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
10X GENOMICS INC CL A COM 88025U109 2,444 19,600 SH   SOLE   19,100 0 500
1347 PPTY INS HLDGS INC COM 68244P107 262 68,000 SH   SOLE   68,000 0 0
1ST CONSTITUTION BANCORP COM 31986N102 1,126 94,655 SH   SOLE   87,255 0 7,400
1ST SOURCE CORP COM 336901103 3,254 105,500 SH   SOLE   105,500 0 0
3M CO COM 88579Y101 11,245 70,200 SH   SOLE   70,200 0 0
A H BELO CORP COM CL A 001282102 364 257,840 SH   SOLE   242,840 0 15,000
AAR CORP COM 000361105 2,547 135,500 SH   SOLE   135,500 0 0
ABBVIE INC COM 00287Y109 3,640 41,559 SH   SOLE   41,059 0 500
ABERCROMBIE & FITCH CO CL A 002896207 4,013 288,100 SH   SOLE   288,100 0 0
ABM INDS INC COM 000957100 451 12,300 SH   SOLE   12,300 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 1,311 377,900 SH   SOLE   377,900 0 0
ACCO BRANDS CORP COM 00081T108 3,214 554,100 SH   SOLE   554,100 0 0
ACELRX PHARMACEUTICALS INC COM 00444T100 463 326,150 SH   SOLE   294,050 0 32,100
ACLARIS THERAPEUTICS INC COM 00461U105 705 274,400 SH   SOLE   204,400 0 70,000
ACME UTD CORP COM 004816104 1,338 58,105 SH   SOLE   54,535 0 3,570
ACNB CORP COM 000868109 241 11,600 SH   SOLE   11,600 0 0
ACORDA THERAPEUTICS INC COM 00484M106 131 255,106 SH   SOLE   216,500 0 38,606
ACTINIUM PHARMACEUTICALS INC COM 00507W206 648 66,899 SH   SOLE   56,666 0 10,233
ACTIVISION BLIZZARD INC COM 00507V109 24,852 307,000 SH   SOLE   307,000 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 515 125,000 SH   SOLE   105,000 0 20,000
ADAMS RES & ENERGY INC COM NEW 006351308 1,256 63,114 SH   SOLE   59,800 0 3,314
ADDVANTAGE TECHNOLOGIES GP I COM NEW 006743306 192 100,000 SH   SOLE   75,000 0 25,000
ADICET BIO INC COM 007002108 289 24,286 SH   SOLE   20,000 0 4,286
ADIENT PLC ORD SHS G0084W101 8,343 481,400 SH   SOLE   481,400 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 2,462 5,020 SH   SOLE   4,920 0 100
ADTALEM GLOBAL ED INC COM 00737L103 4,351 177,300 SH   SOLE   177,300 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 853 210,075 SH   SOLE   193,575 0 16,500
ADVANCED MICRO DEVICES INC COM 007903107 32,394 395,100 SH   SOLE   394,500 0 600
ADVANSIX INC COM 00773T101 1,615 125,400 SH   SOLE   125,400 0 0
ADVAXIS INC COM NEW 007624307 124 301,800 SH   SOLE   231,800 0 70,000
AEGION CORP COM 00770F104 2,261 160,000 SH   SOLE   160,000 0 0
AEMETIS INC COM NEW 00770K202 816 255,000 SH   SOLE   225,000 0 30,000
AEROCENTURY CORP COM 007737109 42 21,000 SH   SOLE   21,000 0 0
AFLAC INC COM 001055102 17,288 475,588 SH   SOLE   475,588 0 0
AGEX THERAPEUTICS INC COM 00848H108 166 204,770 SH   SOLE   169,770 0 35,000
AGROFRESH SOLUTIONS INC COM 00856G109 1,343 552,600 SH   SOLE   490,800 0 61,800
AIR INDS GROUP COM NEW 00912N205 291 238,200 SH   SOLE   218,200 0 20,000
AIR T INC *W EXP 01/15/202 00919P112 1 39,508 SH   SOLE   39,508 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 366 14,600 SH   SOLE   14,600 0 0
ALASKA COMMUNICATIONS SYS GR COM 01167P101 2,321 1,160,387 SH   SOLE   1,123,387 0 37,000
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 19,784 123,650 SH   SOLE   123,650 0 0
ALICO INC COM 016230104 1,417 49,521 SH   SOLE   46,661 0 2,860
ALIMERA SCIENCES INC COM NEW 016259202 161 33,186 SH   SOLE   25,519 0 7,667
ALJ REGL HLDGS INC COM 001627108 192 265,000 SH   SOLE   225,000 0 40,000
ALLEGIANCE BANCSHARES INC COM 01748H107 2,130 91,131 SH   SOLE   91,131 0 0
ALLEGIANT TRAVEL CO COM 01748X102 8,230 68,700 SH   SOLE   68,700 0 0
ALLENA PHARMACEUTICALS INC COM 018119107 238 161,000 SH   SOLE   130,800 0 30,200
ALLSTATE CORP COM 020002101 24,720 262,592 SH   SOLE   262,592 0 0
ALLY FINL INC COM 02005N100 21,924 874,500 SH   SOLE   874,500 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 2,515 196,149 SH   SOLE   196,149 0 0
ALPHABET INC CAP STK CL A 02079K305 8,999 6,140 SH   SOLE   6,140 0 0
ALPHABET INC CAP STK CL C 02079K107 8,992 6,119 SH   SOLE   6,119 0 0
ALTIMMUNE INC COM NEW 02155H200 433 32,800 SH   SOLE   22,800 0 10,000
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,551 122,400 SH   SOLE   122,400 0 0
ALTRA INDL MOTION CORP COM 02208R106 1,479 40,000 SH   SOLE   40,000 0 0
ALTUS MIDSTREAM CO COM NEW CL A 02215L209 258 23,240 SH   SOLE   18,500 0 4,740
AMALGAMATED BK NEW YORK N Y CLASS A 022663108 992 93,800 SH   SOLE   93,800 0 0
A-MARK PRECIOUS METALS INC COM 00181T107 3,988 118,282 SH   SOLE   118,282 0 0
AMAZON COM INC COM 023135106 28,339 9,000 SH   SOLE   8,980 0 20
AMC ENTMT HLDGS INC CL A COM 00165C104 1,977 419,663 SH   SOLE   419,663 0 0
AMCON DISTRG CO COM NEW 02341Q205 594 9,200 SH   SOLE   8,700 0 500
AMERANT BANCORP INC CL A 023576101 2,188 235,000 SH   SOLE   235,000 0 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 2,431 421,350 SH   SOLE   421,350 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 12,646 188,800 SH   SOLE   188,800 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 13,537 475,300 SH   SOLE   473,400 0 1,900
AMERICAN NATL BANKSHARES INC COM 027745108 805 38,500 SH   SOLE   38,500 0 0
AMERICAN OUTDOOR BRANDS INC COM 02875D109 809 62,082 SH   SOLE   62,082 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2,687 95,300 SH   SOLE   95,300 0 0
AMERICAN RIV BANKSHARES COM 029326105 782 78,544 SH   SOLE   68,544 0 10,000
AMERICAN RLTY INVS INC COM 029174109 123 13,597 SH   SOLE   13,597 0 0
AMERICAN SHARED HOSPITAL SVC COM 029595105 227 125,200 SH   SOLE   125,200 0 0
AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 161 11,100 SH   SOLE   2,500 0 8,600
AMERIPRISE FINL INC COM 03076C106 28,558 185,309 SH   SOLE   184,779 0 530
AMERISERV FINL INC COM 03074A102 815 290,171 SH   SOLE   268,171 0 22,000
AMERISOURCEBERGEN CORP COM 03073E105 18,197 187,750 SH   SOLE   187,750 0 0
AMETEK INC COM 031100100 21,451 215,800 SH   SOLE   215,800 0 0
AMGEN INC COM 031162100 25,511 100,375 SH   SOLE   100,375 0 0
AMKOR TECHNOLOGY INC COM 031652100 1,895 169,191 SH   SOLE   169,191 0 0
AMN HEALTHCARE SVCS INC COM 001744101 304 5,200 SH   SOLE   5,200 0 0
AMNEAL PHARMACEUTICALS INC COM STK CL A 03168L105 1,024 264,000 SH   SOLE   259,800 0 4,200
AMPCO-PITTSBURG CORP COM 032037103 276 83,900 SH   SOLE   64,400 0 19,500
AMPHENOL CORP NEW CL A 032095101 964 8,900 SH   SOLE   8,900 0 0
AMPIO PHARMACEUTICALS INC COM 03209T109 1,120 1,170,700 SH   SOLE   1,071,800 0 98,900
AMPLIFY ENERGY CORP NEW COM 03212B103 549 643,400 SH   SOLE   617,900 0 25,500
AMREP CORP NEW COM 032159105 162 28,900 SH   SOLE   28,900 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 415 84,800 SH   SOLE   84,800 0 0
ANDERSONS INC COM 034164103 3,585 187,016 SH   SOLE   187,016 0 0
ANTERO RESOURCES CORP COM 03674X106 4,134 1,503,300 SH   SOLE   1,503,300 0 0
ANTHEM INC COM 036752103 20,258 75,425 SH   SOLE   75,425 0 0
APOGEE ENTERPRISES INC COM 037598109 534 25,000 SH   SOLE   25,000 0 0
APOLLO ENDOSURGERY INC COM 03767D108 201 118,700 SH   SOLE   118,700 0 0
APPLE INC COM 037833100 32,869 283,820 SH   SOLE   282,720 0 1,100
APPLIED GENETIC TECHNOLOGIES COM 03820J100 563 115,900 SH   SOLE   95,900 0 20,000
APPLIED MATLS INC COM 038222105 1,938 32,600 SH   SOLE   32,600 0 0
APTINYX INC COM 03836N103 305 90,300 SH   SOLE   90,300 0 0
AQUESTIVE THERAPEUTICS INC COM 03843E104 577 118,900 SH   SOLE   118,900 0 0
ARAVIVE INC COM 03890D108 122 25,926 SH   SOLE   25,926 0 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 673 747,419 SH   SOLE   644,419 0 103,000
ARCBEST CORP COM 03937C105 4,035 129,900 SH   SOLE   129,900 0 0
ARCH RESOURCES INC CL A 03940R107 3,352 78,900 SH   SOLE   78,900 0 0
ARCHROCK INC COM 03957W106 3,286 610,700 SH   SOLE   610,700 0 0
ARDMORE SHIPPING CORP COM Y0207T100 722 202,688 SH   SOLE   202,688 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 4,134 120,078 SH   SOLE   120,078 0 0
ARK RESTAURANTS CORP COM 040712101 520 47,900 SH   SOLE   39,900 0 8,000
ARLINGTON ASSET INVST CORP CL A NEW 041356205 875 308,169 SH   SOLE   278,169 0 30,000
ARMADA HOFFLER PPTYS INC COM 04208T108 131 14,200 SH   SOLE   14,200 0 0
ARMSTRONG FLOORING INC COM 04238R106 632 183,100 SH   SOLE   143,100 0 40,000
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 472 12,100 SH   SOLE   12,100 0 0
ARTS WAY MFG INC COM 043168103 69 30,000 SH   SOLE   30,000 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 8,069 82,800 SH   SOLE   82,800 0 0
ASHFORD INC COM 044104107 131 22,500 SH   SOLE   22,500 0 0
ASPEN AEROGELS INC COM 04523Y105 695 63,500 SH   SOLE   54,300 0 9,200
ASSERTIO HOLDINGS INC COM STK 04546C106 499 749,500 SH   SOLE   746,100 0 3,400
ASSOCIATED CAP GROUP INC CL A 045528106 903 25,000 SH   SOLE   25,000 0 0
ASTRONOVA INC COM 04638F108 561 70,000 SH   SOLE   63,000 0 7,000
AT&T INC COM 00206R102 29,127 1,021,645 SH   SOLE   1,021,645 0 0
ATKORE INTL GROUP INC COM 047649108 216 9,500 SH   SOLE   9,500 0 0
ATLANTIC AMERN CORP COM 048209100 159 79,256 SH   SOLE   77,256 0 2,000
ATLANTIC CAP BANCSHARES INC COM 048269203 1,154 101,633 SH   SOLE   101,633 0 0
ATLANTIC POWER CORP COM NEW 04878Q863 482 245,900 SH   SOLE   245,900 0 0
ATLANTICUS HLDGS CORP COM 04914Y102 798 67,046 SH   SOLE   59,612 0 7,434
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 9,031 148,300 SH   SOLE   148,300 0 0
ATLAS TECHNICAL CONSULTANTS COM CL A 049430101 177 20,300 SH   SOLE   20,300 0 0
ATN INTL INC COM 00215F107 2,281 45,500 SH   SOLE   45,500 0 0
AUTOZONE INC COM 053332102 2,120 1,800 SH   SOLE   1,800 0 0
AVALON HLDGS CORP CL A 05343P109 38 21,600 SH   SOLE   18,600 0 3,000
AVAYA HLDGS CORP COM 05351X101 6,016 395,800 SH   SOLE   395,800 0 0
AVIAT NETWORKS INC COM NEW 05366Y201 2,532 115,299 SH   SOLE   115,299 0 0
AVID BIOSERVICES INC COM 05368M106 114 14,900 SH   SOLE   14,900 0 0
AVIS BUDGET GROUP COM 053774105 6,038 229,400 SH   SOLE   229,400 0 0
AWARE INC MASS COM 05453N100 266 98,579 SH   SOLE   76,679 0 21,900
AXCELLA HEALTH INC COM 05454B105 59 12,859 SH   SOLE   12,859 0 0
AXOS FINANCIAL INC COM 05465C100 6,770 290,416 SH   SOLE   290,416 0 0
B & G FOODS INC NEW COM 05508R106 7,209 259,600 SH   SOLE   259,600 0 0
BABCOCK & WILCOX ENTERPRISES COM 05614L209 698 300,700 SH   SOLE   245,700 0 55,000
BALLANTYNE STRONG INC COM 058516105 184 117,900 SH   SOLE   103,900 0 14,000
BANC OF CALIFORNIA INC COM 05990K106 2,439 241,000 SH   SOLE   241,000 0 0
BANK COMM HLDGS COM 06424J103 1,460 209,481 SH   SOLE   197,341 0 12,140
BANK NEW YORK MELLON CORP COM 064058100 17,711 515,750 SH   SOLE   515,750 0 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 2,495 112,000 SH   SOLE   112,000 0 0
BANK PRINCETON NEW JERSEY COM 064520109 985 54,197 SH   SOLE   52,146 0 2,051
BANK7 CORP COM 06652N107 1,296 137,910 SH   SOLE   127,910 0 10,000
BANKFINANCIAL CORP COM 06643P104 1,087 150,512 SH   SOLE   141,212 0 9,300
BAR HBR BANKSHARES COM 066849100 1,778 86,507 SH   SOLE   86,507 0 0
BARNES & NOBLE ED INC COM 06777U101 1,278 495,284 SH   SOLE   441,284 0 54,000
BARNWELL INDS INC COM 068221100 64 75,000 SH   SOLE   60,000 0 15,000
BASSETT FURNITURE INDS INC COM 070203104 1,416 103,503 SH   SOLE   97,003 0 6,500
BATTALION OIL CORP COM 07134L107 234 29,600 SH   SOLE   29,600 0 0
BAYCOM CORP COM 07272M107 516 50,100 SH   SOLE   42,600 0 7,500
BBQ HLDGS INC COM 05551A109 137 41,288 SH   SOLE   33,038 0 8,250
BBX CAP CORP NEW CL A 05491N302 1,256 93,812 SH   SOLE   93,812 0 0
BCB BANCORP INC COM 055298103 1,070 133,800 SH   SOLE   130,800 0 3,000
BEASLEY BROADCAST GROUP INC CL A 074014101 341 274,825 SH   SOLE   254,825 0 20,000
BEAZER HOMES USA INC COM NEW 07556Q881 3,168 240,000 SH   SOLE   240,000 0 0
BED BATH & BEYOND INC COM 075896100 8,995 600,500 SH   SOLE   600,500 0 0
BEL FUSE INC CL B 077347300 754 70,570 SH   SOLE   64,570 0 6,000
BELLICUM PHARMACEUTICALS INC COM NEW 079481404 190 28,900 SH   SOLE   25,000 0 3,900
BENCHMARK ELECTRS INC COM 08160H101 4,455 221,100 SH   SOLE   221,100 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,179 47,800 SH   SOLE   47,800 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,240 221,611 SH   SOLE   221,611 0 0
BERRY CORP COM 08579X101 1,153 363,842 SH   SOLE   363,842 0 0
BEST BUY INC COM 086516101 2,493 22,400 SH   SOLE   22,400 0 0
BG STAFFING INC COM 05544A109 1,242 146,600 SH   SOLE   140,600 0 6,000
BIG 5 SPORTING GOODS CORP COM 08915P101 3,616 483,400 SH   SOLE   458,400 0 25,000
BIG LOTS INC COM 089302103 7,595 170,300 SH   SOLE   170,300 0 0
BIGLARI HLDGS INC COM STK CL B 08986R309 1,148 12,900 SH   SOLE   12,900 0 0
BIOANALYTICAL SYS INC COM 09058M103 323 67,510 SH   SOLE   67,510 0 0
BIOGEN INC COM 09062X103 29,521 104,065 SH   SOLE   103,865 0 200
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 338 6,400 SH   SOLE   6,400 0 0
BJS RESTAURANTS INC COM 09180C106 2,296 78,000 SH   SOLE   78,000 0 0
BK OF AMERICA CORP COM 060505104 34,814 1,445,158 SH   SOLE   1,442,658 0 2,500
BK TECHNOLOGIES CORPORATION COM 05587G104 469 160,717 SH   SOLE   160,717 0 0
BLONDER TONGUE LABS INC COM 093698108 254 310,100 SH   SOLE   310,100 0 0
BLUE APRON HLDGS INC CL A NEW 09523Q200 143 20,000 SH   SOLE   17,000 0 3,000
BLUE RIDGE BANKSHARES INC VA COM 095825105 203 15,000 SH   SOLE   10,000 0 5,000
BLUEGREEN VACATIONS CORP COM 09629F108 617 126,000 SH   SOLE   126,000 0 0
BLUELINX HLDGS INC COM NEW 09624H208 1,057 49,100 SH   SOLE   38,600 0 10,500
BLUEROCK RESIDENTIAL GWT REI COM CL A 09627J102 182 24,000 SH   SOLE   24,000 0 0
BMC STK HLDGS INC COM 05591B109 10,943 255,500 SH   SOLE   255,500 0 0
BOEING CO COM 097023105 9,965 60,300 SH   SOLE   60,300 0 0
BOISE CASCADE CO DEL COM 09739D100 5,206 130,400 SH   SOLE   130,400 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 2,431 129,300 SH   SOLE   129,300 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,664 301,500 SH   SOLE   301,500 0 0
BOWL AMER INC CL A 102565108 158 16,000 SH   SOLE   13,000 0 3,000
BRADY CORP CL A 104674106 596 14,900 SH   SOLE   14,900 0 0
BRIDGE BANCORP INC COM 108035106 1,464 84,000 SH   SOLE   84,000 0 0
BRIGHTVIEW HLDGS INC COM 10948C107 4,090 358,800 SH   SOLE   358,800 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 25,155 417,229 SH   SOLE   416,529 0 700
BRISTOW GROUP INC COM 11040G103 2,160 101,648 SH   SOLE   95,315 0 6,333
BROADWIND INC COM NEW 11161T207 596 207,500 SH   SOLE   207,500 0 0
BROOKDALE SR LIVING INC COM 112463104 2,264 891,200 SH   SOLE   891,200 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,464 285,000 SH   SOLE   285,000 0 0
BROWN FORMAN CORP CL B 115637209 19,406 257,650 SH   SOLE   257,650 0 0
BRYN MAWR BK CORP COM 117665109 2,184 87,800 SH   SOLE   87,800 0 0
BUILD A BEAR WORKSHOP COM 120076104 331 132,200 SH   SOLE   121,700 0 10,500
BUILDERS FIRSTSOURCE INC COM 12008R107 421 12,900 SH   SOLE   12,900 0 0
BURLINGTON STORES INC COM 122017106 1,319 6,400 SH   SOLE   6,400 0 0
BUSINESS FIRST BANCSHARES IN COM 12326C105 1,425 95,000 SH   SOLE   95,000 0 0
BYLINE BANCORP INC COM 124411109 2,098 186,000 SH   SOLE   186,000 0 0
C & F FINL CORP COM 12466Q104 1,082 36,442 SH   SOLE   33,442 0 3,000
CABLE ONE INC COM 12685J105 2,451 1,300 SH   SOLE   1,300 0 0
CABOT OIL & GAS CORP COM 127097103 1,620 93,300 SH   SOLE   91,100 0 2,200
CADENCE BANCORPORATION CL A 12739A100 4,716 549,000 SH   SOLE   549,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 7,357 69,000 SH   SOLE   68,100 0 900
CAESARSTONE LTD ORD SHS M20598104 2,156 220,000 SH   SOLE   220,000 0 0
CAI INTERNATIONAL INC COM 12477X106 3,692 134,100 SH   SOLE   134,100 0 0
CALEDONIA MNG CORP PLC SHS NEW G1757E113 457 26,900 SH   SOLE   26,900 0 0
CALERES INC COM 129500104 1,744 182,400 SH   SOLE   182,400 0 0
CALIFORNIA BANCORP COM 13005U101 476 42,000 SH   SOLE   35,700 0 6,300
CALIX INC COM 13100M509 331 18,600 SH   SOLE   18,600 0 0
CALLON PETE CO DEL COM 13123X508 151 31,307 SH   SOLE   31,307 0 0
CALYXT INC COM 13173L107 787 143,300 SH   SOLE   123,300 0 20,000
CAMPBELL SOUP CO COM 134429109 1,098 22,700 SH   SOLE   22,700 0 0
CAMPING WORLD HLDGS INC CL A 13462K109 315 10,600 SH   SOLE   10,600 0 0
CANADIAN NAT RES LTD COM 136385101 922 57,600 SH   SOLE   56,400 0 1,200
CANTERBURY PARK HOLDING CORP COM 13811E101 194 15,889 SH   SOLE   12,689 0 3,200
CAPITAL BANCORP INC MD COM 139737100 440 46,517 SH   SOLE   38,517 0 8,000
CAPITAL CITY BK GROUP INC COM 139674105 1,808 96,200 SH   SOLE   96,200 0 0
CAPITAL ONE FINL CORP COM 14040H105 19,602 272,778 SH   SOLE   272,778 0 0
CAPITAL SR LIVING CORP COM 140475104 83 131,836 SH   SOLE   108,336 0 23,500
CAPITALA FIN CORP COM NEW 14054R502 760 80,713 SH   SOLE   80,713 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 3,414 188,000 SH   SOLE   188,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 2,765 90,550 SH   SOLE   90,550 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 2,361 366,100 SH   SOLE   366,100 0 0
CARS COM INC COM 14575E105 444 55,000 SH   SOLE   55,000 0 0
CARTER BK & TR MARTINSVILLE COM 146102108 1,031 155,000 SH   SOLE   155,000 0 0
CARVER BANCORP INC COM NEW 146875604 493 76,500 SH   SOLE   76,500 0 0
CASI PHARMACEUTICALS INC COM 14757U109 314 205,200 SH   SOLE   205,200 0 0
CASTLIGHT HEALTH INC CL B 14862Q100 923 816,852 SH   SOLE   753,352 0 63,500
CATABASIS PHARMACEUTICALS IN COM NEW 14875P206 559 90,300 SH   SOLE   77,800 0 12,500
CATALYST PHARMACEUTICALS INC COM 14888U101 310 104,400 SH   SOLE   104,400 0 0
CATO CORP NEW CL A 149205106 860 110,000 SH   SOLE   110,000 0 0
CB FINL SVCS INC COM 12479G101 904 47,400 SH   SOLE   47,400 0 0
CBDMD INC COM 12482W101 1,047 523,300 SH   SOLE   484,700 0 38,600
CBTX INC COM 12481V104 216 13,225 SH   SOLE   13,225 0 0
CDW CORP COM 12514G108 1,410 11,800 SH   SOLE   11,800 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 5,103 141,200 SH   SOLE   141,200 0 0
CENTRAL GARDEN & PET CO COM 153527106 679 17,000 SH   SOLE   17,000 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 679 50,000 SH   SOLE   50,000 0 0
CENTRAL VY CMNTY BANCORP COM 155685100 1,320 106,900 SH   SOLE   106,900 0 0
CENTRUS ENERGY CORP CL A 15643U104 449 53,600 SH   SOLE   44,000 0 9,600
CENTURY ALUM CO COM 156431108 3,204 450,000 SH   SOLE   450,000 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 318 4,830 SH   SOLE   4,830 0 0
CENTURY CASINOS INC COM 156492100 1,010 184,300 SH   SOLE   184,300 0 0
CENTURY CMNTYS INC COM 156504300 6,146 145,200 SH   SOLE   145,200 0 0
CF INDS HLDGS INC COM 125269100 9,494 309,141 SH   SOLE   309,141 0 0
CHARAH SOLUTIONS INC COM 15957P105 546 177,700 SH   SOLE   127,700 0 50,000
CHARLES & COLVARD LTD COM 159765106 245 298,600 SH   SOLE   298,600 0 0
CHEGG INC COM 163092109 2,015 28,200 SH   SOLE   27,600 0 600
CHEMUNG FINL CORP COM 164024101 1,458 50,491 SH   SOLE   47,891 0 2,600
CHENIERE ENERGY INC COM NEW 16411R208 1,740 37,600 SH   SOLE   37,000 0 600
CHEVRON CORP NEW COM 166764100 10,154 141,023 SH   SOLE   141,023 0 0
CHICAGO RIVET & MACH CO COM 168088102 257 11,900 SH   SOLE   11,900 0 0
CHICKEN SOUP FOR THE SOUL EN CL A 16842Q100 240 16,600 SH   SOLE   16,600 0 0
CHICOS FAS INC COM 168615102 856 880,700 SH   SOLE   855,700 0 25,000
CHIMERIX INC COM 16934W106 505 202,700 SH   SOLE   170,400 0 32,300
CHINA AUTOMOTIVE SYS INC COM 16936R105 418 141,200 SH   SOLE   141,200 0 0
CHINA PHARMA HLDGS INC COM 16941T104 86 235,000 SH   SOLE   195,000 0 40,000
CHINA XD PLASTICS CO LTD COM 16948F107 349 306,500 SH   SOLE   286,500 0 20,000
CHUYS HLDGS INC COM 171604101 940 48,000 SH   SOLE   48,000 0 0
CIDARA THERAPEUTICS INC COM 171757107 504 177,004 SH   SOLE   177,004 0 0
CINEDIGM CORP COM NEW 172406209 275 487,000 SH   SOLE   487,000 0 0
CIRCOR INTL INC COM 17273K109 3,419 125,000 SH   SOLE   125,000 0 0
CISCO SYS INC COM 17275R102 10,116 256,808 SH   SOLE   256,808 0 0
CITI TRENDS INC COM 17306X102 3,451 138,160 SH   SOLE   138,160 0 0
CITIGROUP INC COM NEW 172967424 29,822 691,775 SH   SOLE   691,775 0 0
CITIZENS CMNTY BANCORP INC M COM 174903104 737 106,900 SH   SOLE   106,900 0 0
CITIZENS HLDG CO MISS COM 174715102 641 28,570 SH   SOLE   24,070 0 4,500
CITIZENS INC CL A 174740100 945 170,540 SH   SOLE   170,540 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 968 77,344 SH   SOLE   77,344 0 0
CLEARSIDE BIOMEDICAL INC COM 185063104 283 184,000 SH   SOLE   134,000 0 50,000
CLEARWATER PAPER CORP COM 18538R103 3,415 90,000 SH   SOLE   90,000 0 0
CLOROX CO DEL COM 189054109 18,516 88,100 SH   SOLE   88,100 0 0
CNB FINL CORP PA COM 126128107 1,129 75,900 SH   SOLE   75,900 0 0
COCA COLA CO COM 191216100 10,087 204,314 SH   SOLE   204,314 0 0
CODORUS VY BANCORP INC COM 192025104 979 74,766 SH   SOLE   67,621 0 7,145
COFFEE HLDG CO INC COM 192176105 115 33,000 SH   SOLE   33,000 0 0
COLONY BANKCORP INC COM 19623P101 565 52,568 SH   SOLE   45,068 0 7,500
COMCAST CORP NEW CL A 20030N101 10,038 217,000 SH   SOLE   217,000 0 0
COMMERCIAL METALS CO COM 201723103 430 21,500 SH   SOLE   21,500 0 0
COMMERCIAL VEH GROUP INC COM 202608105 2,281 349,300 SH   SOLE   349,300 0 0
COMMUNICATIONS SYS INC COM 203900105 755 197,100 SH   SOLE   167,100 0 30,000
COMMUNITY BANKERS TR CORP COM 203612106 451 88,800 SH   SOLE   88,800 0 0
COMMUNITY FINL CORP MD COM 20368X101 392 18,340 SH   SOLE   18,340 0 0
COMMUNITY HEALTH SYS INC NEW COM 203668108 217 51,500 SH   SOLE   51,500 0 0
COMMUNITY TR BANCORP INC COM 204149108 2,300 81,400 SH   SOLE   81,400 0 0
COMMUNITY WEST BANCSHARES COM 204157101 517 64,357 SH   SOLE   57,657 0 6,700
COMPUTER TASK GROUP INC COM 205477102 486 97,800 SH   SOLE   78,200 0 19,600
COMSTOCK HLDG COS INC CL A NEW 205684202 54 22,200 SH   SOLE   22,200 0 0
COMSTOCK MNG INC COM NEW 205750300 139 129,000 SH   SOLE   129,000 0 0
COMSTOCK RES INC COM 205768302 5,674 1,295,400 SH   SOLE   1,295,400 0 0
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,338 167,000 SH   SOLE   167,000 0 0
CONCRETE PUMPING HLDGS INC COM 206704108 700 196,000 SH   SOLE   196,000 0 0
CONFORMIS INC COM 20717E101 406 484,706 SH   SOLE   434,706 0 50,000
CONIFER HLDGS INC COM 20731J102 154 54,000 SH   SOLE   43,000 0 11,000
CONMED CORP COM 207410101 346 4,400 SH   SOLE   4,400 0 0
CONNECTONE BANCORP INC COM 20786W107 2,158 153,400 SH   SOLE   153,400 0 0
CONNS INC COM 208242107 2,732 258,254 SH   SOLE   258,254 0 0
CONOCOPHILLIPS COM 20825C104 21,175 644,787 SH   SOLE   643,687 0 1,100
CONSOL ENERGY INC DISC COML COM 20854L108 1,433 323,500 SH   SOLE   313,500 0 10,000
CONSOLIDATED COMM HLDGS INC COM 209034107 2,440 428,801 SH   SOLE   428,800 0 1
CONSUMER PORTFOLIO SVCS INC COM 210502100 2,425 734,750 SH   SOLE   710,250 0 24,500
CONTAINER STORE GROUP INC COM 210751103 2,876 463,100 SH   SOLE   428,100 0 35,000
CONTANGO OIL & GAS CO COM NEW 21075N204 153 114,000 SH   SOLE   74,000 0 40,000
CONTURA ENERGY INC COM 21241B100 1,425 194,669 SH   SOLE   177,669 0 17,000
COOPER TIRE & RUBR CO COM 216831107 7,079 223,300 SH   SOLE   223,300 0 0
CORCEPT THERAPEUTICS INC COM 218352102 303 17,400 SH   SOLE   17,400 0 0
CORE MOLDING TECHNOLOGIES IN COM 218683100 905 102,100 SH   SOLE   94,600 0 7,500
CORMEDIX INC COM 21900C308 592 98,100 SH   SOLE   86,300 0 11,800
CORNERSTONE BLDG BRANDS INC COM 21925D109 6,464 810,000 SH   SOLE   810,000 0 0
CORTLAND BANCORP COM 220587109 293 20,000 SH   SOLE   20,000 0 0
CORVUS PHARMACEUTICALS INC COM 221015100 536 133,700 SH   SOLE   113,700 0 20,000
COSTAMARE INC SHS Y1771G102 5,031 828,800 SH   SOLE   828,800 0 0
COSTCO WHSL CORP NEW COM 22160K105 23,215 65,395 SH   SOLE   65,395 0 0
COUNTERPATH CORP COM 22228P302 290 94,000 SH   SOLE   94,000 0 0
COUNTY BANCORP INC COM 221907108 1,470 78,187 SH   SOLE   73,187 0 5,000
COUPA SOFTWARE INC COM 22266L106 6,585 24,010 SH   SOLE   23,750 0 260
COVENANT LOGISTICS GROUP INC CL A 22284P105 1,318 75,350 SH   SOLE   75,350 0 0
COWEN INC CL A NEW 223622606 2,813 172,900 SH   SOLE   172,900 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 186 69,300 SH   SOLE   41,300 0 28,000
CPS TECHNOLOGIES CORP COM 12619F104 282 171,300 SH   SOLE   171,300 0 0
CREATIVE REALITIES INC COM NEW 22530J200 270 275,500 SH   SOLE   275,500 0 0
CROCS INC COM 227046109 256 6,000 SH   SOLE   6,000 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,135 30,840 SH   SOLE   30,620 0 220
CROWN CRAFTS INC COM 228309100 483 85,500 SH   SOLE   85,500 0 0
CSP INC COM 126389105 406 47,100 SH   SOLE   47,100 0 0
CTO REALTY GROWTH INC COM 22948P103 1,177 26,700 SH   SOLE   23,600 0 3,100
CULP INC COM 230215105 1,169 94,100 SH   SOLE   82,600 0 11,500
CUMBERLAND PHARMACEUTICALS I COM 230770109 587 183,000 SH   SOLE   155,200 0 27,800
CUMULUS MEDIA INC COM CL A 231082801 2,043 380,500 SH   SOLE   366,000 0 14,500
CURIS INC COM NEW 231269200 287 245,340 SH   SOLE   194,040 0 51,300
CURO GROUP HOLDINGS CORP COM 23131L107 857 121,600 SH   SOLE   121,600 0 0
CUSTOMERS BANCORP INC COM 23204G100 1,827 163,100 SH   SOLE   163,100 0 0
CUTERA INC COM 232109108 332 17,500 SH   SOLE   17,500 0 0
CYCLERION THERAPEUTICS INC COM 23255M105 675 111,000 SH   SOLE   91,000 0 20,000
CYMABAY THERAPEUTICS INC COM 23257D103 711 98,224 SH   SOLE   98,224 0 0
CYNERGISTEK INC COM 23258P105 454 289,000 SH   SOLE   279,000 0 10,000
DANA INCORPORATED COM 235825205 1,848 150,000 SH   SOLE   150,000 0 0
DAVITA INC COM 23918K108 25,798 301,200 SH   SOLE   300,550 0 650
DAWSON GEOPHYSICAL CO NEW COM 239360100 594 337,244 SH   SOLE   314,117 0 23,127
DEL TACO RESTAURANTS INC NEW COM 245496104 1,426 173,900 SH   SOLE   173,900 0 0
DELL TECHNOLOGIES INC CL C 24703L202 3,199 47,253 SH   SOLE   47,253 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 18,353 600,150 SH   SOLE   598,250 0 1,900
DELTA APPAREL INC COM 247368103 1,385 97,188 SH   SOLE   91,688 0 5,500
DESTINATION XL GROUP INC COM 25065K104 62 240,422 SH   SOLE   200,422 0 40,000
DEVON ENERGY CORP NEW COM 25179M103 10,679 1,128,894 SH   SOLE   1,128,894 0 0
DHI GROUP INC COM 23331S100 1,485 657,100 SH   SOLE   624,600 0 32,500
DHT HOLDINGS INC SHS NEW Y2065G121 5,055 979,622 SH   SOLE   979,622 0 0
DIAMOND S SHIPPING INC COM Y20676105 1,505 219,000 SH   SOLE   219,000 0 0
DIEBOLD NXDF INC COM 253651103 454 59,400 SH   SOLE   59,400 0 0
DIGIRAD CORP COM NEW 253827703 305 122,290 SH   SOLE   122,290 0 0
DILLARDS INC CL A 254067101 3,612 98,900 SH   SOLE   98,900 0 0
DIME CMNTY BANCSHARES INC COM 253922108 1,865 164,900 SH   SOLE   164,900 0 0
DIRTT ENVIRONMENTAL SOLUTION COM 25490H106 886 557,400 SH   SOLE   479,400 0 78,000
DISCOVERY INC COM SER A 25470F104 22,863 1,050,200 SH   SOLE   1,048,100 0 2,100
DISH NETWORK CORPORATION CL A 25470M109 26,477 912,050 SH   SOLE   910,500 0 1,550
DISNEY WALT CO COM DISNEY 254687106 9,965 80,315 SH   SOLE   80,315 0 0
DIXIE GROUP INC CL A 255519100 99 110,600 SH   SOLE   100,600 0 10,000
DLH HLDGS CORP COM 23335Q100 1,040 143,500 SH   SOLE   143,500 0 0
DOLLAR GEN CORP NEW COM 256677105 5,538 26,420 SH   SOLE   26,100 0 320
DOMINOS PIZZA INC COM 25754A201 1,871 4,400 SH   SOLE   4,260 0 140
DOMTAR CORP COM NEW 257559203 4,618 175,800 SH   SOLE   175,800 0 0
DONEGAL GROUP INC CL A 257701201 2,801 199,100 SH   SOLE   199,100 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,376 103,000 SH   SOLE   103,000 0 0
DONNELLEY R R & SONS CO COM 257867200 518 355,000 SH   SOLE   275,000 0 80,000
DORIAN LPG LTD SHS USD Y2106R110 2,486 310,329 SH   SOLE   310,329 0 0
DOUGLAS DYNAMICS INC COM 25960R105 335 9,800 SH   SOLE   9,800 0 0
DOVER MOTORSPORTS INC COM 260174107 77 54,896 SH   SOLE   54,896 0 0
DRIVE SHACK INC COM 262077100 425 379,300 SH   SOLE   348,300 0 31,000
DXP ENTERPRISES INC COM NEW 233377407 1,274 79,000 SH   SOLE   79,000 0 0
EAGLE BANCORP INC MD COM 268948106 3,203 119,570 SH   SOLE   119,570 0 0
EAGLE BANCORP MONT INC COM 26942G100 1,313 74,521 SH   SOLE   69,521 0 5,000
EAGLE BULK SHIPPING INC COM Y2187A150 792 48,386 SH   SOLE   48,386 0 0
EARTHSTONE ENERGY INC CL A 27032D304 1,421 548,555 SH   SOLE   515,155 0 33,400
EASTERN CO COM 276317104 1,132 57,992 SH   SOLE   53,805 0 4,187
EASTMAN KODAK CO COM NEW 277461406 3,444 390,481 SH   SOLE   364,581 0 25,900
EBAY INC. COM 278642103 21,879 419,945 SH   SOLE   419,045 0 900
ECHO GLOBAL LOGISTICS INC COM 27875T101 3,685 143,000 SH   SOLE   143,000 0 0
EDUCATIONAL DEV CORP COM 281479105 1,732 103,300 SH   SOLE   95,000 0 8,300
EDWARDS LIFESCIENCES CORP COM 28176E108 2,586 32,400 SH   SOLE   32,400 0 0
ELECTROMED INC COM 285409108 1,631 156,638 SH   SOLE   148,438 0 8,200
ELEVATE CREDIT INC COM 28621V101 2,105 819,100 SH   SOLE   792,100 0 27,000
ELOXX PHARMACEUTICALS INC COM 29014R103 462 175,800 SH   SOLE   158,900 0 16,900
EMAGIN CORP COM NEW 29076N206 349 275,000 SH   SOLE   235,000 0 40,000
EMCORE CORP COM NEW 290846203 451 138,627 SH   SOLE   112,927 0 25,700
EMERALD HOLDING INC COM 29103W104 562 275,500 SH   SOLE   275,500 0 0
EMERSON RADIO CORP COM NEW 291087203 117 172,100 SH   SOLE   162,100 0 10,000
EMPLOYERS HOLDINGS INC COM 292218104 5,028 166,200 SH   SOLE   166,200 0 0
ENCORE CAP GROUP INC COM 292554102 6,661 172,600 SH   SOLE   172,600 0 0
ENGLOBAL CORP COM 293306106 68 78,700 SH   SOLE   78,700 0 0
ENOVA INTL INC COM 29357K103 3,314 202,207 SH   SOLE   202,207 0 0
ENPRO INDS INC COM 29355X107 5,212 92,400 SH   SOLE   92,400 0 0
ENSERVCO CORP COM 29358Y102 71 465,000 SH   SOLE   330,000 0 135,000
ENSIGN GROUP INC COM 29358P101 314 5,500 SH   SOLE   5,500 0 0
ENSTAR GROUP LIMITED SHS G3075P101 339 2,100 SH   SOLE   2,100 0 0
ENTASIS THERAPEUTICS HLDGS I COM 293614103 143 70,000 SH   SOLE   60,000 0 10,000
ENTERCOM COMMUNICATIONS CORP CL A 293639100 910 564,925 SH   SOLE   564,925 0 0
ENTERPRISE BANCORP INC MASS COM 293668109 1,277 60,750 SH   SOLE   60,750 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,316 121,600 SH   SOLE   121,600 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,313 863,800 SH   SOLE   822,800 0 41,000
ENVELA CORP COM 29402E102 732 170,700 SH   SOLE   155,700 0 15,000
ENZO BIOCHEM INC COM 294100102 882 418,000 SH   SOLE   380,500 0 37,500
EPSILON ENERGY LTD COM 294375209 455 150,000 SH   SOLE   150,000 0 0
EQUILLIUM INC COM 29446K106 444 77,000 SH   SOLE   62,000 0 15,000
EQUINIX INC COM 29444U700 1,520 2,000 SH   SOLE   2,000 0 0
EQUITY BANCSHARES INC COM CL A 29460X109 1,316 84,900 SH   SOLE   84,900 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 2,231 36,400 SH   SOLE   36,400 0 0
ESCALADE INC COM 296056104 417 22,800 SH   SOLE   17,600 0 5,200
ESPEY MFG & ELECTRS CORP COM 296650104 203 10,700 SH   SOLE   10,700 0 0
ESQUIRE FINL HLDGS INC COM 29667J101 503 33,500 SH   SOLE   33,500 0 0
ESSA BANCORP INC COM 29667D104 1,375 111,500 SH   SOLE   102,500 0 9,000
ESSENT GROUP LTD COM G3198U102 403 10,900 SH   SOLE   10,900 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,816 134,100 SH   SOLE   134,100 0 0
EVANS BANCORP INC COM NEW 29911Q208 1,095 49,202 SH   SOLE   46,302 0 2,900
EVERI HLDGS INC COM 30034T103 274 33,200 SH   SOLE   33,200 0 0
EVERSPIN TECHNOLOGIES INC COM 30041T104 453 79,900 SH   SOLE   69,900 0 10,000
EVO PMTS INC CL A COM 26927E104 313 12,600 SH   SOLE   12,600 0 0
EVOLUTION PETE CORP COM 30049A107 448 200,023 SH   SOLE   176,923 0 23,100
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 2,054 96,800 SH   SOLE   94,700 0 2,100
EXAGEN INC COM 30068X103 793 73,200 SH   SOLE   64,100 0 9,100
EXONE CO COM 302104104 930 76,100 SH   SOLE   64,200 0 11,900
EXPRESS INC COM 30219E103 403 659,900 SH   SOLE   609,900 0 50,000
EXTERRAN CORP COM 30227H106 546 131,200 SH   SOLE   131,200 0 0
EXXON MOBIL CORP COM 30231G102 10,144 295,487 SH   SOLE   295,487 0 0
EYEPOINT PHARMACEUTICALS INC COM 30233G100 339 654,200 SH   SOLE   579,200 0 75,000
EZCORP INC CL A NON VTG 302301106 1,315 261,369 SH   SOLE   261,369 0 0
FACEBOOK INC CL A 30303M102 17,469 66,700 SH   SOLE   66,700 0 0
FAIR ISAAC CORP COM 303250104 1,999 4,700 SH   SOLE   4,700 0 0
FARMER BROS CO COM 307675108 484 109,400 SH   SOLE   97,400 0 12,000
FARMERS NATIONAL BANC CORP COM 309627107 556 50,908 SH   SOLE   50,908 0 0
FASTENAL CO COM 311900104 22,996 510,000 SH   SOLE   508,500 0 1,500
FB FINL CORP COM 30257X104 467 18,600 SH   SOLE   18,600 0 0
FBL FINL GROUP INC CL A 30239F106 5,571 115,572 SH   SOLE   115,572 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,611 25,300 SH   SOLE   25,300 0 0
FEDNAT HLDG CO COM 31431B109 800 126,600 SH   SOLE   126,600 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,131 256,200 SH   SOLE   249,800 0 6,400
FIDELITY NATL INFORMATION SV COM 31620M106 22,553 153,200 SH   SOLE   153,200 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,287 137,300 SH   SOLE   137,300 0 0
FINANCIAL INSTNS INC COM 317585404 1,668 108,300 SH   SOLE   108,300 0 0
FIRST BANCORP N C COM 318910106 1,490 71,200 SH   SOLE   71,200 0 0
FIRST BANCORP P R COM NEW 318672706 4,125 790,300 SH   SOLE   790,300 0 0
FIRST BANCSHARES INC MS COM 318916103 1,032 49,200 SH   SOLE   49,200 0 0
FIRST BANK WILLIAMSTOWN NJ COM 31931U102 1,107 178,622 SH   SOLE   166,122 0 12,500
FIRST BUS FINL SVCS INC WIS COM 319390100 1,146 80,208 SH   SOLE   80,208 0 0
FIRST BUSEY CORP COM NEW 319383204 2,384 150,000 SH   SOLE   150,000 0 0
FIRST CHOICE BANCORP COM 31948P104 926 69,707 SH   SOLE   69,707 0 0
FIRST CMNTY BANKSHARES INC V COM 31983A103 480 26,579 SH   SOLE   26,579 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,242 418,800 SH   SOLE   418,800 0 0
FIRST FINANCIAL NORTHWEST IN COM 32022K102 1,092 119,752 SH   SOLE   109,752 0 10,000
FIRST FINL CORP IND COM 320218100 1,927 61,357 SH   SOLE   61,357 0 0
FIRST FNDTN INC COM 32026V104 2,852 218,200 SH   SOLE   218,200 0 0
FIRST GTY BANCSHARES INC COM 32043P106 512 42,239 SH   SOLE   42,239 0 0
FIRST INTERNET BANCORP COM 320557101 999 67,816 SH   SOLE   61,816 0 6,000
FIRST LONG IS CORP COM 320734106 764 51,600 SH   SOLE   51,600 0 0
FIRST MERCHANTS CORP COM 320817109 4,539 196,000 SH   SOLE   196,000 0 0
FIRST MID BANCSHARES INC COM 320866106 1,759 70,500 SH   SOLE   70,500 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,435 411,400 SH   SOLE   411,400 0 0
FIRST NATL CORP COM 32106V107 388 27,500 SH   SOLE   27,500 0 0
FIRST NORTHWEST BANCORP COM 335834107 480 48,500 SH   SOLE   42,000 0 6,500
FIRST US BANCSHARES INC COM 33744V103 76 11,468 SH   SOLE   11,468 0 0
FIRST UTD CORP COM 33741H107 909 77,593 SH   SOLE   68,093 0 9,500
FIRST WESTN FINL INC COM 33751L105 517 39,951 SH   SOLE   34,951 0 5,000
FIVE PRIME THERAPEUTICS INC COM 33830X104 618 131,500 SH   SOLE   108,500 0 23,000
FIVE STAR SENIOR LIVING INC COM NEW 33832D205 249 49,100 SH   SOLE   49,100 0 0
FIVE9 INC COM 338307101 3,242 25,000 SH   SOLE   24,400 0 600
FLEXIBLE SOLUTIONS INTL INC COM 33938T104 170 83,307 SH   SOLE   83,307 0 0
FLEXSHOPPER INC COM NEW 33939J303 177 99,900 SH   SOLE   99,900 0 0
FLEXSTEEL INDS INC COM 339382103 970 40,400 SH   SOLE   31,100 0 9,300
FLOTEK INDS INC DEL COM 343389102 853 314,700 SH   SOLE   264,700 0 50,000
FLUENT INC COM 34380C102 1,465 590,900 SH   SOLE   540,400 0 50,500
FLUSHING FINL CORP COM 343873105 1,420 134,938 SH   SOLE   134,938 0 0
FNCB BANCORP INC COM 302578109 85 16,000 SH   SOLE   16,000 0 0
FONAR CORP COM NEW 344437405 1,211 58,000 SH   SOLE   58,000 0 0
FORD MTR CO DEL COM 345370860 83 12,480 SH   SOLE   12,480 0 0
FORTE BIOSCIENCES INC COM 34962G109 307 6,319 SH   SOLE   5,433 0 886
FORTERRA INC COM 34960W106 353 29,900 SH   SOLE   29,900 0 0
FORTINET INC COM 34959E109 1,956 16,600 SH   SOLE   16,600 0 0
FORTIVE CORP COM 34959J108 22,013 288,850 SH   SOLE   288,850 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 6,629 387,000 SH   SOLE   387,000 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 251 456,000 SH   SOLE   356,000 0 100,000
FOSTER L B CO COM 350060109 1,172 87,300 SH   SOLE   80,700 0 6,600
FOUNDATION BLDG MATLS INC COM 350392106 4,040 257,000 SH   SOLE   257,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 289 11,300 SH   SOLE   11,300 0 0
FRANCESCAS HLDGS CORP COM NEW 351793203 174 65,000 SH   SOLE   50,900 0 14,100
FRANKLIN FINL SVCS CORP COM 353525108 259 12,100 SH   SOLE   12,100 0 0
FREIGHTCAR AMER INC COM 357023100 194 85,000 SH   SOLE   50,000 0 35,000
FREQUENCY ELECTRS INC COM 358010106 303 30,000 SH   SOLE   20,000 0 10,000
FRESH DEL MONTE PRODUCE INC ORD G36738105 6,204 270,700 SH   SOLE   270,700 0 0
FRIEDMAN INDS INC COM 358435105 1,291 222,500 SH   SOLE   212,500 0 10,000
FRONTLINE LTD SHS NEW G3682E192 7,788 1,198,200 SH   SOLE   1,198,200 0 0
FS BANCORP INC COM 30263Y104 504 12,300 SH   SOLE   12,300 0 0
FUEL TECH INC COM 359523107 377 447,728 SH   SOLE   417,728 0 30,000
FULL HSE RESORTS INC COM 359678109 371 191,000 SH   SOLE   191,000 0 0
FUTUREFUEL CORP COM 36116M106 1,874 164,800 SH   SOLE   164,800 0 0
G III APPAREL GROUP LTD COM 36237H101 2,892 220,600 SH   SOLE   220,600 0 0
GAIA INC NEW CL A 36269P104 592 60,200 SH   SOLE   50,800 0 9,400
GAMCO INVS INC CL A COM 361438104 513 44,300 SH   SOLE   44,300 0 0
GAMESTOP CORP NEW CL A 36467W109 1,420 139,200 SH   SOLE   139,200 0 0
GANNETT CO INC COM 36472T109 670 515,375 SH   SOLE   515,375 0 0
GASLOG LTD SHS G37585109 978 360,737 SH   SOLE   360,737 0 0
GEE GROUP INC COM 36165A102 78 77,600 SH   SOLE   77,600 0 0
GENCO SHIPPING & TRADING LTD SHS Y2685T131 2,092 303,200 SH   SOLE   303,200 0 0
GENERAL FIN CORP DEL COM 369822101 1,049 165,764 SH   SOLE   165,764 0 0
GENERAL MLS INC COM 370334104 21,008 340,601 SH   SOLE   340,601 0 0
GENERAL MOLY INC COM 370373102 61 542,000 SH   SOLE   417,000 0 125,000
GENERAL MTRS CO COM 37045V100 21,547 728,187 SH   SOLE   728,187 0 0
GENESCO INC COM 371532102 1,540 71,500 SH   SOLE   71,500 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 285 523,000 SH   SOLE   423,000 0 100,000
GENPACT LIMITED SHS G3922B107 3,783 97,130 SH   SOLE   95,900 0 1,230
GENTEX CORP COM 371901109 1,852 71,910 SH   SOLE   70,100 0 1,810
GENWORTH FINL INC COM CL A 37247D106 6,868 2,050,000 SH   SOLE   2,050,000 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 551 89,163 SH   SOLE   80,263 0 8,900
GETTY RLTY CORP NEW COM 374297109 271 10,400 SH   SOLE   10,400 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 307 18,200 SH   SOLE   18,200 0 0
GLATFELTER COM 377316104 3,641 264,400 SH   SOLE   264,400 0 0
GLOBAL INDEMNITY GROUP LLC COM CL A 37959R103 1,756 84,443 SH   SOLE   84,443 0 0
GLOBANT S A COM L44385109 1,997 11,140 SH   SOLE   10,840 0 300
GLYCOMIMETICS INC COM 38000Q102 642 209,100 SH   SOLE   209,100 0 0
GMS INC COM 36251C103 5,690 236,100 SH   SOLE   236,100 0 0
GOGO INC COM 38046C109 288 31,200 SH   SOLE   31,200 0 0
GOLDEN ENTMT INC COM 381013101 1,957 141,500 SH   SOLE   141,500 0 0
GOLDEN MINERALS CO COM 381119106 225 535,000 SH   SOLE   450,000 0 85,000
GOLDFIELD CORP COM 381370105 1,520 359,280 SH   SOLE   327,780 0 31,500
GOOD TIMES RESTAURANTS INC COM NEW 382140879 159 110,300 SH   SOLE   110,300 0 0
GOODRICH PETE CORP COM PAR 382410843 1,062 138,100 SH   SOLE   129,100 0 9,000
GP STRATEGIES CORP COM 36225V104 1,755 182,100 SH   SOLE   170,800 0 11,300
GRAHAM CORP COM 384556106 326 25,500 SH   SOLE   19,700 0 5,800
GRAN TIERRA ENERGY INC COM 38500T101 575 2,475,400 SH   SOLE   2,260,400 0 215,000
GRAY TELEVISION INC COM 389375106 7,386 536,400 SH   SOLE   536,400 0 0
GREAT ELM CAP CORP COM 390320109 86 25,469 SH   SOLE   25,469 0 0
GREAT ELM CAP GROUP INC COM NEW 39036P209 280 118,493 SH   SOLE   78,493 0 40,000
GREAT SOUTHN BANCORP INC COM 390905107 1,170 32,300 SH   SOLE   32,300 0 0
GREAT WESTN BANCORP INC COM 391416104 3,039 244,104 SH   SOLE   244,104 0 0
GREEN PLAINS INC COM 393222104 3,276 211,650 SH   SOLE   211,650 0 0
GREENBRIER COS INC COM 393657101 5,266 179,100 SH   SOLE   179,100 0 0
GREENLANE HLDGS INC CL A 395330103 112 50,000 SH   SOLE   40,000 0 10,000
GRIFFIN INL RLTY INC COM 398231100 521 9,741 SH   SOLE   9,741 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 7,482 84,650 SH   SOLE   84,650 0 0
GSI TECHNOLOGY COM 36241U106 410 72,717 SH   SOLE   52,917 0 19,800
GTT COMMUNICATIONS INC COM 362393100 1,109 215,000 SH   SOLE   215,000 0 0
GUARANTY FED BANCSHARES INC COM 40108P101 227 16,356 SH   SOLE   16,356 0 0
GUESS INC COM 401617105 1,778 153,000 SH   SOLE   153,000 0 0
GULF ISLAND FABRICATION INC COM 402307102 245 78,200 SH   SOLE   69,100 0 9,100
GULF RES INC COM 40251W408 918 170,070 SH   SOLE   170,070 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 2,064 105,000 SH   SOLE   105,000 0 0
HALLADOR ENERGY COMPANY COM 40609P105 128 195,600 SH   SOLE   195,600 0 0
HALLMARK FINL SVCS INC COM NEW 40624Q203 543 207,100 SH   SOLE   192,100 0 15,000
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 858 44,100 SH   SOLE   35,300 0 8,800
HANGER INC COM NEW 41043F208 286 18,100 SH   SOLE   18,100 0 0
HANMI FINL CORP COM NEW 410495204 1,330 162,000 SH   SOLE   162,000 0 0
HARBORONE BANCORP INC NEW COM NEW 41165Y100 403 49,900 SH   SOLE   49,900 0 0
HARVARD BIOSCIENCE INC COM 416906105 1,671 555,017 SH   SOLE   510,017 0 45,000
HAVERTY FURNITURE INC COM 419596101 2,074 99,059 SH   SOLE   99,059 0 0
HAWAIIAN HOLDINGS INC COM 419879101 2,582 200,300 SH   SOLE   200,300 0 0
HAWTHORN BANCSHARES INC COM 420476103 1,363 71,965 SH   SOLE   68,592 0 3,373
HAYNES INTERNATIONAL INC COM NEW 420877201 1,032 60,410 SH   SOLE   60,410 0 0
HC2 HLDGS INC COM 404139107 1,251 516,800 SH   SOLE   516,800 0 0
HCA HEALTHCARE INC COM 40412C101 20,622 165,400 SH   SOLE   165,400 0 0
HEALTHSTREAM INC COM 42222N103 295 14,700 SH   SOLE   14,700 0 0
HEARTLAND FINL USA INC COM 42234Q102 4,897 163,250 SH   SOLE   163,250 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,063 105,000 SH   SOLE   105,000 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,689 701,000 SH   SOLE   701,000 0 0
HENNESSY ADVISORS INC COM 425885100 108 13,000 SH   SOLE   13,000 0 0
HENRY JACK & ASSOC INC COM 426281101 11,085 68,175 SH   SOLE   68,175 0 0
HERC HLDGS INC COM 42704L104 5,003 126,300 SH   SOLE   126,300 0 0
HERITAGE COMM CORP COM 426927109 585 87,900 SH   SOLE   87,900 0 0
HERITAGE FINL CORP WASH COM 42722X106 2,611 142,000 SH   SOLE   142,000 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,308 129,200 SH   SOLE   129,200 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 19,651 2,097,200 SH   SOLE   2,097,200 0 0
HIBBETT SPORTS INC COM 428567101 5,181 132,100 SH   SOLE   132,100 0 0
HIGHPOINT RES CORP COM 43114K108 396 1,721,800 SH   SOLE   1,556,800 0 165,000
HILL INTL INC COM 431466101 449 340,251 SH   SOLE   297,751 0 42,500
HILLTOP HOLDINGS INC COM 432748101 2,114 102,700 SH   SOLE   102,700 0 0
HMN FINL INC COM 40424G108 647 48,800 SH   SOLE   48,800 0 0
HOLLYFRONTIER CORP COM 436106108 12,337 625,950 SH   SOLE   624,450 0 1,500
HOME BANCORP INC COM 43689E107 1,777 73,591 SH   SOLE   73,591 0 0
HOME DEPOT INC COM 437076102 10,053 36,200 SH   SOLE   36,200 0 0
HOMESTREET INC COM 43785V102 4,281 166,200 SH   SOLE   166,200 0 0
HOOKER FURNITURE CORP COM 439038100 1,082 41,900 SH   SOLE   41,900 0 0
HOPE BANCORP INC COM 43940T109 3,582 472,300 SH   SOLE   472,300 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 5,630 168,550 SH   SOLE   168,550 0 0
HORIZON BANCORP INC COM 440407104 2,380 235,909 SH   SOLE   235,909 0 0
HORIZON GLOBAL CORP COM 44052W104 772 134,200 SH   SOLE   99,200 0 35,000
HORIZON TECHNOLOGY FIN CORP COM 44045A102 306 24,900 SH   SOLE   24,900 0 0
HORMEL FOODS CORP COM 440452100 21,914 448,225 SH   SOLE   448,225 0 0
HOST HOTELS & RESORTS INC COM 44107P104 12,323 1,142,100 SH   SOLE   1,142,100 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 868 501,600 SH   SOLE   501,600 0 0
HOUSTON AMERN ENERGY CORP COM 44183U209 54 28,000 SH   SOLE   28,000 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 228 91,039 SH   SOLE   76,300 0 14,739
HOVNANIAN ENTERPRISES INC CL A NEW 442487401 1,912 58,788 SH   SOLE   58,788 0 0
HOWARD BANCORP INC COM 442496105 1,094 121,800 SH   SOLE   121,800 0 0
HP INC COM 40434L105 27,272 1,436,150 SH   SOLE   1,433,550 0 2,600
HUB GROUP INC CL A 443320106 8,664 172,600 SH   SOLE   172,600 0 0
HUBSPOT INC COM 443573100 6,105 20,890 SH   SOLE   20,650 0 240
HUDSON GLOBAL INC COM NEW 443787205 130 13,441 SH   SOLE   13,441 0 0
HUDSON LTD COM CL A G46408103 4,125 542,800 SH   SOLE   542,800 0 0
HUDSON TECHNOLOGIES INC COM 444144109 161 140,400 SH   SOLE   140,400 0 0
HUMANA INC COM 444859102 17,818 43,050 SH   SOLE   43,050 0 0
HUNTINGTON BANCSHARES INC COM 446150104 17,893 1,951,200 SH   SOLE   1,945,100 0 6,100
HUTTIG BLDG PRODS INC COM 448451104 59 27,100 SH   SOLE   27,100 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,843 49,600 SH   SOLE   49,600 0 0
ICAD INC COM NEW 44934S206 217 24,600 SH   SOLE   24,600 0 0
ICONIX BRAND GROUP INC COM NEW 451055305 62 87,600 SH   SOLE   56,200 0 31,400
IDEAYA BIOSCIENCES INC COM 45166A102 565 45,000 SH   SOLE   45,000 0 0
IDENTIV INC COM NEW 45170X205 116 18,500 SH   SOLE   18,500 0 0
IDT CORP CL B NEW 448947507 386 58,700 SH   SOLE   58,700 0 0
IEC ELECTRS CORP NEW COM 44949L105 487 56,350 SH   SOLE   44,050 0 12,300
IHS MARKIT LTD SHS G47567105 20,999 267,475 SH   SOLE   267,475 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,963 10,160 SH   SOLE   9,900 0 260
IMPAC MTG HLDGS INC COM NEW 45254P508 256 201,781 SH   SOLE   186,781 0 15,000
IMPERIAL OIL LTD COM NEW 453038408 1,833 153,300 SH   SOLE   150,100 0 3,200
INDEPENDENCE CONTRACT DRILLI COM 453415606 94 38,500 SH   SOLE   31,500 0 7,000
INDEPENDENT BK CORP MICH COM NEW 453838609 918 73,000 SH   SOLE   73,000 0 0
INDEPENDENT BK GROUP INC COM 45384B106 8,399 190,100 SH   SOLE   190,100 0 0
INDIA GLOBALIZATION CAP INC COM NEW 45408X308 200 192,200 SH   SOLE   164,000 0 28,200
INFINITY PHARMACEUTICALS INC COM 45665G303 491 419,300 SH   SOLE   319,300 0 100,000
INFORMATION SVCS GROUP INC COM 45675Y104 960 455,100 SH   SOLE   427,700 0 27,400
INFUSYSTEM HLDGS INC COM 45685K102 1,219 95,098 SH   SOLE   95,098 0 0
INGLES MKTS INC CL A 457030104 4,666 122,650 SH   SOLE   122,650 0 0
INNERWORKINGS INC COM 45773Y105 1,256 420,008 SH   SOLE   335,008 0 85,000
INNODATA INC COM NEW 457642205 774 250,455 SH   SOLE   197,855 0 52,600
INNOSPEC INC COM 45768S105 304 4,800 SH   SOLE   4,800 0 0
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 560 81,900 SH   SOLE   81,900 0 0
INNOVIVA INC COM 45781M101 308 29,500 SH   SOLE   29,500 0 0
INSEEGO CORP COM 45782B104 303 29,400 SH   SOLE   29,400 0 0
INSPIREMD INC COM 45779A853 10 30,000 SH   SOLE   25,000 0 5,000
INSULET CORP COM 45784P101 1,916 8,100 SH   SOLE   8,100 0 0
INTEL CORP COM 458140100 30,822 595,243 SH   SOLE   595,243 0 0
INTELLICHECK INC COM NEW 45817G201 720 108,000 SH   SOLE   83,200 0 24,800
INTERCONTINENTAL EXCHANGE IN COM 45866F104 19,180 191,700 SH   SOLE   191,700 0 0
INTERFACE INC COM 458665304 1,573 257,000 SH   SOLE   257,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10,022 82,367 SH   SOLE   82,367 0 0
INTERNATIONAL SEAWAYS INC COM Y41053102 2,045 140,000 SH   SOLE   140,000 0 0
INTEST CORP COM 461147100 1,112 247,100 SH   SOLE   247,100 0 0
INTEVAC INC COM 461148108 727 132,000 SH   SOLE   115,100 0 16,900
INTREPID POTASH INC COM 46121Y201 1,322 156,630 SH   SOLE   147,130 0 9,500
INTRICON CORP COM 46121H109 1,319 108,300 SH   SOLE   101,200 0 7,100
INUVO INC COM NEW 46122W204 148 406,000 SH   SOLE   306,000 0 100,000
INVESTAR HLDG CORP COM 46134L105 1,376 107,300 SH   SOLE   99,800 0 7,500
INVESTCORP CR MGMT BDC INC COM 46090R104 472 129,900 SH   SOLE   129,900 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 116 77,400 SH   SOLE   77,400 0 0
IRIDEX CORP COM 462684101 160 81,500 SH   SOLE   73,400 0 8,100
ISORAY INC COM 46489V104 166 284,000 SH   SOLE   284,000 0 0
ISSUER DIRECT CORP COM NEW 46520M204 398 20,000 SH   SOLE   20,000 0 0
IT TECH PACKAGING INC COM NEW 46527C100 72 147,000 SH   SOLE   147,000 0 0
J ALEXANDERS HLDGS INC COM 46609J106 677 130,100 SH   SOLE   117,100 0 13,000
J JILL INC COM 46620W102 111 205,500 SH   SOLE   170,000 0 35,500
JAKKS PAC INC COM NEW 47012E403 146 38,320 SH   SOLE   35,320 0 3,000
JAMES RIV GROUP LTD COM G5005R107 7,405 166,300 SH   SOLE   166,300 0 0
JMP GROUP LLC COM 46629U107 172 68,151 SH   SOLE   51,851 0 16,300
JOHNSON & JOHNSON COM 478160104 23,406 157,212 SH   SOLE   157,212 0 0
JOHNSON CTLS INTL PLC SHS G51502105 24,335 595,704 SH   SOLE   595,704 0 0
JOINT CORP COM 47973J102 350 20,100 SH   SOLE   20,100 0 0
JPMORGAN CHASE & CO COM 46625H100 35,591 369,695 SH   SOLE   369,695 0 0
K12 INC COM 48273U102 5,157 195,767 SH   SOLE   195,767 0 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,117 39,500 SH   SOLE   39,500 0 0
KALEYRA INC COM 483379103 417 55,000 SH   SOLE   55,000 0 0
KEARNY FINL CORP MD COM 48716P108 165 22,818 SH   SOLE   22,818 0 0
KELLY SVCS INC CL A 488152208 2,824 165,700 SH   SOLE   165,700 0 0
KEWAUNEE SCIENTIFIC CORP COM 492854104 299 33,500 SH   SOLE   33,500 0 0
KEY TRONIC CORP COM 493144109 840 85,233 SH   SOLE   75,600 0 9,633
KEYCORP COM 493267108 14,997 1,257,100 SH   SOLE   1,257,100 0 0
KIMBALL ELECTRONICS INC COM 49428J109 1,892 163,700 SH   SOLE   163,700 0 0
KINGSTONE COS INC COM 496719105 408 69,300 SH   SOLE   69,300 0 0
KINROSS GOLD CORP COM 496902404 1,576 178,700 SH   SOLE   172,600 0 6,100
KIRKLANDS INC COM 497498105 521 63,417 SH   SOLE   50,217 0 13,200
KLX ENERGY SERVICS HOLDNGS I COM NEW 48253L205 242 58,283 SH   SOLE   54,030 0 4,253
KNOLL INC COM NEW 498904200 3,425 284,000 SH   SOLE   284,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,903 91,000 SH   SOLE   91,000 0 0
KOSMOS ENERGY LTD COM 500688106 1,083 1,110,151 SH   SOLE   1,110,151 0 0
KRATON CORPORATION COM 50077C106 3,768 211,427 SH   SOLE   211,427 0 0
KROGER CO COM 501044101 1,892 55,800 SH   SOLE   54,500 0 1,300
KURA SUSHI USA INC CL A COM 501270102 338 25,800 SH   SOLE   21,300 0 4,500
KVH INDS INC COM 482738101 410 45,474 SH   SOLE   34,474 0 11,000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20,634 109,600 SH   SOLE   109,600 0 0
LAKE SHORE BANCORP INC COM 510700107 454 33,850 SH   SOLE   23,850 0 10,000
LAKELAND BANCORP INC COM 511637100 2,444 245,590 SH   SOLE   245,590 0 0
LAKELAND INDS INC COM 511795106 989 49,957 SH   SOLE   49,957 0 0
LAM RESEARCH CORP COM 512807108 2,057 6,200 SH   SOLE   6,200 0 0
LANCASTER COLONY CORP COM 513847103 340 1,900 SH   SOLE   1,900 0 0
LANDEC CORP COM 514766104 146 15,000 SH   SOLE   15,000 0 0
LANDMARK BANCORP INC COM 51504L107 718 33,637 SH   SOLE   33,637 0 0
LANDS END INC NEW COM 51509F105 1,661 127,500 SH   SOLE   127,500 0 0
LANNET INC COM 516012101 1,278 209,100 SH   SOLE   209,100 0 0
LAREDO PETROLEUM INC COM 516806205 218 22,245 SH   SOLE   17,245 0 5,000
LARIMAR THERAPEUTICS INC COM 517125100 155 10,250 SH   SOLE   10,250 0 0
LAS VEGAS SANDS CORP COM 517834107 1,754 37,600 SH   SOLE   36,700 0 900
LAUDER ESTEE COS INC CL A 518439104 3,099 14,200 SH   SOLE   14,200 0 0
LAZYDAYS HLDGS INC COM 52110H100 820 64,708 SH   SOLE   64,708 0 0
LCI INDS COM 50189K103 1,382 13,000 SH   SOLE   12,600 0 400
LCNB CORP COM 50181P100 753 55,200 SH   SOLE   55,200 0 0
LEAF GROUP LTD COM 52177G102 721 143,600 SH   SOLE   120,600 0 23,000
LEAP THERAPEUTICS INC COM 52187K101 426 215,000 SH   SOLE   185,500 0 29,500
LEE ENTERPRISES INC COM 523768109 296 352,400 SH   SOLE   267,700 0 84,700
LENNAR CORP CL A 526057104 1,928 23,600 SH   SOLE   23,000 0 600
LEXICON PHARMACEUTICALS INC COM NEW 528872302 574 398,392 SH   SOLE   398,392 0 0
LGI HOMES INC COM 50187T106 267 2,300 SH   SOLE   2,300 0 0
LGL GROUP INC COM 50186A108 305 34,200 SH   SOLE   29,200 0 5,000
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 294 170,000 SH   SOLE   170,000 0 0
LIFETIME BRANDS INC COM 53222Q103 1,792 189,599 SH   SOLE   181,599 0 8,000
LIFEVANTAGE CORP COM NEW 53222K205 448 37,100 SH   SOLE   37,100 0 0
LIFEWAY FOODS INC COM 531914109 227 45,052 SH   SOLE   38,352 0 6,700
LIMBACH HLDGS INC COM 53263P105 426 39,800 SH   SOLE   39,800 0 0
LIMESTONE BANCORP INC COM 53262L105 362 34,450 SH   SOLE   34,450 0 0
LINCOLN EDL SVCS CORP COM 533535100 1,250 226,469 SH   SOLE   206,469 0 20,000
LINEAGE CELL THERAPEUTICS IN COM 53566P109 547 584,539 SH   SOLE   537,827 0 46,712
LIVE VENTURES INC COM NEW 538142308 118 13,702 SH   SOLE   13,702 0 0
LOCKHEED MARTIN CORP COM 539830109 1,886 4,920 SH   SOLE   4,780 0 140
LOGICBIO THERAPEUTICS INC COM 54142F102 766 84,400 SH   SOLE   72,900 0 11,500
LONESTAR RES US INC CL A VTG 54240F103 77 332,500 SH   SOLE   302,500 0 30,000
LOUISIANA PAC CORP COM 546347105 316 10,700 SH   SOLE   10,700 0 0
LOWES COS INC COM 548661107 2,090 12,600 SH   SOLE   12,300 0 300
LSB INDS INC COM 502160104 449 276,900 SH   SOLE   199,400 0 77,500
LSI INDS INC COM 50216C108 2,425 359,300 SH   SOLE   349,300 0 10,000
LUBYS INC COM 549282101 309 108,100 SH   SOLE   78,100 0 30,000
LULULEMON ATHLETICA INC COM 550021109 4,216 12,800 SH   SOLE   12,800 0 0
LUMEN TECHNOLOGIES INC COM 156700106 18,808 1,864,000 SH   SOLE   1,864,000 0 0
LUMOS PHARMA INC COM 55028X109 242 17,543 SH   SOLE   17,543 0 0
LUTHER BURBANK CORP COM 550550107 2,745 328,800 SH   SOLE   328,800 0 0
LYDALL INC DEL COM 550819106 1,986 120,100 SH   SOLE   120,100 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,581 320,341 SH   SOLE   320,341 0 0
M & T BK CORP COM 55261F104 1,308 14,200 SH   SOLE   13,700 0 500
M/I HOMES INC COM 55305B101 6,240 135,500 SH   SOLE   135,500 0 0
MACKINAC FINL CORP COM 554571109 742 76,900 SH   SOLE   76,900 0 0
MAGELLAN HEALTH INC COM NEW 559079207 9,488 125,200 SH   SOLE   125,200 0 0
MAGYAR BANCORP INC COM 55977T109 85 10,300 SH   SOLE   10,300 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 311 319,300 SH   SOLE   319,300 0 0
MALVERN BANCORP INC COM 561409103 656 55,563 SH   SOLE   49,800 0 5,763
MAMMOTH ENERGY SVCS INC COM 56155L108 754 471,500 SH   SOLE   441,500 0 30,000
MANITOWOC CO INC COM NEW 563571405 715 85,000 SH   SOLE   85,000 0 0
MANNATECH INC COM NEW 563771203 615 36,709 SH   SOLE   36,709 0 0
MANNING & NAPIER INC CL A 56382Q102 3,055 715,500 SH   SOLE   707,100 0 8,400
MARATHON OIL CORP COM 565849106 7,622 1,863,600 SH   SOLE   1,863,600 0 0
MARATHON PETE CORP COM 56585A102 19,181 653,738 SH   SOLE   653,738 0 0
MARCHEX INC CL B 56624R108 386 182,000 SH   SOLE   142,000 0 40,000
MARCUS CORP DEL COM 566330106 1,000 129,304 SH   SOLE   129,304 0 0
MARIN SOFTWARE INC COM NEW 56804T205 58 43,571 SH   SOLE   30,000 0 13,571
MARINEMAX INC COM 567908108 3,245 126,400 SH   SOLE   126,400 0 0
MARKER THERAPEUTICS INC COM 57055L107 335 223,216 SH   SOLE   187,216 0 36,000
MARKETAXESS HLDGS INC COM 57060D108 1,907 3,960 SH   SOLE   3,860 0 100
MARLIN BUSINESS SVCS CORP COM 571157106 1,038 147,255 SH   SOLE   139,755 0 7,500
MARSH & MCLENNAN COS INC COM 571748102 1,984 17,300 SH   SOLE   17,300 0 0
MARTEN TRANS LTD COM 573075108 5,303 324,955 SH   SOLE   324,955 0 0
MASONITE INTL CORP COM 575385109 2,676 27,200 SH   SOLE   26,600 0 600
MASTECH DIGITAL INC COM 57633B100 654 36,300 SH   SOLE   36,300 0 0
MASTERCARD INCORPORATED CL A 57636Q104 271 800 SH   SOLE   800 0 0
MATADOR RES CO COM 576485205 4,802 581,377 SH   SOLE   581,377 0 0
MATCH GROUP INC NEW COM 57667L107 3,552 32,100 SH   SOLE   32,100 0 0
MATINAS BIOPHARMA HLDGS INC COM 576810105 648 845,600 SH   SOLE   845,600 0 0
MATRIX SVC CO COM 576853105 1,071 128,300 SH   SOLE   128,300 0 0
MATSON INC COM 57686G105 2,886 71,990 SH   SOLE   71,990 0 0
MATTHEWS INTL CORP CL A 577128101 3,124 139,700 SH   SOLE   139,700 0 0
MAXAR TECHNOLOGIES INC COM 57778K105 7,744 310,500 SH   SOLE   310,500 0 0
MAXIMUS INC COM 577933104 253 3,700 SH   SOLE   3,700 0 0
MAYVILLE ENGINEERING CO INC COM 578605107 487 53,000 SH   SOLE   43,000 0 10,000
MCDONALDS CORP COM 580135101 27,689 126,150 SH   SOLE   126,150 0 0
MCKESSON CORP COM 58155Q103 19,633 131,825 SH   SOLE   131,825 0 0
MEDALLION FINL CORP COM 583928106 335 133,844 SH   SOLE   116,744 0 17,100
MEDIACO HLDG INC CL A 58450D104 35 13,321 SH   SOLE   13,321 0 0
MEDPACE HLDGS INC COM 58506Q109 335 3,000 SH   SOLE   3,000 0 0
MEDTRONIC PLC SHS G5960L103 23,405 225,225 SH   SOLE   225,225 0 0
MERCER INTL INC COM 588056101 2,185 331,100 SH   SOLE   331,100 0 0
MERCHANTS BANCORP IND COM 58844R108 1,756 89,100 SH   SOLE   89,100 0 0
MERCK & CO. INC COM 58933Y105 30,387 366,335 SH   SOLE   366,335 0 0
MEREDITH CORP COM 589433101 2,847 217,000 SH   SOLE   217,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 518 50,000 SH   SOLE   50,000 0 0
MERIDIAN CORPORATION COM 58958P104 1,290 80,000 SH   SOLE   73,100 0 6,900
MERITAGE HOMES CORP COM 59001A102 795 7,200 SH   SOLE   7,200 0 0
MERITOR INC COM 59001K100 524 25,000 SH   SOLE   25,000 0 0
MERRIMACK PHARMACEUTICALS IN COM NEW 590328209 247 61,700 SH   SOLE   56,700 0 5,000
MESA AIR GROUP INC COM NEW 590479135 988 335,000 SH   SOLE   310,400 0 24,600
META FINL GROUP INC COM 59100U108 3,082 160,365 SH   SOLE   160,365 0 0
METLIFE INC COM 59156R108 22,492 605,100 SH   SOLE   603,900 0 1,200
METROPOLITAN BK HLDG CORP COM 591774104 1,347 48,100 SH   SOLE   48,100 0 0
MICHAELS COS INC COM 59408Q106 410 42,500 SH   SOLE   42,500 0 0
MICRON TECHNOLOGY INC COM 595112103 27,921 594,570 SH   SOLE   593,170 0 1,400
MICROSOFT CORP COM 594918104 28,046 133,345 SH   SOLE   132,905 0 440
MICROVISION INC DEL COM NEW 594960304 499 256,100 SH   SOLE   256,100 0 0
MIDDLEFIELD BANC CORP COM NEW 596304204 913 47,300 SH   SOLE   47,300 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 1,449 112,775 SH   SOLE   112,775 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,172 65,560 SH   SOLE   65,560 0 0
MILESTONE SCIENTIFIC INC COM NEW 59935P209 680 488,900 SH   SOLE   488,900 0 0
MILLENDO THERAPEUTICS INC COM 60040X103 268 164,300 SH   SOLE   164,300 0 0
MILLER INDS INC TENN COM NEW 600551204 694 22,700 SH   SOLE   22,700 0 0
MIND TECHNOLOGY INC COM 602566101 287 138,115 SH   SOLE   115,715 0 22,400
MINERALS TECHNOLOGIES INC COM 603158106 7,430 145,400 SH   SOLE   145,400 0 0
MINERVA NEUROSCIENCES INC COM 603380106 478 150,239 SH   SOLE   135,700 0 14,539
MISTRAS GROUP INC COM 60649T107 1,277 326,700 SH   SOLE   301,700 0 25,000
MMA CAPITAL HOLDINGS INC COM 55315D105 288 12,800 SH   SOLE   12,800 0 0
MODINE MFG CO COM 607828100 1,529 244,700 SH   SOLE   244,700 0 0
MONDELEZ INTL INC CL A 609207105 19,369 337,150 SH   SOLE   337,150 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 411 29,700 SH   SOLE   29,700 0 0
MONROE CAP CORP COM 610335101 664 97,003 SH   SOLE   97,003 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,227 52,700 SH   SOLE   52,700 0 0
MONTAGE RES CORP COM 61179L100 1,284 292,567 SH   SOLE   289,967 0 2,600
MORGAN STANLEY COM NEW 617446448 24,967 516,385 SH   SOLE   515,485 0 900
MOTORCAR PTS AMER INC COM 620071100 1,323 85,000 SH   SOLE   85,000 0 0
MOVADO GROUP INC COM 624580106 985 99,100 SH   SOLE   99,100 0 0
MR COOPER GROUP INC COM 62482R107 12,097 541,969 SH   SOLE   541,969 0 0
MRC GLOBAL INC COM 55345K103 1,322 308,900 SH   SOLE   308,900 0 0
MSCI INC COM 55354G100 1,759 4,930 SH   SOLE   4,800 0 130
MTBC INC COM 55378G102 1,693 190,900 SH   SOLE   182,400 0 8,500
MTS SYS CORP COM 553777103 1,147 60,000 SH   SOLE   60,000 0 0
MURPHY OIL CORP COM 626717102 4,728 530,000 SH   SOLE   530,000 0 0
MUSTANG BIO INC COM 62818Q104 609 193,400 SH   SOLE   165,900 0 27,500
MYLAN NV SHS EURO N59465109 19,770 1,333,100 SH   SOLE   1,333,100 0 0
MYOMO INC COM NEW 62857J201 108 24,000 SH   SOLE   24,000 0 0
MYR GROUP INC DEL COM 55405W104 3,290 88,500 SH   SOLE   88,500 0 0
NABORS INDUSTRIES LTD SHS G6359F137 714 29,200 SH   SOLE   29,200 0 0
NACCO INDS INC CL A 629579103 966 53,065 SH   SOLE   53,065 0 0
NANOVIRICIDES INC COM 630087302 155 40,439 SH   SOLE   34,439 0 6,000
NANTHEALTH INC COM 630104107 87 37,300 SH   SOLE   37,300 0 0
NANTKWEST INC COM 63016Q102 92 13,300 SH   SOLE   13,300 0 0
NATIONAL ENERGY SERVICES REU SHS G6375R107 3,279 513,900 SH   SOLE   513,900 0 0
NATIONAL GEN HLDGS CORP COM 636220303 486 14,400 SH   SOLE   14,400 0 0
NATIONAL HEALTH INVS INC COM 63633D104 398 6,600 SH   SOLE   6,600 0 0
NATIONAL HEALTHCARE CORP COM 635906100 1,252 20,095 SH   SOLE   20,095 0 0
NATIONAL HOLDINGS CORP COM NEW 636375206 175 82,400 SH   SOLE   82,400 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 3,539 19,364 SH   SOLE   19,364 0 0
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 745 98,710 SH   SOLE   98,710 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 1,254 148,428 SH   SOLE   138,028 0 10,400
NATURAL GROCERS BY VITAMIN C COM 63888U108 712 72,200 SH   SOLE   72,200 0 0
NATURES SUNSHINE PRODS INC COM 639027101 301 26,000 SH   SOLE   26,000 0 0
NAUTILUS INC COM 63910B102 329 19,200 SH   SOLE   19,200 0 0
NAVIDEA BIOPHARMACEUTICALS I COM NEW 63937X202 358 132,540 SH   SOLE   132,540 0 0
NAVIGATOR HOLDINGS LTD SHS Y62132108 2,918 349,100 SH   SOLE   349,100 0 0
NAVIOS MARITIME ACQUIS CORP SHS Y62159143 496 117,200 SH   SOLE   117,200 0 0
NAVIOS MARITIME HLDGS INC COM Y62197119 236 134,200 SH   SOLE   134,200 0 0
NCS MULTISTAGE HLDGS INC COM 628877102 254 428,400 SH   SOLE   333,900 0 94,500
NELNET INC CL A 64031N108 380 6,300 SH   SOLE   6,300 0 0
NEOPHOTONICS CORP COM 64051T100 1,407 231,000 SH   SOLE   231,000 0 0
NEOS THERAPEUTICS INC COM 64052L106 161 304,500 SH   SOLE   264,500 0 40,000
NETFLIX INC COM 64110L106 5,710 11,420 SH   SOLE   11,260 0 160
NETSCOUT SYS INC COM 64115T104 3,482 159,500 SH   SOLE   159,500 0 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 244 83,200 SH   SOLE   83,200 0 0
NETWORK-1 TECHNOLOGIES INC COM 64121N109 372 140,200 SH   SOLE   120,200 0 20,000
NEURONETICS INC COM 64131A105 624 128,400 SH   SOLE   98,900 0 29,500
NEW HOME CO INC COM 645370107 874 160,600 SH   SOLE   150,100 0 10,500
NEWMARK GROUP INC CL A 65158N102 5,084 1,176,800 SH   SOLE   1,176,800 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 796 758,400 SH   SOLE   718,400 0 40,000
NEXTIER OILFIELD SOLUTIONS COM 65290C105 813 439,574 SH   SOLE   439,574 0 0
NICHOLAS FINL INC BC COM NEW 65373J209 457 62,800 SH   SOLE   62,800 0 0
NINE ENERGY SERVICE INC COM 65441V101 399 352,900 SH   SOLE   322,900 0 30,000
NL INDS INC COM NEW 629156407 423 99,600 SH   SOLE   99,600 0 0
NMI HLDGS INC CL A 629209305 5,363 301,300 SH   SOLE   301,300 0 0
NN INC COM 629337106 1,205 233,600 SH   SOLE   233,600 0 0
NORDIC AMERICAN TANKERS LIMI COM G65773106 2,408 690,000 SH   SOLE   690,000 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 2,414 131,200 SH   SOLE   124,700 0 6,500
NORTHERN OIL AND GAS INC MN COM 665531307 1,031 179,700 SH   SOLE   179,700 0 0
NORTHERN TECH INTL CORP COM 665809109 247 29,800 SH   SOLE   29,800 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,186 130,000 SH   SOLE   130,000 0 0
NORTHRIM BANCORP INC COM 666762109 1,506 59,068 SH   SOLE   55,468 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 221 700 SH   SOLE   700 0 0
NORTHWEST PIPE CO COM 667746101 2,130 80,500 SH   SOLE   80,500 0 0
NORTONLIFELOCK INC COM 668771108 2,094 100,500 SH   SOLE   98,000 0 2,500
NORWOOD FINANCIAL CORP COM 669549107 246 10,112 SH   SOLE   10,112 0 0
NOVABAY PHARMACEUTICALS INC COM NEW 66987P201 18 25,000 SH   SOLE   25,000 0 0
NOVAN INC COM 66988N106 224 465,000 SH   SOLE   350,000 0 115,000
NOW INC COM 67011P100 2,270 499,900 SH   SOLE   499,900 0 0
NRG ENERGY INC COM NEW 629377508 18,487 601,400 SH   SOLE   601,400 0 0
NUVASIVE INC COM 670704105 301 6,200 SH   SOLE   6,200 0 0
NUVERRA ENVIRONMENTAL SOLUTI COM PAR 67091K302 31 13,489 SH   SOLE   7,189 0 6,300
NVIDIA CORPORATION COM 67066G104 6,830 12,620 SH   SOLE   12,500 0 120
OBALON THERAPEUTICS INC COM NEW 67424L209 30 33,000 SH   SOLE   33,000 0 0
OCEAN BIO CHEM INC COM 674631106 352 24,575 SH   SOLE   24,575 0 0
OCEANEERING INTL INC COM 675232102 1,498 425,600 SH   SOLE   425,600 0 0
OCEANFIRST FINL CORP COM 675234108 3,424 250,119 SH   SOLE   250,119 0 0
OCWEN FINL CORP COM NEW 675746606 1,468 69,529 SH   SOLE   69,529 0 0
OFG BANCORP COM 67103X102 3,906 313,500 SH   SOLE   313,500 0 0
OHIO VY BANC CORP COM 677719106 359 17,400 SH   SOLE   13,400 0 4,000
O-I GLASS INC COM 67098H104 4,067 384,000 SH   SOLE   384,000 0 0
OIL STS INTL INC COM 678026105 758 277,500 SH   SOLE   277,500 0 0
OKTA INC CL A 679295105 1,005 4,700 SH   SOLE   4,700 0 0
OLD SECOND BANCORP INC ILL COM 680277100 952 127,050 SH   SOLE   127,050 0 0
OLYMPIC STEEL INC COM 68162K106 2,296 202,100 SH   SOLE   193,300 0 8,800
ON DECK CAP INC COM 682163100 450 281,000 SH   SOLE   226,000 0 55,000
ONCOCYTE CORP COM 68235C107 355 255,300 SH   SOLE   205,300 0 50,000
ONE STOP SYS INC COM 68247W109 147 70,100 SH   SOLE   70,100 0 0
ONEOK INC NEW COM 682680103 14,708 566,125 SH   SOLE   566,125 0 0
ONTRAK INC COM 683373104 276 4,600 SH   SOLE   4,600 0 0
OP BANCORP COM 67109R109 1,109 193,951 SH   SOLE   193,951 0 0
OPIANT PHARMACEUTICALS INC COM 683750103 78 10,400 SH   SOLE   10,400 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 1,871 83,812 SH   SOLE   83,812 0 0
OPTICAL CABLE CORP COM NEW 683827208 62 20,100 SH   SOLE   20,100 0 0
ORACLE CORP COM 68389X105 28,028 469,473 SH   SOLE   468,473 0 1,000
ORAGENICS INC COM PAR 684023302 81 140,000 SH   SOLE   140,000 0 0
ORION ENERGY SYSTEMS INC COM 686275108 1,582 209,000 SH   SOLE   209,000 0 0
ORION GROUP HOLDINGS INC COM 68628V308 1,307 475,244 SH   SOLE   444,144 0 31,100
ORRSTOWN FINL SVCS INC COM 687380105 500 39,100 SH   SOLE   39,100 0 0
OSI SYSTEMS INC COM 671044105 326 4,200 SH   SOLE   4,200 0 0
OTIS WORLDWIDE CORP COM 68902V107 2,745 43,975 SH   SOLE   43,975 0 0
OTONOMY INC COM 68906L105 649 160,300 SH   SOLE   125,300 0 35,000
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 2,332 1,089,716 SH   SOLE   1,054,716 0 35,000
OWENS & MINOR INC NEW COM 690732102 8,691 346,100 SH   SOLE   346,100 0 0
P & F INDS INC CL A NEW 692830508 51 11,688 SH   SOLE   11,688 0 0
P A M TRANSN SVCS INC COM 693149106 1,853 49,270 SH   SOLE   47,913 0 1,357
PACIFIC MERCANTILE BANCORP COM 694552100 1,056 283,905 SH   SOLE   267,905 0 16,000
PACIFIC PREMIER BANCORP COM 69478X105 6,862 340,700 SH   SOLE   340,700 0 0
PALATIN TECHNOLOGIES INC COM PAR $ .01 696077403 650 1,374,100 SH   SOLE   1,179,100 0 195,000
PANGAEA LOGISTICS SOLUTION L SHS G6891L105 47 18,140 SH   SOLE   18,140 0 0
PANHANDLE OIL & GAS INC CL A 698477106 121 84,300 SH   SOLE   74,300 0 10,000
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 1,700 251,100 SH   SOLE   251,100 0 0
PARAMOUNT GOLD NEV CORP COM 69924M109 149 131,000 SH   SOLE   105,000 0 26,000
PARK OHIO HLDGS CORP COM 700666100 1,146 71,300 SH   SOLE   71,300 0 0
PARKE BANCORP INC COM 700885106 1,041 87,158 SH   SOLE   87,158 0 0
PARTY CITY HOLDCO INC COM 702149105 1,069 411,000 SH   SOLE   336,000 0 75,000
PATRICK INDS INC COM 703343103 1,438 25,000 SH   SOLE   25,000 0 0
PATRIOT NATL BANCORP INC COM NEW 70336F203 192 29,500 SH   SOLE   29,500 0 0
PATRIOT TRANSN HLDG INC COM 70338W105 447 50,871 SH   SOLE   45,871 0 5,000
PATTERSON UTI ENERGY INC COM 703481101 2,363 829,000 SH   SOLE   829,000 0 0
PAYPAL HLDGS INC COM 70450Y103 217 1,100 SH   SOLE   1,100 0 0
PBF ENERGY INC CL A 69318G106 1,235 217,000 SH   SOLE   217,000 0 0
PC CONNECTION INC COM 69318J100 255 6,200 SH   SOLE   6,200 0 0
PCB BANCORP COM 69320M109 1,595 181,500 SH   SOLE   170,500 0 11,000
PCTEL INC COM 69325Q105 443 78,300 SH   SOLE   72,300 0 6,000
PEABODY ENERGY CORP NEW COM 704551100 417 181,300 SH   SOLE   181,300 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,180 77,862 SH   SOLE   77,862 0 0
PEDEVCO CORP COM PAR 70532Y303 423 284,200 SH   SOLE   214,200 0 70,000
PENN VA CORP COM 70788V102 1,412 143,400 SH   SOLE   123,600 0 19,800
PENNS WOODS BANCORP INC COM 708430103 473 23,834 SH   SOLE   20,834 0 3,000
PENNYMAC FINL SVCS INC NEW COM 70932M107 581 10,000 SH   SOLE   10,000 0 0
PEOPLES BANCORP INC COM 709789101 2,156 112,950 SH   SOLE   112,950 0 0
PEOPLES BANCORP N C INC COM 710577107 1,027 66,577 SH   SOLE   60,527 0 6,050
PEOPLES FINL SVCS CORP COM 711040105 1,133 32,600 SH   SOLE   32,600 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,398 135,600 SH   SOLE   132,100 0 3,500
PEPSICO INC COM 713448108 30,090 217,100 SH   SOLE   217,100 0 0
PERCEPTRON INC COM 71361F100 471 69,300 SH   SOLE   69,300 0 0
PERFORMANT FINL CORP COM 71377E105 311 330,900 SH   SOLE   280,900 0 50,000
PERMA PIPE INTL HLDGS INC COM 714167103 543 96,100 SH   SOLE   86,100 0 10,000
PFIZER INC COM 717081103 33,370 909,274 SH   SOLE   909,274 0 0
PG&E CORP COM 69331C108 17,871 1,903,200 SH   SOLE   1,903,200 0 0
PHASEBIO PHARMACEUTICALS INC COM 717224109 536 152,600 SH   SOLE   128,600 0 24,000
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 374 21,500 SH   SOLE   21,500 0 0
PHILLIPS 66 COM 718546104 18,672 360,193 SH   SOLE   360,193 0 0
PHOTRONICS INC COM 719405102 3,882 389,720 SH   SOLE   389,720 0 0
PHYSICIANS RLTY TR COM 71943U104 299 16,700 SH   SOLE   16,700 0 0
PICO HLDGS INC COM NEW 693366205 627 70,000 SH   SOLE   60,000 0 10,000
PIPER SANDLER COMPANIES COM 724078100 4,256 58,300 SH   SOLE   58,300 0 0
PITNEY BOWES INC COM 724479100 287 54,000 SH   SOLE   54,000 0 0
PIXELWORKS INC COM NEW 72581M305 382 186,300 SH   SOLE   164,300 0 22,000
PLAYA HOTELS & RESORTS NV SHS N70544106 2,611 623,204 SH   SOLE   623,204 0 0
PLAYAGS INC COM 72814N104 949 268,000 SH   SOLE   223,000 0 45,000
PORTMAN RIDGE FIN CORP COM 73688F102 430 320,700 SH   SOLE   304,000 0 16,700
POTBELLY CORP COM 73754Y100 538 142,000 SH   SOLE   122,000 0 20,000
POWELL INDS INC COM 739128106 1,086 45,000 SH   SOLE   45,000 0 0
POWER INTEGRATIONS INC COM 739276103 321 5,800 SH   SOLE   5,800 0 0
POWERFLEET INC COM 73931J109 692 123,000 SH   SOLE   98,000 0 25,000
PQ GROUP HLDGS INC COM 73943T103 5,979 582,700 SH   SOLE   582,700 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,799 56,000 SH   SOLE   56,000 0 0
PREFORMED LINE PRODS CO COM 740444104 1,022 20,975 SH   SOLE   20,975 0 0
PREMIER FINL BANCORP INC COM 74050M105 1,100 101,890 SH   SOLE   101,890 0 0
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 947 26,000 SH   SOLE   26,000 0 0
PRGX GLOBAL INC COM NEW 69357C503 696 146,300 SH   SOLE   119,800 0 26,500
PRIMEENERGY RESOURCES CORP COM 74158E104 225 3,400 SH   SOLE   3,400 0 0
PRIMO WATER CORPORATION COM 74167P108 7,899 556,300 SH   SOLE   556,300 0 0
PRIMORIS SVCS CORP COM 74164F103 4,191 232,300 SH   SOLE   232,300 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 17,757 440,950 SH   SOLE   440,950 0 0
PROASSURANCE CORP COM 74267C106 3,425 219,000 SH   SOLE   219,000 0 0
PROCTER AND GAMBLE CO COM 742718109 42,438 305,331 SH   SOLE   305,331 0 0
PROFIRE ENERGY INC COM 74316X101 137 184,700 SH   SOLE   184,700 0 0
PROGRESSIVE CORP COM 743315103 2,444 25,820 SH   SOLE   25,820 0 0
PROPETRO HLDG CORP COM 74347M108 1,552 382,310 SH   SOLE   382,310 0 0
PROTALIX BIOTHERAPEUTICS INC COM 74365A309 823 212,591 SH   SOLE   203,890 0 8,701
PROTECTIVE INS CORP CL B 74368L203 1,471 112,000 SH   SOLE   112,000 0 0
PROTEOSTASIS THERAPEUTICS IN COM 74373B109 297 270,000 SH   SOLE   209,500 0 60,500
PROVIDENT BANCORP INC COM NEW 74383L105 791 101,600 SH   SOLE   101,600 0 0
PROVIDENT FINL HLDGS INC COM 743868101 1,592 133,741 SH   SOLE   127,327 0 6,414
PROVIDENT FINL SVCS INC COM 74386T105 3,908 320,298 SH   SOLE   312,156 0 8,142
PRUDENTIAL BANCORP INC NEW COM 74431A101 317 30,091 SH   SOLE   25,091 0 5,000
PRUDENTIAL FINL INC COM 744320102 20,681 325,580 SH   SOLE   324,800 0 780
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 20,059 365,300 SH   SOLE   365,300 0 0
PULTE GROUP INC COM 745867101 22,691 490,200 SH   SOLE   490,200 0 0
PURPLE INNOVATION INC COM 74640Y106 224 9,000 SH   SOLE   9,000 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 704 131,400 SH   SOLE   131,400 0 0
QAD INC CL B 74727D207 208 6,250 SH   SOLE   6,250 0 0
QCR HOLDINGS INC COM 74727A104 2,607 95,100 SH   SOLE   95,100 0 0
QEP RESOURCES INC COM 74733V100 1,064 1,179,000 SH   SOLE   1,179,000 0 0
QTS RLTY TR INC COM CL A 74736A103 258 4,100 SH   SOLE   4,100 0 0
QUAD / GRAPHICS INC COM CL A 747301109 1,602 528,575 SH   SOLE   498,575 0 30,000
QUALCOMM INC COM 747525103 17,417 148,000 SH   SOLE   148,000 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 2,157 117,000 SH   SOLE   117,000 0 0
QUANTUM CORP COM NEW 747906501 121 26,200 SH   SOLE   26,200 0 0
QUEST RESOURCE HLDG CORP COM NEW 74836W203 42 22,000 SH   SOLE   22,000 0 0
RA MED SYS INC COM 74933X104 48 165,000 SH   SOLE   139,500 0 25,500
RADIUS HEALTH INC COM NEW 750469207 331 29,200 SH   SOLE   29,200 0 0
RAMACO RES INC COM 75134P303 1,220 348,500 SH   SOLE   318,500 0 30,000
RANDOLPH BANCORP INC COM 752378109 231 18,600 SH   SOLE   18,600 0 0
RANGER ENERGY SVCS INC COM CL A 75282U104 245 93,900 SH   SOLE   88,900 0 5,000
RAYONIER ADVANCED MATLS INC COM 75508B104 1,816 567,600 SH   SOLE   528,600 0 39,000
RAYTHEON TECHNOLOGIES CORP COM 75513E101 9,675 168,150 SH   SOLE   168,150 0 0
RBB BANCORP COM 74930B105 1,562 137,700 SH   SOLE   137,700 0 0
RCM TECHNOLOGIES INC COM NEW 749360400 145 104,610 SH   SOLE   84,610 0 20,000
RE MAX HLDGS INC CL A 75524W108 916 28,000 SH   SOLE   28,000 0 0
REALNETWORKS INC COM NEW 75605L708 268 220,000 SH   SOLE   170,000 0 50,000
REALOGY HLDGS CORP COM 75605Y106 6,692 708,918 SH   SOLE   708,918 0 0
REALTY INCOME CORP COM 756109104 22,898 376,930 SH   SOLE   375,900 0 1,030
RED LION HOTELS CORP COM 756764106 278 129,100 SH   SOLE   79,100 0 50,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,609 122,300 SH   SOLE   112,300 0 10,000
REDFIN CORP COM 75737F108 325 6,500 SH   SOLE   6,500 0 0
REGENERON PHARMACEUTICALS COM 75886F107 2,172 3,880 SH   SOLE   3,800 0 80
REGIONAL MGMT CORP COM 75902K106 1,656 99,400 SH   SOLE   98,300 0 1,100
REGIONS FINANCIAL CORP NEW COM 7591EP100 17,844 1,547,600 SH   SOLE   1,547,600 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 12,746 133,900 SH   SOLE   133,900 0 0
RELIANT BANCORP INC COM 75956B101 1,026 70,775 SH   SOLE   70,775 0 0
RELIV INTL INC COM NEW 75952R209 91 26,939 SH   SOLE   26,939 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 2,103 12,390 SH   SOLE   12,070 0 320
RENASANT CORP COM 75970E107 3,037 133,680 SH   SOLE   133,680 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 12,452 233,104 SH   SOLE   233,104 0 0
RENT A CTR INC NEW COM 76009N100 296 9,900 SH   SOLE   9,900 0 0
REPLIGEN CORP COM 759916109 2,051 13,900 SH   SOLE   13,600 0 300
REPRO MED SYS INC COM 759910102 101 14,000 SH   SOLE   14,000 0 0
REPUBLIC BANCORP INC KY CL A 760281204 2,981 105,842 SH   SOLE   105,842 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 75 37,800 SH   SOLE   37,800 0 0
REPUBLIC SVCS INC COM 760759100 25,632 274,582 SH   SOLE   274,582 0 0
RESOLUTE FST PRODS INC COM 76117W109 1,700 379,500 SH   SOLE   379,500 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 215 20,600 SH   SOLE   20,600 0 0
RETRACTABLE TECHNOLOGIES INC COM 76129W105 1,237 185,800 SH   SOLE   160,800 0 25,000
REV GROUP INC COM 749527107 4,028 510,500 SH   SOLE   510,500 0 0
REX AMERICAN RESOURCES CORP COM 761624105 2,248 34,270 SH   SOLE   34,270 0 0
REXNORD CORP COM 76169B102 468 15,700 SH   SOLE   15,700 0 0
RF INDS LTD COM PAR $0.01 749552105 576 129,696 SH   SOLE   129,696 0 0
RH COM 74967X103 230 600 SH   SOLE   600 0 0
RIBBON COMMUNICATIONS INC COM 762544104 1,822 470,900 SH   SOLE   470,900 0 0
RICHARDSON ELECTRS LTD COM 763165107 480 115,211 SH   SOLE   100,211 0 15,000
RICHMOND MUT BANCORPORATION COM 76525P100 130 12,300 SH   SOLE   12,300 0 0
RIGNET INC COM 766582100 282 68,900 SH   SOLE   56,300 0 12,600
RIMINI STR INC DEL COM 76674Q107 79 24,500 SH   SOLE   24,500 0 0
RING ENERGY INC COM 76680V108 266 390,500 SH   SOLE   265,500 0 125,000
RINGCENTRAL INC CL A 76680R206 7,233 26,340 SH   SOLE   26,080 0 260
RITE AID CORP COM 767754872 3,160 333,000 SH   SOLE   333,000 0 0
RIVERVIEW BANCORP INC COM 769397100 1,165 280,704 SH   SOLE   280,704 0 0
RIVERVIEW FINL CORP NEW COM 76940Q105 277 41,000 SH   SOLE   34,800 0 6,200
RMR GROUP INC CL A 74967R106 646 23,500 SH   SOLE   23,500 0 0
ROCKWELL MED INC COM 774374102 503 470,390 SH   SOLE   425,390 0 45,000
ROCKY BRANDS INC COM 774515100 2,306 92,861 SH   SOLE   86,150 0 6,711
ROCKY MTN CHOCOLATE FACTORY COM 77467X101 102 38,100 SH   SOLE   31,600 0 6,500
ROKU INC COM CL A 77543R102 3,606 19,100 SH   SOLE   19,100 0 0
ROLLINS INC COM 775711104 6,522 120,350 SH   SOLE   118,800 0 1,550
RUSH ENTERPRISES INC CL B 781846308 2,623 59,200 SH   SOLE   59,200 0 0
RUSH ENTERPRISES INC CL A 781846209 7,394 146,300 SH   SOLE   146,300 0 0
RYERSON HLDG CORP COM 783754104 1,760 307,100 SH   SOLE   307,100 0 0
SAFE BULKERS INC COM Y7388L103 553 537,300 SH   SOLE   537,300 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 461 84,100 SH   SOLE   70,000 0 14,100
SAGA COMMUNICATIONS INC CL A NEW 786598300 835 41,977 SH   SOLE   41,977 0 0
SALEM MEDIA GROUP INC CL A 794093104 216 235,952 SH   SOLE   190,952 0 45,000
SANDRIDGE ENERGY INC COM NEW 80007P869 449 272,300 SH   SOLE   217,300 0 55,000
SANDY SPRING BANCORP INC COM 800363103 3,767 163,200 SH   SOLE   163,200 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 347 4,600 SH   SOLE   4,600 0 0
SANMINA CORPORATION COM 801056102 6,230 230,300 SH   SOLE   230,300 0 0
SAVARA INC COM 805111101 267 244,500 SH   SOLE   218,500 0 26,000
SB FINL GROUP INC COM 78408D105 956 70,840 SH   SOLE   70,840 0 0
SCANSOURCE INC COM 806037107 2,875 145,000 SH   SOLE   145,000 0 0
SCHMITT INDS INC ORE COM NEW 806870200 365 70,802 SH   SOLE   70,802 0 0
SCHNITZER STL INDS CL A 806882106 3,233 168,100 SH   SOLE   168,100 0 0
SCHOLASTIC CORP COM 807066105 3,095 147,440 SH   SOLE   147,440 0 0
SCHWAB CHARLES CORP COM 808513105 2,734 75,457 SH   SOLE   74,157 0 1,300
SCIENTIFIC GAMES CORP COM 80874P109 464 13,300 SH   SOLE   13,300 0 0
SCORPIO BULKERS INC COM Y7546A130 628 44,370 SH   SOLE   44,370 0 0
SCORPIO TANKERS INC SHS Y7542C130 3,101 280,157 SH   SOLE   280,157 0 0
SCPHARMACEUTICALS INC COM 810648105 292 39,200 SH   SOLE   27,700 0 11,500
SCRIPPS E W CO OHIO CL A NEW 811054402 3,119 272,600 SH   SOLE   272,600 0 0
SCYNEXIS INC COM NEW 811292200 240 54,500 SH   SOLE   44,500 0 10,000
SEACHANGE INTL INC COM 811699107 134 153,700 SH   SOLE   131,200 0 22,500
SEACOR HOLDINGS INC COM 811904101 2,838 97,600 SH   SOLE   97,600 0 0
SEACOR MARINE HLDGS INC COM 78413P101 256 126,000 SH   SOLE   111,000 0 15,000
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,655 33,600 SH   SOLE   32,800 0 800
SEATTLE GENETICS INC COM 812578102 5,714 29,200 SH   SOLE   29,000 0 200
SECUREWORKS CORP CL A 81374A105 534 46,900 SH   SOLE   46,900 0 0
SECURITY NATL FINL CORP CL A NEW 814785309 1,886 294,721 SH   SOLE   294,721 0 0
SELECT BANCORP INC NEW COM 81617L108 879 122,300 SH   SOLE   116,300 0 6,000
SELECT ENERGY SVCS INC CL A COM 81617J301 2,039 531,000 SH   SOLE   531,000 0 0
SELECT INTERIOR CONCEPTS INC CL A 816120307 799 115,800 SH   SOLE   115,800 0 0
SELECT MED HLDGS CORP COM 81619Q105 2,559 122,900 SH   SOLE   120,200 0 2,700
SELECTIVE INS GROUP INC COM 816300107 319 6,200 SH   SOLE   6,200 0 0
SEMPRA ENERGY COM 816851109 16,712 141,200 SH   SOLE   141,200 0 0
SENECA FOODS CORP NEW CL A 817070501 2,117 59,250 SH   SOLE   59,250 0 0
SENSEONICS HLDGS INC COM 81727U105 349 900,000 SH   SOLE   763,000 0 137,000
SERVICENOW INC COM 81762P102 3,880 8,000 SH   SOLE   8,000 0 0
SERVICESOURCE INTL INC COM 81763U100 665 452,717 SH   SOLE   397,717 0 55,000
SERVOTRONICS INC COM 817732100 130 16,653 SH   SOLE   16,653 0 0
SESEN BIO INC COM 817763105 1,174 838,500 SH   SOLE   743,500 0 95,000
SEVERN BANCORP INC ANNAPOLIS COM 81811M100 422 65,000 SH   SOLE   65,000 0 0
SFL CORPORATION LTD SHS G7738W106 4,478 597,900 SH   SOLE   597,900 0 0
SHOE CARNIVAL INC COM 824889109 3,116 92,800 SH   SOLE   92,800 0 0
SHORE BANCSHARES INC COM 825107105 1,565 142,512 SH   SOLE   134,512 0 8,000
SHYFT GROUP INC COM 825698103 227 12,000 SH   SOLE   12,000 0 0
SIEBERT FINL CORP COM 826176109 45 13,900 SH   SOLE   13,900 0 0
SIENTRA INC COM 82621J105 503 147,894 SH   SOLE   129,494 0 18,400
SIERRA BANCORP COM 82620P102 1,343 80,000 SH   SOLE   80,000 0 0
SIERRA ONCOLOGY INC COM NEW 82640U404 573 53,707 SH   SOLE   46,207 0 7,500
SIFCO INDS INC COM 826546103 59 16,024 SH   SOLE   16,024 0 0
SIGNET JEWELERS LIMITED SHS G81276100 4,965 265,500 SH   SOLE   265,500 0 0
SILVERBOW RES INC COM 82836G102 1,137 289,351 SH   SOLE   279,351 0 10,000
SILVERCREST ASSET MGMT GROUP CL A 828359109 666 63,677 SH   SOLE   53,677 0 10,000
SIMULATIONS PLUS INC COM 829214105 271 3,600 SH   SOLE   3,600 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 21,155 3,946,900 SH   SOLE   3,936,600 0 10,300
SKYWORKS SOLUTIONS INC COM 83088M102 10,189 70,025 SH   SOLE   70,025 0 0
SLEEP NUMBER CORP COM 83125X103 386 7,900 SH   SOLE   7,900 0 0
SMART SAND INC COM 83191H107 751 573,200 SH   SOLE   558,200 0 15,000
SMARTFINANCIAL INC COM NEW 83190L208 999 73,500 SH   SOLE   73,500 0 0
SMITH & WESSON BRANDS INC COM 831754106 3,854 248,327 SH   SOLE   248,327 0 0
SMTC CORP COM NEW 832682207 479 132,434 SH   SOLE   102,434 0 30,000
SMUCKER J M CO COM NEW 832696405 18,277 158,216 SH   SOLE   158,216 0 0
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 1,538 242,600 SH   SOLE   242,600 0 0
SOLID BIOSCIENCES INC COM 83422E105 449 221,376 SH   SOLE   186,376 0 35,000
SOLITARIO ZINC CORP COM 8342EP107 98 245,000 SH   SOLE   205,000 0 40,000
SONIC AUTOMOTIVE INC CL A 83545G102 8,317 207,100 SH   SOLE   207,100 0 0
SONIM TECHNOLOGIES INC COM 83548F101 222 285,700 SH   SOLE   241,800 0 43,900
SONOMA PHARMACEUTICALS INC COM NEW 83558L204 133 15,900 SH   SOLE   15,900 0 0
SOUTHERN MO BANCORP INC COM 843380106 597 25,300 SH   SOLE   25,300 0 0
SOUTHERN NATL BANCORP OF VA COM 843395104 1,057 121,758 SH   SOLE   121,758 0 0
SOUTHWESTERN ENERGY CO COM 845467109 6,721 2,860,000 SH   SOLE   2,860,000 0 0
SPARK ENERGY INC CL A COM 846511103 734 88,200 SH   SOLE   88,200 0 0
SPARTANNASH CO COM 847215100 3,024 184,928 SH   SOLE   184,928 0 0
SPIRIT OF TEX BANCSHARES INC COM 84861D103 960 86,000 SH   SOLE   86,000 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 2,428 169,700 SH   SOLE   169,700 0 0
STAG INDL INC COM 85254J102 360 11,800 SH   SOLE   11,800 0 0
STAMPS COM INC COM NEW 852857200 265 1,100 SH   SOLE   1,100 0 0
STANDARD AVB FINL CORP COM 85303B100 1,433 43,900 SH   SOLE   43,900 0 0
STARRETT L S CO CL A 855668109 194 65,910 SH   SOLE   57,910 0 8,000
STARTEK INC COM 85569C107 964 183,700 SH   SOLE   183,700 0 0
STEEL CONNECT INC COM 858098106 156 287,500 SH   SOLE   216,000 0 71,500
STEELCASE INC CL A 858155203 5,459 540,000 SH   SOLE   540,000 0 0
STEREOTAXIS INC COM NEW 85916J409 74 20,600 SH   SOLE   20,600 0 0
STERLING BANCORP INC COM 85917W102 692 230,000 SH   SOLE   230,000 0 0
STERLING CONSTRUCTION CO INC COM 859241101 2,334 164,800 SH   SOLE   164,800 0 0
STEWART INFORMATION SVCS COR COM 860372101 5,974 136,614 SH   SOLE   136,614 0 0
STIFEL FINL CORP COM 860630102 430 8,500 SH   SOLE   8,500 0 0
STONEMOR INC COM 86184W106 470 486,900 SH   SOLE   421,900 0 65,000
STONEX GROUP INC COM 861896108 6,252 122,214 SH   SOLE   122,214 0 0
STRATEGIC ED INC COM 86272C103 348 3,800 SH   SOLE   3,800 0 0
STRATTEC SEC CORP COM 863111100 1,192 59,900 SH   SOLE   58,400 0 1,500
STRATUS PPTYS INC COM NEW 863167201 473 21,950 SH   SOLE   21,950 0 0
SUMMIT FINL GROUP INC COM 86606G101 809 54,615 SH   SOLE   54,615 0 0
SUMMIT ST BK SANTA ROSA CALI COM 866264203 707 63,450 SH   SOLE   63,450 0 0
SUN CMNTYS INC COM 866674104 22,255 158,275 SH   SOLE   158,275 0 0
SUNCOKE ENERGY INC COM 86722A103 1,133 331,400 SH   SOLE   331,400 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,219 99,700 SH   SOLE   97,300 0 2,400
SUNDANCE ENERGY INC COM 86725N102 268 115,600 SH   SOLE   115,600 0 0
SUPER MICRO COMPUTER INC COM 86800U104 7,519 284,825 SH   SOLE   284,825 0 0
SUPERIOR DRILLING PRODS INC COM 868153107 148 359,700 SH   SOLE   303,700 0 56,000
SUPERIOR GRP OF COMPANIES IN COM 868358102 2,618 112,700 SH   SOLE   112,700 0 0
SUPERIOR INDS INTL INC COM 868168105 162 129,600 SH   SOLE   109,600 0 20,000
SUPPORT COM INC COM NEW 86858W200 216 120,000 SH   SOLE   120,000 0 0
SURFACE ONCOLOGY INC COM 86877M209 729 105,600 SH   SOLE   89,100 0 16,500
SURGALIGN HOLDINGS INC COM 86882C105 29 16,290 SH   SOLE   16,290 0 0
SURGERY PARTNERS INC COM 86881A100 6,199 283,041 SH   SOLE   283,041 0 0
SURO CAPITAL CORP COM NEW 86887Q109 1,296 119,600 SH   SOLE   119,600 0 0
SYKES ENTERPRISES INC COM 871237103 462 13,500 SH   SOLE   13,500 0 0
SYNACOR INC COM 871561106 897 594,100 SH   SOLE   550,100 0 44,000
SYNALLOY CORP COM 871565107 294 53,273 SH   SOLE   38,773 0 14,500
SYNAPTICS INC COM 87157D109 2,557 31,800 SH   SOLE   31,800 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 659 218,800 SH   SOLE   188,800 0 30,000
SYNCHRONY FINANCIAL COM 87165B103 28,190 1,077,200 SH   SOLE   1,074,100 0 3,100
SYNLOGIC INC COM 87166L100 431 213,400 SH   SOLE   160,000 0 53,400
SYNTHETIC BIOLOGICS INC COM NEW 87164U201 52 109,300 SH   SOLE   74,300 0 35,000
SYPRIS SOLUTIONS INC COM 871655106 120 108,404 SH   SOLE   84,404 0 24,000
T2 BIOSYSTEMS INC COM 89853L104 550 404,700 SH   SOLE   379,700 0 25,000
TAITRON COMPONENTS INC CL A 874028103 188 78,500 SH   SOLE   78,500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 1,964 24,230 SH   SOLE   23,660 0 570
TALOS ENERGY INC COM 87484T108 1,648 255,500 SH   SOLE   255,500 0 0
TARGET CORP COM 87612E106 28,131 178,700 SH   SOLE   178,700 0 0
TCG BDC INC COM 872280102 446 50,000 SH   SOLE   50,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1,701 43,450 SH   SOLE   42,150 0 1,300
TEAM INC COM 878155100 1,140 207,200 SH   SOLE   207,200 0 0
TEEKAY CORPORATION COM Y8564W103 1,360 610,000 SH   SOLE   610,000 0 0
TEEKAY TANKERS LTD CL A Y8565N300 2,259 208,437 SH   SOLE   208,437 0 0
TELADOC HEALTH INC COM 87918A105 23,535 107,350 SH   SOLE   107,130 0 220
TENGASCO INC COM PAR 88033R502 21 25,000 SH   SOLE   25,000 0 0
TENNECO INC CL A VTG COM STK 880349105 3,032 436,900 SH   SOLE   436,900 0 0
TERADYNE INC COM 880770102 1,351 17,000 SH   SOLE   17,000 0 0
TEREX CORP NEW COM 880779103 2,730 141,000 SH   SOLE   141,000 0 0
TERRENO RLTY CORP COM 88146M101 487 8,900 SH   SOLE   8,900 0 0
TERRITORIAL BANCORP INC COM 88145X108 910 45,000 SH   SOLE   45,000 0 0
TESLA INC COM 88160R101 2,167 5,050 SH   SOLE   4,930 0 120
TESSCO TECHNOLOGIES INC COM 872386107 545 101,530 SH   SOLE   81,530 0 20,000
TETRA TECH INC NEW COM 88162G103 372 3,900 SH   SOLE   3,900 0 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 900 1,762,600 SH   SOLE   1,637,600 0 125,000
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 4,684 330,800 SH   SOLE   330,800 0 0
THE ODP CORP COM 88337F105 5,306 272,820 SH   SOLE   272,820 0 0
THERAPEUTICSMD INC COM 88338N107 435 275,500 SH   SOLE   275,500 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 221 500 SH   SOLE   500 0 0
THIRD PT REINS LTD COM G8827U100 3,271 470,600 SH   SOLE   470,600 0 0
TILLYS INC CL A 886885102 1,370 227,168 SH   SOLE   216,200 0 10,968
TIMBER PHARMACEUTICALS INC COM 887080109 157 158,300 SH   SOLE   151,900 0 6,400
TIMBERLAND BANCORP INC COM 887098101 630 35,025 SH   SOLE   35,025 0 0
TIMKENSTEEL CORP COM 887399103 616 173,587 SH   SOLE   173,587 0 0
TIPTREE INC COM 88822Q103 1,321 266,900 SH   SOLE   266,900 0 0
TITAN INTL INC ILL COM 88830M102 824 285,000 SH   SOLE   229,600 0 55,400
TITAN MACHY INC COM 88830R101 1,682 127,100 SH   SOLE   127,100 0 0
TIVITY HEALTH INC COM 88870R102 3,295 235,000 SH   SOLE   235,000 0 0
TJX COS INC NEW COM 872540109 2,003 36,000 SH   SOLE   36,000 0 0
T-MOBILE US INC COM 872590104 995 8,700 SH   SOLE   8,700 0 0
TONIX PHARMACEUTICALS HLDG C COM 890260706 222 264,500 SH   SOLE   214,500 0 50,000
TOPBUILD CORP COM 89055F103 307 1,800 SH   SOLE   1,800 0 0
TOWNSQUARE MEDIA INC CL A 892231101 1,217 261,200 SH   SOLE   250,200 0 11,000
TRACTOR SUPPLY CO COM 892356106 2,007 14,000 SH   SOLE   13,660 0 340
TRANSACT TECHNOLOGIES INC COM 892918103 468 93,600 SH   SOLE   86,100 0 7,500
TRANSENTERIX INC COM 89366M300 98 280,895 SH   SOLE   205,895 0 75,000
TRAVELCENTERS OF AMERICA INC COM NEW 89421B109 3,036 155,370 SH   SOLE   149,570 0 5,800
TRAVELZOO COM NEW 89421Q205 486 75,600 SH   SOLE   64,600 0 11,000
TRECORA RES COM 894648104 1,086 176,943 SH   SOLE   174,843 0 2,100
TREDEGAR CORP COM 894650100 2,636 177,300 SH   SOLE   177,300 0 0
TREVENA INC COM 89532E109 314 105,000 SH   SOLE   50,000 0 55,000
TREVI THERAPEUTICS INC COM 89532M101 403 100,000 SH   SOLE   85,000 0 15,000
TRI POINTE GROUP INC COM 87265H109 7,728 426,000 SH   SOLE   426,000 0 0
TRICO BANCSHARES COM 896095106 1,225 50,000 SH   SOLE   50,000 0 0
TRINITY PL HLDGS INC COM 89656D101 148 105,200 SH   SOLE   95,200 0 10,000
TRINSEO S A SHS L9340P101 3,641 142,000 SH   SOLE   142,000 0 0
TRIO TECH INTL COM NEW 896712205 211 61,600 SH   SOLE   61,600 0 0
TRIPLE-S MGMT CORP CL B 896749108 2,207 123,517 SH   SOLE   123,517 0 0
TRISTATE CAP HLDGS INC COM 89678F100 2,051 154,900 SH   SOLE   154,900 0 0
TRIUMPH BANCORP INC COM 89679E300 1,292 41,500 SH   SOLE   41,500 0 0
TRONOX HOLDINGS PLC SHS G9087Q102 4,228 537,185 SH   SOLE   537,185 0 0
TRUEBLUE INC COM 89785X101 3,282 211,900 SH   SOLE   211,900 0 0
TTEC HLDGS INC COM 89854H102 349 6,400 SH   SOLE   6,400 0 0
TTM TECHNOLOGIES INC COM 87305R109 8,159 715,055 SH   SOLE   715,055 0 0
TUPPERWARE BRANDS CORP COM 899896104 456 22,600 SH   SOLE   22,600 0 0
TUTOR PERINI CORP COM 901109108 3,149 282,900 SH   SOLE   282,900 0 0
TWIN DISC INC COM 901476101 383 75,600 SH   SOLE   63,100 0 12,500
U S CONCRETE INC COM 90333L201 2,314 79,700 SH   SOLE   79,700 0 0
U S SILICA HLDGS INC COM 90346E103 749 249,500 SH   SOLE   249,500 0 0
U S XPRESS ENTERPRISES INC COM CL A 90338N202 2,309 279,600 SH   SOLE   279,600 0 0
UBS GROUP AG SHS H42097107 1,849 165,800 SH   SOLE   162,000 0 3,800
ULTRA CLEAN HLDGS INC COM 90385V107 4,957 231,000 SH   SOLE   229,100 0 1,900
ULTRALIFE CORP COM 903899102 539 91,300 SH   SOLE   79,000 0 12,300
UNIFI INC COM NEW 904677200 1,403 109,273 SH   SOLE   109,273 0 0
UNION BANKSHARES INC COM 905400107 525 25,897 SH   SOLE   21,897 0 4,000
UNIQUE FABRICATING INC COM 90915J103 393 116,700 SH   SOLE   116,700 0 0
UNITED AIRLS HLDGS INC COM 910047109 9,028 259,800 SH   SOLE   259,800 0 0
UNITED BANCSHARES INC OHIO COM 909458101 456 22,200 SH   SOLE   16,200 0 6,000
UNITED FIRE GROUP INC COM 910340108 2,505 123,300 SH   SOLE   123,300 0 0
UNITED GUARDIAN INC COM 910571108 293 19,500 SH   SOLE   16,000 0 3,500
UNITED INS HLDGS CORP COM 910710102 769 126,900 SH   SOLE   126,900 0 0
UNITED NAT FOODS INC COM 911163103 5,414 364,100 SH   SOLE   364,100 0 0
UNITED PARCEL SERVICE INC CL B 911312106 16,848 101,113 SH   SOLE   100,863 0 250
UNITED SEC BANCSHARES CALIF COM 911460103 336 55,055 SH   SOLE   43,000 0 12,055
UNITED STATES STL CORP NEW COM 912909108 4,367 595,000 SH   SOLE   595,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 14,217 45,600 SH   SOLE   45,600 0 0
UNITY BANCORP INC COM 913290102 1,370 118,267 SH   SOLE   110,267 0 8,000
UNIVERSAL HLTH SVCS INC CL B 913903100 1,787 16,700 SH   SOLE   16,300 0 400
UNIVERSAL INS HLDGS INC COM 91359V107 2,217 160,211 SH   SOLE   160,211 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,284 109,500 SH   SOLE   109,500 0 0
UNIVERSAL SEC INSTRS INC COM NEW 913821302 128 67,500 SH   SOLE   67,500 0 0
UNIVERSAL STAINLESS & ALLOY COM 913837100 521 94,858 SH   SOLE   87,358 0 7,500
UNIVEST FINANCIAL CORPORATIO COM 915271100 1,897 131,979 SH   SOLE   131,979 0 0
UNUM THERAPEUTICS INC COM 903214104 445 190,000 SH   SOLE   160,000 0 30,000
URANIUM ENERGY CORP COM 916896103 600 602,300 SH   SOLE   501,800 0 100,500
URBAN ONE INC CL D NON VTG 91705J204 300 256,800 SH   SOLE   256,800 0 0
US BANCORP DEL COM NEW 902973304 18,368 512,350 SH   SOLE   512,350 0 0
USA TRUCK INC COM 902925106 540 57,100 SH   SOLE   53,100 0 4,000
VAALCO ENERGY INC COM NEW 91851C201 1,057 1,057,400 SH   SOLE   1,027,400 0 30,000
VARONIS SYS INC COM 922280102 346 3,000 SH   SOLE   3,000 0 0
VELOCITY FINL INC COM 92262D101 174 34,721 SH   SOLE   34,721 0 0
VENUS CONCEPT INC COM 92332W105 186 80,000 SH   SOLE   60,000 0 20,000
VERA BRADLEY INC COM 92335C106 906 148,200 SH   SOLE   126,700 0 21,500
VERITEX HLDGS INC COM 923451108 3,955 232,230 SH   SOLE   232,230 0 0
VERITIV CORP COM 923454102 1,379 108,933 SH   SOLE   108,933 0 0
VERITONE INC COM 92347M100 461 50,300 SH   SOLE   50,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 31,950 537,064 SH   SOLE   537,064 0 0
VERSO CORP CL A 92531L207 1,573 199,401 SH   SOLE   199,401 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,520 16,610 SH   SOLE   16,390 0 220
VIAD CORP COM NEW 92552R406 1,739 83,500 SH   SOLE   83,500 0 0
VILLAGE SUPER MKT INC CL A NEW 927107409 2,791 113,409 SH   SOLE   113,409 0 0
VINCE HLDG CORP COM NEW 92719W207 510 94,300 SH   SOLE   84,300 0 10,000
VIRCO MFG CO COM 927651109 93 43,400 SH   SOLE   43,400 0 0
VIRNETX HLDG CORP COM 92823T108 2,055 390,000 SH   SOLE   390,000 0 0
VISA INC COM CL A 92826C839 17,367 86,850 SH   SOLE   86,850 0 0
VISTA OUTDOOR INC COM 928377100 6,601 327,087 SH   SOLE   327,087 0 0
VISTRA CORP COM 92840M102 19,720 1,045,600 SH   SOLE   1,045,600 0 0
VOLITIONRX LTD COM 928661107 319 99,400 SH   SOLE   70,000 0 29,400
VOLT INFORMATION SCIENCES IN COM 928703107 311 220,793 SH   SOLE   206,400 0 14,393
VOXX INTL CORP CL A 91829F104 1,875 243,764 SH   SOLE   223,764 0 20,000
VOYA FINANCIAL INC COM 929089100 18,419 384,295 SH   SOLE   384,295 0 0
VSE CORP COM 918284100 1,506 49,160 SH   SOLE   49,160 0 0
WABASH NATL CORP COM 929566107 3,102 259,400 SH   SOLE   259,400 0 0
WADDELL & REED FINL INC CL A 930059100 5,765 388,200 SH   SOLE   388,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 19,329 538,100 SH   SOLE   538,100 0 0
WALKER & DUNLOP INC COM 93148P102 7,916 149,350 SH   SOLE   149,350 0 0
WALMART INC COM 931142103 35,438 253,294 SH   SOLE   253,294 0 0
WARRIOR MET COAL INC COM 93627C101 5,751 336,700 SH   SOLE   336,700 0 0
WASTE MGMT INC DEL COM 94106L109 23,794 210,250 SH   SOLE   210,250 0 0
WATFORD HLDGS LTD SHS G94787101 1,127 49,108 SH   SOLE   49,108 0 0
WATSCO INC COM 942622200 21,123 90,700 SH   SOLE   90,700 0 0
WAYSIDE TECHNOLOGY GROUP INC COM 946760105 1,166 50,598 SH   SOLE   50,598 0 0
WEIS MKTS INC COM 948849104 7,129 148,525 SH   SOLE   148,525 0 0
WELLS FARGO CO NEW COM 949746101 24,622 1,047,290 SH   SOLE   1,047,290 0 0
WESCO INTL INC COM 95082P105 6,867 156,000 SH   SOLE   156,000 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 1,431 254,109 SH   SOLE   254,109 0 0
WESTWOOD HLDGS GROUP INC COM 961765104 620 55,700 SH   SOLE   50,200 0 5,500
WIDEPOINT CORP COM 967590100 266 533,100 SH   SOLE   463,100 0 70,000
WILLIS LEASE FINANCE CORP COM 970646105 1,381 74,834 SH   SOLE   74,834 0 0
WIRELESS TELECOM GROUP INC COM 976524108 229 166,300 SH   SOLE   113,100 0 53,200
WORKDAY INC CL A 98138H101 3,378 15,700 SH   SOLE   15,700 0 0
WORLD ACCEP CORP DEL COM 981419104 3,905 37,000 SH   SOLE   37,000 0 0
WORLD FUEL SVCS CORP COM 981475106 1,900 89,656 SH   SOLE   89,656 0 0
XCEL BRANDS INC COM NEW 98400M101 73 95,200 SH   SOLE   95,200 0 0
XERIS PHARMACEUTICALS INC COM 98422L107 1,293 218,000 SH   SOLE   188,000 0 30,000
XPERI HOLDING CORP COM 98390M103 3,349 291,500 SH   SOLE   291,500 0 0
XTANT MED HLDGS INC COM NEW 98420P308 103 125,000 SH   SOLE   100,000 0 25,000
YORK WTR CO COM 987184108 347 8,200 SH   SOLE   8,200 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 737 188,100 SH   SOLE   158,100 0 30,000
YUM BRANDS INC COM 988498101 18,382 201,331 SH   SOLE   201,331 0 0
YUM CHINA HLDGS INC COM 98850P109 286 5,400 SH   SOLE   5,400 0 0
ZAGG INC COM 98884U108 640 228,400 SH   SOLE   208,400 0 20,000
ZEDGE INC CL B 98923T104 25 16,855 SH   SOLE   16,855 0 0
ZENDESK INC COM 98936J101 4,669 45,370 SH   SOLE   44,920 0 450
ZOETIS INC CL A 98978V103 2,977 18,000 SH   SOLE   17,700 0 300
ZOVIO INC COM 98979V102 619 154,700 SH   SOLE   129,700 0 25,000
ZUMIEZ INC COM 989817101 3,967 142,600 SH   SOLE   142,600 0 0
ZYNERBA PHARMACEUTICALS INC COM 98986X109 341 102,900 SH   SOLE   81,400 0 21,500
ZYNEX INC COM 98986M103 227 13,000 SH   SOLE   13,000 0 0
ZYNGA INC CL A 98986T108 2,453 269,000 SH   SOLE   269,000 0 0