13F-HR filed by Grantham, Mayo, Van Otterloo & Co. LLC
Grantham, Mayo, Van Otterloo & Co. LLC filed this 13F-HR for the quarter ended 2019-12-31, filed 2020-02-13, with 672 holding rows worth $14,973,403,000.
- Accession
- 0001072613-20-000075
- Filer
- CIK 1352662
- Filed
- 2020-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2019
A holdings report, 672 entries on the cover page, a total value of $14,973,403,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $14,973,403,000 with VALUE read as thousands by filing date, 13F file number 028-11599. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Microsoft Corp | 594918104 | COM | 3,987,390 | $628,811,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 1,776,952 | $521,802,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 1,550,826 | $455,912,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 8,465,098 | $448,481,000 | thousands by filing date | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 1,828,773 | $387,883,000 | thousands by filing date | |
| Johnson & Johnson | 478160104 | COM | 2,645,538 | $385,905,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 3,298,711 | $374,239,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 3,836,925 | $348,968,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 6,338,638 | $341,019,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 251,498 | $336,258,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 1,560,488 | $328,592,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 5,488,043 | $325,386,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 2,448,393 | $304,800,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 1,696,798 | $299,349,000 | thousands by filing date | |
| Elevance Health, Inc. | 036752103 | COM | 977,077 | $295,107,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 209,613 | $280,754,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 2,159,915 | $277,095,000 | thousands by filing date | |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,233,873 | $253,252,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 1,782,924 | $234,330,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 3,673,372 | $224,296,000 | thousands by filing date | |
| Philip Morris International Inc. | 718172109 | COM | 2,455,778 | $208,962,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 3,636,588 | $201,285,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 4,166,322 | $199,817,000 | thousands by filing date | |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 3,218,521 | $199,613,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 1,806,163 | $156,883,000 | thousands by filing date | |
| ROYAL BK CDA COM | 780087102 | Stock | 1,922,635 | $152,342,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 504,091 | $150,517,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 764,483 | $143,646,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 360,505 | $132,132,000 | thousands by filing date | |
| Honeywell Technologies | 438516106 | COM | 738,262 | $130,672,000 | thousands by filing date | |
| UNITED TECHNOLOGIES CORP | 913017109 | COM | 861,108 | $128,960,000 | thousands by filing date | |
| STMICROELECTRONICS N V NY REGISTRY | 861012102 | ADR | 4,028,866 | $108,417,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 395,700 | $107,619,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 338,921 | $99,616,000 | thousands by filing date | |
| BRITISH AMERN TOB PLC SPONSORED ADR | 110448107 | ADR | 2,334,000 | $99,102,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 758,862 | $97,104,000 | thousands by filing date | |
| Booking Holdings Inc. | 09857L108 | COM | 47,169 | $96,872,000 | thousands by filing date | |
| WELLCARE HEALTH PLANS INC | 94946T106 | COM | 271,700 | $89,718,000 | thousands by filing date | |
| LYFT INC | 55087P104 | CL A COM | 2,076,584 | $89,335,000 | thousands by filing date | |
| WABCO HLDGS INC | 92927K102 | COM | 616,717 | $83,565,000 | thousands by filing date | |
| iShares Core MSCI Emerging Markets ETF | 46434G103 | SHS | 1,505,181 | $80,919,000 | thousands by filing date | |
| CARVANA CO CL A | 146869102 | Stock | 858,200 | $78,997,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 3,364,500 | $78,494,000 | thousands by filing date | |
| ZAYO GROUP HLDGS INC COM | 98919V105 | Stock | 2,047,500 | $70,946,000 | thousands by filing date | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 1,196,391 | $69,510,000 | thousands by filing date | |
| ADVANCED DISP SVCS INC DEL | 00790X101 | COM | 2,003,227 | $65,846,000 | thousands by filing date | |
| INTERXION HOLDING N.V | N47279109 | SHS | 752,123 | $63,035,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 2,054,400 | $62,639,000 | thousands by filing date | |
| WAYFAIR INC | 94419L101 | CL A | 672,500 | $60,774,000 | thousands by filing date | |
| THE STARS GROUP INC | 85570W100 | COMMON STOCK-FO | 2,319,700 | $60,521,000 | thousands by filing date | |
| TORONTO DOMINION BK ONT COM NEW | 891160509 | Stock | 1,020,118 | $57,293,000 | thousands by filing date | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 4,310,258 | $56,551,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | N96617118 | ORD SHS | 1,830,900 | $55,806,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 628,492 | $55,270,000 | thousands by filing date | |
| ALLERGAN PLC | G0177J108 | SHS | 286,531 | $54,776,000 | thousands by filing date | |
| TIFFANY & CO NEW | 886547108 | COM | 392,433 | $52,449,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 2,053,000 | $51,263,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972A301 | COM NEW | 1,724,492 | $46,475,000 | thousands by filing date | |
| SUN LIFE FINANCIAL INC. COM | 866796105 | Stock | 1,015,941 | $46,359,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 3,172,505 | $43,146,000 | thousands by filing date | |
| SK TELECOM LTD | 78440P108 | SPONSORED ADR | 1,806,865 | $41,757,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 2,761,706 | $40,694,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 1,809,301 | $39,434,000 | thousands by filing date | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 606,300 | $38,924,000 | thousands by filing date | put |
| CRH PLC ADS | 12626K203 | ADR | 919,600 | $37,087,000 | thousands by filing date | |
| TEGNA INC COM | 87901J105 | Stock | 2,140,019 | $35,717,000 | thousands by filing date | |
| WORLD KINECT CORPORATION | 981475106 | COM | 820,476 | $35,625,000 | thousands by filing date | |
| SOLAREDGE TECHNOLOGIES INC | 83417M104 | COM | 363,250 | $34,541,000 | thousands by filing date | |
| PATTERN ENERGY GROUP INC | 70338P100 | CL A | 1,280,900 | $34,270,000 | thousands by filing date | |
| SANMINA CORP COM | 801056102 | Stock | 999,285 | $34,216,000 | thousands by filing date | |
| DIAGEO PLC SPON ADR NEW | 25243Q205 | ADR | 202,999 | $34,189,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 925,900 | $33,888,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 711,420 | $33,835,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 469,620 | $33,010,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 328,156 | $32,816,000 | thousands by filing date | |
| CARDLYTICS INC | 14161W105 | COM | 517,000 | $32,499,000 | thousands by filing date | |
| ALBEMARLE CORP | 012653101 | COM | 436,700 | $31,897,000 | thousands by filing date | |
| BRADY CORP | 104674106 | CL A | 555,423 | $31,804,000 | thousands by filing date | |
| MOSAIC CO COM | 61945C103 | Stock | 1,455,600 | $31,499,000 | thousands by filing date | |
| PPG INDS INC COM | 693506107 | Stock | 234,000 | $31,237,000 | thousands by filing date | put |
| ANTERO RESOURCES CORP COM | 03674X106 | Stock | 10,923,657 | $31,132,000 | thousands by filing date | |
| SUNSTONE HOTEL INVS INC NEW | 867892101 | COM | 2,207,100 | $30,723,000 | thousands by filing date | |
| MOOG INC CL A | 615394202 | Stock | 355,053 | $30,297,000 | thousands by filing date | |
| FLAGSTAR BANCORP INC | 337930705 | COM PAR .001 | 789,700 | $30,206,000 | thousands by filing date | |
| PENNYMAC MTG INVT TR COM | 70931T103 | REIT | 1,353,700 | $30,174,000 | thousands by filing date | |
| NETEASE COM INC SPONSORED ADS | 64110W102 | ADR | 97,900 | $30,020,000 | thousands by filing date | |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 1,477,918 | $30,002,000 | thousands by filing date | |
| MILLERKNOLL INC | 600544100 | COM | 716,136 | $29,827,000 | thousands by filing date | |
| SOCIEDAD QUIMICA Y MINERA DE C | 833635105 | SPON ADR SER B | 1,113,712 | $29,725,000 | thousands by filing date | |
| MERITOR INC | 59001K100 | COMMON STOCK | 1,106,222 | $28,972,000 | thousands by filing date | |
| ISHARES TR MSCI CHINA ETF | 46429B671 | MSCI CHINA ETF | 443,100 | $28,398,000 | thousands by filing date | |
| INNOSPEC INC | 45768S105 | COM | 271,208 | $28,054,000 | thousands by filing date | |
| TECH DATA CORP | 878237106 | COM | 186,372 | $26,763,000 | thousands by filing date | |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 633,872 | $26,604,000 | thousands by filing date | |
| SANOFI SA SPONSORED ADR | 80105N105 | ADR | 525,542 | $26,382,000 | thousands by filing date | |
| IBERIABANK CORP | 450828108 | COM | 351,043 | $26,269,000 | thousands by filing date | |
| XENIA HOTELS & RESORTS INC COM | 984017103 | REIT | 1,206,775 | $26,078,000 | thousands by filing date | |
| PENNYMAC FINL SVCS INC NEW | 70932M107 | COM | 758,678 | $25,825,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 494,500 | $25,709,000 | thousands by filing date | |
| AXALTA COATING SYS LTD COM | G0750C108 | Stock | 835,444 | $25,397,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 321,154 | $25,185,000 | thousands by filing date | |
| BUILDERS FIRSTSOURCE INC COM | 12008R107 | Stock | 963,257 | $24,476,000 | thousands by filing date | |
| FEDERAL SIGNAL CORP | 313855108 | COM | 738,107 | $23,804,000 | thousands by filing date | |
| NEWMARK GROUP INC | 65158N102 | CL A | 1,765,590 | $23,756,000 | thousands by filing date | |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 198,106 | $23,721,000 | thousands by filing date | |
| SMITH & NEPHEW PLC SPDN ADR NEW | 83175M205 | ADR | 490,700 | $23,588,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 1,130,997 | $23,242,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 1,318,800 | $22,987,000 | thousands by filing date | |
| TXNM ENERGY INC COM | 69349H107 | Stock | 449,300 | $22,784,000 | thousands by filing date | |
| CORECIVIC INC | 21871N101 | COM | 1,257,500 | $21,855,000 | thousands by filing date | |
| DR REDDYS LABS LTD ADR | 256135203 | ADR | 535,708 | $21,739,000 | thousands by filing date | |
| REDFIN CORP | 75737F108 | COM | 1,021,913 | $21,603,000 | thousands by filing date | |
| RANGE RES CORP COM | 75281A109 | Stock | 4,390,132 | $21,292,000 | thousands by filing date | |
| ENOVA INTL INC | 29357K103 | COM | 874,782 | $21,047,000 | thousands by filing date | |
| TELEPHONE & DATA SYS INC | 879433829 | COM NEW | 826,367 | $21,015,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 368,193 | $21,009,000 | thousands by filing date | |
| ALLY FINL INC COM | 02005N100 | Stock | 686,930 | $20,993,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 340,289 | $20,366,000 | thousands by filing date | |
| POPULAR INC | 733174700 | COM NEW | 343,572 | $20,185,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 62,000 | $20,041,000 | thousands by filing date | |
| OFG BANCORP | 67103X102 | COM | 844,900 | $19,948,000 | thousands by filing date | |
| Berkshire Hathaway Inc | 084670702 | COM | 88,000 | $19,932,000 | thousands by filing date | |
| PORTLAND GEN ELEC CO | 736508847 | COM NEW | 333,100 | $18,584,000 | thousands by filing date | |
| INTERACTIVE BROKERS GROUP INC COM CL A | 45841N107 | Stock | 394,772 | $18,404,000 | thousands by filing date | |
| MELLANOX TECHNOLOGIES LTD | M51363113 | COMMON STOCK | 156,700 | $18,362,000 | thousands by filing date | |
| CREDIT ACCEP CORP MICH | 225310101 | COM | 41,200 | $18,224,000 | thousands by filing date | |
| ACACIA COMMUNICATIONS INC | 00401C108 | COM | 268,600 | $18,214,000 | thousands by filing date | |
| ENEL AMERICAS S.A. (ADR) | 29274F104 | SPONSORED ADR | 1,641,673 | $18,026,000 | thousands by filing date | |
| SONIC AUTOMOTIVE INC | 83545G102 | CL A | 580,482 | $17,995,000 | thousands by filing date | |
| EVENTBRITE INC | 29975E109 | COM CL A | 890,000 | $17,951,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 318,284 | $17,923,000 | thousands by filing date | |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 275,404 | $17,452,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259107 | SPON ADR B | 289,300 | $17,349,000 | thousands by filing date | |
| UNIVERSAL FST PRODS INC | 913543104 | COM | 363,611 | $17,344,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 1,031,300 | $17,171,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 375,213 | $16,873,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 666,796 | $16,777,000 | thousands by filing date | |
| ACUSHNET HLDGS CORP | 005098108 | COM | 512,615 | $16,660,000 | thousands by filing date | |
| DANA INC | 235825205 | COM | 905,133 | $16,473,000 | thousands by filing date | |
| MATERION CORP | 576690101 | COM | 276,145 | $16,417,000 | thousands by filing date | |
| NORTHWEST BANCSHARES INC COM | 667340103 | Stock | 983,100 | $16,349,000 | thousands by filing date | |
| BENCHMARK ELECTRS INC COM | 08160H101 | Stock | 474,650 | $16,309,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 1,727,299 | $16,168,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 382,057 | $15,745,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 63,400 | $15,284,000 | thousands by filing date | |
| INTERPARFUMS INC COM | 458334109 | Stock | 207,780 | $15,108,000 | thousands by filing date | |
| ICL GROUP LTD ILS1 | M5920A109 | Common Stock | 3,142,073 | $14,782,000 | thousands by filing date | |
| HEICO CORP NEW | 422806208 | CL A | 164,479 | $14,726,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 373,809 | $14,646,000 | thousands by filing date | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 227,405 | $14,599,000 | thousands by filing date | |
| COMTECH TELECOMMUNICATIONS C | 205826209 | COM NEW | 407,342 | $14,457,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 222,000 | $14,359,000 | thousands by filing date | |
| PepsiCo,Inc. | 713448108 | COM | 104,225 | $14,244,000 | thousands by filing date | |
| SPX CORP | 784635104 | COMMON STOCK | 278,029 | $14,146,000 | thousands by filing date | |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 1,362,628 | $14,062,000 | thousands by filing date | |
| ConocoPhillips | 20825C104 | COM | 212,100 | $13,793,000 | thousands by filing date | put |
| YUM CHINA HLDGS INC | 98850P109 | COM | 278,800 | $13,385,000 | thousands by filing date | |
| CGI INC CL A SUB VTG | 12532H104 | Stock | 159,100 | $13,332,000 | thousands by filing date | |
| INTERNATIONAL BANCSHARES COR | 459044103 | COM | 308,900 | $13,304,000 | thousands by filing date | |
| STEPAN CO | 858586100 | COM | 127,703 | $13,082,000 | thousands by filing date | |
| ADECOAGRO S A | L00849106 | COM | 1,551,730 | $12,988,000 | thousands by filing date | |
| QIWI PLC | 74735M108 | SPON ADR REP B | 670,275 | $12,977,000 | thousands by filing date | |
| SCHWEITZER-MAUDUIT INTL INC | 808541106 | COM | 305,566 | $12,831,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 106,000 | $12,774,000 | thousands by filing date | put |
| ZUMIEZ INC | 989817101 | COMMON STOCK | 363,600 | $12,559,000 | thousands by filing date | |
| PRESTIGE CONSMR HEALTHCARE I | 74112D101 | COM | 309,300 | $12,527,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 563,284 | $12,432,000 | thousands by filing date | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 375,200 | $12,307,000 | thousands by filing date | |
| ETHAN ALLEN INTERIORS INC | 297602104 | COM | 644,500 | $12,284,000 | thousands by filing date | |
| HILLTOP HLDGS INC | 432748101 | COM | 485,600 | $12,106,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 57,680 | $11,913,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 92,466 | $11,855,000 | thousands by filing date | |
| BANCO MACRO S A | 05961W105 | SPON ADR B | 323,200 | $11,716,000 | thousands by filing date | |
| BRP INC COM SUN VTG | 05577W200 | Stock | 256,313 | $11,693,000 | thousands by filing date | |
| SUMMIT HOTEL PPTYS | 866082100 | COM | 940,900 | $11,611,000 | thousands by filing date | |
| WARRIOR MET COAL INC | 93627C101 | COM | 542,500 | $11,463,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 304,900 | $11,367,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 3,925,800 | $11,267,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 172,424 | $11,204,000 | thousands by filing date | |
| Verizon Communications Inc | 92343V104 | COM | 178,119 | $10,937,000 | thousands by filing date | |
| V2X INC | 92242T101 | COM | 212,666 | $10,901,000 | thousands by filing date | |
| COREPOINT LODGING INC | 21872L104 | COM | 1,015,300 | $10,843,000 | thousands by filing date | |
| CHINA MOBILE LIMITED | 16941M109 | SPONSORED ADR | 253,889 | $10,732,000 | thousands by filing date | |
| ISHARES TR | 46434V514 | MSCI CHINA A | 351,500 | $10,700,000 | thousands by filing date | |
| LAUREATE ED INC COMMON STOCK | 518613203 | Stock | 604,900 | $10,652,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 706,039 | $10,626,000 | thousands by filing date | |
| JOHNSON OUTDOORS INC A | 479167108 | COMMON STOCK | 137,300 | $10,531,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 202,577 | $10,489,000 | thousands by filing date | |
| FEDERATED HERMES INC CL B | 314211103 | Stock | 318,004 | $10,364,000 | thousands by filing date | |
| AT HOME GROUP INC | 04650Y100 | COM | 1,875,055 | $10,313,000 | thousands by filing date | |
| LIVENT CORP | 53814L108 | COM | 1,189,800 | $10,173,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 4,174,356 | $10,102,000 | thousands by filing date | |
| BAUSCH HEALTH COS INC COM | 071734107 | Stock | 330,000 | $9,892,000 | thousands by filing date | |
| SYKES ENTERPRISES INC COM | 871237103 | Stock | 267,313 | $9,888,000 | thousands by filing date | |
| MAGNOLIA OIL & GAS CORP | 559663109 | CL A | 782,378 | $9,842,000 | thousands by filing date | |
| Intuit Inc. | 461202103 | COM | 37,121 | $9,723,000 | thousands by filing date | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 151,400 | $9,720,000 | thousands by filing date | call |
| GRIFFON CORP | 398433102 | COM | 468,942 | $9,534,000 | thousands by filing date | |
| AGCO CORP | 001084102 | COM | 122,600 | $9,471,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 68,700 | $9,450,000 | thousands by filing date | |
| GLAXOSMITHKLINE PLC-ADR | 37733W105 | SPONSORED ADR | 196,500 | $9,234,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 664,431 | $9,129,000 | thousands by filing date | |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 154,213 | $9,092,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 561,700 | $8,953,000 | thousands by filing date | |
| BIOGEN INC COM | 09062X103 | Stock | 29,943 | $8,885,000 | thousands by filing date | |
| DESIGNER BRANDS INC | 250565108 | CL A | 563,700 | $8,873,000 | thousands by filing date | |
| AVX CORP NEW | 002444107 | COM | 433,200 | $8,868,000 | thousands by filing date | |
| CANADIANNATLRYCOF | 136375102 | STOK | 94,700 | $8,566,000 | thousands by filing date | |
| CARPENTER TECHNOLOGY CORP | 144285103 | COM | 171,400 | $8,532,000 | thousands by filing date | |
| HYSTER-YALE INC | 449172105 | CL A | 144,700 | $8,532,000 | thousands by filing date | |
| INTL FCSTONE INC | 46116V105 | COM | 172,957 | $8,445,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 21,673 | $8,439,000 | thousands by filing date | |
| CENTENNIAL RESOURCE DEV INC | 15136A102 | CL A | 1,824,928 | $8,431,000 | thousands by filing date | |
| Applied Materials,Inc. | 038222105 | COM | 138,057 | $8,427,000 | thousands by filing date | |
| WAFD INC | 938824109 | COM | 229,402 | $8,408,000 | thousands by filing date | |
| CORE-MARK HOLDING CO INC | 218681104 | COMMON STOCK | 308,089 | $8,377,000 | thousands by filing date | |
| Concho Resources Inc. | 20605P101 | COM | 95,568 | $8,369,000 | thousands by filing date | |
| PROGRESS SOFTWARE CORP COM | 743312100 | Stock | 200,648 | $8,337,000 | thousands by filing date | |
| HAVERTY FURNITURE COS INC COM | 419596101 | Stock | 412,026 | $8,306,000 | thousands by filing date | |
| AVAYA HLDGS CORP | 05351X101 | COM | 612,300 | $8,266,000 | thousands by filing date | |
| STONERIDGE INC | 86183P102 | COMMON STOCK | 281,000 | $8,239,000 | thousands by filing date | |
| CANADIAN SOLAR INC | 136635109 | COM | 369,563 | $8,167,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 311,676 | $8,157,000 | thousands by filing date | |
| INVESTORS BANCORP, INC. | 46146L101 | COMMON STOCK | 684,500 | $8,156,000 | thousands by filing date | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 53,605 | $8,114,000 | thousands by filing date | |
| CIMAREX ENERGY CO COM | 171798101 | Stock | 152,930 | $8,027,000 | thousands by filing date | |
| PARSLEY ENERGY INC | 701877102 | CL A | 422,381 | $7,987,000 | thousands by filing date | |
| SYNOPSYS INC COM | 871607107 | Stock | 56,919 | $7,923,000 | thousands by filing date | |
| CONTINENTAL RES INC | 212015101 | COM | 227,555 | $7,805,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 76,673 | $7,768,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 81,966 | $7,764,000 | thousands by filing date | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 298,833 | $7,761,000 | thousands by filing date | |
| TRICO BANCSHARES | 896095106 | COMMON STOCK | 188,000 | $7,672,000 | thousands by filing date | |
| CREDICORP LTD | G2519Y108 | COM | 35,500 | $7,566,000 | thousands by filing date | |
| NATIONAL GEN HLDGS CORP | 636220303 | COM | 341,000 | $7,536,000 | thousands by filing date | |
| FASTLY INC | 31188V100 | CL A | 370,000 | $7,426,000 | thousands by filing date | |
| POLYONE CORP | 73179P106 | COM | 201,500 | $7,413,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 131,600 | $7,364,000 | thousands by filing date | |
| PC CONNECTION INC | 69318J100 | COM | 148,200 | $7,360,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 87,808 | $7,355,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 203,151 | $7,336,000 | thousands by filing date | |
| HOLLYSYS AUTOMATION TCHNGY L | G45667105 | SHS | 441,700 | $7,248,000 | thousands by filing date | |
| W & T OFFSHORE INC | 92922P106 | COM | 1,297,400 | $7,214,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 81,444 | $7,151,000 | thousands by filing date | |
| EQT CORP COM | 26884L109 | Stock | 655,776 | $7,148,000 | thousands by filing date | |
| DIAMONDBACK ENERGY INC COM | 25278X109 | Stock | 76,808 | $7,132,000 | thousands by filing date | |
| MOTOROLA SOLUTIONS INC COM NEW | 620076307 | Stock | 43,879 | $7,071,000 | thousands by filing date | |
| FIRST DEFIANCE FINL CORP | 32006W106 | COMMON STOCK | 220,200 | $6,934,000 | thousands by filing date | |
| LA Z BOY INC | 505336107 | COM | 217,090 | $6,834,000 | thousands by filing date | |
| iShares MSCI Russia ETF Special | 46434G798 | Exchange Traded Fund | 156,800 | $6,689,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 94,734 | $6,571,000 | thousands by filing date | |
| Mondelez International,Inc. Class A | 609207105 | COM | 118,879 | $6,548,000 | thousands by filing date | |
| ELLINGTON FINANCIAL INC | 28852N109 | COM | 356,700 | $6,538,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 410,835 | $6,516,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 184,400 | $6,496,000 | thousands by filing date | |
| Bristol-Myers Squibb Company | 110122108 | COM | 99,494 | $6,387,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 38,051 | $6,339,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 356,153 | $6,201,000 | thousands by filing date | |
| DIME CMNTY BANCSHARES INC COM | 253922108 | Stock | 293,100 | $6,123,000 | thousands by filing date | |
| GREIF INC | 397624107 | CL A | 137,400 | $6,073,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 368,600 | $6,056,000 | thousands by filing date | |
| BANNER CORP | 06652V208 | COM NEW | 106,100 | $6,004,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 2,184,500 | $5,986,000 | thousands by filing date | |
| VERA BRADLEY INC | 92335C106 | COM | 500,816 | $5,910,000 | thousands by filing date | |
| NEW ORIENTAL EDUCATION & TECHN | 647581107 | SPON ADR | 48,500 | $5,881,000 | thousands by filing date | |
| TREDEGAR CORP | 894650100 | COM | 262,461 | $5,866,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 396,700 | $5,756,000 | thousands by filing date | |
| KIMBALL INTL INC | 494274103 | CL B | 276,100 | $5,707,000 | thousands by filing date | |
| SPOTIFYTECHNOLOGYSAF | L8681T102 | STOK | 38,000 | $5,683,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 77,987 | $5,645,000 | thousands by filing date | |
| MUELLER INDS INC COM | 624756102 | Stock | 177,400 | $5,632,000 | thousands by filing date | |
| KNOLL INC | 498904200 | COM NEW | 222,941 | $5,631,000 | thousands by filing date | |
| SPOK HLDGS INC COM | 84863T106 | Stock | 459,988 | $5,626,000 | thousands by filing date | |
| INGLES MKTS INC CL A | 457030104 | Stock | 118,162 | $5,614,000 | thousands by filing date | |
| BAXTER INTL INC | 071813109 | COM | 66,926 | $5,596,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 128,047 | $5,555,000 | thousands by filing date | |
| APTIV PLC | G6095L109 | SHS | 58,493 | $5,555,000 | thousands by filing date | |
| K12 INC | 48273U102 | COM | 272,534 | $5,546,000 | thousands by filing date | |
| USA COMPRESSION PARTNERS LP | 90290N109 | COM UNIT LTDPAR | 300,000 | $5,442,000 | thousands by filing date | put |
| XP INC CL A | G98239109 | Stock | 139,500 | $5,374,000 | thousands by filing date | |
| DUCOMMUN INC DEL | 264147109 | COM | 104,100 | $5,260,000 | thousands by filing date | |
| UNISYS CORP | 909214306 | COMMON STOCK | 440,700 | $5,227,000 | thousands by filing date | |
| RAMBUS INC DEL COM | 750917106 | Stock | 374,100 | $5,153,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 55,519 | $5,054,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 46,080 | $4,954,000 | thousands by filing date | |
| BONANZA CREEK ENERGY INC | 097793400 | COM NEW | 211,600 | $4,939,000 | thousands by filing date | |
| NII HLDGS INC COM PAR $0.001 | 62913F508 | CS | 2,266,400 | $4,918,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 493,823 | $4,884,000 | thousands by filing date | |
| ENNIS INC COM | 293389102 | Stock | 224,500 | $4,860,000 | thousands by filing date | |
| OWENS CORNING NEW | 690742101 | COM | 74,309 | $4,839,000 | thousands by filing date | |
| OPPENHEIMER HOLDINGS CL A | 683797104 | COMMON STOCK | 173,726 | $4,774,000 | thousands by filing date | |
| PERSPECTA INC | 715347100 | COM | 179,000 | $4,733,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 87,686 | $4,696,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 41,973 | $4,676,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 190,047 | $4,633,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 67,047 | $4,616,000 | thousands by filing date | |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 137,100 | $4,598,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 15,721 | $4,597,000 | thousands by filing date | |
| INDEPENDENT BK CORP MICH | 453838609 | COM NEW | 202,529 | $4,587,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 1,029,000 | $4,528,000 | thousands by filing date | |
| CAMDEN NATIONAL CORP | 133034108 | COMMON STOCK | 97,900 | $4,509,000 | thousands by filing date | |
| DELUXE CORP MEDIUM TERM NTS COM | 248019101 | Stock | 90,264 | $4,506,000 | thousands by filing date | |
| VEDANTA LTD | 92242Y100 | SPONSORED ADR | 521,454 | $4,500,000 | thousands by filing date | |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 35,500 | $4,487,000 | thousands by filing date | |
| MARCUS CORPORATION | 566330106 | COMMON STOCK | 140,239 | $4,455,000 | thousands by filing date | |
| VAREX IMAGING CORP | 92214X106 | COMMON STOCK | 145,700 | $4,343,000 | thousands by filing date | |
| LIBERTY TRIPADVISOR HLDGS IN | 531465102 | COM SER A | 590,700 | $4,342,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 38,602 | $4,341,000 | thousands by filing date | |
| TE CONNECTIVITY LTD | H84989104 | SHS | 45,221 | $4,334,000 | thousands by filing date | |
| TRUBRIDGE INC | 205306103 | COM | 156,900 | $4,142,000 | thousands by filing date | |
| GARMIN LTD SHS | H2906T109 | Stock | 42,203 | $4,117,000 | thousands by filing date | |
| BRINKER INTL INC COM | 109641100 | Stock | 97,587 | $4,099,000 | thousands by filing date | |
| M.D.C. HOLDINGS INC | 552676108 | COM | 107,400 | $4,098,000 | thousands by filing date | |
| TAL ED GROUP SPONSORED ADS | 874080104 | ADR | 84,934 | $4,094,000 | thousands by filing date | |
| HERSHEY CO COM | 427866108 | Stock | 27,567 | $4,052,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 417,300 | $4,039,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 38,746 | $3,987,000 | thousands by filing date | |
| JUNIPER NETWORKS INC | 48203R104 | COM | 160,700 | $3,958,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 72,584 | $3,904,000 | thousands by filing date | |
| WATERSTONE FINL INC MD | 94188P101 | COM | 204,061 | $3,883,000 | thousands by filing date | |
| STANDARD MOTOR PRODS | 853666105 | COMMON STOCK | 72,200 | $3,842,000 | thousands by filing date | |
| DIGI INTL INC | 253798102 | COM | 212,400 | $3,764,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 2,650,208 | $3,737,000 | thousands by filing date | |
| DSP GROUP INC | 23332B106 | COM | 236,553 | $3,723,000 | thousands by filing date | |
| STEELCASE INC-CLASS A | 858155203 | CL A | 180,884 | $3,701,000 | thousands by filing date | |
| CDW CORP COM | 12514G108 | Stock | 25,900 | $3,700,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 1,132,000 | $3,673,000 | thousands by filing date | |
| BANCO BBVA ARGENTINA S A | 058934100 | SPONSORED ADS | 651,700 | $3,630,000 | thousands by filing date | |
| EMPLOYERS HOLDINGS INC | 292218104 | COMMON STOCK | 86,800 | $3,624,000 | thousands by filing date | |
| OMNICOM GROUP INC COM | 681919106 | Stock | 44,667 | $3,619,000 | thousands by filing date | |
| REX AMERICAN RESOURCES CORP | 761624105 | COMMON STOCK | 43,700 | $3,582,000 | thousands by filing date | |
| CURO GROUP HOLDINGS CORP | 23131L107 | COM | 293,100 | $3,570,000 | thousands by filing date | |
| Matrix Service Company | 576853105 | COM | 155,605 | $3,560,000 | thousands by filing date | |
| SANDY SPRING BANCORP INC | 800363103 | COMMON STOCK | 92,500 | $3,504,000 | thousands by filing date | |
| KELLY SVCS INC | 488152208 | CL A | 152,900 | $3,452,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 36,518 | $3,450,000 | thousands by filing date | |
| GORMAN RUPP CO COM | 383082104 | Stock | 90,825 | $3,406,000 | thousands by filing date | |
| CHINA PETROLEUM AND CHEMICAL-A | 16941R108 | SPON ADR H SHS | 56,500 | $3,398,000 | thousands by filing date | |
| XPERI CORP | 98421B100 | COM | 183,400 | $3,393,000 | thousands by filing date | |
| TELEDYNE TECHNOLOGIES INC COM | 879360105 | Stock | 9,750 | $3,379,000 | thousands by filing date | |
| PACCAR INC COM | 693718108 | Stock | 41,062 | $3,248,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 9,433 | $3,245,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 18,112 | $3,241,000 | thousands by filing date | |
| YAMANA GOLD INC | 98462Y100 | COM | 816,700 | $3,237,000 | thousands by filing date | |
| ARTISAN PARTNERS ASSET MGMT I CL A | 04316A108 | Stock | 98,769 | $3,192,000 | thousands by filing date | |
| DONNELLEY FINL SOLUTIONS INC | 25787G100 | COM | 304,300 | $3,186,000 | thousands by filing date | |
| TALOS ENERGY INC | 87484T108 | COM | 102,100 | $3,078,000 | thousands by filing date | |
| KOPPERS HOLDINGS INC | 50060P106 | COM | 80,045 | $3,059,000 | thousands by filing date | |
| WEIS MKTS INC COM | 948849104 | Stock | 75,200 | $3,045,000 | thousands by filing date | |
| GREAT SOUTHERN BANCORP INC | 390905107 | COMMON STOCK | 46,900 | $2,970,000 | thousands by filing date | |
| SIERRA BANCORP | 82620P102 | COM | 101,200 | $2,947,000 | thousands by filing date | |
| WESTWOOD HOLDINGS GROUP INC | 961765104 | COMMON STOCK | 95,600 | $2,832,000 | thousands by filing date | |
| TRIBUNE PUBG CO NEW | 89609W107 | COM | 214,900 | $2,828,000 | thousands by filing date | |
| SILGAN HLDGS INC | 827048109 | COM | 89,768 | $2,790,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 147,496 | $2,736,000 | thousands by filing date | |
| ARCHROCK INC | 03957W106 | COM | 272,479 | $2,736,000 | thousands by filing date | |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 13,720 | $2,715,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 125,299 | $2,656,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 369,568 | $2,650,000 | thousands by filing date | |
| MCKESSON CORP COM | 58155Q103 | Stock | 19,043 | $2,634,000 | thousands by filing date | |
| H WORLD GROUP LTD SPONSORED ADS | 44332N106 | ADR | 65,700 | $2,633,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 56,200 | $2,562,000 | thousands by filing date | |
| TEXTRON INC COM | 883203101 | Stock | 56,570 | $2,523,000 | thousands by filing date | |
| AVISTA CORP COM | 05379B107 | Stock | 52,000 | $2,501,000 | thousands by filing date | |
| CENTRAL GARDEN PET CO | 153527106 | COMMON STOCK | 80,200 | $2,492,000 | thousands by filing date | |
| INTERPUBLIC GROUP COS | 460690100 | COM | 105,873 | $2,446,000 | thousands by filing date | |
| OFFICE PPTYS INCOME TR | 67623C109 | COM SHS BEN INT | 76,100 | $2,446,000 | thousands by filing date | |
| ALPHA & OMEGA SEMICONDUCTOR | G6331P104 | SHS | 178,800 | $2,435,000 | thousands by filing date | |
| AMDOCS LTD | G02602103 | SHS | 33,575 | $2,424,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 56,800 | $2,312,000 | thousands by filing date | |
| EL PASO ELECTRIC CO | 283677854 | COM NEW | 34,000 | $2,308,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 74,865 | $2,301,000 | thousands by filing date | |
| GENIE ENERGY LTD | 372284208 | CL B | 297,000 | $2,296,000 | thousands by filing date | |
| HOLOGIC INC | 436440101 | COM | 43,958 | $2,295,000 | thousands by filing date | |
| SCHOLASTIC CORP COM | 807066105 | Stock | 59,500 | $2,288,000 | thousands by filing date | |
| CITIZENS FINL GROUP INC COM | 174610105 | Stock | 55,907 | $2,270,000 | thousands by filing date | |
| BRISTOL-MYERS SQUIBB CO | 110122157 | RIGHT 99/99/9999 | 751,075 | $2,261,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 1,217 | $2,249,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 37,378 | $2,224,000 | thousands by filing date | |
| NIC INC | 62914B100 | COM | 99,475 | $2,223,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 121,800 | $2,208,000 | thousands by filing date | |
| ASSOCIATED BANC-CORP | 045487105 | COM | 100,000 | $2,204,000 | thousands by filing date | |
| CUSHMAN WAKEFIELD PLC | G2717B108 | SHS | 107,500 | $2,197,000 | thousands by filing date | |
| Lincoln National Corporat | 524901105 | COM | 61,185 | $2,197,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 75,048 | $2,175,000 | thousands by filing date | |
| FINANCIAL INSTITUTIONS INC | 317585404 | COMMON STOCK | 67,600 | $2,170,000 | thousands by filing date | |
| CBRE GROUP INC CL A | 12504L109 | Stock | 35,149 | $2,154,000 | thousands by filing date | |
| FIRST COMMUNITY BANKSHARES | 31983A103 | COMMON STOCK | 69,352 | $2,151,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 38,858 | $2,137,000 | thousands by filing date | |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 34,748 | $2,137,000 | thousands by filing date | |
| GYRODYNE LLC | 403829104 | COM | 113,088 | $2,132,000 | thousands by filing date | |
| GEO GROUP INC NEW | 36162J106 | COM | 127,800 | $2,123,000 | thousands by filing date | |
| China Yuchai Intl Ltd | G21082105 | COM | 158,551 | $2,113,000 | thousands by filing date | |
| REGIS CORP | 758932107 | COM | 117,500 | $2,100,000 | thousands by filing date | |
| BANCFIRST CORP | 05945F103 | COM | 33,400 | $2,085,000 | thousands by filing date | |
| MAGNA INTL INC COM | 559222401 | Stock | 37,400 | $2,051,000 | thousands by filing date | |
| DHI GROUP INC | 23331S100 | COM | 680,200 | $2,047,000 | thousands by filing date | |
| KIMBALL ELECTRONICS INC | 49428J109 | COMMON STOCK | 115,700 | $2,031,000 | thousands by filing date | |
| MERIDIAN BANCORP INC MD | 58958U103 | COM | 100,400 | $2,017,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 23,701 | $2,015,000 | thousands by filing date | |
| RESOURCES CONNECTION INC | 76122Q105 | COM | 123,400 | $2,015,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 13,595 | $2,006,000 | thousands by filing date | |
| ROCKY BRANDS INC | 774515100 | COMMON STOCK | 67,835 | $1,996,000 | thousands by filing date | |
| RETAIL PPTYS AMER INC | 76131V202 | CL A | 148,300 | $1,987,000 | thousands by filing date | |
| USA TODAY CO INC | 36472T109 | COM | 311,335 | $1,986,000 | thousands by filing date | |
| HERSHA HOSPITALITY TR | 427825500 | PR SHS BEN INT | 136,100 | $1,980,000 | thousands by filing date | |
| G III APPAREL GROUP LTD | 36237H101 | COM | 58,900 | $1,973,000 | thousands by filing date | |
| BOOZ ALLEN HAMILTON HLDG CORP CL A | 099502106 | Stock | 27,729 | $1,972,000 | thousands by filing date | |
| CRA INTL INC | 12618T105 | COM | 36,148 | $1,969,000 | thousands by filing date | |
| Federal Agric Mtg Corp Cl C | 313148306 | COM | 23,522 | $1,964,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 28,789 | $1,963,000 | thousands by filing date | |
| XEROX HOLDINGS CORP | 98421M106 | COM NEW | 53,050 | $1,956,000 | thousands by filing date | |
| RANGER OIL CORPORATION CLASS A COM | 70788V102 | Stock | 63,600 | $1,930,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 31,743 | $1,929,000 | thousands by filing date | |
| ONTO INNOVATION INC COM | 683344105 | Stock | 52,700 | $1,926,000 | thousands by filing date | |
| VISHAY PRECISION GROUP INC | 92835K103 | COM | 56,279 | $1,913,000 | thousands by filing date | |
| CALIFORNIA RES CORP | 13057Q206 | COM NEW | 211,000 | $1,905,000 | thousands by filing date | |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 5,291 | $1,874,000 | thousands by filing date | |
| UNITIL CORP COM | 913259107 | Stock | 30,300 | $1,873,000 | thousands by filing date | |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 166,400 | $1,870,000 | thousands by filing date | |
| SENECA FOODS CORP NEW | 817070501 | CL A | 45,792 | $1,868,000 | thousands by filing date | |
| FORTUNA MNG CORP F | 349915108 | COM | 455,000 | $1,856,000 | thousands by filing date | |
| ENCORE CAP GROUP INC | 292554102 | COM | 52,300 | $1,849,000 | thousands by filing date | |
| NATIONAL CINEMEDIA INC | 635309107 | COM | 252,400 | $1,840,000 | thousands by filing date | |
| COMMUNITY TRUST BANCORP INC | 204149108 | COMMON STOCK | 39,300 | $1,833,000 | thousands by filing date | |
| CENTURY BANCORP INC -CL A | 156432106 | CL A | 20,037 | $1,803,000 | thousands by filing date | |
| M/I HOMES INC | 55305B101 | COM | 45,238 | $1,780,000 | thousands by filing date | |
| TERRITORAL BANCORP INC | 88145X108 | COMMON STOCK | 57,284 | $1,772,000 | thousands by filing date | |
| AG MTG INVT TR INC | 001228105 | COM | 114,700 | $1,769,000 | thousands by filing date | |
| OSHKOSH CORP COM | 688239201 | Stock | 18,631 | $1,763,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 45,389 | $1,761,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 75,900 | $1,751,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 84,766 | $1,716,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 29,267 | $1,707,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 124,024 | $1,697,000 | thousands by filing date | |
| FEDNAT HOLDING COMPANY | 31431B109 | Common Stock | 100,800 | $1,676,000 | thousands by filing date | |
| SANDRIDGE ENERGY INC | 80007P869 | COM NEW | 394,400 | $1,672,000 | thousands by filing date | |
| MTS SYSTEMS CORP | 553777103 | COM | 34,500 | $1,657,000 | thousands by filing date | |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 13,428 | $1,623,000 | thousands by filing date | |
| FUTUREFUEL CORP | 36116M106 | COMMON STOCK | 130,300 | $1,614,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 94,006 | $1,613,000 | thousands by filing date | |
| CIENA CORP COM NEW | 171779309 | Stock | 37,643 | $1,607,000 | thousands by filing date | |
| ARROW ELECTRS INC | 042735100 | COM | 18,928 | $1,604,000 | thousands by filing date | |
| HEALTHSTREAM INC | 42222N103 | COM | 58,600 | $1,594,000 | thousands by filing date | |
| HANESBRANDS INC | 410345102 | COM | 107,149 | $1,591,000 | thousands by filing date | |
| SEI INVTS CO COM | 784117103 | Stock | 24,017 | $1,573,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 11,021 | $1,553,000 | thousands by filing date | |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 11,600 | $1,549,000 | thousands by filing date | |
| DELPHI TECHNOLOGIES PLC | G2709G107 | SHS | 120,600 | $1,547,000 | thousands by filing date | |
| MILLER INDUSTRIES INC TENN | 600551204 | COMMON STOCK | 40,900 | $1,519,000 | thousands by filing date | |
| NVR INC COM | 62944T105 | Stock | 396 | $1,508,000 | thousands by filing date | |
| CACI INTL INC CL A | 127190304 | Stock | 6,000 | $1,500,000 | thousands by filing date | |
| CTS CORP | 126501105 | COM | 49,700 | $1,491,000 | thousands by filing date | |
| COLUMBIA SPORTSWEAR CO | 198516106 | COM | 14,818 | $1,485,000 | thousands by filing date | |
| AMERICAN VANGUARD CORP | 030371108 | COM | 76,000 | $1,480,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 13,196 | $1,463,000 | thousands by filing date | |
| FIRST FINANCIAL CORP | 320218100 | COMMON STOCK | 31,900 | $1,458,000 | thousands by filing date | |
| REXNORD CORP | 76169B102 | COMMON STOCK | 44,000 | $1,435,000 | thousands by filing date | |
| KRATON CORPORATION | 50077C106 | COM | 56,202 | $1,423,000 | thousands by filing date | |
| VERITIV CORP | 923454102 | COM | 72,300 | $1,422,000 | thousands by filing date | |
| ITT INC COM | 45073V108 | Stock | 19,035 | $1,407,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 15,675 | $1,402,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 107,740 | $1,401,000 | thousands by filing date | |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 12,931 | $1,398,000 | thousands by filing date | |
| MODINE MFG CO COM | 607828100 | Stock | 180,700 | $1,391,000 | thousands by filing date | |
| Flushing Financial Corp | 343873105 | Common Stock | 64,100 | $1,385,000 | thousands by filing date | |
| RELIANCE INC | 759509102 | COM | 11,423 | $1,368,000 | thousands by filing date | |
| MASIMO CORP COM | 574795100 | Stock | 8,583 | $1,357,000 | thousands by filing date | |
| LPL FINL HLDGS INC COM | 50212V100 | Stock | 14,700 | $1,356,000 | thousands by filing date | |
| OLD REP INTL CORP COM | 680223104 | Stock | 60,380 | $1,351,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 22,500 | $1,349,000 | thousands by filing date | |
| EDISON INTL COM | 281020107 | Stock | 17,800 | $1,342,000 | thousands by filing date | |
| DRIL-QUIP INC | 262037104 | COM | 28,400 | $1,332,000 | thousands by filing date | |
| CLARUS CORP NEW | 18270P109 | COM | 96,996 | $1,315,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 21,779 | $1,285,000 | thousands by filing date | |
| TENET HEALTHCARE CORP COM NEW | 88033G407 | Stock | 33,800 | $1,285,000 | thousands by filing date | |
| HUNTSMAN CORP | 447011107 | COM | 52,981 | $1,280,000 | thousands by filing date | |
| TRUSTMARK CORP | 898402102 | COM | 37,000 | $1,277,000 | thousands by filing date | |
| BRUKER CORP | 116794108 | COM | 24,725 | $1,260,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 7,000 | $1,259,000 | thousands by filing date | |
| OLYMPIC STEEL INC COM | 68162K106 | Stock | 70,100 | $1,256,000 | thousands by filing date | |
| Gulfport Energy | 402635304 | COM | 410,600 | $1,248,000 | thousands by filing date | |
| SYSTEMAX INC | 871851101 | COM | 49,500 | $1,245,000 | thousands by filing date | |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 8,219 | $1,236,000 | thousands by filing date | |
| DTE ENERGY CO COM | 233331107 | Stock | 9,500 | $1,234,000 | thousands by filing date | |
| MAG SILVER CORP | 55903Q104 | COMMON STOCK-FO | 103,800 | $1,229,000 | thousands by filing date | |
| WEYCO GROUP INC COM | 962149100 | Stock | 46,400 | $1,227,000 | thousands by filing date | |
| JONES LANG LASALLE INC COM | 48020Q107 | Stock | 6,988 | $1,217,000 | thousands by filing date | |
| GENPACT LIMITED SHS | G3922B107 | Stock | 28,778 | $1,214,000 | thousands by filing date | |
| HACKETT GROUP INC | 404609109 | COM | 75,000 | $1,211,000 | thousands by filing date | |
| CIVISTA BANCSHARES INC | 178867107 | COMMON STOCK | 50,400 | $1,210,000 | thousands by filing date | |
| OUTFRONT MEDIA INC | 69007J106 | COM | 45,092 | $1,209,000 | thousands by filing date | |
| HASBRO INC COM | 418056107 | Stock | 11,400 | $1,204,000 | thousands by filing date | |
| TRUSTCO BK CORP N Y | 898349105 | COM | 135,800 | $1,177,000 | thousands by filing date | |
| ONEMAIN HLDGS INC COM | 68268W103 | Stock | 27,848 | $1,174,000 | thousands by filing date | |
| CHANGYOU COM LTD | 15911M107 | ADS REP CL A | 119,900 | $1,174,000 | thousands by filing date | |
| UMB FINL CORP | 902788108 | COM | 17,000 | $1,167,000 | thousands by filing date | |
| TD SYNNEX CORPORATION COM | 87162W100 | Stock | 9,038 | $1,164,000 | thousands by filing date | |
| SKECHERS U S A INC | 830566105 | CL A | 26,415 | $1,141,000 | thousands by filing date | |
| PEOPLES BANCORP INC | 709789101 | COM | 32,800 | $1,137,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001072613-20-000075 | this filing | 2020-02-13 | acceptance time not in the bulk data set |