Grantham, Mayo, Van Otterloo & Co. LLC Diversified Active

Location: Boston, MA

CIK: 0001352662 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 13, 2020

Total Value: $13.47B (99.9% shares, 0.1% debt)

Holdings (738)

MSFT MICROSOFT CORP 5.1%

Value $689M Shares 3,387,348 Est. Cost $35.16 Unrealized +392.2%

AAPL APPLE INC 4.6%

Value $616M Shares 1,688,850 Est. Cost $24.11 Unrealized +211.4%

BABA ALIBABA GROUP HLDG LTD 3.4%

Value $454M Shares 2,103,273 Est. Cost $159.88 Unrealized —

UNH UNITEDHEALTH GROUP INC 3.3%

Value $448M Shares 1,517,756 Est. Cost $128.10 Unrealized +103.8%

ACN ACCENTURE PLC IRELAND 2.7%

Value $359M Shares 1,674,041 Est. Cost $84.21 Unrealized +107.4%

ORCL ORACLE CORP 2.7%

Value $357M Shares 6,461,192 Est. Cost $29.92 Unrealized +63.7%

USB US BANCORP DEL 2.5%

Value $338M Shares 9,169,126 Est. Cost $36.97 Unrealized -24.7%

JNJ JOHNSON & JOHNSON 2.4%

Value $320M Shares 2,274,271 Est. Cost $77.89 Unrealized +59.5%

META FACEBOOK INC 2.2%

Value $298M Shares 1,313,351 Est. Cost $174.97 Unrealized +18.5%

MDT MEDTRONIC PLC 2.2%

Value $298M Shares 3,247,634 Est. Cost $60.96 Unrealized +34.2%

KO COCA COLA CO 2.2%

Value $297M Shares 6,644,360 Est. Cost $37.29 Unrealized +3.8%

GOOGL ALPHABET INC 2.1%

Value $287M Shares 202,711 Est. Cost $37.80 Unrealized +77.1%

ELV ANTHEM INC 2.0%

Value $267M Shares 1,016,916 Est. Cost $179.37 Unrealized +37.8%

CSCO CISCO SYS INC 2.0%

Value $266M Shares 5,692,582 Est. Cost $22.35 Unrealized +65.5%

TXN TEXAS INSTRS INC 1.9%

Value $254M Shares 2,001,701 Est. Cost $70.12 Unrealized +41.9%

AXP AMERICAN EXPRESS CO 1.9%

Value $252M Shares 2,652,154 Est. Cost $64.58 Unrealized +32.6%

Value $252M Shares 1,617,707 Est. Cost $116.43 Unrealized -12.0%

TJX TJX COS INC NEW 1.8%

Value $242M Shares 4,792,187 Est. Cost $41.03 Unrealized +13.7%

MRK MERCK & CO. INC 1.7%

Value $229M Shares 2,959,604 Est. Cost $47.35 Unrealized +32.8%

WFC WELLS FARGO CO NEW 1.6%

Value $219M Shares 8,545,319 Est. Cost $40.23 Unrealized -40.4%

LLY LILLY ELI & CO 1.6%

Value $218M Shares 1,327,441 Est. Cost $106.78 Unrealized +34.8%

GOOG ALPHABET INC 1.6%

Value $210M Shares 148,476 Est. Cost $39.86 Unrealized +68.0%

DGX QUEST DIAGNOSTICS INC 1.4%

Value $190M Shares 1,668,003 Est. Cost $92.71 Unrealized +2.7%

HON HONEYWELL INTL INC 1.2%

Value $163M Shares 1,124,236 Est. Cost $93.90 Unrealized +25.5%

V VISA INC 1.1%

Value $151M Shares 779,142 Est. Cost $139.73 Unrealized +25.6%

PM PHILIP MORRIS INTL INC 1.0%

Value $139M Shares 1,983,957 Est. Cost $52.68 Unrealized +4.0%

RTX RAYTHEON TECHNOLOGIES CORP 1.0%

Value $137M Shares 2,228,943 Est. Cost $54.61 Unrealized 0.0%

NTES NETEASE INC 0.9%

Value $125M Shares 291,000 Est. Cost $313.64 Unrealized —

LYFT LYFT INC 0.9%

Value $120M Shares 3,621,493 Est. Cost $41.00 Unrealized -22.9%

RY ROYAL BK CDA 0.9%

Value $118M Shares 1,751,835 Est. Cost $78.31 Unrealized -18.8%

ABT ABBOTT LABS 0.8%

Value $110M Shares 1,199,467 Est. Cost $33.10 Unrealized +147.5%

IEMG ISHARES INC 0.8%

Value $106M Shares 2,218,987 Est. Cost $43.62 Unrealized —

STM STMICROELECTRONICS N V 0.8%

Value $104M Shares 3,788,263 Est. Cost $16.96 Unrealized —

BTI BRITISH AMERN TOB PLC 0.7%

Value $99.61M Shares 2,566,000 Est. Cost $38.76 Unrealized —

— ROYAL DUTCH SHELL PLC 0.7%

Value $95.18M Shares 3,125,800 Est. Cost $31.51 Unrealized —

SBUX STARBUCKS CORP 0.7%

Value $94.11M Shares 1,278,794 Est. Cost $71.00 Unrealized -6.6%

SCHW SCHWAB CHARLES CORP 0.7%

Value $93.74M Shares 2,778,359 Est. Cost $38.34 Unrealized -13.5%

OTIS OTIS WORLDWIDE CORP 0.7%

Value $92.67M Shares 1,629,853 Est. Cost $47.48 Unrealized 0.0%

NKE NIKE INC 0.6%

Value $85.59M Shares 872,892 Est. Cost $84.97 Unrealized +0.6%

WTW WILLIS TOWERS WATSON PLC LTD 0.6%

Value $82.76M Shares 420,200 Est. Cost $180.58 Unrealized -1.7%

HYG ISHARES TR 0.6%

Value $81.97M Shares 1,004,307 Est. Cost $81.62 Unrealized —

— REDFIN CORP 0.6%

Value $75.61M Shares 1,804,213 Est. Cost $16.48 Unrealized —

— LIBERTY MEDIA CORP DEL 0.5%

Value $65.79M Shares 1,909,800 Est. Cost $34.36 Unrealized —

CVNA CARVANA CO 0.5%

Value $65.55M Shares 545,299 Est. Cost $50.59 Unrealized +85.1%

LQD ISHARES TR 0.5%

Value $65.01M Shares 483,362 Est. Cost $119.59 Unrealized —

W WAYFAIR INC 0.5%

Value $64.74M Shares 327,624 Est. Cost $73.26 Unrealized +104.2%

LBRDK LIBERTY BROADBAND CORP 0.5%

Value $63.54M Shares 512,600 Est. Cost $117.53 Unrealized 0.0%

— IBERIABANK CORP 0.5%

Value $61.25M Shares 1,344,875 Est. Cost $47.63 Unrealized —

— CRH PLC 0.4%

Value $57.88M Shares 1,687,060 Est. Cost $32.19 Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 0.4%

Value $57.67M Shares 1,015,950 Est. Cost $32.87 Unrealized —

— VANECK VECTORS ETF TR 0.4%

Value $52.99M Shares 2,553,700 Est. Cost $21.98 Unrealized —

— EL PASO ELEC CO 0.4%

Value $51.66M Shares 771,100 Est. Cost $67.75 Unrealized —

— QIAGEN NV 0.4%

Value $50.59M Shares 1,181,700 Est. Cost $41.60 Unrealized —

— DISCOVERY INC 0.4%

Value $48.95M Shares 2,541,383 Est. Cost $19.26 Unrealized —

FCX FREEPORT-MCMORAN INC 0.4%

Value $47.23M Shares 4,082,307 Est. Cost $11.66 Unrealized -26.4%

JD JD.COM INC 0.3%

Value $46.78M Shares 777,300 Est. Cost $37.63 Unrealized —

SLF SUN LIFE FINANCIAL INC. 0.3%

Value $43.88M Shares 1,197,100 Est. Cost $42.74 Unrealized -19.6%

MOS MOSAIC CO NEW 0.3%

Value $38.73M Shares 3,096,007 Est. Cost $17.03 Unrealized -37.1%

— WRIGHT MED GROUP N V 0.3%

Value $38.5M Shares 1,295,500 Est. Cost $30.11 Unrealized —

— TD AMERITRADE HLDG CORP 0.3%

Value $37.91M Shares 1,042,100 Est. Cost $36.38 Unrealized —

BDX BECTON DICKINSON & CO 0.3%

Value $37.12M Shares 155,122 Est. Cost $104.90 Unrealized +110.0%

— RENEWABLE ENERGY GROUP INC 0.3%

Value $34.43M Shares 1,389,402 Est. Cost $16.79 Unrealized —

SQM SOCIEDAD QUIMICA Y MINERA DE 0.2%

Value $32.53M Shares 1,247,705 Est. Cost $34.23 Unrealized —

— ADVANCED DISP SVCS INC DEL 0.2%

Value $31.47M Shares 1,043,204 Est. Cost $32.71 Unrealized —

CDLX CARDLYTICS INC 0.2%

Value $28.82M Shares 411,784 Est. Cost $42.50 Unrealized +35.9%

— SK TELECOM LTD 0.2%

Value $27.34M Shares 1,414,865 Est. Cost $26.09 Unrealized —

— FIAT CHRYSLER AUTOMOBILES N 0.2%

Value $26.62M Shares 2,648,500 Est. Cost $13.35 Unrealized —

EWZ ISHARES INC 0.2%

Value $26.54M Shares 922,800 Est. Cost $28.76 Unrealized —

PFSI PENNYMAC FINL SVCS INC NEW 0.2%

Value $25.5M Shares 610,278 Est. Cost $24.17 Unrealized +21.9%

FSLY FASTLY INC 0.2%

Value $25.32M Shares 297,384 Est. Cost $22.37 Unrealized +76.1%

— ACACIA COMMUNICATIONS INC 0.2%

Value $25.01M Shares 372,200 Est. Cost $66.32 Unrealized —

EOG EOG RES INC 0.2%

Value $24.66M Shares 486,668 Est. Cost $44.12 Unrealized -15.3%

BWA BORGWARNER INC 0.2%

Value $24.6M Shares 696,889 Est. Cost $26.96 Unrealized -10.2%

SANM SANMINA CORPORATION 0.2%

Value $24.28M Shares 969,685 Est. Cost $30.02 Unrealized -12.3%

AMAT APPLIED MATLS INC 0.2%

Value $23.91M Shares 395,494 Est. Cost $49.39 Unrealized +3.7%

RDY DR REDDYS LABS LTD 0.2%

Value $23.87M Shares 450,208 Est. Cost $36.76 Unrealized —

BRC BRADY CORP 0.2%

Value $23.8M Shares 508,245 Est. Cost $40.73 Unrealized +2.5%

LBTYAUSD LIBERTY GLOBAL PLC 0.2%

Value $23.7M Shares 1,084,012 Est. Cost $21.86 Unrealized —

FSS FEDERAL SIGNAL CORP 0.2%

Value $22.81M Shares 767,147 Est. Cost $26.09 Unrealized +4.0%

WKC WORLD FUEL SVCS CORP 0.2%

Value $22.66M Shares 879,583 Est. Cost $32.76 Unrealized -24.9%

UFPI UFP INDUSTRIES INC 0.2%

Value $22.42M Shares 452,811 Est. Cost $42.57 Unrealized 0.0%

GOLF ACUSHNET HOLDINGS CORP 0.2%

Value $22.04M Shares 633,415 Est. Cost $26.98 Unrealized +10.0%

PMT PENNYMAC MTG INVT TR 0.2%

Value $21.96M Shares 1,252,800 Est. Cost $21.59 Unrealized —

GNW GENWORTH FINL INC 0.2%

Value $21.95M Shares 9,499,823 Est. Cost $3.63 Unrealized -13.3%

NSIT INSIGHT ENTERPRISES INC 0.2%

Value $21.56M Shares 438,220 Est. Cost $50.63 Unrealized -2.7%

GPI GROUP 1 AUTOMOTIVE INC 0.2%

Value $21.53M Shares 326,356 Est. Cost $77.95 Unrealized -26.6%

TGNA TEGNA INC 0.2%

Value $21.49M Shares 1,929,141 Est. Cost $13.15 Unrealized -15.4%

TD TORONTO DOMINION BK ONT 0.2%

Value $21.48M Shares 482,800 Est. Cost $51.07 Unrealized -16.6%

CSIQ CANADIAN SOLAR INC 0.2%

Value $21.28M Shares 1,104,090 Est. Cost $17.54 Unrealized +1.4%

CVX CHEVRON CORP NEW 0.2%

Value $20.64M Shares 231,373 Est. Cost $71.98 Unrealized -3.0%

— ENEL AMERICAS S A 0.2%

Value $20.56M Shares 2,737,573 Est. Cost $8.49 Unrealized —

IOSP INNOSPEC INC 0.1%

Value $20.19M Shares 261,374 Est. Cost $77.45 Unrealized -13.0%

WIX WIX COM LTD 0.1%

Value $19.83M Shares 77,400 Est. Cost $130.58 Unrealized +35.8%

BLDR BUILDERS FIRSTSOURCE INC 0.1%

Value $19.71M Shares 952,008 Est. Cost $22.55 Unrealized -19.9%

— FLAGSTAR BANCORP INC 0.1%

Value $18.43M Shares 626,135 Est. Cost $34.24 Unrealized —

UVV UNIVERSAL CORP VA 0.1%

Value $17.98M Shares 422,960 Est. Cost $55.68 Unrealized -21.0%

MOG/A MOOG INC 0.1%

Value $17.17M Shares 324,153 Est. Cost $79.89 Unrealized -39.2%

ST SENSATA TECHNOLOGIES HLDNG P 0.1%

Value $17.11M Shares 459,575 Est. Cost $35.50 Unrealized -0.5%

PBH PRESTIGE CONSMR HEALTHCARE I 0.1%

Value $16.49M Shares 439,026 Est. Cost $35.22 Unrealized +13.5%

MLKN MILLER HERMAN INC 0.1%

Value $16.43M Shares 695,972 Est. Cost $29.78 Unrealized -35.1%

DOO BRP INC 0.1%

Value $15.78M Shares 371,183 Est. Cost $43.17 Unrealized -33.6%

MATV SCHWEITZER-MAUDUIT INTL INC 0.1%

Value $15.78M Shares 472,266 Est. Cost $26.67 Unrealized -14.1%

WD WALKER & DUNLOP INC 0.1%

Value $15.46M Shares 304,304 Est. Cost $49.33 Unrealized -28.6%

MU MICRON TECHNOLOGY INC 0.1%

Value $15.44M Shares 299,761 Est. Cost $46.76 Unrealized -1.6%

VIPS VIPSHOP HOLDINGS LIMITED 0.1%

Value $15.44M Shares 775,600 Est. Cost $19.28 Unrealized —

SNY SANOFI 0.1%

Value $15.38M Shares 301,342 Est. Cost $41.13 Unrealized —

EAT BRINKER INTL INC 0.1%

Value $15.29M Shares 637,187 Est. Cost $34.24 Unrealized -37.3%

SNN SMITH & NEPHEW GROUP PLC 0.1%

Value $15.18M Shares 398,200 Est. Cost $47.91 Unrealized —

SAH SONIC AUTOMOTIVE INC 0.1%

Value $15.15M Shares 474,882 Est. Cost $26.86 Unrealized -14.2%

RDN RADIAN GROUP INC 0.1%

Value $15.15M Shares 976,596 Est. Cost $18.54 Unrealized -33.2%

DKS DICKS SPORTING GOODS INC 0.1%

Value $14.9M Shares 361,200 Est. Cost $30.06 Unrealized -10.7%

YUMC YUM CHINA HLDGS INC 0.1%

Value $14.78M Shares 307,500 Est. Cost $43.97 Unrealized +7.3%

MTRN MATERION CORP 0.1%

Value $14.6M Shares 237,436 Est. Cost $56.71 Unrealized -10.8%

— M D C HLDGS INC 0.1%

Value $14.51M Shares 406,533 Est. Cost $27.09 Unrealized —

CXW CORECIVIC INC 0.1%

Value $14.35M Shares 1,533,199 Est. Cost $16.75 Unrealized -31.9%

ITW ILLINOIS TOOL WKS INC 0.1%

Value $14.02M Shares 80,200 Est. Cost $142.90 Unrealized 0.0%

TAL TAL EDUCATION GROUP 0.1%

Value $13.88M Shares 202,934 Est. Cost $45.84 Unrealized —

INTC INTEL CORP 0.1%

Value $13.79M Shares 230,422 Est. Cost $40.21 Unrealized +32.3%

VFC V F CORP 0.1%

Value $13.75M Shares 225,700 Est. Cost $58.24 Unrealized 0.0%

ESNT ESSENT GROUP LTD 0.1%

Value $13.71M Shares 377,922 Est. Cost $41.16 Unrealized -32.5%

BKNG BOOKING HOLDINGS INC 0.1%

Value $13.54M Shares 8,500 Est. Cost $1497.60 Unrealized 0.0%

PEP PEPSICO INC 0.1%

Value $13.52M Shares 102,230 Est. Cost $88.26 Unrealized +25.5%

BHE BENCHMARK ELECTRS INC 0.1%

Value $13.26M Shares 613,650 Est. Cost $23.25 Unrealized -21.0%

SEDG SOLAREDGE TECHNOLOGIES INC 0.1%

Value $13.24M Shares 95,393 Est. Cost $38.10 Unrealized +220.9%

— TIFFANY & CO NEW 0.1%

Value $12.89M Shares 105,700 Est. Cost $133.65 Unrealized —

CTVA CORTEVA INC 0.1%

Value $12.87M Shares 480,565 Est. Cost $24.43 Unrealized -0.3%

— CAESARS ENTMT CORP 0.1%

Value $12.82M Shares 1,056,900 Est. Cost $10.50 Unrealized —

CTRA CABOT OIL & GAS CORP 0.1%

Value $12.8M Shares 745,009 Est. Cost $13.83 Unrealized +6.8%

— TAUBMAN CTRS INC 0.1%

Value $12.74M Shares 337,400 Est. Cost $39.90 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.1%

Value $12.56M Shares 632,000 Est. Cost $32.75 Unrealized -41.6%

— POLYONE CORP 0.1%

Value $12.44M Shares 474,300 Est. Cost $24.03 Unrealized —

PRGS PROGRESS SOFTWARE CORP 0.1%

Value $12.36M Shares 318,948 Est. Cost $40.40 Unrealized -5.7%

XHR XENIA HOTELS & RESORTS INC 0.1%

Value $12.24M Shares 1,311,960 Est. Cost $19.89 Unrealized —

BNS BANK NOVA SCOTIA B C 0.1%

Value $12.17M Shares 295,100 Est. Cost $34.02 Unrealized -13.4%

EQT EQT CORP 0.1%

Value $12.12M Shares 1,018,811 Est. Cost $9.09 Unrealized +35.4%

— GRAFTECH INTL LTD 0.1%

Value $12.11M Shares 1,517,925 Est. Cost $8.07 Unrealized —

MKL MARKEL CORP 0.1%

Value $11.82M Shares 12,802 Est. Cost $908.95 Unrealized 0.0%

— MOBILE TELESYSTEMS PJSC 0.1%

Value $11.82M Shares 1,285,835 Est. Cost $7.90 Unrealized —

HAS HASBRO INC 0.1%

Value $11.74M Shares 156,700 Est. Cost $58.06 Unrealized 0.0%

CNYA ISHARES TR 0.1%

Value $11.61M Shares 367,300 Est. Cost $28.18 Unrealized —

VVX VECTRUS INC 0.1%

Value $11.08M Shares 225,473 Est. Cost $39.10 Unrealized +23.7%

— AT HOME GROUP INC 0.1%

Value $11.06M Shares 1,703,555 Est. Cost $9.62 Unrealized —

AMGN AMGEN INC 0.1%

Value $10.99M Shares 46,579 Est. Cost $156.14 Unrealized +22.8%

ACCO ACCO BRANDS CORP 0.1%

Value $10.92M Shares 1,537,519 Est. Cost $6.47 Unrealized -28.3%

LVS LAS VEGAS SANDS CORP 0.1%

Value $10.71M Shares 235,272 Est. Cost $44.86 Unrealized 0.0%

ENVA ENOVA INTL INC 0.1%

Value $10.63M Shares 714,843 Est. Cost $22.76 Unrealized -38.9%

CAKE CHEESECAKE FACTORY INC 0.1%

Value $10.5M Shares 458,202 Est. Cost $18.95 Unrealized 0.0%

NMRK NEWMARK GROUP INC 0.1%

Value $10.4M Shares 2,139,100 Est. Cost $9.44 Unrealized -57.8%

IBKR INTERACTIVE BROKERS GROUP IN 0.1%

Value $10.34M Shares 247,620 Est. Cost $7.39 Unrealized +36.8%

EA ELECTRONIC ARTS INC 0.1%

Value $10.29M Shares 77,899 Est. Cost $99.08 Unrealized +15.9%

— QIWI PLC 0.1%

Value $10.16M Shares 586,720 Est. Cost $17.41 Unrealized —

ALB ALBEMARLE CORP 0.1%

Value $10.12M Shares 131,101 Est. Cost $76.16 Unrealized -16.7%

FSLR FIRST SOLAR INC 0.1%

Value $10.06M Shares 203,259 Est. Cost $49.51 Unrealized -9.9%

— INVESTORS BANCORP INC NEW 0.1%

Value $10.04M Shares 1,181,489 Est. Cost $9.92 Unrealized —

NTR NUTRIEN LTD 0.1%

Value $9.948M Shares 309,899 Est. Cost $28.93 Unrealized 0.0%

HLT HILTON WORLDWIDE HLDGS INC 0.1%

Value $9.801M Shares 133,431 Est. Cost $73.30 Unrealized 0.0%

AGRO ADECOAGRO S A 0.1%

Value $9.466M Shares 2,181,164 Est. Cost $6.85 Unrealized -45.8%

BIGGQ BIG LOTS INC 0.1%

Value $9.274M Shares 220,800 Est. Cost $25.29 Unrealized 0.0%

ITGR INTEGER HLDGS CORP 0.1%

Value $9.269M Shares 126,888 Est. Cost $79.89 Unrealized -9.0%

GEF GREIF INC 0.1%

Value $9.263M Shares 269,200 Est. Cost $30.53 Unrealized -11.1%

— INTL FCSTONE INC 0.1%

Value $9.199M Shares 167,257 Est. Cost $42.04 Unrealized —

RS RELIANCE STEEL & ALUMINUM CO 0.1%

Value $8.972M Shares 94,512 Est. Cost $103.05 Unrealized -11.5%

— WADDELL & REED FINL INC 0.1%

Value $8.965M Shares 578,000 Est. Cost $14.46 Unrealized —

SHO SUNSTONE HOTEL INVS INC NEW 0.1%

Value $8.893M Shares 1,091,138 Est. Cost $14.28 Unrealized —

SCL STEPAN CO 0.1%

Value $8.875M Shares 91,403 Est. Cost $89.16 Unrealized +5.4%

— PATTERSON COS INC 0.1%

Value $8.752M Shares 397,800 Est. Cost $22.00 Unrealized —

EBAY EBAY INC. 0.1%

Value $8.658M Shares 165,063 Est. Cost $31.19 Unrealized +23.2%

IBOC INTERNATIONAL BANCSHARES COR 0.1%

Value $8.568M Shares 267,575 Est. Cost $30.72 Unrealized -20.0%

— SYKES ENTERPRISES INC 0.1%

Value $8.567M Shares 309,713 Est. Cost $28.85 Unrealized —

INN SUMMIT HOTEL PPTYS INC 0.1%

Value $8.541M Shares 1,440,300 Est. Cost $8.46 Unrealized —

FHI FEDERATED HERMES INC 0.1%

Value $8.494M Shares 358,404 Est. Cost $21.85 Unrealized -22.4%

— NEW ORIENTAL ED & TECHNOLOGY 0.1%

Value $8.244M Shares 63,300 Est. Cost $97.78 Unrealized —

CNXN PC CONNECTION INC 0.1%

Value $8.141M Shares 175,600 Est. Cost $36.91 Unrealized +7.8%

HTH HILLTOP HOLDINGS INC 0.1%

Value $8.134M Shares 440,863 Est. Cost $23.36 Unrealized -26.4%

— STEELCASE INC 0.1%

Value $7.804M Shares 647,076 Est. Cost $11.83 Unrealized —

LZB LA Z BOY INC 0.1%

Value $7.78M Shares 287,500 Est. Cost $30.22 Unrealized -20.4%

— OFFICE DEPOT INC 0.1%

Value $7.737M Shares 3,292,300 Est. Cost $2.81 Unrealized —

ZUMZ ZUMIEZ INC 0.1%

Value $7.727M Shares 282,200 Est. Cost $23.99 Unrealized -5.3%

GFF GRIFFON CORP 0.1%

Value $7.718M Shares 416,747 Est. Cost $14.13 Unrealized -6.1%

SNPS SYNOPSYS INC 0.1%

Value $7.688M Shares 39,427 Est. Cost $73.20 Unrealized +125.5%

CMTL COMTECH TELECOMMUNICATIONS C 0.1%

Value $7.644M Shares 452,600 Est. Cost $25.33 Unrealized -37.8%

CDNS CADENCE DESIGN SYSTEM INC 0.1%

Value $7.642M Shares 79,634 Est. Cost $45.81 Unrealized +82.7%

SRI STONERIDGE INC 0.1%

Value $7.604M Shares 368,072 Est. Cost $28.02 Unrealized -33.1%

— HOLLYSYS AUTOMATION TCHNGY L 0.1%

Value $7.451M Shares 560,200 Est. Cost $16.56 Unrealized —

IPAR INTER PARFUMS INC 0.1%

Value $7.428M Shares 154,264 Est. Cost $64.74 Unrealized -30.4%

GEO GEO GROUP INC NEW 0.1%

Value $7.402M Shares 625,700 Est. Cost $12.29 Unrealized -10.6%

JOUT JOHNSON OUTDOORS INC 0.1%

Value $7.225M Shares 79,380 Est. Cost $64.48 Unrealized +10.8%

— LIVENT CORP 0.1%

Value $7.107M Shares 1,153,809 Est. Cost $6.61 Unrealized —

— TWITTER INC 0.1%

Value $7.065M Shares 7,500,000 Est. Cost $0.94 Unrealized —

— BUNGE LIMITED 0.1%

Value $7.021M Shares 170,700 Est. Cost — Unrealized —

— LUMINEX CORP DEL 0.1%

Value $6.987M Shares 214,800 Est. Cost $32.13 Unrealized —

— SPX CORP 0.1%

Value $6.97M Shares 169,391 Est. Cost $36.39 Unrealized —

BLMN BLOOMIN BRANDS INC 0.1%

Value $6.865M Shares 644,000 Est. Cost $16.10 Unrealized -45.8%

AMKR AMKOR TECHNOLOGY INC 0.1%

Value $6.84M Shares 555,640 Est. Cost $10.12 Unrealized -4.9%

MGY MAGNOLIA OIL & GAS CORP 0.1%

Value $6.756M Shares 1,114,788 Est. Cost $10.09 Unrealized -45.9%

— FRONTLINE LTD 0.0%

Value $6.72M Shares 962,700 Est. Cost $6.98 Unrealized —

— PIONEER NAT RES CO 0.0%

Value $6.7M Shares 68,576 Est. Cost $116.60 Unrealized —

ZTO ZTO EXPRESS CAYMAN INC 0.0%

Value $6.7M Shares 182,500 Est. Cost $26.48 Unrealized —

AMZN AMAZON COM INC 0.0%

Value $6.687M Shares 2,424 Est. Cost $96.46 Unrealized +25.2%

— MERITOR INC 0.0%

Value $6.684M Shares 337,600 Est. Cost $19.91 Unrealized —

— TE CONNECTIVITY LTD 0.0%

Value $6.633M Shares 81,336 Est. Cost $82.24 Unrealized —

— SOUTHWESTERN ENERGY CO 0.0%

Value $6.597M Shares 2,577,000 Est. Cost $2.96 Unrealized —

DEO DIAGEO P L C 0.0%

Value $6.545M Shares 48,700 Est. Cost $145.82 Unrealized —

INTU INTUIT 0.0%

Value $6.538M Shares 22,074 Est. Cost $168.30 Unrealized +57.4%

BBY BEST BUY INC 0.0%

Value $6.519M Shares 74,702 Est. Cost $54.46 Unrealized +10.7%

KMB KIMBERLY CLARK CORP 0.0%

Value $6.494M Shares 45,944 Est. Cost $102.60 Unrealized +9.8%

ECPG ENCORE CAP GROUP INC 0.0%

Value $6.491M Shares 189,900 Est. Cost $34.01 Unrealized -12.4%

— PARSLEY ENERGY INC 0.0%

Value $6.464M Shares 605,230 Est. Cost $11.20 Unrealized —

EFC ELLINGTON FINANCIAL INC 0.0%

Value $6.421M Shares 545,100 Est. Cost $12.06 Unrealized —

— CIMAREX ENERGY CO 0.0%

Value $6.417M Shares 233,435 Est. Cost $33.03 Unrealized —

OFG OFG BANCORP 0.0%

Value $6.393M Shares 478,150 Est. Cost $20.96 Unrealized -42.5%

TPH TRI POINTE GROUP INC 0.0%

Value $6.344M Shares 431,842 Est. Cost $14.39 Unrealized -14.8%

AGCO AGCO CORP 0.0%

Value $6.333M Shares 114,185 Est. Cost $54.57 Unrealized -20.2%

COP CONOCOPHILLIPS 0.0%

Value $6.322M Shares 150,444 Est. Cost $40.98 Unrealized -19.7%

CSGS CSG SYS INTL INC 0.0%

Value $6.315M Shares 152,578 Est. Cost $33.90 Unrealized +19.7%

— ACTIVISION BLIZZARD INC 0.0%

Value $6.265M Shares 82,546 Est. Cost $59.48 Unrealized —

GILD GILEAD SCIENCES INC 0.0%

Value $6.25M Shares 81,230 Est. Cost $54.97 Unrealized +11.8%

XOM EXXON MOBIL CORP 0.0%

Value $6.195M Shares 138,526 Est. Cost $42.09 Unrealized -17.3%

WOR WORTHINGTON INDS INC 0.0%

Value $6.158M Shares 165,092 Est. Cost $20.30 Unrealized -12.1%

FORM FORMFACTOR INC 0.0%

Value $6.13M Shares 209,000 Est. Cost $23.88 Unrealized +3.3%

EBS EMERGENT BIOSOLUTIONS INC 0.0%

Value $6.05M Shares 76,500 Est. Cost $65.64 Unrealized +13.5%

SCVL SHOE CARNIVAL INC 0.0%

Value $6.033M Shares 206,100 Est. Cost $17.72 Unrealized -32.6%

— WPX ENERGY INC 0.0%

Value $6.019M Shares 943,395 Est. Cost $6.13 Unrealized —

CNX CNX RESOURCES CORPORATION 0.0%

Value $5.994M Shares 692,900 Est. Cost $8.43 Unrealized +19.3%

PFE PFIZER INC 0.0%

Value $5.99M Shares 183,185 Est. Cost $21.45 Unrealized +21.2%

— MERIDIAN BIOSCIENCE INC 0.0%

Value $5.974M Shares 256,500 Est. Cost $20.68 Unrealized —

PRDO PERDOCEO ED CORP 0.0%

Value $5.967M Shares 374,607 Est. Cost $14.09 Unrealized -3.8%

ETD ETHAN ALLEN INTERIORS INC 0.0%

Value $5.866M Shares 495,900 Est. Cost $12.44 Unrealized -40.0%

— ATLANTICA SUSTAINABLE INFR P 0.0%

Value $5.833M Shares 200,440 Est. Cost $27.94 Unrealized —

DVN DEVON ENERGY CORP NEW 0.0%

Value $5.756M Shares 507,615 Est. Cost $15.76 Unrealized -46.8%

— CONCHO RES INC 0.0%

Value $5.699M Shares 110,656 Est. Cost $75.27 Unrealized —

— CORE MARK HOLDING CO INC 0.0%

Value $5.682M Shares 227,700 Est. Cost $37.26 Unrealized —

FANG DIAMONDBACK ENERGY INC 0.0%

Value $5.6M Shares 133,908 Est. Cost $58.38 Unrealized -44.7%

— LAM RESEARCH CORP 0.0%

Value $5.506M Shares 17,021 Est. Cost $246.48 Unrealized —

— PDC ENERGY INC 0.0%

Value $5.449M Shares 438,013 Est. Cost $15.43 Unrealized —

CMCSA COMCAST CORP NEW 0.0%

Value $5.392M Shares 138,328 Est. Cost $32.62 Unrealized +0.4%

SBH SALLY BEAUTY HLDGS INC 0.0%

Value $5.392M Shares 430,300 Est. Cost $11.22 Unrealized -2.5%

PGR PROGRESSIVE CORP OHIO 0.0%

Value $5.386M Shares 67,238 Est. Cost $41.95 Unrealized +58.2%

CL COLGATE PALMOLIVE CO 0.0%

Value $5.298M Shares 72,318 Est. Cost $60.93 Unrealized +2.4%

ETN EATON CORP PLC 0.0%

Value $5.219M Shares 59,659 Est. Cost $67.66 Unrealized +10.5%

AN AUTONATION INC 0.0%

Value $5.171M Shares 137,608 Est. Cost $40.15 Unrealized -9.8%

— GLAXOSMITHKLINE PLC 0.0%

Value $5.05M Shares 123,800 Est. Cost $38.72 Unrealized —

HY HYSTER YALE MATLS HANDLING I 0.0%

Value $5.034M Shares 130,200 Est. Cost $54.83 Unrealized -42.6%

CM CANADIAN IMP BK COMM 0.0%

Value $4.99M Shares 74,900 Est. Cost $24.76 Unrealized -2.6%

HVT HAVERTY FURNITURE INC 0.0%

Value $4.949M Shares 309,342 Est. Cost $20.65 Unrealized -29.3%

HPQ HP INC 0.0%

Value $4.907M Shares 281,535 Est. Cost $13.29 Unrealized -1.6%

REG REGENCY CTRS CORP 0.0%

Value $4.845M Shares 105,575 Est. Cost $43.23 Unrealized -22.7%

LMT LOCKHEED MARTIN CORP 0.0%

Value $4.812M Shares 13,186 Est. Cost $251.70 Unrealized +28.6%

DLX DELUXE CORP 0.0%

Value $4.778M Shares 202,964 Est. Cost $30.87 Unrealized -40.3%

APAM ARTISAN PARTNERS ASSET MGMT 0.0%

Value $4.773M Shares 146,869 Est. Cost $16.40 Unrealized +3.4%

HNI HNI CORP 0.0%

Value $4.772M Shares 156,112 Est. Cost $30.99 Unrealized -17.8%

— GLU MOBILE INC 0.0%

Value $4.756M Shares 513,100 Est. Cost $9.27 Unrealized —

SPG SIMON PPTY GROUP INC NEW 0.0%

Value $4.743M Shares 69,367 Est. Cost $79.28 Unrealized -42.5%

MLI MUELLER INDS INC 0.0%

Value $4.723M Shares 177,706 Est. Cost $12.47 Unrealized -6.4%

— FEDERAL REALTY INVT TR 0.0%

Value $4.688M Shares 55,015 Est. Cost $76.27 Unrealized —

— GUESS INC 0.0%

Value $4.664M Shares 7,000,000 Est. Cost $0.67 Unrealized —

— PREMIER FINANCIAL CORP 0.0%

Value $4.607M Shares 260,744 Est. Cost $17.67 Unrealized —

OC OWENS CORNING NEW 0.0%

Value $4.573M Shares 82,009 Est. Cost $61.16 Unrealized -23.8%

— DSP GROUP INC 0.0%

Value $4.57M Shares 287,800 Est. Cost $14.32 Unrealized —

BMY BRISTOL-MYERS SQUIBB CO 0.0%

Value $4.545M Shares 77,291 Est. Cost $43.35 Unrealized +10.5%

JPM JPMORGAN CHASE & CO 0.0%

Value $4.495M Shares 47,793 Est. Cost $92.19 Unrealized -11.3%

CBZ CBIZ INC 0.0%

Value $4.494M Shares 187,471 Est. Cost $25.18 Unrealized -9.9%

FAF FIRST AMERN FINL CORP 0.0%

Value $4.387M Shares 91,367 Est. Cost $43.58 Unrealized -10.9%

ENTA ENANTA PHARMACEUTICALS INC 0.0%

Value $4.373M Shares 87,100 Est. Cost $53.19 Unrealized -2.7%

UNFI UNITED NAT FOODS INC 0.0%

Value $4.365M Shares 239,720 Est. Cost $15.00 Unrealized 0.0%

IMKTA INGLES MKTS INC 0.0%

Value $4.297M Shares 99,762 Est. Cost $31.98 Unrealized +19.7%

BIIB BIOGEN INC 0.0%

Value $4.264M Shares 15,936 Est. Cost $288.72 Unrealized +4.1%

MELI MERCADOLIBRE INC 0.0%

Value $4.239M Shares 4,300 Est. Cost $616.66 Unrealized +21.6%

BZUN BAOZUN INC 0.0%

Value $4.172M Shares 108,500 Est. Cost $38.45 Unrealized —

ACA ARCOSA INC 0.0%

Value $4.165M Shares 98,700 Est. Cost $41.13 Unrealized -8.1%

VVV VALVOLINE INC 0.0%

Value $4.142M Shares 214,256 Est. Cost $19.01 Unrealized -10.7%

MDLZ MONDELEZ INTL INC 0.0%

Value $4.067M Shares 79,536 Est. Cost $44.39 Unrealized +0.4%

GRMN GARMIN LTD 0.0%

Value $4.056M Shares 41,603 Est. Cost $55.71 Unrealized +35.5%

BHC BAUSCH HEALTH COS INC 0.0%

Value $4.023M Shares 220,600 Est. Cost $26.00 Unrealized -32.2%

TG TREDEGAR CORP 0.0%

Value $4.021M Shares 261,102 Est. Cost $11.02 Unrealized -12.9%

— REALOGY HLDGS CORP 0.0%

Value $4.009M Shares 541,000 Est. Cost $8.27 Unrealized —

TCBK TRICO BANCSHARES 0.0%

Value $4.004M Shares 131,480 Est. Cost $37.60 Unrealized -24.1%

SCHL SCHOLASTIC CORP 0.0%

Value $3.991M Shares 133,300 Est. Cost $28.71 Unrealized -12.7%

JELD JELD-WEN HLDG INC 0.0%

Value $3.977M Shares 246,850 Est. Cost $13.18 Unrealized 0.0%

INFY INFOSYS LTD 0.0%

Value $3.955M Shares 409,414 Est. Cost $10.99 Unrealized —

PSX PHILLIPS 66 0.0%

Value $3.942M Shares 54,831 Est. Cost $68.86 Unrealized -18.4%

SGI TEMPUR SEALY INTL INC 0.0%

Value $3.905M Shares 54,279 Est. Cost $15.72 Unrealized -8.7%

NTGR NETGEAR INC 0.0%

Value $3.878M Shares 149,800 Est. Cost $24.34 Unrealized 0.0%

— KIMBALL INTL INC 0.0%

Value $3.86M Shares 333,900 Est. Cost $16.88 Unrealized —

LOW LOWES COS INC 0.0%

Value $3.835M Shares 28,379 Est. Cost $98.27 Unrealized +5.1%

DFIN DONNELLEY FINL SOLUTIONS INC 0.0%

Value $3.81M Shares 453,600 Est. Cost $10.93 Unrealized -34.1%

TMHC TAYLOR MORRISON HOME CORP 0.0%

Value $3.805M Shares 197,270 Est. Cost $15.76 Unrealized 0.0%

ALL ALLSTATE CORP 0.0%

Value $3.793M Shares 39,102 Est. Cost $81.63 Unrealized +4.9%

ACH OWENS & MINOR INC NEW 0.0%

Value $3.751M Shares 492,300 Est. Cost $7.31 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value $3.747M Shares 67,975 Est. Cost $41.12 Unrealized -0.9%

PAC GRUPO AEROPUERTO DEL PACIFIC 0.0%

Value $3.72M Shares 51,800 Est. Cost $64.57 Unrealized —

PCG PG&E CORP 0.0%

Value $3.686M Shares 415,524 Est. Cost $12.42 Unrealized -13.3%

— MACQUARIE INFRASTRUCTURE COR 0.0%

Value $3.679M Shares 119,880 Est. Cost $25.50 Unrealized —

MSI MOTOROLA SOLUTIONS INC 0.0%

Value $3.668M Shares 26,179 Est. Cost $111.91 Unrealized +17.6%

ASR GRUPO AEROPORTUARIO DEL SURE 0.0%

Value $3.638M Shares 32,400 Est. Cost $106.95 Unrealized —

ON ON SEMICONDUCTOR CORP 0.0%

Value $3.635M Shares 183,400 Est. Cost $18.08 Unrealized -9.9%

NWBI NORTHWEST BANCSHARES INC MD 0.0%

Value $3.622M Shares 354,261 Est. Cost $11.38 Unrealized -37.7%

MAA MID-AMER APT CMNTYS INC 0.0%

Value $3.595M Shares 31,352 Est. Cost $106.20 Unrealized -12.5%

— XPERI HOLDING CORP 0.0%

Value $3.594M Shares 243,500 Est. Cost $14.76 Unrealized —

COST COSTCO WHSL CORP NEW 0.0%

Value $3.579M Shares 11,804 Est. Cost $117.52 Unrealized +137.6%

— APARTMENT INVT & MGMT CO 0.0%

Value $3.57M Shares 94,852 Est. Cost $35.15 Unrealized —

EQR EQUITY RESIDENTIAL 0.0%

Value $3.569M Shares 60,684 Est. Cost $60.34 Unrealized -17.7%

— VERSO CORP 0.0%

Value $3.56M Shares 297,666 Est. Cost $11.96 Unrealized —

AVB AVALONBAY CMNTYS INC 0.0%

Value $3.554M Shares 22,980 Est. Cost $161.24 Unrealized -19.6%

IHRT IHEARTMEDIA INC 0.0%

Value $3.545M Shares 424,590 Est. Cost $7.79 Unrealized 0.0%

EIG EMPLOYERS HOLDINGS INC 0.0%

Value $3.525M Shares 116,900 Est. Cost $33.50 Unrealized -25.0%

SMP STANDARD MTR PRODS INC 0.0%

Value $3.523M Shares 85,516 Est. Cost $46.66 Unrealized -13.3%

— NATIONAL GEN HLDGS CORP 0.0%

Value $3.516M Shares 162,700 Est. Cost $23.48 Unrealized —

TBRG COMPUTER PROGRAMS & SYS INC 0.0%

Value $3.51M Shares 154,000 Est. Cost $24.45 Unrealized -9.2%

AZZ AZZ INC 0.0%

Value $3.489M Shares 101,675 Est. Cost $29.58 Unrealized -4.3%

DBI DESIGNER BRANDS INC 0.0%

Value $3.468M Shares 512,300 Est. Cost $17.23 Unrealized -68.7%

NOC NORTHROP GRUMMAN CORP 0.0%

Value $3.443M Shares 11,200 Est. Cost $317.12 Unrealized -5.9%

— ADTRAN INC 0.0%

Value $3.425M Shares 313,369 Est. Cost $12.74 Unrealized —

CPT CAMDEN PPTY TR 0.0%

Value $3.418M Shares 37,465 Est. Cost $84.79 Unrealized -14.1%

BILI BILIBILI INC 0.0%

Value $3.414M Shares 73,700 Est. Cost $23.42 Unrealized —

AMP AMERIPRISE FINL INC 0.0%

Value $3.404M Shares 22,688 Est. Cost $123.46 Unrealized -5.4%

— COREPOINT LODGING INC 0.0%

Value $3.394M Shares 806,100 Est. Cost $10.80 Unrealized —

ESS ESSEX PPTY TR INC 0.0%

Value $3.388M Shares 14,784 Est. Cost $232.26 Unrealized -15.8%

— SPARTANNASH CO 0.0%

Value $3.385M Shares 159,300 Est. Cost $19.88 Unrealized —

SPOK SPOK HLDGS INC 0.0%

Value $3.37M Shares 360,478 Est. Cost $13.69 Unrealized -24.3%

TGT TARGET CORP 0.0%

Value $3.262M Shares 27,200 Est. Cost $64.77 Unrealized +51.6%

PLUS EPLUS INC 0.0%

Value $3.251M Shares 46,000 Est. Cost $38.14 Unrealized -10.5%

NBIS YANDEX N V 0.0%

Value $3.251M Shares 65,000 Est. Cost $34.05 Unrealized —

— PDL BIOPHARMA INC 0.0%

Value $3.224M Shares 1,107,900 Est. Cost $3.64 Unrealized —

HSY HERSHEY CO 0.0%

Value $3.21M Shares 24,767 Est. Cost $93.70 Unrealized +25.6%

GRC GORMAN RUPP CO 0.0%

Value $3.183M Shares 102,425 Est. Cost $32.97 Unrealized -11.2%

DGII DIGI INTL INC 0.0%

Value $3.165M Shares 271,700 Est. Cost $13.28 Unrealized -19.5%

BIDU BAIDU INC 0.0%

Value $3.153M Shares 26,300 Est. Cost $163.36 Unrealized —

PDD PINDUODUO INC 0.0%

Value $3.15M Shares 36,700 Est. Cost $85.83 Unrealized —

DAN DANA INCORPORATED 0.0%

Value $3.128M Shares 256,597 Est. Cost $14.09 Unrealized -32.1%

HST HOST HOTELS & RESORTS INC 0.0%

Value $3.126M Shares 289,694 Est. Cost $12.63 Unrealized -24.8%

— DIME CMNTY BANCSHARES INC 0.0%

Value $3.104M Shares 226,040 Est. Cost $20.58 Unrealized —

MSTR MICROSTRATEGY INC 0.0%

Value $3.099M Shares 26,200 Est. Cost $13.24 Unrealized -8.1%

GIS GENERAL MLS INC 0.0%

Value $3.087M Shares 50,068 Est. Cost $41.39 Unrealized +20.5%

— COOPER TIRE & RUBR CO 0.0%

Value $3.084M Shares 111,700 Est. Cost $27.61 Unrealized —

ROCK GIBRALTAR INDS INC 0.0%

Value $3.063M Shares 63,807 Est. Cost $48.88 Unrealized -9.0%

SEM SELECT MED HLDGS CORP 0.0%

Value $3.003M Shares 203,900 Est. Cost $10.55 Unrealized -27.6%

— BRISTOL-MYERS SQUIBB CO 0.0%

Value $2.975M Shares 830,975 Est. Cost $3.31 Unrealized —

— JUNIPER NETWORKS INC 0.0%

Value $2.941M Shares 128,669 Est. Cost $26.46 Unrealized —

KR KROGER CO 0.0%

Value $2.931M Shares 86,575 Est. Cost $28.45 Unrealized +1.1%

DRH DIAMONDROCK HOSPITALITY CO 0.0%

Value $2.931M Shares 530,037 Est. Cost $5.08 Unrealized —

DCO DUCOMMUN INC DEL 0.0%

Value $2.926M Shares 83,900 Est. Cost $40.92 Unrealized -27.7%

EWY ISHARES INC 0.0%

Value $2.919M Shares 51,100 Est. Cost $57.12 Unrealized —

— CITRIX SYS INC 0.0%

Value $2.913M Shares 19,696 Est. Cost $121.43 Unrealized —

CMI CUMMINS INC 0.0%

Value $2.913M Shares 16,812 Est. Cost $119.65 Unrealized +16.4%

WSBF WATERSTONE FINL INC MD 0.0%

Value $2.899M Shares 195,515 Est. Cost $17.12 Unrealized -17.3%

OPY OPPENHEIMER HLDGS INC 0.0%

Value $2.896M Shares 132,926 Est. Cost $27.35 Unrealized -26.0%

— WW INTL INC 0.0%

Value $2.848M Shares 112,200 Est. Cost $25.38 Unrealized —

BMA BANCO MACRO SA 0.0%

Value $2.831M Shares 152,600 Est. Cost $31.92 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value $2.802M Shares 218,600 Est. Cost $13.55 Unrealized —

DG DOLLAR GEN CORP NEW 0.0%

Value $2.795M Shares 14,672 Est. Cost $167.17 Unrealized 0.0%

CRAI CRA INTL INC 0.0%

Value $2.795M Shares 70,748 Est. Cost $42.42 Unrealized -17.1%

UEIC UNIVERSAL ELECTRS INC 0.0%

Value $2.762M Shares 59,000 Est. Cost $45.53 Unrealized -7.6%

MEI METHODE ELECTRS INC 0.0%

Value $2.754M Shares 88,100 Est. Cost $26.13 Unrealized -1.4%

BMO BANK MONTREAL QUE 0.0%

Value $2.748M Shares 51,800 Est. Cost $40.15 Unrealized 0.0%

EXC EXELON CORP 0.0%

Value $2.704M Shares 74,500 Est. Cost $24.48 Unrealized -11.3%

MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.0%

Value $2.7M Shares 398,800 Est. Cost $6.53 Unrealized -0.7%

HRB BLOCK H & R INC 0.0%

Value $2.685M Shares 188,043 Est. Cost $15.63 Unrealized -18.4%

EBF ENNIS INC 0.0%

Value $2.585M Shares 142,500 Est. Cost $13.11 Unrealized -9.6%

TKR TIMKEN CO 0.0%

Value $2.582M Shares 56,757 Est. Cost $42.97 Unrealized -8.1%

CENTA CENTRAL GARDEN & PET CO 0.0%

Value $2.563M Shares 75,851 Est. Cost $25.09 Unrealized 0.0%

WST WEST PHARMACEUTICAL SVSC INC 0.0%

Value $2.549M Shares 11,219 Est. Cost $145.87 Unrealized +32.9%

BAX BAXTER INTL INC 0.0%

Value $2.548M Shares 29,592 Est. Cost $75.43 Unrealized +3.0%

TSN TYSON FOODS INC 0.0%

Value $2.545M Shares 42,619 Est. Cost $63.73 Unrealized -19.7%

— NEENAH INC 0.0%

Value $2.527M Shares 51,100 Est. Cost $48.57 Unrealized —

FF FUTUREFUEL CORP 0.0%

Value $2.517M Shares 210,621 Est. Cost $5.33 Unrealized +0.3%

TDY TELEDYNE TECHNOLOGIES INC 0.0%

Value $2.505M Shares 8,055 Est. Cost $176.43 Unrealized +86.3%

— CELESTICA INC 0.0%

Value $2.496M Shares 364,800 Est. Cost $3.47 Unrealized —

TNC TENNANT CO 0.0%

Value $2.495M Shares 38,377 Est. Cost $59.02 Unrealized -4.5%

OSUR ORASURE TECHNOLOGIES INC 0.0%

Value $2.488M Shares 213,900 Est. Cost $12.99 Unrealized 0.0%

PCAR PACCAR INC 0.0%

Value $2.488M Shares 33,243 Est. Cost $36.67 Unrealized +4.0%

RGP RESOURCES CONNECTION INC 0.0%

Value $2.48M Shares 207,200 Est. Cost $15.14 Unrealized -28.4%

— TRIBUNE PUBG CO NEW 0.0%

Value $2.463M Shares 246,500 Est. Cost $9.80 Unrealized —

— AMERICAN EQTY INVT LIFE HLD 0.0%

Value $2.461M Shares 99,600 Est. Cost $18.80 Unrealized —

AOSL ALPHA & OMEGA SEMICONDUCTOR 0.0%

Value $2.455M Shares 225,600 Est. Cost $11.43 Unrealized -10.4%

— SL GREEN RLTY CORP 0.0%

Value $2.452M Shares 49,747 Est. Cost $44.68 Unrealized —

KOS KOSMOS ENERGY LTD 0.0%

Value $2.437M Shares 1,468,134 Est. Cost $1.61 Unrealized 0.0%

AAMI BRIGHTSPHERE INVT GROUP INC 0.0%

Value $2.427M Shares 194,800 Est. Cost $8.44 Unrealized -4.0%

— NATUS MED INC DEL 0.0%

Value $2.413M Shares 110,600 Est. Cost $22.11 Unrealized —

SCCO SOUTHERN COPPER CORP 0.0%

Value $2.406M Shares 60,500 Est. Cost $26.86 Unrealized -4.4%

KOP KOPPERS HOLDINGS INC 0.0%

Value $2.396M Shares 127,200 Est. Cost $28.14 Unrealized -47.7%

— HUDSON PAC PPTYS INC 0.0%

Value $2.375M Shares 94,389 Est. Cost $25.36 Unrealized —

GCO GENESCO INC 0.0%

Value $2.337M Shares 107,900 Est. Cost $21.83 Unrealized -15.5%

CUZ COUSINS PPTYS INC 0.0%

Value $2.336M Shares 78,300 Est. Cost $29.27 Unrealized —

— SEAGATE TECHNOLOGY PLC 0.0%

Value $2.333M Shares 48,183 Est. Cost $56.16 Unrealized —

ENB ENBRIDGE INC 0.0%

Value $2.32M Shares 76,500 Est. Cost $25.00 Unrealized -15.6%

MOV MOVADO GROUP INC 0.0%

Value $2.27M Shares 209,420 Est. Cost $14.05 Unrealized -23.2%

GGAL GRUPO FINANCIERO GALICIA S.A 0.0%

Value $2.253M Shares 232,300 Est. Cost $9.84 Unrealized —

ARE ALEXANDRIA REAL ESTATE EQ IN 0.0%

Value $2.23M Shares 13,747 Est. Cost $124.09 Unrealized -1.7%

ARCB ARCBEST CORP 0.0%

Value $2.227M Shares 84,000 Est. Cost $20.75 Unrealized 0.0%

DHI D R HORTON INC 0.0%

Value $2.221M Shares 40,054 Est. Cost $48.93 Unrealized -6.4%

KELYA KELLY SVCS INC 0.0%

Value $2.22M Shares 140,400 Est. Cost $20.16 Unrealized -34.4%

HAL HALLIBURTON CO 0.0%

Value $2.213M Shares 170,520 Est. Cost $9.78 Unrealized 0.0%

EL LAUDER ESTEE COS INC 0.0%

Value $2.198M Shares 11,647 Est. Cost $116.70 Unrealized +41.9%

HSTM HEALTHSTREAM INC 0.0%

Value $2.186M Shares 98,800 Est. Cost $25.73 Unrealized -10.0%

INGN INOGEN INC 0.0%

Value $2.177M Shares 61,300 Est. Cost $42.14 Unrealized 0.0%

CRNC CERENCE INC 0.0%

Value $2.173M Shares 53,200 Est. Cost $21.02 Unrealized +36.7%

VNO VORNADO RLTY TR 0.0%

Value $2.17M Shares 56,788 Est. Cost $36.37 Unrealized —

EGP EASTGROUP PPTY INC 0.0%

Value $2.169M Shares 18,288 Est. Cost $104.49 Unrealized —

TEX TEREX CORP NEW 0.0%

Value $2.168M Shares 115,500 Est. Cost $15.91 Unrealized 0.0%

MCK MCKESSON CORP 0.0%

Value $2.162M Shares 14,093 Est. Cost $144.65 Unrealized -3.7%

FNF FIDELITY NATIONAL FINANCIAL 0.0%

Value $2.153M Shares 70,232 Est. Cost $30.02 Unrealized -29.3%

— LAREDO PETROLEUM INC 0.0%

Value $2.147M Shares 154,890 Est. Cost $13.86 Unrealized —

HPE HEWLETT PACKARD ENTERPRISE C 0.0%

Value $2.134M Shares 219,335 Est. Cost $12.85 Unrealized -36.1%

— DUKE REALTY CORP 0.0%

Value $2.132M Shares 60,231 Est. Cost $32.39 Unrealized —

KLAC KLA CORP 0.0%

Value $2.132M Shares 10,963 Est. Cost $142.23 Unrealized +12.7%

FR FIRST INDL RLTY TR INC 0.0%

Value $2.075M Shares 53,979 Est. Cost $33.23 Unrealized —

— APTIV PLC 0.0%

Value $2.047M Shares 26,267 Est. Cost $91.65 Unrealized —

CVSA ADTALEM GLOBAL ED INC 0.0%

Value $2.036M Shares 65,362 Est. Cost $31.20 Unrealized 0.0%

VRA VERA BRADLEY INC 0.0%

Value $2.033M Shares 457,921 Est. Cost $10.55 Unrealized -52.8%

PLD PROLOGIS INC. 0.0%

Value $2.032M Shares 21,768 Est. Cost $74.10 Unrealized +2.9%

TCBI TEXAS CAP BANCSHARES INC 0.0%

Value $2.024M Shares 65,558 Est. Cost $46.38 Unrealized -39.6%

AD UNITED STATES CELLULAR CORP 0.0%

Value $2.022M Shares 65,500 Est. Cost $18.19 Unrealized -1.9%

GEN NORTONLIFELOCK INC 0.0%

Value $2.01M Shares 101,342 Est. Cost $18.04 Unrealized 0.0%

ENS ENERSYS 0.0%

Value $2.009M Shares 31,200 Est. Cost $59.49 Unrealized -6.1%

— LIBERTY TRIPADVISOR HLDGS IN 0.0%

Value $2.006M Shares 941,700 Est. Cost $8.51 Unrealized —

FNV FRANCO NEV CORP 0.0%

Value $2.005M Shares 14,400 Est. Cost $102.98 Unrealized +22.7%

RCUS ARCUS BIOSCIENCES INC 0.0%

Value $1.997M Shares 80,700 Est. Cost $26.99 Unrealized 0.0%

CTS CTS CORP 0.0%

Value $1.996M Shares 99,600 Est. Cost $26.15 Unrealized -20.1%

— SYSTEMAX INC 0.0%

Value $1.988M Shares 96,800 Est. Cost $20.96 Unrealized —

SBS COMPANHIA DE SANEAMENTO BASI 0.0%

Value $1.974M Shares 187,800 Est. Cost $6.24 Unrealized —

MGA MAGNA INTL INC 0.0%

Value $1.963M Shares 44,200 Est. Cost $39.52 Unrealized -16.5%

STT STATE STR CORP 0.0%

Value $1.947M Shares 30,643 Est. Cost $50.25 Unrealized 0.0%

ESRT EMPIRE ST RLTY TR INC 0.0%

Value $1.941M Shares 277,325 Est. Cost $8.67 Unrealized —

PLAB PHOTRONICS INC 0.0%

Value $1.924M Shares 172,900 Est. Cost $11.74 Unrealized -2.2%

— DELPHI TECHNOLOGIES PL 0.0%

Value $1.92M Shares 135,100 Est. Cost $20.08 Unrealized —

— SCIPLAY CORP 0.0%

Value $1.912M Shares 128,900 Est. Cost $12.84 Unrealized —

VNDA VANDA PHARMACEUTICALS INC 0.0%

Value $1.906M Shares 166,600 Est. Cost $11.45 Unrealized -1.1%

GYRO GYRODYNE LLC 0.0%

Value $1.889M Shares 113,088 Est. Cost $19.48 Unrealized -18.0%

CYD CHINA YUCHAI INTL LTD 0.0%

Value $1.869M Shares 129,951 Est. Cost $14.23 Unrealized -33.9%

SIG SIGNET JEWELERS LIMITED 0.0%

Value $1.855M Shares 180,600 Est. Cost $9.36 Unrealized 0.0%

WMK WEIS MKTS INC 0.0%

Value $1.854M Shares 37,000 Est. Cost $36.04 Unrealized +23.9%

— VEDANTA LTD 0.0%

Value $1.847M Shares 329,254 Est. Cost $10.18 Unrealized —

— MANTECH INTL CORP 0.0%

Value $1.847M Shares 26,968 Est. Cost $72.67 Unrealized —

VREX VAREX IMAGING CORP 0.0%

Value $1.82M Shares 120,100 Est. Cost $26.17 Unrealized -22.9%

COR AMERISOURCEBERGEN CORP 0.0%

Value $1.814M Shares 18,001 Est. Cost $71.20 Unrealized +11.8%

BKR BAKER HUGHES COMPANY 0.0%

Value $1.801M Shares 117,039 Est. Cost $12.51 Unrealized 0.0%

NPO ENPRO INDS INC 0.0%

Value $1.774M Shares 36,000 Est. Cost $50.27 Unrealized -12.1%

— HIBBETT SPORTS INC 0.0%

Value $1.751M Shares 83,600 Est. Cost $13.97 Unrealized —

— EQUITRANS MIDSTREAM CORP 0.0%

Value $1.735M Shares 208,800 Est. Cost $8.31 Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 0.0%

Value $1.718M Shares 26,142 Est. Cost $57.83 Unrealized -29.5%

WHG WESTWOOD HLDGS GROUP INC 0.0%

Value $1.714M Shares 108,800 Est. Cost $29.38 Unrealized -35.3%

STE STERIS PLC 0.0%

Value $1.713M Shares 11,163 Est. Cost $141.94 Unrealized +2.0%

— RETAIL PPTYS AMER INC 0.0%

Value $1.703M Shares 232,700 Est. Cost $9.03 Unrealized —

— ZYNGA INC 0.0%

Value $1.698M Shares 178,002 Est. Cost $8.88 Unrealized —

ANGO ANGIODYNAMICS INC 0.0%

Value $1.681M Shares 165,300 Est. Cost $10.49 Unrealized -1.8%

UPBD RENT A CTR INC NEW 0.0%

Value $1.68M Shares 60,389 Est. Cost $24.07 Unrealized -7.7%

— CHINA MOBILE LIMITED 0.0%

Value $1.675M Shares 49,789 Est. Cost $49.50 Unrealized —

— PENN VA CORP 0.0%

Value $1.659M Shares 174,100 Est. Cost $11.92 Unrealized —

SLGN SILGAN HOLDINGS INC 0.0%

Value $1.654M Shares 51,068 Est. Cost $29.90 Unrealized +8.8%

LNTH LANTHEUS HLDGS INC 0.0%

Value $1.637M Shares 114,500 Est. Cost $13.21 Unrealized 0.0%

TER TERADYNE INC 0.0%

Value $1.631M Shares 19,297 Est. Cost $44.06 Unrealized +48.7%

— HEIDRICK & STRUGGLES INTL IN 0.0%

Value $1.602M Shares 74,100 Est. Cost $23.87 Unrealized —

CENT CENTRAL GARDEN & PET CO 0.0%

Value $1.602M Shares 44,500 Est. Cost $26.21 Unrealized +0.5%

CDW CDW CORP 0.0%

Value $1.591M Shares 13,697 Est. Cost $85.40 Unrealized +18.5%

MTRX MATRIX SVC CO 0.0%

Value $1.59M Shares 163,539 Est. Cost $19.10 Unrealized -49.1%

GNE GENIE ENERGY LTD 0.0%

Value $1.583M Shares 215,089 Est. Cost $8.52 Unrealized -8.0%

APEI AMERICAN PUBLIC EDUCATION IN 0.0%

Value $1.575M Shares 53,200 Est. Cost $27.98 Unrealized 0.0%

KB KB FINL GROUP INC 0.0%

Value $1.558M Shares 56,000 Est. Cost $28.96 Unrealized —

NPK NATIONAL PRESTO INDS INC 0.0%

Value $1.547M Shares 17,700 Est. Cost $85.05 Unrealized 0.0%

FTNT FORTINET INC 0.0%

Value $1.524M Shares 11,100 Est. Cost $21.43 Unrealized +17.2%

KE KIMBALL ELECTRONICS INC 0.0%

Value $1.521M Shares 112,300 Est. Cost $15.65 Unrealized -17.8%

ACLS AXCELIS TECHNOLOGIES INC 0.0%

Value $1.507M Shares 54,100 Est. Cost $19.93 Unrealized +22.4%

HOLX HOLOGIC INC 0.0%

Value $1.492M Shares 26,180 Est. Cost $48.80 Unrealized +0.5%

ARLO ARLO TECHNOLOGIES INC 0.0%

Value $1.484M Shares 575,300 Est. Cost $2.90 Unrealized -16.6%

BSRR SIERRA BANCORP 0.0%

Value $1.469M Shares 77,800 Est. Cost $19.91 Unrealized -27.9%

GD GENERAL DYNAMICS CORP 0.0%

Value $1.45M Shares 9,700 Est. Cost $124.31 Unrealized 0.0%

— CNOOC LIMITED 0.0%

Value $1.444M Shares 12,800 Est. Cost $136.42 Unrealized —

PUMP PROPETRO HLDG CORP 0.0%

Value $1.437M Shares 279,486 Est. Cost $6.18 Unrealized -25.5%

REZI RESIDEO TECHNOLOGIES INC 0.0%

Value $1.433M Shares 122,300 Est. Cost $6.96 Unrealized 0.0%

— COVETRUS INC 0.0%

Value $1.424M Shares 79,600 Est. Cost $17.89 Unrealized —

— CERNER CORP 0.0%

Value $1.424M Shares 20,771 Est. Cost $62.99 Unrealized —

— KNOLL INC 0.0%

Value $1.423M Shares 116,737 Est. Cost $21.14 Unrealized —

BAH BOOZ ALLEN HAMILTON HLDG COR 0.0%

Value $1.412M Shares 18,156 Est. Cost $42.83 Unrealized +58.6%

NTAP NETAPP INC 0.0%

Value $1.41M Shares 31,770 Est. Cost $45.84 Unrealized -19.2%

— ISTAR INC 0.0%

Value $1.409M Shares 114,400 Est. Cost $10.50 Unrealized —

RCKY ROCKY BRANDS INC 0.0%

Value $1.398M Shares 68,000 Est. Cost $28.42 Unrealized -29.9%

SENEA SENECA FOODS CORP NEW 0.0%

Value $1.393M Shares 41,192 Est. Cost $28.39 Unrealized +23.9%

AVT AVNET INC 0.0%

Value $1.393M Shares 49,967 Est. Cost $29.99 Unrealized -20.0%

UVE UNIVERSAL INS HLDGS INC 0.0%

Value $1.386M Shares 78,100 Est. Cost $17.69 Unrealized 0.0%

IBCP INDEPENDENT BK CORP MICH 0.0%

Value $1.365M Shares 91,938 Est. Cost $17.01 Unrealized -35.6%

OMC OMNICOM GROUP INC 0.0%

Value $1.365M Shares 24,999 Est. Cost $55.52 Unrealized -20.3%

HURN HURON CONSULTING GROUP INC 0.0%

Value $1.363M Shares 30,800 Est. Cost $48.39 Unrealized -6.9%

SEIC SEI INVTS CO 0.0%

Value $1.359M Shares 24,717 Est. Cost $53.75 Unrealized -10.0%

PAHC PHIBRO ANIMAL HEALTH CORP 0.0%

Value $1.353M Shares 51,500 Est. Cost $24.83 Unrealized 0.0%

JCI JOHNSON CTLS INTL PLC 0.0%

Value $1.352M Shares 39,600 Est. Cost $30.91 Unrealized -11.2%

— QURATE RETAIL INC 0.0%

Value $1.34M Shares 141,100 Est. Cost $7.39 Unrealized —

HCA HCA HEALTHCARE INC 0.0%

Value $1.326M Shares 13,660 Est. Cost $123.42 Unrealized -19.5%

MOD MODINE MFG CO 0.0%

Value $1.322M Shares 239,500 Est. Cost $10.35 Unrealized -55.7%

TILE INTERFACE INC 0.0%

Value $1.319M Shares 162,000 Est. Cost $12.69 Unrealized -33.1%

WTI W & T OFFSHORE INC 0.0%

Value $1.304M Shares 571,953 Est. Cost $3.73 Unrealized -32.0%

EIX EDISON INTL 0.0%

Value $1.293M Shares 23,800 Est. Cost $45.25 Unrealized -1.5%

UIS UNISYS CORP 0.0%

Value $1.275M Shares 116,900 Est. Cost $11.56 Unrealized 0.0%

— NEXTGEN HEALTHCARE INC 0.0%

Value $1.266M Shares 115,300 Est. Cost $10.86 Unrealized —

CAC CAMDEN NATL CORP 0.0%

Value $1.262M Shares 36,540 Est. Cost $31.70 Unrealized -21.4%

CTMX CYTOMX THERAPEUTICS INC 0.0%

Value $1.262M Shares 151,500 Est. Cost $9.00 Unrealized +3.2%

DOX AMDOCS LTD 0.0%

Value $1.259M Shares 20,684 Est. Cost $48.35 Unrealized +13.4%

NVR NVR INC 0.0%

Value $1.258M Shares 386 Est. Cost $3696.67 Unrealized -17.1%

TXT TEXTRON INC 0.0%

Value $1.253M Shares 38,075 Est. Cost $58.28 Unrealized -49.6%

— CURO GROUP HOLDINGS CORP 0.0%

Value $1.19M Shares 145,600 Est. Cost $12.41 Unrealized —

— VERITIV CORP 0.0%

Value $1.187M Shares 70,000 Est. Cost $22.56 Unrealized —

FISI FINANCIAL INSTNS INC 0.0%

Value $1.184M Shares 63,607 Est. Cost $20.39 Unrealized -35.4%

PHM PULTE GROUP INC 0.0%

Value $1.175M Shares 34,524 Est. Cost $30.56 Unrealized -7.2%

— ENDO INTL PLC 0.0%

Value $1.171M Shares 341,400 Est. Cost $3.43 Unrealized —

— ENCORE WIRE CORP 0.0%

Value $1.157M Shares 23,700 Est. Cost $48.82 Unrealized —

CIEN CIENA CORP 0.0%

Value $1.14M Shares 21,043 Est. Cost $39.50 Unrealized +25.8%

EMN EASTMAN CHEM CO 0.0%

Value $1.133M Shares 16,265 Est. Cost $51.71 Unrealized 0.0%

— BROOKLINE BANCORP INC DEL 0.0%

Value $1.132M Shares 112,300 Est. Cost $10.87 Unrealized —

FULT FULTON FINL CORP PA 0.0%

Value $1.129M Shares 107,170 Est. Cost $12.25 Unrealized -30.7%

— CENTURY BANCORP INC MASS 0.0%

Value $1.128M Shares 14,510 Est. Cost $73.74 Unrealized —

GNTX GENTEX CORP 0.0%

Value $1.125M Shares 43,648 Est. Cost $23.77 Unrealized +5.4%

VLGEA VILLAGE SUPER MKT INC 0.0%

Value $1.114M Shares 40,200 Est. Cost $27.63 Unrealized -13.1%

CSV CARRIAGE SVCS INC 0.0%

Value $1.105M Shares 61,000 Est. Cost $17.21 Unrealized -9.5%

WSM WILLIAMS SONOMA INC 0.0%

Value $1.1M Shares 13,419 Est. Cost $30.49 Unrealized +0.2%

EMR EMERSON ELEC CO 0.0%

Value $1.09M Shares 17,574 Est. Cost $57.76 Unrealized -13.0%

MLR MILLER INDS INC TENN 0.0%

Value $1.087M Shares 36,500 Est. Cost $27.11 Unrealized -6.3%

— CHINA PETE & CHEM CORP 0.0%

Value $1.087M Shares 25,900 Est. Cost $78.06 Unrealized —

GSBC GREAT SOUTHN BANCORP INC 0.0%

Value $1.085M Shares 26,885 Est. Cost $55.62 Unrealized -28.9%

OSPN ONESPAN INC 0.0%

Value $1.075M Shares 38,500 Est. Cost $19.03 Unrealized 0.0%

LHX L3HARRIS TECHNOLOGIES INC 0.0%

Value $1.072M Shares 6,320 Est. Cost $179.07 Unrealized -6.3%

— SKECHERS U S A INC 0.0%

Value $1.061M Shares 33,815 Est. Cost $34.15 Unrealized —

— INTERPUBLIC GROUP COS INC 0.0%

Value $1.05M Shares 61,173 Est. Cost $16.94 Unrealized -21.9%

— NEXTIER OILFIELD SOLUTIONS 0.0%

Value $1.038M Shares 423,577 Est. Cost $2.45 Unrealized —

PAGP PLAINS GP HLDGS L P 0.0%

Value $1.035M Shares 116,300 Est. Cost $8.90 Unrealized —

PH PARKER HANNIFIN CORP 0.0%

Value $1.026M Shares 5,600 Est. Cost $166.66 Unrealized -10.4%

ENTG ENTEGRIS INC 0.0%

Value $1.024M Shares 17,345 Est. Cost $47.76 Unrealized +13.7%

SRCE 1ST SOURCE CORP 0.0%

Value $986K Shares 27,700 Est. Cost $35.60 Unrealized —

ARW ARROW ELECTRS INC 0.0%

Value $984K Shares 14,328 Est. Cost $80.60 Unrealized -21.7%

TALO TALOS ENERGY INC 0.0%

Value $978K Shares 106,285 Est. Cost $18.89 Unrealized -44.9%

FMX FOMENTO ECONOMICO MEXICANO S 0.0%

Value $974K Shares 15,700 Est. Cost $61.72 Unrealized —

— CONSOLIDATED COMM HLDGS INC 0.0%

Value $969K Shares 143,200 Est. Cost $6.77 Unrealized —

KFRC KFORCE INC 0.0%

Value $967K Shares 33,056 Est. Cost $31.85 Unrealized -8.7%

OSK OSHKOSH CORP 0.0%

Value $965K Shares 13,478 Est. Cost $69.35 Unrealized -10.4%

FCBC FIRST CMNTY BANKSHARES INC V 0.0%

Value $965K Shares 42,974 Est. Cost $24.59 Unrealized -34.2%

PII POLARIS INC 0.0%

Value $961K Shares 10,383 Est. Cost $76.21 Unrealized 0.0%

CARS CARS COM INC 0.0%

Value $956K Shares 166,000 Est. Cost $6.15 Unrealized -10.2%

CLAR CLARUS CORP NEW 0.0%

Value $948K Shares 81,834 Est. Cost $10.42 Unrealized -9.3%

USNA USANA HEALTH SCIENCES INC 0.0%

Value $940K Shares 12,800 Est. Cost $78.44 Unrealized 0.0%

FONR FONAR CORP 0.0%

Value $938K Shares 43,900 Est. Cost $21.11 Unrealized -3.2%

DECK DECKERS OUTDOOR CORP 0.0%

Value $936K Shares 4,764 Est. Cost $19.56 Unrealized +40.9%

TRP TC ENERGY CORP 0.0%

Value $934K Shares 21,900 Est. Cost $37.32 Unrealized -10.3%

— BOSTON PRIVATE FINL HLDGS IN 0.0%

Value $928K Shares 134,900 Est. Cost $6.88 Unrealized —

— BMC STK HLDGS INC 0.0%

Value $925K Shares 36,813 Est. Cost $17.74 Unrealized —

IDT IDT CORP 0.0%

Value $925K Shares 141,700 Est. Cost $7.20 Unrealized -18.1%

CBRE CBRE GROUP INC 0.0%

Value $923K Shares 20,421 Est. Cost $38.57 Unrealized +11.8%

— VISTA OUTDOOR INC 0.0%

Value $923K Shares 63,900 Est. Cost $14.44 Unrealized —

SNBR SLEEP NUMBER CORP 0.0%

Value $921K Shares 22,125 Est. Cost $44.52 Unrealized -28.6%

— AMALGAMATED BK NEW YORK N Y 0.0%

Value $914K Shares 72,300 Est. Cost $13.06 Unrealized —

INSW INTERNATIONAL SEAWAYS INC 0.0%

Value $913K Shares 55,900 Est. Cost $13.61 Unrealized 0.0%

THFF FIRST FINL CORP IND 0.0%

Value $900K Shares 24,435 Est. Cost $32.61 Unrealized -13.7%

CTBI COMMUNITY TR BANCORP INC 0.0%

Value $881K Shares 26,895 Est. Cost $29.49 Unrealized -13.5%

— AVAYA HLDGS CORP 0.0%

Value $873K Shares 70,600 Est. Cost $12.37 Unrealized —

MYRG MYR GROUP INC DEL 0.0%

Value $862K Shares 27,000 Est. Cost $28.02 Unrealized -2.4%

THRM GENTHERM INC 0.0%

Value $860K Shares 22,100 Est. Cost $37.86 Unrealized 0.0%

CW CURTISS WRIGHT CORP 0.0%

Value $859K Shares 9,621 Est. Cost $118.48 Unrealized -21.5%

VPG VISHAY PRECISION GROUP INC 0.0%

Value $853K Shares 34,701 Est. Cost $33.53 Unrealized -32.9%

— MAXIM INTEGRATED PRODS INC 0.0%

Value $851K Shares 14,048 Est. Cost $58.59 Unrealized —

— TERRITORIAL BANCORP INC 0.0%

Value $844K Shares 35,484 Est. Cost $26.91 Unrealized —

— RTI SURGICAL HOLDINGS INC 0.0%

Value $838K Shares 263,506 Est. Cost $3.72 Unrealized —

TBI TRUEBLUE INC 0.0%

Value $837K Shares 54,800 Est. Cost $15.88 Unrealized -6.5%

HII HUNTINGTON INGALLS INDS INC 0.0%

Value $834K Shares 4,777 Est. Cost $163.22 Unrealized 0.0%

JBL JABIL INC 0.0%

Value $826K Shares 25,745 Est. Cost $33.93 Unrealized -17.2%

OMAB GRUPO AEROPORTUARIO DEL CENT 0.0%

Value $825K Shares 22,200 Est. Cost $52.16 Unrealized —

SWK STANLEY BLACK & DECKER INC 0.0%

Value $822K Shares 5,900 Est. Cost $119.08 Unrealized -15.1%

SNX SYNNEX CORP 0.0%

Value $819K Shares 6,838 Est. Cost $53.22 Unrealized -17.8%

AVY AVERY DENNISON CORP 0.0%

Value $815K Shares 7,140 Est. Cost $97.90 Unrealized +1.9%

NEU NEWMARKET CORP 0.0%

Value $813K Shares 2,030 Est. Cost $372.19 Unrealized -1.7%

MUSA MURPHY USA INC 0.0%

Value $810K Shares 7,198 Est. Cost $103.33 Unrealized +3.1%

— FEDNAT HLDG CO 0.0%

Value $806K Shares 72,850 Est. Cost $15.93 Unrealized —

APD AIR PRODS & CHEMS INC 0.0%

Value $797K Shares 3,300 Est. Cost $196.05 Unrealized +1.3%

MBUU MALIBU BOATS INC 0.0%

Value $790K Shares 15,200 Est. Cost $39.95 Unrealized 0.0%

GTX GARRETT MOTION INC 0.0%

Value $788K Shares 142,300 Est. Cost $4.88 Unrealized 0.0%

DHX DHI GROUP INC 0.0%

Value $767K Shares 365,300 Est. Cost $3.60 Unrealized -28.6%

GIII G III APPAREL GROUP LTD 0.0%

Value $751K Shares 56,500 Est. Cost $21.79 Unrealized -49.5%

PCRX PACIRA BIOSCIENCES 0.0%

Value $750K Shares 14,300 Est. Cost $41.54 Unrealized +0.6%

RJF RAYMOND JAMES FINL INC 0.0%

Value $749K Shares 10,875 Est. Cost $52.23 Unrealized -20.8%

HUBG HUB GROUP INC 0.0%

Value $747K Shares 15,600 Est. Cost $23.09 Unrealized 0.0%

AIR AAR CORP 0.0%

Value $746K Shares 36,100 Est. Cost $36.38 Unrealized -46.8%

KT KT CORP 0.0%

Value $736K Shares 75,600 Est. Cost $7.78 Unrealized —

— SURMODICS INC 0.0%

Value $735K Shares 17,000 Est. Cost $43.24 Unrealized —

ALNT ALLIED MOTION TECHNOLOGIES I 0.0%

Value $734K Shares 20,800 Est. Cost $25.96 Unrealized -21.2%

— NATIONAL INSTRS CORP 0.0%

Value $718K Shares 18,549 Est. Cost $35.24 Unrealized —

JBSS SANFILIPPO JOHN B & SON INC 0.0%

Value $717K Shares 8,400 Est. Cost $80.61 Unrealized +5.3%

UTHR UNITED THERAPEUTICS CORP DEL 0.0%

Value $714K Shares 5,900 Est. Cost $95.05 Unrealized +18.4%

WWW WOLVERINE WORLD WIDE INC 0.0%

Value $708K Shares 29,745 Est. Cost $23.90 Unrealized -25.7%

— TRANSLATE BIO INC 0.0%

Value $706K Shares 39,400 Est. Cost $17.92 Unrealized —

DTE DTE ENERGY CO 0.0%

Value $695K Shares 6,468 Est. Cost $86.27 Unrealized -15.2%

WRB BERKLEY W R CORP 0.0%

Value $694K Shares 12,114 Est. Cost $26.24 Unrealized -17.5%

— HANESBRANDS INC 0.0%

Value $688K Shares 60,951 Est. Cost $16.73 Unrealized —

ACRE ARES COML REAL ESTATE CORP 0.0%

Value $687K Shares 75,300 Est. Cost $9.59 Unrealized —

— SEASPINE HLDGS CORP 0.0%

Value $683K Shares 65,200 Est. Cost $8.62 Unrealized —

WTTR SELECT ENERGY SVCS INC 0.0%

Value $682K Shares 139,177 Est. Cost $3.25 Unrealized —

DHIL DIAMOND HILL INVESTMENT GROU 0.0%

Value $682K Shares 6,000 Est. Cost $71.09 Unrealized 0.0%

MAS MASCO CORP 0.0%

Value $678K Shares 13,500 Est. Cost $39.55 Unrealized -0.4%

JLL JONES LANG LASALLE INC 0.0%

Value $671K Shares 6,488 Est. Cost $137.04 Unrealized -24.8%

— TRIPLE-S MGMT CORP 0.0%

Value $662K Shares 34,827 Est. Cost $19.01 Unrealized —

— PROSPECT CAP CORP 0.0%

Value $661K Shares 675,000 Est. Cost $0.98 Unrealized —

TBBK BANCORP INC DEL 0.0%

Value $659K Shares 67,200 Est. Cost $9.36 Unrealized -19.5%

FCN FTI CONSULTING INC 0.0%

Value $651K Shares 5,687 Est. Cost $95.64 Unrealized +26.5%

— NAUTILUS INC 0.0%

Value $641K Shares 69,200 Est. Cost $9.26 Unrealized —

HELE HELEN OF TROY CORP LTD 0.0%

Value $641K Shares 3,400 Est. Cost $115.59 Unrealized +41.6%

PKOH PARK OHIO HLDGS CORP 0.0%

Value $632K Shares 38,100 Est. Cost $25.55 Unrealized -46.3%

OOMA OOMA INC 0.0%

Value $613K Shares 37,200 Est. Cost $12.65 Unrealized -1.0%

NX QUANEX BUILDING PRODUCTS COR 0.0%

Value $609K Shares 43,900 Est. Cost $11.90 Unrealized -7.8%

— HILL ROM HLDGS INC 0.0%

Value $601K Shares 5,476 Est. Cost $105.66 Unrealized —

XRX XEROX HOLDINGS CORP 0.0%

Value $596K Shares 38,950 Est. Cost $34.97 Unrealized -50.7%

FLEX FLEX LTD 0.0%

Value $596K Shares 58,130 Est. Cost $8.63 Unrealized -16.5%

WEYS WEYCO GROUP INC 0.0%

Value $587K Shares 27,208 Est. Cost $29.39 Unrealized -33.9%

— REXNORD CORP 0.0%

Value $577K Shares 19,800 Est. Cost $26.06 Unrealized —

HWKN HAWKINS INC 0.0%

Value $575K Shares 13,500 Est. Cost $18.97 Unrealized 0.0%

ALSN ALLISON TRANSMISSION HLDGS I 0.0%

Value $570K Shares 15,500 Est. Cost $37.51 Unrealized -13.0%

GNRC GENERAC HLDGS INC 0.0%

Value $570K Shares 4,674 Est. Cost $102.99 Unrealized +2.2%

NVDA NVIDIA CORPORATION 0.0%

Value $570K Shares 1,500 Est. Cost $7.11 Unrealized +13.3%

CIVB CIVISTA BANCSHARES INC 0.0%

Value $566K Shares 36,760 Est. Cost $16.32 Unrealized -25.5%

THG HANOVER INS GROUP INC 0.0%

Value $557K Shares 5,500 Est. Cost $107.46 Unrealized -20.2%

— VAPOTHERM INC 0.0%

Value $557K Shares 13,600 Est. Cost $40.96 Unrealized —

WU WESTERN UN CO 0.0%

Value $549K Shares 25,400 Est. Cost $21.61 Unrealized —

AVD AMERICAN VANGUARD CORP 0.0%

Value $546K Shares 39,700 Est. Cost $13.65 Unrealized -4.1%

EME EMCOR GROUP INC 0.0%

Value $540K Shares 8,159 Est. Cost $75.57 Unrealized -18.8%

ZEUS OLYMPIC STEEL INC 0.0%

Value $533K Shares 45,400 Est. Cost $17.83 Unrealized -44.5%

BBAR BANCO BBVA ARGENTINA S A 0.0%

Value $532K Shares 142,000 Est. Cost $5.51 Unrealized —

— FERRO CORP 0.0%

Value $510K Shares 42,700 Est. Cost $11.94 Unrealized —

NTCT NETSCOUT SYS INC 0.0%

Value $504K Shares 19,700 Est. Cost $25.84 Unrealized 0.0%

— COMPANHIA PARANAENSE ENERG C 0.0%

Value $499K Shares 43,900 Est. Cost $11.93 Unrealized —

— PROTECTIVE INS CORP 0.0%

Value $494K Shares 32,800 Est. Cost $18.51 Unrealized —

RL RALPH LAUREN CORP 0.0%

Value $493K Shares 6,800 Est. Cost $66.45 Unrealized 0.0%

PRK PARK NATL CORP 0.0%

Value $490K Shares 6,968 Est. Cost $73.17 Unrealized 0.0%

ABG ASBURY AUTOMOTIVE GROUP INC 0.0%

Value $487K Shares 6,300 Est. Cost $68.75 Unrealized -2.3%

LCNB LCNB CORP 0.0%

Value $484K Shares 30,306 Est. Cost $11.79 Unrealized -12.6%

CRUS CIRRUS LOGIC INC 0.0%

Value $483K Shares 7,814 Est. Cost $73.82 Unrealized -7.4%

EPM EVOLUTION PETROLEUM CORP 0.0%

Value $475K Shares 169,500 Est. Cost $4.14 Unrealized -56.1%

— CRANE CO 0.0%

Value $474K Shares 7,980 Est. Cost $49.20 Unrealized —

— EATON VANCE CORP 0.0%

Value $471K Shares 12,200 Est. Cost $32.26 Unrealized —

GHC GRAHAM HLDGS CO 0.0%

Value $467K Shares 1,364 Est. Cost $587.40 Unrealized -43.6%

HURC HURCO COMPANIES INC 0.0%

Value $459K Shares 16,400 Est. Cost $37.36 Unrealized -21.5%

— AMERICA MOVIL SAB DE CV 0.0%

Value $452K Shares 35,600 Est. Cost $12.70 Unrealized —

CCNE CNB FINL CORP PA 0.0%

Value $451K Shares 25,144 Est. Cost $21.11 Unrealized -32.8%

PBR PETROLEO BRASILEIRO SA PETRO 0.0%

Value $451K Shares 54,500 Est. Cost $12.53 Unrealized —

— MACATAWA BK CORP 0.0%

Value $450K Shares 57,554 Est. Cost $9.94 Unrealized —

CATO CATO CORP NEW 0.0%

Value $446K Shares 54,500 Est. Cost $7.50 Unrealized 0.0%

SD SANDRIDGE ENERGY INC 0.0%

Value $446K Shares 345,800 Est. Cost $5.10 Unrealized -70.6%

CTRN CITI TRENDS INC 0.0%

Value $445K Shares 22,000 Est. Cost $18.40 Unrealized -28.8%

AVA AVISTA CORP 0.0%

Value $444K Shares 12,200 Est. Cost $36.42 Unrealized -16.3%

KRO KRONOS WORLDWIDE INC 0.0%

Value $435K Shares 41,800 Est. Cost $6.91 Unrealized 0.0%

ADBE ADOBE INC 0.0%

Value $435K Shares 1,000 Est. Cost $204.83 Unrealized +80.9%

— CUSHMAN WAKEFIELD PLC 0.0%

Value $434K Shares 34,800 Est. Cost $18.53 Unrealized —

CEVA CEVA INC 0.0%

Value $434K Shares 11,600 Est. Cost $28.56 Unrealized +12.3%

— PROVIDENCE SVC CORP 0.0%

Value $426K Shares 5,400 Est. Cost $78.89 Unrealized —

LAD LITHIA MTRS INC 0.0%

Value $421K Shares 2,783 Est. Cost $128.45 Unrealized -10.9%

VMI VALMONT INDS INC 0.0%

Value $420K Shares 3,700 Est. Cost $111.00 Unrealized 0.0%

COLM COLUMBIA SPORTSWEAR CO 0.0%

Value $416K Shares 5,159 Est. Cost $81.08 Unrealized -16.5%

HOFT HOOKER FURNITURE CORP 0.0%

Value $408K Shares 21,000 Est. Cost $20.21 Unrealized -20.8%

NRIM NORTHRIM BANCORP INC 0.0%

Value $403K Shares 16,044 Est. Cost $6.89 Unrealized -32.9%

SWKS SKYWORKS SOLUTIONS INC 0.0%

Value $396K Shares 3,100 Est. Cost $68.44 Unrealized +41.0%

REX REX AMERICAN RESOURCES CORP 0.0%

Value $395K Shares 5,700 Est. Cost $12.63 Unrealized -21.4%

RBCAA REPUBLIC BANCORP INC KY 0.0%

Value $394K Shares 12,034 Est. Cost $42.39 Unrealized -25.4%

SLM SLM CORP 0.0%

Value $394K Shares 56,100 Est. Cost $7.47 Unrealized 0.0%

ONTO ONTO INNOVATION INC 0.0%

Value $389K Shares 11,437 Est. Cost $34.23 Unrealized -5.0%

— NATIONAL CINEMEDIA INC 0.0%

Value $385K Shares 129,500 Est. Cost $7.59 Unrealized —

POR PORTLAND GEN ELEC CO 0.0%

Value $381K Shares 9,115 Est. Cost $37.99 Unrealized -4.8%

PLPC PREFORMED LINE PRODS CO 0.0%

Value $370K Shares 7,400 Est. Cost $55.49 Unrealized -12.3%

— DRIL QUIP INC 0.0%

Value $369K Shares 12,400 Est. Cost $29.76 Unrealized —

PIPR PIPER SANDLER COMPANIES 0.0%

Value $355K Shares 6,000 Est. Cost $56.35 Unrealized 0.0%

— REGIS CORP MINN 0.0%

Value $353K Shares 43,100 Est. Cost $19.56 Unrealized —

— PREMIER FINL BANCORP INC 0.0%

Value $349K Shares 27,203 Est. Cost $15.70 Unrealized —

PLXS PLEXUS CORP 0.0%

Value $330K Shares 4,682 Est. Cost $66.25 Unrealized -6.3%

SGU STAR GROUP L P 0.0%

Value $327K Shares 37,300 Est. Cost $9.52 Unrealized -17.2%

— BANKFINANCIAL CORP 0.0%

Value $317K Shares 37,700 Est. Cost $14.87 Unrealized —

ATNI ATN INTL INC 0.0%

Value $315K Shares 5,200 Est. Cost $50.91 Unrealized 0.0%

UTL UNITIL CORP 0.0%

Value $314K Shares 7,000 Est. Cost $59.49 Unrealized -17.8%

CMPR CIMPRESS PLC 0.0%

Value $312K Shares 4,090 Est. Cost $108.10 Unrealized -34.1%

KOF COCA-COLA FEMSA SAB DE CV 0.0%

Value $311K Shares 7,100 Est. Cost $43.80 Unrealized —

MTX MINERALS TECHNOLOGIES INC 0.0%

Value $310K Shares 6,600 Est. Cost $47.10 Unrealized -9.5%

MCHX MARCHEX INC 0.0%

Value $306K Shares 193,600 Est. Cost $3.81 Unrealized -60.3%

— IAC INTERACTIVECORP 0.0%

Value $291K Shares 900 Est. Cost $179.29 Unrealized —

FFIC FLUSHING FINL CORP 0.0%

Value $287K Shares 24,900 Est. Cost $15.05 Unrealized -44.2%

MTG MGIC INVT CORP WIS 0.0%

Value $286K Shares 34,867 Est. Cost $12.08 Unrealized -38.1%

REGN REGENERON PHARMACEUTICALS 0.0%

Value $284K Shares 456 Est. Cost $564.49 Unrealized 0.0%

— AGROFRESH SOLUTIONS INC 0.0%

Value $277K Shares 91,300 Est. Cost $3.34 Unrealized —

HUN HUNTSMAN CORP 0.0%

Value $275K Shares 15,300 Est. Cost $23.66 Unrealized -29.0%

VSH VISHAY INTERTECHNOLOGY INC 0.0%

Value $269K Shares 17,600 Est. Cost $17.31 Unrealized -19.9%

ATEN A10 NETWORKS INC 0.0%

Value $267K Shares 39,200 Est. Cost $5.98 Unrealized +5.1%

AR ANTERO RESOURCES CORP 0.0%

Value $265K Shares 104,200 Est. Cost $7.21 Unrealized -63.7%

BCC BOISE CASCADE CO DEL 0.0%

Value $260K Shares 6,900 Est. Cost $22.67 Unrealized 0.0%

WTBA WEST BANCORPORATION INC 0.0%

Value $253K Shares 14,470 Est. Cost $21.32 Unrealized -19.0%

VC VISTEON CORP 0.0%

Value $253K Shares 3,700 Est. Cost $80.83 Unrealized -22.6%

— ESSA BANCORP INC 0.0%

Value $252K Shares 18,100 Est. Cost $15.39 Unrealized —

ZD J2 GLOBAL INC 0.0%

Value $251K Shares 3,968 Est. Cost $75.77 Unrealized -13.7%

— FOCUS FINL PARTNERS INC 0.0%

Value $248K Shares 7,500 Est. Cost $33.07 Unrealized —

RMBS RAMBUS INC DEL 0.0%

Value $242K Shares 15,900 Est. Cost $11.97 Unrealized +17.7%

ACIW ACI WORLDWIDE INC 0.0%

Value $238K Shares 8,800 Est. Cost $26.14 Unrealized 0.0%

IBN ICICI BANK LIMITED 0.0%

Value $237K Shares 25,500 Est. Cost $8.62 Unrealized —

STN STANTEC INC 0.0%

Value $237K Shares 7,700 Est. Cost $30.78 Unrealized —

SHOO MADDEN STEVEN LTD 0.0%

Value $235K Shares 9,500 Est. Cost $30.92 Unrealized -32.2%

III INFORMATION SVCS GROUP INC 0.0%

Value $234K Shares 113,000 Est. Cost $3.50 Unrealized -48.0%

AKAM AKAMAI TECHNOLOGIES INC 0.0%

Value $231K Shares 2,160 Est. Cost $92.71 Unrealized +8.4%

HCKT HACKETT GROUP INC 0.0%

Value $229K Shares 16,900 Est. Cost $16.45 Unrealized -16.1%

LBRT LIBERTY OILFIELD SVCS INC 0.0%

Value $229K Shares 41,700 Est. Cost $4.69 Unrealized 0.0%

FLWS FLWS/1-800 FLOWERS 0.0%

Value $224K Shares 11,200 Est. Cost $19.71 Unrealized 0.0%

MBWM MERCANTILE BANK CORP 0.0%

Value $224K Shares 9,900 Est. Cost $17.76 Unrealized 0.0%

CLX CLOROX CO DEL 0.0%

Value $222K Shares 1,012 Est. Cost $168.73 Unrealized 0.0%

AME AMETEK INC 0.0%

Value $218K Shares 2,444 Est. Cost $86.70 Unrealized -6.8%

RVSB RIVERVIEW BANCORP INC 0.0%

Value $218K Shares 38,622 Est. Cost $6.11 Unrealized -30.2%

SWBI SMITH & WESSON BRANDS INC 0.0%

Value $215K Shares 10,000 Est. Cost $9.29 Unrealized 0.0%

BELFB BEL FUSE INC 0.0%

Value $213K Shares 19,851 Est. Cost $21.18 Unrealized -59.5%

UMC UNITED MICROELECTRONICS CORP 0.0%

Value $210K Shares 79,400 Est. Cost $1.87 Unrealized —

SRRK SCHOLAR ROCK HLDG CORP 0.0%

Value $209K Shares 11,500 Est. Cost $17.04 Unrealized 0.0%

USFD US FOODS HLDG CORP 0.0%

Value $207K Shares 10,500 Est. Cost $33.49 Unrealized -42.9%

ESCA ESCALADE INC 0.0%

Value $203K Shares 14,549 Est. Cost $8.84 Unrealized -16.2%

ASB ASSOCIATED BANC CORP 0.0%

Value $194K Shares 14,200 Est. Cost $10.84 Unrealized 0.0%

GEOS GEOSPACE TECHNOLOGIES CORP 0.0%

Value $192K Shares 25,500 Est. Cost $14.38 Unrealized -53.7%

GRBK GREEN BRICK PARTNERS INC 0.0%

Value $185K Shares 15,600 Est. Cost $9.58 Unrealized 0.0%

MWA MUELLER WTR PRODS INC 0.0%

Value $185K Shares 19,600 Est. Cost $9.97 Unrealized -18.1%

— TRUECAR INC 0.0%

Value $181K Shares 70,100 Est. Cost $2.58 Unrealized —

NAT NORDIC AMERICAN TANKERS LIMI 0.0%

Value $170K Shares 41,900 Est. Cost $4.74 Unrealized 0.0%

NGVC NATURAL GROCERS BY VITAMIN C 0.0%

Value $153K Shares 10,300 Est. Cost $8.87 Unrealized 0.0%

BSET BASSETT FURNITURE INDS INC 0.0%

Value $153K Shares 20,800 Est. Cost $13.07 Unrealized -65.6%

— BERRY CORP 0.0%

Value $151K Shares 31,300 Est. Cost $3.71 Unrealized —

FTI TECHNIPFMC PLC 0.0%

Value $147K Shares 21,363 Est. Cost $5.72 Unrealized 0.0%

— MIX TELEMATICS LTD 0.0%

Value $139K Shares 16,079 Est. Cost $14.43 Unrealized —

— FIRST FINANCIAL NORTHWEST IN 0.0%

Value $115K Shares 11,900 Est. Cost $15.77 Unrealized —

— WIDEOPENWEST INC 0.0%

Value $114K Shares 21,600 Est. Cost $7.42 Unrealized —

— LEAF GROUP LTD 0.0%

Value $114K Shares 31,100 Est. Cost $8.01 Unrealized —

BSBR BANCO SANTANDER BRASIL S A 0.0%

Value $104K Shares 19,900 Est. Cost $10.28 Unrealized —

— MDC PARTNERS INC 0.0%

Value $97,000 Shares 46,800 Est. Cost $2.04 Unrealized —

— GRITSTONE ONCOLOGY INC 0.0%

Value $94,000 Shares 14,200 Est. Cost $6.62 Unrealized —

LPG DORIAN LPG LTD 0.0%

Value $91,000 Shares 11,800 Est. Cost $8.28 Unrealized 0.0%

— SOGOU INC 0.0%

Value $87,000 Shares 20,700 Est. Cost $4.20 Unrealized —

— KEZAR LIFE SCIENCES INC 0.0%

Value $83,000 Shares 16,000 Est. Cost $5.19 Unrealized —

UBFO UNITED SEC BANCSHARES CALIF 0.0%

Value $83,000 Shares 12,430 Est. Cost $6.91 Unrealized -35.4%

— CEDAR REALTY TRUST INC 0.0%

Value $81,000 Shares 81,400 Est. Cost $3.20 Unrealized —

RES RPC INC 0.0%

Value $69,000 Shares 22,300 Est. Cost $2.79 Unrealized 0.0%

— EXTERRAN CORP 0.0%

Value $67,000 Shares 12,500 Est. Cost $5.36 Unrealized —

— MONTAGE RES CORP 0.0%

Value $60,000 Shares 15,300 Est. Cost $3.92 Unrealized —

— DENBURY RES INC 0.0%

Value $56,000 Shares 202,100 Est. Cost $1.60 Unrealized —

— EVOFEM BIOSCIENCES INC 0.0%

Value $53,000 Shares 18,593 Est. Cost $2.85 Unrealized —

— FORTUNA SILVER MINES INC 0.0%

Value $52,000 Shares 10,200 Est. Cost $4.08 Unrealized —

CX CEMEX SAB DE CV 0.0%

Value $34,000 Shares 11,900 Est. Cost $2.10 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
MSFT	MICROSOFT CORP	3,387,348	$689M	5.1%	$35.16	+392.2%	COM	594918104
AAPL	APPLE INC	1,688,850	$616M	4.6%	$24.11	+211.4%	COM	037833100
BABA	ALIBABA GROUP HLDG LTD	2,103,273	$454M	3.4%	$159.88	—	SPONSORED ADS	01609W102
UNH	UNITEDHEALTH GROUP INC	1,517,756	$448M	3.3%	$128.10	+103.8%	COM	91324P102
ACN	ACCENTURE PLC IRELAND	1,674,041	$359M	2.7%	$84.21	+107.4%	SHS CLASS A	G1151C101
ORCL	ORACLE CORP	6,461,192	$357M	2.7%	$29.92	+63.7%	COM	68389X105
USB	US BANCORP DEL	9,169,126	$338M	2.5%	$36.97	-24.7%	COM NEW	902973304
JNJ	JOHNSON & JOHNSON	2,274,271	$320M	2.4%	$77.89	+59.5%	COM	478160104
META	FACEBOOK INC	1,313,351	$298M	2.2%	$174.97	+18.5%	CL A	30303M102
MDT	MEDTRONIC PLC	3,247,634	$298M	2.2%	$60.96	+34.2%	SHS	G5960L103
KO	COCA COLA CO	6,644,360	$297M	2.2%	$37.29	+3.8%	COM	191216100
GOOGL	ALPHABET INC	202,711	$287M	2.1%	$37.80	+77.1%	CAP STK CL A	02079K305
ELV	ANTHEM INC	1,016,916	$267M	2.0%	$179.37	+37.8%	COM	036752103
CSCO	CISCO SYS INC	5,692,582	$266M	2.0%	$22.35	+65.5%	COM	17275R102
TXN	TEXAS INSTRS INC	2,001,701	$254M	1.9%	$70.12	+41.9%	COM	882508104
AXP	AMERICAN EXPRESS CO	2,652,154	$252M	1.9%	$64.58	+32.6%	COM	025816109
MMM	3M CO	1,617,707	$252M	1.9%	$116.43	-12.0%	COM	88579Y101
TJX	TJX COS INC NEW	4,792,187	$242M	1.8%	$41.03	+13.7%	COM	872540109
MRK	MERCK & CO. INC	2,959,604	$229M	1.7%	$47.35	+32.8%	COM	58933Y105
WFC	WELLS FARGO CO NEW	8,545,319	$219M	1.6%	$40.23	-40.4%	COM	949746101
LLY	LILLY ELI & CO	1,327,441	$218M	1.6%	$106.78	+34.8%	COM	532457108
GOOG	ALPHABET INC	148,476	$210M	1.6%	$39.86	+68.0%	CAP STK CL C	02079K107
DGX	QUEST DIAGNOSTICS INC	1,668,003	$190M	1.4%	$92.71	+2.7%	COM	74834L100
HON	HONEYWELL INTL INC	1,124,236	$163M	1.2%	$93.90	+25.5%	COM	438516106
V	VISA INC	779,142	$151M	1.1%	$139.73	+25.6%	COM CL A	92826C839
PM	PHILIP MORRIS INTL INC	1,983,957	$139M	1.0%	$52.68	+4.0%	COM	718172109
RTX	RAYTHEON TECHNOLOGIES CORP	2,228,943	$137M	1.0%	$54.61	0.0%	COM	75513E101
NTES	NETEASE INC	291,000	$125M	0.9%	$313.64	—	SPONSORED ADS	64110W102
LYFT	LYFT INC	3,621,493	$120M	0.9%	$41.00	-22.9%	CL A COM	55087P104
RY	ROYAL BK CDA	1,751,835	$118M	0.9%	$78.31	-18.8%	COM	780087102
ABT	ABBOTT LABS	1,199,467	$110M	0.8%	$33.10	+147.5%	COM	002824100
IEMG	ISHARES INC	2,218,987	$106M	0.8%	$43.62	—	CORE MSCI EMKT	46434G103
STM	STMICROELECTRONICS N V	3,788,263	$104M	0.8%	$16.96	—	NY REGISTRY	861012102
BTI	BRITISH AMERN TOB PLC	2,566,000	$99.61M	0.7%	$38.76	—	SPONSORED ADR	110448107
—	ROYAL DUTCH SHELL PLC	3,125,800	$95.18M	0.7%	$31.51	—	SPON ADR B	780259107
SBUX	STARBUCKS CORP	1,278,794	$94.11M	0.7%	$71.00	-6.6%	COM	855244109
SCHW	SCHWAB CHARLES CORP	2,778,359	$93.74M	0.7%	$38.34	-13.5%	COM	808513105
OTIS	OTIS WORLDWIDE CORP	1,629,853	$92.67M	0.7%	$47.48	0.0%	COM	68902V107
NKE	NIKE INC	872,892	$85.59M	0.6%	$84.97	+0.6%	CL B	654106103
WTW	WILLIS TOWERS WATSON PLC LTD	420,200	$82.76M	0.6%	$180.58	-1.7%	SHS	G96629103
HYG	ISHARES TR	1,004,307	$81.97M	0.6%	$81.62	—	IBOXX HI YD ETF	464288513
—	REDFIN CORP	1,804,213	$75.61M	0.6%	$16.48	—	COM	75737F108
—	LIBERTY MEDIA CORP DEL	1,909,800	$65.79M	0.5%	$34.36	—	COM C SIRIUSXM	531229607
CVNA	CARVANA CO	545,299	$65.55M	0.5%	$50.59	+85.1%	CL A	146869102
LQD	ISHARES TR	483,362	$65.01M	0.5%	$119.59	—	IBOXX INV CP ETF	464287242
W	WAYFAIR INC	327,624	$64.74M	0.5%	$73.26	+104.2%	CL A	94419L101
LBRDK	LIBERTY BROADBAND CORP	512,600	$63.54M	0.5%	$117.53	0.0%	COM SER C	530307305
—	IBERIABANK CORP	1,344,875	$61.25M	0.5%	$47.63	—	COM	450828108
—	CRH PLC	1,687,060	$57.88M	0.4%	$32.19	—	ADR	12626K203
TSM	TAIWAN SEMICONDUCTOR MFG LTD	1,015,950	$57.67M	0.4%	$32.87	—	SPONSORED ADS	874039100
—	VANECK VECTORS ETF TR	2,553,700	$52.99M	0.4%	$21.98	—	RUSSIA ETF	92189F403
—	EL PASO ELEC CO	771,100	$51.66M	0.4%	$67.75	—	COM NEW	283677854
—	QIAGEN NV	1,181,700	$50.59M	0.4%	$41.60	—	SHS NEW	N72482123
—	DISCOVERY INC	2,541,383	$48.95M	0.4%	$19.26	—	COM SER C	25470F302
FCX	FREEPORT-MCMORAN INC	4,082,307	$47.23M	0.4%	$11.66	-26.4%	CL B	35671D857
JD	JD.COM INC	777,300	$46.78M	0.3%	$37.63	—	SPON ADR CL A	47215P106
SLF	SUN LIFE FINANCIAL INC.	1,197,100	$43.88M	0.3%	$42.74	-19.6%	COM	866796105
MOS	MOSAIC CO NEW	3,096,007	$38.73M	0.3%	$17.03	-37.1%	COM	61945C103
—	WRIGHT MED GROUP N V	1,295,500	$38.5M	0.3%	$30.11	—	ORD SHS	N96617118
—	TD AMERITRADE HLDG CORP	1,042,100	$37.91M	0.3%	$36.38	—	COM	87236Y108
BDX	BECTON DICKINSON & CO	155,122	$37.12M	0.3%	$104.90	+110.0%	COM	075887109
—	RENEWABLE ENERGY GROUP INC	1,389,402	$34.43M	0.3%	$16.79	—	COM NEW	75972A301
SQM	SOCIEDAD QUIMICA Y MINERA DE	1,247,705	$32.53M	0.2%	$34.23	—	SPON ADR SER B	833635105
—	ADVANCED DISP SVCS INC DEL	1,043,204	$31.47M	0.2%	$32.71	—	COM	00790X101
CDLX	CARDLYTICS INC	411,784	$28.82M	0.2%	$42.50	+35.9%	COM	14161W105
—	SK TELECOM LTD	1,414,865	$27.34M	0.2%	$26.09	—	SPONSORED ADR	78440P108
—	FIAT CHRYSLER AUTOMOBILES N	2,648,500	$26.62M	0.2%	$13.35	—	SHS	N31738102
EWZ	ISHARES INC	922,800	$26.54M	0.2%	$28.76	—	MSCI BRAZIL ETF	464286400
PFSI	PENNYMAC FINL SVCS INC NEW	610,278	$25.5M	0.2%	$24.17	+21.9%	COM	70932M107
FSLY	FASTLY INC	297,384	$25.32M	0.2%	$22.37	+76.1%	CL A	31188V100
—	ACACIA COMMUNICATIONS INC	372,200	$25.01M	0.2%	$66.32	—	COM	00401C108
EOG	EOG RES INC	486,668	$24.66M	0.2%	$44.12	-15.3%	COM	26875P101
BWA	BORGWARNER INC	696,889	$24.6M	0.2%	$26.96	-10.2%	COM	099724106
SANM	SANMINA CORPORATION	969,685	$24.28M	0.2%	$30.02	-12.3%	COM	801056102
AMAT	APPLIED MATLS INC	395,494	$23.91M	0.2%	$49.39	+3.7%	COM	038222105
RDY	DR REDDYS LABS LTD	450,208	$23.87M	0.2%	$36.76	—	ADR	256135203
BRC	BRADY CORP	508,245	$23.8M	0.2%	$40.73	+2.5%	CL A	104674106
LBTYAUSD	LIBERTY GLOBAL PLC	1,084,012	$23.7M	0.2%	$21.86	—	SHS CL A	G5480U104
FSS	FEDERAL SIGNAL CORP	767,147	$22.81M	0.2%	$26.09	+4.0%	COM	313855108
WKC	WORLD FUEL SVCS CORP	879,583	$22.66M	0.2%	$32.76	-24.9%	COM	981475106
UFPI	UFP INDUSTRIES INC	452,811	$22.42M	0.2%	$42.57	0.0%	COM	90278Q108
GOLF	ACUSHNET HOLDINGS CORP	633,415	$22.04M	0.2%	$26.98	+10.0%	COM	005098108
PMT	PENNYMAC MTG INVT TR	1,252,800	$21.96M	0.2%	$21.59	—	COM	70931T103
GNW	GENWORTH FINL INC	9,499,823	$21.95M	0.2%	$3.63	-13.3%	COM CL A	37247D106
NSIT	INSIGHT ENTERPRISES INC	438,220	$21.56M	0.2%	$50.63	-2.7%	COM	45765U103
GPI	GROUP 1 AUTOMOTIVE INC	326,356	$21.53M	0.2%	$77.95	-26.6%	COM	398905109
TGNA	TEGNA INC	1,929,141	$21.49M	0.2%	$13.15	-15.4%	COM	87901J105
TD	TORONTO DOMINION BK ONT	482,800	$21.48M	0.2%	$51.07	-16.6%	COM NEW	891160509
CSIQ	CANADIAN SOLAR INC	1,104,090	$21.28M	0.2%	$17.54	+1.4%	COM	136635109
CVX	CHEVRON CORP NEW	231,373	$20.64M	0.2%	$71.98	-3.0%	COM	166764100
—	ENEL AMERICAS S A	2,737,573	$20.56M	0.2%	$8.49	—	SPONSORED ADR	29274F104
IOSP	INNOSPEC INC	261,374	$20.19M	0.1%	$77.45	-13.0%	COM	45768S105
WIX	WIX COM LTD	77,400	$19.83M	0.1%	$130.58	+35.8%	SHS	M98068105
BLDR	BUILDERS FIRSTSOURCE INC	952,008	$19.71M	0.1%	$22.55	-19.9%	COM	12008R107
—	FLAGSTAR BANCORP INC	626,135	$18.43M	0.1%	$34.24	—	COM PAR .001	337930705
UVV	UNIVERSAL CORP VA	422,960	$17.98M	0.1%	$55.68	-21.0%	COM	913456109
MOG/A	MOOG INC	324,153	$17.17M	0.1%	$79.89	-39.2%	CL A	615394202
ST	SENSATA TECHNOLOGIES HLDNG P	459,575	$17.11M	0.1%	$35.50	-0.5%	SHS	G8060N102
PBH	PRESTIGE CONSMR HEALTHCARE I	439,026	$16.49M	0.1%	$35.22	+13.5%	COM	74112D101
MLKN	MILLER HERMAN INC	695,972	$16.43M	0.1%	$29.78	-35.1%	COM	600544100
DOO	BRP INC	371,183	$15.78M	0.1%	$43.17	-33.6%	COM SUN VTG	05577W200
MATV	SCHWEITZER-MAUDUIT INTL INC	472,266	$15.78M	0.1%	$26.67	-14.1%	COM	808541106
WD	WALKER & DUNLOP INC	304,304	$15.46M	0.1%	$49.33	-28.6%	COM	93148P102
MU	MICRON TECHNOLOGY INC	299,761	$15.44M	0.1%	$46.76	-1.6%	COM	595112103
VIPS	VIPSHOP HOLDINGS LIMITED	775,600	$15.44M	0.1%	$19.28	—	SPONSORED ADS A	92763W103
SNY	SANOFI	301,342	$15.38M	0.1%	$41.13	—	SPONSORED ADR	80105N105
EAT	BRINKER INTL INC	637,187	$15.29M	0.1%	$34.24	-37.3%	COM	109641100
SNN	SMITH & NEPHEW GROUP PLC	398,200	$15.18M	0.1%	$47.91	—	SPDN ADR NEW	83175M205
SAH	SONIC AUTOMOTIVE INC	474,882	$15.15M	0.1%	$26.86	-14.2%	CL A	83545G102
RDN	RADIAN GROUP INC	976,596	$15.15M	0.1%	$18.54	-33.2%	COM	750236101
DKS	DICKS SPORTING GOODS INC	361,200	$14.9M	0.1%	$30.06	-10.7%	COM	253393102
YUMC	YUM CHINA HLDGS INC	307,500	$14.78M	0.1%	$43.97	+7.3%	COM	98850P109
MTRN	MATERION CORP	237,436	$14.6M	0.1%	$56.71	-10.8%	COM	576690101
—	M D C HLDGS INC	406,533	$14.51M	0.1%	$27.09	—	COM	552676108
CXW	CORECIVIC INC	1,533,199	$14.35M	0.1%	$16.75	-31.9%	COM	21871N101
ITW	ILLINOIS TOOL WKS INC	80,200	$14.02M	0.1%	$142.90	0.0%	COM	452308109
TAL	TAL EDUCATION GROUP	202,934	$13.88M	0.1%	$45.84	—	SPONSORED ADS	874080104
INTC	INTEL CORP	230,422	$13.79M	0.1%	$40.21	+32.3%	COM	458140100
VFC	V F CORP	225,700	$13.75M	0.1%	$58.24	0.0%	COM	918204108
ESNT	ESSENT GROUP LTD	377,922	$13.71M	0.1%	$41.16	-32.5%	COM	G3198U102
BKNG	BOOKING HOLDINGS INC	8,500	$13.54M	0.1%	$1497.60	0.0%	COM	09857L108
PEP	PEPSICO INC	102,230	$13.52M	0.1%	$88.26	+25.5%	COM	713448108
BHE	BENCHMARK ELECTRS INC	613,650	$13.26M	0.1%	$23.25	-21.0%	COM	08160H101
SEDG	SOLAREDGE TECHNOLOGIES INC	95,393	$13.24M	0.1%	$38.10	+220.9%	COM	83417M104
—	TIFFANY & CO NEW	105,700	$12.89M	0.1%	$133.65	—	COM	886547108
CTVA	CORTEVA INC	480,565	$12.87M	0.1%	$24.43	-0.3%	COM	22052L104
—	CAESARS ENTMT CORP	1,056,900	$12.82M	0.1%	$10.50	—	COM	127686103
CTRA	CABOT OIL & GAS CORP	745,009	$12.8M	0.1%	$13.83	+6.8%	COM	127097103
—	TAUBMAN CTRS INC	337,400	$12.74M	0.1%	$39.90	—	COM	876664103
TDS	TELEPHONE & DATA SYS INC	632,000	$12.56M	0.1%	$32.75	-41.6%	COM NEW	879433829
—	POLYONE CORP	474,300	$12.44M	0.1%	$24.03	—	COM	73179P106
PRGS	PROGRESS SOFTWARE CORP	318,948	$12.36M	0.1%	$40.40	-5.7%	COM	743312100
XHR	XENIA HOTELS & RESORTS INC	1,311,960	$12.24M	0.1%	$19.89	—	COM	984017103
BNS	BANK NOVA SCOTIA B C	295,100	$12.17M	0.1%	$34.02	-13.4%	COM	064149107
EQT	EQT CORP	1,018,811	$12.12M	0.1%	$9.09	+35.4%	COM	26884L109
—	GRAFTECH INTL LTD	1,517,925	$12.11M	0.1%	$8.07	—	COM	384313508
MKL	MARKEL CORP	12,802	$11.82M	0.1%	$908.95	0.0%	COM	570535104
—	MOBILE TELESYSTEMS PJSC	1,285,835	$11.82M	0.1%	$7.90	—	SPONSORED ADR	607409109
HAS	HASBRO INC	156,700	$11.74M	0.1%	$58.06	0.0%	COM	418056107
CNYA	ISHARES TR	367,300	$11.61M	0.1%	$28.18	—	MSCI CHINA A	46434V514
VVX	VECTRUS INC	225,473	$11.08M	0.1%	$39.10	+23.7%	COM	92242T101
—	AT HOME GROUP INC	1,703,555	$11.06M	0.1%	$9.62	—	COM	04650Y100
AMGN	AMGEN INC	46,579	$10.99M	0.1%	$156.14	+22.8%	COM	031162100
ACCO	ACCO BRANDS CORP	1,537,519	$10.92M	0.1%	$6.47	-28.3%	COM	00081T108
LVS	LAS VEGAS SANDS CORP	235,272	$10.71M	0.1%	$44.86	0.0%	COM	517834107
ENVA	ENOVA INTL INC	714,843	$10.63M	0.1%	$22.76	-38.9%	COM	29357K103
CAKE	CHEESECAKE FACTORY INC	458,202	$10.5M	0.1%	$18.95	0.0%	COM	163072101
NMRK	NEWMARK GROUP INC	2,139,100	$10.4M	0.1%	$9.44	-57.8%	CL A	65158N102
IBKR	INTERACTIVE BROKERS GROUP IN	247,620	$10.34M	0.1%	$7.39	+36.8%	COM CL A	45841N107
EA	ELECTRONIC ARTS INC	77,899	$10.29M	0.1%	$99.08	+15.9%	COM	285512109
—	QIWI PLC	586,720	$10.16M	0.1%	$17.41	—	SPON ADR REP B	74735M108
ALB	ALBEMARLE CORP	131,101	$10.12M	0.1%	$76.16	-16.7%	COM	012653101
FSLR	FIRST SOLAR INC	203,259	$10.06M	0.1%	$49.51	-9.9%	COM	336433107
—	INVESTORS BANCORP INC NEW	1,181,489	$10.04M	0.1%	$9.92	—	COM	46146L101
NTR	NUTRIEN LTD	309,899	$9.948M	0.1%	$28.93	0.0%	COM	67077M108
HLT	HILTON WORLDWIDE HLDGS INC	133,431	$9.801M	0.1%	$73.30	0.0%	COM	43300A203
AGRO	ADECOAGRO S A	2,181,164	$9.466M	0.1%	$6.85	-45.8%	COM	L00849106
BIGGQ	BIG LOTS INC	220,800	$9.274M	0.1%	$25.29	0.0%	COM	089302103
ITGR	INTEGER HLDGS CORP	126,888	$9.269M	0.1%	$79.89	-9.0%	COM	45826H109
GEF	GREIF INC	269,200	$9.263M	0.1%	$30.53	-11.1%	CL A	397624107
—	INTL FCSTONE INC	167,257	$9.199M	0.1%	$42.04	—	COM	46116V105
RS	RELIANCE STEEL & ALUMINUM CO	94,512	$8.972M	0.1%	$103.05	-11.5%	COM	759509102
—	WADDELL & REED FINL INC	578,000	$8.965M	0.1%	$14.46	—	CL A	930059100
SHO	SUNSTONE HOTEL INVS INC NEW	1,091,138	$8.893M	0.1%	$14.28	—	COM	867892101
SCL	STEPAN CO	91,403	$8.875M	0.1%	$89.16	+5.4%	COM	858586100
—	PATTERSON COS INC	397,800	$8.752M	0.1%	$22.00	—	COM	703395103
EBAY	EBAY INC.	165,063	$8.658M	0.1%	$31.19	+23.2%	COM	278642103
IBOC	INTERNATIONAL BANCSHARES COR	267,575	$8.568M	0.1%	$30.72	-20.0%	COM	459044103
—	SYKES ENTERPRISES INC	309,713	$8.567M	0.1%	$28.85	—	COM	871237103
INN	SUMMIT HOTEL PPTYS INC	1,440,300	$8.541M	0.1%	$8.46	—	COM	866082100
FHI	FEDERATED HERMES INC	358,404	$8.494M	0.1%	$21.85	-22.4%	CL B	314211103
—	NEW ORIENTAL ED & TECHNOLOGY	63,300	$8.244M	0.1%	$97.78	—	SPON ADR	647581107
CNXN	PC CONNECTION INC	175,600	$8.141M	0.1%	$36.91	+7.8%	COM	69318J100
HTH	HILLTOP HOLDINGS INC	440,863	$8.134M	0.1%	$23.36	-26.4%	COM	432748101
—	STEELCASE INC	647,076	$7.804M	0.1%	$11.83	—	CL A	858155203
LZB	LA Z BOY INC	287,500	$7.78M	0.1%	$30.22	-20.4%	COM	505336107
—	OFFICE DEPOT INC	3,292,300	$7.737M	0.1%	$2.81	—	COM	676220106
ZUMZ	ZUMIEZ INC	282,200	$7.727M	0.1%	$23.99	-5.3%	COM	989817101
GFF	GRIFFON CORP	416,747	$7.718M	0.1%	$14.13	-6.1%	COM	398433102
SNPS	SYNOPSYS INC	39,427	$7.688M	0.1%	$73.20	+125.5%	COM	871607107
CMTL	COMTECH TELECOMMUNICATIONS C	452,600	$7.644M	0.1%	$25.33	-37.8%	COM NEW	205826209
CDNS	CADENCE DESIGN SYSTEM INC	79,634	$7.642M	0.1%	$45.81	+82.7%	COM	127387108
SRI	STONERIDGE INC	368,072	$7.604M	0.1%	$28.02	-33.1%	COM	86183P102
—	HOLLYSYS AUTOMATION TCHNGY L	560,200	$7.451M	0.1%	$16.56	—	SHS	G45667105
IPAR	INTER PARFUMS INC	154,264	$7.428M	0.1%	$64.74	-30.4%	COM	458334109
GEO	GEO GROUP INC NEW	625,700	$7.402M	0.1%	$12.29	-10.6%	COM	36162J106
JOUT	JOHNSON OUTDOORS INC	79,380	$7.225M	0.1%	$64.48	+10.8%	CL A	479167108
—	LIVENT CORP	1,153,809	$7.107M	0.1%	$6.61	—	COM	53814L108
—	TWITTER INC	7,500,000	$7.065M	0.1%	$0.94	—	NOTE 0.250% 6/1	90184LAF9
—	BUNGE LIMITED	170,700	$7.021M	0.1%	—	—	Call	G16962105
—	LUMINEX CORP DEL	214,800	$6.987M	0.1%	$32.13	—	COM	55027E102
—	SPX CORP	169,391	$6.97M	0.1%	$36.39	—	COM	784635104
BLMN	BLOOMIN BRANDS INC	644,000	$6.865M	0.1%	$16.10	-45.8%	COM	094235108
AMKR	AMKOR TECHNOLOGY INC	555,640	$6.84M	0.1%	$10.12	-4.9%	COM	031652100
MGY	MAGNOLIA OIL & GAS CORP	1,114,788	$6.756M	0.1%	$10.09	-45.9%	CL A	559663109
—	FRONTLINE LTD	962,700	$6.72M	0.0%	$6.98	—	SHS NEW	G3682E192
—	PIONEER NAT RES CO	68,576	$6.7M	0.0%	$116.60	—	COM	723787107
ZTO	ZTO EXPRESS CAYMAN INC	182,500	$6.7M	0.0%	$26.48	—	SPONSORED ADS A	98980A105
AMZN	AMAZON COM INC	2,424	$6.687M	0.0%	$96.46	+25.2%	COM	023135106
—	MERITOR INC	337,600	$6.684M	0.0%	$19.91	—	COM	59001K100
—	TE CONNECTIVITY LTD	81,336	$6.633M	0.0%	$82.24	—	REG SHS	H84989104
—	SOUTHWESTERN ENERGY CO	2,577,000	$6.597M	0.0%	$2.96	—	COM	845467109
DEO	DIAGEO P L C	48,700	$6.545M	0.0%	$145.82	—	SPON ADR NEW	25243Q205
INTU	INTUIT	22,074	$6.538M	0.0%	$168.30	+57.4%	COM	461202103
BBY	BEST BUY INC	74,702	$6.519M	0.0%	$54.46	+10.7%	COM	086516101
KMB	KIMBERLY CLARK CORP	45,944	$6.494M	0.0%	$102.60	+9.8%	COM	494368103
ECPG	ENCORE CAP GROUP INC	189,900	$6.491M	0.0%	$34.01	-12.4%	COM	292554102
—	PARSLEY ENERGY INC	605,230	$6.464M	0.0%	$11.20	—	CL A	701877102
EFC	ELLINGTON FINANCIAL INC	545,100	$6.421M	0.0%	$12.06	—	COM	28852N109
—	CIMAREX ENERGY CO	233,435	$6.417M	0.0%	$33.03	—	COM	171798101
OFG	OFG BANCORP	478,150	$6.393M	0.0%	$20.96	-42.5%	COM	67103X102
TPH	TRI POINTE GROUP INC	431,842	$6.344M	0.0%	$14.39	-14.8%	COM	87265H109
AGCO	AGCO CORP	114,185	$6.333M	0.0%	$54.57	-20.2%	COM	001084102
COP	CONOCOPHILLIPS	150,444	$6.322M	0.0%	$40.98	-19.7%	COM	20825C104
CSGS	CSG SYS INTL INC	152,578	$6.315M	0.0%	$33.90	+19.7%	COM	126349109
—	ACTIVISION BLIZZARD INC	82,546	$6.265M	0.0%	$59.48	—	COM	00507V109
GILD	GILEAD SCIENCES INC	81,230	$6.25M	0.0%	$54.97	+11.8%	COM	375558103
XOM	EXXON MOBIL CORP	138,526	$6.195M	0.0%	$42.09	-17.3%	COM	30231G102
WOR	WORTHINGTON INDS INC	165,092	$6.158M	0.0%	$20.30	-12.1%	COM	981811102
FORM	FORMFACTOR INC	209,000	$6.13M	0.0%	$23.88	+3.3%	COM	346375108
EBS	EMERGENT BIOSOLUTIONS INC	76,500	$6.05M	0.0%	$65.64	+13.5%	COM	29089Q105
SCVL	SHOE CARNIVAL INC	206,100	$6.033M	0.0%	$17.72	-32.6%	COM	824889109
—	WPX ENERGY INC	943,395	$6.019M	0.0%	$6.13	—	COM	98212B103
CNX	CNX RESOURCES CORPORATION	692,900	$5.994M	0.0%	$8.43	+19.3%	COM	12653C108
PFE	PFIZER INC	183,185	$5.99M	0.0%	$21.45	+21.2%	COM	717081103
—	MERIDIAN BIOSCIENCE INC	256,500	$5.974M	0.0%	$20.68	—	COM	589584101
PRDO	PERDOCEO ED CORP	374,607	$5.967M	0.0%	$14.09	-3.8%	COM	71363P106
ETD	ETHAN ALLEN INTERIORS INC	495,900	$5.866M	0.0%	$12.44	-40.0%	COM	297602104
—	ATLANTICA SUSTAINABLE INFR P	200,440	$5.833M	0.0%	$27.94	—	SHS	G0751N103
DVN	DEVON ENERGY CORP NEW	507,615	$5.756M	0.0%	$15.76	-46.8%	COM	25179M103
—	CONCHO RES INC	110,656	$5.699M	0.0%	$75.27	—	COM	20605P101
—	CORE MARK HOLDING CO INC	227,700	$5.682M	0.0%	$37.26	—	COM	218681104
FANG	DIAMONDBACK ENERGY INC	133,908	$5.6M	0.0%	$58.38	-44.7%	COM	25278X109
—	LAM RESEARCH CORP	17,021	$5.506M	0.0%	$246.48	—	COM	512807108
—	PDC ENERGY INC	438,013	$5.449M	0.0%	$15.43	—	COM	69327R101
CMCSA	COMCAST CORP NEW	138,328	$5.392M	0.0%	$32.62	+0.4%	CL A	20030N101
SBH	SALLY BEAUTY HLDGS INC	430,300	$5.392M	0.0%	$11.22	-2.5%	COM	79546E104
PGR	PROGRESSIVE CORP OHIO	67,238	$5.386M	0.0%	$41.95	+58.2%	COM	743315103
CL	COLGATE PALMOLIVE CO	72,318	$5.298M	0.0%	$60.93	+2.4%	COM	194162103
ETN	EATON CORP PLC	59,659	$5.219M	0.0%	$67.66	+10.5%	SHS	G29183103
AN	AUTONATION INC	137,608	$5.171M	0.0%	$40.15	-9.8%	COM	05329W102
—	GLAXOSMITHKLINE PLC	123,800	$5.05M	0.0%	$38.72	—	SPONSORED ADR	37733W105
HY	HYSTER YALE MATLS HANDLING I	130,200	$5.034M	0.0%	$54.83	-42.6%	CL A	449172105
CM	CANADIAN IMP BK COMM	74,900	$4.99M	0.0%	$24.76	-2.6%	COM	136069101
HVT	HAVERTY FURNITURE INC	309,342	$4.949M	0.0%	$20.65	-29.3%	COM	419596101
HPQ	HP INC	281,535	$4.907M	0.0%	$13.29	-1.6%	COM	40434L105
REG	REGENCY CTRS CORP	105,575	$4.845M	0.0%	$43.23	-22.7%	COM	758849103
LMT	LOCKHEED MARTIN CORP	13,186	$4.812M	0.0%	$251.70	+28.6%	COM	539830109
DLX	DELUXE CORP	202,964	$4.778M	0.0%	$30.87	-40.3%	COM	248019101
APAM	ARTISAN PARTNERS ASSET MGMT	146,869	$4.773M	0.0%	$16.40	+3.4%	CL A	04316A108
HNI	HNI CORP	156,112	$4.772M	0.0%	$30.99	-17.8%	COM	404251100
—	GLU MOBILE INC	513,100	$4.756M	0.0%	$9.27	—	COM	379890106
SPG	SIMON PPTY GROUP INC NEW	69,367	$4.743M	0.0%	$79.28	-42.5%	COM	828806109
MLI	MUELLER INDS INC	177,706	$4.723M	0.0%	$12.47	-6.4%	COM	624756102
—	FEDERAL REALTY INVT TR	55,015	$4.688M	0.0%	$76.27	—	SH BEN INT NEW	313747206
—	GUESS INC	7,000,000	$4.664M	0.0%	$0.67	—	NOTE 2.000% 4/1	401617AD7
—	PREMIER FINANCIAL CORP	260,744	$4.607M	0.0%	$17.67	—	COM	74052F108
OC	OWENS CORNING NEW	82,009	$4.573M	0.0%	$61.16	-23.8%	COM	690742101
—	DSP GROUP INC	287,800	$4.57M	0.0%	$14.32	—	COM	23332B106
BMY	BRISTOL-MYERS SQUIBB CO	77,291	$4.545M	0.0%	$43.35	+10.5%	COM	110122108
JPM	JPMORGAN CHASE & CO	47,793	$4.495M	0.0%	$92.19	-11.3%	COM	46625H100
CBZ	CBIZ INC	187,471	$4.494M	0.0%	$25.18	-9.9%	COM	124805102
FAF	FIRST AMERN FINL CORP	91,367	$4.387M	0.0%	$43.58	-10.9%	COM	31847R102
ENTA	ENANTA PHARMACEUTICALS INC	87,100	$4.373M	0.0%	$53.19	-2.7%	COM	29251M106
UNFI	UNITED NAT FOODS INC	239,720	$4.365M	0.0%	$15.00	0.0%	COM	911163103
IMKTA	INGLES MKTS INC	99,762	$4.297M	0.0%	$31.98	+19.7%	CL A	457030104
BIIB	BIOGEN INC	15,936	$4.264M	0.0%	$288.72	+4.1%	COM	09062X103
MELI	MERCADOLIBRE INC	4,300	$4.239M	0.0%	$616.66	+21.6%	COM	58733R102
BZUN	BAOZUN INC	108,500	$4.172M	0.0%	$38.45	—	SPONSORED ADR	06684L103
ACA	ARCOSA INC	98,700	$4.165M	0.0%	$41.13	-8.1%	COM	039653100
VVV	VALVOLINE INC	214,256	$4.142M	0.0%	$19.01	-10.7%	COM	92047W101
MDLZ	MONDELEZ INTL INC	79,536	$4.067M	0.0%	$44.39	+0.4%	CL A	609207105
GRMN	GARMIN LTD	41,603	$4.056M	0.0%	$55.71	+35.5%	SHS	H2906T109
BHC	BAUSCH HEALTH COS INC	220,600	$4.023M	0.0%	$26.00	-32.2%	COM	071734107
TG	TREDEGAR CORP	261,102	$4.021M	0.0%	$11.02	-12.9%	COM	894650100
—	REALOGY HLDGS CORP	541,000	$4.009M	0.0%	$8.27	—	COM	75605Y106
TCBK	TRICO BANCSHARES	131,480	$4.004M	0.0%	$37.60	-24.1%	COM	896095106
SCHL	SCHOLASTIC CORP	133,300	$3.991M	0.0%	$28.71	-12.7%	COM	807066105
JELD	JELD-WEN HLDG INC	246,850	$3.977M	0.0%	$13.18	0.0%	COM	47580P103
INFY	INFOSYS LTD	409,414	$3.955M	0.0%	$10.99	—	SPONSORED ADR	456788108
PSX	PHILLIPS 66	54,831	$3.942M	0.0%	$68.86	-18.4%	COM	718546104
SGI	TEMPUR SEALY INTL INC	54,279	$3.905M	0.0%	$15.72	-8.7%	COM	88023U101
NTGR	NETGEAR INC	149,800	$3.878M	0.0%	$24.34	0.0%	COM	64111Q104
—	KIMBALL INTL INC	333,900	$3.86M	0.0%	$16.88	—	CL B	494274103
LOW	LOWES COS INC	28,379	$3.835M	0.0%	$98.27	+5.1%	COM	548661107
DFIN	DONNELLEY FINL SOLUTIONS INC	453,600	$3.81M	0.0%	$10.93	-34.1%	COM	25787G100
TMHC	TAYLOR MORRISON HOME CORP	197,270	$3.805M	0.0%	$15.76	0.0%	COM	87724P106
ALL	ALLSTATE CORP	39,102	$3.793M	0.0%	$81.63	+4.9%	COM	020002101
ACH	OWENS & MINOR INC NEW	492,300	$3.751M	0.0%	$7.31	0.0%	COM	690732102
VZ	VERIZON COMMUNICATIONS INC	67,975	$3.747M	0.0%	$41.12	-0.9%	COM	92343V104
PAC	GRUPO AEROPUERTO DEL PACIFIC	51,800	$3.72M	0.0%	$64.57	—	SPON ADR B	400506101
PCG	PG&E CORP	415,524	$3.686M	0.0%	$12.42	-13.3%	COM	69331C108
—	MACQUARIE INFRASTRUCTURE COR	119,880	$3.679M	0.0%	$25.50	—	COM	55608B105
MSI	MOTOROLA SOLUTIONS INC	26,179	$3.668M	0.0%	$111.91	+17.6%	COM NEW	620076307
ASR	GRUPO AEROPORTUARIO DEL SURE	32,400	$3.638M	0.0%	$106.95	—	SPON ADR SER B	40051E202
ON	ON SEMICONDUCTOR CORP	183,400	$3.635M	0.0%	$18.08	-9.9%	COM	682189105
NWBI	NORTHWEST BANCSHARES INC MD	354,261	$3.622M	0.0%	$11.38	-37.7%	COM	667340103
MAA	MID-AMER APT CMNTYS INC	31,352	$3.595M	0.0%	$106.20	-12.5%	COM	59522J103
—	XPERI HOLDING CORP	243,500	$3.594M	0.0%	$14.76	—	COM	98390M103
COST	COSTCO WHSL CORP NEW	11,804	$3.579M	0.0%	$117.52	+137.6%	COM	22160K105
—	APARTMENT INVT & MGMT CO	94,852	$3.57M	0.0%	$35.15	—	CL A	03748R754
EQR	EQUITY RESIDENTIAL	60,684	$3.569M	0.0%	$60.34	-17.7%	SH BEN INT	29476L107
—	VERSO CORP	297,666	$3.56M	0.0%	$11.96	—	CL A	92531L207
AVB	AVALONBAY CMNTYS INC	22,980	$3.554M	0.0%	$161.24	-19.6%	COM	053484101
IHRT	IHEARTMEDIA INC	424,590	$3.545M	0.0%	$7.79	0.0%	COM CL A	45174J509
EIG	EMPLOYERS HOLDINGS INC	116,900	$3.525M	0.0%	$33.50	-25.0%	COM	292218104
SMP	STANDARD MTR PRODS INC	85,516	$3.523M	0.0%	$46.66	-13.3%	COM	853666105
—	NATIONAL GEN HLDGS CORP	162,700	$3.516M	0.0%	$23.48	—	COM	636220303
TBRG	COMPUTER PROGRAMS & SYS INC	154,000	$3.51M	0.0%	$24.45	-9.2%	COM	205306103
AZZ	AZZ INC	101,675	$3.489M	0.0%	$29.58	-4.3%	COM	002474104
DBI	DESIGNER BRANDS INC	512,300	$3.468M	0.0%	$17.23	-68.7%	CL A	250565108
NOC	NORTHROP GRUMMAN CORP	11,200	$3.443M	0.0%	$317.12	-5.9%	COM	666807102
—	ADTRAN INC	313,369	$3.425M	0.0%	$12.74	—	COM	00738A106
CPT	CAMDEN PPTY TR	37,465	$3.418M	0.0%	$84.79	-14.1%	SH BEN INT	133131102
BILI	BILIBILI INC	73,700	$3.414M	0.0%	$23.42	—	SPONS ADS REP Z	090040106
AMP	AMERIPRISE FINL INC	22,688	$3.404M	0.0%	$123.46	-5.4%	COM	03076C106
—	COREPOINT LODGING INC	806,100	$3.394M	0.0%	$10.80	—	COM	21872L104
ESS	ESSEX PPTY TR INC	14,784	$3.388M	0.0%	$232.26	-15.8%	COM	297178105
—	SPARTANNASH CO	159,300	$3.385M	0.0%	$19.88	—	COM	847215100
SPOK	SPOK HLDGS INC	360,478	$3.37M	0.0%	$13.69	-24.3%	COM	84863T106
TGT	TARGET CORP	27,200	$3.262M	0.0%	$64.77	+51.6%	COM	87612E106
PLUS	EPLUS INC	46,000	$3.251M	0.0%	$38.14	-10.5%	COM	294268107
NBIS	YANDEX N V	65,000	$3.251M	0.0%	$34.05	—	SHS CLASS A	N97284108
—	PDL BIOPHARMA INC	1,107,900	$3.224M	0.0%	$3.64	—	COM	69329Y104
HSY	HERSHEY CO	24,767	$3.21M	0.0%	$93.70	+25.6%	COM	427866108
GRC	GORMAN RUPP CO	102,425	$3.183M	0.0%	$32.97	-11.2%	COM	383082104
DGII	DIGI INTL INC	271,700	$3.165M	0.0%	$13.28	-19.5%	COM	253798102
BIDU	BAIDU INC	26,300	$3.153M	0.0%	$163.36	—	SPON ADR REP A	056752108
PDD	PINDUODUO INC	36,700	$3.15M	0.0%	$85.83	—	SPONSORED ADS	722304102
DAN	DANA INCORPORATED	256,597	$3.128M	0.0%	$14.09	-32.1%	COM	235825205
HST	HOST HOTELS & RESORTS INC	289,694	$3.126M	0.0%	$12.63	-24.8%	COM	44107P104
—	DIME CMNTY BANCSHARES INC	226,040	$3.104M	0.0%	$20.58	—	COM	253922108
MSTR	MICROSTRATEGY INC	26,200	$3.099M	0.0%	$13.24	-8.1%	CL A NEW	594972408
GIS	GENERAL MLS INC	50,068	$3.087M	0.0%	$41.39	+20.5%	COM	370334104
—	COOPER TIRE & RUBR CO	111,700	$3.084M	0.0%	$27.61	—	COM	216831107
ROCK	GIBRALTAR INDS INC	63,807	$3.063M	0.0%	$48.88	-9.0%	COM	374689107
SEM	SELECT MED HLDGS CORP	203,900	$3.003M	0.0%	$10.55	-27.6%	COM	81619Q105
—	BRISTOL-MYERS SQUIBB CO	830,975	$2.975M	0.0%	$3.31	—	RIGHT 99/99/9999	110122157
—	JUNIPER NETWORKS INC	128,669	$2.941M	0.0%	$26.46	—	COM	48203R104
KR	KROGER CO	86,575	$2.931M	0.0%	$28.45	+1.1%	COM	501044101
DRH	DIAMONDROCK HOSPITALITY CO	530,037	$2.931M	0.0%	$5.08	—	COM	252784301
DCO	DUCOMMUN INC DEL	83,900	$2.926M	0.0%	$40.92	-27.7%	COM	264147109
EWY	ISHARES INC	51,100	$2.919M	0.0%	$57.12	—	MSCI STH KOR ETF	464286772
—	CITRIX SYS INC	19,696	$2.913M	0.0%	$121.43	—	COM	177376100
CMI	CUMMINS INC	16,812	$2.913M	0.0%	$119.65	+16.4%	COM	231021106
WSBF	WATERSTONE FINL INC MD	195,515	$2.899M	0.0%	$17.12	-17.3%	COM	94188P101
OPY	OPPENHEIMER HLDGS INC	132,926	$2.896M	0.0%	$27.35	-26.0%	CL A NON VTG	683797104
—	WW INTL INC	112,200	$2.848M	0.0%	$25.38	—	COM	98262P101
BMA	BANCO MACRO SA	152,600	$2.831M	0.0%	$31.92	—	SPON ADR B	05961W105
—	TEEKAY TANKERS LTD	218,600	$2.802M	0.0%	$13.55	—	CL A	Y8565N300
DG	DOLLAR GEN CORP NEW	14,672	$2.795M	0.0%	$167.17	0.0%	COM	256677105
CRAI	CRA INTL INC	70,748	$2.795M	0.0%	$42.42	-17.1%	COM	12618T105
UEIC	UNIVERSAL ELECTRS INC	59,000	$2.762M	0.0%	$45.53	-7.6%	COM	913483103
MEI	METHODE ELECTRS INC	88,100	$2.754M	0.0%	$26.13	-1.4%	COM	591520200
BMO	BANK MONTREAL QUE	51,800	$2.748M	0.0%	$40.15	0.0%	COM	063671101
EXC	EXELON CORP	74,500	$2.704M	0.0%	$24.48	-11.3%	COM	30161N101
MDRX	ALLSCRIPTS HEALTHCARE SOLUTN	398,800	$2.7M	0.0%	$6.53	-0.7%	COM	01988P108
HRB	BLOCK H & R INC	188,043	$2.685M	0.0%	$15.63	-18.4%	COM	093671105
EBF	ENNIS INC	142,500	$2.585M	0.0%	$13.11	-9.6%	COM	293389102
TKR	TIMKEN CO	56,757	$2.582M	0.0%	$42.97	-8.1%	COM	887389104
CENTA	CENTRAL GARDEN & PET CO	75,851	$2.563M	0.0%	$25.09	0.0%	CL A NON-VTG	153527205
WST	WEST PHARMACEUTICAL SVSC INC	11,219	$2.549M	0.0%	$145.87	+32.9%	COM	955306105
BAX	BAXTER INTL INC	29,592	$2.548M	0.0%	$75.43	+3.0%	COM	071813109
TSN	TYSON FOODS INC	42,619	$2.545M	0.0%	$63.73	-19.7%	CL A	902494103
—	NEENAH INC	51,100	$2.527M	0.0%	$48.57	—	COM	640079109
FF	FUTUREFUEL CORP	210,621	$2.517M	0.0%	$5.33	+0.3%	COM	36116M106
TDY	TELEDYNE TECHNOLOGIES INC	8,055	$2.505M	0.0%	$176.43	+86.3%	COM	879360105
—	CELESTICA INC	364,800	$2.496M	0.0%	$3.47	—	SUB VTG SHS	15101Q108
TNC	TENNANT CO	38,377	$2.495M	0.0%	$59.02	-4.5%	COM	880345103
OSUR	ORASURE TECHNOLOGIES INC	213,900	$2.488M	0.0%	$12.99	0.0%	COM	68554V108
PCAR	PACCAR INC	33,243	$2.488M	0.0%	$36.67	+4.0%	COM	693718108
RGP	RESOURCES CONNECTION INC	207,200	$2.48M	0.0%	$15.14	-28.4%	COM	76122Q105
—	TRIBUNE PUBG CO NEW	246,500	$2.463M	0.0%	$9.80	—	COM	89609W107
—	AMERICAN EQTY INVT LIFE HLD	99,600	$2.461M	0.0%	$18.80	—	COM	025676206
AOSL	ALPHA & OMEGA SEMICONDUCTOR	225,600	$2.455M	0.0%	$11.43	-10.4%	SHS	G6331P104
—	SL GREEN RLTY CORP	49,747	$2.452M	0.0%	$44.68	—	COM	78440X101
KOS	KOSMOS ENERGY LTD	1,468,134	$2.437M	0.0%	$1.61	0.0%	COM	500688106
AAMI	BRIGHTSPHERE INVT GROUP INC	194,800	$2.427M	0.0%	$8.44	-4.0%	COM	10948W103
—	NATUS MED INC DEL	110,600	$2.413M	0.0%	$22.11	—	COM	639050103
SCCO	SOUTHERN COPPER CORP	60,500	$2.406M	0.0%	$26.86	-4.4%	COM	84265V105
KOP	KOPPERS HOLDINGS INC	127,200	$2.396M	0.0%	$28.14	-47.7%	COM	50060P106
—	HUDSON PAC PPTYS INC	94,389	$2.375M	0.0%	$25.36	—	COM	444097109
GCO	GENESCO INC	107,900	$2.337M	0.0%	$21.83	-15.5%	COM	371532102
CUZ	COUSINS PPTYS INC	78,300	$2.336M	0.0%	$29.27	—	COM NEW	222795502
—	SEAGATE TECHNOLOGY PLC	48,183	$2.333M	0.0%	$56.16	—	SHS	G7945M107
ENB	ENBRIDGE INC	76,500	$2.32M	0.0%	$25.00	-15.6%	COM	29250N105
MOV	MOVADO GROUP INC	209,420	$2.27M	0.0%	$14.05	-23.2%	COM	624580106
GGAL	GRUPO FINANCIERO GALICIA S.A	232,300	$2.253M	0.0%	$9.84	—	SPONSORED ADR	399909100
ARE	ALEXANDRIA REAL ESTATE EQ IN	13,747	$2.23M	0.0%	$124.09	-1.7%	COM	015271109
ARCB	ARCBEST CORP	84,000	$2.227M	0.0%	$20.75	0.0%	COM	03937C105
DHI	D R HORTON INC	40,054	$2.221M	0.0%	$48.93	-6.4%	COM	23331A109
KELYA	KELLY SVCS INC	140,400	$2.22M	0.0%	$20.16	-34.4%	CL A	488152208
HAL	HALLIBURTON CO	170,520	$2.213M	0.0%	$9.78	0.0%	COM	406216101
EL	LAUDER ESTEE COS INC	11,647	$2.198M	0.0%	$116.70	+41.9%	CL A	518439104
HSTM	HEALTHSTREAM INC	98,800	$2.186M	0.0%	$25.73	-10.0%	COM	42222N103
INGN	INOGEN INC	61,300	$2.177M	0.0%	$42.14	0.0%	COM	45780L104
CRNC	CERENCE INC	53,200	$2.173M	0.0%	$21.02	+36.7%	COM	156727109
VNO	VORNADO RLTY TR	56,788	$2.17M	0.0%	$36.37	—	SH BEN INT	929042109
EGP	EASTGROUP PPTY INC	18,288	$2.169M	0.0%	$104.49	—	COM	277276101
TEX	TEREX CORP NEW	115,500	$2.168M	0.0%	$15.91	0.0%	COM	880779103
MCK	MCKESSON CORP	14,093	$2.162M	0.0%	$144.65	-3.7%	COM	58155Q103
FNF	FIDELITY NATIONAL FINANCIAL	70,232	$2.153M	0.0%	$30.02	-29.3%	FNF GROUP COM	31620R303
—	LAREDO PETROLEUM INC	154,890	$2.147M	0.0%	$13.86	—	COM	516806205
HPE	HEWLETT PACKARD ENTERPRISE C	219,335	$2.134M	0.0%	$12.85	-36.1%	COM	42824C109
—	DUKE REALTY CORP	60,231	$2.132M	0.0%	$32.39	—	COM NEW	264411505
KLAC	KLA CORP	10,963	$2.132M	0.0%	$142.23	+12.7%	COM NEW	482480100
FR	FIRST INDL RLTY TR INC	53,979	$2.075M	0.0%	$33.23	—	COM	32054K103
—	APTIV PLC	26,267	$2.047M	0.0%	$91.65	—	SHS	G6095L109
CVSA	ADTALEM GLOBAL ED INC	65,362	$2.036M	0.0%	$31.20	0.0%	COM	00737L103
VRA	VERA BRADLEY INC	457,921	$2.033M	0.0%	$10.55	-52.8%	COM	92335C106
PLD	PROLOGIS INC.	21,768	$2.032M	0.0%	$74.10	+2.9%	COM	74340W103
TCBI	TEXAS CAP BANCSHARES INC	65,558	$2.024M	0.0%	$46.38	-39.6%	COM	88224Q107
AD	UNITED STATES CELLULAR CORP	65,500	$2.022M	0.0%	$18.19	-1.9%	COM	911684108
GEN	NORTONLIFELOCK INC	101,342	$2.01M	0.0%	$18.04	0.0%	COM	668771108
ENS	ENERSYS	31,200	$2.009M	0.0%	$59.49	-6.1%	COM	29275Y102
—	LIBERTY TRIPADVISOR HLDGS IN	941,700	$2.006M	0.0%	$8.51	—	COM SER A	531465102
FNV	FRANCO NEV CORP	14,400	$2.005M	0.0%	$102.98	+22.7%	COM	351858105
RCUS	ARCUS BIOSCIENCES INC	80,700	$1.997M	0.0%	$26.99	0.0%	COM	03969F109
CTS	CTS CORP	99,600	$1.996M	0.0%	$26.15	-20.1%	COM	126501105
—	SYSTEMAX INC	96,800	$1.988M	0.0%	$20.96	—	COM	871851101
SBS	COMPANHIA DE SANEAMENTO BASI	187,800	$1.974M	0.0%	$6.24	—	SPONSORED ADR	20441A102
MGA	MAGNA INTL INC	44,200	$1.963M	0.0%	$39.52	-16.5%	COM	559222401
STT	STATE STR CORP	30,643	$1.947M	0.0%	$50.25	0.0%	COM	857477103
ESRT	EMPIRE ST RLTY TR INC	277,325	$1.941M	0.0%	$8.67	—	CL A	292104106
PLAB	PHOTRONICS INC	172,900	$1.924M	0.0%	$11.74	-2.2%	COM	719405102
—	DELPHI TECHNOLOGIES PL	135,100	$1.92M	0.0%	$20.08	—	SHS	G2709G107
—	SCIPLAY CORP	128,900	$1.912M	0.0%	$12.84	—	CL A	809087109
VNDA	VANDA PHARMACEUTICALS INC	166,600	$1.906M	0.0%	$11.45	-1.1%	COM	921659108
GYRO	GYRODYNE LLC	113,088	$1.889M	0.0%	$19.48	-18.0%	COM	403829104
CYD	CHINA YUCHAI INTL LTD	129,951	$1.869M	0.0%	$14.23	-33.9%	COM	G21082105
SIG	SIGNET JEWELERS LIMITED	180,600	$1.855M	0.0%	$9.36	0.0%	SHS	G81276100
WMK	WEIS MKTS INC	37,000	$1.854M	0.0%	$36.04	+23.9%	COM	948849104
—	VEDANTA LTD	329,254	$1.847M	0.0%	$10.18	—	SPONSORED ADR	92242Y100
—	MANTECH INTL CORP	26,968	$1.847M	0.0%	$72.67	—	CL A	564563104
VREX	VAREX IMAGING CORP	120,100	$1.82M	0.0%	$26.17	-22.9%	COM	92214X106
COR	AMERISOURCEBERGEN CORP	18,001	$1.814M	0.0%	$71.20	+11.8%	COM	03073E105
BKR	BAKER HUGHES COMPANY	117,039	$1.801M	0.0%	$12.51	0.0%	CL A	05722G100
NPO	ENPRO INDS INC	36,000	$1.774M	0.0%	$50.27	-12.1%	COM	29355X107
—	HIBBETT SPORTS INC	83,600	$1.751M	0.0%	$13.97	—	COM	428567101
—	EQUITRANS MIDSTREAM CORP	208,800	$1.735M	0.0%	$8.31	—	COM	294600101
LYB	LYONDELLBASELL INDUSTRIES N	26,142	$1.718M	0.0%	$57.83	-29.5%	SHS - A -	N53745100
WHG	WESTWOOD HLDGS GROUP INC	108,800	$1.714M	0.0%	$29.38	-35.3%	COM	961765104
STE	STERIS PLC	11,163	$1.713M	0.0%	$141.94	+2.0%	SHS USD	G8473T100
—	RETAIL PPTYS AMER INC	232,700	$1.703M	0.0%	$9.03	—	CL A	76131V202
—	ZYNGA INC	178,002	$1.698M	0.0%	$8.88	—	CL A	98986T108
ANGO	ANGIODYNAMICS INC	165,300	$1.681M	0.0%	$10.49	-1.8%	COM	03475V101
UPBD	RENT A CTR INC NEW	60,389	$1.68M	0.0%	$24.07	-7.7%	COM	76009N100
—	CHINA MOBILE LIMITED	49,789	$1.675M	0.0%	$49.50	—	SPONSORED ADR	16941M109
—	PENN VA CORP	174,100	$1.659M	0.0%	$11.92	—	COM	70788V102
SLGN	SILGAN HOLDINGS INC	51,068	$1.654M	0.0%	$29.90	+8.8%	COM	827048109
LNTH	LANTHEUS HLDGS INC	114,500	$1.637M	0.0%	$13.21	0.0%	COM	516544103
TER	TERADYNE INC	19,297	$1.631M	0.0%	$44.06	+48.7%	COM	880770102
—	HEIDRICK & STRUGGLES INTL IN	74,100	$1.602M	0.0%	$23.87	—	COM	422819102
CENT	CENTRAL GARDEN & PET CO	44,500	$1.602M	0.0%	$26.21	+0.5%	COM	153527106
CDW	CDW CORP	13,697	$1.591M	0.0%	$85.40	+18.5%	COM	12514G108
MTRX	MATRIX SVC CO	163,539	$1.59M	0.0%	$19.10	-49.1%	COM	576853105
GNE	GENIE ENERGY LTD	215,089	$1.583M	0.0%	$8.52	-8.0%	CL B	372284208
APEI	AMERICAN PUBLIC EDUCATION IN	53,200	$1.575M	0.0%	$27.98	0.0%	COM	02913V103
KB	KB FINL GROUP INC	56,000	$1.558M	0.0%	$28.96	—	SPONSORED ADR	48241A105
NPK	NATIONAL PRESTO INDS INC	17,700	$1.547M	0.0%	$85.05	0.0%	COM	637215104
FTNT	FORTINET INC	11,100	$1.524M	0.0%	$21.43	+17.2%	COM	34959E109
KE	KIMBALL ELECTRONICS INC	112,300	$1.521M	0.0%	$15.65	-17.8%	COM	49428J109
ACLS	AXCELIS TECHNOLOGIES INC	54,100	$1.507M	0.0%	$19.93	+22.4%	COM NEW	054540208
HOLX	HOLOGIC INC	26,180	$1.492M	0.0%	$48.80	+0.5%	COM	436440101
ARLO	ARLO TECHNOLOGIES INC	575,300	$1.484M	0.0%	$2.90	-16.6%	COM	04206A101
BSRR	SIERRA BANCORP	77,800	$1.469M	0.0%	$19.91	-27.9%	COM	82620P102
GD	GENERAL DYNAMICS CORP	9,700	$1.45M	0.0%	$124.31	0.0%	COM	369550108
—	CNOOC LIMITED	12,800	$1.444M	0.0%	$136.42	—	SPONSORED ADR	126132109
PUMP	PROPETRO HLDG CORP	279,486	$1.437M	0.0%	$6.18	-25.5%	COM	74347M108
REZI	RESIDEO TECHNOLOGIES INC	122,300	$1.433M	0.0%	$6.96	0.0%	COM	76118Y104
—	COVETRUS INC	79,600	$1.424M	0.0%	$17.89	—	COM	22304C100
—	CERNER CORP	20,771	$1.424M	0.0%	$62.99	—	COM	156782104
—	KNOLL INC	116,737	$1.423M	0.0%	$21.14	—	COM NEW	498904200
BAH	BOOZ ALLEN HAMILTON HLDG COR	18,156	$1.412M	0.0%	$42.83	+58.6%	CL A	099502106
NTAP	NETAPP INC	31,770	$1.41M	0.0%	$45.84	-19.2%	COM	64110D104
—	ISTAR INC	114,400	$1.409M	0.0%	$10.50	—	COM	45031U101
RCKY	ROCKY BRANDS INC	68,000	$1.398M	0.0%	$28.42	-29.9%	COM	774515100
SENEA	SENECA FOODS CORP NEW	41,192	$1.393M	0.0%	$28.39	+23.9%	CL A	817070501
AVT	AVNET INC	49,967	$1.393M	0.0%	$29.99	-20.0%	COM	053807103
UVE	UNIVERSAL INS HLDGS INC	78,100	$1.386M	0.0%	$17.69	0.0%	COM	91359V107
IBCP	INDEPENDENT BK CORP MICH	91,938	$1.365M	0.0%	$17.01	-35.6%	COM NEW	453838609
OMC	OMNICOM GROUP INC	24,999	$1.365M	0.0%	$55.52	-20.3%	COM	681919106
HURN	HURON CONSULTING GROUP INC	30,800	$1.363M	0.0%	$48.39	-6.9%	COM	447462102
SEIC	SEI INVTS CO	24,717	$1.359M	0.0%	$53.75	-10.0%	COM	784117103
PAHC	PHIBRO ANIMAL HEALTH CORP	51,500	$1.353M	0.0%	$24.83	0.0%	CL A COM	71742Q106
JCI	JOHNSON CTLS INTL PLC	39,600	$1.352M	0.0%	$30.91	-11.2%	SHS	G51502105
—	QURATE RETAIL INC	141,100	$1.34M	0.0%	$7.39	—	COM SER A	74915M100
HCA	HCA HEALTHCARE INC	13,660	$1.326M	0.0%	$123.42	-19.5%	COM	40412C101
MOD	MODINE MFG CO	239,500	$1.322M	0.0%	$10.35	-55.7%	COM	607828100
TILE	INTERFACE INC	162,000	$1.319M	0.0%	$12.69	-33.1%	COM	458665304
WTI	W & T OFFSHORE INC	571,953	$1.304M	0.0%	$3.73	-32.0%	COM	92922P106
EIX	EDISON INTL	23,800	$1.293M	0.0%	$45.25	-1.5%	COM	281020107
UIS	UNISYS CORP	116,900	$1.275M	0.0%	$11.56	0.0%	COM NEW	909214306
—	NEXTGEN HEALTHCARE INC	115,300	$1.266M	0.0%	$10.86	—	COM	65343C102
CAC	CAMDEN NATL CORP	36,540	$1.262M	0.0%	$31.70	-21.4%	COM	133034108
CTMX	CYTOMX THERAPEUTICS INC	151,500	$1.262M	0.0%	$9.00	+3.2%	COM	23284F105
DOX	AMDOCS LTD	20,684	$1.259M	0.0%	$48.35	+13.4%	SHS	G02602103
NVR	NVR INC	386	$1.258M	0.0%	$3696.67	-17.1%	COM	62944T105
TXT	TEXTRON INC	38,075	$1.253M	0.0%	$58.28	-49.6%	COM	883203101
—	CURO GROUP HOLDINGS CORP	145,600	$1.19M	0.0%	$12.41	—	COM	23131L107
—	VERITIV CORP	70,000	$1.187M	0.0%	$22.56	—	COM	923454102
FISI	FINANCIAL INSTNS INC	63,607	$1.184M	0.0%	$20.39	-35.4%	COM	317585404
PHM	PULTE GROUP INC	34,524	$1.175M	0.0%	$30.56	-7.2%	COM	745867101
—	ENDO INTL PLC	341,400	$1.171M	0.0%	$3.43	—	SHS	G30401106
—	ENCORE WIRE CORP	23,700	$1.157M	0.0%	$48.82	—	COM	292562105
CIEN	CIENA CORP	21,043	$1.14M	0.0%	$39.50	+25.8%	COM NEW	171779309
EMN	EASTMAN CHEM CO	16,265	$1.133M	0.0%	$51.71	0.0%	COM	277432100
—	BROOKLINE BANCORP INC DEL	112,300	$1.132M	0.0%	$10.87	—	COM	11373M107
FULT	FULTON FINL CORP PA	107,170	$1.129M	0.0%	$12.25	-30.7%	COM	360271100
—	CENTURY BANCORP INC MASS	14,510	$1.128M	0.0%	$73.74	—	CL A NON VTG	156432106
GNTX	GENTEX CORP	43,648	$1.125M	0.0%	$23.77	+5.4%	COM	371901109
VLGEA	VILLAGE SUPER MKT INC	40,200	$1.114M	0.0%	$27.63	-13.1%	CL A NEW	927107409
CSV	CARRIAGE SVCS INC	61,000	$1.105M	0.0%	$17.21	-9.5%	COM	143905107
WSM	WILLIAMS SONOMA INC	13,419	$1.1M	0.0%	$30.49	+0.2%	COM	969904101
EMR	EMERSON ELEC CO	17,574	$1.09M	0.0%	$57.76	-13.0%	COM	291011104
MLR	MILLER INDS INC TENN	36,500	$1.087M	0.0%	$27.11	-6.3%	COM NEW	600551204
—	CHINA PETE & CHEM CORP	25,900	$1.087M	0.0%	$78.06	—	SPON ADR H SHS	16941R108
GSBC	GREAT SOUTHN BANCORP INC	26,885	$1.085M	0.0%	$55.62	-28.9%	COM	390905107
OSPN	ONESPAN INC	38,500	$1.075M	0.0%	$19.03	0.0%	COM	68287N100
LHX	L3HARRIS TECHNOLOGIES INC	6,320	$1.072M	0.0%	$179.07	-6.3%	COM	502431109
—	SKECHERS U S A INC	33,815	$1.061M	0.0%	$34.15	—	CL A	830566105
—	INTERPUBLIC GROUP COS INC	61,173	$1.05M	0.0%	$16.94	-21.9%	COM	460690100
—	NEXTIER OILFIELD SOLUTIONS	423,577	$1.038M	0.0%	$2.45	—	COM	65290C105
PAGP	PLAINS GP HLDGS L P	116,300	$1.035M	0.0%	$8.90	—	LTD PARTNR INT A	72651A207
PH	PARKER HANNIFIN CORP	5,600	$1.026M	0.0%	$166.66	-10.4%	COM	701094104
ENTG	ENTEGRIS INC	17,345	$1.024M	0.0%	$47.76	+13.7%	COM	29362U104
SRCE	1ST SOURCE CORP	27,700	$986K	0.0%	$35.60	—	COM	336901103
ARW	ARROW ELECTRS INC	14,328	$984K	0.0%	$80.60	-21.7%	COM	042735100
TALO	TALOS ENERGY INC	106,285	$978K	0.0%	$18.89	-44.9%	COM	87484T108
FMX	FOMENTO ECONOMICO MEXICANO S	15,700	$974K	0.0%	$61.72	—	SPON ADR UNITS	344419106
—	CONSOLIDATED COMM HLDGS INC	143,200	$969K	0.0%	$6.77	—	COM	209034107
KFRC	KFORCE INC	33,056	$967K	0.0%	$31.85	-8.7%	COM	493732101
OSK	OSHKOSH CORP	13,478	$965K	0.0%	$69.35	-10.4%	COM	688239201
FCBC	FIRST CMNTY BANKSHARES INC V	42,974	$965K	0.0%	$24.59	-34.2%	COM	31983A103
PII	POLARIS INC	10,383	$961K	0.0%	$76.21	0.0%	COM	731068102
CARS	CARS COM INC	166,000	$956K	0.0%	$6.15	-10.2%	COM	14575E105
CLAR	CLARUS CORP NEW	81,834	$948K	0.0%	$10.42	-9.3%	COM	18270P109
USNA	USANA HEALTH SCIENCES INC	12,800	$940K	0.0%	$78.44	0.0%	COM	90328M107
FONR	FONAR CORP	43,900	$938K	0.0%	$21.11	-3.2%	COM NEW	344437405
DECK	DECKERS OUTDOOR CORP	4,764	$936K	0.0%	$19.56	+40.9%	COM	243537107
TRP	TC ENERGY CORP	21,900	$934K	0.0%	$37.32	-10.3%	COM	87807B107
—	BOSTON PRIVATE FINL HLDGS IN	134,900	$928K	0.0%	$6.88	—	COM	101119105
—	BMC STK HLDGS INC	36,813	$925K	0.0%	$17.74	—	COM	05591B109
IDT	IDT CORP	141,700	$925K	0.0%	$7.20	-18.1%	CL B NEW	448947507
CBRE	CBRE GROUP INC	20,421	$923K	0.0%	$38.57	+11.8%	CL A	12504L109
—	VISTA OUTDOOR INC	63,900	$923K	0.0%	$14.44	—	COM	928377100
SNBR	SLEEP NUMBER CORP	22,125	$921K	0.0%	$44.52	-28.6%	COM	83125X103
—	AMALGAMATED BK NEW YORK N Y	72,300	$914K	0.0%	$13.06	—	CLASS A	022663108
INSW	INTERNATIONAL SEAWAYS INC	55,900	$913K	0.0%	$13.61	0.0%	COM	Y41053102
THFF	FIRST FINL CORP IND	24,435	$900K	0.0%	$32.61	-13.7%	COM	320218100
CTBI	COMMUNITY TR BANCORP INC	26,895	$881K	0.0%	$29.49	-13.5%	COM	204149108
—	AVAYA HLDGS CORP	70,600	$873K	0.0%	$12.37	—	COM	05351X101
MYRG	MYR GROUP INC DEL	27,000	$862K	0.0%	$28.02	-2.4%	COM	55405W104
THRM	GENTHERM INC	22,100	$860K	0.0%	$37.86	0.0%	COM	37253A103
CW	CURTISS WRIGHT CORP	9,621	$859K	0.0%	$118.48	-21.5%	COM	231561101
VPG	VISHAY PRECISION GROUP INC	34,701	$853K	0.0%	$33.53	-32.9%	COM	92835K103
—	MAXIM INTEGRATED PRODS INC	14,048	$851K	0.0%	$58.59	—	COM	57772K101
—	TERRITORIAL BANCORP INC	35,484	$844K	0.0%	$26.91	—	COM	88145X108
—	RTI SURGICAL HOLDINGS INC	263,506	$838K	0.0%	$3.72	—	COM	74975N105
TBI	TRUEBLUE INC	54,800	$837K	0.0%	$15.88	-6.5%	COM	89785X101
HII	HUNTINGTON INGALLS INDS INC	4,777	$834K	0.0%	$163.22	0.0%	COM	446413106
JBL	JABIL INC	25,745	$826K	0.0%	$33.93	-17.2%	COM	466313103
OMAB	GRUPO AEROPORTUARIO DEL CENT	22,200	$825K	0.0%	$52.16	—	SPON ADR	400501102
SWK	STANLEY BLACK & DECKER INC	5,900	$822K	0.0%	$119.08	-15.1%	COM	854502101
SNX	SYNNEX CORP	6,838	$819K	0.0%	$53.22	-17.8%	COM	87162W100
AVY	AVERY DENNISON CORP	7,140	$815K	0.0%	$97.90	+1.9%	COM	053611109
NEU	NEWMARKET CORP	2,030	$813K	0.0%	$372.19	-1.7%	COM	651587107
MUSA	MURPHY USA INC	7,198	$810K	0.0%	$103.33	+3.1%	COM	626755102
—	FEDNAT HLDG CO	72,850	$806K	0.0%	$15.93	—	COM	31431B109
APD	AIR PRODS & CHEMS INC	3,300	$797K	0.0%	$196.05	+1.3%	COM	009158106
MBUU	MALIBU BOATS INC	15,200	$790K	0.0%	$39.95	0.0%	COM CL A	56117J100
GTX	GARRETT MOTION INC	142,300	$788K	0.0%	$4.88	0.0%	COM	366505105
DHX	DHI GROUP INC	365,300	$767K	0.0%	$3.60	-28.6%	COM	23331S100
GIII	G III APPAREL GROUP LTD	56,500	$751K	0.0%	$21.79	-49.5%	COM	36237H101
PCRX	PACIRA BIOSCIENCES	14,300	$750K	0.0%	$41.54	+0.6%	COM	695127100
RJF	RAYMOND JAMES FINL INC	10,875	$749K	0.0%	$52.23	-20.8%	COM	754730109
HUBG	HUB GROUP INC	15,600	$747K	0.0%	$23.09	0.0%	CL A	443320106
AIR	AAR CORP	36,100	$746K	0.0%	$36.38	-46.8%	COM	000361105
KT	KT CORP	75,600	$736K	0.0%	$7.78	—	SPONSORED ADR	48268K101
—	SURMODICS INC	17,000	$735K	0.0%	$43.24	—	COM	868873100
ALNT	ALLIED MOTION TECHNOLOGIES I	20,800	$734K	0.0%	$25.96	-21.2%	COM	019330109
—	NATIONAL INSTRS CORP	18,549	$718K	0.0%	$35.24	—	COM	636518102
JBSS	SANFILIPPO JOHN B & SON INC	8,400	$717K	0.0%	$80.61	+5.3%	COM	800422107
UTHR	UNITED THERAPEUTICS CORP DEL	5,900	$714K	0.0%	$95.05	+18.4%	COM	91307C102
WWW	WOLVERINE WORLD WIDE INC	29,745	$708K	0.0%	$23.90	-25.7%	COM	978097103
—	TRANSLATE BIO INC	39,400	$706K	0.0%	$17.92	—	COM	89374L104
DTE	DTE ENERGY CO	6,468	$695K	0.0%	$86.27	-15.2%	COM	233331107
WRB	BERKLEY W R CORP	12,114	$694K	0.0%	$26.24	-17.5%	COM	084423102
—	HANESBRANDS INC	60,951	$688K	0.0%	$16.73	—	COM	410345102
ACRE	ARES COML REAL ESTATE CORP	75,300	$687K	0.0%	$9.59	—	COM	04013V108
—	SEASPINE HLDGS CORP	65,200	$683K	0.0%	$8.62	—	COM	81255T108
WTTR	SELECT ENERGY SVCS INC	139,177	$682K	0.0%	$3.25	—	CL A COM	81617J301
DHIL	DIAMOND HILL INVESTMENT GROU	6,000	$682K	0.0%	$71.09	0.0%	COM NEW	25264R207
MAS	MASCO CORP	13,500	$678K	0.0%	$39.55	-0.4%	COM	574599106
JLL	JONES LANG LASALLE INC	6,488	$671K	0.0%	$137.04	-24.8%	COM	48020Q107
—	TRIPLE-S MGMT CORP	34,827	$662K	0.0%	$19.01	—	CL B	896749108
—	PROSPECT CAP CORP	675,000	$661K	0.0%	$0.98	—	NOTE 6.375% 3/0	74348TAT9
TBBK	BANCORP INC DEL	67,200	$659K	0.0%	$9.36	-19.5%	COM	05969A105
FCN	FTI CONSULTING INC	5,687	$651K	0.0%	$95.64	+26.5%	COM	302941109
—	NAUTILUS INC	69,200	$641K	0.0%	$9.26	—	COM	63910B102
HELE	HELEN OF TROY CORP LTD	3,400	$641K	0.0%	$115.59	+41.6%	COM	G4388N106
PKOH	PARK OHIO HLDGS CORP	38,100	$632K	0.0%	$25.55	-46.3%	COM	700666100
OOMA	OOMA INC	37,200	$613K	0.0%	$12.65	-1.0%	COM	683416101
NX	QUANEX BUILDING PRODUCTS COR	43,900	$609K	0.0%	$11.90	-7.8%	COM	747619104
—	HILL ROM HLDGS INC	5,476	$601K	0.0%	$105.66	—	COM	431475102
XRX	XEROX HOLDINGS CORP	38,950	$596K	0.0%	$34.97	-50.7%	COM NEW	98421M106
FLEX	FLEX LTD	58,130	$596K	0.0%	$8.63	-16.5%	ORD	Y2573F102
WEYS	WEYCO GROUP INC	27,208	$587K	0.0%	$29.39	-33.9%	COM	962149100
—	REXNORD CORP	19,800	$577K	0.0%	$26.06	—	COM	76169B102
HWKN	HAWKINS INC	13,500	$575K	0.0%	$18.97	0.0%	COM	420261109
ALSN	ALLISON TRANSMISSION HLDGS I	15,500	$570K	0.0%	$37.51	-13.0%	COM	01973R101
GNRC	GENERAC HLDGS INC	4,674	$570K	0.0%	$102.99	+2.2%	COM	368736104
NVDA	NVIDIA CORPORATION	1,500	$570K	0.0%	$7.11	+13.3%	COM	67066G104
CIVB	CIVISTA BANCSHARES INC	36,760	$566K	0.0%	$16.32	-25.5%	COM NO PAR	178867107
THG	HANOVER INS GROUP INC	5,500	$557K	0.0%	$107.46	-20.2%	COM	410867105
—	VAPOTHERM INC	13,600	$557K	0.0%	$40.96	—	COM	922107107
WU	WESTERN UN CO	25,400	$549K	0.0%	$21.61	—	COM	959802109
AVD	AMERICAN VANGUARD CORP	39,700	$546K	0.0%	$13.65	-4.1%	COM	030371108
EME	EMCOR GROUP INC	8,159	$540K	0.0%	$75.57	-18.8%	COM	29084Q100
ZEUS	OLYMPIC STEEL INC	45,400	$533K	0.0%	$17.83	-44.5%	COM	68162K106
BBAR	BANCO BBVA ARGENTINA S A	142,000	$532K	0.0%	$5.51	—	SPONSORED ADS	058934100
—	FERRO CORP	42,700	$510K	0.0%	$11.94	—	COM	315405100
NTCT	NETSCOUT SYS INC	19,700	$504K	0.0%	$25.84	0.0%	COM	64115T104
—	COMPANHIA PARANAENSE ENERG C	43,900	$499K	0.0%	$11.93	—	SPON ADR PFD	20441B407
—	PROTECTIVE INS CORP	32,800	$494K	0.0%	$18.51	—	CL B	74368L203
RL	RALPH LAUREN CORP	6,800	$493K	0.0%	$66.45	0.0%	CL A	751212101
PRK	PARK NATL CORP	6,968	$490K	0.0%	$73.17	0.0%	COM	700658107
ABG	ASBURY AUTOMOTIVE GROUP INC	6,300	$487K	0.0%	$68.75	-2.3%	COM	043436104
LCNB	LCNB CORP	30,306	$484K	0.0%	$11.79	-12.6%	COM	50181P100
CRUS	CIRRUS LOGIC INC	7,814	$483K	0.0%	$73.82	-7.4%	COM	172755100
EPM	EVOLUTION PETROLEUM CORP	169,500	$475K	0.0%	$4.14	-56.1%	COM	30049A107
—	CRANE CO	7,980	$474K	0.0%	$49.20	—	COM	224399105
—	EATON VANCE CORP	12,200	$471K	0.0%	$32.26	—	COM NON VTG	278265103
GHC	GRAHAM HLDGS CO	1,364	$467K	0.0%	$587.40	-43.6%	COM CL B	384637104
HURC	HURCO COMPANIES INC	16,400	$459K	0.0%	$37.36	-21.5%	COM	447324104
—	AMERICA MOVIL SAB DE CV	35,600	$452K	0.0%	$12.70	—	SPON ADR L SHS	02364W105
CCNE	CNB FINL CORP PA	25,144	$451K	0.0%	$21.11	-32.8%	COM	126128107
PBR	PETROLEO BRASILEIRO SA PETRO	54,500	$451K	0.0%	$12.53	—	SPONSORED ADR	71654V408
—	MACATAWA BK CORP	57,554	$450K	0.0%	$9.94	—	COM	554225102
CATO	CATO CORP NEW	54,500	$446K	0.0%	$7.50	0.0%	CL A	149205106
SD	SANDRIDGE ENERGY INC	345,800	$446K	0.0%	$5.10	-70.6%	COM NEW	80007P869
CTRN	CITI TRENDS INC	22,000	$445K	0.0%	$18.40	-28.8%	COM	17306X102
AVA	AVISTA CORP	12,200	$444K	0.0%	$36.42	-16.3%	COM	05379B107
KRO	KRONOS WORLDWIDE INC	41,800	$435K	0.0%	$6.91	0.0%	COM	50105F105
ADBE	ADOBE INC	1,000	$435K	0.0%	$204.83	+80.9%	COM	00724F101
—	CUSHMAN WAKEFIELD PLC	34,800	$434K	0.0%	$18.53	—	SHS	G2717B108
CEVA	CEVA INC	11,600	$434K	0.0%	$28.56	+12.3%	COM	157210105
—	PROVIDENCE SVC CORP	5,400	$426K	0.0%	$78.89	—	COM	743815102
LAD	LITHIA MTRS INC	2,783	$421K	0.0%	$128.45	-10.9%	CL A	536797103
VMI	VALMONT INDS INC	3,700	$420K	0.0%	$111.00	0.0%	COM	920253101
COLM	COLUMBIA SPORTSWEAR CO	5,159	$416K	0.0%	$81.08	-16.5%	COM	198516106
HOFT	HOOKER FURNITURE CORP	21,000	$408K	0.0%	$20.21	-20.8%	COM	439038100
NRIM	NORTHRIM BANCORP INC	16,044	$403K	0.0%	$6.89	-32.9%	COM	666762109
SWKS	SKYWORKS SOLUTIONS INC	3,100	$396K	0.0%	$68.44	+41.0%	COM	83088M102
REX	REX AMERICAN RESOURCES CORP	5,700	$395K	0.0%	$12.63	-21.4%	COM	761624105
RBCAA	REPUBLIC BANCORP INC KY	12,034	$394K	0.0%	$42.39	-25.4%	CL A	760281204
SLM	SLM CORP	56,100	$394K	0.0%	$7.47	0.0%	COM	78442P106
ONTO	ONTO INNOVATION INC	11,437	$389K	0.0%	$34.23	-5.0%	COM	683344105
—	NATIONAL CINEMEDIA INC	129,500	$385K	0.0%	$7.59	—	COM	635309107
POR	PORTLAND GEN ELEC CO	9,115	$381K	0.0%	$37.99	-4.8%	COM NEW	736508847
PLPC	PREFORMED LINE PRODS CO	7,400	$370K	0.0%	$55.49	-12.3%	COM	740444104
—	DRIL QUIP INC	12,400	$369K	0.0%	$29.76	—	COM	262037104
PIPR	PIPER SANDLER COMPANIES	6,000	$355K	0.0%	$56.35	0.0%	COM	724078100
—	REGIS CORP MINN	43,100	$353K	0.0%	$19.56	—	COM	758932107
—	PREMIER FINL BANCORP INC	27,203	$349K	0.0%	$15.70	—	COM	74050M105
PLXS	PLEXUS CORP	4,682	$330K	0.0%	$66.25	-6.3%	COM	729132100
SGU	STAR GROUP L P	37,300	$327K	0.0%	$9.52	-17.2%	UNIT LTD PARTNR	85512C105
—	BANKFINANCIAL CORP	37,700	$317K	0.0%	$14.87	—	COM	06643P104
ATNI	ATN INTL INC	5,200	$315K	0.0%	$50.91	0.0%	COM	00215F107
UTL	UNITIL CORP	7,000	$314K	0.0%	$59.49	-17.8%	COM	913259107
CMPR	CIMPRESS PLC	4,090	$312K	0.0%	$108.10	-34.1%	SHS EURO	G2143T103
KOF	COCA-COLA FEMSA SAB DE CV	7,100	$311K	0.0%	$43.80	—	SPONSORD ADR REP	191241108
MTX	MINERALS TECHNOLOGIES INC	6,600	$310K	0.0%	$47.10	-9.5%	COM	603158106
MCHX	MARCHEX INC	193,600	$306K	0.0%	$3.81	-60.3%	CL B	56624R108
—	IAC INTERACTIVECORP	900	$291K	0.0%	$179.29	—	COM	44919P508
FFIC	FLUSHING FINL CORP	24,900	$287K	0.0%	$15.05	-44.2%	COM	343873105
MTG	MGIC INVT CORP WIS	34,867	$286K	0.0%	$12.08	-38.1%	COM	552848103
REGN	REGENERON PHARMACEUTICALS	456	$284K	0.0%	$564.49	0.0%	COM	75886F107
—	AGROFRESH SOLUTIONS INC	91,300	$277K	0.0%	$3.34	—	COM	00856G109
HUN	HUNTSMAN CORP	15,300	$275K	0.0%	$23.66	-29.0%	COM	447011107
VSH	VISHAY INTERTECHNOLOGY INC	17,600	$269K	0.0%	$17.31	-19.9%	COM	928298108
ATEN	A10 NETWORKS INC	39,200	$267K	0.0%	$5.98	+5.1%	COM	002121101
AR	ANTERO RESOURCES CORP	104,200	$265K	0.0%	$7.21	-63.7%	COM	03674X106
BCC	BOISE CASCADE CO DEL	6,900	$260K	0.0%	$22.67	0.0%	COM	09739D100
WTBA	WEST BANCORPORATION INC	14,470	$253K	0.0%	$21.32	-19.0%	CAP STK	95123P106
VC	VISTEON CORP	3,700	$253K	0.0%	$80.83	-22.6%	COM NEW	92839U206
—	ESSA BANCORP INC	18,100	$252K	0.0%	$15.39	—	COM	29667D104
ZD	J2 GLOBAL INC	3,968	$251K	0.0%	$75.77	-13.7%	COM	48123V102
—	FOCUS FINL PARTNERS INC	7,500	$248K	0.0%	$33.07	—	COM CL A	34417P100
RMBS	RAMBUS INC DEL	15,900	$242K	0.0%	$11.97	+17.7%	COM	750917106
ACIW	ACI WORLDWIDE INC	8,800	$238K	0.0%	$26.14	0.0%	COM	004498101
IBN	ICICI BANK LIMITED	25,500	$237K	0.0%	$8.62	—	ADR	45104G104
STN	STANTEC INC	7,700	$237K	0.0%	$30.78	—	COM	85472N109
SHOO	MADDEN STEVEN LTD	9,500	$235K	0.0%	$30.92	-32.2%	COM	556269108
III	INFORMATION SVCS GROUP INC	113,000	$234K	0.0%	$3.50	-48.0%	COM	45675Y104
AKAM	AKAMAI TECHNOLOGIES INC	2,160	$231K	0.0%	$92.71	+8.4%	COM	00971T101
HCKT	HACKETT GROUP INC	16,900	$229K	0.0%	$16.45	-16.1%	COM	404609109
LBRT	LIBERTY OILFIELD SVCS INC	41,700	$229K	0.0%	$4.69	0.0%	COM CL A	53115L104
FLWS	FLWS/1-800 FLOWERS	11,200	$224K	0.0%	$19.71	0.0%	CL A	68243Q106
MBWM	MERCANTILE BANK CORP	9,900	$224K	0.0%	$17.76	0.0%	COM	587376104
CLX	CLOROX CO DEL	1,012	$222K	0.0%	$168.73	0.0%	COM	189054109
AME	AMETEK INC	2,444	$218K	0.0%	$86.70	-6.8%	COM	031100100
RVSB	RIVERVIEW BANCORP INC	38,622	$218K	0.0%	$6.11	-30.2%	COM	769397100
SWBI	SMITH & WESSON BRANDS INC	10,000	$215K	0.0%	$9.29	0.0%	COM	831754106
BELFB	BEL FUSE INC	19,851	$213K	0.0%	$21.18	-59.5%	CL B	077347300
UMC	UNITED MICROELECTRONICS CORP	79,400	$210K	0.0%	$1.87	—	SPON ADR NEW	910873405
SRRK	SCHOLAR ROCK HLDG CORP	11,500	$209K	0.0%	$17.04	0.0%	COM	80706P103
USFD	US FOODS HLDG CORP	10,500	$207K	0.0%	$33.49	-42.9%	COM	912008109
ESCA	ESCALADE INC	14,549	$203K	0.0%	$8.84	-16.2%	COM	296056104
ASB	ASSOCIATED BANC CORP	14,200	$194K	0.0%	$10.84	0.0%	COM	045487105
GEOS	GEOSPACE TECHNOLOGIES CORP	25,500	$192K	0.0%	$14.38	-53.7%	COM	37364X109
GRBK	GREEN BRICK PARTNERS INC	15,600	$185K	0.0%	$9.58	0.0%	COM	392709101
MWA	MUELLER WTR PRODS INC	19,600	$185K	0.0%	$9.97	-18.1%	COM SER A	624758108
—	TRUECAR INC	70,100	$181K	0.0%	$2.58	—	COM	89785L107
NAT	NORDIC AMERICAN TANKERS LIMI	41,900	$170K	0.0%	$4.74	0.0%	COM	G65773106
NGVC	NATURAL GROCERS BY VITAMIN C	10,300	$153K	0.0%	$8.87	0.0%	COM	63888U108
BSET	BASSETT FURNITURE INDS INC	20,800	$153K	0.0%	$13.07	-65.6%	COM	070203104
—	BERRY CORP	31,300	$151K	0.0%	$3.71	—	COM	08579X101
FTI	TECHNIPFMC PLC	21,363	$147K	0.0%	$5.72	0.0%	COM	G87110105
—	MIX TELEMATICS LTD	16,079	$139K	0.0%	$14.43	—	SPONSORED ADR	60688N102
—	FIRST FINANCIAL NORTHWEST IN	11,900	$115K	0.0%	$15.77	—	COM	32022K102
—	WIDEOPENWEST INC	21,600	$114K	0.0%	$7.42	—	COM	96758W101
—	LEAF GROUP LTD	31,100	$114K	0.0%	$8.01	—	COM	52177G102
BSBR	BANCO SANTANDER BRASIL S A	19,900	$104K	0.0%	$10.28	—	ADS REP 1 UNIT	05967A107
—	MDC PARTNERS INC	46,800	$97,000	0.0%	$2.04	—	CL A SUB VTG	552697104
—	GRITSTONE ONCOLOGY INC	14,200	$94,000	0.0%	$6.62	—	COM	39868T105
LPG	DORIAN LPG LTD	11,800	$91,000	0.0%	$8.28	0.0%	SHS USD	Y2106R110
—	SOGOU INC	20,700	$87,000	0.0%	$4.20	—	ADR REPSTG A	83409V104
—	KEZAR LIFE SCIENCES INC	16,000	$83,000	0.0%	$5.19	—	COM	49372L100
UBFO	UNITED SEC BANCSHARES CALIF	12,430	$83,000	0.0%	$6.91	-35.4%	COM	911460103
—	CEDAR REALTY TRUST INC	81,400	$81,000	0.0%	$3.20	—	COM NEW	150602209
RES	RPC INC	22,300	$69,000	0.0%	$2.79	0.0%	COM	749660106
—	EXTERRAN CORP	12,500	$67,000	0.0%	$5.36	—	COM	30227H106
—	MONTAGE RES CORP	15,300	$60,000	0.0%	$3.92	—	COM	61179L100
—	DENBURY RES INC	202,100	$56,000	0.0%	$1.60	—	COM NEW	247916208
—	EVOFEM BIOSCIENCES INC	18,593	$53,000	0.0%	$2.85	—	COM	30048L104
—	FORTUNA SILVER MINES INC	10,200	$52,000	0.0%	$4.08	—	COM	349915108
CX	CEMEX SAB DE CV	11,900	$34,000	0.0%	$2.10	—	SPON ADR NEW	151290889