0001085146-19-002285.txt : 20190814 0001085146-19-002285.hdr.sgml : 20190814 20190814100118 ACCESSION NUMBER: 0001085146-19-002285 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20190630 FILED AS OF DATE: 20190814 DATE AS OF CHANGE: 20190814 EFFECTIVENESS DATE: 20190814 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: 191023490 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 true false 0001107261 XXXXXXXX 06-30-2019 06-30-2019 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 08-14-2019 0 1304 7822120
INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1347 PPTY INS HLDGS INC COM 68244P107 436 88000 SH SOLE 88000 0 0 1ST CONSTITUTION BANCORP COM 31986N102 637 34483 SH SOLE 34483 0 0 1ST SOURCE CORP COM 336901103 2351 50667 SH SOLE 50667 0 0 3M CO COM 88579Y101 12411 71600 SH SOLE 71600 0 0 A H BELO CORP COM CL A 001282102 721 195383 SH SOLE 195383 0 0 A MARK PRECIOUS METALS INC COM 00181T107 1730 132600 SH SOLE 132600 0 0 ABERCROMBIE & FITCH CO CL A 002896207 7308 455600 SH SOLE 451700 0 3900 ABIOMED INC COM 003654100 1823 7000 SH SOLE 7000 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 1556 525700 SH SOLE 525700 0 0 ACCO BRANDS CORP COM 00081T108 4754 604100 SH SOLE 604100 0 0 ACELRX PHARMACEUTICALS INC COM 00444T100 876 346150 SH SOLE 346150 0 0 ACI WORLDWIDE INC COM 004498101 622 18100 SH SOLE 18100 0 0 ACLARIS THERAPEUTICS INC COM 00461U105 192 87500 SH SOLE 87500 0 0 ACME UTD CORP COM 004816104 533 23605 SH SOLE 23605 0 0 ACNB CORP COM 000868109 222 5600 SH SOLE 5600 0 0 ACORDA THERAPEUTICS INC COM 00484M106 1511 197000 SH SOLE 197000 0 0 ACTINIUM PHARMACEUTICALS INC COM 00507W107 8 32100 SH SOLE 32100 0 0 ADAMAS PHARMACEUTICALS INC COM 00548A106 713 115000 SH SOLE 115000 0 0 ADAMS RES & ENERGY INC COM NEW 006351308 2112 61614 SH SOLE 61614 0 0 ADOBE INC COM 00724F101 236 800 SH SOLE 800 0 0 ADURO BIOTECH INC COM 00739L101 536 348200 SH SOLE 348200 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1151 91075 SH SOLE 91075 0 0 ADVANCED MICRO DEVICES INC COM 007903107 2748 90500 SH SOLE 90500 0 0 ADVANSIX INC COM 00773T101 3639 148948 SH SOLE 148948 0 0 AEGION CORP COM 00770F104 3155 171441 SH SOLE 171441 0 0 AEGLEA BIOTHERAPEUTICS INC COM 00773J103 702 102500 SH SOLE 102500 0 0 AEROCENTURY CORP COM 007737109 153 21000 SH SOLE 21000 0 0 AEROHIVE NETWORKS INC COM 007786106 487 110000 SH SOLE 110000 0 0 AES CORP COM 00130H105 15454 922100 SH SOLE 922100 0 0 AFLAC INC COM 001055102 50664 924358 SH SOLE 922158 0 2200 AGEX THERAPEUTICS INC COM 00848H108 88 24069 SH SOLE 24069 0 0 AGROFRESH SOLUTIONS COM 00856G109 342 226200 SH SOLE 226200 0 0 AIR PRODS & CHEMS INC COM 009158106 68982 304730 SH SOLE 304730 0 0 AIR T INC *W EXP 06/07/202 00919P112 3 39508 SH SOLE 39508 0 0 AIR T INC COM 009207101 249 14250 SH SOLE 14250 0 0 AIRCASTLE LTD COM G0129K104 9760 459100 SH SOLE 459100 0 0 AKORN INC COM 009728106 619 120200 SH SOLE 120200 0 0 ALARM COM HLDGS INC COM 011642105 439 8200 SH SOLE 8200 0 0 ALASKA COMMUNICATIONS SYS GR COM 01167P101 2461 1438987 SH SOLE 1438987 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 66270 469700 SH SOLE 469700 0 0 ALICO INC COM 016230104 1463 48221 SH SOLE 48221 0 0 ALIGN TECHNOLOGY INC COM 016255101 4379 16000 SH SOLE 16000 0 0 ALIMERA SCIENCES INC COM 016259103 525 589825 SH SOLE 589825 0 0 ALITHYA GROUP INC CL A SUB VTG 01643B106 135 51650 SH SOLE 51650 0 0 ALJ REGIONAL HLDGS INC COM 001627108 121 78000 SH SOLE 78000 0 0 ALLEGIANT TRAVEL CO COM 01748X102 301 2100 SH SOLE 2100 0 0 ALLENA PHARMACEUTICALS INC COM 018119107 257 63200 SH SOLE 63200 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1972 14070 SH SOLE 13470 0 600 ALLIED HEALTHCARE PRODS INC COM NEW 019222207 124 66481 SH SOLE 66481 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 2146 46300 SH SOLE 44300 0 2000 ALLSTATE CORP COM 020002101 55649 547237 SH SOLE 547237 0 0 ALLY FINL INC COM 02005N100 42241 1363050 SH SOLE 1363050 0 0 ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2579 276149 SH SOLE 276149 0 0 ALPHA PRO TECH LTD COM 020772109 793 232443 SH SOLE 232443 0 0 ALPHABET INC CAP STK CL A 02079K305 9734 8990 SH SOLE 8990 0 0 ALPHABET INC CAP STK CL C 02079K107 9695 8969 SH SOLE 8969 0 0 ALPHATEC HOLDINGS INC COM NEW 02081G201 2187 481800 SH SOLE 481800 0 0 ALTICE USA INC CL A 02156K103 2717 111600 SH SOLE 106500 0 5100 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3055 155400 SH SOLE 155400 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 2097 209900 SH SOLE 209900 0 0 AMAZON COM INC COM 023135106 27363 14450 SH SOLE 14450 0 0 AMBER RD INC COM 02318Y108 138 10600 SH SOLE 10600 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 4802 514663 SH SOLE 514663 0 0 AMC NETWORKS INC CL A 00164V103 1945 35700 SH SOLE 35700 0 0 AMCON DISTRG CO COM NEW 02341Q205 882 9200 SH SOLE 9200 0 0 AMDOCS LTD SHS G02602103 51004 821450 SH SOLE 821450 0 0 AMEREN CORP COM 023608102 26375 351150 SH SOLE 351150 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 30375 931452 SH SOLE 931452 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 8778 687950 SH SOLE 687950 0 0 AMERICAN ELEC PWR CO INC COM 025537101 72995 829400 SH SOLE 829400 0 0 AMERICAN EXPRESS CO COM 025816109 49614 401929 SH SOLE 401929 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 29655 289400 SH SOLE 289400 0 0 AMERICAN NATL BANKSHARES INC COM 027745108 1020 26317 SH SOLE 26317 0 0 AMERICAN OUTDOOR BRANDS CORP COM 02874P103 2688 298327 SH SOLE 298327 0 0 AMERICAN PUBLIC EDUCATION IN COM 02913V103 1932 65300 SH SOLE 65300 0 0 AMERICAN RIVER BANKSHARES COM 029326105 1202 98044 SH SOLE 98044 0 0 AMERICAN RLTY INVS INC COM 029174109 152 11113 SH SOLE 11113 0 0 AMERICAN SHARED HOSPITAL SVC COM 029595105 291 101400 SH SOLE 101400 0 0 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 516 55600 SH SOLE 55600 0 0 AMERICAN TOWER CORP NEW COM 03027X100 2830 13840 SH SOLE 13840 0 0 AMERICAS CAR MART INC COM 03062T105 465 5400 SH SOLE 5400 0 0 AMERIPRISE FINL INC COM 03076C106 55208 380324 SH SOLE 379524 0 800 AMERISERV FINL INC COM 03074A102 1549 373271 SH SOLE 373271 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2276 26700 SH SOLE 25500 0 1200 AMGEN INC COM 031162100 61061 331350 SH SOLE 331350 0 0 AMKOR TECHNOLOGY INC COM 031652100 7584 1016591 SH SOLE 1016591 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 678 12500 SH SOLE 12500 0 0 AMPCO-PITTSBURGH CORP COM 032037103 207 51400 SH SOLE 51400 0 0 AMREP CORP NEW COM 032159105 437 63700 SH SOLE 63700 0 0 AMTECH SYS INC COM PAR $0.01N 032332504 421 76500 SH SOLE 76500 0 0 AMYRIS INC COM NEW 03236M200 739 207587 SH SOLE 207587 0 0 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ASSERTIO THERAPEUTICS INC COM 04545L107 791 229400 SH SOLE 229400 0 0 ASTA FDG INC COM 046220109 589 83600 SH SOLE 83600 0 0 ASTRONOVA INC COM 04638F108 1106 42800 SH SOLE 42800 0 0 AT&T INC COM 00206R102 93729 2797045 SH SOLE 2797045 0 0 ATHENE HLDG LTD CL A G0684D107 245 5700 SH SOLE 5700 0 0 ATKORE INTL GROUP INC COM 047649108 4297 166100 SH SOLE 166100 0 0 ATLANTIC AMERN CORP COM 048209100 178 74856 SH SOLE 74856 0 0 ATLANTIC CAP BANCSHARES INC COM 048269203 2786 162733 SH SOLE 162733 0 0 ATLANTIC PWR CORP COM NEW 04878Q863 721 298000 SH SOLE 298000 0 0 ATLANTICUS HLDGS CORP COM 04914Y102 252 62112 SH SOLE 62112 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5294 118600 SH SOLE 118600 0 0 ATN INTL INC COM 00215F107 2915 50500 SH SOLE 50500 0 0 ATRICURE INC COM 04963C209 340 11400 SH SOLE 11400 0 0 AUTOZONE INC COM 053332102 49564 45080 SH SOLE 45080 0 0 AVALON HLDGS CORP CL A 05343P109 68 27375 SH SOLE 27375 0 0 AVAYA HLDGS CORP COM 05351X101 6191 519800 SH SOLE 519800 0 0 AVIAT NETWORKS INC COM NEW 05366Y201 1662 121299 SH SOLE 121299 0 0 AVID TECHNOLOGY INC COM 05367P100 782 85700 SH SOLE 85700 0 0 AVIS BUDGET GROUP INC COM 053774105 636 18100 SH SOLE 18100 0 0 AWARE INC MASS COM 05453N100 380 114479 SH SOLE 114479 0 0 AXT INC COM 00246W103 1066 269106 SH SOLE 269106 0 0 BALL CORP COM 058498106 33868 483900 SH SOLE 483900 0 0 BALLANTYNE STRONG INC COM 058516105 355 109920 SH SOLE 109920 0 0 BANC OF CALIFORNIA INC COM 05990K106 3877 277500 SH SOLE 277500 0 0 BANCORP INC DEL COM 05969A105 3460 387900 SH SOLE 387900 0 0 BANK AMER CORP COM 060505104 93742 3232498 SH SOLE 3232498 0 0 BANK COMM HLDGS COM 06424J103 748 69981 SH SOLE 69981 0 0 BANK MONTREAL QUE COM 063671101 1313 17400 SH SOLE 16800 0 600 BANK PRINCETON NEW JERSEY COM 064520109 872 29061 SH SOLE 29061 0 0 BANK7 CORP COM 06652N107 444 24010 SH SOLE 24010 0 0 BANKFINANCIAL CORP COM 06643P104 853 61000 SH SOLE 61000 0 0 BANKWELL FINL GROUP INC COM 06654A103 885 30837 SH SOLE 30837 0 0 BANNER CORP COM NEW 06652V208 3449 63700 SH SOLE 63700 0 0 BAR HBR BANKSHARES COM 066849100 2186 82207 SH SOLE 82207 0 0 BARNES & NOBLE ED INC COM 06777U101 2162 643484 SH SOLE 643484 0 0 BARNES & NOBLE INC COM 067774109 2214 331000 SH SOLE 331000 0 0 BARNWELL INDS INC COM 068221100 90 79320 SH SOLE 79320 0 0 BASSETT FURNITURE INDS INC COM 070203104 2750 180303 SH SOLE 180303 0 0 BAYCOM CORP COM 07272M107 918 41900 SH SOLE 41900 0 0 BBX CAP CORP NEW CL A 05491N104 2671 544057 SH SOLE 544057 0 0 BCB BANCORP INC COM 055298103 2180 157412 SH SOLE 157412 0 0 BEASLEY BROADCAST GROUP INC CL A 074014101 41 12725 SH SOLE 12725 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 1970 205000 SH SOLE 205000 0 0 BEL FUSE INC CL B 077347300 1124 65457 SH SOLE 65457 0 0 BELLICUM PHARMACEUTICALS INC COM 079481107 127 74500 SH SOLE 74500 0 0 BENCHMARK ELECTRS INC COM 08160H101 5735 228300 SH SOLE 228300 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14869 69750 SH SOLE 69750 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 8287 263987 SH SOLE 263987 0 0 BERRY PETE CORP COM 08579X101 5321 502000 SH SOLE 502000 0 0 BEST BUY INC COM 086516101 50312 721520 SH SOLE 721520 0 0 BG STAFFING INC COM 05544A109 933 49400 SH SOLE 49400 0 0 BIG LOTS INC COM 089302103 5879 205500 SH SOLE 205500 0 0 BIOANALYTICAL SYS INC COM 09058M103 239 121110 SH SOLE 121110 0 0 BIOGEN INC COM 09062X103 49814 213000 SH SOLE 213000 0 0 BIOSCRIP INC COM 09069N108 959 368700 SH SOLE 368700 0 0 BIOSPECIFICS TECHNOLOGIES CO COM 090931106 587 9830 SH SOLE 9830 0 0 BIOTELEMETRY INC COM 090672106 477 9900 SH SOLE 9900 0 0 BIOTIME INC COM 09066L105 582 529039 SH SOLE 529039 0 0 BK TECHNOLOGIES CORPORATION COM 05587G104 1027 238744 SH SOLE 238744 0 0 BLONDER TONGUE LABS INC COM 093698108 301 310100 SH SOLE 310100 0 0 BLOOMIN BRANDS INC COM 094235108 514 27200 SH SOLE 27200 0 0 BLUCORA INC COM 095229100 456 15002 SH SOLE 15002 0 0 BLUE CAP REINS HLDGS LTD COM G1190F107 154 23300 SH SOLE 23300 0 0 BLUELINX HLDGS INC COM NEW 09624H208 814 41100 SH SOLE 41100 0 0 BMC STK HLDGS INC COM 05591B109 10346 488000 SH SOLE 484000 0 4000 BOEING CO COM 097023105 12103 33250 SH SOLE 33250 0 0 BOISE CASCADE CO DEL COM 09739D100 4129 146900 SH SOLE 146900 0 0 BONANZA CREEK ENERGY INC COM NEW 097793400 3065 146800 SH SOLE 146800 0 0 BOOT BARN HLDGS INC COM 099406100 716 20100 SH SOLE 20100 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 3983 330000 SH SOLE 330000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 42718 993900 SH SOLE 993900 0 0 BOTTOMLINE TECH DEL INC COM 101388106 593 13400 SH SOLE 13400 0 0 BRIGGS & STRATTON CORP COM 109043109 1843 180000 SH SOLE 180000 0 0 BRINKS CO COM 109696104 260 3200 SH SOLE 3200 0 0 BROOKDALE SR LIVING INC COM 112463104 7617 1056500 SH SOLE 1056500 0 0 BSQUARE CORP COM NEW 11776U300 86 74500 SH SOLE 74500 0 0 BUILD A BEAR WORKSHOP COM 120076104 1229 219900 SH SOLE 219900 0 0 BURLINGTON STORES INC COM 122017106 1804 10600 SH SOLE 10600 0 0 BYLINE BANCORP INC COM 124411109 3155 165000 SH SOLE 165000 0 0 C & F FINL CORP COM 12466Q104 2679 49052 SH SOLE 49052 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 218 1980 SH SOLE 1980 0 0 CADENCE BANCORPORATION CL A 12739A100 4701 226000 SH SOLE 226000 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 8547 120700 SH SOLE 117800 0 2900 CADIZ INC COM NEW 127537207 992 88200 SH SOLE 88200 0 0 CAESARSTONE LTD ORD SHS M20598104 2128 141600 SH SOLE 141600 0 0 CAI INTERNATIONAL INC COM 12477X106 4197 169100 SH SOLE 169100 0 0 CALERES INC COM 129500104 5187 260400 SH SOLE 260400 0 0 CALIFORNIA RES CORP COM NEW 13057Q206 516 26200 SH SOLE 26200 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 446 8800 SH SOLE 8800 0 0 CALITHERA BIOSCIENCES INC COM 13089P101 593 152000 SH SOLE 152000 0 0 CALIX INC COM 13100M509 112 17100 SH SOLE 17100 0 0 CALLON PETE CO DEL COM 13123X102 4960 752700 SH SOLE 752700 0 0 CAMDEN NATL CORP COM 133034108 2930 63879 SH SOLE 63879 0 0 CAPITAL CITY BK GROUP INC COM 139674105 3452 138900 SH SOLE 138900 0 0 CAPITAL ONE FINL CORP COM 14040H105 66743 735538 SH SOLE 735538 0 0 CAPITAL SR LIVING CORP COM 140475104 253 50336 SH SOLE 50336 0 0 CAPITALA FIN CORP COM 14054R106 2083 220380 SH SOLE 220380 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 21606 623000 SH SOLE 623000 0 0 CAPSTAR FINL HLDGS INC COM 14070T102 892 58900 SH SOLE 58900 0 0 CARBO CERAMICS INC COM 140781105 125 92300 SH SOLE 92300 0 0 CARPENTER TECHNOLOGY CORP COM 144285103 1780 37100 SH SOLE 37100 0 0 CARRIAGE SVCS INC COM 143905107 907 47700 SH SOLE 47700 0 0 CARRIZO OIL & GAS INC COM 144577103 4614 460500 SH SOLE 460500 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 2032 225000 SH SOLE 225000 0 0 CARS COM INC COM 14575E105 6766 343100 SH SOLE 343100 0 0 CASTLE BRANDS INC COM 148435100 120 258587 SH SOLE 258587 0 0 CASTLIGHT HEALTH INC CL B 14862Q100 742 229600 SH SOLE 229600 0 0 CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 169 20900 SH SOLE 20900 0 0 CATERPILLAR INC DEL COM 149123101 2549 18700 SH SOLE 18000 0 700 CATO CORP NEW CL A 149205106 1706 138500 SH SOLE 138500 0 0 CB FINL SVCS INC COM 12479G101 979 41200 SH SOLE 41200 0 0 CBAK ENERGY TECHNOLOGY INC COM 14986C102 51 55000 SH SOLE 55000 0 0 CDN IMPERIAL BK COMM TORONTO COM 136069101 2050 26100 SH SOLE 24900 0 1200 CECO ENVIRONMENTAL CORP COM 125141101 669 69710 SH SOLE 69710 0 0 CEL SCI CORP COM PAR NEW 150837607 1360 162300 SH SOLE 162300 0 0 CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 549 204900 SH SOLE 204900 0 0 CELLULAR BIOMEDICINE GROUP I COM NEW 15117P102 531 32100 SH SOLE 32100 0 0 CENTENE CORP DEL COM 15135B101 2024 38600 SH SOLE 38600 0 0 CENTERPOINT ENERGY INC COM 15189T107 47529 1660100 SH SOLE 1660100 0 0 CENTRAL PAC FINL CORP COM NEW 154760409 644 21496 SH SOLE 21496 0 0 CENTRAL VALLEY CMNTY BANCORP COM 155685100 2168 101000 SH SOLE 101000 0 0 CENTURY BANCORP INC MASS CL A NON VTG 156432106 1934 22000 SH SOLE 22000 0 0 CENTURY CASINOS INC COM 156492100 2181 224800 SH SOLE 224800 0 0 CENTURYLINK INC COM 156700106 42142 3583480 SH SOLE 3583480 0 0 CHAPARRAL ENERGY INC COM CL A 15942R208 566 120200 SH SOLE 120200 0 0 CHARAH SOLUTIONS INC COM 15957P105 340 61900 SH SOLE 61900 0 0 CHARLES & COLVARD LTD COM 159765106 317 200600 SH SOLE 200600 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 34677 87750 SH SOLE 87400 0 350 CHEESECAKE FACTORY INC COM 163072101 324 7400 SH SOLE 7400 0 0 CHEFS WHSE INC COM 163086101 456 13000 SH SOLE 13000 0 0 CHEMUNG FINL CORP COM 164024101 2267 46891 SH SOLE 46891 0 0 CHEVRON CORP NEW COM 166764100 12341 99173 SH SOLE 99173 0 0 CHIASMA INC COM 16706W102 1769 236800 SH SOLE 236800 0 0 CHICAGO RIVET & MACH CO COM 168088102 396 13900 SH SOLE 13900 0 0 CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 113 15000 SH SOLE 15000 0 0 CHICOS FAS INC COM 168615102 2310 685400 SH SOLE 685400 0 0 CHILDRENS PL INC COM 168905107 467 4900 SH SOLE 4900 0 0 CHIMERIX INC COM 16934W106 800 185100 SH SOLE 185100 0 0 CHINA ADVANCED CONSTR MATLS SHS G21225100 56 15700 SH SOLE 15700 0 0 CHINA AUTOMOTIVE SYS INC COM 16936R105 245 106700 SH SOLE 106700 0 0 CHINA XD PLASTICS CO LTD COM 16948F107 746 355300 SH SOLE 355300 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 2565 3500 SH SOLE 3360 0 140 CHURCH & DWIGHT INC COM 171340102 62886 860750 SH SOLE 859250 0 1500 CIDARA THERAPEUTICS INC COM 171757107 159 94382 SH SOLE 94382 0 0 CINEDIGM CORP COM NEW 172406209 43 32000 SH SOLE 32000 0 0 CIRRUS LOGIC INC COM 172755100 437 10000 SH SOLE 10000 0 0 CISCO SYS INC COM 17275R102 52443 958208 SH SOLE 958208 0 0 CITI TRENDS INC COM 17306X102 2254 154160 SH SOLE 154160 0 0 CITIGROUP INC COM NEW 172967424 81127 1158465 SH SOLE 1158465 0 0 CITIZENS CMNTY BANCORP INC M COM 174903104 1166 107600 SH SOLE 107600 0 0 CITIZENS HLDG CO MISS COM 174715102 519 25170 SH SOLE 25170 0 0 CITIZENS INC CL A 174740100 900 123240 SH SOLE 123240 0 0 CIVEO CORP CDA COM 17878Y108 1090 633530 SH SOLE 633530 0 0 CIVISTA BANCSHARES INC COM NO PAR 178867107 2008 89444 SH SOLE 89444 0 0 CLEAN ENERGY FUELS CORP COM 184499101 1434 537050 SH SOLE 537050 0 0 CLEARFIELD INC COM 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2220274 SH SOLE 2220274 0 0 PHILLIPS 66 COM 718546104 59294 633893 SH SOLE 633893 0 0 PHOTRONICS INC COM 719405102 3629 442520 SH SOLE 442520 0 0 PICO HLDGS INC COM NEW 693366205 1104 95000 SH SOLE 95000 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 321 16100 SH SOLE 16100 0 0 PIONEER ENERGY SVCS CORP COM 723664108 195 770300 SH SOLE 770300 0 0 PIPER JAFFRAY COS COM 724078100 6766 91100 SH SOLE 91100 0 0 PIXELWORKS INC COM NEW 72581M305 712 241300 SH SOLE 241300 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 217 4000 SH SOLE 4000 0 0 PORTMAN RIDGE FIN CORP COM 73688F102 1359 603800 SH SOLE 603800 0 0 POTBELLY CORP COM 73754Y100 555 109000 SH SOLE 109000 0 0 POWELL INDS INC COM 739128106 775 20400 SH SOLE 20400 0 0 PRA GROUP INC COM 69354N106 1885 67000 SH SOLE 67000 0 0 PREFORMED LINE PRODS CO COM 740444104 685 12335 SH SOLE 12335 0 0 PREMIER FINL BANCORP INC COM 74050M105 2972 198119 SH SOLE 198119 0 0 PRESIDIO INC COM 74102M103 5185 379300 SH SOLE 379300 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 8946 282400 SH SOLE 282400 0 0 PRGX GLOBAL INC COM NEW 69357C503 860 127916 SH SOLE 127916 0 0 PRIMERICA INC COM 74164M108 252 2100 SH SOLE 2100 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 55768 962850 SH SOLE 962850 0 0 PROCTER AND GAMBLE CO COM 742718109 105265 960006 SH SOLE 960006 0 0 PRO-DEX INC COLO COM NEW 74265M205 366 28200 SH SOLE 28200 0 0 PROGRESSIVE CORP OHIO COM 743315103 4314 53970 SH SOLE 51470 0 2500 PROLOGIS INC COM 74340W103 53403 666700 SH SOLE 666700 0 0 PROPETRO HLDG CORP COM 74347M108 9017 435600 SH SOLE 431800 0 3800 PROTAGONIST THERAPEUTICS INC COM 74366E102 1104 91144 SH SOLE 91144 0 0 PROTALIX BIOTHERAPEUTICS INC COM 74365A101 95 202588 SH SOLE 202588 0 0 PROTECTIVE INS CORP CL B 74368L203 2067 119000 SH SOLE 119000 0 0 PROVIDENCE SVC CORP COM 743815102 568 9900 SH SOLE 9900 0 0 PROVIDENT FINL HLDGS INC COM 743868101 3229 153841 SH SOLE 153841 0 0 PROVIDENT FINL SVCS INC COM 74386T105 5170 213200 SH SOLE 213200 0 0 PRUDENTIAL BANCORP INC NEW COM 74431A101 267 14091 SH SOLE 14091 0 0 PRUDENTIAL FINL INC COM 744320102 58710 581290 SH SOLE 580090 0 1200 PS BUSINESS PKS INC CALIF COM 69360J107 691 4100 SH SOLE 4100 0 0 PULTE GROUP INC COM 745867101 38753 1225600 SH SOLE 1225600 0 0 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1006 117100 SH SOLE 117100 0 0 QAD INC CL A 74727D306 499 12400 SH SOLE 12400 0 0 QCR HOLDINGS INC COM 74727A104 680 19500 SH SOLE 19500 0 0 QEP RES INC COM 74733V100 5654 782000 SH SOLE 782000 0 0 QUAD / GRAPHICS INC COM CL A 747301109 2234 282400 SH SOLE 282400 0 0 QUALCOMM INC COM 747525103 73834 970600 SH SOLE 970600 0 0 QUANEX BUILDING PRODUCTS COR COM 747619104 2739 145000 SH SOLE 145000 0 0 QUEST RESOURCE HLDG CORP COM NEW 74836W203 61 22000 SH SOLE 22000 0 0 QUICKLOGIC CORP COM 74837P108 78 134800 SH SOLE 134800 0 0 QUINTANA ENERGY SVCS INC COM 74875T103 322 200214 SH SOLE 200214 0 0 QUORUM HEALTH CORP COM 74909E106 71 51400 SH SOLE 51400 0 0 RADIANT LOGISTICS INC COM 75025X100 2801 456200 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RELIV INTL INC COM NEW 75952R209 114 26939 SH SOLE 26939 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 7730 487404 SH SOLE 483804 0 3600 RENT A CTR INC NEW COM 76009N100 3960 148700 SH SOLE 148700 0 0 REPUBLIC BANCORP KY CL A 760281204 5166 103842 SH SOLE 103842 0 0 REPUBLIC FIRST BANCORP INC COM 760416107 199 40600 SH SOLE 40600 0 0 REPUBLIC SVCS INC COM 760759100 71511 825382 SH SOLE 825382 0 0 RESOLUTE FST PRODS INC COM 76117W109 5144 714500 SH SOLE 714500 0 0 RESTORBIO INC COM 76133L103 969 95000 SH SOLE 95000 0 0 RETRACTABLE TECHNOLOGIES INC COM 76129W105 25 34200 SH SOLE 34200 0 0 REX AMERICAN RESOURCES CORP COM 761624105 4769 65419 SH SOLE 65419 0 0 RF INDS LTD COM PAR $0.01 749552105 2051 242998 SH SOLE 242998 0 0 RGC RES INC COM 74955L103 504 16528 SH SOLE 16528 0 0 RH COM 74967X103 3152 27270 SH SOLE 26370 0 900 RICHARDSON ELECTRS LTD COM 763165107 716 127811 SH SOLE 127811 0 0 RIGNET INC COM 766582100 861 85409 SH SOLE 85409 0 0 RING ENERGY INC COM 76680V108 254 78300 SH SOLE 78300 0 0 RINGCENTRAL INC CL A 76680R206 2999 26100 SH SOLE 25400 0 700 RIVERVIEW BANCORP INC COM 769397100 2111 247204 SH SOLE 247204 0 0 ROCKWELL MED INC COM 774374102 94 31200 SH SOLE 31200 0 0 ROCKY BRANDS INC COM 774515100 4066 149061 SH SOLE 149061 0 0 ROCKY MTN CHOCOLATE FACTORY COM 77467X101 320 38100 SH SOLE 38100 0 0 ROSEHILL RES INC CL A 777385105 295 79600 SH SOLE 79600 0 0 RTI SURGICAL HOLDINGS INC COM 74975N105 1295 304790 SH SOLE 304790 0 0 RTW RETAILWINDS INC COM 74980D100 1272 748229 SH SOLE 748229 0 0 RUBICON PROJ INC COM 78112V102 380 59700 SH SOLE 59700 0 0 RUSH ENTERPRISES INC CL A 781846209 6873 188200 SH SOLE 188200 0 0 RUSH ENTERPRISES INC CL B 781846308 2997 81200 SH SOLE 81200 0 0 RYERSON HLDG CORP COM 783754104 565 67800 SH SOLE 67800 0 0 S & T BANCORP INC COM 783859101 751 20045 SH SOLE 20045 0 0 S&P GLOBAL INC COM 78409V104 2369 10400 SH SOLE 10400 0 0 SACHEM CAP CORP COM 78590A109 240 45200 SH SOLE 45200 0 0 SAFE BULKERS INC COM Y7388L103 838 537300 SH SOLE 537300 0 0 SAFEGUARD SCIENTIFICS INC COM NEW 786449207 422 35000 SH SOLE 35000 0 0 SAFETY INS GROUP INC COM 78648T100 904 9505 SH SOLE 9505 0 0 SAGA COMMUNICATIONS INC CL A NEW 786598300 1031 33000 SH SOLE 33000 0 0 SALEM MEDIA GROUP INC CL A 794093104 503 206952 SH SOLE 206952 0 0 SANDRIDGE ENERGY INC COM NEW 80007P869 485 70100 SH SOLE 70100 0 0 SANDY SPRING BANCORP INC COM 800363103 5295 151800 SH SOLE 151800 0 0 SANMINA CORPORATION COM 801056102 7370 243400 SH SOLE 243400 0 0 SANTANDER CONSUMER USA HDG I COM 80283M101 5020 209500 SH SOLE 204100 0 5400 SAVARA INC COM 805111101 95 40000 SH SOLE 40000 0 0 SB FINL GROUP INC COM 78408D105 1297 78774 SH SOLE 78774 0 0 SB ONE BANCORP COM 78413T103 1147 51300 SH SOLE 51300 0 0 SCANSOURCE INC COM 806037107 5633 173000 SH SOLE 173000 0 0 SCHMITT INDS INC ORE COM NEW 806870200 165 70802 SH SOLE 70802 0 0 SCHNITZER STL INDS CL A 806882106 4117 157300 SH SOLE 157300 0 0 SCHOLASTIC CORP COM 807066105 7311 219940 SH SOLE 219940 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1858 56000 SH SOLE 56000 0 0 SCORPIO BULKERS INC COM Y7546A122 1719 373700 SH SOLE 373700 0 0 SCPHARMACEUTICALS INC COM 810648105 196 61500 SH SOLE 61500 0 0 SCYNEXIS INC COM 811292101 197 150000 SH SOLE 150000 0 0 SEACHANGE INTL INC COM 811699107 178 124400 SH SOLE 124400 0 0 SEACOAST BKG CORP FLA COM NEW 811707801 598 23500 SH SOLE 23500 0 0 SEACOR HOLDINGS INC COM 811904101 4447 93600 SH SOLE 93600 0 0 SEACOR MARINE HLDGS INC COM 78413P101 845 56503 SH SOLE 56503 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2389 50700 SH SOLE 48800 0 1900 SEASPINE HLDGS CORP COM 81255T108 1226 92513 SH SOLE 92513 0 0 SEAWORLD ENTMT INC COM 81282V100 2899 93500 SH SOLE 89900 0 3600 SECURITY NATL FINL CORP CL A NEW 814785309 1284 255788 SH SOLE 255788 0 0 SELECT BANCORP INC NEW COM 81617L108 767 67076 SH SOLE 67076 0 0 SELECT ENERGY SVCS INC CL A COM 81617J301 3135 270000 SH SOLE 270000 0 0 SELECTA BIOSCIENCES INC COM 816212104 122 68100 SH SOLE 68100 0 0 SEMGROUP CORP CL A 81663A105 5214 434500 SH SOLE 434500 0 0 SENECA FOODS CORP NEW CL A 817070501 2637 94750 SH SOLE 94750 0 0 SEQUENTIAL BRNDS GROUP INC N COM 81734P107 124 225000 SH SOLE 225000 0 0 SERES THERAPEUTICS INC COM 81750R102 469 145500 SH SOLE 145500 0 0 SERVICENOW INC COM 81762P102 4503 16400 SH SOLE 16000 0 400 SERVOTRONICS INC COM 817732100 169 17653 SH SOLE 17653 0 0 SESEN BIO INC COM 817763105 300 200000 SH SOLE 200000 0 0 SEVERN BANCORP ANNAPOLIS MD COM 81811M100 565 65000 SH SOLE 65000 0 0 SHILOH INDS INC COM 824543102 962 197600 SH SOLE 197600 0 0 SHIP FINANCE INTERNATIONAL L SHS G81075106 8881 709900 SH SOLE 709900 0 0 SHOE CARNIVAL INC COM 824889109 3271 118500 SH SOLE 118500 0 0 SHORE BANCSHARES INC COM 825107105 2870 175612 SH SOLE 175612 0 0 SIENTRA INC COM 82621J105 192 31100 SH SOLE 31100 0 0 SIERRA BANCORP COM 82620P102 1886 69539 SH SOLE 69539 0 0 SIERRA ONCOLOGY INC COM 82640U107 210 374400 SH SOLE 374400 0 0 SIFCO INDS INC COM 826546103 46 16024 SH SOLE 16024 0 0 SIGA TECHNOLOGIES INC COM 826917106 194 34100 SH SOLE 34100 0 0 SIGNET JEWELERS LIMITED SHS G81276100 2324 130000 SH SOLE 130000 0 0 SILVERBOW RES INC COM 82836G102 1501 108348 SH SOLE 108348 0 0 SILVERCREST ASSET MGMT GROUP CL A 828359109 865 61677 SH SOLE 61677 0 0 SKYWEST INC COM 830879102 4125 67991 SH SOLE 67991 0 0 SM ENERGY CO COM 78454L100 3493 279000 SH SOLE 279000 0 0 SMART SAND INC COM 83191H107 527 215800 SH SOLE 215800 0 0 SMTC CORP COM NEW 832682207 395 102434 SH SOLE 102434 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 6400 274100 SH SOLE 271400 0 2700 SORL AUTO PTS INC COM 78461U101 1129 325387 SH SOLE 325387 0 0 SOUTHERN FIRST BANCSHARES IN COM 842873101 995 25415 SH SOLE 25415 0 0 SOUTHERN MO BANCORP INC COM 843380106 637 18300 SH SOLE 18300 0 0 SOUTHERN NATL BANCORP OF VA COM 843395104 1752 114458 SH SOLE 114458 0 0 SOUTHWEST AIRLS CO COM 844741108 1848 36400 SH SOLE 36400 0 0 SPAR GROUP INC COM 784933103 30 46500 SH SOLE 46500 0 0 SPARK ENERGY INC CL A COM 846511103 627 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85569C107 1029 126000 SH SOLE 126000 0 0 STATE AUTO FINL CORP COM 855707105 5789 165386 SH SOLE 165386 0 0 STEEL CONNECT INC COM 858098106 1159 636800 SH SOLE 636800 0 0 STEELCASE INC CL A 858155203 8150 476600 SH SOLE 476600 0 0 STEIN MART INC COM 858375108 210 244000 SH SOLE 244000 0 0 STERLING CONSTRUCTION CO INC COM 859241101 1594 118800 SH SOLE 118800 0 0 STEWART INFORMATION SVCS COR COM 860372101 4450 109900 SH SOLE 109900 0 0 STRATASYS LTD SHS M85548101 2350 80000 SH SOLE 80000 0 0 STRATTEC SEC CORP COM 863111100 1489 61800 SH SOLE 61800 0 0 STRATUS PPTYS INC COM NEW 863167201 1328 40950 SH SOLE 40950 0 0 SUMMIT FINANCIAL GROUP INC COM 86606G101 1466 54615 SH SOLE 54615 0 0 SUMMIT ST BK SANTA ROSA CALI COM 866264203 258 23450 SH SOLE 23450 0 0 SUN CMNTYS INC COM 866674104 36329 283400 SH SOLE 283400 0 0 SUNCOKE ENERGY INC COM 86722A103 6571 740000 SH SOLE 730000 0 10000 SUNPOWER CORP COM 867652406 5921 553900 SH SOLE 553900 0 0 SUNTRUST BKS INC COM 867914103 25668 408400 SH SOLE 408400 0 0 SUNWORKS INC COM 86803X105 65 119600 SH SOLE 119600 0 0 SUPERIOR DRILLING PRODS INC COM 868153107 363 359700 SH SOLE 359700 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 286 220000 SH SOLE 220000 0 0 SUPERIOR GRP OF COMPANIES IN COM 868358102 908 53000 SH SOLE 53000 0 0 SUPERIOR INDS INTL INC COM 868168105 320 92500 SH SOLE 92500 0 0 SURGERY PARTNERS INC COM 86881A100 2013 247241 SH SOLE 247241 0 0 SUTRO BIOPHARMA INC COM 869367102 555 48800 SH SOLE 48800 0 0 SYKES ENTERPRISES INC COM 871237103 5417 197284 SH SOLE 197284 0 0 SYNACOR INC COM 871561106 487 312400 SH SOLE 312400 0 0 SYNALLOY CP DEL COM 871565107 865 55400 SH SOLE 55400 0 0 SYNAPTICS INC COM 87157D109 3045 104500 SH SOLE 104500 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1115 140900 SH SOLE 140900 0 0 SYNCHRONY FINL COM 87165B103 68380 1972300 SH SOLE 1970900 0 1400 SYNDAX PHARMACEUTICALS INC COM 87164F105 326 35000 SH SOLE 35000 0 0 SYNLOGIC INC COM 87166L100 870 95600 SH SOLE 95600 0 0 SYPRIS SOLUTIONS INC COM 871655106 84 108404 SH SOLE 108404 0 0 SYROS PHARMACEUTICALS INC COM 87184Q107 308 33300 SH SOLE 33300 0 0 SYSTEMAX INC COM 871851101 219 9900 SH SOLE 9900 0 0 T2 BIOSYSTEMS INC COM 89853L104 252 150000 SH SOLE 150000 0 0 TABLEAU SOFTWARE INC CL A 87336U105 2474 14900 SH SOLE 14900 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 461 8100 SH SOLE 8100 0 0 TAILORED BRANDS INC COM 87403A107 109 18900 SH SOLE 18900 0 0 TAITRON COMPONENTS INC CL A 874028103 219 68500 SH SOLE 68500 0 0 TANDY LEATHER FACTORY INC COM 87538X105 542 98600 SH SOLE 98600 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2271 45500 SH SOLE 43700 0 1800 TECH DATA CORP COM 878237106 732 7000 SH SOLE 7000 0 0 TECHTARGET INC COM 87874R100 672 31600 SH SOLE 31600 0 0 TECK RESOURCES LTD CL B 878742204 2809 121800 SH SOLE 115900 0 5900 TEEKAY CORPORATION COM Y8564W103 1668 485000 SH SOLE 485000 0 0 TEEKAY TANKERS LTD CL A Y8565N102 383 299300 SH SOLE 299300 0 0 TELARIA INC COM 879181105 992 131900 SH SOLE 131900 0 0 TELIGENT INC NEW COM 87960W104 20 32100 SH SOLE 32100 0 0 TENGASCO INC COM PAR 88033R502 21 25000 SH SOLE 25000 0 0 TENNANT CO COM 880345103 453 7400 SH SOLE 7400 0 0 TERRITORIAL BANCORP INC COM 88145X108 2330 75400 SH SOLE 75400 0 0 TESSCO TECHNOLOGIES INC COM 872386107 1573 88100 SH SOLE 88100 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 2830 280800 SH SOLE 280800 0 0 THE CHARLES SCHWAB CORPORATI COM 808513105 3742 93100 SH SOLE 91100 0 2000 THE ONE GROUP HOSPITALITY IN COM 88338K103 88 27400 SH SOLE 27400 0 0 THESTREET INC COM NEW 88368Q202 130 21249 SH SOLE 21249 0 0 TILLYS INC CL A 886885102 1626 213168 SH SOLE 213168 0 0 TIMBERLAND BANCORP INC COM 887098101 2020 67618 SH SOLE 67618 0 0 TIPTREE INC COM 88822Q103 1445 229400 SH SOLE 229400 0 0 TITAN MACHY INC COM 88830R101 3215 156200 SH SOLE 156200 0 0 TIVO CORP COM 88870P106 3084 418400 SH SOLE 418400 0 0 TJX COS INC NEW COM 872540109 1904 36000 SH SOLE 36000 0 0 TOCAGEN INC COM 888846102 676 101134 SH SOLE 101134 0 0 TOPBUILD CORP COM 89055F103 2359 28500 SH SOLE 27400 0 1100 TOWER INTL INC COM 891826109 3052 156500 SH SOLE 156500 0 0 TOWN SPORTS INTL HLDGS INC COM 89214A102 201 92800 SH SOLE 92800 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 354 12985 SH SOLE 12985 0 0 TOWNSQUARE MEDIA INC CL A 892231101 1675 311300 SH SOLE 311300 0 0 TRACON PHARMACEUTICALS INC COM 89237H100 41 60000 SH SOLE 60000 0 0 TRACTOR SUPPLY CO COM 892356106 2067 19000 SH SOLE 19000 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 38 150596 SH SOLE 150596 0 0 TRANSACT TECHNOLOGIES INC COM 892918103 1129 100300 SH SOLE 100300 0 0 TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 423 587400 SH SOLE 587400 0 0 TRANSCAT INC COM 893529107 1129 44100 SH SOLE 44100 0 0 TRAVELCENTERS AMER LLC COM 894174101 3062 845850 SH SOLE 845850 0 0 TRAVELERS COMPANIES INC COM 89417E109 64964 434485 SH SOLE 434485 0 0 TRAVELZOO COM NEW 89421Q205 1999 129500 SH SOLE 129500 0 0 TRECORA RES COM 894648104 725 75802 SH SOLE 75802 0 0 TREDEGAR CORP COM 894650100 2980 179300 SH SOLE 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