Brandywine Global Investment Management, LLC

Brandywine Global Investment Management, LLC latest Q4_2020 13F filings reported $12,043,554,000 in market value on this 2021-02-10 report date . The portfolio quarterly return is 18.47%. This fund has 627 securities concentrations of 100% weights.

Brandywine Global Investment Management, LLC largest holding is JP Morgan Chase & Co. with weight of 3.31% and $398,845,000 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 DATEREPORT PERIODQTR YEARFILE TYPENOS. OF STOCKSREPORTED VALUERETURN
2021-02-102020-12-31Q4_202013F-HR627$12,043,554,00018.47%
2020-11-122020-09-30Q3_202013F-HR589$10,165,751,0003.63%
2020-08-142020-06-30Q2_202013F-HR743$9,809,543,00017.18%
2020-05-152020-03-31Q1_202013F-HR792$8,371,292,000-41.06%
2020-02-142019-12-31Q4_201913F-HR814$14,201,955,0004.20%
2019-11-142019-09-30Q3_201913F-HR825$13,629,197,000-5.83%
2019-08-142019-06-30Q2_201913F-HR821$14,473,606,0000.08%
2019-05-152019-03-31Q1_201913F-HR842$14,462,391,0007.08%
2019-02-142018-12-31Q4_201813F-HR825$13,506,400,000-15.84%
2018-11-142018-09-30Q3_201813F-HR844$16,048,518,0002.42%
2018-08-142018-06-30Q2_201813F-HR874$15,668,767,000-1.26%
2018-05-152018-03-31Q1_201813F-HR892$15,868,313,000-5.21%
2018-02-142017-12-31Q4_201713F-HR879$16,741,035,0006.11%
2017-11-142017-09-30Q3_201713F-HR875$15,776,349,0000.70%
2017-08-142017-06-30Q2_201713F-HR886$15,665,940,000-0.98%
2017-05-152017-03-31Q1_201713F-HR904$15,820,251,0000.49%
2017-02-142016-12-31Q4_201613F-HR907$15,742,767,0003.67%
2016-11-142016-09-30Q3_201613F-HR931$15,185,659,0002.30%
2016-08-152016-06-30Q2_201613F-HR930$14,844,685,000-3.06%

Portfolio Details

Stock NameTickersValueCurrent Value (x1000)Change Value %WeightComputed PriceShares Change %Current Shares
J P MORGAN CHASE & CO COMJPMINCR$398,8450.32%3.31%$127.070.00%3,138,779
BK OF AMERICA CORPBACINCR$342,2900.37%2.84%$30.310.09%11,292,968
JOHNSON & JOHNSONJNJINCR$333,2610.39%2.77%$157.380.32%2,117,554
VERIZON COMMUNICATIONS INCVZDECR$263,541-0.01%2.19%$58.750.00%4,485,810
UNITEDHEALTH GROUP INCUNHINCR$257,4460.90%2.14%$350.680.69%734,133
COMCAST CORP NEWCMCSAINCR$203,5490.13%1.69%$52.400.00%3,884,514
ORACLE SYSTEMSORCLINCR$193,1180.14%1.60%$64.690.06%2,985,288
PFIZER COMPANY INCPFEDECR$191,692-0.02%1.59%$36.81-0.02%5,207,603
CITIGROUP INC COM NEWCINCR$181,7170.53%1.51%$61.660.07%2,947,081
MERCK & CO INC NEWMRKDECR$177,260-0.04%1.47%$81.80-0.02%2,166,988
CISCO SYSTEMSCSCOINCR$154,8400.15%1.29%$44.750.02%3,460,115
GENERAL MOTORS COGMINCR$154,0930.54%1.28%$41.640.09%3,700,596
BROADCOM LTD NPVAVGOINCR$145,5840.20%1.21%$437.850.00%332,497
LILLY ELI & COLLYBUY$132,3240.00%1.10%$168.840.00%783,726
MICRON TECHNOLOGY INCMUINCR$124,1720.51%1.03%$75.18-0.06%1,651,663
AMGENAMGNDECR$121,017-0.10%1.00%$229.920.00%526,345
NEWMONT CORPNEMINCR$118,2490.89%0.98%$59.891.00%1,974,443
LOWES COS INCLOWBUY$111,5430.00%0.93%$160.510.00%694,931
BLACKROCK INC USD 0.01BLKINCR$110,3010.26%0.92%$721.54-0.01%152,869
GOLDMAN SACHS GROUPGSINCR$110,1790.35%0.91%$263.710.03%417,805
PHILIP MORRIS INTL INCPMINCR$107,4930.10%0.89%$82.790.00%1,298,380
UNITED PARCEL SERVICEUPSINCR$98,3680.01%0.82%$168.400.00%584,134
3M COMMMINCR$95,5170.32%0.79%$174.790.21%546,468
INTERNATIONAL BUSINESS MACHINE COMPANYIBMINCR$93,1050.03%0.77%$125.880.00%739,635
TARGET CORPTGTBUY$83,8330.00%0.70%$176.530.00%474,893
ARISTA NETWORKS INCANETINCR$79,6370.47%0.66%$290.570.04%274,072
US BANCORP DEL COMPANYUSBINCR$75,3707.04%0.63%$46.595.19%1,617,721
APPLIED MATLS INCAMATINCR$74,8040.88%0.62%$86.300.30%866,791
EXXON MOBIL CORPXOMBUY$75,0290.00%0.62%$41.220.00%1,820,213
WELLS FARGO CO NEWWFCINCR$74,7280.88%0.62%$30.180.46%2,476,075
CITIZENS FINL GROUP INCCFGINCR$72,6230.85%0.60%$35.760.31%2,030,854
TYSON FOODS INCTSNINCR$69,2500.14%0.57%$64.440.06%1,074,642
ANTHEM INC USD 0.01ANTMINCR$67,8160.19%0.56%$321.090.00%211,206
CHUBB LTD CHF 24.15CBINCR$65,8380.49%0.55%$153.920.12%427,739
HCA HEALTHCARE INCHCAINCR$64,6990.15%0.54%$164.46-0.13%393,401
MORGAN STANLEYMSDECR$64,995-0.26%0.54%$68.53-0.48%948,420
COGNIZANT TECHNOLOGYCTSHINCR$63,3900.31%0.53%$81.950.11%773,520
CIGNA CORP NEWCIINCR$61,6950.26%0.51%$208.180.02%296,352
EBAY INCEBAYINCR$61,3390.03%0.51%$50.250.07%1,220,668
PULTE GROUP INCPHMDECR$61,272-0.01%0.51%$43.120.06%1,420,958
ALEXION PHARMACEUTICALS INCALXNINCR$59,6190.40%0.50%$156.240.03%381,585
OMNICOM GROUP INCOMCINCR$60,6410.53%0.50%$62.370.21%972,279
PNC FINL SVCS GROUP INCPNCINCR$59,8670.48%0.50%$149.000.09%401,792
PROGRESSIVE CORPPGRINCR$59,7190.22%0.50%$98.880.17%603,954
REGENERON PHARMACEUTICALSREGNINCR$59,8895.68%0.50%$483.116.74%123,966
TRAVELERS COMPANIES INCTRVINCR$60,6330.29%0.50%$140.370.00%431,952
CSX CORPCSXINCR$58,8780.16%0.49%$90.750.00%648,795
CUMMINS INCCMIINCR$58,7950.20%0.49%$227.100.12%258,893
CVS HEALTH CORPORATIONCVSINCR$57,5760.21%0.48%$68.300.03%842,992
D R HORTON INCDHIDECR$58,311-0.02%0.48%$68.920.08%846,070
CORTEVA INCCTVAINCR$56,0150.20%0.47%$38.72-0.11%1,446,664
BERKSHIRE HATHAWAY INC NEWBRK/BINCR$53,7350.11%0.45%$231.870.02%231,747
DUPONT DE NEMOURS INC USD 0.01DDINCR$53,6910.32%0.45%$71.110.03%755,045
INGREDION INCINGRINCR$52,8910.08%0.44%$78.670.04%672,315
PRICE T ROWE GROUP INCTROWINCR$53,2510.28%0.44%$151.390.08%351,745
HUNTSMAN CORPHUNINCR$51,4440.12%0.43%$25.14-0.01%2,046,318
KROGER COMPANYKRDECR$51,833-0.20%0.43%$31.76-0.15%1,632,020
LYONDELLBASELL INDUSTRIES NLYBINCR$51,6500.33%0.43%$91.660.03%563,498
COMERICA INCCMAINCR$51,0350.78%0.42%$55.860.22%913,626
DOLLAR GEN CORP NEWDGBUY$48,9500.00%0.41%$210.300.00%232,764
ALLSTATE CORPALLINCR$47,7330.27%0.40%$109.930.08%434,216
ANNALY CAPITAL MANAGEMENT INNLYINCR$47,8490.14%0.40%$8.45-0.04%5,662,592
CAPITAL ONE FINL CORPCOFINCR$48,5790.72%0.40%$98.850.25%491,444
CROWN HLDGS INCCCKINCR$47,7050.04%0.40%$100.20-0.20%476,101
SLM CORPSLMINCR$47,8340.52%0.40%$12.39-0.01%3,860,661
EASTMAN CHEM COEMNINCR$47,4360.02%0.39%$100.28-0.21%473,034
JOHNSON CTLS INTL PLCJCIINCR$46,8160.54%0.39%$46.590.35%1,004,845
LAM RESEARCH CORPLRCXINCR$46,9880.42%0.39%$472.270.00%99,494
CANADIAN NAT RES LTDCNQINCR$44,1650.25%0.37%$24.030.11%1,837,910
HUMANA INCHUMINCR$44,3850.77%0.37%$410.270.79%108,186
RYMAN HOSPITALITY PPTYS INCRHPINCR$44,87018.45%0.37%$67.769.56%662,195
TWO HBRS INVT CORPTWOINCR$43,7710.51%0.36%$6.370.21%6,871,391
EXELON CORPEXCINCR$42,0951.30%0.35%$42.220.95%997,047
EMERSON ELEC COEMRDECR$39,494-0.33%0.33%$80.37-0.45%491,408
KRAFT HEINZ COKHCINCR$40,1180.37%0.33%$34.660.18%1,157,477
METLIFE INCMETINCR$40,0270.40%0.33%$46.950.10%852,541
INTEL CORPINTCDECR$38,785-0.83%0.32%$49.82-0.82%778,499
AT&T INCTDECR$37,293-0.82%0.31%$28.76-0.82%1,296,684
BP AMOCO P L CBPINCR$36,8320.39%0.31%$20.520.18%1,794,943
FIRSTENERGY CORPFEINCR$37,6300.11%0.31%$30.610.04%1,229,334
PUBLIC SVC ENTERPRISE GRP INPEGINCR$37,1350.06%0.31%$58.30-0.01%636,971
STATE STR CORPSTTINCR$37,0480.36%0.31%$72.780.11%509,042
TEXTRON INCTXTINCR$37,5790.60%0.31%$48.330.19%777,555
BANK NEW YORK MELLON CORPBKDECR$35,895-0.08%0.30%$42.44-0.26%845,778
GENERAL DYNAMICS CORPGDINCR$35,9940.07%0.30%$148.820.00%241,862
JAZZ PHARMACEUTICALS PLC SHS USDJAZZDECR$35,833-0.12%0.30%$165.05-0.24%217,101
MARVELL TECHNOLOGY GROUPMRVLINCR$36,5160.23%0.30%$47.540.03%768,104
VIATRIS INC NPVVTRSBUY$35,8710.00%0.30%$18.740.00%1,914,120
AMERIPRISE FINL INCAMPINCR$34,4320.30%0.29%$194.330.03%177,181
CHART INDS INCGTLSINCR$35,1010.11%0.29%$117.79-0.34%297,997
POPULAR INCBPOPINCR$35,1910.88%0.29%$56.320.21%624,843
AFLAC INCORPORATEDAFLINCR$33,6180.49%0.28%$44.470.22%755,976
BOSTON PROPERTIES INCBXPINCR$33,5590.80%0.28%$94.530.53%355,013
LENNAR CORPLENINCR$33,8690.05%0.28%$76.230.12%444,305
PPL CORPPPLINCR$33,7540.08%0.28%$28.200.04%1,196,949
CHEVRON CORP NEWCVXDECR$32,030-0.77%0.27%$84.45-0.80%379,282
ESSENT GROUP LTDESNTINCR$31,9940.12%0.27%$43.20-0.04%740,600
FORD MTR CO DELFINCR$32,7881.84%0.27%$8.791.15%3,730,127
MCKESSON CORPORATIONMCKINCR$31,9600.39%0.27%$173.920.19%183,764
DISH NETWORK CORPINCR$31,8740.31%0.26%$0.960.26%33,350,000
MAGNA INTL INCMGAINCR$31,0230.84%0.26%$70.790.19%438,269
MOLSON COORS BEVERAGE COTAPINCR$31,8390.15%0.26%$45.19-0.15%704,564
OREILLY AUTOMOTIVE INCORLYBUY$31,2390.00%0.26%$452.580.00%69,025
ULTA BEAUTY INCULTAINCR$31,5310.02%0.26%$287.16-0.20%109,803
BANCO SANTANDER S.A.SANINCR$30,3540.89%0.25%$3.050.15%9,952,214
DISCOVER FINL SVCSDFSINCR$29,7812.60%0.25%$90.531.30%328,966
HEWLETT PACKARD CORPORATIONHPQINCR$30,3320.37%0.25%$24.590.06%1,233,510
ISHARES TRIWDDECR$30,247-0.48%0.25%$136.73-0.55%221,214
FACEBOOK INCFBINCR$29,2180.00%0.24%$273.16-0.04%106,962
PACCAR INCPCARINCR$28,4140.14%0.24%$86.280.13%329,322
PARKER-HANNIFIN CORPPHINCR$29,2700.34%0.24%$272.410.00%107,449
PHILLIPS 66PSXBUY$29,1240.00%0.24%$69.940.00%416,420
PRUDENTIAL FINANCIALPRUINCR$29,4310.37%0.24%$78.070.11%376,979
SYNCHRONY FINANCIALSYFINCR$29,3593.28%0.24%$34.712.22%845,835
EOG RES INCEOGBUY$27,7430.00%0.23%$49.870.00%556,307
GLAXOSMITHKLINE PLCGSKBUY$27,5090.00%0.23%$36.800.00%747,521
ISHARES TRIWNINCR$27,61814.52%0.23%$131.7510.70%209,627
UNITED RENTALS INCURIINCR$27,3510.38%0.23%$231.910.04%117,937
ARCHER DANIELS MIDLAND COADMINCR$26,9190.22%0.22%$50.410.12%534,002
BIOGEN INCBIIBDECR$26,865-0.61%0.22%$244.86-0.54%109,717
DAVITA INCDVAINCR$26,7230.41%0.22%$117.400.03%227,627
JEFFERIES FINL GROUP INCJEFINCR$25,9790.38%0.22%$24.600.01%1,056,059
MEDTRONIC PLC USD 0.1MDTINCR$26,6680.19%0.22%$117.140.06%227,663
AUTOZONE INCAZOINCR$25,5400.08%0.21%$1185.430.08%21,545
BEST BUY INCBBYINCR$24,7610.01%0.21%$99.790.12%248,135
CELANESE CORP DELCEINCR$25,7800.29%0.21%$129.940.07%198,401
HANESBRANDS INCHBIDECR$25,454-0.04%0.21%$14.580.04%1,745,850
TREEHOUSE FOODS INCTHSINCR$25,8770.14%0.21%$42.490.08%609,018
UGI CORP NEWUGIINCR$24,8670.52%0.21%$34.960.43%711,301
AERCAP HOLDINGS NVAERINCR$23,75017.69%0.20%$45.589.33%521,070
ALCOA CORPAAINCR$24,1161.46%0.20%$23.050.24%1,046,255
BRISTOL MYERS SQUIBB COBMYDECR$24,486-0.20%0.20%$62.03-0.22%394,751
DOLLAR TREE INCDLTRINCR$24,1471.44%0.20%$108.041.06%223,505
NETAPP INCNTAPINCR$24,3220.70%0.20%$66.240.12%367,174
THOR INDS INCTHOINCR$23,75711.93%0.20%$92.9912.25%255,474
ZIMMER BIOMET HOLDINGS INCZBHINCR$23,7240.11%0.20%$154.09-0.02%153,964
KKR & CO INCKKRINCR$22,6390.26%0.19%$40.490.07%559,118
KLA CORPKLACINCR$22,9330.67%0.19%$258.910.25%88,576
NISOURCE INCNIINCR$23,4800.11%0.19%$22.940.06%1,023,560
WILLIAMS COS INCWMBINCR$23,0281.12%0.19%$20.051.07%1,148,544
CORNING INCGLWINCR$21,4380.11%0.18%$36.000.00%595,499
TOLL BROTHERS INCTOLDECR$22,0800.00%0.18%$43.470.12%507,927
VALERO ENERGYVLOINCR$21,9886.22%0.18%$56.574.53%388,681
AUTONATION INCANINCR$20,5170.44%0.17%$69.790.10%293,988
CBRE GROUP INCCBREINCR$20,0930.51%0.17%$62.720.13%320,357
NASDAQ INCNDAQBUY$20,5120.00%0.17%$132.740.00%154,531
ABBVIE INCABBVINCR$19,5350.26%0.16%$107.150.03%182,312
ALLY FINL INCALLYINCR$19,5421.24%0.16%$35.660.58%548,007
FIFTH THIRD BANCORPFITBINCR$18,7970.58%0.16%$27.570.22%681,801
GLOBE LIFE INCGLINCR$18,8020.18%0.16%$94.960.00%197,997
INTERNATIONAL PAPER COIPINCR$18,6990.38%0.16%$49.720.13%376,078
Penske AutomotiveINCR$19,3860.25%0.16%$59.390.00%326,413
SCHWAB CHARLES CORP NEWSCHWDECR$18,808-0.59%0.16%$53.04-0.72%354,598
SVB FINANCIAL GROUPSIVBINCR$19,2410.79%0.16%$387.840.11%49,611
ALLISON TRANSMISSION HLDGS IALSNINCR$17,8090.22%0.15%$43.130.00%412,918
ANTERO MIDSTREAM CORPAMINCR$18,5270.67%0.15%$7.710.17%2,402,949
CDW CORPCDWINCR$17,7741.28%0.15%$131.791.07%134,863
CHEMOURS COCCINCR$17,5140.18%0.15%$24.790.00%706,494
GRAINGER W W INC USD 0.5GWWINCR$18,3920.14%0.15%$408.350.00%45,040
MOLINA HEALTHCARE INCMOHINCR$18,4060.19%0.15%$212.680.02%86,543
NORTHERN TRUST CORPORATIONNTRSINCR$18,4210.33%0.15%$93.140.11%197,781
AMCOR PLCAMCRINCR$17,4081.20%0.14%$11.771.07%1,479,021
AMERISOURCEBERGEN CORPABCINCR$17,0570.00%0.14%$97.76-0.01%174,479
CONAGRA BRANDS INCCAGINCR$16,7210.15%0.14%$36.260.13%461,136
DOVER CORPDOVINCR$17,1630.38%0.14%$126.250.18%135,942
HARTFORD FINL SVCS GROUP INCHIGBUY$16,6950.00%0.14%$48.980.00%340,850
LABORATORY CORP AMER HLDGSLHINCR$16,5910.08%0.14%$203.550.00%81,509
MOHAWK INDS INCMHKINCR$16,4902.57%0.14%$140.951.47%116,995
MURPHY USA INCMUSAINCR$17,3795.75%0.14%$130.875.62%132,796
TRITON INTL LTDTRTNINCR$16,7840.38%0.14%$48.510.15%345,994
AFFILIATED MANAGERS GROUP INAMGINCR$15,0750.54%0.13%$101.700.04%148,232
AMKOR TECHNOLOGY INCAMKRINCR$15,4740.34%0.13%$15.080.00%1,026,112
EQT CORPEQTINCR$15,3240.13%0.13%$12.710.14%1,205,628
HOLOGIC INCHOLXBUY$15,2690.00%0.13%$72.830.00%209,657
KEYCORPKEYBUY$15,4170.00%0.13%$16.410.00%939,477
NUCOR CORPNUEINCR$15,3840.33%0.13%$53.190.12%289,224
PENNYMAC FINL SVCS INC NEWPFSIINCR$15,5710.18%0.13%$65.620.05%237,298
QORVO INCQRVOINCR$15,3030.28%0.13%$166.270.00%92,038
STIFEL FINL CORPSFINCR$15,1510.49%0.13%$50.460.49%300,263
WESTERN DIGITAL CORP.WDCBUY$15,8490.00%0.13%$1.000.00%15,775,000
AES CORPAESINCR$15,0520.56%0.12%$23.500.20%640,490
AIR LEASE CORPALINCR$13,9900.50%0.12%$44.420.00%314,959
CHENIERE ENERGY INCLNGINCR$14,3241.69%0.12%$60.031.07%238,622
FMC CORPFMCBUY$14,0640.00%0.12%$114.930.00%122,368
FREEPORT-MCMORAN INCFCXDECR$14,681-0.66%0.12%$26.02-0.79%564,230
HEWLETT PACKARD ENTERPRISE CHPEINCR$14,602110.47%0.12%$11.8587.56%1,232,206
REGIONS FINANCIAL CORP NEWRFINCR$14,951126.79%0.12%$16.1290.46%927,453
SIGNET JEWELERS LIMITEDSIGINCR$15,0500.40%0.12%$27.27-0.04%551,897
ALBEMARLE CORPALBINCR$13,0260.64%0.11%$147.510.00%88,303
ARROW ELECTRS INCARWDECR$13,470-0.53%0.11%$97.30-0.62%138,440
ASTRAZENECA PLCAZNDECR$13,336-0.21%0.11%$49.99-0.13%266,764
CARDINAL HEALTH INCCAHINCR$13,1800.14%0.11%$53.560.00%246,086
EQUITRANS MIDSTREAM CORPETRNDECR$13,075-0.02%0.11%$8.040.03%1,626,205
EVERCORE INCEVRINCR$13,6230.67%0.11%$109.640.00%124,255
FIRST BANCORP PUERTO RICO COMMON STOCK USD1FBPINCR$13,6990.99%0.11%$9.220.13%1,485,802
GENUINE PARTS COGPCINCR$13,6600.18%0.11%$100.430.12%136,019
KB HOMEKBHDECR$13,055-0.13%0.11%$33.520.00%389,472
MASCO CORPMASINCR$13,5570.04%0.11%$54.930.04%246,806
PRINCIPAL FINANCIAL GROUP INPFGINCR$12,9951.63%0.11%$49.611.13%261,940
PROSPERITY BANCSHARES INCPBINCR$13,5570.33%0.11%$69.360.00%195,461
QUANTA SVCS INCPWRINCR$13,1660.87%0.11%$72.020.38%182,806
QUEST DIAGNOSTICS INCDGXINCR$13,4610.04%0.11%$119.170.00%112,958
TRACTOR SUPPLY COTSCOBUY$13,3610.00%0.11%$140.580.00%95,044
VISHAY INTERTECHNOLOGY INCINCR$12,6860.58%0.11%$1.040.46%12,150,000
WABTECWABBUY$13,1480.00%0.11%$73.200.00%179,619
WHIRLPOOL CORPWHRINCR$13,3490.35%0.11%$180.490.38%73,959
ADVANCE AUTO PARTS INCAAPINCR$12,4440.34%0.10%$157.510.30%79,005
AVNET INCAVTINCR$12,0190.35%0.10%$35.11-0.01%342,326
BIO RAD LABS INCBIOINCR$11,5440.12%0.10%$582.94-0.01%19,803
CATERPILLAR INCCATBUY$11,6260.00%0.10%$182.020.00%63,873
CNX RES CORPCNXINCR$12,2250.62%0.10%$10.800.42%1,131,944
COMMERCIAL METALS COCMCINCR$12,3850.20%0.10%$20.540.17%602,994
EAST WEST BANCORP INCEWBCDECR$12,289-0.29%0.10%$50.71-0.54%242,336
ENSTAR GROUP LIMITEDESGRINCR$11,6880.26%0.10%$204.880.00%57,047
FEDEX CORPFDXINCR$12,5300.01%0.10%$259.62-0.02%48,262
MARKEL CORPMKLINCR$12,2910.06%0.10%$1033.290.00%11,895
MERITAGE HOMES CORPMTHDECR$11,543-0.34%0.10%$82.82-0.12%139,372
MGM RESORTS INTERNATIONALMGMINCR$11,8070.61%0.10%$31.510.11%374,692
MTS SYS CORPMTSCINCR$12,6041.80%0.10%$58.16-0.08%216,721
PACKAGING CORPORATION AMER USD 0.01PKGINCR$12,3350.42%0.10%$137.900.13%89,446
PROCTER AND GAMBLE COPGINCR$11,5960.05%0.10%$139.140.05%83,340
RAYMOND JAMES FINL INCRJFINCR$12,4320.46%0.10%$95.670.11%129,942
WESTERN ALLIANCE BANCORPWALINCR$12,3531.01%0.10%$59.950.06%206,063
WHITE MTNS INS GROUP LTDWTMINCR$11,6500.28%0.10%$1000.69-0.01%11,642
AXIS CAP HLDGS LTDAXSINCR$10,9640.14%0.09%$50.390.00%217,592
BANK OZKOZKINCR$10,3580.46%0.09%$31.270.00%331,241
BERKLEY W R CORPWRBINCR$11,1670.40%0.09%$66.420.29%168,129
CONOCOPHILLIPS COM CL-BCOPDECR$10,575-0.61%0.09%$39.99-0.68%264,435
DARLING INGREDIENTS INCDARINCR$11,3820.70%0.09%$57.680.06%197,331
EQUITABLE HLDGS INCEQHINCR$10,9620.51%0.09%$25.590.08%428,382
GROUP 1 AUTOMOTIVE INCGPIINCR$10,3260.48%0.09%$131.150.00%78,737
HUNTINGTON BANCSHARES INCHBANBUY$10,5640.00%0.09%$12.630.00%836,455
HYSTER YALE MATLS HANDLING IHYINCR$10,6160.48%0.09%$59.55-0.08%178,264
LINCOLN NATL CORP INDLNCBUY$10,4500.00%0.09%$50.310.00%207,722
LOEWS CORPLINCR$11,2020.29%0.09%$45.020.00%248,831
M D C HLDGS INCMDCINCR$10,4160.03%0.09%$48.600.00%214,312
PINNACLE WEST CAP CORPPNWINCR$11,2440.06%0.09%$79.95-0.01%140,642
SERVICE CORP INTLSCIBUY$10,7160.00%0.09%$49.100.00%218,254
SIGNATURE BK NEW YORK N YSBNYINCR$10,9260.89%0.09%$135.280.16%80,763
SMUCKER J M COSJMINCR$10,9480.03%0.09%$115.600.03%94,703
TRI POINTE GROUP INCTPHINCR$11,3360.10%0.09%$17.250.16%657,172
ZIONS BANCORPORATION N AZIONINCR$10,5373.54%0.09%$43.442.05%242,561
ASBURY AUTOMOTIVE GROUP INCABGINCR$9,5560.49%0.08%$145.740.00%65,570
AVERY DENNISON CORPAVYINCR$10,0820.21%0.08%$155.110.00%64,999
CHEFS WHSE INCCHEFINCR$9,5920.79%0.08%$25.690.01%373,378
EDGEWELL PERS CARE COEPCINCR$9,4760.45%0.08%$34.580.17%274,037
FORTUNE BRANDS HOME & SEC INFBHSDECR$9,997-0.01%0.08%$85.720.00%116,626
FOX CORPFOXAINCR$9,7300.30%0.08%$29.120.24%334,129
HOME BANCSHARES INCHOMBINCR$9,8490.28%0.08%$19.480.00%505,618
HOWMET AEROSPACE INCHWMINCR$10,0230.96%0.08%$28.540.15%351,199
INSIGHT ENTERPRISES INCNSITINCR$9,8090.34%0.08%$76.090.00%128,913
LKQ CORPLKQDECR$10,236-0.22%0.08%$35.24-0.38%290,461
MICHAELS COS INCMIKINCR$9,6720.57%0.08%$13.010.17%743,392
NORTONLIFELOCK INCNLOKBUY$10,0290.00%0.08%$20.780.00%482,650
PINNACLE FINL PARTNERS INCPNFPINCR$9,2620.80%0.08%$64.400.00%143,818
TAYLOR MORRISON HOME CORPTMHCINCR$9,1080.04%0.08%$25.650.00%355,099
TITAN MACHY INCTITNINCR$10,1600.12%0.08%$19.55-0.24%519,683
UMB FINL CORPUMBFINCR$10,1430.40%0.08%$68.990.00%147,022
AMERCOUHALINCR$8,4440.39%0.07%$453.950.09%18,601
AMERICAN WOODMARK CORPORATIOAMWDINCR$8,2910.09%0.07%$93.85-0.09%88,342
BIG LOTS INCBIGINCR$8,4980.14%0.07%$42.930.18%197,944
BRIGHTHOUSE FINL INCBHFINCR$7,8980.34%0.07%$36.20-0.01%218,157
BUNGE LIMITEDBGINCR$8,7541.92%0.07%$65.581.03%133,485
CARLISLE COS INCCSLINCR$8,5160.56%0.07%$156.170.22%54,530
CARMAX INCKMXBUY$8,7540.00%0.07%$94.460.00%92,672
CNO FINL GROUP INCCNOINCR$8,1130.38%0.07%$22.230.00%364,977
DANA INCDANBUY$8,9900.00%0.07%$19.520.00%460,560
FLAGSTAR BANCORP INCFBCINCR$8,6330.29%0.07%$40.76-0.06%211,805
HENRY SCHEIN INCHSICDECR$8,185-0.37%0.07%$66.86-0.45%122,418
HOMESTREET INC COMMON STOCK NPVHMSTINCR$9,0000.37%0.07%$33.750.04%266,655
HUBBELL INCHUBBINCR$8,0380.29%0.07%$156.790.12%51,267
INDEPENDENT BK GROUP INCINCR$8,2370.41%0.07%$62.520.00%131,750
JUNIPER NETWORKS INCJNPRINCR$8,5300.44%0.07%$22.510.37%378,941
LEAR CORPLEADECR$7,918-0.16%0.07%$159.03-0.43%49,790
LEIDOS HOLDINGS INCLDOSINCR$8,4440.46%0.07%$105.120.23%80,324
LPL FINL HLDGS INCLPLAINCR$7,8370.51%0.07%$104.220.11%75,199
MOSAIC CO NEWMOSINCR$8,3441.61%0.07%$23.011.07%362,612
NEWELL BRANDS INCNWLINCR$8,5581.55%0.07%$21.231.06%403,104
NRG ENERGY INCNRGINCR$8,7780.34%0.07%$37.550.10%233,764
OLD NATL BANCORP INDINCR$8,3690.31%0.07%$16.560.00%505,347
PENTAIR PLCPNRINCR$8,4260.35%0.07%$53.090.17%158,717
PEOPLES UNITED FINANCIAL INCPBCTINCR$8,4450.25%0.07%$12.930.00%653,129
REGIS CORP MINNRGSINCR$7,9710.69%0.07%$9.190.13%867,405
RENEWABLE ENERGY GROUP INCREGIINCR$8,1950.32%0.07%$70.820.00%115,719
SEI INVTS COSEICINCR$7,8340.29%0.07%$57.470.14%136,320
SNAP ON INCSNAINCR$8,8210.29%0.07%$171.140.11%51,543
SOUTHERN COSOINCR$8,4710.19%0.07%$61.430.05%137,889
STEEL DYNAMICS INCSTLDINCR$8,0510.41%0.07%$36.870.10%218,359
TACTILE SYS TECHNOLOGY INCTCMDINCR$7,8660.13%0.07%$44.94-0.08%175,032
TELEPHONE & DATA SYS INCTDSINCR$8,4500.00%0.07%$18.570.00%455,035
UMPQUA HLDGS CORPUMPQINCR$8,7080.32%0.07%$15.14-0.08%575,151
UNIVERSAL HLTH SVCS INCUHSINCR$8,8122.35%0.07%$137.501.61%64,085
VISTRA CORPVSTINCR$7,9930.04%0.07%$19.660.00%406,573
VOYA FINANCIAL INCVOYAINCR$7,9880.22%0.07%$58.810.00%135,824
WALKER & DUNLOP INCWDINCR$8,7580.73%0.07%$92.020.00%95,172
AMERICAN EQTY INVT LIFE HLDAELINCR$6,7550.25%0.06%$27.660.00%244,210
AMERICAN FINL GROUP INC OHIOAFGBUY$7,2250.00%0.06%$87.610.00%82,464
ASSURANT INCAIZINCR$7,6610.24%0.06%$136.230.10%56,237
AXOS FINANCIAL INCAXINCR$6,8600.60%0.06%$37.530.00%182,777
BRUNSWICK CORPBCINCR$6,7470.81%0.06%$76.230.40%88,503
CIENA CORPCIENINCR$7,7061.76%0.06%$52.851.07%145,800
CONNECTONE BANCORP INCCNOBINCR$6,6700.66%0.06%$19.790.18%337,037
CORNERSTONE BLDG BRANDS INCCNRINCR$6,8080.05%0.06%$9.28-0.10%733,654
DISNEY WALT CODISINCR$6,8160.54%0.06%$181.180.05%37,621
EVEREST RE GROUP LTDREINCR$7,3900.17%0.06%$234.09-0.01%31,569
FIRST CTZNS BANCSHARES INC NFCNCAINCR$6,6641.07%0.06%$574.240.15%11,605
GENPACT LIMITED COMMON STOCK USD0.01GBUY$7,3830.00%0.06%$41.360.00%178,514
GENTEX CORPGNTXINCR$6,8100.31%0.06%$33.930.00%200,710
HILLTOP HOLDINGS INCHTHINCR$7,5950.33%0.06%$27.510.00%276,076
JONES LANG LASALLE INCJLLBUY$7,2280.00%0.06%$148.380.00%48,713
KEMPER CORPKMPRDECR$7,714-0.05%0.06%$76.83-0.17%100,399
NEXSTAR MEDIA GROUP INCNXSTBUY$6,9400.00%0.06%$109.200.00%63,556
OWENS CORNING NEWOCINCR$7,8000.23%0.06%$75.760.12%102,955
PRIMERICA INCPRIINCR$7,0050.23%0.06%$133.930.04%52,304
PRIMORIS SVCS CORPPRIMINCR$6,7150.81%0.06%$27.610.18%243,209
PURPLE INNOVATION PRPLDECR$7,038-0.20%0.06%$32.94-0.39%213,659
RANGE RES CORPRRCINCR$7,3970.01%0.06%$6.700.00%1,104,036
RELIANCE STEEL & ALUMINUM CORSINCR$7,3040.27%0.06%$119.760.08%60,990
RENT A CTR INC NEWRCIIINCR$7,7320.28%0.06%$38.290.00%201,944
ROBERT HALF INTL INCRHIINCR$6,7160.38%0.06%$62.480.17%107,490
SEALED AIR CORP NEWSEEINCR$6,7020.39%0.06%$45.790.18%146,353
SENSATA TECHNOLOGIES HLDG PLSTBUY$6,9480.00%0.06%$52.740.00%131,748
SUPERNUS PHARMACEUTICALS INCINCR$6,6810.43%0.06%$25.160.18%265,551
THE ODP CORPODPINCR$7,7820.78%0.06%$29.300.18%265,594
TRINITY INDS INCTRNINCR$7,3780.35%0.06%$26.390.00%279,566
VALLEY NATL BANCORPVLYINCR$7,3280.42%0.06%$9.750.00%751,641
WALMART INCWMTINCR$7,3180.09%0.06%$144.140.06%50,769
WESTERN UN COWUINCR$7,3160.02%0.06%$21.94-0.01%333,442
AGCO CORPAGCOINCR$6,4800.38%0.05%$103.09-0.01%62,859
ALLEGION PLCALLEBUY$6,0490.00%0.05%$116.380.00%51,976
ATLAS AIR WORLDWIDE HLDGS INAAWWDECR$6,062-0.11%0.05%$54.540.00%111,142
BERRY GLOBAL GROUP INCBERYBUY$6,0900.00%0.05%$56.190.00%108,384
CATHAY GEN BANCORPCATYINCR$5,7410.48%0.05%$32.190.00%178,343
CENTRAL PAC FINL CORP COM NEWCPFINCR$5,5390.57%0.05%$19.010.12%291,354
CENTURY CMNTYS INCCCSINCR$6,2950.03%0.05%$43.780.00%143,792
CF INDS HLDGS INCCFINCR$5,9030.41%0.05%$38.710.12%152,480
COHERUS BIOSCIENCES INCCHRSINCR$6,2630.10%0.05%$17.380.17%360,344
COHU INCCOHUINCR$5,5310.64%0.05%$38.18-0.26%144,863
COLUMBIA BKG SYS INCCOLBINCR$6,0130.50%0.05%$35.900.00%167,501
COMMERCE BANCSHARES INCCBSHINCR$6,4530.22%0.05%$65.700.05%98,225
COOPER TIRE & RUBR COCTBINCR$5,9470.27%0.05%$40.500.00%146,851
DOMTAR CORPUFSINCR$6,4990.20%0.05%$31.590.00%205,762
FIRST INTERNET BANCORPINBKINCR$6,1630.98%0.05%$28.740.01%214,450
GEOPARK LTDGPRKINCR$6,1453.09%0.05%$11.851.54%518,704
GOODYEAR TIRE & RUBR COGTBUY$6,0630.00%0.05%$10.910.00%555,758
GREENBRIER COS INCGBXINCR$5,9960.44%0.05%$36.380.16%164,826
GREIF INCGEFINCR$6,2470.51%0.05%$46.880.16%133,251
HARBORONE BANCORP INC NEWHONEINCR$5,9070.60%0.05%$10.860.19%543,953
HORIZON BANCORP INCHBNCINCR$6,5760.69%0.05%$15.860.08%414,608
ICHOR HOLDINGSICHRINCR$6,0630.41%0.05%$30.140.01%201,139
INTERNATIONAL BANCSHARES CORIBOCINCR$6,1000.43%0.05%$37.440.00%162,930
INTERPUBLIC GROUP COS INCIPGINCR$6,4040.40%0.05%$23.520.00%272,280
INVESTORS BANCORP INC NEWINCR$5,9770.45%0.05%$10.560.00%566,014
ITT INCITTINCR$6,2680.57%0.05%$77.020.20%81,380
JABIL INCJBLINCR$6,0160.44%0.05%$42.530.16%141,446
KNIGHT-SWIFT TRANSN HLDGS INKNXBUY$6,0140.00%0.05%$41.820.00%143,801
M/I HOMES INCMHOINCR$6,3730.12%0.05%$44.290.17%143,901
METHODE ELECTRS INCMEIINCR$6,1780.34%0.05%$38.280.00%161,377
MINERALS TECHNOLOGIES INCMTXINCR$5,9820.21%0.05%$62.120.00%96,290
NEXTERA ENERGY INC COMNEEINCR$6,6060.17%0.05%$77.153.21%85,630
OLD SECOND BANCORP INC ILLOSBCINCR$5,4840.59%0.05%$10.100.18%542,948
ONEMAIN HLDGS INCOMFINCR$6,1552.06%0.05%$48.160.98%127,800
REPUBLIC BANCORP INC KYRBCAAINCR$6,1650.47%0.05%$36.070.14%170,923
SANMINA CORPORATIONSANMINCR$6,0200.17%0.05%$31.890.00%188,769
SCHWEITZER-MAUDUIT INTL INCSWMINCR$6,3550.98%0.05%$40.210.50%158,044
SPORTSMAN'S WAREHOUSE HOLDINGS COMMON STOCK USD0.01SPWHINCR$5,8380.26%0.05%$17.550.03%332,626
SPROUTS FMRS MKT INCSFMBUY$5,6510.00%0.05%$20.100.00%281,124
SYSCO CORPORATIONSYYINCR$6,0590.25%0.05%$74.260.05%81,591
UNITED BANKSHARES INC WEST VUBSIINCR$5,8660.50%0.05%$32.400.00%181,046
UNIVERSAL CORP VAUVVINCR$5,9990.35%0.05%$48.610.17%123,421
WHOLE EARTH BRANDS INCFREEINCR$5,4950.32%0.05%$10.900.01%504,143
WILLIAMS SONOMA INCWSMINCR$6,5580.12%0.05%$101.840.00%64,396
WINNEBAGO INDS INCWGOINCR$5,9030.98%0.05%$59.940.71%98,488
ALLIANCE DATA SYSTEMS CORPADSBUY$4,4360.00%0.04%$74.100.00%59,862
ASSOCIATED BANC CORPASBINCR$5,3830.35%0.04%$17.050.00%315,690
ATLANTIC CAP BANCSHARES INCACBIINCR$5,3430.67%0.04%$15.920.19%335,637
BANCORPSOUTH BK TUPELO MISSBXSINCR$5,4190.41%0.04%$27.440.00%197,479
BOISE CASCADE CO DELBCCBUY$4,4660.00%0.04%$47.800.00%93,425
BRIGHTSPHERE INVT GROUP INCBSIGINCR$4,7280.49%0.04%$19.280.00%245,245
BUCKLE INCBKEINCR$4,3980.43%0.04%$29.200.00%150,633
CABOT OIL & GAS CORPCOGDECR$4,614-0.01%0.04%$16.280.05%283,413
CDK GLOBAL INCCDKINCR$5,1440.21%0.04%$51.830.02%99,252
CONTINENTAL RES INCCLRINCR$4,3100.41%0.04%$16.300.06%264,390
CULLEN FROST BANKERS INCCFRINCR$4,3510.36%0.04%$87.230.00%49,878
DISCOVERY INCDISCADECR$4,600-0.13%0.04%$30.09-0.37%152,863
FIRST AMERN FINL CORPFAFDECR$4,496-0.58%0.04%$51.63-0.58%87,086
GMS INCGMSINCR$4,7170.26%0.04%$30.480.00%154,749
GREAT LAKES DREDGE & DOCK COINCR$4,3129.34%0.04%$13.176.47%327,405
HORACE MANN EDUCATORS CORP NHMNINCR$5,3170.25%0.04%$42.040.00%126,471
INMODE LTDINMDINCR$5,0410.32%0.04%$47.480.01%106,170
INVESCO LTDIVZINCR$5,1560.47%0.04%$17.43-0.04%295,840
LAZARD LTDLAZINCR$4,6350.18%0.04%$42.30-0.08%109,586
MANITOWOC CO INCBUY$4,3480.00%0.04%$13.310.00%326,661
NELNET INCNNIINCR$5,0550.18%0.04%$71.250.00%70,952
OGE ENERGY CORPOGEINCR$5,0880.06%0.04%$31.86-0.01%159,689
OSHKOSH CORPOSKDECR$4,947-0.70%0.04%$86.07-0.74%57,477
SIMMONS 1ST NATL CORPSFNCINCR$4,3740.36%0.04%$21.590.00%202,581
SONOCO PRODS COSONINCR$4,8490.45%0.04%$59.250.25%81,835
SOUTHWESTERN ENERGY COSWNINCR$5,2390.29%0.04%$2.980.01%1,757,907
TOPBUILD CORPBLDINCR$4,4350.13%0.04%$184.070.05%24,094
TRONOX HOLDINGS PLC-CLASS ATROXBUY$5,0030.00%0.04%$14.620.00%342,198
TRUSTMARK CORPTRMKINCR$4,4040.27%0.04%$27.310.00%161,265
UNITED NAT FOODS INCUNFIBUY$4,4150.00%0.04%$15.970.00%276,467
VIRTUS INVESTMENT PARTNERSVRTSINCR$5,0820.56%0.04%$217.010.00%23,418
AMTECH SYS INCASYSINCR$3,7090.32%0.03%$6.380.02%581,397
ANDERSONS INCANDEINCR$4,07812.82%0.03%$24.519.83%166,365
APOGEE ENTERPRISES INCAPOGINCR$3,7430.37%0.03%$31.68-0.08%118,162
ARCBEST CORPARCBINCR$3,9490.37%0.03%$42.670.00%92,546
BANNER CORPBANRINCR$3,6030.44%0.03%$46.590.00%77,335
BWX TECHNOLOGIES INCBWXTINCR$3,2480.33%0.03%$60.280.24%53,885
CITRIX SYS INCCTXSBUY$3,0420.00%0.03%$130.080.00%23,385
CORE LABORATORIES N VCLBINCR$3,4840.58%0.03%$26.51-0.09%131,404
DICKS SPORTING GOODS INCDKSINCR$4,20211.66%0.03%$56.2112.05%74,751
ENCORE CAP GROUP INCECPGINCR$3,7360.01%0.03%$38.950.00%95,926
FRANKS INTL N VFIINCR$3,4740.61%0.03%$2.74-0.10%1,267,781
GATX CORPGATXINCR$3,8850.30%0.03%$83.190.00%46,702
HAWAIIAN HOLDINGS INCHAINCR$3,7620.39%0.03%$17.700.01%212,552
HAYNES INTERNATIONAL INCHAYNINCR$3,9170.41%0.03%$23.840.01%164,296
HELMERICH & PAYNE INCHPBUY$3,1280.00%0.03%$23.160.00%135,054
INGLES MKTS INCIMKTAINCR$3,0550.30%0.03%$42.660.16%71,610
KELLY SVCS INCKELYAINCR$3,7460.41%0.03%$20.570.17%182,127
KNOLL INC COM NEWKNLINCR$3,8450.23%0.03%$14.680.01%261,907
LGI HOMES INCLGIHBUY$3,3360.00%0.03%$105.840.00%31,519
MANPOWERGROUP INCMANDECR$3,905-0.42%0.03%$90.18-0.52%43,300
MASTERCRAFT BOAT HLDGS MCFTINCR$3,5360.44%0.03%$24.840.01%142,331
OLD REP INTL CORPORIINCR$3,6470.33%0.03%$19.71-0.01%185,054
PIPER SANDLER COMPANIESPIPRINCR$3,7000.38%0.03%$100.910.00%36,668
POLARIS INCPIIBUY$3,3080.00%0.03%$95.280.00%34,718
RENASANT CORPRNSTINCR$4,0030.48%0.03%$33.680.00%118,865
SANTANDER CONSUMER USA HDG ISCINCR$3,5780.33%0.03%$22.020.10%162,509
SKECHERS U S A INCSKXINCR$4,0660.19%0.03%$35.940.00%113,130
SOUTH ST CORPSSBINCR$3,2340.07%0.03%$72.29-0.29%44,734
SPARTANNASH COSPTNINCR$3,0606.59%0.03%$17.416.14%175,770
STERLING BANCORP DELSTLINCR$3,4551.11%0.03%$17.980.24%192,160
STONEX GROUP INCSNEXINCR$3,4320.13%0.03%$57.900.00%59,273
SYNOVUS FINL CORPSNVINCR$4,0251.13%0.03%$32.370.39%124,336
TEREX CORP NEWTEXDECR$3,967-0.33%0.03%$34.89-0.63%113,694
TRISTATE CAP HLDGS INCTSCINCR$3,0270.56%0.03%$17.400.19%173,993
TTM TECHNOLOGIES INCTTMIBUY$3,5100.00%0.03%$13.800.00%254,415
WARRIOR MET COAL INCHCCINCR$3,9880.24%0.03%$21.320.00%187,049
WEIS MKTS INCBUY$3,0680.00%0.03%$47.820.00%64,161
ACCO BRANDS CORPACCOINCR$2,8320.45%0.02%$8.450.00%335,181
ALASKA AIR GROUP INCALKINCR$1,9140.03%0.02%$52.01-0.27%36,799
ALLEGIANT TRAVEL COALGTINCR$2,9660.15%0.02%$189.25-0.27%15,672
AMERICAN ELEC PWR CO INCAEPDECR$2,366-0.94%0.02%$83.27-0.94%28,412
BANKUNITED INCBKUINCR$3,0011.04%0.02%$34.780.29%86,293
BENCHMARK ELECTRS INCBHEBUY$2,3480.00%0.02%$27.010.00%86,936
CAMPING WORLD HLDGS INCCWHBUY$2,6550.00%0.02%$26.050.00%101,932
CIMPRESS PLC SHS EUROCMPRDECR$2,363-0.15%0.02%$87.72-0.27%26,937
COHERENT INCCOHRDECR$2,124-0.02%0.02%$150.04-0.28%14,156
CONDUENT INCCNDTBUY$2,3940.00%0.02%$4.800.00%498,826
DECKERS OUTDOOR CORPDECKINCR$2,5040.30%0.02%$286.830.00%8,730
DUKE ENERGY CORP NEWDUKINCR$2,6040.09%0.02%$91.570.05%28,438
ENTERPRISE FINL SVCS CORPEFSCINCR$1,8350.28%0.02%$34.940.00%52,517
FIRST NORTHWEST BANCORPFNWBINCR$2,9421.05%0.02%$15.600.30%188,618
FONAR CORPFONRDECR$1,917-0.16%0.02%$17.360.01%110,440
FRANKLIN STR PPTYS CORPFSPINCR$2,8690.08%0.02%$4.37-0.09%656,527
GLOBUS MED INCGMEDDECR$2,340-0.04%0.02%$65.22-0.27%35,879
GRAY TELEVISION INCGTNDECR$2,000-0.64%0.02%$17.89-0.72%111,780
GREEN BRICK PARTNERS INC COMMON STOCK USD0.01GRBKINCR$2,1032.81%0.02%$22.971.67%91,574
GRIFFON CORPGFFBUY$2,7260.00%0.02%$20.380.00%133,762
HEARTLAND FINL USA INCHTLFINCR$2,1360.34%0.02%$40.370.00%52,907
HERITAGE FINANCIAL CORP COMMON STOCK NPVHFWAINCR$1,9810.27%0.02%$23.390.00%84,680
HERITAGE INS HLDGS INCHRTGDECR$2,938-0.10%0.02%$10.13-0.10%290,040
HYATT HOTELS CORPHBUY$2,7370.00%0.02%$74.240.00%36,866
LAWSON PRODS INCLAWSINCR$2,6440.25%0.02%$50.910.01%51,939
MGIC INVT CORP WISMTGBUY$2,9600.00%0.02%$12.550.00%235,818
MURPHY OIL CORPMURBUY$2,3320.00%0.02%$12.100.00%192,692
OLYMPIC STEEL INCZEUSINCR$2,3460.18%0.02%$13.330.01%176,024
PARKE BANCORP INCORPORATED COMMON STOCK USD0.1PKBKINCR$2,0960.51%0.02%$15.600.16%134,340
PIONEER BANCORP INCPBFSINCR$2,1070.42%0.02%$10.570.19%199,295
POWELL INDS INCPOWLINCR$2,8030.23%0.02%$29.490.01%95,045
PZENA INVT MGMT INCPZNBUY$1,8320.00%0.02%$7.300.00%250,952
REALOGY HLDGS CORPRLGYDECR$2,481-0.29%0.02%$13.12-0.49%189,100
RED VIOLET INCRDVTINCR$2,9870.43%0.02%$26.110.01%114,389
REPUBLIC FIRST BANCORP INCFRBKINCR$3,0020.69%0.02%$2.850.18%1,053,190
RIVERVIEW BANCORP INCRVSBINCR$2,4050.39%0.02%$5.260.10%457,289
ROGERS CORPROGINCR$2,2290.15%0.02%$155.29-0.27%14,354
SABRE CORPSABRINCR$2,0300.34%0.02%$12.02-0.27%168,904
SINCLAIR BROADCAST GROUP INCSBGIBUY$1,9700.00%0.02%$31.840.00%61,866
SKYWEST INCSKYWBUY$2,5330.00%0.02%$40.320.00%62,828
SPIRIT AIRLS INCSAVEBUY$2,9970.00%0.02%$24.450.00%122,570
STITCH FIX INCSFIXDECR$2,122-0.41%0.02%$58.71-0.73%36,142
SUNSTONE HOTEL INVS INC NEWSHOINCR$2,0090.03%0.02%$11.33-0.28%177,311
SUPER MICRO COMPUTER INCSMCIBUY$2,0560.00%0.02%$31.660.00%64,932
TCF FINL CORPTCFINCR$2,1971.15%0.02%$37.020.36%59,349
TERRITORIAL BANCORP INCTBNKINCR$2,8760.41%0.02%$24.030.18%119,695
TOTAL SETOTBUY$2,6360.00%0.02%$41.910.00%62,900
UNUM GROUPUNMBUY$1,8700.00%0.02%$22.940.00%81,516
WESTERN NEW ENG BANCORP INCWNEBINCR$2,4160.46%0.02%$6.890.19%350,596
WORLD FUEL SVCS CORPINTBUY$2,4820.00%0.02%$31.170.00%79,640
ACUITY BRANDS INCAYIDECR$1,315-0.13%0.01%$121.09-0.27%10,860
AMERIS BANCORPABCBBUY$1,0810.00%0.01%$38.070.00%28,397
AMNEAL PHARMACEUTICALS INCAMRXBUY$8460.00%0.01%$4.570.00%185,188
ANTARES PHARMA INCATRSINCR$1,2140.39%0.01%$3.99-0.06%304,217
AQUESTIVE THERAPEUTICS INCAQSTINCR$7360.11%0.01%$5.350.00%137,616
ATLANTIC UN BANKSHARES CORP COMAUBBUY$1,0600.00%0.01%$32.960.00%32,165
BANC OF CALIFORNIA INC COMBANCINCR$1,7170.45%0.01%$14.710.00%116,736
BANCO DE CHILEBCHBUY$6130.00%0.01%$20.370.00%30,100
BIODELIVERY SCIENCES INTL INBDSIINCR$7600.05%0.01%$4.20-0.06%180,947
CACTUS INCORPORATED A COMMON STOCK USD0.01WHDDECR$858-0.07%0.01%$26.07-0.31%32,910
CADENCE BANCORPORATIONCADEBUY$8450.00%0.01%$16.410.00%51,484
CATALYST PHARMACEUTICALS INC COMMON STOCK USD0.001CPRXDECR$1,193-0.11%0.01%$3.34-0.21%357,325
CHIASMA INCCHMAINCR$6290.02%0.01%$4.350.01%144,488
CLEAN ENERGY FUELS CORPCLNEINCR$8222.16%0.01%$7.860.00%104,600
COLLEGIUM PHARMACEUTICAL INC COMMON STOCK USD0.001COLLDECR$1,696-0.09%0.01%$20.04-0.06%84,650
CREDIT ACCEP CORP MICHCACCDECR$1,772-0.73%0.01%$346.23-0.73%5,118
DRIL QUIP INCDRQDECR$740-0.17%0.01%$29.63-0.31%24,976
EBIX INCEBIXBUY$1,4740.00%0.01%$37.980.00%38,813
FBL FINL GROUP INCFFGINCR$1,6860.09%0.01%$52.530.00%32,099
FEDERATED HERMES INCFHIBUY$1,1740.00%0.01%$28.900.00%40,622
FIRST BUS FINL SVCS INC WISFBIZINCR$1,5080.84%0.01%$18.410.43%81,916
FIRST BUSEY CORPBUSEINCR$1,5480.35%0.01%$21.550.00%71,821
FIRST FINANCIAL NORTHWEST INFFNWINCR$1,4070.79%0.01%$11.400.43%123,446
FIRST HAWAIIAN INCFHBBUY$1,2610.00%0.01%$23.580.00%53,468
FIRST MERCHANTS CORPORATION COMMON STOCK NPVFRMEBUY$8280.00%0.01%$37.410.00%22,135
FIRST MIDWEST BANCORP DELFMBIINCR$1,6900.07%0.01%$15.92-0.28%106,156
FLEXION THERAPEUTICS INCFLXNINCR$8750.04%0.01%$11.54-0.06%75,812
FOOT LOCKER INCFLBUY$6100.00%0.01%$40.440.00%15,083
G III APPAREL GROUP LTDGIIIBUY$1,4410.00%0.01%$23.740.00%60,704
GREAT SOUTHN BANCORP INCGSBCINCR$6110.35%0.01%$48.930.00%12,486
HANCOCK WHITNEY CORPORATION COMHWCBUY$1,2010.00%0.01%$34.020.00%35,301
IROBOT CORPIRBTDECR$1,387-0.23%0.01%$80.32-0.27%17,269
ISHARES INCEWYINCR$6450.12%0.01%$86.00-0.15%7,500
ITAU UNIBANCO HLDG S AITUBINCR$6051.10%0.01%$6.090.38%99,300
J & J SNACK FOODS CORPJJSFDECR$1,609-0.14%0.01%$155.34-0.27%10,358
J2 GLOBAL INCJCOMBUY$8380.00%0.01%$97.680.00%8,579
JELD-WEN HLDG INCJELDDECR$1,277-0.20%0.01%$25.35-0.28%50,370
LAKELAND BANCORP INCLBAIINCR$9050.27%0.01%$12.700.00%71,254
MERCURY GENL CORP NEWMCYBUY$1,4550.00%0.01%$52.200.00%27,874
MR COOPER GROUP INCCOOPBUY$1,1410.00%0.01%$31.020.00%36,786
NATIONAL BK HLDGS CORPNBHCINCR$1,6310.24%0.01%$32.760.00%49,785
PACIFIC PREMIER BANCORPPPBIINCR$1,7270.62%0.01%$31.330.04%55,122
PACWEST BANCORP DELPACWINCR$1,7830.08%0.01%$25.40-0.27%70,201
PATTERSON-UTI ENERGY INCPTENBUY$1,2380.00%0.01%$5.260.00%235,312
PDL CMNTY BANCORPPDLBINCR$1,4010.40%0.01%$10.510.17%133,296
PLANET FITNESS INCPLNTDECR$1,743-0.10%0.01%$76.07-0.27%22,914
QURATE RETAIL INCQRTEABUY$8300.00%0.01%$10.970.00%75,645
RHYTHM PHARMACEUTICALS INCRYTMINCR$1,2950.29%0.01%$29.72-0.06%43,567
SCHNITZER STEEL INDS INCSCHNBUY$6790.00%0.01%$31.890.00%21,294
SONIC AUTOMOTIVE INCSAHBUY$1,4520.00%0.01%$38.560.00%37,651
TECHNIPFMC PLCFTIBUY$1,1010.00%0.01%$9.400.00%117,159
TEXAS CAP BANCSHARES INCTCBIBUY$1,2240.00%0.01%$59.500.00%20,572
UNIVERSAL STAINLESS & ALLOYUSAPINCR$1,4180.38%0.01%$7.480.01%189,602
VERITEX HOLDINGS INCORPORATED COMMON STOCK USD0.01VBTXINCR$9220.50%0.01%$25.650.00%35,947
VICTORY CAP HLDGS INCVCTRINCR$1,2480.46%0.01%$24.800.00%50,313
WESBANCO INCWSBCBUY$8200.00%0.01%$29.970.00%27,365
WINTRUST FINL CORPWTFCBUY$1,4420.00%0.01%$61.110.00%23,598
WSFS FINL CORPWSFSBUY$9230.00%0.01%$44.870.00%20,572
ZOGENIX INCZGNXBUY$8240.00%0.01%$20.000.00%41,206
ACACIA RESH CORPACTGINCR$1540.40%0.00%$3.940.23%39,046
ADVANSIX INCORPORATED W/I COMMON STOCK USD0.01ASIXBUY$4450.00%0.00%$19.990.00%22,260
AGILE THERAPEUTICS INCAGRXBUY$5950.00%0.00%$2.870.00%207,292
ALLEGIANCE BANCSHARES INCABTXBUY$2030.00%0.00%$34.190.00%5,937
AMERICA'S CAR-MART INCCRMTINCR$4880.29%0.00%$109.890.00%4,441
ANI PHARMACEUTICALS INCANIPINCR$4310.04%0.00%$29.040.01%14,840
ARMSTRONG FLOORING INCAFIINCR$650.27%0.00%$3.790.17%17,146
BANCORP INC DELTBBKINCR$3820.58%0.00%$13.660.00%27,962
BAUDAX BIO INCBXRXDECR$223-0.63%0.00%$1.010.01%220,893
BEAZER HOMES USA INCBZHINCR$3730.35%0.00%$15.150.18%24,627
BONANZA CREEK ENERGY INCORPORATED COMMON STOCK NPVBCEIINCR$3190.21%0.00%$19.310.18%16,524
BRIDGEWATER BANCSHARES INCBWBINCR$1670.31%0.00%$12.500.00%13,362
BRYN MAWR BK CORPBMTCBUY$2150.00%0.00%$30.580.00%7,030
BYLINE BANCORP INCBYINCR$2250.37%0.00%$15.480.00%14,533
CAI INTERNATIONAL INCCAIINCR$4360.34%0.00%$31.260.18%13,948
CAMDEN NATL CORPCACBUY$2240.00%0.00%$35.770.00%6,262
CENTURY ALUM COCENXINCR$3450.54%0.00%$11.010.00%31,321
CLEARWATER PAPER CORPCLWDECR$422-0.01%0.00%$37.760.00%11,176
COMPUTER TASK GROUP INCCTGINCR$620.22%0.00%$6.160.00%10,063
CONNS INCCONNINCR$2690.29%0.00%$11.670.18%23,050
CONTURA ENERGY INCBUY$1650.00%0.00%$11.370.00%14,510
COWEN INCORPORATED CLASS A COMMON STOCK USD0.01COWNINCR$3620.59%0.00%$25.980.00%13,933
DIGI INTL INCDGIIINCR$3500.21%0.00%$18.910.00%18,511
DISCOVERY INCDISCKBUY$10.00%0.00%$19.230.00%52
DONNELLEY FINL SOLUTIONS INCDFININCR$2780.27%0.00%$16.980.00%16,375
EVOLUS INCEOLSDECR$400-0.13%0.00%$3.360.01%119,196
EZCORP INCEZPWDECR$121-0.05%0.00%$4.790.00%25,242
FIRST BANCORP N CFBNCBUY$3960.00%0.00%$33.830.00%11,704
FIRST FINL CORP INDTHFFINCR$2480.23%0.00%$38.930.00%6,371
FOSSIL GROUP INCFOSLINCR$3000.51%0.00%$8.670.00%34,610
FOX CORPFOXBUY$10.00%0.00%$25.640.00%39
FRIEDMAN INDS INCFRDDECR$321-0.46%0.00%$6.87-0.54%46,753
FUTUREFUEL CORPORATION COMMON STOCK USD0.0001FFINCR$4400.31%0.00%$12.690.18%34,676
Genco ShippingGNKBUY$2440.00%0.00%$7.370.00%33,100
GLATFELTER CORPORATIONGLTBUY$3600.00%0.00%$16.400.00%21,956
GREEN PLAINS INCGPREINCR$3720.01%0.00%$13.150.19%28,280
HANOVER INS GROUP INCTHGBUY$5600.00%0.00%$116.930.00%4,789
HEIDRICK & STRUGGLES INTL INHSIIBUY$2650.00%0.00%$29.380.00%9,019
HELIX ENERGY SOLUTIONS GRP IHLXBUY$770.00%0.00%$4.170.00%18,450
HIBBETT SPORTS INCHIBBINCR$5440.18%0.00%$46.200.00%11,776
HOOKER FURNITURE CORPHOFTINCR$2610.24%0.00%$32.250.00%8,093
ISHARES TRIWSBUY$2410.00%0.00%$97.020.00%2,484
KIMBALL ELECTRONICS INCKEINCR$2650.38%0.00%$15.990.00%16,572
MARINEMAX INCORPORATED COMMON STOCK USD0.001HZOINCR$5090.36%0.00%$35.020.00%14,535
MAYVILLE ENGINEERING CO INCMECINCR$2130.72%0.00%$13.390.18%15,902
MILLER INDS INC TENNMLRINCR$2680.24%0.00%$38.070.00%7,040
MODINE MFG COMODINCR$5091.36%0.00%$12.550.18%40,560
NATURAL GAS SERVICES GROUPNGSBUY$1010.00%0.00%$9.450.00%10,690
NEOS THERAPEUTICS INCNEOSINCR$760.19%0.00%$0.620.01%122,404
NETWORK-1 TECHNOLOGIES INCNTIPINCR$450.36%0.00%$3.680.00%12,240
NEW HOME CO INCNWHMINCR$680.01%0.00%$4.720.18%14,411
NORTHWEST PIPE CONWPXBUY$2210.00%0.00%$28.340.00%7,798
OFG BANCORPOFGBUY$3890.00%0.00%$18.530.00%20,992
OVERSEAS SHIPHOLDING GROUP A INCORPORATED COMMON STOCK NPVOSGINCR$1460.16%0.00%$2.130.17%68,386
PEOPLES BANCORP INCPEBOBUY$2120.00%0.00%$27.150.00%7,808
POSCOPKXINCR$4800.76%0.00%$62.340.18%7,700
QCR HOLDINGS INCQCRHBUY$2420.00%0.00%$39.510.00%6,125
RAYONIER ADVANCED MATLS INCRYAMBUY$3270.00%0.00%$6.520.00%50,160
RE MAX HLDGS INCRMAXINCR$3220.11%0.00%$36.380.00%8,852
REX AMERICAN RESOURCES CORPORATION COMMON STOCK USD0.01REXBUY$2940.00%0.00%$73.540.00%3,998
SELECT ENERGY SVCS INCWTTRBUY$440.00%0.00%$4.120.00%10,680
SENECA FOODS CORP NEWSENEABUY$2330.00%0.00%$39.830.00%5,850
STERLING CONSTRUCTION COMPANY INCORPORATED COMMON STOCK USD0.01STRLBUY$3530.00%0.00%$18.630.00%18,950
STEWART INFORMATION SVCS CORSTCBUY$5300.00%0.00%$48.350.00%10,962
SUNCOKE ENERGY INCSXCBUY$440.00%0.00%$4.320.00%10,180
TEJON RANCH COTRCINCR$3000.20%0.00%$14.450.17%20,768
TRAVELCENTERS OF AMERICA INCTABUY$3710.00%0.00%$32.570.00%11,390
TRECORA RESTRECINCR$1370.33%0.00%$6.990.18%19,600
TRICO BANCSHARESTCBKBUY$2670.00%0.00%$35.220.00%7,581
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1GTSINCR$3970.40%0.00%$21.320.18%18,617
TRUSTCO BK CORP N YTRSTINCR$2070.28%0.00%$6.680.00%30,988
TUTOR PERINI CORPTPCINCR$5210.37%0.00%$12.940.18%40,252
ULTRALIFE CORPULBIINCR$810.27%0.00%$6.440.18%12,585
VERITIV CORPVRTVINCR$2200.63%0.00%$20.770.00%10,594
VOXX INTL CORPVOXXINCR$1870.65%0.00%$12.730.00%14,691
VSE CORPVSECINCR$3380.47%0.00%$38.530.17%8,773
WATERSTONE FINL INC MDWSBFINCR$2360.21%0.00%$18.800.00%12,552
ALASKA COMMUNICATIONS SYS GRALSKSOLD$00.00%-100.00%$0.000.00%0
AMERICAN EXPRESS COMPANYAXPSOLD$00.00%-100.00%$0.000.00%0
APPLIED OPTOELECTRONICS INCAAOISOLD$00.00%-100.00%$0.000.00%0
ARCH CAP GROUP LTDACGLSOLD$00.00%-100.00%$0.000.00%0
ATKORE INTL GROUP INCATKRSOLD$00.00%-100.00%$0.000.00%0
AXT INCAXTISOLD$00.00%-100.00%$0.000.00%0
BED BATH & BEYOND INCBBBYSOLD$00.00%-100.00%$0.000.00%0
BORGWARNER INCBWASOLD$00.00%-100.00%$0.000.00%0
CLEVELAND-CLIFFS INC NEWSOLD$00.00%-100.00%$0.000.00%0
CONCRETE PUMPING HLDGS INCBBCPSOLD$00.00%-100.00%$0.000.00%0
CONTAINER STORE GROUP INCTCSSOLD$00.00%-100.00%$0.000.00%0
DARDEN RESTAURANTS INCDRISOLD$00.00%-100.00%$0.000.00%0
DEERE & CODESOLD$00.00%-100.00%$0.000.00%0
E TRADE FINANCIAL CORPSOLD$00.00%-100.00%$0.000.00%0
EATON CORP PLCETNSOLD$00.00%-100.00%$0.000.00%0
EATON VANCE CORPSOLD$00.00%-100.00%$0.000.00%0
ECHOSTAR CORPORATION CLASS A COMMON STOCK USD0.001SATSSOLD$00.00%-100.00%$0.000.00%0
ELECTRONIC ARTS INCEASOLD$00.00%-100.00%$0.000.00%0
EMPLOYERS HOLDINGS INCEIGSOLD$00.00%-100.00%$0.000.00%0
EVERGY INCEVRGSOLD$00.00%-100.00%$0.000.00%0
EXP WORLD HOLDINGS INC USD0.000010EXPISOLD$00.00%-100.00%$0.000.00%0
FRESH DEL MONTE PRODUCE INCFDPSOLD$00.00%-100.00%$0.000.00%0
GILEAD SCIENCES INCGILDSOLD$00.00%-100.00%$0.000.00%0
GLATFELTERSOLD$00.00%-100.00%$0.000.00%0
HANMI FINL CORPHAFCSOLD$00.00%-100.00%$0.000.00%0
HARLEY DAVIDSON INCHOGSOLD$00.00%-100.00%$0.000.00%0
HD SUPPLY HLDGS INCHDSSOLD$00.00%-100.00%$0.000.00%0
HONEYWELL INTL INCHONSOLD$00.00%-100.00%$0.000.00%0
INNOVIVA INCINVASOLD$00.00%-100.00%$0.000.00%0
INTERNATIONAL SEAWAYS INCORPORATED COMMON STOCK NPVINSWSOLD$00.00%-100.00%$0.000.00%0
IPG PHOTONICS CORPIPGPSOLD$00.00%-100.00%$0.000.00%0
KELLOGG COKSOLD$00.00%-100.00%$0.000.00%0
KIMBERLY-CLARK CORPKMBSOLD$00.00%-100.00%$0.000.00%0
KORN FERRYKFYSOLD$00.00%-100.00%$0.000.00%0
LINCOLN ELEC HLDGS INCLECOSOLD$00.00%-100.00%$0.000.00%0
LOCKHEED MARTIN CORPLMTSOLD$00.00%-100.00%$0.000.00%0
LUTHER BURBANK CORPLBCSOLD$00.00%-100.00%$0.000.00%0
MBIA INCMBISOLD$00.00%-100.00%$0.000.00%0
MEDNAX INCMDSOLD$00.00%-100.00%$0.000.00%0
MERITOR INCMTORSOLD$00.00%-100.00%$0.000.00%0
MIDDLEBY CORPMIDDSOLD$00.00%-100.00%$0.000.00%0
MONTAGE RES CORPSOLD$00.00%-100.00%$0.000.00%0
MYLAN NVAERISOLD$00.00%-100.00%$0.000.00%0
NEW YORK CMNTY BANCORP INCNYCBSOLD$00.00%-100.00%$0.000.00%0
NORFOLK SOUTHN CORPNSCSOLD$00.00%-100.00%$0.000.00%0
NORTHROP GRUMMAN CORPORATION USD 1.0NOCSOLD$00.00%-100.00%$0.000.00%0
OCEANFIRST FINL CORPOCFCSOLD$00.00%-100.00%$0.000.00%0
ON SEMICONDUCTOR CORPONSOLD$00.00%-100.00%$0.000.00%0
PERDOCEO ED CORPPRDOSOLD$00.00%-100.00%$0.000.00%0
PERRIGO CO PLCPRGOSOLD$00.00%-100.00%$0.000.00%0
PHOTRONICS INCPLABSOLD$00.00%-100.00%$0.000.00%0
PPG INDS INCPPGSOLD$00.00%-100.00%$0.000.00%0
QUAD / GRAPHICS INCQUADSOLD$00.00%-100.00%$0.000.00%0
RECRO PHARMA INCREPHSOLD$00.00%-100.00%$0.000.00%0
RED LION HOTELS CORPRLHSOLD$00.00%-100.00%$0.000.00%0
REGAL BELOIT CORPRBCSOLD$00.00%-100.00%$0.000.00%0
RUSH ENTERPRISES INCRUSHASOLD$00.00%-100.00%$0.000.00%0
SALLY BEAUTY HLDGS INCSBHSOLD$00.00%-100.00%$0.000.00%0
SPOK HLDGS INCSPOKSOLD$00.00%-100.00%$0.000.00%0
TEGNA INCTGNASOLD$00.00%-100.00%$0.000.00%0
TEMPUR SEALY INTL INCTPXSOLD$00.00%-100.00%$0.000.00%0
TERADYNE INCTERSOLD$00.00%-100.00%$0.000.00%0
TIMKEN COTKRSOLD$00.00%-100.00%$0.000.00%0
U S SILICA HLDGS INCSLCASOLD$00.00%-100.00%$0.000.00%0
UNITED THERAPEUTICS CORP DELUTHRSOLD$00.00%-100.00%$0.000.00%0
VERSO CORPSOLD$00.00%-100.00%$0.000.00%0
VIRTU FINL INCVIRTSOLD$00.00%-100.00%$0.000.00%0
WADDELL & REED FINL INCWDRSOLD$00.00%-100.00%$0.000.00%0
WASHINGTON FED INCWAFDSOLD$00.00%-100.00%$0.000.00%0