0001085146-20-000711.txt : 20200214
0001085146-20-000711.hdr.sgml : 20200214
20200214101357
ACCESSION NUMBER: 0001085146-20-000711
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200214
DATE AS OF CHANGE: 20200214
EFFECTIVENESS DATE: 20200214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BRIDGEWAY CAPITAL MANAGEMENT INC
CENTRAL INDEX KEY: 0001107261
IRS NUMBER: 760409332
STATE OF INCORPORATION: TX
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05563
FILM NUMBER: 20615063
BUSINESS ADDRESS:
STREET 1: 20 GREENWAY PLAZA
STREET 2: SUITE 450
CITY: HOUSTON
STATE: TX
ZIP: 77046
BUSINESS PHONE: 8322048131
MAIL ADDRESS:
STREET 1: 20 GREENWAY PLAZA
STREET 2: SUITE 450
CITY: HOUSTON
STATE: TX
ZIP: 77046
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001107261
XXXXXXXX
12-31-2019
12-31-2019
false
BRIDGEWAY CAPITAL MANAGEMENT INC
20 GREENWAY PLAZA
SUITE 450
HOUSTON
TX
77046
13F HOLDINGS REPORT
028-05563
N
Letty Wanzong
Associate
832-204-8131
/s/ Letty Wanzong
Houston
TX
02-06-2020
0
1303
7435488
INFORMATION TABLE
2
form13fInfoTable.xml
DESCRIPTION FOR INFORMATION TABLE
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COM
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1ST CONSTITUTION BANCORP
COM
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1987
89783
SH
SOLE
89783
0
0
1ST SOURCE CORP
COM
336901103
2483
47867
SH
SOLE
47867
0
0
3M CO
COM
88579Y101
13426
76100
SH
SOLE
76100
0
0
A H BELO CORP
COM CL A
001282102
551
195383
SH
SOLE
195383
0
0
ABERCROMBIE & FITCH CO
CL A
002896207
5007
289600
SH
SOLE
289600
0
0
ABIOMED INC
COM
003654100
1194
7000
SH
SOLE
7000
0
0
ABM INDS INC
COM
000957100
641
17000
SH
SOLE
17000
0
0
ACACIA RESH CORP
ACACIA TCH COM
003881307
1398
525700
SH
SOLE
525700
0
0
ACCO BRANDS CORP
COM
00081T108
5654
604100
SH
SOLE
604100
0
0
ACELRX PHARMACEUTICALS INC
COM
00444T100
730
346150
SH
SOLE
346150
0
0
ACI WORLDWIDE INC
COM
004498101
564
14900
SH
SOLE
14900
0
0
ACLARIS THERAPEUTICS INC
COM
00461U105
165
87500
SH
SOLE
87500
0
0
ACME UTD CORP
COM
004816104
738
31005
SH
SOLE
31005
0
0
ACNB CORP
COM
000868109
325
8600
SH
SOLE
8600
0
0
ACORDA THERAPEUTICS INC
COM
00484M106
688
337106
SH
SOLE
337106
0
0
ADAMAS PHARMACEUTICALS INC
COM
00548A106
436
115000
SH
SOLE
115000
0
0
ADAMS RES & ENERGY INC
COM NEW
006351308
2403
63114
SH
SOLE
63114
0
0
ADESTO TECHNOLOGIES CORP
COM
00687D101
749
88100
SH
SOLE
88100
0
0
ADOBE INC
COM
00724F101
264
800
SH
SOLE
800
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
7256
207500
SH
SOLE
207500
0
0
ADURO BIOTECH INC
COM
00739L101
427
361800
SH
SOLE
361800
0
0
ADVANCED EMISSIONS SOLUTS IN
COM
00770C101
1334
127075
SH
SOLE
127075
0
0
ADVANCED MICRO DEVICES INC
COM
007903107
4150
90500
SH
SOLE
90500
0
0
ADVANSIX INC
COM
00773T101
2973
148948
SH
SOLE
148948
0
0
AEGION CORP
COM
00770F104
3276
146441
SH
SOLE
146441
0
0
AEGLEA BIOTHERAPEUTICS INC
COM
00773J103
783
102500
SH
SOLE
102500
0
0
AERCAP HOLDINGS NV
SHS
N00985106
2096
34100
SH
SOLE
34100
0
0
AEROCENTURY CORP
COM
007737109
95
21000
SH
SOLE
21000
0
0
AES CORP
COM
00130H105
30057
1510400
SH
SOLE
1510400
0
0
AFFIMED N V
COM
N01045108
1012
369300
SH
SOLE
369300
0
0
AFLAC INC
COM
001055102
37562
710058
SH
SOLE
710058
0
0
AGEX THERAPEUTICS INC
COM
00848H108
44
24069
SH
SOLE
24069
0
0
AIR PRODS & CHEMS INC
COM
009158106
55782
237380
SH
SOLE
237380
0
0
AIR T INC
*W EXP 06/07/202
00919P112
2
39508
SH
SOLE
39508
0
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AIR T INC
COM
009207101
287
14250
SH
SOLE
14250
0
0
AIRCASTLE LTD
COM
G0129K104
14497
452900
SH
SOLE
452900
0
0
ALARM COM HLDGS INC
COM
011642105
352
8200
SH
SOLE
8200
0
0
ALASKA AIR GROUP INC
COM
011659109
4431
65400
SH
SOLE
65400
0
0
ALASKA COMMUNICATIONS SYS GR
COM
01167P101
2549
1439987
SH
SOLE
1439987
0
0
ALEXANDRIA REAL ESTATE EQ IN
COM
015271109
56440
349300
SH
SOLE
349300
0
0
ALICO INC
COM
016230104
1774
49521
SH
SOLE
49521
0
0
ALIMERA SCIENCES INC
COM NEW
016259202
197
25986
SH
SOLE
25986
0
0
ALLEGIANCE BANCSHARES INC
COM
01748H107
4111
109331
SH
SOLE
109331
0
0
ALLEGIANT TRAVEL CO
COM
01748X102
522
3000
SH
SOLE
3000
0
0
ALLENA PHARMACEUTICALS INC
COM
018119107
440
161000
SH
SOLE
161000
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
2760
24600
SH
SOLE
24600
0
0
ALLIED HEALTHCARE PRODS INC
COM NEW
019222207
80
66481
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SOLE
66481
0
0
ALLISON TRANSMISSION HLDGS I
COM
01973R101
2237
46300
SH
SOLE
46300
0
0
ALLSTATE CORP
COM
020002101
48375
430187
SH
SOLE
430187
0
0
ALLY FINL INC
COM
02005N100
42135
1378750
SH
SOLE
1378750
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0
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
3873
284349
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284349
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ALPHA PRO TECH LTD
COM
020772109
506
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147443
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ALPHABET INC
CAP STK CL A
02079K305
11304
8440
SH
SOLE
8440
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ALPHABET INC
CAP STK CL C
02079K107
11323
8469
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SOLE
8469
0
0
ALPHATEC HOLDINGS INC
COM NEW
02081G201
1205
169900
SH
SOLE
169900
0
0
ALTIMMUNE INC
COM NEW
02155H200
68
36100
SH
SOLE
36100
0
0
ALTISOURCE PORTFOLIO SOLNS S
REG SHS
L0175J104
3004
155400
SH
SOLE
155400
0
0
ALTUS MIDSTREAM CO
CL A
02215L100
372
130000
SH
SOLE
130000
0
0
AMAG PHARMACEUTICALS INC
COM
00163U106
2480
203800
SH
SOLE
203800
0
0
AMAZON COM INC
COM
023135106
26701
14450
SH
SOLE
14450
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
3726
514663
SH
SOLE
514663
0
0
AMCON DISTRG CO
COM NEW
02341Q205
662
9200
SH
SOLE
9200
0
0
AMDOCS LTD
SHS
G02602103
36207
501550
SH
SOLE
501550
0
0
AMERANT BANCORP INC
CL A
023576101
5121
235000
SH
SOLE
235000
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
27534
960052
SH
SOLE
960052
0
0
AMERICAN ASSETS TR INC
COM
024013104
262
5700
SH
SOLE
5700
0
0
AMERICAN AXLE & MFG HLDGS IN
COM
024061103
7402
687950
SH
SOLE
687950
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
32720
298400
SH
SOLE
298400
0
0
AMERICAN NATL BANKSHARES INC
COM
027745108
1041
26317
SH
SOLE
26317
0
0
AMERICAN OUTDOOR BRANDS CORP
COM
02874P103
3047
328327
SH
SOLE
328327
0
0
AMERICAN PUBLIC EDUCATION IN
COM
02913V103
2610
95300
SH
SOLE
95300
0
0
AMERICAN RENAL ASSOCIATES HO
COM
029227105
556
53600
SH
SOLE
53600
0
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AMERICAN RIVER BANKSHARES
COM
029326105
1086
73044
SH
SOLE
73044
0
0
AMERICAN SHARED HOSPITAL SVC
COM
029595105
247
101400
SH
SOLE
101400
0
0
AMERICAN SUPERCONDUCTOR CORP
SHS NEW
030111207
456
58100
SH
SOLE
58100
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
3181
13840
SH
SOLE
13840
0
0
AMERICAS CAR MART INC
COM
03062T105
548
5000
SH
SOLE
5000
0
0
AMERIPRISE FINL INC
COM
03076C106
49045
294424
SH
SOLE
294424
0
0
AMERIS BANCORP
COM
03076K108
1702
40018
SH
SOLE
40018
0
0
AMERISERV FINL INC
COM
03074A102
1219
290171
SH
SOLE
290171
0
0
AMETEK INC NEW
COM
031100100
46200
463200
SH
SOLE
463200
0
0
AMGEN INC
COM
031162100
62943
261100
SH
SOLE
261100
0
0
AMKOR TECHNOLOGY INC
COM
031652100
12415
954991
SH
SOLE
954991
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
561
9000
SH
SOLE
9000
0
0
AMPCO-PITTSBURGH CORP
COM
032037103
155
51400
SH
SOLE
51400
0
0
AMPLIFY ENERGY CORP NEW
COM
03212B103
2259
341800
SH
SOLE
341800
0
0
AMREP CORP NEW
COM
032159105
173
28900
SH
SOLE
28900
0
0
AMTECH SYS INC
COM PAR $0.01N
032332504
691
96500
SH
SOLE
96500
0
0
ANDERSONS INC
COM
034164103
4306
170316
SH
SOLE
170316
0
0
ANSYS INC
COM
03662Q105
1982
7700
SH
SOLE
7700
0
0
ANTERIX INC
COM
03676C100
523
12100
SH
SOLE
12100
0
0
ANTHEM INC
COM
036752103
52251
173000
SH
SOLE
173000
0
0
APOGEE ENTERPRISES INC
COM
037598109
3637
111900
SH
SOLE
111900
0
0
APOLLO ENDOSURGERY INC
COM
03767D108
296
103700
SH
SOLE
103700
0
0
APPLE INC
COM
037833100
34974
119100
SH
SOLE
119100
0
0
APPLIED GENETIC TECHNOL CORP
COM
03820J100
467
103300
SH
SOLE
103300
0
0
APPLIED OPTOELECTRONICS INC
COM
03823U102
297
25000
SH
SOLE
25000
0
0
APTINYX INC
COM
03836N103
500
146300
SH
SOLE
146300
0
0
APYX MED CORP
COM
03837C106
811
95870
SH
SOLE
95870
0
0
AQUESTIVE THERAPEUTICS INC
COM
03843E104
437
75000
SH
SOLE
75000
0
0
ARAVIVE INC
COM
03890D108
246
18000
SH
SOLE
18000
0
0
ARC DOCUMENT SOLUTIONS INC
COM
00191G103
1026
737919
SH
SOLE
737919
0
0
ARCBEST CORP
COM
03937C105
4275
154900
SH
SOLE
154900
0
0
ARCH CAP GROUP LTD
ORD
G0450A105
2282
53200
SH
SOLE
53200
0
0
ARCH COAL INC
CL A
039380407
8128
113300
SH
SOLE
113300
0
0
ARCHROCK INC
COM
03957W106
7495
746500
SH
SOLE
746500
0
0
ARCTURUS THERAPEUTICS HLDG I
COM
03969T109
455
41900
SH
SOLE
41900
0
0
ARDELYX INC
COM
039697107
973
129700
SH
SOLE
129700
0
0
ARDMORE SHIPPING CORP
COM
Y0207T100
1834
202688
SH
SOLE
202688
0
0
ARGO GROUP INTL HLDGS LTD
COM
G0464B107
8772
133413
SH
SOLE
133413
0
0
ARK RESTAURANTS CORP
COM
040712101
866
39000
SH
SOLE
39000
0
0
ARLINGTON ASSET INVT CORP
CL A NEW
041356205
900
161500
SH
SOLE
161500
0
0
ARMADA HOFFLER PPTYS INC
COM
04208T108
598
32600
SH
SOLE
32600
0
0
ARMSTRONG FLOORING INC
COM
04238R106
649
152000
SH
SOLE
152000
0
0
ARTS WAY MFG INC
COM
043168103
53
30000
SH
SOLE
30000
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
481
4300
SH
SOLE
4300
0
0
ASHFORD INC
COM
044104107
323
13700
SH
SOLE
13700
0
0
ASPEN AEROGELS INC
COM
04523Y105
736
94900
SH
SOLE
94900
0
0
ASPEN GROUP INC
COM NEW
04530L203
400
50000
SH
SOLE
50000
0
0
ASSERTIO THERAPEUTICS INC
COM
04545L107
545
436100
SH
SOLE
436100
0
0
ASSOCIATED CAP GROUP INC
CL A
045528106
392
10000
SH
SOLE
10000
0
0
ASTA FDG INC
COM
046220109
864
83600
SH
SOLE
83600
0
0
ASTRONOVA INC
COM
04638F108
543
39600
SH
SOLE
39600
0
0
AT&T INC
COM
00206R102
57258
1465145
SH
SOLE
1465145
0
0
ATHENE HLDG LTD
CL A
G0684D107
2248
47800
SH
SOLE
47800
0
0
ATKORE INTL GROUP INC
COM
047649108
575
14200
SH
SOLE
14200
0
0
ATLANTIC AMERN CORP
COM
048209100
141
74856
SH
SOLE
74856
0
0
ATLANTIC CAP BANCSHARES INC
COM
048269203
2986
162733
SH
SOLE
162733
0
0
ATLANTIC PWR CORP
COM NEW
04878Q863
601
257800
SH
SOLE
257800
0
0
ATLANTICUS HLDGS CORP
COM
04914Y102
637
70712
SH
SOLE
70712
0
0
ATLAS AIR WORLDWIDE HLDGS IN
COM NEW
049164205
2718
98600
SH
SOLE
98600
0
0
ATN INTL INC
COM
00215F107
2797
50500
SH
SOLE
50500
0
0
AUTOZONE INC
COM
053332102
25863
21710
SH
SOLE
21710
0
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AVALON HLDGS CORP
CL A
05343P109
53
27375
SH
SOLE
27375
0
0
AVAYA HLDGS CORP
COM
05351X101
7962
589800
SH
SOLE
589800
0
0
AVIAT NETWORKS INC
COM NEW
05366Y201
1564
111299
SH
SOLE
111299
0
0
AVID TECHNOLOGY INC
COM
05367P100
522
60800
SH
SOLE
60800
0
0
AWARE INC MASS
COM
05453N100
368
109479
SH
SOLE
109479
0
0
AXT INC
COM
00246W103
715
164406
SH
SOLE
164406
0
0
B & G FOODS INC NEW
COM
05508R106
5594
312000
SH
SOLE
312000
0
0
BABCOCK & WILCOX ENTERPRIS I
COM
05614L209
650
178600
SH
SOLE
178600
0
0
BALLANTYNE STRONG INC
COM
058516105
220
67900
SH
SOLE
67900
0
0
BANC OF CALIFORNIA INC
COM
05990K106
5111
297500
SH
SOLE
297500
0
0
BANCORP 34 INC
COM
05970V106
377
24700
SH
SOLE
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0
0
BANCORP INC DEL
COM
05969A105
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SH
SOLE
321300
0
0
BANK AMER CORP
COM
060505104
92484
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SH
SOLE
2625898
0
0
BANK COMM HLDGS
COM
06424J103
1863
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SH
SOLE
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0
0
BANK MONTREAL QUE
COM
063671101
2209
28500
SH
SOLE
28500
0
0
BANK PRINCETON NEW JERSEY
COM
064520109
994
31561
SH
SOLE
31561
0
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BANK7 CORP
COM
06652N107
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SH
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0
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BANKFINANCIAL CORP
COM
06643P104
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SH
SOLE
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0
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BANKWELL FINL GROUP INC
COM
06654A103
563
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SH
SOLE
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0
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BANNER CORP
COM NEW
06652V208
832
14700
SH
SOLE
14700
0
0
BAR HBR BANKSHARES
COM
066849100
2450
96507
SH
SOLE
96507
0
0
BARNES & NOBLE ED INC
COM
06777U101
2413
565084
SH
SOLE
565084
0
0
BASSETT FURNITURE INDS INC
COM
070203104
2979
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SH
SOLE
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0
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BBQ HLDGS INC
COM
05551A109
248
63088
SH
SOLE
63088
0
0
BBX CAP CORP NEW
CL A
05491N104
2476
519057
SH
SOLE
519057
0
0
BCB BANCORP INC
COM
055298103
2171
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SH
SOLE
157412
0
0
BEASLEY BROADCAST GROUP INC
CL A
074014101
39
12725
SH
SOLE
12725
0
0
BEAZER HOMES USA INC
COM NEW
07556Q881
2897
205000
SH
SOLE
205000
0
0
BED BATH & BEYOND INC
COM
075896100
4628
267500
SH
SOLE
267500
0
0
BEL FUSE INC
CL B
077347300
579
28257
SH
SOLE
28257
0
0
BENCHMARK ELECTRS INC
COM
08160H101
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SH
SOLE
228300
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
14938
65950
SH
SOLE
65950
0
0
BERKSHIRE HILLS BANCORP INC
COM
084680107
8950
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SH
SOLE
272211
0
0
BEST BUY INC
COM
086516101
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SH
SOLE
35600
0
0
BG STAFFING INC
COM
05544A109
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SH
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78600
0
0
BIG 5 SPORTING GOODS CORP
COM
08915P101
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255000
SH
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255000
0
0
BIG LOTS INC
COM
089302103
5902
205500
SH
SOLE
205500
0
0
BIGLARI HLDGS INC
COM STK CL B
08986R309
1430
12500
SH
SOLE
12500
0
0
BIOANALYTICAL SYS INC
COM
09058M103
442
89210
SH
SOLE
89210
0
0
BIOGEN INC
COM
09062X103
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220875
SH
SOLE
220875
0
0
BIOSPECIFICS TECHNOLOGIES CO
COM
090931106
560
9830
SH
SOLE
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0
0
BK TECHNOLOGIES CORPORATION
COM
05587G104
590
190444
SH
SOLE
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0
0
BLONDER TONGUE LABS INC
COM
093698108
236
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SH
SOLE
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0
0
BLOOMIN BRANDS INC
COM
094235108
395
17900
SH
SOLE
17900
0
0
BLUE APRON HLDGS INC
CL A NEW
09523Q200
132
20000
SH
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0
0
BLUE CAP REINS HLDGS LTD
COM
G1190F107
87
12700
SH
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0
0
BLUELINX HLDGS INC
COM NEW
09624H208
586
41100
SH
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0
0
BLUEROCK RESIDENTIAL GRW REI
COM CL A
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289
24000
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0
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COM
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0
BOEING CO
COM
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BOISE CASCADE CO DEL
COM
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0
BONANZA CREEK ENERGY INC
COM NEW
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0
BOOT BARN HLDGS INC
COM
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379
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0
0
BOSTON PRIVATE FINL HLDGS IN
COM
101119105
5267
437800
SH
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0
BRADY CORP
CL A
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670
11700
SH
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0
0
BRINKS CO
COM
109696104
290
3200
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0
BROOKDALE SR LIVING INC
COM
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7681
1056500
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0
BROWN FORMAN CORP
CL B
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45282
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SH
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BRYN MAWR BK CORP
COM
117665109
680
16500
SH
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0
BSQUARE CORP
COM NEW
11776U300
21
15000
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0
BUILD A BEAR WORKSHOP
COM
120076104
481
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BUILDERS FIRSTSOURCE INC
COM
12008R107
2264
89100
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0
BURLINGTON STORES INC
COM
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1459
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BYLINE BANCORP INC
COM
124411109
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C & F FINL CORP
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CABOT OIL & GAS CORP
COM
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2237
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CADENCE BANCORPORATION
CL A
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4097
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0
CADENCE DESIGN SYSTEM INC
COM
127387108
8448
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SH
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CAESARSTONE LTD
ORD SHS
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2857
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0
CAI INTERNATIONAL INC
COM
12477X106
4901
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CALEDONIA MNG CORP PLC
SHS NEW
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92
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0
0
CALERES INC
COM
129500104
6185
260400
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0
CALITHERA BIOSCIENCES INC
COM
13089P101
1153
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0
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CALLON PETE CO DEL
COM
13123X102
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CAMDEN NATL CORP
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2942
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COM
134429109
45318
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CAPITAL BANCORP INC MD
COM
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250
16800
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COM
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4236
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CAPITAL ONE FINL CORP
COM
14040H105
50553
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CAPITAL SR LIVING CORP
COM
140475104
418
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0
0
CAPITALA FIN CORP
COM
14054R106
1814
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0
0
CAPSTAR FINL HLDGS INC
COM
14070T102
981
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0
0
CARDINAL HEALTH INC
COM
14149Y108
2089
41300
SH
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41300
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0
CARDTRONICS PLC
SHS CL A
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313
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0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
901
18100
SH
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0
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CARRIAGE SVCS INC
COM
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1221
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0
0
CARROLS RESTAURANT GROUP INC
COM
14574X104
1586
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CARTER BK & TR MARTINSVILLE
COM
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3677
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CASTLIGHT HEALTH INC
CL B
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1442
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0
0
CATASYS INC
COM PAR
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176
10800
SH
SOLE
10800
0
0
CATO CORP NEW
CL A
149205106
2410
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SH
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0
0
CB FINL SVCS INC
COM
12479G101
1338
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0
0
CBDMD INC
COM
12482W101
233
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0
0
CDW CORP
COM
12514G108
6585
46100
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46100
0
0
CEL SCI CORP
COM PAR NEW
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1256
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0
0
CELLDEX THERAPEUTICS INC NEW
COM NEW
15117B202
172
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SH
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0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
4698
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CENTRAL GARDEN & PET CO
COM
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528
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0
CENTRAL PAC FINL CORP
COM NEW
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636
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0
0
CENTRAL VALLEY CMNTY BANCORP
COM
155685100
2189
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0
CENTRUS ENERGY CORP
CL A
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197
28600
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0
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
1979
22000
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0
0
CENTURY CASINOS INC
COM
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1614
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0
0
CENTURYLINK INC
COM
156700106
57245
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0
0
CF INDS HLDGS INC
COM
125269100
17675
370241
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0
CHAPARRAL ENERGY INC
COM CL A
15942R208
571
324300
SH
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0
0
CHARAH SOLUTIONS INC
COM
15957P105
151
61900
SH
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0
0
CHARLES & COLVARD LTD
COM
159765106
424
298600
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0
0
CHARTER COMMUNICATIONS INC N
CL A
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41062
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0
0
CHEESECAKE FACTORY INC
COM
163072101
288
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0
0
CHEMED CORP NEW
COM
16359R103
2390
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0
CHEMUNG FINL CORP
COM
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2354
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CHEVRON CORP NEW
COM
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13578
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0
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CHIASMA INC
COM
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1175
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0
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CHICAGO RIVET & MACH CO
COM
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359
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CHICKEN SOUP FOR THE SOUL EN
CL A
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120
15000
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0
0
CHICOS FAS INC
COM
168615102
2230
585400
SH
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0
0
CHIMERIX INC
COM
16934W106
633
312000
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0
0
CHINA AUTOMOTIVE SYS INC
COM
16936R105
336
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0
0
CHINA XD PLASTICS CO LTD
COM
16948F107
636
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0
0
CHIPOTLE MEXICAN GRILL INC
COM
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2980
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0
0
CIDARA THERAPEUTICS INC
COM
171757107
397
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103282
0
0
CIGNA CORP NEW
COM
125523100
4151
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SH
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0
0
CIM COML TR CORP
COM NEW
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236
16300
SH
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16300
0
0
CIMPRESS PLC
SHS EURO
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553
4400
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0
0
CINCINNATI FINL CORP
COM
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27775
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0
0
CINEDIGM CORP
COM NEW
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32000
0
0
CISCO SYS INC
COM
17275R102
31879
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CITI TRENDS INC
COM
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5388
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0
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CITIGROUP INC
COM NEW
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CITIZENS CMNTY BANCORP INC M
COM
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CITIZENS HLDG CO MISS
COM
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625
28570
SH
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0
0
CITIZENS INC
CL A
174740100
832
123240
SH
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123240
0
0
CITY HLDG CO
COM
177835105
229
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SH
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0
0
CIVISTA BANCSHARES INC
COM NO PAR
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2147
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0
0
CLEAN ENERGY FUELS CORP
COM
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CLEARFIELD INC
COM
18482P103
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CLEARSIDE BIOMEDICAL INC
COM
185063104
261
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CLEARWATER PAPER CORP
COM
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CLOROX CO DEL
COM
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CNB FINL CORP PA
COM
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4399
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CNH INDL N V
SHS
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2433
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0
0
COCA COLA CO
COM
191216100
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COCA COLA CONSOLIDATED INC
COM
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312
1100
SH
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0
0
CODORUS VY BANCORP INC
COM
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1492
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0
0
COFFEE HLDG CO INC
COM
192176105
152
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COLLECTORS UNIVERSE INC
COM NEW
19421R200
1050
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0
COLONY BANKCORP INC
COM
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796
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SH
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COMCAST CORP NEW
CL A
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COMFORT SYS USA INC
COM
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314
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COMMERCIAL VEH GROUP INC
COM
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1765
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COMMUNICATIONS SYS INC
COM
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695
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SH
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COMMUNITY BANKERS TR CORP
COM
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0
COMMUNITY FINL CORP MD
COM
20368X101
617
17340
SH
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0
COMMUNITY TR BANCORP INC
COM
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1073
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23000
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0
COMMUNITY WEST BANCSHARES
COM
204157101
515
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0
0
COMPUTER TASK GROUP INC
COM
205477102
481
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SH
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0
0
COMSTOCK HLDG COS INC
CL A NEW
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104
54400
SH
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54400
0
0
COMSTOCK RES INC
COM
205768302
4171
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SH
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0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
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6133
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SH
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0
0
CONATUS PHARMACEUTICALS INC
COM
20600T108
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19500
SH
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0
0
CONCERT PHARMACEUTICALS INC
COM
206022105
763
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SH
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0
0
CONFORMIS INC
COM
20717E101
710
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SH
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0
0
CONIFER HLDGS INC
COM
20731J102
76
19000
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SOLE
19000
0
0
CONNECTONE BANCORP INC NEW
COM
20786W107
4768
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0
CONNS INC
COM
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2162
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SH
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0
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CONOCOPHILLIPS
COM
20825C104
61225
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SH
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0
0
CONSOL ENERGY INC NEW
COM
20854L108
2628
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SH
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0
0
CONSOLIDATED COMM HLDGS INC
COM
209034107
1645
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SH
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0
0
CONSOLIDATED TOMOKA LD CO
COM
210226106
2470
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SH
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0
0
CONSTELLATION PHARMCETICLS I
COM
210373106
1296
27500
SH
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0
0
CONSUMER PORTFOLIO SVCS INC
COM
210502100
2999
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0
0
CONTAINER STORE GROUP INC
COM
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1747
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0
CONTANGO OIL & GAS COMPANY
COM NEW
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1618
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SH
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0
0
CONTURA ENERGY INC
COM
21241B100
837
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SH
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0
0
COOPER STD HLDGS INC
COM
21676P103
1061
32000
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32000
0
0
COOPER TIRE & RUBR CO
COM
216831107
6722
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SH
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0
COPART INC
COM
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2364
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26000
0
0
CORE MOLDING TECHNOLOGIES IN
COM
218683100
176
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0
0
CORMEDIX INC
COM
21900C308
714
98100
SH
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98100
0
0
CORNING INC
COM
219350105
43430
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SH
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0
0
CORVUS PHARMACEUTICALS INC
COM
221015100
727
133700
SH
SOLE
133700
0
0
COSTAMARE INC
SHS
Y1771G102
7898
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SH
SOLE
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0
0
COSTAR GROUP INC
COM
22160N109
2495
4170
SH
SOLE
4170
0
0
COTT CORP QUE
COM
22163N106
7815
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0
0
COUNTY BANCORP INC
COM
221907108
537
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SH
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0
0
COUPA SOFTWARE INC
COM
22266L106
1872
12800
SH
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12800
0
0
COVENANT TRANSN GROUP INC
CL A
22284P105
1210
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SH
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0
0
COWEN INC
CL A NEW
223622606
4076
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SH
SOLE
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0
0
CPI AEROSTRUCTURES INC
COM NEW
125919308
332
49300
SH
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0
0
CREDIT ACCEP CORP MICH
COM
225310101
3724
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CROCS INC
COM
227046109
570
13600
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0
0
CROSS CTRY HEALTHCARE INC
COM
227483104
2109
181500
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0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
2075
14600
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14600
0
0
CROWN CRAFTS INC
COM
228309100
526
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0
0
CROWN HOLDINGS INC
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228368106
413
5700
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0
0
CSP INC
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126389105
615
47100
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0
0
CSS INDS INC
COM
125906107
187
42300
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0
0
CULP INC
COM
230215105
1363
100100
SH
SOLE
100100
0
0
CUMBERLAND PHARMACEUTICALS I
COM
230770109
942
183000
SH
SOLE
183000
0
0
CUMULUS MEDIA INC
COM CLASS A
231082801
2999
170700
SH
SOLE
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0
0
CURIS INC
COM NEW
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545
320340
SH
SOLE
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0
0
CURO GROUP HLDGS CORP
COM
23131L107
1523
125000
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SOLE
125000
0
0
CUSTOMERS BANCORP INC
COM
23204G100
3338
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SH
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140200
0
0
CUTERA INC
COM
232109108
236
6600
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SOLE
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0
0
CVB FINL CORP
COM
126600105
345
16000
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16000
0
0
CYBEROPTICS CORP
COM
232517102
468
25450
SH
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0
0
CYMABAY THERAPEUTICS INC
COM
23257D103
544
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0
0
CYNERGISTEK INC
COM
23258P105
871
264000
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264000
0
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DANA INCORPORATED
COM
235825205
457
25100
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0
0
DAVE & BUSTERS ENTMT INC
COM
238337109
478
11900
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SOLE
11900
0
0
DAVITA INC
COM
23918K108
2416
32200
SH
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32200
0
0
DAWSON GEOPHYSICAL CO NEW
COM
239360100
478
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SH
SOLE
199244
0
0
DEL TACO RESTAURANTS INC
COM
245496104
2371
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SOLE
299900
0
0
DELL TECHNOLOGIES INC
CL C
24703L202
2436
47396
SH
SOLE
47396
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
38682
661450
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SOLE
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0
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DELTA APPAREL INC
COM
247368103
3828
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0
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DENBURY RES INC
COM NEW
247916208
3691
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0
0
DESTINATION XL GROUP INC
COM
25065K104
522
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SOLE
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DEVON ENERGY CORP NEW
COM
25179M103
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SOLE
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0
0
DHI GROUP INC
COM
23331S100
1956
649800
SH
SOLE
649800
0
0
DHT HOLDINGS INC
SHS NEW
Y2065G121
7859
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SH
SOLE
949122
0
0
DIAMOND OFFSHORE DRILLING IN
COM
25271C102
3737
519700
SH
SOLE
519700
0
0
DIGIRAD CORP
COM NEW
253827703
114
44090
SH
SOLE
44090
0
0
DILLARDS INC
CL A
254067101
8707
118500
SH
SOLE
118500
0
0
DIME CMNTY BANCSHARES
COM
253922108
3445
164900
SH
SOLE
164900
0
0
DIODES INC
COM
254543101
5440
96499
SH
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0
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DISCOVER FINL SVCS
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COM SER A
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0
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CL A
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CL A
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25787G100
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DORIAN LPG LTD
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Y2106R110
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230
123396
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COM
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3024
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15400
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DXC TECHNOLOGY CO
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26942G100
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CL A
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27875T101
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281479105
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28176E108
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28531P103
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285409108
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28621V101
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EMCOR GROUP INC
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29084Q100
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EMCORE CORP
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431
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COM
29103B100
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139
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ENERGY TRANSFER LP
COM UT LTD PTN
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ENNIS INC
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ENSTAR GROUP LIMITED
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ENTERCOM COMMUNICATIONS CORP
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ENTERPRISE BANCORP INC MASS
COM
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COM CL A
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EROS INTL PLC
SHS NEW
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COM
296056104
472
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29667D104
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EVANS BANCORP INC
COM NEW
29911Q208
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EVELO BIOSCIENCES INC
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299734103
542
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EVERQUOTE INC
COM CL A
30041R108
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30041T104
270
51400
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EVOLUTION PETROLEUM CORP
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30049A107
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30063P105
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EXONE CO
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302104104
360
48300
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30219E103
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EXTERRAN CORP
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30227H106
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EXTRACTION OIL AND GAS INC
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30227M105
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EXXON MOBIL CORP
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EZCORP INC
CL A NON VTG
302301106
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307675108
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311900104
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FB FINL CORP
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30257X104
4870
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FBL FINL GROUP INC
CL A
30239F106
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FEDERAL AGRIC MTG CORP
CL C
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31431B109
2666
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FIESTA RESTAURANT GROUP INC
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FIFTH THIRD BANCORP
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46424
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FINANCIAL INSTNS INC
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FINJAN HLDGS INC
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FLAGSTAR BANCORP INC
COM PAR .001
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288
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FORTERRA INC
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34960W106
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FORTIVE CORP
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350392106
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35086T109
522
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35352P104
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354613101
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357023100
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358435105
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FRONTIER COMMUNICATIONS CORP
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311
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30263Y104
1084
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359523107
413
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1007
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472
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549
31500
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36116M106
2259
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GAIA INC NEW
CL A
36269P104
481
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36268W100
884
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CL A COM
361438104
645
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CL A
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3227
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COM
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3639
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2124
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368678108
642
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369822101
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37045V100
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371532102
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37185X106
1366
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GENIE ENERGY LTD
CL B
372284208
473
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2024
48000
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37364X109
1111
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374163103
357
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374396406
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18300
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36237H101
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376536108
695
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4839
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37940G109
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675
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38068T105
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930
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163
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1044
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12730
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870
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400
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78200
SH
SOLE
78200
0
0
GULF RESOURCES INC
COM
40251W309
475
931550
SH
SOLE
931550
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
2484
817000
SH
SOLE
817000
0
0
H & E EQUIPMENT SERVICES INC
COM
404030108
2210
66100
SH
SOLE
66100
0
0
HABIT RESTAURANTS INC
COM CL A
40449J103
840
80500
SH
SOLE
80500
0
0
HAEMONETICS CORP
COM
405024100
437
3800
SH
SOLE
3800
0
0
HALLADOR ENERGY COMPANY
COM
40609P105
621
209200
SH
SOLE
209200
0
0
HALLIBURTON CO
COM
406216101
1874
76600
SH
SOLE
76600
0
0
HAMILTON BEACH BRANDS HLDG C
COM CL A
40701T104
678
35500
SH
SOLE
35500
0
0
HANGER INC
COM NEW
41043F208
552
20000
SH
SOLE
20000
0
0
HANMI FINL CORP
COM NEW
410495204
3239
162000
SH
SOLE
162000
0
0
HARBORONE BANCORP INC NEW
COM NEW
41165Y100
410
37300
SH
SOLE
37300
0
0
HARSCO CORP
COM
415864107
313
13600
SH
SOLE
13600
0
0
HARTE-HANKS INC
COM
416196202
265
73993
SH
SOLE
73993
0
0
HARVARD BIOSCIENCE INC
COM
416906105
1969
645617
SH
SOLE
645617
0
0
HAVERTY FURNITURE INC
COM
419596101
3388
168059
SH
SOLE
168059
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
7038
240300
SH
SOLE
240300
0
0
HAWTHORN BANCSHARES INC
COM
420476103
1593
62469
SH
SOLE
62469
0
0
HC2 HLDGS INC
COM
404139107
301
138600
SH
SOLE
138600
0
0
HCA HEALTHCARE INC
COM
40412C101
44779
302950
SH
SOLE
302950
0
0
HEARTLAND FINL USA INC
COM
42234Q102
9120
183350
SH
SOLE
183350
0
0
HECLA MNG CO
COM
422704106
6851
2021000
SH
SOLE
2021000
0
0
HEICO CORP NEW
CL A
422806208
2041
22800
SH
SOLE
22800
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
3088
95000
SH
SOLE
95000
0
0
HELIX ENERGY SOLUTIONS GRP I
COM
42330P107
10314
1071000
SH
SOLE
1071000
0
0
HERC HLDGS INC
COM
42704L104
7698
157300
SH
SOLE
157300
0
0
HERITAGE INS HLDGS INC
COM
42727J102
2063
155700
SH
SOLE
155700
0
0
HERSHEY CO
COM
427866108
54677
372000
SH
SOLE
372000
0
0
HERTZ GLOBAL HLDGS INC
COM
42806J106
8254
524042
SH
SOLE
524042
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
37263
2349500
SH
SOLE
2349500
0
0
HI CRUSH INC
COM
428337109
229
260000
SH
SOLE
260000
0
0
HIBBETT SPORTS INC
COM
428567101
4301
153400
SH
SOLE
153400
0
0
HILL INTERNATIONAL INC
COM
431466101
609
192751
SH
SOLE
192751
0
0
HILLENBRAND INC
COM
431571108
1853
55614
SH
SOLE
55614
0
0
HILLTOP HOLDINGS INC
COM
432748101
9416
377700
SH
SOLE
377700
0
0
HMN FINL INC
COM
40424G108
1046
49800
SH
SOLE
49800
0
0
HOLLYFRONTIER CORP
COM
436106108
47368
934100
SH
SOLE
934100
0
0
HOME BANCORP INC
COM
43689E107
3080
78591
SH
SOLE
78591
0
0
HOME DEPOT INC
COM
437076102
13409
61400
SH
SOLE
61400
0
0
HOMESTREET INC
COM
43785V102
6297
185200
SH
SOLE
185200
0
0
HOPE BANCORP INC
COM
43940T109
6836
460000
SH
SOLE
460000
0
0
HORACE MANN EDUCATORS CORP N
COM
440327104
8817
201950
SH
SOLE
201950
0
0
HORIZON BANCORP INC
COM
440407104
5717
300909
SH
SOLE
300909
0
0
HORIZON GLOBAL CORP
COM
44052W104
524
150000
SH
SOLE
150000
0
0
HORIZON TECHNOLOGY FIN CORP
COM
44045A102
693
53600
SH
SOLE
53600
0
0
HORMEL FOODS CORP
COM
440452100
56284
1247700
SH
SOLE
1247700
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
44151
2380100
SH
SOLE
2380100
0
0
HOSTESS BRANDS INC
CL A
44109J106
8685
597300
SH
SOLE
597300
0
0
HOUGHTON MIFFLIN HARCOURT CO
COM
44157R109
3760
601600
SH
SOLE
601600
0
0
HOUSTON WIRE & CABLE CO
COM
44244K109
401
91039
SH
SOLE
91039
0
0
HOWARD BANCORP INC
COM
442496105
2517
149100
SH
SOLE
149100
0
0
HP INC
COM
40434L105
2456
119500
SH
SOLE
119500
0
0
HUB GROUP INC
CL A
443320106
10576
206200
SH
SOLE
206200
0
0
HUDSON GLOBAL INC
COM NEW
443787205
161
13441
SH
SOLE
13441
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
43809
2905100
SH
SOLE
2905100
0
0
HURCO COMPANIES INC
COM
447324104
2804
73106
SH
SOLE
73106
0
0
ICHOR HOLDINGS
SHS
G4740B105
3011
90500
SH
SOLE
90500
0
0
ICONIX BRAND GROUP INC
COM NEW
451055305
118
87600
SH
SOLE
87600
0
0
IDEAYA BIOSCIENCES INC
COM
45166A102
638
85000
SH
SOLE
85000
0
0
IDENTIV INC
COM NEW
45170X205
104
18500
SH
SOLE
18500
0
0
IDT CORP
CL B NEW
448947507
728
101000
SH
SOLE
101000
0
0
IEC ELECTRS CORP NEW
COM
44949L105
417
45850
SH
SOLE
45850
0
0
IHS MARKIT LTD
SHS
G47567105
48793
647550
SH
SOLE
647550
0
0
IMPAC MTG HLDGS INC
COM NEW
45254P508
625
118781
SH
SOLE
118781
0
0
INDEPENDENCE CONTRACT DRIL I
COM
453415309
403
404319
SH
SOLE
404319
0
0
INDEPENDENCE HLDG CO NEW
COM NEW
453440307
1915
45500
SH
SOLE
45500
0
0
INDUSTRIAL LOGISTICS PPTYS T
COM SHS BEN INT
456237106
439
19597
SH
SOLE
19597
0
0
INFINITY PHARMACEUTICALS INC
COM
45665G303
477
496900
SH
SOLE
496900
0
0
INFORMATION SERVICES GROUP I
COM
45675Y104
515
203500
SH
SOLE
203500
0
0
INFUSYSTEM HLDGS INC
COM
45685K102
4565
535176
SH
SOLE
535176
0
0
INGLES MKTS INC
CL A
457030104
8165
171850
SH
SOLE
171850
0
0
INNERWORKINGS INC
COM
45773Y105
824
149508
SH
SOLE
149508
0
0
INNODATA INC
COM NEW
457642205
286
250455
SH
SOLE
250455
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
800
25000
SH
SOLE
25000
0
0
INNOSPEC INC
COM
45768S105
2069
20000
SH
SOLE
20000
0
0
INNOVATIVE INDL PPTYS INC
COM
45781V101
539
7100
SH
SOLE
7100
0
0
INNOVATIVE SOLUTIONS & SUPPO
COM
45769N105
606
103700
SH
SOLE
103700
0
0
INNOVIVA INC
COM
45781M101
530
37400
SH
SOLE
37400
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
11900
169300
SH
SOLE
169300
0
0
INSULET CORP
COM
45784P101
4802
28050
SH
SOLE
28050
0
0
INTEL CORP
COM
458140100
13514
225793
SH
SOLE
225793
0
0
INTELLICHECK INC
COM NEW
45817G201
372
49700
SH
SOLE
49700
0
0
INTELLIGENT SYS CORP NEW
COM
45816D100
212
5300
SH
SOLE
5300
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
34928
377400
SH
SOLE
377400
0
0
INTERDIGITAL INC
COM
45867G101
480
8800
SH
SOLE
8800
0
0
INTERNAP CORP
COM PAR
45885A409
217
196900
SH
SOLE
196900
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
13554
101117
SH
SOLE
101117
0
0
INTEST CORP
COM
461147100
2122
356600
SH
SOLE
356600
0
0
INTEVAC INC
COM
461148108
826
117060
SH
SOLE
117060
0
0
INTL FCSTONE INC
COM
46116V105
2339
47900
SH
SOLE
47900
0
0
INTREPID POTASH INC
COM
46121Y102
2056
758500
SH
SOLE
758500
0
0
INTRICON CORP
COM
46121H109
1472
81800
SH
SOLE
81800
0
0
INTUIT
COM
461202103
3248
12400
SH
SOLE
12400
0
0
INVACARE CORP
COM
461203101
670
74300
SH
SOLE
74300
0
0
INVESTCORP CR MGMT BDC INC
COM
46090R104
678
101200
SH
SOLE
101200
0
0
ION GEOPHYSICAL CORP
COM NEW
462044207
1352
155716
SH
SOLE
155716
0
0
IONIS PHARMACEUTICALS INC
COM
462222100
2187
36200
SH
SOLE
36200
0
0
IRIDEX CORP
COM
462684101
183
81500
SH
SOLE
81500
0
0
ISHARES TR
MICRO-CAP ETF
464288869
649
6525
SH
SOLE
6525
0
0
ISHARES TR
RUS 2000 VAL ETF
464287630
5310
41300
SH
SOLE
41300
0
0
ISSUER DIRECT CORPORATION
COM NEW
46520M204
292
25000
SH
SOLE
25000
0
0
ITRON INC
COM
465741106
546
6500
SH
SOLE
6500
0
0
IVERIC BIO INC
COM
46583P102
347
40500
SH
SOLE
40500
0
0
J ALEXANDERS HLDGS INC
COM
46609J106
1617
169100
SH
SOLE
169100
0
0
J JILL INC
COM
46620W102
506
447900
SH
SOLE
447900
0
0
JAKKS PAC INC
COM
47012E106
309
299700
SH
SOLE
299700
0
0
JAMES RIV GROUP LTD
COM
G5005R107
8535
207100
SH
SOLE
207100
0
0
JAZZ PHARMACEUTICALS PLC
SHS USD
G50871105
47277
316700
SH
SOLE
316700
0
0
JMP GROUP LLC
COM
46629U107
220
68151
SH
SOLE
68151
0
0
JOHNSON & JOHNSON
COM
478160104
13524
92712
SH
SOLE
92712
0
0
JOHNSON CTLS INTL PLC
SHS
G51502105
31031
762254
SH
SOLE
762254
0
0
JOINT CORP
COM
47973J102
315
19500
SH
SOLE
19500
0
0
JOUNCE THERAPEUTICS INC
COM
481116101
1972
225900
SH
SOLE
225900
0
0
JPMORGAN CHASE & CO
COM
46625H100
22289
159895
SH
SOLE
159895
0
0
K12 INC
COM
48273U102
5290
259967
SH
SOLE
259967
0
0
KALA PHARMACEUTICALS INC
COM
483119103
579
156900
SH
SOLE
156900
0
0
KALEIDO BIOSCIENCES INC
COM
483347100
636
126700
SH
SOLE
126700
0
0
KALVISTA PHARMACEUTICALS INC
COM
483497103
1076
60400
SH
SOLE
60400
0
0
KELLY SVCS INC
CL A
488152208
5243
232200
SH
SOLE
232200
0
0
KEMET CORP
COM NEW
488360207
8913
329500
SH
SOLE
329500
0
0
KEWAUNEE SCIENTIFIC CORP
COM
492854104
451
33500
SH
SOLE
33500
0
0
KEY TRONIC CORP
COM
493144109
736
135233
SH
SOLE
135233
0
0
KEYCORP NEW
COM
493267108
30552
1509500
SH
SOLE
1509500
0
0
KEZAR LIFE SCIENCES INC
COM
49372L100
313
78169
SH
SOLE
78169
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
2515
143300
SH
SOLE
143300
0
0
KIMBALL INTL INC
CL B
494274103
649
31400
SH
SOLE
31400
0
0
KINGSTONE COS INC
COM
496719105
181
23300
SH
SOLE
23300
0
0
KIRKLAND LAKE GOLD LTD
COM
49741E100
2085
47300
SH
SOLE
47300
0
0
KIRKLANDS INC
COM
497498105
17
13700
SH
SOLE
13700
0
0
KLX ENERGY SERVICS HOLDNGS I
COM
48253L106
290
45000
SH
SOLE
45000
0
0
KODIAK SCIENCES INC
COM
50015M109
720
10000
SH
SOLE
10000
0
0
KOHLS CORP
COM
500255104
41105
806770
SH
SOLE
806770
0
0
KRATON CORPORATION
COM
50077C106
6397
252627
SH
SOLE
252627
0
0
KROGER CO
COM
501044101
40086
1382750
SH
SOLE
1382750
0
0
KRONOS WORLDWIDE INC
COM
50105F105
1541
115000
SH
SOLE
115000
0
0
KVH INDS INC
COM
482738101
735
66067
SH
SOLE
66067
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
41963
212075
SH
SOLE
212075
0
0
LADENBURG THALMAN FIN SVCS I
COM
50575Q102
2683
771100
SH
SOLE
771100
0
0
LAKE SHORE BANCORP INC
COM
510700107
516
33850
SH
SOLE
33850
0
0
LAKELAND BANCORP INC
COM
511637100
3982
229090
SH
SOLE
229090
0
0
LAKELAND INDS INC
COM
511795106
934
86457
SH
SOLE
86457
0
0
LANDMARK BANCORP INC
COM
51504L107
843
33639
SH
SOLE
33639
0
0
LANDS END INC NEW
COM
51509F105
2528
150500
SH
SOLE
150500
0
0
LANNET INC
COM
516012101
3217
364700
SH
SOLE
364700
0
0
LAREDO PETROLEUM INC
COM
516806106
1544
537900
SH
SOLE
537900
0
0
LAWSON PRODS INC
COM
520776105
271
5200
SH
SOLE
5200
0
0
LCI INDS
COM
50189K103
311
2900
SH
SOLE
2900
0
0
LCNB CORP
COM
50181P100
1065
55200
SH
SOLE
55200
0
0
LEAF GROUP LTD
COM
52177G102
594
148600
SH
SOLE
148600
0
0
LEAR CORP
COM NEW
521865204
52309
381263
SH
SOLE
381263
0
0
LEE ENTERPRISES INC
COM
523768109
407
286700
SH
SOLE
286700
0
0
LEVEL ONE BANCORP INC
COM
52730D208
629
25000
SH
SOLE
25000
0
0
LGI HOMES INC
COM
50187T106
438
6200
SH
SOLE
6200
0
0
LIBBEY INC
COM
529898108
295
203200
SH
SOLE
203200
0
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
1250
170000
SH
SOLE
170000
0
0
LIFETIME BRANDS INC
COM
53222Q103
1213
174599
SH
SOLE
174599
0
0
LIFEVANTAGE CORP
COM NEW
53222K205
1380
88400
SH
SOLE
88400
0
0
LIFEWAY FOODS INC
COM
531914109
125
63052
SH
SOLE
63052
0
0
LILLY ELI & CO
COM
532457108
329
2500
SH
SOLE
2500
0
0
LIMBACH HLDGS INC
COM
53263P105
293
77500
SH
SOLE
77500
0
0
LIMESTONE BANCORP INC
COM
53262L105
243
13500
SH
SOLE
13500
0
0
LINCOLN EDL SVCS CORP
COM
533535100
605
223969
SH
SOLE
223969
0
0
LINEAGE CELL THERAPEUTICS IN
COM
53566P109
471
529039
SH
SOLE
529039
0
0
LIQUIDITY SERVICES INC
COM
53635B107
506
84900
SH
SOLE
84900
0
0
LIVE OAK BANCSHARES INC
COM
53803X105
1209
63600
SH
SOLE
63600
0
0
LIVE VENTURES INC
COM NEW
538142308
103
13702
SH
SOLE
13702
0
0
LOCKHEED MARTIN CORP
COM
539830109
2348
6030
SH
SOLE
6030
0
0
LONESTAR RES US INC
CL A VTG
54240F103
1326
508100
SH
SOLE
508100
0
0
LSB INDS INC
COM
502160104
1319
314000
SH
SOLE
314000
0
0
LSI INDS INC
COM
50216C108
2623
433500
SH
SOLE
433500
0
0
LUBYS INC
COM
549282101
282
128100
SH
SOLE
128100
0
0
LULULEMON ATHLETICA INC
COM
550021109
2965
12800
SH
SOLE
12800
0
0
LUTHER BURBANK CORP
COM
550550107
4064
352500
SH
SOLE
352500
0
0
LYDALL INC DEL
COM
550819106
1642
80000
SH
SOLE
80000
0
0
LYON WILLIAM HOMES
CL A NEW
552074700
3480
174197
SH
SOLE
174197
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
51045
540271
SH
SOLE
540271
0
0
M D C HLDGS INC
COM
552676108
645
16904
SH
SOLE
16904
0
0
M/I HOMES INC
COM
55305B101
1987
50500
SH
SOLE
50500
0
0
MACKINAC FINL CORP
COM
554571109
1208
69200
SH
SOLE
69200
0
0
MACYS INC
COM
55616P104
27578
1622250
SH
SOLE
1622250
0
0
MAGELLAN HEALTH INC
COM NEW
559079207
10579
135200
SH
SOLE
135200
0
0
MAGENTA THERAPEUTICS INC
COM
55910K108
459
30287
SH
SOLE
30287
0
0
MAGNACHIP SEMICONDUCTOR CORP
COM
55933J203
581
50000
SH
SOLE
50000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
1846
528900
SH
SOLE
528900
0
0
MALVERN BANCORP INC
COM
561409103
626
27100
SH
SOLE
27100
0
0
MAMMOTH ENERGY SVCS INC
COM
56155L108
927
421400
SH
SOLE
421400
0
0
MANNATECH INC
COM NEW
563771203
977
62409
SH
SOLE
62409
0
0
MANNING & NAPIER INC
CL A
56382Q102
928
533300
SH
SOLE
533300
0
0
MANNKIND CORP
COM NEW
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733
568500
SH
SOLE
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0
0
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COM
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44659
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SOLE
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0
MARATHON PETE CORP
COM
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40391
670388
SH
SOLE
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0
MARCHEX INC
CL B
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778
205800
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SOLE
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0
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COM
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5538
174304
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0
MARIN SOFTWARE INC
COM NEW
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19
13571
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0
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2353
141000
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0
0
MARINUS PHARMACEUTICALS INC
COM
56854Q101
809
374400
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SOLE
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0
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57060D108
3200
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COM
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2907
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SOLE
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0
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573075108
5659
263337
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0
MASTEC INC
COM
576323109
520
8100
SH
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0
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COM
57633B100
523
47200
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0
0
MASTERCARD INC
CL A
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239
800
SH
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800
0
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COM
57665R106
4516
55000
SH
SOLE
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0
0
MATERION CORP
COM
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2378
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40000
0
0
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COM
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772
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SOLE
340000
0
0
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COM
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2615
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0
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COM
57686G105
9290
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0
0
MATTHEWS INTL CORP
CL A
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158500
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COM
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1041
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MAXIMUS INC
COM
577933104
275
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COM
580037703
169
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COM
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62613
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MEDALLION FINL CORP
COM
583928106
767
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MEDTRONIC PLC
SHS
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30762
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COM
58513U101
1503
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588056101
4380
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COM
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COM
589433101
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589584101
332
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624
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0
MERITAGE HOMES CORP
COM
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MERITOR INC
COM
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487
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0
0
MERRIMACK PHARMACEUTICALS IN
COM NEW
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194
61700
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COM
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913
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0
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COM NEW
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1450
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COM
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COM
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1413
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0
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COM
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320
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74017
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COM
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22716
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MICROSTRATEGY INC
CL A NEW
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471
3300
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MICROVISION INC DEL
COM NEW
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72
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SH
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1493
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COM NEW
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991
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COM
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3556
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COM NEW
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111
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COM NEW
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213
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CL A
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MRI INTERVENTIONS INC
COM NEW
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360
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491
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707
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778
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MVB FINANCIAL CORP
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SHS EURO
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COM
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SHS
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3024
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0
0
NACCO INDS INC
CL A
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4182
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0
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COM
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412
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SHS
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215
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6593
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2193
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2296
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232
26000
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NAUTILUS INC
COM
63910B102
235
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0
NAVIGATOR HOLDINGS LTD
SHS
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4231
314100
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SHS
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1102
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453
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429
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CL A
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16900
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NEOLEUKIN THERAPEUTICS INC
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1478
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NEON THERAPEUTICS INC
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64050Y100
133
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NEOPHOTONICS CORP
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2037
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NEOS THERAPEUTICS INC
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64052L106
317
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NET 1 UEPS TECHNOLOGIES INC
COM NEW
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586
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NETSOL TECHNOLOGIES INC
COM PAR $.001
64115A402
412
103100
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NETWORK 1 TECHNOLOGIES INC
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524
240200
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564
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274
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NEWPARK RES INC
COM PAR $.01NEW
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491
10900
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COM
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2144
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COM PAR
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656
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NL INDS INC
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227
58100
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NN INC
COM
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1365
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1390
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5255
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392
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3182
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241
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336
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736
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COM NEW
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190
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NOVAVAX INC
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215
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0
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33
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4426
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4846
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6743
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8669
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8138
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868
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0
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986
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3246
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531
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1432
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518
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871
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1243
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2882
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554
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658
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CL A NEW
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80
11688
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2959
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515
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CL A
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583
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932
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517
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991
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2303
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3061
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455
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1329
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1558
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2792
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SOLE
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0
0
PENNEY J C CORP INC
COM
708160106
135
120100
SH
SOLE
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0
0
PENNS WOODS BANCORP INC
COM
708430103
1228
34534
SH
SOLE
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0
0
PENNYMAC FINL SVCS INC
COM
70932M107
4558
133900
SH
SOLE
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0
0
PEOPLES BANCORP INC
COM
709789101
4449
128350
SH
SOLE
128350
0
0
PEOPLES BANCORP N C INC
COM
710577107
2663
81077
SH
SOLE
81077
0
0
PEOPLES FINL SVCS CORP
COM
711040105
2039
40500
SH
SOLE
40500
0
0
PEOPLES UTD FINL INC
COM
712704105
2889
170975
SH
SOLE
170975
0
0
PEPSICO INC
COM
713448108
13431
98275
SH
SOLE
98275
0
0
PERCEPTRON INC
COM
71361F100
303
55000
SH
SOLE
55000
0
0
PERFORMANT FINL CORP
COM
71377E105
260
255000
SH
SOLE
255000
0
0
PERMA PIPE INTL HLDGS INC
COM
714167103
620
66100
SH
SOLE
66100
0
0
PFENEX INC
COM
717071104
1213
110500
SH
SOLE
110500
0
0
PFIZER INC
COM
717081103
84779
2163824
SH
SOLE
2163824
0
0
PHASEBIO PHARMACEUTICALS INC
COM
717224109
1066
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SH
SOLE
174400
0
0
PHILLIPS 66
COM
718546104
59570
534693
SH
SOLE
534693
0
0
PHOTRONICS INC
COM
719405102
6974
442520
SH
SOLE
442520
0
0
PHYSICIANS RLTY TR
COM
71943U104
527
27800
SH
SOLE
27800
0
0
PICO HLDGS INC
COM NEW
693366205
945
85000
SH
SOLE
85000
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
358
16100
SH
SOLE
16100
0
0
PILGRIMS PRIDE CORP NEW
COM
72147K108
2205
67400
SH
SOLE
67400
0
0
PIPER JAFFRAY COS
COM
724078100
7530
94200
SH
SOLE
94200
0
0
PITNEY BOWES INC
COM
724479100
157
38900
SH
SOLE
38900
0
0
PIXELWORKS INC
COM NEW
72581M305
730
186300
SH
SOLE
186300
0
0
PLANTRONICS INC NEW
COM
727493108
544
19900
SH
SOLE
19900
0
0
PLAYA HOTELS & RESORTS NV
SHS
N70544106
6771
806100
SH
SOLE
806100
0
0
PORTMAN RIDGE FIN CORP
COM
73688F102
1067
503400
SH
SOLE
503400
0
0
POTBELLY CORP
COM
73754Y100
460
109000
SH
SOLE
109000
0
0
POWERFLEET INC
COM
73931J109
215
33000
SH
SOLE
33000
0
0
PPG INDS INC
COM
693506107
22166
166050
SH
SOLE
166050
0
0
PRA GROUP INC
COM
69354N106
2432
67000
SH
SOLE
67000
0
0
PREFORMED LINE PRODS CO
COM
740444104
672
11135
SH
SOLE
11135
0
0
PREMIER FINL BANCORP INC
COM
74050M105
3256
179499
SH
SOLE
179499
0
0
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
11437
282400
SH
SOLE
282400
0
0
PRGX GLOBAL INC
COM NEW
69357C503
531
107916
SH
SOLE
107916
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
39685
721550
SH
SOLE
721550
0
0
PROCTER & GAMBLE CO
COM
742718109
84845
679306
SH
SOLE
679306
0
0
PRO-DEX INC COLO
COM NEW
74265M205
347
19800
SH
SOLE
19800
0
0
PROFIRE ENERGY INC
COM
74316X101
195
134700
SH
SOLE
134700
0
0
PROGRESSIVE CORP OHIO
COM
743315103
1869
25820
SH
SOLE
25820
0
0
PROPETRO HLDG CORP
COM
74347M108
4301
382310
SH
SOLE
382310
0
0
PROTAGONIST THERAPEUTICS INC
COM
74366E102
643
91144
SH
SOLE
91144
0
0
PROTECTIVE INS CORP
CL B
74368L203
1915
119000
SH
SOLE
119000
0
0
PROTEOSTASIS THERAPEUTICS IN
COM
74373B109
274
120000
SH
SOLE
120000
0
0
PROVIDENCE SVC CORP
COM
743815102
485
8200
SH
SOLE
8200
0
0
PROVIDENT FINL HLDGS INC
COM
743868101
2984
136241
SH
SOLE
136241
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
5255
213200
SH
SOLE
213200
0
0
PRUDENTIAL BANCORP INC NEW
COM
74431A101
261
14091
SH
SOLE
14091
0
0
PRUDENTIAL FINL INC
COM
744320102
48322
515490
SH
SOLE
515490
0
0
PUBLIC STORAGE
COM
74460D109
319
1500
SH
SOLE
1500
0
0
PULTE GROUP INC
COM
745867101
47553
1225600
SH
SOLE
1225600
0
0
PZENA INVESTMENT MGMT INC
CLASS A
74731Q103
1015
117700
SH
SOLE
117700
0
0
QAD INC
CL B
74727D207
231
6250
SH
SOLE
6250
0
0
QCR HOLDINGS INC
COM
74727A104
3311
75500
SH
SOLE
75500
0
0
QEP RES INC
COM
74733V100
4226
939000
SH
SOLE
939000
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
562
120300
SH
SOLE
120300
0
0
QUALCOMM INC
COM
747525103
37511
425150
SH
SOLE
425150
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
2477
145000
SH
SOLE
145000
0
0
QUEST RESOURCE HLDG CORP
COM NEW
74836W203
48
22000
SH
SOLE
22000
0
0
QUINTANA ENERGY SVCS INC
COM
74875T103
571
203214
SH
SOLE
203214
0
0
R1 RCM INC
COM
749397105
552
42500
SH
SOLE
42500
0
0
RADIANT LOGISTICS INC
COM
75025X100
569
102200
SH
SOLE
102200
0
0
RAMACO RES INC
COM
75134P303
1088
303900
SH
SOLE
303900
0
0
RANDOLPH BANCORP INC
COM
752378109
265
15000
SH
SOLE
15000
0
0
RANGER ENERGY SVCS INC
COM CL A
75282U104
637
98900
SH
SOLE
98900
0
0
RAVE RESTAURANT GROUP INC
COM
754198109
25
15300
SH
SOLE
15300
0
0
RAYONIER ADVANCED MATLS INC
COM
75508B104
487
126700
SH
SOLE
126700
0
0
RBB BANCORP
COM
74930B105
2170
102500
SH
SOLE
102500
0
0
RCM TECHNOLOGIES INC
COM NEW
749360400
314
104610
SH
SOLE
104610
0
0
REALNETWORKS INC
COM NEW
75605L708
129
107200
SH
SOLE
107200
0
0
REALOGY HLDGS CORP
COM
75605Y106
2108
217800
SH
SOLE
217800
0
0
REALTY INCOME CORP
COM
756109104
53617
728200
SH
SOLE
728200
0
0
RED LION HOTELS CORP
COM
756764106
223
59900
SH
SOLE
59900
0
0
RED ROBIN GOURMET BURGERS IN
COM
75689M101
2833
85800
SH
SOLE
85800
0
0
REGIONAL MGMT CORP
COM
75902K106
3586
119400
SH
SOLE
119400
0
0
REGIONS FINL CORP NEW
COM
7591EP100
62421
3637610
SH
SOLE
3637610
0
0
REINSURANCE GRP OF AMERICA I
COM NEW
759351604
40842
250470
SH
SOLE
250470
0
0
RELIANT BANCORP INC
COM
75956B101
1690
76000
SH
SOLE
76000
0
0
RELIV INTL INC
COM NEW
75952R209
102
26939
SH
SOLE
26939
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
2478
12640
SH
SOLE
12640
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
10786
400204
SH
SOLE
400204
0
0
RENT A CTR INC NEW
COM
76009N100
2783
96500
SH
SOLE
96500
0
0
REPUBLIC BANCORP KY
CL A
760281204
4860
103842
SH
SOLE
103842
0
0
REPUBLIC FIRST BANCORP INC
COM
760416107
528
126200
SH
SOLE
126200
0
0
REPUBLIC SVCS INC
COM
760759100
58025
647382
SH
SOLE
647382
0
0
RESMED INC
COM
761152107
1953
12600
SH
SOLE
12600
0
0
RESOLUTE FST PRODS INC
COM
76117W109
2161
514500
SH
SOLE
514500
0
0
RETAIL OPPORTUNITY INVTS COR
COM
76131N101
364
20600
SH
SOLE
20600
0
0
RETRACTABLE TECHNOLOGIES INC
COM
76129W105
152
101100
SH
SOLE
101100
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
4850
59170
SH
SOLE
59170
0
0
RF INDS LTD
COM PAR $0.01
749552105
1157
171096
SH
SOLE
171096
0
0
RGC RES INC
COM
74955L103
472
16528
SH
SOLE
16528
0
0
RH
COM
74967X103
5182
24270
SH
SOLE
24270
0
0
RIBBON COMMUNICATIONS INC
COM
762544104
1243
400900
SH
SOLE
400900
0
0
RICHARDSON ELECTRS LTD
COM
763165107
649
115211
SH
SOLE
115211
0
0
RIGNET INC
COM
766582100
564
85409
SH
SOLE
85409
0
0
RING ENERGY INC
COM
76680V108
855
324000
SH
SOLE
324000
0
0
RINGCENTRAL INC
CL A
76680R206
2766
16400
SH
SOLE
16400
0
0
RIVERVIEW BANCORP INC
COM
769397100
2030
247204
SH
SOLE
247204
0
0
ROCKWELL MED INC
COM
774374102
143
58700
SH
SOLE
58700
0
0
ROCKY BRANDS INC
COM
774515100
3954
134361
SH
SOLE
134361
0
0
ROCKY MTN CHOCOLATE FACTORY
COM
77467X101
352
38100
SH
SOLE
38100
0
0
ROKU INC
COM CL A
77543R102
1861
13900
SH
SOLE
13900
0
0
ROLLINS INC
COM
775711104
1645
49600
SH
SOLE
49600
0
0
RTI SURGICAL HOLDINGS INC
COM
74975N105
884
322490
SH
SOLE
322490
0
0
RTW RETAILWINDS INC
COM
74980D100
595
743229
SH
SOLE
743229
0
0
RUSH ENTERPRISES INC
CL A
781846209
8751
188200
SH
SOLE
188200
0
0
RUSH ENTERPRISES INC
CL B
781846308
3711
81200
SH
SOLE
81200
0
0
RYERSON HLDG CORP
COM
783754104
2315
195700
SH
SOLE
195700
0
0
SAFE BULKERS INC
COM
Y7388L103
913
537300
SH
SOLE
537300
0
0
SAFETY INS GROUP INC
COM
78648T100
880
9505
SH
SOLE
9505
0
0
SAGA COMMUNICATIONS INC
CL A NEW
786598300
1629
53600
SH
SOLE
53600
0
0
SALEM MEDIA GROUP INC
CL A
794093104
248
171952
SH
SOLE
171952
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
1470
346700
SH
SOLE
346700
0
0
SANDY SPRING BANCORP INC
COM
800363103
7334
193600
SH
SOLE
193600
0
0
SANFILIPPO JOHN B & SON INC
COM
800422107
2720
29800
SH
SOLE
29800
0
0
SANMINA CORPORATION
COM
801056102
10748
313900
SH
SOLE
313900
0
0
SANTANDER CONSUMER USA HDG I
COM
80283M101
4557
195000
SH
SOLE
195000
0
0
SAVARA INC
COM
805111101
892
199200
SH
SOLE
199200
0
0
SB FINL GROUP INC
COM
78408D105
1551
78774
SH
SOLE
78774
0
0
SB ONE BANCORP
COM
78413T103
2088
83800
SH
SOLE
83800
0
0
SCANSOURCE INC
COM
806037107
6392
173000
SH
SOLE
173000
0
0
SCHMITT INDS INC ORE
COM NEW
806870200
273
70802
SH
SOLE
70802
0
0
SCHNITZER STL INDS
CL A
806882106
3844
177300
SH
SOLE
177300
0
0
SCHOLASTIC CORP
COM
807066105
8457
219940
SH
SOLE
219940
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
2351
56000
SH
SOLE
56000
0
0
SCORPIO BULKERS INC
COM
Y7546A122
2826
443700
SH
SOLE
443700
0
0
SCORPIO TANKERS INC
SHS
Y7542C130
12005
305157
SH
SOLE
305157
0
0
SCPHARMACEUTICALS INC
COM
810648105
363
64200
SH
SOLE
64200
0
0
SCRIPPS E W CO OHIO
CL A NEW
811054402
5209
331600
SH
SOLE
331600
0
0
SCYNEXIS INC
COM
811292101
137
150000
SH
SOLE
150000
0
0
SEACHANGE INTL INC
COM
811699107
521
124400
SH
SOLE
124400
0
0
SEACOR HOLDINGS INC
COM
811904101
4535
105100
SH
SOLE
105100
0
0
SEACOR MARINE HLDGS INC
COM
78413P101
464
33640
SH
SOLE
33640
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
2666
44800
SH
SOLE
44800
0
0
SEASPINE HLDGS CORP
COM
81255T108
422
35113
SH
SOLE
35113
0
0
SECURITY NATL FINL CORP
CL A NEW
814785309
1496
255788
SH
SOLE
255788
0
0
SELECT BANCORP INC NEW
COM
81617L108
825
67076
SH
SOLE
67076
0
0
SELECT ENERGY SVCS INC
CL A COM
81617J301
5104
550000
SH
SOLE
550000
0
0
SELECT MED HLDGS CORP
COM
81619Q105
537
23000
SH
SOLE
23000
0
0
SELECTA BIOSCIENCES INC
COM
816212104
555
233100
SH
SOLE
233100
0
0
SELECTIVE INS GROUP INC
COM
816300107
945
14500
SH
SOLE
14500
0
0
SENECA FOODS CORP NEW
CL A
817070501
2784
68250
SH
SOLE
68250
0
0
SEQUENTIAL BRNDS GROUP INC N
COM
81734P107
77
225000
SH
SOLE
225000
0
0
SERVICENOW INC
COM
81762P102
4630
16400
SH
SOLE
16400
0
0
SERVICESOURCE INTL INC
COM
81763U100
523
313000
SH
SOLE
313000
0
0
SERVOTRONICS INC
COM
817732100
178
17653
SH
SOLE
17653
0
0
SESEN BIO INC
COM
817763105
434
417000
SH
SOLE
417000
0
0
SEVERN BANCORP ANNAPOLIS MD
COM
81811M100
605
65000
SH
SOLE
65000
0
0
SFL CORPORATION LTD
SHS
G7738W106
10322
709900
SH
SOLE
709900
0
0
SHARPS COMPLIANCE CORP
COM
820017101
51
12000
SH
SOLE
12000
0
0
SHILOH INDS INC
COM
824543102
703
197600
SH
SOLE
197600
0
0
SHOE CARNIVAL INC
COM
824889109
4336
116300
SH
SOLE
116300
0
0
SHORE BANCSHARES INC
COM
825107105
3049
175612
SH
SOLE
175612
0
0
SIERRA ONCOLOGY INC
CALL
82640U907
4
10700
SH
SOLE
10700
0
0
SIFCO INDS INC
COM
826546103
63
16024
SH
SOLE
16024
0
0
SIGNET JEWELERS LIMITED
SHS
G81276100
4224
194300
SH
SOLE
194300
0
0
SILVERBOW RES INC
COM
82836G102
1592
160848
SH
SOLE
160848
0
0
SILVERCREST ASSET MGMT GROUP
CL A
828359109
578
45977
SH
SOLE
45977
0
0
SIMULATIONS PLUS INC
COM
829214105
244
8400
SH
SOLE
8400
0
0
SIRIUS XM HLDGS INC
COM
82968B103
2804
392200
SH
SOLE
392200
0
0
SKYLINE CHAMPION CORPORATION
COM
830830105
2238
70600
SH
SOLE
70600
0
0
SKYWEST INC
COM
830879102
659
10200
SH
SOLE
10200
0
0
SMART SAND INC
COM
83191H107
1206
478400
SH
SOLE
478400
0
0
SMARTFINANCIAL INC
COM NEW
83190L208
1656
70000
SH
SOLE
70000
0
0
SMTC CORP
COM NEW
832682207
347
102434
SH
SOLE
102434
0
0
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
4292
306600
SH
SOLE
306600
0
0
SOLID BIOSCIENCES INC
COM
83422E105
205
46000
SH
SOLE
46000
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
8537
275400
SH
SOLE
275400
0
0
SONIM TECHNOLOGIES INC
COM
83548F101
347
95700
SH
SOLE
95700
0
0
SORL AUTO PTS INC
COM
78461U101
1445
325387
SH
SOLE
325387
0
0
SOUTHERN CO
COM
842587107
43883
688900
SH
SOLE
688900
0
0
SOUTHERN FIRST BANCSHARES IN
COM
842873101
642
15115
SH
SOLE
15115
0
0
SOUTHERN MO BANCORP INC
COM
843380106
702
18300
SH
SOLE
18300
0
0
SOUTHERN NATL BANCORP OF VA
COM
843395104
2985
182558
SH
SOLE
182558
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
365
4800
SH
SOLE
4800
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
4175
1725000
SH
SOLE
1725000
0
0
SPARK ENERGY INC
CL A COM
846511103
672
72800
SH
SOLE
72800
0
0
SPARTAN MTRS INC
COM
846819100
362
20000
SH
SOLE
20000
0
0
SPARTANNASH CO
COM
847215100
2522
177128
SH
SOLE
177128
0
0
SPERO THERAPEUTICS INC
COM
84833T103
679
70579
SH
SOLE
70579
0
0
SPOK HLDGS INC
COM
84863T106
871
71200
SH
SOLE
71200
0
0
SPORTSMANS WHSE HLDGS INC
COM
84920Y106
2368
294915
SH
SOLE
294915
0
0
SPX CORP
COM
784635104
1430
28100
SH
SOLE
28100
0
0
SQUARE INC
CL A
852234103
2096
33500
SH
SOLE
33500
0
0
SRC ENERGY INC
COM
78470V108
4143
1005500
SH
SOLE
1005500
0
0
STAG INDL INC
COM
85254J102
373
11800
SH
SOLE
11800
0
0
STAGE STORES INC
COM NEW
85254C305
812
100000
SH
SOLE
100000
0
0
STANDARD AVB FINL CORP
COM
85303B100
1316
43900
SH
SOLE
43900
0
0
STANDARD MTR PRODS INC
COM
853666105
1229
23100
SH
SOLE
23100
0
0
STARBUCKS CORP
COM
855244109
6994
79550
SH
SOLE
79550
0
0
STARRETT L S CO
CL A
855668109
377
65910
SH
SOLE
65910
0
0
STEEL CONNECT INC
COM
858098106
848
581100
SH
SOLE
581100
0
0
STEIN MART INC
COM
858375108
163
244000
SH
SOLE
244000
0
0
STEPAN CO
COM
858586100
492
4800
SH
SOLE
4800
0
0
STERLING BANCORP INC
COM
85917W102
2365
292000
SH
SOLE
292000
0
0
STERLING CONSTRUCTION CO INC
COM
859241101
2166
153800
SH
SOLE
153800
0
0
STIFEL FINL CORP
COM
860630102
522
8600
SH
SOLE
8600
0
0
STRATTEC SEC CORP
COM
863111100
1373
61800
SH
SOLE
61800
0
0
STRATUS PPTYS INC
COM NEW
863167201
1269
40950
SH
SOLE
40950
0
0
SUMMIT FINANCIAL GROUP INC
COM
86606G101
1480
54615
SH
SOLE
54615
0
0
SUMMIT ST BK SANTA ROSA CALI
COM
866264203
304
23450
SH
SOLE
23450
0
0
SUN CMNTYS INC
COM
866674104
47672
317600
SH
SOLE
317600
0
0
SUNCOKE ENERGY INC
COM
86722A103
2591
415900
SH
SOLE
415900
0
0
SUNPOWER CORP
COM
867652406
1280
164100
SH
SOLE
164100
0
0
SUPERIOR DRILLING PRODS INC
COM
868153107
295
359700
SH
SOLE
359700
0
0
SUPERIOR GRP OF COMPANIES IN
COM
868358102
834
61600
SH
SOLE
61600
0
0
SUPERIOR INDS INTL INC
COM
868168105
341
92500
SH
SOLE
92500
0
0
SURFACE ONCOLOGY INC
COM
86877M209
192
102000
SH
SOLE
102000
0
0
SURGERY PARTNERS INC
COM
86881A100
3871
247241
SH
SOLE
247241
0
0
SUTRO BIOPHARMA INC
COM
869367102
629
57200
SH
SOLE
57200
0
0
SUTTER ROCK CAP CORP
COM
86944Q100
698
106600
SH
SOLE
106600
0
0
SYKES ENTERPRISES INC
COM
871237103
5459
147584
SH
SOLE
147584
0
0
SYNACOR INC
COM
871561106
658
433200
SH
SOLE
433200
0
0
SYNALLOY CP DEL
COM
871565107
715
55400
SH
SOLE
55400
0
0
SYNAPTICS INC
COM
87157D109
7735
117600
SH
SOLE
117600
0
0
SYNCHRONY FINL
COM
87165B103
48686
1352000
SH
SOLE
1352000
0
0
SYNDAX PHARMACEUTICALS INC
COM
87164F105
307
35000
SH
SOLE
35000
0
0
SYNLOGIC INC
COM
87166L100
642
249000
SH
SOLE
249000
0
0
SYPRIS SOLUTIONS INC
COM
871655106
85
108404
SH
SOLE
108404
0
0
SYROS PHARMACEUTICALS INC
COM
87184Q107
230
33300
SH
SOLE
33300
0
0
T MOBILE US INC
COM
872590104
2125
27100
SH
SOLE
27100
0
0
T2 BIOSYSTEMS INC
COM
89853L104
181
154700
SH
SOLE
154700
0
0
TACTILE SYS TECHNOLOGY INC
COM
87357P100
520
7700
SH
SOLE
7700
0
0
TAITRON COMPONENTS INC
CL A
874028103
195
68500
SH
SOLE
68500
0
0
TALOS ENERGY INC
COM
87484T108
8116
269200
SH
SOLE
269200
0
0
TANDY LEATHER FACTORY INC
COM
87538X105
563
98600
SH
SOLE
98600
0
0
TARGET CORP
COM
87612E106
7180
56000
SH
SOLE
56000
0
0
TD AMERITRADE HLDG CORP
COM
87236Y108
2381
47900
SH
SOLE
47900
0
0
TEAM INC
COM
878155100
2667
167000
SH
SOLE
167000
0
0
TECH DATA CORP
COM
878237106
661
4600
SH
SOLE
4600
0
0
TECHTARGET INC
COM
87874R100
488
18700
SH
SOLE
18700
0
0
TECK RESOURCES LTD
CL B
878742204
2116
121800
SH
SOLE
121800
0
0
TEEKAY CORPORATION
COM
Y8564W103
3112
585000
SH
SOLE
585000
0
0
TEEKAY TANKERS LTD
CL A
Y8565N300
5536
230937
SH
SOLE
230937
0
0
TELIGENT INC NEW
COM
87960W104
14
32100
SH
SOLE
32100
0
0
TENGASCO INC
COM PAR
88033R502
12
25000
SH
SOLE
25000
0
0
TERRENO RLTY CORP
COM
88146M101
942
17400
SH
SOLE
17400
0
0
TERRITORIAL BANCORP INC
COM
88145X108
1334
43100
SH
SOLE
43100
0
0
TESSCO TECHNOLOGIES INC
COM
872386107
868
77400
SH
SOLE
77400
0
0
TETRA TECH INC NEW
COM
88162G103
543
6300
SH
SOLE
6300
0
0
TETRA TECHNOLOGIES INC DEL
COM
88162F105
1319
673000
SH
SOLE
673000
0
0
TEXTAINER GROUP HOLDINGS LTD
SHS
G8766E109
3007
280800
SH
SOLE
280800
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
4066
85500
SH
SOLE
85500
0
0
THE ONE GROUP HOSPITALITY IN
COM
88338K103
100
27400
SH
SOLE
27400
0
0
THERAPEUTICSMD INC
COM
88338N107
738
304900
SH
SOLE
304900
0
0
THERMOGENESIS HLDGS INC
COM
88362L100
86
19500
SH
SOLE
19500
0
0
THIRD PT REINS LTD
COM
G8827U100
4709
447600
SH
SOLE
447600
0
0
TILLYS INC
CL A
886885102
2670
217968
SH
SOLE
217968
0
0
TIMBERLAND BANCORP INC
COM
887098101
2011
67618
SH
SOLE
67618
0
0
TIPTREE INC
COM
88822Q103
1867
229400
SH
SOLE
229400
0
0
TITAN INTL INC ILL
COM
88830M102
851
235000
SH
SOLE
235000
0
0
TITAN MACHY INC
COM
88830R101
2309
156200
SH
SOLE
156200
0
0
TIVITY HEALTH INC
COM
88870R102
2848
140000
SH
SOLE
140000
0
0
TIVO CORP
COM
88870P106
3972
468400
SH
SOLE
468400
0
0
TJX COS INC NEW
COM
872540109
2198
36000
SH
SOLE
36000
0
0
TOCAGEN INC
COM
888846102
7
13300
SH
SOLE
13300
0
0
TOOTSIE ROLL INDS INC
COM
890516107
219
6400
SH
SOLE
6400
0
0
TOPBUILD CORP
COM
89055F103
2958
28700
SH
SOLE
28700
0
0
TOWN SPORTS INTL HLDGS INC
COM
89214A102
159
92800
SH
SOLE
92800
0
0
TOWNEBANK PORTSMOUTH VA
COM
89214P109
295
10600
SH
SOLE
10600
0
0
TOWNSQUARE MEDIA INC
CL A
892231101
2705
271300
SH
SOLE
271300
0
0
TRANSACT TECHNOLOGIES INC
COM
892918103
1100
100300
SH
SOLE
100300
0
0
TRANSATLANTIC PETROLEUM LTD
SHS NEW
G89982113
253
517400
SH
SOLE
517400
0
0
TRANSCAT INC
COM
893529107
2093
65700
SH
SOLE
65700
0
0
TRAVELCENTERS OF AMERICA INC
COM NEW
89421B109
3272
190770
SH
SOLE
190770
0
0
TRAVELZOO
COM NEW
89421Q205
1694
158300
SH
SOLE
158300
0
0
TRECORA RES
COM
894648104
1240
173402
SH
SOLE
173402
0
0
TREDEGAR CORP
COM
894650100
4007
179300
SH
SOLE
179300
0
0
TREVENA INC
COM
89532E109
172
205000
SH
SOLE
205000
0
0
TREVI THERAPEUTICS INC
COM
89532M101
281
75000
SH
SOLE
75000
0
0
TRI POINTE GROUP INC
COM
87265H109
5157
331000
SH
SOLE
331000
0
0
TRINITY PL HLDGS INC
COM
89656D101
317
105200
SH
SOLE
105200
0
0
TRINSEO S A
SHS
L9340P101
6326
170000
SH
SOLE
170000
0
0
TRIO TECH INTL
COM NEW
896712205
246
61600
SH
SOLE
61600
0
0
TRIPADVISOR INC
COM
896945201
1200
39500
SH
SOLE
39500
0
0
TRIPLE-S MGMT CORP
CL B
896749108
3467
187517
SH
SOLE
187517
0
0
TRISTATE CAP HLDGS INC
COM
89678F100
3004
115000
SH
SOLE
115000
0
0
TRITON INTL LTD
CL A
G9078F107
402
10000
SH
SOLE
10000
0
0
TRIUMPH BANCORP INC
COM
89679E300
1198
31500
SH
SOLE
31500
0
0
TRONOX HOLDINGS PLC
SHS
G9087Q102
6934
607185
SH
SOLE
607185
0
0
TRUEBLUE INC
COM
89785X101
5098
211900
SH
SOLE
211900
0
0
TTEC HLDGS INC
COM
89854H102
1838
46400
SH
SOLE
46400
0
0
TTM TECHNOLOGIES INC
COM
87305R109
12482
829355
SH
SOLE
829355
0
0
TUESDAY MORNING CORP
COM NEW
899035505
1717
928100
SH
SOLE
928100
0
0
TURTLE BEACH CORP
COM NEW
900450206
632
66854
SH
SOLE
66854
0
0
TUTOR PERINI CORP
COM
901109108
2416
187900
SH
SOLE
187900
0
0
TWIN DISC INC
COM
901476101
602
54600
SH
SOLE
54600
0
0
TWO RIV BANCORP
COM
90207C105
2365
105588
SH
SOLE
105588
0
0
U S SILICA HLDGS INC
COM
90346E103
1534
249500
SH
SOLE
249500
0
0
U.S. AUTO PARTS NETWORK INC
COM
90343C100
425
193038
SH
SOLE
193038
0
0
ULTRA CLEAN HLDGS INC
COM
90385V107
6001
255700
SH
SOLE
255700
0
0
ULTRALIFE CORP
COM
903899102
618
83600
SH
SOLE
83600
0
0
UNION BANKSHARES INC
COM
905400107
269
7419
SH
SOLE
7419
0
0
UNIQUE FABRICATING INC
COM
90915J103
259
67200
SH
SOLE
67200
0
0
UNISYS CORP
COM NEW
909214306
536
45200
SH
SOLE
45200
0
0
UNIT CORP
COM
909218109
66
95000
SH
SOLE
95000
0
0
UNITED AIRLINES HLDGS INC
COM
910047109
46269
525250
SH
SOLE
525250
0
0
UNITED BANCSHARES INC OHIO
COM
909458101
504
22200
SH
SOLE
22200
0
0
UNITED CMNTY FINL CORP OHIO
COM
909839102
626
53687
SH
SOLE
53687
0
0
UNITED FIRE GROUP INC
COM
910340108
5641
129000
SH
SOLE
129000
0
0
UNITED GUARDIAN INC
COM
910571108
442
22500
SH
SOLE
22500
0
0
UNITED INS HLDGS CORP
COM
910710102
1600
126900
SH
SOLE
126900
0
0
UNITED NAT FOODS INC
COM
911163103
512
58500
SH
SOLE
58500
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
15635
133563
SH
SOLE
133563
0
0
UNITED RENTALS INC
COM
911363109
1885
11300
SH
SOLE
11300
0
0
UNITED SECURITY BANCSHARES C
COM
911460103
724
67455
SH
SOLE
67455
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
13486
90050
SH
SOLE
90050
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
18153
61750
SH
SOLE
61750
0
0
UNITY BANCORP INC
COM
913290102
3229
143067
SH
SOLE
143067
0
0
UNIVERSAL DISPLAY CORP
COM
91347P105
2349
11400
SH
SOLE
11400
0
0
UNIVERSAL INS HLDGS INC
COM
91359V107
5184
185211
SH
SOLE
185211
0
0
UNIVERSAL LOGISTICS HLDGS IN
COM
91388P105
1320
69600
SH
SOLE
69600
0
0
UNIVERSAL STAINLESS & ALLOY
COM
913837100
1026
68858
SH
SOLE
68858
0
0
UNIVERSAL TECHNICAL INST INC
COM
913915104
1081
140200
SH
SOLE
140200
0
0
UNIVEST FINANCIAL CORPORATIO
COM
915271100
5275
196979
SH
SOLE
196979
0
0
UNUM THERAPEUTICS INC
COM
903214104
32
45000
SH
SOLE
45000
0
0
URANIUM ENERGY CORP
COM
916896103
760
827300
SH
SOLE
827300
0
0
URBAN ONE INC
CL D NON VTG
91705J204
459
241800
SH
SOLE
241800
0
0
US BANCORP DEL
COM NEW
902973304
48066
810700
SH
SOLE
810700
0
0
US XPRESS ENTERPRISES INC
COM CL A
90338N202
252
50000
SH
SOLE
50000
0
0
USA TRUCK INC
COM
902925106
574
77100
SH
SOLE
77100
0
0
UTAH MED PRODS INC
COM
917488108
1068
9900
SH
SOLE
9900
0
0
VAALCO ENERGY INC
COM NEW
91851C201
2225
1002300
SH
SOLE
1002300
0
0
VANGUARD WHITEHALL FDS INC
EMERG MKT BD ETF
921946885
227
2793
SH
SOLE
2793
0
0
VECTRUS INC
COM
92242T101
2558
49900
SH
SOLE
49900
0
0
VERA BRADLEY INC
COM
92335C106
2651
224700
SH
SOLE
224700
0
0
VERASTEM INC
COM
92337C104
307
229000
SH
SOLE
229000
0
0
VERISIGN INC
COM
92343E102
6763
35100
SH
SOLE
35100
0
0
VERITEX HLDGS INC
COM
923451108
3843
131930
SH
SOLE
131930
0
0
VERITIV CORP
COM
923454102
2007
102033
SH
SOLE
102033
0
0
VERITONE INC
COM
92347M100
125
50000
SH
SOLE
50000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
13467
219339
SH
SOLE
219339
0
0
VERSO CORP
CL A
92531L207
4055
224901
SH
SOLE
224901
0
0
VILLAGE SUPER MKT INC
CL A NEW
927107409
2643
113909
SH
SOLE
113909
0
0
VINCE HLDG CORP
COM NEW
92719W207
898
51900
SH
SOLE
51900
0
0
VIRCO MFG CO
COM
927651109
146
34400
SH
SOLE
34400
0
0
VISA INC
COM CL A
92826C839
21862
116350
SH
SOLE
116350
0
0
VISTA OUTDOOR INC
COM
928377100
1960
262087
SH
SOLE
262087
0
0
VIVUS INC
COM NEW
928551308
241
88700
SH
SOLE
88700
0
0
VMWARE INC
CL A COM
928563402
3559
23450
SH
SOLE
23450
0
0
VOLITIONRX LTD
COM
928661107
1064
224400
SH
SOLE
224400
0
0
VOLT INFORMATION SCIENCES IN
COM
928703107
563
226993
SH
SOLE
226993
0
0
VOXX INTL CORP
CL A
91829F104
934
213264
SH
SOLE
213264
0
0
VOYA FINL INC
COM
929089100
51919
851405
SH
SOLE
851405
0
0
VSE CORP
COM
918284100
1870
49160
SH
SOLE
49160
0
0
WABASH NATL CORP
COM
929566107
5290
360100
SH
SOLE
360100
0
0
WADDELL & REED FINL INC
CL A
930059100
6852
409800
SH
SOLE
409800
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
42498
720800
SH
SOLE
720800
0
0
WALKER & DUNLOP INC
COM
93148P102
10475
161950
SH
SOLE
161950
0
0
WALMART INC
COM
931142103
13378
112569
SH
SOLE
112569
0
0
WARRIOR MET COAL INC
COM
93627C101
9270
438700
SH
SOLE
438700
0
0
WASTE MGMT INC DEL
COM
94106L109
53789
472000
SH
SOLE
472000
0
0
WATERSTONE FINL INC MD
COM
94188P101
1926
101200
SH
SOLE
101200
0
0
WAYFAIR INC
CL A
94419L101
1084
12000
SH
SOLE
12000
0
0
WAYSIDE TECHNOLOGY GROUP INC
COM
946760105
726
44798
SH
SOLE
44798
0
0
WEIS MKTS INC
COM
948849104
6670
164725
SH
SOLE
164725
0
0
WELLS FARGO CO NEW
COM
949746101
65449
1216530
SH
SOLE
1216530
0
0
WESBANCO INC
COM
950810101
2804
74196
SH
SOLE
74196
0
0
WESTELL TECHNOLOGIES INC
CL A NEW
957541204
113
126000
SH
SOLE
126000
0
0
WESTERN DIGITAL CORP
COM
958102105
63286
997100
SH
SOLE
997100
0
0
WESTERN NEW ENG BANCORP INC
COM
958892101
2946
305969
SH
SOLE
305969
0
0
WILLIS LEASE FINANCE CORP
COM
970646105
7444
126354
SH
SOLE
126354
0
0
WIRELESS TELECOM GROUP INC
COM
976524108
238
166300
SH
SOLE
166300
0
0
WORKDAY INC
CL A
98138H101
2582
15700
SH
SOLE
15700
0
0
WORLD ACCEP CORP DEL
COM
981419104
4847
56100
SH
SOLE
56100
0
0
WORLD FUEL SVCS CORP
COM
981475106
3048
70200
SH
SOLE
70200
0
0
WSFS FINL CORP
COM
929328102
1548
35191
SH
SOLE
35191
0
0
XCEL BRANDS INC
COM NEW
98400M101
143
95200
SH
SOLE
95200
0
0
XOMA CORP DEL
COM NEW
98419J206
846
30987
SH
SOLE
30987
0
0
XTANT MED HLDGS INC
COM NEW
98420P308
80
50000
SH
SOLE
50000
0
0
YRC WORLDWIDE INC
COM PAR $.01
984249607
64
25100
SH
SOLE
25100
0
0
YUM BRANDS INC
COM
988498101
43977
436581
SH
SOLE
436581
0
0
ZAGG INC
COM
98884U108
1948
240200
SH
SOLE
240200
0
0
ZEDGE INC
CL B
98923T104
26
16855
SH
SOLE
16855
0
0
ZENDESK INC
COM
98936J101
2038
26600
SH
SOLE
26600
0
0
ZOETIS INC
CL A
98978V103
1946
14700
SH
SOLE
14700
0
0
ZOVIO INC
COM
98979V102
263
127500
SH
SOLE
127500
0
0
ZUMIEZ INC
COM
989817101
5882
170300
SH
SOLE
170300
0
0
ZYNERBA PHARMACEUTICALS INC
COM
98986X109
566
93700
SH
SOLE
93700
0
0