ROTHSCHILD & CO ASSET MANAGEMENT US INC.

ROTHSCHILD & CO ASSET MANAGEMENT US INC. latest Q4_2020 13F filings reported $7,777,495,000 in market value on this 2021-02-08 report date . The portfolio quarterly return is 40.07%. This fund has 287 securities concentrations of 100% weights.

ROTHSCHILD & CO ASSET MANAGEMENT US INC. largest holding is JP Morgan Chase & Co. with weight of 2.55% and $198,243,000 in market value. The portfolio return is computed based on the amount invested in the new quarter. The following shows the portfolio details.

Portfolio Performance History

FILE DATE	REPORT PERIOD	QTR YEAR	FILE TYPE	NOS. OF STOCKS	REPORTED VALUE	RETURN
2021-02-08	2020-12-31	Q4_2020	13F-HR	287	$7,777,495,000	40.07%
2020-11-09	2020-09-30	Q3_2020	13F-HR	297	$5,552,534,000	-18.23%
2020-08-10	2020-06-30	Q2_2020	13F-HR	315	$6,790,422,000	5.88%
2020-05-14	2020-03-31	Q1_2020	13F-HR	328	$6,413,111,000	-33.34%
2020-02-12	2019-12-31	Q4_2019	13F-HR	350	$9,620,857,000	4.08%
2019-11-08	2019-09-30	Q3_2019	13F-HR	349	$9,243,349,000	-1.38%
2019-07-25	2019-06-30	Q2_2019	13F-HR	351	$9,373,024,000	0.45%
2019-05-08	2019-03-31	Q1_2019	13F-HR	363	$9,331,188,000	12.56%
2019-02-05	2018-12-31	Q4_2018	13F-HR	368	$8,290,322,000	-14.96%
2018-11-13	2018-09-30	Q3_2018	13F-HR	368	$9,748,786,000	4.77%
2018-08-07	2018-06-30	Q2_2018	13F-HR	371	$9,304,757,000	3.53%
2018-05-08	2018-03-31	Q1_2018	13F-HR	353	$8,987,847,000	-5.17%
2018-02-12	2017-12-31	Q4_2017	13F-HR	344	$9,477,923,000	4.30%
2017-11-08	2017-09-30	Q3_2017	13F-HR	339	$9,087,518,000	2.57%
2017-07-27	2017-06-30	Q2_2017	13F-HR	563	$8,859,484,000	1.59%
2017-05-12	2017-03-31	Q1_2017	13F-HR	567	$8,720,842,000	10.95%
2017-02-15	2016-12-31	Q4_2016	13F-HR	540	$7,860,419,000	34.67%
2016-10-28	2016-09-30	Q3_2016	13F-HR	527	$5,836,765,000	5.42%
2016-08-03	2016-06-30	Q2_2016	13F-HR	557	$5,536,741,000	3.84%

Portfolio Details

Stock Name	Tickers	Value	Current Value (x1000)	Change Value %	Weight	Computed Price	Shares Change %	Current Shares
J P MORGAN CHASE & CO COM	JPM	INCR	$198,243	1.21%	2.55%	$127.07	0.68%	1,560,104
BK OF AMERICA CORP	BAC	INCR	$160,917	1.16%	2.07%	$30.31	0.72%	5,309,032
ALPHABET INC USD 0.001 CLS A	GOOGL	INCR	$141,580	1.01%	1.82%	$1752.64	0.68%	80,781
MEDTRONIC PLC USD 0.1	MDT	INCR	$124,903	0.89%	1.61%	$117.14	0.68%	1,066,271
DISNEY WALT CO	DIS	INCR	$124,347	2.21%	1.60%	$181.18	1.20%	686,317
QUANTA SVCS INC	PWR	INCR	$109,984	0.73%	1.41%	$72.02	0.27%	1,527,142
BLACKROCK INC USD 0.01	BLK	INCR	$101,769	1.35%	1.31%	$721.53	0.83%	141,046
PARKER-HANNIFIN CORP	PH	INCR	$101,950	1.54%	1.31%	$272.41	0.88%	374,253
SCHWAB CHARLES CORP NEW	SCHW	INCR	$101,548	3.49%	1.31%	$53.04	2.06%	1,914,558
COMCAST CORP NEW	CMCSA	INCR	$96,300	0.70%	1.24%	$52.40	0.50%	1,837,793
TARGET CORP	TGT	INCR	$96,280	0.93%	1.24%	$176.53	0.72%	545,403
THERMO FISHER SCIENTIFIC INC	TMO	INCR	$96,531	0.69%	1.24%	$465.78	0.60%	207,245
AIR PRODUCTS & CHEMICALS INC	APD	INCR	$90,162	1.11%	1.16%	$273.22	1.30%	329,995
MICRON TECHNOLOGY INC	MU	INCR	$90,446	2.29%	1.16%	$75.18	1.06%	1,203,063
APPLE INC	AAPL	INCR	$88,602	0.82%	1.14%	$132.69	0.59%	667,732
KANSAS CITY SOUTHERN	KSU	INCR	$87,775	1.25%	1.13%	$204.13	0.99%	429,992
MICROSOFT CORP	MSFT	INCR	$87,663	0.49%	1.13%	$222.42	0.41%	394,134
UNITEDHEALTH GROUP INC	UNH	INCR	$86,985	1.62%	1.12%	$350.68	1.33%	248,048
STATE STR CORP	STT	INCR	$86,344	1.23%	1.11%	$72.78	0.82%	1,186,376
CHEVRON CORP NEW	CVX	INCR	$85,313	1.05%	1.10%	$84.45	0.75%	1,010,220
XCEL ENERGY INC	XEL	INCR	$83,119	0.96%	1.07%	$66.67	1.03%	1,246,712
BRISTOL MYERS SQUIBB CO	BMY	INCR	$81,540	1.18%	1.05%	$62.03	1.12%	1,314,523
CATERPILLAR INC	CAT	BUY	$81,467	0.00%	1.05%	$182.02	0.00%	447,571
ABBVIE INC	ABBV	INCR	$79,220	1.22%	1.02%	$107.15	0.82%	739,343
GLOBAL PMTS INC	GPN	BUY	$79,319	0.00%	1.02%	$215.42	0.00%	368,202
INTERCONTINENTAL EXCHANGE IN	ICE	INCR	$78,868	1.30%	1.01%	$115.29	1.00%	684,075
PROLOGIS INC.	PLD	INCR	$78,367	0.89%	1.01%	$99.66	0.91%	786,347
MONDELEZ INTERNATIONAL INC	MDLZ	INCR	$77,413	0.60%	1.00%	$58.47	0.57%	1,323,986
WILLIS TOWERS WATSON PLC LTD	WLTW	INCR	$77,500	0.74%	1.00%	$210.68	0.73%	367,850
DISCOVERY INC	DISCA	INCR	$75,407	1.53%	0.97%	$30.09	0.83%	2,506,071
PEPSICO INC	PEP	INCR	$73,586	1.03%	0.95%	$148.30	0.90%	496,199
LOWES COS INC	LOW	INCR	$73,232	0.80%	0.94%	$160.51	0.86%	456,247
MARTIN MARIETTA MATLS INC	MLM	INCR	$73,101	0.78%	0.94%	$283.97	0.48%	257,425
HARTFORD FINL SVCS GROUP INC	HIG	INCR	$71,573	1.48%	0.92%	$48.98	0.87%	1,461,270
GENERAL MOTORS CO	GM	BUY	$70,761	0.00%	0.91%	$41.64	0.00%	1,699,339
TRANE TECHNOLOGIES PLC USD 1.0	TT	INCR	$68,251	1.89%	0.88%	$145.16	1.41%	470,181
AMERICAN TOWER CORP NEW	AMT	INCR	$66,142	9.12%	0.85%	$224.46	9.89%	294,673
DUKE ENERGY CORP NEW	DUK	INCR	$64,849	0.56%	0.83%	$91.56	0.51%	708,275
JOHNSON & JOHNSON	JNJ	DECR	$63,759	-0.06%	0.82%	$157.38	-0.11%	405,129
LILLY ELI & CO	LLY	INCR	$62,105	1.07%	0.80%	$168.84	0.82%	367,831
AMERISOURCEBERGEN CORP	ABC	INCR	$61,417	0.87%	0.79%	$97.76	0.86%	628,245
PULTE GROUP INC	PHM	INCR	$60,169	1.02%	0.77%	$43.12	1.16%	1,395,381
NORTHROP GRUMMAN CORPORATION USD 1.0	NOC	INCR	$59,006	1.10%	0.76%	$304.72	1.17%	193,642
VERIZON COMMUNICATIONS INC	VZ	DECR	$57,298	-0.26%	0.74%	$58.75	-0.25%	975,278
TEXTRON INC	TXT	INCR	$55,163	1.72%	0.71%	$48.33	1.03%	1,141,388
CONOCOPHILLIPS COM CL-B	COP	INCR	$53,495	1.42%	0.69%	$39.99	0.99%	1,337,718
HONEYWELL INTL INC	HON	INCR	$47,582	0.20%	0.61%	$212.70	-0.07%	223,703
LITHIA MTRS INC	LAD	INCR	$45,823	0.11%	0.59%	$292.67	-0.14%	156,570
HORIZON THERAPEUTICS PUB L	HZNP	DECR	$44,354	-0.22%	0.57%	$73.15	-0.18%	606,345
DARDEN RESTAURANTS INC	DRI	DECR	$43,237	-0.05%	0.56%	$119.12	-0.20%	362,968
PINNACLE FINL PARTNERS INC	PNFP	INCR	$43,310	1.92%	0.56%	$64.40	0.61%	672,517
DTE ENERGY CO	DTE	DECR	$42,899	-0.02%	0.55%	$121.41	-0.07%	353,334
DECKERS OUTDOOR CORP	DECK	DECR	$41,328	0.00%	0.53%	$286.78	-0.24%	144,110
TRUIST FINL CORP	TFC	INCR	$39,356	0.17%	0.51%	$47.93	-0.07%	821,099
EVOQUA WATER TECHNOLOGIES CO	AQUA	INCR	$38,868	0.26%	0.50%	$26.98	-0.01%	1,440,621
MERCK & CO INC NEW	MRK	DECR	$38,235	-0.10%	0.49%	$81.80	-0.09%	467,413
TIMKEN CO	TKR	DECR	$38,090	-0.02%	0.49%	$77.36	-0.31%	492,377
CIRRUS LOGIC INC	CRUS	INCR	$37,500	0.29%	0.48%	$82.20	0.06%	456,202
KOHL'S CORP	KSS	INCR	$37,282	1.01%	0.48%	$40.69	-0.09%	916,247
IOVANCE BIOTHERAPEUTICS INC	IOVA	INCR	$35,423	0.18%	0.46%	$46.40	-0.16%	763,423
PERFORMANCE FOOD GROUP CO	PFGC	INCR	$34,760	0.30%	0.45%	$47.61	-0.06%	730,104
PRUDENTIAL FINANCIAL	PRU	INCR	$34,684	0.16%	0.45%	$78.07	-0.05%	444,271
AMERICAN EAGLE OUTFITTERS IN	AEO	INCR	$33,913	0.00%	0.44%	$20.07	-0.26%	1,689,745
AMICUS THERAPEUTICS INC	FOLD	INCR	$34,230	0.37%	0.44%	$23.09	-0.16%	1,482,467
REXNORD CORP	RXN	INCR	$34,310	0.07%	0.44%	$39.49	-0.19%	868,825
ALLSTATE CORP	ALL	INCR	$33,759	0.10%	0.43%	$109.93	-0.05%	307,091
ON SEMICONDUCTOR CORP	ON	INCR	$33,501	0.34%	0.43%	$32.73	-0.12%	1,023,563
PROCTER AND GAMBLE CO	PG	DECR	$33,743	-0.09%	0.43%	$139.14	-0.09%	242,507
PENN NATL GAMING INC	PENN	BUY	$33,053	0.00%	0.42%	$86.37	0.00%	382,685
AVAYA HLDGS CORP	AVYA	INCR	$32,054	0.27%	0.41%	$19.15	0.01%	1,673,833
RH	RH	DECR	$32,127	-0.16%	0.41%	$447.52	-0.28%	71,789
UNITED CMNTY BKS BLAIRSVLE G	UCBI	INCR	$31,960	3.07%	0.41%	$28.44	1.42%	1,123,761
WSFS FINL CORP	WSFS	INCR	$31,708	2.50%	0.41%	$44.88	1.10%	706,502
MICHAELS COS INC	MIK	INCR	$31,478	4.63%	0.40%	$13.01	3.18%	2,419,539
ALTRA INDL MOTION CORP	AIMC	INCR	$30,167	0.17%	0.39%	$55.43	-0.22%	544,228
BERKSHIRE HATHAWAY INC NEW	BRK/B	INCR	$30,264	0.03%	0.39%	$231.87	-0.05%	130,522
DANA INC	DAN	BUY	$30,449	0.00%	0.39%	$19.52	0.00%	1,559,866
HUNTSMAN CORP	HUN	INCR	$29,268	0.06%	0.38%	$25.14	-0.07%	1,164,197
RADIAN GROUP INC	RDN	INCR	$29,512	0.72%	0.38%	$20.25	0.24%	1,457,365
AMERICAN ELEC PWR CO INC	AEP	DECR	$28,676	-0.03%	0.37%	$83.27	-0.05%	344,367
FIRST HORIZON CORPORATION	FHN	BUY	$29,003	0.00%	0.37%	$12.76	0.00%	2,272,939
HERON THERAPEUTICS INC	HRTX	INCR	$28,631	0.20%	0.37%	$21.16	-0.16%	1,352,754
J2 GLOBAL INC	JCOM	INCR	$28,626	0.18%	0.37%	$97.69	-0.16%	293,032
KAISER ALUMINUM CORP	KALU	INCR	$29,090	0.95%	0.37%	$98.90	0.06%	294,140
VONAGE HLDGS CORP	VG	INCR	$28,400	0.07%	0.37%	$12.88	-0.15%	2,205,821
BROADCOM LTD NPV	AVGO	DECR	$27,673	-0.07%	0.36%	$437.86	-0.23%	63,201
CISCO SYSTEMS	CSCO	INCR	$28,042	0.06%	0.36%	$44.75	-0.07%	626,648
DIAMONDROCK HOSPITALITY CO	DRH	INCR	$27,627	5.09%	0.36%	$8.25	2.74%	3,348,706
AVIENT CORPORATION	AVNT	INCR	$27,317	0.26%	0.35%	$40.28	-0.17%	678,177
GRAFTECH INTL LTD	EAF	BUY	$26,949	0.00%	0.35%	$10.66	0.00%	2,528,029
PARSLEY ENERGY INC		INCR	$27,189	0.46%	0.35%	$14.20	-0.04%	1,914,725
VIAVI SOLUTIONS INC	VIAV	INCR	$27,461	0.08%	0.35%	$14.97	-0.15%	1,833,816
BJS WHSL CLUB HLDGS INC	BJ	DECR	$26,683	-0.19%	0.34%	$37.28	-0.09%	715,744
SILICON LABORATORIES INC		INCR	$26,372	0.08%	0.34%	$127.34	-0.17%	207,099
ADAPTHEALTH CORP	AHCO	BUY	$25,609	0.00%	0.33%	$37.56	0.00%	681,828
AUTOZONE INC	AZO	INCR	$25,727	3.36%	0.33%	$1185.41	3.33%	21,703
CIGNA CORP NEW	CI	INCR	$25,961	0.16%	0.33%	$208.18	-0.05%	124,706
SKYWEST INC	SKYW	INCR	$26,015	0.96%	0.33%	$40.31	0.46%	645,376
SYNEOS HEALTH INC	SYNH	INCR	$25,451	0.08%	0.33%	$68.13	-0.16%	373,571
AMAZON COM INC	AMZN	DECR	$24,945	-0.18%	0.32%	$3256.95	-0.20%	7,659
GLU MOBILE INC	GLUU	INCR	$24,542	0.08%	0.32%	$9.01	-0.08%	2,723,885
GUESS INC	GES	BUY	$24,813	0.00%	0.32%	$22.62	0.00%	1,096,940
HILL ROM HLDGS INC	HRC	INCR	$24,833	0.11%	0.32%	$97.97	-0.05%	253,474
SPX CORP	SPXC	DECR	$24,530	-0.01%	0.32%	$54.54	-0.16%	449,766
BJS RESTAURANTS INC	BJRI	INCR	$24,490	0.80%	0.31%	$38.49	0.37%	636,275
BLOOMIN BRANDS INC	BLMN	INCR	$24,415	0.08%	0.31%	$19.42	-0.15%	1,257,203
BOTTOMLINE TECH DEL INC	EPAY	INCR	$24,140	0.05%	0.31%	$52.74	-0.16%	457,709
DELUXE CORP	DLX	INCR	$24,266	0.90%	0.31%	$29.20	0.67%	831,034
SAILPOINT TECHNOLOGIES HLDGS	SAIL	BUY	$24,463	0.00%	0.31%	$53.24	0.00%	459,489
AMN HEALTHCARE SERVICES INC		DECR	$23,514	-0.02%	0.30%	$68.25	-0.16%	344,528
BOSTON PROPERTIES INC	BXP	INCR	$23,405	0.11%	0.30%	$94.53	-0.06%	247,593
COMMVAULT SYSTEMS INC	CVLT	INCR	$23,301	0.57%	0.30%	$55.37	0.15%	420,830
ELASTIC N V	ESTC	BUY	$23,302	0.00%	0.30%	$146.13	0.00%	159,460
EOG RES INC	EOG	INCR	$23,421	0.34%	0.30%	$49.87	-0.04%	469,636
EVERBRIDGE INC	EVBG	DECR	$23,243	0.00%	0.30%	$149.07	-0.16%	155,917
KB HOME	KBH	DECR	$23,609	-0.09%	0.30%	$33.52	0.05%	704,322
SPS COMMERCE INC	SPSC	DECR	$23,509	-0.18%	0.30%	$108.59	-0.41%	216,495
AIR LEASE CORP	AL	INCR	$22,658	0.26%	0.29%	$44.42	-0.17%	510,086
CHARLES RIV LABS INTL INC	CRL	DECR	$22,603	-0.09%	0.29%	$249.86	-0.18%	90,462
GENERAC HLDGS INC	GNRC	DECR	$22,519	-0.04%	0.29%	$227.41	-0.18%	99,024
LOCKHEED MARTIN CORP	LMT	DECR	$22,421	-0.12%	0.29%	$354.99	-0.05%	63,160
OWENS CORNING NEW	OC	INCR	$22,768	0.05%	0.29%	$75.76	-0.05%	300,521
AXALTA COATING SYS LTD	AXTA	INCR	$21,587	0.07%	0.28%	$28.55	-0.17%	756,100
DAVE & BUSTERS ENTMT INC	PLAY	BUY	$21,951	0.00%	0.28%	$30.02	0.00%	731,214
ENPRO INDS INC	NPO	INCR	$21,673	0.51%	0.28%	$75.52	0.13%	286,985
TRAVELERS COMPANIES INC	TRV	INCR	$21,681	0.26%	0.28%	$140.37	-0.03%	154,457
AMERICAN EXPRESS COMPANY	AXP	INCR	$20,652	0.14%	0.27%	$120.91	-0.06%	170,804
BOX INC	BOX	DECR	$21,327	-0.07%	0.27%	$18.05	-0.11%	1,181,555
EXACT SCIENCES CORP	EXAS	INCR	$21,168	0.07%	0.27%	$132.49	-0.18%	159,770
FRONTDOOR INC	FTDR	INCR	$21,061	0.11%	0.27%	$50.21	-0.14%	419,468
TCR2 THERAPEUTICS INC	TCRR	BUY	$21,312	0.00%	0.27%	$30.93	0.00%	689,049
WESTERN ALLIANCE BANCORP	WAL	INCR	$20,935	0.98%	0.27%	$59.95	0.04%	349,204
FIRST INDL RLTY TR INC	FR	DECR	$20,075	-0.13%	0.26%	$42.13	-0.18%	476,513
JAZZ PHARMACEUTICALS PLC SHS USD	JAZZ	DECR	$19,963	-0.04%	0.26%	$165.05	-0.17%	120,951
PORTLAND GEN ELEC CO	POR	INCR	$20,242	0.03%	0.26%	$42.77	-0.15%	473,266
FIBROGEN INC	FGEN	DECR	$19,686	-0.20%	0.25%	$37.09	-0.12%	530,754
INTEL CORP	INTC	DECR	$19,347	-0.09%	0.25%	$49.82	-0.05%	388,331
QTS RLTY TR INC	QTS	DECR	$19,690	-0.16%	0.25%	$61.88	-0.14%	318,203
ZEBRA TECHNOLOGIES CORPORATI	ZBRA	INCR	$19,237	0.25%	0.25%	$384.33	-0.18%	50,053
FTI CONSULTING INC	FCN	DECR	$18,753	-0.12%	0.24%	$111.72	-0.16%	167,857
HARSCO CORP	HSC	INCR	$18,415	0.05%	0.24%	$17.98	-0.19%	1,024,193
HOST HOTELS & RESORTS INC	HST	INCR	$18,500	0.13%	0.24%	$14.63	-0.16%	1,264,553
JACOBS ENGR GROUP INC	J	DECR	$18,877	-0.02%	0.24%	$108.96	-0.17%	173,247
PHILLIPS 66	PSX	INCR	$18,507	0.32%	0.24%	$69.94	-0.02%	264,607
SEAWORLD ENTMT INC	SEAS	INCR	$18,900	0.35%	0.24%	$31.59	-0.16%	598,300
WESTROCK CO	WRK	INCR	$18,687	0.19%	0.24%	$43.53	-0.05%	429,282
AMEDISYS INC	AMED	INCR	$17,613	0.02%	0.23%	$293.33	-0.18%	60,045
AMERICAN WOODMARK CORPORATIO	AMWD	DECR	$17,996	0.00%	0.23%	$93.85	-0.17%	191,752
EVEREST RE GROUP LTD	RE	DECR	$18,174	-0.01%	0.23%	$234.10	-0.17%	77,635
LAMAR ADVERTISING CO NEW	LAMR	INCR	$18,054	0.04%	0.23%	$83.22	-0.17%	216,944
PROGYNY INC USD0.000100	PGNY	INCR	$18,224	0.65%	0.23%	$42.39	0.14%	429,912
UNIFIRST CORP MASS	UNF	DECR	$17,843	-0.08%	0.23%	$211.69	-0.18%	84,288
CELANESE CORP DEL	CE	INCR	$17,092	9.56%	0.22%	$129.94	7.74%	131,534
GRACE W R & CO DEL NEW	GRA	INCR	$16,993	0.12%	0.22%	$54.82	-0.18%	309,972
SPROUT SOCIAL INC	SPT	BUY	$17,496	0.00%	0.22%	$45.41	0.00%	385,298
ARENA PHARMACEUTICALS INCORPORATED COMMON STOCK USD0.0001	ARNA	DECR	$16,464	-0.11%	0.21%	$76.83	-0.13%	214,297
HANOVER INS GROUP INC	THG	INCR	$15,979	0.05%	0.21%	$116.92	-0.17%	136,669
INPHI CORP		INCR	$16,048	0.18%	0.21%	$160.47	-0.18%	100,009
MADDEN STEVEN LTD	SHOO	BUY	$16,517	0.00%	0.21%	$35.32	0.00%	467,630
NIC INC	EGOV	INCR	$16,298	0.10%	0.21%	$25.83	-0.16%	630,985
REALPAGE INC	RP	INCR	$16,100	0.24%	0.21%	$87.24	-0.18%	184,544
MKS INSTRS INC	MKSI	INCR	$15,707	0.26%	0.20%	$150.45	-0.09%	104,400
SOUTHWEST GAS HOLDINGS INC	SWX	DECR	$15,219	-0.40%	0.20%	$60.75	-0.38%	250,514
WINTRUST FINL CORP	WTFC	INCR	$15,905	0.27%	0.20%	$61.09	-0.16%	260,356
MERIT MED SYS INC	MMSI	INCR	$15,072	0.04%	0.19%	$55.51	-0.18%	271,519
NEUROCRINE BIOSCIENCES INC	NBIX	INCR	$14,827	0.14%	0.19%	$95.85	0.15%	154,690
CHEGG INC	CHGG	BUY	$13,769	0.00%	0.18%	$90.33	0.00%	152,429
DIAMONDBACK ENERGY INC	FANG	INCR	$14,225	0.15%	0.18%	$48.40	-0.28%	293,900
HANCOCK WHITNEY CORPORATION COM	HWC	BUY	$13,995	0.00%	0.18%	$34.02	0.00%	411,379
BRIXMOR PPTY GROUP INC		INCR	$13,056	14.83%	0.17%	$16.55	10.18%	788,874
FACEBOOK INC	FB	DECR	$13,357	-0.17%	0.17%	$273.14	-0.20%	48,901
MID-AMER APT CMNTYS INC	MAA	DECR	$13,547	-0.10%	0.17%	$126.69	-0.18%	106,932
ACADIA HEALTHCARE COMPANY IN	ACHC	INCR	$12,634	0.45%	0.16%	$50.26	-0.15%	251,374
CONNECTONE BANCORP INC	CNOB	INCR	$12,090	0.36%	0.16%	$19.79	-0.03%	610,920
EQUITY LIFESTYLE PPTYS INC	ELS	INCR	$12,563	0.04%	0.16%	$63.36	0.00%	198,289
REVANCE THERAPEUTICS INC	RVNC	INCR	$12,182	0.11%	0.16%	$28.34	-0.02%	429,836
SEACOAST BANKING CORP/FL COMMON STOCK USD0.1	SBCF	INCR	$12,191	0.39%	0.16%	$29.45	-0.15%	413,948
CLOUDFLARE INC	NET	BUY	$11,629	0.00%	0.15%	$75.99	0.00%	153,038
HIGHWOODS PPTYS INC		DECR	$11,873	-0.47%	0.15%	$39.63	-0.55%	299,586
SAIA INC	SAIA	INCR	$11,528	0.11%	0.15%	$180.81	-0.23%	63,759
TELEFLEX INCORPORATED	TFX	DECR	$12,005	-0.01%	0.15%	$411.57	-0.18%	29,169
VERITEX HOLDINGS INCORPORATED COMMON STOCK USD0.01	VBTX	BUY	$11,933	0.00%	0.15%	$25.66	0.00%	465,050
ABBOTT LABS	ABT	INCR	$10,077	0.08%	0.13%	$109.48	0.08%	92,045
ENTERPRISE FINL SVCS CORP	EFSC	INCR	$10,202	0.18%	0.13%	$34.95	-0.08%	291,916
HERC HLDGS INC	HRI	BUY	$10,048	0.00%	0.13%	$66.41	0.00%	151,300
HOME BANCSHARES INC	HOMB	INCR	$10,451	0.10%	0.13%	$19.48	-0.15%	536,522
MASTEC INC	MTZ	INCR	$10,313	0.41%	0.13%	$68.18	-0.12%	151,264
MASTERCARD INCORPORATED	MA	BUY	$10,479	0.00%	0.13%	$356.96	0.00%	29,356
UFP INDUSTRIES INC	UFPI	DECR	$9,826	-0.15%	0.13%	$55.55	-0.14%	176,886
ADDUS HOMECARE CORP	ADUS	DECR	$9,551	-0.06%	0.12%	$117.09	-0.24%	81,569
ARGO GROUP INTERNATIONAL HOLDINGS LIMITED COMMON STOCK USD1	ARGO	INCR	$9,413	0.09%	0.12%	$43.70	-0.14%	215,391
ATRICURE INC	ATRC	INCR	$9,399	1.33%	0.12%	$55.67	0.67%	168,831
LHC GROUP INC	LHCG	DECR	$9,183	-0.13%	0.12%	$213.31	-0.13%	43,050
LIVANOVA PLC	LIVN	INCR	$9,253	0.79%	0.12%	$66.21	0.22%	139,758
MASONITE INTL CORP	DOOR	DECR	$9,238	-0.13%	0.12%	$98.34	-0.13%	93,944
NEXPOINT RESIDENTIAL TR INC	NXRT	DECR	$9,272	-0.22%	0.12%	$42.31	-0.18%	219,140
PETIQ INC	PETQ	DECR	$9,207	-0.02%	0.12%	$38.45	-0.16%	239,448
ULTRA CLEAN HOLDINGS INCORPORATED COMMON STOCK USD0.001	UCTT	INCR	$9,549	0.57%	0.12%	$31.15	0.08%	306,543
FIRST SOLAR INC	FSLR	BUY	$8,629	0.00%	0.11%	$98.92	0.00%	87,232
INVESTORS BANCORP INC NEW		DECR	$8,682	-0.56%	0.11%	$10.56	-0.70%	822,116
MAGNOLIA OIL & GAS CORP	MGY	INCR	$8,463	0.17%	0.11%	$7.06	-0.15%	1,198,657
MARRIOTT VACTINS WORLDWID CO	VAC	DECR	$8,526	-0.17%	0.11%	$137.22	-0.45%	62,133
MEDPACE HLDGS INC	MEDP	BUY	$8,760	0.00%	0.11%	$139.20	0.00%	62,931
NVIDIA CORPORATION	NVDA	BUY	$8,228	0.00%	0.11%	$522.18	0.00%	15,757
PAYPAL HLDGS INC	PYPL	BUY	$8,287	0.00%	0.11%	$234.22	0.00%	35,382
PTC THERAPEUTICS INC	PTCT	INCR	$8,337	0.33%	0.11%	$61.03	0.02%	136,604
SANDY SPRING BANCORP INC	SASR	INCR	$8,774	0.33%	0.11%	$32.19	-0.05%	272,578
SELECTIVE INS GROUP INC	SIGI	DECR	$8,503	-0.16%	0.11%	$66.98	-0.35%	126,953
ADOBE SYSTEMS INCORPORATED	ADBE	DECR	$8,112	-0.19%	0.10%	$500.15	-0.20%	16,219
ADVANSIX INCORPORATED W/I COMMON STOCK USD0.01	ASIX	INCR	$7,634	0.41%	0.10%	$19.99	-0.09%	381,887
BRIGHTSPHERE INVT GROUP INC	BSIG	DECR	$8,102	-0.15%	0.10%	$19.28	-0.43%	420,238
COMMERCIAL METALS CO	CMC	DECR	$7,939	-0.10%	0.10%	$20.54	-0.13%	386,528
HOLLYFRONTIER CORP	HFC	INCR	$8,056	0.08%	0.10%	$25.85	-0.18%	311,632
AIR TRANSPORT SERVICES GRP I	ATSG	INCR	$7,254	0.08%	0.09%	$31.34	-0.13%	231,471
BLACK HILLS CORP	BKH	DECR	$7,113	-0.74%	0.09%	$61.45	-0.77%	115,755
LINDE PLC EUR 0.001	LIN	DECR	$6,762	-0.09%	0.09%	$263.50	-0.18%	25,662
TWO HBRS INVT CORP	TWO	DECR	$7,033	-0.73%	0.09%	$6.37	-0.78%	1,104,093
ALTICE USA INC	ATUS	INCR	$6,546	0.40%	0.08%	$37.87	-0.04%	172,862
EMCOR GROUP INC	EME	DECR	$6,365	-0.37%	0.08%	$91.46	-0.53%	69,594
ENERSYS	ENS	INCR	$6,561	0.09%	0.08%	$83.05	-0.12%	78,997
LEXINGTON REALTY TRUST	LXP	DECR	$6,386	-0.33%	0.08%	$10.62	-0.34%	601,319
NATIONAL STORAGE AFFILIATES	NSA	DECR	$5,989	-0.33%	0.08%	$36.03	-0.39%	166,215
Smile Direct Club		BUY	$6,312	0.00%	0.08%	$11.94	0.00%	528,672
EMERSON ELEC CO	EMR	INCR	$5,600	6.11%	0.07%	$80.37	4.80%	69,682
HOSTESS BRANDS INC	TWNK	DECR	$5,529	-0.74%	0.07%	$14.64	-0.78%	377,692
LAM RESEARCH CORP	LRCX	DECR	$5,465	-0.09%	0.07%	$472.22	-0.36%	11,573
STAG INDL INC	STAG	DECR	$5,280	-0.15%	0.07%	$31.32	-0.17%	168,596
ACTIVISION BLIZZARD INC	ATVI	INCR	$4,427	0.37%	0.06%	$92.84	0.19%	47,683
AMPHASTAR PHARMACEUTICALS IN	AMPH	DECR	$4,524	-0.01%	0.06%	$20.11	-0.08%	224,946
BOEING CO	BA	INCR	$4,518	0.01%	0.06%	$214.05	-0.22%	21,107
BOSTON SCIENTIFIC CORP	BSX	DECR	$4,481	-0.11%	0.06%	$35.95	-0.06%	124,652
CONSTELLATION BRANDS INC	STZ	DECR	$4,984	-0.07%	0.06%	$219.07	-0.19%	22,751
CRANE CO	CR	BUY	$4,345	0.00%	0.06%	$77.66	0.00%	55,949
KNIGHT-SWIFT TRANSN HLDGS IN	KNX	BUY	$4,895	0.00%	0.06%	$41.82	0.00%	117,049
L3HARRIS TECHNOLOGIES INC	LHX	INCR	$4,723	0.27%	0.06%	$189.03	0.14%	24,985
SKYWORKS SOLUTIONS INC	SWKS	DECR	$4,612	-0.16%	0.06%	$152.91	-0.20%	30,162
KRAFT HEINZ CO	KHC	DECR	$4,184	-0.08%	0.05%	$34.65	-0.20%	120,744
VERTEX PHARMACEUTICALS INC	VRTX	DECR	$4,189	-0.07%	0.05%	$236.28	0.07%	17,729
BERKSHIRE HILLS BANCORP INC	BHLB	INCR	$2,766	0.26%	0.04%	$17.12	-0.26%	161,539
MYR GROUP INC DEL	MYRG	INCR	$2,943	0.24%	0.04%	$60.10	-0.23%	48,967
PIEDMONT OFFICE REALTY TR IN	PDM	DECR	$3,202	-0.63%	0.04%	$16.23	-0.69%	197,298
PROG HOLDINGS INC	PRG	BUY	$3,161	0.00%	0.04%	$53.87	0.00%	58,681
S & P DEPOSITORY RECEIPTS	SPY	INCR	$2,809	8.72%	0.04%	$373.94	7.71%	7,512
US FOODS HLDG CORP	USFD	INCR	$3,414	0.14%	0.04%	$33.31	-0.24%	102,484
ALLIANT CORPORATION	LNT	INCR	$2,190	0.24%	0.03%	$51.52	0.24%	42,504
ARMOUR RESIDENTIAL REIT INC COM NEW	ARR	DECR	$2,325	-0.12%	0.03%	$10.79	-0.22%	215,523
BANK NEW YORK MELLON CORP	BK	INCR	$2,383	5.41%	0.03%	$42.43	4.18%	56,158
FIRST INTST BANCSYSTEM INC	FIBK	DECR	$2,353	-0.02%	0.03%	$40.77	-0.23%	57,714
HORIZON BANCORP INC	HBNC	INCR	$2,410	0.40%	0.03%	$15.86	-0.11%	151,946
ITT INC	ITT	INCR	$2,075	0.28%	0.03%	$77.01	-0.02%	26,946
KNOWLES CORP	KN	DECR	$2,298	-0.04%	0.03%	$18.43	-0.23%	124,669
QCR HOLDINGS INC	QCRH	INCR	$2,568	0.33%	0.03%	$39.58	-0.08%	64,876
SERVICE CORP INTL	SCI	INCR	$1,982	0.31%	0.03%	$49.09	0.13%	40,372
STERIS PLC	STE	INCR	$2,056	0.06%	0.03%	$189.55	-0.01%	10,847
TCF FINL CORP	TCF	DECR	$2,004	-0.90%	0.03%	$37.02	-0.94%	54,135
TRIMAS CORP	TRS	DECR	$1,950	-0.24%	0.03%	$31.67	-0.45%	61,574
AGREE REALTY CORP	ADC	DECR	$1,818	-0.28%	0.02%	$66.60	-0.32%	27,298
ALLEGHANY CORP DEL	Y	INCR	$1,492	0.14%	0.02%	$603.80	-0.02%	2,471
AMERICOLD REALTY TRUST		DECR	$1,579	-0.20%	0.02%	$37.33	-0.23%	42,301
BLUCORA INC	BCOR	DECR	$1,353	-0.85%	0.02%	$15.91	-0.91%	85,059
CF INDS HLDGS INC	CF	INCR	$1,358	1.69%	0.02%	$38.70	1.14%	35,094
FIRST BANCORP N C	FBNC	INCR	$1,774	0.25%	0.02%	$33.83	-0.23%	52,439
HILLTOP HOLDINGS INC	HTH	DECR	$1,301	-0.51%	0.02%	$27.50	-0.64%	47,304
ISHARES TR	IWD	INCR	$1,621	1.28%	0.02%	$136.75	0.97%	11,854
LAMB WESTON HLDGS INC	LW	DECR	$1,243	-0.92%	0.02%	$78.76	-0.93%	15,782
LEAR CORP	LEA	INCR	$1,444	0.16%	0.02%	$159.03	-0.20%	9,080
NUANCE COMMUNICATIONS INC	NUAN	INCR	$1,457	0.30%	0.02%	$44.08	-0.02%	33,054
OLD REP INTL CORP	ORI	DECR	$1,278	-0.89%	0.02%	$19.70	-0.92%	64,863
STRYKER CORPORATION	SYK	BUY	$1,536	0.00%	0.02%	$245.05	0.00%	6,268
UFP TECHNOLOGIES	UFPT	DECR	$1,906	-0.13%	0.02%	$46.60	-0.23%	40,897
UMPQUA HLDGS CORP	UMPQ	INCR	$1,230	0.40%	0.02%	$15.14	-0.02%	81,264
AMGEN	AMGN	DECR	$490	-0.09%	0.01%	$230.05	0.00%	2,130
CACI INTL INC	CACI	INCR	$952	0.01%	0.01%	$249.28	-0.13%	3,819
DEERE & CO	DE	DECR	$407	-0.22%	0.01%	$269.36	-0.36%	1,511
GRAPHIC PACKAGING HLDG CO	GPK	DECR	$1,133	-0.95%	0.01%	$16.94	-0.96%	66,880
HUDSON PAC PPTYS INC	HPP	DECR	$612	-0.95%	0.01%	$24.03	-0.95%	25,468
KIMBERLY-CLARK CORP	KMB	BUY	$659	0.00%	0.01%	$134.90	0.00%	4,885
LABORATORY CORP AMER HLDGS	LH	INCR	$776	0.08%	0.01%	$203.51	0.00%	3,813
OLD SECOND BANCORP INC ILL	OSBC	INCR	$1,141	0.04%	0.01%	$10.10	-0.23%	112,935
THE AARONS COMPANY INC	AAN	BUY	$561	0.00%	0.01%	$18.95	0.00%	29,600
ZOETIS INC	ZTS	INCR	$734	0.00%	0.01%	$165.54	0.00%	4,434
AGILENT TECHNOLOGIES INC	A	INCR	$293	0.17%	0.00%	$118.53	0.00%	2,472
DENTSPLY SIRONA INC	XRAY	BUY	$215	0.00%	0.00%	$52.43	0.00%	4,101
ISHARES TR	IWN	BUY	$270	0.00%	0.00%	$131.90	0.00%	2,047
SANMINA CORPORATION	SANM	DECR	$309	-0.92%	0.00%	$31.85	-0.93%	9,702
SYNOPSYS INC	SNPS	DECR	$222	-0.99%	0.00%	$258.44	-0.99%	859
VISA INC	V	DECR	$240	-0.98%	0.00%	$218.78	-0.98%	1,097
AARONS INC	AAN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
AEROJET ROCKETDYNE HLDGS INC	AJRD	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
AGNC INVT CORP	AGNC	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ALPHABET INC	GOOG	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
AT&T INC	T	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
BEST BUY INC	BBY	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
BIOTELEMETRY INC	BEAT	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
BLUEPRINT MEDICINES CORP	BPMC	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CALLAWAY GOLF CO	ELY	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CARDTRONICS PLC	CATM	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CERNER CORP	CERN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CIENA CORP	CIEN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
CONCHO RES INC	CXO	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
DELEK US HLDGS INC NEW	DK	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
DICKS SPORTING GOODS INC	DKS	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ESPERION THERAPEUTICS INC NE	ESPR	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
Euronet Worldwide Inc		SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
GLACIER BANCORP INC NEW COM	GBCI	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
HELEN OF TROY LTD	HELE	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
HOME DEPOT INC	HD	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
HORACE MANN EDUCATORS CORP N	HMN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
INTERCEPT PHARMACEUTICALS IN	ICPT	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
IONIS PHARMACEUTICALS INC	IONS	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ITRON INC	ITRI	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
LEIDOS HOLDINGS INC	LDOS	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
LIFE STORAGE INC	LSI	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
MAGELLAN HEALTH INC	MGLN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
MANPOWERGROUP INC	MAN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
NETGEAR INCORPORATED COMMON STOCK USD0.001	NTGR	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
NORTHFIELD BANCORP INC DEL	NFBK	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
NUVASIVE INC	NUVA	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
OPTION CARE HEALTH INC	OPCH	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
ORACLE SYSTEMS	ORCL	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
PBF ENERGY INC	PBF	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
POTLATCHDELTIC CORPORATION REIT USD1	PCH	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
QUALYS INC	QLYS	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SLEEP NUMBER CORP	SNBR	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
SOUTH ST CORP	SSB	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
WERNER ENTERPRISES INC	WERN	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0
WILLIAMS SONOMA INC	WSM	SOLD	$0	0.00%	-100.00%	$0.00	0.00%	0