2016-Q2

Company	Shares change	Shares owned end of quarter	Transaction type	Price range
AAON, Inc. US0003602069	+226K	922K	BUY
AAR Corp. US0003611052	+83K	128K	BUY
ABB Ltd US0003752047	-331K	12K	SELL
ACCO Brands Corporation US00081T1088	+209K	352K	BUY
A. H. Belo Corporation US0012821023	+12K	145K	BUY
The AES Corporation US00130H1059	+1.5M	1.9M	BUY
AMC Networks Inc. US00164V1035	+310K	728K	BUY
AMN Healthcare Services, Inc. US0017441017	+111K	251K	BUY
A-Mark Precious Metals, Inc. US00181T1079	+63K	83K	BUY
ANI Pharmaceuticals, Inc. US00182C1036	+19K	74K	BUY
ATA Creativity Global US00211V1061	-1.1K	20K	SELL
A10 Networks, Inc. US0021211018	-42K	1.6M	SELL
ARC Group Worldwide, Inc. US00213H1059	+16K	96K	BUY
AXT, Inc. US00246W1036	+319K	801K	BUY
AZZ Inc. US0024741045	+32K	44K	BUY
AbbVie Inc. US00287Y1091	-345K	1.2M	SELL
Abercrombie & Fitch Co. US0028962076	+104K	1.5M	BUY
Abiomed, Inc. US0036541003	+335K	622K	BUY
Acacia Research Corporation US0038813079	+240K	2.4M	BUY
Acadia Healthcare Company, Inc. US00404A1097	-215K	65K	SELL
Accuray Incorporated US0043971052	+538K	3.3M	BUY
Acme United Corporation US0048161048	+3.7K	102K	BUY
Activision Blizzard, Inc. US00507V1098	-1.5M	923K	SELL
Acuity Brands, Inc. US00508Y1029	-72K	44K	SELL
Acura Pharmaceuticals, Inc. US00509L8028	+18K	76K	BUY
Adams Resources & Energy, Inc. US0063513081	+2.3K	278K	BUY
Adaptimmune Therapeutics plc US00653A1079	+76K	189K	BUY
Addus HomeCare Corporation US0067391062	-49K	84K	SELL
Adobe Inc. US00724F1012	+297K	344K	BUY
Advance Auto Parts, Inc. US00751Y1064	+136K	393K	BUY
Aehr Test Systems US00760J1088	-9.5K	75K	SELL
Aerojet Rocketdyne Holdings, Inc. US0078001056	+58K	1.3M	BUY
Advanced Micro Devices, Inc. US0079031078	+8.9M	9.7M	BUY
Advanced Drainage Systems, Inc. US00790R1041	-30K	10K	SELL
Advanced Energy Industries, Inc. US0079731008	-79K	312K	SELL
AeroVironment, Inc. US0080731088	+121K	212K	BUY
Agilent Technologies, Inc. US00846U1016	-336K	419K	SELL
Agilysys, Inc. US00847J1051	+23K	185K	BUY
Air Lease Corporation US00912X3026	+52K	101K	BUY
Air T, Inc. US0092071010	+600	229K	BUY
Air Transport Services Group, Inc. US00922R1059	-172K	670K	SELL
Akamai Technologies, Inc. US00971T1016	-434K	333K	SELL
Akebia Therapeutics, Inc. US00972D1054	-4.2K	24K	SELL
Alamo Group Inc. US0113111076	-29K	15K	SELL
Alarm.com Holdings, Inc. US0116421050	-71K	217K	SELL
Alaska Air Group, Inc. US0116591092	-864K	3.2M	SELL
Alaska Communications Systems Group, Inc. US01167P1012	+43K	1.4M	BUY
Albany International Corp. US0123481089	+92K	854K	BUY
Alexander & Baldwin, Inc. US0144911049	+13K	208K	BUY
Alexander's, Inc. US0147521092	+1.9K	22K	BUY
Alexandria Real Estate Equities, Inc. US0152711091	-198K	107K	SELL
Alico, Inc. US0162301040	-13K	60K	SELL
Align Technology, Inc. US0162551016	+138K	839K	BUY
Alleghany Corporation US0171751003	-14K	41K	SELL
Allegiant Travel Company US01748X1028	-132K	1.2M	SELL
ALLETE, Inc. US0185223007	-52K	65K	SELL
Alliance Resource Partners, L.P. US01877R1086	-536K	152K	SELL
AllianceBernstein Holding L.P. US01881G1067	-129K	23K	SELL
Allient Inc. US0193301092	+600	101K	BUY
Allison Transmission Holdings, Inc. US01973R1014	+1.9K	269K	BUY
Veradigm Inc. US01988P1084	-306K	252K	SELL
The Allstate Corporation US0200021014	-143K	465K	SELL
Ally Financial Inc. US02005N1000	+570K	652K	BUY
Alnylam Pharmaceuticals, Inc. US02043Q1076	-195K	19K	SELL
Alpha Pro Tech, Ltd. US0207721095	+3.4K	1.4M	BUY
Alphabet Inc. US02079K1079	-28M	38M	SELL
Alphabet Inc. US02079K3059	-47M	19M	SELL
Altra Industrial Motion Corp. US02208R1068	+147K	195K	BUY
Altria Group, Inc. US02209S1033	-13K	761K	SELL
Aluminum Corporation of China Limited US0222761092	+78K	266K	BUY
Amazon.com, Inc. US0231351067	+4.7M	4.8M	BUY	$25.67–$32.58
Ambac Financial Group, Inc. US0231398845	-36K	65K	SELL
Ambev S.A. US02319V1035	+557K	15M	BUY
AMCON Distributing Company US02341Q2057	+100	9.3K	BUY
Amedisys, Inc. US0234361089	+2.1K	633K	BUY
U-Haul Holding Company US0235861004	-129K	122K	SELL
Ameren Corporation US0236081024	-689K	697K	SELL
Ameresco, Inc. US02361E1082	+128K	158K	BUY
American Assets Trust, Inc. US0240131047	+20K	31K	BUY
American Axle & Manufacturing Holdings, Inc. US0240611030	-90K	129K	SELL
American Campus Communities, Inc. US0248351001	-233K	564K	SELL
American Electric Power Company, Inc. US0255371017	-250K	2.1M	SELL
American Eagle Outfitters, Inc. US02553E1064	+1.1M	1.3M	BUY
American Express Company US0258161092	+287K	1.4M	BUY	$51.66–$59.54
American Financial Group, Inc. US0259321042	-113K	171K	SELL
American Homes 4 Rent US02665T3068	-270K	1.3M	SELL
American National Bankshares Inc. US0277451086	+6.8K	75K	BUY
American Public Education, Inc. US02913V1035	+75K	675K	BUY
American Realty Investors, Inc. US0291741090	+1.8K	16K	BUY
American Software, Inc. US0296831094	+17K	1.8M	BUY
American States Water Company US0298991011	-103K	811K	SELL
American Superconductor Corporation US0301112076	+49K	368K	BUY
American Tower Corporation US03027X1000	+82K	594K	BUY
American Vanguard Corporation US0303711081	+117K	267K	BUY
American Water Works Company, Inc. US0304201033	-754K	159K	SELL
American Woodmark Corporation US0305061097	+4.3K	708K	BUY
AMERISAFE, Inc. US03071H1005	-46K	59K	SELL
AmeriServ Financial, Inc. US03074A1025	+10K	344K	BUY
Ameris Bancorp US03076K1088	-107K	346K	SELL
Ames National Corporation US0310011004	+11K	61K	BUY
AMETEK, Inc. US0311001004	-914K	226K	SELL
Amgen Inc. US0311621009	+695K	1.2M	BUY
Amkor Technology, Inc. US0316521006	+408K	3.1M	BUY
Ampco-Pittsburgh Corporation US0320371034	+141K	373K	BUY
Amphenol Corporation US0320951017	+1.5M	1.7M	BUY
AMREP Corporation US0321591051	+1.4K	62K	BUY
Amtech Systems, Inc. US0323325045	+4.6K	60K	BUY
Analog Devices, Inc. US0326541051	+410K	438K	BUY
The Andersons, Inc. US0341641035	-3.2K	497K	SELL
AngioDynamics, Inc. US03475V1017	+56K	494K	BUY
Anheuser-Busch InBev SA/NV US03524A1088	-184K	213K	SELL
Anika Therapeutics, Inc. US0352551081	-29K	271K	SELL
Antares Pharma, Inc. US0366421065	+487K	2.7M	BUY
Antero Resources Corporation US03674X1063	-262K	15K	SELL
Elevance Health Inc. US0367521038	+790K	1.2M	BUY
Apogee Enterprises, Inc. US0375981091	-2.9K	165K	SELL
Apple Inc. US0378331005	-13M	4.4M	SELL	$19.79–$24.84
Applied Industrial Technologies, Inc. US03820C1053	+25K	121K	BUY
Applied Genetic Technologies Corporation US03820J1007	+48K	120K	BUY
Applied Materials, Inc. US0382221051	+4.6M	5.3M	BUY
AptarGroup, Inc. US0383361039	-287K	196K	SELL
Aramark US03852U1060	-748K	644K	SELL
Arbor Realty Trust, Inc. US0389231087	+30K	279K	BUY
ArcBest Corporation US03937C1053	-171K	454K	SELL
Archrock, Inc. US03957W1062	+15K	343K	BUY
Argan, Inc. US04010E1091	+2.6K	753K	BUY
Ares Commercial Real Estate Corporation US04013V1089	-277K	304K	SELL
Ark Restaurants Corp. US0407121013	+2.8K	68K	BUY
Arlington Asset Investment Corp. US0413562051	+227K	624K	BUY
Armada Hoffler Properties, Inc. US04208T1088	+366K	1.3M	BUY
Armstrong World Industries, Inc. US04247X1028	+21K	155K	BUY
Arrow Electronics, Inc. US0427351004	-170K	6.1K	SELL
Arrow Financial Corporation US0427441029	-14K	370K	SELL
Artesian Resources Corporation US0431132085	-8.4K	217K	SELL
Artisan Partners Asset Management Inc. US04316A1088	-31K	7.9K	SELL
Ashford Inc. US0441041078	-7.9K	7.5K	SELL
Aspen Aerogels, Inc. US04523Y1055	+73K	220K	BUY
Associated Banc-Corp US0454871056	+85K	214K	BUY
Assurant, Inc. US04621X1081	-60K	351K	SELL
AstraZeneca PLC US0463531089	+283K	6M	BUY
AstroNova, Inc. US04638F1084	+2.6K	141K	BUY
Astronics Corporation US0464331083	-33K	116K	SELL
Atlantic American Corporation US0482091008	-100	47K	SELL
Atlanticus Holdings Corporation US04914Y1029	+700	11K	BUY
Atlas Air Worldwide Holdings, Inc. US0491642056	-96K	22K	SELL
Atmos Energy Corporation US0495601058	-351K	35K	SELL
AtriCure, Inc. US04963C2098	-24K	91K	SELL
Atrion Corporation US0499041053	+500	29K	BUY
Autodesk, Inc. US0527691069	+197K	481K	BUY
Automatic Data Processing, Inc. US0530151036	+366K	659K	BUY
AutoZone, Inc. US0533321024	+18K	30K	BUY
AvalonBay Communities, Inc. US0534841012	-439K	912K	SELL
Avangrid, Inc. US05351W1036	+107K	125K	BUY
Avery Dennison Corporation US0536111091	-106K	666K	SELL
Avis Budget Group, Inc. US0537741052	-385K	133K	SELL
Aware, Inc. US05453N1000	+27K	663K	BUY
AxoGen, Inc. US05463X1063	+138K	175K	BUY
B&G Foods, Inc. US05508R1068	+137K	220K	BUY
BCB Bancorp, Inc. US0552981039	+26K	60K	BUY
BGC Partners, Inc. US05541T1016	-1.3M	1.5M	SELL
BHP Group Limited US05545E2090	+292K	594K	BUY
BP p.l.c. US0556221044	+495K	1.5M	BUY
BRT Apartments Corp. US0556453035	+1.1K	87K	BUY
BWX Technologies, Inc. US05605H1005	-77K	885K	SELL
Balchem Corporation US0576652004	-32K	11K	SELL
Ball Corporation US0584981064	+143K	1.3M	BUY
BancFirst Corporation US05945F1030	+54K	232K	BUY
Banco de Chile US0595201064	+263K	1.5M	BUY
Banco Macro S.A. US05961W1053	-39K	2.7K	SELL
Banco Santander, S.A. US05964H1059	-1.9K	431K	SELL
Banco Santander-Chile US05965X1090	+345K	968K	BUY
Bancolombia S.A. US05968L1026	+160K	230K	BUY
The Bancorp, Inc. US05969A1051	-500	163K	SELL
Bank of Hawaii Corporation US0625401098	-35K	83K	SELL
Bank of Marin Bancorp US0634251021	+24K	213K	BUY
BankFinancial Corporation US06643P1049	+139K	587K	BUY
BankUnited, Inc. US06652K1034	+621K	672K	BUY
Banner Corporation US06652V2088	-116K	329K	SELL
Bankwell Financial Group, Inc. US06654A1034	+45K	95K	BUY
Bar Harbor Bankshares US0668491006	+10K	147K	BUY
Barclays PLC US06738E2046	-1.6M	1.9M	SELL
Barnes & Noble Education, Inc. US06777U1016	-1.5K	527	SELL
Barrick Mining Corporation US0678061096	-171K	128K	SELL
Barnwell Industries, Inc. US0682211000	+500	70K	BUY
Barrett Business Services, Inc. US0684631080	-62K	795K	SELL
Bassett Furniture Industries, Incorporated US0702031040	-28K	507K	SELL
Baxter International Inc. US0718131099	+66K	583K	BUY
Beacon Roofing Supply, Inc. US0736851090	-38K	229K	SELL
Becton, Dickinson and Company US0758871091	-652K	122K	SELL
Bed Bath & Beyond Inc. US0758961009	+1M	1.1M	BUY
Bel Fuse Inc. US0773473006	+42K	264K	BUY
Belden Inc. US0774541066	-23K	176K	SELL
Benchmark Electronics, Inc. US08160H1014	-61K	458K	SELL
W. R. Berkley Corporation US0844231029	-1.2M	226K	SELL
Berkshire Hathaway Inc. US0846701086	+4	273	BUY	$184.98K–$195.01K
Berkshire Hathaway Inc. US0846707026	-1.7K	7K	SELL	$123.46–$130.28
Berkshire Hills Bancorp, Inc. US0846801076	+42K	292K	BUY
Berry Global Group, Inc. US08579W1036	-49K	159K	SELL
Best Buy Co., Inc. US0865161014	-885K	1.5M	SELL
BHP Group Limited US0886061086	+129K	447K	BUY
Big 5 Sporting Goods Corporation US08915P1012	-19K	270K	SELL
Big Lots, Inc. US0893021032	+301K	587K	BUY
Bio-Rad Laboratories, Inc. US0905722072	-98K	47K	SELL
BioDelivery Sciences International, Inc. US09060J1060	+1.1M	1.7M	BUY
Biogen Inc. US09062X1037	-87K	40K	SELL
Biostar Pharmaceuticals, Inc. US0906783016	+1.1K	106K	BUY
Bio-Techne Corporation US09073M1045	-257K	159K	SELL
BJ's Restaurants, Inc. US09180C1062	+59K	536K	BUY
Black Hills Corporation US0921131092	-18K	584K	SELL
Black Stone Minerals, L.P. US09225M1018	+109K	218K	BUY
Blackbaud, Inc. US09227Q1004	-187K	88K	SELL
H&R Block, Inc. US0936711052	+372K	850K	BUY
Blonder Tongue Laboratories, Inc. US0936981085	+900	80K	BUY
Bloomin' Brands, Inc. US0942351083	-335K	536K	SELL
Avantax, Inc. US0952291005	-765K	915K	SELL
Blueknight Energy Partners, L.P. US09625U1097	+1.8K	17K	BUY
Bluerock Residential Growth REIT, Inc. US09627J1025	+207K	546K	BUY
The Boeing Company US0970231058	+3.6K	27K	BUY
Boise Cascade Company US09739D1000	-311K	74K	SELL
Boot Barn Holdings, Inc. US0994061002	+45K	60K	BUY
Booz Allen Hamilton Holding Corporation US0995021062	+211K	645K	BUY
Boston Private Financial Holdings, Inc. US1011191053	+93K	917K	BUY
Boston Scientific Corporation US1011371077	+4.3M	4.9M	BUY
Bottomline Technologies, Inc. US1013881065	-130K	211K	SELL
Boyd Gaming Corporation US1033041013	-39K	838K	SELL
Brady Corporation US1046741062	+170K	1.1M	BUY
Brandywine Realty Trust US1053682035	+519K	1.8M	BUY
Brf S.a. US10552T1079	+592K	9.9M	BUY
Braskem S.A. US1055321053	+90K	1.8M	BUY
Bright Horizons Family Solutions Inc. US1091941005	+145K	148K	BUY
Brightcove Inc. US10921T1016	+275K	1.1M	BUY
The Brink's Company US1096961040	+18K	480K	BUY
Bristol-Myers Squibb Company US1101221083	+63K	537K	BUY
British American Tobacco p.l.c. US1104481072	-568K	2.1M	SELL
Brixmor Property Group Inc. US11120U1051	+113K	2.6M	BUY
Broadwind, Inc. US11161T2078	+75K	467K	BUY
Brookline Bancorp, Inc. US11373M1071	+82K	940K	BUY
Brown & Brown, Inc. US1152361010	-357K	74K	SELL
Brown-Forman Corporation US1156371007	+52K	640K	BUY
Brown-Forman Corporation US1156372096	+1.1M	1.8M	BUY
Bruker Corporation US1167941087	+711K	1.2M	BUY
Brunswick Corporation US1170431092	-108K	68K	SELL
Bryn Mawr Bank Corporation US1176651099	+26K	462K	BUY
The Buckle, Inc. US1184401065	-144K	170K	SELL
Build-A-Bear Workshop, Inc. US1200761047	+44K	683K	BUY
Burlington Stores, Inc. US1220171060	+177K	431K	BUY
C&F Financial Corporation US12466Q1040	+3.7K	77K	BUY
CBIZ, Inc. US1248051021	+43K	332K	BUY
CCA Industries, Inc. US1248671026	+500	328K	BUY
Cboe Global Markets, Inc. US12503M1080	+71K	4.5M	BUY
CECO Environmental Corp. US1251411013	-108K	39K	SELL
C.H. Robinson Worldwide, Inc. US12541W2098	-63K	444K	SELL
CME Group Inc. US12572Q1058	+348K	453K	BUY
CMS Energy Corporation US1258961002	-135K	123K	SELL
CPI Aerostructures, Inc. US1259193084	-22K	10K	SELL
CNA Financial Corporation US1261171003	+136K	787K	BUY
CNB Financial Corporation US1261281075	+51K	172K	BUY
CNOOC Limited US1261321095	+72K	132K	BUY
CRA International, Inc. US12618T1051	+23K	237K	BUY
CSG Systems International, Inc. US1263491094	+126K	2.3M	BUY
CSP Inc. US1263891053	+18K	334K	BUY
CVD Equipment Corporation US1266011030	+17K	57K	BUY
CVR Energy, Inc. US12662P1084	-285K	17K	SELL
CVS Health Corporation US1266501006	+3.6M	3.8M	BUY
Cable One, Inc. US12685J1051	+8.1K	14K	BUY
Cabot Corporation US1270551013	-99K	310K	SELL
CMC Materials, Inc. US12709P1030	-78K	457K	SELL
Cadence Design Systems, Inc. US1273871087	+581K	916K	BUY
Calavo Growers, Inc. US1282461052	-18K	42K	SELL
Caleres, Inc. US1295001044	-130K	302K	SELL
California Water Service Group US1307881029	-246K	224K	SELL
Calix, Inc. US13100M5094	+132K	2.1M	BUY
Topgolf Callaway Brands Corp. US1311931042	+92K	996K	BUY
Camden National Corporation US1330341082	+43K	285K	BUY
Campbell Soup Company US1344291091	-339K	16K	SELL
Canon Inc. US1380063099	-89K	900K	SELL
Capital City Bank Group, Inc. US1396741050	+14K	99K	BUY
Capital Senior Living Corporation US1404751042	-1.2K	52K	SELL
Capitol Federal Financial, Inc. US14057J1016	-59K	6.2M	SELL
Capstead Mortgage Corporation US14067E5069	+579K	2.8M	BUY
Cardinal Health, Inc. US14149Y1082	+59K	126K	BUY
CareTrust REIT, Inc. US14174T1079	+386K	477K	BUY
Carlisle Companies Incorporated US1423391002	+38K	371K	BUY
Carnival Corporation & plc US14365C1036	-85K	19K	SELL
Carriage Services, Inc. US1439051079	-35K	722K	SELL
Carrols Restaurant Group, Inc. US14574X1046	-66K	1.2M	SELL
Carter's, Inc. US1462291097	-168K	150K	SELL
Cartesian, Inc. US1465341022	+2.6K	123K	BUY
Casella Waste Systems, Inc. US1474481041	+87K	797K	BUY
Cass Information Systems, Inc. US14808P1093	-25K	44K	SELL
Castlight Health, Inc. US14862Q1004	+177K	516K	BUY
CatchMark Timber Trust, Inc. US14912Y2028	+79K	329K	BUY
Cathay General Bancorp US1491501045	-196K	99K	SELL
The Cato Corporation US1492051065	-26K	100K	SELL
Cavco Industries, Inc. US1495681074	+109K	329K	BUY
Six Flags Entertainment Corporation US1501851067	-213K	90K	SELL
Cedar Realty Trust, Inc. US1506022094	+5.2K	360K	BUY
Celanese Corporation US1508701034	-100K	332K	SELL
CEMEX, S.A.B. de C.V. US1512908898	+4.1M	4.3M	BUY
Centene Corporation US15135B1017	-1.5M	400K	SELL
CenterPoint Energy, Inc. US15189T1079	+117K	894K	BUY
Central Garden & Pet Company US1535271068	+204K	560K	BUY
Central Garden & Pet Company US1535272058	-252K	1.3M	SELL
Central Pacific Financial Corp. US1547604090	+80K	868K	BUY
Century Aluminum Company US1564311082	-1M	45K	SELL
Century Bancorp, Inc. US1564321065	+3K	20K	BUY
Century Casinos, Inc. US1564921005	-20K	549K	SELL
Century Communities, Inc. US1565043007	-26K	66K	SELL
Cerus Corporation US1570851014	+2.8K	21K	BUY
CEVA, Inc. US1572101053	+148K	211K	BUY
Charles & Colvard, Ltd. US1597651066	+1.7K	8.9K	BUY
Charles River Laboratories International, Inc. US1598641074	-170K	780K	SELL
Chase Corporation US16150R1041	+13K	222K	BUY
Chatham Lodging Trust US16208T1025	+115K	965K	BUY
The Cheesecake Factory Incorporated US1630721017	-9.3K	192K	SELL
Chegg, Inc. US1630921096	-19K	1.1M	SELL
Chembio Diagnostics, Inc. US1635722093	+34K	48K	BUY
Chemed Corporation US16359R1032	-38K	110K	SELL
ChemoCentryx, Inc. US16383L1061	-99K	70K	SELL
Chemung Financial Corporation US1640241014	+4.7K	27K	BUY
Cheniere Energy, Inc. US16411R2085	-110K	260K	SELL
Cherry Hill Mortgage Investment Corporation US1646511014	+170K	269K	BUY
Chesapeake Utilities Corporation US1653031088	-24K	238K	SELL
Chevron Corporation US1667641005	+437K	997K	BUY
Chicago Rivet & Machine Co. US1680881026	+1.5K	55K	BUY
Chico's FAS, Inc. US1686151028	+210K	4.1M	BUY
The Children's Place, Inc. US1689051076	+142K	331K	BUY
Chimerix, Inc. US16934W1062	-375K	265K	SELL
China Automotive Systems, Inc. US16936R1059	+45K	378K	BUY
China Eastern Airlines Corporation Limited US16937R1041	-49K	81K	SELL
China Southern Airlines Company Limited US1694091091	+4K	485K	BUY
China Petroleum & Chemical Corporation US16941R1086	+89K	203K	BUY
China XD Plastics Company Limited US16948F1075	+5.8K	589K	BUY
Choice Hotels International, Inc. US1699051066	+64K	113K	BUY
Christopher & Banks Corporation US1710461054	-12K	1.8M	SELL
Chunghwa Telecom Co., Ltd. US17133Q5027	-134K	2.2M	SELL
Churchill Downs Incorporated US1714841087	-203K	551K	SELL
Chuy's Holdings, Inc. US1716041017	-114K	97K	SELL
Ciena Corporation US1717793095	-66K	1.9M	SELL
Cincinnati Financial Corporation US1720621010	-541K	427K	SELL
Cinemark Holdings, Inc. US17243V1026	-173K	2M	SELL
Cirrus Logic, Inc. US1727551004	+493	120K	BUY
Cisco Systems Inc US17275R1023	-3.4M	671K	SELL
Cintas Corporation US1729081059	-1.3M	59K	SELL
Citizens & Northern Corporation US1729221069	-19K	151K	SELL
Citi Trends, Inc. US17306X1028	-16K	169K	SELL
Citizens Financial Group, Inc. US1746101054	-1.6M	30K	SELL
Citizens, Inc. US1747401008	+3.4K	37K	BUY
Citrix Systems, Inc. US1773761002	+189K	397K	BUY
City Holding Company US1778351056	+3.3K	103K	BUY
City Office REIT, Inc. US1785871013	+236K	352K	BUY
Civista Bancshares, Inc. US1788671071	+6.4K	68K	BUY
Clean Harbors, Inc. US1844961078	+90K	678K	BUY
Clean Energy Fuels Corp. US1844991018	+1.2M	1.3M	BUY
Clearfield, Inc. US18482P1030	+15K	400K	BUY
ClearOne, Inc. US18506U1043	-287	11K	SELL
Clearwater Paper Corporation US18538R1032	+8.7K	38K	BUY
The Clorox Company US1890541097	-844K	309K	SELL
Clovis Oncology, Inc. US1894641000	-208K	307K	SELL
Coca-Cola Consolidated, Inc. US1910981026	-569K	2M	SELL
The Coca-Cola Company US1912161007	-5M	279K	SELL
Coca-Cola FEMSA, S.A.B. de C.V. US1912411089	+82K	843K	BUY
Codexis, Inc. US1920051067	+32K	839K	BUY
Coeur Mining, Inc. US1921085049	+2.6M	5.1M	BUY
Coffee Holding Co., Inc. US1921761052	+34K	127K	BUY
Cogent Communications Holdings, Inc. US19239V3024	-62K	1.5M	SELL
Cognex Corporation US1924221039	-59K	129K	SELL
Cognizant Technology Solutions Corporation US1924461023	-527K	425K	SELL
Cohen & Steers, Inc. US19247A1007	-500	536K	SELL
Coherus BioSciences, Inc. US19249H1032	+9K	95K	BUY
Cohu, Inc. US1925761066	+49K	472K	BUY
Colgate-Palmolive Company US1941621039	-2.1M	7.8M	SELL
Colony Bankcorp, Inc. US19623P1012	+1.6K	33K	BUY
Columbia Banking System, Inc. US1972361026	-82K	181K	SELL
Columbia Property Trust, Inc. US1982872038	+173K	251K	BUY
Columbia Sportswear Company US1985161066	-108K	18K	SELL
Columbus McKinnon Corporation US1993331057	+19K	30K	BUY
Comfort Systems USA, Inc. US1999081045	-59K	694K	SELL
Comcast Corporation US20030N1019	-4.7M	1.7M	SELL
Commerce Bancshares, Inc. US2005251036	-191K	302K	SELL
Commercial Metals Company US2017231034	-791K	434K	SELL
Commercial Vehicle Group, Inc. US2026081057	+174K	504K	BUY
CommScope Holding Company, Inc. US20337X1090	-88K	40K	SELL
Community Bank System, Inc. US2036071064	+4.5K	220K	BUY
Community Healthcare Trust Incorporated US20369C1062	+154K	248K	BUY
Commvault Systems, Inc. US2041661024	+96K	1M	BUY
Companhia Energética de Minas Gerais US2044096012	-59K	186K	SELL
Companhia Siderúrgica Nacional US20440W1053	+1.1M	1.3M	BUY
Companhia de Saneamento Básico do Estado de São Paulo - SABESP US20441A1025	+1.5M	2M	BUY
Compañía Cervecerías Unidas S.A. US2044291043	+159K	373K	BUY
Compañía de Minas Buenaventura S.A.A. US2044481040	+513K	714K	BUY
Compass Diversified US20451Q1040	+86K	200K	BUY
Computer Programs and Systems, Inc. US2053061030	-53K	118K	SELL
Computer Task Group, Incorporated US2054771025	-45K	363K	SELL
CompX International Inc. US20563P1012	+6.2K	141K	BUY
Comtech Telecommunications Corp. US2058262096	+189K	585K	BUY
Conagra Brands, Inc. US2058871029	+15K	1.8M	BUY
Concert Pharmaceuticals, Inc. US2060221056	-7.9K	161K	SELL
CONMED Corporation US2074101013	-55K	49K	SELL
ConnectOne Bancorp, Inc. US20786W1071	+33K	802K	BUY
ConocoPhillips US20825C1045	-385K	247K	SELL
Consolidated Communications Holdings, Inc. US2090341072	-36K	44K	SELL
Constellation Brands, Inc. US21036P1084	+314K	449K	BUY
Consumer Portfolio Services, Inc. US2105021008	+9.7K	486K	BUY
The Container Store Group, Inc. US2107511030	+19K	25K	BUY
Contango Oil & Gas Company US21075N2045	+43K	152K	BUY
Continental Resources, Inc. US2120151012	-305K	131K	SELL
Controladora Vuela Compañía de Aviación, S.A.B. de C.V. US21240E1055	+194K	981K	BUY
Cooper-Standard Holdings Inc. US21676P1030	-34K	149K	SELL
Corcept Therapeutics Incorporated US2183521028	+119K	311K	BUY
Core Molding Technologies, Inc. US2186831002	+31K	335K	BUY
Cornerstone OnDemand, Inc. US21925Y1038	+245K	438K	BUY
Corporate Office Properties Trust US22002T1088	+195K	1.1M	BUY
CorVel Corporation US2210061097	+56K	4.2M	BUY
Costco Wholesale Corporation US22160K1051	-773K	338K	SELL
CoStar Group, Inc. US22160N1090	-4.3M	2M	SELL
Coty Inc. US2220702037	-1.2M	119K	SELL
Covanta Holding Corporation US22282E1029	-78K	2.9M	SELL
Covenant Logistics Group, Inc. US22284P1057	-281K	668K	SELL
Cracker Barrel Old Country Store, Inc. US22410J1060	+33K	132K	BUY
Crawford & Company US2246331076	+85K	372K	BUY
Crawford & Company US2246332066	+17K	290K	BUY
Wolfspeed, Inc. US2254471012	-300K	23K	SELL
Crestwood Equity Partners LP US2263442087	+93K	229K	BUY
Cresud Sociedad Anónima, Comercial, Inmobiliaria, Financiera y Agropecuaria US2264061068	-84K	132K	SELL
Crocs, Inc. US2270461096	+116K	499K	BUY
Cross Country Healthcare, Inc. US2274831047	-197K	138K	SELL
CrossAmerica Partners LP US22758A1051	+20K	71K	BUY
Crown Castle Inc. US22822V1017	-1.2M	833K	SELL
Crown Crafts, Inc. US2283091005	+7.9K	254K	BUY
Crown Holdings, Inc. US2283681060	-351K	428K	SELL
Artivion, Inc. US2289031005	+43K	796K	BUY
CubeSmart US2296631094	-1.4M	693K	SELL
Culp, Inc. US2302151053	-33K	643K	SELL
Cumberland Pharmaceuticals Inc. US2307701092	+13K	235K	BUY
Curtiss-Wright Corporation US2315611010	-191K	33K	SELL
Customers Bancorp, Inc. US23204G1004	-113K	78K	SELL
Cutera, Inc. US2321091082	-49K	1M	SELL
Cyanotech Corporation US2324373016	+2.8K	96K	BUY
CyberOptics Corporation US2325171021	+67K	380K	BUY
CymaBay Therapeutics, Inc. US23257D1037	+17K	128K	BUY
CyrusOne Inc. US23283R1005	+248K	346K	BUY
DCP Midstream, LP US23311P1003	+272K	322K	BUY
DHI Group, Inc. US23331S1006	+182K	825K	BUY
DTE Energy Company US2333311072	-278K	987K	SELL
DLH Holdings Corp. US23335Q1004	+5.7K	76K	BUY
DXP Enterprises, Inc. US2333774071	-29K	269K	SELL
Daktronics, Inc. US2342641097	-9.5K	17K	SELL
Dana Incorporated US2358252052	+282K	387K	BUY
Danaher Corporation US2358511028	-748K	795K	SELL
Darden Restaurants, Inc. US2371941053	+538K	714K	BUY
Darling Ingredients Inc. US2372661015	+417K	920K	BUY
Data I/O Corporation US2376901029	+5.3K	307K	BUY
DaVita Inc. US23918K1088	+285K	1.4M	BUY
Dawson Geophysical Company US2393601008	+320K	1.4M	BUY
Daxor Corporation US2394671034	+500	54K	BUY
Deckers Outdoor Corporation US2435371073	-152K	884K	SELL
Deere & Company US2441991054	+57K	802K	BUY
Delek Logistics Partners, LP US24664T1034	+52K	88K	BUY
Delta Apparel, Inc. US2473681037	+40K	92K	BUY
Deluxe Corporation US2480191012	-124K	35K	SELL
Denny's Corporation US24869P1049	-576K	3.3M	SELL
Destination XL Group, Inc. US25065K1043	+11K	178K	BUY
Devon Energy Corporation US25179M1036	+1.9M	3.5M	BUY
DexCom, Inc. US2521311074	-7.6M	5.5M	SELL
Diageo plc US25243Q2057	-25K	118K	SELL
Diamond Hill Investment Group, Inc. US25264R2076	+700	77K	BUY
Diamondback Energy, Inc. US25278X1090	-55K	13K	SELL
Dicerna Pharmaceuticals, Inc. US2530311081	+46K	76K	BUY
DICK'S Sporting Goods, Inc. US2533931026	+590K	637K	BUY
Digi International Inc. US2537981027	-33K	222K	SELL
Digital Realty Trust, Inc. US2538681030	-727K	205K	SELL
Dillard's, Inc. US2540671011	-21K	54K	SELL
Dine Brands Global, Inc. US2544231069	+40K	77K	BUY
Diodes Incorporated US2545431015	-31K	160K	SELL
The Walt Disney Company US2546871060	-98K	752K	SELL	$84.12–$92.60
Discover Financial Services US2547091080	+183K	781K	BUY
Warner Bros. Discovery, Inc. US25470F1049	-4.8K	265K	SELL
DISH Network Corporation US25470M1099	-1.2M	1M	SELL
Diversicare Healthcare Services, Inc. US2551041013	+800	95K	BUY
Dr. Reddy's Laboratories Limited US2561352038	+540K	662K	BUY
Dolby Laboratories, Inc. US25659T1079	+93K	789K	BUY
Dollar General Corporation US2566771059	+136K	523K	BUY
Dollar Tree, Inc. US2567461080	+642K	726K	BUY	$66.89–$84.79
Dominion Energy, Inc. US25746U1097	-1.2M	482K	SELL
Domino's Pizza, Inc. US25754A2015	-670K	1.7M	SELL
Donegal Group Inc. US2577012014	+44K	222K	BUY
Dorchester Minerals, L.P. US25820R1059	-20K	63K	SELL
Douglas Emmett, Inc. US25960P1093	-327K	179K	SELL
Douglas Dynamics, Inc. US25960R1059	+800	229K	BUY
DRDGOLD Limited US26152H3012	+200K	1.4M	BUY
Dril-Quip, Inc. US2620371045	-26K	221K	SELL
Ducommun Incorporated US2641471097	+45K	371K	BUY
Duke Energy Corporation US26441C2044	-1.3M	2.7M	SELL
El Pollo Loco Holdings, Inc. US2686031079	+186K	458K	BUY
Eni S.p.A. US26874R1086	-159K	144K	SELL
EQT Corporation US26884L1098	+154K	800K	BUY
Eagle Bancorp, Inc. US2689481065	-63K	99K	SELL
Eagle Materials Inc. US26969P1084	+70K	80K	BUY
East West Bancorp, Inc. US27579R1041	-375K	263K	SELL
The Eastern Company US2763171046	+12K	182K	BUY
Eastman Chemical Company US2774321002	-466K	148K	SELL
Eastman Kodak Company US2774614067	-48K	22K	SELL
eBay Inc. US2786421030	+1.1M	3M	BUY
Ebix, Inc. US2787152063	+93K	229K	BUY
EchoStar Corporation US2787681061	+159K	2.7M	BUY
Echo Therapeutics, Inc. US27876L2060	+800	17K	BUY
Ecopetrol S.A. US2791581091	+527K	4.9M	BUY
Edgewell Personal Care Company US28035Q1022	-181K	493K	SELL
Edison International US2810201077	-30K	740K	SELL
Educational Development Corporation US2814791057	-23K	103K	SELL
Edwards Lifesciences Corporation US28176E1082	+1.6M	6.6M	BUY
eGain Corporation US28225C8064	+13K	57K	BUY
eHealth, Inc. US28238P1093	+275K	686K	BUY
8x8, Inc. US2829141009	+232K	1.9M	BUY
Electro-Sensors, Inc. US2852331022	+1.3K	62K	BUY
Electronic Arts Inc. US2855121099	+1.2M	1.8M	BUY
Ellington Residential Mortgage REIT US2885781078	+59K	431K	BUY
eMagin Corporation US29076N2062	+7K	187K	BUY
Embotelladora Andina S.A. US29081P2048	+2.6K	144K	BUY
Embotelladora Andina S.A. US29081P3038	+13K	454K	BUY
Embraer S.A. US29082A1079	+1.6M	2.1M	BUY
EMCORE Corporation US2908462037	+3.7K	121K	BUY
EMCOR Group, Inc. US29084Q1004	+110K	277K	BUY
Emergent BioSolutions Inc. US29089Q1058	+161K	1.3M	BUY
Emerson Radio Corp. US2910872033	+48K	782K	BUY
Empire State Realty Trust, Inc. US2921041065	+1.2M	2.9M	BUY
Employers Holdings, Inc. US2922181043	-60K	342K	SELL
Empresa Distribuidora y Comercializadora Norte Sociedad Anónima US29244A1025	+22K	37K	BUY
Enable Midstream Partners, LP US2924801002	-38K	58K	SELL
Enanta Pharmaceuticals, Inc. US29251M1062	+97K	152K	BUY
Encore Wire Corporation US2925621052	-10K	55K	SELL
Energy Recovery, Inc. US29270J1007	+126K	268K	BUY
Energizer Holdings, Inc. US29272W1099	-146K	30K	SELL
Energy Transfer LP US29273V1008	-258K	1.7M	SELL
EnerSys US29275Y1029	+103K	136K	BUY
Ennis, Inc. US2933891028	+151K	894K	BUY
EnPro Industries, Inc. US29355X1072	-4.2K	110K	SELL
Enova International, Inc. US29357K1034	+152K	333K	BUY
The Ensign Group, Inc. US29358P1012	+26K	84K	BUY
Entegris, Inc. US29362U1043	+72K	222K	BUY
Entergy Corporation US29364G1031	+652K	5.7M	BUY
Enterprise Bancorp, Inc. US2936681095	+4.4K	18K	BUY
Enterprise Financial Services Corp US2937121059	-4.1K	210K	SELL
Entravision Communications Corporation US29382R1077	-26K	1.5M	SELL
Enzo Biochem, Inc. US2941001024	+417K	1.9M	BUY
Epizyme, Inc. US29428V1044	-14K	15K	SELL
Equifax Inc. US2944291051	-46K	88K	SELL
Equity Commonwealth US2946281027	-128K	1.7M	SELL
Equity LifeStyle Properties, Inc. US29472R1086	+82K	2.1M	BUY
Equity Residential US29476L1070	-740K	53K	SELL
Telefonaktiebolaget LM Ericsson (publ) US2948216088	-1.1M	425K	SELL
Erie Indemnity Company US29530P1021	-25K	72K	SELL
Escalade, Incorporated US2960561049	+12K	202K	BUY
Escalon Medical Corp. US2960743050	+900	223K	BUY
ESCO Technologies Inc. US2963151046	-36K	49K	SELL
Espey Mfg. & Electronics Corp. US2966501049	+1.1K	111K	BUY
ESSA Bancorp, Inc. US29667D1046	+60K	324K	BUY
Essex Property Trust, Inc. US2971781057	-191K	27K	SELL
Ethan Allen Interiors Inc. US2976021046	-84K	68K	SELL
Etsy, Inc. US29786A1060	+1.2M	2.2M	BUY
Euronet Worldwide, Inc. US2987361092	-300K	860K	SELL
Evercore Inc. US29977A1051	+220K	1.1M	BUY
Everi Holdings Inc. US30034T1034	+393K	765K	BUY
Eversource Energy US30040W1080	-304K	600K	SELL
Evolution Petroleum Corporation US30049A1079	+41K	645K	BUY
Symbolic Logic, Inc. US30049R2094	+8.2K	417K	BUY
Exelon Corporation US30161N1019	-455K	2.3M	SELL
ExlService Holdings, Inc. US3020811044	-529K	3.5M	SELL
Exponent, Inc. US30214U1025	-59K	1.1M	SELL
Extended Stay America, Inc. US30224P2002	-292K	53K	SELL
Extra Space Storage Inc. US30225T1025	-7.2K	75K	SELL
EZCORP, Inc. US3023011063	+93K	364K	BUY
F.N.B. Corporation US3025201019	-197K	142K	SELL
FTI Consulting, Inc. US3029411093	+3.2K	161K	BUY
Meta Platforms, Inc. US30303M1027	-1.8M	675K	SELL
FactSet Research Systems Inc. US3030751057	-176K	91K	SELL
Farmer Bros. Co. US3076751086	-9.3K	465K	SELL
Farmers National Banc Corp. US3096271073	+115K	181K	BUY
Farmland Partners Inc. US31154R1095	+184K	327K	BUY
FARO Technologies, Inc. US3116421021	-19K	76K	SELL
Fate Therapeutics, Inc. US31189P1021	-42K	181K	SELL
Fastenal Company US3119001044	-4.2M	1.9M	SELL
Federal Agricultural Mortgage Corporation US3131483063	+36K	99K	BUY
Federal Signal Corporation US3138551086	-150K	209K	SELL
Federated Hermes, Inc. US3142111034	+8.8K	662K	BUY
Ferro Corporation US3154051003	-403K	77K	SELL
F5, Inc. US3156161024	+276K	1.4M	BUY
Fidelity National Information Services, Inc. US31620M1062	+84K	702K	BUY
Fidelity National Financial, Inc. US31620R3030	-2M	1.1M	SELL
FieldPoint Petroleum Corporation US3165701000	+200	244K	BUY
Fifth Third Bancorp US3167731005	+1.4M	1.5M	BUY
Fifth Street Asset Management Inc. US31679P1093	+23K	70K	BUY
51job, Inc. US3168271043	-51K	18K	SELL
Financial Institutions, Inc. US3175854047	+18K	108K	BUY
First Acceptance Corporation US3184571087	+7.2K	277K	BUY
First American Financial Corporation US31847R1023	-204K	35K	SELL
The First Bancorp, Inc. US31866P1021	+8.8K	134K	BUY
First Bancorp US3189101062	+98K	304K	BUY
First Busey Corporation US3193832041	+13K	320K	BUY
First Business Financial Services, Inc. US3193901002	-5K	130K	SELL
First Citizens Bancshares, Inc. US31946M1036	+1.1K	10K	BUY
First Commonwealth Financial Corporation US3198291078	+117K	696K	BUY
First Community Bankshares, Inc. US31983A1034	-4.5K	201K	SELL
First Financial Bancorp. US3202091092	+12K	317K	BUY
First Financial Bankshares, Inc. US32020R1095	+50K	297K	BUY
First Financial Corporation US3202181000	-23K	137K	SELL
First Foundation Inc. US32026V1044	+41K	64K	BUY
First Horizon Corporation US3205171057	+172K	230K	BUY
First Internet Bancorp US3205571017	+1.5K	81K	BUY
First Interstate BancSystem, Inc. US32055Y2019	+4K	466K	BUY
The First of Long Island Corporation US3207341062	+59K	327K	BUY
First Merchants Corporation US3208171096	-38K	759K	SELL
First Midwest Bancorp, Inc. US3208671046	+19K	416K	BUY
First Northwest Bancorp US3358341077	+50K	94K	BUY
First Republic Bank US33616C1009	-203K	147K	SELL
1st Source Corporation US3369011032	-2.2K	95K	SELL
Fiserv, Inc. US3377381088	+12K	89K	BUY
Flagstar Bancorp, Inc. US3379307057	+28K	477K	BUY
FirstEnergy Corp. US3379321074	+223K	4M	BUY
Five9, Inc. US3383071012	+164K	1.1M	BUY
Flanigan's Enterprises, Inc. US3385171059	+3.1K	44K	BUY
FLEETCOR Technologies, Inc. US3390411052	+2.2K	65K	BUY
Fluor Corporation US3434121022	+344K	406K	BUY
Flowers Foods, Inc. US3434981011	+386K	973K	BUY
Flowserve Corporation US34354P1057	-30K	49K	SELL
Standard BioTools Inc. US34385P1084	+152K	260K	BUY
Flushing Financial Corporation US3438731057	+51K	387K	BUY
Fly Leasing Limited US34407D1090	+31K	179K	BUY
Fomento Económico Mexicano, S.A.B. de C.V. US3444191064	+255K	479K	BUY
FONAR Corporation US3444374058	+81K	386K	BUY
Foot Locker, Inc. US3448491049	-383K	211K	SELL
FormFactor, Inc. US3463751087	+685K	2.4M	BUY
Forrester Research, Inc. US3465631097	-2.3K	503K	SELL
Fortinet, Inc. US34959E1091	-4.3M	3.5M	SELL
Forward Air Corporation US3498531017	+24K	68K	BUY
L.B. Foster Company US3500601097	-18K	129K	SELL
Franklin Covey Co. US3534691098	+4.8K	67K	BUY
Franklin Electric Co., Inc. US3535141028	-46K	8.6K	SELL
Franklin Street Properties Corp. US35471R1068	+136K	1.4M	BUY
Freeport-McMoRan Inc. US35671D8570	+2.1M	3.3M	BUY
FreightCar America, Inc. US3570231007	-82K	47K	SELL
Frequency Electronics, Inc. US3580101067	+9K	199K	BUY
Fresenius Medical Care AG & Co. KGaA US3580291066	+52K	91K	BUY
Freshpet, Inc. US3580391056	-73K	18K	SELL
Friedman Industries, Incorporated US3584351056	+3.4K	469K	BUY
Fuel Tech, Inc. US3595231073	+40K	413K	BUY
Full House Resorts, Inc. US3596781092	+10K	290K	BUY
H.B. Fuller Company US3596941068	-89K	157K	SELL
Fulton Financial Corporation US3602711000	-237K	246K	SELL
FutureFuel Corp. US36116M1062	+77K	1.4M	BUY
GAMCO Investors, Inc. US3614381040	-22K	48K	SELL
GP Strategies Corporation US36225V1044	+58K	96K	BUY
GTT Communications, Inc. US3623931009	-142K	55K	SELL
GSI Technology, Inc. US36241U1060	+26K	602K	BUY
Galapagos N.V. US36315X1019	-30K	8.1K	SELL
Arthur J. Gallagher & Co. US3635761097	-101K	65K	SELL
Gaming and Leisure Properties, Inc. US36467J1088	+833K	1.7M	BUY
GameStop Corp. US36467W1099	+5M	5.1M	BUY
Gartner, Inc. US3666511072	+176K	290K	BUY
Gencor Industries, Inc. US3686781085	-7.5K	178K	SELL
Generac Holdings Inc. US3687361044	-135K	211K	SELL
General Dynamics Corporation US3695501086	-26K	852K	SELL
General Steel Holdings, Inc. US3708532029	+21K	114K	BUY
Genesco Inc. US3715321028	-108K	28K	SELL
Genesis Healthcare, Inc. US37185X1063	-20K	12K	SELL
Genesis Energy, L.P. US3719271047	-99K	21K	SELL
Genie Energy Ltd. US3722842081	-400	332K	SELL
Genworth Financial, Inc. US37247D1063	+1.3M	2.1M	BUY
Gentherm Incorporated US37253A1034	-47K	60K	SELL
Gerdau S.A. US3737371050	+9.5M	22M	BUY
German American Bancorp, Inc. US3738651047	-10K	115K	SELL
Geron Corporation US3741631036	+8.1K	462K	BUY
Getty Realty Corp. US3742971092	+74K	807K	BUY
Gibraltar Industries, Inc. US3746891072	-136K	903K	SELL
Gilead Sciences, Inc. US3755581036	+355K	1.1M	BUY
Glacier Bancorp, Inc. US37637Q1058	+21K	963K	BUY
Gladstone Commercial Corporation US3765361080	+148K	1.1M	BUY
Gladstone Land Corporation US3765491010	+83K	287K	BUY
Global Payments Inc. US37940X1028	+52K	586K	BUY
Global Partners LP US37946R1095	-15K	138K	SELL
Globus Medical, Inc. US3795772082	-242K	105K	SELL
Glori Energy Inc. US3796061063	+343K	657K	BUY
Gogo Inc. US38046C1099	+592K	619K	BUY
Gold Fields Limited US38059T1060	+1.1M	13M	BUY
Gold Resource Corporation US38068T1051	+306K	1.9M	BUY
Golden Entertainment, Inc. US3810131017	+70K	280K	BUY
The Goldman Sachs Group, Inc. US38141G1040	-214K	6K	SELL
GoPro, Inc. US38268T1034	+378K	988K	BUY
The Gorman-Rupp Company US3830821043	+1.9K	12K	BUY
Graco Inc. US3841091040	-260K	177K	SELL
Graham Corporation US3845561063	+19K	193K	BUY
Graham Holdings Company US3846371041	-2.2K	53K	SELL
W.W. Grainger, Inc. US3848021040	-45K	22K	SELL
Grand Canyon Education, Inc. US38526M1062	-34K	959K	SELL
Granite Construction Incorporated US3873281071	-44K	274K	SELL
Graphic Packaging Holding Company US3886891015	-213K	1.5M	SELL
Great Ajax Corp. US38983D3008	+24K	75K	BUY
Great Lakes Dredge & Dock Corporation US3906071093	-180K	28K	SELL
Great Southern Bancorp, Inc. US3909051076	+600	230K	BUY
Green Dot Corporation US39304D1028	-152K	63K	SELL
Greenhill & Co., Inc. US3952591044	+294K	1.5M	BUY
Greif, Inc. US3976242061	+3.1K	19K	BUY
Griffon Corporation US3984331021	-106K	212K	SELL
Grupo Financiero Galicia S.A. US3999091008	+78K	110K	BUY
Grupo Simec, S.A.B. de C.V. US4004911065	+11K	211K	BUY
Grupo Televisa, S.A.B. US40049J2069	-446K	691K	SELL
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. US4005011022	+31K	182K	BUY
Grupo Aeroportuario del Pacífico, S.A.B. de C.V. US4005061019	-28K	378K	SELL
Grupo Aeroportuario del Sureste, S. A. B. de C. V. US40051E2028	-31K	123K	SELL
Grupo Aval Acciones y Valores S.A. US40053W1018	+81K	331K	BUY
Guess', Inc. US4016171054	-151K	1.3M	SELL
Guidewire Software, Inc. US40171V1008	-45K	75K	SELL
Gulf Island Fabrication, Inc. US4023071024	+58K	196K	BUY
HCA Healthcare, Inc. US40412C1018	+312K	575K	BUY
HCI Group, Inc. US40416E1038	+36K	57K	BUY
HNI Corporation US4042511000	-86K	340K	SELL
HSBC Holdings plc US4042804066	+220K	1.2M	BUY
The Hackett Group, Inc. US4046091090	-37K	698K	SELL
Haemonetics Corporation US4050241003	+500K	777K	BUY
Hallador Energy Company US40609P1057	+50K	100K	BUY
Halliburton Company US4062161017	+568K	1.1M	BUY
Hanesbrands Inc. US4103451021	+617K	823K	BUY
Hanmi Financial Corporation US4104952043	+20K	1.4M	BUY
Hannon Armstrong Sustainable Infrastructure Capital, Inc. US41068X1000	-231K	91K	SELL
The Hanover Insurance Group, Inc. US4108671052	-39K	192K	SELL
Harmonic Inc. US4131601027	+107K	1.2M	BUY
Harmony Gold Mining Company Limited US4132163001	-2M	10M	SELL
Enviri Corporation US4158641070	-85K	543K	SELL
The Hartford Financial Services Group, Inc. US4165151048	-4.4K	310K	SELL
Harvard Bioscience, Inc. US4169061052	-23K	534K	SELL
Hasbro, Inc. US4180561072	-23K	70K	SELL
Haverty Furniture Companies, Inc. US4195961010	+60K	1.3M	BUY
Hawaiian Electric Industries, Inc. US4198701009	-163K	709K	SELL
Hawaiian Holdings, Inc. US4198791018	+190K	2.3M	BUY
Hawkins, Inc. US4202611095	-6.4K	183K	SELL
Healthcare Services Group, Inc. US4219061086	-182K	137K	SELL
HealthStream, Inc. US42222N1037	-28K	252K	SELL
Healthcare Trust of America, Inc. US42225P5017	-370K	241K	SELL
Heartland Express, Inc. US4223471040	-165K	80K	SELL
Heartland Financial USA, Inc. US42234Q1022	+4K	180K	BUY
Hecla Mining Company US4227041062	+3.9M	4.7M	BUY
HEICO Corporation US4228062083	-79K	635K	SELL
Heidrick & Struggles International, Inc. US4228191023	+89K	1M	BUY
Helix Energy Solutions Group, Inc. US42330P1075	+558K	632K	BUY
Helmerich & Payne, Inc. US4234521015	-142K	11K	SELL
Hemisphere Media Group, Inc. US42365Q1031	+111K	279K	BUY
Hennessy Advisors, Inc. US4258851009	+25K	45K	BUY
Jack Henry & Associates, Inc. US4262811015	-165K	183K	SELL
Heritage Commerce Corp US4269271098	-11K	286K	SELL
Heritage Financial Corporation US42722X1063	-28K	150K	SELL
Heritage-Crystal Clean, Inc US42726M1062	+28K	55K	BUY
Heritage Insurance Holdings, Inc. US42727J1025	+159K	257K	BUY
Hersha Hospitality Trust US4278255009	-58K	523K	SELL
The Hershey Company US4278661081	-969K	1.5M	SELL
Heska Corporation US42805E3062	-59K	122K	SELL
Hess Corporation US42809H1077	+1.3M	1.5M	BUY
Hexcel Corporation US4282911084	+158K	289K	BUY
hhgregg, Inc. US42833L1089	+68K	781K	BUY
Hibbett, Inc. US4285671016	-177K	126K	SELL
Highwoods Properties, Inc. US4312841087	-253K	155K	SELL
Hill International, Inc. US4314661012	+46K	405K	BUY
Hill-Rom Holdings, Inc. US4314751029	-506K	228K	SELL
Hillenbrand, Inc. US4315711089	-153K	21K	SELL
Hilltop Holdings Inc. US4327481010	+1.7K	26K	BUY
Himax Technologies, Inc. US43289P1066	-163K	684K	SELL
Hingham Institution for Savings US4333231029	+300	8.7K	BUY
Holly Energy Partners, L.P. US4357631070	-12K	97K	SELL
Home Bancshares, Inc. US4368932004	-376K	16K	SELL
Home Bancorp, Inc. US43689E1073	+24K	140K	BUY
The Home Depot, Inc. US4370761029	+1.8M	2.1M	BUY
HomeStreet, Inc. US43785V1026	-121K	31K	SELL
HomeTrust Bancshares, Inc. US4378721041	-15K	513K	SELL
Honda Motor Co., Ltd. US4381283088	+625K	2.7M	BUY
Honeywell International Inc. US4385161066	-748K	99K	SELL
Hooker Furnishings Corporation US4390381006	+18K	226K	BUY
Horace Mann Educators Corporation US4403271046	+41K	118K	BUY
Horizon Bancorp, Inc. US4404071049	+41K	356K	BUY
Hormel Foods Corporation US4404521001	+661K	819K	BUY
Horizon Global Corporation US44052W1045	-27K	89K	SELL
Host Hotels & Resorts, Inc. US44107P1049	+113K	182K	BUY
Houston Wire & Cable Company US44244K1097	-4.6K	68K	SELL
The Howard Hughes Corporation US44267D1072	-91K	41K	SELL
Huaneng Power International, Inc. US4433041005	-12K	233K	SELL
Hub Group, Inc. US4433201062	-238K	472K	SELL
Hubbell Incorporated US4435106079	+142K	261K	BUY
Hudson Pacific Properties, Inc. US4440971095	+180K	520K	BUY
Humana Inc. US4448591028	+261K	707K	BUY
J.B. Hunt Transport Services, Inc. US4456581077	+546K	634K	BUY
Huntington Bancshares Incorporated US4461501045	-474K	3.2M	SELL
Huntington Ingalls Industries, Inc. US4464131063	-405K	865K	SELL
Huntsman Corporation US4470111075	-348K	384K	SELL
Hurco Companies, Inc. US4473241044	-1K	55K	SELL
IDT Corporation US4489475073	+25K	1.3M	BUY
Hyster-Yale Materials Handling, Inc. US4491721050	-4.8K	10K	SELL
ICF International, Inc. US44925C1036	+20K	160K	BUY
ICU Medical, Inc. US44930G1076	-49K	793K	SELL
iCAD, Inc. US44934S2068	+29K	459K	BUY
IPG Photonics Corporation US44980X1090	-77K	97K	SELL
ITT Educational Services, Inc. US45068B1098	+209K	337K	BUY
ICICI Bank Limited US45104G1040	-366K	6.4M	SELL
Icahn Enterprises L.P. US4511001012	-34K	26K	SELL
IDACORP, Inc. US4511071064	+70K	79K	BUY
IDEX Corporation US45167R1041	+32K	87K	BUY
IDEXX Laboratories, Inc. US45168D1046	+100K	537K	BUY
Identiv, Inc. US45170X2053	+23K	159K	BUY
Autoscope Technologies Corporation US45244C1045	+8.8K	59K	BUY
Immersion Corporation US4525211078	-57K	165K	SELL
ImmuCell Corporation US4525253062	+7.5K	64K	BUY
ImmunoGen, Inc. US45253H1014	+1.9M	2M	BUY
Incyte Corporation US45337C1027	-139K	165K	SELL
Independence Realty Trust, Inc. US45378A1060	+89K	451K	BUY
Independent Bank Corp. US4538361084	-16K	163K	SELL
Independent Bank Corporation US4538386099	+14K	587K	BUY
Independent Bank Group, Inc. US45384B1061	+4.5K	36K	BUY
Industrias Bachoco, S.A.B. de C.V. US4564631087	+5.1K	534K	BUY
Infinity Pharmaceuticals, Inc. US45665G3039	+737K	750K	BUY
Information Services Group, Inc. US45675Y1047	+42K	1.8M	BUY
Infosys Limited US4567881085	+825K	1.3M	BUY
ING Groep N.V. US4568371037	+46K	2.6M	BUY
InfuSystem Holdings, Inc. US45685K1025	+76K	160K	BUY
Ingles Markets, Incorporated US4570301048	-22K	12K	SELL
Innodata Inc. US4576422053	+31K	482K	BUY
Insight Enterprises, Inc. US45765U1034	+32K	41K	BUY
Insmed Incorporated US4576693075	-34K	149K	SELL
Innospec Inc. US45768S1050	-119K	159K	SELL
Innovative Solutions and Support, Inc. US45769N1054	-3.1K	226K	SELL
Insteel Industries, Inc. US45774W1080	-36K	215K	SELL
Insperity, Inc. US45778Q1076	+204K	698K	BUY
Inogen, Inc. US45780L1044	-147K	216K	SELL
Installed Building Products, Inc. US45780R1014	-69K	71K	SELL
Insulet Corporation US45784P1012	+398K	621K	BUY
Integra LifeSciences Holdings Corporation US4579852082	+138K	205K	BUY
Intel Corporation US4581401001	+542K	551K	BUY
Intellicheck, Inc. US45817G2012	+10K	57K	BUY
Inter Parfums, Inc. US4583341098	+17K	170K	BUY
Interactive Brokers Group, Inc. US45841N1072	+12K	312K	BUY
Interface, Inc. US4586653044	-793K	561K	SELL
Intercontinental Exchange, Inc. US45866F1049	+721K	1.5M	BUY
InterDigital, Inc. US45867G1013	+283K	506K	BUY
International Bancshares Corporation US4590441030	+34K	135K	BUY
International Flavors & Fragrances Inc. US4595061015	+25K	75K	BUY
Internet Initiative Japan Inc. US46059T1097	+1.9K	396K	BUY
The Interpublic Group of Companies, Inc. US4606901001	-1.2M	2.8M	SELL
inTEST Corporation US4611471008	+12K	530K	BUY
Invacare Corporation US4612031017	-22K	322K	SELL
Intuitive Surgical, Inc. US46120E6023	-680K	290K	SELL
IntriCon Corporation US46121H1095	+500	172K	BUY
Investors Bancorp, Inc. US46146L1017	-1.5M	4.7M	SELL
Investors Title Company US4618041069	+600	14K	BUY
ION Geophysical Corporation US4620442073	-600	169K	SELL
Ionis Pharmaceuticals, Inc. US4622221004	+124K	183K	BUY
IRIDEX Corporation US4626841013	-15K	231K	SELL
Iridium Communications Inc. US46269C1027	-116K	63K	SELL
iRobot Corporation US4627261005	+29K	57K	BUY
Itaú Unibanco Holding S.A. US4655621062	-12M	3M	SELL
Iteris, Inc. US46564T1079	+15K	559K	BUY
Itron, Inc. US4657411066	+9K	628K	BUY
J&J Snack Foods Corp. US4660321096	-86K	365K	SELL
JPMorgan Chase & Co. US46625H1005	-317K	602K	SELL	$50.31–$58.84
JRjr33, Inc. US46645Q1067	-500	24K	SELL
James Hardie Industries plc US47030M1062	+15K	165K	BUY
JD.com, Inc. US47215P1066	-1M	16K	SELL
JetBlue Airways Corporation US4771431016	+503K	6M	BUY
John Bean Technologies Corporation US4778391049	-120K	64K	SELL
Johnson & Johnson US4781601046	-1.8M	626K	SELL
Johnson Outdoors Inc. US4791671088	+42K	242K	BUY
Juniper Networks, Inc. US48203R1041	-1.2M	445K	SELL
KAR Auction Services, Inc. US48238T1097	+1.2M	2.5M	BUY
KBR, Inc. US48242W1062	+1.2M	1.9M	BUY
KLA Corporation US4824801009	+98K	675K	BUY
KVH Industries, Inc. US4827381017	+23K	207K	BUY
Kadant Inc. US48282T1043	-23K	79K	SELL
Kaiser Aluminum Corporation US4830077040	-21K	372K	SELL
Kaman Corporation US4835481031	-77K	7.1K	SELL
Kansas City Southern US4851703029	-20K	403K	SELL
Kearny Financial Corp. US48716P1084	-266K	2.8M	SELL
Kellogg Company US4878361082	-498K	558K	SELL
Kemper Corporation US4884011002	-3.7K	102K	SELL
Kennametal Inc. US4891701009	+394K	421K	BUY
Kennedy-Wilson Holdings, Inc. US4893981070	+162K	374K	BUY
Kewaunee Scientific Corporation US4928541048	+600	35K	BUY
Key Tronic Corporation US4931441095	-3.3K	133K	SELL
KeyCorp US4932671088	+1.8M	4.6M	BUY
Keysight Technologies, Inc. US49338L1035	+103K	645K	BUY
Kforce Inc. US4937321010	-14K	182K	SELL
Kimball International, Inc. US4942741038	-19K	716K	SELL
Kilroy Realty Corporation US49427F1084	+85K	140K	BUY
Kimball Electronics, Inc. US49428J1097	-49K	248K	SELL
Kimberly-Clark Corporation US4943681035	-127K	2K	SELL
Kinder Morgan, Inc. US49456B1017	-2.4M	4.7M	SELL
Kindred Biosciences, Inc. US4945771099	+85K	303K	BUY
Kingstone Companies, Inc. US4967191051	-2.3K	46K	SELL
Kingsway Financial Services Inc. US4969042021	+17K	156K	BUY
Kirkland's, Inc. US4974981056	+187K	481K	BUY
Kite Realty Group Trust US49803T3005	-75K	126K	SELL
Knowles Corporation US49926D1090	-149K	247K	SELL
Koninklijke Philips N.V. US5004723038	+484K	1.2M	BUY
Kopin Corporation US5006001011	-178K	535K	SELL
Koppers Holdings Inc. US50060P1066	-48K	69K	SELL
Korea Electric Power Corporation US5006311063	-16K	217K	SELL
Koss Corporation US5006921085	+2K	28K	BUY
The Kraft Heinz Company US5007541064	+53K	116K	BUY
Kratos Defense & Security Solutions, Inc. US50077B2079	-173K	94K	SELL
Kraton Corporation US50077C1062	-117K	42K	SELL
The Kroger Co. US5010441013	+2M	2.1M	BUY
Kronos Worldwide, Inc. US50105F1057	-133K	121K	SELL
Kulicke and Soffa Industries, Inc. US5012421013	-124K	2.2M	SELL
Kyocera Corporation US5015562037	+61K	8.6M	BUY
LCNB Corp. US50181P1003	+37K	86K	BUY
LHC Group, Inc. US50187A1079	-177K	122K	SELL
LSI Industries Inc. US50216C1080	-7.1K	246K	SELL
LTC Properties, Inc. US5021751020	-170K	31K	SELL
La-Z-Boy Incorporated US5053361078	-24K	118K	SELL
Lakeland Bancorp, Inc. US5116371007	-103K	256K	SELL
Lakeland Financial Corporation US5116561003	-11K	123K	SELL
Lakeland Industries, Inc. US5117951062	-21K	382K	SELL
Lancaster Colony Corporation US5138471033	-119K	610K	SELL
Landmark Bancorp, Inc. US51504L1070	+2K	44K	BUY
Lantronix, Inc. US5165482036	+4.7K	164K	BUY
Las Vegas Sands Corp. US5178341070	+170K	222K	BUY	$37.74–$46.08
LATAM Airlines Group S.A. US51817R1068	+212	470	BUY
The Estée Lauder Companies Inc. US5184391044	-485K	625K	SELL
Distribution Solutions Group, Inc. US5207761058	-41K	96K	SELL
Leggett & Platt, Incorporated US5246601075	+69K	87K	BUY
Leidos Holdings, Inc. US5253271028	+247K	405K	BUY
LeMaitre Vascular, Inc. US5255582018	-25K	99K	SELL
Lennar Corporation US5260571048	-208K	191K	SELL
Lennar Corporation US5260573028	-9.4K	88K	SELL
Lennox International Inc. US5261071071	-115K	73K	SELL
LXP Industrial Trust US5290431015	-2.3M	81K	SELL
Liberty Broadband Corporation US5303071071	+76K	90K	BUY
Liberty Broadband Corporation US5303073051	+108K	128K	BUY
Lifeway Foods, Inc. US5319141090	+11K	140K	BUY
Ligand Pharmaceuticals Incorporated US53220K5048	-1.3K	186K	SELL
LifeVantage Corporation US53222K2050	+210K	590K	BUY
Lifetime Brands, Inc. US53222Q1031	+54K	165K	BUY
LightPath Technologies, Inc. US5322578056	-45K	161K	SELL
LightInTheBox Holding Co., Ltd. US53225G1022	+2.8K	45K	BUY
Eli Lilly and Company US5324571083	-22K	2.2M	SELL
Limoneira Company US5327461043	-2.3K	20K	SELL
Lincoln Educational Services Corporation US5335351004	+45K	394K	BUY
Lindblad Expeditions Holdings, Inc. US5352191093	+66K	78K	BUY
Lindsay Corporation US5355551061	+6.6K	273K	BUY
Liquidity Services, Inc. US53635B1070	+95K	1.1M	BUY
Littelfuse, Inc. US5370081045	+5.9K	287K	BUY
Live Nation Entertainment, Inc. US5380341090	+261K	3M	BUY
Live Oak Bancshares, Inc. US53803X1054	+37K	57K	BUY
LivePerson, Inc. US5381461012	+327K	1.3M	BUY
Lloyds Banking Group plc US5394391099	+2.3M	7.2M	BUY
Lockheed Martin Corporation US5398301094	-209K	128K	SELL
Loews Corporation US5404241086	+517K	1.4M	BUY
Loral Space & Communications Inc. US5438811060	-48K	218K	SELL
Lowe's Companies, Inc. US5486611073	+155K	230K	BUY
Lululemon Athletica Inc. US5500211090	-77K	292K	SELL
Luminex Corporation US55027E1029	-4.9K	1M	SELL
Luna Innovations Incorporated US5503511009	+71K	261K	BUY
M.D.C. Holdings, Inc. US5526761086	+179K	216K	BUY
MDU Resources Group, Inc. US5526901096	-2.1M	413K	SELL
MGE Energy, Inc. US55277P1049	-75K	139K	SELL
MGIC Investment Corporation US5528481030	+824K	2.1M	BUY
MGP Ingredients, Inc. US55303J1060	-49K	49K	SELL
M/I Homes, Inc. US55305B1017	-38K	20K	SELL
MRC Global Inc. US55345K1034	-437K	1.2M	SELL
MSC Industrial Direct Co., Inc. US5535301064	+167K	497K	BUY
MSCI Inc. US55354G1004	+3.3K	166K	BUY
MYR Group Inc. US55405W1045	-53K	167K	SELL
MACOM Technology Solutions Holdings, Inc. US55405Y1001	+76K	103K	BUY
The Macerich Company US5543821012	-586K	567K	SELL
Veris Residential, Inc. US5544891048	-176K	1.2M	SELL
Macquarie Infrastructure Holdings, LLC US55608B1052	-57K	174K	SELL
Steven Madden, Ltd. US5562691080	-22K	177K	SELL
Madison Square Garden Sports Corp. US55825T1034	+10K	102K	BUY
Magellan Health, Inc. US5590792074	+148K	1.2M	BUY
Malibu Boats, Inc. US56117J1007	+17K	77K	BUY
Manhattan Associates, Inc. US5627501092	-379K	1.8M	SELL
Manhattan Bridge Capital, Inc. US5628031065	+16K	100K	BUY
Mannatech, Incorporated US5637712036	+8.8K	183K	BUY
Manning & Napier, Inc. US56382Q1022	+75K	974K	BUY
Marathon Oil Corporation US5658491064	-1.2M	2.1M	SELL
Marchex, Inc. US56624R1086	+161K	1.1M	BUY
Marcus & Millichap, Inc. US5663241090	-106K	109K	SELL
The Marcus Corporation US5663301068	-38K	198K	SELL
Marine Products Corporation US5684271084	+19K	97K	BUY
Markel Corporation US5705351048	-8.9K	117K	SELL
MarketAxess Holdings Inc. US57060D1081	-104K	2.5K	SELL
Marlin Business Services Corp. US5711571068	-100	108K	SELL
Marriott International, Inc. US5719032022	+141K	293K	BUY
Martin Midstream Partners L.P. US5733311055	+120K	136K	BUY
Masco Corporation US5745991068	-782K	507K	SELL
Masimo Corporation US5747951003	-89K	144K	SELL
Mastercard Incorporated US57636Q1040	+1.9M	5.4M	BUY
Materialise NV US57667T1007	+8.6K	26K	BUY
Materion Corporation US5766901012	-24K	23K	SELL
Matrix Service Company US5768531056	-50K	18K	SELL
Matson, Inc. US57686G1058	-74K	294K	SELL
Maui Land & Pineapple Company, Inc. US5773451019	+900	12K	BUY
Maxim Integrated Products, Inc. US57772K1016	-358K	209K	SELL
MaxLinear, Inc. US57776J1007	+177K	1.2M	BUY
Maximus, Inc. US5779331041	-577K	87K	SELL
McCormick & Company, Incorporated US5797802064	-123K	341K	SELL
McDonald's Corporation US5801351017	-128K	482K	SELL
McGrath RentCorp US5805891091	-71K	165K	SELL
McKesson Corporation US58155Q1031	-438K	97K	SELL
MediciNova, Inc. US58468P2065	-66K	35K	SELL
Medifast, Inc. US58470H1014	+126K	954K	BUY
Pediatrix Medical Group, Inc. US58502B1061	-189K	252K	SELL
Melco Resorts & Entertainment Limited US5854641009	+1.1M	1.6M	BUY
Mercantile Bank Corporation US5873761044	+26K	661K	BUY
Mercer International Inc. US5880561015	+111K	1.1M	BUY
Merck & Co., Inc. US58933Y1055	+2.6M	3.1M	BUY
Mercury Systems, Inc. US5893781089	-181K	774K	SELL
Mercury General Corporation US5894001008	+7.2K	238K	BUY
Meridian Bioscience, Inc. US5895841014	+50K	1.8M	BUY
Meridian Bancorp, Inc. US58958U1034	+6.2K	1.3M	BUY
Merit Medical Systems, Inc. US5898891040	-125K	362K	SELL
Mesa Laboratories, Inc. US59064R1095	-35K	102K	SELL
Pathward Financial, Inc. US59100U1088	+5.6K	714K	BUY
Methode Electronics, Inc. US5915202007	+255K	1.1M	BUY
Microsoft Corporation US5949181045	+2M	2.1M	BUY	$43.18–$49.88
MicroStrategy Incorporated US5949724083	+97K	393K	BUY
Microchip Technology Incorporated US5950171042	+1.9M	2M	BUY
Micron Technology, Inc. US5951121038	+3.8M	4M	BUY
Mid-America Apartment Communities, Inc. US59522J1034	-17K	758K	SELL
The Middleby Corporation US5962781010	-170K	85K	SELL
Middlesex Water Company US5966801087	+14K	361K	BUY
MidWestOne Financial Group, Inc. US5985111039	-1.7K	105K	SELL
MillerKnoll, Inc. US6005441000	-71K	62K	SELL
Miller Industries, Inc. US6005512040	+15K	56K	BUY
Mirati Therapeutics, Inc. US60468T1051	+212K	236K	BUY
Misonix, Inc. US6048711039	+5K	171K	BUY
Mistras Group, Inc. US60649T1079	-35K	163K	SELL
Mitek Systems, Inc. US6067102003	+210K	357K	BUY
Mitsubishi UFJ Financial Group, Inc. US6068221042	-202K	3.3M	SELL
Mizuho Financial Group, Inc. US60687Y1091	+276K	2.9M	BUY
MiX Telematics Limited US60688N1028	+40K	327K	BUY
MobileIron, Inc. US60739U2042	+178K	387K	BUY
Mobile TeleSystems Public Joint Stock Company US6074091090	-1.1M	8.2M	SELL
Model N, Inc. US6075251024	+8.4K	622K	BUY
Modine Manufacturing Company US6078281002	+235K	449K	BUY
Moelis & Company US60786M1053	+104K	281K	BUY
Mohawk Industries, Inc. US6081901042	+17K	176K	BUY
Molina Healthcare, Inc. US60855R1005	-160K	1M	SELL
Molson Coors Beverage Company US60871R2094	-119K	501K	SELL
Monarch Casino & Resort, Inc. US6090271072	-12K	192K	SELL
Mondelez International, Inc. US6092071058	-767K	731K	SELL
MoneyGram International, Inc. US60935Y2081	+54K	323K	BUY
Monolithic Power Systems, Inc. US6098391054	-344K	349K	SELL
Monster Beverage Corporation US61174X1090	-682K	1.1M	SELL
Moody's Corporation US6153691059	+6.1K	40K	BUY
Moog Inc. US6153943013	+200	4K	BUY
Morningstar, Inc. US6177001095	+30K	616K	BUY
Motorcar Parts of America, Inc. US6200711009	+45K	101K	BUY
Motorola Solutions, Inc. US6200763075	-122K	1.3M	SELL
Movado Group, Inc. US6245801062	+42K	126K	BUY
Mueller Industries, Inc. US6247561029	-91K	263K	SELL
Mueller Water Products, Inc. US6247581084	-324K	229K	SELL
Murphy USA Inc. US6267551025	-5.7K	312K	SELL
Myers Industries, Inc. US6284641098	+42K	75K	BUY
Myriad Genetics, Inc. US62855J1043	+298K	1.3M	BUY
NBT Bancorp Inc. US6287781024	-15K	180K	SELL
NL Industries, Inc. US6291564077	+8.7K	127K	BUY
NMI Holdings, Inc. US6292093050	+95K	1.5M	BUY
NVE Corporation US6294452064	-4.1K	82K	SELL
NVR, Inc. US62944T1051	+330	2.8K	BUY
NACCO Industries, Inc. US6295791031	+28K	225K	BUY
Napco Security Technologies, Inc. US6304021057	-11K	602K	SELL
Nasdaq, Inc. US6311031081	+448K	558K	BUY
Nathan's Famous, Inc. US6323471002	+4.1K	157K	BUY
National Bank Holdings Corporation US6337071046	+175K	1M	BUY
National Bankshares, Inc. US6348651091	+6.3K	63K	BUY
National Beverage Corp. US6350171061	-71K	1.4M	SELL
National HealthCare Corporation US6359061008	-9.1K	296K	SELL
National Fuel Gas Company US6361801011	+154K	335K	BUY
National Presto Industries, Inc. US6372151042	-9.9K	45K	SELL
National Research Corporation US6373722023	+29K	102K	BUY
National Retail Properties, Inc. US6374171063	+221K	245K	BUY
National Storage Affiliates Trust US6378701063	-89K	285K	SELL
National Western Life Group, Inc. US6385171029	-100	4.9K	SELL
Natural Alternatives International, Inc. US6388423021	+72K	349K	BUY
Natural Gas Services Group, Inc. US63886Q1094	-13K	240K	SELL
Natural Health Trends Corp. US63888P4063	+43K	779K	BUY
Natural Grocers by Vitamin Cottage, Inc. US63888U1088	+11K	209K	BUY
Nature's Sunshine Products, Inc. US6390271012	+2.7K	343K	BUY
Nautilus, Inc. US63910B1026	+76K	346K	BUY
Neenah, Inc. US6400791090	-7.8K	25K	SELL
Nelnet, Inc. US64031N1081	+58K	340K	BUY
Neogen Corporation US6404911066	+141K	1.2M	BUY
NeoGenomics, Inc. US64049M2098	+173K	507K	BUY
NeoPhotonics Corporation US64051T1007	-15K	1.2M	SELL
Lesaka Technologies, Inc. US64107N2062	-34K	1.4M	SELL
NetApp, Inc. US64110D1046	+888K	977K	BUY
NetEase, Inc. US64110W1027	+1M	12M	BUY
NETGEAR, Inc. US64111Q1040	-53K	1.2M	SELL
NetSol Technologies, Inc. US64115A4022	+18K	294K	BUY
NetScout Systems, Inc. US64115T1043	-59K	101K	SELL
Nevro Corp. US64157F1030	-34K	86K	SELL
The New York Times Company US6501111073	-98K	1.7M	SELL
Newell Brands Inc. US6512291062	+466K	588K	BUY
NewMarket Corporation US6515871076	-4.2K	50K	SELL
Newmont Corporation US6516391066	+435K	473K	BUY
Newpark Resources, Inc. US6517185046	-24K	313K	SELL
News Corporation US65249B1098	+1.7M	2.6M	BUY
News Corporation US65249B2088	+202K	335K	BUY
Nexstar Media Group, Inc. US65336K1034	-213K	22K	SELL
NextEra Energy, Inc. US65339F1012	-1.8M	2.8M	SELL
NextEra Energy Partners, LP US65341B1061	-35K	70K	SELL
NexPoint Residential Trust, Inc. US65341D1028	+176K	223K	BUY
NICE Ltd. US6536561086	+11K	70K	BUY
NIKE, Inc. US6541061031	+5M	5.1M	BUY
Nippon Telegraph and Telephone Corporation US6546241059	-699K	4.3M	SELL
Nokia Oyj US6549022043	+1.1M	17M	BUY
Nomura Holdings, Inc. US65535H2085	-133K	12K	SELL
Nordson Corporation US6556631025	-63K	83K	SELL
Nordstrom, Inc. US6556641008	-162K	540K	SELL
Norfolk Southern Corporation US6558441084	+318K	702K	BUY
Nortech Systems Incorporated US6565531042	+100	15K	BUY
Northern Technologies International Corporation US6658091094	+600	26K	BUY
Northfield Bancorp, Inc. US66611T1088	-41K	1.8M	SELL
Northrop Grumman Corporation US6668071029	-255K	138K	SELL
Northwest Bancshares, Inc. US6673401039	-58K	1.8M	SELL
Northwest Biotherapeutics, Inc. US66737P6007	+265K	851K	BUY
Northwest Pipe Company US6677461013	+19K	142K	BUY
Novartis AG US66987V1098	-1.1M	2.5M	SELL
Novo Nordisk A/S US6701002056	+348K	26M	BUY
NOW Inc. US67011P1003	+1M	1.5M	BUY
Nuance Communications, Inc. US67020Y1001	-2.7M	929K	SELL
Nucor Corporation US6703461052	-132K	932K	SELL
NuStar Energy L.P. US67058H1023	-93K	97K	SELL
NVIDIA Corporation US67066G1040	+35M	164M	BUY	$0.75–$1.06
NuVasive, Inc. US6707041058	+59K	319K	BUY
OGE Energy Corp. US6708371033	-626K	231K	SELL
O'Reilly Automotive, Inc. US67103H1077	+2M	2.8M	BUY
Occidental Petroleum Corporation US6745991058	+313K	549K	BUY	$59.01–$68.42
Oceaneering International, Inc. US6752321025	+157K	327K	BUY
OceanFirst Financial Corp. US6752341080	+251K	781K	BUY
Ocular Therapeutix, Inc. US67576A1007	+36K	47K	BUY
Oil-Dri Corporation of America US6778641000	-15K	831K	SELL
Old Dominion Freight Line, Inc. US6795801009	-86K	430K	SELL
Old Republic International Corporation US6802231042	-1.6M	2.9M	SELL
Old Second Bancorp, Inc. US6802771005	+21K	441K	BUY
Ollie's Bargain Outlet Holdings, Inc. US6811161099	+65K	337K	BUY
Olympic Steel, Inc. US68162K1060	+63K	80K	BUY
Omnicom Group Inc. US6819191064	+638K	642K	BUY
Omega Healthcare Investors, Inc. US6819361006	+38K	600K	BUY
ON Semiconductor Corporation US6821891057	+897K	1.3M	BUY
ONE Gas, Inc. US68235P1084	-92K	8.5K	SELL
One Liberty Properties, Inc. US6824061039	+33K	378K	BUY
1-800-FLOWERS.COM, Inc. US68243Q1067	+100K	136K	BUY
Ooma, Inc. US6834161019	+73K	118K	BUY
Oppenheimer Holdings Inc. US6837971042	-41K	12K	SELL
Optical Cable Corporation US6838272085	+100	89K	BUY
Oracle Corporation US68389X1054	-220K	1.8M	SELL
OraSure Technologies, Inc. US68554V1089	+405K	3.1M	BUY
Orion Group Holdings, Inc. US68628V3087	-1.9K	546K	SELL
ORIX Corporation US6863301015	+79K	122K	BUY
Ormat Technologies, Inc. US6866881021	+13K	451K	BUY
Orrstown Financial Services, Inc. US6873801053	+20K	149K	BUY
Otter Tail Corporation US6896481032	-19K	211K	SELL
Overstock.com, Inc. US6903701018	+158K	742K	BUY
Owens Corning US6907421019	+165K	544K	BUY
Oxford Industries, Inc. US6914973093	-81K	234K	SELL
P.A.M. Transportation Services, Inc. US6931491061	-154K	4M	SELL
PBF Energy Inc. US69318G1067	-99K	784K	SELL
PC Connection, Inc. US69318J1007	-5.3K	137K	SELL
PBF Logistics LP US69318Q1040	+95K	116K	BUY
PCTEL, Inc. US69325Q1058	+14K	1.2M	BUY
PDC Energy, Inc. US69327R1014	-6K	269K	SELL
PDF Solutions, Inc. US6932821050	-56K	484K	SELL
PG&E Corporation US69331C1080	-945K	737K	SELL
Vidler Water Resources, Inc. US6933662057	-23K	92K	SELL
PGT Innovations, Inc. US69336V1017	+180K	3.1M	BUY
POSCO Holdings Inc. US6934831099	+6K	142K	BUY
PNM Resources, Inc. US69349H1077	-67K	782K	SELL
PPG Industries, Inc. US6935061076	+155K	540K	BUY
PPL Corporation US69351T1060	-1.1M	269K	SELL
PS Business Parks, Inc. US69360J1079	-74K	286K	SELL
PVH Corp. US6936561009	+110K	125K	BUY
PTC Therapeutics, Inc. US69366J2006	-847K	102K	SELL
PTC Inc. US69370C1009	-305K	12K	SELL
Pacific Biosciences of California, Inc. US69404D1081	-785K	404K	SELL
Pacific Mercantile Bancorp US6945521002	+89K	387K	BUY
Pacific Premier Bancorp, Inc. US69478X1054	-82K	165K	SELL
Pacira BioSciences, Inc. US6951271005	-74K	35K	SELL
Palo Alto Networks, Inc. US6974351057	+1.2M	6.8M	BUY
Pampa Energía S.A. US6976602077	+42K	203K	BUY
Papa John's International, Inc. US6988131024	-401K	818K	SELL
PAR Technology Corporation US6988841036	+35K	190K	BUY
Par Pacific Holdings, Inc. US69888T2078	+84K	202K	BUY
Paramount Group, Inc. US69924R1086	-100K	1M	SELL
Paratek Pharmaceuticals, Inc. US6993743029	+24K	102K	BUY
Park National Corporation US7006581075	-800	58K	SELL
Park-Ohio Holdings Corp. US7006661000	+1.4K	72K	BUY
Partner Communications Company Ltd. US70211M1099	+14K	2.6M	BUY
Patterson Companies, Inc. US7033951036	+161K	194K	BUY
Patterson-UTI Energy, Inc. US7034811015	-40K	803K	SELL
PayPal Holdings, Inc. US70450Y1038	+3M	3.4M	BUY
Peapack-Gladstone Financial Corporation US7046991078	-13K	270K	SELL
Pearson plc US7050151056	-77K	1.7M	SELL
Pegasystems Inc. US7055731035	+17K	907K	BUY
PENN Entertainment, Inc. US7075691094	+484K	2.4M	BUY
Penns Woods Bancorp, Inc. US7084301032	+9.2K	73K	BUY
Penske Automotive Group, Inc. US70959W1036	-36K	96K	SELL
Peoples Bancorp, Inc. US7097891011	+22K	164K	BUY
Peoples Financial Corporation US71103B1026	+1.5K	25K	BUY
Peoples Financial Services Corp. US7110401053	+3.6K	13K	BUY
People's United Financial, Inc. US7127041058	-1.3M	653K	SELL
PepsiCo, Inc. US7134481081	-2.2M	1.5M	SELL
Perficient, Inc. US71375U1016	-2.9K	44K	SELL
Performant Financial Corporation US71377E1055	+98K	613K	BUY
PerkinElmer, Inc. US7140461093	-16K	29K	SELL
Perma-Fix Environmental Services, Inc. US7141572039	+20K	89K	BUY
Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk US7156841063	+95K	1.2M	BUY
PetMed Express, Inc. US7163821066	+48K	1.7M	BUY
PetroChina Company Limited US71646E1001	+200K	246K	BUY
Petróleo Brasileiro S.A. - Petrobras US71654V4086	+6.9M	8.2M	BUY
Pfizer Inc. US7170811035	-707K	1.8M	SELL
PFSweb, Inc. US7170982067	-51K	702K	SELL
Photronics, Inc. US7194051022	-445K	2.2M	SELL
Piedmont Office Realty Trust, Inc. US7201902068	-205K	3M	SELL
Pilgrim's Pride Corporation US72147K1088	-466K	1.5M	SELL
Pinnacle Financial Partners, Inc. US72346Q1040	-153K	291K	SELL
Pinnacle West Capital Corporation US7234841010	-719K	419K	SELL
Pioneer Natural Resources Company US7237871071	+188K	427K	BUY
Piper Sandler Companies US7240781002	+46K	90K	BUY
Pitney Bowes Inc. US7244791007	+270K	425K	BUY
Pixelworks, Inc. US72581M3051	+50K	240K	BUY
Plains All American Pipeline, L.P. US7265031051	-63K	194K	SELL
Plantronics, Inc. US7274931085	-75K	92K	SELL
Plexus Corp. US7291321005	+33K	121K	BUY
Polaris Inc. US7310681025	-171K	97K	SELL
Portland General Electric Company US7365088472	-67K	513K	SELL
Post Holdings, Inc. US7374461041	-71K	1.2M	SELL
Potbelly Corporation US73754Y1001	+207K	1.7M	BUY
PotlatchDeltic Corporation US7376301039	-32K	1.2M	SELL
Powell Industries, Inc. US7391281067	+38K	188K	BUY
Power Integrations, Inc. US7392761034	+273K	626K	BUY
Power REIT US73933H1014	+700	15K	BUY
Preferred Bank US7403674044	-9.8K	377K	SELL
Preferred Apartment Communities, Inc. US74039L1035	-34K	63K	SELL
Preformed Line Products Company US7404441047	+900	25K	BUY
Premier Financial Bancorp, Inc. US74050M1053	+52K	101K	BUY
Premier, Inc. US74051N1028	+393K	837K	BUY
Prestige Consumer Healthcare Inc. US74112D1019	-65K	481K	SELL
T. Rowe Price Group, Inc. US74144T1088	-8.8K	126K	SELL
PriceSmart, Inc. US7415111092	+20K	300K	BUY
Primoris Services Corporation US74164F1030	+215K	237K	BUY
ProAssurance Corporation US74267C1062	-61K	400K	SELL
Prism Technologies Group, Inc. US74273Y1001	+18K	108K	BUY
Profire Energy, Inc. US74316X1019	+87K	135K	BUY
Progress Software Corporation US7433121008	-279K	258K	SELL
The Progressive Corporation US7433151039	-177K	1.5M	SELL
Prologis, Inc. US74340W1036	-544K	824K	SELL
ProPhase Labs, Inc. US74345W1080	+1.9K	100K	BUY
PROS Holdings, Inc. US74346Y1038	+32K	61K	BUY
Provectus Biopharmaceuticals, Inc. US74373P1084	+32K	53K	BUY
Provident Financial Holdings, Inc. US7438681014	-13K	334K	SELL
Provident Financial Services, Inc. US74386T1051	+72K	913K	BUY
Prudential Bancorp, Inc. US74431A1016	-2.3K	286K	SELL
Prudential plc US74435K2042	-147K	58K	SELL
Psychemedics Corporation US7443752057	-3.3K	407K	SELL
Public Service Enterprise Group Incorporated US7445731067	+280K	409K	BUY
Public Storage US74460D1090	+195K	213K	BUY
QCR Holdings, Inc. US74727A1043	+32K	112K	BUY
QAD Inc. US74727D3061	+33K	554K	BUY
Quad/Graphics, Inc. US7473011093	+220K	1M	BUY
Quaker Chemical Corporation US7473161070	+4K	181K	BUY
Pzena Investment Management, Inc. US74731Q1031	+45K	470K	BUY
QIWI plc US74735M1080	-78K	899K	SELL
Q2 Holdings, Inc. US74736L1098	-71K	390K	SELL
Qualys, Inc. US74758T3032	+100K	522K	BUY
Quanex Building Products Corporation US7476191041	+45K	1.3M	BUY
Quanta Services, Inc. US74762E1029	+365K	423K	BUY
QuinStreet, Inc. US74874Q1004	+43K	1.2M	BUY
Qumu Corporation US7490631030	+13K	624K	BUY
RCI Hospitality Holdings, Inc. US74934Q1085	+3.5K	193K	BUY
RCM Technologies, Inc. US7493604000	+7.3K	611K	BUY
RF Industries, Ltd. US7495521053	-4.6K	675K	SELL
RPC, Inc. US7496601060	-351K	380K	SELL
RPM International Inc. US7496851038	+300K	521K	BUY
Radian Group Inc. US7502361014	+176K	1.3M	BUY
Radiant Logistics, Inc. US75025X1000	-87K	240K	SELL
RadNet, Inc. US7504911022	+85K	294K	BUY
Rambus Inc. US7509171069	-219K	1.7M	SELL
Ralph Lauren Corporation US7512121010	+706K	728K	BUY
Range Resources Corporation US75281A1097	-95K	445K	SELL
Raven Industries, Inc. US7542121089	-20K	226K	SELL
Rayonier Inc. US7549071030	+250K	1.6M	BUY
Rayonier Advanced Materials Inc. US75508B1044	+699K	2.4M	BUY
RBC Bearings Incorporated US75524B1044	-102K	30K	SELL
RE/MAX Holdings, Inc. US75524W1080	+39K	467K	BUY
Reading International, Inc. US7554081015	-22K	955K	SELL
RealNetworks, Inc. US75605L7082	+52K	1.1M	BUY
Anywhere Real Estate Inc. US75605Y1064	+101K	1.3M	BUY
Red Robin Gourmet Burgers, Inc. US75689M1018	-13K	43K	SELL
Redwood Trust, Inc. US7580754023	+125K	844K	BUY
Regal Rexnord Corporation US7587501039	-157K	136K	SELL
Regency Centers Corporation US7588491032	-160K	258K	SELL
Regeneron Pharmaceuticals, Inc. US75886F1075	-6.2K	211K	SELL
Regional Management Corp. US75902K1060	+1.6K	43K	BUY
Regions Financial Corporation US7591EP1005	+1.2M	3.1M	BUY
RELX Plc US7595301083	+58K	172K	BUY
Renasant Corporation US75970E1073	+13K	828K	BUY
Renewable Energy Group, Inc. US75972A3014	+207K	224K	BUY
Repligen Corporation US7599161095	+142K	1.1M	BUY
Rent-A-Center, Inc. US76009N1000	-521K	287K	SELL
Republic Bancorp, Inc. US7602812049	-11K	37K	SELL
Republic First Bancorp, Inc. US7604161072	+63K	374K	BUY
Republic Services, Inc. US7607591002	-345K	406K	SELL
ResMed Inc. US7611521078	-494K	789K	SELL
Resolute Forest Products Inc. US76117W1099	+82K	1.1M	BUY
Resources Connection, Inc. US76122Q1058	-20K	332K	SELL
Retractable Technologies, Inc. US76129W1053	+23K	45K	BUY
Revlon, Inc. US7615256093	+23K	207K	BUY
Zurn Water Solutions Corporation US76169B1026	+131K	161K	BUY
Rexford Industrial Realty, Inc. US76169C1009	-46K	22K	SELL
Richardson Electronics, Ltd. US7631651079	-19K	849K	SELL
RingCentral, Inc. US76680R2067	+77K	869K	BUY
Rio Tinto Group US7672041008	+1.7M	1.8M	BUY
Riverview Bancorp, Inc. US7693971001	-5.9K	11K	SELL
Robert Half International Inc. US7703231032	-648K	402K	SELL
Rocky Brands, Inc. US7745151008	-41K	120K	SELL
Rocky Mountain Chocolate Factory, Inc. US77467X1019	+38K	452K	BUY
Rogers Corporation US7751331015	+32K	147K	BUY
Rollins, Inc. US7757111049	-1.5M	3.6M	SELL
Roper Technologies, Inc. US7766961061	+188K	243K	BUY
Ross Stores, Inc. US7782961038	+345K	452K	BUY
Shell plc US7802591070	-43K	104K	SELL
Shell plc US7802592060	-342K	351K	SELL
Rush Enterprises, Inc. US7818462092	-297K	38K	SELL
Rush Enterprises, Inc. US7818463082	+8.3K	300K	BUY
Ruth's Hospitality Group, Inc. US7833321091	-344K	85K	SELL
Ryanair Holdings plc US7835132033	-2.7M	6.4M	SELL
Ryman Hospitality Properties, Inc. US78377T1079	-91K	18K	SELL
S&T Bancorp, Inc. US7838591011	-78K	241K	SELL
SJW Group US7843051043	-57K	232K	SELL
SM Energy Company US78454L1008	+26K	227K	BUY
SPS Commerce, Inc. US78463M1071	-131K	228K	SELL
SP Plus Corporation US78469C1036	+3.2K	176K	BUY
Sabre Corporation US78573M1045	+210K	713K	BUY
Safety Insurance Group, Inc. US78648T1007	-5.3K	162K	SELL
Saga Communications, Inc. US7865983008	+600	127K	BUY
Saia, Inc. US78709Y1055	-53K	108K	SELL
The St. Joe Company US7901481009	-207K	155K	SELL
Salem Media Group, Inc. US7940931048	+80K	209K	BUY
Salesforce, Inc. US79466L3024	+1.7M	1.8M	BUY
Sally Beauty Holdings, Inc. US79546E1047	+377K	494K	BUY
Sanderson Farms, Inc. US8000131040	-16K	311K	SELL
Sandy Spring Bancorp, Inc. US8003631038	+7.4K	248K	BUY
John B. Sanfilippo & Son, Inc. US8004221078	+6.7K	429K	BUY
Sangamo Therapeutics, Inc. US8006771062	-390K	114K	SELL
Sanmina Corporation US8010561020	-84K	122K	SELL
Sap Se US8030542042	+166K	336K	BUY
Sasol Limited US8038663006	+136K	321K	BUY
Saul Centers, Inc. US8043951016	+25K	220K	BUY
ScanSource, Inc. US8060371072	+21K	36K	BUY
Henry Schein, Inc. US8064071025	+41K	145K	BUY
Schnitzer Steel Industries, Inc. US8068821060	+174K	1.3M	BUY
Scholastic Corporation US8070661058	+46K	76K	BUY
Mativ Holdings, Inc. US8085411069	-64K	501K	SELL
Science Applications International Corporation US8086251076	-9.6K	55K	SELL
Light & Wonder, Inc. US80874P1093	+106K	127K	BUY
The Scotts Miracle-Gro Company US8101861065	+89K	235K	BUY
The E.W. Scripps Company US8110544025	-16K	93K	SELL
Seaboard Corporation US8115431079	+240	5.1K	BUY
SeaChange International, Inc. US8116991071	+3.2K	37K	BUY
Seacoast Banking Corporation of Florida US8117078019	+72K	457K	BUY
Sealed Air Corporation US81211K1007	-838K	495K	SELL
SeaSpine Holdings Corporation US81255T1088	+60K	77K	BUY
Security National Financial Corporation US8147853092	+15K	122K	BUY
Selective Insurance Group, Inc. US8163001071	-81K	107K	SELL
Semtech Corporation US8168501018	+167K	395K	BUY
Sempra US8168511090	-291K	3.9M	SELL
Seneca Foods Corporation US8170705011	+10K	61K	BUY
Sensient Technologies Corporation US81725T1007	+43K	52K	BUY
Service Corporation International US8175651046	-650K	791K	SELL
ServiceNow, Inc. US81762P1021	-118K	120K	SELL
ServiceSource International, Inc. US81763U1007	+487K	1.7M	BUY
Sharps Compliance Corp. US8200171010	-42K	472K	SELL
Shell Midstream Partners, L.P. US8226341019	+437K	715K	BUY
Shenandoah Telecommunications Company US82312B1061	+73K	1M	BUY
The Sherwin-Williams Company US8243481061	+367K	743K	BUY
Shinhan Financial Group Co., Ltd. US8245961003	-37K	22K	SELL
Shoe Carnival, Inc. US8248891090	-26K	52K	SELL
Shore Bancshares, Inc. US8251071051	+48K	204K	BUY
Shutterstock, Inc. US8256901005	+22K	219K	BUY
Siebert Financial Corp. US8261761097	+100	30K	BUY
Sierra Bancorp US82620P1021	+27K	149K	BUY
SIFCO Industries, Inc. US8265461033	+400	38K	BUY
Sify Technologies Limited US82655M1071	+5.8K	25K	BUY
SigmaTron International, Inc. US82661L1017	+1.5K	130K	BUY
Signature Bank US82669G1040	-117K	105K	SELL
Silicon Laboratories Inc. US8269191024	-127K	91K	SELL
Silvercrest Asset Management Group Inc. US8283591092	+31K	111K	BUY
Simmons First National Corporation US8287302009	-25K	289K	SELL
Simpson Manufacturing Co., Inc. US8290731053	-82K	305K	SELL
Simulations Plus, Inc. US8292141053	+8.1K	532K	BUY
Six Flags Entertainment Corporation US83001A1025	-403K	161K	SELL
Skechers U.S.A., Inc. US8305661055	-863K	89K	SELL
Skyline Champion Corporation US8308301055	+59K	180K	BUY
SkyWest, Inc. US8308791024	+147K	460K	BUY
Smith & Nephew plc US83175M2052	-261K	850K	SELL
A. O. Smith Corporation US8318652091	-642K	362K	SELL
The J. M. Smucker Company US8326964058	-186K	144K	SELL
Snap-on Incorporated US8330341012	-129K	55K	SELL
Sociedad Química y Minera de Chile S.A. US8336351056	+383K	723K	BUY
Solitario Zinc Corp. US8342EP1070	+118K	141K	BUY
Sonic Foundry, Inc. US83545R2076	+1.7K	42K	BUY
Sony Group Corporation US8356993076	-1.3M	8.5M	SELL
Sotherly Hotels Inc. US83600C1036	+28K	103K	BUY
South Jersey Industries, Inc. US8385181081	-49K	380K	SELL
SouthState Corporation US8404411097	-56K	165K	SELL
The Southern Company US8425871071	-2.5M	995K	SELL
Southern Copper Corporation US84265V1052	+32K	99K	BUY
Southside Bancshares, Inc. US84470P1093	+68K	677K	BUY
Southwest Airlines Co. US8447411088	+463K	772K	BUY
Southwest Gas Holdings, Inc. US8448951025	-73K	113K	SELL
Spanish Broadcasting System, Inc. US8464258339	+3.2K	289K	BUY
Spark Energy, Inc. US8465111032	+44K	117K	BUY
SpartanNash Company US8472151005	-99K	206K	SELL
Spectrum Pharmaceuticals, Inc. US84763A1088	+1.3M	4.6M	BUY
Spirit AeroSystems Holdings, Inc. US8485741099	+140K	425K	BUY
Splunk Inc. US8486371045	+503K	729K	BUY
Spok Holdings, Inc. US84863T1060	-36K	1.6M	SELL
Sportsman's Warehouse Holdings, Inc. US84920Y1064	-93K	246K	SELL
Sprague Resources LP US8493431089	+10K	23K	BUY
Sprouts Farmers Market, Inc. US85208M1027	+408K	542K	BUY
STAAR Surgical Company US8523123052	+12K	163K	BUY
Standard Motor Products, Inc. US8536661056	-99K	36K	SELL
Standex International Corporation US8542311076	-15K	66K	SELL
Stanley Black & Decker, Inc. US8545021011	-49K	465K	SELL
Star Group, L.P. US85512C1053	+58K	70K	BUY
Steel Dynamics, Inc. US8581191009	+1.4M	2.2M	BUY
Steelcase Inc. US8581552036	+184K	231K	BUY
Stepan Company US8585861003	-13K	236K	SELL
Stereotaxis, Inc. US85916J4094	+59K	249K	BUY
Sterling Bancorp US85917A1007	-469K	696K	SELL
Sterling Infrastructure, Inc. US8592411016	+97K	361K	BUY
Stewart Information Services Corporation US8603721015	-17K	457K	SELL
STMicroelectronics N.V. US8610121027	-153K	1.3M	SELL
Stock Yards Bancorp, Inc. US8610251048	-20K	34K	SELL
Stoneridge, Inc. US86183P1021	+203K	452K	BUY
STORE Capital Corporation US8621211007	+215K	581K	BUY
Strattec Security Corporation US8631111007	+3.4K	87K	BUY
Stratus Properties Inc. US8631672016	+8.3K	50K	BUY
Sturm, Ruger & Company, Inc. US8641591081	+16K	370K	BUY
Suburban Propane Partners, L.P. US8644821048	+115K	205K	BUY
Sumitomo Mitsui Financial Group, Inc. US86562M2098	-419K	1.8M	SELL
Sun Communities, Inc. US8666741041	-65K	253K	SELL
SunCoke Energy, Inc. US86722A1034	+152K	1.9M	BUY
SunLink Health Systems, Inc. US86737U1025	-600	55K	SELL
Sunoco LP US86765K1097	+168K	181K	BUY
Superior Industries International, Inc. US8681681057	-42K	386K	SELL
Superior Group of Companies, Inc. US8683581024	-14K	195K	SELL
Surmodics, Inc. US8688731004	+18K	851K	BUY
Ascent Industries Co. US8715651076	+38K	153K	BUY
Synaptics Incorporated US87157D1090	+25K	50K	BUY
Synovus Financial Corp. US87161C5013	+43K	676K	BUY
TD SYNNEX Corporation US87162W1009	-180K	247K	SELL
Sypris Solutions, Inc. US8716551069	+1.1K	524K	BUY
Sysco Corporation US8718291078	-1.4M	1.1M	SELL
Systemax Inc. US8718511012	+43K	175K	BUY
TESSCO Technologies Incorporated US8723861071	+44K	358K	BUY
TFS Financial Corporation US87240R1077	+62K	5.5M	BUY
The TJX Companies, Inc. US8725401090	+1.1M	2.2M	BUY
T-Mobile US, Inc. US8725901040	+546K	783K	BUY
TTM Technologies, Inc. US87305R1095	+152K	772K	BUY
Taiwan Semiconductor Manufacturing Company Limited US8740391003	-895K	2.8M	SELL
Take-Two Interactive Software, Inc. US8740541094	+811K	2.5M	BUY
TAL Education Group US8740801043	+1.2M	2.1M	BUY
Tanger Inc. US8754651060	-177K	1.6M	SELL
Target Corporation US87612E1064	-1.8M	11K	SELL
Targa Resources Corp. US87612G1013	-93K	457K	SELL
Tata Motors Limited US8765685024	+1M	1.2M	BUY
Taylor Devices, Inc. US8771631053	+2.9K	27K	BUY
Taylor Morrison Home Corporation US87724P1066	-149K	12K	SELL
Technical Communications Corporation US8784091014	-200	12K	SELL
TEGNA Inc. US87901J1051	+738K	1.2M	BUY
Telecom Argentina S.A. US8792732096	-197K	2M	SELL
Teleflex Incorporated US8793691069	-115K	39K	SELL
Telephone and Data Systems, Inc. US8794338298	+140K	2.4M	BUY
Tennant Company US8803451033	+20K	139K	BUY
Teradata Corporation US88076W1036	+2.1M	3.7M	BUY
Teradyne, Inc. US8807701029	-36K	286K	SELL
Terex Corporation US8807791038	-49K	398K	SELL
Ternium S.A. US8808901081	+143K	778K	BUY
Territorial Bancorp Inc. US88145X1081	+32K	473K	BUY
Terreno Realty Corporation US88146M1018	+191K	281K	BUY
Teva Pharmaceutical Industries Limited US8816242098	+197K	1.4M	BUY
TETRA Technologies, Inc. US88162F1057	+403K	595K	BUY
Tetra Tech, Inc. US88162G1031	+113K	551K	BUY
TetraLogic Pharmaceuticals Corporation US88165U1097	-5.4K	195K	SELL
Texas Roadhouse, Inc. US8826811098	-58K	8.7K	SELL
Textron Inc. US8832031012	-678K	197K	SELL
Thermon Group Holdings, Inc. US88362T1034	+31K	425K	BUY
3D Systems Corporation US88554D2053	+659K	975K	BUY
3M Company US88579Y1010	-9.8K	197K	SELL
Tile Shop Holdings, Inc. US88677Q1094	+227K	435K	BUY
Tilly's, Inc. US8868851028	+33K	456K	BUY
Timberland Bancorp, Inc. US8870981011	+13K	184K	BUY
The Timken Company US8873891043	-68K	38K	SELL
Metallus Inc. US8873991033	-510K	395K	SELL
Titan International, Inc. US88830M1027	+310K	2.1M	BUY
Tofutti Brands Inc. US88906B1052	+100	32K	BUY
Toll Brothers, Inc. US8894781033	+120K	651K	BUY
Tompkins Financial Corporation US8901101092	+2.8K	76K	BUY
Tootsie Roll Industries, Inc. US8905161076	-112K	68K	SELL
TopBuild Corp. US89055F1030	+29K	48K	BUY
TOR Minerals International, Inc. US8908783090	+600	15K	BUY
Town Sports International Holdings, Inc. US89214A1025	+76K	1.1M	BUY
TowneBank US89214P1093	+63K	768K	BUY
Townsquare Media, Inc. US8922311019	+32K	43K	BUY
Toyota Motor Corporation US8923313071	+161K	867K	BUY
Tractor Supply Company US8923561067	+661K	1.4M	BUY
TransAct Technologies Incorporated US8929181035	+24K	344K	BUY
Transportadora de Gas del Sur S.A. US8938702045	-99K	755K	SELL
TransUnion US89400J1079	+256K	492K	BUY
Travelzoo US89421Q2057	+77K	370K	BUY
Tredegar Corporation US8946501009	+30K	63K	BUY
TreeHouse Foods, Inc. US89469A1043	-137K	27K	SELL
Trex Company, Inc. US89531P1057	-216K	168K	SELL
TriCo Bancshares US8960951064	-26K	614K	SELL
TriMas Corporation US8962152091	-53K	85K	SELL
Trimble Inc. US8962391004	-678K	111K	SELL
TriNet Group, Inc. US8962881079	+54K	130K	BUY
Trinity Industries, Inc. US8965221091	+236K	419K	BUY
Trio-Tech International US8967122057	+4K	131K	BUY
Triumph Financial, Inc. US89679E3009	-1.6K	43K	SELL
Trupanion, Inc. US8982021060	+67K	182K	BUY
Trustmark Corporation US8984021027	+85K	633K	BUY
Tucows Inc. US8986972060	-22K	734K	SELL
Turkcell Iletisim Hizmetleri A.S. US9001112047	+100K	116K	BUY
VNET Group, Inc. US90138A1034	+83K	723K	BUY
Twin Disc, Incorporated US9014761012	-17K	108K	SELL
Twitter, Inc. (delisted) US90184L1026	+2.4M	3.2M	BUY
Tyson Foods, Inc. US9024941034	-748K	394K	SELL
UDR, Inc. US9026531049	-34K	1.9M	SELL
UFP Technologies, Inc. US9026731029	+22K	537K	BUY
UGI Corporation US9026811052	-551K	1.7M	SELL
UMB Financial Corporation US9027881088	-15K	119K	SELL
USA Compression Partners, LP US90290N1090	+30K	84K	BUY
USA Truck, Inc. US9029251066	-12K	88K	SELL
U.S. Global Investors, Inc. US9029521005	+17K	133K	BUY
U.S. Bancorp US9029733048	+2M	2.1M	BUY	$34.26–$38.46
UMH Properties, Inc. US9030021037	-38K	455K	SELL
USANA Health Sciences, Inc. US90328M1071	+115K	1.6M	BUY
U.S. Concrete, Inc. US90333L2016	-254K	35K	SELL
U.S. Physical Therapy, Inc. US90337L1089	-63K	575K	SELL
Ulta Beauty, Inc. US90384S3031	+38K	187K	BUY
Ultra Clean Holdings, Inc. US90385V1070	-90K	200K	SELL
Ultralife Corporation US9038991025	+11K	135K	BUY
Ultrapar Participações S.A. US90400P1012	-41K	8.4M	SELL
Umpqua Holdings Corporation US9042141039	+267K	477K	BUY
Unico American Corporation US9046071083	+200	14K	BUY
Unifi, Inc. US9046772003	+28K	137K	BUY
UniFirst Corporation US9047081040	+16K	166K	BUY
Unisys Corporation US9092143067	+298K	1.6M	BUY
United Community Banks, Inc. US90984P3038	+564K	1.6M	BUY
United Airlines Holdings, Inc. US9100471096	-904K	442K	SELL
United Fire Group, Inc. US9103401082	-41K	42K	SELL
United-Guardian, Inc. US9105711082	+17K	181K	BUY
American Coastal Insurance Corporation US9107101027	-28K	51K	SELL
United Microelectronics Corporation US9108734057	+862K	6.3M	BUY
United Security Bancshares US9114601035	+19K	117K	BUY
United States Cellular Corporation US9116841084	+25K	609K	BUY
United States Lime & Minerals, Inc. US9119221029	+115K	574K	BUY
United States Steel Corporation US9129091081	+3.2M	3.7M	BUY
United Therapeutics Corporation US91307C1027	-70K	404K	SELL
Unitil Corporation US9132591077	+11K	396K	BUY
Universal Corporation US9134561094	-77K	6.6K	SELL
Universal Display Corporation US91347P1057	-41K	243K	SELL
Universal Electronics Inc. US9134831034	-9.5K	2.8K	SELL
Universal Health Realty Income Trust US91359E1055	+15K	263K	BUY
Universal Logistics Holdings, Inc. US91388P1057	+12K	39K	BUY
Universal Health Services, Inc. US9139031002	-107K	108K	SELL
Universal Technical Institute, Inc. US9139151040	+50K	904K	BUY
Univest Financial Corporation US9152711001	+16K	346K	BUY
Upland Software, Inc. US91544A1097	+32K	96K	BUY
Urban Outfitters, Inc. US9170471026	+909K	1.2M	BUY
Urstadt Biddle Properties Inc. US9172862057	+36K	351K	BUY
Utah Medical Products, Inc. US9174881089	+6.8K	131K	BUY
V.F. Corporation US9182041080	-366K	127K	SELL
VSE Corporation US9182841000	-10K	111K	SELL
VOXX International Corporation US91829F1049	+65K	124K	BUY
VAALCO Energy, Inc. US91851C2017	+164K	856K	BUY
Vail Resorts, Inc. US91879Q1094	+42K	66K	BUY
Vale S.A. US91912E1055	+13M	15M	BUY
Valley National Bancorp US9197941076	+187K	3.3M	BUY
Valmont Industries, Inc. US9202531011	+178K	394K	BUY
Value Line, Inc. US9204371002	+800	14K	BUY
Vanda Pharmaceuticals Inc. US9216591084	-266K	151K	SELL
Varonis Systems, Inc. US9222801022	-144K	234K	SELL
Vector Group Ltd. US92240M1080	-1M	11M	SELL
Veeco Instruments Inc. US9224171002	+138K	1.4M	BUY
V2X, Inc. US92242T1016	+19K	44K	BUY
Vedanta Limited US92242Y1001	+161K	342K	BUY
Veeva Systems Inc. US9224751084	+722K	1.6M	BUY
Ventas, Inc. US92276F1003	-1.5M	1.1M	SELL
Vera Bradley, Inc. US92335C1062	+356K	1.5M	BUY
Veracyte, Inc. US92337F1075	+29K	67K	BUY
VeriSign, Inc. US92343E1029	-83K	4.1M	SELL
Verint Systems Inc. US92343X1000	-137K	891K	SELL
Veritex Holdings, Inc. US9234511080	+1.8K	22K	BUY
Verisk Analytics, Inc. US92345Y1064	+191K	205K	BUY
Vericel Corporation US92346J1088	+153K	391K	BUY
Vertex Pharmaceuticals Incorporated US92532F1003	-52K	61K	SELL
Viad Corp US92552R4065	-35K	264K	SELL
Viavi Solutions Inc. US9255501051	+1.9M	4.3M	BUY
Vicor Corporation US9258151029	+18K	248K	BUY
Village Super Market, Inc. US9271074091	-10K	233K	SELL
Virco Mfg. Corporation US9276511097	+9.8K	185K	BUY
Virtu Financial, Inc. US9282541013	+144K	321K	BUY
Visa Inc. US92826C8394	+191K	828K	BUY
Vishay Intertechnology, Inc. US9282981086	-500K	101K	SELL
Vishay Precision Group, Inc. US92835K1034	+43K	393K	BUY
Visteon Corporation US92839U2069	+282K	502K	BUY
VMware, Inc. US9285634021	-37K	2.2M	SELL
Vocera Communications, Inc. US92857F1075	-72K	858K	SELL
Vodafone Group Public Limited Company US92857W3088	+1.2M	3.2M	BUY
Vulcan Materials Company US9291601097	-7K	207K	SELL
WD-40 Company US9292361071	-69K	639K	SELL
WNS (Holdings) Limited US92932M1018	+100K	1.4M	BUY
W. P. Carey Inc. US92936U1097	-204K	61K	SELL
WPP plc US92937A1025	+53K	65K	BUY
Wabash National Corporation US9295661071	+353K	576K	BUY
Westinghouse Air Brake Technologies Corporation US9297401088	-24K	501K	SELL
Walmart Inc. US9311421039	+2.1M	2.1M	BUY	$18.68–$21.87
Walgreens Boots Alliance, Inc. US9314271084	+111K	759K	BUY
Washington Federal, Inc. US9388241096	-295K	429K	SELL
Elme Communities US9396531017	+226K	483K	BUY
Waste Management, Inc. US94106L1098	+809K	1.6M	BUY
Waterstone Financial, Inc. US94188P1012	-33K	2.1M	SELL
Watsco, Inc. US9426222009	-104K	126K	SELL
Watts Water Technologies, Inc. US9427491025	+3.8K	41K	BUY
Wayfair Inc. US94419L1017	+227K	284K	BUY
Wayside Technology Group, Inc. US9467601053	+4.3K	227K	BUY
Weibo Corporation US9485961018	-12K	12K	SELL
Weingarten Realty Investors US9487411038	-289K	246K	SELL
Weis Markets, Inc. US9488491047	-7.8K	593K	SELL
Wells Fargo & Company US9497461015	-1.4M	37K	SELL
Welltower Inc. US95040Q1040	-406K	2.1M	SELL
The Wendy's Company US95058W1009	+263K	2M	BUY
Werner Enterprises, Inc. US9507551086	+157K	175K	BUY
WesBanco, Inc. US9508101014	+45K	285K	BUY
West Bancorporation, Inc. US95123P1066	+6.6K	194K	BUY
West Pharmaceutical Services, Inc. US9553061055	-468K	46K	SELL
Westamerica Bancorporation US9570901036	-1K	161K	SELL
Western Alliance Bancorporation US9576381092	-761K	89K	SELL
Western Digital Corporation US9581021055	-38K	185K	SELL
The Western Union Company US9598021098	-995K	216K	SELL
Westlake Chemical Partners LP US9604171036	-7.6K	20K	SELL
Westpac Banking Corporation US9612143019	+177K	1.2M	BUY
Westwood Holdings Group, Inc. US9617651040	+4.9K	193K	BUY
Weyco Group, Inc. US9621491003	-1.3K	30K	SELL
Weyerhaeuser Company US9621661043	-1.1M	299K	SELL
Whitestone REIT US9660842041	+106K	473K	BUY
John Wiley & Sons, Inc. US9682232064	+6.3K	58K	BUY
Willamette Valley Vineyards, Inc. US9691361003	+5.7K	33K	BUY
Willdan Group, Inc. US96924N1000	+30K	307K	BUY
The Williams Companies, Inc. US9694571004	+440K	2.2M	BUY
Williams-Sonoma, Inc. US9699041011	-111K	1.4M	SELL
Willis Lease Finance Corporation US9706461053	+36K	341K	BUY
Wingstop Inc. US9741551033	-42K	25K	SELL
Winmark Corporation US9742501029	+200	127K	BUY
Winnebago Industries, Inc. US9746371007	+44K	275K	BUY
Wintrust Financial Corporation US97650W1080	-149K	16K	SELL
Wipro Limited US97651M1099	+2.1M	6.7M	BUY
Wolverine World Wide, Inc. US9780971035	-541K	509K	SELL
Workday, Inc. US98138H1014	+156K	260K	BUY
Workiva Inc. US98139A1051	+42K	58K	BUY
World Acceptance Corporation US9814191048	-21K	13K	SELL
World Fuel Services Corporation US9814751064	-145K	281K	SELL
Worthington Industries, Inc. US9818111026	-44K	19K	SELL
Xcel Energy Inc. US98389B1008	-108K	13K	SELL
Xilinx, Inc. US9839191015	+297K	2.5M	BUY
Xenia Hotels & Resorts, Inc. US9840171030	+128K	179K	BUY
Xunlei Limited US98419E1082	-144K	165K	SELL
Xylem Inc. US98419M1009	-260K	612K	SELL
YPF Sociedad Anónima US9842451000	+5.4K	85K	BUY
Yankuang Energy Group Company Limited US9848461052	+48K	436K	BUY
Yelp Inc. US9858171054	-456K	33K	SELL
The York Water Company US9871841089	-23K	147K	SELL
Zendesk, Inc. US98936J1016	-19K	21K	SELL
Zimmer Biomet Holdings, Inc. US98956P1021	-44K	411K	SELL
Zix Corporation US98974P1003	+27K	2.8M	BUY
Zogenix, Inc. US98978L2043	-37K	37K	SELL
Zoetis Inc. US98978V1035	+464K	1.9M	BUY
Zynga Inc. US98986T1088	+8M	18M	BUY
ASML Holding N.V. USN070592100	+91K	128K	BUY
Inuvo, Inc. US46122W2044	-472	117K	SELL
Fortune Brands Home & Security, Inc. US34964C1062	+386K	529K	BUY
Northrim BanCorp, Inc. US6667621097	-6K	394K	SELL
Orion Energy Systems, Inc. US6862751087	+11K	52K	BUY
HDFC Bank Limited US40415F1012	-966K	30K	SELL
REX American Resources Corporation US7616241052	+1.4M	9.5M	BUY
GlycoMimetics, Inc. US38000Q1022	+454	1.1K	BUY
New York Community Bancorp, Inc. US6494451031	-474K	2.7M	SELL
Gol Linhas Aéreas Inteligentes S.A. US38045R2067	+2.2M	3.9M	BUY