The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
1347 PPTY INS HLDGS INC COM 68244P107 388 88,000 SH   SOLE   88,000 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,683 89,783 SH   SOLE   89,783 0 0
1ST SOURCE CORP COM 336901103 2,189 47,867 SH   SOLE   47,867 0 0
3M CO COM 88579Y101 12,905 78,500 SH   SOLE   78,500 0 0
A H BELO CORP COM CL A 001282102 733 195,383 SH   SOLE   195,383 0 0
ABERCROMBIE & FITCH CO CL A 002896207 5,454 349,600 SH   SOLE   349,600 0 0
ABIOMED INC COM 003654100 1,245 7,000 SH   SOLE   7,000 0 0
ABM INDS INC COM 000957100 617 17,000 SH   SOLE   17,000 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,409 525,700 SH   SOLE   525,700 0 0
ACCO BRANDS CORP COM 00081T108 5,962 604,100 SH   SOLE   604,100 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 762 346,150 SH   SOLE   346,150 0 0
ACI WORLDWIDE INC COM 004498101 567 18,100 SH   SOLE   18,100 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 95 87,500 SH   SOLE   87,500 0 0
ACME UTD CORP COM 004816104 621 31,005 SH   SOLE   31,005 0 0
ACORDA THERAPEUTICS INC COM 00484M106 565 197,000 SH   SOLE   197,000 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 588 115,000 SH   SOLE   115,000 0 0
ADAMS RES & ENERGY INC COM NEW 006351308 1,947 62,814 SH   SOLE   62,814 0 0
ADOBE INC COM 00724F101 221 800 SH   SOLE   800 0 0
ADURO BIOTECH INC COM 00739L101 369 348,200 SH   SOLE   348,200 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 1,352 91,075 SH   SOLE   91,075 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,624 90,500 SH   SOLE   90,500 0 0
ADVANSIX INC COM 00773T101 3,831 148,948 SH   SOLE   148,948 0 0
AEGION CORP COM 00770F104 3,665 171,441 SH   SOLE   171,441 0 0
AEGLEA BIOTHERAPEUTICS INC COM 00773J103 788 102,500 SH   SOLE   102,500 0 0
AERCAP HOLDINGS NV SHS N00985106 1,867 34,100 SH   SOLE   34,100 0 0
AEROCENTURY CORP COM 007737109 130 21,000 SH   SOLE   21,000 0 0
AES CORP COM 00130H105 15,067 922,100 SH   SOLE   922,100 0 0
AFFIMED N V COM N01045108 752 255,800 SH   SOLE   255,800 0 0
AFLAC INC COM 001055102 45,657 872,658 SH   SOLE   872,658 0 0
AGEX THERAPEUTICS INC COM 00848H108 47 24,069 SH   SOLE   24,069 0 0
AIR PRODS & CHEMS INC COM 009158106 67,607 304,730 SH   SOLE   304,730 0 0
AIR T INC *W EXP 06/07/202 00919P112 2 39,508 SH   SOLE   39,508 0 0
AIR T INC COM 009207101 273 14,250 SH   SOLE   14,250 0 0
AIRCASTLE LTD COM G0129K104 10,298 459,100 SH   SOLE   459,100 0 0
AKORN INC COM 009728106 457 120,200 SH   SOLE   120,200 0 0
ALARM COM HLDGS INC COM 011642105 382 8,200 SH   SOLE   8,200 0 0
ALASKA AIR GROUP INC COM 011659109 4,245 65,400 SH   SOLE   64,700 0 700
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,475 1,438,987 SH   SOLE   1,438,987 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 72,353 469,700 SH   SOLE   469,700 0 0
ALICO INC COM 016230104 1,685 49,521 SH   SOLE   49,521 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,895 16,000 SH   SOLE   16,000 0 0
ALIMERA SCIENCES INC COM 016259103 221 389,825 SH   SOLE   389,825 0 0
ALJ REGIONAL HLDGS INC COM 001627108 108 78,000 SH   SOLE   78,000 0 0
ALLEGIANT TRAVEL CO COM 01748X102 449 3,000 SH   SOLE   3,000 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 249 63,200 SH   SOLE   63,200 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,152 24,600 SH   SOLE   23,900 0 700
ALLIED HEALTHCARE PRODS INC COM NEW 019222207 93 66,481 SH   SOLE   66,481 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,178 46,300 SH   SOLE   44,300 0 2,000
ALLSTATE CORP COM 020002101 45,997 423,237 SH   SOLE   423,237 0 0
ALLY FINL INC COM 02005N100 45,686 1,377,750 SH   SOLE   1,377,750 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,391 276,149 SH   SOLE   276,149 0 0
ALPHA PRO TECH LTD COM 020772109 532 147,443 SH   SOLE   147,443 0 0
ALPHABET INC CAP STK CL A 02079K305 10,978 8,990 SH   SOLE   8,990 0 0
ALPHABET INC CAP STK CL C 02079K107 10,933 8,969 SH   SOLE   8,969 0 0
ALPHATEC HOLDINGS INC COM NEW 02081G201 2,681 534,100 SH   SOLE   534,100 0 0
ALTICE USA INC CL A 02156K103 5,217 181,900 SH   SOLE   176,800 0 5,100
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 3,142 155,400 SH   SOLE   155,400 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,424 209,900 SH   SOLE   209,900 0 0
AMAZON COM INC COM 023135106 25,084 14,450 SH   SOLE   14,450 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 5,507 514,663 SH   SOLE   514,663 0 0
AMC NETWORKS INC CL A 00164V103 1,141 23,200 SH   SOLE   23,200 0 0
AMCON DISTRG CO COM NEW 02341Q205 714 9,200 SH   SOLE   9,200 0 0
AMDOCS LTD SHS G02602103 54,306 821,450 SH   SOLE   821,450 0 0
AMERANT BANCORP INC CL A 023576101 1,616 77,043 SH   SOLE   77,043 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 25,121 931,452 SH   SOLE   931,452 0 0
AMERICAN ASSETS TR INC COM 024013104 266 5,700 SH   SOLE   5,700 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,655 687,950 SH   SOLE   687,950 0 0
AMERICAN ELEC PWR CO INC COM 025537101 15,517 165,624 SH   SOLE   165,624 0 0
AMERICAN EXPRESS CO COM 025816109 40,195 339,829 SH   SOLE   339,829 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 31,212 289,400 SH   SOLE   289,400 0 0
AMERICAN NATL BANKSHARES INC COM 027745108 933 26,317 SH   SOLE   26,317 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 1,921 328,327 SH   SOLE   328,327 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,129 95,300 SH   SOLE   95,300 0 0
AMERICAN RIVER BANKSHARES COM 029326105 993 73,044 SH   SOLE   73,044 0 0
AMERICAN RLTY INVS INC COM 029174109 171 11,113 SH   SOLE   11,113 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 255 101,400 SH   SOLE   101,400 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 436 55,600 SH   SOLE   55,600 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,060 13,840 SH   SOLE   13,840 0 0
AMERICAS CAR MART INC COM 03062T105 569 6,200 SH   SOLE   6,200 0 0
AMERIPRISE FINL INC COM 03076C106 56,152 381,724 SH   SOLE   380,924 0 800
AMERIS BANCORP COM 03076K108 2,415 60,018 SH   SOLE   60,018 0 0
AMERISERV FINL INC COM 03074A102 1,201 290,171 SH   SOLE   290,171 0 0
AMETEK INC NEW COM 031100100 24,185 263,400 SH   SOLE   263,400 0 0
AMGEN INC COM 031162100 64,120 331,350 SH   SOLE   331,350 0 0
AMKOR TECHNOLOGY INC COM 031652100 8,909 978,991 SH   SOLE   978,991 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 518 9,000 SH   SOLE   9,000 0 0
AMPCO-PITTSBURGH CORP COM 032037103 189 51,400 SH   SOLE   51,400 0 0
AMPLIFY ENERGY CORP NEW COM 03212B103 1,646 266,800 SH   SOLE   266,800 0 0
AMREP CORP NEW COM 032159105 279 48,900 SH   SOLE   48,900 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 405 76,500 SH   SOLE   76,500 0 0
ANDERSONS INC COM 034164103 3,820 170,316 SH   SOLE   170,316 0 0
ANGIODYNAMICS INC COM 03475V101 2,437 132,300 SH   SOLE   132,300 0 0
ANTERIX INC COM 03676C100 492 13,600 SH   SOLE   13,600 0 0
APOGEE ENTERPRISES INC COM 037598109 4,523 116,000 SH   SOLE   116,000 0 0
APOLLO ENDOSURGERY INC COM 03767D108 345 103,700 SH   SOLE   103,700 0 0
APPLE INC COM 037833100 31,826 142,100 SH   SOLE   141,400 0 700
APPLIED GENETIC TECHNOL CORP COM 03820J100 430 103,300 SH   SOLE   103,300 0 0
APPLIED MATLS INC COM 038222105 4,251 85,200 SH   SOLE   82,600 0 2,600
APTEVO THERAPEUTICS INC COM 03835L108 55 93,902 SH   SOLE   93,902 0 0
APTINYX INC COM 03836N103 304 87,000 SH   SOLE   87,000 0 0
APYX MED CORP COM 03837C106 948 140,070 SH   SOLE   140,070 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 191 60,000 SH   SOLE   60,000 0 0
ARAVIVE INC COM 03890D108 165 22,000 SH   SOLE   22,000 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 835 614,100 SH   SOLE   614,100 0 0
ARCBEST CORP COM 03937C105 4,717 154,900 SH   SOLE   154,900 0 0
ARCH COAL INC CL A 039380407 8,407 113,300 SH   SOLE   113,300 0 0
ARCHROCK INC COM 03957W106 7,443 746,500 SH   SOLE   746,500 0 0
ARCTURUS THERAPEUTICS HLDG I COM 03969T109 411 40,000 SH   SOLE   40,000 0 0
ARDELYX INC COM 039697107 1,244 264,700 SH   SOLE   264,700 0 0
ARDMORE SHIPPING CORP COM Y0207T100 1,356 202,688 SH   SOLE   202,688 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 9,371 133,413 SH   SOLE   133,413 0 0
ARK RESTAURANTS CORP COM 040712101 790 39,000 SH   SOLE   39,000 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,398 254,600 SH   SOLE   254,600 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 651 36,000 SH   SOLE   36,000 0 0
ARMSTRONG FLOORING INC COM 04238R106 684 107,100 SH   SOLE   107,100 0 0
AROTECH CORP COM NEW 042682203 841 286,063 SH   SOLE   286,063 0 0
ARTS WAY MFG INC COM 043168103 64 30,000 SH   SOLE   30,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 563 5,500 SH   SOLE   5,500 0 0
ASCENA RETAIL GROUP INC COM 04351G101 312 1,182,500 SH   SOLE   1,182,500 0 0
ASPEN AEROGELS INC COM 04523Y105 881 148,900 SH   SOLE   148,900 0 0
ASPEN GROUP INC COM NEW 04530L203 260 50,000 SH   SOLE   50,000 0 0
ASSERTIO THERAPEUTICS INC COM 04545L107 558 436,100 SH   SOLE   436,100 0 0
ASTA FDG INC COM 046220109 585 83,600 SH   SOLE   83,600 0 0
ASTRONOVA INC COM 04638F108 839 51,900 SH   SOLE   51,900 0 0
AT&T INC COM 00206R102 69,813 1,844,945 SH   SOLE   1,844,945 0 0
ATHENE HLDG LTD CL A G0684D107 2,250 53,500 SH   SOLE   53,500 0 0
ATKORE INTL GROUP INC COM 047649108 531 17,500 SH   SOLE   17,500 0 0
ATLANTIC AMERN CORP COM 048209100 201 74,856 SH   SOLE   74,856 0 0
ATLANTIC CAP BANCSHARES INC COM 048269203 2,822 162,733 SH   SOLE   162,733 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 697 298,000 SH   SOLE   298,000 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 590 70,712 SH   SOLE   70,712 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 2,488 98,600 SH   SOLE   98,600 0 0
ATLASSIAN CORP PLC CL A G06242104 1,631 13,000 SH   SOLE   13,000 0 0
ATN INTL INC COM 00215F107 2,948 50,500 SH   SOLE   50,500 0 0
ATRICURE INC COM 04963C209 284 11,400 SH   SOLE   11,400 0 0
AUTOZONE INC COM 053332102 48,895 45,080 SH   SOLE   45,080 0 0
AVALON HLDGS CORP CL A 05343P109 60 27,375 SH   SOLE   27,375 0 0
AVAYA HLDGS CORP COM 05351X101 5,318 519,800 SH   SOLE   519,800 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 1,656 121,299 SH   SOLE   121,299 0 0
AVID TECHNOLOGY INC COM 05367P100 376 60,800 SH   SOLE   60,800 0 0
AVIS BUDGET GROUP INC COM 053774105 463 16,400 SH   SOLE   16,400 0 0
AWARE INC MASS COM 05453N100 335 114,479 SH   SOLE   114,479 0 0
AXT INC COM 00246W103 958 269,106 SH   SOLE   269,106 0 0
B & G FOODS INC NEW COM 05508R106 4,917 260,000 SH   SOLE   260,000 0 0
BALLANTYNE STRONG INC COM 058516105 342 109,920 SH   SOLE   109,920 0 0
BANC OF CALIFORNIA INC COM 05990K106 3,924 277,500 SH   SOLE   277,500 0 0
BANCORP 34 INC COM 05970V106 364 24,700 SH   SOLE   24,700 0 0
BANCORP INC DEL COM 05969A105 3,840 387,900 SH   SOLE   387,900 0 0
BANK AMER CORP COM 060505104 94,292 3,232,498 SH   SOLE   3,232,498 0 0
BANK COMM HLDGS COM 06424J103 1,753 160,981 SH   SOLE   160,981 0 0
BANK MONTREAL QUE COM 063671101 1,283 17,400 SH   SOLE   16,800 0 600
BANK PRINCETON NEW JERSEY COM 064520109 845 29,061 SH   SOLE   29,061 0 0
BANK7 CORP COM 06652N107 619 32,910 SH   SOLE   32,910 0 0
BANKFINANCIAL CORP COM 06643P104 726 61,000 SH   SOLE   61,000 0 0
BANKWELL FINL GROUP INC COM 06654A103 848 30,837 SH   SOLE   30,837 0 0
BANNER CORP COM NEW 06652V208 3,578 63,700 SH   SOLE   63,700 0 0
BAR HBR BANKSHARES COM 066849100 2,324 93,207 SH   SOLE   93,207 0 0
BARNES & NOBLE ED INC COM 06777U101 2,358 755,884 SH   SOLE   755,884 0 0
BARNWELL INDS INC COM 068221100 68 129,320 SH   SOLE   129,320 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 89 62,000 SH   SOLE   62,000 0 0
BASSETT FURNITURE INDS INC COM 070203104 2,837 185,403 SH   SOLE   185,403 0 0
BBQ HLDGS INC COM 05551A109 302 63,088 SH   SOLE   63,088 0 0
BBX CAP CORP NEW CL A 05491N104 2,424 519,057 SH   SOLE   519,057 0 0
BCB BANCORP INC COM 055298103 2,021 157,412 SH   SOLE   157,412 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 39 12,725 SH   SOLE   12,725 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 3,055 205,000 SH   SOLE   205,000 0 0
BED BATH & BEYOND INC COM 075896100 1,250 117,500 SH   SOLE   117,500 0 0
BEL FUSE INC CL B 077347300 799 53,157 SH   SOLE   53,157 0 0
BELLICUM PHARMACEUTICALS INC COM 079481107 78 74,500 SH   SOLE   74,500 0 0
BENCHMARK ELECTRS INC COM 08160H101 6,634 228,300 SH   SOLE   228,300 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,133 72,750 SH   SOLE   72,750 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 7,973 272,211 SH   SOLE   272,211 0 0
BEST BUY INC COM 086516101 49,778 721,520 SH   SOLE   721,520 0 0
BG STAFFING INC COM 05544A109 1,332 69,700 SH   SOLE   69,700 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 122 58,500 SH   SOLE   58,500 0 0
BIG LOTS INC COM 089302103 5,035 205,500 SH   SOLE   205,500 0 0
BIOANALYTICAL SYS INC COM 09058M103 435 121,110 SH   SOLE   121,110 0 0
BIOGEN INC COM 09062X103 58,013 249,175 SH   SOLE   249,175 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 526 9,830 SH   SOLE   9,830 0 0
BIOTELEMETRY INC COM 090672106 403 9,900 SH   SOLE   9,900 0 0
BK TECHNOLOGIES CORPORATION COM 05587G104 640 190,444 SH   SOLE   190,444 0 0
BLONDER TONGUE LABS INC COM 093698108 205 310,100 SH   SOLE   310,100 0 0
BLOOMIN BRANDS INC COM 094235108 515 27,200 SH   SOLE   27,200 0 0
BLUCORA INC COM 095229100 325 15,002 SH   SOLE   15,002 0 0
BLUE APRON HLDGS INC CL A NEW 09523Q200 169 20,000 SH   SOLE   20,000 0 0
BLUELINX HLDGS INC COM NEW 09624H208 1,329 41,100 SH   SOLE   41,100 0 0
BMC STK HLDGS INC COM 05591B109 12,993 496,300 SH   SOLE   492,300 0 4,000
BOEING CO COM 097023105 17,779 46,730 SH   SOLE   46,430 0 300
BOISE CASCADE CO DEL COM 09739D100 4,787 146,900 SH   SOLE   146,900 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 3,287 146,800 SH   SOLE   146,800 0 0
BOOT BARN HLDGS INC COM 099406100 297 8,500 SH   SOLE   8,500 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 4,170 357,800 SH   SOLE   357,800 0 0
BOTTOMLINE TECH DEL INC COM 101388106 476 12,100 SH   SOLE   12,100 0 0
BRINKS CO COM 109696104 265 3,200 SH   SOLE   3,200 0 0
BROOKDALE SR LIVING INC COM 112463104 8,008 1,056,500 SH   SOLE   1,056,500 0 0
BRYN MAWR BK CORP COM 117665109 602 16,500 SH   SOLE   16,500 0 0
BSQUARE CORP COM NEW 11776U300 56 46,200 SH   SOLE   46,200 0 0
BUILD A BEAR WORKSHOP COM 120076104 507 161,100 SH   SOLE   161,100 0 0
BURLINGTON STORES INC COM 122017106 2,118 10,600 SH   SOLE   10,600 0 0
BYLINE BANCORP INC COM 124411109 2,950 165,000 SH   SOLE   165,000 0 0
C & F FINL CORP COM 12466Q104 2,630 49,952 SH   SOLE   49,952 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 280 1,980 SH   SOLE   1,980 0 0
CABOT OIL & GAS CORP COM 127097103 2,205 125,500 SH   SOLE   120,600 0 4,900
CADENCE BANCORPORATION CL A 12739A100 3,964 226,000 SH   SOLE   226,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 8,075 122,200 SH   SOLE   119,300 0 2,900
CADIZ INC COM NEW 127537207 789 63,200 SH   SOLE   63,200 0 0
CAESARSTONE LTD ORD SHS M20598104 2,767 166,600 SH   SOLE   166,600 0 0
CAI INTERNATIONAL INC COM 12477X106 3,681 169,100 SH   SOLE   169,100 0 0
CALERES INC COM 129500104 6,096 260,400 SH   SOLE   260,400 0 0
CALIFORNIA RES CORP COM NEW 13057Q206 267 26,200 SH   SOLE   26,200 0 0
CALITHERA BIOSCIENCES INC COM 13089P101 624 202,000 SH   SOLE   202,000 0 0
CALIX INC COM 13100M509 109 17,100 SH   SOLE   17,100 0 0
CALLON PETE CO DEL COM 13123X102 3,342 770,100 SH   SOLE   770,100 0 0
CAMDEN NATL CORP COM 133034108 2,767 63,879 SH   SOLE   63,879 0 0
CAPITAL BANCORP INC MD COM 139737100 229 16,800 SH   SOLE   16,800 0 0
CAPITAL CITY BK GROUP INC COM 139674105 3,813 138,900 SH   SOLE   138,900 0 0
CAPITAL ONE FINL CORP COM 14040H105 66,919 735,538 SH   SOLE   735,538 0 0
CAPITAL SR LIVING CORP COM 140475104 593 135,336 SH   SOLE   135,336 0 0
CAPITALA FIN CORP COM 14054R106 1,858 224,080 SH   SOLE   224,080 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 977 58,900 SH   SOLE   58,900 0 0
CARDTRONICS PLC SHS CL A G1991C105 212 7,000 SH   SOLE   7,000 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 935 18,100 SH   SOLE   18,100 0 0
CARRIAGE SVCS INC COM 143905107 975 47,700 SH   SOLE   47,700 0 0
CARRIZO OIL & GAS INC COM 144577103 3,806 443,300 SH   SOLE   443,300 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 1,865 225,000 SH   SOLE   225,000 0 0
CASTLE BRANDS INC COM 148435100 326 258,587 SH   SOLE   258,587 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 200 142,100 SH   SOLE   142,100 0 0
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 113 20,900 SH   SOLE   20,900 0 0
CATO CORP NEW CL A 149205106 2,439 138,500 SH   SOLE   138,500 0 0
CB FINL SVCS INC COM 12479G101 1,233 44,400 SH   SOLE   44,400 0 0
CBAK ENERGY TECHNOLOGY INC COM 14986C102 33 55,000 SH   SOLE   55,000 0 0
CECO ENVIRONMENTAL CORP COM 125141101 210 30,000 SH   SOLE   30,000 0 0
CEL SCI CORP COM PAR NEW 150837607 1,227 137,300 SH   SOLE   137,300 0 0
CELLDEX THERAPEUTICS INC NEW COM NEW 15117B202 314 147,300 SH   SOLE   147,300 0 0
CENTENE CORP DEL COM 15135B101 1,670 38,600 SH   SOLE   38,600 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,882 140,000 SH   SOLE   140,000 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 610 21,496 SH   SOLE   21,496 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 2,055 101,000 SH   SOLE   101,000 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,927 22,000 SH   SOLE   22,000 0 0
CENTURY CASINOS INC COM 156492100 1,575 203,800 SH   SOLE   203,800 0 0
CENTURYLINK INC COM 156700106 54,082 4,333,480 SH   SOLE   4,333,480 0 0
CF INDS HLDGS INC COM 125269100 15,749 320,100 SH   SOLE   318,400 0 1,700
CHAPARRAL ENERGY INC COM CL A 15942R208 435 324,300 SH   SOLE   324,300 0 0
CHARAH SOLUTIONS INC COM 15957P105 131 61,900 SH   SOLE   61,900 0 0
CHARLES & COLVARD LTD COM 159765106 446 273,800 SH   SOLE   273,800 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 28,684 69,600 SH   SOLE   69,600 0 0
CHEESECAKE FACTORY INC COM 163072101 308 7,400 SH   SOLE   7,400 0 0
CHEMED CORP NEW COM 16359R103 2,272 5,440 SH   SOLE   5,240 0 200
CHEMUNG FINL CORP COM 164024101 2,326 55,391 SH   SOLE   55,391 0 0
CHEVRON CORP NEW COM 166764100 12,960 109,273 SH   SOLE   109,273 0 0
CHIASMA INC COM 16706W102 1,172 236,800 SH   SOLE   236,800 0 0
CHICAGO RIVET & MACH CO COM 168088102 370 13,900 SH   SOLE   13,900 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 146 15,000 SH   SOLE   15,000 0 0
CHICOS FAS INC COM 168615102 2,762 685,400 SH   SOLE   685,400 0 0
CHIMERIX INC COM 16934W106 526 223,900 SH   SOLE   223,900 0 0
CHINA AUTOMOTIVE SYS INC COM 16936R105 213 106,700 SH   SOLE   106,700 0 0
CHINA XD PLASTICS CO LTD COM 16948F107 675 355,300 SH   SOLE   355,300 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,992 3,560 SH   SOLE   3,420 0 140
CHURCH & DWIGHT INC COM 171340102 45,960 610,850 SH   SOLE   609,350 0 1,500
CIDARA THERAPEUTICS INC COM 171757107 188 94,382 SH   SOLE   94,382 0 0
CINCINNATI FINL CORP COM 172062101 28,987 248,450 SH   SOLE   248,450 0 0
CINEDIGM CORP COM NEW 172406209 27 32,000 SH   SOLE   32,000 0 0
CISCO SYS INC COM 17275R102 31,549 638,508 SH   SOLE   638,508 0 0
CITI TRENDS INC COM 17306X102 4,011 219,160 SH   SOLE   219,160 0 0
CITIGROUP INC COM NEW 172967424 80,282 1,162,165 SH   SOLE   1,162,165 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 1,184 107,600 SH   SOLE   107,600 0 0
CITIZENS HLDG CO MISS COM 174715102 579 28,570 SH   SOLE   28,570 0 0
CITIZENS INC CL A 174740100 847 123,240 SH   SOLE   123,240 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 1,944 89,444 SH   SOLE   89,444 0 0
CLEAN ENERGY FUELS CORP COM 184499101 611 296,050 SH   SOLE   296,050 0 0
CLEARFIELD INC COM 18482P103 628 53,000 SH   SOLE   53,000 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 57 90,000 SH   SOLE   90,000 0 0
CLEARWATER PAPER CORP COM 18538R103 2,028 96,000 SH   SOLE   96,000 0 0
CLOROX CO DEL COM 189054109 10,183 67,050 SH   SOLE   67,050 0 0
CNB FINL CORP PA COM 126128107 3,863 134,600 SH   SOLE   134,600 0 0
CNH INDL N V SHS N20944109 2,245 221,200 SH   SOLE   211,400 0 9,800
COCA COLA CO COM 191216100 12,908 237,114 SH   SOLE   237,114 0 0
COCA COLA CONSOLIDATED INC COM 191098102 2,786 9,170 SH   SOLE   8,870 0 300
CODORUS VY BANCORP INC COM 192025104 1,497 64,357 SH   SOLE   64,357 0 0
COFFEE HLDG CO INC COM 192176105 131 33,000 SH   SOLE   33,000 0 0
COLLECTORS UNIVERSE INC COM NEW 19421R200 1,298 45,560 SH   SOLE   45,560 0 0
COLONY BANKCORP INC COM 19623P101 741 48,268 SH   SOLE   48,268 0 0
COMCAST CORP NEW CL A 20030N101 71,235 1,580,200 SH   SOLE   1,580,200 0 0
COMFORT SYS USA INC COM 199908104 509 11,500 SH   SOLE   11,500 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,660 368,900 SH   SOLE   368,900 0 0
COMMUNICATIONS SYS INC COM 203900105 335 73,300 SH   SOLE   73,300 0 0
COMMUNITY BANKERS TR CORP COM 203612106 764 88,800 SH   SOLE   88,800 0 0
COMMUNITY FINL CORP MD COM 20368X101 547 16,340 SH   SOLE   16,340 0 0
COMMUNITY TR BANCORP INC COM 204149108 979 23,000 SH   SOLE   23,000 0 0
COMMUNITY WEST BANCSHARES COM 204157101 458 46,357 SH   SOLE   46,357 0 0
COMPUTER TASK GROUP INC COM 205477102 820 164,062 SH   SOLE   164,062 0 0
COMSTOCK HLDG COS INC CL A NEW 205684202 105 54,400 SH   SOLE   54,400 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 5,616 172,800 SH   SOLE   172,800 0 0
CONATUS PHARMACEUTICALS INC COM 20600T108 26 83,300 SH   SOLE   83,300 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 853 145,100 SH   SOLE   145,100 0 0
CONFORMIS INC COM 20717E101 558 300,000 SH   SOLE   300,000 0 0
CONIFER HLDGS INC COM 20731J102 72 19,000 SH   SOLE   19,000 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 4,116 185,400 SH   SOLE   185,400 0 0
CONNS INC COM 208242107 4,338 174,500 SH   SOLE   174,500 0 0
CONOCOPHILLIPS COM 20825C104 65,270 1,145,487 SH   SOLE   1,145,487 0 0
CONSOL ENERGY INC NEW COM 20854L108 3,543 226,700 SH   SOLE   224,900 0 1,800
CONSOLIDATED COMM HLDGS INC COM 209034107 2,018 424,001 SH   SOLE   424,001 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 2,975 45,349 SH   SOLE   45,349 0 0
CONSTELLATION PHARMCETICLS I COM 210373106 178 27,500 SH   SOLE   27,500 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 3,195 889,950 SH   SOLE   889,950 0 0
CONTAINER STORE GROUP INC COM 210751103 1,673 378,600 SH   SOLE   378,600 0 0
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1,700 611,330 SH   SOLE   611,330 0 0
CONTURA ENERGY INC COM 21241B100 2,586 92,500 SH   SOLE   92,500 0 0
COOPER STD HLDGS INC COM 21676P103 3,393 83,000 SH   SOLE   83,000 0 0
COOPER TIRE & RUBR CO COM 216831107 7,828 299,700 SH   SOLE   299,700 0 0
CORE MARK HOLDING CO INC COM 218681104 2,030 63,200 SH   SOLE   60,700 0 2,500
CORE MOLDING TECHNOLOGIES IN COM 218683100 453 70,600 SH   SOLE   70,600 0 0
CORINDUS VASCULAR ROBOTICS I COM 218730109 241 56,200 SH   SOLE   56,200 0 0
CORMEDIX INC COM 21900C308 437 68,500 SH   SOLE   68,500 0 0
CORNING INC COM 219350105 61,139 2,143,740 SH   SOLE   2,143,740 0 0
COSTAMARE INC SHS Y1771G102 3,331 548,800 SH   SOLE   548,800 0 0
COSTAR GROUP INC COM 22160N109 2,474 4,170 SH   SOLE   4,010 0 160
COSTCO WHSL CORP NEW COM 22160K105 2,363 8,200 SH   SOLE   8,200 0 0
COTT CORP QUE COM 22163N106 7,124 571,300 SH   SOLE   571,300 0 0
COUNTY BANCORP INC COM 221907108 411 20,937 SH   SOLE   20,937 0 0
COVENANT TRANSN GROUP INC CL A 22284P105 2,970 180,650 SH   SOLE   180,650 0 0
COWEN INC CL A NEW 223622606 3,983 258,800 SH   SOLE   258,800 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 392 47,700 SH   SOLE   47,700 0 0
CRA INTL INC COM 12618T105 1,519 36,200 SH   SOLE   36,200 0 0
CREDIT ACCEP CORP MICH COM 225310101 3,884 8,420 SH   SOLE   8,120 0 300
CROCS INC COM 227046109 452 16,300 SH   SOLE   16,300 0 0
CROSS CTRY HEALTHCARE INC COM 227483104 2,697 261,800 SH   SOLE   261,800 0 0
CROWN CRAFTS INC COM 228309100 163 26,100 SH   SOLE   26,100 0 0
CSP INC COM 126389105 689 51,100 SH   SOLE   51,100 0 0
CSS INDS INC COM 125906107 249 62,758 SH   SOLE   62,758 0 0
CSX CORP COM 126408103 5,112 73,800 SH   SOLE   72,400 0 1,400
CULP INC COM 230215105 773 47,400 SH   SOLE   47,400 0 0
CUMBERLAND PHARMACEUTICALS I COM 230770109 1,085 183,000 SH   SOLE   183,000 0 0
CUMULUS MEDIA INC COM CLASS A 231082801 1,213 83,400 SH   SOLE   83,400 0 0
CURIS INC COM NEW 231269200 251 112,240 SH   SOLE   112,240 0 0
CURO GROUP HLDGS CORP COM 23131L107 523 39,400 SH   SOLE   39,400 0 0
CUSTOMERS BANCORP INC COM 23204G100 2,908 140,200 SH   SOLE   140,200 0 0
CYBEROPTICS CORP COM 232517102 364 25,450 SH   SOLE   25,450 0 0
CYNERGISTEK INC COM 23258P105 813 264,000 SH   SOLE   264,000 0 0
DANA INCORPORATED COM 235825205 362 25,100 SH   SOLE   25,100 0 0
DARLING INGREDIENTS INC COM 237266101 626 32,700 SH   SOLE   32,700 0 0
DATA I O CORP COM 237690102 99 25,500 SH   SOLE   25,500 0 0
DAVE & BUSTERS ENTMT INC COM 238337109 464 11,900 SH   SOLE   11,900 0 0
DAWSON GEOPHYSICAL CO NEW COM 239360100 425 198,544 SH   SOLE   198,544 0 0
DEL TACO RESTAURANTS INC COM 245496104 3,066 299,900 SH   SOLE   299,900 0 0
DELEK US HLDGS INC NEW COM 24665A103 1,165 32,080 SH   SOLE   32,080 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,458 47,396 SH   SOLE   47,396 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 38,042 660,450 SH   SOLE   659,050 0 1,400
DELTA APPAREL INC COM 247368103 2,923 123,088 SH   SOLE   123,088 0 0
DENBURY RES INC COM NEW 247916208 3,249 2,730,200 SH   SOLE   2,730,200 0 0
DESTINATION MATERNITY CORP COM 25065D100 28 69,100 SH   SOLE   69,100 0 0
DESTINATION XL GROUP INC COM 25065K104 870 514,622 SH   SOLE   514,622 0 0
DEVON ENERGY CORP NEW COM 25179M103 29,079 1,208,600 SH   SOLE   1,208,600 0 0
DHI GROUP INC COM 23331S100 2,385 619,600 SH   SOLE   619,600 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 5,560 904,122 SH   SOLE   904,122 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,890 519,700 SH   SOLE   519,700 0 0
DIGIRAD CORP COM NEW 253827703 201 44,090 SH   SOLE   44,090 0 0
DILLARDS INC CL A 254067101 7,371 111,500 SH   SOLE   111,500 0 0
DIME CMNTY BANCSHARES COM 253922108 3,531 164,900 SH   SOLE   164,900 0 0
DIODES INC COM 254543101 5,280 131,499 SH   SOLE   131,499 0 0
DISCOVER FINL SVCS COM 254709108 47,872 590,359 SH   SOLE   590,359 0 0
DISCOVERY INC COM SER A 25470F104 43,809 1,645,100 SH   SOLE   1,642,200 0 2,900
DISH NETWORK CORP CL A 25470M109 43,751 1,284,150 SH   SOLE   1,284,150 0 0
DISNEY WALT CO COM DISNEY 254687106 77,210 592,465 SH   SOLE   592,465 0 0
DIXIE GROUP INC CL A 255519100 142 103,200 SH   SOLE   103,200 0 0
DLH HLDGS CORP COM 23335Q100 650 143,500 SH   SOLE   143,500 0 0
DMC GLOBAL INC COM 23291C103 290 6,600 SH   SOLE   6,600 0 0
DNB FINL CORP COM 233237106 1,133 25,465 SH   SOLE   25,465 0 0
DOLLAR GEN CORP NEW COM 256677105 2,384 15,000 SH   SOLE   15,000 0 0
DONEGAL GROUP INC CL A 257701201 4,061 277,000 SH   SOLE   277,000 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 370 30,000 SH   SOLE   30,000 0 0
DORIAN LPG LTD SHS USD Y2106R110 2,430 234,529 SH   SOLE   234,529 0 0
DOVA PHARMACEUTICALS INC COM 25985T102 2,456 87,856 SH   SOLE   87,856 0 0
DOVER MOTORSPORTS INC COM 260174107 244 123,396 SH   SOLE   123,396 0 0
DUCOMMUN INC DEL COM 264147109 3,598 84,850 SH   SOLE   84,850 0 0
DURECT CORP COM 266605104 28 15,400 SH   SOLE   15,400 0 0
DXC TECHNOLOGY CO COM 23355L106 12,461 422,421 SH   SOLE   422,421 0 0
EAGLE BANCORP MONT INC COM 26942G100 1,225 70,021 SH   SOLE   70,021 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 2,341 535,000 SH   SOLE   535,000 0 0
EARTHSTONE ENERGY INC CL A 27032D304 1,144 351,902 SH   SOLE   351,902 0 0
EASTERN CO COM 276317104 1,556 62,705 SH   SOLE   62,705 0 0
EBAY INC COM 278642103 32,324 829,250 SH   SOLE   826,950 0 2,300
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,533 156,000 SH   SOLE   156,000 0 0
ECOLAB INC COM 278865100 2,376 12,000 SH   SOLE   11,500 0 500
ECOLOGY & ENVIRONMENT INC CL A 278878103 1,759 115,768 SH   SOLE   115,768 0 0
EDGEWELL PERS CARE CO COM 28035Q102 6,401 197,000 SH   SOLE   197,000 0 0
EDUCATIONAL DEV CORP COM 281479105 758 122,700 SH   SOLE   122,700 0 0
EIGER BIOPHARMACEUTICALS INC COM 28249U105 958 93,500 SH   SOLE   93,500 0 0
EL POLLO LOCO HLDGS INC COM 268603107 882 80,500 SH   SOLE   80,500 0 0
ELECTROCORE INC COM 28531P103 244 111,200 SH   SOLE   111,200 0 0
ELECTROMED INC COM 285409108 1,828 276,538 SH   SOLE   276,538 0 0
ELEVATE CREDIT INC COM 28621V101 981 233,100 SH   SOLE   233,100 0 0
EMCORE CORP COM NEW 290846203 358 116,702 SH   SOLE   116,702 0 0
EMERALD EXPOSITIONS EVENTS I COM 29103B100 1,391 143,000 SH   SOLE   143,000 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 350 6,700 SH   SOLE   6,700 0 0
EMERSON RADIO CORP COM NEW 291087203 185 187,100 SH   SOLE   187,100 0 0
EMMIS COMMUNICATIONS CORP COM NEW CL A 291525400 1,065 212,500 SH   SOLE   212,500 0 0
EMPLOYERS HOLDINGS INC COM 292218104 8,315 190,800 SH   SOLE   190,800 0 0
ENCORE CAP GROUP INC COM 292554102 5,422 162,700 SH   SOLE   162,700 0 0
ENDOLOGIX INC COM NEW 29266S304 159 40,000 SH   SOLE   40,000 0 0
ENNIS INC COM 293389102 4,470 221,157 SH   SOLE   221,157 0 0
ENOVA INTL INC COM 29357K103 7,109 342,607 SH   SOLE   339,507 0 3,100
ENPRO INDS INC COM 29355X107 7,373 107,400 SH   SOLE   107,400 0 0
ENSERVCO CORP COM 29358Y102 127 496,100 SH   SOLE   496,100 0 0
ENSIGN GROUP INC COM 29358P101 4,126 87,000 SH   SOLE   83,900 0 3,100
ENSTAR GROUP LIMITED SHS G3075P101 950 5,000 SH   SOLE   5,000 0 0
ENTEGRA FINL CORP COM 29363J108 1,670 55,600 SH   SOLE   55,600 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,980 592,825 SH   SOLE   592,825 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 1,821 60,750 SH   SOLE   60,750 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,732 544,800 SH   SOLE   544,800 0 0
ENZO BIOCHEM INC COM 294100102 1,534 426,100 SH   SOLE   426,100 0 0
EOG RES INC COM 26875P101 297 4,000 SH   SOLE   4,000 0 0
EPAM SYS INC COM 29414B104 4,868 26,700 SH   SOLE   26,200 0 500
EQUITY BANCSHARES INC COM CL A 29460X109 1,488 55,500 SH   SOLE   55,500 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,432 18,200 SH   SOLE   18,200 0 0
ERA GROUP INC COM 26885G109 3,721 352,350 SH   SOLE   352,350 0 0
ERIE INDTY CO CL A 29530P102 12,661 68,200 SH   SOLE   67,500 0 700
EROS INTL PLC SHS NEW G3788M114 454 237,750 SH   SOLE   237,750 0 0
ESCALADE INC COM 296056104 523 47,980 SH   SOLE   47,980 0 0
ESPEY MFG & ELECTRS CORP COM 296650104 254 10,700 SH   SOLE   10,700 0 0
ESSA BANCORP INC COM 29667D104 2,253 137,200 SH   SOLE   137,200 0 0
ESSENT GROUP LTD COM G3198U102 672 14,100 SH   SOLE   14,100 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 2,867 150,100 SH   SOLE   150,100 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,911 51,109 SH   SOLE   51,109 0 0
EVERQUOTE INC COM CL A 30041R108 933 43,700 SH   SOLE   43,700 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 315 51,400 SH   SOLE   51,400 0 0
EVOLUTION PETROLEUM CORP COM 30049A107 915 156,723 SH   SOLE   156,723 0 0
EXONE CO COM 302104104 427 48,300 SH   SOLE   48,300 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,272 16,900 SH   SOLE   16,300 0 600
EXPRESS INC COM 30219E103 1,173 341,000 SH   SOLE   341,000 0 0
EXTERRAN CORP COM 30227H106 2,184 167,200 SH   SOLE   167,200 0 0
EXTRACTION OIL AND GAS INC COM 30227M105 976 332,000 SH   SOLE   332,000 0 0
EXXON MOBIL CORP COM 30231G102 12,900 182,687 SH   SOLE   182,687 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 957 529,000 SH   SOLE   529,000 0 0
EZCORP INC CL A NON VTG 302301106 1,900 294,269 SH   SOLE   294,269 0 0
FACEBOOK INC CL A 30303M102 16,223 91,100 SH   SOLE   91,100 0 0
FAIR ISAAC CORP COM 303250104 1,882 6,200 SH   SOLE   6,200 0 0
FB FINL CORP COM 30257X104 4,619 123,000 SH   SOLE   123,000 0 0
FBL FINL GROUP INC CL A 30239F106 7,556 126,972 SH   SOLE   126,972 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,589 56,200 SH   SOLE   56,200 0 0
FEDNAT HLDG CO COM 31431B109 2,844 203,312 SH   SOLE   203,312 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,376 260,700 SH   SOLE   250,800 0 9,900
FIDELITY NATL INFORMATION SV COM 31620M106 32,008 241,100 SH   SOLE   241,100 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,042 100,000 SH   SOLE   100,000 0 0
FIFTH THIRD BANCORP COM 316773100 56,869 2,077,010 SH   SOLE   2,077,010 0 0
FINANCIAL INSTNS INC COM 317585404 2,402 79,600 SH   SOLE   79,600 0 0
FINJAN HLDGS INC COM NEW 31788H303 1,189 594,600 SH   SOLE   594,600 0 0
FIRST BANCORP INC ME COM 31866P102 1,163 42,298 SH   SOLE   42,298 0 0
FIRST BANCORP P R COM NEW 318672706 10,611 1,063,200 SH   SOLE   1,063,200 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 2,149 198,385 SH   SOLE   198,385 0 0
FIRST BUS FINL SVCS INC WIS COM 319390100 2,471 102,608 SH   SOLE   102,608 0 0
FIRST BUSEY CORP COM NEW 319383204 7,020 277,693 SH   SOLE   277,693 0 0
FIRST CMNTY BANKSHARES INC V COM 31983A103 1,327 41,000 SH   SOLE   41,000 0 0
FIRST CMNTY CORP S C COM 319835104 265 13,600 SH   SOLE   13,600 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,773 119,982 SH   SOLE   119,982 0 0
FIRST FINL CORP IND COM 320218100 3,111 71,557 SH   SOLE   71,557 0 0
FIRST FNDTN INC COM 32026V104 3,961 259,300 SH   SOLE   259,300 0 0
FIRST GTY BANCSHARES INC COM 32043P106 687 31,037 SH   SOLE   31,037 0 0
FIRST INTERNET BANCORP COM 320557101 1,432 66,900 SH   SOLE   66,900 0 0
FIRST LONG IS CORP COM 320734106 1,356 59,600 SH   SOLE   59,600 0 0
FIRST MID BANCSHARES INC COM 320866106 1,319 38,100 SH   SOLE   38,100 0 0
FIRST NORTHWEST BANCORP COM 335834107 1,197 69,090 SH   SOLE   69,090 0 0
FIRST UTD CORP COM 33741H107 1,412 64,193 SH   SOLE   64,193 0 0
FIRSTCASH INC COM 33767D105 339 3,700 SH   SOLE   3,700 0 0
FISERV INC COM 337738108 3,284 31,700 SH   SOLE   31,700 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 194 50,000 SH   SOLE   50,000 0 0
FLEXIBLE SOLUTIONS INTL INC COM 33938T104 264 112,007 SH   SOLE   112,007 0 0
FLEXSHOPPER INC COM NEW 33939J303 39 25,200 SH   SOLE   25,200 0 0
FLEXSTEEL INDS INC COM 339382103 501 33,800 SH   SOLE   33,800 0 0
FLOTEK INDS INC DEL COM 343389102 565 256,900 SH   SOLE   256,900 0 0
FLUENT INC COM 34380C102 452 165,200 SH   SOLE   165,200 0 0
FLUSHING FINL CORP COM 343873105 2,698 133,538 SH   SOLE   133,538 0 0
FONAR CORP COM NEW 344437405 1,511 73,100 SH   SOLE   73,100 0 0
FORD MTR CO DEL COM 345370860 23,535 2,569,336 SH   SOLE   2,569,336 0 0
FORTERRA INC COM 34960W106 3,254 450,000 SH   SOLE   450,000 0 0
FORTINET INC COM 34959E109 1,635 21,300 SH   SOLE   21,300 0 0
FOSSIL GROUP INC COM 34988V106 4,312 344,700 SH   SOLE   344,700 0 0
FOSTER L B CO COM 350060109 2,009 92,700 SH   SOLE   92,700 0 0
FOUNDATION BLDG MATLS INC COM 350392106 3,135 202,400 SH   SOLE   202,400 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,752 58,000 SH   SOLE   58,000 0 0
FRANKLIN RES INC COM 354613101 44,534 1,543,100 SH   SOLE   1,543,100 0 0
FREEPORT-MCMORAN INC CL B 35671D857 42,616 4,453,100 SH   SOLE   4,445,700 0 7,400
FREIGHTCAR AMER INC COM 357023100 243 50,000 SH   SOLE   50,000 0 0
FREQUENCY ELECTRS INC COM 358010106 316 26,000 SH   SOLE   26,000 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 8,067 236,500 SH   SOLE   236,500 0 0
FRIEDMAN INDS INC COM 358435105 1,464 225,500 SH   SOLE   225,500 0 0
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 303 350,000 SH   SOLE   350,000 0 0
FRONTLINE LTD SHS NEW G3682E192 3,686 405,000 SH   SOLE   405,000 0 0
FS BANCORP INC COM 30263Y104 893 17,000 SH   SOLE   17,000 0 0
FS KKR CAPITAL CORP COM 302635107 2,740 470,000 SH   SOLE   470,000 0 0
FTI CONSULTING INC COM 302941109 2,029 19,146 SH   SOLE   19,146 0 0
FTS INTERNATIONAL INC COM 30283W104 300 133,800 SH   SOLE   133,800 0 0
FUEL TECH INC COM 359523107 441 442,728 SH   SOLE   442,728 0 0
FULGENT GENETICS INC COM 359664109 811 78,100 SH   SOLE   78,100 0 0
FULL HOUSE RESORTS INC COM 359678109 305 141,000 SH   SOLE   141,000 0 0
FUTUREFUEL CORPORATION COM 36116M106 2,177 182,300 SH   SOLE   182,300 0 0
GAIA INC NEW CL A 36269P104 393 60,200 SH   SOLE   60,200 0 0
GAIN CAP HLDGS INC COM 36268W100 1,182 223,905 SH   SOLE   223,905 0 0
GAMCO INVESTORS INC CL A COM 361438104 682 34,900 SH   SOLE   34,900 0 0
GAMESTOP CORP NEW CL A 36467W109 2,929 530,700 SH   SOLE   530,700 0 0
GANNETT CO INC COM 36473H104 7,800 726,300 SH   SOLE   726,300 0 0
GASLOG LTD SHS G37585109 6,585 512,437 SH   SOLE   512,437 0 0
GEMPHIRE THERAPEUTICS INC COM 36870A108 9 25,000 SH   SOLE   25,000 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 1,840 200,000 SH   SOLE   200,000 0 0
GENCOR INDS INC COM 368678108 639 55,050 SH   SOLE   55,050 0 0
GENERAL FIN CORP DEL COM 369822101 1,465 165,764 SH   SOLE   165,764 0 0
GENERAL MTRS CO COM 37045V100 51,848 1,383,357 SH   SOLE   1,383,357 0 0
GENESCO INC COM 371532102 5,003 125,000 SH   SOLE   125,000 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1,097 988,300 SH   SOLE   988,300 0 0
GENIE ENERGY LTD CL B 372284208 456 61,167 SH   SOLE   61,167 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 1,017 66,163 SH   SOLE   66,163 0 0
GERON CORP COM 374163103 349 262,200 SH   SOLE   262,200 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,090 197,500 SH   SOLE   197,500 0 0
GLADSTONE COML CORP COM 376536108 747 31,800 SH   SOLE   31,800 0 0
GLATFELTER COM 377316104 4,069 264,400 SH   SOLE   264,400 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,712 68,543 SH   SOLE   68,543 0 0
GLOBAL WTR RES INC COM 379463102 1,222 103,200 SH   SOLE   103,200 0 0
GLOBALSCAPE INC COM 37940G109 1,071 93,380 SH   SOLE   93,380 0 0
GLYCOMIMETICS INC COM 38000Q102 713 165,400 SH   SOLE   165,400 0 0
GMS INC COM 36251C103 3,771 131,300 SH   SOLE   131,300 0 0
GNC HLDGS INC COM CL A 36191G107 428 200,000 SH   SOLE   200,000 0 0
GOLAR LNG LTD BERMUDA SHS G9456A100 4,092 315,000 SH   SOLE   315,000 0 0
GOLD RESOURCE CORP COM 38068T105 748 245,100 SH   SOLE   245,100 0 0
GOLDEN ENTMT INC COM 381013101 332 25,000 SH   SOLE   25,000 0 0
GOLDFIELD CORP COM 381370105 805 374,580 SH   SOLE   374,580 0 0
GOOD TIMES RESTAURANTS INC COM PAR $.001NEW 382140879 178 110,300 SH   SOLE   110,300 0 0
GOODRICH PETE CORP COM PAR 382410843 1,227 115,400 SH   SOLE   115,400 0 0
GP STRATEGIES CORP COM 36225V104 404 31,487 SH   SOLE   31,487 0 0
GRAHAM CORP COM 384556106 844 42,500 SH   SOLE   42,500 0 0
GRAINGER W W INC COM 384802104 1,842 6,200 SH   SOLE   6,200 0 0
GRAN TIERRA ENERGY INC COM 38500T101 2,402 1,921,900 SH   SOLE   1,921,900 0 0
GRAY TELEVISION INC COM 389375106 9,438 578,300 SH   SOLE   578,300 0 0
GREAT ELM CAP CORP COM 390320109 189 23,000 SH   SOLE   23,000 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 148 40,000 SH   SOLE   40,000 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 3,818 365,350 SH   SOLE   365,350 0 0
GREAT SOUTHN BANCORP INC COM 390905107 3,867 67,906 SH   SOLE   67,906 0 0
GREAT WESTN BANCORP INC COM 391416104 2,574 78,000 SH   SOLE   78,000 0 0
GREEN PLAINS INC COM 393222104 2,566 242,150 SH   SOLE   242,150 0 0
GREENBRIER COS INC COM 393657101 4,123 136,900 SH   SOLE   136,900 0 0
GRIFFIN INL RLTY INC COM 398231100 1,002 26,405 SH   SOLE   26,405 0 0
GRIFFON CORP COM 398433102 881 42,000 SH   SOLE   42,000 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 11,751 127,300 SH   SOLE   127,300 0 0
GSI TECHNOLOGY COM 36241U106 1,163 132,717 SH   SOLE   132,717 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 388 15,856 SH   SOLE   15,856 0 0
GUARDANT HEALTH INC COM 40131M109 1,302 20,400 SH   SOLE   20,400 0 0
GULF ISLAND FABRICATION INC COM 402307102 285 53,200 SH   SOLE   53,200 0 0
GULF RESOURCES INC COM 40251W309 722 1,009,650 SH   SOLE   1,009,650 0 0
GULFPORT ENERGY CORP COM NEW 402635304 2,214 817,000 SH   SOLE   817,000 0 0
HABIT RESTAURANTS INC COM CL A 40449J103 485 55,500 SH   SOLE   55,500 0 0
HACKETT GROUP INC COM 404609109 198 12,000 SH   SOLE   12,000 0 0
HAEMONETICS CORP COM 405024100 479 3,800 SH   SOLE   3,800 0 0
HALLADOR ENERGY COMPANY COM 40609P105 757 209,200 SH   SOLE   209,200 0 0
HALLIBURTON CO COM 406216101 1,632 86,600 SH   SOLE   83,600 0 3,000
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 1,700 88,868 SH   SOLE   88,868 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 574 35,500 SH   SOLE   35,500 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 936 24,431 SH   SOLE   24,431 0 0
HANMI FINL CORP COM NEW 410495204 2,900 154,400 SH   SOLE   154,400 0 0
HARMONIC INC COM 413160102 634 96,400 SH   SOLE   96,400 0 0
HARSCO CORP COM 415864107 446 23,500 SH   SOLE   23,500 0 0
HARTE-HANKS INC COM 416196202 226 73,993 SH   SOLE   73,993 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,985 645,617 SH   SOLE   645,617 0 0
HAVERTY FURNITURE INC COM 419596101 3,407 168,059 SH   SOLE   168,059 0 0
HAWAIIAN HOLDINGS INC COM 419879101 5,785 220,300 SH   SOLE   220,300 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,489 62,469 SH   SOLE   62,469 0 0
HC2 HLDGS INC COM 404139107 236 100,600 SH   SOLE   100,600 0 0
HCA HEALTHCARE INC COM 40412C101 30,532 253,550 SH   SOLE   253,550 0 0
HEARTLAND FINL USA INC COM 42234Q102 7,868 175,850 SH   SOLE   175,850 0 0
HECLA MNG CO COM 422704106 3,557 2,021,000 SH   SOLE   2,021,000 0 0
HEICO CORP NEW CL A 422806208 2,219 22,800 SH   SOLE   22,800 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 546 20,000 SH   SOLE   20,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 8,632 1,071,000 SH   SOLE   1,071,000 0 0
HERC HLDGS INC COM 42704L104 5,697 122,500 SH   SOLE   122,500 0 0
HERITAGE INS HLDGS INC COM 42727J102 2,328 155,700 SH   SOLE   155,700 0 0
HERSHEY CO COM 427866108 57,579 371,500 SH   SOLE   370,900 0 600
HERTZ GLOBAL HLDGS INC COM 42806J106 7,253 524,042 SH   SOLE   524,042 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 35,642 2,349,500 SH   SOLE   2,349,500 0 0
HIBBETT SPORTS INC COM 428567101 3,513 153,400 SH   SOLE   153,400 0 0
HIGHPOWER INTL INC COM 43113X101 618 131,845 SH   SOLE   131,845 0 0
HILL INTERNATIONAL INC COM 431466101 760 254,251 SH   SOLE   254,251 0 0
HILLTOP HOLDINGS INC COM 432748101 9,023 377,700 SH   SOLE   377,700 0 0
HMN FINL INC COM 40424G108 1,124 49,800 SH   SOLE   49,800 0 0
HOLLYFRONTIER CORP COM 436106108 47,949 893,900 SH   SOLE   893,900 0 0
HOME BANCORP INC COM 43689E107 1,856 47,591 SH   SOLE   47,591 0 0
HOME DEPOT INC COM 437076102 12,900 55,600 SH   SOLE   55,600 0 0
HOMESTREET INC COM 43785V102 5,060 185,200 SH   SOLE   185,200 0 0
HOPE BANCORP INC COM 43940T109 6,596 460,000 SH   SOLE   460,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 9,356 201,950 SH   SOLE   201,950 0 0
HORIZON BANCORP INC COM 440407104 1,946 112,109 SH   SOLE   112,109 0 0
HORIZON GLOBAL CORP COM 44052W104 573 150,000 SH   SOLE   150,000 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 820 69,300 SH   SOLE   69,300 0 0
HORMEL FOODS CORP COM 440452100 17,042 389,700 SH   SOLE   389,700 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 220 290,000 SH   SOLE   290,000 0 0
HOST HOTELS & RESORTS INC COM 44107P104 18,749 1,084,400 SH   SOLE   1,084,400 0 0
HOSTESS BRANDS INC CL A 44109J106 8,353 597,300 SH   SOLE   597,300 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 3,207 601,600 SH   SOLE   601,600 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 417 88,339 SH   SOLE   88,339 0 0
HOWARD BANCORP INC COM 442496105 2,488 149,100 SH   SOLE   149,100 0 0
HUB GROUP INC CL A 443320106 7,244 155,782 SH   SOLE   155,782 0 0
HUDSON GLOBAL INC COM NEW 443787205 165 13,441 SH   SOLE   13,441 0 0
HURCO COMPANIES INC COM 447324104 2,352 73,106 SH   SOLE   73,106 0 0
I D SYSTEMS INC COM 449489103 285 52,000 SH   SOLE   52,000 0 0
ICHOR HOLDINGS SHS G4740B105 2,188 90,500 SH   SOLE   90,500 0 0
IDEAYA BIOSCIENCES INC COM 45166A102 450 50,000 SH   SOLE   50,000 0 0
IDT CORP CL B NEW 448947507 1,545 146,700 SH   SOLE   146,700 0 0
IEC ELECTRS CORP NEW COM 44949L105 317 45,850 SH   SOLE   45,850 0 0
IHS MARKIT LTD SHS G47567105 23,284 348,150 SH   SOLE   348,150 0 0
IMEDIA BRANDS INC COM CL A 452465107 7 12,700 SH   SOLE   12,700 0 0
IMPAC MTG HLDGS INC COM NEW 45254P508 809 102,781 SH   SOLE   102,781 0 0
INCYTE CORP COM 45337C102 4,320 58,200 SH   SOLE   57,000 0 1,200
INDEPENDENCE CONTRACT DRIL I COM 453415309 624 519,600 SH   SOLE   519,600 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 1,818 47,100 SH   SOLE   47,100 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 416 19,597 SH   SOLE   19,597 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 512 496,900 SH   SOLE   496,900 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 524 211,000 SH   SOLE   211,000 0 0
INFUSYSTEM HLDGS INC COM 45685K102 2,933 554,376 SH   SOLE   554,376 0 0
INGLES MKTS INC CL A 457030104 6,678 171,850 SH   SOLE   170,350 0 1,500
INNERWORKINGS INC COM 45773Y105 989 223,308 SH   SOLE   223,308 0 0
INNODATA INC COM NEW 457642205 440 330,455 SH   SOLE   330,455 0 0
INNOPHOS HOLDINGS INC COM 45774N108 812 25,000 SH   SOLE   25,000 0 0
INNOSPEC INC COM 45768S105 1,783 20,000 SH   SOLE   19,000 0 1,000
INNOVATIVE INDL PPTYS INC COM 45781V101 545 5,900 SH   SOLE   5,900 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 487 103,700 SH   SOLE   103,700 0 0
INNOVIVA INC COM 45781M101 480 45,500 SH   SOLE   45,500 0 0
INSEEGO CORP COM 45782B104 105 21,900 SH   SOLE   21,900 0 0
INSIGHT ENTERPRISES INC COM 45765U103 9,428 169,300 SH   SOLE   169,300 0 0
INSPERITY INC COM 45778Q107 3,807 38,600 SH   SOLE   36,900 0 1,700
INSULET CORP COM 45784P101 4,404 26,700 SH   SOLE   26,200 0 500
INTEL CORP COM 458140100 32,140 623,723 SH   SOLE   623,723 0 0
INTELLICHECK INC COM NEW 45817G201 248 49,700 SH   SOLE   49,700 0 0
INTELLIGENT SYS CORP NEW COM 45816D100 1,533 36,912 SH   SOLE   36,912 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 33,623 364,400 SH   SOLE   364,400 0 0
INTERDIGITAL INC COM 45867G101 462 8,800 SH   SOLE   8,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 13,003 89,417 SH   SOLE   89,417 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 9,147 203,216 SH   SOLE   203,216 0 0
INTEST CORP COM 461147100 1,689 363,300 SH   SOLE   363,300 0 0
INTEVAC INC COM 461148108 571 108,900 SH   SOLE   108,900 0 0
INTL FCSTONE INC COM 46116V105 328 8,000 SH   SOLE   8,000 0 0
INTREPID POTASH INC COM 46121Y102 2,480 758,500 SH   SOLE   758,500 0 0
INTRICON CORP COM 46121H109 1,752 90,100 SH   SOLE   90,100 0 0
INTUIT COM 461202103 6,409 24,100 SH   SOLE   24,100 0 0
INVACARE CORP COM 461203101 662 88,300 SH   SOLE   88,300 0 0
INVESTAR HLDG CORP COM 46134L105 519 21,800 SH   SOLE   21,800 0 0
INVESTCORP CR MGMT BDC INC COM 46090R104 673 101,200 SH   SOLE   101,200 0 0
INVIVO THERAPEUTICS HLDGS CO COM 46186M407 13 25,000 SH   SOLE   25,000 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 1,188 130,216 SH   SOLE   130,216 0 0
IONIS PHARMACEUTICALS INC COM 462222100 2,169 36,200 SH   SOLE   36,200 0 0
IRIDEX CORP COM 462684101 154 81,500 SH   SOLE   81,500 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 14,150 664,950 SH   SOLE   664,950 0 0
ISHARES TR MICRO-CAP ETF 464288869 575 6,525 SH   SOLE   6,525 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 4,932 41,300 SH   SOLE   41,300 0 0
ISSUER DIRECT CORPORATION COM NEW 46520M204 259 25,000 SH   SOLE   25,000 0 0
ITRON INC COM 465741106 244 3,300 SH   SOLE   3,300 0 0
IVERIC BIO INC COM 46583P102 45 40,500 SH   SOLE   40,500 0 0
J ALEXANDERS HLDGS INC COM 46609J106 1,982 169,100 SH   SOLE   169,100 0 0
J JILL INC COM 46620W102 876 461,100 SH   SOLE   461,100 0 0
JAKKS PAC INC COM 47012E106 316 369,700 SH   SOLE   369,700 0 0
JAMES RIV GROUP LTD COM G5005R107 10,397 202,900 SH   SOLE   202,900 0 0
JASON INDS INC COM 471172106 83 234,900 SH   SOLE   234,900 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 47,847 373,400 SH   SOLE   373,400 0 0
JMP GROUP LLC COM 46629U107 234 68,151 SH   SOLE   68,151 0 0
JOHNSON & JOHNSON COM 478160104 12,764 98,652 SH   SOLE   98,652 0 0
JOUNCE THERAPEUTICS INC COM 481116101 511 153,600 SH   SOLE   153,600 0 0
JPMORGAN CHASE & CO COM 46625H100 19,418 164,995 SH   SOLE   164,995 0 0
JUNIPER NETWORKS INC COM 48203R104 9,205 371,900 SH   SOLE   371,900 0 0
K12 INC COM 48273U102 7,309 276,867 SH   SOLE   274,267 0 2,600
KADANT INC COM 48282T104 579 6,600 SH   SOLE   6,600 0 0
KALA PHARMACEUTICALS INC COM 483119103 597 156,900 SH   SOLE   156,900 0 0
KANDI TECHNOLOGIES GROUP INC COM 483709101 327 70,100 SH   SOLE   70,100 0 0
KB HOME COM 48666K109 10,560 310,600 SH   SOLE   310,600 0 0
KEANE GROUP INC COM 48669A108 1,939 320,000 SH   SOLE   320,000 0 0
KELLY SVCS INC CL A 488152208 5,624 232,200 SH   SOLE   232,200 0 0
KEMET CORP COM NEW 488360207 4,463 245,500 SH   SOLE   245,500 0 0
KEMPHARM INC COM 488445107 90 130,200 SH   SOLE   130,200 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 522 33,500 SH   SOLE   33,500 0 0
KEY ENERGY SVCS INC DEL COM 49309J103 249 166,800 SH   SOLE   166,800 0 0
KEY TRONIC CORP COM 493144109 857 134,933 SH   SOLE   134,933 0 0
KEZAR LIFE SCIENCES INC COM 49372L100 137 41,798 SH   SOLE   41,798 0 0
KIMBALL ELECTRONICS INC COM 49428J109 1,944 134,000 SH   SOLE   134,000 0 0
KIMBALL INTL INC CL B 494274103 737 38,200 SH   SOLE   38,200 0 0
KINGSTONE COS INC COM 496719105 199 23,300 SH   SOLE   23,300 0 0
KIRKLANDS INC COM 497498105 21 13,700 SH   SOLE   13,700 0 0
KODIAK SCIENCES INC COM 50015M109 180 12,500 SH   SOLE   12,500 0 0
KOHLS CORP COM 500255104 39,374 792,870 SH   SOLE   792,870 0 0
KRATON CORPORATION COM 50077C106 8,157 252,627 SH   SOLE   252,627 0 0
KROGER CO COM 501044101 37,027 1,436,250 SH   SOLE   1,436,250 0 0
KRONOS WORLDWIDE INC COM 50105F105 2,660 215,000 SH   SOLE   215,000 0 0
KVH INDS INC COM 482738101 970 91,067 SH   SOLE   91,067 0 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 1,828 771,100 SH   SOLE   771,100 0 0
LAKE SHORE BANCORP INC COM 510700107 493 33,850 SH   SOLE   33,850 0 0
LAKELAND BANCORP INC COM 511637100 3,435 222,590 SH   SOLE   222,590 0 0
LAKELAND INDS INC COM 511795106 1,738 142,957 SH   SOLE   142,957 0 0
LAM RESEARCH CORP COM 512807108 2,588 11,200 SH   SOLE   10,600 0 600
LANDMARK BANCORP INC COM 51504L107 746 32,038 SH   SOLE   32,038 0 0
LANDS END INC NEW COM 51509F105 1,707 150,500 SH   SOLE   150,500 0 0
LANNET INC COM 516012101 4,463 398,500 SH   SOLE   398,500 0 0
LAREDO PETROLEUM INC COM 516806106 1,296 537,900 SH   SOLE   521,700 0 16,200
LCI INDS COM 50189K103 266 2,900 SH   SOLE   2,900 0 0
LCNB CORP COM 50181P100 979 55,200 SH   SOLE   55,200 0 0
LEAF GROUP LTD COM 52177G102 452 107,600 SH   SOLE   107,600 0 0
LEAP THERAPEUTICS INC COM 52187K101 42 36,300 SH   SOLE   36,300 0 0
LEAR CORP COM NEW 521865204 44,025 373,413 SH   SOLE   372,813 0 600
LEE ENTERPRISES INC COM 523768109 524 256,700 SH   SOLE   256,700 0 0
LEVEL ONE BANCORP INC COM 52730D208 603 25,000 SH   SOLE   25,000 0 0
LGI HOMES INC COM 50187T106 517 6,200 SH   SOLE   6,200 0 0
LIBBEY INC COM 529898108 459 137,000 SH   SOLE   137,000 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,600 170,000 SH   SOLE   170,000 0 0
LIFETIME BRANDS INC COM 53222Q103 1,545 174,599 SH   SOLE   174,599 0 0
LIFEVANTAGE CORP COM NEW 53222K205 1,499 109,400 SH   SOLE   109,400 0 0
LIFEWAY FOODS INC COM 531914109 138 63,052 SH   SOLE   63,052 0 0
LILLY ELI & CO COM 532457108 280 2,500 SH   SOLE   2,500 0 0
LIMBACH HLDGS INC COM 53263P105 418 84,700 SH   SOLE   84,700 0 0
LINCOLN EDL SVCS CORP COM 533535100 570 273,969 SH   SOLE   273,969 0 0
LINEAGE CELL THERAPEUTICS IN COM 53566P109 518 529,039 SH   SOLE   529,039 0 0
LIQUIDITY SERVICES INC COM 53635B107 628 84,900 SH   SOLE   84,900 0 0
LIVE OAK BANCSHARES INC COM 53803X105 1,151 63,600 SH   SOLE   63,600 0 0
LIVE VENTURES INC COM NEW 538142308 115 13,702 SH   SOLE   13,702 0 0
LOEWS CORP COM 540424108 42,872 832,790 SH   SOLE   832,790 0 0
LONESTAR RES US INC CL A VTG 54240F103 1,429 525,200 SH   SOLE   525,200 0 0
LSB INDS INC COM 502160104 1,627 314,000 SH   SOLE   314,000 0 0
LSI INDS INC COM 50216C108 2,109 404,100 SH   SOLE   404,100 0 0
LUBYS INC COM 549282101 244 128,100 SH   SOLE   128,100 0 0
LULULEMON ATHLETICA INC COM 550021109 10,551 54,800 SH   SOLE   53,800 0 1,000
LUNA INNOVATIONS COM 550351100 947 163,530 SH   SOLE   163,530 0 0
LUTHER BURBANK CORP COM 550550107 3,994 352,500 SH   SOLE   352,500 0 0
LYON WILLIAM HOMES CL A NEW 552074700 3,547 174,197 SH   SOLE   174,197 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 69,829 780,471 SH   SOLE   780,471 0 0
M D C HLDGS INC COM 552676108 2,336 54,204 SH   SOLE   54,204 0 0
MACKINAC FINL CORP COM 554571109 1,070 69,200 SH   SOLE   69,200 0 0
MACYS INC COM 55616P104 25,210 1,622,250 SH   SOLE   1,622,250 0 0
MAGELLAN HEALTH INC COM NEW 559079207 8,396 135,200 SH   SOLE   135,200 0 0
MAGENTA THERAPEUTICS INC COM 55910K108 311 30,287 SH   SOLE   30,287 0 0
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 507 50,000 SH   SOLE   50,000 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,275 528,900 SH   SOLE   528,900 0 0
MALVERN BANCORP INC COM 561409103 592 27,100 SH   SOLE   27,100 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 549 221,400 SH   SOLE   221,400 0 0
MANNATECH INC COM NEW 563771203 1,077 62,409 SH   SOLE   62,409 0 0
MANNING & NAPIER INC CL A 56382Q102 1,003 533,300 SH   SOLE   533,300 0 0
MANNKIND CORP COM NEW 56400P706 711 568,500 SH   SOLE   568,500 0 0
MANTECH INTL CORP CL A 564563104 2,057 28,800 SH   SOLE   28,800 0 0
MARATHON OIL CORP COM 565849106 1,980 161,400 SH   SOLE   161,400 0 0
MARATHON PETE CORP COM 56585A102 72,274 1,189,688 SH   SOLE   1,189,688 0 0
MARCHEX INC CL B 56624R108 716 228,100 SH   SOLE   228,100 0 0
MARCUS CORP COM 566330106 8,224 222,204 SH   SOLE   222,204 0 0
MARIN SOFTWARE INC COM NEW 56804T205 150 58,185 SH   SOLE   58,185 0 0
MARINEMAX INC COM 567908108 2,183 141,000 SH   SOLE   141,000 0 0
MARINUS PHARMACEUTICALS INC COM 56854Q101 269 174,400 SH   SOLE   174,400 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,764 8,440 SH   SOLE   8,140 0 300
MARLIN BUSINESS SVCS CORP COM 571157106 3,332 132,255 SH   SOLE   132,255 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,821 18,200 SH   SOLE   18,200 0 0
MARTEN TRANS LTD COM 573075108 5,472 263,337 SH   SOLE   263,337 0 0
MASTEC INC COM 576323109 539 8,300 SH   SOLE   8,300 0 0
MASTECH DIGITAL INC COM 57633B100 111 18,500 SH   SOLE   18,500 0 0
MASTERCARD INC CL A 57636Q104 217 800 SH   SOLE   800 0 0
MATCH GROUP INC COM 57665R106 3,651 51,100 SH   SOLE   50,100 0 1,000
MATERION CORP COM 576690101 2,454 40,000 SH   SOLE   40,000 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 214 340,000 SH   SOLE   340,000 0 0
MATRIX SVC CO COM 576853105 1,808 105,500 SH   SOLE   105,500 0 0
MATSON INC COM 57686G105 8,541 227,690 SH   SOLE   227,690 0 0
MATTHEWS INTL CORP CL A 577128101 5,609 158,500 SH   SOLE   158,500 0 0
MAUI LD & PINEAPPLE INC COM 577345101 1,007 92,567 SH   SOLE   92,567 0 0
MCCLATCHY CO CL A NEW 579489303 129 45,681 SH   SOLE   45,681 0 0
MCCORMICK & CO INC COM NON VTG 579780206 33,519 214,450 SH   SOLE   214,450 0 0
MCDERMOTT INTL INC COM 580037703 940 465,132 SH   SOLE   465,132 0 0
MCDONALDS CORP COM 580135101 64,778 301,700 SH   SOLE   301,700 0 0
MEDALLION FINL CORP COM 583928106 675 105,444 SH   SOLE   105,444 0 0
MEDIFAST INC COM 58470H101 363 3,500 SH   SOLE   3,500 0 0
MELINTA THERAPEUTICS INC COM NEW 58549G209 139 36,600 SH   SOLE   36,600 0 0
MENLO THERAPEUTICS INC COM 586858102 596 133,100 SH   SOLE   133,100 0 0
MERCER INTL INC COM 588056101 4,465 356,100 SH   SOLE   356,100 0 0
MERCHANTS BANCORP IND COM 58844R108 1,758 106,300 SH   SOLE   106,300 0 0
MERCK & CO INC COM 58933Y105 97,913 1,163,135 SH   SOLE   1,160,635 0 2,500
MEREO BIOPHARMA GROUP PLC ADS 589492107 46 15,961 SH   SOLE   15,961 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 323 34,000 SH   SOLE   34,000 0 0
MERIDIAN CORPORATION COM 58958P104 539 30,900 SH   SOLE   30,900 0 0
MERITAGE HOMES CORP COM 59001A102 13,932 198,042 SH   SOLE   198,042 0 0
MERITOR INC COM 59001K100 344 18,600 SH   SOLE   18,600 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 277 61,700 SH   SOLE   61,700 0 0
MERSANA THERAPEUTICS INC COM 59045L106 178 112,800 SH   SOLE   112,800 0 0
MESA AIR GROUP INC COM NEW 590479135 658 97,600 SH   SOLE   97,600 0 0
META FINL GROUP INC COM 59100U108 4,554 139,665 SH   SOLE   139,665 0 0
METHODE ELECTRS INC COM 591520200 1,208 35,900 SH   SOLE   35,900 0 0
METLIFE INC COM 59156R108 32,279 684,450 SH   SOLE   684,450 0 0
METROPOLITAN BK HLDG CORP COM 591774104 1,632 41,500 SH   SOLE   41,500 0 0
MEXCO ENERGY CORP COM 592770101 48 12,000 SH   SOLE   12,000 0 0
MICHAELS COS INC COM 59408Q106 388 39,600 SH   SOLE   39,600 0 0
MICRON SOLUTIONS INC COM 59511X105 58 26,425 SH   SOLE   26,425 0 0
MICRON TECHNOLOGY INC COM 595112103 60,628 1,414,900 SH   SOLE   1,411,200 0 3,700
MICROSOFT CORP COM 594918104 21,653 155,745 SH   SOLE   155,745 0 0
MICROSTRATEGY INC CL A NEW 594972408 549 3,700 SH   SOLE   3,700 0 0
MICROVISION INC DEL COM NEW 594960304 59 100,000 SH   SOLE   100,000 0 0
MID PENN BANCORP INC COM 59540G107 1,329 51,848 SH   SOLE   51,848 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 890 19,000 SH   SOLE   19,000 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 3,224 123,775 SH   SOLE   123,775 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 2,996 98,160 SH   SOLE   98,160 0 0
MILACRON HLDGS CORP COM 59870L106 5,751 345,000 SH   SOLE   345,000 0 0
MILLER INDS INC TENN COM NEW 600551204 1,562 46,900 SH   SOLE   46,900 0 0
MINERVA NEUROSCIENCES INC COM 603380106 579 74,700 SH   SOLE   74,700 0 0
MISONIX INC COM 604871103 1,584 78,800 SH   SOLE   78,800 0 0
MISTRAS GROUP INC COM 60649T107 713 43,500 SH   SOLE   43,500 0 0
MITCHAM INDS INC COM 606501104 841 258,845 SH   SOLE   258,845 0 0
MODINE MFG CO COM 607828100 3,351 294,700 SH   SOLE   294,700 0 0
MOELIS & CO CL A 60786M105 233 7,100 SH   SOLE   7,100 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 775 53,800 SH   SOLE   53,800 0 0
MONROE CAP CORP COM 610335101 898 85,103 SH   SOLE   85,103 0 0
MONTAGE RES CORP COM 61179L100 697 184,266 SH   SOLE   184,266 0 0
MORGAN STANLEY COM NEW 617446448 55,342 1,296,985 SH   SOLE   1,296,985 0 0
MOVADO GROUP INC COM 624580106 3,396 136,600 SH   SOLE   136,600 0 0
MR COOPER GROUP INC COM 62482R107 5,522 519,947 SH   SOLE   519,947 0 0
MSB FINL CORP NEW COM 55352L101 403 25,000 SH   SOLE   25,000 0 0
MUSTANG BIO INC COM 62818Q104 334 102,500 SH   SOLE   102,500 0 0
MUTUALFIRST FINL INC COM 62845B104 1,781 56,511 SH   SOLE   56,511 0 0
MVB FINANCIAL CORP COM 553810102 1,690 85,118 SH   SOLE   85,118 0 0
MYLAN N V SHS EURO N59465109 42,129 2,129,900 SH   SOLE   2,129,900 0 0
MYOMO INC COM 62857J102 31 50,000 SH   SOLE   50,000 0 0
MYR GROUP INC DEL COM 55405W104 2,816 90,000 SH   SOLE   90,000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 1,964 1,050,000 SH   SOLE   1,050,000 0 0
NACCO INDS INC CL A 629579103 5,707 89,295 SH   SOLE   89,295 0 0
NANTHEALTH INC COM 630104107 44 60,900 SH   SOLE   60,900 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 2,242 335,700 SH   SOLE   335,700 0 0
NATIONAL GEN HLDGS CORP COM 636220303 677 29,400 SH   SOLE   29,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 766 9,300 SH   SOLE   9,300 0 0
NATIONAL HEALTHCARE CORP COM 635906100 3,968 48,482 SH   SOLE   48,482 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 234 84,400 SH   SOLE   84,400 0 0
NATIONAL RESH CORP COM NEW 637372202 474 8,200 SH   SOLE   8,200 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 6,082 22,664 SH   SOLE   22,664 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 864 103,510 SH   SOLE   103,510 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 2,392 186,764 SH   SOLE   186,764 0 0
NATURAL GROCERS BY VITAMIN C COM 63888U108 1,889 189,100 SH   SOLE   189,100 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 216 26,000 SH   SOLE   26,000 0 0
NAUTILUS INC COM 63910B102 187 138,300 SH   SOLE   138,300 0 0
NAVIGANT CONSULTING INC COM 63935N107 9,166 327,928 SH   SOLE   327,928 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 3,173 297,100 SH   SOLE   297,100 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159143 114 17,000 SH   SOLE   17,000 0 0
NAVIOS MARITIME HLDGS INC COM Y62197119 487 101,200 SH   SOLE   101,200 0 0
NCS MULTISTAGE HLDGS INC COM 628877102 544 271,900 SH   SOLE   271,900 0 0
NELNET INC CL A 64031N108 1,075 16,900 SH   SOLE   16,900 0 0
NEOLEUKIN THERAPEUTICS INC COM 64049K104 371 130,000 SH   SOLE   130,000 0 0
NEON THERAPEUTICS INC COM 64050Y100 201 116,600 SH   SOLE   116,600 0 0
NEOPHOTONICS CORP COM 64051T100 1,407 231,000 SH   SOLE   231,000 0 0
NEOS THERAPEUTICS INC COM 64052L106 311 210,000 SH   SOLE   210,000 0 0
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 563 157,600 SH   SOLE   157,600 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 572 103,100 SH   SOLE   103,100 0 0
NETWORK 1 TECHNOLOGIES INC COM 64121N109 560 240,200 SH   SOLE   240,200 0 0
NEURONETICS INC COM 64131A105 750 90,300 SH   SOLE   90,300 0 0
NEW HOME CO INC COM 645370107 348 79,800 SH   SOLE   79,800 0 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,385 270,700 SH   SOLE   270,700 0 0
NEWLINK GENETICS CORP COM 651511107 89 55,900 SH   SOLE   55,900 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 2,957 388,000 SH   SOLE   388,000 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 510 10,900 SH   SOLE   10,900 0 0
NICHOLAS FINANCIAL INC COM NEW 65373J209 565 62,800 SH   SOLE   62,800 0 0
NICOLET BANKSHARES INC COM 65406E102 2,414 36,255 SH   SOLE   36,255 0 0
NII HLDGS INC COM PAR 62913F508 593 302,300 SH   SOLE   302,300 0 0
NINE ENERGY SVC INC COM 65441V101 695 112,700 SH   SOLE   112,700 0 0
NL INDS INC COM NEW 629156407 218 58,100 SH   SOLE   58,100 0 0
NMI HLDGS INC CL A 629209305 1,725 65,700 SH   SOLE   65,700 0 0
NOBLE CORP PLC SHS USD G65431101 1,447 1,139,000 SH   SOLE   1,139,000 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 1,836 850,000 SH   SOLE   850,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 70,526 392,550 SH   SOLE   392,550 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 3,008 135,700 SH   SOLE   135,700 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 2,873 1,465,700 SH   SOLE   1,465,700 0 0
NORTHERN TECH INTL CORP COM 665809109 353 27,900 SH   SOLE   27,900 0 0
NORTHRIM BANCORP INC COM 666762109 3,418 86,168 SH   SOLE   86,168 0 0
NORTHROP GRUMMAN CORP COM 666807102 262 700 SH   SOLE   700 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 5,753 351,000 SH   SOLE   351,000 0 0
NORTHWEST PIPE CO COM 667746101 552 19,593 SH   SOLE   19,593 0 0
NORWOOD FINANCIAL CORP COM 669549107 598 18,912 SH   SOLE   18,912 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 15 25,000 SH   SOLE   25,000 0 0
NOVAN INC COM 66988N106 155 60,000 SH   SOLE   60,000 0 0
NOW INC COM 67011P100 4,078 355,500 SH   SOLE   355,500 0 0
NUVECTRA CORP COM 67075N108 48 35,100 SH   SOLE   35,100 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 4,025 10,100 SH   SOLE   10,100 0 0
OAKTREE STRATEGIC INCOME COR COM 67402D104 309 37,403 SH   SOLE   37,403 0 0
OCEANFIRST FINL CORP COM 675234108 5,900 250,000 SH   SOLE   250,000 0 0
OCWEN FINL CORP COM NEW 675746309 3,035 1,614,500 SH   SOLE   1,614,500 0 0
OFFICE DEPOT INC COM 676220106 5,342 3,044,000 SH   SOLE   3,019,300 0 24,700
OFG BANCORP COM 67103X102 7,264 331,700 SH   SOLE   331,700 0 0
OHIO VY BANC CORP COM 677719106 872 23,900 SH   SOLE   23,900 0 0
OIL DRI CORP AMER COM 677864100 1,063 31,200 SH   SOLE   31,200 0 0
OIL STS INTL INC COM 678026105 2,647 199,000 SH   SOLE   199,000 0 0
OLD SECOND BANCORP INC ILL COM 680277100 1,755 143,650 SH   SOLE   143,650 0 0
OLYMPIC STEEL INC COM 68162K106 1,539 106,900 SH   SOLE   106,900 0 0
OMNICELL INC COM 68213N109 520 7,200 SH   SOLE   7,200 0 0
ON DECK CAP INC COM 682163100 1,351 402,000 SH   SOLE   402,000 0 0
ONCOCYTE CORPORATION COM 68235C107 568 270,300 SH   SOLE   270,300 0 0
OOMA INC COM 683416101 684 65,800 SH   SOLE   65,800 0 0
OP BANCORP COM 67109R109 1,172 119,851 SH   SOLE   119,851 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 3,152 104,862 SH   SOLE   104,862 0 0
OPTICAL CABLE CORP COM NEW 683827208 72 20,100 SH   SOLE   20,100 0 0
OPTION CARE HEALTH INC COM 68404L102 1,180 368,700 SH   SOLE   368,700 0 0
OPUS BK IRVINE CALIF COM 684000102 4,528 208,000 SH   SOLE   208,000 0 0
ORACLE CORP COM 68389X105 38,586 701,173 SH   SOLE   701,173 0 0
ORGANOVO HLDGS INC COM 68620A104 91 348,600 SH   SOLE   348,600 0 0
ORION ENERGY SYSTEMS INC COM 686275108 820 287,600 SH   SOLE   287,600 0 0
ORION GROUP HOLDINGS INC COM 68628V308 489 108,644 SH   SOLE   108,644 0 0
ORRSTOWN FINL SVCS INC COM 687380105 1,391 63,500 SH   SOLE   63,500 0 0
OSI SYSTEMS INC COM 671044105 498 4,900 SH   SOLE   4,900 0 0
OTONOMY INC COM 68906L105 411 171,800 SH   SOLE   171,800 0 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,128 1,215,916 SH   SOLE   1,215,916 0 0
OVID THERAPEUTICS INC COM 690469101 681 210,200 SH   SOLE   210,200 0 0
OWENS & MINOR INC NEW COM 690732102 581 100,000 SH   SOLE   100,000 0 0
OWENS ILL INC COM NEW 690768403 8,442 822,000 SH   SOLE   822,000 0 0
P & F INDS INC CL A NEW 692830508 78 11,688 SH   SOLE   11,688 0 0
P A M TRANSN SVCS INC COM 693149106 3,320 56,170 SH   SOLE   56,170 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,575 305,200 SH   SOLE   305,200 0 0
PACIFIC MERCANTILE BANCORP COM 694552100 1,555 207,105 SH   SOLE   207,105 0 0
PACIFIC PREMIER BANCORP COM 69478X105 493 15,800 SH   SOLE   15,800 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 723 796,000 SH   SOLE   796,000 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 727 51,994 SH   SOLE   51,994 0 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 5,262 230,200 SH   SOLE   230,200 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 27 40,000 SH   SOLE   40,000 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 410 95,000 SH   SOLE   95,000 0 0
PARK OHIO HLDGS CORP COM 700666100 2,240 75,000 SH   SOLE   75,000 0 0
PARKE BANCORP INC COM 700885106 1,761 79,236 SH   SOLE   79,236 0 0
PARTY CITY HOLDCO INC COM 702149105 2,275 398,500 SH   SOLE   398,500 0 0
PATRICK INDS INC COM 703343103 1,715 40,000 SH   SOLE   40,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 516 40,500 SH   SOLE   40,500 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 967 50,871 SH   SOLE   50,871 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,823 8,700 SH   SOLE   8,700 0 0
PB BANCORP INC COM 70454T100 345 30,000 SH   SOLE   30,000 0 0
PCB BANCORP COM 69320M109 247 15,000 SH   SOLE   15,000 0 0
PC-TEL INC COM 69325Q105 1,996 237,600 SH   SOLE   237,600 0 0
PDL BIOPHARMA INC COM 69329Y104 2,099 971,800 SH   SOLE   971,800 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,687 95,862 SH   SOLE   95,862 0 0
PEDEVCO CORP COM PAR 70532Y303 59 40,000 SH   SOLE   40,000 0 0
PENN VA CORP NEW COM 70788V102 2,674 92,000 SH   SOLE   92,000 0 0
PENNS WOODS BANCORP INC COM 708430103 1,065 23,023 SH   SOLE   23,023 0 0
PENNYMAC FINL SVCS INC COM 70932M107 4,068 133,900 SH   SOLE   133,900 0 0
PEOPLES BANCORP INC COM 709789101 2,639 82,950 SH   SOLE   82,950 0 0
PEOPLES BANCORP N C INC COM 710577107 2,468 83,077 SH   SOLE   83,077 0 0
PEOPLES FINL SVCS CORP COM 711040105 1,834 40,500 SH   SOLE   40,500 0 0
PEOPLES UTD FINL INC COM 712704105 438 28,022 SH   SOLE   28,022 0 0
PEPSICO INC COM 713448108 13,268 96,775 SH   SOLE   96,775 0 0
PERCEPTRON INC COM 71361F100 264 55,000 SH   SOLE   55,000 0 0
PERFORMANT FINL CORP COM 71377E105 391 355,000 SH   SOLE   355,000 0 0
PERMA PIPE INTL HLDGS INC COM 714167103 637 66,100 SH   SOLE   66,100 0 0
PFENEX INC COM 717071104 933 110,500 SH   SOLE   110,500 0 0
PFIZER INC COM 717081103 85,191 2,371,024 SH   SOLE   2,371,024 0 0
PHILLIPS 66 COM 718546104 64,911 633,893 SH   SOLE   633,893 0 0
PHOTRONICS INC COM 719405102 4,815 442,520 SH   SOLE   442,520 0 0
PHYSICIANS RLTY TR COM 71943U104 220 12,400 SH   SOLE   12,400 0 0
PICO HLDGS INC COM NEW 693366205 959 95,000 SH   SOLE   95,000 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 336 16,100 SH   SOLE   16,100 0 0
PIPER JAFFRAY COS COM 724078100 7,178 95,100 SH   SOLE   95,100 0 0
PITNEY BOWES INC COM 724479100 749 163,800 SH   SOLE   163,800 0 0
PIXELWORKS INC COM NEW 72581M305 893 241,300 SH   SOLE   241,300 0 0
PLANTRONICS INC NEW COM 727493108 560 15,000 SH   SOLE   15,000 0 0
PLAYA HOTELS & RESORTS NV SHS N70544106 2,349 300,000 SH   SOLE   300,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 225 4,000 SH   SOLE   4,000 0 0
PORTMAN RIDGE FIN CORP COM 73688F102 1,213 538,900 SH   SOLE   538,900 0 0
POTBELLY CORP COM 73754Y100 475 109,000 SH   SOLE   109,000 0 0
POWELL INDS INC COM 739128106 799 20,400 SH   SOLE   20,400 0 0
PRA GROUP INC COM 69354N106 2,264 67,000 SH   SOLE   67,000 0 0
PREFORMED LINE PRODS CO COM 740444104 608 11,135 SH   SOLE   11,135 0 0
PREMIER FINL BANCORP INC COM 74050M105 3,402 198,119 SH   SOLE   198,119 0 0
PRESIDIO INC COM 74102M103 6,410 379,300 SH   SOLE   379,300 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 9,796 282,400 SH   SOLE   282,400 0 0
PRGX GLOBAL INC COM NEW 69357C503 556 107,916 SH   SOLE   107,916 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 55,017 962,850 SH   SOLE   962,850 0 0
PROCTER & GAMBLE CO COM 742718109 98,622 792,906 SH   SOLE   792,906 0 0
PRO-DEX INC COLO COM NEW 74265M205 387 25,300 SH   SOLE   25,300 0 0
PROGRESSIVE CORP OHIO COM 743315103 5,096 65,970 SH   SOLE   63,470 0 2,500
PROLOGIS INC COM 74340W103 25,140 295,000 SH   SOLE   295,000 0 0
PROPETRO HLDG CORP COM 74347M108 3,960 435,600 SH   SOLE   431,800 0 3,800
PROTAGONIST THERAPEUTICS INC COM 74366E102 1,095 91,144 SH   SOLE   91,144 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A101 42 202,588 SH   SOLE   202,588 0 0
PROTECTIVE INS CORP CL B 74368L203 2,077 119,000 SH   SOLE   119,000 0 0
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PROVIDENCE SVC CORP COM 743815102 535 9,000 SH   SOLE   9,000 0 0
PROVIDENT FINL HLDGS INC COM 743868101 3,192 153,841 SH   SOLE   153,841 0 0
PROVIDENT FINL SVCS INC COM 74386T105 5,230 213,200 SH   SOLE   213,200 0 0
PRUDENTIAL BANCORP INC NEW COM 74431A101 240 14,091 SH   SOLE   14,091 0 0
PRUDENTIAL FINL INC COM 744320102 52,287 581,290 SH   SOLE   580,090 0 1,200
PULTE GROUP INC COM 745867101 45,015 1,231,600 SH   SOLE   1,231,600 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 1,111 124,600 SH   SOLE   124,600 0 0
QAD INC CL B 74727D207 224 6,250 SH   SOLE   6,250 0 0
QCR HOLDINGS INC COM 74727A104 2,602 68,500 SH   SOLE   68,500 0 0
QEP RES INC COM 74733V100 3,474 939,000 SH   SOLE   939,000 0 0
QUAD / GRAPHICS INC COM CL A 747301109 1,578 150,100 SH   SOLE   150,100 0 0
QUALCOMM INC COM 747525103 50,841 666,500 SH   SOLE   666,500 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 2,622 145,000 SH   SOLE   145,000 0 0
QUEST RESOURCE HLDG CORP COM NEW 74836W203 55 22,000 SH   SOLE   22,000 0 0
QUINTANA ENERGY SVCS INC COM 74875T103 408 200,214 SH   SOLE   200,214 0 0
QUORUM HEALTH CORP COM 74909E106 98 81,400 SH   SOLE   81,400 0 0
R1 RCM INC COM 749397105 418 46,800 SH   SOLE   46,800 0 0
RADIANT LOGISTICS INC COM 75025X100 1,165 225,400 SH   SOLE   225,400 0 0
RAMACO RES INC COM 75134P303 1,088 291,400 SH   SOLE   291,400 0 0
RANDOLPH BANCORP INC COM 752378109 218 15,000 SH   SOLE   15,000 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 397 61,600 SH   SOLE   61,600 0 0
RAVE RESTAURANT GROUP INC COM 754198109 39 15,300 SH   SOLE   15,300 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 549 126,700 SH   SOLE   126,700 0 0
RBB BANCORP COM 74930B105 1,526 77,500 SH   SOLE   77,500 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 314 104,610 SH   SOLE   104,610 0 0
REALNETWORKS INC COM NEW 75605L708 253 152,200 SH   SOLE   152,200 0 0
REALOGY HLDGS CORP COM 75605Y106 812 121,600 SH   SOLE   121,600 0 0
REALTY INCOME CORP COM 756109104 55,804 727,750 SH   SOLE   727,750 0 0
RED LION HOTELS CORP COM 756764106 485 74,900 SH   SOLE   74,900 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,288 68,800 SH   SOLE   68,800 0 0
REEDS INC COM 758338107 107 82,200 SH   SOLE   82,200 0 0
REGIONAL MGMT CORP COM 75902K106 3,793 134,700 SH   SOLE   134,700 0 0
REGIONS FINL CORP NEW COM 7591EP100 57,493 3,634,210 SH   SOLE   3,634,210 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 38,814 242,770 SH   SOLE   242,770 0 0
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RELIV INTL INC COM NEW 75952R209 120 26,939 SH   SOLE   26,939 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 2,445 12,640 SH   SOLE   12,140 0 500
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 6,005 400,204 SH   SOLE   400,204 0 0
RENT A CTR INC NEW COM 76009N100 3,954 153,300 SH   SOLE   153,300 0 0
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REPUBLIC FIRST BANCORP INC COM 760416107 530 126,200 SH   SOLE   126,200 0 0
REPUBLIC SVCS INC COM 760759100 63,457 733,182 SH   SOLE   733,182 0 0
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RESTORBIO INC COM 76133L103 840 95,000 SH   SOLE   95,000 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 39 34,200 SH   SOLE   34,200 0 0
REX AMERICAN RESOURCES CORP COM 761624105 4,993 65,419 SH   SOLE   65,419 0 0
RF INDS LTD COM PAR $0.01 749552105 1,720 242,998 SH   SOLE   242,998 0 0
RGC RES INC COM 74955L103 483 16,528 SH   SOLE   16,528 0 0
RH COM 74967X103 4,385 25,670 SH   SOLE   24,770 0 900
RICHARDSON ELECTRS LTD COM 763165107 741 127,811 SH   SOLE   127,811 0 0
RIGNET INC COM 766582100 662 85,409 SH   SOLE   85,409 0 0
RING ENERGY INC COM 76680V108 578 352,300 SH   SOLE   352,300 0 0
RINGCENTRAL INC CL A 76680R206 2,061 16,400 SH   SOLE   16,400 0 0
RIVERVIEW BANCORP INC COM 769397100 1,824 247,204 SH   SOLE   247,204 0 0
ROCKWELL MED INC COM 774374102 86 31,200 SH   SOLE   31,200 0 0
ROCKY BRANDS INC COM 774515100 4,684 140,961 SH   SOLE   140,961 0 0
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 356 38,100 SH   SOLE   38,100 0 0
ROSEHILL RES INC CL A 777385105 155 79,600 SH   SOLE   79,600 0 0
RTI SURGICAL HOLDINGS INC COM 74975N105 689 241,690 SH   SOLE   241,690 0 0
RTW RETAILWINDS INC COM 74980D100 1,100 803,029 SH   SOLE   803,029 0 0
RUSH ENTERPRISES INC CL A 781846209 7,261 188,200 SH   SOLE   188,200 0 0
RUSH ENTERPRISES INC CL B 781846308 3,242 81,200 SH   SOLE   81,200 0 0
RYERSON HLDG CORP COM 783754104 1,413 165,700 SH   SOLE   165,700 0 0
S & T BANCORP INC COM 783859101 732 20,045 SH   SOLE   20,045 0 0
SAFE BULKERS INC COM Y7388L103 940 537,300 SH   SOLE   537,300 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 397 35,000 SH   SOLE   35,000 0 0
SAFETY INS GROUP INC COM 78648T100 963 9,505 SH   SOLE   9,505 0 0
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SALESFORCE COM INC COM 79466L302 2,632 17,734 SH   SOLE   17,734 0 0
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SANDY SPRING BANCORP INC COM 800363103 6,526 193,600 SH   SOLE   193,600 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,280 23,600 SH   SOLE   23,100 0 500
SANMINA CORPORATION COM 801056102 10,079 313,900 SH   SOLE   313,900 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 5,344 209,500 SH   SOLE   204,100 0 5,400
SAVARA INC COM 805111101 411 155,000 SH   SOLE   155,000 0 0
SB FINL GROUP INC COM 78408D105 1,316 78,774 SH   SOLE   78,774 0 0
SB ONE BANCORP COM 78413T103 1,891 83,800 SH   SOLE   83,800 0 0
SCANSOURCE INC COM 806037107 5,285 173,000 SH   SOLE   173,000 0 0
SCHMITT INDS INC ORE COM NEW 806870200 162 70,802 SH   SOLE   70,802 0 0
SCHNITZER STL INDS CL A 806882106 3,663 177,300 SH   SOLE   177,300 0 0
SCHOLASTIC CORP COM 807066105 8,305 219,940 SH   SOLE   219,940 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,097 56,000 SH   SOLE   56,000 0 0
SCORPIO BULKERS INC COM Y7546A122 2,151 353,700 SH   SOLE   353,700 0 0
SCORPIO TANKERS INC SHS Y7542C130 8,928 300,000 SH   SOLE   300,000 0 0
SCPHARMACEUTICALS INC COM 810648105 364 61,500 SH   SOLE   61,500 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,276 96,100 SH   SOLE   96,100 0 0
SCYNEXIS INC COM 811292101 160 150,000 SH   SOLE   150,000 0 0
SEACHANGE INTL INC COM 811699107 502 174,400 SH   SOLE   174,400 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 539 21,300 SH   SOLE   21,300 0 0
SEACOR HOLDINGS INC COM 811904101 4,406 93,600 SH   SOLE   93,600 0 0
SEACOR MARINE HLDGS INC COM 78413P101 710 56,503 SH   SOLE   56,503 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,727 50,700 SH   SOLE   48,800 0 1,900
SEASPINE HLDGS CORP COM 81255T108 1,106 90,613 SH   SOLE   90,613 0 0
SEAWORLD ENTMT INC COM 81282V100 1,853 70,400 SH   SOLE   66,800 0 3,600
SECURITY NATL FINL CORP CL A NEW 814785309 1,287 255,788 SH   SOLE   255,788 0 0
SELECT BANCORP INC NEW COM 81617L108 778 67,076 SH   SOLE   67,076 0 0
SELECT ENERGY SVCS INC CL A COM 81617J301 3,334 385,000 SH   SOLE   385,000 0 0
SELECTA BIOSCIENCES INC COM 816212104 119 68,100 SH   SOLE   68,100 0 0
SEMGROUP CORP CL A 81663A105 8,647 529,202 SH   SOLE   525,502 0 3,700
SENECA FOODS CORP NEW CL A 817070501 2,128 68,250 SH   SOLE   68,250 0 0
SEQUENTIAL BRNDS GROUP INC N COM 81734P107 50 225,000 SH   SOLE   225,000 0 0
SERES THERAPEUTICS INC COM 81750R102 612 152,600 SH   SOLE   152,600 0 0
SERVICENOW INC COM 81762P102 4,163 16,400 SH   SOLE   16,000 0 400
SERVOTRONICS INC COM 817732100 175 17,653 SH   SOLE   17,653 0 0
SESEN BIO INC COM 817763105 254 217,000 SH   SOLE   217,000 0 0
SEVERN BANCORP ANNAPOLIS MD COM 81811M100 521 65,000 SH   SOLE   65,000 0 0
SHILOH INDS INC COM 824543102 818 197,600 SH   SOLE   197,600 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 9,967 709,900 SH   SOLE   709,900 0 0
SHOE CARNIVAL INC COM 824889109 3,841 118,500 SH   SOLE   118,500 0 0
SHORE BANCSHARES INC COM 825107105 2,706 175,612 SH   SOLE   175,612 0 0
SIENTRA INC COM 82621J105 202 31,100 SH   SOLE   31,100 0 0
SIERRA BANCORP COM 82620P102 1,847 69,539 SH   SOLE   69,539 0 0
SIERRA ONCOLOGY INC COM 82640U107 127 324,400 SH   SOLE   324,400 0 0
SIFCO INDS INC COM 826546103 43 16,024 SH   SOLE   16,024 0 0
SIGNET JEWELERS LIMITED SHS G81276100 2,179 130,000 SH   SOLE   130,000 0 0
SILVERBOW RES INC COM 82836G102 1,390 143,448 SH   SOLE   143,448 0 0
SILVERCREST ASSET MGMT GROUP CL A 828359109 513 41,677 SH   SOLE   41,677 0 0
SKYWEST INC COM 830879102 649 11,300 SH   SOLE   11,300 0 0
SMART SAND INC COM 83191H107 829 293,000 SH   SOLE   293,000 0 0
SMARTFINANCIAL INC COM NEW 83190L208 1,458 70,000 SH   SOLE   70,000 0 0
SMTC CORP COM NEW 832682207 221 102,434 SH   SOLE   102,434 0 0
SOLID BIOSCIENCES INC COM 83422E105 476 46,000 SH   SOLE   46,000 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 8,609 274,100 SH   SOLE   271,400 0 2,700
SORL AUTO PTS INC COM 78461U101 1,028 325,387 SH   SOLE   325,387 0 0
SOUTHERN CO COM 842587107 21,403 346,500 SH   SOLE   346,500 0 0
SOUTHERN FIRST BANCSHARES IN COM 842873101 893 22,415 SH   SOLE   22,415 0 0
SOUTHERN MO BANCORP INC COM 843380106 667 18,300 SH   SOLE   18,300 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 1,762 114,458 SH   SOLE   114,458 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,329 1,725,000 SH   SOLE   1,725,000 0 0
SPARK ENERGY INC CL A COM 846511103 591 56,000 SH   SOLE   56,000 0 0
SPARTAN MTRS INC COM 846819100 274 20,000 SH   SOLE   20,000 0 0
SPARTANNASH CO COM 847215100 2,095 177,128 SH   SOLE   177,128 0 0
SPERO THERAPEUTICS INC COM 84833T103 579 54,579 SH   SOLE   54,579 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,467 30,000 SH   SOLE   28,900 0 1,100
SPOK HLDGS INC COM 84863T106 850 71,200 SH   SOLE   71,200 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 1,787 344,915 SH   SOLE   344,915 0 0
SRC ENERGY INC COM 78470V108 4,686 1,005,500 SH   SOLE   1,005,500 0 0
STAG INDL INC COM 85254J102 348 11,800 SH   SOLE   11,800 0 0
STAGE STORES INC COM NEW 85254C305 188 100,000 SH   SOLE   100,000 0 0
STANDARD AVB FINL CORP COM 85303B100 1,194 43,900 SH   SOLE   43,900 0 0
STANDARD MTR PRODS INC COM 853666105 1,137 23,418 SH   SOLE   23,418 0 0
STARBUCKS CORP COM 855244109 7,034 79,550 SH   SOLE   78,050 0 1,500
STARRETT L S CO CL A 855668109 382 65,910 SH   SOLE   65,910 0 0
STARTEK INC COM 85569C107 294 45,400 SH   SOLE   45,400 0 0
STEEL CONNECT INC COM 858098106 1,005 581,100 SH   SOLE   581,100 0 0
STEELCASE INC CL A 858155203 8,769 476,600 SH   SOLE   476,600 0 0
STEIN MART INC COM 858375108 194 244,000 SH   SOLE   244,000 0 0
STEPAN CO COM 858586100 466 4,800 SH   SOLE   4,800 0 0
STERLING BANCORP INC COM 85917W102 2,850 292,000 SH   SOLE   292,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 2,022 153,800 SH   SOLE   153,800 0 0
STIFEL FINL CORP COM 860630102 493 8,600 SH   SOLE   8,600 0 0
STRATTEC SEC CORP COM 863111100 1,235 61,800 SH   SOLE   61,800 0 0
STRATUS PPTYS INC COM NEW 863167201 1,203 40,950 SH   SOLE   40,950 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 1,398 54,615 SH   SOLE   54,615 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 276 23,450 SH   SOLE   23,450 0 0
SUN CMNTYS INC COM 866674104 47,148 317,600 SH   SOLE   317,600 0 0
SUNCOKE ENERGY INC COM 86722A103 4,017 712,200 SH   SOLE   702,200 0 10,000
SUNPOWER CORP COM 867652406 3,763 343,000 SH   SOLE   337,000 0 6,000
SUNWORKS INC COM NEW 86803X204 40 17,086 SH   SOLE   17,086 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 351 359,700 SH   SOLE   359,700 0 0
SUPERIOR INDS INTL INC COM 868168105 267 92,500 SH   SOLE   92,500 0 0
SURFACE ONCOLOGY INC COM 86877M209 125 88,100 SH   SOLE   88,100 0 0
SURGERY PARTNERS INC COM 86881A100 1,826 247,241 SH   SOLE   247,241 0 0
SUTRO BIOPHARMA INC COM 869367102 444 48,800 SH   SOLE   48,800 0 0
SYKES ENTERPRISES INC COM 871237103 6,045 197,284 SH   SOLE   197,284 0 0
SYNACOR INC COM 871561106 593 433,200 SH   SOLE   433,200 0 0
SYNALLOY CP DEL COM 871565107 884 55,400 SH   SOLE   55,400 0 0
SYNAPTICS INC COM 87157D109 3,775 94,500 SH   SOLE   94,500 0 0
SYNCHRONY FINL COM 87165B103 67,236 1,972,300 SH   SOLE   1,970,900 0 1,400
SYNDAX PHARMACEUTICALS INC COM 87164F105 261 35,000 SH   SOLE   35,000 0 0
SYNLOGIC INC COM 87166L100 250 109,000 SH   SOLE   109,000 0 0
SYPRIS SOLUTIONS INC COM 871655106 107 108,404 SH   SOLE   108,404 0 0
SYROS PHARMACEUTICALS INC COM 87184Q107 346 33,300 SH   SOLE   33,300 0 0
T2 BIOSYSTEMS INC COM 89853L104 375 150,000 SH   SOLE   150,000 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 343 8,100 SH   SOLE   8,100 0 0
TAILORED BRANDS INC COM 87403A107 83 18,900 SH   SOLE   18,900 0 0
TAITRON COMPONENTS INC CL A 874028103 194 68,500 SH   SOLE   68,500 0 0
TANDY LEATHER FACTORY INC COM 87538X105 461 98,600 SH   SOLE   98,600 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 2,125 45,500 SH   SOLE   43,700 0 1,800
TEAM INC COM 878155100 2,078 115,100 SH   SOLE   115,100 0 0
TECH DATA CORP COM 878237106 730 7,000 SH   SOLE   7,000 0 0
TECHTARGET INC COM 87874R100 523 23,200 SH   SOLE   23,200 0 0
TECK RESOURCES LTD CL B 878742204 2,074 127,800 SH   SOLE   121,900 0 5,900
TEEKAY CORPORATION COM Y8564W103 1,940 485,000 SH   SOLE   485,000 0 0
TEEKAY TANKERS LTD CL A Y8565N102 1,868 1,436,700 SH   SOLE   1,436,700 0 0
TELARIA INC COM 879181105 911 131,900 SH   SOLE   131,900 0 0
TELIGENT INC NEW COM 87960W104 31 32,100 SH   SOLE   32,100 0 0
TENGASCO INC COM PAR 88033R502 15 25,000 SH   SOLE   25,000 0 0
TENNANT CO COM 880345103 523 7,400 SH   SOLE   7,400 0 0
TENNECO INC CL A VTG COM STK 880349105 486 38,800 SH   SOLE   38,800 0 0
TERRENO RLTY CORP COM 88146M101 531 10,400 SH   SOLE   10,400 0 0
TERRITORIAL BANCORP INC COM 88145X108 1,383 48,400 SH   SOLE   48,400 0 0
TESSCO TECHNOLOGIES INC COM 872386107 1,326 92,300 SH   SOLE   92,300 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 850 423,000 SH   SOLE   423,000 0 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 2,783 280,800 SH   SOLE   280,800 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 3,602 86,100 SH   SOLE   84,100 0 2,000
THE ONE GROUP HOSPITALITY IN COM 88338K103 77 27,400 SH   SOLE   27,400 0 0
THERAPEUTICSMD INC COM 88338N107 733 202,000 SH   SOLE   202,000 0 0
THIRD PT REINS LTD COM G8827U100 3,646 365,000 SH   SOLE   365,000 0 0
TILE SHOP HLDGS INC COM 88677Q109 574 180,000 SH   SOLE   180,000 0 0
TILLYS INC CL A 886885102 2,539 268,968 SH   SOLE   268,968 0 0
TIMBERLAND BANCORP INC COM 887098101 1,860 67,618 SH   SOLE   67,618 0 0
TIPTREE INC COM 88822Q103 1,670 229,400 SH   SOLE   229,400 0 0
TITAN MACHY INC COM 88830R101 2,393 166,900 SH   SOLE   166,900 0 0
TIVO CORP COM 88870P106 3,186 418,400 SH   SOLE   418,400 0 0
TJX COS INC NEW COM 872540109 2,007 36,000 SH   SOLE   36,000 0 0
TOCAGEN INC COM 888846102 46 69,434 SH   SOLE   69,434 0 0
TOOTSIE ROLL INDS INC COM 890516107 238 6,400 SH   SOLE   6,400 0 0
TOPBUILD CORP COM 89055F103 2,748 28,500 SH   SOLE   27,400 0 1,100
TOWN SPORTS INTL HLDGS INC COM 89214A102 152 92,800 SH   SOLE   92,800 0 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 361 12,985 SH   SOLE   12,985 0 0
TOWNSQUARE MEDIA INC CL A 892231101 2,188 311,300 SH   SOLE   311,300 0 0
TRACON PHARMACEUTICALS INC COM 89237H100 27 60,000 SH   SOLE   60,000 0 0
TRANSACT TECHNOLOGIES INC COM 892918103 1,222 100,300 SH   SOLE   100,300 0 0
TRANSATLANTIC PETROLEUM LTD SHS NEW G89982113 398 587,400 SH   SOLE   587,400 0 0
TRANSCAT INC COM 893529107 1,450 56,600 SH   SOLE   56,600 0 0
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 2,661 216,870 SH   SOLE   216,870 0 0
TRAVELERS COMPANIES INC COM 89417E109 64,604 434,485 SH   SOLE   434,485 0 0
TRAVELZOO COM NEW 89421Q205 1,716 160,500 SH   SOLE   160,500 0 0
TRECORA RES COM 894648104 892 98,902 SH   SOLE   98,902 0 0
TREDEGAR CORP COM 894650100 3,500 179,300 SH   SOLE   179,300 0 0
TREVENA INC COM 89532E109 198 205,000 SH   SOLE   205,000 0 0
TRI POINTE GROUP INC COM 87265H109 4,978 331,000 SH   SOLE   331,000 0 0
TRINITY PL HLDGS INC COM 89656D101 421 105,200 SH   SOLE   105,200 0 0
TRIO TECH INTL COM NEW 896712205 222 61,600 SH   SOLE   61,600 0 0
TRIPADVISOR INC COM 896945201 1,528 39,500 SH   SOLE   39,500 0 0
TRIPLE-S MGMT CORP CL B 896749108 2,513 187,517 SH   SOLE   187,517 0 0
TRISTATE CAP HLDGS INC COM 89678F100 2,420 115,000 SH   SOLE   115,000 0 0
TRITON INTL LTD CL A G9078F107 338 10,000 SH   SOLE   10,000 0 0
TRIUMPH BANCORP INC COM 89679E300 1,005 31,500 SH   SOLE   31,500 0 0
TRUEBLUE INC COM 89785X101 3,349 158,700 SH   SOLE   158,700 0 0
TTEC HLDGS INC COM 89854H102 2,088 43,600 SH   SOLE   41,900 0 1,700
TTM TECHNOLOGIES INC COM 87305R109 9,819 805,155 SH   SOLE   805,155 0 0
TUESDAY MORNING CORP COM NEW 899035505 1,671 1,064,600 SH   SOLE   1,064,600 0 0
TURTLE BEACH CORP COM NEW 900450206 780 66,854 SH   SOLE   66,854 0 0
TUTOR PERINI CORP COM 901109108 2,693 187,900 SH   SOLE   187,900 0 0
TWIN DISC INC COM 901476101 578 54,600 SH   SOLE   54,600 0 0
TWO RIV BANCORP COM 90207C105 2,192 105,588 SH   SOLE   105,588 0 0
TYSON FOODS INC CL A 902494103 54,057 627,550 SH   SOLE   627,550 0 0
U S SILICA HLDGS INC COM 90346E103 2,385 249,500 SH   SOLE   249,500 0 0
U.S. AUTO PARTS NETWORK INC COM 90343C100 299 193,038 SH   SOLE   193,038 0 0
UFP TECHNOLOGIES INC COM 902673102 448 11,600 SH   SOLE   11,600 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,401 95,700 SH   SOLE   95,700 0 0
ULTRALIFE CORP COM 903899102 724 83,600 SH   SOLE   83,600 0 0
UNIFI INC COM NEW 904677200 936 42,700 SH   SOLE   42,700 0 0
UNION BANKSHARES INC COM 905400107 234 7,419 SH   SOLE   7,419 0 0
UNION PACIFIC CORP COM 907818108 47,502 293,260 SH   SOLE   292,460 0 800
UNIQUE FABRICATING INC COM 90915J103 194 67,200 SH   SOLE   67,200 0 0
UNISYS CORP COM NEW 909214306 578 77,800 SH   SOLE   77,800 0 0
UNITED AIRLINES HLDGS INC COM 910047109 56,826 642,750 SH   SOLE   641,350 0 1,400
UNITED BANCSHARES INC OHIO COM 909458101 444 22,200 SH   SOLE   22,200 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 579 53,687 SH   SOLE   53,687 0 0
UNITED FINL BANCORP INC NEW COM 910304104 4,273 313,500 SH   SOLE   313,500 0 0
UNITED FIRE GROUP INC COM 910340108 6,060 129,000 SH   SOLE   129,000 0 0
UNITED GUARDIAN INC COM 910571108 422 22,500 SH   SOLE   22,500 0 0
UNITED INS HLDGS CORP COM 910710102 1,023 73,100 SH   SOLE   73,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 13,427 112,063 SH   SOLE   112,063 0 0
UNITED RENTALS INC COM 911363109 4,076 32,700 SH   SOLE   31,400 0 1,300
UNITED SECURITY BANCSHARES C COM 911460103 710 67,455 SH   SOLE   67,455 0 0
UNITED STATES CELLULAR CORP COM 911684108 267 7,100 SH   SOLE   7,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,154 96,350 SH   SOLE   96,350 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,713 67,700 SH   SOLE   67,700 0 0
UNITY BANCORP INC COM 913290102 2,275 102,700 SH   SOLE   102,700 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 5,554 185,211 SH   SOLE   185,211 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 528 33,858 SH   SOLE   33,858 0 0
UNIVERSAL TECHNICAL INST INC COM 913915104 757 139,100 SH   SOLE   139,100 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 5,025 196,979 SH   SOLE   196,979 0 0
UNUM THERAPEUTICS INC COM 903214104 65 45,000 SH   SOLE   45,000 0 0
URANIUM ENERGY CORP COM 916896103 807 827,300 SH   SOLE   827,300 0 0
URBAN ONE INC CL D NON VTG 91705J204 481 241,800 SH   SOLE   241,800 0 0
US BANCORP DEL COM NEW 902973304 2,125 38,400 SH   SOLE   38,400 0 0
USA TRUCK INC COM 902925106 459 57,100 SH   SOLE   57,100 0 0
UTAH MED PRODS INC COM 917488108 1,332 13,900 SH   SOLE   13,900 0 0
VAALCO ENERGY INC COM NEW 91851C201 2,299 1,132,700 SH   SOLE   1,132,700 0 0
VALARIS PLC SHS CLASS A G9402V109 505 104,931 SH   SOLE   104,931 0 0
VANGUARD WHITEHALL FDS INC EMERG MKT BD ETF 921946885 225 2,793 SH   SOLE   2,793 0 0
VECTRUS INC COM 92242T101 2,028 49,900 SH   SOLE   49,900 0 0
VERA BRADLEY INC COM 92335C106 2,269 224,700 SH   SOLE   224,700 0 0
VERASTEM INC COM 92337C104 277 229,000 SH   SOLE   229,000 0 0
VERICEL CORP COM 92346J108 454 30,000 SH   SOLE   30,000 0 0
VERISIGN INC COM 92343E102 6,621 35,100 SH   SOLE   35,100 0 0
VERITEX HLDGS INC COM 923451108 3,201 131,930 SH   SOLE   131,930 0 0
VERITIV CORP COM 923454102 1,845 102,033 SH   SOLE   102,033 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,998 215,339 SH   SOLE   215,339 0 0
VERSO CORP CL A 92531L207 2,529 204,301 SH   SOLE   202,401 0 1,900
VICTORY CAP HLDGS INC COM CL A 92645B103 285 18,500 SH   SOLE   18,500 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 3,013 113,909 SH   SOLE   113,909 0 0
VINCE HLDG CORP COM NEW 92719W207 1,508 79,400 SH   SOLE   79,400 0 0
VIRCO MFG CO COM 927651109 132 34,400 SH   SOLE   34,400 0 0
VISA INC COM CL A 92826C839 20,323 118,150 SH   SOLE   118,150 0 0
VISTA OUTDOOR INC COM 928377100 1,622 262,087 SH   SOLE   262,087 0 0
VITAMIN SHOPPE INC COM 92849E101 1,228 188,300 SH   SOLE   188,300 0 0
VIVUS INC COM NEW 928551308 341 88,700 SH   SOLE   88,700 0 0
VMWARE INC CL A COM 928563402 1,426 9,500 SH   SOLE   9,500 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 567 23,000 SH   SOLE   23,000 0 0
VOLITIONRX LTD COM 928661107 1,261 224,400 SH   SOLE   224,400 0 0
VOLT INFORMATION SCIENCES IN COM 928703107 796 251,993 SH   SOLE   251,993 0 0
VOXX INTL CORP CL A 91829F104 1,002 213,264 SH   SOLE   213,264 0 0
VOYA FINL INC COM 929089100 53,760 987,505 SH   SOLE   987,505 0 0
VSE CORP COM 918284100 1,676 49,160 SH   SOLE   49,160 0 0
VTV THERAPEUTICS INC CL A 918385105 107 68,800 SH   SOLE   68,800 0 0
WABASH NATL CORP COM 929566107 4,935 340,100 SH   SOLE   337,100 0 3,000
WADDELL & REED FINL INC CL A 930059100 7,470 434,800 SH   SOLE   434,800 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 49,530 895,500 SH   SOLE   895,500 0 0
WALKER & DUNLOP INC COM 93148P102 9,718 173,750 SH   SOLE   173,750 0 0
WALMART INC COM 931142103 13,158 110,869 SH   SOLE   110,869 0 0
WARRIOR MET COAL INC COM 93627C101 8,563 438,700 SH   SOLE   438,700 0 0
WASTE MGMT INC DEL COM 94106L109 55,729 484,600 SH   SOLE   483,800 0 800
WATERSTONE FINL INC MD COM 94188P101 1,739 101,200 SH   SOLE   101,200 0 0
WAYFAIR INC CL A 94419L101 1,345 12,000 SH   SOLE   12,000 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 637 42,398 SH   SOLE   42,398 0 0
WEIS MKTS INC COM 948849104 5,787 151,725 SH   SOLE   151,725 0 0
WELLS FARGO CO NEW COM 949746101 61,614 1,221,530 SH   SOLE   1,221,530 0 0
WESBANCO INC COM 950810101 3,894 104,196 SH   SOLE   104,196 0 0
WESTELL TECHNOLOGIES INC CL A NEW 957541204 171 126,000 SH   SOLE   126,000 0 0
WESTERN DIGITAL CORP COM 958102105 59,348 995,100 SH   SOLE   993,800 0 1,300
WESTERN NEW ENG BANCORP INC COM 958892101 3,739 392,331 SH   SOLE   392,331 0 0
WESTLAKE CHEM CORP COM 960413102 1,035 15,800 SH   SOLE   15,800 0 0
WHITESTONE REIT COM 966084204 777 56,500 SH   SOLE   56,500 0 0
WILLIS LEASE FINANCE CORP COM 970646105 7,457 134,654 SH   SOLE   134,654 0 0
WIRELESS TELECOM GROUP INC COM 976524108 239 166,300 SH   SOLE   166,300 0 0
WORLD ACCEP CORP DEL COM 981419104 6,197 48,600 SH   SOLE   48,600 0 0
WORLD FUEL SVCS CORP COM 981475106 2,852 71,400 SH   SOLE   71,400 0 0
WSFS FINL CORP COM 929328102 1,552 35,191 SH   SOLE   35,191 0 0
XCEL BRANDS INC COM NEW 98400M101 184 95,200 SH   SOLE   95,200 0 0
XILINX INC COM 983919101 2,033 21,200 SH   SOLE   21,200 0 0
XOMA CORP DEL COM NEW 98419J206 576 29,502 SH   SOLE   29,502 0 0
XTANT MED HLDGS INC COM NEW 98420P308 142 50,000 SH   SOLE   50,000 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 468 155,100 SH   SOLE   155,100 0 0
YUM BRANDS INC COM 988498101 48,693 429,281 SH   SOLE   429,281 0 0
ZAFGEN INC COM 98885E103 33 44,100 SH   SOLE   44,100 0 0
ZAGG INC COM 98884U108 1,394 222,400 SH   SOLE   222,400 0 0
ZEDGE INC CL B 98923T104 28 16,855 SH   SOLE   16,855 0 0
ZENDESK INC COM 98936J101 2,033 27,900 SH   SOLE   26,800 0 1,100
ZOETIS INC CL A 98978V103 1,831 14,700 SH   SOLE   14,700 0 0
ZOVIO INC COM 98979V102 251 127,500 SH   SOLE   127,500 0 0
ZUMIEZ INC COM 989817101 5,394 170,300 SH   SOLE   170,300 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 609 80,500 SH   SOLE   80,500 0 0