0001072613-20-000075.txt : 20200213
0001072613-20-000075.hdr.sgml : 20200213
20200213092902
ACCESSION NUMBER: 0001072613-20-000075
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200213
DATE AS OF CHANGE: 20200213
EFFECTIVENESS DATE: 20200213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Grantham, Mayo, Van Otterloo & Co. LLC
CENTRAL INDEX KEY: 0001352662
IRS NUMBER: 042691242
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11599
FILM NUMBER: 20607299
BUSINESS ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-330-7500
MAIL ADDRESS:
STREET 1: 40 ROWES WHARF
CITY: BOSTON
STATE: MA
ZIP: 02110
13F-HR
1
primary_doc.xml
13F-HR
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0001352662
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12-31-2019
12-31-2019
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Grantham, Mayo, Van Otterloo & Co. LLC
40 ROWES WHARF
BOSTON
MA
02110
13F HOLDINGS REPORT
028-11599
N
Gregory L. Pottle
Chief Compliance Officer, not in his individual capacity
617-346-7620
/s/ Gregory L. Pottle
Boston
MA
02-13-2020
0
672
14973403
INFORMATION TABLE
2
infotable.xml
3M CO
COM
88579Y101
299349
1696798
SH
SOLE
1568006
0
128792
ABBOTT LABS
COM
002824100
156883
1806163
SH
SOLE
1614468
0
191695
ACACIA COMMUNICATIONS INC
COM
00401C108
18214
268600
SH
SOLE
268600
0
0
ACCENTURE PLC IRELAND
SHS CLASS A
G1151C101
328592
1560488
SH
SOLE
1439894
0
120594
ACCO BRANDS CORP
COM
00081T108
16168
1727299
SH
SOLE
1727299
0
0
ACHILLION PHARMACEUTICALS IN
COM
00448Q201
526
87200
SH
SOLE
87200
0
0
ACUSHNET HOLDINGS CORP
COM
005098108
16660
512615
SH
SOLE
512615
0
0
ADECOAGRO S A
COM
L00849106
12988
1551730
SH
SOLE
1551730
0
0
ADOBE INC
COM
00724F101
462
1400
SH
SOLE
1400
0
0
ADTRAN INC
COM
00738A106
4884
493823
SH
SOLE
493823
0
0
ADVANCED DISP SVCS INC DEL
COM
00790X101
65846
2003227
SH
SOLE
2003227
0
0
ADVANCED ENERGY INDS
COM
007973100
570
8000
SH
SOLE
8000
0
0
AFLAC INC
COM
001055102
291
5500
SH
SOLE
5500
0
0
AG MTG INVT TR INC
COM
001228105
1769
114700
SH
SOLE
114700
0
0
AGCO CORP
COM
001084102
9471
122600
SH
SOLE
122600
0
0
AGROFRESH SOLUTIONS
COM
00856G109
265
102900
SH
SOLE
102900
0
0
AIR PRODS & CHEMS INC
COM
009158106
399
1700
SH
SOLE
1700
0
0
ALBEMARLE CORP
COM
012653101
31897
436700
SH
SOLE
436700
0
0
ALIBABA GROUP HLDG LTD
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01609W102
387883
1828773
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1828773
0
0
ALLERGAN PLC
SHS
G0177J108
54776
286531
SH
SOLE
286531
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0
ALLSTATE CORP
COM
020002101
4341
38602
SH
SOLE
38602
0
0
ALLY FINL INC
COM
02005N100
20993
686930
SH
SOLE
686930
0
0
ALPHA & OMEGA SEMICONDUCTOR
SHS
G6331P104
2435
178800
SH
SOLE
178800
0
0
ALPHABET INC
CAP STK CL A
02079K305
280754
209613
SH
SOLE
190665
0
18948
ALPHABET INC
CAP STK CL C
02079K107
336258
251498
SH
SOLE
233618
0
17880
AMALGAMATED BK NEW YORK N Y
CLASS A
022663108
360
18500
SH
SOLE
18500
0
0
AMAZON COM INC
COM
023135106
2249
1217
SH
SOLE
1217
0
0
AMDOCS LTD
SHS
G02602103
2424
33575
SH
SOLE
33575
0
0
AMERICAN EXPRESS CO
COM
025816109
304800
2448393
SH
SOLE
2269048
0
179345
AMERICAN NATL BANKSHARES INC
COM
027745108
210
5319
SH
SOLE
5319
0
0
AMERICAN VANGUARD CORP
COM
030371108
1480
76000
SH
SOLE
76000
0
0
AMERIPRISE FINL INC
COM
03076C106
6339
38051
SH
SOLE
38051
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
2015
23701
SH
SOLE
23701
0
0
AMGEN INC
COM
031162100
15284
63400
SH
SOLE
63400
0
0
AMKOR TECHNOLOGY INC
COM
031652100
1401
107740
SH
SOLE
107740
0
0
ANTERO RES CORP
COM
03674X106
31132
10923657
SH
SOLE
0
0
10923657
ANTHEM INC
COM
036752103
295107
977077
SH
SOLE
899234
0
77843
APOLLO INVT CORP
COM NEW
03761U502
1021
58500
SH
SOLE
58500
0
0
APPLE INC
COM
037833100
521802
1776952
SH
SOLE
1631494
0
145458
APPLIED MATLS INC
COM
038222105
8427
138057
SH
SOLE
138057
0
0
APTIV PLC
SHS
G6095L109
5555
58493
SH
SOLE
58493
0
0
ARAMARK
COM
03852U106
206
4752
SH
SOLE
4752
0
0
ARCHROCK INC
COM
03957W106
2736
272479
SH
SOLE
272479
0
0
ARES COML REAL ESTATE CORP
COM
04013V108
203
12800
SH
SOLE
12800
0
0
ARROW ELECTRS INC
COM
042735100
1604
18928
SH
SOLE
18928
0
0
ARTISAN PARTNERS ASSET MGMT
CL A
04316A108
3192
98769
SH
SOLE
98769
0
0
ASBURY AUTOMOTIVE GROUP INC
COM
043436104
917
8200
SH
SOLE
8200
0
0
ASSOCIATED BANC CORP
COM
045487105
2204
100000
SH
SOLE
100000
0
0
AT HOME GROUP INC
COM
04650Y100
10313
1875055
SH
SOLE
1875055
0
0
ATKORE INTL GROUP INC
COM
047649108
582
14396
SH
SOLE
14396
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
339
1986
SH
SOLE
1986
0
0
AUTONATION INC
COM
05329W102
851
17508
SH
SOLE
17508
0
0
AVAYA HLDGS CORP
COM
05351X101
8266
612300
SH
SOLE
612300
0
0
AVERY DENNISON CORP
COM
053611109
293
2240
SH
SOLE
2240
0
0
AVISTA CORP
COM
05379B107
2501
52000
SH
SOLE
52000
0
0
AVNET INC
COM
053807103
931
21938
SH
SOLE
21938
0
0
AVX CORP NEW
COM
002444107
8868
433200
SH
SOLE
433200
0
0
AXALTA COATING SYS LTD
COM
G0750C108
25397
835444
SH
SOLE
835444
0
0
AXCELIS TECHNOLOGIES INC
COM NEW
054540208
961
39900
SH
SOLE
39900
0
0
B2GOLD CORP
COM
11777Q209
51
12600
SH
SOLE
12600
0
0
BAIDU INC
SPON ADR REP A
056752108
4487
35500
SH
SOLE
35500
0
0
BANCFIRST CORP
COM
05945F103
2085
33400
SH
SOLE
33400
0
0
BANCO BBVA ARGENTINA SA
SPONSORED ADS
058934100
3630
651700
SH
SOLE
651700
0
0
BANCO MACRO SA
SPON ADR B
05961W105
11716
323200
SH
SOLE
323200
0
0
BANCO SANTANDER BRASIL S A
ADS REP 1 UNIT
05967A107
405
33400
SH
SOLE
33400
0
0
BANCO SANTANDER CHILE NEW
SP ADR REP COM
05965X109
1751
75900
SH
SOLE
75900
0
0
BANCORP INC DEL
COM
05969A105
323
24900
SH
SOLE
24900
0
0
BANKFINANCIAL CORP
COM
06643P104
875
66900
SH
SOLE
66900
0
0
BANNER CORP
COM NEW
06652V208
6004
106100
SH
SOLE
106100
0
0
BASSETT FURNITURE INDS INC
COM
070203104
799
47900
SH
SOLE
47900
0
0
BAUSCH HEALTH COS INC
COM
071734107
9892
330000
SH
SOLE
292600
0
37400
BAXTER INTL INC
COM
071813109
5596
66926
SH
SOLE
66926
0
0
BECTON DICKINSON & CO
COM
075887109
107619
395700
SH
SOLE
366600
0
29100
BEL FUSE INC
CL B
077347300
487
23751
SH
SOLE
23751
0
0
BENCHMARK ELECTRS INC
COM
08160H101
16309
474650
SH
SOLE
474650
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
19932
88000
SH
SOLE
88000
0
0
BEST BUY INC
COM
086516101
7151
81444
SH
SOLE
81444
0
0
BIOGEN INC
COM
09062X103
8885
29943
SH
SOLE
29943
0
0
BLOCK H & R INC
COM
093671105
1022
43543
SH
SOLE
43543
0
0
BLOOMIN BRANDS INC
COM
094235108
12432
563284
SH
SOLE
563284
0
0
BOISE CASCADE CO DEL
COM
09739D100
235
6432
SH
SOLE
6432
0
0
BONANZA CREEK ENERGY INC
COM NEW
097793400
4939
211600
SH
SOLE
211600
0
0
BOOKING HLDGS INC
COM
09857L108
96872
47169
SH
SOLE
43384
0
3785
BOOZ ALLEN HAMILTON HLDG COR
CL A
099502106
1972
27729
SH
SOLE
27729
0
0
BORGWARNER INC
COM
099724106
5555
128047
SH
SOLE
128047
0
0
BRADY CORP
CL A
104674106
31804
555423
SH
SOLE
555423
0
0
BRAEMAR HOTELS & RESORTS INC
COM
10482B101
981
109801
SH
SOLE
109801
0
0
BRIGHTSPHERE INVT GROUP INC
COM
10948W103
655
64100
SH
SOLE
64100
0
0
BRINKER INTL INC
COM
109641100
4099
97587
SH
SOLE
97587
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
6387
99494
SH
SOLE
99494
0
0
BRISTOL MYERS SQUIBB CO
RIGHT 99/99/9999
110122157
2261
751075
SH
SOLE
751075
0
0
BRITISH AMERN TOB PLC
SPONSORED ADR
110448107
99102
2334000
SH
SOLE
2131900
0
202100
BROOKLINE BANCORP INC DEL
COM
11373M107
823
50000
SH
SOLE
50000
0
0
BROOKS AUTOMATION INC
COM
114340102
390
9300
SH
SOLE
9300
0
0
BRP INC
COM SUN VTG
05577W200
11693
256313
SH
SOLE
220113
0
36200
BRUKER CORP
COM
116794108
1260
24725
SH
SOLE
24725
0
0
BUILDERS FIRSTSOURCE INC
COM
12008R107
24476
963257
SH
SOLE
963257
0
0
CABOT OIL & GAS CORP
COM
127097103
6201
356153
SH
SOLE
0
0
356153
CACI INTL INC
CL A
127190304
1500
6000
SH
SOLE
6000
0
0
CADENCE DESIGN SYSTEM INC
COM
127387108
6571
94734
SH
SOLE
94734
0
0
CAESARS ENTMT CORP
COM
127686103
43146
3172505
SH
SOLE
3172505
0
0
CALIFORNIA RES CORP
COM NEW
13057Q206
1905
211000
SH
SOLE
211000
0
0
CALLAWAY GOLF CO
COM
131193104
2656
125299
SH
SOLE
125299
0
0
CAMDEN NATL CORP
COM
133034108
4509
97900
SH
SOLE
97900
0
0
CANADIAN NATL RY CO
COM
136375102
8566
94700
SH
SOLE
49500
0
45200
CANADIAN SOLAR INC
COM
136635109
8167
369563
SH
SOLE
369563
0
0
CAPITAL ONE FINL CORP
COM
14040H105
3987
38746
SH
SOLE
38746
0
0
CARDLYTICS INC
COM
14161W105
32499
517000
SH
SOLE
517000
0
0
CAREER EDUCATION CORP
COM
141665109
703
38207
SH
SOLE
38207
0
0
CARPENTER TECHNOLOGY CORP
COM
144285103
8532
171400
SH
SOLE
171400
0
0
CARRIAGE SVCS INC
COM
143905107
410
16000
SH
SOLE
16000
0
0
CARVANA CO
CL A
146869102
78997
858200
SH
SOLE
858200
0
0
CBIZ INC
COM
124805102
682
25286
SH
SOLE
25286
0
0
CBRE GROUP INC
CL A
12504L109
2154
35149
SH
SOLE
35149
0
0
CDW CORP
COM
12514G108
3700
25900
SH
SOLE
25900
0
0
CEDAR REALTY TRUST INC
COM NEW
150602209
697
236300
SH
SOLE
236300
0
0
CENTENNIAL RESOURCE DEV INC
CL A
15136A102
8431
1824928
SH
SOLE
0
0
1824928
CENTRAL GARDEN & PET CO
COM
153527106
2492
80200
SH
SOLE
80200
0
0
CENTURY BANCORP INC MASS
CL A NON VTG
156432106
1803
20037
SH
SOLE
20037
0
0
CGI INC
CL A SUB VTG
12532H104
13332
159100
SH
SOLE
120900
0
38200
CHANGYOU COM LTD
ADS REP CL A
15911M107
1174
119900
SH
SOLE
119900
0
0
CHANNELADVISOR CORP
COM
159179100
95
10500
SH
SOLE
10500
0
0
CHEETAH MOBILE INC
ADR
163075104
311
85600
SH
SOLE
85600
0
0
CHEVRON CORP NEW
COM
166764100
12774
106000
SH
Put
SOLE
106000
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
10732
253889
SH
SOLE
253889
0
0
CHINA PETE & CHEM CORP
SPON ADR H SHS
16941R108
3398
56500
SH
SOLE
56500
0
0
CHINA YUCHAI INTL LTD
COM
G21082105
2113
158551
SH
SOLE
146451
0
12100
CIENA CORP
COM NEW
171779309
1607
37643
SH
SOLE
37643
0
0
CIMAREX ENERGY CO
COM
171798101
8027
152930
SH
SOLE
0
0
152930
CIMPRESS PLC
SHS EURO
G2143T103
678
5390
SH
SOLE
5390
0
0
CISCO SYS INC
COM
17275R102
199817
4166322
SH
SOLE
3816179
0
350143
CITI TRENDS INC
COM
17306X102
744
32200
SH
SOLE
32200
0
0
CITIGROUP INC
COM NEW
172967424
439
5500
SH
SOLE
5500
0
0
CITIZENS FINL GROUP INC
COM
174610105
2270
55907
SH
SOLE
55907
0
0
CITRIX SYS INC
COM
177376100
1463
13196
SH
SOLE
13196
0
0
CIVISTA BANCSHARES INC
COM NO PAR
178867107
1210
50400
SH
SOLE
50400
0
0
CLARUS CORP NEW
COM
18270P109
1315
96996
SH
SOLE
96996
0
0
CNB FINL CORP PA
COM
126128107
890
27244
SH
SOLE
27244
0
0
CNO FINL GROUP INC
COM
12621E103
2208
121800
SH
SOLE
121800
0
0
CNOOC LTD
SPONSORED ADR
126132109
933
5600
SH
SOLE
5600
0
0
CNX RESOURCES CORPORATION
COM
12653C108
1120
126600
SH
SOLE
126600
0
0
COCA COLA CO
COM
191216100
201285
3636588
SH
SOLE
3282462
0
354126
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
199613
3218521
SH
SOLE
2931354
0
287167
COHU INC
COM
192576106
265
11600
SH
SOLE
11600
0
0
COLGATE PALMOLIVE CO
COM
194162103
4616
67047
SH
SOLE
67047
0
0
COLUMBIA SPORTSWEAR CO
COM
198516106
1485
14818
SH
SOLE
14818
0
0
COMCAST CORP NEW
CL A
20030N101
16873
375213
SH
SOLE
375213
0
0
COMMUNITY TR BANCORP INC
COM
204149108
1833
39300
SH
SOLE
39300
0
0
COMPANHIA DE SANEAMENTO BASI
SPONSORED ADR
20441A102
10626
706039
SH
SOLE
687139
0
18900
COMPANHIA PARANAENSE ENERG C
SPON ADR PFD
20441B407
173
10200
SH
SOLE
10200
0
0
COMPANIA CERVECERIAS UNIDAS
SPONSORED ADR
204429104
1081
57000
SH
SOLE
57000
0
0
COMPUTER PROGRAMS & SYS INC
COM
205306103
4142
156900
SH
SOLE
156900
0
0
COMTECH TELECOMMUNICATIONS C
COM NEW
205826209
14457
407342
SH
SOLE
407342
0
0
CONCHO RES INC
COM
20605P101
8369
95568
SH
SOLE
0
0
95568
CONOCOPHILLIPS
COM
20825C104
13793
212100
SH
Put
SOLE
212100
0
0
CONSOLIDATED WATER CO INC
ORD
G23773107
544
33397
SH
SOLE
33397
0
0
CONTINENTAL RESOURCES INC
COM
212015101
7805
227555
SH
SOLE
0
0
227555
CORE MARK HOLDING CO INC
COM
218681104
8377
308089
SH
SOLE
308089
0
0
CORECIVIC INC
COM
21871N101
21855
1257500
SH
SOLE
1257500
0
0
COREPOINT LODGING INC
COM
21872L104
10843
1015300
SH
SOLE
1015300
0
0
CORTEVA INC
COM
22052L104
973
32900
SH
SOLE
32900
0
0
COSTCO WHSL CORP NEW
COM
22160K105
99616
338921
SH
SOLE
306841
0
32080
CRA INTL INC
COM
12618T105
1969
36148
SH
SOLE
36148
0
0
CREDICORP LTD
COM
G2519Y108
7566
35500
SH
SOLE
35500
0
0
CREDIT ACCEP CORP MICH
COM
225310101
18224
41200
SH
SOLE
41200
0
0
CRH PLC
ADR
12626K203
37087
919600
SH
SOLE
824700
0
94900
CSG SYS INTL INC
COM
126349109
10489
202577
SH
SOLE
202577
0
0
CTS CORP
COM
126501105
1491
49700
SH
SOLE
49700
0
0
CUMMINS INC
COM
231021106
3241
18112
SH
SOLE
18112
0
0
CURO GROUP HLDGS CORP
COM
23131L107
3570
293100
SH
SOLE
293100
0
0
CURTISS WRIGHT CORP
COM
231561101
1553
11021
SH
SOLE
11021
0
0
CUSHMAN WAKEFIELD PLC
SHS
G2717B108
2197
107500
SH
SOLE
107500
0
0
CYPRESS SEMICONDUCTOR CORP
COM
232806109
78494
3364500
SH
SOLE
3364500
0
0
DANA INCORPORATED
COM
235825205
16473
905133
SH
SOLE
905133
0
0
DARLING INGREDIENTS INC
COM
237266101
272
9700
SH
SOLE
9700
0
0
DECKERS OUTDOOR CORP
COM
243537107
1131
6700
SH
SOLE
6700
0
0
DELPHI TECHNOLOGIES PLC
SHS
G2709G107
1547
120600
SH
SOLE
120600
0
0
DELUXE CORP
COM
248019101
4506
90264
SH
SOLE
90264
0
0
DENBURY RES INC
COM NEW
247916208
3737
2650208
SH
SOLE
2650208
0
0
DESIGNER BRANDS INC
CL A
250565108
8873
563700
SH
SOLE
563700
0
0
DEVON ENERGY CORP NEW
COM
25179M103
7761
298833
SH
SOLE
0
0
298833
DHI GROUP INC
COM
23331S100
2047
680200
SH
SOLE
680200
0
0
DIAGEO P L C
SPON ADR NEW
25243Q205
34189
202999
SH
SOLE
172099
0
30900
DIAMONDBACK ENERGY INC
COM
25278X109
7132
76808
SH
SOLE
0
0
76808
DICKS SPORTING GOODS INC
COM
253393102
1069
21600
SH
SOLE
21600
0
0
DIGI INTL INC
COM
253798102
3764
212400
SH
SOLE
212400
0
0
DIGITAL RLTY TR INC
COM
253868103
23721
198106
SH
SOLE
198106
0
0
DIME CMNTY BANCSHARES
COM
253922108
6123
293100
SH
SOLE
293100
0
0
DISCOVERY INC
COM SER C
25470F302
62639
2054400
SH
SOLE
2054400
0
0
DONEGAL GROUP INC
CL A
257701201
150
10154
SH
SOLE
10154
0
0
DONNELLEY FINL SOLUTIONS INC
COM
25787G100
3186
304300
SH
SOLE
304300
0
0
DOUGLAS DYNAMICS INC
COM
25960R105
264
4792
SH
SOLE
4792
0
0
DR REDDYS LABS LTD
ADR
256135203
21739
535708
SH
SOLE
482808
0
52900
DRIL QUIP INC
COM
262037104
1332
28400
SH
SOLE
28400
0
0
DSP GROUP INC
COM
23332B106
3723
236553
SH
SOLE
236553
0
0
DTE ENERGY CO
COM
233331107
1234
9500
SH
SOLE
9500
0
0
DUCOMMUN INC DEL
COM
264147109
5260
104100
SH
SOLE
104100
0
0
DUPONT DE NEMOURS INC
COM
26614N102
14599
227405
SH
SOLE
227405
0
0
DUPONT DE NEMOURS INC
COM
26614N102
9720
151400
SH
Call
SOLE
0
0
0
DUPONT DE NEMOURS INC
COM
26614N102
38924
606300
SH
Put
SOLE
606300
0
0
DYNEX CAP INC
COM
26817Q886
697
41164
SH
SOLE
41164
0
0
EATON CORP PLC
SHS
G29183103
7764
81966
SH
SOLE
81966
0
0
EBAY INC
COM
278642103
7336
203151
SH
SOLE
203151
0
0
EDISON INTL
COM
281020107
1342
17800
SH
SOLE
17800
0
0
EL PASO ELEC CO
COM NEW
283677854
2308
34000
SH
SOLE
34000
0
0
ELECTRONIC ARTS INC
COM
285512109
4954
46080
SH
SOLE
46080
0
0
ELLINGTON FINANCIAL INC
COM
28852N109
6538
356700
SH
SOLE
356700
0
0
EMCOR GROUP INC
COM
29084Q100
635
7359
SH
SOLE
7359
0
0
EMPLOYERS HOLDINGS INC
COM
292218104
3624
86800
SH
SOLE
86800
0
0
ENCORE CAP GROUP INC
COM
292554102
1849
52300
SH
SOLE
52300
0
0
ENEL AMERICAS S A
SPONSORED ADR
29274F104
18026
1641673
SH
SOLE
1541973
0
99700
ENERSYS
COM
29275Y102
561
7500
SH
SOLE
7500
0
0
ENNIS INC
COM
293389102
4860
224500
SH
SOLE
224500
0
0
ENOVA INTL INC
COM
29357K103
21047
874782
SH
SOLE
874782
0
0
ENPRO INDS INC
COM
29355X107
555
8300
SH
SOLE
8300
0
0
ENTEGRIS INC
COM
29362U104
1024
20445
SH
SOLE
20445
0
0
EOG RES INC
COM
26875P101
7355
87808
SH
SOLE
0
0
87808
EPLUS INC
COM
294268107
236
2800
SH
SOLE
2800
0
0
EQT CORP
COM
26884L109
7148
655776
SH
SOLE
0
0
655776
ESCALADE INC
COM
296056104
188
19118
SH
SOLE
19118
0
0
ESSA BANCORP INC
COM
29667D104
385
22700
SH
SOLE
22700
0
0
ESSENT GROUP LTD
COM
G3198U102
25709
494500
SH
SOLE
494500
0
0
ETHAN ALLEN INTERIORS INC
COM
297602104
12284
644500
SH
SOLE
644500
0
0
EVENTBRITE INC
COM CL A
29975E109
17951
890000
SH
SOLE
890000
0
0
EVOLUTION PETROLEUM CORP
COM
30049A107
939
171700
SH
SOLE
171700
0
0
EXELON CORP
COM
30161N101
2562
56200
SH
SOLE
56200
0
0
EXPEDIA GROUP INC
COM NEW
30212P303
1398
12931
SH
SOLE
12931
0
0
FACEBOOK INC
CL A
30303M102
253252
1233873
SH
SOLE
1127930
0
105943
FANHUA INC
SPONSORED ADR
30712A103
738
28400
SH
SOLE
28400
0
0
FARMERS NATL BANC CORP
COM
309627107
1075
65900
SH
SOLE
65900
0
0
FASTLY INC
CL A
31188V100
7426
370000
SH
SOLE
370000
0
0
FEDERAL AGRIC MTG CORP
CL C
313148306
1964
23522
SH
SOLE
23522
0
0
FEDERAL SIGNAL CORP
COM
313855108
23804
738107
SH
SOLE
738107
0
0
FEDERATED INVS INC PA
CL B
314211103
10364
318004
SH
SOLE
318004
0
0
FEDNAT HLDG CO
COM
31431B109
1676
100800
SH
SOLE
100800
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
40694
2761706
SH
SOLE
2441006
0
320700
FIDELITY NATIONAL FINANCIAL
FNF GROUP COM
31620R303
599
13200
SH
SOLE
13200
0
0
FIFTH THIRD BANCORP
COM
316773100
2301
74865
SH
SOLE
74865
0
0
FINANCIAL INSTNS INC
COM
317585404
2170
67600
SH
SOLE
67600
0
0
FIRST AMERN FINL CORP
COM
31847R102
1707
29267
SH
SOLE
29267
0
0
FIRST BANCORP N C
COM
318910106
263
6600
SH
SOLE
6600
0
0
FIRST CMNTY BANKSHARES INC V
COM
31983A103
2151
69352
SH
SOLE
69352
0
0
FIRST DEFIANCE FINL CORP
COM
32006W106
6934
220200
SH
SOLE
220200
0
0
FIRST FINANCIAL NORTHWEST IN
COM
32022K102
246
16476
SH
SOLE
16476
0
0
FIRST FINL CORP IND
COM
320218100
1458
31900
SH
SOLE
31900
0
0
FIRST SOLAR INC
COM
336433107
7364
131600
SH
SOLE
131600
0
0
FLAGSTAR BANCORP INC
COM PAR .001
337930705
30206
789700
SH
SOLE
789700
0
0
FLEX LTD
ORD
Y2573F102
765
60630
SH
SOLE
60630
0
0
FLUSHING FINL CORP
COM
343873105
1385
64100
SH
SOLE
64100
0
0
FONAR CORP
COM NEW
344437405
920
46700
SH
SOLE
46700
0
0
FORTUNA SILVER MINES INC
COM
349915108
1856
455000
SH
SOLE
385100
0
69900
FREEPORT-MCMORAN INC
CL B
35671D857
56551
4310258
SH
SOLE
4310258
0
0
FTI CONSULTING INC
COM
302941109
928
8387
SH
SOLE
8387
0
0
FTS INTERNATIONAL INC
COM
30283W104
77
74200
SH
SOLE
74200
0
0
FULTON FINL CORP PA
COM
360271100
22987
1318800
SH
SOLE
1318800
0
0
FUTUREFUEL CORPORATION
COM
36116M106
1614
130300
SH
SOLE
130300
0
0
G-III APPAREL GROUP LTD
COM
36237H101
1973
58900
SH
SOLE
58900
0
0
GANNETT CO INC NEW
COM
36472T109
1986
311335
SH
SOLE
311335
0
0
GARMIN LTD
SHS
H2906T109
4117
42203
SH
SOLE
42203
0
0
GENERAL MLS INC
COM
370334104
4696
87686
SH
SOLE
87686
0
0
GENERAL MTRS CO
COM
37045V100
33888
925900
SH
SOLE
925900
0
0
GENIE ENERGY LTD
CL B
372284208
2296
297000
SH
SOLE
297000
0
0
GENPACT LIMITED
SHS
G3922B107
1214
28778
SH
SOLE
28778
0
0
GENTEX CORP
COM
371901109
2175
75048
SH
SOLE
75048
0
0
GENWORTH FINL INC
COM CL A
37247D106
4528
1029000
SH
SOLE
1029000
0
0
GEO GROUP INC NEW
COM
36162J106
2123
127800
SH
SOLE
127800
0
0
GEOSPACE TECHNOLOGIES CORP
COM
37364X109
387
23100
SH
SOLE
23100
0
0
GILEAD SCIENCES INC
COM
375558103
11204
172424
SH
SOLE
172424
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
9234
196500
SH
SOLE
196500
0
0
GORMAN RUPP CO
COM
383082104
3406
90825
SH
SOLE
90825
0
0
GRAHAM HLDGS CO
COM
384637104
1127
1764
SH
SOLE
1764
0
0
GREAT SOUTHN BANCORP INC
COM
390905107
2970
46900
SH
SOLE
46900
0
0
GREIF INC
CL A
397624107
6073
137400
SH
SOLE
137400
0
0
GRIFFON CORP
COM
398433102
9534
468942
SH
SOLE
468942
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
32816
328156
SH
SOLE
328156
0
0
GRUPO AEROPORTUARIO CTR NORT
SPON ADR
400501102
1349
22500
SH
SOLE
22500
0
0
GRUPO FINANCIERO GALICIA S A
SPONSORED ADR
399909100
190
11700
SH
SOLE
11700
0
0
GULFPORT ENERGY CORP
COM NEW
402635304
1248
410600
SH
SOLE
410600
0
0
GYRODYNE LLC
COM
403829104
2132
113088
SH
SOLE
113088
0
0
HACKETT GROUP INC
COM
404609109
1211
75000
SH
SOLE
75000
0
0
HALLMARK FINL SVCS INC EC
COM NEW
40624Q203
334
19013
SH
SOLE
19013
0
0
HANESBRANDS INC
COM
410345102
1591
107149
SH
SOLE
107149
0
0
HARMONY GOLD MNG LTD
SPONSORED ADR
413216300
55
15100
SH
SOLE
15100
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
1929
31743
SH
SOLE
31743
0
0
HASBRO INC
COM
418056107
1204
11400
SH
SOLE
11400
0
0
HAVERTY FURNITURE INC
COM
419596101
8306
412026
SH
SOLE
412026
0
0
HDFC BANK LTD
SPONSORED ADS
40415F101
17452
275404
SH
SOLE
275404
0
0
HEALTHSTREAM INC
COM
42222N103
1594
58600
SH
SOLE
58600
0
0
HEICO CORP NEW
CL A
422806208
14726
164479
SH
SOLE
164479
0
0
HEIDRICK & STRUGGLES INTL IN
COM
422819102
510
15700
SH
SOLE
15700
0
0
HELEN OF TROY CORP LTD
COM
G4388N106
1259
7000
SH
SOLE
7000
0
0
HERSHA HOSPITALITY TR
PR SHS BEN INT
427825500
1980
136100
SH
SOLE
136100
0
0
HERSHEY CO
COM
427866108
4052
27567
SH
SOLE
27567
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
6516
410835
SH
SOLE
410835
0
0
HILLTOP HOLDINGS INC
COM
432748101
12106
485600
SH
SOLE
485600
0
0
HNI CORP
COM
404251100
467
12467
SH
SOLE
12467
0
0
HOLLYSYS AUTOMATION TECHNOLO
SHS
G45667105
7248
441700
SH
SOLE
441700
0
0
HOLOGIC INC
COM
436440101
2295
43958
SH
SOLE
43958
0
0
HOMETRUST BANCSHARES INC
COM
437872104
1062
39600
SH
SOLE
39600
0
0
HONEYWELL INTL INC
COM
438516106
130672
738262
SH
SOLE
682616
0
55646
HOOKER FURNITURE CORP
COM
439038100
424
16500
SH
SOLE
16500
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
2736
147496
SH
SOLE
147496
0
0
HP INC
COM
40434L105
23242
1130997
SH
SOLE
1130997
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
1009
25800
SH
SOLE
25800
0
0
HUAZHU GROUP LTD
SPONSORED ADS
44332N106
2633
65700
SH
SOLE
65700
0
0
HUMANA INC
COM
444859102
132132
360505
SH
SOLE
331661
0
28844
HUNTSMAN CORP
COM
447011107
1280
52981
SH
SOLE
52981
0
0
HURCO COMPANIES INC
COM
447324104
633
16500
SH
SOLE
16500
0
0
HYSTER YALE MATLS HANDLING I
CL A
449172105
8532
144700
SH
SOLE
144700
0
0
IBERIABANK CORP
COM
450828108
26269
351043
SH
SOLE
351043
0
0
ICICI BK LTD
ADR
45104G104
504
33400
SH
SOLE
33400
0
0
IDT CORP
CL B NEW
448947507
993
137700
SH
SOLE
137700
0
0
INDEPENDENT BANK CORP MICH
COM NEW
453838609
4587
202529
SH
SOLE
202529
0
0
INFORMATION SERVICES GROUP I
COM
45675Y104
340
134400
SH
SOLE
134400
0
0
INFOSYS LTD
SPONSORED ADR
456788108
14062
1362628
SH
SOLE
1142628
0
220000
INGERSOLL-RAND PLC
SHS
G47791101
625
4700
SH
SOLE
4700
0
0
INGLES MKTS INC
CL A
457030104
5614
118162
SH
SOLE
118162
0
0
INNOPHOS HOLDINGS INC
COM
45774N108
521
16300
SH
SOLE
16300
0
0
INNOSPEC INC
COM
45768S105
28054
271208
SH
SOLE
271208
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
33010
469620
SH
SOLE
469620
0
0
INTEGER HLDGS CORP
COM
45826H109
1117
13888
SH
SOLE
13888
0
0
INTEL CORP
COM
458140100
20366
340289
SH
SOLE
340289
0
0
INTER PARFUMS INC
COM
458334109
15108
207780
SH
SOLE
207780
0
0
INTERACTIVE BROKERS GROUP IN
COM CL A
45841N107
18404
394772
SH
SOLE
394772
0
0
INTERFACE INC
COM
458665304
260
15696
SH
SOLE
15696
0
0
INTERNATIONAL BANCSHARES COR
COM
459044103
13304
308900
SH
SOLE
308900
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2446
105873
SH
SOLE
105873
0
0
INTERXION HOLDING N.V
SHS
N47279109
63035
752123
SH
SOLE
752123
0
0
INTL FCSTONE INC
COM
46116V105
8445
172957
SH
SOLE
172957
0
0
INTUIT
COM
461202103
9723
37121
SH
SOLE
37121
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
17171
1031300
SH
SOLE
1031300
0
0
INVESTORS BANCORP INC NEW
COM
46146L101
8156
684500
SH
SOLE
684500
0
0
ISHARES INC
CORE MSCI EMKT
46434G103
80919
1505181
SH
SOLE
1505181
0
0
ISHARES INC
MSCI RUSSIA ETF
46434G798
6689
156800
SH
SOLE
156800
0
0
ISHARES TR
CORE S&P500 ETF
464287200
20041
62000
SH
SOLE
62000
0
0
ISHARES TR
IBOXX HI YD ETF
464288513
55270
628492
SH
SOLE
628492
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
97104
758862
SH
SOLE
758862
0
0
ISHARES TR
MSCI CHINA A
46434V514
10700
351500
SH
SOLE
351500
0
0
ISHARES TR
MSCI CHINA ETF
46429B671
28398
443100
SH
SOLE
443100
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
382
8519
SH
SOLE
8519
0
0
ISRAEL CHEMICALS LTD
SHS
M5920A109
14782
3142073
SH
SOLE
3142073
0
0
ISTAR INC
COM
45031U101
5756
396700
SH
SOLE
396700
0
0
ITRON INC
COM
465741106
277
3300
SH
SOLE
3300
0
0
ITT INC
COM
45073V108
1407
19035
SH
SOLE
19035
0
0
J2 GLOBAL INC
COM
48123V102
1005
10727
SH
SOLE
10727
0
0
JD COM INC
SPON ADR CL A
47215P106
6496
184400
SH
SOLE
184400
0
0
JOHNSON & JOHNSON
COM
478160104
385905
2645538
SH
SOLE
2434186
0
211352
JOHNSON CTLS INTL PLC
SHS
G51502105
2312
56800
SH
SOLE
56800
0
0
JOHNSON OUTDOORS INC
CL A
479167108
10531
137300
SH
SOLE
137300
0
0
JONES LANG LASALLE INC
COM
48020Q107
1217
6988
SH
SOLE
6988
0
0
JUMEI INTL HLDG LTD
SPONSORED ADR
48138L107
518
252900
SH
SOLE
252900
0
0
JUNIPER NETWORKS INC
COM
48203R104
3958
160700
SH
SOLE
160700
0
0
K12 INC
COM
48273U102
5546
272534
SH
SOLE
272534
0
0
KB FINANCIAL GROUP INC
SPONSORED ADR
48241A105
352
8500
SH
SOLE
8500
0
0
KB HOME
COM
48666K109
546
15932
SH
SOLE
15932
0
0
KELLY SVCS INC
CL A
488152208
3452
152900
SH
SOLE
152900
0
0
KEYCORP NEW
COM
493267108
1716
84766
SH
SOLE
84766
0
0
KIMBALL ELECTRONICS INC
COM
49428J109
2031
115700
SH
SOLE
115700
0
0
KIMBALL INTL INC
CL B
494274103
5707
276100
SH
SOLE
276100
0
0
KIMBERLY CLARK CORP
COM
494368103
9450
68700
SH
SOLE
68700
0
0
KLA CORPORATION
COM NEW
482480100
467
2620
SH
SOLE
2620
0
0
KNOLL INC
COM NEW
498904200
5631
222941
SH
SOLE
222941
0
0
KOHLS CORP
COM
500255104
732
14363
SH
SOLE
14363
0
0
KOPPERS HOLDINGS INC
COM
50060P106
3059
80045
SH
SOLE
80045
0
0
KRATON CORPORATION
COM
50077C106
1423
56202
SH
SOLE
56202
0
0
L3HARRIS TECHNOLOGIES INC
COM
502431109
2715
13720
SH
SOLE
13720
0
0
LA Z BOY INC
COM
505336107
6834
217090
SH
SOLE
217090
0
0
LAM RESEARCH CORP
COM
512807108
4597
15721
SH
SOLE
15721
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
697
7806
SH
SOLE
7806
0
0
LAREDO PETROLEUM INC
COM
516806106
11267
3925800
SH
SOLE
3925800
0
0
LAUDER ESTEE COS INC
CL A
518439104
11913
57680
SH
SOLE
57680
0
0
LAUREATE EDUCATION INC
CL A
518613203
10652
604900
SH
SOLE
604900
0
0
LCNB CORP
COM
50181P100
672
34806
SH
SOLE
34806
0
0
LEAF GROUP LTD
COM
52177G102
159
39800
SH
SOLE
39800
0
0
LEGG MASON INC
COM
524901105
2197
61185
SH
SOLE
61185
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
39434
1809301
SH
SOLE
1809301
0
0
LIBERTY TRIPADVISOR HLDGS IN
COM SER A
531465102
4342
590700
SH
SOLE
590700
0
0
LILLY ELI & CO
COM
532457108
234330
1782924
SH
SOLE
1643543
0
139381
LINCOLN NATL CORP IND
COM
534187109
1285
21779
SH
SOLE
21779
0
0
LITHIA MTRS INC
CL A
536797103
938
6383
SH
SOLE
6383
0
0
LIVENT CORP
COM
53814L108
10173
1189800
SH
SOLE
1189800
0
0
LOCKHEED MARTIN CORP
COM
539830109
8439
21673
SH
SOLE
21673
0
0
LPL FINL HLDGS INC
COM
50212V100
1356
14700
SH
SOLE
14700
0
0
LYFT INC
CL A COM
55087P104
89335
2076584
SH
SOLE
1911171
0
165413
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
3450
36518
SH
SOLE
36518
0
0
M D C HLDGS INC
COM
552676108
4098
107400
SH
SOLE
107400
0
0
M/I HOMES INC
COM
55305B101
1780
45238
SH
SOLE
45238
0
0
MACATAWA BK CORP
COM
554225102
953
85600
SH
SOLE
85600
0
0
MAG SILVER CORP
COM
55903Q104
1229
103800
SH
SOLE
84500
0
19300
MAGNA INTL INC
COM
559222401
2051
37400
SH
SOLE
33400
0
4000
MAGNOLIA OIL & GAS CORP
CL A
559663109
9842
782378
SH
SOLE
110500
0
671878
MARCHEX INC
CL B
56624R108
703
186100
SH
SOLE
186100
0
0
MARCUS CORP
COM
566330106
4455
140239
SH
SOLE
140239
0
0
MARLIN BUSINESS SVCS CORP
COM
571157106
289
13149
SH
SOLE
13149
0
0
MASIMO CORP
COM
574795100
1357
8583
SH
SOLE
8583
0
0
MASTERCARD INC
CL A
57636Q104
150517
504091
SH
SOLE
463905
0
40186
MATERION CORP
COM
576690101
16417
276145
SH
SOLE
276145
0
0
MATRIX SVC CO
COM
576853105
3560
155605
SH
SOLE
155605
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
2137
34748
SH
SOLE
34748
0
0
MCKESSON CORP
COM
58155Q103
2634
19043
SH
SOLE
19043
0
0
MDC PARTNERS INC
CL A SUB VTG
552697104
66
23600
SH
SOLE
23600
0
0
MEDTRONIC PLC
SHS
G5960L103
374239
3298711
SH
SOLE
3070693
0
228018
MELLANOX TECHNOLOGIES LTD
SHS
M51363113
18362
156700
SH
SOLE
156700
0
0
MERCANTILE BANK CORP
COM
587376104
609
16700
SH
SOLE
16700
0
0
MERCK & CO INC
COM
58933Y105
348968
3836925
SH
SOLE
3553398
0
283527
MERIDIAN BANCORP INC MD
COM
58958U103
2017
100400
SH
SOLE
100400
0
0
MERITOR INC
COM
59001K100
28972
1106222
SH
SOLE
1106222
0
0
METHODE ELECTRS INC
COM
591520200
704
17900
SH
SOLE
17900
0
0
MICHAELS COS INC
COM
59408Q106
151
18700
SH
SOLE
18700
0
0
MICRON TECHNOLOGY INC
COM
595112103
3904
72584
SH
SOLE
72584
0
0
MICROSOFT CORP
COM
594918104
628811
3987390
SH
SOLE
3657083
0
330307
MILLER HERMAN INC
COM
600544100
29827
716136
SH
SOLE
716136
0
0
MILLER INDS INC TENN
COM NEW
600551204
1519
40900
SH
SOLE
40900
0
0
MIX TELEMATICS LTD
SPONSORED ADR
60688N102
224
17279
SH
SOLE
17279
0
0
MKS INSTRUMENT INC
COM
55306N104
852
7747
SH
SOLE
7747
0
0
MODINE MFG CO
COM
607828100
1391
180700
SH
SOLE
180700
0
0
MONARCH CASINO & RESORT INC
COM
609027107
712
14673
SH
SOLE
14673
0
0
MONDELEZ INTL INC
CL A
609207105
6548
118879
SH
SOLE
118879
0
0
MOOG INC
CL A
615394202
30297
355053
SH
SOLE
355053
0
0
MOSAIC CO NEW
COM
61945C103
31499
1455600
SH
SOLE
1455600
0
0
MOTOROLA SOLUTIONS INC
COM NEW
620076307
7071
43879
SH
SOLE
43879
0
0
MOVADO GROUP INC
COM
624580106
829
38143
SH
SOLE
38143
0
0
MTS SYS CORP
COM
553777103
1657
34500
SH
SOLE
34500
0
0
MUELLER INDS INC
COM
624756102
5632
177400
SH
SOLE
177400
0
0
MURPHY USA INC
COM
626755102
667
5698
SH
SOLE
5698
0
0
MUTUALFIRST FINL INC
COM
62845B104
949
23933
SH
SOLE
23933
0
0
NATIONAL CINEMEDIA INC
COM
635309107
1840
252400
SH
SOLE
252400
0
0
NATIONAL GEN HLDGS CORP
COM
636220303
7536
341000
SH
SOLE
341000
0
0
NATIONAL INSTRS CORP
COM
636518102
836
19749
SH
SOLE
19749
0
0
NATURAL GROCERS BY VITAMIN C
COM
63888U108
226
22900
SH
SOLE
22900
0
0
NAVIENT CORPORATION
COM
63938C108
1697
124024
SH
SOLE
124024
0
0
NCR CORP NEW
COM
62886E108
711
20236
SH
SOLE
20236
0
0
NETAPP INC
COM
64110D104
565
9070
SH
SOLE
9070
0
0
NETEASE INC
SPONSORED ADS
64110W102
30020
97900
SH
SOLE
97900
0
0
NEW ORIENTAL ED & TECH GRP I
SPON ADR
647581107
5881
48500
SH
SOLE
48500
0
0
NEWMARK GROUP INC
CL A
65158N102
23756
1765590
SH
SOLE
1765590
0
0
NEWS CORP NEW
CL A
65249B109
681
48190
SH
SOLE
48190
0
0
NIC INC
COM
62914B100
2223
99475
SH
SOLE
99475
0
0
NICOLET BANKSHARES INC
COM
65406E102
1078
14600
SH
SOLE
14600
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
30002
1477918
SH
SOLE
1477918
0
0
NII HLDGS INC
COM PAR
62913F508
4918
2266400
SH
SOLE
2266400
0
0
NIKE INC
CL B
654106103
7768
76673
SH
SOLE
76673
0
0
NORTHRIM BANCORP INC
COM
666762109
848
22144
SH
SOLE
22144
0
0
NORTHROP GRUMMAN CORP
COM
666807102
3245
9433
SH
SOLE
9433
0
0
NORTHWEST BANCSHARES INC MD
COM
667340103
16349
983100
SH
SOLE
983100
0
0
NVR INC
COM
62944T105
1508
396
SH
SOLE
396
0
0
OCCIDENTAL PETE CORP
COM
674599105
15745
382057
SH
SOLE
382057
0
0
OFFICE DEPOT INC
COM
676220106
5986
2184500
SH
SOLE
2184500
0
0
OFFICE PPTYS INCOME TR
COM SHS BEN INT
67623C109
2446
76100
SH
SOLE
76100
0
0
OFG BANCORP
COM
67103X102
19948
844900
SH
SOLE
844900
0
0
OLD REP INTL CORP
COM
680223104
1351
60380
SH
SOLE
60380
0
0
OLD SECOND BANCORP INC ILL
COM
680277100
385
28600
SH
SOLE
28600
0
0
OLYMPIC STEEL INC
COM
68162K106
1256
70100
SH
SOLE
70100
0
0
OMNICOM GROUP INC
COM
681919106
3619
44667
SH
SOLE
44667
0
0
ON SEMICONDUCTOR CORP
COM
682189105
4633
190047
SH
SOLE
190047
0
0
ONEMAIN HLDGS INC
COM
68268W103
1174
27848
SH
SOLE
27848
0
0
ONTO INNOVATION INC
COM
683344105
1926
52700
SH
SOLE
52700
0
0
OPPENHEIMER HLDGS INC
CL A NON VTG
683797104
4774
173726
SH
SOLE
173726
0
0
ORACLE CORP
COM
68389X105
448481
8465098
SH
SOLE
7803918
0
661180
OSHKOSH CORP
COM
688239201
1763
18631
SH
SOLE
18631
0
0
OTTER TAIL CORP
COM
689648103
933
18200
SH
SOLE
18200
0
0
OUTFRONT MEDIA INC
COM
69007J106
1209
45092
SH
SOLE
45092
0
0
OWENS CORNING NEW
COM
690742101
4839
74309
SH
SOLE
74309
0
0
PACCAR INC
COM
693718108
3248
41062
SH
SOLE
41062
0
0
PAMPA ENERGIA S A
SPONS ADR LVL I
697660207
6056
368600
SH
SOLE
368600
0
0
PAN AMERICAN SILVER CORP
COM
697900108
1054
44500
SH
SOLE
44500
0
0
PARK OHIO HLDGS CORP
COM
700666100
686
20400
SH
SOLE
20400
0
0
PARSLEY ENERGY INC
CL A
701877102
7987
422381
SH
SOLE
0
0
422381
PATTERN ENERGY GROUP INC
CL A
70338P100
34270
1280900
SH
SOLE
1280900
0
0
PC CONNECTION INC
COM
69318J100
7360
148200
SH
SOLE
148200
0
0
PDC ENERGY INC
COM
69327R101
8157
311676
SH
SOLE
0
0
311676
PDL BIOPHARMA INC
COM
69329Y104
3673
1132000
SH
SOLE
1132000
0
0
PENN VA CORP NEW
COM
70788V102
1930
63600
SH
SOLE
63600
0
0
PENNYMAC FINL SVCS INC
COM
70932M107
25825
758678
SH
SOLE
758678
0
0
PENNYMAC MTG INVT TR
COM
70931T103
30174
1353700
SH
SOLE
1353700
0
0
PEOPLES BANCORP INC
COM
709789101
1137
32800
SH
SOLE
32800
0
0
PEPSICO INC
COM
713448108
14244
104225
SH
SOLE
104225
0
0
PERSPECTA INC
COM
715347100
4733
179000
SH
SOLE
179000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
8953
561700
SH
SOLE
533300
0
28400
PFIZER INC
COM
717081103
14646
373809
SH
SOLE
373809
0
0
PHILIP MORRIS INTL INC
COM
718172109
208962
2455778
SH
SOLE
2455778
0
0
PHILLIPS 66
COM
718546104
4676
41973
SH
SOLE
41973
0
0
PIONEER NAT RES CO
COM
723787107
8114
53605
SH
SOLE
0
0
53605
PIPER JAFFRAY COS
COM
724078100
496
6200
SH
SOLE
6200
0
0
PITNEY BOWES INC
COM
724479100
333
82600
SH
SOLE
82600
0
0
PLEXUS CORP
COM
729132100
746
9700
SH
SOLE
9700
0
0
PNM RES INC
COM
69349H107
22784
449300
SH
SOLE
449300
0
0
POLYONE CORP
COM
73179P106
7413
201500
SH
SOLE
201500
0
0
POPULAR INC
COM NEW
733174700
20185
343572
SH
SOLE
343572
0
0
PORTLAND GEN ELEC CO
COM NEW
736508847
18584
333100
SH
SOLE
333100
0
0
PPG INDS INC
COM
693506107
31237
234000
SH
Put
SOLE
234000
0
0
PREFORMED LINE PRODS CO
COM
740444104
465
7700
SH
SOLE
7700
0
0
PREMIER FINL BANCORP INC
COM
74050M105
574
31651
SH
SOLE
31651
0
0
PRESTIGE CONSMR HEALTHCARE I
COM
74112D101
12527
309300
SH
SOLE
309300
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
2137
38858
SH
SOLE
38858
0
0
PROGRESS SOFTWARE CORP
COM
743312100
8337
200648
SH
SOLE
200648
0
0
PROGRESSIVE CORP OHIO
COM
743315103
5645
77987
SH
SOLE
77987
0
0
PROTAGONIST THERAPEUTICS INC
COM
74366E102
141
20000
SH
SOLE
20000
0
0
PROTECTIVE INS CORP
CL B
74368L203
656
40800
SH
SOLE
40800
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
912
37000
SH
SOLE
37000
0
0
PULTE GROUP INC
COM
745867101
1761
45389
SH
SOLE
45389
0
0
PVH CORP
COM
693656100
226
2154
SH
SOLE
2154
0
0
QIWI PLC
SPON ADR REP B
74735M108
12977
670275
SH
SOLE
670275
0
0
QUANEX BUILDING PRODUCTS COR
COM
747619104
449
26300
SH
SOLE
26300
0
0
QURATE RETAIL INC
COM SER A
74915M100
175
20800
SH
SOLE
20800
0
0
RADIAN GROUP INC
COM
750236101
16777
666796
SH
SOLE
666796
0
0
RAMBUS INC DEL
COM
750917106
5153
374100
SH
SOLE
374100
0
0
RANGE RES CORP
COM
75281A109
21292
4390132
SH
SOLE
0
0
4390132
RAYMOND JAMES FINANCIAL INC
COM
754730109
1402
15675
SH
SOLE
15675
0
0
REALOGY HLDGS CORP
COM
75605Y106
4039
417300
SH
SOLE
417300
0
0
REDFIN CORP
COM
75737F108
21603
1021913
SH
SOLE
1021913
0
0
REGIONS FINL CORP NEW
COM
7591EP100
1613
94006
SH
SOLE
94006
0
0
REGIS CORP MINN
COM
758932107
2100
117500
SH
SOLE
117500
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
1368
11423
SH
SOLE
11423
0
0
RENEWABLE ENERGY GROUP INC
COM NEW
75972A301
46475
1724492
SH
SOLE
1724492
0
0
REPUBLIC BANCORP KY
CL A
760281204
1132
24189
SH
SOLE
24189
0
0
RESOURCES CONNECTION INC
COM
76122Q105
2015
123400
SH
SOLE
123400
0
0
RETAIL PPTYS AMER INC
CL A
76131V202
1987
148300
SH
SOLE
148300
0
0
REX AMERICAN RESOURCES CORP
COM
761624105
3582
43700
SH
SOLE
43700
0
0
REXNORD CORP NEW
COM
76169B102
1435
44000
SH
SOLE
44000
0
0
RIBBON COMMUNICATIONS INC
COM
762544104
35
11300
SH
SOLE
11300
0
0
RIVERVIEW BANCORP INC
COM
769397100
348
42337
SH
SOLE
42337
0
0
ROCKY BRANDS INC
COM
774515100
1996
67835
SH
SOLE
67835
0
0
ROPER TECHNOLOGIES INC
COM
776696106
1874
5291
SH
SOLE
5291
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
152342
1922635
SH
SOLE
1559935
0
362700
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
1549
11600
SH
SOLE
11600
0
0
ROYAL DUTCH SHELL PLC
SPON ADR B
780259107
17349
289300
SH
SOLE
268300
0
21000
RTI SURGICAL HOLDINGS INC
COM
74975N105
576
210142
SH
SOLE
210142
0
0
RUSH ENTERPRISES INC
CL A
781846209
553
11900
SH
SOLE
11900
0
0
RYERSON HLDG CORP
COM
783754104
550
46500
SH
SOLE
46500
0
0
SANDRIDGE ENERGY INC
COM NEW
80007P869
1672
394400
SH
SOLE
394400
0
0
SANDY SPRING BANCORP INC
COM
800363103
3504
92500
SH
SOLE
92500
0
0
SANMINA CORPORATION
COM
801056102
34216
999285
SH
SOLE
999285
0
0
SANOFI
SPONSORED ADR
80105N105
26382
525542
SH
SOLE
525542
0
0
SCHOLASTIC CORP
COM
807066105
2288
59500
SH
SOLE
59500
0
0
SCHWEITZER-MAUDUIT INTL INC
COM
808541106
12831
305566
SH
SOLE
305566
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
2224
37378
SH
SOLE
37378
0
0
SEI INVESTMENTS CO
COM
784117103
1573
24017
SH
SOLE
24017
0
0
SENECA FOODS CORP NEW
CL A
817070501
1868
45792
SH
SOLE
45792
0
0
SHILOH INDS INC
COM
824543102
73
20542
SH
SOLE
20542
0
0
SHOE CARNIVAL INC
COM
824889109
11367
304900
SH
SOLE
304900
0
0
SIERRA BANCORP
COM
82620P102
2947
101200
SH
SOLE
101200
0
0
SILGAN HOLDINGS INC
COM
827048109
2790
89768
SH
SOLE
89768
0
0
SILVERBOW RES INC
COM
82836G102
280
28300
SH
SOLE
28300
0
0
SK TELECOM LTD
SPONSORED ADR
78440P108
41757
1806865
SH
SOLE
1747051
0
59814
SKECHERS U S A INC
CL A
830566105
1141
26415
SH
SOLE
26415
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
1623
13428
SH
SOLE
13428
0
0
SM ENERGY CO
COM
78454L100
1870
166400
SH
SOLE
166400
0
0
SMITH & NEPHEW PLC
SPDN ADR NEW
83175M205
23588
490700
SH
SOLE
422000
0
68700
SOCIEDAD QUIMICA MINERA DE C
SPON ADR SER B
833635105
29725
1113712
SH
SOLE
1113712
0
0
SOGOU INC
ADR REPSTG A
83409V104
360
79200
SH
SOLE
79200
0
0
SOLAREDGE TECHNOLOGIES INC
COM
83417M104
34541
363250
SH
SOLE
363250
0
0
SOLARIS OILFIELD INFRSTR INC
COM CL A
83418M103
920
65700
SH
SOLE
65700
0
0
SONIC AUTOMOTIVE INC
CL A
83545G102
17995
580482
SH
SOLE
580482
0
0
SOUTHWESTERN ENERGY CO
COM
845467109
10102
4174356
SH
SOLE
1145200
0
3029156
SP PLUS CORP
COM
78469C103
976
23000
SH
SOLE
23000
0
0
SPARTANNASH CO
COM
847215100
543
38100
SH
SOLE
38100
0
0
SPOK HLDGS INC
COM
84863T106
5626
459988
SH
SOLE
459988
0
0
SPOTIFY TECHNOLOGY S A
SHS
L8681T102
5683
38000
SH
SOLE
38000
0
0
SPX CORP
COM
784635104
14146
278029
SH
SOLE
278029
0
0
SRC ENERGY INC
COM
78470V108
942
228600
SH
SOLE
228600
0
0
STANDARD MTR PRODS INC
COM
853666105
3842
72200
SH
SOLE
72200
0
0
STAR GROUP L P
UNIT LTD PARTNR
85512C105
390
41200
SH
SOLE
41200
0
0
STARS GROUP INC
COM
85570W100
60521
2319700
SH
SOLE
2319700
0
0
STATE AUTO FINL CORP
COM
855707105
639
20600
SH
SOLE
20600
0
0
STEELCASE INC
CL A
858155203
3701
180884
SH
SOLE
180884
0
0
STEPAN CO
COM
858586100
13082
127703
SH
SOLE
127703
0
0
STMICROELECTRONICS N V
NY REGISTRY
861012102
108417
4028866
SH
SOLE
3526066
0
502800
STONERIDGE INC
COM
86183P102
8239
281000
SH
SOLE
281000
0
0
STRYKER CORP
COM
863667101
273
1300
SH
SOLE
1300
0
0
SUMMIT HOTEL PPTYS INC
COM
866082100
11611
940900
SH
SOLE
940900
0
0
SUN LIFE FINL INC
COM
866796105
46359
1015941
SH
SOLE
866941
0
149000
SUNCOR ENERGY INC NEW
COM
867224107
12307
375200
SH
SOLE
284500
0
90700
SUNSTONE HOTEL INVS INC NEW
COM
867892101
30723
2207100
SH
SOLE
2207100
0
0
SYKES ENTERPRISES INC
COM
871237103
9888
267313
SH
SOLE
267313
0
0
SYNNEX CORP
COM
87162W100
1164
9038
SH
SOLE
9038
0
0
SYNOPSYS INC
COM
871607107
7923
56919
SH
SOLE
56919
0
0
SYSTEMAX INC
COM
871851101
1245
49500
SH
SOLE
49500
0
0
T MOBILE US INC
COM
872590104
25185
321154
SH
SOLE
321154
0
0
TAIWAN SEMICONDUCTOR MFG LTD
SPONSORED ADS
874039100
69510
1196391
SH
SOLE
1196391
0
0
TAL EDUCATION GROUP
SPONSORED ADS
874080104
4094
84934
SH
SOLE
84934
0
0
TALOS ENERGY INC
COM
87484T108
3078
102100
SH
SOLE
102100
0
0
TARGET CORP
COM
87612E106
11855
92466
SH
SOLE
92466
0
0
TE CONNECTIVITY LTD
REG SHS
H84989104
4334
45221
SH
SOLE
45221
0
0
TECH DATA CORP
COM
878237106
26763
186372
SH
SOLE
186372
0
0
TEGNA INC
COM
87901J105
35717
2140019
SH
SOLE
2140019
0
0
TELEDYNE TECHNOLOGIES INC
COM
879360105
3379
9750
SH
SOLE
9750
0
0
TELEPHONE & DATA SYS INC
COM NEW
879433829
21015
826367
SH
SOLE
826367
0
0
TENET HEALTHCARE CORP
COM NEW
88033G407
1285
33800
SH
SOLE
33800
0
0
TERADYNE INC
COM
880770102
1963
28789
SH
SOLE
28789
0
0
TERRITORIAL BANCORP INC
COM
88145X108
1772
57284
SH
SOLE
57284
0
0
TEXAS INSTRS INC
COM
882508104
277095
2159915
SH
SOLE
1986891
0
173024
TEXTRON INC
COM
883203101
2523
56570
SH
SOLE
56570
0
0
THE CHARLES SCHWAB CORPORATI
COM
808513105
33835
711420
SH
SOLE
711420
0
0
TIFFANY & CO NEW
COM
886547108
52449
392433
SH
SOLE
392433
0
0
TIMBERLAND BANCORP INC
COM
887098101
277
9300
SH
SOLE
9300
0
0
TIMKEN CO
COM
887389104
17923
318284
SH
SOLE
318284
0
0
TJX COS INC NEW
COM
872540109
224296
3673372
SH
SOLE
3380960
0
292412
TORONTO DOMINION BK ONT
COM NEW
891160509
57293
1020118
SH
SOLE
867118
0
153000
TRANSPORTADORA DE GAS SUR
SPONSORED ADS B
893870204
2650
369568
SH
SOLE
369568
0
0
TREDEGAR CORP
COM
894650100
5866
262461
SH
SOLE
262461
0
0
TRI POINTE GROUP INC
COM
87265H109
446
28600
SH
SOLE
28600
0
0
TRIBUNE PUBG CO NEW
COM
89609W107
2828
214900
SH
SOLE
214900
0
0
TRICO BANCSHARES
COM
896095106
7672
188000
SH
SOLE
188000
0
0
TRINSEO S A
SHS
L9340P101
826
22200
SH
SOLE
22200
0
0
TRIP COM GROUP LTD
ADS
89677Q107
4598
137100
SH
SOLE
137100
0
0
TRUSTCO BK CORP N Y
COM
898349105
1177
135800
SH
SOLE
135800
0
0
TRUSTMARK CORP
COM
898402102
1277
37000
SH
SOLE
37000
0
0
TYSON FOODS INC
CL A
902494103
5054
55519
SH
SOLE
55519
0
0
UMB FINL CORP
COM
902788108
1167
17000
SH
SOLE
17000
0
0
UNISYS CORP
COM NEW
909214306
5227
440700
SH
SOLE
440700
0
0
UNITED CMNTY FINL CORP OHIO
COM
909839102
1060
90900
SH
SOLE
90900
0
0
UNITED MICROELECTRONICS CORP
SPON ADR NEW
910873405
213
79400
SH
SOLE
79400
0
0
UNITED SECURITY BANCSHARES C
COM
911460103
167
15569
SH
SOLE
15569
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
128960
861108
SH
SOLE
804251
0
56857
UNITEDHEALTH GROUP INC
COM
91324P102
455912
1550826
SH
SOLE
1423204
0
127622
UNITIL CORP
COM
913259107
1873
30300
SH
SOLE
30300
0
0
UNIVERSAL CORP VA
COM
913456109
21009
368193
SH
SOLE
368193
0
0
UNIVERSAL ELECTRS INC
COM
913483103
439
8400
SH
SOLE
8400
0
0
UNIVERSAL FST PRODS INC
COM
913543104
17344
363611
SH
SOLE
363611
0
0
UNIVEST FINANCIAL CORPORATIO
COM
915271100
503
18800
SH
SOLE
18800
0
0
US BANCORP DEL
COM NEW
902973304
325386
5488043
SH
SOLE
5067491
0
420552
USA COMPRESSION PARTNERS LP
COMUNIT LTDPAR
90290N109
5442
300000
SH
Put
SOLE
300000
0
0
V F CORP
COM
918204108
229
2300
SH
SOLE
2300
0
0
VALMONT INDS INC
COM
920253101
210
1400
SH
SOLE
1400
0
0
VANECK VECTORS ETF TRUST
RUSSIA ETF
92189F403
51263
2053000
SH
SOLE
2053000
0
0
VAREX IMAGING CORP
COM
92214X106
4343
145700
SH
SOLE
145700
0
0
VECTRUS INC
COM
92242T101
10901
212666
SH
SOLE
212666
0
0
VEDANTA LTD
SPONSORED ADR
92242Y100
4500
521454
SH
SOLE
478754
0
42700
VERA BRADLEY INC
COM
92335C106
5910
500816
SH
SOLE
500816
0
0
VERITIV CORP
COM
923454102
1422
72300
SH
SOLE
72300
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
10937
178119
SH
SOLE
178119
0
0
VIACOMCBS INC
CL B
92556H206
26604
633872
SH
SOLE
633872
0
0
VILLAGE SUPER MKT INC
CL A NEW
927107409
964
41531
SH
SOLE
41531
0
0
VISA INC
COM CL A
92826C839
143646
764483
SH
SOLE
703372
0
61111
VISHAY INTERTECHNOLOGY INC
COM
928298108
977
45900
SH
SOLE
45900
0
0
VISHAY PRECISION GROUP INC
COM
92835K103
1913
56279
SH
SOLE
56279
0
0
VISTEON CORP
COM NEW
92839U206
364
4200
SH
SOLE
4200
0
0
W & T OFFSHORE INC
COM
92922P106
7214
1297400
SH
SOLE
1297400
0
0
WABCO HLDGS INC
COM
92927K102
83565
616717
SH
SOLE
616717
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
9092
154213
SH
SOLE
154213
0
0
WALKER & DUNLOP INC
COM
93148P102
14359
222000
SH
SOLE
222000
0
0
WARRIOR MET COAL INC
COM
93627C101
11463
542500
SH
SOLE
542500
0
0
WASHINGTON FED INC
COM
938824109
8408
229402
SH
SOLE
229402
0
0
WASTE MGMT INC DEL
COM
94106L109
382
3355
SH
SOLE
3355
0
0
WATERSTONE FINL INC MD
COM
94188P101
3883
204061
SH
SOLE
204061
0
0
WAYFAIR INC
CL A
94419L101
60774
672500
SH
SOLE
672500
0
0
WEIS MKTS INC
COM
948849104
3045
75200
SH
SOLE
75200
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
89718
271700
SH
SOLE
271700
0
0
WELLS FARGO CO NEW
COM
949746101
341019
6338638
SH
SOLE
5845083
0
493555
WEST BANCORPORATION INC
CAP STK
95123P106
615
24000
SH
SOLE
24000
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
1236
8219
SH
SOLE
8219
0
0
WESTPORT FUEL SYSTEMS INC
COM NEW
960908309
31
13000
SH
SOLE
13000
0
0
WESTWOOD HLDGS GROUP INC
COM
961765104
2832
95600
SH
SOLE
95600
0
0
WEYCO GROUP INC
COM
962149100
1227
46400
SH
SOLE
46400
0
0
WHIRLPOOL CORP
COM
963320106
2006
13595
SH
SOLE
13595
0
0
WIDEOPENWEST INC
COM
96758W101
319
43000
SH
SOLE
43000
0
0
WILLIAMS SONOMA INC
COM
969904101
765
10419
SH
SOLE
10419
0
0
WORLD FUEL SVCS CORP
COM
981475106
35625
820476
SH
SOLE
820476
0
0
WPX ENERGY INC
COM
98212B103
9129
664431
SH
SOLE
0
0
664431
WRIGHT MED GROUP N V
ORD SHS
N96617118
55806
1830900
SH
SOLE
1830900
0
0
WYNDHAM DESTINATIONS INC
COM
98310W108
745
14416
SH
SOLE
14416
0
0
XENIA HOTELS & RESORTS INC
COM
984017103
26078
1206775
SH
SOLE
1206775
0
0
XEROX HOLDINGS CORP
COM NEW
98421M106
1956
53050
SH
SOLE
53050
0
0
XP INC
CL A
G98239109
5374
139500
SH
SOLE
139500
0
0
XPERI CORP
COM
98421B100
3393
183400
SH
SOLE
183400
0
0
YAMANA GOLD INC
COM
98462Y100
3237
816700
SH
SOLE
724500
0
92200
YUM CHINA HLDGS INC
COM
98850P109
13385
278800
SH
SOLE
278800
0
0
ZAGG INC
COM
98884U108
356
43900
SH
SOLE
43900
0
0
ZAYO GROUP HLDGS INC
COM
98919V105
70946
2047500
SH
SOLE
2047500
0
0
ZUMIEZ INC
COM
989817101
12559
363600
SH
SOLE
363600
0
0
ZYNGA INC
CL A
98986T108
158
25788
SH
SOLE
25788
0
0