Grantham, Mayo, Van Otterloo & Co. LLC

Grantham, Mayo, Van Otterloo & Co. LLC latest Q4_2020 13F filings reported $16,237,856,000 in market value on this 2021-02-12 report date . The portfolio quarterly return is 15.57%. This fund has 792 securities concentrations of 100% weights.

Grantham, Mayo, Van Otterloo & Co. LLC largest holding is Microsoft Corp. with weight of 4.20% and $682,288,000 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
2021-02-122020-12-31Q4_202013F-HR792$16,237,856,00015.57%
2020-11-132020-09-30Q3_202013F-HR759$14,050,767,0004.38%
2020-08-132020-06-30Q2_202013F-HR737$13,460,937,00013.00%
2020-05-142020-03-31Q1_202013F-HR741$11,912,487,000-19.84%
2020-02-132019-12-31Q4_201913F-HR666$14,861,513,0003.10%
2019-11-132019-09-30Q3_201913F-HR718$14,414,910,0001.65%
2019-08-132019-06-30Q2_201913F-HR697$14,180,988,0002.19%
2019-05-142019-03-31Q1_201913F-HR695$13,877,042,00011.82%
2019-02-132018-12-31Q4_201813F-HR518$12,410,305,000-14.50%
2018-11-142018-09-30Q3_201813F-HR518$14,515,709,0004.75%
2018-08-142018-06-30Q2_201813F-HR536$13,857,775,000-14.30%
2018-05-152018-03-31Q1_201813F-HR553$16,169,260,000-2.17%
2018-02-142017-12-31Q4_201713F-HR560$16,527,153,000-0.80%
2017-11-142017-09-30Q3_201713F-HR535$16,660,953,000-6.01%
2017-08-142017-06-30Q2_201713F-HR551$17,725,719,0003.79%
2017-05-152017-03-31Q1_201713F-HR547$17,079,018,000-5.42%
2017-02-132016-12-31Q4_201613F-HR467$18,057,022,000-12.94%
2016-11-102016-09-30Q3_201613F-HR489$20,742,003,000-14.14%
2016-08-122016-06-30Q2_201613F-HR555$24,158,955,000-9.75%

Portfolio Details

Stock NameTickersValueCurrent Value (x1000)Change Value %WeightComputed PriceShares Change %Current Shares
MICROSOFT CORPMSFTINCR$682,2880.09%4.20%$222.420.03%3,067,567
APPLE INCAAPLINCR$577,8940.04%3.56%$132.69-0.09%4,355,217
UNITEDHEALTH GROUP INCUNHINCR$548,3870.12%3.38%$350.680.00%1,563,781
COCA COLA COKOINCR$512,9420.14%3.16%$54.840.02%9,353,422
US BANCORP DEL COMPANYUSBINCR$449,9730.32%2.77%$46.590.01%9,658,147
ACCENTURE PLCACNINCR$441,9240.15%2.72%$261.21-0.01%1,691,836
ORACLE SYSTEMSORCLINCR$422,8100.07%2.60%$64.69-0.01%6,535,939
JOHNSON & JOHNSONJNJINCR$367,2860.05%2.26%$157.38-0.01%2,333,753
WELLS FARGO CO NEWWFCINCR$356,4870.66%2.20%$30.180.29%11,812,033
MEDTRONIC PLC USD 0.1MDTINCR$353,0000.07%2.17%$117.14-0.05%3,013,491
ALIBABA GROUP HOLDINGBABADECR$346,704-0.19%2.14%$232.730.02%1,489,728
TJX COMPANIES, INC.TJXINCR$330,5830.23%2.04%$68.290.00%4,840,865
ANTHEM INC USD 0.01ANTMINCR$328,8950.19%2.03%$321.09-0.01%1,024,307
FACEBOOK INCFBDECR$321,918-0.02%1.98%$273.16-0.06%1,178,496
LAM RESEARCH CORPLRCXINCR$318,6770.41%1.96%$472.27-0.01%674,778
AMERICAN EXPRESS COMPANYAXPINCR$313,0020.15%1.93%$120.91-0.05%2,588,715
TEXAS INSTRUMENTS INCTXNINCR$313,9420.11%1.93%$164.13-0.04%1,912,764
ALPHABET INC USD 0.001 CLS AGOOGLINCR$303,6890.31%1.87%$1752.640.09%173,275
3M COMMMINCR$288,5020.10%1.78%$174.790.00%1,650,565
CISCO SYSTEMSCSCOINCR$266,2020.15%1.64%$44.750.01%5,948,656
MERCK & CO INC NEWMRKDECR$247,578-0.01%1.52%$81.800.00%3,026,620
ALPHABET INCGOOGDECR$214,591-0.01%1.32%$1751.88-0.17%122,492
ABBOTT LABSABTDECR$194,673-0.06%1.20%$109.49-0.07%1,777,995
LILLY ELI & COLLYDECR$194,557-0.03%1.20%$168.84-0.15%1,152,318
RAYTHEON TECHNOLOGIES CORP USD 1.0RTXINCR$195,1340.34%1.20%$71.510.08%2,728,764
LYFT INCLYFTINCR$184,4750.78%1.14%$49.130.00%3,754,836
QUEST DIAGNOSTICS INCDGXINCR$184,8580.04%1.14%$119.170.00%1,551,214
NETEASE INCNTESDECR$176,207-0.07%1.09%$95.773.44%1,839,900
VISA INCVINCR$173,4650.04%1.07%$218.73-0.05%793,055
ISHARES INCIEMGINCR$172,6340.38%1.06%$62.040.17%2,782,618
SCHWAB CHARLES CORP NEWSCHWINCR$167,8880.17%1.03%$53.04-0.20%3,165,310
SALESFORCE.COMCRMINCR$166,4030.66%1.02%$222.530.87%747,777
ADOBE SYSTEMS INCORPORATEDADBEINCR$157,6210.55%0.97%$500.120.52%315,166
OTIS WORLDWIDE CORPORATION USD 0.01OTISINCR$136,3360.08%0.84%$67.55-0.01%2,018,298
WILLIS TOWERS WATSON PLC LTDWLTWINCR$128,5080.33%0.79%$210.680.32%609,968
ROYAL DUTCH SHELL PLCRDS/BINCR$99,0950.32%0.61%$33.61-0.05%2,948,383
ISHARES CORE S&P 500 INDEX ETFIVVBUY$96,5500.00%0.59%$375.390.00%257,200
DISCOVERY INCDISCKINCR$86,8430.38%0.53%$26.190.03%3,315,868
ROYAL BANK OF CANADADECR$85,785-0.14%0.53%$82.10-0.27%1,044,935
MAXIM INTEGRATED PRODS INCMXIMINCR$84,7661.22%0.52%$88.650.70%956,185
STMICROELECTRONICS N V NY REGISTRYSTMDECR$85,219-0.06%0.52%$37.12-0.22%2,295,763
BRITISH AMERN TOB PLCBTIDECR$76,517-0.05%0.47%$37.49-0.09%2,041,000
XILINX INCXLNXBUY$75,3370.00%0.46%$141.770.00%531,400
VARIAN MEDICAL SYSTEMS, INC.VARINCR$70,9791.25%0.44%$175.011.21%405,573
VIPSHOP HOLDINGS LIMITEDVIPSDECR$69,165-0.18%0.43%$28.11-0.54%2,460,500
INPHI CORPBUY$68,5050.00%0.42%$160.470.00%426,900
CONCHO RES INCCXOBUY$60,7910.00%0.37%$58.350.00%1,041,830
BAIDU INCBIDUINCR$57,087179.66%0.35%$216.24104.60%264,000
REDFIN CORPRDFNDECR$57,334-0.07%0.35%$68.63-0.32%835,407
AMAZON COM INCAMZNINCR$55,0424.82%0.34%$3256.924.62%16,900
RENEWABLE ENERGY GROUP INCREGIINCR$54,9680.05%0.34%$70.82-0.21%776,168
DARLING INGREDIENTS INCDARINCR$52,73313.01%0.32%$57.687.75%914,237
FREEPORT-MCMORAN INCFCXINCR$51,6592.16%0.32%$26.020.90%1,985,354
IHS MARKIT LTDINFOBUY$52,4700.00%0.32%$89.830.00%584,100
LIBERTY BROADBAND CORPLBRDKDECR$51,531-0.33%0.32%$158.37-0.40%325,381
CARDLYTICS INCCDLXINCR$48,4750.47%0.30%$142.77-0.27%339,530
KOSMOS ENERGY LTDKOSINCR$47,7792.91%0.29%$2.350.62%20,331,478
ALEXION PHARMACEUTICALS INCALXNBUY$42,4790.00%0.26%$156.240.00%271,883
BORGWARNER INCBWAINCR$41,6850.40%0.26%$38.640.41%1,078,811
CARVANA COCVNADECR$42,773-0.31%0.26%$239.54-0.36%178,564
GRAFTECH INTL LTDEAFINCR$42,9470.84%0.26%$10.660.18%4,028,772
GRUBHUB INCGRUBINCR$38,8802.18%0.24%$74.272.10%523,493
JD COM INC ADRJDDECR$39,142-0.32%0.24%$87.90-0.40%445,300
SOCIEDAD QUIMICA Y MINERA DESQMINCR$38,7290.14%0.24%$49.09-0.25%788,935
TAIWAN SEMICONDUCTOR MFG LTDTSMDECR$39,778-0.35%0.24%$109.04-0.51%364,800
VANECK VECTORS ETF TRRSXINCR$38,0290.39%0.23%$24.150.20%1,574,700
MOSAIC CO NEWMOSDECR$35,971-0.10%0.22%$23.01-0.29%1,563,263
WAYFAIR INCWDECR$35,052-0.31%0.22%$225.81-0.11%155,229
LIBERTY MEDIA CORP DELLSXMKDECR$32,704-0.39%0.20%$43.51-0.53%751,636
CRH PLC ADRCRHDECR$30,661-0.38%0.19%$42.58-0.47%720,076
ISHARES TRHYGDECR$31,333-0.63%0.19%$87.30-0.64%358,914
PNM RES INCPNMBUY$31,5300.00%0.19%$48.530.00%649,700
SLACK TECHNOLOGIES INCWORKBUY$31,6290.00%0.19%$42.240.00%748,800
DR REDDYS LABS LTDRDYDECR$29,265-0.05%0.18%$71.29-0.07%410,508
NATIONAL GEN HLDGS CORPINCR$28,9764.75%0.18%$34.184.68%847,750
SENSATA TECHNOLOGIES HLDG PLSTBUY$28,6260.00%0.18%$52.740.00%542,775
SOLAREDGE TECHNOLOGIES INCSEDGINCR$30,0060.81%0.18%$319.120.35%94,026
TORONTO DOMINION BK ONTTDINCR$29,4400.21%0.18%$56.45-0.01%521,500
INFOSYS LTDINFYINCR$27,1177.74%0.17%$16.956.12%1,599,800
INTEL CORPINTCINCR$27,0950.77%0.17%$49.820.84%543,853
ISHARES TRFXIBUY$27,4450.00%0.17%$46.430.00%591,100
AEROJET ROCKETDYNE HLDGS INCAJRDBUY$26,3140.00%0.16%$52.850.00%497,907
FIRSTENERGY CORPFEINCR$25,9930.74%0.16%$30.610.63%849,164
SUN LIFE FINANCIAL INC.SLFDECR$25,270-0.38%0.16%$44.43-0.43%568,800
GLOBANT S AGLOBINCR$23,9150.15%0.15%$217.61-0.05%109,900
MICRON TECHNOLOGY INCMUINCR$24,6660.50%0.15%$75.18-0.06%328,098
V F CORPVFCINCR$24,2630.18%0.15%$85.41-0.03%284,071
YANDEX N VYNDXINCR$24,9312.06%0.15%$69.581.87%358,300
AGCO CORPAGCOINCR$22,8551.44%0.14%$103.090.76%221,699
CAPITAL ONE FINL CORPCOFBUY$22,1950.00%0.14%$98.850.00%224,533
CITIGROUP INC COM NEWCBUY$23,5290.00%0.14%$61.660.00%381,590
COMCAST CORP NEWCMCSAINCR$23,4403.47%0.14%$52.402.94%447,328
EXELON CORPEXCINCR$21,9406.27%0.14%$42.225.16%519,651
GOLDMAN SACHS GROUPGSBUY$22,4940.00%0.14%$263.700.00%85,300
MAGNA INTL INCMGAINCR$22,89510.25%0.14%$70.736.26%323,700
SYNCHRONY FINANCIALSYFBUY$22,3190.00%0.14%$34.710.00%643,027
WESTERN DIGITAL CORP.WDCBUY$22,1670.00%0.14%$55.390.00%400,200
BOOKING HOLDINGS INCBKNGINCR$21,7160.28%0.13%$2227.28-0.02%9,750
EOG RES INCEOGINCR$21,0950.35%0.13%$49.87-0.03%422,992
GROUP 1 AUTOMOTIVE INCGPIDECR$21,147-0.28%0.13%$131.14-0.51%161,256
HEICO CORP NEWHEIBUY$21,5030.00%0.13%$132.400.00%162,409
LYONDELLBASELL INDUSTRIES NLYBINCR$21,59011.79%0.13%$91.668.84%235,542
ALLIANCE DATA SYSTEMS CORPADSBUY$19,2730.00%0.12%$74.100.00%260,100
BROOKFIELD ASSET MGMT INCBAMINCR$20,2390.55%0.12%$41.270.24%490,396
CANADIAN SOLAR INCCSIQDECR$19,698-0.16%0.12%$51.24-0.43%384,430
CBRE GROUP INCCBREBUY$19,1740.00%0.12%$62.720.00%305,700
EXPEDIA GROUP INCEXPEBUY$20,0190.00%0.12%$132.400.00%151,200
EXXON MOBIL CORPXOMBUY$19,9510.00%0.12%$41.220.00%484,005
FORD MTR CO DELFBUY$18,8130.00%0.12%$8.790.00%2,140,300
GENERAL MOTORS COGMBUY$18,7880.00%0.12%$41.640.00%451,200
HILTON WORLDWIDE HLDGS INCHLTINCR$19,0410.27%0.12%$111.26-0.03%171,140
HONEYWELL INTL INCHONINCR$18,8730.26%0.12%$212.70-0.02%88,729
INTERNATIONAL BUSINESS MACHINE COMPANYIBMBUY$20,1790.00%0.12%$125.880.00%160,300
ISHARES INCEWWBUY$19,6380.00%0.12%$42.990.00%456,800
PEPSICO INCPEPDECR$19,758-0.07%0.12%$148.30-0.13%133,230
PHILLIPS 66PSXINCR$20,0916.01%0.12%$69.944.19%287,256
PRUDENTIAL FINANCIALPRUBUY$19,3460.00%0.12%$78.070.00%247,800
SK TELECOM LTDSKMDECR$19,823-0.38%0.12%$24.48-0.43%809,765
TELUS CORP NPVTUBUY$18,8010.00%0.12%$19.790.00%950,100
UNIVERSAL HLTH SVCS INCUHSBUY$19,9380.00%0.12%$137.500.00%145,000
VIACOMCBS INCVIACBUY$19,8780.00%0.12%$37.260.00%533,500
AERCAP HOLDINGS NVAERBUY$17,8350.00%0.11%$45.580.00%391,300
ARROW ELECTRS INCARWINCR$18,38315.31%0.11%$97.3012.19%188,928
ATHENE HOLDING LTDATHBUY$18,0930.00%0.11%$43.140.00%419,400
DISH NETWORK CORPORATIONDISHINCR$17,17943.51%0.11%$32.3438.95%531,195
HASBRO INCHASINCR$17,1370.11%0.11%$93.54-0.02%183,200
KINDER MORGAN INC DELKMIBUY$18,5200.00%0.11%$13.670.00%1,354,800
LAS VEGAS SANDS CORPLVSINCR$17,9840.25%0.11%$59.60-0.02%301,752
LINCOLN NATL CORP INDLNCBUY$18,5740.00%0.11%$50.310.00%369,200
LUMEN TECHNOLOGIES INCLUMNBUY$17,5160.00%0.11%$9.750.00%1,796,500
MARKEL CORPMKLINCR$18,5940.24%0.11%$1033.290.17%17,995
METLIFE INCMETBUY$17,4750.00%0.11%$46.950.00%372,200
MOBILE TELESYSTEMS PJSCMBTINCR$17,4630.02%0.11%$8.950.00%1,951,135
MOLSON COORS BEVERAGE COTAPBUY$18,6630.00%0.11%$45.190.00%413,000
NUTRIEN LTDNTRINCR$17,3420.20%0.11%$48.16-0.03%360,099
TEVA PHARMACEUTICAL INDS LTDTEVABUY$17,5210.00%0.11%$9.650.00%1,815,600
AUTONATION INCANDECR$15,914-0.23%0.10%$69.79-0.42%228,026
CHEVRON CORP NEWCVXINCR$15,7750.14%0.10%$84.45-0.03%186,800
CIGNA CORP NEWCIBUY$16,7930.00%0.10%$208.180.00%80,664
CORTEVA INCCTVAINCR$16,4720.03%0.10%$38.72-0.23%425,423
CVS HEALTH CORPORATIONCVSBUY$16,3580.00%0.10%$68.300.00%239,500
D R HORTON INCDHIINCR$16,8004.55%0.10%$68.925.09%243,754
EDWARDS LIFESCIENCES CORPORATIONEWINCR$17,02927.05%0.10%$91.2323.56%186,663
HEWLETT PACKARD CORPORATIONHPQINCR$15,6162.38%0.10%$24.591.61%635,073
ADECOAGRO S AAGROINCR$14,3680.40%0.09%$6.80-0.04%2,112,886
AT HOME GROUP INCHOMEDECR$14,222-0.34%0.09%$15.46-0.37%919,939
AT&T INCTBUY$14,3170.00%0.09%$28.760.00%497,800
BIG LOTS INCBIGDECR$15,264-0.40%0.09%$42.93-0.38%355,561
BIOGEN INCBIIBINCR$14,3672.18%0.09%$244.852.68%58,676
CANADIAN IMP BK COMMCMINCR$14,3200.52%0.09%$85.340.32%167,800
COGNIZANT TECHNOLOGYCTSHBUY$14,0220.00%0.09%$81.950.00%171,100
FIRST SOLAR INCFSLRINCR$14,0050.30%0.09%$98.92-0.13%141,575
FLAGSTAR BANCORP INCFBCDECR$13,973-0.23%0.09%$40.76-0.44%342,822
INTERACTIVE BROKERS GROUP INIBKRINCR$15,0850.26%0.09%$60.920.00%247,620
ISHARES INCEWZBUY$14,5050.00%0.09%$37.070.00%391,300
ISHARES MSCI SOUTH AFRICA ETEZABUY$14,6120.00%0.09%$43.840.00%333,300
JAZZ PHARMACEUTICALS PLC SHS USDJAZZBUY$14,8880.00%0.09%$165.060.00%90,200
KROGER COMPANYKRINCR$14,6832.62%0.09%$31.762.86%462,324
LENNAR CORPLENBUY$14,6060.00%0.09%$76.230.00%191,600
MORGAN STANLEYMSBUY$14,1240.00%0.09%$68.530.00%206,100
SANMINA CORPORATIONSANMDECR$14,736-0.42%0.09%$31.89-0.51%462,085
UFP INDUSTRIES INCUFPIDECR$13,905-0.44%0.09%$55.55-0.43%250,311
BRADY CORPBRCDECR$13,186-0.33%0.08%$52.82-0.49%249,645
BRP INCDOOODECR$12,711-0.17%0.08%$66.00-0.34%192,583
CARRIER GLOBAL CORPORAITON USD 0.01CARRBUY$13,6580.00%0.08%$37.720.00%362,100
CENTENE CORP DELCNCBUY$12,4320.00%0.08%$60.030.00%207,100
CITIZENS FINL GROUP INCCFGINCR$12,46117.54%0.08%$35.7612.12%348,469
ENPHASE ENERGY INCENPHBUY$12,8020.00%0.08%$175.470.00%72,957
FOX CORPFOXBUY$12,3120.00%0.08%$28.880.00%426,300
INSIGHT ENTERPRISES INCNSITDECR$12,678-0.46%0.08%$76.09-0.60%166,620
INVESCO LTDIVZBUY$12,7550.00%0.08%$17.430.00%731,800
LUFAX HOLDING LTDLUBUY$12,7410.00%0.08%$14.200.00%897,240
MILLER HERMAN INCMLHRDECR$12,256-0.42%0.08%$33.80-0.49%362,606
MOOG INCMOG/ADECR$12,756-0.39%0.08%$79.30-0.51%160,853
OWENS & MINOR INC NEWOMIDECR$13,484-0.14%0.08%$27.05-0.20%498,500
REGENERON PHARMACEUTICALSREGNINCR$13,60252.34%0.08%$483.0960.75%28,156
SLM CORPSLMINCR$12,7352.94%0.08%$12.391.57%1,027,822
TEGNA INCTGNADECR$13,533-0.40%0.08%$13.95-0.49%970,105
TYSON FOODS INCTSNINCR$13,2594.85%0.08%$64.444.40%205,765
VIATRIS INC NPVVTRSBUY$12,3260.00%0.08%$18.740.00%657,757
VIRTUSA CORPVRTUBUY$13,7740.00%0.08%$51.130.00%269,401
VMWARE INCVMWBUY$13,0160.00%0.08%$140.260.00%92,800
WALGREENS BOOTS ALLIANCE INCWBABUY$12,9130.00%0.08%$39.880.00%323,800
WALKER & DUNLOP INCWDDECR$13,444-0.17%0.08%$92.02-0.52%146,100
WESTERN UN COWUINCR$13,67320.91%0.08%$21.9420.42%623,200
WORLD FUEL SVCS CORPINTDECR$13,704-0.27%0.08%$31.16-0.51%439,783
APPLIED MATLS INCAMATDECR$10,767-0.25%0.07%$86.30-0.49%124,766
KOHL'S CORPKSSBUY$12,1580.00%0.07%$40.690.00%298,800
LIVENT CORPLTHMINCR$11,7441.10%0.07%$18.840.00%623,364
MOMO INCMOMOBUY$10,5710.00%0.07%$13.960.00%757,200
QURATE RETAIL INCQRTEAINCR$10,68415.75%0.07%$10.979.96%973,929
ALLY FINL INCALLYBUY$10,2920.00%0.06%$35.660.00%288,610
CARNIVAL CORPCCLBUY$8,9910.00%0.06%$21.660.00%415,100
ELECTRONIC ARTS INCEADECR$9,961-0.03%0.06%$143.61-0.12%69,363
ENDO INTL PLCENDPINCR$9,0520.09%0.06%$7.18-0.50%1,260,700
ENOVA INTL INCENVADECR$8,948-0.18%0.06%$24.77-0.46%361,235
FLEETCOR TECHNOLOGIES INCFLTBUY$9,6850.00%0.06%$272.820.00%35,500
FOX CORPFOXAINCR$9,70046.09%0.06%$29.1244.08%333,089
GILEAD SCIENCES INCGILDINCR$10,1970.98%0.06%$58.261.15%175,030
HOLLYSYS AUTOMATION TCHNGY LHOLIINCR$9,9770.40%0.06%$14.690.06%679,200
RESIDEO TECHNOLOGIES INCREZIINCR$9,7270.21%0.06%$21.26-0.38%457,544
SOUTHWESTERN ENERGY COSWNINCR$9,4700.22%0.06%$2.98-0.04%3,177,900
SUNSTONE HOTEL INVS INC NEWSHODECR$9,531-0.20%0.06%$11.33-0.44%841,251
TAL EDUCATION GROUPTALDECR$9,454-0.29%0.06%$71.51-0.24%132,200
TEXTRON INCTXTINCR$9,0945.62%0.06%$48.333.94%188,175
UNITED RENTALS INCURIBUY$9,4160.00%0.06%$231.920.00%40,600
UNIVERSAL CORP VAUVVDECR$9,224-0.44%0.06%$48.61-0.52%189,747
VALVOLINE INCVVVINCR$9,8910.03%0.06%$23.14-0.15%427,456
WADDELL & REED FINL INCWDRDECR$9,755-0.06%0.06%$25.47-0.45%383,000
YUM CHINA HLDGS INCYUMCDECR$9,306-0.23%0.06%$57.09-0.28%163,000
ACTIVISION BLIZZARD INCATVIINCR$7,5800.11%0.05%$92.85-0.03%81,640
ASSOCIATED BANC CORPASBINCR$7,5071.23%0.05%$17.050.65%440,319
AVNET INCAVTINCR$7,3231.19%0.05%$35.110.61%208,567
GOLD FIELDS LTDGFIDECR$7,676-0.75%0.05%$9.27-0.67%828,100
HILLTOP HOLDINGS INCHTHINCR$8,3160.04%0.05%$27.51-0.22%302,288
IMPERIAL OIL LTDBUY$7,8950.00%0.05%$18.960.00%416,300
INVESTORS BANCORP INC NEWDECR$8,175-0.29%0.05%$10.56-0.51%774,189
KRAFT HEINZ COKHCBUY$7,8750.00%0.05%$34.660.00%227,200
LABORATORY CORP AMER HLDGSLHINCR$8,90923.08%0.05%$203.5621.25%43,767
M D C HLDGS INCMDCDECR$7,374-0.41%0.05%$48.60-0.43%151,733
MANULIFE FINL CORPMFCBUY$7,6510.00%0.05%$17.780.00%430,300
MGIC INVT CORP WISMTGINCR$7,4246.69%0.05%$12.554.43%591,567
NEW ORIENTAL ED & TECHNOLOGYEDUINCR$8,6400.11%0.05%$185.81-0.11%46,500
OCCIDENTAL PETE CORPOXYBUY$7,9750.00%0.05%$17.310.00%460,700
OWENS CORNING NEWOCINCR$8,6530.25%0.05%$75.760.13%114,214
PENNYMAC FINL SVCS INC NEWPFSIDECR$7,794-0.74%0.05%$65.62-0.77%118,778
PRESTIGE CONSMR HEALTHCARE IPBHDECR$7,992-0.53%0.05%$34.87-0.51%229,200
QUALCOMM INCORPORATEDQCOMINCR$7,6470.21%0.05%$152.33-0.07%50,200
REALOGY HLDGS CORPRLGYINCR$8,6820.04%0.05%$13.12-0.25%661,700
SCHWEITZER-MAUDUIT INTL INCSWMDECR$8,271-0.35%0.05%$40.21-0.51%205,700
SILGAN HOLDINGS INCINCR$7,5081.14%0.05%$37.081.13%202,468
TE CONNECTIVITY LTDTELINCR$8,1090.04%0.05%$121.07-0.16%66,978
TELEPHONE & DATA SYS INCTDSDECR$7,526-0.38%0.05%$18.57-0.39%405,289
TEMPUR SEALY INTL INCTPXINCR$7,7570.26%0.05%$27.003.16%287,306
TRI POINTE GROUP INCTPHINCR$7,3420.64%0.05%$17.250.73%425,642
XENIA HOTELS & RESORTS INCXHRDECR$8,761-0.26%0.05%$15.20-0.57%576,398
XEROX HOLDINGS CORPXRXINCR$7,3221.03%0.05%$23.190.65%315,750
ACCO BRANDS CORPACCODECR$5,839-0.31%0.04%$8.45-0.52%691,016
ALBEMARLE CORPALBINCR$6,6270.30%0.04%$147.52-0.21%44,922
AVIENT CORPORATIONAVNTDECR$5,808-0.43%0.04%$40.28-0.63%144,200
BENCHMARK ELECTRS INCBHEDECR$6,229-0.40%0.04%$27.01-0.55%230,630
BILIBILI INCBILIINCR$6,0260.74%0.04%$85.72-0.16%70,300
BP AMOCO P L CBPBUY$6,1030.00%0.04%$20.520.00%297,400
CADENCE DESIGN SYSTEM INCCDNSDECR$6,382-0.20%0.04%$136.44-0.38%46,775
CORECIVIC INCCXWDECR$6,099-0.51%0.04%$6.55-0.41%931,200
COTY INCCOTYBUY$6,8910.00%0.04%$7.020.00%981,600
EATON CORP PLCETNDECR$7,071-0.11%0.04%$120.13-0.24%58,859
FEDERAL SIGNAL CORPFSSDECR$6,456-0.59%0.04%$33.17-0.64%194,647
FEDERATED HERMES INCFHIDECR$6,882-0.05%0.04%$28.89-0.29%238,204
GENWORTH FINL INCGNWDECR$6,271-0.47%0.04%$3.78-0.53%1,659,000
GEO GROUP INC NEWGEODECR$7,115-0.47%0.04%$8.86-0.32%803,000
GREIF INCGEFDECR$6,338-0.35%0.04%$46.88-0.50%135,200
GRUPO FINANCIERO GALICIA S.AGGALINCR$6,4960.20%0.04%$8.740.00%743,300
IHEARTMEDIA INCIHRTINCR$5,9370.72%0.04%$12.980.08%457,410
INTERNATIONAL BANCSHARES CORIBOCDECR$6,114-0.08%0.04%$37.44-0.36%163,300
J P MORGAN CHASE & CO COMJPMINCR$7,2930.30%0.04%$127.07-0.02%57,392
LA Z BOY INCLZBDECR$6,414-0.31%0.04%$39.84-0.45%161,000
LEIDOS HOLDINGS INCLDOSBUY$7,0540.00%0.04%$105.130.00%67,100
MACQUARIE INFRASTRUCTURE CORMICINCR$6,2120.38%0.04%$37.55-0.01%165,420
MASONITE INTL CORPDOORINCR$6,0470.34%0.04%$98.340.34%61,490
MATERION CORPMTRNDECR$7,239-0.42%0.04%$63.72-0.53%113,607
MGM GROWTH PPTYS LLCMGPINCR$6,3481.37%0.04%$31.301.12%202,800
MOHAWK INDS INCMHKINCR$7,13517.73%0.04%$140.9511.98%50,620
NAUTILUS INCNLSDECR$6,942-0.27%0.04%$18.14-0.31%382,700
NEWMARK GROUP INCNMRKDECR$6,802-0.22%0.04%$7.29-0.54%933,100
PFIZER COMPANY INCPFEDECR$6,080-0.11%0.04%$36.81-0.11%165,185
PINDUODUO INCPDDBUY$5,7390.00%0.04%$177.680.00%32,300
PULTE GROUP INCPHMINCR$6,6243.09%0.04%$43.123.39%153,624
SONIC AUTOMOTIVE INCSAHDECR$7,061-0.59%0.04%$38.57-0.58%183,082
SS&C TECHNOLOGIES HLDGS INCSSNCBUY$6,8310.00%0.04%$72.750.00%93,900
SYNOPSYS INCSNPSDECR$5,814-0.30%0.04%$259.25-0.43%22,426
TEREX CORP NEWTEXINCR$7,1210.33%0.04%$34.89-0.26%204,100
TFI INTL INCTFIIINCR$5,8790.96%0.04%$51.430.59%114,300
VERSO CORPINCR$5,8390.93%0.04%$12.020.27%485,788
ADTALEM GLOBAL ED INCATGEDECR$5,490-0.05%0.03%$33.95-0.32%161,700
ALLSTATE CORPALLINCR$4,2330.13%0.03%$109.94-0.04%38,502
AMC NETWORKS INCAMCXINCR$5,4843.70%0.03%$35.772.25%153,300
APARTMENT INCOME REIT CORPAIRCBUY$4,1930.00%0.03%$38.410.00%109,155
ATLAS AIR WORLDWIDE HLDGS INAAWWDECR$4,440-0.23%0.03%$54.55-0.14%81,400
AUTOHOME INCATHMBUY$4,6720.00%0.03%$99.620.00%46,900
AVALONBAY CMNTYS INCAVBINCR$4,2340.23%0.03%$160.440.15%26,390
BAKER HUGHES COMPANYBKRINCR$5,0712.45%0.03%$20.851.20%243,211
BRIGHTSPHERE INVT GROUP INCBSIGINCR$4,4810.55%0.03%$19.280.04%232,400
BRISTOL MYERS SQUIBB COBMYINCR$4,7200.01%0.03%$62.03-0.02%76,091
CAMDEN PROPERTY TRUSTINCR$4,3060.29%0.03%$99.920.15%43,095
CELESTICA INCORPORATED SUBORDINATED ORDINARY VOTING SHARES NPVCLSINCR$4,1360.32%0.03%$8.060.13%513,058
COOPER TIRE & RUBR COCTBINCR$4,7910.22%0.03%$40.50-0.04%118,300
DICKS SPORTING GOODS INCDKSDECR$4,283-0.78%0.03%$56.21-0.77%76,200
EBAY INCEBAYDECR$4,900-0.52%0.03%$50.25-0.51%97,505
ENERSYSENSINCR$4,9420.34%0.03%$83.060.08%59,500
EQUITY RESIDENTIALEQRINCR$4,3240.30%0.03%$59.280.12%72,946
ESSEX PROPERTY TRUST ININCR$4,1970.32%0.03%$237.400.12%17,679
ETHAN ALLEN INTERIORS INC COMMON STOCK USD0.01ETHDECR$5,364-0.20%0.03%$20.21-0.46%265,400
FEDERAL RLTY INVT TRFRTINCR$4,6830.16%0.03%$85.120.00%55,015
FUTUREFUEL CORPORATION COMMON STOCK USD0.0001FFDECR$4,3600.00%0.03%$12.70-0.11%343,318
G III APPAREL GROUP LTDGIIIINCR$4,5701.38%0.03%$23.740.31%192,500
GRIFFON CORPGFFDECR$4,209-0.43%0.03%$20.38-0.46%206,550
HAVERTY FURNITURE INCHVTDECR$4,453-0.31%0.03%$27.67-0.48%160,942
HOST HOTELS & RESORTS INCHSTINCR$4,2380.36%0.03%$14.630.00%289,694
ICICI BANK LIMITEDIBNINCR$5,22319.81%0.03%$14.8612.78%351,500
INNOSPEC INCIOSPDECR$5,160-0.65%0.03%$90.73-0.76%56,869
INTUITINTUDECR$5,438-0.22%0.03%$379.88-0.33%14,315
JELD-WEN HLDG INCJELDDECR$4,270-0.23%0.03%$25.36-0.32%168,390
JOHNSON OUTDOORS INCJOUTDECR$4,237-0.24%0.03%$112.64-0.45%37,617
MERIDIAN BIOSCIENCE INCVIVODECR$4,880-0.31%0.03%$18.69-0.37%261,100
MERITOR INCMTORDECR$4,951-0.41%0.03%$27.91-0.56%177,400
MUELLER INDS INCMLIDECR$4,266-0.14%0.03%$35.11-0.34%121,500
MYR GROUP INC DELMYRGINCR$4,2431.90%0.03%$60.100.80%70,600
OFG BANCORPOFGDECR$4,384-0.20%0.03%$18.54-0.46%236,450
ON SEMICONDUCTOR CORPONINCR$4,6560.04%0.03%$32.73-0.31%142,245
PG&E CORPPCGINCR$5,1730.33%0.03%$12.460.00%415,154
QIWI PLCQIWIDECR$5,494-0.29%0.03%$10.300.19%533,420
REGENCY CTRS CORPREGINCR$4,8130.20%0.03%$45.590.00%105,575
SELECT MED HLDGS CORPSEMDECR$4,799-0.02%0.03%$27.66-0.26%173,500
SHOE CARNIVAL INCSCVLDECR$4,392-0.35%0.03%$39.18-0.44%112,100
SIMON PPTY GROUP INC NEWSPGINCR$5,2430.17%0.03%$85.28-0.11%61,477
SLEEP NUMBER CORPSNBRINCR$4,3736.63%0.03%$81.853.56%53,425
STEELCASE INCSCSDECR$5,505-0.20%0.03%$13.55-0.41%406,297
STEPAN CODECR$5,441-0.39%0.03%$119.31-0.44%45,603
STONERIDGE INCSRIDECR$4,867-0.15%0.03%$30.23-0.49%161,000
STONEX GROUP INCSNEXDECR$4,418-0.45%0.03%$57.90-0.52%76,300
SYKES ENTERPRISES INCSYKEDECR$4,762-0.56%0.03%$37.67-0.60%126,413
VANECK VECTORS ETF TRVNMINCR$4,2681.26%0.03%$17.490.92%244,000
VECTRUS INCVECDECR$5,101-0.40%0.03%$49.72-0.54%102,600
ZUMIEZ INCZUMZDECR$4,976-0.17%0.03%$36.78-0.37%135,300
ABBVIE INCABBVINCR$3,3440.51%0.02%$107.150.24%31,210
ALEXANDRIA REAL ESTATE EQ INAREINCR$2,6890.34%0.02%$178.230.21%15,087
APTIV PLCAPTVINCR$3,1100.50%0.02%$130.310.05%23,867
ARCBEST CORPARCBDECR$2,466-0.26%0.02%$42.66-0.46%57,800
ARLO TECHNOLOGIES INCARLOINCR$3,5270.09%0.02%$7.79-0.27%452,800
ATLANTICA SUSTAINABLE INFR PAYINCR$3,4450.33%0.02%$37.980.01%90,709
BEST BUY INCBBYDECR$3,131-0.44%0.02%$99.80-0.37%31,373
BEST INCBESTBUY$3,4460.00%0.02%$2.040.00%1,689,200
BRINKER INTL INCEATDECR$2,681-0.87%0.02%$56.56-0.90%47,400
CALIX INCCALXINCR$2,5060.46%0.02%$29.76-0.13%84,200
CAPRI HOLDINGS LIMITEDCPRIBUY$3,1880.00%0.02%$42.000.00%75,900
CARS COM INCCARSINCR$4,0150.36%0.02%$11.30-0.03%355,300
CATHAY GEN BANCORPCATYINCR$3,2931.95%0.02%$32.190.99%102,300
CBIZ INCCBZDECR$3,083-0.33%0.02%$26.61-0.43%115,871
CEMEX SAB DE CVCXBUY$3,6900.00%0.02%$5.170.00%713,800
CI FINL CORPCIXXBUY$3,9240.00%0.02%$12.390.00%316,800
COMTECH TELECOMMUNICATIONS CCMTLDECR$3,902-0.37%0.02%$20.69-0.57%188,600
CORE MARK HOLDING CO INCCOREDECR$3,892-0.42%0.02%$29.37-0.43%132,500
CORELOGIC INCCLGXINCR$3,0502.40%0.02%$77.321.98%39,445
COUSINS PPTYS INCCUZINCR$2,4750.20%0.02%$33.510.02%73,866
CTS CORPCTSINCR$2,4890.05%0.02%$34.33-0.33%72,500
CUMMINS INCCMIINCR$3,8180.08%0.02%$227.100.00%16,812
DELUXE CORPDLXDECR$2,797-0.42%0.02%$29.20-0.49%95,800
DIAMONDROCK HOSPITALITY CODRHINCR$3,8680.11%0.02%$8.25-0.32%468,856
DOLLAR GEN CORP NEWDGINCR$3,0960.02%0.02%$210.280.02%14,723
DONNELLEY FINL SOLUTIONS INCDFINDECR$3,778-0.39%0.02%$16.97-0.52%222,600
DUCOMMUN INCORPORATED COMMON STOCK USD0.01DCODECR$2,535-0.09%0.02%$53.71-0.44%47,200
EASTGROUP PPTYS INCEGPBUY$2,5010.00%0.02%$138.080.00%18,113
EMCOR GROUP INCEMEINCR$2,8684.20%0.02%$91.462.84%31,359
EMPIRE ST RLTY TR INCESRTINCR$2,5160.26%0.02%$9.32-0.17%269,917
ENCORE CAP GROUP INCECPGDECR$3,295-0.41%0.02%$38.95-0.41%84,600
FULLER H B COFULINCR$3,7042.16%0.02%$51.881.79%71,400
GARMIN LTDGRMNDECR$3,411-0.09%0.02%$119.67-0.27%28,503
GENESCO INCGCOINCR$3,0750.01%0.02%$30.09-0.28%102,200
GRAHAM HLDGS COGHCINCR$3,3940.38%0.02%$533.310.05%6,364
GYRODYNE LLCGYROINCR$2,5160.03%0.02%$16.990.00%148,088
HILTON GRAND VACATIONS INCHGVINCR$3,2440.31%0.02%$31.35-0.12%103,480
HNI CORPHNIDECR$3,264-0.36%0.02%$34.46-0.42%94,712
HYSTER YALE MATLS HANDLING IHYDECR$3,436-0.26%0.02%$59.55-0.54%57,700
INTEGER HLDGS CORPITGRDECR$2,915-0.51%0.02%$81.20-0.65%35,900
ISHARES TRCNYADECR$2,546-0.89%0.02%$42.58-0.91%59,797
LEVI STRAUSS & CO NEW CL ALEVIBUY$3,0160.00%0.02%$20.080.00%150,200
LIBERTY TRIPADVISOR HLDGS INLTRPAINCR$3,3660.77%0.02%$4.34-0.29%775,600
LKQ CORPLKQBUY$3,2950.00%0.02%$35.240.00%93,500
LOGITECH INTL S ALOGIBUY$3,1530.00%0.02%$97.200.00%32,439
LOWES COS INCLOWDECR$3,302-0.03%0.02%$160.490.00%20,574
MCKESSON CORPORATIONMCKINCR$3,4550.20%0.02%$173.940.03%19,863
METHODE ELECTRS INCMEIINCR$2,9400.00%0.02%$38.28-0.25%76,800
MICHAELS COS INCMIKINCR$4,0443.89%0.02%$13.012.63%310,800
MID-AMER APT CMNTYS INCMAAINCR$3,9720.09%0.02%$126.690.00%31,352
NEENAH INCDECR$2,539-0.17%0.02%$55.32-0.44%45,900
NORTHROP GRUMMAN CORPORATION USD 1.0NOCDECR$3,413-0.08%0.02%$304.73-0.04%11,200
NVENT ELECTRIC PLCNVTINCR$3,2350.01%0.02%$23.29-0.24%138,900
PACCAR INCPCARINCR$2,8680.01%0.02%$86.270.00%33,243
PARKER-HANNIFIN CORPPHINCR$2,4690.70%0.02%$272.460.27%9,062
PATRICK INDS INCPATKINCR$2,9663.09%0.02%$68.342.44%43,400
PATTERSON COS INCPDCODECR$2,951-0.72%0.02%$29.63-0.77%99,600
Penske AutomotiveINCR$3,84313.95%0.02%$59.4010.98%64,700
PERDOCEO ED CORPPRDODECR$3,324-0.40%0.02%$12.63-0.42%263,200
PNC FINL SVCS GROUP INCPNCBUY$2,4780.00%0.02%$148.980.00%16,633
PREMIER FINANCIAL CORPPFCDECR$2,746-0.32%0.02%$23.00-0.54%119,398
PRINCIPAL FINANCIAL GROUP INPFGBUY$2,5790.00%0.02%$49.620.00%51,979
PROGRESSIVE CORPPGRDECR$3,445-0.16%0.02%$98.89-0.19%34,838
PROLOGIS INC.PLDINCR$2,4770.28%0.02%$99.640.29%24,859
PROPETRO HLDG CORPPUMPINCR$3,4572.20%0.02%$7.390.75%467,736
SCIPLAY CORPORATIONSCPLBUY$4,0570.00%0.02%$13.850.00%292,902
SEAGATE TECHNOLOGY PLCSTXINCR$2,5850.06%0.02%$62.16-0.16%41,583
SL GREEN RLTY CORPSLGINCR$2,7490.29%0.02%$59.580.00%46,136
SPARTANNASH COSPTNDECR$3,404-0.35%0.02%$17.41-0.39%195,500
SPOK HLDGS INCSPOKDECR$2,511-0.32%0.02%$11.13-0.42%225,578
SUMMIT HOTEL PPTYS INCINNDECR$3,936-0.16%0.02%$9.01-0.52%436,800
TARGET CORPTGTINCR$2,6830.12%0.02%$176.510.00%15,200
THE PROVIDENCE SERVICE CORPPRSCBUY$3,5350.00%0.02%$138.630.00%25,500
TWITTER INCDECR$3,928-0.06%0.02%$1.21-0.13%3,250,000
VORNADO RLTY TRVNOINCR$2,5510.23%0.02%$37.340.11%68,327
WIX COM LTDWIXDECR$2,906-0.76%0.02%$249.96-0.76%11,626
WORTHINGTON INDS INCWORDECR$3,198-0.46%0.02%$51.34-0.57%62,292
1ST SOURCE CORPSRCEDECR$951-0.26%0.01%$40.30-0.43%23,600
ACUSHNET HOLDINGS CORPGOLFDECR$2,183-0.86%0.01%$40.55-0.89%53,840
ADTRAN INCADTNDECR$2,370-0.28%0.01%$14.77-0.50%160,469
AFLAC INCORPORATEDAFLBUY$1,5300.00%0.01%$44.480.00%34,397
ALPHA AND OMEGA SEMICONDUCTOR LIMITED COMMON STOCK USD0.002AOSLDECR$1,631-0.25%0.01%$23.64-0.59%69,000
AMCOR PLCAMCRBUY$8290.00%0.01%$11.780.00%70,400
AMDOCS LTDDOXINCR$1,4670.24%0.01%$70.920.00%20,684
AMERIPRISE FINL INCAMPDECR$1,999-0.23%0.01%$194.30-0.39%10,288
AMERISOURCEBERGEN CORPABCDECR$1,672-0.06%0.01%$97.77-0.07%17,101
AMKOR TECHNOLOGY INCAMKRINCR$2,3061.39%0.01%$15.080.78%152,900
ANGIODYNAMICS INCANGODECR$1,335-0.35%0.01%$15.33-0.48%87,100
APOGEE ENTERPRISES INCAPOGBUY$1,2170.00%0.01%$31.690.00%38,400
APOLLO INVT CORPAINVBUY$2,3200.00%0.01%$10.630.00%218,330
APPLIED INDL TECHNOLOGIES INAITINCR$2,2702.71%0.01%$78.011.62%29,100
ARCOSA INCDECR$1,307-0.61%0.01%$54.92-0.69%23,800
ARES CAPITAL CORPARCCBUY$1,2040.00%0.01%$16.880.00%71,310
ASBURY AUTOMOTIVE GROUP INCABGINCR$1,6612.55%0.01%$145.701.38%11,400
AVERY DENNISON CORPAVYINCR$1,5260.58%0.01%$155.080.31%9,840
AZZ INCDECR$2,268-0.41%0.01%$47.45-0.57%47,800
BANCO BBVA ARGENTINA S ABBARINCR$1,5520.27%0.01%$3.210.00%483,500
BANK MONTREAL QUEBMOINCR$2,0360.19%0.01%$75.97-0.09%26,800
BANK NEW YORK MELLON CORPBKBUY$2,3890.00%0.01%$42.440.00%56,288
BANKUNITED INCBKUBUY$1,2830.00%0.01%$34.770.00%36,900
BARINGS BDC INCBBDCBUY$1,2830.00%0.01%$9.200.00%139,470
BED BATH & BEYOND INCBBBYBUY$2,3850.00%0.01%$17.760.00%134,300
BERRY GLOBAL GROUP INCBERYINCR$8180.87%0.01%$56.160.61%14,566
BK OF AMERICA CORPBACBUY$1,3200.00%0.01%$30.320.00%43,540
BLOCK H & R INCHRBDECR$1,303-0.73%0.01%$15.86-0.73%82,143
BLOOMIN BRANDS INCBLMNDECR$1,251-0.69%0.01%$19.43-0.76%64,400
BOOZ ALLEN HAMILTON HLDG CORBAHDECR$1,175-0.07%0.01%$87.19-0.11%13,477
BOSTON PRIVATE FINL HLDGS INBPFHINCR$1,5770.72%0.01%$8.450.12%186,600
BRISTOL-MYERS SQUIBB COBMYDECR$890-0.65%0.01%$0.690.14%1,289,231
BROOKLINE BANCORP INC DELBRKLINCR$1,1210.02%0.01%$12.04-0.27%93,100
BUILDERS FIRSTSOURCE INCBLDRDECR$830-0.95%0.01%$40.83-0.96%20,326
CABOT CORPCBTINCR$1,5801.07%0.01%$44.890.66%35,200
CACTUS INCORPORATED A COMMON STOCK USD0.01WHDBUY$1,8640.00%0.01%$26.070.00%71,509
CARDINAL HEALTH INCCAHINCR$8910.69%0.01%$53.550.48%16,640
CARRIAGE SVCS INCCSVDECR$877-0.29%0.01%$31.32-0.49%28,000
CHINA MOBILE LIMITEDCHLINCR$9650.43%0.01%$28.550.61%33,800
CHINA PETROLEUM & CHEMICAL CSNPINCR$1,2600.61%0.01%$44.600.46%28,248
CHINA YUCHAI INTERNATIONAL COMMON STOCK USD0.10CYDDECR$2,024-0.12%0.01%$16.34-0.03%123,851
CITRIX SYS INCCTXSDECR$1,139-0.61%0.01%$130.13-0.59%8,753
CLOROX CO DELCLXDECR$1,559-0.41%0.01%$201.92-0.39%7,721
COLGATE PALMOLIVE COCLDECR$2,251-0.60%0.01%$85.52-0.64%26,320
COMFORT SYS USA INCFIXBUY$1,8750.00%0.01%$52.670.00%35,600
COMPUTER PROGRAM SYSTEMSCPSIDECR$1,908-0.55%0.01%$26.84-0.54%71,100
COREPOINT LODGING INCCPLGDECR$2,129-0.47%0.01%$6.88-0.58%309,475
CORNERSTONE BLDG BRANDS INCCNRINCR$1,6751.58%0.01%$9.281.22%180,460
CRA INTL INCCRAIDECR$1,621-0.35%0.01%$50.92-0.52%31,833
CRANE COCRINCR$9151.29%0.01%$77.670.48%11,780
CROWN HLDGS INCCCKBUY$9730.00%0.01%$100.150.00%9,715
CSG SYS INTL INCCSGSDECR$1,315-0.81%0.01%$45.07-0.83%29,178
CURO GROUP HOLDINGS CORPCUROINCR$1,1760.72%0.01%$14.32-0.15%82,100
CURTISS WRIGHT CORPCWINCR$9910.10%0.01%$116.30-0.11%8,521
DANA INCDANBUY$1,6180.00%0.01%$19.520.00%82,900
DECKERS OUTDOOR CORPDECKINCR$1,0790.03%0.01%$286.66-0.21%3,764
DESIGNER BRANDS INCDBIDECR$1,683-0.41%0.01%$7.65-0.58%220,000
DIME CMNTY BANCSHARES INCDCOMDECR$2,058-0.21%0.01%$15.77-0.43%130,500
DISCOVER FINL SVCSDFSBUY$1,7640.00%0.01%$90.520.00%19,487
DOMTAR CORPUFSBUY$1,3700.00%0.01%$31.640.00%43,300
DROPBOX INCDBXBUY$1,0700.00%0.01%$22.200.00%48,200
DSP GROUP INCDSPGDECR$2,376-0.34%0.01%$16.59-0.48%143,200
DUKE REALTY CORPDREINCR$2,2860.23%0.01%$39.960.13%57,201
EASTMAN CHEM COEMNINCR$1,9900.26%0.01%$100.29-0.01%19,843
EMERSON ELEC COEMRDECR$1,083-0.38%0.01%$80.38-0.50%13,474
EMPLOYERS HOLDINGS INCEIGDECR$1,835-0.32%0.01%$32.19-0.36%57,000
ENEL AMERICAS S AENIADECR$1,559-0.85%0.01%$8.22-0.88%189,690
ENNIS INCEBFDECR$978-0.63%0.01%$17.85-0.63%54,800
ENTEGRIS INCENTGINCR$1,5030.17%0.01%$96.07-0.10%15,645
F5 NETWORKS INCFFIVINCR$1,0120.30%0.01%$175.88-0.09%5,754
FIDELITY NATIONAL FINANCIALFNFDECR$1,243-0.25%0.01%$39.10-0.40%31,791
FIFTH THIRD BANCORPFITBINCR$1,8886.02%0.01%$27.564.44%68,495
FIRST AMERN FINL CORPFAFINCR$8810.01%0.01%$51.620.00%17,067
FIRST FNDTN INCFFWMINCR$8901.96%0.01%$20.000.93%44,500
FIRST INDL RLTY TR INCFRINCR$2,2840.23%0.01%$42.140.16%54,205
FLEX LTDFLEXINCR$1,1110.71%0.01%$17.970.06%61,816
FMC CORPFMCBUY$1,1100.00%0.01%$114.940.00%9,657
FORTIVE CORP USD 0.01FTVINCR$1,4060.14%0.01%$70.820.23%19,853
GENERAC HLDGS INCGNRCINCR$1,1770.30%0.01%$227.480.11%5,174
GENERAL DYNAMICS CORPGDINCR$1,3240.01%0.01%$148.76-0.06%8,900
GENERAL MLS INCGISDECR$2,432-0.26%0.01%$58.79-0.23%41,368
GENTEX CORPGNTXDECR$1,026-0.09%0.01%$33.92-0.31%30,248
GENUINE PARTS COGPCINCR$1,3730.06%0.01%$100.460.00%13,667
GIBRALTAR INDS INCROCKDECR$835-0.57%0.01%$71.98-0.61%11,600
GLAXOSMITHKLINE PLCGSKINCR$1,4390.01%0.01%$36.800.04%39,100
GORMAN RUPP COGRCDECR$1,549-0.48%0.01%$32.46-0.53%47,725
GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV ADR (EACH REPRESENTS 10 SERIES 'B' SHARES)PACDECR$1,547-0.69%0.01%$111.29-0.78%13,900
HCA HEALTHCARE INCHCAINCR$1,9670.22%0.01%$164.46-0.08%11,960
HEIDRICK & STRUGGLES INTL INHSIIDECR$1,269-0.25%0.01%$29.38-0.50%43,200
HERITAGE FINANCIAL CORP COMMON STOCK NPVHFWADECR$814-0.01%0.01%$23.39-0.22%34,800
HEWLETT PACKARD ENTERPRISE CHPEINCR$2,2480.22%0.01%$11.85-0.04%189,735
HIBBETT SPORTS INCHIBBDECR$1,191-0.46%0.01%$46.16-0.54%25,800
HUB GROUP INCHUBGDECR$1,026-0.60%0.01%$57.00-0.65%18,000
HUDSON PAC PPTYS INCHPPINCR$2,4020.16%0.01%$24.020.06%99,998
HUNTINGTON BANCSHARES INCHBANBUY$8920.00%0.01%$12.630.00%70,653
HYATT HOTELS CORPHBUY$1,2410.00%0.01%$74.270.00%16,710
IDT CORPIDTINCR$1,0070.13%0.01%$12.36-0.40%81,500
INDEPENDENT BK CORP MICHIBCPDECR$1,124-0.17%0.01%$18.48-0.43%60,829
INGLES MKTS INCIMKTADECR$1,450-0.56%0.01%$42.65-0.61%34,000
INTER PARFUMS INCIPARDECR$913-0.75%0.01%$60.46-0.85%15,100
INTERFACE INCINCR$1,3630.32%0.01%$10.50-0.23%129,800
INTERPUBLIC GROUP COS INCIPGINCR$1,2580.41%0.01%$23.530.00%53,473
ISHARES INCEWYBUY$1,2480.00%0.01%$86.070.00%14,500
ITAU UNIBANCO HLDG S AITUBBUY$1,7340.00%0.01%$6.090.00%284,700
JUNIPER NETWORKS INCJNPRDECR$1,177-0.58%0.01%$22.52-0.60%52,269
KB FINL GROUP INCKBINCR$2,2410.22%0.01%$39.59-0.01%56,600
KELLY SVCS INCKELYADECR$1,823-0.24%0.01%$20.58-0.37%88,600
KFORCE INCKFRCINCR$1,6580.87%0.01%$42.080.43%39,400
KIMBALL ELECTRONICS INCKEDECR$851-0.36%0.01%$16.00-0.54%53,200
KIMBALL INTL INCKBALDECR$2,047-0.41%0.01%$11.95-0.48%171,300
KLA CORPKLACINCR$2,1950.39%0.01%$258.940.04%8,477
KNOLL INC COM NEWKNLDECR$873-0.28%0.01%$14.67-0.41%59,500
KOPPERS HOLDINGS INCKOPDECR$1,546-0.02%0.01%$31.17-0.35%49,600
L BRANDS INCLBBUY$1,2730.00%0.01%$37.190.00%34,231
LAKELAND FINANCIAL CORPORATION COMMON STOCK NPVLKFNDECR$2,332-0.09%0.01%$53.57-0.30%43,532
LEAR CORPLEAINCR$1,3520.46%0.01%$159.060.00%8,500
LIBERTY MEDIA CORP DELFWONKBUY$1,3640.00%0.01%$42.610.00%32,010
LIBERTY OILFIELD SVCS INCLBRTINCR$1,8936.17%0.01%$10.314.56%183,629
LOCKHEED MARTIN CORPLMTDECR$1,999-0.55%0.01%$354.94-0.51%5,632
LUMINEX CORP DELLMNXDECR$1,398-0.86%0.01%$23.12-0.85%60,470
MANPOWERGROUP INCMANINCR$8400.74%0.01%$90.200.41%9,313
MASCO CORPMASINCR$9500.15%0.01%$54.950.15%17,290
MEDNAX INCMDBUY$9200.00%0.01%$24.530.00%37,500
MILLER INDS INC TENNMLRINCR$8740.07%0.01%$38.00-0.14%23,000
MONDELEZ INTERNATIONAL INCMDLZDECR$1,281-0.70%0.01%$58.47-0.70%21,910
MOTOROLA SOLUTIONS INCMSIDECR$1,501-0.67%0.01%$170.08-0.69%8,825
MOVADO GROUP INCMOVDECR$1,888-0.11%0.01%$16.62-0.47%113,620
MURPHY USA INCMUSAINCR$9420.02%0.01%$130.870.00%7,198
NATIONAL PRESTO INDS INCNPKDECR$1,238-0.38%0.01%$88.43-0.42%14,000
NETAPP INCNTAPINCR$1,5550.51%0.01%$66.250.00%23,470
NETGEAR INCORPORATED COMMON STOCK USD0.001NTGRDECR$1,609-0.67%0.01%$40.63-0.75%39,600
NEXTGEN HEALTHCARE INCNXGNDECR$1,206-0.43%0.01%$18.25-0.60%66,100
NEXTIER OILFIELD SOLUTIONSNEXINCR$1,4890.93%0.01%$3.440.04%432,890
NORTHWEST BANCSHARES INC MDNWBIDECR$1,846-0.19%0.01%$12.74-0.42%144,921
NUCOR CORPNUEBUY$1,2540.00%0.01%$53.210.00%23,567
NVR INCNVRDECR$963-0.30%0.01%$4080.51-0.30%236
OLD NATL BANCORP INDINCR$1,9061.00%0.01%$16.560.52%115,100
OMNICOM GROUP INCOMCINCR$1,5340.26%0.01%$62.360.00%24,599
OPPENHEIMER HLDGS INCOPYDECR$1,888-0.23%0.01%$31.43-0.46%60,078
OSHKOSH CORPOSKINCR$1,0830.15%0.01%$86.10-0.02%12,578
PC CONNECTION INCCNXNDECR$1,518-0.69%0.01%$47.29-0.73%32,100
PENN VA CORPPVACDECR$1,516-0.37%0.01%$10.15-0.39%149,400
POLARIS INCPIIDECR$1,298-0.35%0.01%$95.27-0.35%13,624
QEP RESOURCES INCQEPINCR$1,94856.29%0.01%$2.3920.33%814,900
RAYMOND JAMES FINL INCRJFINCR$1,0980.39%0.01%$95.690.06%11,475
REGIONS FINANCIAL CORP NEWRFBUY$1,2300.00%0.01%$16.120.00%76,285
RELIANCE STEEL & ALUMINUM CORSDECR$2,073-0.75%0.01%$119.74-0.79%17,312
RENT A CTR INC NEWRCIIDECR$957-0.08%0.01%$38.28-0.28%25,000
RESOURCES CONNECTION INCRGPDECR$1,437-0.41%0.01%$12.57-0.46%114,300
REXNORD CORPRXNINCR$1,5600.37%0.01%$39.490.04%39,500
ROYAL CARIBBEAN GROUPRCLBUY$1,3600.00%0.01%$74.680.00%18,210
SALLY BEAUTY HLDGS INCSBHDECR$1,846-0.12%0.01%$13.04-0.41%141,600
SCHOLASTIC CORPSCHLDECR$1,963-0.31%0.01%$25.01-0.42%78,500
SCOTTS MIRACLE GRO COSMGINCR$9930.30%0.01%$199.200.00%4,985
SEI INVTS COSEICDECR$1,081-0.01%0.01%$57.45-0.13%18,817
SHERWIN-WILLIAMS COMPANY USD1.0SHWINCR$2,30410.02%0.01%$734.939.45%3,135
SIBANYE-STILLWATER LIMITED-ADR NPVSBSWBUY$1,0580.00%0.01%$15.890.00%66,600
STANLEY BLACK & DECKER INCSWKINCR$1,1910.24%0.01%$178.590.13%6,669
STATE STR CORPSTTINCR$2,3240.23%0.01%$72.780.00%31,933
STEEL DYNAMICS INCSTLDINCR$8882.57%0.01%$36.861.77%24,089
STEWART INFORMATION SVCS CORSTCINCR$2,3458.57%0.01%$48.357.66%48,500
SUPER MICRO COMPUTER INCSMCIINCR$1,7980.61%0.01%$31.650.34%56,800
SURFACE ONCOLOGY INCSURFBUY$2,3280.00%0.01%$9.240.00%252,000
SURMODICS INCSRDXDECR$949-0.31%0.01%$43.53-0.38%21,800
SYSTEMAX INCSYXDECR$1,360-0.39%0.01%$35.88-0.59%37,900
TALOS ENERGY INCTALOINCR$1,9110.40%0.01%$8.240.10%231,960
TELEDYNE TECHNOLOGIES INCTDYINCR$1,1450.18%0.01%$391.99-0.06%2,921
TENET HEALTHCARE CORPTHCDECR$1,962-0.28%0.01%$39.93-0.56%49,138
TENNANT COTNCDECR$1,453-0.47%0.01%$70.19-0.55%20,700
TERADYNE INCTERINCR$2,1250.39%0.01%$119.87-0.08%17,728
TEXAS CAP BANCSHARES INCTCBIBUY$8810.00%0.01%$59.530.00%14,800
TIMKEN COTKRDECR$824-0.71%0.01%$77.32-0.80%10,657
TOWNEBANK PORTSMOUTH VATOWNDECR$1,517-0.08%0.01%$23.48-0.36%64,600
TREDEGAR CORPTGDECR$2,144-0.43%0.01%$16.70-0.49%128,402
TRIBUNE PUBG CO NEWTPCODECR$1,707-0.40%0.01%$13.70-0.49%124,600
TRICO BANCSHARESTCBKDECR$2,130-0.28%0.01%$35.28-0.50%60,380
TRUSTCO BK CORP N YTRSTDECR$1,115-0.06%0.01%$6.67-0.27%167,100
TRUSTMARK CORPTRMKBUY$1,6250.00%0.01%$27.310.00%59,500
TUTOR PERINI CORPTPCBUY$8390.00%0.01%$12.950.00%64,800
UBS GROUP AGUBSBUY$1,1420.00%0.01%$14.110.00%80,936
UNITED STATES CELLULAR CORPUSMDECR$1,952-0.43%0.01%$30.69-0.45%63,600
UNITED THERAPEUTICS CORP DELUTHRDECR$2,308-0.43%0.01%$151.77-0.62%15,207
UNIVERSAL ELECTRONICS INCDECR$1,553-0.27%0.01%$52.47-0.48%29,600
URBAN EDGE PPTYSUEINCR$2,0106.26%0.01%$12.944.45%155,300
USANA HEALTH SCIENCES INCUSNADECR$1,611-0.65%0.01%$77.08-0.67%20,900
VALMONT INDS INCVMIINCR$1,5570.69%0.01%$174.940.20%8,900
VERA BRADLEY INCORPORATED COMMON STOCK NPVVRADECR$1,871-0.34%0.01%$7.96-0.49%235,029
VERITIV CORPVRTVDECR$869-0.22%0.01%$20.79-0.53%41,800
VERIZON COMMUNICATIONS INCVZDECR$856-0.01%0.01%$58.730.00%14,575
W T OFFSHORE INCWTIINCR$2,1401.20%0.01%$2.170.83%986,190
WATERSTONE FINL INC MDWSBFDECR$1,771-0.42%0.01%$18.82-0.53%94,095
WEIS MKTS INCDECR$1,434-0.56%0.01%$47.80-0.56%30,000
WESCO INTL INCWCCBUY$2,4020.00%0.01%$78.500.00%30,600
WESTROCK COWRKBUY$9190.00%0.01%$43.520.00%21,118
WILLIAMS SONOMA INCWSMINCR$1,4180.10%0.01%$101.88-0.02%13,919
WINTRUST FINL CORPWTFCBUY$2,0830.00%0.01%$61.090.00%34,100
ZYNGA INCZNGAINCR$1,6940.03%0.01%$9.87-0.05%171,602
ACUITY BRANDS INCAYIINCR$5090.62%0.00%$121.190.37%4,200
AFFILIATED MANAGERS GROUP INAMGINCR$6000.39%0.00%$101.63-0.06%5,904
AKAMAI TECHNOLOGIES INCAKAMDECR$615-0.05%0.00%$104.950.00%5,860
ALLIED MOTION TECHNOLOGIES IAMOTINCR$7870.02%0.00%$51.10-0.18%15,400
ALLISON TRANSMISSION HLDGS IALSNINCR$6780.23%0.00%$43.130.00%15,719
AMALGAMATED BK NEW YORK N YDECR$581-0.26%0.00%$13.74-0.43%42,300
AMERICAN PUBLIC EDUCATION INAPEIDECR$716-0.54%0.00%$30.47-0.58%23,500
AMERICAN VANGUARD CORPAVDDECR$582-0.15%0.00%$15.52-0.28%37,500
AMETEK INCAMEINCR$2470.22%0.00%$120.840.00%2,044
AMNEAL PHARMACEUTICALS INCAMRXDECR$707-0.16%0.00%$4.57-0.29%154,700
ANTERO RESOURCES CORPARBUY$3060.00%0.00%$5.440.00%56,200
APTARGROUP INCATRBUY$2870.00%0.00%$136.670.00%2,100
APTINYX INCAPTXBUY$970.00%0.00%$3.450.00%28,100
ARCHER DANIELS MIDLAND COADMINCR$4430.08%0.00%$50.360.00%8,797
ARTISAN PARTNERS ASSET MGMTAPAMDECR$477-0.84%0.00%$50.37-0.88%9,469
ASHLAND GLOBAL HLDGS INCASHBUY$2930.00%0.00%$79.190.00%3,700
AUTOLIV INCALVINCR$7490.27%0.00%$92.150.00%8,128
AUTOZONE INCAZOINCR$7200.01%0.00%$1186.160.00%607
AXOS FINANCIAL INCAXBUY$4800.00%0.00%$37.500.00%12,800
BANCO MACRO SABMADECR$651-0.81%0.00%$15.57-0.83%41,800
BANCOLOMBIA SA SPONSORED ADR (EACH REPRESENTS 4 PREFERENCE COP500)CIBBUY$7070.00%0.00%$40.170.00%17,600
BANCORP INC DELTBBKDECR$319-0.29%0.00%$13.63-0.55%23,400
BAR HBR BANKSHARESBHBDECR$312-0.26%0.00%$22.61-0.32%13,800
BMC STK HLDGS INCBMCHINCR$5210.06%0.00%$53.64-0.16%9,713
BOK FINL CORPBOKFBUY$6440.00%0.00%$68.510.00%9,400
BRIDGE BANCORP INCDECR$341-0.65%0.00%$24.18-0.75%14,100
BROOKDALE SR LIVING INCBKDBUY$1660.00%0.00%$4.430.00%37,500
BRUNSWICK CORPBCINCR$5600.29%0.00%$76.240.00%7,345
CACI INTL INCCACIINCR$4990.17%0.00%$249.500.00%2,000
CAMBIUM NETWORKS CORPCMBMBUY$2830.00%0.00%$25.040.00%11,300
CAMDEN NATL CORPCACDECR$520-0.54%0.00%$35.76-0.61%14,540
CARLISLE COS INCCSLBUY$4180.00%0.00%$156.140.00%2,677
CATO CORPORATION CLASS 'A' COMMON STOCK USD0.03333CATONA$4260.00%0.00%$9.59-0.19%44,400
CENTURY BANCORPORATION INCCNBKABUY$2550.00%0.00%$77.270.00%3,300
CERENCE INCCRNCDECR$713-0.80%0.00%$100.42-0.90%7,100
CHURCH & DWIGHT INCCHDDECR$416-0.72%0.00%$87.19-0.70%4,771
CIMPRESS PLC SHS EUROCMPRINCR$3410.11%0.00%$87.66-0.05%3,890
CIRRUS LOGIC INCCRUSINCR$6420.22%0.00%$82.160.00%7,814
CLARUS CORP NEWCLARDECR$353-0.70%0.00%$15.38-0.72%22,945
CNX RES CORPCNXBUY$2640.00%0.00%$10.820.00%24,400
COMERICA INCCMABUY$2790.00%0.00%$55.800.00%5,000
COMMERCIAL METALS COCMCINCR$6982.29%0.00%$20.532.21%34,000
COMMUNITY HEALTH SYS INC NEWCYHBUY$1710.00%0.00%$7.430.00%23,000
COMMUNITY TR BANCORP INCCTBIDECR$630-0.25%0.00%$37.07-0.43%16,995
COMPANHIA PARANAENSE ENERG CELPINCR$5220.08%0.00%$14.30-0.17%36,500
CONAGRA BRANDS INCCAGBUY$3890.00%0.00%$36.290.00%10,720
CONSOLIDATED COMM HLDGS INCCNSLDECR$541-0.63%0.00%$4.89-0.57%110,700
COOPER STD HLDGS INCCPSBUY$3290.00%0.00%$34.630.00%9,500
CORNING INCGLWINCR$6940.13%0.00%$36.020.02%19,269
COSTCO WHSL CORP NEWCOSTDECR$531-0.87%0.00%$377.13-0.87%1,408
COVETRUS INCCVETINCR$6060.58%0.00%$28.720.34%21,100
CUSHMAN WAKEFIELD PLCCWKINCR$4721.50%0.00%$14.840.77%31,800
CYTOMX THERAPEUTICS INCCTMXDECR$754-0.50%0.00%$6.55-0.49%115,084
DHI GROUP INCDHXDECR$351-0.52%0.00%$2.22-0.51%158,100
DIAMOND HILL INVT GROUP INCDHILDECR$552-0.30%0.00%$149.19-0.40%3,700
DUPONT DE NEMOURS INC USD 0.01DDBUY$5480.00%0.00%$71.170.00%7,700
EAST WEST BANCORP INCEWBCINCR$5871.25%0.00%$50.680.45%11,582
EATON VANCE CORPINCR$7990.55%0.00%$67.91-0.13%11,766
ENCORE WIRE CORPWIREDECR$618-0.62%0.00%$60.59-0.71%10,200
ENDURANCE INTL GROUP HLDGS IEIGIBUY$2050.00%0.00%$9.450.00%21,700
ENPRO INDS INCNPODECR$770-0.62%0.00%$75.49-0.71%10,200
EPLUS INCPLUSDECR$422-0.86%0.00%$87.92-0.88%4,800
EVOFEM BIOSCIENCES INCEVFMINCR$310.03%0.00%$2.420.00%12,821
EVOLUTION PETE CORPEPMDECR$181-0.43%0.00%$2.85-0.55%63,500
F N B CORPFNBBUY$7020.00%0.00%$9.500.00%73,900
FB FINL CORPFBKINCR$2880.38%0.00%$34.700.00%8,300
FEDERAL AGRIC MTG CORPAGMBUY$7200.00%0.00%$74.230.00%9,700
FERRO CORPFOEINCR$4890.11%0.00%$14.64-0.06%33,400
FINANCIAL INSTNS INCFISIDECR$734-0.26%0.00%$22.50-0.50%32,622
FIRST BANCORP PUERTO RICO COMMON STOCK USD1FBPBUY$5280.00%0.00%$9.210.00%57,300
FIRST CMNTY BANKSHARES INC VFCBCDECR$459-0.42%0.00%$21.60-0.51%21,248
FIRST FINL CORP INDTHFFDECR$392-0.67%0.00%$38.81-0.73%10,100
FIRST HORIZON CORPORATIONFHNBUY$3430.00%0.00%$12.760.00%26,883
FLUOR CORP NEWFLRDECR$160-0.68%0.00%$16.00-0.82%10,000
FLUSHING FINL CORPFFICINCR$6810.79%0.00%$16.650.13%40,900
FONAR CORPFONRDECR$424-0.55%0.00%$17.38-0.46%24,400
FOOT LOCKER INCFLINCR$4620.23%0.00%$40.430.00%11,427
FULTON FINL CORP PAFULTINCR$5000.36%0.00%$12.720.00%39,300
GAP INCGPSINCR$4010.19%0.00%$20.210.00%19,845
GENIE ENERGY LTDGNEDECR$443-0.73%0.00%$7.22-0.70%61,389
GEOSPACE TECHNOLOGIES CORPGEOSINCR$2180.38%0.00%$8.550.00%25,500
GOPRO INCGPROBUY$1640.00%0.00%$8.280.00%19,800
GRAINGER W W INC USD 0.5GWWINCR$3350.14%0.00%$408.040.00%821
GRAPHIC PACKAGING HLDG COGPKINCR$3730.20%0.00%$16.920.00%22,039
GREAT SOUTHN BANCORP INCGSBCDECR$670-0.28%0.00%$48.91-0.47%13,700
GRUPO AEROPORTUARIO DEL CENTOMABDECR$591-0.75%0.00%$51.68-0.82%11,436
GRUPO AEROPORTUARIO DEL SUREASRDECR$280-0.95%0.00%$164.71-0.97%1,700
HANESBRANDS INCHBIDECR$562-0.30%0.00%$14.58-0.24%38,551
HANOVER INS GROUP INCTHGINCR$5460.26%0.00%$116.990.00%4,667
HAWKINS INCHWKNDECR$471-0.32%0.00%$52.33-0.40%9,000
HDFC BANK LTDHDBBUY$2600.00%0.00%$72.140.00%3,604
HEARTLAND FINL USA INCHTLFDECR$420-0.23%0.00%$40.38-0.43%10,400
HELEN OF TROY LTDHELEDECR$578-0.12%0.00%$222.31-0.24%2,600
HERSHA HOSPITALITY TRHTINCR$3121.29%0.00%$7.880.62%39,600
HOOKER FURNITURE CORPHOFTDECR$539-0.01%0.00%$32.28-0.20%16,700
II-VI INCIIVIINCR$4860.87%0.00%$75.940.00%6,400
INSTEEL INDS INCIIINDECR$624-0.32%0.00%$22.29-0.43%28,000
INTERNATIONAL PAPER COIPBUY$5020.00%0.00%$49.700.00%10,100
J2 GLOBAL INCJCOMINCR$5390.09%0.00%$97.72-0.22%5,516
JABIL INCJBLDECR$716-0.07%0.00%$42.51-0.25%16,845
KE HLDGS INCBEKEBUY$7690.00%0.00%$61.520.00%12,500
KEYCORPKEYBUY$2690.00%0.00%$16.400.00%16,400
KEZAR LIFE SCIENCES INCKZRINCR$7371.27%0.00%$5.221.10%141,200
KONTOOR BRANDS INCKTBBUY$2960.00%0.00%$40.550.00%7,300
KRATON CORPORATIONKRABUY$5000.00%0.00%$27.780.00%18,000
KRONOS WORLDWIDE INCKRODECR$623-0.08%0.00%$14.90-0.20%41,800
LEGGETT & PLATT INCLEGBUY$2970.00%0.00%$44.330.00%6,700
LENSAR INCLNSRBUY$2770.00%0.00%$7.240.00%38,234
LIFEVANTAGE CORPLFVNINCR$3490.37%0.00%$9.330.77%37,400
LITHIA MTRS INCLADINCR$3070.28%0.00%$292.940.00%1,048
M & T BK CORPMTBBUY$4960.00%0.00%$127.210.00%3,899
MADDEN STEVEN LTDSHOOBUY$3360.00%0.00%$35.370.00%9,500
MARCHEX INCMCHXDECR$137-0.60%0.00%$1.96-0.57%69,800
MARINEMAX INCORPORATED COMMON STOCK USD0.001HZOINCR$7111.66%0.00%$35.020.95%20,300
MAXAR TECHNOLOGIES INCMAXRBUY$2820.00%0.00%$38.630.00%7,300
MERCHANTS BANCORP INDMBINBUY$3210.00%0.00%$27.670.00%11,600
MERIDIAN BANCORP INC MDEBSBINCR$7690.88%0.00%$14.900.31%51,600
MINERALS TECHNOLOGIES INCMTXDECR$230-0.38%0.00%$62.16-0.49%3,700
MIX TELEMATICS LTDMIXTINCR$2020.40%0.00%$12.560.00%16,079
MODINE MFG COMODDECR$713-0.41%0.00%$12.55-0.70%56,800
NASDAQ INCNDAQINCR$6030.08%0.00%$132.760.00%4,542
NATIONAL INSTRS CORPNATIDECR$428-0.22%0.00%$43.90-0.37%9,749
NATUS MED INC DELNTUSDECR$238-0.88%0.00%$20.00-0.90%11,900
NBT BANCORP INCNBTBBUY$4880.00%0.00%$32.110.00%15,200
NEWMARKET CORPNEUINCR$8090.16%0.00%$398.520.00%2,030
NORTHFIELD BANCORP INC DELNFBKINCR$7730.62%0.00%$12.330.20%62,700
NORTONLIFELOCK INCNLOKDECR$461-0.78%0.00%$20.77-0.78%22,200
NU SKIN ENTERPRISES INCNUSDECR$363-0.83%0.00%$54.70-0.84%6,636
O-I GLASS INCOIBUY$3390.00%0.00%$11.890.00%28,500
OLD REP INTL CORPORIBUY$3240.00%0.00%$19.700.00%16,447
OLYMPIC STEEL INCZEUSDECR$228-0.57%0.00%$13.33-0.63%17,100
ONEMAIN HLDGS INCOMFBUY$4330.00%0.00%$48.180.00%8,987
PACWEST BANCORP DELPACWBUY$3120.00%0.00%$25.370.00%12,300
PARK NATL CORPPRKDECR$525-0.37%0.00%$105.00-0.51%5,000
PARK-OHIO HLDGS CORPPKOHBUY$7600.00%0.00%$30.890.00%24,600
PGT INNOVATIONS INCPGTIBUY$3480.00%0.00%$20.350.00%17,100
PHIBRO ANIMAL HEALTH CORPPAHCDECR$400-0.64%0.00%$19.42-0.68%20,600
PHOTRONICS INCPLABDECR$593-0.61%0.00%$11.17-0.65%53,100
POPULAR INCBPOPBUY$3040.00%0.00%$56.300.00%5,400
PREFORMED LINE PRODS COPLPCDECR$233-0.23%0.00%$68.53-0.45%3,400
PRIMORIS SVCS CORPPRIMBUY$7650.00%0.00%$27.620.00%27,700
PROG HOLDINGS INCPRGBUY$2530.00%0.00%$53.830.00%4,700
PROGRESS SOFTWARE CORPPRGSDECR$499-0.94%0.00%$45.17-0.95%11,048
PROTECTIVE INS CORPPTVCBDECR$155-0.60%0.00%$13.72-0.61%11,300
PROVIDENT FINL SVCS INCPFSBUY$3410.00%0.00%$17.950.00%19,000
QUANEX BUILDING PRODUCTS CORNXDECR$390-0.41%0.00%$22.16-0.51%17,600
RALPH LAUREN CORPRLINCR$5910.28%0.00%$103.68-0.16%5,700
REX AMERICAN RESOURCES CORPORATION COMMON STOCK USD0.01REXBUY$3090.00%0.00%$73.570.00%4,200
ROCKY BRANDS INCRCKYDECR$811-0.49%0.00%$28.06-0.55%28,900
SANDRIDGE ENERGY INCSDDECR$381-0.30%0.00%$3.10-0.63%122,900
SANDY SPRING BANCORP INCSASRDECR$383-0.08%0.00%$32.18-0.34%11,900
SANOFISNYDECR$685-0.89%0.00%$48.58-0.89%14,100
SEALED AIR CORP NEWSEEINCR$7360.62%0.00%$45.770.38%16,081
SEASPINE HLDGS CORPSPNEDECR$183-0.63%0.00%$17.43-0.69%10,500
SENECA FOODS CORP NEWSENEADECR$683-0.55%0.00%$39.90-0.60%17,116
SENSIENT TECHNOLOGIES CORPSXTDECR$332-0.28%0.00%$73.78-0.44%4,500
SIERRA BANCORP COMMON STOCK NPVBSRRDECR$787-0.37%0.00%$23.92-0.56%32,900
SIERRA METALS INCSMTSBUY$5470.00%0.00%$3.320.00%164,800
SIGNATURE BK NEW YORK N YSBNYBUY$2570.00%0.00%$135.260.00%1,900
SIMMONS 1ST NATL CORPSFNCBUY$2810.00%0.00%$21.620.00%13,000
SKECHERS U S A INCSKXDECR$709-0.27%0.00%$35.96-0.38%19,715
SKYWORKS SOLUTIONS INCSWKSINCR$4740.05%0.00%$152.900.00%3,100
SM ENERGY COSMINCR$42013.48%0.00%$6.122.79%68,600
SMITH A O CORPAOSINCR$6760.11%0.00%$54.840.07%12,326
SPROUTS FMRS MKT INCSFMDECR$307-0.04%0.00%$20.110.00%15,269
STANDARD MOTOR PRODUCTS INCORPORATED COMMON STOCK USD2SMPDECR$651-0.82%0.00%$40.43-0.80%16,100
SUPERNUS PHARMACEUTICALS INCINCR$5511.65%0.00%$25.161.19%21,900
SURGALIGN HOLDINGS INCSRGADECR$157-0.67%0.00%$2.20-0.73%71,500
SVB FINANCIAL GROUPSIVBBUY$7080.00%0.00%$387.950.00%1,825
SYNAPTICS INCSYNADECR$270-0.04%0.00%$96.43-0.20%2,800
SYNNEX CORPSNXDECR$484-0.49%0.00%$81.51-0.13%5,938
TEEKAY TANKERS LIMITED-CLASS A BMD0.01TNKDECR$460-0.78%0.00%$11.00-0.79%41,800
TERRITORIAL BANCORP INCTBNKDECR$303-0.54%0.00%$24.05-0.61%12,600
TORO COTTCINCR$4650.13%0.00%$94.900.00%4,900
TRANE TECHNOLOGIES PLC USD 1.0TTBUY$7220.00%0.00%$145.100.00%4,976
TRINSEO S ATSEBUY$7430.00%0.00%$51.240.00%14,500
TRIPLE-S MANAGEMENT CORPORATION CLASS B COMMON STOCK USD1GTSDECR$542-0.15%0.00%$21.34-0.29%25,400
TRUEBLUE INCTBIINCR$7050.14%0.00%$18.70-0.06%37,700
TRUECAR INCTRUEDECR$70-0.79%0.00%$4.19-0.74%16,700
UMB FINL CORPUMBFBUY$2110.00%0.00%$68.840.00%3,065
UNISYS CORPUISDECR$197-0.66%0.00%$19.70-0.82%10,000
UNITED NAT FOODS INCUNFIDECR$380-0.90%0.00%$15.97-0.90%23,800
VANDA PHARMACEUTICALS INCVNDADECR$192-0.86%0.00%$13.15-0.89%14,600
VILLAGE SUPER MKT INCVLGEADECR$454-0.55%0.00%$22.04-0.50%20,600
VISHAY PRECISION GROUP INCVPGDECR$205-0.50%0.00%$31.41-0.59%6,526
VISTA OUTDOOR INCVSTODECR$691-0.82%0.00%$23.75-0.85%29,100
VISTEON CORPVCINCR$4640.81%0.00%$125.410.00%3,700
WERNER ENTERPRISES INCWERNDECR$317-0.06%0.00%$39.250.00%8,077
WEST PHARMACEUTICAL SVSC INCWSTDECR$367-0.88%0.00%$282.96-0.88%1,297
WESTWOOD HLDGS GROUP INCWHGDECR$528-0.25%0.00%$14.51-0.43%36,400
WEYCO GROUP INCWEYSDECR$184-0.51%0.00%$15.86-0.50%11,600
WW INTL INCWWDECR$451-0.29%0.00%$24.38-0.45%18,500
YPF SOCIEDAD ANONIMAYPFDECR$71-0.34%0.00%$4.67-0.50%15,200
AAR CORPAIRSOLD$00.00%-100.00%$0.000.00%0
AARONS INCAANSOLD$00.00%-100.00%$0.000.00%0
ACACIA COMMUNICATIONS INCACIASOLD$00.00%-100.00%$0.000.00%0
ACI WORLDWIDE INCACIWSOLD$00.00%-100.00%$0.000.00%0
ADVANCED DISP SVCS INC DELADSWSOLD$00.00%-100.00%$0.000.00%0
AGROFRESH SOLUTIONS INCAGFSSOLD$00.00%-100.00%$0.000.00%0
ALLSCRIPTS HEALTHCARE SOLUTNMDRXSOLD$00.00%-100.00%$0.000.00%0
AMERICA MOVIL SAB DE CV ADRAMXSOLD$00.00%-100.00%$0.000.00%0
AMGENAMGNSOLD$00.00%-100.00%$0.000.00%0
APARTMENT INVT & MGMT COAIVSOLD$00.00%-100.00%$0.000.00%0
ARCUS BIOSCIENCES INCRCUSSOLD$00.00%-100.00%$0.000.00%0
ARES COML REAL ESTATE CORPACRESOLD$00.00%-100.00%$0.000.00%0
ARROW FINL CORPAROWSOLD$00.00%-100.00%$0.000.00%0
ATN INTL INCATNISOLD$00.00%-100.00%$0.000.00%0
AVAYA HLDGS CORPAVYASOLD$00.00%-100.00%$0.000.00%0
AXCELIS TECHNOLOGIES INCORPORATED COMMON STOCK USD0.001ACLSSOLD$00.00%-100.00%$0.000.00%0
BANCO SANTANDER BRASIL S ABSBRSOLD$00.00%-100.00%$0.000.00%0
BANK NOVA SCOTIA B CBNSSOLD$00.00%-100.00%$0.000.00%0
BANKFINANCIAL CORPBFINSOLD$00.00%-100.00%$0.000.00%0
BASSETT FURNITURE INDS INCBSETSOLD$00.00%-100.00%$0.000.00%0
BAUSCH HEALTH COS INCBHCSOLD$00.00%-100.00%$0.000.00%0
BEL FUSE INCBELFBSOLD$00.00%-100.00%$0.000.00%0
CAMPBELL SOUP COCPBSOLD$00.00%-100.00%$0.000.00%0
CANADIAN NATL RY COCNISOLD$00.00%-100.00%$0.000.00%0
CDW CORPCDWSOLD$00.00%-100.00%$0.000.00%0
CEDAR REALTY TRUST INCSOLD$00.00%-100.00%$0.000.00%0
CENTRAL GARDEN & PET COCENTASOLD$00.00%-100.00%$0.000.00%0
CENTRAL GARDEN & PET COCENTSOLD$00.00%-100.00%$0.000.00%0
CERNER CORPCERNSOLD$00.00%-100.00%$0.000.00%0
CHEESECAKE FACTORY INCCAKESOLD$00.00%-100.00%$0.000.00%0
CIENA CORPCIENSOLD$00.00%-100.00%$0.000.00%0
CITI TRENDS INCCTRNSOLD$00.00%-100.00%$0.000.00%0
CIVISTA BANCSHARES INCCIVBSOLD$00.00%-100.00%$0.000.00%0
CNB FINL CORP PACCNESOLD$00.00%-100.00%$0.000.00%0
CNOOC LIMITEDCEOSOLD$00.00%-100.00%$0.000.00%0
COCA-COLA FEMSA SAB DE CVKOFSOLD$00.00%-100.00%$0.000.00%0
COLUMBIA SPORTSWEAR COCOLMSOLD$00.00%-100.00%$0.000.00%0
COMPANHIA DE SANEAMENTO BASISBSSOLD$00.00%-100.00%$0.000.00%0
DELPHI TECHNOLOGIES PLDLPHSOLD$00.00%-100.00%$0.000.00%0
DIGI INTL INCDGIISOLD$00.00%-100.00%$0.000.00%0
EDISON INTLEIXSOLD$00.00%-100.00%$0.000.00%0
ELLINGTON FINANCIAL INCEFCSOLD$00.00%-100.00%$0.000.00%0
ENANTA PHARMACEUTICALS INCENTASOLD$00.00%-100.00%$0.000.00%0
ENERPLUS CORPERFSOLD$00.00%-100.00%$0.000.00%0
ESCALADE INCESCASOLD$00.00%-100.00%$0.000.00%0
ESSA BANCORP INCESSASOLD$00.00%-100.00%$0.000.00%0
ESSENT GROUP LTDESNTSOLD$00.00%-100.00%$0.000.00%0
EXTERRAN CORPEXTNSOLD$00.00%-100.00%$0.000.00%0
FASTLY INCFSLYSOLD$00.00%-100.00%$0.000.00%0
FEDNAT HLDG COFNHCSOLD$00.00%-100.00%$0.000.00%0
FIAT CHRYSLER AUTOMOBILES NFCAUSOLD$00.00%-100.00%$0.000.00%0
FIRST FINANCIAL NORTHWEST INFFNWSOLD$00.00%-100.00%$0.000.00%0
FORTINET INCFTNTSOLD$00.00%-100.00%$0.000.00%0
FORTUNA SILVER MINES INCFSMSOLD$00.00%-100.00%$0.000.00%0
FRONTLINE LTDFROSOLD$00.00%-100.00%$0.000.00%0
FTI CONSULTING INCFCNSOLD$00.00%-100.00%$0.000.00%0
GCI LIBERTY INCGLIBASOLD$00.00%-100.00%$0.000.00%0
GENMARK DIAGNOSTICS GNMKSOLD$00.00%-100.00%$0.000.00%0
GRITSTONE ONCOLOGY INCGRTSSOLD$00.00%-100.00%$0.000.00%0
GUESS INCSOLD$00.00%-100.00%$0.000.00%0
HALLIBURTON COHALSOLD$00.00%-100.00%$0.000.00%0
HANMI FINL CORPHAFCSOLD$00.00%-100.00%$0.000.00%0
HEALTHSTREAM INCHSTMSOLD$00.00%-100.00%$0.000.00%0
HEICO CORP NEWHEI/ASOLD$00.00%-100.00%$0.000.00%0
HERSHEY COMPANY, THEHSYSOLD$00.00%-100.00%$0.000.00%0
HILL ROM HLDGS INCHRCSOLD$00.00%-100.00%$0.000.00%0
HUNTINGTON INGALLS INDS INCHIISOLD$00.00%-100.00%$0.000.00%0
HURCO COMPANIES INCHURCSOLD$00.00%-100.00%$0.000.00%0
HURON CONSULTING GROUP INCHURNSOLD$00.00%-100.00%$0.000.00%0
ILLINOIS TOOL WORKS INC USD 0.01ITWSOLD$00.00%-100.00%$0.000.00%0
INFORMATION SVCS GROUP INCIIISOLD$00.00%-100.00%$0.000.00%0
INGREDION INCINGRSOLD$00.00%-100.00%$0.000.00%0
INOGEN INCINGNSOLD$00.00%-100.00%$0.000.00%0
ISHARES TRLQDSOLD$00.00%-100.00%$0.000.00%0
KIMBERLY-CLARK CORPKMBSOLD$00.00%-100.00%$0.000.00%0
KINIKSA PHARMACEUTICALS LTDKNSASOLD$00.00%-100.00%$0.000.00%0
KT CORPKTSOLD$00.00%-100.00%$0.000.00%0
LANTHEUS HLDGS INCSOLD$00.00%-100.00%$0.000.00%0
LAREDO PETROLEUM INCLPISOLD$00.00%-100.00%$0.000.00%0
LCNB CORPLCNBSOLD$00.00%-100.00%$0.000.00%0
LEAF GROUP LTDLEAFSOLD$00.00%-100.00%$0.000.00%0
LIBERTY GLOBAL PLCLBTYASOLD$00.00%-100.00%$0.000.00%0
LIVE NATION ENTERTAINMENT INLYVSOLD$00.00%-100.00%$0.000.00%0
LIVONGO HEALTH INCLVGOSOLD$00.00%-100.00%$0.000.00%0
MACATAWA BK CORPMCBCSOLD$00.00%-100.00%$0.000.00%0
MARATHON OIL CORPMROSOLD$00.00%-100.00%$0.000.00%0
MATRIX SVC COMTRXSOLD$00.00%-100.00%$0.000.00%0
MDC PARTNERS INCORPORATED - A COMMON STOCK NPVMDCASOLD$00.00%-100.00%$0.000.00%0
MICROSTRATEGY INCMSTRSOLD$00.00%-100.00%$0.000.00%0
MYLAN NVAERISOLD$00.00%-100.00%$0.000.00%0
NATIONAL CINEMEDIA INCNCMISOLD$00.00%-100.00%$0.000.00%0
NATURAL GROCERS BY VITAMIN CNGVCSOLD$00.00%-100.00%$0.000.00%0
NETSCOUT SYS INCNTCTSOLD$00.00%-100.00%$0.000.00%0
NEW YORK CMNTY BANCORP INCNYCBSOLD$00.00%-100.00%$0.000.00%0
NORTHRIM BANCORP INCNRIMSOLD$00.00%-100.00%$0.000.00%0
NVIDIA CORPORATIONNVDASOLD$00.00%-100.00%$0.000.00%0
ONESPAN INCOSPNSOLD$00.00%-100.00%$0.000.00%0
OOMA INCOOMASOLD$00.00%-100.00%$0.000.00%0
ORASURE TECHNOLOGIES INCOSURSOLD$00.00%-100.00%$0.000.00%0
PDL BIOPHARMA INCSOLD$00.00%-100.00%$0.000.00%0
PENNYMAC MTG INVT TRPMTSOLD$00.00%-100.00%$0.000.00%0
PETROLEO BRASILEIRO SA PETROPBRSOLD$00.00%-100.00%$0.000.00%0
PHILIP MORRIS INTL INCPMSOLD$00.00%-100.00%$0.000.00%0
PREMIER FINL BANCORP INCPFBISOLD$00.00%-100.00%$0.000.00%0
PROSPECT CAP CORPSOLD$00.00%-100.00%$0.000.00%0
RADIAN GROUP INCRDNSOLD$00.00%-100.00%$0.000.00%0
REPUBLIC BANCORP INC KYRBCAASOLD$00.00%-100.00%$0.000.00%0
RETAIL PPTYS AMER INCRPAISOLD$00.00%-100.00%$0.000.00%0
RIVERVIEW BANCORP INCRVSBSOLD$00.00%-100.00%$0.000.00%0
JOHN B. SANFILIPPO & SON INCSOLD$00.00%-100.00%$0.000.00%0
SCHOLAR ROCK HLDG CORPSRRKSOLD$00.00%-100.00%$0.000.00%0
SIGNET JEWELERS LIMITEDSIGSOLD$00.00%-100.00%$0.000.00%0
SMITH & NEPHEW PLCSNNSOLD$00.00%-100.00%$0.000.00%0
SPX CORPSPXCSOLD$00.00%-100.00%$0.000.00%0
STAMPS COM INCSTMPSOLD$00.00%-100.00%$0.000.00%0
STANTEC INCSTNSOLD$00.00%-100.00%$0.000.00%0
STARBUCKS CORPSBUXSOLD$00.00%-100.00%$0.000.00%0
STERIS PLCSTESOLD$00.00%-100.00%$0.000.00%0
STRONGBRIDGE BIOPHARMA PLCSBBPSOLD$00.00%-100.00%$0.000.00%0
TAUBMAN CTRS INCTCOSOLD$00.00%-100.00%$0.000.00%0
TAYLOR MORRISON HOME CORPTMHCSOLD$00.00%-100.00%$0.000.00%0
TD AMERITRADE HLDG CORPSOLD$00.00%-100.00%$0.000.00%0
TENCENT MUSIC ENTMT GROUPTMESOLD$00.00%-100.00%$0.000.00%0
TENNECO INCTENSOLD$00.00%-100.00%$0.000.00%0
THE ODP CORPODPSOLD$00.00%-100.00%$0.000.00%0
TOLL BROTHERS INCTOLSOLD$00.00%-100.00%$0.000.00%0
UNITED MICROELECTRONICS CORPUMCSOLD$00.00%-100.00%$0.000.00%0
UNITI GROUP INCUNITSOLD$00.00%-100.00%$0.000.00%0
UNIVERSAL INS HLDGS INCUVESOLD$00.00%-100.00%$0.000.00%0
VAREX IMAGING CORPVREXSOLD$00.00%-100.00%$0.000.00%0
VEDANTA LIMITED ADR(EACH REPRESENTS 4 ORDINARY SHARES)VEDLSOLD$00.00%-100.00%$0.000.00%0
VISHAY INTERTECHNOLOGY INCVSHSOLD$00.00%-100.00%$0.000.00%0
WRIGHT MED GROUP N VSOLD$00.00%-100.00%$0.000.00%0
XPERI HOLDING CORPSOLD$00.00%-100.00%$0.000.00%0