UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
09-30-2019
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
Brandywine Global Investment Management, LLC
Address:
1735 MARKET STREET
SUITE 1800
PHILADELPHIA, PA 19103
Form 13F File Number:
028-02204

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Christopher Marzullo
Title:
Chief Compliance Officer
Phone:
215-609-3500


Signature, Place, and Date of Signing:

Christopher Marzullo
                         [Signature]
Philadelphia, PENNSYLVANIA
                 [City, State]
11-14-2019
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
1
Form 13F Information table Entry Total:
825
Form 13F Information table Value Total:
13629197
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

No.Form 13F File NumberNameCIK
1
028-01700
LEGG MASON, INC.
0000704051


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ACCO BRANDS CORPCOM00081T1083,170321,132SHDFND1289,332 0 31,800
AFLAC INCCOM00105510232,333617,977SHDFND1502,434 0 115,543
AGCO CORPCOM0010841025,08967,214SHDFND154,688 0 12,526
AES CORPCOM00130H1057,711471,877SHDFND1392,610 0 79,267
AMC NETWORKS INCCL A00164V1037,674156,084SHDFND1140,984 0 15,100
ANI PHARMACEUTICALS INCCOM00182C1037009,600SHDFND12,800 0 6,800
AT&T INCCOM00206R102185,5664,903,949SHDFND14,078,609 0 825,340
AVX CORP NEWCOM0024441077,087466,222SHDFND1409,982 0 56,240
ABBVIE INCCOM00287Y10949,157649,186SHDFND1529,986 0 119,200
ABERCROMBIE & FITCH COCL A0028962073,338213,948SHDFND1189,848 0 24,100
ABEONA THERAPEUTICS INCCOM00289Y10711450,300SHDFND115,200 0 35,100
ABRAXAS PETE CORPCOM0038301067401,458,100SHDFND1439,800 0 1,018,300
ACUITY BRANDS INCCOM00508Y1026,21046,066SHDFND136,472 0 9,594
ADAMAS PHARMACEUTICALS INCCOM00548A10634567,269SHDFND129,429 0 37,840
AECOMCOM00766T1005,203138,506SHDFND1112,652 0 25,854
ADVANSIX INCCOM00773T10129011,250SHDFND13,350 0 7,900
AIR LEASE CORPCL A00912X30213,198315,583SHDFND1315,583 0 0
AKEBIA THERAPEUTICS INCCOM00972D10532983,790SHDFND133,649 0 50,141
ALASKA AIR GROUP INCCOM0116591097,014108,047SHDFND187,905 0 20,142
ALBEMARLE CORPCOM0126531011,17616,907SHDFND116,907 0 0
ALLEGHANY CORP DELCOM01717510010,38213,013SHDFND110,307 0 2,706
ALLEGIANT TRAVEL COCOM01748X1022,06813,816SHDFND19,996 0 3,820
ALLIANCE DATA SYSTEMS CORPCOM018581108318SHDFND118 0 0
ALLISON TRANSMISSION HLDGS ICOM01973R10122,169471,168SHDFND1450,424 0 20,744
ALLSTATE CORPCOM02000210131,306288,055SHDFND1234,041 0 54,014
ALLY FINL INCCOM02005N10011,453345,379SHDFND1280,943 0 64,436
ALTRIA GROUP INCCOM02209S10313,322325,712SHDFND1325,712 0 0
AMBAC FINL GROUP INCCOM NEW0231398842,543130,049SHDFND1116,049 0 14,000
AMERCOCOM0235861006,43116,488SHDFND113,381 0 3,107
AMERICAN AIRLS GROUP INCCOM02376R10297,6693,621,374SHDFND13,033,794 0 587,580
AMERICAN ELEC PWR CO INCCOM02553710137,605401,370SHDFND1331,423 0 69,947
AMERICAN EAGLE OUTFITTERS INCOM02553E1061,847113,853SHDFND182,293 0 31,560
AMERICAN EQTY INVT LIFE HLDCOM0256762067,071292,166SHDFND1264,366 0 27,800
AMERICAN EXPRESS COCOM02581610981,471688,793SHDFND1559,721 0 129,072
AMERICAN FINL GROUP INC OHIOCOM02593210414,739136,659SHDFND1111,105 0 25,554
AMERICAN INTL GROUP INCCOM NEW02687478431,991574,327SHDFND1574,327 0 0
AMERICAN NATL INS COCOM028591105539SHDFND139 0 0
AMERICAN OUTDOOR BRANDS CORPCOM02874P1032,877491,669SHDFND1208,719 0 282,950
AMERICAN WOODMARK CORPORATIOCOM0305061098,55196,165SHDFND149,465 0 46,700
AMERISOURCEBERGEN CORPCOM03073E10519,224233,494SHDFND1199,422 0 34,072
AMERIPRISE FINL INCCOM03076C10621,151143,785SHDFND1119,734 0 24,051
AMGEN INCCOM031162100125,177646,875SHDFND1547,365 0 99,510
AMKOR TECHNOLOGY INCCOM0316521006,034663,069SHDFND1583,069 0 80,000
AMTECH SYS INCCOM PAR $0.01N0323325041,525287,600SHDFND1108,700 0 178,900
ANDERSONS INCCOM0341641032,09493,317SHDFND184,117 0 9,200
ANIXTER INTL INCCOM0352901057,681111,113SHDFND199,913 0 11,200
ANNALY CAP MGMT INCCOM03571040972,1058,193,680SHDFND16,793,580 0 1,400,100
ANTHEM INCCOM03675210349,891207,791SHDFND1169,009 0 38,782
ANWORTH MORTGAGE ASSET CPCOM0373471012,598787,137SHDFND1343,367 0 443,770
APERGY CORPCOM03755L10487232,206SHDFND123,306 0 8,900
APPLE INCCOM037833100293,5541,310,684SHDFND11,087,414 0 223,270
APPLIED MATLS INCCOM03822210537,246746,403SHDFND1606,909 0 139,494
AQUESTIVE THERAPEUTICS INCCOM03843E10420363,700SHDFND119,000 0 44,700
ARCH COAL INCCL A0393804075,30071,423SHDFND165,123 0 6,300
ARCHER DANIELS MIDLAND COCOM03948310218,392447,812SHDFND1364,537 0 83,275
ARCONIC INCCOM03965L10017627SHDFND1627 0 0
ARMSTRONG WORLD INDS INC NEWCOM04247X1029069,365SHDFND19,365 0 0
ARROW ELECTRS INCCOM0427351005,47673,415SHDFND159,786 0 13,629
ARROW FINL CORPCOM0427441021193,549SHDFND1937 0 2,612
ARTISAN PARTNERS ASSET MGMTCL A04316A1086,596233,553SHDFND1199,477 0 34,076
ASBURY AUTOMOTIVE GROUP INCCOM0434361046,63964,870SHDFND158,370 0 6,500
ASHLAND GLOBAL HLDGS INCCOM044186104778SHDFND178 0 0
ASSOCIATED BANC CORPCOM0454871057,809385,623SHDFND1385,623 0 0
ASSURANT INCCOM04621X1086,23149,516SHDFND140,297 0 9,219
ASTEC INDS INCCOM0462241012849,110SHDFND12,710 0 6,400
ASTRAZENECA PLCSPONSORED ADR04635310844,431996,864SHDFND1818,264 0 178,600
ATKORE INTL GROUP INCCOM0476491085,624185,292SHDFND1169,892 0 15,400
ATLANTIC CAP BANCSHARES INCCOM0482692031035,906SHDFND11,706 0 4,200
ATLANTIC PWR CORPCOM NEW04878Q86311749,920SHDFND114,320 0 35,600
ATLANTIC UN BANKSHARES CORPCOM04911A1076,643178,337SHDFND1157,362 0 20,975
AUTONATION INCCOM05329W10214,457285,140SHDFND1261,440 0 23,700
AUTOZONE INCCOM05333210223,42221,594SHDFND117,586 0 4,008
AVANGRID INCCOM05351W10321398SHDFND1398 0 0
AVERY DENNISON CORPCOM0536111097,05262,090SHDFND150,666 0 11,424
AVIAT NETWORKS INCCOM NEW05366Y201302,153SHDFND1653 0 1,500
AVIS BUDGET GROUP INCCOM0537741057,074250,293SHDFND1224,993 0 25,300
AVNET INCCOM05380710314,092316,759SHDFND1316,759 0 0
AXA EQUITABLE HLDGS INCCOM0545611058,850399,364SHDFND1324,907 0 74,457
AXOS FINL INCCOM05465C100110SHDFND110 0 0
BB&T CORPCOM05493710732,917616,754SHDFND1501,211 0 115,543
BOK FINL CORPCOM NEW05561Q201214SHDFND114 0 0
BP PLCSPONSORED ADR055622104179,2014,717,035SHDFND13,997,821 0 719,214
BMC STK HLDGS INCCOM05591B1094,818184,018SHDFND1161,818 0 22,200
BALL CORPCOM05849810611151SHDFND1151 0 0
BANCO SANTANDER SAADR05964H10554,42813,539,073SHDFND111,418,873 0 2,120,200
BANCORP INC DELCOM05969A10519219,294SHDFND15,594 0 13,700
BANCORPSOUTH BK TUPELO MISSCOM05971J1025,673191,573SHDFND1178,173 0 13,400
BANC OF CALIFORNIA INCCOM05990K1061,914135,323SHDFND1123,723 0 11,600
BANK AMER CORPCOM060505104337,36311,565,383SHDFND19,608,212 0 1,957,171
BANK NEW YORK MELLON CORPCOM06405810036,339803,780SHDFND1653,363 0 150,417
BANK OZKCOM06417N1034140SHDFND1140 0 0
BANK COMM HLDGSCOM06424J103565,088SHDFND11,488 0 3,600
BANKUNITED INCCOM06652K10311,296335,970SHDFND1306,020 0 29,950
BANNER CORPCOM NEW06652V2085,24993,448SHDFND185,875 0 7,573
BAXTER INTL INCCOM07181310914,729168,381SHDFND1168,381 0 0
BEAZER HOMES USA INCCOM NEW07556Q88122515,090SHDFND14,390 0 10,700
BENCHMARK ELECTRS INCCOM08160H1013,619124,532SHDFND1111,632 0 12,900
BERKLEY W R CORPCOM08442310210,531145,796SHDFND1118,188 0 27,608
BERKSHIRE HATHAWAY INC DELCL B NEW084670702154,223741,381SHDFND1617,139 0 124,242
BERKSHIRE HILLS BANCORP INCCOM0846801073,842131,149SHDFND1119,249 0 11,900
BERRY GLOBAL GROUP INCCOM08579W1033458,779SHDFND17,129 0 1,650
BEST BUY INCCOM08651610125,626371,437SHDFND1328,346 0 43,091
BIO RAD LABS INCCL A0905722077,20321,646SHDFND117,637 0 4,009
BIOGEN INCCOM09062X1032189SHDFND189 0 0
BLACKROCK INCCOM09247X10155,992125,642SHDFND1102,193 0 23,449
BLOCK H & R INCCOM09367110516,315690,726SHDFND1660,061 0 30,665
BLOOMIN BRANDS INCCOM0942351085,318280,896SHDFND1251,296 0 29,600
BLUE BIRD CORPCOM0953061061889,847SHDFND12,847 0 7,000
BOOKING HLDGS INCCOM09857L10821,27110,838SHDFND110,838 0 0
BORGWARNER INCCOM0997241067,647208,457SHDFND1174,686 0 33,771
BOSTON PRIVATE FINL HLDGS INCOM1011191051,355116,176SHDFND1105,276 0 10,900
BRIGHTHOUSE FINL INCCOM10922N1034,172103,073SHDFND1103,073 0 0
BRIGHTSPHERE INVT GROUP INCCOM10948W1035,375542,327SHDFND1299,102 0 243,225
BRINKER INTL INCCOM1096411005,578130,722SHDFND1118,122 0 12,600
BRISTOL MYERS SQUIBB COCOM11012210897,8461,929,517SHDFND11,588,725 0 340,792
BROADCOM INCCOM11135F10142,658154,518SHDFND1125,557 0 28,961
BROOKFIELD ASSET MGMT INCCL A LTD VT SH11258510417320SHDFND1320 0 0
BROOKLINE BANCORP INC DELCOM11373M1072,159146,539SHDFND1134,639 0 11,900
BROWN FORMAN CORPCL B1156372096,16298,141SHDFND198,141 0 0
BRUNSWICK CORPCOM11704310912,671243,105SHDFND1243,105 0 0
BRYN MAWR BK CORPCOM1176651092376,465SHDFND11,865 0 4,600
BUCKLE INCCOM1184401063,340162,098SHDFND1146,098 0 16,000
BUILDERS FIRSTSOURCE INCCOM12008R1077,509364,937SHDFND1326,337 0 38,600
BYLINE BANCORP INCCOM12441110924013,379SHDFND13,879 0 9,500
CAI INTERNATIONAL INCCOM12477X1061948,887SHDFND12,587 0 6,300
CBS CORP NEWCL B12485720237915SHDFND1915 0 0
CBRE GROUP INCCL A12504L10915,647295,161SHDFND1240,145 0 55,016
CDK GLOBAL INCCOM12508E1014,72498,231SHDFND179,892 0 18,339
CDW CORPCOM12514G1084,44136,029SHDFND136,029 0 0
CGI INCCL A SUB VTG12532H10411138SHDFND1138 0 0
C H ROBINSON WORLDWIDE INCCOM NEW12541W20910,066118,720SHDFND196,573 0 22,147
CIT GROUP INCCOM NEW12558180112,768281,778SHDFND1262,337 0 19,441
CPI AEROSTRUCTURES INCCOM NEW125919308465,520SHDFND11,620 0 3,900
CNA FINL CORPCOM12611710030607SHDFND1607 0 0
CNB FINL CORP PACOM1261281071063,691SHDFND1991 0 2,700
CNO FINL GROUP INCCOM12621E1032,760174,301SHDFND1151,501 0 22,800
CSX CORPCOM12640810357,248826,444SHDFND1695,769 0 130,675
CVR ENERGY INCCOM12662P10857012,931SHDFND112,931 0 0
CVS HEALTH CORPCOM12665010089,1111,412,878SHDFND11,168,378 0 244,500
C&J ENERGY SVCS INC NEWCOM12674R1001,440134,200SHDFND140,500 0 93,700
CABOT CORPCOM1270551016,827150,631SHDFND1132,231 0 18,400
CABOT OIL & GAS CORPCOM1270971031,808102,883SHDFND1102,883 0 0
CAMDEN NATL CORPCOM1330341082505,766SHDFND11,666 0 4,100
CAMPBELL SOUP COCOM13442910911,263240,037SHDFND1195,042 0 44,995
CAMPING WORLD HLDGS INCCL A13462K1093,439386,319SHDFND1180,039 0 206,280
CANADIAN NAT RES LTDCOM136385101166,7316,261,017SHDFND15,192,757 0 1,068,260
CANADIAN PAC RY LTDCOM13645T1001463SHDFND163 0 0
CAPITAL CITY BK GROUP INCCOM1396741051164,209SHDFND11,209 0 3,000
CAPITAL ONE FINL CORPCOM14040H10534,755381,999SHDFND1310,749 0 71,250
CAPITOL FED FINL INCCOM14057J1014,728343,088SHDFND1314,788 0 28,300
CAPSTEAD MTG CORPCOM NO PAR14067E5064,000544,189SHDFND1221,259 0 322,930
CARDINAL HEALTH INCCOM14149Y10813,984296,321SHDFND1248,420 0 47,901
CARDLYTICS INCCOM14161W1054,452132,787SHDFND163,517 0 69,270
CARMAX INCCOM14313010212,741144,776SHDFND1117,819 0 26,957
CARTERS INCCOM1462291091,00511,009SHDFND111,009 0 0
CATALYST PHARMACEUTICALS INCCOM14888U1011,496281,677SHDFND1125,707 0 155,970
CATERPILLAR INC DELCOM14912310172,939577,457SHDFND1492,177 0 85,280
CATHAY GEN BANCORPCOM1491501047,412213,364SHDFND1192,092 0 21,272
CELANESE CORP DELCOM15087010320,262165,686SHDFND1145,443 0 20,243
CELGENE CORPCOM15102010426258SHDFND1258 0 0
CENTERSTATE BK CORPCOM15201P10952121,690SHDFND110,984 0 10,706
CENTRAL VALLEY CMNTY BANCORPCOM1556851001045,079SHDFND11,479 0 3,600
CENTURY CMNTYS INCCOM1565043003,071100,254SHDFND190,154 0 10,100
CHARTER COMMUNICATIONS INC NCL A16119P1083890SHDFND190 0 0
CHEVRON CORP NEWCOM166764100293,8562,477,702SHDFND12,036,048 0 441,654
CHURCHILL DOWNS INCCOM1714841083512,839SHDFND12,839 0 0
CINCINNATI FINL CORPCOM17206210115,212130,381SHDFND1105,929 0 24,452
CINEMARK HOLDINGS INCCOM17243V1022,12354,942SHDFND144,821 0 10,121
CISCO SYS INCCOM17275R10217,370351,548SHDFND1351,548 0 0
CITIGROUP INCCOM NEW172967424347,0295,023,572SHDFND14,152,812 0 870,760
CITIZENS FINL GROUP INCCOM17461010513,699387,293SHDFND1314,941 0 72,352
CIVISTA BANCSHARES INCCOM NO PAR1788671071074,918SHDFND11,418 0 3,500
CLEAN ENERGY FUELS CORPCOM18449910119996,308SHDFND128,008 0 68,300
CLEARWAY ENERGY INCCL A18539C1051,749100,864SHDFND191,964 0 8,900
CLEVELAND CLIFFS INCCOM1858991017,113985,093SHDFND1887,893 0 97,200
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610227,329453,465SHDFND1368,787 0 84,678
COHERENT INCCOM1924791032,36315,371SHDFND111,121 0 4,250
COHU INCCOM1925761063,242239,987SHDFND172,487 0 167,500
COLFAX CORPCOM1940141064107SHDFND1107 0 0
COLLEGIUM PHARMACEUTICAL INCCOM19459J10471962,567SHDFND127,867 0 34,700
COLUMBIA BKG SYS INCCOM1972361022,81076,141SHDFND168,141 0 8,000
COMCAST CORP NEWCL A20030N101179,4603,980,917SHDFND13,238,654 0 742,263
COMERICA INCCOM20034010711,539174,854SHDFND1152,808 0 22,046
COMMERCE BANCSHARES INCCOM2005251035,39388,918SHDFND172,333 0 16,585
COMMERCIAL METALS COCOM2017231035,266302,971SHDFND1280,171 0 22,800
COMMERCIAL VEH GROUP INCCOM20260810510414,297SHDFND14,097 0 10,200
COMMUNITY BANKERS TR CORPCOM203612106313,515SHDFND11,015 0 2,500
COMPUTER TASK GROUP INCCOM205477102336,590SHDFND11,890 0 4,700
CONNECTONE BANCORP INC NEWCOM20786W1071235,510SHDFND11,610 0 3,900
CONNS INCCOM20824210729111,670SHDFND13,470 0 8,200
CONOCOPHILLIPSCOM20825C104124,3322,182,022SHDFND11,812,709 0 369,313
CONSUMER PORTFOLIO SVCS INCCOM210502100267,177SHDFND12,077 0 5,100
CORE MOLDING TECHNOLOGIES INCOM218683100253,820SHDFND11,120 0 2,700
CORNING INCCOM21935010525,983911,032SHDFND1738,869 0 172,163
CORTEVA INCCOM22052L10440,6201,450,693SHDFND11,147,414 0 303,279
COTY INCCOM CL A22207020311967SHDFND1967 0 0
COWEN INCCL A NEW22362260619812,830SHDFND13,730 0 9,100
CRANE COCOM2243991052,66333,023SHDFND127,010 0 6,013
CREDIT ACCEP CORP MICHCOM2253101017,15215,503SHDFND112,597 0 2,906
CROWN HOLDINGS INCCOM228368106108,5361,642,980SHDFND11,375,240 0 267,740
CULLEN FROST BANKERS INCCOM2298991094,49050,696SHDFND141,176 0 9,520
CUMMINS INCCOM23102110629,243179,764SHDFND1153,910 0 25,854
CUMULUS MEDIA INCCOM CLASS A231082801855,820SHDFND11,720 0 4,100
D R HORTON INCCOM23331A10994,3231,789,462SHDFND11,502,715 0 286,747
DTE ENERGY COCOM23333110718,122136,292SHDFND1109,435 0 26,857
DXC TECHNOLOGY COCOM23355L1065146SHDFND1146 0 0
DANA INCORPORATEDCOM2358252056,850474,349SHDFND1426,249 0 48,100
DAVITA INCCOM23918K1087,426130,116SHDFND1105,865 0 24,251
DEERE & COCOM24419910546,597276,242SHDFND1224,733 0 51,509
DELEK US HLDGS INC NEWCOM24665A1038,835243,376SHDFND1221,876 0 21,500
DELTA AIR LINES INC DELCOM NEW24736170245,774794,687SHDFND1688,263 0 106,424
DELUXE CORPCOM2480191016,927140,893SHDFND1126,893 0 14,000
DESIGNER BRANDS INCCL A25056510899357,996SHDFND141,836 0 16,160
DESTINATION XL GROUP INCCOM25065K104505298,400SHDFND1298,400 0 0
DEVON ENERGY CORP NEWCOM25179M1038,053334,677SHDFND1272,455 0 62,222
DICKS SPORTING GOODS INCCOM25339310210,159248,934SHDFND1224,434 0 24,500
DIGI INTL INCCOM25379810218113,240SHDFND13,840 0 9,400
DIME CMNTY BANCSHARESCOM2539221081,61775,502SHDFND166,102 0 9,400
DILLARDS INCCL A2540671015,05076,378SHDFND168,778 0 7,600
DISCOVER FINL SVCSCOM25470910836,465449,675SHDFND1393,557 0 56,118
DISCOVERY INCCOM SER A25470F104263SHDFND163 0 0
DISCOVERY INCCOM SER C25470F3024144SHDFND1144 0 0
DISH NETWORK CORPCL A25470M10919545SHDFND1545 0 0
DOLLAR GEN CORP NEWCOM25667710524146SHDFND1146 0 0
DOMINION ENERGY INCCOM25746U1093,42042,194SHDFND142,194 0 0
DOMTAR CORPCOM NEW2575592037,447210,596SHDFND1188,096 0 22,500
DONNELLEY FINL SOLUTIONS INCCOM25787G10018314,778SHDFND14,278 0 10,500
DOVA PHARMACEUTICALS INCCOM25985T1022,69196,265SHDFND142,125 0 54,140
DOVER CORPCOM26000310814,894149,592SHDFND1127,546 0 22,046
DOW INCCOM26055710318,184381,608SHDFND1312,629 0 68,979
DRIL QUIP INCCOM2620371041,84036,662SHDFND126,483 0 10,179
DUKE ENERGY CORP NEWCOM NEW26441C2043,27534,159SHDFND134,159 0 0
DUPONT DE NEMOURS INCCOM26614N10226,745375,041SHDFND1311,961 0 63,080
ERA GROUP INCCOM26885G109918,550SHDFND12,550 0 6,000
E TRADE FINANCIAL CORPCOM NEW26924640162,3151,426,279SHDFND11,211,799 0 214,480
EAST WEST BANCORP INCCOM27579R10417363SHDFND1363 0 0
EASTMAN CHEMICAL COCOM27743210069,058935,364SHDFND1777,497 0 157,867
EATON VANCE CORPCOM NON VTG2782651033608,012SHDFND18,012 0 0
EBAY INCCOM27864210353,5571,373,943SHDFND11,225,943 0 148,000
ECHOSTAR CORPCL A2787681064,374110,374SHDFND1110,374 0 0
EMERSON ELEC COCOM29101110433,367499,047SHDFND1405,851 0 93,196
EMPLOYERS HOLDINGS INCCOM2922181044,500103,241SHDFND195,141 0 8,100
ENCORE CAP GROUP INCCOM2925541021283,812SHDFND11,112 0 2,700
ENOVA INTL INCCOM29357K10315SHDFND15 0 0
ENTERPRISE FINL SVCS CORPCOM2937121052,54162,334SHDFND157,034 0 5,300
EQUITY COMWLTHCOM SH BEN INT2946281021,99758,296SHDFND142,126 0 16,170
ESSA BANCORP INCCOM29667D104382,265SHDFND1665 0 1,600
EVERCORE INCCLASS A29977A1058,847110,448SHDFND1110,448 0 0
EVERGY INCCOM30034W10613,743206,462SHDFND1167,881 0 38,581
EVERSOURCE ENERGYCOM30040W10820,188236,192SHDFND1192,500 0 43,692
EXELON CORPCOM30161N1011,82937,855SHDFND137,855 0 0
EZCORP INCCL A NON VTG30230110612118,597SHDFND15,397 0 13,200
EXXON MOBIL CORPCOM30231G102268,6703,804,977SHDFND13,112,519 0 692,458
FBL FINL GROUP INCCL A30239F1062,28238,338SHDFND134,538 0 3,800
F M C CORPCOM NEW30249130311,510131,265SHDFND1109,920 0 21,345
FNB CORP PACOM3025201015,986519,109SHDFND1519,109 0 0
FACEBOOK INCCL A30303M10297,884549,660SHDFND1461,910 0 87,750
FACTSET RESH SYS INCCOM303075105415SHDFND115 0 0
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3038,175184,076SHDFND1150,305 0 33,771
FINANCIAL INSTNS INCCOM3175854041795,903SHDFND11,703 0 4,200
FIRST AMERN FINL CORPCOM31847R10217280SHDFND1280 0 0
FIRST BANCORP P RCOM NEW3186727062,942294,700SHDFND187,100 0 207,600
FIRST BANCORP N CCOM3189101061,16732,492SHDFND128,092 0 4,400
FIRST BUSEY CORPCOM NEW3193832041475,784SHDFND11,684 0 4,100
FIRST BUS FINL SVCS INC WISCOM31939010081233,701SHDFND1615 0 33,086
FIRST CTZNS BANCSHARES INC NCL A31946M1037,33315,550SHDFND114,730 0 820
FIRST COMWLTH FINL CORP PACOM3198291073,147236,944SHDFND1216,144 0 20,800
FIRST DEFIANCE FINL CORPCOM32006W1062047,036SHDFND12,036 0 5,000
FIRST FINL BANCORP OHCOM320209109119SHDFND119 0 0
FIRST FINL CORP INDCOM3202181001914,381SHDFND11,281 0 3,100
FIRST FINANCIAL NORTHWEST INCOM32022K10270847,900SHDFND1 0 0 47,900
FIRST HORIZON NATL CORPCOM32051710512736SHDFND1736 0 0
FIRST HAWAIIAN INCCOM32051X1088284SHDFND1284 0 0
FIRST INTERNET BANCORPCOM3205571014,280199,900SHDFND159,000 0 140,900
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2011032,557SHDFND1750 0 1,807
FIRST MERCHANTS CORPCOM3208171092,91677,478SHDFND170,478 0 7,000
FIRST MIDWEST BANCORP DELCOM3208671045,781296,750SHDFND1270,298 0 26,452
FIRST NORTHWEST BANCORPCOM3358341071,849106,717SHDFND144,502 0 62,215
FIRST SOLAR INCCOM33643310711179SHDFND1179 0 0
FIRSTCASH INCCOM33767D1056947,561SHDFND17,561 0 0
FLAGSTAR BANCORP INCCOM PAR .0013379307056,775181,380SHDFND1167,180 0 14,200
FLEETCOR TECHNOLOGIES INCCOM3390411051135SHDFND135 0 0
FLUSHING FINL CORPCOM34387310596747,827SHDFND141,927 0 5,900
FONAR CORPCOM NEW3444374051,54974,906SHDFND122,406 0 52,500
FOOT LOCKER INCCOM34484910412,759295,602SHDFND1295,602 0 0
FORD MTR CO DELCOM34537086031,4913,437,857SHDFND12,796,407 0 641,450
FORTUNE BRANDS HOME & SEC INCOM34964C1066,719122,828SHDFND199,980 0 22,848
FRANKLIN FINL NETWORK INCCOM35352P1041625,353SHDFND11,553 0 3,800
FRANKLIN RES INCCOM35461310113,613471,688SHDFND1396,329 0 75,359
FRANKLIN STREET PPTYS CORPCOM35471R1062,849336,721SHDFND1160,901 0 175,820
FREEPORT-MCMORAN INCCL B35671D85722,1032,309,602SHDFND11,875,602 0 434,000
FREIGHTCAR AMER INCCOM3570231001,440296,900SHDFND187,800 0 209,100
FRIEDMAN INDS INCCOM358435105776119,453SHDFND1119,453 0 0
FULTON FINL CORP PACOM3602711008,076499,128SHDFND1458,728 0 40,400
GATX CORPCOM3614481039,122117,653SHDFND1104,053 0 13,600
GCI LIBERTY INCCOM CLASS A36164V3059130SHDFND1130 0 0
GAMING & LEISURE PPTYS INCCOM36467J10828,493745,102SHDFND1593,302 0 151,800
GANNETT CO INCCOM36473H1044,034375,600SHDFND1337,400 0 38,200
GAP INCCOM364760108294SHDFND194 0 0
GENERAL DYNAMICS CORPCOM36955010846,294253,342SHDFND1206,042 0 47,300
GENERAL MTRS COCOM37045V100167,1974,460,963SHDFND13,701,923 0 759,040
GENESCO INCCOM3715321022,69767,368SHDFND160,768 0 6,600
GENTEX CORPCOM3719011099,096330,322SHDFND1288,634 0 41,688
GENUINE PARTS COCOM37246010513,685137,409SHDFND1115,262 0 22,147
GEOSPACE TECHNOLOGIES CORPCOM37364X1091006,466SHDFND11,866 0 4,600
GILEAD SCIENCES INCCOM375558103107,3981,694,504SHDFND11,391,426 0 303,078
GILDAN ACTIVEWEAR INCCOM375916103491SHDFND191 0 0
GLATFELTERCOM37731610431120,180SHDFND15,780 0 14,400
GLOBUS MED INCCL A3795772082,14741,994SHDFND130,407 0 11,587
GLOBE LIFE INCCOM37959E10221,203221,411SHDFND1180,425 0 40,986
GOLDMAN SACHS GROUP INCCOM38141G10462,329300,772SHDFND1244,654 0 56,118
GRAFTECH INTL LTDCOM3843135085374SHDFND1374 0 0
GRAHAM HLDGS COCOM3846371049,63014,515SHDFND112,915 0 1,600
GRAINGER W W INCCOM38480210414,21647,838SHDFND138,919 0 8,919
GREAT SOUTHN BANCORP INCCOM3909051072664,657SHDFND11,357 0 3,300
GREAT WESTN BANCORP INCCOM3914161045,619170,250SHDFND1154,850 0 15,400
GREEN BRICK PARTNERS INCCOM39270910119418,057SHDFND15,257 0 12,800
GROUP 1 AUTOMOTIVE INCCOM3989051095,64961,192SHDFND154,992 0 6,200
GULF ISLAND FABRICATION INCCOM402307102397,184SHDFND12,084 0 5,100
H & E EQUIPMENT SERVICES INCCOM4040301083,245112,418SHDFND1100,818 0 11,600
HCA HEALTHCARE INCCOM40412C10133,343276,882SHDFND1225,173 0 51,709
HCP INCCOM40414L1096151SHDFND1151 0 0
HD SUPPLY HLDGS INCCOM40416M1056,702171,066SHDFND1145,212 0 25,854
HP INCCOM40434L105904,706SHDFND14,706 0 0
HALLIBURTON COCOM40621610184,8014,498,704SHDFND13,755,104 0 743,600
HANCOCK WHITNEY CORPORATIONCOM4101201096,370166,334SHDFND1166,334 0 0
HANESBRANDS INCCOM41034510219,2501,256,488SHDFND11,212,896 0 43,592
HANMI FINL CORPCOM NEW4104952041,993106,100SHDFND132,100 0 74,000
HANOVER INS GROUP INCCOM4108671054,37632,281SHDFND126,268 0 6,013
HARBORONE BANCORP INC NEWCOM NEW41165Y1003,791376,630SHDFND1113,241 0 263,389
HARLEY DAVIDSON INCCOM4128221087,550209,890SHDFND1184,236 0 25,654
HARTFORD FINL SVCS GROUP INCCOM41651510417,163283,171SHDFND1230,761 0 52,410
HAYNES INTERNATIONAL INCCOM NEW4208772011,96954,911SHDFND116,511 0 38,400
HEARTLAND FINL USA INCCOM42234Q1022,36752,898SHDFND147,298 0 5,600
HEIDRICK & STRUGGLES INTL INCOM4228191021435,230SHDFND11,530 0 3,700
HELIX ENERGY SOLUTIONS GRP ICOM42330P1073,948489,708SHDFND1441,308 0 48,400
HERITAGE INS HLDGS INCCOM42727J1026,141410,737SHDFND1190,952 0 219,785
HERON THERAPEUTICS INCCOM42774610222011,867SHDFND18,187 0 3,680
HESS CORPCOM42809H10715,127250,115SHDFND1203,517 0 46,598
HEWLETT PACKARD ENTERPRISE CCOM42824C10917,4371,149,439SHDFND1935,789 0 213,650
HEXCEL CORP NEWCOM4282911081,11713,589SHDFND113,589 0 0
HIBBETT SPORTS INCCOM4285671011988,617SHDFND12,517 0 6,100
HILLTOP HOLDINGS INCCOM4327481012,31796,952SHDFND186,752 0 10,200
HILTON GRAND VACATIONS INCCOM43283X1058,757273,638SHDFND1243,338 0 30,300
HOLLYFRONTIER CORPCOM4361061087,752144,510SHDFND1117,553 0 26,957
HOME BANCSHARES INCCOM4368932003,287174,842SHDFND1156,442 0 18,400
HOMESTREET INCCOM43785V1025,295193,780SHDFND185,325 0 108,455
HOMETRUST BANCSHARES INCCOM4378721041847,040SHDFND12,040 0 5,000
HONEYWELL INTL INCCOM4385161069,61256,808SHDFND156,808 0 0
HOPE BANCORP INCCOM43940T1097,784542,808SHDFND1467,138 0 75,670
HORACE MANN EDUCATORS CORP NCOM4403271046,132132,345SHDFND1119,745 0 12,600
HORIZON BANCORP INCCOM4404071041,52087,525SHDFND178,225 0 9,300
HOWARD HUGHES CORPCOM44267D1071,35110,422SHDFND18,417 0 2,005
HUBBELL INCCOM4435106076,26147,646SHDFND138,727 0 8,919
HUMANA INCCOM44485910228,019109,587SHDFND189,144 0 20,443
HUNT J B TRANS SVCS INCCOM4456581078,59677,685SHDFND163,054 0 14,631
HUNTINGTON BANCSHARES INCCOM44615010413,267929,684SHDFND1769,045 0 160,639
HUNTINGTON INGALLS INDS INCCOM4464131069,30343,922SHDFND137,108 0 6,814
HUNTSMAN CORPCOM44701110762,0622,668,148SHDFND12,300,398 0 367,750
HURCO COMPANIES INCCOM4473241041003,083SHDFND1883 0 2,200
HYATT HOTELS CORPCOM CL A4485791022,13728,999SHDFND123,588 0 5,411
HYSTER YALE MATLS HANDLING ICL A4491721056,688122,186SHDFND158,636 0 63,550
IPG PHOTONICS CORPCOM44980X10956,388415,836SHDFND1350,396 0 65,440
IBERIABANK CORPCOM45082810810,276136,021SHDFND1136,021 0 0
ILLINOIS TOOL WKS INCCOM45230810916,820107,482SHDFND1107,482 0 0
IMPERIAL OIL LTDCOM NEW4530384089353SHDFND1353 0 0
INDEPENDENT BANK CORP MICHCOM NEW453838609994,637SHDFND11,337 0 3,300
INDEPENDENT BK GROUP INCCOM45384B10617SHDFND17 0 0
INGLES MKTS INCCL A4570301041,81346,647SHDFND141,947 0 4,700
INGREDION INCCOM45718710274,403910,231SHDFND1754,701 0 155,530
INSIGHT ENTERPRISES INCCOM45765U1036,544117,494SHDFND1105,894 0 11,600
INTEL CORPCOM458140100228,2234,428,928SHDFND13,703,901 0 725,027
INTERNATIONAL BANCSHARES CORCOM4590441037,194186,267SHDFND1172,467 0 13,800
INTERNATIONAL BUSINESS MACHSCOM459200101125,084860,153SHDFND1715,148 0 145,005
INTL PAPER COCOM46014610314,458345,706SHDFND1281,371 0 64,335
INTERPUBLIC GROUP COS INCCOM4606901006,564304,423SHDFND1247,703 0 56,720
INTL FCSTONE INCCOM46116V1052,53661,746SHDFND155,946 0 5,800
INTRA CELLULAR THERAPIES INCCOM46116X10143057,557SHDFND125,177 0 32,380
INTREPID POTASH INCCOM46121Y10221465,293SHDFND118,893 0 46,400
INVESTORS BANCORP INC NEWCOM46146L1017,335645,675SHDFND1615,075 0 30,600
IROBOT CORPCOM4627261001,87230,345SHDFND121,925 0 8,420
ISHARES TRMSCI EMG MKT ETF4642872344,087100,000SHDFND1 0 0 100,000
ISHARES TRRUS 1000 VAL ETF46428759836,825287,111SHDFND1174,845 0 112,266
ISHARES TRRUS 2000 VAL ETF4642876304,34536,379SHDFND129,009 0 7,370
ISHARES TRMICRO-CAP ETF4642888692,83932,200SHDFND1 0 0 32,200
J ALEXANDERS HLDGS INCCOM46609J106786,627SHDFND11,927 0 4,700
JPMORGAN CHASE & COCOM46625H100470,8334,000,614SHDFND13,281,087 0 719,527
JABIL INCCOM46631310316,218453,385SHDFND1453,385 0 0
JEFFERIES FINL GROUP INCCOM47233W1094,703255,564SHDFND1201,650 0 53,914
JETBLUE AWYS CORPCOM47714310118,0651,078,460SHDFND11,033,565 0 44,895
JOHNSON & JOHNSONCOM478160104331,6362,563,270SHDFND12,117,000 0 446,270
JONES LANG LASALLE INCCOM48020Q1071176SHDFND176 0 0
JUNIPER NETWORKS INCCOM48203R1046,779273,898SHDFND1222,790 0 51,108
KAR AUCTION SVCS INCCOM48238T10910,301419,571SHDFND1376,171 0 43,400
KKR & CO INCCL A48251W10433112,322SHDFND112,322 0 0
KT CORPSPONSORED ADR48268K10156549,900SHDFND149,900 0 0
KANSAS CITY SOUTHERNCOM NEW4851703028,82466,339SHDFND153,813 0 12,526
KB HOMECOM48666K1099,869290,236SHDFND1261,136 0 29,100
KEARNY FINL CORP MDCOM48716P1083,802291,493SHDFND1265,367 0 26,126
KELLOGG COCOM48783610819,231298,846SHDFND1243,129 0 55,717
KELLY SVCS INCCL A4881522082,863118,206SHDFND1105,806 0 12,400
KEMET CORPCOM NEW4883602073,478191,263SHDFND1171,863 0 19,400
KENNAMETAL INCCOM4891701007,209234,497SHDFND1217,397 0 17,100
KEY TRONIC CORPCOM493144109355,392SHDFND11,592 0 3,800
KEYCORP NEWCOM49326710815,092845,944SHDFND1686,809 0 159,135
KIMBALL ELECTRONICS INCCOM49428J10917411,982SHDFND13,482 0 8,500
KIRBY CORPCOM497266106777SHDFND177 0 0
KNOLL INCCOM NEW4989042004,139163,247SHDFND1147,147 0 16,100
KNIGHT SWIFT TRANSN HLDGS INCL A4990491048,634237,849SHDFND1209,990 0 27,859
KOHLS CORPCOM5002551047135SHDFND1135 0 0
KOPPERS HOLDINGS INCCOM50060P1062859,724SHDFND12,824 0 6,900
KRATON CORPORATIONCOM50077C1063,359104,008SHDFND193,708 0 10,300
KROGER COCOM501044101532,042SHDFND12,042 0 0
L BRANDS INCCOM5017971046270SHDFND1270 0 0
LGI HOMES INCCOM50187T1064,74756,967SHDFND150,667 0 6,300
LKQ CORPCOM5018892088,497270,167SHDFND1219,761 0 50,406
LPL FINL HLDGS INCCOM50212V1008,293101,251SHDFND188,825 0 12,426
LSI INDS INCCOM50216C1086211,790SHDFND13,390 0 8,400
LABORATORY CORP AMER HLDGSCOM NEW50540R40913,83782,363SHDFND166,129 0 16,234
LAKELAND BANCORP INCCOM5116371001499,600SHDFND12,845 0 6,755
LAKELAND INDS INCCOM511795106483,934SHDFND11,134 0 2,800
LAM RESEARCH CORPCOM51280710830,710132,879SHDFND1111,835 0 21,044
LANDEC CORPCOM51476610413111,995SHDFND13,495 0 8,500
LAS VEGAS SANDS CORPCOM51783410710,690185,073SHDFND1151,301 0 33,772
LAUDER ESTEE COS INCCL A5184391041888SHDFND188 0 0
LAUREATE EDUCATION INCCL A5186132033153SHDFND1153 0 0
LEAR CORPCOM NEW5218652045,88349,898SHDFND140,578 0 9,320
LEE ENTERPRISES INCCOM5237681095627,196SHDFND17,896 0 19,300
LEGGETT & PLATT INCCOM5246601073,96296,759SHDFND178,621 0 18,138
LEIDOS HLDGS INCCOM5253271029,861114,812SHDFND193,267 0 21,545
LENNAR CORPCL A52605710413,970250,121SHDFND1203,623 0 46,498
LIBERTY BROADBAND CORPCOM SER A530307107326SHDFND126 0 0
LIBERTY BROADBAND CORPCOM SER C53030730516150SHDFND1150 0 0
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294095111SHDFND1111 0 0
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM53122960712271SHDFND1271 0 0
LIBERTY MEDIA CORP DELAWARECOM SER C FRMLA5312298549199SHDFND1199 0 0
LIBERTY MEDIA CORP DELAWARECOM SER A FRMLA531229870125SHDFND125 0 0
LILLY ELI & COCOM53245710853472SHDFND1472 0 0
LINCOLN ELEC HLDGS INCCOM5339001065,52963,721SHDFND154,401 0 9,320
LINCOLN NATL CORP INDCOM53418710910,410172,578SHDFND1140,911 0 31,667
LITHIA MTRS INCCL A5367971037,47356,444SHDFND150,244 0 6,200
LOCKHEED MARTIN CORPCOM53983010981,426208,751SHDFND1169,869 0 38,882
LOEWS CORPCOM54042410813,420260,668SHDFND1211,965 0 48,703
LOUISIANA PAC CORPCOM5463471058319SHDFND1319 0 0
LULULEMON ATHLETICA INCCOM5500211091258SHDFND158 0 0
LUTHER BURBANK CORPCOM5505501074,060358,334SHDFND1173,421 0 184,913
LYON WILLIAM HOMESCL A NEW55207470031615,512SHDFND14,512 0 11,000
M & T BK CORPCOM55261F10423,942151,557SHDFND1129,009 0 22,548
MBIA INCCOM55262C1002,467267,275SHDFND1239,375 0 27,900
M D C HLDGS INCCOM5526761088,812204,452SHDFND1182,885 0 21,567
MGIC INVT CORP WISCOM55284810310,969871,912SHDFND1871,912 0 0
M/I HOMES INCCOM55305B1013,42690,995SHDFND181,795 0 9,200
MTS SYS CORPCOM5537771033,95171,510SHDFND129,554 0 41,956
MAGNA INTL INCCOM55922240176,2681,430,107SHDFND11,198,307 0 231,800
MANPOWERGROUP INCCOM56418H10019,206227,986SHDFND1218,967 0 9,019
MARATHON OIL CORPCOM565849106272,188SHDFND12,188 0 0
MARKEL CORPCOM57053510413,12711,106SHDFND19,002 0 2,104
MARLIN BUSINESS SVCS CORPCOM5711571061003,943SHDFND11,143 0 2,800
MARRIOTT INTL INC NEWCL A5719032029,83279,050SHDFND179,050 0 0
MASCO CORPCOM57459910610,581253,860SHDFND1206,460 0 47,400
MASTEC INCCOM576323109571SHDFND171 0 0
MASTERCARD INCCL A57636Q104123450SHDFND1450 0 0
MATADOR RES COCOM5764852056,227376,687SHDFND1343,487 0 33,200
MAXIM INTEGRATED PRODS INCCOM57772K1012,04035,215SHDFND135,215 0 0
MCKESSON CORPCOM58155Q10322,230162,665SHDFND1132,401 0 30,264
MERCANTILE BANK CORPCOM5873761041273,862SHDFND11,162 0 2,700
MERCK & CO INCCOM58933Y105160,3241,904,535SHDFND11,549,988 0 354,547
MERIDIAN CORPORATIONCOM58958P10462235,000SHDFND135,000 0 0
MERIDIAN BANCORP INC MDCOM58958U1031,78595,160SHDFND186,760 0 8,400
MERITAGE HOMES CORPCOM59001A1029,294132,106SHDFND1119,106 0 13,000
MERITOR INCCOM59001K1005,014271,011SHDFND1244,111 0 26,900
METHANEX CORPCOM59151K108259SHDFND159 0 0
METHODE ELECTRS INCCOM5915202003,922116,562SHDFND1104,462 0 12,100
METLIFE INCCOM59156R10839,334834,040SHDFND1678,111 0 155,929
METTLER TOLEDO INTERNATIONALCOM592688105810SHDFND110 0 0
MICRON TECHNOLOGY INCCOM59511210338,442897,129SHDFND1729,877 0 167,252
MIDLAND STS BANCORP INC ILLCOM5977421052288,735SHDFND12,535 0 6,200
MIDWESTONE FINL GROUP INC NECOM5985111031213,932SHDFND11,132 0 2,800
MILLER INDS INC TENNCOM NEW6005512041965,876SHDFND11,676 0 4,200
MINERALS TECHNOLOGIES INCCOM6031581066,109115,063SHDFND1103,663 0 11,400
MODINE MFG COCOM60782810027223,844SHDFND16,944 0 16,900
MOHAWK INDS INCCOM60819010482,353663,759SHDFND1556,734 0 107,025
MOLINA HEALTHCARE INCCOM60855R1008838,040SHDFND18,040 0 0
MOLSON COORS BREWING COCL B60871R209113,9411,981,570SHDFND11,662,820 0 318,750
MONDELEZ INTL INCCL A60920710532577SHDFND1577 0 0
MORGAN STANLEYCOM NEW61744644861,2421,435,226SHDFND11,166,159 0 269,067
MOTORCAR PTS AMER INCCOM620071100875,100SHDFND11,500 0 3,600
NCR CORP NEWCOM62886E1089,402297,905SHDFND1265,005 0 32,900
NVR INCCOM62944T10510,5242,831SHDFND12,220 0 611
NACCO INDS INCCL A6295791031612,521SHDFND1721 0 1,800
NASDAQ INCCOM6311031083,93739,621SHDFND132,049 0 7,572
NATIONAL BK HLDGS CORPCL A6337071042,05760,163SHDFND154,563 0 5,600
NATURAL GAS SERVICES GROUPCOM63886Q1092,141167,063SHDFND167,996 0 99,067
NAVISTAR INTL CORP NEWCOM63934E1089,191326,934SHDFND1293,834 0 33,100
NAVIENT CORPORATIONCOM63938C10810,313805,661SHDFND1737,761 0 67,900
NELNET INCCL A64031N1085,41785,161SHDFND177,361 0 7,800
NEOS THERAPEUTICS INCCOM64052L10614195,200SHDFND127,900 0 67,300
NETWORK 1 TECHNOLOGIES INCCOM64121N1092711,273SHDFND13,273 0 8,000
NEW YORK CMNTY BANCORP INCCOM6494451035,493437,675SHDFND1366,826 0 70,849
NEWMARKET CORPCOM6515871071,3592,877SHDFND12,877 0 0
NEWMONT GOLDCORP CORPORATIONCOM65163910698,3012,592,308SHDFND12,177,108 0 415,200
NEWPARK RES INCCOM PAR $.01NEW6517185045,021658,917SHDFND1254,437 0 404,480
NEWS CORP NEWCL A65249B1096404SHDFND1404 0 0
NEXSTAR MEDIA GROUP INCCL A65336K10313,054127,589SHDFND1127,589 0 0
NEXTERA ENERGY INCCOM65339F1015,24722,518SHDFND122,518 0 0
NOBLE ENERGY INCCOM6550441059,449420,687SHDFND1342,422 0 78,265
NORFOLK SOUTHERN CORPCOM6558441087,37141,023SHDFND141,023 0 0
NORTHEAST BK LEWISTON MECOM66405S100411,835SHDFND1535 0 1,300
NORTHERN TR CORPCOM66585910416,297174,627SHDFND1142,058 0 32,569
NORTHFIELD BANCORP INC DELCOM66611T1082,850177,423SHDFND1132,523 0 44,900
NORTHRIM BANCORP INCCOM666762109872,191SHDFND1655 0 1,536
NORTHROP GRUMMAN CORPCOM66680710250,706135,291SHDFND1110,038 0 25,253
NORTHWEST BANCSHARES INC MDCOM6673401034,922300,278SHDFND1275,378 0 24,900
NORTHWEST PIPE COCOM6677461012,36083,822SHDFND124,622 0 59,200
NOW INCCOM67011P1003,682321,006SHDFND1290,906 0 30,100
NUCOR CORPCOM67034610519,983392,500SHDFND1345,401 0 47,099
NVIDIA CORPCOM67066G10472,139414,424SHDFND1344,124 0 70,300
NUTRIEN LTDCOM67077M10813270SHDFND1270 0 0
OGE ENERGY CORPCOM6708371035,723126,108SHDFND1102,558 0 23,550
O REILLY AUTOMOTIVE INC NEWCOM67103H1077,02517,626SHDFND117,626 0 0
OFG BANCORPCOM67103X1021,94588,812SHDFND177,212 0 11,600
OCEANEERING INTL INCCOM6752321025,684419,442SHDFND1363,650 0 55,792
OCEANFIRST FINL CORPCOM6752341083,695156,552SHDFND1141,652 0 14,900
OIL STS INTL INCCOM67802610572854,684SHDFND139,768 0 14,916
OLD NATL BANCORP INDCOM6800331076,876399,644SHDFND1359,744 0 39,900
OLD REP INTL CORPCOM6802231044,755201,722SHDFND1164,443 0 37,279
OLD SECOND BANCORP INC ILLCOM68027710013510,982SHDFND13,182 0 7,800
OLIN CORPCOM PAR $16806652053128SHDFND1128 0 0
OLYMPIC STEEL INCCOM68162K1062,856198,300SHDFND144,300 0 154,000
OMNICOM GROUP INCCOM68191910623,507300,214SHDFND1264,639 0 35,575
ON SEMICONDUCTOR CORPCOM6821891056,919360,126SHDFND1292,985 0 67,141
ONEMAIN HLDGS INCCOM68268W10313,963380,662SHDFND1380,662 0 0
OPPENHEIMER HLDGS INCCL A NON VTG6837971041735,755SHDFND11,655 0 4,100
ORACLE CORPCOM68389X105185,1273,364,094SHDFND12,791,387 0 572,707
OPUS BK IRVINE CALIFCOM68400010216SHDFND16 0 0
ORION GROUP HOLDINGS INCCOM68628V3086113,460SHDFND13,860 0 9,600
ORITANI FINL CORP DELCOM68633D1031,75699,194SHDFND188,894 0 10,300
OSHKOSH CORPCOM68823920120,081264,911SHDFND1254,589 0 10,322
OWENS CORNING NEWCOM6907421016,05095,723SHDFND177,886 0 17,837
PDL CMNTY BANCORPCOM69290X1011,11479,200SHDFND123,800 0 55,400
PCSB FINL CORPCOM69324R1041587,889SHDFND12,289 0 5,600
PNC FINL SVCS GROUP INCCOM69347510552,637375,543SHDFND1304,994 0 70,549
PPG INDS INCCOM69350610733,390281,740SHDFND1244,762 0 36,978
PRA GROUP INCCOM69354N10619SHDFND19 0 0
PACCAR INCCOM69371810822,551322,104SHDFND1265,385 0 56,719
PACIFIC PREMIER BANCORPCOM69478X105112SHDFND112 0 0
PACKAGING CORP AMERCOM6951561098,04175,779SHDFND161,649 0 14,130
PACWEST BANCORP DELCOM6952631038196SHDFND1196 0 0
PAPA JOHNS INTL INCCOM6988131022,14841,015SHDFND129,625 0 11,390
PARK OHIO HLDGS CORPCOM7006661001735,766SHDFND11,666 0 4,100
PARKE BANCORP INCCOM7008851061,61072,441SHDFND125,141 0 47,300
PARKER HANNIFIN CORPCOM70109410423,902132,339SHDFND1111,295 0 21,044
PARSLEY ENERGY INCCL A701877102290SHDFND190 0 0
PATRICK INDS INCCOM7033431033,36278,387SHDFND170,587 0 7,800
PEAPACK-GLADSTONE FINL CORPCOM7046991071946,889SHDFND11,989 0 4,900
PENNYMAC FINL SVCS INCCOM70932M1072,53583,438SHDFND172,738 0 10,700
PENSKE AUTOMOTIVE GRP INCCOM70959W10311,427241,676SHDFND1241,676 0 0
PEOPLES BANCORP INCCOM7097891012297,189SHDFND12,089 0 5,100
PEOPLES UTD FINL INCCOM7127041054239SHDFND1239 0 0
PFIZER INCCOM717081103201,5585,609,730SHDFND14,678,162 0 931,568
PHILIP MORRIS INTL INCCOM718172109101,9501,342,675SHDFND11,092,039 0 250,636
PHILLIPS 66COM71854610440,338393,919SHDFND1320,464 0 73,455
PHOTRONICS INCCOM71940510234431,574SHDFND19,174 0 22,400
PINNACLE FINL PARTNERS INCCOM72346Q1043,89168,550SHDFND168,550 0 0
PINNACLE WEST CAP CORPCOM7234841018,34385,947SHDFND168,610 0 17,337
PIPER JAFFRAY COSCOM7240781003,34544,309SHDFND140,609 0 3,700
POLARIS INCCOM7310681024,70853,493SHDFND143,472 0 10,021
POPULAR INCCOM NEW73317470019,590362,241SHDFND1329,452 0 32,789
PORTLAND GEN ELEC COCOM NEW73650884713225SHDFND1225 0 0
POWELL INDS INCCOM7391281065,085129,882SHDFND154,536 0 75,346
PREFERRED BK LOS ANGELES CACOM NEW7403674041,31024,991SHDFND121,091 0 3,900
PRESTIGE CONSMR HEALTHCARE ICOM74112D1014,182120,525SHDFND199,125 0 21,400
PRICE T ROWE GROUP INCCOM74144T10821,827191,044SHDFND1155,369 0 35,675
PRINCIPAL FINL GROUP INCCOM74251V10212,971226,999SHDFND1184,710 0 42,289
PROCTER & GAMBLE COCOM7427181097,41659,622SHDFND159,622 0 0
PROGRESSIVE CORP OHIOCOM74331510329,346379,882SHDFND1308,832 0 71,050
PROSPERITY BANCSHARES INCCOM74360610516,259230,197SHDFND1220,176 0 10,021
PROTECTIVE INS CORPCL B74368L203945,356SHDFND11,556 0 3,800
PROVIDENT FINL HLDGS INCCOM743868101622,941SHDFND1841 0 2,100
PROVIDENT FINL SVCS INCCOM74386T1053,602146,816SHDFND1136,016 0 10,800
PRUDENTIAL FINL INCCOM74432010230,059334,171SHDFND1271,940 0 62,231
PUBLIC SVC ENTERPRISE GRP INCOM74457310624,919401,393SHDFND1326,335 0 75,058
PULTE GROUP INCCOM74586710185,7242,345,384SHDFND11,958,690 0 386,694
QCR HOLDINGS INCCOM74727A1042155,642SHDFND11,642 0 4,000
PZENA INVESTMENT MGMT INCCLASS A74731Q1033,437385,210SHDFND1188,538 0 196,672
QORVO INCCOM74736K1017,680103,584SHDFND184,343 0 19,241
PYXUS INTL INCCOM74737V106554,190SHDFND11,190 0 3,000
QUALCOMM INCCOM74752510338487SHDFND1487 0 0
QUANTA SVCS INCCOM74762E10214,673388,162SHDFND1364,913 0 23,249
QUEST DIAGNOSTICS INCCOM74834L10012,634118,041SHDFND195,995 0 22,046
QUOTIENT TECHNOLOGY INCCOM7491191032,272290,522SHDFND1109,992 0 180,530
QURATE RETAIL INCCOM SER A74915M1002188SHDFND1188 0 0
REV GROUP INCCOM7495271072,335204,200SHDFND161,800 0 142,400
RPC INCCOM7496601061,744310,757SHDFND1225,691 0 85,066
RADIAN GROUP INCCOM75023610112,984568,434SHDFND1568,434 0 0
RAMBUS INC DELCOM7509171062,569195,718SHDFND1171,718 0 24,000
RALPH LAUREN CORPCL A7512121014,33245,374SHDFND137,457 0 7,917
RAYMOND JAMES FINANCIAL INCCOM7547301099,330113,144SHDFND192,100 0 21,044
RAYTHEON COCOM NEW75511150740,441206,127SHDFND1167,846 0 38,281
RE MAX HLDGS INCCL A75524W1082628,130SHDFND12,330 0 5,800
RECRO PHARMA INCCOM75629F1091,552140,000SHDFND141,500 0 98,500
RED ROBIN GOURMET BURGERS INCOM75689M1011975,901SHDFND11,701 0 4,200
REGAL BELOIT CORPCOM7587501039,866135,428SHDFND1119,728 0 15,700
REGIONAL MGMT CORPCOM75902K1061445,082SHDFND11,482 0 3,600
REGIONS FINL CORP NEWCOM7591EP10014,297903,677SHDFND1734,721 0 168,956
REINSURANCE GRP OF AMERICA ICOM NEW7593516048,43252,739SHDFND142,818 0 9,921
RELIANCE STEEL & ALUMINUM COCOM7595091026,71567,378SHDFND156,455 0 10,923
RENASANT CORPCOM75970E1074,995142,668SHDFND1129,766 0 12,902
REPUBLIC BANCORP KYCL A7602812044,18196,206SHDFND151,606 0 44,600
REPUBLIC SVCS INCCOM76075910013143SHDFND1143 0 0
REX AMERICAN RESOURCES CORPCOM7616241052262,954SHDFND1854 0 2,100
RIVERVIEW BANCORP INCCOM769397100618,163SHDFND12,363 0 5,800
ROBERT HALF INTL INCCOM7703231037,308131,297SHDFND1113,459 0 17,838
ROCKWELL AUTOMATION INCCOM77390310919,690119,474SHDFND1101,737 0 17,737
ROCKY BRANDS INCCOM7745151001133,394SHDFND1994 0 2,400
ROGERS CORPCOM7751331012,36817,316SHDFND112,666 0 4,650
ROSS STORES INCCOM77829610323206SHDFND1206 0 0
ROYAL DUTCH SHELL PLCSPON ADR B78025910762,9911,051,589SHDFND1897,489 0 154,100
ROYAL DUTCH SHELL PLCSPONS ADR A78025920679713,541SHDFND1 0 0 13,541
RUSH ENTERPRISES INCCL A7818462093,56192,297SHDFND182,897 0 9,400
RYDER SYS INCCOM7835491089,057174,929SHDFND1157,629 0 17,300
RYERSON HLDG CORPCOM78375410412114,075SHDFND14,075 0 10,000
S & T BANCORP INCCOM7838591012,75675,443SHDFND168,143 0 7,300
SEI INVESTMENTS COCOM7841171036,790114,587SHDFND193,042 0 21,545
SLM CORPCOM78442P10642,6084,828,073SHDFND14,139,916 0 688,157
SRC ENERGY INCCOM78470V1083,665786,398SHDFND1716,998 0 69,400
SVB FINL GROUPCOM78486Q1017,15234,227SHDFND127,813 0 6,414
SANDERSON FARMS INCCOM8000131041,77911,750SHDFND18,460 0 3,290
SANMINA CORPORATIONCOM8010561027,245225,605SHDFND1203,305 0 22,300
SANTANDER CONSUMER USA HDG ICOM80283M1017,284285,517SHDFND1232,505 0 53,012
SCANSOURCE INCCOM8060371072,60885,352SHDFND177,052 0 8,300
HENRY SCHEIN INCCOM8064071027,654120,535SHDFND198,088 0 22,447
SCHLUMBERGER LTDCOM806857108115,7563,387,629SHDFND12,803,329 0 584,300
SCHNITZER STL INDSCL A80688210625912,529SHDFND13,629 0 8,900
SCHOLASTIC CORPCOM8070661053,998105,856SHDFND194,607 0 11,249
THE CHARLES SCHWAB CORPORATICOM80851310541,717997,290SHDFND1811,498 0 185,792
SCHWEITZER-MAUDUIT INTL INCCOM8085411063,54194,566SHDFND183,666 0 10,900
SEABOARD CORPCOM81154310751SHDFND11 0 0
SEACOR HOLDINGS INCCOM8119041013,08165,439SHDFND159,239 0 6,200
SEALED AIR CORP NEWCOM81211K1005,622135,417SHDFND1110,164 0 25,253
SELECT ENERGY SVCS INCCL A COM81617J3012,288264,088SHDFND1237,388 0 26,700
SHARPS COMPLIANCE CORPCOM820017101660158,900SHDFND1158,900 0 0
SHORE BANCSHARES INCCOM825107105724,667SHDFND11,367 0 3,300
SIERRA BANCORPCOM82620P1021465,469SHDFND11,602 0 3,867
SIGNATURE BK NEW YORK N YCOM82669G1045,35644,920SHDFND136,602 0 8,318
SIMMONS 1ST NATL CORPCL A $1 PAR8287302006,028242,077SHDFND1217,977 0 24,100
SINCLAIR BROADCAST GROUP INCCL A829226109351SHDFND151 0 0
SKYWEST INCCOM8308791029,827171,200SHDFND1152,800 0 18,400
SKYWORKS SOLUTIONS INCCOM83088M10212,636159,434SHDFND1131,375 0 28,059
SMITH A O CORPCOM8318652094,48193,902SHDFND176,565 0 17,337
SMART SAND INCCOM83191H1074816,770SHDFND14,970 0 11,800
SMUCKER J M COCOM NEW83269640510,01691,034SHDFND173,898 0 17,136
SNAP ON INCCOM8330341019,65161,646SHDFND152,627 0 9,019
SOLARIS OILFIELD INFRSTR INCCOM CL A83418M10381360,550SHDFND150,150 0 10,400
SONIC AUTOMOTIVE INCCL A83545G1022,53780,739SHDFND170,339 0 10,400
SONOCO PRODS COCOM8354951024,32374,262SHDFND160,232 0 14,030
SOUTH ST CORPCOM8404411093,33744,316SHDFND135,416 0 8,900
SOUTHERN NATL BANCORP OF VACOM8433951041378,872SHDFND12,572 0 6,300
SOUTHWEST AIRLS COCOM84474110830,111557,496SHDFND1469,511 0 87,985
SPECTRUM BRANDS HLDGS INC NECOM84790A1053376,382SHDFND15,035 0 1,347
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741097,55791,888SHDFND174,752 0 17,136
SPOK HLDGS INCCOM84863T1061089,030SHDFND12,630 0 6,400
SPORTSMANS WHSE HLDGS INCCOM84920Y1063,958763,978SHDFND1229,578 0 534,400
STANLEY BLACK & DECKER INCCOM85450210119,228133,142SHDFND1108,290 0 24,852
STEEL DYNAMICS INCCOM8581191005162SHDFND1162 0 0
STERLING BANCORP DELCOM85917A1005,708284,508SHDFND1284,508 0 0
STIFEL FINL CORPCOM86063010211,808205,770SHDFND1190,670 0 15,100
STITCH FIX INCCOM CL A8608971073,469180,200SHDFND1139,810 0 40,390
STURM RUGER & CO INCCOM8641591082,08449,900SHDFND115,100 0 34,800
SUNTRUST BKS INCCOM86791410325,570371,646SHDFND1302,200 0 69,446
SYNALLOY CP DELCOM871565107684,250SHDFND11,250 0 3,000
SYNOVUS FINL CORPCOM NEW87161C501125SHDFND125 0 0
SYNNEX CORPCOM87162W10016,285144,242SHDFND1144,242 0 0
SYNCHRONY FINLCOM87165B10329,129854,468SHDFND1751,752 0 102,716
TCF FINANCIAL CORPORATION NECOM87230710313,002341,512SHDFND1333,136 0 8,376
TD AMERITRADE HLDG CORPCOM87236Y10825,472545,428SHDFND1463,155 0 82,273
TESSCO TECHNOLOGIES INCCOM872386107312,108SHDFND1608 0 1,500
T MOBILE US INCCOM87259010426325SHDFND1325 0 0
TRI POINTE GROUP INCCOM87265H1097,052468,850SHDFND1421,350 0 47,500
TALOS ENERGY INCCOM87484T1083,464170,371SHDFND1152,771 0 17,600
TARGET CORPCOM87612E10646,129431,467SHDFND1350,597 0 80,870
TAYLOR MORRISON HOME CORPCOM87724P1069,031348,127SHDFND1312,227 0 35,900
TEAM INCCOM8781551005,982331,381SHDFND1158,501 0 172,880
TECH DATA CORPCOM87823710613,228126,893SHDFND1114,693 0 12,200
TECK RESOURCES LTDCL B8787422045308SHDFND1308 0 0
TEGNA INCCOM87901J10511,095714,384SHDFND1642,184 0 72,200
TEJON RANCH COCOM87908010920111,805SHDFND13,405 0 8,400
TERADYNE INCCOM8807701022,33040,234SHDFND140,234 0 0
TEREX CORP NEWCOM8807791034,751182,919SHDFND1169,119 0 13,800
TERRITORIAL BANCORP INCCOM88145X1082,41584,482SHDFND125,077 0 59,405
TEXAS CAPITAL BANCSHARES INCCOM88224Q10718SHDFND18 0 0
TEXAS INSTRS INCCOM88250810411,67190,299SHDFND190,299 0 0
TEXTRON INCCOM88320310113,216269,933SHDFND1232,254 0 37,679
THOR INDS INCCOM8851601012,52144,494SHDFND135,294 0 9,200
3M COCOM88579Y10116,570100,786SHDFND1100,786 0 0
TIMKEN COCOM88738910411,058254,143SHDFND1229,043 0 25,100
TITAN MACHY INCCOM88830R1012,762192,574SHDFND190,295 0 102,279
TOLL BROTHERS INCCOM88947810322,069537,609SHDFND1514,661 0 22,948
TOWNSQUARE MEDIA INCCL A892231101476,580SHDFND11,880 0 4,700
TRACTOR SUPPLY COCOM892356106767SHDFND167 0 0
TRAVELERS COMPANIES INCCOM89417E10971,769482,669SHDFND1389,773 0 92,896
TRECORA RESCOM89464810410211,230SHDFND13,230 0 8,000
TRICO BANCSHARESCOM8960951062546,970SHDFND11,970 0 5,000
TRINITY INDS INCCOM8965221096,910351,095SHDFND1351,095 0 0
TRIPLE-S MGMT CORPCL B89674910814911,069SHDFND13,191 0 7,878
TRISTATE CAP HLDGS INCCOM89678F1002,153102,310SHDFND131,010 0 71,300
TRUEBLUE INCCOM89785X1012,683127,139SHDFND1112,439 0 14,700
TRUSTCO BK CORP N YCOM89834910523328,546SHDFND18,346 0 20,200
TRUSTMARK CORPCOM8984021026,625194,199SHDFND1177,699 0 16,500
TWO HBRS INVT CORPCOM NEW90187B40843,4463,308,897SHDFND12,708,517 0 600,380
TYSON FOODS INCCL A902494103113,9551,322,896SHDFND11,104,211 0 218,685
UMB FINL CORPCOM902788108565SHDFND165 0 0
US BANCORP DELCOM NEW90297330472,4801,309,716SHDFND11,064,299 0 245,417
U S SILICA HLDGS INCCOM90346E1032,272237,623SHDFND1216,623 0 21,000
UBIQUITI INCCOM90353W1031,57813,343SHDFND113,343 0 0
ULTA BEAUTY INCCOM90384S303726SHDFND126 0 0
ULTRALIFE CORPCOM903899102657,450SHDFND12,150 0 5,300
UMPQUA HLDGS CORPCOM9042141039,167556,882SHDFND1556,882 0 0
UNION PACIFIC CORPCOM90781810817,635108,870SHDFND1108,870 0 0
UNITED CMNTY FINL CORP OHIOCOM90983910223421,691SHDFND16,291 0 15,400
UNITED BANKSHARES INC WEST VCOM9099071078,313219,504SHDFND1202,904 0 16,600
UNITED AIRLINES HLDGS INCCOM91004710920,020226,437SHDFND1184,348 0 42,089
UNITED FINL BANCORP INC NEWCOM9103041042,012147,563SHDFND1135,014 0 12,549
UNITED FIRE GROUP INCCOM9103401082,64656,318SHDFND149,918 0 6,400
UNITED PARCEL SERVICE INCCL B91131210673,403612,609SHDFND1498,268 0 114,341
UNITED RENTALS INCCOM9113631099,14973,397SHDFND160,770 0 12,627
US FOODS HLDG CORPCOM9120081093,06374,524SHDFND160,494 0 14,030
UNITED THERAPEUTICS CORP DELCOM91307C1029105SHDFND1105 0 0
UNIVERSAL CORP VACOM9134561094,53382,690SHDFND174,390 0 8,300
UNIVERSAL STAINLESS & ALLOYCOM9138371002,997192,094SHDFND137,194 0 154,900
UNIVERSAL HLTH SVCS INCCL B91390310020134SHDFND1134 0 0
UNIVEST FINANCIAL CORPORATIOCOM91527110027710,847SHDFND13,147 0 7,700
UNUM GROUPCOM91529Y10615495SHDFND1495 0 0
VSE CORPCOM9182841001725,040SHDFND11,440 0 3,600
VOXX INTL CORPCL A91829F1044810,137SHDFND12,937 0 7,200
VALERO ENERGY CORP NEWCOM91913Y10031,010363,796SHDFND1295,953 0 67,843
VALLEY NATL BANCORPCOM9197941079,939914,319SHDFND1855,944 0 58,375
VECTRUS INCCOM92242T1011152,809SHDFND1809 0 2,000
VERA BRADLEY INCCOM92335C10616215,950SHDFND14,650 0 11,300
VERIZON COMMUNICATIONS INCCOM92343V104224,3683,717,153SHDFND13,040,228 0 676,925
VERITEX HLDGS INCCOM9234511082028,309SHDFND12,409 0 5,900
VIACOM INC NEWCL B92553P20116660SHDFND1660 0 0
VILLAGE SUPER MKT INCCL A NEW9271074091274,778SHDFND11,378 0 3,400
VIRTUS INVT PARTNERS INCCOM92828Q10911SHDFND11 0 0
VISHAY INTERTECHNOLOGY INCCOM9282981087,520444,166SHDFND1395,666 0 48,500
VISTRA ENERGY CORPCOM92840M10211,545431,900SHDFND1351,431 0 80,469
VMWARE INCCL A COM9285634021,57610,496SHDFND110,496 0 0
VOYA FINL INCCOM9290891007,617139,899SHDFND1113,644 0 26,255
W & T OFFSHORE INCCOM92922P10625057,030SHDFND116,930 0 40,100
WEC ENERGY GROUP INCCOM92939U10623,740249,625SHDFND1203,027 0 46,598
WABASH NATL CORPCOM9295661072,593178,690SHDFND1160,990 0 17,700
WADDELL & REED FINL INCCL A9300591004,264248,174SHDFND1227,674 0 20,500
WALGREENS BOOTS ALLIANCE INCCOM93142710818,282330,520SHDFND1330,520 0 0
WALKER & DUNLOP INCCOM93148P1025,648100,967SHDFND191,367 0 9,600
WARRIOR MET COAL INCCOM93627C1013,255166,721SHDFND1149,521 0 17,200
WASHINGTON FED INCCOM93882410910,277277,810SHDFND1255,210 0 22,600
WASTE MGMT INC DELCOM94106L10919162SHDFND1162 0 0
WATERS CORPCOM941848103728SHDFND128 0 0
WATERSTONE FINL INC MDCOM94188P10117710,289SHDFND12,989 0 7,300
WAYFAIR INCCL A94419L1011771,577SHDFND11,577 0 0
WEBSTER FINL CORP CONNCOM9478901093,42072,953SHDFND159,424 0 13,529
WEIS MKTS INCCOM9488491043,35287,861SHDFND178,861 0 9,000
WELLS FARGO CO NEWCOM949746101221,7674,396,630SHDFND13,670,600 0 726,030
WESBANCO INCCOM9508101014,911131,393SHDFND1117,093 0 14,300
WESCO INTL INCCOM95082P1056,798142,289SHDFND1127,289 0 15,000
WEST BANCORPORATION INCCAP STK95123P1061235,615SHDFND11,615 0 4,000
WESTERN ALLIANCE BANCORPCOM9576381099185SHDFND1185 0 0
WESTERN NEW ENG BANCORP INCCOM9588921012,733286,740SHDFND184,440 0 202,300
WESTERN UN COCOM9598021098,653373,438SHDFND1304,092 0 69,346
WESTLAKE CHEM CORPCOM96041310224360SHDFND1360 0 0
WHIRLPOOL CORPCOM9633201068,85955,942SHDFND145,520 0 10,422
WILLIAMS SONOMA INCCOM9699041014,66768,650SHDFND155,923 0 12,727
WINNEBAGO INDS INCCOM9746371006,847178,521SHDFND1108,621 0 69,900
WINTRUST FINL CORPCOM97650W1085,09578,833SHDFND178,833 0 0
WORLD FUEL SVCS CORPCOM9814751068,870222,083SHDFND1200,183 0 21,900
WORTHINGTON INDS INCCOM9818111027,054195,653SHDFND1176,353 0 19,300
WPX ENERGY INCCOM98212B10312,6341,192,985SHDFND11,192,985 0 0
WYNDHAM DESTINATIONS INCCOM98310W10812,034261,482SHDFND1261,482 0 0
XEROX HOLDINGS CORPCOM NEW98421M1066,038201,869SHDFND1168,298 0 33,571
ZIMMER BIOMET HLDGS INCCOM98956P10255,009400,731SHDFND1337,831 0 62,900
ZIONS BANCORPORATION N ACOM9897011079,148205,480SHDFND1176,519 0 28,961
ADIENT PLCORD SHSG0084W1016,756294,222SHDFND1263,822 0 30,400
AIRCASTLE LTDCOMG0129K1045,752256,438SHDFND1228,238 0 28,200
ARCH CAP GROUP LTDORDG0450A10513,529322,258SHDFND1262,131 0 60,127
ARGO GROUP INTL HLDGS LTDCOMG0464B1077,690109,469SHDFND199,057 0 10,412
ASSURED GUARANTY LTDCOMG0585R10613,170296,215SHDFND1296,215 0 0
ATHENE HLDG LTDCL AG0684D1075,345127,078SHDFND1103,428 0 23,650
AXIS CAPITAL HOLDINGS LTDSHSG0692U10915,626234,201SHDFND1234,201 0 0
BUNGE LIMITEDCOMG1696210518309SHDFND1309 0 0
CONSOLIDATED WATER CO INCORDG237731071237,415SHDFND12,115 0 5,300
EATON CORP PLCSHSG2918310330,668368,818SHDFND1300,073 0 68,745
ENSTAR GROUP LIMITEDSHSG3075P1014,83525,455SHDFND125,455 0 0
ESSENT GROUP LTDCOMG3198U10211,858248,743SHDFND1248,743 0 0
EVEREST RE GROUP LTDCOMG3223R1088,90733,473SHDFND127,260 0 6,213
FRESH DEL MONTE PRODUCE INCORDG367381055,185151,999SHDFND1136,299 0 15,700
GEOPARK LTDUSD SHSG383271052,476134,500SHDFND139,600 0 94,900
GREENLIGHT CAPITAL RE LTDCLASS AG4095J1094,863463,103SHDFND1215,813 0 247,290
JANUS HENDERSON GROUP PLCORD SHSG4474Y214131SHDFND131 0 0
HORIZON THERAPEUTICS PUB LTDSHSG4618810129,5161,083,952SHDFND11,083,952 0 0
INGERSOLL-RAND PLCSHSG4779110114108SHDFND1108 0 0
INVESCO LTDSHSG491BT108294SHDFND194 0 0
JAZZ PHARMACEUTICALS PLCSHS USDG5087110549,420385,667SHDFND1320,397 0 65,270
JOHNSON CTLS INTL PLCSHSG5150210522,767518,714SHDFND1421,609 0 97,105
LAZARD LTDSHS AG540501021,06430,376SHDFND121,906 0 8,470
MARVELL TECHNOLOGY GROUP LTDORDG5876H10593,8843,759,844SHDFND13,145,144 0 614,700
MEDTRONIC PLCSHSG5960L10345,768421,355SHDFND1352,955 0 68,400
APTIV PLCSHSG6095L10918,188208,043SHDFND1169,261 0 38,782
NIELSEN HLDGS PLCSHS EURG6518L1085,646265,674SHDFND1216,170 0 49,504
NORWEGIAN CRUISE LINE HLDG LSHSG6672110449,846962,819SHDFND1767,445 0 195,374
PENTAIR PLCSHSG7S00T1046,889182,231SHDFND1156,677 0 25,554
SENSATA TECHNOLOGIES HLDNG PSHSG8060N1028,315166,093SHDFND1166,093 0 0
SMART GLOBAL HLDGS INCSHSG8232Y10126910,520SHDFND13,020 0 7,500
TRITON INTL LTDCL AG9078F1078,943264,270SHDFND1237,970 0 26,300
WHITE MTNS INS GROUP LTDCOMG9618E10714,88213,779SHDFND112,979 0 800
PERRIGO CO PLCSHSG978221033,33759,700SHDFND148,565 0 11,135
CHUBB LIMITEDCOMH1467J10459,785370,320SHDFND1301,275 0 69,045
UBS GROUP AGSHSH42097107171,520SHDFND11,520 0 0
TE CONNECTIVITY LTDREG SHSH8498910413135SHDFND1135 0 0
AERCAP HOLDINGS NVSHSN0098510672,1701,318,160SHDFND11,093,021 0 225,139
CNH INDL N VSHSN209441095456SHDFND1456 0 0
FRANKS INTL N VCOMN334621075,7551,211,528SHDFND1578,364 0 633,164
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510031,592353,091SHDFND1285,448 0 67,643
MYLAN N VSHS EURON5946510929,0391,468,080SHDFND11,232,840 0 235,240
NXP SEMICONDUCTORS N VCOMN6596X1095605,129SHDFND1100 0 5,029
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10318,334169,238SHDFND1138,072 0 31,166