% | COM | 92335C106 |
| — | AmTrust Financial Services, Inc. | 268,600 | $3.306M | 0.0% | $30.48 | — | COM | 032359309 |
| — | Harris Corporation | 20,200 | $3.257M | 0.0% | $49.25 | — | COM | 413875105 |
| RNR | RenaissanceRe Holdings Ltd | 23,500 | $3.254M | 0.0% | $92.92 | +39.7% | COM | G7496G103 |
| CM | Canadian Imperial Bank of Commerce | 36,700 | $3.239M | 0.0% | $25.87 | +24.3% | COM | 136069101 |
| OLP | One Liberty Properties, Inc. | 146,000 | $3.226M | 0.0% | $22.96 | — | COM | 682406103 |
| HURC | Hurco Companies, Inc. | 69,814 | $3.204M | 0.0% | $29.39 | +52.3% | COM | 447324104 |
| HUM | Humana Inc. | 11,900 | $3.199M | 0.0% | $71.14 | +255.8% | COM | 444859102 |
| — | Essendant Inc. | 407,003 | $3.174M | 0.0% | $38.17 | — | COM | 296689102 |
| CAG | Conagra Brands, Inc. | 85,000 | $3.134M | 0.0% | $16.96 | +60.6% | COM | 205887102 |
| HRB | H & R Block, Inc. | 121,300 | $3.082M | 0.0% | $16.69 | +15.9% | COM | 093671105 |
| WLFC | Willis Lease Finance Corporation | 89,864 | $3.08M | 0.0% | $25.18 | +9.8% | COM | 970646105 |
| — | American National Bankshares Inc. | 80,255 | $3.017M | 0.0% | $27.37 | — | COM | 027745108 |
| BHB | Bar Harbor Bankshares | 108,275 | $3.001M | 0.0% | $12.93 | +61.3% | COM | 066849100 |
| JOUT | Johnson Outdoors Inc. | 48,300 | $2.994M | 0.0% | $29.28 | +118.3% | COM | 479167108 |
| SHBI | Shore Bancshares, Inc. | 157,489 | $2.97M | 0.0% | $17.33 | +3.4% | COM | 825107105 |
| — | NCI Building Systems, Inc. | 167,500 | $2.964M | 0.0% | $17.70 | — | COM | 628852204 |
| BCE | BCE Inc. | 68,764 | $2.959M | 0.0% | $23.07 | +19.2% | COM | 05534B760 |
| CECO | CECO Environmental Corp. | 658,015 | $2.928M | 0.0% | $7.24 | -35.3% | COM | 125141101 |
| — | Magicjack Vocaltec Ltd | 347,200 | $2.916M | 0.0% | $7.34 | — | COM | M6787E101 |
| — | ZAGG Inc | 237,891 | $2.902M | 0.0% | $7.53 | — | COM | 98884U108 |
| — | Tsakos Energy Navigation Ltd. | 877,000 | $2.894M | 0.0% | $5.98 | — | COM | G9108L108 |
| — | Web.com Group, Inc. | 158,100 | $2.861M | 0.0% | $23.46 | — | COM | 94733A104 |
| CMRE | Costamare Inc. | 458,239 | $2.859M | 0.0% | $8.12 | -43.0% | COM | Y1771G102 |
| — | Central Valley Community Bancorp | 144,933 | $2.834M | 0.0% | $20.99 | — | COM | 155685100 |
| — | CSS Industries, Inc. | 158,600 | $2.775M | 0.0% | $24.58 | — | COM | 125906107 |
| — | GAIN Capital Holdings, Inc. | 410,684 | $2.772M | 0.0% | $8.37 | — | COM | 36268W100 |
| APOG | Apogee Enterprises, Inc. | 63,900 | $2.77M | 0.0% | $40.80 | -8.0% | COM | 037598109 |
| — | L3 Technologies, Inc. | 13,300 | $2.766M | 0.0% | $165.26 | — | COM | 502413107 |
| — | Century BanCorp, Inc. | 34,664 | $2.752M | 0.0% | $35.27 | — | COM | 156432106 |
| — | The Meet Group, Inc. | 1,316,053 | $2.75M | 0.0% | $2.96 | — | COM | 58513U101 |
| CFFI | C&F Financial Corporation | 52,140 | $2.742M | 0.0% | $29.05 | +43.0% | COM | 12466Q104 |
| PM | Philip Morris International Inc. | 27,500 | $2.733M | 0.0% | $50.16 | +37.0% | COM | 718172109 |
| OII | Oceaneering International, Inc. | 147,400 | $2.732M | 0.0% | $42.05 | -52.3% | COM | 675232102 |
| — | Northeast Bancorp | 131,582 | $2.697M | 0.0% | $14.68 | — | COM | 663904209 |
| RY | Royal Bank of Canada | 34,400 | $2.658M | 0.0% | $70.12 | +15.8% | COM | 780087102 |
| HE | Hawaiian Electric Industries, Inc. | 77,200 | $2.654M | 0.0% | $33.48 | +0.9% | COM | 419870100 |
| — | The Container Store Group, Inc. | 485,952 | $2.643M | 0.0% | $5.37 | — | COM | 210751103 |
| — | CAI International, Inc. | 123,622 | $2.628M | 0.0% | $21.84 | — | COM | 12477X106 |
| KRO | Kronos Worldwide, Inc. | 115,200 | $2.603M | 0.0% | $16.36 | 0.0% | COM | 50105F105 |
| DHX | DHI Group, Inc. | 1,609,701 | $2.575M | 0.0% | $8.48 | -79.1% | COM | 23331S100 |
| ACRE | Ares Commercial Real Estate Corporation | 206,200 | $2.546M | 0.0% | $12.60 | — | COM | 04013V108 |
| WTBA | West Bancorporation, Inc. | 98,926 | $2.532M | 0.0% | $13.31 | +89.8% | COM | 95123P106 |
| — | Aegion Corporation | 108,700 | $2.49M | 0.0% | $18.49 | — | COM | 00770F104 |
| UNFI | United Natural Foods, Inc. | 57,900 | $2.486M | 0.0% | $45.18 | +0.1% | COM | 911163103 |
| RHP | Ryman Hospitality Properties, Inc. | 31,700 | $2.455M | 0.0% | $63.00 | — | COM | 78377T107 |
| FNLC | The First Bancorp, Inc. | 85,146 | $2.382M | 0.0% | $10.57 | +79.1% | COM | 31866P102 |
| TEO | Telecom Argentina SA | 75,400 | $2.362M | 0.0% | $27.79 | — | COM | 879273209 |
| TSBK | Timberland Bancorp, Inc. | 76,954 | $2.339M | 0.0% | $12.69 | +72.8% | COM | 887098101 |
| SBS | Companhia de Saneamento Basico do Estado | 220,800 | $2.338M | 0.0% | $10.09 | — | COM | 20441A102 |
| — | Meridian Bioscience, Inc. | 164,100 | $2.33M | 0.0% | $14.20 | — | COM | 589584101 |
| — | Western Asset Mortgage Capital Corporati | 239,400 | $2.319M | 0.0% | $13.18 | — | COM | 95790D105 |
| — | U.S. Silica Holdings, Inc. | 89,000 | $2.271M | 0.0% | $27.72 | — | COM | 90346E103 |
| TFIN | Triumph Bancorp, Inc. | 54,500 | $2.245M | 0.0% | $25.21 | +55.4% | COM | 89679E300 |
| UTL | Unitil Corporation | 48,200 | $2.236M | 0.0% | $35.71 | +22.9% | COM | 913259107 |
| — | State Bank Financial Corporation | 73,612 | $2.209M | 0.0% | $30.01 | — | COM | 856190103 |
| — | Ply Gem Holdings, Inc. | 102,200 | $2.207M | 0.0% | $18.32 | — | COM | 72941W100 |
| QCOM | Qualcomm Incorporated | 39,800 | $2.205M | 0.0% | $44.10 | +17.7% | COM | 747525103 |
| AAOI | Applied Optoelectronics, Inc. | 87,900 | $2.202M | 0.0% | $36.72 | -15.3% | COM | 03823U102 |
| — | PCM, Inc. | 265,100 | $2.2M | 0.0% | $14.46 | — | COM | 69323K100 |
| GGAL | Grupo Financiero Galicia S.A. | 33,300 | $2.189M | 0.0% | $56.73 | — | COM | 399909100 |
| CNOB | ConnectOne Bancorp, Inc. | 74,800 | $2.154M | 0.0% | $15.41 | +56.3% | COM | 20786W107 |
| — | Sinclair Broadcast Group, Inc. | 68,509 | $2.144M | 0.0% | $40.04 | — | COM | 829226109 |
| GCO | Genesco Inc. | 52,600 | $2.135M | 0.0% | $49.68 | -25.3% | COM | 371532102 |
| NWL | Newell Brands Inc. | 83,100 | $2.117M | 0.0% | $19.61 | 0.0% | COM | 651229106 |
| — | Liberty Tax, Inc. | 207,798 | $2.098M | 0.0% | $13.07 | — | COM | 53128T102 |
| UVSP | Univest Corporation of Pennsylvania | 75,000 | $2.077M | 0.0% | $19.59 | +43.0% | COM | 915271100 |
| — | Pacific Ethanol, Inc. | 688,100 | $2.064M | 0.0% | $6.88 | — | COM | 69423U305 |
| CCEP | Coca-Cola European Partners PLC | 49,400 | $2.058M | 0.0% | $28.83 | +9.0% | COM | G25839104 |
| BMA | Banco Macro S.A. | 19,000 | $2.051M | 0.0% | $92.29 | — | COM | 05961W105 |
| — | Kaman Corporation | 32,900 | $2.043M | 0.0% | $41.84 | — | COM | 483548103 |
| PAMT | P.A.M. Transportation Services, Inc. | 56,148 | $2.04M | 0.0% | $5.61 | +61.9% | COM | 693149106 |
| ATKR | Atkore International Group Inc. | 102,300 | $2.03M | 0.0% | $20.73 | 0.0% | COM | 047649108 |
| — | LegacyTexas Financial Group, Inc. | 47,400 | $2.029M | 0.0% | $26.91 | — | COM | 52471Y106 |
| — | China Telecom Corporation Limited | 45,590 | $2.027M | 0.0% | $47.40 | — | COM | 169426103 |
| LBLCF | Loblaws Companies Limited | 40,200 | $2.018M | 0.0% | $13.10 | 0.0% | COM | 539481101 |
| SYF | Synchrony Financial | 60,100 | $2.015M | 0.0% | $24.36 | +25.2% | COM | 87165B103 |
| BDORY | Banco do Brasil S.A | 161,600 | $2.015M | 0.0% | $10.06 | — | COM | 059578104 |
| LMT | Lockheed Martin Corporation | 5,945 | $2.008M | 0.0% | $94.40 | +191.8% | COM | 539830109 |
| — | Bemis Company, Inc. | 46,100 | $2.006M | 0.0% | $41.52 | — | COM | 081437105 |
| — | Aceto Corporation | 262,800 | $1.997M | 0.0% | $12.23 | — | COM | 004446100 |
| — | MSG Networks Inc. | 87,876 | $1.985M | 0.0% | $22.88 | — | COM | 553573106 |
| HRZN | Horizon Technology Finance Corporation | 188,301 | $1.956M | 0.0% | $3.52 | +23.7% | COM | 44045A102 |
| HD | The Home Depot, Inc. | 10,700 | $1.907M | 0.0% | $56.69 | +172.9% | COM | 437076102 |
| GD | General Dynamics Corporation | 8,600 | $1.899M | 0.0% | $87.14 | +108.9% | COM | 369550108 |
| — | Tailored Brands, Inc. | 75,600 | $1.894M | 0.0% | $22.99 | — | COM | 87403A107 |
| TSM | Taiwan Semiconductor Manufacturing Co Lt | 43,300 | $1.894M | 0.0% | $26.21 | — | COM | 874039100 |
| WTI | W&T Offshore, Inc. | 427,100 | $1.892M | 0.0% | $4.23 | 0.0% | COM | 92922P106 |
| CCL | Carnival Corporation | 28,100 | $1.842M | 0.0% | $44.60 | +40.7% | COM | 143658300 |
| — | Premier Financial Bancorp, Inc. | 98,132 | $1.826M | 0.0% | $17.24 | — | COM | 74050M105 |
| INVA | Innoviva, Inc. | 109,500 | $1.825M | 0.0% | $13.54 | +14.0% | COM | 45781M101 |
| USNA | USANA Health Sciences, Inc. | 21,211 | $1.822M | 0.0% | $62.54 | +23.8% | COM | 90328M107 |
| — | General Electric Company | 135,100 | $1.821M | 0.0% | $23.79 | — | COM | 369604103 |
| KB | KB Financial Group Inc. | 31,300 | $1.813M | 0.0% | $33.76 | — | COM | 48241A105 |
| ARQ | Advanced Emissions Solutions, Inc. | 156,500 | $1.787M | 0.0% | $8.10 | -3.9% | COM | 00770C101 |
| PEP | PepsiCo, Inc. | 16,200 | $1.768M | 0.0% | $61.56 | +45.0% | COM | 713448108 |
| — | Akorn, Inc. | 94,205 | $1.762M | 0.0% | $23.86 | — | COM | 009728106 |
| V | Visa Inc. | 14,700 | $1.758M | 0.0% | $70.75 | +62.2% | COM | 92826C839 |
| SOHO | Sotherly Hotels Inc. | 253,990 | $1.757M | 0.0% | $5.44 | — | COM | 83600C103 |
| CSTE | Caesarstone Ltd. | 89,000 | $1.748M | 0.0% | $28.65 | -30.1% | COM | M20598104 |
| DIOD | Diodes Incorporated | 57,100 | $1.739M | 0.0% | $29.99 | -0.2% | COM | 254543101 |
| — | Ruth's Hospitality Group, Inc. | 70,300 | $1.718M | 0.0% | $18.71 | — | COM | 783332109 |
| FHN | First Horizon National Corporation | 91,200 | $1.717M | 0.0% | $13.06 | +12.5% | COM | 320517105 |
| BKE | The Buckle, Inc. | 77,400 | $1.714M | 0.0% | $15.08 | -38.5% | COM | 118440106 |
| BKH | Black Hills Corporation | 31,500 | $1.71M | 0.0% | $34.79 | +13.9% | COM | 092113109 |
| — | Aptiv PLC | 20,100 | $1.707M | 0.0% | $84.83 | — | COM | G6095L109 |
| CYD | China Yuchai International Ltd. | 80,300 | $1.699M | 0.0% | $10.45 | +48.9% | COM | G21082105 |
| — | Roadrunner Transportation Systems, Inc. | 659,488 | $1.675M | 0.0% | $8.35 | — | COM | 76973Q105 |
| — | Parker Drilling Company | 2,607,005 | $1.655M | 0.0% | $5.03 | — | COM | 701081101 |
| DTE | DTE Energy Company | 15,800 | $1.649M | 0.0% | $42.83 | +57.0% | COM | 233331107 |
| LW | Lamb Weston Holdings, Inc. | 28,333 | $1.649M | 0.0% | $29.75 | +69.3% | COM | 513272104 |
| — | Bank of Commerce Holdings | 138,100 | $1.608M | 0.0% | $5.67 | — | COM | 06424J103 |
| FLXS | Flexsteel Industries, Inc. | 40,619 | $1.607M | 0.0% | $29.03 | +15.7% | COM | 339382103 |
| WOR | Worthington Industries, Inc. | 37,000 | $1.588M | 0.0% | $31.11 | -9.8% | COM | 981811102 |
| FMBH | First Mid-Illinois Bancshares, Inc. | 43,300 | $1.578M | 0.0% | $30.00 | +0.5% | COM | 320866106 |
| TBRG | Computer Programs and Systems, Inc. | 53,900 | $1.573M | 0.0% | $28.53 | +0.8% | COM | 205306103 |
| — | Apollo Investment Corporation | 300,600 | $1.569M | 0.0% | $5.82 | — | COM | 03761U106 |
| — | Milacron Holdings Corp. | 77,200 | $1.554M | 0.0% | $20.13 | — | COM | 59870L106 |
| ETN | Eaton Corporation Public Limited Company | 19,200 | $1.534M | 0.0% | $66.85 | +5.1% | COM | G29183103 |
| WIT | Wipro Limited | 296,800 | $1.531M | 0.0% | $7.99 | — | COM | 97651M109 |
| MEDP | MEDPACE HLDGS INC | 42,781 | $1.493M | 0.0% | $36.03 | +1.4% | COM | 58506Q109 |
| FRME | First Merchants Corporation | 35,300 | $1.472M | 0.0% | $17.41 | +90.7% | COM | 320817109 |
| — | ARC Document Solutions, Inc. | 652,997 | $1.436M | 0.0% | $3.74 | — | COM | 00191G103 |
| KO | The Coca-Cola Company | 31,300 | $1.359M | 0.0% | $27.85 | +25.9% | COM | 191216100 |
| — | DST Systems, Inc. | 16,100 | $1.346M | 0.0% | $62.05 | — | COM | 233326107 |
| DIN | DINE BRANDS GLOBAL INC | 20,300 | $1.331M | 0.0% | $40.14 | +12.2% | COM | 254423106 |
| YPF | YPF Sociedad Anonima | 60,900 | $1.316M | 0.0% | $21.13 | — | COM | 984245100 |
| NRTSF | Nobilis Healthcare Corporation | 792,516 | $1.307M | 0.0% | $2.08 | -30.1% | COM | 65500B103 |
| — | Blue Capital Reinsurance Holdings Ltd. | 105,477 | $1.286M | 0.0% | $18.17 | — | COM | G1190F107 |
| MATX | Matson, Inc. | 44,825 | $1.283M | 0.0% | $27.27 | 0.0% | COM | 57686G105 |
| FRFHF | Fairfax Financial Holdings Limited | 2,520 | $1.282M | 0.0% | $413.79 | +7.6% | COM | 303901102 |
| — | DELPHI JERSEY HOLDINGS PLC | 26,908 | $1.282M | 0.0% | $52.44 | — | COM | G2709G107 |
| — | Celgene Corporation | 14,300 | $1.275M | 0.0% | $122.17 | — | COM | 151020104 |
| CAT | Caterpillar Inc. | 8,500 | $1.252M | 0.0% | $124.39 | +7.0% | COM | 149123101 |
| MMM | 3M Company | 5,700 | $1.251M | 0.0% | $124.67 | +20.5% | COM | 88579Y101 |
| SMP | Standard Motor Products, Inc. | 25,574 | $1.216M | 0.0% | $34.11 | +38.7% | COM | 853666105 |
| — | MoneyGram International, Inc. | 139,062 | $1.198M | 0.0% | $13.17 | — | COM | 60935Y208 |
| EGY | VAALCO Energy, Inc. | 1,372,577 | $1.182M | 0.0% | $5.25 | -86.8% | COM | 91851C201 |
| CAL | Caleres, Inc. | 35,200 | $1.182M | 0.0% | $26.54 | +2.5% | COM | 129500104 |
| CIVB | Civista Bancshares, Inc. | 51,700 | $1.181M | 0.0% | $9.55 | +88.4% | COM | 178867107 |
| AGX | Argan, Inc. | 27,411 | $1.177M | 0.0% | $47.97 | -29.1% | COM | 04010E109 |
| ULH | Universal Logistics Holdings, Inc. | 55,620 | $1.176M | 0.0% | $19.54 | +16.9% | COM | 91388P105 |
| ACIC | United Insurance Holdings Corp. | 61,100 | $1.169M | 0.0% | $12.42 | +23.1% | COM | 910710102 |
| SAIC | Science Applications International Corpo | 14,671 | $1.156M | 0.0% | $36.93 | +104.3% | COM | 808625107 |
| — | Lydall, Inc. | 23,900 | $1.153M | 0.0% | $48.24 | — | COM | 550819106 |
| — | Federated National Holding Company | 72,300 | $1.14M | 0.0% | $14.92 | — | COM | 31422T101 |
| KTCC | Key Tronic Corporation | 162,554 | $1.131M | 0.0% | $10.88 | -34.9% | COM | 493144109 |
| PFBC | Preferred Bank | 17,500 | $1.123M | 0.0% | $46.04 | +38.5% | COM | 740367404 |
| KHOLY | Koc Holding Anonim Sirketi | 54,200 | $1.117M | 0.0% | $23.14 | — | COM | 49989A109 |
| KEQU | Kewaunee Scientific Corporation | 32,696 | $1.113M | 0.0% | $11.91 | +133.2% | COM | 492854104 |
| — | DSW, Inc. | 49,500 | $1.111M | 0.0% | $22.64 | — | COM | 23334L102 |
| — | Sonic Corp. | 42,300 | $1.067M | 0.0% | $25.22 | — | COM | 835451105 |
| — | First Financial Northwest, Inc. | 62,849 | $1.052M | 0.0% | $16.44 | — | COM | 32022K102 |
| CZNC | Citizens & Northern Corporation | 44,960 | $1.038M | 0.0% | $10.30 | +52.1% | COM | 172922106 |
| — | Midstates Petroleum Company, Inc. | 77,700 | $1.035M | 0.0% | $13.32 | — | COM | 59804T407 |
| PKBK | Parke Bancorp, Inc. | 49,586 | $1.031M | 0.0% | $10.19 | +39.4% | COM | 700885106 |
| MGRC | McGrath RentCorp | 19,200 | $1.03M | 0.0% | $30.05 | +66.3% | COM | 580589109 |
| INTT | inTEST Corporation | 151,242 | $1.005M | 0.0% | $6.45 | +27.9% | COM | 461147100 |
| USB | U.S. Bancorp | 19,900 | $1.004M | 0.0% | $31.61 | +26.3% | COM | 902973304 |
| CATO | The Cato Corporation | 67,700 | $997K | 0.0% | $13.84 | -42.1% | COM | 149205106 |
| — | ARRIS International PLC | 36,600 | $972K | 0.0% | $25.68 | — | COM | G0551A103 |
| DCO | Ducommun Incorporated | 32,006 | $972K | 0.0% | $22.68 | +27.4% | COM | 264147109 |
| — | Chesapeake Lodging Trust | 34,400 | $956K | 0.0% | $25.34 | — | COM | 165240102 |
| HBCP | Home Bancorp, Inc. | 22,128 | $955K | 0.0% | $30.54 | +13.0% | COM | 43689E107 |
| CRD/B | Crawford & Company | 113,200 | $930K | 0.0% | $5.93 | +24.0% | COM | 224633107 |
| FSBW | FS Bancorp, Inc. | 17,312 | $926K | 0.0% | $11.05 | +107.6% | COM | 30263Y104 |
| SND | Smart Sand, Inc. | 159,100 | $925K | 0.0% | $8.24 | 0.0% | COM | 83191H107 |
| — | Psychemedics Corporation | 44,688 | $924K | 0.0% | $21.92 | — | COM | 744375205 |
| NASB | NASB Financial, Inc. | 20,819 | $916K | 0.0% | $24.47 | +63.8% | COM | 628968109 |
| — | PolyOne Corporation | 21,400 | $909K | 0.0% | $34.07 | — | COM | 73179P106 |
| LPX | Louisiana-Pacific Corporation | 31,200 | $897K | 0.0% | $26.71 | +7.3% | COM | 546347105 |
| KFY | Korn/Ferry International | 17,300 | $892K | 0.0% | $32.19 | +23.5% | COM | 500643200 |
| MDT | Medtronic Public Limited Company | 11,100 | $890K | 0.0% | $63.26 | +6.4% | COM | G5960L103 |
| — | Aegean Marine Petroleum Network Inc. | 389,552 | $876K | 0.0% | $10.00 | — | COM | Y0017S102 |
| — | Nordstrom, Inc. | 18,000 | $871K | 0.0% | $47.62 | — | COM | 655664100 |
| COP | ConocoPhillips | 14,500 | $859K | 0.0% | $43.76 | 0.0% | COM | 20825C104 |
| — | Libbey Inc. | 175,400 | $857K | 0.0% | $16.44 | — | COM | 529898108 |
| — | Old Line Bancshares, Inc. | 25,411 | $838K | 0.0% | $17.70 | — | COM | 67984M100 |
| — | Perry Ellis International, Inc. | 32,400 | $835K | 0.0% | $25.67 | — | COM | 288853104 |
| AMN | AMN Healthcare Services, Inc. | 14,400 | $817K | 0.0% | $36.14 | +50.4% | COM | 001744101 |
| — | MidSouth Bancorp, Inc. | 63,800 | $807K | 0.0% | $12.74 | — | COM | 598039105 |
| — | NuVasive, Inc. | 15,300 | $798K | 0.0% | $52.16 | — | COM | 670704105 |
| CASH | Meta Financial Group, Inc. | 7,300 | $797K | 0.0% | $12.68 | +170.9% | COM | 59100U108 |
| EPM | Evolution Petroleum Corporation | 98,656 | $794K | 0.0% | $4.75 | -4.0% | COM | 30049A107 |
| NHTC | Natural Health Trends Corp. | 41,400 | $787K | 0.0% | $25.69 | -34.0% | COM | 63888P406 |
| ECPG | Encore Capital Group, Inc. | 16,700 | $754K | 0.0% | $31.92 | +34.0% | COM | 292554102 |
| PFS | Provident Financial Services, Inc. | 29,000 | $742K | 0.0% | $16.82 | +6.0% | COM | 74386T105 |
| PAM | Pampa Energia S.A. | 12,200 | $727K | 0.0% | $59.59 | — | COM | 697660207 |
| CLMB | Wayside Technology Group, Inc. | 55,173 | $717K | 0.0% | $12.04 | -4.2% | COM | 946760105 |
| WSBF | Waterstone Financial, Inc. | 41,421 | $716K | 0.0% | $18.27 | -5.2% | COM | 94188P101 |
| — | Continental Building Products Inc. | 23,500 | $670K | 0.0% | $26.50 | — | COM | 211171103 |
| — | IRSA Inversiones y Representaciones Soci | 27,800 | $657K | 0.0% | $23.63 | — | COM | 450047204 |
| CCS | Century Communities, Inc. | 21,400 | $640K | 0.0% | $19.60 | +51.9% | COM | 156504300 |
| — | Summit Financial Group, Inc. | 25,575 | $639K | 0.0% | $22.59 | — | COM | 86606G101 |
| CHMG | Chemung Financial Corporation | 13,750 | $638K | 0.0% | $29.41 | +25.9% | COM | 164024101 |
| — | Southwestern Energy Company | 146,600 | $634K | 0.0% | $5.72 | — | COM | 845467109 |
| TSQ | Townsquare Media, Inc. | 79,400 | $629K | 0.0% | $10.47 | -29.8% | COM | 892231101 |
| — | BBVA Banco Frances S.A. | 26,800 | $611K | 0.0% | $21.97 | — | COM | 07329M100 |
| GOOD | Gladstone Commercial Corporation | 34,800 | $603K | 0.0% | $18.77 | — | COM | 376536108 |
| HON | Honeywell International Inc. | 4,100 | $592K | 0.0% | $77.51 | +51.6% | COM | 438516106 |
| — | Innophos Holdings Inc | 14,300 | $575K | 0.0% | $40.21 | — | COM | 45774N108 |
| — | Navios Maritime Acquisition Corporation | 674,100 | $566K | 0.0% | $2.98 | — | COM | Y62159101 |
| — | MEDEQUITIES RLTY TR INC | 53,000 | $557K | 0.0% | $10.62 | — | COM | 58409L306 |
| SCM | Stellus Capital Investment Corporation | 45,100 | $519K | 0.0% | $13.40 | -10.1% | COM | 858568108 |
| UNTY | Unity Bancorp, Inc. | 23,470 | $516K | 0.0% | $10.00 | +84.5% | COM | 913290102 |
| — | DowDuPont Inc. | 8,000 | $509K | 0.0% | $69.21 | — | COM | 26078J100 |
| — | PHI, Inc. | 49,700 | $508K | 0.0% | $20.28 | — | COM | 69336T205 |
| — | 1st Constitution Bancorp | 23,500 | $507K | 0.0% | $14.49 | — | COM | 31986N102 |
| — | Clearone, Inc. | 62,717 | $498K | 0.0% | $9.37 | — | COM | 18506U104 |
| — | Farmers Capital Bank Corporation | 12,400 | $495K | 0.0% | $40.32 | — | COM | 309562106 |
| SYY | Sysco Corporation | 8,100 | $485K | 0.0% | $49.25 | 0.0% | COM | 871829107 |
| TACT | TransAct Technologies Incorporated | 35,600 | $464K | 0.0% | $8.56 | +61.0% | COM | 892918103 |
| INFU | InfuSystem Holdings, Inc. | 159,600 | $462K | 0.0% | $2.89 | -18.7% | COM | 45685K102 |
| OSBC | Old Second Bancorp, Inc. | 33,264 | $462K | 0.0% | $11.04 | +18.7% | COM | 680277100 |
| SLB | Schlumberger Omnes, Inc. | 7,100 | $459K | 0.0% | $58.24 | -4.3% | COM | 806857108 |
| MCD | McDonald's Corporation | 2,900 | $453K | 0.0% | $74.50 | +83.4% | COM | 580135101 |
| — | Manning & Napier, Inc. | 129,200 | $452K | 0.0% | $16.56 | — | COM | 56382Q102 |
| LEN/B | Lennar Corporation | 9,440 | $450K | 0.0% | $42.81 | 0.0% | COM | 526057302 |
| AIRT | Air T, Inc. | 17,600 | $440K | 0.0% | $6.78 | +174.8% | COM | 009207101 |
| SHG | Shinhan Financial Group Co Ltd | 10,400 | $440K | 0.0% | $42.62 | — | COM | 824596100 |
| TXNM | PNM Resources, Inc. | 11,200 | $428K | 0.0% | $37.44 | -2.2% | COM | 69349H107 |
| BCBP | BCB Bancorp, Inc. | 26,700 | $417K | 0.0% | $6.53 | +57.5% | COM | 055298103 |
| — | The New Home Company Inc. | 35,700 | $395K | 0.0% | $10.91 | — | COM | 645370107 |
| NC | NACCO Industries, Inc. | 11,896 | $390K | 0.0% | $9.41 | +254.4% | COM | 629579103 |
| TLYS | Tilly's, Inc. | 34,200 | $386K | 0.0% | $6.98 | +35.1% | COM | 886885102 |
| TXN | Texas Instruments Incorporated | 3,600 | $374K | 0.0% | $65.19 | +33.2% | COM | 882508104 |
| PLXS | Plexus Corp. | 6,200 | $370K | 0.0% | $55.75 | +10.1% | COM | 729132100 |
| PLAB | Photronics, Inc. | 44,820 | $369K | 0.0% | $8.26 | +1.3% | COM | 719405102 |
| DHI | D.R. Horton, Inc. | 8,300 | $363K | 0.0% | $28.13 | +52.1% | COM | 23331A109 |
| LARK | Landmark Bancorp, Inc. | 11,858 | $343K | 0.0% | $19.49 | +9.9% | COM | 51504L107 |
| — | Hibbett Sports, Inc. | 14,200 | $340K | 0.0% | $28.97 | — | COM | 428567101 |
| BBD | Banco Bradesco S/A. | 28,600 | $339K | 0.0% | $8.67 | — | COM | 059460303 |
| ICFI | ICF International, Inc. | 5,800 | $339K | 0.0% | $40.23 | +40.2% | COM | 44925C103 |
| — | Vitamin Shoppe, Inc. | 76,648 | $333K | 0.0% | $21.86 | — | COM | 92849E101 |
| EML | The Eastern Company | 11,587 | $330K | 0.0% | $14.20 | +63.2% | COM | 276317104 |
| GNTX | Gentex Corporation | 14,300 | $329K | 0.0% | $18.20 | +25.0% | COM | 371901109 |
| — | HAMILTON BEACH BRANDS HOLD-B | 15,410 | $327K | 0.0% | $25.67 | — | COM | 40701T203 |
| CLF | Cleveland-Cliffs Inc. | 46,400 | $322K | 0.0% | $7.10 | 0.0% | COM | 185899101 |
| RMCF | Rocky Mountain Chocolate Factory, Inc. | 26,600 | $319K | 0.0% | $10.86 | +12.5% | COM | 77467X101 |
| — | VOXX International Corporation | 63,796 | $315K | 0.0% | $10.21 | — | COM | 91829F104 |
| TNABY | Tenaga Nasional Berhad | 18,300 | $310K | 0.0% | $13.69 | — | COM | 880277108 |
| BNS | The Bank of Nova Scotia | 5,000 | $308K | 0.0% | $29.13 | +43.9% | COM | 064149107 |
| CRWS | Crown Crafts, Inc. | 50,100 | $293K | 0.0% | $3.77 | -2.0% | COM | 228309100 |
| — | Tata Motors Limited | 11,400 | $292K | 0.0% | $24.79 | — | COM | 876568502 |
| RILY | B. Riley Financial, Inc. | 14,700 | $286K | 0.0% | $17.41 | +8.9% | COM | 05580M108 |
| HBB | Hamilton Beach Brands, Inc. | 13,496 | $286K | 0.0% | $25.66 | -20.7% | COM | 40701T104 |
| PFIS | Peoples Financial Services Corp. | 6,100 | $278K | 0.0% | $28.38 | +17.9% | COM | 711040105 |
| — | Salisbury Bank and Trust Company | 6,000 | $270K | 0.0% | $32.43 | — | COM | 795226109 |
| BSET | Bassett Furniture Industries, Incorporat | 8,900 | $270K | 0.0% | $17.72 | +29.1% | COM | 070203104 |
| EVOL | Evolving Systems, Inc. | 51,100 | $245K | 0.0% | $4.13 | +30.4% | COM | 30049R209 |
| OFS | OFS Capital Corporation | 21,400 | $240K | 0.0% | $13.90 | -16.0% | COM | 67103B100 |
| MTEX | Mannatech, Incorporated | 15,100 | $237K | 0.0% | $18.13 | -19.0% | COM | 563771203 |
| — | Pzena Investment Management, Inc. | 20,715 | $230K | 0.0% | $11.10 | — | COM | 74731Q103 |
| — | Mackinac Financial Corporation | 13,800 | $223K | 0.0% | $14.61 | — | COM | 554571109 |
| — | Petrobras Argentina S.A. | 18,000 | $212K | 0.0% | $5.77 | — | COM | 71646J109 |
| — | First Connecticut Bancorp, Inc. | 7,913 | $202K | 0.0% | $25.53 | — | COM | 319850103 |
| KINS | Kingstone Companies, Inc. | 11,300 | $189K | 0.0% | $7.03 | +143.3% | COM | 496719105 |
| TLF | Tandy Leather Factory, Inc. | 26,200 | $184K | 0.0% | $8.40 | -12.1% | COM | 87538X105 |
| ADNT | Adient Public Limited Company | 3,074 | $183K | 0.0% | $50.50 | +30.7% | COM | G0084W101 |
| MCHB | HomeStreet, Inc. | 5,900 | $169K | 0.0% | $20.89 | +42.3% | COM | 43785V102 |
| UPS | United Parcel Service, Inc. | 1,600 | $167K | 0.0% | $85.46 | 0.0% | COM | 911312106 |
| — | Baldwin & Lyons Inc. | 7,400 | $162K | 0.0% | $24.48 | — | COM | 057755209 |
| — | Finisar Corporation | 10,300 | $162K | 0.0% | $27.28 | — | COM | 31787A507 |
| — | Chico's FAS, Inc. | 17,600 | $159K | 0.0% | $12.97 | — | COM | 168615102 |
| — | Superior Industries International, Inc. | 11,800 | $156K | 0.0% | $19.29 | — | COM | 868168105 |
| HSBC | HSBC Holdings PLC | 3,000 | $143K | 0.0% | $37.85 | — | COM | 404280406 |
| GTN | Gray Television, Inc. | 11,200 | $142K | 0.0% | $13.50 | +11.8% | COM | 389375106 |
| UFABQ | Unique Fabricating NA, Inc. | 16,300 | $137K | 0.0% | $10.15 | -21.3% | COM | 90915J103 |
| VIRC | Virco Mfg. Corporation | 33,100 | $135K | 0.0% | $2.13 | +112.1% | COM | 927651109 |
| BWFG | Bankwell Financial Group, Inc. | 4,124 | $133K | 0.0% | $27.30 | 0.0% | COM | 06654A103 |
| — | RPX Corporation | 12,400 | $132K | 0.0% | $10.82 | — | COM | 74972G103 |
| — | Otelco Inc. | 8,600 | $128K | 0.0% | $14.72 | — | COM | 688823301 |
| CBFV | CB Financial Services, Inc. | 4,200 | $128K | 0.0% | $17.26 | +27.9% | COM | 12479G101 |
| INBK | First Internet Bancorp | 3,300 | $122K | 0.0% | $27.14 | +40.3% | COM | 320557101 |
| — | Evans Bancorp, Inc. | 2,687 | $121K | 0.0% | $45.03 | — | COM | 29911Q208 |
| SBFG | SB Financial Group, Inc. | 6,400 | $117K | 0.0% | $16.42 | +7.7% | COM | 78408D105 |
| — | Macatawa Bank Corporation | 10,814 | $111K | 0.0% | $10.26 | — | COM | 554225102 |
| CVR | Chicago Rivet & Machine Co. | 3,600 | $110K | 0.0% | $23.35 | +9.1% | COM | 168088102 |
| FSFG | First Savings Financial Group, Inc. | 1,500 | $104K | 0.0% | $13.15 | +38.3% | COM | 33621E109 |
| CSL | Carlisle Companies Incorporated | 1,000 | $104K | 0.0% | $99.37 | 0.0% | COM | 142339100 |
| — | Hallmark Financial Services, Inc. | 10,900 | $97,000 | 0.0% | $11.49 | — | COM | 40624Q203 |
| VOC | VOC Energy Trust | 23,400 | $95,000 | 0.0% | $8.05 | — | COM | 91829B103 |
| ACNB | ACNB Corporation | 3,000 | $87,000 | 0.0% | $13.93 | +61.7% | COM | 000868109 |
| ITW | Illinois Tool Works Inc. | 550 | $86,000 | 0.0% | $101.93 | +34.3% | COM | 452308109 |
| — | Francesca's Holdings Corporation | 16,700 | $80,000 | 0.0% | $16.07 | — | COM | 351793104 |
| — | Constellium N.V. | 6,300 | $68,000 | 0.0% | $11.11 | — | COM | N22035104 |
| UBFO | United Security Bancshares | 6,254 | $67,000 | 0.0% | $6.54 | +6.3% | COM | 911460103 |
| AMS | American Shared Hospital Services | 25,000 | $63,000 | 0.0% | $1.89 | +39.9% | COM | 029595105 |
| XEL | Xcel Energy Inc. | 1,300 | $59,000 | 0.0% | $22.58 | +54.7% | COM | 98389B100 |
| ACU | Acme United Corporation | 2,700 | $56,000 | 0.0% | $18.21 | +7.9% | COM | 004816104 |
| HBAN | Huntington Bancshares Incorporated | 3,700 | $55,000 | 0.0% | $4.69 | +134.6% | COM | 446150104 |
| — | Twenty-First Century Fox, Inc. | 1,400 | $51,000 | 0.0% | $30.55 | — | COM | 90130A101 |
| — | ChangYou.com Limited | 1,800 | $50,000 | 0.0% | $28.00 | — | COM | 15911M107 |
| DWSN | Dawson Operating Company | 6,934 | $46,000 | 0.0% | $4.61 | +8.5% | COM | 239360100 |
| PDEX | Pro-Dex, Inc. | 6,700 | $45,000 | 0.0% | $6.89 | 0.0% | COM | 74265M205 |
| — | Continental Materials Corporation | 2,200 | $42,000 | 0.0% | $24.55 | — | COM | 211615307 |
| CZWI | Citizens Community Bancorp, Inc | 3,000 | $41,000 | 0.0% | $11.78 | 0.0% | COM | 174903104 |
| — | Digirad Imaging Solutions Inc | 22,700 | $35,000 | 0.0% | $5.29 | — | COM | 253827109 |
| — | SAFEWAY PDC LLC | 14,353 | $35,000 | 0.0% | $2.44 | — | COM | 786CVR308 |
| ASIX | AdvanSix Inc. | 1,004 | $34,000 | 0.0% | $16.41 | +119.4% | COM | 00773T101 |
| — | Pier 1 Imports, Inc. | 10,000 | $32,000 | 0.0% | $6.90 | — | COM | 720279108 |
| PEBK | Peoples Bancorp of North Carolina, Inc. | 990 | $30,000 | 0.0% | $28.89 | +4.3% | COM | 710577107 |
| — | SYNERGETICS USA INC TAKEOVER CASH | 137,789 | $26,000 | 0.0% | $0.19 | — | COM | 871CVR999 |
| — | Ascena Retail Group, Inc. | 12,500 | $25,000 | 0.0% | $6.98 | — | COM | 04351G101 |
| SSBI | Summit State Bank | 1,800 | $24,000 | 0.0% | $9.52 | 0.0% | COM | 866264203 |
| — | Condor Hospitality Trust, Inc. | 1,626 | $16,000 | 0.0% | $10.37 | — | COM | 20676Y403 |
| — | Ocean Bio-Chem, Inc. | 3,900 | $15,000 | 0.0% | $4.10 | — | COM | 674631106 |
| — | NEWSTAR FINANCIAL INC RIGHT | 27,200 | $14,000 | 0.0% | $0.51 | — | COM | 652CVR994 |
| — | Ensco PLC | 2,800 | $12,000 | 0.0% | $43.32 | — | COM | G3157S106 |
| — | Spark Energy, Inc. | 700 | $8,000 | 0.0% | $25.22 | — | COM | 846511103 |
| SCKT | Socket Mobile, Inc. | 2,096 | $6,000 | 0.0% | $3.67 | +1.0% | COM | 83368E200 |
| PMTS | CPI Card Group - Colorado, Inc. | 1,555 | $4,000 | 0.0% | $4.90 | -38.0% | COM | 12634H200 |
| — | Chromcraft Revington, Inc. | 19,200 | $2,000 | 0.0% | $0.10 | — | COM | 171ESC106 |
| — | Corinthian Colleges, Inc. | 38,600 | $0 | 0.0% | $2.23 | — | COM | 218868107 |
| — | EDDIE BAUER HOLDINGS INC CV 5.25 | 557,291 | $0 | 0.0% | — | — | COM | 071625AB3 |
| — | Micro Focus International PLC | 1 | $0 | 0.0% | $31.90 | — | COM | 594837304 |
| — | PAB Bankshares, Inc. | 15,096 | $0 | 0.0% | — | — | COM | 69313P101 |
| — | Pinnacle Airlines Corp. | 34,800 | $0 | 0.0% | — | — | COM | 723443107 |
| — | HQ Sustainable Maritime Industries, Inc. | 72,207 | $0 | 0.0% | — | — | COM | 40426A208 |
| — | Tandy Brands Accessories, Inc. | 10,800 | $0 | 0.0% | $0.56 | — | COM | 875378101 |
| SHO | Sunstone Hotel Investors, Inc. | 1 | $0 | 0.0% | $12.17 | — | COM | 867892101 |
| CTBK | Heritage Bank | 3,200 | $0 | 0.0% | $0.11 | -93.9% | COM | 17770A109 |