Location: Philadelphia, PA
CIK: 0001158202 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 12, 2020
Total Value: $952M (98.4% shares, 1.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| MDRX | ALLSCRIPT MISYS HEALTCAR SOL | 1,761,325 | $17.29M | 1.8% | $9.81 * | $10.82 | -2.7% | COM | 01988P108 |
| SSP | SCRIPPS E W CO OHIO | 1,044,694 | $16.41M | 1.7% | $15.71 * | $11.77 | -8.8% | CL A NE | 811054402 |
| WAL | WESTERN ALLIANCE BANCORP | 275,806 | $15.72M | 1.7% | $57.00 * | $29.01 | +54.1% | COM | 957638109 |
| GDEN | GOLDEN ENTMT INC | 778,740 | $14.97M | 1.6% | $19.22 * | $19.18 | -24.2% | COM | 381013101 |
| STC | STEWART INFORMATION SVCS COR | 319,680 | $13.04M | 1.4% | $40.79 | $37.24 | +10.1% | COM | 860372101 |
| — | OXFORD IMMUNOTEC GLOBAL PLC | 769,055 | $12.77M | 1.3% | $16.60 | $15.97 | — | ORD SHS | G6855A103 |
| FBK | FB FINL CORP | 315,955 | $12.51M | 1.3% | $39.59 * | $36.19 | -3.3% | COM | 30257X104 |
| — | EASTERLY GOVT PPTYS INC | 518,272 | $12.3M | 1.3% | $23.73 | $21.24 | — | COM | 27616P103 |
| GTN | GRAY TELEVISION INC | 570,531 | $12.23M | 1.3% | $21.44 * | $12.92 | +43.7% | COM | 389375106 |
| — | R1 RCM INC | 939,891 | $12.2M | 1.3% | $12.98 | $9.07 | — | COM | 749397105 |
| OI | O-I GLASS INC | 999,006 | $11.92M | 1.3% | $11.93 * | $9.90 | 0.0% | COM | 67098H104 |
| NXST | NEXSTAR BROADCASTING GROUP I | 101,558 | $11.91M | 1.3% | $117.25 * | $36.08 | +139.5% | CL A | 65336K103 |
| SIMO | SILICON MOTION TECHNOLOGY CO | 216,334 | $10.97M | 1.2% | $50.71 | $39.36 | — | SPONSOR | 82706C108 |
| — | DISH NETWORK CORP | 11,505,000 | $10.51M | 1.1% | $0.91 | $0.90 | — | NOTE | 25470MAD1 |
| NXRT | NEXPOINT RESIDENTIAL | 212,452 | $9.56M | 1.0% | $45.00 | $41.66 | — | COM | 65341D102 |
| HUN | HUNTSMAN CORP | 391,053 | $9.448M | 1.0% | $24.16 * | $21.56 | +7.4% | COM | 447011107 |
| GTES | GATES INDUSTRIAL CORPRATIN | 662,993 | $9.123M | 1.0% | $13.76 * | $9.81 | +16.1% | COM | G39108108 |
| — | AMARIN CORP PLC | 423,855 | $9.087M | 1.0% | $21.44 | $15.16 | — | SPONS A | 023111206 |
| — | SYNEOS HEALTH INC | 152,163 | $9.05M | 1.0% | $59.48 | $53.21 | — | COM | 87166B102 |
| — | CRANE CO | 101,646 | $8.78M | 0.9% | $86.38 | $86.38 | — | COM | 224399105 |
| EYE | NATIONAL VISION HLDGS INC | 266,883 | $8.655M | 0.9% | $32.43 * | $30.98 | -11.3% | COM | 63845R107 |
| GTLS | CHART INDS INC | 127,866 | $8.63M | 0.9% | $67.49 * | $77.05 | -24.1% | COM PAR | 16115Q308 |
| AVAV | AEROVIRONMENT INC | 138,545 | $8.554M | 0.9% | $61.74 * | $54.88 | +9.2% | COM | 008073108 |
| RRR | RED ROCK RESORTS INC | 349,947 | $8.381M | 0.9% | $23.95 * | $22.09 | +0.7% | COM | 75700L108 |
| SMTC | SEMTECH CORP | 155,368 | $8.219M | 0.9% | $52.90 * | $30.93 | +61.9% | COM | 816850101 |
| PRKS | SEAWORLD ENTMT INC | 258,186 | $8.187M | 0.9% | $31.71 * | $18.49 | +56.0% | COM | 81282V100 |
| FIVN | FIVE9 INC | 124,045 | $8.135M | 0.9% | $65.58 * | $28.52 | +114.5% | COM | 338307101 |
| MTZ | MASTEC INC | 125,951 | $8.081M | 0.8% | $64.16 * | $50.06 | +31.5% | COM | 576323109 |
| EXEL | EXELIXIS INC | 456,587 | $8.045M | 0.8% | $17.62 * | $18.29 | -7.3% | COM | 30161Q104 |
| — | SINCLAIR BROADCAST GROUP INC | 234,767 | $7.827M | 0.8% | $33.34 | $33.03 | — | CL A | 829226109 |
| OPCH | Option Care Health Inc | 2,085,361 | $7.778M | 0.8% | $3.73 * | $13.52 | 0.0% | COM | 68404L201 |
| DIOD | DIODES INC | 134,634 | $7.589M | 0.8% | $56.37 * | $40.25 | +15.0% | COM | 254543101 |
| — | EVERI HLDGS INC | 562,032 | $7.548M | 0.8% | $13.43 | $7.47 | — | COM | 30034T103 |
| — | FORTUNA SILVER MINES INC | 1,824,872 | $7.445M | 0.8% | $4.08 | $3.13 | — | COM | 349915108 |
| — | VERITEX HLDGS INC | 254,633 | $7.417M | 0.8% | $29.13 | $24.79 | — | COM | 923451108 |
| FND | FLOOR & DECOR HLDGS INC | 145,421 | $7.389M | 0.8% | $50.81 * | $39.13 | +19.8% | COM | 339750101 |
| — | AVAYA HLDGS CORP | 538,615 | $7.271M | 0.8% | $13.50 | $10.23 | — | PUT | 05351X101 |
| — | CENTERSTATE BKS FLA INC | 289,960 | $7.243M | 0.8% | $24.98 | $23.16 | — | COM | 15201P109 |
| BJ | BJS WHSL CLUB HLDGS INC | 316,849 | $7.205M | 0.8% | $22.74 * | $24.08 | +2.6% | COM | 05550J101 |
| — | AEROJET ROCKETDYNE HLDGS INC | 157,709 | $7.201M | 0.8% | $45.66 | $45.66 | — | COM | 007800105 |
| — | PHYSICIANS RLTY TR | 373,303 | $7.07M | 0.7% | $18.94 | $18.47 | — | COM | 71943U104 |
| CACI | CACI INTL INC | 28,128 | $7.032M | 0.7% | $250.00 * | $215.64 | +7.9% | CL A | 127190304 |
| HFWA | HERITAGE FINL CORP WASH | 245,688 | $6.953M | 0.7% | $28.30 * | $27.60 | -0.0% | COM | 42722X106 |
| VAC | MARRIOTT VACATIONS WRLDWDE C | 53,588 | $6.9M | 0.7% | $128.76 * | $98.63 | +18.7% | COM | 57164Y107 |
| FBP | FIRST BANCORP P R | 649,117 | $6.874M | 0.7% | $10.59 * | $7.00 | +23.5% | COM NEW | 318672706 |
| MTH | MERITAGE HOMES CORP | 112,475 | $6.873M | 0.7% | $61.11 * | $33.37 | +2.8% | COM | 59001A102 |
| OMCL | OMNICELL INC | 83,533 | $6.826M | 0.7% | $81.72 * | $45.97 | +66.9% | COM | 68213N109 |
| — | WPX ENERGY INC | 496,370 | $6.82M | 0.7% | $13.74 | $11.45 | — | COM | 98212B103 |
| — | FERRO CORP | 436,041 | $6.466M | 0.7% | $14.83 | $14.83 | — | COM | 315405100 |
| PZZA | PAPA JOHNS INTL INC | 100,869 | $6.37M | 0.7% | $63.15 * | $40.17 | +26.2% | COM | 698813102 |
| — | HABIT RESTAURANTS INC | 588,803 | $6.141M | 0.6% | $10.43 | $11.24 | — | COM | 40449J103 |
| ANDE | ANDERSONS INC | 241,466 | $6.104M | 0.6% | $25.28 * | $22.66 | -16.1% | COM | 034164103 |
| PENN | PENN NATL GAMING INC | 235,356 | $6.016M | 0.6% | $25.56 * | $17.21 | +29.1% | COM | 707569109 |
| ALG | ALAMO GROUP INC | 47,778 | $5.999M | 0.6% | $125.56 * | $113.18 | 0.0% | COM | 011311107 |
| LFCR | LANDEC CORP | 528,999 | $5.983M | 0.6% | $11.31 * | $11.34 | -6.2% | COM | 514766104 |
| RMBS | RAMBUS INC DEL | 434,100 | $5.98M | 0.6% | $13.78 * | $12.54 | +7.1% | COM | 750917106 |
| — | SUMMIT MATLS INC | 246,102 | $5.882M | 0.6% | $23.90 | $16.85 | — | COM | 86614U100 |
| FIVE | Five Below Inc | 45,344 | $5.798M | 0.6% | $127.87 * | $66.42 | +88.6% | com | 33829M101 |
| CDLX | CARDLYTICS INC | 91,147 | $5.73M | 0.6% | $62.87 * | $17.65 | +177.0% | COM | 14161W105 |
| RVLV | REVOLVE GROUP INC | 311,035 | $5.711M | 0.6% | $18.36 * | $18.94 | 0.0% | COM | 76156B107 |
| LNWO | SCIENTIFIC GAMES CORP | 211,631 | $5.667M | 0.6% | $26.78 * | $21.96 | +17.3% | CL A | 80874P109 |
| OSUR | ORASURE TECHNOLOGIES INC | 697,984 | $5.605M | 0.6% | $8.03 | $14.25 | -43.3% | COM | 68554V108 |
| — | SANDY SPRING BANCORP INC | 147,926 | $5.603M | 0.6% | $37.88 | $37.54 | — | COM | 800363103 |
| ICUI | ICU MED INC | 28,900 | $5.408M | 0.6% | $187.13 * | $180.75 | -4.8% | COM | 44930G107 |
| — | NORTHERN OIL & GAS INC NEV | 2,305,504 | $5.395M | 0.6% | $2.34 | $2.19 | — | COM | 665531109 |
| ACGL | ARCH CAP GROUP LTD | 124,976 | $5.36M | 0.6% | $42.89 * | $28.95 | +36.3% | ORD | G0450A105 |
| OII | OCEANEERING INTL INC | 339,550 | $5.063M | 0.5% | $14.91 * | $15.05 | -7.6% | COM | 675232102 |
| — | GLATFELTER | 273,979 | $5.014M | 0.5% | $18.30 | $17.82 | — | COM | 377316104 |
| ABCB | AMERIS BANCORP | 115,832 | $4.927M | 0.5% | $42.54 * | $38.94 | 0.0% | COM | 03076K108 |
| CHGG | CHEGG INC | 129,765 | $4.919M | 0.5% | $37.91 * | $17.65 | +98.2% | COM | 163092109 |
| — | INSTALLED BLDG PRODS INC | 70,645 | $4.865M | 0.5% | $68.87 | $68.87 | — | COM | 45780r101 |
| GOGO | GOGO INC | 743,040 | $4.755M | 0.5% | $6.40 * | $12.14 | -52.1% | COM | 38046C109 |
| RIG | TRANSOCEAN LTD | 685,327 | $4.715M | 0.5% | $6.88 * | $7.77 | -33.7% | REG SHS | H8817H100 |
| — | NORBORD INC | 176,352 | $4.714M | 0.5% | $26.73 | $26.73 | — | COM | 65548p403 |
| — | GENMARK DIAGNOSTICS INC | 977,526 | $4.702M | 0.5% | $4.81 | $5.85 | — | COM | 372309104 |
| AORT | CRYOLIFE INC | 171,006 | $4.633M | 0.5% | $27.09 * | $25.63 | -4.1% | COM | 228903100 |
| — | MTS SYS CORP | 96,080 | $4.615M | 0.5% | $48.03 | $48.03 | — | COM | 553777103 |
| LXFR | LUXFER HOLDINGS PLC | 249,066 | $4.61M | 0.5% | $18.51 * | $17.21 | 0.0% | COM | G5698W116 |
| BURL | BURLINGTON STORES INC | 20,077 | $4.578M | 0.5% | $228.02 * | $128.97 | +62.1% | COM | 122017106 |
| PLNT | PLANET FITNESS INC | 60,668 | $4.531M | 0.5% | $74.69 * | $27.29 | +146.9% | COM | 72703H101 |
| WSFS | WSFS FINL CORP | 101,294 | $4.456M | 0.5% | $43.99 | $41.28 | +5.9% | COM | 929328102 |
| — | PDC ENERGY INC | 4,730,000 | $4.441M | 0.5% | $0.94 | $0.94 | — | NOTE | 69327RAD3 |
| LOVE | LOVESAC COMPANY | 273,453 | $4.389M | 0.5% | $16.05 * | $19.01 | -17.9% | COM | 54738L109 |
| — | COMMUNITY BANKERS TR CORP | 490,996 | $4.36M | 0.5% | $8.88 | $8.60 | — | COM | 203612106 |
| VOYA | VOYA FINL INC | 71,167 | $4.34M | 0.5% | $60.98 * | $39.46 | +29.1% | COM | 929089100 |
| TER | TERADYNE INC | 62,937 | $4.292M | 0.5% | $68.20 * | $36.02 | +71.7% | COM | 880770102 |
| LIVN | LIVANOVA PLC | 56,857 | $4.289M | 0.5% | $75.43 | $80.21 | -5.5% | COM | G5509L101 |
| FNF | FIDELITY NATIONAL FINANCIAL | 94,536 | $4.287M | 0.5% | $45.35 * | $26.65 | +26.3% | FNF GRO | 31620R303 |
| — | CONTINENTAL BLDG PRODS INC | 117,631 | $4.285M | 0.5% | $36.43 | $26.59 | — | COM | 211171103 |
| — | QTS RLTY TR INC | 78,201 | $4.244M | 0.4% | $54.27 | $54.27 | — | COM CL | 74736A103 |
| — | CARROLS RESTAURANT GROUP INC | 584,532 | $4.121M | 0.4% | $7.05 | $9.19 | — | COM | 14574X104 |
| IIPR | INNOVATIVE INDL PPTYS INC | 54,050 | $4.101M | 0.4% | $75.87 | $81.73 | — | COM | 45781V101 |
| BV | BRIGHTVIEW HLDGS INC | 242,905 | $4.098M | 0.4% | $16.87 * | $16.00 | +8.7% | COM | 10948C107 |
| ATKR | ATKORE INTL GROUP INC | 99,144 | $4.011M | 0.4% | $40.46 * | $23.88 | +49.4% | COM | 047649108 |
| — | SANDSTORM GOLD LTD | 536,283 | $3.995M | 0.4% | $7.45 | $5.64 | — | COM NEW | 80013R206 |
| — | CATALENT INC | 70,202 | $3.952M | 0.4% | $56.29 | $54.46 | — | COM | 148806102 |
| TRU | TRANSUNION | 45,540 | $3.899M | 0.4% | $85.62 * | $51.73 | +56.4% | COM | 89400J107 |
| ROAD | CONSTRUCTION PARTNERS INC | 230,699 | $3.892M | 0.4% | $16.87 * | $13.01 | +35.0% | COM | 21044C107 |
| ITRI | ITRON INC | 46,316 | $3.888M | 0.4% | $83.95 * | $59.56 | +32.2% | COM | 465741106 |
| OLLI | OLLIES BARGAIN OUTLT HLDGS | 58,030 | $3.79M | 0.4% | $65.31 * | $74.99 | -15.5% | COM | 681116109 |
| TYL | TYLER TECHNOLOGIES INC | 12,509 | $3.753M | 0.4% | $300.02 * | $177.38 | +57.0% | COM | 902252105 |
| CVU | CPI AEROSTRUCTURES INC | 552,747 | $3.72M | 0.4% | $6.73 * | $8.20 | -10.3% | COM NEW | 125919308 |
| ASPU | ASPEN GROUP INC | 464,724 | $3.718M | 0.4% | $8.00 * | $5.47 | +19.3% | COM | 04530L203 |
| SHBI | SHORE BANCSHARES INC | 211,269 | $3.668M | 0.4% | $17.36 * | $16.85 | -3.0% | COM | 825107105 |
| — | IAA INC | 76,780 | $3.613M | 0.4% | $47.06 | $39.64 | — | COM | 449253103 |
| — | PINNACLE FINL PARTNERS INC | 55,988 | $3.583M | 0.4% | $64.00 | $59.21 | — | COM | 72346Q104 |
| — | ENTEGRA FINL CORP | 117,608 | $3.547M | 0.4% | $30.16 | $24.28 | — | COM | 29363J108 |
| — | CAPSTAR FINL HLDGS INC | 209,195 | $3.483M | 0.4% | $16.65 | $17.74 | — | COM | 14070T102 |
| — | ZYNGA INC | 562,572 | $3.443M | 0.4% | $6.12 | $4.10 | — | CL A | 98986T108 |
| EPRT | ESSENTIAL PPTYS RLTY TR INC | 137,637 | $3.415M | 0.4% | $24.81 | $22.91 | — | COM | 29670E107 |
| MLM | MARTIN MARIETTA MATLS INC | 12,164 | $3.402M | 0.4% | $279.68 * | $177.65 | +43.9% | COM | 573284106 |
| SSRM | SSR MNG INC | 176,580 | $3.401M | 0.4% | $19.26 * | $15.38 | +1.2% | COM | 784730103 |
| — | FRANKS INTL N V | 656,074 | $3.392M | 0.4% | $5.17 | $4.83 | — | COM | N33462107 |
| — | AMC ENTMT HLDGS INC | 467,247 | $3.383M | 0.4% | $7.24 | $14.75 | — | CL A CO | 00165C104 |
| MAS | MASCO CORP | 69,789 | $3.349M | 0.4% | $47.99 * | $33.34 | +23.1% | COM | 574599106 |
| — | LIBERTY MEDIA CORP DELAWARE | 69,065 | $3.339M | 0.4% | $48.35 | $38.62 | — | COM | 531229409 |
| — | EVANS BANCORP INC | 83,243 | $3.338M | 0.4% | $40.10 | $37.68 | — | COM NEW | 29911Q208 |
| — | MARVELL TECHNOLOGY GROUP LTD | 123,441 | $3.279M | 0.3% | $26.56 | $28.36 | — | ORD | G5876H105 |
| SFST | SOUTHERN FIRST BANCSHARES IN | 77,003 | $3.272M | 0.3% | $42.49 | $41.52 | +0.3% | COM | 842873101 |
| CPT | CAMDEN PPTY TR | 30,770 | $3.265M | 0.3% | $106.11 * | $77.28 | +16.1% | SH BEN | 133131102 |
| — | CORE LABORATORIES N V | 86,489 | $3.258M | 0.3% | $37.67 | $46.62 | — | COM | N22717107 |
| — | IAC INTERACTIVECORP | 12,830 | $3.196M | 0.3% | $249.10 | $230.73 | — | COM PAR | 44919P508 |
| SMBK | SMARTFINANCIAL INC | 133,020 | $3.146M | 0.3% | $23.65 * | $23.40 | -6.0% | COM | 83190L208 |
| GDDY | GODADDY INC | 46,070 | $3.129M | 0.3% | $67.92 * | $58.19 | +13.6% | COM | 380237107 |
| PSTL | POSTAL REALTY TRUST INC | 183,881 | $3.117M | 0.3% | $16.95 | $15.82 | — | COM | 73757R102 |
| — | AQUA AMERICA INC | 65,436 | $3.072M | 0.3% | $46.95 | $40.41 | — | COM | 03836W103 |
| HII | HUNTING INGALLS IN | 12,202 | $3.061M | 0.3% | $250.86 * | $185.23 | +11.4% | COM | 446413106 |
| FBNC | FIRST BANCORP N C | 75,918 | $3.03M | 0.3% | $39.91 * | $31.03 | +6.7% | COM | 318910106 |
| TITN | TITAN MACHY INC | 197,863 | $2.924M | 0.3% | $14.78 * | $15.58 | 0.0% | COM | 88830R101 |
| ATEC | ALPHATEC HOLDINGS INC | 407,077 | $2.888M | 0.3% | $7.09 * | $1.94 | +230.3% | COM | 02081G201 |
| — | PETIQ INC | 114,931 | $2.879M | 0.3% | $25.05 | $25.05 | — | COM | 71639T106 |
| — | MGM GROWTH PPTYS LLC | 92,547 | $2.866M | 0.3% | $30.97 | $33.25 | — | COM | 55303A105 |
| INVH | INVITATION HOMES INC | 94,425 | $2.83M | 0.3% | $29.97 * | $18.19 | +38.1% | COM | 46187W107 |
| URI | UNITED RENTALS INC | 16,877 | $2.815M | 0.3% | $166.80 * | $113.32 | +24.1% | COM | 911363109 |
| AXGN | AXOGEN INC | 156,231 | $2.795M | 0.3% | $17.89 * | $22.36 | -33.9% | COM | 05463X106 |
| ELAN | ELANCO ANIMAL HEALTH INC | 94,366 | $2.779M | 0.3% | $29.45 * | $31.87 | -14.7% | COM | 28414H103 |
| — | INNOPHOS HOLDINGS INC | 86,293 | $2.76M | 0.3% | $31.98 | $34.54 | — | COM | 45774N108 |
| — | HEALTHCARE TR AMER INC | 90,444 | $2.739M | 0.3% | $30.28 | $45.82 | — | CL A | 42225P501 |
| — | AVANTOR INC | 149,302 | $2.71M | 0.3% | $18.15 | $18.15 | — | COM | 05352a100 |
| LW | LAMB WESTON HLDGS INC | 31,273 | $2.69M | 0.3% | $86.02 * | $64.79 | +12.8% | COM | 513272104 |
| MRTN | MARTEN TRANS LTD | 124,882 | $2.684M | 0.3% | $21.49 * | $10.39 | +19.7% | COM | 573075108 |
| TFX | TELEFLEX INC | 7,124 | $2.682M | 0.3% | $376.47 * | $261.83 | +26.7% | COM | 879369106 |
| ALLE | ALLEGION PUB LTD CO | 21,481 | $2.675M | 0.3% | $124.53 * | $79.63 | +33.9% | ORD SHS | G0176J109 |
| — | TEVA PHARMACEUTICAL FIN LLC | 2,799,000 | $2.653M | 0.3% | $0.95 | $0.92 | — | DBCV | 88163VAE9 |
| RGA | REINSURANCE GROUP AMER INC | 16,160 | $2.635M | 0.3% | $163.06 | $145.25 | +11.4% | COM NEW | 759351604 |
| IWM | ISHARES TR | 15,875 | $2.63M | 0.3% | $165.67 | $165.67 | — | COM | 464287655 |
| MTN | VAIL RESORTS INC | 10,815 | $2.594M | 0.3% | $239.85 | $212.77 | +11.2% | COM | 91879Q109 |
| — | CHUYS HLDGS INC | 99,823 | $2.587M | 0.3% | $25.92 | $26.18 | — | COM | 171604101 |
| SWKS | SKYWORKS SOLUTIONS INC | 21,097 | $2.55M | 0.3% | $120.87 * | $71.46 | +18.7% | COM | 83088M102 |
| FCCO | FIRST CMNTY CORP S C | 117,265 | $2.534M | 0.3% | $21.61 * | $18.49 | -8.5% | COM | 319835104 |
| MSEX | MIDDLESEX WATER CO | 39,789 | $2.529M | 0.3% | $63.56 | $63.36 | 0.0% | COM | 596680108 |
| CMC | COMMERCIAL METALS CO | 112,296 | $2.501M | 0.3% | $22.27 * | $16.48 | +11.0% | COM | 201723103 |
| SUI | SUN COMMUNITIES INC | 16,458 | $2.47M | 0.3% | $150.08 | $148.43 | — | COM | 866674104 |
| VXF | VANGUARD INDEX FDS | 19,542 | $2.462M | 0.3% | $125.99 | $252.53 | — | EXTEND | 922908652 |
| NICE | NICE SYS LTD | 15,687 | $2.434M | 0.3% | $155.16 | $67.15 | — | SPONSOR | 653656108 |
| OBK | ORIGIN BANCORP INC | 63,698 | $2.41M | 0.3% | $37.83 * | $33.97 | +3.2% | COM | 68621T102 |
| — | WHITING PETROLEUM CORP | 2,457,000 | $2.398M | 0.3% | $0.98 | $0.97 | — | COM | 966387AL6 |
| — | CONTINENTAL RESOURCES INC | 69,405 | $2.381M | 0.3% | $34.31 | $34.31 | — | COM | 212015101 |
| — | SOUTHERN NATL BANCORP OF VA | 145,331 | $2.376M | 0.2% | $16.35 | $14.81 | — | COM | 843395104 |
| — | CAROLINA FINL CORP NEW | 54,307 | $2.348M | 0.2% | $43.24 | $35.33 | — | COM | 143873107 |
| ALSN | ALLISON TRANSMISSION HLDGS I | 47,910 | $2.315M | 0.2% | $48.32 * | $40.67 | +3.2% | COM | 01973R101 |
| MRCY | MERCURY COMPUTER SYS | 33,375 | $2.307M | 0.2% | $69.12 * | $49.87 | +44.5% | COM | 589378108 |
| — | AMALGAMATED BK NEW YORK N Y | 114,382 | $2.225M | 0.2% | $19.45 | $17.42 | — | COM | 022663108 |
| QTWO | Q2 HLDGS INC | 27,124 | $2.199M | 0.2% | $81.07 * | $37.81 | +103.2% | COM | 74736L109 |
| ORA | ORMAT TECHNOLOGIES INC | 29,318 | $2.185M | 0.2% | $74.53 * | $59.28 | +22.9% | COM | 686688102 |
| WBS | WEBSTER FINL CORP CONN | 40,852 | $2.18M | 0.2% | $53.36 * | $47.15 | +2.0% | COM | 947890109 |
| BOKF | BOK FINL CORP | 24,842 | $2.171M | 0.2% | $87.39 * | $68.32 | +1.3% | COM NEW | 05561Q201 |
| — | CYRUSONE INC COM | 32,337 | $2.116M | 0.2% | $65.44 | $61.88 | — | COM | 23283R100 |
| SNDR | SCHNEIDER NATIONAL INC | 96,510 | $2.106M | 0.2% | $21.82 * | $24.44 | -7.9% | COM | 80689H102 |
| TGLS | TECNOGLASS INC | 254,834 | $2.102M | 0.2% | $8.25 * | $6.25 | +20.1% | COM | G87264100 |
| FANG | DIAMONDBACK ENERGY INC | 21,524 | $1.999M | 0.2% | $92.87 * | $81.08 | -20.1% | COM | 25278X109 |
| BYD | BOYD GAMING CORP | 65,859 | $1.972M | 0.2% | $29.94 * | $24.72 | +9.0% | COM | 103304101 |
| FUL | FULLER H B CO | 37,451 | $1.931M | 0.2% | $51.56 * | $45.90 | -0.4% | COM | 359694106 |
| — | ORBCOMM INC | 416,182 | $1.752M | 0.2% | $4.21 | $7.75 | — | COM | 68555P100 |
| LYV | LIVE NATION INC | 24,479 | $1.75M | 0.2% | $71.49 * | $44.83 | +51.2% | COM | 538034109 |
| — | BIODELIVERY SCIENCES INTL IN | 274,945 | $1.738M | 0.2% | $6.32 | $4.39 | — | COM | 09060J106 |
| OPLN | KAR AUCTION SVCS INC | 77,770 | $1.695M | 0.2% | $21.80 * | $20.76 | +9.8% | COM | 48238T109 |
| — | BLACK KNIGHT INC | 25,993 | $1.676M | 0.2% | $64.48 | $51.49 | — | COM | 09215C105 |
| — | OPTION CARE HEALTH INC | 441,128 | $1.645M | 0.2% | $3.73 | $3.20 | — | COM | 68404L102 |
| PINE | ALPINE INCOME PPTY TR INC | 83,708 | $1.593M | 0.2% | $19.03 | $19.03 | — | COM | 02083X103 |
| — | PRA HEALTH SCIENCES INC | 14,247 | $1.584M | 0.2% | $111.18 | $111.18 | — | COM | 69354m108 |
| ISTR | INVESTAR HLDG CORP | 64,600 | $1.55M | 0.2% | $23.99 * | $21.49 | +14.5% | COM | 46134L105 |
| — | RECRO PHARMA INC | 83,008 | $1.522M | 0.2% | $18.34 | $10.17 | — | COM | 75629F109 |
| ANGO | ANGIODYNAMICS INC | 94,087 | $1.506M | 0.2% | $16.01 * | $20.64 | -26.0% | COM | 03475V101 |
| EBMT | EAGLE BANCORP MONT INC | 58,680 | $1.255M | 0.1% | $21.39 * | $15.13 | +7.5% | COM | 26942G100 |
| — | ARCH COAL INC | 15,749 | $1.13M | 0.1% | $71.75 | $82.49 | — | COM | 039380407 |
| — | RELIANT BANCORP INC | 49,020 | $1.09M | 0.1% | $22.24 | $22.77 | — | COM | 75956B101 |
| ORRF | ORRSTOWN FINL SVCS INC | 48,058 | $1.087M | 0.1% | $22.62 * | $19.26 | -8.0% | COM | 687380105 |
| — | MALVERN BANCORP INC | 44,564 | $1.029M | 0.1% | $23.09 | $19.80 | — | COM | 561409103 |
| — | AKOUSTIS TECHNOLOGIES INC | 124,302 | $994K | 0.1% | $8.00 | $8.00 | — | COM | 00973n102 |
| GLPI | GAMING & LEISURE PPTYS INC | 22,755 | $980K | 0.1% | $43.07 | $37.83 | — | COM | 36467J108 |
| SPFI | SOUTH PLAINS FINANCIAL INC | 46,638 | $973K | 0.1% | $20.86 * | $17.65 | +2.9% | COM | 83946P107 |
| — | OLD POINT FINL CORP | 34,028 | $935K | 0.1% | $27.48 | $28.43 | — | COM | 680194107 |
| LASR | NLIGHT INC | 44,684 | $906K | 0.1% | $20.28 * | $17.24 | 0.0% | COM | 65487K100 |
| GPN | GLOBAL PMTS INC | 4,772 | $871K | 0.1% | $182.52 * | $109.83 | +48.9% | COM | 37940X102 |
| — | INTERXION HOLDING N.V | 10,364 | $869K | 0.1% | $83.85 | $43.56 | — | SHS | N47279109 |
| WYNN | WYNN RESORTS LTD | 6,002 | $833K | 0.1% | $138.79 * | $113.46 | +3.0% | COM | 983134107 |
| VST | VISTRA ENERGY CORP | 35,499 | $816K | 0.1% | $22.99 * | $18.68 | +20.0% | COM | 92840M102 |
| VO | VANGUARD INDEX FDS | 4,030 | $718K | 0.1% | $178.16 | $178.16 | — | MID CAP | 922908629 |
| COLD | AMERICOLD RLTY TR | 18,744 | $657K | 0.1% | $35.05 | $37.07 | — | PUT | 03064D108 |
| ROKU | ROKU INC | 4,837 | $648K | 0.1% | $133.97 * | $44.95 | +205.7% | COM | 77543R102 |
| — | BEASLEY BROADCAST GROUP INC | 194,556 | $601K | 0.1% | $3.09 | $6.10 | — | CL A | 074014101 |
| WTRG | Essential Utilities Inc | 11,764 | $552K | 0.1% | $46.92 * | $45.04 | 0.0% | COM | 29670G102 |
| AME | AMETEK INC NEW | 5,191 | $518K | 0.1% | $99.79 * | $80.41 | +13.1% | COM | 031100100 |
| GIII | G-III APPAREL GROUP LTD | 14,166 | $475K | 0.0% | $33.53 * | $33.32 | -15.3% | COM | 36237H101 |
| ZION | ZIONS BANCORPORATION | 8,236 | $428K | 0.0% | $51.97 * | $45.07 | +7.7% | COM | 989701107 |
| — | KIRKLAND LAKE GOLD LTD | 9,086 | $400K | 0.0% | $44.02 | $44.77 | — | COM | 49741E100 |
| STLD | STEEL DYNAMICS INC | 10,489 | $357K | 0.0% | $34.04 * | $30.67 | -8.0% | COM | 858119100 |
| ALRS | ALERUS FINL CORP | 13,587 | $310K | 0.0% | $22.82 * | $16.34 | +9.7% | COM | 01446U103 |
| AA | ALCOA CORP COM | 10,600 | $228K | 0.0% | $21.51 * | $19.77 | 0.0% | COM | 013872106 |
| VTI | VANGUARD INDEX FDS | 1,263 | $207K | 0.0% | $163.90 | $163.90 | — | STK MRK | 922908769 |
| MA | MASTERCARD INC | 677 | $202K | 0.0% | $298.38 * | $272.58 | 0.0% | CL A | 57636Q104 |
| — | QUMU CORP | 62,689 | $164K | 0.0% | $2.62 | $2.62 | — | COM | 749063103 |
| FLL | FULL HOUSE RESORTS INC | 38,564 | $129K | 0.0% | $3.35 * | $3.22 | -9.6% | COM | 359678109 |
| — | TEEKAY CORPORATION | 75,000 | $66,000 | 0.0% | $0.88 | $0.88 | — | NOTE | 87900YAE3 |