2016-Q4

Company	Shares change	Shares owned end of quarter	Transaction type	Price range
AAON, Inc. US0003602069	-21K	791K	SELL
AAR Corp. US0003611052	-242K	37K	SELL
ABB Ltd US0003752047	+283K	295K	BUY
ACCO Brands Corporation US00081T1088	+405K	455K	BUY
ACNB Corporation US0008681092	+5K	15K	BUY
Aflac Incorporated US0010551028	+1.1M	1.2M	BUY
AGCO Corporation US0010841023	+107K	234K	BUY
A. H. Belo Corporation US0012821023	+16K	175K	BUY
AMC Networks Inc. US00164V1035	-148K	662K	SELL
A-Mark Precious Metals, Inc. US00181T1079	+30K	94K	BUY
ANI Pharmaceuticals, Inc. US00182C1036	+42K	233K	BUY
ATA Creativity Global US00211V1061	+100	21K	BUY
A10 Networks, Inc. US0021211018	+204K	2.2M	BUY
ARC Group Worldwide, Inc. US00213H1059	+64K	172K	BUY
ATN International, Inc. US00215F1075	-14K	389K	SELL
AXT, Inc. US00246W1036	+6.7K	919K	BUY
Abbott Laboratories US0028241000	+2.3M	3M	BUY
AbbVie Inc. US00287Y1091	-1.6M	351K	SELL
Abiomed, Inc. US0036541003	-136K	524K	SELL
Abraxas Petroleum Corporation US0038301067	+17K	20K	BUY
Acacia Research Corporation US0038813079	+419K	3.4M	BUY
Acadia Healthcare Company, Inc. US00404A1097	+905K	971K	BUY
Accuray Incorporated US0043971052	-79K	4.2M	SELL
Acme United Corporation US0048161048	+2K	110K	BUY
Activision Blizzard, Inc. US00507V1098	+2.3M	3.2M	BUY
Acuity Brands, Inc. US00508Y1029	+39K	87K	BUY
Acura Pharmaceuticals, Inc. US00509L8028	+31K	113K	BUY
Adams Resources & Energy, Inc. US0063513081	+2.9K	283K	BUY
Adaptimmune Therapeutics plc US00653A1079	+116K	445K	BUY
Addus HomeCare Corporation US0067391062	-38K	12K	SELL
Adobe Inc. US00724F1012	-156K	285K	SELL
Chinook Therapeutics, Inc. US00739L1017	-2.7K	4.2K	SELL
Advance Auto Parts, Inc. US00751Y1064	-324K	69K	SELL
Aehr Test Systems US00760J1088	+5.2K	75K	BUY
Aecom US00766T1007	+489K	823K	BUY
Advanced Emissions Solutions, Inc. US00770C1018	+36K	63K	BUY
Adverum Biotechnologies, Inc. US00773U1088	-3.5K	97K	SELL
Aerojet Rocketdyne Holdings, Inc. US0078001056	+133K	1.5M	BUY
Advanced Micro Devices, Inc. US0079031078	+8.3M	12M	BUY
Advanced Drainage Systems, Inc. US00790R1041	+5.7K	144K	BUY
Advanced Energy Industries, Inc. US0079731008	+67K	379K	BUY
AeroVironment, Inc. US0080731088	-121K	182K	SELL
Agilent Technologies, Inc. US00846U1016	+754K	766K	BUY
Agilysys, Inc. US00847J1051	+11K	212K	BUY
Agree Realty Corporation US0084921008	+56K	64K	BUY
Air Lease Corporation US00912X3026	+146K	356K	BUY
Air Products and Chemicals, Inc. US0091581068	+161K	572K	BUY
Air T, Inc. US0092071010	-1.2K	226K	SELL
Air Transport Services Group, Inc. US00922R1059	+104K	406K	BUY
Akamai Technologies, Inc. US00971T1016	+268K	601K	BUY
Akebia Therapeutics, Inc. US00972D1054	+57K	209K	BUY
Alamo Group Inc. US0113111076	+23K	38K	BUY
Alarm.com Holdings, Inc. US0116421050	+124K	294K	BUY
Alaska Air Group, Inc. US0116591092	-56K	2.4M	SELL
Alaska Communications Systems Group, Inc. US01167P1012	+206K	1.7M	BUY
Albany International Corp. US0123481089	-55K	866K	SELL
Albemarle Corporation US0126531013	-38K	30K	SELL
Alexander & Baldwin, Inc. US0144911049	-57K	171K	SELL
Alexander's, Inc. US0147521092	+9.1K	40K	BUY
Alexandria Real Estate Equities, Inc. US0152711091	-48K	3.1K	SELL
Alibaba Group Holding Limited US01609W1027	-13M	4.6M	SELL
Alico, Inc. US0162301040	+3.7K	72K	BUY
Align Technology, Inc. US0162551016	+372K	1.3M	BUY
Alleghany Corporation US0171751003	-1.4K	31K	SELL
ATI Inc. US01741R1023	-760K	463K	SELL
Allegiant Travel Company US01748X1028	+25K	1.2M	BUY
ALLETE, Inc. US0185223007	-27K	109K	SELL
AllianceBernstein Holding L.P. US01881G1067	-97K	26K	SELL
Allient Inc. US0193301092	+14K	103K	BUY
Allison Transmission Holdings, Inc. US01973R1014	+787K	1.3M	BUY
The Allstate Corporation US0200021014	-700	648K	SELL
Ally Financial Inc. US02005N1000	+482K	1.6M	BUY
Alpha Pro Tech, Ltd. US0207721095	-23K	1.5M	SELL
Alphabet Inc. US02079K3059	-68M	142M	SELL
Alphatec Holdings, Inc. US02081G2012	+144K	314K	BUY
Altra Industrial Motion Corp. US02208R1068	-40K	173K	SELL
Altria Group, Inc. US02209S1033	-689K	2.2M	SELL
Aluminum Corporation of China Limited US0222761092	+102K	460K	BUY
Ambac Financial Group, Inc. US0231398845	+10K	161K	BUY
Ambev S.A. US02319V1035	+4.2M	11M	BUY
AMCON Distributing Company US02341Q2057	+600	11K	BUY
Amedisys, Inc. US0234361089	-107K	262K	SELL
U-Haul Holding Company US0235861004	-138K	141K	SELL
Ameren Corporation US0236081024	+453K	1.7M	BUY
Ameresco, Inc. US02361E1082	+48K	231K	BUY
American Campus Communities, Inc. US0248351001	-154K	305K	SELL
American Electric Power Company, Inc. US0255371017	+558K	3.9M	BUY
American Express Company US0258161092	-2M	270K	SELL	$54.17–$72.12
American Homes 4 Rent US02665T3068	+652K	3.5M	BUY
American National Bankshares Inc. US0277451086	+15K	96K	BUY
American Public Education, Inc. US02913V1035	+28K	801K	BUY
American Realty Investors, Inc. US0291741090	+400	22K	BUY
American River Bankshares US0293261055	+5.8K	18K	BUY
American Software, Inc. US0296831094	+81K	1.9M	BUY
American States Water Company US0298991011	+24K	858K	BUY
American Superconductor Corporation US0301112076	+7.8K	426K	BUY
American Tower Corporation US03027X1000	+141K	845K	BUY
American Vanguard Corporation US0303711081	+111K	443K	BUY
American Water Works Company, Inc. US0304201033	+419K	615K	BUY
American Woodmark Corporation US0305061097	-28K	660K	SELL
AMERISAFE, Inc. US03071H1005	-1.2K	39K	SELL
AmerisourceBergen Corporation US03073E1055	+496K	663K	BUY
AmeriServ Financial, Inc. US03074A1025	+27K	399K	BUY
Ameriprise Financial, Inc. US03076C1062	+15K	39K	BUY
Ameris Bancorp US03076K1088	-29K	270K	SELL
Ames National Corporation US0310011004	+12K	75K	BUY
AMETEK, Inc. US0311001004	+840K	1M	BUY
Amgen Inc. US0311621009	-118K	1.8M	SELL
Amkor Technology, Inc. US0316521006	+527K	4.5M	BUY
Ampco-Pittsburgh Corporation US0320371034	-37K	260K	SELL
AMREP Corporation US0321591051	+9.3K	89K	BUY
Amtech Systems, Inc. US0323325045	+23K	99K	BUY
Analog Devices, Inc. US0326541051	+542K	814K	BUY
The Andersons, Inc. US0341641035	-21K	456K	SELL
AngioDynamics, Inc. US03475V1017	-17K	609K	SELL
Anheuser-Busch InBev SA/NV US03524A1088	-345K	337K	SELL
Anika Therapeutics, Inc. US0352551081	-41K	167K	SELL
Antares Pharma, Inc. US0366421065	+185K	2.9M	BUY
Antero Resources Corporation US03674X1063	-209K	696K	SELL
Elevance Health Inc. US0367521038	+510K	1.7M	BUY
Aoxing Pharmaceutical Company, Inc. US03740A1060	+9.3K	21K	BUY
Apple Hospitality REIT, Inc. US03784Y2000	+336K	359K	BUY
Applied Industrial Technologies, Inc. US03820C1053	+161K	335K	BUY
Applied Genetic Technologies Corporation US03820J1007	-156K	53K	SELL
Applied Materials, Inc. US0382221051	-1.6M	2.8M	SELL
Applied Optoelectronics, Inc. US03823U1025	+110K	174K	BUY
AptarGroup, Inc. US0383361039	-34K	136K	SELL
Aramark US03852U1060	-115K	443K	SELL
Arbor Realty Trust, Inc. US0389231087	+248K	605K	BUY
ArcBest Corporation US03937C1053	+108K	594K	BUY
Ardelyx, Inc. US0396971071	+77K	265K	BUY
Argan, Inc. US04010E1091	+142K	1.1M	BUY
Ares Commercial Real Estate Corporation US04013V1089	-169K	81K	SELL
Ark Restaurants Corp. US0407121013	+4.1K	75K	BUY
Arlington Asset Investment Corp. US0413562051	-142K	569K	SELL
Armada Hoffler Properties, Inc. US04208T1088	+226K	1.4M	BUY
Arrow Financial Corporation US0427441029	-13K	339K	SELL
Artesian Resources Corporation US0431132085	+22K	265K	BUY
Ashford Inc. US0441041078	+1.1K	8.8K	BUY
Aspen Aerogels, Inc. US04523Y1055	-100	233K	SELL
Associated Banc-Corp US0454871056	-40K	323K	SELL
Associated Capital Group, Inc. US0455281065	+70K	88K	BUY
Assurant, Inc. US04621X1081	-162K	55K	SELL
Astec Industries, Inc. US0462241011	-16K	21K	SELL
AstraZeneca PLC US0463531089	-4.3M	1.4M	SELL
AstroNova, Inc. US04638F1084	+1.2K	143K	BUY
Asure Software, Inc. US04649U1025	+129K	402K	BUY
Atlantic American Corporation US0482091008	+100	47K	BUY
Atlantic Capital Bancshares, Inc. US0482692037	+108K	192K	BUY
Atlanticus Holdings Corporation US04914Y1029	+300	13K	BUY
Atmos Energy Corporation US0495601058	+80K	115K	BUY
AtriCure, Inc. US04963C2098	-32K	57K	SELL
Atrion Corporation US0499041053	+1.8K	33K	BUY
Autohome Inc. US05278C1071	+111K	129K	BUY
Autoliv, Inc. US0528001094	+71K	178K	BUY
AutoZone, Inc. US0533321024	+59K	158K	BUY
AvalonBay Communities, Inc. US0534841012	+135K	855K	BUY
Avangrid, Inc. US05351W1036	-119K	54K	SELL
Avery Dennison Corporation US0536111091	-205K	307K	SELL
Aviat Networks, Inc. US05366Y2019	+47K	460K	BUY
Avis Budget Group, Inc. US0537741052	+76K	252K	BUY
Avista Corporation US05379B1070	-69K	17K	SELL
Avnet, Inc. US0538071038	-296K	75K	SELL
Aware, Inc. US05453N1000	+72K	915K	BUY
Axcelis Technologies, Inc. US0545402085	-100K	20K	SELL
B&G Foods, Inc. US05508R1068	-80K	239K	SELL
BCB Bancorp, Inc. US0552981039	+33K	110K	BUY
BGC Partners, Inc. US05541T1016	-612K	797K	SELL
BHP Group Limited US05545E2090	-571K	23K	SELL
BRT Apartments Corp. US0556453035	+7.6K	105K	BUY
BWX Technologies, Inc. US05605H1005	-27K	375K	SELL
Badger Meter, Inc. US0565251081	-117K	13K	SELL
Ball Corporation US0584981064	+766K	3.4M	BUY
BancFirst Corporation US05945F1030	-29K	216K	SELL
Banco de Chile US0595201064	+212K	1.8M	BUY
Banco Macro S.A. US05961W1053	+61K	83K	BUY
Banco Santander, S.A. US05964H1059	+203K	451K	BUY
Banco Santander-Chile US05965X1090	+219K	1.2M	BUY
Bancolombia S.A. US05968L1026	-135K	149K	SELL
The Bancorp, Inc. US05969A1051	+73K	166K	BUY
Bank of Marin Bancorp US0634251021	+20K	233K	BUY
The Bank of New York Mellon Corporation US0640581007	+3.5M	3.7M	BUY
BankFinancial Corporation US06643P1049	+33K	588K	BUY
BankUnited, Inc. US06652K1034	+222K	546K	BUY
Banner Corporation US06652V2088	-206K	43K	SELL
Bankwell Financial Group, Inc. US06654A1034	+20K	134K	BUY
Bar Harbor Bankshares US0668491006	+40K	199K	BUY
Baozun Inc. US06684L1035	-17K	79K	SELL
Barclays PLC US06738E2046	+534K	1.7M	BUY
Barnwell Industries, Inc. US0682211000	+4.9K	75K	BUY
Barrett Business Services, Inc. US0684631080	+21K	584K	BUY
Bassett Furniture Industries, Incorporated US0702031040	+3.6K	504K	BUY
Baxter International Inc. US0718131099	-94K	64K	SELL
Beacon Roofing Supply, Inc. US0736851090	+73K	170K	BUY
Beazer Homes USA, Inc. US07556Q8814	-555K	184K	SELL
Becton, Dickinson and Company US0758871091	+223K	345K	BUY
Bel Fuse Inc. US0773472016	+1.9K	20K	BUY
Bel Fuse Inc. US0773473006	+82K	404K	BUY
Belden Inc. US0774541066	-107K	39K	SELL
Benchmark Electronics, Inc. US08160H1014	-86K	322K	SELL
Berkshire Hathaway Inc. US0846701086	+64	425	BUY	$189.57K–$238.80K
Berkshire Hathaway Inc. US0846707026	+144K	445K	BUY	$127.12–$159.70
Berkshire Hills Bancorp, Inc. US0846801076	+110K	417K	BUY
Berry Global Group, Inc. US08579W1036	+108K	737K	BUY
Best Buy Co., Inc. US0865161014	+821K	3.6M	BUY
Big 5 Sporting Goods Corporation US08915P1012	+503K	741K	BUY
Bio-Rad Laboratories, Inc. US0905722072	-12K	31K	SELL
BioCryst Pharmaceuticals, Inc. US09058V1035	-242K	50K	SELL
BioMarin Pharmaceutical Inc. US09061G1013	-93K	39K	SELL
Biogen Inc. US09062X1037	+469K	707K	BUY
Bio-Techne Corporation US09073M1045	+152K	726K	BUY
BJ's Restaurants, Inc. US09180C1062	+128K	851K	BUY
Black Hills Corporation US0921131092	+36K	303K	BUY
Black Stone Minerals, L.P. US09225M1018	-228K	98K	SELL
Blackstone Mortgage Trust, Inc. US09257W1009	+127K	181K	BUY
H&R Block, Inc. US0936711052	-693K	123K	SELL
Blonder Tongue Laboratories, Inc. US0936981085	+2.2K	100K	BUY
Avantax, Inc. US0952291005	-173K	1.1M	SELL
Blue Bird Corporation US0953061068	+135K	273K	BUY
BlueLinx Holdings Inc. US09624H2085	+13K	59K	BUY
Blueknight Energy Partners, L.P. US09625U1097	+90K	107K	BUY
Bluerock Residential Growth REIT, Inc. US09627J1025	+49K	654K	BUY
Blueprint Medicines Corporation US09627Y1091	-700	11K	SELL
The Boeing Company US0970231058	-163K	393K	SELL
Boot Barn Holdings, Inc. US0994061002	-3.6K	56K	SELL
Booz Allen Hamilton Holding Corporation US0995021062	-168K	674K	SELL
Boston Private Financial Holdings, Inc. US1011191053	-71K	915K	SELL
Boston Scientific Corporation US1011371077	+741K	2.6M	BUY
Bottomline Technologies, Inc. US1013881065	-171K	298K	SELL
Box, Inc. US10316T1043	+61K	279K	BUY
Boyd Gaming Corporation US1033041013	-170K	209K	SELL
Brady Corporation US1046741062	+229K	1.5M	BUY
Brandywine Realty Trust US1053682035	-892K	95K	SELL
Brf S.a. US10552T1079	-1.4M	7.4M	SELL
Braskem S.A. US1055321053	+424K	2.6M	BUY
Bright Horizons Family Solutions Inc. US1091941005	-28K	122K	SELL
Brightcove Inc. US10921T1016	+75K	1.5M	BUY
Brinker International, Inc. US1096411004	-180K	403K	SELL
The Brink's Company US1096961040	-7.7K	239K	SELL
Bristol-Myers Squibb Company US1101221083	-4.1M	597K	SELL
British American Tobacco p.l.c. US1104481072	+733K	3.1M	BUY
Brixmor Property Group Inc. US11120U1051	+242K	3.4M	BUY
Broadwind, Inc. US11161T2078	+73K	625K	BUY
Brookline Bancorp, Inc. US11373M1071	+173K	1.1M	BUY
Azenta, Inc. US1143401024	-30K	137K	SELL
Brown & Brown, Inc. US1152361010	-523K	99K	SELL
Brown-Forman Corporation US1156371007	-19K	332K	SELL
Bruker Corporation US1167941087	-401K	29K	SELL
Brunswick Corporation US1170431092	+253K	329K	BUY
Bryn Mawr Bank Corporation US1176651099	+28K	526K	BUY
Build-A-Bear Workshop, Inc. US1200761047	-18K	598K	SELL
Builders FirstSource, Inc. US12008R1077	-5.2K	371K	SELL
Burlington Stores, Inc. US1220171060	+54K	250K	BUY
C&F Financial Corporation US12466Q1040	+11K	93K	BUY
CBIZ, Inc. US1248051021	-124K	363K	SELL
CCA Industries, Inc. US1248671026	+6.8K	335K	BUY
Cboe Global Markets, Inc. US12503M1080	-80K	4.4M	SELL
CDK Global, Inc. US12508E1010	+129K	706K	BUY
CECO Environmental Corp. US1251411013	+118K	290K	BUY
C.H. Robinson Worldwide, Inc. US12541W2098	-128K	323K	SELL
CIT Group Inc. US1255818015	+817K	907K	BUY
CME Group Inc. US12572Q1058	+364K	426K	BUY
CMS Energy Corporation US1258961002	-119K	69K	SELL
CPI Aerostructures, Inc. US1259193084	+28K	38K	BUY
CNA Financial Corporation US1261171003	-81K	758K	SELL
CNB Financial Corporation US1261281075	+56K	237K	BUY
CNOOC Limited US1261321095	+2.2K	179K	BUY
CRA International, Inc. US12618T1051	+74K	326K	BUY
CNO Financial Group, Inc. US12621E1038	+149K	207K	BUY
CSG Systems International, Inc. US1263491094	-124K	2.1M	SELL
CSP Inc. US1263891053	+74K	487K	BUY
CSW Industrials, Inc. US1264021064	+143K	215K	BUY
CVD Equipment Corporation US1266011030	+16K	80K	BUY
CVS Health Corporation US1266501006	-216K	725K	SELL
Cable One, Inc. US12685J1051	+19K	25K	BUY
Cabot Corporation US1270551013	-85K	124K	SELL
CMC Materials, Inc. US12709P1030	-14K	418K	SELL
Cadiz Inc. US1275372076	+257K	267K	BUY
Caladrius Biosciences, Inc. US1280582032	+2.9K	4.8K	BUY
Calavo Growers, Inc. US1282461052	+158K	245K	BUY
Caleres, Inc. US1295001044	+100K	165K	BUY
California Water Service Group US1307881029	-22K	12K	SELL
Calix, Inc. US13100M5094	+117K	2.4M	BUY
Topgolf Callaway Brands Corp. US1311931042	+127K	717K	BUY
Calumet, Inc. US1314761032	+377K	535K	BUY
Camden National Corporation US1330341082	-31K	329K	SELL
Camden Property Trust US1331311027	-147K	7.7K	SELL
Canon Inc. US1380063099	-165K	789K	SELL
Capital City Bank Group, Inc. US1396741050	+5.6K	115K	BUY
Capital Senior Living Corporation US1404751042	-8.6K	45K	SELL
Capitol Federal Financial, Inc. US14057J1016	+304K	6.5M	BUY
Capstead Mortgage Corporation US14067E5069	-109K	3.1M	SELL
Cardiovascular Systems, Inc. US1416191062	-43K	131K	SELL
CareTrust REIT, Inc. US14174T1079	+6.1K	168K	BUY
Carlisle Companies Incorporated US1423391002	+21K	331K	BUY
Carnival Corporation & plc US14365C1036	+59K	88K	BUY
Carriage Services, Inc. US1439051079	+93K	750K	BUY
Carrols Restaurant Group, Inc. US14574X1046	-179K	907K	SELL
Cartesian, Inc. US1465341022	+28K	195K	BUY
Casella Waste Systems, Inc. US1474481041	+421K	1.7M	BUY
Cass Information Systems, Inc. US14808P1093	-16K	22K	SELL
Castlight Health, Inc. US14862Q1004	+103K	902K	BUY
CatchMark Timber Trust, Inc. US14912Y2028	+59K	508K	BUY
The Cato Corporation US1492051065	-99K	93K	SELL
Cavco Industries, Inc. US1495681074	-1K	326K	SELL
Six Flags Entertainment Corporation US1501851067	+238K	327K	BUY
Cedar Realty Trust, Inc. US1506022094	-50K	291K	SELL
Celanese Corporation US1508701034	+192K	609K	BUY
Centene Corporation US15135B1017	+513K	913K	BUY
CenterPoint Energy, Inc. US15189T1079	+761K	2.7M	BUY
Centrais Elétricas Brasileiras S.A. - Eletrobrás US15234Q2075	-627K	14K	SELL
Central Garden & Pet Company US1535271068	-63K	532K	SELL
Central Garden & Pet Company US1535272058	+114K	1.1M	BUY
Central Pacific Financial Corp. US1547604090	+57K	947K	BUY
Central Valley Community Bancorp US1556851004	-10K	25K	SELL
Century Aluminum Company US1564311082	-5.9K	231K	SELL
Century Bancorp, Inc. US1564321065	+15K	42K	BUY
Century Casinos, Inc. US1564921005	+54K	609K	BUY
Century Communities, Inc. US1565043007	+66K	127K	BUY
Cerner Corporation US1567821046	+504K	1.3M	BUY
Cerus Corporation US1570851014	+61K	82K	BUY
CEVA, Inc. US1572101053	-15K	175K	SELL
Charles & Colvard, Ltd. US1597651066	+990	22K	BUY
Charles River Laboratories International, Inc. US1598641074	+184K	1.1M	BUY
Chart Industries, Inc. US16115Q3083	-27K	11K	SELL
Chase Corporation US16150R1041	+10K	271K	BUY
Chatham Lodging Trust US16208T1025	-58K	972K	SELL
Chegg, Inc. US1630921096	-301K	629K	SELL
Chemed Corporation US16359R1032	-43K	52K	SELL
ChemoCentryx, Inc. US16383L1061	+273K	471K	BUY
The Chemours Company US1638511089	+498K	1.3M	BUY
Chemung Financial Corporation US1640241014	+7.4K	34K	BUY
Cheniere Energy, Inc. US16411R2085	-54K	206K	SELL
Cherry Hill Mortgage Investment Corporation US1646511014	+135K	588K	BUY
Chesapeake Utilities Corporation US1653031088	-17K	221K	SELL
Chevron Corporation US1667641005	+195K	1.2M	BUY
Chicago Rivet & Machine Co. US1680881026	+1.8K	58K	BUY
Chico's FAS, Inc. US1686151028	-587K	3.7M	SELL
The Children's Place, Inc. US1689051076	+401K	508K	BUY
China Automotive Systems, Inc. US16936R1059	+164K	583K	BUY
China Eastern Airlines Corporation Limited US16937R1041	+8.9K	54K	BUY
China Southern Airlines Company Limited US1694091091	+400	487K	BUY
China Petroleum & Chemical Corporation US16941R1086	+102K	352K	BUY
China XD Plastics Company Limited US16948F1075	+6.5K	611K	BUY
Chipotle Mexican Grill, Inc. US1696561059	+2.7M	4.2M	BUY
Choice Hotels International, Inc. US1699051066	+172K	201K	BUY
Christopher & Banks Corporation US1710461054	+304K	2.3M	BUY
Chunghwa Telecom Co., Ltd. US17133Q5027	+410K	2.8M	BUY
Church & Dwight Co., Inc. US1713401024	-357K	64K	SELL
Churchill Downs Incorporated US1714841087	-18K	132K	SELL
Ciena Corporation US1717793095	+2.2M	4M	BUY
Cincinnati Financial Corporation US1720621010	-43K	220K	SELL
Cinemark Holdings, Inc. US17243V1026	+12K	1.6M	BUY
Cisco Systems Inc US17275R1023	-1.4M	387K	SELL
Cintas Corporation US1729081059	+725K	2.2M	BUY
Citizens & Northern Corporation US1729221069	+4.4K	134K	BUY
Citi Trends, Inc. US17306X1028	-49K	136K	SELL
Citizens Financial Group, Inc. US1746101054	+376K	406K	BUY
Citizens Holding Company US1747151025	+300	9.3K	BUY
Citizens Community Bancorp, Inc. US1749031043	+17K	30K	BUY
Citrix Systems, Inc. US1773761002	-37K	93K	SELL
City Holding Company US1778351056	-5.8K	89K	SELL
City Office REIT, Inc. US1785871013	-73K	502K	SELL
Civista Bancshares, Inc. US1788671071	+78K	196K	BUY
Clean Harbors, Inc. US1844961078	+132K	915K	BUY
Clean Energy Fuels Corp. US1844991018	+1.3M	4.6M	BUY
Clearfield, Inc. US18482P1030	+39K	475K	BUY
ClearOne, Inc. US18506U1043	+753	11K	BUY
Cytocom, Inc. US1858602022	-4.4K	12K	SELL
The Clorox Company US1890541097	-76K	964K	SELL
Clovis Oncology, Inc. US1894641000	-225K	82K	SELL
Coca-Cola Consolidated, Inc. US1910981026	-430K	476K	SELL
The Coca-Cola Company US1912161007	+743K	1M	BUY
Coca-Cola FEMSA, S.A.B. de C.V. US1912411089	+32K	918K	BUY
Codexis, Inc. US1920051067	-13K	859K	SELL
Coeur Mining, Inc. US1921085049	+925K	6.2M	BUY
Coffee Holding Co., Inc. US1921761052	-4.1K	161K	SELL
Cogent Communications Holdings, Inc. US19239V3024	+147K	1.6M	BUY
Cohen & Steers, Inc. US19247A1007	+91K	581K	BUY
Cohu, Inc. US1925761066	+88K	608K	BUY
Colgate-Palmolive Company US1941621039	+1.6M	8.5M	BUY
Colony Bankcorp, Inc. US19623P1012	+3.5K	39K	BUY
Columbia Property Trust, Inc. US1982872038	-79K	205K	SELL
Columbus McKinnon Corporation US1993331057	+19K	60K	BUY
Comfort Systems USA, Inc. US1999081045	+31K	747K	BUY
Comcast Corporation US20030N1019	+2.5M	2.8M	BUY
Commercial Metals Company US2017231034	+374K	686K	BUY
Commercial Vehicle Group, Inc. US2026081057	+228K	1.1M	BUY
CommScope Holding Company, Inc. US20337X1090	+489K	1.5M	BUY
Community Bank System, Inc. US2036071064	-52K	122K	SELL
Community Health Systems, Inc. US2036681086	+330K	1.6M	BUY
Community Healthcare Trust Incorporated US20369C1062	-31K	120K	SELL
Commvault Systems, Inc. US2041661024	-58K	1.2M	SELL
Companhia Siderúrgica Nacional US20440W1053	-407K	1M	SELL
Companhia de Saneamento Básico do Estado de São Paulo - SABESP US20441A1025	-48K	2.4M	SELL
Compañía Cervecerías Unidas S.A. US2044291043	-464K	71K	SELL
Compañía de Minas Buenaventura S.A.A. US2044481040	+485K	719K	BUY
Compass Minerals International, Inc. US20451N1019	-154K	19K	SELL
Compass Diversified US20451Q1040	+164K	380K	BUY
Computer Programs and Systems, Inc. US2053061030	-112K	34K	SELL
Computer Task Group, Incorporated US2054771025	+22K	412K	BUY
CompX International Inc. US20563P1012	+7.3K	164K	BUY
Comstock Holding Companies, Inc. US2056842022	+1K	19K	BUY
Comtech Telecommunications Corp. US2058262096	-240K	250K	SELL
Conagra Brands, Inc. US2058871029	-1.9M	249K	SELL
Concert Pharmaceuticals, Inc. US2060221056	+112K	436K	BUY
ConnectOne Bancorp, Inc. US20786W1071	+62K	850K	BUY
ConocoPhillips US20825C1045	-350K	448K	SELL
Consolidated Communications Holdings, Inc. US2090341072	+57K	101K	BUY
Consolidated Edison, Inc. US2091151041	+374K	479K	BUY
Consumer Portfolio Services, Inc. US2105021008	+9.1K	518K	BUY
The Container Store Group, Inc. US2107511030	+510	27K	BUY
Contango Oil & Gas Company US21075N2045	-18K	32K	SELL
Controladora Vuela Compañía de Aviación, S.A.B. de C.V. US21240E1055	+33K	871K	BUY
Cooper-Standard Holdings Inc. US21676P1030	+35K	335K	BUY
Corcept Therapeutics Incorporated US2183521028	+948K	1.5M	BUY
Core Molding Technologies, Inc. US2186831002	+5.1K	313K	BUY
CorEnergy Infrastructure Trust, Inc. US21870U5020	+133K	233K	BUY
Corporate Office Properties Trust US22002T1088	+396K	2.3M	BUY
CorVel Corporation US2210061097	+361K	4.7M	BUY
Costco Wholesale Corporation US22160K1051	+734K	2.8M	BUY
County Bancorp, Inc. US2219071089	+4.7K	21K	BUY
Covanta Holding Corporation US22282E1029	+335K	3.6M	BUY
Covenant Logistics Group, Inc. US22284P1057	-125K	353K	SELL
Cracker Barrel Old Country Store, Inc. US22410J1060	-176K	78K	SELL
Crawford & Company US2246331076	+85K	620K	BUY
Crawford & Company US2246332066	+72K	401K	BUY
Crestwood Equity Partners LP US2263442087	+84K	247K	BUY
Crocs, Inc. US2270461096	+814K	1.4M	BUY
Cross Country Healthcare, Inc. US2274831047	+112K	158K	BUY
CrossAmerica Partners LP US22758A1051	-9.7K	113K	SELL
Crown Castle Inc. US22822V1017	+1.1M	3M	BUY
Crown Crafts, Inc. US2283091005	+22K	288K	BUY
Crown Holdings, Inc. US2283681060	+675K	1.4M	BUY
Artivion, Inc. US2289031005	-60K	527K	SELL
CubeSmart US2296631094	-388K	305K	SELL
Culp, Inc. US2302151053	-13K	627K	SELL
Cumberland Pharmaceuticals Inc. US2307701092	+9.9K	257K	BUY
Curtiss-Wright Corporation US2315611010	-31K	2.1K	SELL
Customers Bancorp, Inc. US23204G1004	+68K	147K	BUY
Cutera, Inc. US2321091082	+18K	1.1M	BUY
Cyanotech Corporation US2324373016	+3.3K	101K	BUY
CyberOptics Corporation US2325171021	+46K	461K	BUY
CymaBay Therapeutics, Inc. US23257D1037	-3.4K	117K	SELL
Cypress Environmental Partners, L.P. US2327511075	+34K	51K	BUY
DCP Midstream, LP US23311P1003	-166K	205K	SELL
D.R. Horton, Inc. US23331A1097	+2.2M	3.6M	BUY
DHI Group, Inc. US23331S1006	+108K	1.2M	BUY
DTE Energy Company US2333311072	+464K	1.8M	BUY
DLH Holdings Corp. US23335Q1004	+16K	107K	BUY
DXP Enterprises, Inc. US2333774071	-76K	21K	SELL
Daktronics, Inc. US2342641097	+73K	123K	BUY
Danaher Corporation US2358511028	+750K	1.7M	BUY
Darden Restaurants, Inc. US2371941053	+55K	684K	BUY
Darling Ingredients Inc. US2372661015	-608K	306K	SELL
Data I/O Corporation US2376901029	+33K	362K	BUY
DaVita Inc. US23918K1088	-469K	845K	SELL
Dawson Geophysical Company US2393601008	+56K	1.5M	BUY
Daxor Corporation US2394671034	+300	54K	BUY
Deere & Company US2441991054	+667K	1.9M	BUY
Del Taco Restaurants, Inc. US2454961044	+237K	367K	BUY
Delek Logistics Partners, LP US24664T1034	-40K	30K	SELL
Deluxe Corporation US2480191012	+10K	29K	BUY
Denny's Corporation US24869P1049	-136K	3.3M	SELL
DENTSPLY SIRONA Inc. US24906P1093	+121K	302K	BUY
Destination XL Group, Inc. US25065K1043	-13K	146K	SELL
Devon Energy Corporation US25179M1036	-178K	3.7M	SELL
DexCom, Inc. US2521311074	-3.3M	2.2M	SELL
Diamond Hill Investment Group, Inc. US25264R2076	+3.1K	79K	BUY
Dicerna Pharmaceuticals, Inc. US2530311081	+85K	409K	BUY
DICK'S Sporting Goods, Inc. US2533931026	-495K	392K	SELL
Digi International Inc. US2537981027	+107K	359K	BUY
Digital Realty Trust, Inc. US2538681030	+17K	273K	BUY
Digital Turbine, Inc. US25400W1027	+11K	41K	BUY
Diodes Incorporated US2545431015	+8.4K	199K	BUY
The Walt Disney Company US2546871060	+971K	3.6M	BUY	$81.58–$101.00
DISH Network Corporation US25470M1099	-547K	449K	SELL
Diversicare Healthcare Services, Inc. US2551041013	+6.5K	106K	BUY
The Dixie Group, Inc. US2555191004	-3K	12K	SELL
Dolby Laboratories, Inc. US25659T1079	+674K	1.9M	BUY
Dollar Tree, Inc. US2567461080	-15K	678K	SELL	$65.47–$84.02
Dominion Energy, Inc. US25746U1097	-169K	557K	SELL
Domino's Pizza, Inc. US25754A2015	+189K	1.6M	BUY
Donaldson Company, Inc. US2576511099	+352K	542K	BUY
Donegal Group Inc. US2577012014	+60K	333K	BUY
Dorchester Minerals, L.P. US25820R1059	+28K	61K	BUY
Douglas Emmett, Inc. US25960P1093	-22K	130K	SELL
Douglas Dynamics, Inc. US25960R1059	-144K	8.8K	SELL
Dover Corporation US2600031080	+675K	713K	BUY
DRDGOLD Limited US26152H3012	+92K	1.6M	BUY
Ducommun Incorporated US2641471097	+68K	558K	BUY
Duke Energy Corporation US26441C2044	+113K	3.4M	BUY
Dynavax Technologies Corporation US2681582019	+289K	464K	BUY
El Pollo Loco Holdings, Inc. US2686031079	-316K	122K	SELL
EOG Resources, Inc. US26875P1012	+335K	612K	BUY
EPR Properties US26884U1097	-100K	134K	SELL
Eagle Bancorp, Inc. US2689481065	-23K	13K	SELL
East West Bancorp, Inc. US27579R1041	-112K	74K	SELL
The Eastern Company US2763171046	+4.1K	190K	BUY
EastGroup Properties, Inc. US2772761019	-5.7K	3K	SELL
Eastman Chemical Company US2774321002	+17K	164K	BUY
Eastman Kodak Company US2774614067	+66K	113K	BUY
EchoStar Corporation US2787681061	+122K	3.2M	BUY
Ecopetrol S.A. US2791581091	+214K	4.9M	BUY
Edgewell Personal Care Company US28035Q1022	+97K	234K	BUY
Edison International US2810201077	+744K	2.3M	BUY
Educational Development Corporation US2814791057	-46K	39K	SELL
Edwards Lifesciences Corporation US28176E1082	-1.8M	2.6M	SELL
eGain Corporation US28225C8064	+26K	97K	BUY
eHealth, Inc. US28238P1093	+36K	790K	BUY
8x8, Inc. US2829141009	-247K	1.7M	SELL
Electro-Sensors, Inc. US2852331022	+1.8K	65K	BUY
Electromed, Inc. US2854091087	-67K	16K	SELL
Ellington Residential Mortgage REIT US2885781078	+82K	648K	BUY
eMagin Corporation US29076N2062	-21K	225K	SELL
Embotelladora Andina S.A. US29081P2048	+4K	150K	BUY
Embotelladora Andina S.A. US29081P3038	+200	473K	BUY
Embraer S.A. US29082A1079	-132K	1.5M	SELL
EMCORE Corporation US2908462037	-3.1K	129K	SELL
Emergent BioSolutions Inc. US29089Q1058	-295K	884K	SELL
Emerson Electric Co. US2910111044	+1.3M	1.6M	BUY
Emerson Radio Corp. US2910872033	+15K	829K	BUY
Emmis Corporation US2915254005	+65K	254K	BUY
Empire State Realty Trust, Inc. US2921041065	-256K	3.9M	SELL
Employers Holdings, Inc. US2922181043	-17K	224K	SELL
Empresa Distribuidora y Comercializadora Norte Sociedad Anónima US29244A1025	-353	11K	SELL
Enable Midstream Partners, LP US2924801002	+38K	96K	BUY
Enanta Pharmaceuticals, Inc. US29251M1062	-127K	575K	SELL
Encore Capital Group, Inc. US2925541029	-187K	24K	SELL
Energy Recovery, Inc. US29270J1007	-7.5K	16K	SELL
Energizer Holdings, Inc. US29272W1099	+245K	269K	BUY
Energy Transfer LP US29273V1008	+1.2M	1.4M	BUY
EnerSys US29275Y1029	-17K	48K	SELL
EnLink Midstream, LLC US29336T1007	+37K	187K	BUY
Ennis, Inc. US2933891028	-72K	652K	SELL
Enphase Energy, Inc. US29355A1079	+379K	408K	BUY
EnPro Industries, Inc. US29355X1072	+16K	110K	BUY
Enova International, Inc. US29357K1034	+464K	904K	BUY
Entegris, Inc. US29362U1043	+359K	1M	BUY
Entergy Corporation US29364G1031	+517K	7M	BUY
Enterprise Bancorp, Inc. US2936681095	+2K	24K	BUY
Enterprise Financial Services Corp US2937121059	-27K	205K	SELL
Enterprise Products Partners L.P. US2937921078	+818K	2.5M	BUY
Entravision Communications Corporation US29382R1077	+197K	1.9M	BUY
Enzo Biochem, Inc. US2941001024	+8.1K	2M	BUY
EPAM Systems, Inc. US29414B1044	+25K	44K	BUY
ePlus inc. US2942681071	-47K	33K	SELL
Equifax Inc. US2944291051	+309K	327K	BUY
Equity Bancshares, Inc. US29460X1090	+34K	76K	BUY
Equity Commonwealth US2946281027	+272K	2.1M	BUY
Equity LifeStyle Properties, Inc. US29472R1086	+456K	2.5M	BUY
Erie Indemnity Company US29530P1021	+28K	116K	BUY
Escalade, Incorporated US2960561049	+3.8K	220K	BUY
Espey Mfg. & Electronics Corp. US2966501049	+1.3K	115K	BUY
ESSA Bancorp, Inc. US29667D1046	+55K	396K	BUY
Essex Property Trust, Inc. US2971781057	-9.5K	7K	SELL
Ethan Allen Interiors Inc. US2976021046	-3.7K	32K	SELL
Etsy, Inc. US29786A1060	+205K	4M	BUY
Euronet Worldwide, Inc. US2987361092	-108K	653K	SELL
Evercore Inc. US29977A1051	+53K	1.2M	BUY
Everi Holdings Inc. US30034T1034	+297K	1.4M	BUY
Eversource Energy US30040W1080	+353K	1.1M	BUY
Evolution Petroleum Corporation US30049A1079	+159K	913K	BUY
Symbolic Logic, Inc. US30049R2094	+30K	493K	BUY
Evolent Health, Inc. US30050B1017	-106K	41K	SELL
Exelixis, Inc. US30161Q1040	-558K	1.3M	SELL
ExlService Holdings, Inc. US3020811044	+180K	3.2M	BUY
Expedia Group, Inc. US30212P3038	-97K	260K	SELL
Expeditors International of Washington, Inc. US3021301094	+371K	575K	BUY
Exponent, Inc. US30214U1025	-337K	788K	SELL
Extended Stay America, Inc. US30224P2002	+580K	633K	BUY
EZCORP, Inc. US3023011063	+42K	1.1M	BUY
FMC Corporation US3024913036	+420K	473K	BUY
F.N.B. Corporation US3025201019	+395K	656K	BUY
FTI Consulting, Inc. US3029411093	+21K	266K	BUY
Meta Platforms, Inc. US30303M1027	-106K	60K	SELL
Fair Isaac Corporation US3032501047	-4.1K	9.9K	SELL
Farmer Bros. Co. US3076751086	-77K	438K	SELL
Farmers National Banc Corp. US3096271073	+24K	154K	BUY
FARO Technologies, Inc. US3116421021	+48K	270K	BUY
Fate Therapeutics, Inc. US31189P1021	+22K	210K	BUY
Federal Agricultural Mortgage Corporation US3131483063	+28K	175K	BUY
Federal Signal Corporation US3138551086	-241K	25K	SELL
Federated Hermes, Inc. US3142111034	-306K	498K	SELL
FedEx Corporation US31428X1063	-565K	247K	SELL	$153.06–$189.10
Ferro Corporation US3154051003	-184K	25K	SELL
F5, Inc. US3156161024	+287K	1.8M	BUY
Fidelity National Information Services, Inc. US31620M1062	+962K	1.2M	BUY
Fidelity National Financial, Inc. US31620R3030	+2.1M	2.6M	BUY
FieldPoint Petroleum Corporation US3165701000	+600	245K	BUY
Fifth Street Asset Management Inc. US31679P1093	+145K	301K	BUY
Financial Institutions, Inc. US3175854047	+129K	252K	BUY
First Acceptance Corporation US3184571087	+9.3K	308K	BUY
First American Financial Corporation US31847R1023	+392K	540K	BUY
The First Bancorp, Inc. US31866P1021	+13K	158K	BUY
First Bancorp US3189101062	+281K	590K	BUY
First Busey Corporation US3193832041	+16K	362K	BUY
First Business Financial Services, Inc. US3193901002	+26K	155K	BUY
First Citizens Bancshares, Inc. US31946M1036	+2.6K	14K	BUY
First Commonwealth Financial Corporation US3198291078	+196K	997K	BUY
First Community Bankshares, Inc. US31983A1034	-300	197K	SELL
First Financial Bancorp. US3202091092	+18K	348K	BUY
First Financial Bankshares, Inc. US32020R1095	-173K	125K	SELL
First Financial Corporation US3202181000	+12K	140K	BUY
First Foundation Inc. US32026V1044	+270K	334K	BUY
First Horizon Corporation US3205171057	+684K	942K	BUY
First Industrial Realty Trust, Inc. US32054K1034	-561K	8.4K	SELL
First Internet Bancorp US3205571017	+73K	125K	BUY
First Interstate BancSystem, Inc. US32055Y2019	-15K	468K	SELL
The First of Long Island Corporation US3207341062	+57K	480K	BUY
First Merchants Corporation US3208171096	+5.6K	747K	BUY
First Mid Bancshares, Inc. US3208661062	+8.3K	71K	BUY
First Midwest Bancorp, Inc. US3208671046	+86K	536K	BUY
First Northwest Bancorp US3358341077	+163K	280K	BUY
1st Source Corporation US3369011032	+800	97K	BUY
Flagstar Bancorp, Inc. US3379307057	+271K	879K	BUY
FirstEnergy Corp. US3379321074	+1M	6.7M	BUY
Five9, Inc. US3383071012	+211K	1.5M	BUY
Flanigan's Enterprises, Inc. US3385171059	+300	47K	BUY
Flexsteel Industries, Inc. US3393821034	-9.7K	17K	SELL
Standard BioTools Inc. US34385P1084	+81K	451K	BUY
Flushing Financial Corporation US3438731057	+38K	397K	BUY
Fly Leasing Limited US34407D1090	+226K	350K	BUY
Fomento Económico Mexicano, S.A.B. de C.V. US3444191064	-59K	210K	SELL
FONAR Corporation US3444374058	+21K	480K	BUY
Ford Motor Company US3453708600	+12M	12M	BUY
FormFactor, Inc. US3463751087	-451K	2M	SELL
Forrester Research, Inc. US3465631097	+6.6K	540K	BUY
Fortinet, Inc. US34959E1091	+6.8M	13M	BUY
Forward Air Corporation US3498531017	-95K	40K	SELL
Fossil Group, Inc. US34988V1061	-249K	8.4K	SELL
L.B. Foster Company US3500601097	+20K	146K	BUY
Franklin Covey Co. US3534691098	+19K	108K	BUY
Franklin Electric Co., Inc. US3535141028	+30K	38K	BUY
Franklin Resources, Inc. US3546131018	-553K	973K	SELL
Franklin Street Properties Corp. US35471R1068	+15K	1.5M	BUY
Freeport-McMoRan Inc. US35671D8570	+73K	4M	BUY
Frequency Electronics, Inc. US3580101067	-2.7K	200K	SELL
Friedman Industries, Incorporated US3584351056	+4.5K	476K	BUY
Fuel Tech, Inc. US3595231073	+59K	508K	BUY
Full House Resorts, Inc. US3596781092	+107K	439K	BUY
H.B. Fuller Company US3596941068	-1.4K	115K	SELL
FutureFuel Corp. US36116M1062	+100K	1.5M	BUY
GAMCO Investors, Inc. US3614381040	+18K	57K	BUY
GCP Applied Technologies Inc. US36164Y1010	+180K	459K	BUY
GP Strategies Corporation US36225V1044	-36K	29K	SELL
G-III Apparel Group, Ltd. US36237H1014	-164K	32K	SELL
GTT Communications, Inc. US3623931009	-5.9K	49K	SELL
GSI Technology, Inc. US36241U1060	+130K	758K	BUY
Gaia, Inc. US36269P1049	-8.3K	435K	SELL
Galapagos N.V. US36315X1019	+65K	206K	BUY
Arthur J. Gallagher & Co. US3635761097	+408K	473K	BUY
Gaming and Leisure Properties, Inc. US36467J1088	+352K	3.1M	BUY
Gartner, Inc. US3666511072	-267K	174K	SELL
Gastar Exploration Inc. US36729W2026	+533K	633K	BUY
Gencor Industries, Inc. US3686781085	+7.1K	317K	BUY
General Mills, Inc. US3703341046	-1M	814K	SELL
General Motors Company US37045V1008	-573K	806K	SELL
Genesis Healthcare, Inc. US37185X1063	+200K	318K	BUY
Gentex Corporation US3719011096	-146K	341K	SELL
Genesis Energy, L.P. US3719271047	-51K	24K	SELL
Genie Energy Ltd. US3722842081	+18K	367K	BUY
Genworth Financial, Inc. US37247D1063	+956K	1.7M	BUY
Gerdau S.A. US3737371050	-4.4M	23M	SELL
German American Bancorp, Inc. US3738651047	+5.1K	114K	BUY
Getty Realty Corp. US3742971092	+74K	854K	BUY
Gibraltar Industries, Inc. US3746891072	+294K	1.3M	BUY
Gilead Sciences, Inc. US3755581036	+3.3M	5.3M	BUY
Glacier Bancorp, Inc. US37637Q1058	-101K	848K	SELL
Gladstone Commercial Corporation US3765361080	+320K	1.7M	BUY
Gladstone Land Corporation US3765491010	-1.2K	377K	SELL
Glaukos Corporation US3773221029	+144K	849K	BUY
Global Payments Inc. US37940X1028	+419K	1.2M	BUY
Global Partners LP US37946R1095	-76K	122K	SELL
Global Self Storage, Inc. US37955N1063	+18K	33K	BUY
GoDaddy Inc. US3802371076	-308K	122K	SELL
Gold Fields Limited US38059T1060	+3.3M	17M	BUY
Gold Resource Corporation US38068T1051	+300K	2.1M	BUY
Golden Entertainment, Inc. US3810131017	-22K	235K	SELL
Good Times Restaurants Inc. US3821408792	-17K	12K	SELL
The Gorman-Rupp Company US3830821043	+15K	40K	BUY
Graham Corporation US3845561063	+13K	222K	BUY
Graham Holdings Company US3846371041	+8.6K	56K	BUY
Grand Canyon Education, Inc. US38526M1062	-183K	821K	SELL
Granite Construction Incorporated US3873281071	+83K	185K	BUY
Graphic Packaging Holding Company US3886891015	-1.2M	424K	SELL
Great Ajax Corp. US38983D3008	+32K	124K	BUY
Great Lakes Dredge & Dock Corporation US3906071093	+25K	79K	BUY
Great Southern Bancorp, Inc. US3909051076	-14K	201K	SELL
Green Dot Corporation US39304D1028	+34K	423K	BUY
Greenhill & Co., Inc. US3952591044	-432K	1.1M	SELL
Greif, Inc. US3976241071	+37K	50K	BUY
Greif, Inc. US3976242061	+3.4K	37K	BUY
Griffon Corporation US3984331021	+9.1K	204K	BUY
Grupo Simec, S.A.B. de C.V. US4004911065	+2.6K	212K	BUY
Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. US4005011022	+121K	332K	BUY
Grupo Aeroportuario del Pacífico, S.A.B. de C.V. US4005061019	-5.6K	373K	SELL
Grupo Aeroportuario del Sureste, S. A. B. de C. V. US40051E2028	+9.9K	120K	BUY
Grupo Aval Acciones y Valores S.A. US40053W1018	+35K	418K	BUY
Guess', Inc. US4016171054	-235K	775K	SELL
Guidewire Software, Inc. US40171V1008	-170K	233K	SELL
Gulf Island Fabrication, Inc. US4023071024	+95K	327K	BUY
HCI Group, Inc. US40416E1038	-2.3K	140K	SELL
HNI Corporation US4042511000	-67K	179K	SELL
HTG Molecular Diagnostics, Inc. US40434H1041	+79	323	BUY
The Hackett Group, Inc. US4046091090	-70K	523K	SELL
Haemonetics Corporation US4050241003	+12K	895K	BUY
The Hain Celestial Group, Inc. US4052171000	-424K	239K	SELL
Hallador Energy Company US40609P1057	+63K	173K	BUY
Halliburton Company US4062161017	+504K	1.6M	BUY
Halozyme Therapeutics, Inc. US40637H1095	-85K	15K	SELL
Hanesbrands Inc. US4103451021	+1M	2.3M	BUY
Hanmi Financial Corporation US4104952043	-11K	1.4M	SELL
The Hanover Insurance Group, Inc. US4108671052	+3.1K	527K	BUY
Harley-Davidson, Inc. US4128221086	+369K	384K	BUY
Harmonic Inc. US4131601027	-166K	985K	SELL
Harmony Gold Mining Company Limited US4132163001	-1.4M	4.5M	SELL
Enviri Corporation US4158641070	+396K	1.3M	BUY
Harvard Bioscience, Inc. US4169061052	+21K	529K	BUY
Hasbro, Inc. US4180561072	+257K	327K	BUY
Haverty Furniture Companies, Inc. US4195961010	+21K	1.4M	BUY
Hawaiian Electric Industries, Inc. US4198701009	-110K	510K	SELL
Hawaiian Holdings, Inc. US4198791018	+184K	2.5M	BUY
Hawkins, Inc. US4202611095	-73K	175K	SELL
HealthStream, Inc. US42222N1037	-91K	168K	SELL
Healthcare Trust of America, Inc. US42225P5017	+406K	985K	BUY
Heartland Financial USA, Inc. US42234Q1022	+12K	152K	BUY
Hecla Mining Company US4227041062	-807K	1.5M	SELL
HEICO Corporation US4228061093	+399K	535K	BUY
HEICO Corporation US4228062083	+668K	1.6M	BUY
Heidrick & Struggles International, Inc. US4228191023	+22K	1.1M	BUY
Helix Energy Solutions Group, Inc. US42330P1075	-164K	257K	SELL
Helmerich & Payne, Inc. US4234521015	+335K	412K	BUY
Hemisphere Media Group, Inc. US42365Q1031	+199K	472K	BUY
Hennessy Advisors, Inc. US4258851009	+15K	81K	BUY
Jack Henry & Associates, Inc. US4262811015	-35K	162K	SELL
Heritage Commerce Corp US4269271098	+386K	681K	BUY
Heritage Financial Corporation US42722X1063	-8.5K	129K	SELL
Heritage-Crystal Clean, Inc US42726M1062	+37K	125K	BUY
Heritage Insurance Holdings, Inc. US42727J1025	-108K	130K	SELL
Hersha Hospitality Trust US4278255009	+63K	640K	BUY
The Hershey Company US4278661081	-204K	912K	SELL
Hess Corporation US42809H1077	-16K	202K	SELL
Hewlett Packard Enterprise Company US42824C1099	+1.9M	3.4M	BUY
hhgregg, Inc. US42833L1089	+14K	812K	BUY
Highwoods Properties, Inc. US4312841087	-25K	130K	SELL
Hill International, Inc. US4314661012	+9.7K	463K	BUY
Hill-Rom Holdings, Inc. US4314751029	+117K	428K	BUY
Hillenbrand, Inc. US4315711089	-43K	86K	SELL
Hingham Institution for Savings US4333231029	+2.2K	11K	BUY
Holly Energy Partners, L.P. US4357631070	+41K	75K	BUY
Hologic, Inc. US4364401012	+874K	1.5M	BUY
Home Bancorp, Inc. US43689E1073	+10K	138K	BUY
The Home Depot, Inc. US4370761029	-1.4M	592K	SELL
HomeStreet, Inc. US43785V1026	+263K	303K	BUY
HomeTrust Bancshares, Inc. US4378721041	+27K	530K	BUY
Honda Motor Co., Ltd. US4381283088	-274K	3.3M	SELL
Honeywell International Inc. US4385161066	+96K	196K	BUY
Hooker Furnishings Corporation US4390381006	+145K	398K	BUY
Hope Bancorp, Inc. US43940T1097	-290K	343K	SELL
Horace Mann Educators Corporation US4403271046	-27K	15K	SELL
Horizon Bancorp, Inc. US4404071049	-65K	360K	SELL
Hormel Foods Corporation US4404521001	+126K	945K	BUY
Horizon Global Corporation US44052W1045	+124K	517K	BUY
Houghton Mifflin Harcourt Company US44157R1095	+101K	602K	BUY
Houlihan Lokey, Inc. US4415931009	+164K	193K	BUY
Houston Wire & Cable Company US44244K1097	+17K	95K	BUY
Huaneng Power International, Inc. US4433041005	-25K	233K	SELL
Hub Group, Inc. US4433201062	-101K	325K	SELL
Hubbell Incorporated US4435106079	-122K	203K	SELL
Hudson Pacific Properties, Inc. US4440971095	-189K	689K	SELL
Hudson Technologies, Inc. US4441441098	+165K	263K	BUY
Humana Inc. US4448591028	+547K	1.5M	BUY
J.B. Hunt Transport Services, Inc. US4456581077	-376K	120K	SELL
Huntington Bancshares Incorporated US4461501045	+817K	2.3M	BUY
Huntington Ingalls Industries, Inc. US4464131063	-244K	433K	SELL
Hurco Companies, Inc. US4473241044	-5.8K	46K	SELL
Hyatt Hotels Corporation US4485791028	+238K	402K	BUY
IDT Corporation US4489475073	+58K	1.4M	BUY
ICF International, Inc. US44925C1036	-500	154K	SELL
ICU Medical, Inc. US44930G1076	+700	740K	BUY
iCAD, Inc. US44934S2068	+26K	518K	BUY
IES Holdings, Inc. US44951W1062	-32K	450K	SELL
IPG Photonics Corporation US44980X1090	-70K	128K	SELL
IDACORP, Inc. US4511071064	+82K	111K	BUY
IDEX Corporation US45167R1041	+41K	90K	BUY
IDEXX Laboratories, Inc. US45168D1046	-81K	613K	SELL
Identiv, Inc. US45170X2053	+57K	235K	BUY
Autoscope Technologies Corporation US45244C1045	-7.3K	164K	SELL
Immersion Corporation US4525211078	-129K	37K	SELL
ImmuCell Corporation US4525253062	+13K	86K	BUY
ImmunoGen, Inc. US45253H1014	-22K	2.5M	SELL
Impac Mortgage Holdings, Inc. US45254P5089	+240K	282K	BUY
Independence Realty Trust, Inc. US45378A1060	-378K	274K	SELL
Independent Bank Corp. US4538361084	-57K	80K	SELL
Independent Bank Corporation US4538386099	+79K	744K	BUY
Independent Bank Group, Inc. US45384B1061	-15K	12K	SELL
Industrias Bachoco, S.A.B. de C.V. US4564631087	+4.9K	536K	BUY
Infinity Pharmaceuticals, Inc. US45665G3039	-161K	1.7M	SELL
Infinera Corporation US45667G1031	-399K	390K	SELL
Information Services Group, Inc. US45675Y1047	+78K	1.9M	BUY
Infosys Limited US4567881085	-3.9M	1.1M	SELL
InfuSystem Holdings, Inc. US45685K1025	-33K	97K	SELL
Ingles Markets, Incorporated US4570301048	+726	12K	BUY
Ingredion Incorporated US4571871023	+61K	118K	BUY
Innodata Inc. US4576422053	+41K	526K	BUY
Insmed Incorporated US4576693075	-77K	121K	SELL
Innospec Inc. US45768S1050	-44K	96K	SELL
Innovative Solutions and Support, Inc. US45769N1054	+42K	321K	BUY
Insteel Industries, Inc. US45774W1080	-19K	203K	SELL
Insperity, Inc. US45778Q1076	-294K	616K	SELL
Inogen, Inc. US45780L1044	-35K	147K	SELL
Installed Building Products, Inc. US45780R1014	-39K	32K	SELL
Insulet Corporation US45784P1012	-343K	127K	SELL
Intellicheck, Inc. US45817G2012	+60K	104K	BUY
Inter Parfums, Inc. US4583341098	-32K	225K	SELL
Interface, Inc. US4586653044	-48K	212K	SELL
Intercontinental Exchange, Inc. US45866F1049	+208K	2.4M	BUY
InterDigital, Inc. US45867G1013	-49K	518K	SELL
International Bancshares Corporation US4590441030	-69K	65K	SELL
International Flavors & Fragrances Inc. US4595061015	-3K	122K	SELL
Internet Initiative Japan Inc. US46059T1097	+500	398K	BUY
The Interpublic Group of Companies, Inc. US4606901001	-1.2M	1.5M	SELL
inTEST Corporation US4611471008	+6K	543K	BUY
Intuit Inc. US4612021034	-152K	371K	SELL
Intuitive Surgical, Inc. US46120E6023	+1.1M	1.8M	BUY
IntriCon Corporation US46121H1095	-1.8K	174K	SELL
Investors Bancorp, Inc. US46146L1017	-912K	2.9M	SELL
Invitae Corporation US46185L1035	+77K	111K	BUY
ION Geophysical Corporation US4620442073	+106K	259K	BUY
Ionis Pharmaceuticals, Inc. US4622221004	+175K	450K	BUY
IRadimed Corporation US46266A1097	-20K	26K	SELL
IRIDEX Corporation US4626841013	-15K	196K	SELL
Itaú Unibanco Holding S.A. US4655621062	-2.3M	714K	SELL
Iteris, Inc. US46564T1079	+49K	649K	BUY
Itron, Inc. US4657411066	-99K	536K	SELL
J&J Snack Foods Corp. US4660321096	+4.4K	325K	BUY
Jabil Inc. US4663131039	+772K	838K	BUY
Jack in the Box Inc. US4663671091	+45K	245K	BUY
JRjr33, Inc. US46645Q1067	+12K	69K	BUY
James Hardie Industries plc US47030M1062	+400	181K	BUY
JetBlue Airways Corporation US4771431016	-2.5M	4.3M	SELL
Johnson & Johnson US4781601046	+1.9M	3.4M	BUY
Johnson Outdoors Inc. US4791671088	+41K	267K	BUY
Ziff Davis, Inc. US48123V1026	-138K	4.3K	SELL
Juniper Networks, Inc. US48203R1041	+746K	1.8M	BUY
KAR Auction Services, Inc. US48238T1097	-1.3M	287K	SELL
KB Financial Group Inc. US48241A1051	+151K	198K	BUY
KBR, Inc. US48242W1062	-546K	1.2M	SELL
KLA Corporation US4824801009	-858K	465K	SELL
KVH Industries, Inc. US4827381017	+101K	343K	BUY
Kadant Inc. US48282T1043	-12K	35K	SELL
Kaiser Aluminum Corporation US4830077040	-45K	251K	SELL
Kaman Corporation US4835481031	+46K	119K	BUY
Kansas City Southern US4851703029	+319K	758K	BUY
KB Home US48666K1097	-444K	317K	SELL
Kearny Financial Corp. US48716P1084	+220K	3.1M	BUY
Kellogg Company US4878361082	+1.2M	1.9M	BUY
Kennametal Inc. US4891701009	-46K	868K	SELL
Kennedy-Wilson Holdings, Inc. US4893981070	-78K	49K	SELL
Kewaunee Scientific Corporation US4928541048	+6K	59K	BUY
Key Tronic Corporation US4931441095	-13K	94K	SELL
Keysight Technologies, Inc. US49338L1035	-337K	130K	SELL
Kforce Inc. US4937321010	-42K	113K	SELL
Kimball International, Inc. US4942741038	+50K	962K	BUY
Kilroy Realty Corporation US49427F1084	+287K	494K	BUY
Kimball Electronics, Inc. US49428J1097	-20K	243K	SELL
Kimberly-Clark Corporation US4943681035	-429K	523K	SELL
Kimco Realty Corporation US49446R1095	+169K	799K	BUY
Kinder Morgan, Inc. US49456B1017	+1.8M	3.5M	BUY
Kindred Biosciences, Inc. US4945771099	+20K	352K	BUY
Kingstone Companies, Inc. US4967191051	+35K	101K	BUY
Kingsway Financial Services Inc. US4969042021	+67K	258K	BUY
Kirkland's, Inc. US4974981056	-30K	553K	SELL
Kite Realty Group Trust US49803T3005	-131K	57K	SELL
Kohl's Corporation US5002551043	+758K	1.1M	BUY
Koninklijke Philips N.V. US5004723038	-1M	854K	SELL
Kopin Corporation US5006001011	-160K	270K	SELL
Koppers Holdings Inc. US50060P1066	+42K	147K	BUY
Korea Electric Power Corporation US5006311063	-191K	27K	SELL
Koss Corporation US5006921085	-2.8K	26K	SELL
Kratos Defense & Security Solutions, Inc. US50077B2079	+253K	279K	BUY
Kraton Corporation US50077C1062	+39K	112K	BUY
Kronos Worldwide, Inc. US50105F1057	+419K	647K	BUY
Kulicke and Soffa Industries, Inc. US5012421013	+121K	2.5M	BUY
Kura Oncology, Inc. US50127T1097	+6.2K	31K	BUY
Kyocera Corporation US5015562037	-14K	8.6M	SELL
LCNB Corp. US50181P1003	+7.1K	89K	BUY
The LGL Group, Inc. US50186A1088	+500	74K	BUY
LG Display Co., Ltd. US50186V1026	-93K	50K	SELL
LHC Group, Inc. US50187A1079	-80K	92K	SELL
LKQ Corporation US5018892084	+301K	478K	BUY
LSB Industries, Inc. US5021601043	-38K	250K	SELL
LSI Industries Inc. US50216C1080	+10K	236K	BUY
La-Z-Boy Incorporated US5053361078	-309K	25K	SELL
Ladder Capital Corp US5057431042	+52K	81K	BUY
Lakeland Bancorp, Inc. US5116371007	+75K	269K	BUY
Lakeland Financial Corporation US5116561003	-16K	71K	SELL
Lakeland Industries, Inc. US5117951062	+5K	385K	BUY
Lamar Advertising Company US5128161099	+212	51K	BUY
Lancaster Colony Corporation US5138471033	+13K	587K	BUY
Lifecore Biomedical, Inc. US5147661046	+7.5K	28K	BUY
Landmark Bancorp, Inc. US51504L1070	+17K	64K	BUY
Landstar System, Inc. US5150981018	+58K	124K	BUY
Lantheus Holdings, Inc. US5165441032	+239K	393K	BUY
Lantronix, Inc. US5165482036	+72K	249K	BUY
Las Vegas Sands Corp. US5178341070	+1.2M	1.4M	BUY	$50.90–$59.08
LATAM Airlines Group S.A. US51817R1068	-224	667	SELL
Lattice Semiconductor Corporation US5184151042	+139K	390K	BUY
The Estée Lauder Companies Inc. US5184391044	+692K	2.1M	BUY
Distribution Solutions Group, Inc. US5207761058	+28K	110K	BUY
Leidos Holdings, Inc. US5253271028	+455K	1.5M	BUY
LeMaitre Vascular, Inc. US5255582018	-64K	119K	SELL
Lennar Corporation US5260571048	+1M	1.2M	BUY
Lennar Corporation US5260573028	+15K	103K	BUY
Lennox International Inc. US5261071071	+14K	107K	BUY
Liberty Broadband Corporation US5303071071	-68K	140K	SELL
Liberty TripAdvisor Holdings, Inc. US5314651028	-51K	10K	SELL
Lifeway Foods, Inc. US5319141090	+49K	186K	BUY
LifeVantage Corporation US53222K2050	-82K	603K	SELL
Lifetime Brands, Inc. US53222Q1031	-5K	140K	SELL
Life Storage, Inc. US53223X1072	-517K	920K	SELL
LightPath Technologies, Inc. US5322578056	-16K	108K	SELL
LightInTheBox Holding Co., Ltd. US53225G1022	+2K	49K	BUY
Eli Lilly and Company US5324571083	+617K	1.5M	BUY
Limoneira Company US5327461043	+107K	136K	BUY
Lincoln Educational Services Corporation US5335351004	+142K	568K	BUY
Lindblad Expeditions Holdings, Inc. US5352191093	-11K	41K	SELL
Lindsay Corporation US5355551061	+18K	303K	BUY
Liquidity Services, Inc. US53635B1070	+142K	1.5M	BUY
Live Nation Entertainment, Inc. US5380341090	+215K	3.1M	BUY
Live Oak Bancshares, Inc. US53803X1054	+31K	82K	BUY
Lloyds Banking Group plc US5394391099	-2.2M	4.1M	SELL
Lockheed Martin Corporation US5398301094	+553K	681K	BUY
Loews Corporation US5404241086	-111K	1.1M	SELL
Loral Space & Communications Inc. US5438811060	-23K	164K	SELL
Louisiana-Pacific Corporation US5463471053	+1.2M	1.3M	BUY
Lowe's Companies, Inc. US5486611073	-506K	1.1M	SELL
Lululemon Athletica Inc. US5500211090	-512K	440K	SELL
Luminex Corporation US55027E1029	+12K	1.3M	BUY
Luna Innovations Incorporated US5503511009	+59K	330K	BUY
MBIA Inc. US55262C1009	+1M	1.1M	BUY
M.D.C. Holdings, Inc. US5526761086	-149K	161K	SELL
MGE Energy, Inc. US55277P1049	+21K	149K	BUY
MGIC Investment Corporation US5528481030	+2.5M	8M	BUY
MGM Resorts International US5529531015	+802K	1.1M	BUY
M/I Homes, Inc. US55305B1017	+168K	264K	BUY
MMA Capital Holdings, Inc. US55315D1054	+2.8K	21K	BUY
MPLX Lp US55336V1008	+1.2M	1.6M	BUY
MRC Global Inc. US55345K1034	+359K	1.2M	BUY
MSC Industrial Direct Co., Inc. US5535301064	-189K	684K	SELL
MSCI Inc. US55354G1004	-54K	32K	SELL
MSG Networks Inc. US5535731062	-128K	29K	SELL
MYR Group Inc. US55405W1045	+34K	238K	BUY
MACOM Technology Solutions Holdings, Inc. US55405Y1001	+211K	221K	BUY
The Macerich Company US5543821012	+335K	631K	BUY
Veris Residential, Inc. US5544891048	+46K	1.3M	BUY
Macquarie Infrastructure Holdings, LLC US55608B1052	+280K	619K	BUY
Macy's, Inc. US55616P1049	+1.5M	2.1M	BUY
Madison Square Garden Sports Corp. US55825T1034	+24K	64K	BUY
Madrigal Pharmaceuticals, Inc. US5588681057	+4.5K	57K	BUY
Magellan Health, Inc. US5590792074	-29K	1.1M	SELL
Magnachip Semiconductor Corporation US55933J2033	+200K	228K	BUY
Malibu Boats, Inc. US56117J1007	+142K	270K	BUY
Manhattan Associates, Inc. US5627501092	-100	1.6M	SELL
Manhattan Bridge Capital, Inc. US5628031065	+25K	130K	BUY
Mannatech, Incorporated US5637712036	+2.9K	199K	BUY
Manning & Napier, Inc. US56382Q1022	-4.8K	1.1M	SELL
ManTech International Corporation US5645631046	-4.8K	20K	SELL
Marathon Oil Corporation US5658491064	+772K	2.9M	BUY
Marathon Petroleum Corporation US56585A1025	-514K	323K	SELL
Marchex, Inc. US56624R1086	+68K	1.2M	BUY
The Marcus Corporation US5663301068	+65K	238K	BUY
MarineMax, Inc. US5679081084	+21K	85K	BUY
Marine Products Corporation US5684271084	+51K	182K	BUY
Markel Corporation US5705351048	+14K	132K	BUY
MarketAxess Holdings Inc. US57060D1081	+181K	184K	BUY
Marlin Business Services Corp. US5711571068	+39K	183K	BUY
Marsh & McLennan Companies, Inc. US5717481023	+241K	995K	BUY
Marriott International, Inc. US5719032022	-524K	320K	SELL
Marten Transport, Ltd. US5730751089	-87K	48K	SELL
Martin Marietta Materials, Inc. US5732841060	+164K	210K	BUY
Martin Midstream Partners L.P. US5733311055	+16K	28K	BUY
Masco Corporation US5745991068	-962K	895K	SELL
Masimo Corporation US5747951003	+95K	173K	BUY
MasTec, Inc. US5763231090	-414K	27K	SELL
Mastech Digital, Inc. US57633B1008	-200	50K	SELL
Mastercard Incorporated US57636Q1040	-2.7K	5.6M	SELL
Materialise NV US57667T1007	+20K	72K	BUY
Mattel, Inc. US5770811025	-848K	697K	SELL
Matthews International Corporation US5771281012	+17K	28K	BUY
Maui Land & Pineapple Company, Inc. US5773451019	+2.6K	20K	BUY
Maxim Integrated Products, Inc. US57772K1016	+414K	1.4M	BUY
MaxLinear, Inc. US57776J1007	+301K	472K	BUY
McCormick & Company, Incorporated US5797802064	+999K	1.4M	BUY
McDonald's Corporation US5801351017	+93K	103K	BUY
McGrath RentCorp US5805891091	+86K	419K	BUY
Mechel PAO US5838406081	-48K	294K	SELL
Medifast, Inc. US58470H1014	+4.3K	952K	BUY
Medley Management Inc. US58503T1060	+5.5K	12K	BUY
Mercantile Bank Corporation US5873761044	+7.2K	653K	BUY
Mercer International Inc. US5880561015	+100K	1.3M	BUY
Mercury Systems, Inc. US5893781089	-122K	506K	SELL
Mercury General Corporation US5894001008	+4.5K	309K	BUY
Meridian Bioscience, Inc. US5895841014	-41K	1.9M	SELL
Meridian Bancorp, Inc. US58958U1034	+181K	1.6M	BUY
Merit Medical Systems, Inc. US5898891040	+25K	301K	BUY
Meritor, Inc. US59001K1007	+38K	320K	BUY
Mesa Laboratories, Inc. US59064R1095	-11K	83K	SELL
Pathward Financial, Inc. US59100U1088	-58K	519K	SELL
Methode Electronics, Inc. US5915202007	-65K	1.1M	SELL
Microsoft Corporation US5949181045	-3.7M	2.4M	SELL	$49.42–$61.04
MicroStrategy Incorporated US5949724083	+310K	511K	BUY
Micron Technology, Inc. US5951121038	+792K	845K	BUY
Mid-America Apartment Communities, Inc. US59522J1034	+344K	962K	BUY
Middlesex Water Company US5966801087	+40K	455K	BUY
MidWestOne Financial Group, Inc. US5985111039	+12K	123K	BUY
Miller Industries, Inc. US6005512040	-2.8K	52K	SELL
Misonix, Inc. US6048711039	-4.6K	169K	SELL
Mistras Group, Inc. US60649T1079	+86K	347K	BUY
Mitek Systems, Inc. US6067102003	+4.4K	151K	BUY
Mitsubishi UFJ Financial Group, Inc. US6068221042	-459K	2.8M	SELL
Mizuho Financial Group, Inc. US60687Y1091	-9.2K	3M	SELL
MiX Telematics Limited US60688N1028	+23K	354K	BUY
MobileIron, Inc. US60739U2042	+123K	914K	BUY
Mobile TeleSystems Public Joint Stock Company US6074091090	+1.5M	11M	BUY
Model N, Inc. US6075251024	-171K	436K	SELL
Modine Manufacturing Company US6078281002	-35K	347K	SELL
Moelis & Company US60786M1053	+4.4K	224K	BUY
Mohawk Industries, Inc. US6081901042	+137K	282K	BUY
Molina Healthcare, Inc. US60855R1005	+24K	1.1M	BUY
Molson Coors Beverage Company US60871R2094	-1M	91K	SELL
Monarch Casino & Resort, Inc. US6090271072	+67K	251K	BUY
Mondelez International, Inc. US6092071058	+867K	1.6M	BUY
MoneyGram International, Inc. US60935Y2081	+299K	634K	BUY
Monolithic Power Systems, Inc. US6098391054	-114K	57K	SELL
Monster Beverage Corporation US61174X1090	-1.1M	907K	SELL
Moody's Corporation US6153691059	+461K	535K	BUY
Moog Inc. US6153942023	+30K	47K	BUY
Moog Inc. US6153943013	+200	4.4K	BUY
Morningstar, Inc. US6177001095	+8K	626K	BUY
Motorcar Parts of America, Inc. US6200711009	+65K	147K	BUY
Motorola Solutions, Inc. US6200763075	-146K	1.2M	SELL
Movado Group, Inc. US6245801062	-24K	29K	SELL
Mueller Water Products, Inc. US6247581084	+158K	493K	BUY
Murphy USA Inc. US6267551025	-95K	129K	SELL
Myers Industries, Inc. US6284641098	+5.6K	114K	BUY
Myriad Genetics, Inc. US62855J1043	-246K	2.7M	SELL
NBT Bancorp Inc. US6287781024	-52K	90K	SELL
NGL Energy Partners LP US62913M1071	-54K	117K	SELL
NL Industries, Inc. US6291564077	+17K	170K	BUY
NMI Holdings, Inc. US6292093050	+552K	2.2M	BUY
NRG Energy, Inc. US6293775085	-2.2M	288K	SELL
NVE Corporation US6294452064	-2K	96K	SELL
NVR, Inc. US62944T1051	+5.1K	7.9K	BUY
NACCO Industries, Inc. US6295791031	+27K	267K	BUY
NanoString Technologies, Inc. US63009R1095	+127K	240K	BUY
Napco Security Technologies, Inc. US6304021057	+40K	957K	BUY
Nasdaq, Inc. US6311031081	+311K	1.9M	BUY
Natera, Inc. US6323071042	+109K	321K	BUY
Nathan's Famous, Inc. US6323471002	+4.2K	163K	BUY
National Bank Holdings Corporation US6337071046	+225K	1.3M	BUY
National Bankshares, Inc. US6348651091	+4.1K	67K	BUY
National Beverage Corp. US6350171061	-432K	1.3M	SELL
National HealthCare Corporation US6359061008	+29K	329K	BUY
National Fuel Gas Company US6361801011	-12K	488K	SELL
National Presto Industries, Inc. US6372151042	+8.2K	55K	BUY
National Research Corporation US6373722023	+19K	127K	BUY
National Retail Properties, Inc. US6374171063	+244K	489K	BUY
National Storage Affiliates Trust US6378701063	+25K	358K	BUY
National Western Life Group, Inc. US6385171029	-7.6K	2.9K	SELL
Natural Alternatives International, Inc. US6388423021	+105K	479K	BUY
Natural Gas Services Group, Inc. US63886Q1094	+4.9K	265K	BUY
Natural Health Trends Corp. US63888P4063	+39K	887K	BUY
Natural Grocers by Vitamin Cottage, Inc. US63888U1088	+67K	362K	BUY
Nature's Sunshine Products, Inc. US6390271012	+12K	360K	BUY
Natus Medical Incorporated US6390501038	+33K	46K	BUY
Neenah, Inc. US6400791090	+42K	52K	BUY
Nelnet, Inc. US64031N1081	+10K	359K	BUY
Neogen Corporation US6404911066	+11K	1.2M	BUY
NeoPhotonics Corporation US64051T1007	-273K	587K	SELL
Lesaka Technologies, Inc. US64107N2062	+161K	1.6M	BUY
NetApp, Inc. US64110D1046	-858K	958K	SELL
Netflix, Inc. US64110L1061	+478K	1.1M	BUY
NetEase, Inc. US64110W1027	+104K	10M	BUY
Fortune Brands Home & Security, Inc. US34964C1062	+97K	487K	BUY
NETGEAR, Inc. US64111Q1040	-38K	1.2M	SELL
NetSol Technologies, Inc. US64115A4022	+33K	357K	BUY
Netlist, Inc. US64118P1093	-166K	82K	SELL
Network-1 Technologies, Inc. US64121N1090	+168K	218K	BUY
The New Home Company Inc. US6453701079	-15K	20K	SELL
New Jersey Resources Corporation US6460251068	+117K	132K	BUY
New Relic, Inc. US64829B1008	+21K	80K	BUY
The New York Times Company US6501111073	+190K	1.4M	BUY
Newell Brands Inc. US6512291062	+734K	1.2M	BUY
NewMarket Corporation US6515871076	-8.7K	41K	SELL
Newmont Corporation US6516391066	+1.5M	2.8M	BUY
Newpark Resources, Inc. US6517185046	+28K	277K	BUY
News Corporation US65249B1098	-72K	1.9M	SELL
News Corporation US65249B2088	+37K	555K	BUY
Nexstar Media Group, Inc. US65336K1034	-11K	56K	SELL
NextEra Energy, Inc. US65339F1012	+1M	5.5M	BUY
NexPoint Residential Trust, Inc. US65341D1028	+101K	499K	BUY
NICE Ltd. US6536561086	-35K	41K	SELL
Nippon Telegraph and Telephone Corporation US6546241059	+165K	4M	BUY
NiSource Inc. US65473P1057	+1.8M	2M	BUY
Nokia Oyj US6549022043	-12M	4.8M	SELL
Nomura Holdings, Inc. US65535H2085	+2.8K	15K	BUY
Noodles & Company US65540B1052	+226K	396K	BUY
Nordson Corporation US6556631025	+101K	214K	BUY
Nortech Systems Incorporated US6565531042	+4.1K	23K	BUY
Northern Technologies International Corporation US6658091094	+1.4K	34K	BUY
Northfield Bancorp, Inc. US66611T1088	+52K	1.8M	BUY
Northrop Grumman Corporation US6668071029	-155K	229K	SELL
Northwest Bancshares, Inc. US6673401039	+136K	2M	BUY
Northwest Pipe Company US6677461013	+28K	176K	BUY
Northwestern Energy Group Inc US6680743050	+51K	95K	BUY
Novartis AG US66987V1098	-255K	2.6M	SELL
Novo Nordisk A/S US6701002056	-1.4M	28M	SELL
NOW Inc. US67011P1003	-843K	846K	SELL
Nu Skin Enterprises, Inc. US67018T1051	+146K	200K	BUY
Nuance Communications, Inc. US67020Y1001	+563K	2.3M	BUY
Nucor Corporation US6703461052	-390K	568K	SELL
NuStar Energy L.P. US67058H1023	+157K	244K	BUY
NVIDIA Corporation US67066G1040	-4.2M	124M	SELL	$1.46–$2.80
OGE Energy Corp. US6708371033	+188K	703K	BUY
O'Reilly Automotive, Inc. US67103H1077	+2.1M	3.2M	BUY
Oceaneering International, Inc. US6752321025	-375K	40K	SELL
OceanFirst Financial Corp. US6752341080	-19K	934K	SELL
Ocular Therapeutix, Inc. US67576A1007	+98K	145K	BUY
Ohio Valley Banc Corp. US6777191064	+2.5K	14K	BUY
Oil-Dri Corporation of America US6778641000	-2.1K	842K	SELL
Oil States International, Inc. US6780261052	-48K	95K	SELL
Old Republic International Corporation US6802231042	+412K	3.7M	BUY
Old Second Bancorp, Inc. US6802771005	+108K	666K	BUY
Ollie's Bargain Outlet Holdings, Inc. US6811161099	-327K	34K	SELL
Olympic Steel, Inc. US68162K1060	+35K	195K	BUY
Omnicom Group Inc. US6819191064	-639K	3.6K	SELL
Omega Flex, Inc. US6820951043	+1.2K	10K	BUY
Omnicell, Inc. US68213N1090	-108K	23K	SELL
ON Semiconductor Corporation US6821891057	+754K	2M	BUY
ONE Gas, Inc. US68235P1084	+36K	50K	BUY
One Liberty Properties, Inc. US6824061039	+46K	464K	BUY
1-800-FLOWERS.COM, Inc. US68243Q1067	-30K	80K	SELL
OneMain Holdings, Inc. US68268W1036	+45K	50K	BUY
Ooma, Inc. US6834161019	+97K	368K	BUY
Oppenheimer Holdings Inc. US6837971042	+88K	108K	BUY
Optical Cable Corporation US6838272085	+2.1K	92K	BUY
Oracle Corporation US68389X1054	-3.5M	336K	SELL
OraSure Technologies, Inc. US68554V1089	+226K	4.2M	BUY
ORBCOMM Inc. US68555P1003	-169K	105K	SELL
Orion Group Holdings, Inc. US68628V3087	+103K	661K	BUY
ORIX Corporation US6863301015	+264K	376K	BUY
Ormat Technologies, Inc. US6866881021	+217K	741K	BUY
Orrstown Financial Services, Inc. US6873801053	+31K	177K	BUY
Oshkosh Corporation US6882392011	+699K	1.1M	BUY
Ossen Innovation Co., Ltd. US6884102087	-2.1K	14K	SELL
Otter Tail Corporation US6896481032	+75K	363K	BUY
Overseas Shipholding Group, Inc. US69036R8631	+13K	43K	BUY
Overstock.com, Inc. US6903701018	-28K	759K	SELL
Owens Corning US6907421019	+436K	681K	BUY
P.A.M. Transportation Services, Inc. US6931491061	+216K	4.4M	BUY
PBF Energy Inc. US69318G1067	-766K	18K	SELL
PC Connection, Inc. US69318J1007	-7.9K	148K	SELL
PBF Logistics LP US69318Q1040	+23K	149K	BUY
PCTEL, Inc. US69325Q1058	+45K	1.3M	BUY
PDF Solutions, Inc. US6932821050	-163K	319K	SELL
PG&E Corporation US69331C1080	+661K	1.2M	BUY
Vidler Water Resources, Inc. US6933662057	+34K	174K	BUY
PGT Innovations, Inc. US69336V1017	-155K	2.6M	SELL
PJT Partners Inc. US69343T1079	+193K	285K	BUY
PLDT Inc. US69344D4088	+150K	2.7M	BUY
PNM Resources, Inc. US69349H1077	+226K	1.2M	BUY
PPG Industries, Inc. US6935061076	+8K	253K	BUY
PPL Corporation US69351T1060	-637K	398K	SELL
PS Business Parks, Inc. US69360J1079	+10K	245K	BUY
PVH Corp. US6936561009	+122K	173K	BUY
PACCAR Inc US6937181088	-374K	721K	SELL
Pacific Mercantile Bancorp US6945521002	+12K	420K	BUY
Pacific Premier Bancorp, Inc. US69478X1054	+50K	150K	BUY
Pacira BioSciences, Inc. US6951271005	+400	25K	BUY
Packaging Corporation of America US6951561090	-264K	86K	SELL
PacWest Bancorp US6952631033	+157K	182K	BUY
Palo Alto Networks, Inc. US6974351057	+2.2M	11M	BUY
Pampa Energía S.A. US6976602077	-31K	54K	SELL
Papa John's International, Inc. US6988131024	+13K	723K	BUY
PAR Technology Corporation US6988841036	+800	186K	BUY
Par Pacific Holdings, Inc. US69888T2078	+224K	355K	BUY
Paramount Gold Nevada Corp. US69924M1099	-55K	124K	SELL
Paramount Group, Inc. US69924R1086	-510K	807K	SELL
Paratek Pharmaceuticals, Inc. US6993743029	-33K	110K	SELL
Park National Corporation US7006581075	+17K	77K	BUY
Park-Ohio Holdings Corp. US7006661000	+21K	105K	BUY
Parke Bancorp, Inc. US7008851062	+11K	36K	BUY
Partner Communications Company Ltd. US70211M1099	+10K	2.7M	BUY
Party City Holdco Inc. US7021491052	+19K	35K	BUY
Patterson-UTI Energy, Inc. US7034811015	+21K	34K	BUY
Paylocity Holding Corporation US70438V1061	+42K	68K	BUY
PayPal Holdings, Inc. US70450Y1038	+14K	3.4M	BUY
Peapack-Gladstone Financial Corporation US7046991078	-38K	233K	SELL
Pearson plc US7050151056	-152K	1.5M	SELL
Pegasystems Inc. US7055731035	-539K	78K	SELL
PENN Entertainment, Inc. US7075691094	-1.2M	718K	SELL
Penns Woods Bancorp, Inc. US7084301032	+25K	105K	BUY
Penske Automotive Group, Inc. US70959W1036	+140K	236K	BUY
Peoples Bancorp, Inc. US7097891011	+34K	238K	BUY
Peoples Financial Corporation US71103B1026	+1K	28K	BUY
Peoples Financial Services Corp. US7110401053	+30K	46K	BUY
People's United Financial, Inc. US7127041058	+55K	81K	BUY
PepsiCo, Inc. US7134481081	+1.5M	2.3M	BUY
Performance Food Group Company US71377A1034	-129K	26K	SELL
Performant Financial Corporation US71377E1055	+69K	780K	BUY
Perma-Fix Environmental Services, Inc. US7141572039	+12K	109K	BUY
Perusahaan Perseroan (Persero) PT Telekomunikasi Indonesia Tbk US7156841063	+166K	1.5M	BUY
PetMed Express, Inc. US7163821066	+30K	1.6M	BUY
PetroChina Company Limited US71646E1001	+83K	305K	BUY
Petróleo Brasileiro S.A. - Petrobras US71654V1017	-4.3M	434K	SELL
Petróleo Brasileiro S.A. - Petrobras US71654V4086	+138K	550K	BUY
Pfizer Inc. US7170811035	-6M	3M	SELL
PFSweb, Inc. US7170982067	-37K	632K	SELL
Phibro Animal Health Corporation US71742Q1067	-76K	14K	SELL
Philip Morris International Inc. US7181721090	+714K	726K	BUY
Photronics, Inc. US7194051022	+51K	2M	BUY
Piedmont Office Realty Trust, Inc. US7201902068	-370K	2M	SELL
Pilgrim's Pride Corporation US72147K1088	-803K	1.9M	SELL
Pinnacle Financial Partners, Inc. US72346Q1040	-76K	61K	SELL
Pinnacle West Capital Corporation US7234841010	+16K	268K	BUY
Pioneer Natural Resources Company US7237871071	-259K	155K	SELL
Piper Sandler Companies US7240781002	-9.9K	29K	SELL
Pitney Bowes Inc. US7244791007	+261K	568K	BUY
Pixelworks, Inc. US72581M3051	+21K	340K	BUY
Planet Fitness, Inc. US72703H1014	+156K	442K	BUY
Plantronics, Inc. US7274931085	+9.7K	77K	BUY
Plexus Corp. US7291321005	+37K	225K	BUY
Pool Corporation US73278L1052	+140K	288K	BUY
Portland General Electric Company US7365088472	+247K	907K	BUY
Post Holdings, Inc. US7374461041	+221K	1.6M	BUY
Potbelly Corporation US73754Y1001	+118K	2M	BUY
PotlatchDeltic Corporation US7376301039	+69K	1.5M	BUY
Powell Industries, Inc. US7391281067	+29K	241K	BUY
Power Integrations, Inc. US7392761034	+83K	714K	BUY
Power REIT US73933H1014	+2.5K	21K	BUY
Preferred Bank US7403674044	-10K	327K	SELL
Preferred Apartment Communities, Inc. US74039L1035	-11K	68K	SELL
Preformed Line Products Company US7404441047	+800	26K	BUY
Premier Financial Bancorp, Inc. US74050M1053	+3.1K	93K	BUY
Premier, Inc. US74051N1028	-372K	1.2M	SELL
Prestige Consumer Healthcare Inc. US74112D1019	-289K	392K	SELL
PriceSmart, Inc. US7415111092	+102K	478K	BUY
Primoris Services Corporation US74164F1030	-11K	138K	SELL
Primerica, Inc. US74164M1080	+219K	382K	BUY
ProAssurance Corporation US74267C1062	+3.7K	337K	BUY
The Procter & Gamble Company US7427181091	-278K	871K	SELL
Prism Technologies Group, Inc. US74273Y1001	+15K	142K	BUY
Profire Energy, Inc. US74316X1019	+104K	314K	BUY
Progress Software Corporation US7433121008	-41K	106K	SELL
The Progressive Corporation US7433151039	+229K	2.7M	BUY
Prologis, Inc. US74340W1036	+309K	1.1M	BUY
Proofpoint, Inc. US7434241037	-102K	10K	SELL
ProPhase Labs, Inc. US74345W1080	+3.7K	110K	BUY
PROS Holdings, Inc. US74346Y1038	+77K	267K	BUY
Provident Financial Holdings, Inc. US7438681014	+23K	342K	BUY
Provident Financial Services, Inc. US74386T1051	+85K	996K	BUY
Prudential Bancorp, Inc. US74431A1016	+69K	358K	BUY
Psychemedics Corporation US7443752057	+65K	500K	BUY
Public Service Enterprise Group Incorporated US7445731067	-805K	7.7K	SELL
Public Storage US74460D1090	-269K	166K	SELL
Pure Cycle Corporation US7462283034	+19K	56K	BUY
QCR Holdings, Inc. US74727A1043	+74K	244K	BUY
QAD Inc. US74727D3061	-28K	573K	SELL
Quad/Graphics, Inc. US7473011093	+350K	1.8M	BUY
Quaker Chemical Corporation US7473161070	+9.8K	185K	BUY
Pzena Investment Management, Inc. US74731Q1031	+16K	555K	BUY
QIWI plc US74735M1080	+32K	731K	BUY
QUALCOMM Incorporated US7475251036	-16K	270K	SELL
Qualys, Inc. US74758T3032	+116K	732K	BUY
Quanex Building Products Corporation US7476191041	-78K	1.1M	SELL
Quest Diagnostics Incorporated US74834L1008	-49K	59K	SELL
Quest Resource Holding Corporation US74836W2035	+24K	65K	BUY
QuinStreet, Inc. US74874Q1004	+24K	1.3M	BUY
Qumu Corporation US7490631030	+100	635K	BUY
RCI Hospitality Holdings, Inc. US74934Q1085	+248K	585K	BUY
RCM Technologies, Inc. US7493604000	+117K	754K	BUY
RF Industries, Ltd. US7495521053	-7.6K	665K	SELL
RLJ Lodging Trust US74965L1017	-52K	374K	SELL
The RMR Group Inc. US74967R1068	+26K	74K	BUY
RPM International Inc. US7496851038	-240K	341K	SELL
Radian Group Inc. US7502361014	-351K	2.1M	SELL
Radiant Logistics, Inc. US75025X1000	-36K	41K	SELL
RadNet, Inc. US7504911022	+136K	570K	BUY
Rambus Inc. US7509171069	+253K	2M	BUY
Ralph Lauren Corporation US7512121010	-404K	65K	SELL
RAVE Restaurant Group, Inc. US7541981095	+28K	48K	BUY
Raven Industries, Inc. US7542121089	-13K	188K	SELL
Raymond James Financial, Inc. US7547301090	-362K	90K	SELL
Rayonier Inc. US7549071030	-300	1.8M	SELL
Rayonier Advanced Materials Inc. US75508B1044	+166K	3.2M	BUY
RE/MAX Holdings, Inc. US75524W1080	+71K	595K	BUY
Reading International, Inc. US7554081015	+73K	1.1M	BUY
RealNetworks, Inc. US75605L7082	-23K	1.2M	SELL
Anywhere Real Estate Inc. US75605Y1064	+681K	1.9M	BUY
Realty Income Corporation US7561091049	+1.1M	1.2M	BUY
Recro Pharma, Inc. US75629F1093	-16K	21K	SELL
Red Robin Gourmet Burgers, Inc. US75689M1018	-112K	37K	SELL
Redwood Trust, Inc. US7580754023	+190K	1.3M	BUY
Regal Rexnord Corporation US7587501039	+36K	62K	BUY
Regency Centers Corporation US7588491032	+750K	1M	BUY
Regeneron Pharmaceuticals, Inc. US75886F1075	+40K	251K	BUY
Regional Management Corp. US75902K1060	+145K	232K	BUY
RELX Plc US7595301083	+64K	200K	BUY
Renasant Corporation US75970E1073	-21K	772K	SELL
Renewable Energy Group, Inc. US75972A3014	+318K	651K	BUY
Repligen Corporation US7599161095	-186K	892K	SELL
Rent-A-Center, Inc. US76009N1000	+55K	492K	BUY
Republic Bancorp, Inc. US7602812049	+30K	83K	BUY
Republic First Bancorp, Inc. US7604161072	+242K	628K	BUY
Republic Services, Inc. US7607591002	-202K	204K	SELL
ResMed Inc. US7611521078	-1M	385K	SELL
Resolute Forest Products Inc. US76117W1099	-12K	1.1M	SELL
Resources Connection, Inc. US76122Q1058	-75K	199K	SELL
Retractable Technologies, Inc. US76129W1053	+15K	69K	BUY
Revlon, Inc. US7615256093	+89K	298K	BUY
Rexford Industrial Realty, Inc. US76169C1009	+124K	169K	BUY
Richardson Electronics, Ltd. US7631651079	+26K	911K	BUY
RingCentral, Inc. US76680R2067	+384K	1.4M	BUY
Riverview Bancorp, Inc. US7693971001	+22K	96K	BUY
Rocky Brands, Inc. US7745151008	+4.7K	136K	BUY
Rocky Mountain Chocolate Factory, Inc. US77467X1019	+11K	488K	BUY
Rogers Corporation US7751331015	+48K	235K	BUY
Rollins, Inc. US7757111049	-1.4M	1.3M	SELL
Ross Stores, Inc. US7782961038	-32K	419K	SELL
Rush Enterprises, Inc. US7818462092	+113K	251K	BUY
Rush Enterprises, Inc. US7818463082	+15K	367K	BUY
Ryanair Holdings plc US7835132033	+112K	5.8M	BUY
Ryder System, Inc. US7835491082	+52K	104K	BUY
Ryerson Holding Corporation US7837541041	+34K	910K	BUY
Ryman Hospitality Properties, Inc. US78377T1079	+13K	44K	BUY
S&T Bancorp, Inc. US7838591011	-78K	109K	SELL
S&P Global Inc. US78409V1044	+889K	1.2M	BUY
SEI Investments Company US7841171033	-180K	59K	SELL
SJW Group US7843051043	+47K	314K	BUY
SPS Commerce, Inc. US78463M1071	-88K	117K	SELL
SS&C Technologies Holdings, Inc. US78467J1007	-150K	135K	SELL
SP Plus Corporation US78469C1036	+69K	272K	BUY
Safety Insurance Group, Inc. US78648T1007	+47K	215K	BUY
Saga Communications, Inc. US7865983008	+8.3K	136K	BUY
Saia, Inc. US78709Y1055	-75K	6.3K	SELL
The St. Joe Company US7901481009	-200	144K	SELL
Salem Media Group, Inc. US7940931048	-33K	229K	SELL
Sanderson Farms, Inc. US8000131040	+343K	966K	BUY
Sandy Spring Bancorp, Inc. US8003631038	+35K	293K	BUY
John B. Sanfilippo & Son, Inc. US8004221078	-119K	35K	SELL
Sangamo Therapeutics, Inc. US8006771062	-273K	322K	SELL
Sanmina Corporation US8010561020	+149K	194K	BUY
Santander Consumer USA Holdings Inc. US80283M1018	+321K	748K	BUY
Sarepta Therapeutics, Inc. US8036071004	-140K	49K	SELL
Sasol Limited US8038663006	+9.1K	544K	BUY
Saul Centers, Inc. US8043951016	+28K	288K	BUY
Henry Schein, Inc. US8064071025	+1.1M	1.2M	BUY
Schmitt Industries, Inc. US8068702005	+8.5K	130K	BUY
Schnitzer Steel Industries, Inc. US8068821060	+1.3K	1.1M	BUY
Scholastic Corporation US8070661058	-45K	35K	SELL
Mativ Holdings, Inc. US8085411069	+27K	565K	BUY
The Scotts Miracle-Gro Company US8101861065	-235K	76K	SELL
Seaboard Corporation US8115431079	-208	4.9K	SELL
SeaChange International, Inc. US8116991071	-1.2K	46K	SELL
Seacoast Banking Corporation of Florida US8117078019	+189K	696K	BUY
Sealed Air Corporation US81211K1007	+154K	649K	BUY
SeaSpine Holdings Corporation US81255T1088	+25K	161K	BUY
United Parks & Resorts Inc. US81282V1008	-56K	388K	SELL
Security National Financial Corporation US8147853092	+21K	143K	BUY
SemiLEDs Corporation US8166452040	-40K	86K	SELL
Semtech Corporation US8168501018	+101K	667K	BUY
Sempra US8168511090	-340K	3.1M	SELL
Seneca Foods Corporation US8170705011	+1.5K	85K	BUY
Sensient Technologies Corporation US81725T1007	+5K	55K	BUY
ServiceNow, Inc. US81762P1021	+3.7K	123K	BUY
ServiceSource International, Inc. US81763U1007	+308K	2.1M	BUY
Sharps Compliance Corp. US8200171010	-9.5K	403K	SELL
Shell Midstream Partners, L.P. US8226341019	-200	347K	SELL
Shenandoah Telecommunications Company US82312B1061	-179K	1.1M	SELL
The Sherwin-Williams Company US8243481061	+379K	978K	BUY
Shinhan Financial Group Co., Ltd. US8245961003	+7K	29K	BUY
Shore Bancshares, Inc. US8251071051	+33K	269K	BUY
Shutterstock, Inc. US8256901005	+9.3K	310K	BUY
Sierra Bancorp US82620P1021	-10K	150K	SELL
SIFCO Industries, Inc. US8265461033	-2K	39K	SELL
Sify Technologies Limited US82655M1071	+16K	53K	BUY
SigmaTron International, Inc. US82661L1017	+11K	146K	BUY
Signature Bank US82669G1040	-309K	160K	SELL
Silicon Laboratories Inc. US8269191024	-33K	29K	SELL
Silgan Holdings Inc. US8270481091	-161K	127K	SELL
Silicon Motion Technology Corporation US82706C1080	+7.9K	111K	BUY
Silvercrest Asset Management Group Inc. US8283591092	+4.5K	136K	BUY
Simmons First National Corporation US8287302009	-71K	188K	SELL
Simon Property Group, Inc. US8288061091	+367K	621K	BUY
Simpson Manufacturing Co., Inc. US8290731053	+7.5K	121K	BUY
Simulations Plus, Inc. US8292141053	-25K	481K	SELL
Sinopec Shanghai Petrochemical Company Limited US82935M1099	+9.5K	25K	BUY
Six Flags Entertainment Corporation US83001A1025	-151K	9.8K	SELL
Skechers U.S.A., Inc. US8305661055	+33K	450K	BUY
Skyline Champion Corporation US8308301055	+110K	324K	BUY
SkyWest, Inc. US8308791024	+307K	994K	BUY
Skyworks Solutions, Inc. US83088M1027	-276K	227K	SELL
Smith & Nephew plc US83175M2052	-64K	701K	SELL
Smith Micro Software, Inc. US8321542073	+3.3K	32K	BUY
The J. M. Smucker Company US8326964058	-132K	134K	SELL
Snap-on Incorporated US8330341012	+158K	211K	BUY
Sociedad Química y Minera de Chile S.A. US8336351056	+12K	756K	BUY
Solitario Zinc Corp. US8342EP1070	-1.3K	195K	SELL
Sonic Foundry, Inc. US83545R2076	+900	44K	BUY
Sony Group Corporation US8356993076	-2.7M	4.8M	SELL
Sotherly Hotels Inc. US83600C1036	+76K	190K	BUY
South Jersey Industries, Inc. US8385181081	-72K	261K	SELL
SouthState Corporation US8404411097	+64K	209K	BUY
The Southern Company US8425871071	-9K	1.6M	SELL
Southern First Bancshares, Inc. US8428731017	+4.6K	38K	BUY
Southern Missouri Bancorp, Inc. US8433801060	+6.6K	49K	BUY
Southside Bancshares, Inc. US84470P1093	+107K	844K	BUY
Southwest Airlines Co. US8447411088	+900K	2.6M	BUY
Southwest Gas Holdings, Inc. US8448951025	-20K	57K	SELL
Spanish Broadcasting System, Inc. US8464258339	+1.5K	293K	BUY
SpartanNash Company US8472151005	-129K	39K	SELL
Spectrum Pharmaceuticals, Inc. US84763A1088	-365K	5.2M	SELL
Spirit AeroSystems Holdings, Inc. US8485741099	+369K	962K	BUY
Spire Inc. US84857L1017	+72K	306K	BUY
Spok Holdings, Inc. US84863T1060	-38K	1.6M	SELL
Sportsman's Warehouse Holdings, Inc. US84920Y1064	+20K	266K	BUY
Sprague Resources LP US8493431089	+8.4K	44K	BUY
Sprouts Farmers Market, Inc. US85208M1027	-471K	319K	SELL
STAAR Surgical Company US8523123052	-6.5K	122K	SELL
STAG Industrial, Inc. US85254J1025	+1.2K	55K	BUY
Standard Motor Products, Inc. US8536661056	+27K	48K	BUY
Standex International Corporation US8542311076	+10K	58K	BUY
Stanley Black & Decker, Inc. US8545021011	+193K	537K	BUY
Star Group, L.P. US85512C1053	-2.1K	63K	SELL
Starbucks Corporation US8552441094	+1.5M	2.1M	BUY
State Street Corporation US8574771031	-71K	111K	SELL
Steel Dynamics, Inc. US8581191009	+914K	2.3M	BUY
Steel Partners Holdings L.P. US85814R1077	+22K	38K	BUY
Stepan Company US8585861003	+40K	297K	BUY
Stericycle, Inc. US8589121081	+1.1M	1.2M	BUY
Sterling Bancorp US85917A1007	+37K	247K	BUY
Sterling Infrastructure, Inc. US8592411016	+340K	993K	BUY
Stewart Information Services Corporation US8603721015	+18K	370K	BUY
STMicroelectronics N.V. US8610121027	-3.8M	1.1M	SELL
Stoneridge, Inc. US86183P1021	-1.5K	545K	SELL
STORE Capital Corporation US8621211007	+40K	366K	BUY
Strattec Security Corporation US8631111007	+12K	105K	BUY
Stratus Properties Inc. US8631672016	-11K	9.8K	SELL
Sturm, Ruger & Company, Inc. US8641591081	-79K	274K	SELL
Suburban Propane Partners, L.P. US8644821048	+33K	142K	BUY
Sumitomo Mitsui Financial Group, Inc. US86562M2098	-86K	1.5M	SELL
Summit Hotel Properties, Inc. US8660821005	+332K	536K	BUY
Summit Materials, Inc. US86614U1007	+27K	160K	BUY
Sun Communities, Inc. US8666741041	-120K	81K	SELL
SunCoke Energy, Inc. US86722A1034	+556K	2.9M	BUY
SunLink Health Systems, Inc. US86737U1025	+8.2K	74K	BUY
Superior Industries International, Inc. US8681681057	-33K	280K	SELL
Superior Group of Companies, Inc. US8683581024	-1.4K	179K	SELL
Surmodics, Inc. US8688731004	+104K	964K	BUY
Ascent Industries Co. US8715651076	+8.2K	174K	BUY
Synaptics Incorporated US87157D1090	-129K	8.3K	SELL
Synopsys, Inc. US8716071076	+229K	263K	BUY
Synovus Financial Corp. US87161C5013	-7.7K	745K	SELL
TD SYNNEX Corporation US87162W1009	-101K	106K	SELL
Sypris Solutions, Inc. US8716551069	-600	522K	SELL
Sysco Corporation US8718291078	+363K	4.2M	BUY
Systemax Inc. US8718511012	+22K	211K	BUY
TESSCO Technologies Incorporated US8723861071	+19K	379K	BUY
TFS Financial Corporation US87240R1077	+313K	6M	BUY
The TJX Companies, Inc. US8725401090	-1.9M	269K	SELL
TSR, Inc. US8728852075	+12K	85K	BUY
TTM Technologies, Inc. US87305R1095	-740K	1.2M	SELL
Taitron Components Incorporated US8740281030	+8.9K	25K	BUY
Taiwan Semiconductor Manufacturing Company Limited US8740391003	-1.1M	1.3M	SELL
Take-Two Interactive Software, Inc. US8740541094	-1.8M	236K	SELL
TAL Education Group US8740801043	-500K	706K	SELL
Tanger Inc. US8754651060	-359K	856K	SELL
Target Corporation US87612E1064	+1.8M	1.8M	BUY
Tata Motors Limited US8765685024	-400K	2.4M	SELL
Taylor Devices, Inc. US8771631053	-4K	26K	SELL
Taylor Morrison Home Corporation US87724P1066	+13K	25K	BUY
TEGNA Inc. US87901J1051	-989K	175K	SELL
Telephone and Data Systems, Inc. US8794338298	+267K	2.8M	BUY
Tenet Healthcare Corporation US88033G4073	+1.1M	1.3M	BUY
Tennant Company US8803451033	-20K	49K	SELL
Teradata Corporation US88076W1036	-815K	3.1M	SELL
Teradyne, Inc. US8807701029	-91K	1.1M	SELL
Ternium S.A. US8808901081	+270K	1.2M	BUY
Territorial Bancorp Inc. US88145X1081	+23K	503K	BUY
Terreno Realty Corporation US88146M1018	-900	32K	SELL
Tesla, Inc. US88160R1014	+1.2M	4.7M	BUY
Teva Pharmaceutical Industries Limited US8816242098	+218K	2.2M	BUY
TETRA Technologies, Inc. US88162F1057	-142K	631K	SELL
Tetra Tech, Inc. US88162G1031	+248K	551K	BUY
Texas Instruments Incorporated US8825081040	-1.4M	69K	SELL
Textron Inc. US8832031012	+82K	279K	BUY
Thermo Fisher Scientific Inc. US8835561023	+625K	814K	BUY
Thermon Group Holdings, Inc. US88362T1034	-3.7K	466K	SELL
Thor Industries, Inc. US8851601018	+433K	799K	BUY
3D Systems Corporation US88554D2053	-1.1M	115K	SELL
Tile Shop Holdings, Inc. US88677Q1094	+151K	1.2M	BUY
Tilly's, Inc. US8868851028	-35K	625K	SELL
Timberland Bancorp, Inc. US8870981011	+48K	256K	BUY
Metallus Inc. US8873991033	-232K	67K	SELL
Titan International, Inc. US88830M1027	+193K	2.6M	BUY
Titan Machinery Inc. US88830R1014	-179K	82K	SELL
Toll Brothers, Inc. US8894781033	+383K	951K	BUY
Tompkins Financial Corporation US8901101092	+1.8K	70K	BUY
TOR Minerals International, Inc. US8908783090	+700	17K	BUY
Town Sports International Holdings, Inc. US89214A1025	+71K	1.2M	BUY
TowneBank US89214P1093	-2.4K	662K	SELL
Townsquare Media, Inc. US8922311019	+384K	450K	BUY
Toyota Motor Corporation US8923313071	-18K	972K	SELL
TransAct Technologies Incorporated US8929181035	+37K	387K	BUY
TransDigm Group Incorporated US8936411003	+127K	223K	BUY
Transportadora de Gas del Sur S.A. US8938702045	-55K	581K	SELL
TransUnion US89400J1079	-371K	183K	SELL
Travelzoo US89421Q2057	+19K	474K	BUY
Tredegar Corporation US8946501009	+6.6K	108K	BUY
Trex Company, Inc. US89531P1057	-22K	582K	SELL
TriCo Bancshares US8960951064	-40K	580K	SELL
TriNet Group, Inc. US8962881079	-214K	155K	SELL
Trinity Industries, Inc. US8965221091	+413K	1.2M	BUY
Trio-Tech International US8967122057	+2.2K	136K	BUY
Triumph Financial, Inc. US89679E3009	+59K	105K	BUY
Triumph Group, Inc. US8968181011	-17K	157K	SELL
Trupanion, Inc. US8982021060	+58K	214K	BUY
Trustmark Corporation US8984021027	-276K	244K	SELL
Tucows Inc. US8986972060	-17K	720K	SELL
Tupperware Brands Corporation US8998961044	-8.9K	46K	SELL
Turkcell Iletisim Hizmetleri A.S. US9001112047	+19K	135K	BUY
Twin Disc, Incorporated US9014761012	-4K	90K	SELL
Tyler Technologies, Inc. US9022521051	+13K	74K	BUY
UDR, Inc. US9026531049	+782K	3.3M	BUY
UFP Technologies, Inc. US9026731029	+3.8K	531K	BUY
UGI Corporation US9026811052	-85K	1.3M	SELL
UMB Financial Corporation US9027881088	-46K	18K	SELL
USA Compression Partners, LP US90290N1090	+144K	175K	BUY
USA Truck, Inc. US9029251066	+19K	78K	BUY
U.S. Global Investors, Inc. US9029521005	+22K	173K	BUY
UMH Properties, Inc. US9030021037	-21K	28K	SELL
USANA Health Sciences, Inc. US90328M1071	+34K	1.6M	BUY
USD Partners LP US9033181036	+6.5K	60K	BUY
U.S. Physical Therapy, Inc. US90337L1089	+18K	592K	BUY
Ulta Beauty, Inc. US90384S3031	+3.4K	42K	BUY
Ultra Clean Holdings, Inc. US90385V1070	+497K	764K	BUY
Ultralife Corporation US9038991025	+1.6K	125K	BUY
Ultrapar Participações S.A. US90400P1012	-781K	6.2M	SELL
Umpqua Holdings Corporation US9042141039	-41K	234K	SELL
Unifi, Inc. US9046772003	+20K	189K	BUY
UniFirst Corporation US9047081040	-47K	45K	SELL
Unique Fabricating, Inc. US90915J1034	-1.2K	15K	SELL
Unisys Corporation US9092143067	-133K	807K	SELL
United Community Banks, Inc. US90984P3038	+231K	1.8M	BUY
United Fire Group, Inc. US9103401082	+12K	43K	BUY
United-Guardian, Inc. US9105711082	+4.6K	197K	BUY
American Coastal Insurance Corporation US9107101027	-77K	15K	SELL
United Microelectronics Corporation US9108734057	+1.8M	9.9M	BUY
United Parcel Service, Inc. US9113121068	+1M	1.3M	BUY
United Rentals, Inc. US9113631090	-151K	89K	SELL
United Security Bancshares US9114601035	+35K	160K	BUY
United States Antimony Corporation US9115491030	-39K	50K	SELL
United States Cellular Corporation US9116841084	+132K	758K	BUY
United States Lime & Minerals, Inc. US9119221029	+59K	656K	BUY
United States Steel Corporation US9129091081	+2.3M	5.7M	BUY
United Therapeutics Corporation US91307C1027	+31K	421K	BUY
UnitedHealth Group Incorporated US91324P1021	+395K	402K	BUY	$119.82–$156.15
Unitil Corporation US9132591077	+33K	449K	BUY
Unity Bancorp, Inc. US9132901029	+8.3K	26K	BUY
Universal Corporation US9134561094	+53K	153K	BUY
Universal Health Realty Income Trust US91359E1055	+44K	345K	BUY
Universal Security Instruments, Inc. US9138213023	+300	45K	BUY
Universal Logistics Holdings, Inc. US91388P1057	-6.2K	43K	SELL
Universal Health Services, Inc. US9139031002	-233K	16K	SELL
Universal Technical Institute, Inc. US9139151040	+108K	1.1M	BUY
Univest Financial Corporation US9152711001	-34K	412K	SELL
Unum Group US91529Y1064	-631K	89K	SELL
Upland Software, Inc. US91544A1097	+6.8K	113K	BUY
Urstadt Biddle Properties Inc. US9172862057	+69K	511K	BUY
Utah Medical Products, Inc. US9174881089	+2K	137K	BUY
V.F. Corporation US9182041080	-120K	151K	SELL
VSE Corporation US9182841000	-9.3K	93K	SELL
VOXX International Corporation US91829F1049	+25K	266K	BUY
VAALCO Energy, Inc. US91851C2017	+149K	1.2M	BUY
Vail Resorts, Inc. US91879Q1094	-53K	243K	SELL
Vale S.A. US91912E1055	+745K	8.6M	BUY
Valero Energy Corporation US91913Y1001	-929K	801K	SELL
Valley National Bancorp US9197941076	-240K	3.2M	SELL
Valmont Industries, Inc. US9202531011	-169K	231K	SELL
Value Line, Inc. US9204371002	+400	15K	BUY
Vanda Pharmaceuticals Inc. US9216591084	+136K	568K	BUY
Vector Group Ltd. US92240M1080	+215K	11M	BUY
Veeco Instruments Inc. US9224171002	-100K	1.3M	SELL
V2X, Inc. US92242T1016	-15K	44K	SELL
Vedanta Limited US92242Y1001	+225K	811K	BUY
Veeva Systems Inc. US9224751084	-211K	1.9M	SELL
Ventas, Inc. US92276F1003	+190K	261K	BUY
Vera Bradley, Inc. US92335C1062	-28K	1.4M	SELL
Veracyte, Inc. US92337F1075	+45K	217K	BUY
VeriSign, Inc. US92343E1029	-450K	4.3M	SELL
Veritex Holdings, Inc. US9234511080	+47K	101K	BUY
Veritiv Corporation US9234541020	+4.2K	14K	BUY
Verisk Analytics, Inc. US92345Y1064	+52K	256K	BUY
Vericel Corporation US92346J1088	+2.2K	437K	BUY
Vertex Energy, Inc. US92534K1079	+23K	34K	BUY
Viad Corp US92552R4065	-30K	203K	SELL
Viavi Solutions Inc. US9255501051	-341K	6.1M	SELL
Vicor Corporation US9258151029	-9K	255K	SELL
Viking Therapeutics, Inc. US92686J1060	+142K	163K	BUY
Village Super Market, Inc. US9271074091	+240K	507K	BUY
Virco Mfg. Corporation US9276511097	-5.7K	226K	SELL
Virtu Financial, Inc. US9282541013	-156K	81K	SELL
Visa Inc. US92826C8394	+2.1M	2.6M	BUY
Vishay Precision Group, Inc. US92835K1034	+25K	416K	BUY
Visteon Corporation US92839U2069	+40K	276K	BUY
VMware, Inc. US9285634021	-263K	1.7M	SELL
Vocera Communications, Inc. US92857F1075	+31K	1.1M	BUY
Vodafone Group Public Limited Company US92857W3088	+3.2M	8.4M	BUY
Voya Financial, Inc. US9290891004	-123K	458K	SELL
Vulcan Materials Company US9291601097	+165K	372K	BUY
WD-40 Company US9292361071	-2.2K	575K	SELL
WNS (Holdings) Limited US92932M1018	+134K	1.4M	BUY
W. P. Carey Inc. US92936U1097	+32K	133K	BUY
WPP plc US92937A1025	+29K	74K	BUY
WEC Energy Group, Inc. US92939U1060	+492K	891K	BUY
Walmart Inc. US9311421039	+3.5M	12M	BUY	$20.20–$22.99
Walgreens Boots Alliance, Inc. US9314271084	+1.2M	1.9M	BUY
Walker & Dunlop, Inc. US93148P1021	+24K	82K	BUY
Washington Federal, Inc. US9388241096	-15K	440K	SELL
Washington Prime Group Inc. US93964W1080	-106K	225K	SELL
Elme Communities US9396531017	+248K	880K	BUY
Waste Management, Inc. US94106L1098	+253K	2M	BUY
Waters Corporation US9418481035	+175K	195K	BUY
Waterstone Financial, Inc. US94188P1012	+107K	2.4M	BUY
Watsco, Inc. US9426222009	-25K	56K	SELL
Watts Water Technologies, Inc. US9427491025	+12K	62K	BUY
Wayfair Inc. US94419L1017	-258K	25K	SELL
Wayside Technology Group, Inc. US9467601053	+21K	252K	BUY
Weingarten Realty Investors US9487411038	-44K	59K	SELL
Weis Markets, Inc. US9488491047	+4.4K	594K	BUY
Welltower Inc. US95040Q1040	-224K	1.8M	SELL
WesBanco, Inc. US9508101014	+17K	335K	BUY
WESCO International, Inc. US95082P1057	-50K	66K	SELL
West Bancorporation, Inc. US95123P1066	+34K	235K	BUY
Westamerica Bancorporation US9570901036	-52K	134K	SELL
Western Alliance Bancorporation US9576381092	-57K	31K	SELL
The Western Union Company US9598021098	+621K	1.6M	BUY
Westlake Chemical Partners LP US9604171036	+28K	44K	BUY
Westpac Banking Corporation US9612143019	+100K	1.4M	BUY
Westwood Holdings Group, Inc. US9617651040	+23K	248K	BUY
WEX Inc. US96208T1043	-136K	19K	SELL
Weyco Group, Inc. US9621491003	-1.4K	30K	SELL
Weyerhaeuser Company US9621661043	-110K	189K	SELL
Whitestone REIT US9660842041	-89K	378K	SELL
Willamette Valley Vineyards, Inc. US9691361003	+1.4K	41K	BUY
Willdan Group, Inc. US96924N1000	+141K	507K	BUY
The Williams Companies, Inc. US9694571004	+140K	2.4M	BUY
Willis Lease Finance Corporation US9706461053	+43K	408K	BUY
Wingstop Inc. US9741551033	-76K	77K	SELL
Winmark Corporation US9742501029	+1.3K	130K	BUY
Winnebago Industries, Inc. US9746371007	+128K	443K	BUY
Wintrust Financial Corporation US97650W1080	+43K	59K	BUY
Wipro Limited US97651M1099	-1.1M	8.1M	SELL
Woodward, Inc. US9807451037	+52K	68K	BUY
Workday, Inc. US98138H1014	-422K	79K	SELL
Workiva Inc. US98139A1051	+24K	61K	BUY
World Acceptance Corporation US9814191048	+19K	66K	BUY
World Fuel Services Corporation US9814751064	+23K	160K	BUY
Worthington Industries, Inc. US9818111026	-43K	17K	SELL
XPO Logistics, Inc. US9837931008	-641K	1.2M	SELL
Xcel Energy Inc. US98389B1008	+781K	1.9M	BUY
Xilinx, Inc. US9839191015	-730K	1.3M	SELL
Xenia Hotels & Resorts, Inc. US9840171030	+17K	329K	BUY
Xunlei Limited US98419E1082	-63K	243K	SELL
Xylem Inc. US98419M1009	+188K	800K	BUY
YPF Sociedad Anónima US9842451000	+6.2K	454K	BUY
Yankuang Energy Group Company Limited US9848461052	+212K	738K	BUY
Yelp Inc. US9858171054	+27K	327K	BUY
The York Water Company US9871841089	+4.5K	150K	BUY
Yum! Brands, Inc. US9884981013	+141K	851K	BUY
Zebra Technologies Corporation US9892071054	-182K	47K	SELL
Zedge, Inc. US98923T1043	-53K	220K	SELL
Zix Corporation US98974P1003	+79K	3M	BUY
Zoetis Inc. US98978V1035	-248K	860K	SELL
Zynga Inc. US98986T1088	-2.4M	17M	SELL
ASML Holding N.V. USN070592100	+156K	182K	BUY
HDFC Bank Limited US40415F1012	+6.2M	6.2M	BUY
Orion Energy Systems, Inc. US6862751087	+11K	75K	BUY
Inuvo, Inc. US46122W2044	-2.6K	121K	SELL
REX American Resources Corporation US7616241052	+720K	10M	BUY
FibroGen, Inc. US31572Q8087	+4.4K	13K	BUY
Northrim BanCorp, Inc. US6667621097	+96K	470K	BUY
GlycoMimetics, Inc. US38000Q1022	-162	1.2K	SELL
Gol Linhas Aéreas Inteligentes S.A. US38045R2067	-2.2M	4.3M	SELL
New York Community Bancorp, Inc. US6494451031	+61K	3M	BUY
LivePerson, Inc. US5381461012	+12K	115K	BUY