Brandywine Global Investment Management

Brandywine Global Investment Management as of Sept. 30, 2020

Portfolio Holdings for Brandywine Global Investment Management

Brandywine Global Investment Management holds 589 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
JPMorgan Chase & Co. (JPM) 3.0 $301M 3.1M 96.27
Verizon Communications (VZ) 2.6 $266M 4.5M 59.49
Bank of America Corporation (BAC) 2.4 $249M 10M 24.09
Johnson & Johnson (JNJ) 2.4 $239M 1.6M 148.88
Intel Corporation (INTC) 2.2 $225M 4.4M 51.78
At&t (T) 2.1 $211M 7.4M 28.51
Pfizer (PFE) 1.9 $195M 5.3M 36.70
Merck & Co (MRK) 1.8 $184M 2.2M 82.95
Comcast Corp Cl A (CMCSA) 1.8 $180M 3.9M 46.26
Oracle Corporation (ORCL) 1.7 $169M 2.8M 59.70
Chevron Corporation (CVX) 1.3 $137M 1.9M 72.00
UnitedHealth (UNH) 1.3 $136M 435k 311.77
Cisco Systems (CSCO) 1.3 $134M 3.4M 39.39
Amgen (AMGN) 1.3 $134M 527k 254.16
Broadcom (AVGO) 1.2 $122M 334k 364.32
Citigroup Com New (C) 1.2 $119M 2.7M 43.11
General Motors Company (GM) 1.0 $100M 3.4M 29.59
Philip Morris International (PM) 1.0 $98M 1.3M 74.99
United Parcel Service CL B (UPS) 1.0 $98M 587k 166.63
Honeywell International (HON) 0.9 $91M 550k 164.61
Lockheed Martin Corporation (LMT) 0.9 $90M 236k 383.28
International Business Machines (IBM) 0.9 $90M 743k 121.67
BlackRock (BLK) 0.9 $87M 155k 563.55
Morgan Stanley Com New (MS) 0.9 $87M 1.8M 48.35
Micron Technology (MU) 0.8 $83M 1.8M 46.96
Goldman Sachs (GS) 0.8 $82M 406k 200.97
Caterpillar (CAT) 0.8 $78M 524k 149.15
3M Company (MMM) 0.7 $72M 451k 160.18
American Express Company (AXP) 0.7 $69M 686k 100.25
Biogen Idec (BIIB) 0.7 $68M 240k 283.68
Gilead Sciences (GILD) 0.7 $67M 1.1M 63.19
Kroger (KR) 0.6 $65M 1.9M 33.91
Newmont Mining Corporation (NEM) 0.6 $63M 987k 63.45
Pulte (PHM) 0.6 $62M 1.3M 46.29
Tyson Foods Cl A (TSN) 0.6 $61M 1.0M 59.48
eBay (EBAY) 0.6 $60M 1.1M 52.10
D.R. Horton (DHI) 0.6 $60M 786k 75.63
Deere & Company (DE) 0.6 $59M 265k 221.63
Emerson Electric (EMR) 0.6 $59M 894k 65.57
Ishares Tr Rus 1000 Val Etf (IWD) 0.6 $58M 492k 118.13
Anthem (ELV) 0.6 $57M 212k 268.59
Hca Holdings (HCA) 0.6 $56M 450k 124.68
Arista Networks (ANET) 0.5 $54M 263k 206.93
CSX Corporation (CSX) 0.5 $51M 652k 77.67
Cigna Corp (CI) 0.5 $49M 290k 169.41
Ingredion Incorporated (INGR) 0.5 $49M 648k 75.68
Progressive Corporation (PGR) 0.5 $49M 517k 94.67
Cummins (CMI) 0.5 $49M 231k 211.16
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.5 $48M 227k 212.94
Cognizant Technology Solutio Cl A (CTSH) 0.5 $48M 695k 69.42
CVS Caremark Corporation (CVS) 0.5 $48M 815k 58.40
Travelers Companies (TRV) 0.5 $47M 434k 108.19
Corteva (CTVA) 0.5 $47M 1.6M 28.81
Eastman Chemical Company (EMN) 0.5 $47M 597k 78.12
Charles Schwab Corporation (SCHW) 0.5 $46M 1.3M 36.23
Huntsman Corporation (HUN) 0.5 $46M 2.1M 22.21
Crown Holdings (CCK) 0.4 $46M 595k 76.86
Northrop Grumman Corporation (NOC) 0.4 $45M 142k 315.49
Chubb (CB) 0.4 $44M 381k 116.12
Norfolk Southern (NSC) 0.4 $43M 202k 213.99
Freeport-mcmoran CL B (FCX) 0.4 $43M 2.7M 15.64
Alexion Pharmaceuticals 0.4 $43M 371k 114.43
Annaly Capital Management 0.4 $42M 5.9M 7.12
T. Rowe Price (TROW) 0.4 $42M 325k 128.22
American Electric Power Company (AEP) 0.4 $41M 506k 81.73
Dupont De Nemours (DD) 0.4 $41M 731k 55.48
Jazz Pharmaceuticals Shs Usd (JAZZ) 0.4 $41M 285k 142.59
PNC Financial Services (PNC) 0.4 $40M 368k 109.91
Wells Fargo & Company (WFC) 0.4 $40M 1.7M 23.51
Applied Materials (AMAT) 0.4 $40M 668k 59.45
Omni (OMC) 0.4 $40M 802k 49.50
Bank of New York Mellon Corporation (BK) 0.4 $39M 1.1M 34.34
Citizens Financial (CFG) 0.4 $39M 1.5M 25.28
Lyondellbasell Industries N Shs - A - (LYB) 0.4 $39M 549k 70.49
Allstate Corporation (ALL) 0.4 $38M 401k 94.14
Eaton Corp SHS (ETN) 0.3 $36M 348k 102.03
Canadian Natural Resources (CNQ) 0.3 $35M 1.7M 21.34
Public Service Enterprise (PEG) 0.3 $35M 641k 54.91
FirstEnergy (FE) 0.3 $34M 1.2M 28.71
General Dynamics Corporation (GD) 0.3 $34M 243k 138.43
Lam Research Corporation (LRCX) 0.3 $33M 100k 331.76
Lennar Corp Cl A (LEN) 0.3 $32M 396k 81.68
Electronic Arts (EA) 0.3 $32M 246k 130.41
Chart Inds Com Par $0.01 (GTLS) 0.3 $32M 449k 70.27
SLM Corporation (SLM) 0.3 $32M 3.9M 8.09
PPL Corporation (PPL) 0.3 $31M 1.1M 27.21
Ulta Salon, Cosmetics & Fragrance (ULTA) 0.3 $31M 138k 223.99
Bristol Myers Squibb (BMY) 0.3 $31M 506k 60.29
Johnson Ctls Intl SHS (JCI) 0.3 $30M 745k 40.85
Marvell Technology Group Ord 0.3 $30M 745k 39.70
Kraft Heinz (KHC) 0.3 $29M 981k 29.95
Facebook Cl A (META) 0.3 $29M 111k 261.91
Two Hbrs Invt Corp Com New 0.3 $29M 5.7M 5.09
Arrow Electronics (ARW) 0.3 $29M 367k 78.66
MetLife (MET) 0.3 $29M 772k 37.17
Comerica Incorporated (CMA) 0.3 $29M 750k 38.25
Essent (ESNT) 0.3 $29M 770k 37.01
Capital One Financial (COF) 0.3 $28M 393k 71.86
Molson Coors Beverage CL B (TAP) 0.3 $28M 827k 33.56
ConocoPhillips (COP) 0.3 $27M 834k 32.84
State Street Corporation (STT) 0.3 $27M 460k 59.33
BP Sponsored Adr (BP) 0.3 $27M 1.5M 17.46
Ameriprise Financial (AMP) 0.3 $27M 172k 154.12
Hanesbrands (HBI) 0.3 $26M 1.7M 15.75
Humana (HUM) 0.2 $25M 61k 413.90
Paccar (PCAR) 0.2 $25M 292k 85.28
Best Buy (BBY) 0.2 $25M 221k 111.29
Dish Network Corporation Note 3.375% 8/1 (Principal) 0.2 $24M 26M 0.92
AutoZone (AZO) 0.2 $24M 20k 1177.66
Textron (TXT) 0.2 $24M 651k 36.09
PPG Industries (PPG) 0.2 $23M 190k 122.08
Kimberly-Clark Corporation (KMB) 0.2 $23M 156k 147.66
McKesson Corporation (MCK) 0.2 $23M 154k 148.93
TreeHouse Foods (THS) 0.2 $23M 562k 40.53
AFLAC Incorporated (AFL) 0.2 $23M 619k 36.35
Medtronic SHS (MDT) 0.2 $22M 215k 103.92
Toll Brothers (TOL) 0.2 $22M 455k 48.66
Archer Daniels Midland Company (ADM) 0.2 $22M 475k 46.49
Hp (HPQ) 0.2 $22M 1.2M 18.99
Parker-Hannifin Corporation (PH) 0.2 $22M 108k 202.34
Prudential Financial (PRU) 0.2 $22M 339k 63.52
Zimmer Holdings (ZBH) 0.2 $21M 158k 136.14
NiSource (NI) 0.2 $21M 964k 22.00
Darden Restaurants (DRI) 0.2 $21M 206k 100.74
Celanese Corporation (CE) 0.2 $20M 186k 107.45
United Rentals (URI) 0.2 $20M 113k 174.50
Corning Incorporated (GLW) 0.2 $19M 598k 32.41
Evergy (EVRG) 0.2 $19M 374k 50.82
DaVita (DVA) 0.2 $19M 221k 85.65
Jefferies Finl Group (JEF) 0.2 $19M 1.0M 18.00
Popular Com New (BPOP) 0.2 $19M 516k 36.27
Boston Properties (BXP) 0.2 $19M 233k 80.30
Kellogg Company (K) 0.2 $19M 287k 64.59
Exelon Corporation (EXC) 0.2 $18M 511k 35.76
Kkr & Co (KKR) 0.2 $18M 524k 34.34
Meritage Homes Corporation (MTH) 0.2 $18M 159k 110.39
East West Ban (EWBC) 0.2 $17M 527k 32.74
AmerisourceBergen (COR) 0.2 $17M 175k 96.92
Magna Intl Inc cl a (MGA) 0.2 $17M 369k 45.75
Astrazeneca Sponsored Adr (AZN) 0.2 $17M 308k 54.80
IPG Photonics Corporation (IPGP) 0.2 $17M 99k 169.98
UGI Corporation (UGI) 0.2 $16M 496k 32.98
Oshkosh Corporation (OSK) 0.2 $16M 221k 73.50
W.W. Grainger (GWW) 0.2 $16M 45k 356.79
Banco Santander Adr (SAN) 0.2 $16M 8.7M 1.85
Globe Life (GL) 0.2 $16M 199k 79.90
Molina Healthcare (MOH) 0.2 $16M 85k 183.05
Penske Automotive (PAG) 0.2 $16M 325k 47.66
Abbvie (ABBV) 0.2 $16M 177k 87.59
Mylan Nv Shs Euro 0.2 $15M 1.0M 14.83
Laboratory Corp Amer Hldgs Com New (LH) 0.2 $15M 81k 188.28
KB Home (KBH) 0.1 $15M 391k 38.39
Chemours (CC) 0.1 $15M 709k 20.91
Allison Transmission Hldngs I (ALSN) 0.1 $15M 415k 35.14
ConAgra Foods (CAG) 0.1 $15M 406k 35.71
NetApp (NTAP) 0.1 $14M 327k 43.84
AutoNation (AN) 0.1 $14M 268k 52.93
Northern Trust Corporation (NTRS) 0.1 $14M 178k 77.97
Kla Corp Com New (KLAC) 0.1 $14M 71k 193.75
EQT Corporation (EQT) 0.1 $14M 1.1M 12.93
International Paper Company (IP) 0.1 $14M 334k 40.54
Equitrans Midstream Corp (ETRN) 0.1 $13M 1.6M 8.46
Cbre Group Cl A (CBRE) 0.1 $13M 283k 46.97
United Therapeutics Corporation (UTHR) 0.1 $13M 131k 101.00
Pennymac Financial Services (PFSI) 0.1 $13M 227k 58.12
Henry Schein (HSIC) 0.1 $13M 223k 58.78
Masco Corporation (MAS) 0.1 $13M 237k 55.13
LKQ Corporation (LKQ) 0.1 $13M 471k 27.73
Quest Diagnostics Incorporated (DGX) 0.1 $13M 113k 114.50
Dover Corporation (DOV) 0.1 $13M 115k 108.34
FedEx Corporation (FDX) 0.1 $12M 49k 251.53
Triton Intl Cl A 0.1 $12M 300k 40.67
Fifth Third Ban (FITB) 0.1 $12M 560k 21.32
Qorvo (QRVO) 0.1 $12M 92k 129.01
Cardinal Health (CAH) 0.1 $12M 247k 46.95
Markel Corporation (MKL) 0.1 $12M 12k 973.74
Genuine Parts Company (GPC) 0.1 $12M 122k 95.18
Nucor Corporation (NUE) 0.1 $12M 257k 44.86
Ford Motor Company (F) 0.1 $12M 1.7M 6.66
Amkor Technology (AMKR) 0.1 $12M 1.0M 11.20
F M C Corp Com New (FMC) 0.1 $12M 108k 105.92
Antero Midstream Corp antero midstream (AM) 0.1 $11M 2.1M 5.37
Procter & Gamble Company (PG) 0.1 $11M 79k 139.00
Tegna (TGNA) 0.1 $11M 934k 11.75
Williams Companies (WMB) 0.1 $11M 554k 19.65
Signet Jewelers SHS (SIG) 0.1 $11M 577k 18.70
SVB Financial (SIVBQ) 0.1 $11M 45k 240.63
First American Financial (FAF) 0.1 $11M 209k 50.91
Smucker J M Com New (SJM) 0.1 $11M 92k 115.52
Pinnacle West Capital Corporation (PNW) 0.1 $11M 142k 74.55
Commercial Metals Company (CMC) 0.1 $10M 515k 19.98
Tri Pointe Homes (TPH) 0.1 $10M 567k 18.14
Bio Rad Labs Cl A (BIO) 0.1 $10M 20k 515.50
Prosperity Bancshares (PB) 0.1 $10M 196k 51.83
Stifel Financial (SF) 0.1 $10M 201k 50.56
M.D.C. Holdings (MDC) 0.1 $10M 215k 47.10
Fortune Brands (FBIN) 0.1 $10M 117k 86.52
New York Community Ban (NYCB) 0.1 $10M 1.2M 8.27
Arch Cap Group Ord (ACGL) 0.1 $9.9M 339k 29.25
Dollar Tree (DLTR) 0.1 $9.9M 108k 91.34
Whirlpool Corporation (WHR) 0.1 $9.9M 54k 183.90
Alcoa (AA) 0.1 $9.8M 842k 11.63
Affiliated Managers (AMG) 0.1 $9.8M 143k 68.38
AES Corporation (AES) 0.1 $9.7M 533k 18.11
Axis Cap Hldgs SHS (AXS) 0.1 $9.6M 219k 44.04
Lear Corp Com New (LEA) 0.1 $9.5M 87k 109.06
Us Bancorp Del Com New (USB) 0.1 $9.4M 261k 35.85
Air Lease Corp Cl A (AL) 0.1 $9.3M 316k 29.42
Advance Auto Parts (AAP) 0.1 $9.3M 61k 153.51
Enstar Group SHS (ESGR) 0.1 $9.2M 57k 161.51
White Mountains Insurance Gp (WTM) 0.1 $9.1M 12k 779.08
Titan Machinery (TITN) 0.1 $9.0M 684k 13.23
Regeneron Pharmaceuticals (REGN) 0.1 $9.0M 16k 559.83
Avnet (AVT) 0.1 $8.9M 345k 25.84
Taylor Morrison Hom (TMHC) 0.1 $8.8M 356k 24.59
Purple Innovatio (PRPL) 0.1 $8.8M 352k 24.86
Ally Financial (ALLY) 0.1 $8.7M 348k 25.07
Packaging Corporation of America (PKG) 0.1 $8.7M 80k 109.05
Loews Corporation (L) 0.1 $8.7M 249k 34.75
Raymond James Financial (RJF) 0.1 $8.5M 117k 72.77
Telephone & Data Sys Com New (TDS) 0.1 $8.4M 457k 18.44
Avery Dennison Corporation (AVY) 0.1 $8.3M 65k 127.84
Discover Financial Services (DFS) 0.1 $8.3M 143k 57.79
Evercore Class A (EVR) 0.1 $8.2M 125k 65.46
Kemper Corp Del (KMPR) 0.1 $8.1M 122k 66.83
Vishay Intertechnology Note 2.250% 6/1 (Principal) 0.1 $8.0M 8.3M 0.97
W.R. Berkley Corporation (WRB) 0.1 $8.0M 130k 61.15
Albemarle Corporation (ALB) 0.1 $7.9M 89k 89.28
Amcor Ord (AMCR) 0.1 $7.9M 715k 11.05
Cdw (CDW) 0.1 $7.8M 65k 119.54
Home BancShares (HOMB) 0.1 $7.7M 507k 15.16
Vistra Energy (VST) 0.1 $7.7M 406k 18.86
American Woodmark Corporation (AMWD) 0.1 $7.6M 97k 78.55
Cnx Resources Corporation (CNX) 0.1 $7.5M 800k 9.44
Fox Corp Cl A Com (FOXA) 0.1 $7.5M 270k 27.83
Big Lots (BIG) 0.1 $7.5M 168k 44.61
ON Semiconductor (ON) 0.1 $7.4M 340k 21.69
MGM Resorts International. (MGM) 0.1 $7.4M 338k 21.75
Range Resources (RRC) 0.1 $7.3M 1.1M 6.62
Insight Enterprises (NSIT) 0.1 $7.3M 129k 56.59
Virtu Finl Cl A (VIRT) 0.1 $7.3M 317k 23.01
Equitable Holdings (EQH) 0.1 $7.3M 398k 18.24
UMB Financial Corporation (UMBF) 0.1 $7.2M 148k 49.02
Western Union Company (WU) 0.1 $7.2M 336k 21.43
Hyster Yale Matls Handling I Cl A (HY) 0.1 $7.2M 194k 37.15
Southern Company (SO) 0.1 $7.1M 131k 54.22
Bank Ozk (OZK) 0.1 $7.1M 332k 21.32
Korn Ferry Com New (KFY) 0.1 $7.0M 243k 29.00
Quanta Services (PWR) 0.1 $7.0M 133k 52.86
Group 1 Automotive (GPI) 0.1 $7.0M 79k 88.40
Tactile Systems Technology, In (TCMD) 0.1 $6.9M 190k 36.59
First Bancorp P R Com New (FBP) 0.1 $6.9M 1.3M 5.22
Synchrony Financial (SYF) 0.1 $6.9M 262k 26.17
Snap-on Incorporated (SNA) 0.1 $6.9M 47k 147.14
BorgWarner (BWA) 0.1 $6.8M 176k 38.74
Atlas Air Worldwide Hldgs In Com New 0.1 $6.8M 112k 60.90
People's United Financial 0.1 $6.8M 656k 10.31
Wal-Mart Stores (WMT) 0.1 $6.7M 48k 139.93
Darling International (DAR) 0.1 $6.7M 186k 36.03
Flagstar Bancorp Com Par .001 0.1 $6.7M 227k 29.63
Manpower (MAN) 0.1 $6.7M 91k 73.34
Umpqua Holdings Corporation 0.1 $6.6M 622k 10.62
Homestreet (HMST) 0.1 $6.6M 255k 25.76
Edgewell Pers Care (EPC) 0.1 $6.6M 235k 27.88
Nrg Energy Com New (NRG) 0.1 $6.5M 212k 30.74
Credit Acceptance (CACC) 0.1 $6.5M 19k 338.66
Voya Financial (VOYA) 0.1 $6.5M 136k 47.93
Cornerstone Buil 0.1 $6.5M 814k 7.98
Asbury Automotive (ABG) 0.1 $6.4M 66k 97.46
Old National Ban (ONB) 0.1 $6.4M 507k 12.56
Owens Corning (OC) 0.1 $6.3M 92k 68.81
Everest Re Group (EG) 0.1 $6.3M 32k 197.57
Hubbell (HUBB) 0.1 $6.2M 46k 136.85
Pentair SHS (PNR) 0.1 $6.2M 136k 45.77
Renewable Energy Group Com New 0.1 $6.2M 116k 53.43
Assurant (AIZ) 0.1 $6.2M 51k 121.32
Michaels Cos Inc/the 0.1 $6.2M 638k 9.66
Western Alliance Bancorporation (WAL) 0.1 $6.2M 195k 31.62
Century Communities (CCS) 0.1 $6.1M 144k 42.33
SEI Investments Company (SEIC) 0.1 $6.1M 120k 50.73
Rent-A-Center (UPBD) 0.1 $6.1M 203k 29.89
Amer (UHAL) 0.1 $6.1M 17k 356.03
Teradyne (TER) 0.1 $6.0M 76k 79.46
Juniper Networks (JNPR) 0.1 $5.9M 276k 21.50
Terex Corporation (TEX) 0.1 $5.9M 307k 19.36
Brighthouse Finl (BHF) 0.1 $5.9M 220k 26.91
CNO Financial (CNO) 0.1 $5.9M 366k 16.04
Knight Swift Transn Hldgs In Cl A (KNX) 0.1 $5.8M 144k 40.70
Meritor 0.1 $5.8M 279k 20.94
Independent Bank (IBTX) 0.1 $5.8M 132k 44.18
Williams-Sonoma (WSM) 0.1 $5.8M 65k 90.45
Leidos Holdings (LDOS) 0.1 $5.8M 65k 89.16
Signature Bank (SBNY) 0.1 $5.8M 70k 82.99
Reliance Steel & Aluminum (RS) 0.1 $5.7M 56k 102.04
Primerica (PRI) 0.1 $5.7M 51k 113.15
Steel Dynamics (STLD) 0.1 $5.7M 199k 28.63
Hilltop Holdings (HTH) 0.1 $5.7M 277k 20.58
Dana Holding Corporation (DAN) 0.1 $5.7M 462k 12.32
M/I Homes (MHO) 0.1 $5.7M 123k 46.06
Coherus Biosciences (CHRS) 0.1 $5.7M 309k 18.34
Nextera Energy (NEE) 0.1 $5.6M 20k 277.56
Gray Television (GTN) 0.1 $5.5M 399k 13.77
Trinity Industries (TRN) 0.1 $5.5M 281k 19.50
Carlisle Companies (CSL) 0.1 $5.5M 45k 122.39
Domtar Corp Com New 0.1 $5.4M 207k 26.27
American Equity Investment Life Holding (AEL) 0.1 $5.4M 245k 21.99
Chefs Whse (CHEF) 0.1 $5.4M 370k 14.54
Cheniere Energy Com New (LNG) 0.1 $5.3M 115k 46.28
Discovery Com Ser A 0.1 $5.3M 243k 21.77
Commerce Bancshares (CBSH) 0.1 $5.3M 94k 56.30
Perrigo SHS (PRGO) 0.1 $5.3M 114k 45.91
Gentex Corporation (GNTX) 0.1 $5.2M 202k 25.75
Lpl Financial Holdings (LPLA) 0.1 $5.2M 68k 76.68
Valley National Ban (VLY) 0.1 $5.2M 754k 6.85
Hd Supply 0.1 $5.2M 125k 41.25
Pinnacle Financial Partners (PNFP) 0.1 $5.1M 144k 35.59
Sanmina (SANM) 0.1 $5.1M 189k 27.05
Howmet Aerospace (HWM) 0.1 $5.1M 306k 16.72
Walker & Dunlop (WD) 0.0 $5.1M 96k 53.01
Principal Financial (PFG) 0.0 $4.9M 123k 40.27
Minerals Technologies (MTX) 0.0 $4.9M 97k 51.10
Robert Half International (RHI) 0.0 $4.9M 92k 52.95
Sealed Air (SEE) 0.0 $4.8M 125k 38.81
SYSCO Corporation (SYY) 0.0 $4.8M 78k 62.23
Rush Enterprises Cl A (RUSHA) 0.0 $4.8M 95k 50.55
Washington Federal (WAFD) 0.0 $4.8M 231k 20.86
Oge Energy Corp (OGE) 0.0 $4.8M 161k 29.99
Exp World Holdings Inc equities (EXPI) 0.0 $4.8M 118k 40.34
Regis Corporation 0.0 $4.7M 769k 6.14
AGCO Corporation (AGCO) 0.0 $4.7M 63k 74.28
Supernus Pharmaceuticals (SUPN) 0.0 $4.7M 225k 20.84
Cabot Oil & Gas Corporation (CTRA) 0.0 $4.7M 269k 17.36
Cooper Tire & Rubber Company 0.0 $4.7M 147k 31.71
Atkore Intl (ATKR) 0.0 $4.6M 204k 22.73
Sportsmans Whse Hldgs (SPWH) 0.0 $4.6M 324k 14.31
Mohawk Industries (MHK) 0.0 $4.6M 47k 97.60
Methode Electronics (MEI) 0.0 $4.6M 162k 28.51
Innoviva (INVA) 0.0 $4.6M 439k 10.45
Interpublic Group of Companies (IPG) 0.0 $4.6M 274k 16.67
E Trade Financial Corp Com New 0.0 $4.5M 90k 50.06
Mednax (MD) 0.0 $4.5M 277k 16.28
MTS Systems Corporation 0.0 $4.5M 236k 19.11
Disney Walt Com Disney (DIS) 0.0 $4.4M 36k 124.09
Universal Corporation (UVV) 0.0 $4.4M 106k 41.88
ODP Corp. (ODP) 0.0 $4.4M 225k 19.45
Ichor Holdings SHS (ICHR) 0.0 $4.3M 199k 21.57
Nelnet Cl A (NNI) 0.0 $4.3M 71k 60.26
Bofi Holding (AX) 0.0 $4.3M 183k 23.31
International Bancshares Corporation (IBOC) 0.0 $4.3M 164k 26.07
Horace Mann Educators Corporation (HMN) 0.0 $4.2M 127k 33.40
Cdk Global Inc equities 0.0 $4.2M 97k 43.59
Republic Bancorp Inc Ky Cl A (RBCAA) 0.0 $4.2M 149k 28.16
CF Industries Holdings (CF) 0.0 $4.2M 136k 30.71
Jabil Circuit (JBL) 0.0 $4.2M 122k 34.26
Echostar Corp Cl A (SATS) 0.0 $4.2M 167k 24.89
Whole Earth Brands Com Cl A (FREE) 0.0 $4.2M 499k 8.34
Greenbrier Companies (GBX) 0.0 $4.2M 142k 29.40
Lincoln Electric Holdings (LECO) 0.0 $4.1M 45k 92.04
Greif Cl A (GEF) 0.0 $4.1M 115k 36.21
Investors Ban 0.0 $4.1M 568k 7.26
Southwestern Energy Company (SWN) 0.0 $4.1M 1.7M 2.35
Connectone Banc (CNOB) 0.0 $4.0M 285k 14.07
Columbia Banking System (COLB) 0.0 $4.0M 168k 23.85
Associated Banc- (ASB) 0.0 $4.0M 317k 12.62
Itt (ITT) 0.0 $4.0M 68k 59.06
Lazard Shs A 0.0 $3.9M 119k 33.06
Bed Bath & Beyond 0.0 $3.9M 262k 14.98
Topbuild (BLD) 0.0 $3.9M 23k 170.72
United Bankshares (UBSI) 0.0 $3.9M 182k 21.47
Horizon Ban (HBNC) 0.0 $3.9M 385k 10.09
Cathay General Ban (CATY) 0.0 $3.9M 179k 21.68
Bancorpsouth Bank 0.0 $3.8M 198k 19.38
Inmode SHS (INMD) 0.0 $3.8M 105k 36.18
Fresh Del Monte Produce Ord (FDP) 0.0 $3.8M 164k 22.93
Gms (GMS) 0.0 $3.7M 155k 24.10
Brunswick Corporation (BC) 0.0 $3.7M 63k 58.91
Sally Beauty Holdings (SBH) 0.0 $3.7M 428k 8.69
Encore Capital (ECPG) 0.0 $3.7M 96k 38.60
Primoris Services (PRIM) 0.0 $3.7M 206k 18.04
Harborone Bancorp Com New (HONE) 0.0 $3.7M 458k 8.07
Perdoceo Ed Corp (PRDO) 0.0 $3.7M 298k 12.24
Stitch Fix Com Cl A (SFIX) 0.0 $3.6M 134k 27.13
Eaton Vance Corp Com Non Vtg 0.0 $3.6M 93k 38.15
Central Pac Finl Corp Com New (CPF) 0.0 $3.5M 261k 13.57
Invesco SHS (IVZ) 0.0 $3.5M 308k 11.41
Realogy Hldgs (HOUS) 0.0 $3.5M 369k 9.44
Trustmark Corporation (TRMK) 0.0 $3.5M 162k 21.41
Old Second Ban (OSBC) 0.0 $3.4M 459k 7.50
Skechers U S A Cl A (SKX) 0.0 $3.4M 113k 30.23
Cohu (COHU) 0.0 $3.4M 197k 17.18
Newell Rubbermaid (NWL) 0.0 $3.4M 196k 17.16
Sonoco Products Company (SON) 0.0 $3.3M 65k 51.07
Heritage Ins Hldgs (HRTG) 0.0 $3.3M 322k 10.12
Virtus Investment Partners (VRTS) 0.0 $3.3M 24k 138.65
Simmons 1st Natl Corp Cl A $1 Par (SFNC) 0.0 $3.2M 203k 15.86
First Ctzns Bancshares Inc N Cl A (FCNCA) 0.0 $3.2M 10k 318.82
Atlantic Cap Bancshares 0.0 $3.2M 283k 11.35
Warrior Met Coal (HCC) 0.0 $3.2M 188k 17.08
Mosaic (MOS) 0.0 $3.2M 175k 18.27
Schweitzer-Mauduit International (MATV) 0.0 $3.2M 105k 30.40
Cullen/Frost Bankers (CFR) 0.0 $3.2M 50k 63.97
Brightsphere Investment Group (BSIG) 0.0 $3.2M 246k 12.90
Tempur-Pedic International (TPX) 0.0 $3.2M 35k 89.19
Knoll Com New 0.0 $3.1M 259k 12.06
First Internet Bancorp (INBK) 0.0 $3.1M 212k 14.73
Buckle (BKE) 0.0 $3.1M 151k 20.39
Waddell & Reed Finl Cl A 0.0 $3.1M 207k 14.85
Continental Resources 0.0 $3.1M 249k 12.28
Valero Energy Corporation (VLO) 0.0 $3.0M 70k 43.32
Stonex Group (SNEX) 0.0 $3.0M 60k 51.16
South State Corporation (SSB) 0.0 $3.0M 63k 48.15
Bunge 0.0 $3.0M 66k 45.70
GATX Corporation (GATX) 0.0 $3.0M 47k 63.76
Winnebago Industries (WGO) 0.0 $3.0M 58k 51.68
Arcbest (ARCB) 0.0 $2.9M 93k 31.07
Photronics (PLAB) 0.0 $2.8M 283k 9.96
Amtech Sys Com Par $0.01n (ASYS) 0.0 $2.8M 573k 4.89
Ciena Corp Com New (CIEN) 0.0 $2.8M 70k 39.70
Cimpress Shs Euro (CMPR) 0.0 $2.8M 37k 75.16
Haynes International Com New (HAYN) 0.0 $2.8M 163k 17.09
Old Republic International Corporation (ORI) 0.0 $2.7M 186k 14.74
Apogee Enterprises (APOG) 0.0 $2.7M 128k 21.38
Hawaiian Holdings (HA) 0.0 $2.7M 211k 12.89
Renasant (RNST) 0.0 $2.7M 119k 22.72
Santander Consumer Usa 0.0 $2.7M 148k 18.19
Piper Jaffray Companies (PIPR) 0.0 $2.7M 37k 73.03
Kelly Svcs Cl A (KELYA) 0.0 $2.7M 156k 17.04
Franklin Street Properties (FSP) 0.0 $2.6M 724k 3.66
Employers Holdings (EIG) 0.0 $2.6M 87k 30.26
Universal Hlth Svcs CL B (UHS) 0.0 $2.6M 25k 107.06
Regal-beloit Corporation (RRX) 0.0 $2.6M 28k 93.89
Allegiant Travel Company (ALGT) 0.0 $2.6M 22k 119.83
Murphy Usa (MUSA) 0.0 $2.6M 20k 128.30
Banner Corp Com New (BANR) 0.0 $2.5M 78k 32.27
Timken Company (TKR) 0.0 $2.5M 46k 54.22
Mastercraft Boat Holdings (MCFT) 0.0 $2.5M 141k 17.49
Globus Med Cl A (GMED) 0.0 $2.4M 49k 49.52
Bwx Technologies (BWXT) 0.0 $2.4M 43k 56.32
Duke Energy Corp Com New (DUK) 0.0 $2.4M 27k 88.59
Ingles Mkts Cl A (IMKTA) 0.0 $2.3M 62k 38.04
Zions Bancorporation (ZION) 0.0 $2.3M 80k 29.22
Ryman Hospitality Pptys (RHP) 0.0 $2.3M 63k 36.80
Luther Burbank Corp. 0.0 $2.3M 275k 8.35
Fonar Corp Com New (FONR) 0.0 $2.3M 109k 20.88
Middleby Corporation (MIDD) 0.0 $2.3M 25k 89.75
Powell Industries (POWL) 0.0 $2.3M 94k 24.14
Core Laboratories 0.0 $2.2M 145k 15.26
Coherent 0.0 $2.2M 20k 110.97
Franks Intl N V 0.0 $2.2M 1.4M 1.54
Lawson Products (DSGR) 0.0 $2.1M 51k 41.03
Red Violet (RDVT) 0.0 $2.1M 113k 18.46
Territorial Ban (TBNK) 0.0 $2.0M 101k 20.24
Onemain Holdings (OMF) 0.0 $2.0M 64k 31.25
Olympic Steel (ZEUS) 0.0 $2.0M 174k 11.36
ACCO Brands Corporation (ACCO) 0.0 $2.0M 336k 5.80
Planet Fitness Cl A (PLNT) 0.0 $1.9M 32k 61.61
Sunstone Hotel Investors (SHO) 0.0 $1.9M 245k 7.94
Tristate Capital Hldgs 0.0 $1.9M 146k 13.25
Rogers Corporation (ROG) 0.0 $1.9M 20k 98.08
Deckers Outdoor Corporation (DECK) 0.0 $1.9M 8.7k 220.02
Synovus Finl Corp Com New (SNV) 0.0 $1.9M 89k 21.18
Collegium Pharmaceutical Inc Common Stock Usd (COLL) 0.0 $1.9M 90k 20.83
J&J Snack Foods (JJSF) 0.0 $1.9M 14k 130.43
Alaska Air (ALK) 0.0 $1.9M 51k 36.65
Thor Industries (THO) 0.0 $1.8M 19k 95.26
iRobot Corporation (IRBT) 0.0 $1.8M 24k 75.90
OceanFirst Financial (OCFC) 0.0 $1.8M 131k 13.70
Ishares Tr Rus 2000 Val Etf (IWN) 0.0 $1.8M 18k 99.36
Republic First Ban (FRBK) 0.0 $1.8M 896k 1.98
Riverview Ban (RVSB) 0.0 $1.7M 417k 4.15
Hanmi Finl Corp Com New (HAFC) 0.0 $1.7M 204k 8.21
Western New England Ban (WNEB) 0.0 $1.7M 294k 5.63
PacWest Ban 0.0 $1.6M 96k 17.09
Sterling Bancorp 0.0 $1.6M 155k 10.52
Heartland Financial USA (HTLF) 0.0 $1.6M 53k 30.01
Jeld-wen Hldg (JELD) 0.0 $1.6M 70k 22.61
First Midwest Ban 0.0 $1.6M 146k 10.78
International Seaways (INSW) 0.0 $1.6M 108k 14.62
Heritage Financial Corporation (HFWA) 0.0 $1.6M 85k 18.40
Fbl Finl Group Cl A 0.0 $1.6M 32k 48.22
Sabre (SABR) 0.0 $1.5M 233k 6.51
Acuity Brands (AYI) 0.0 $1.5M 15k 102.36
Geopark Usd Shs (GPRK) 0.0 $1.5M 204k 7.36
Pioneer Bancorp (PBFS) 0.0 $1.5M 167k 8.88
Bankunited (BKU) 0.0 $1.5M 67k 21.92
First Northwest Ban (FNWB) 0.0 $1.4M 145k 9.90
Enterprise Financial Services (EFSC) 0.0 $1.4M 53k 27.27
Parke Ban (PKBK) 0.0 $1.4M 116k 11.95
Pzena Investment Mgmt Class A 0.0 $1.4M 255k 5.36
Cleveland-cliffs DBCV 1.500% 1/1 (Principal) 0.0 $1.3M 1.3M 1.04
Catalyst Pharmaceutical Partners (CPRX) 0.0 $1.3M 450k 2.97
National Bk Hldgs Corp Cl A (NBHC) 0.0 $1.3M 50k 26.26
Aercap Holdings Nv SHS (AER) 0.0 $1.3M 50k 25.19
Banc Of California (BANC) 0.0 $1.2M 117k 10.13
First Busey Corp Com New (BUSE) 0.0 $1.1M 72k 15.90
Pacific Premier Ban (PPBI) 0.0 $1.1M 53k 20.15
Universal Stainless & Alloy Products (USAP) 0.0 $1.0M 187k 5.49
Tcf Financial Corp 0.0 $1.0M 44k 23.37
Pdl Cmnty Bancorp 0.0 $1.0M 114k 8.82
Rhythm Pharmaceuticals (RYTM) 0.0 $1.0M 46k 21.68
Cactus Cl A (WHD) 0.0 $918k 48k 19.19
Harley-Davidson (HOG) 0.0 $913k 37k 24.54
Dril-Quip (DRQ) 0.0 $896k 36k 24.77
Antares Pharma 0.0 $871k 322k 2.70
Victory Cap Hldgs Com Cl A (VCTR) 0.0 $853k 51k 16.90
Flexion Therapeutics 0.0 $840k 81k 10.42
First Business Financial Services (FBIZ) 0.0 $820k 57k 14.29
First Financial Northwest (FFNW) 0.0 $788k 86k 9.13
BioDelivery Sciences International 0.0 $721k 193k 3.73
Lakeland Ban (LBAI) 0.0 $712k 72k 9.96
Aquestive Therapeutics (AQST) 0.0 $666k 137k 4.86
Veritex Hldgs (VBTX) 0.0 $614k 36k 17.03
Chiasma 0.0 $614k 143k 4.30
Baudax Bio 0.0 $606k 219k 2.77
Friedman Inds (FRD) 0.0 $595k 102k 5.81
Ishares Msci Sth Kor Etf (EWY) 0.0 $575k 8.8k 65.34
Green Brick Partners (GRBK) 0.0 $552k 34k 16.12
Hibbett Sports (HIBB) 0.0 $462k 12k 39.23
Evolus (EOLS) 0.0 $461k 118k 3.91
Great Southern Ban (GSBC) 0.0 $454k 13k 36.28
Recro Pharma (SCTL) 0.0 $448k 213k 2.10
Clearwater Paper (CLW) 0.0 $425k 11k 38.03
Great Lakes Dredge & Dock Corporation (GLDD) 0.0 $417k 44k 9.52
Biosante Pharmaceuticals (ANIP) 0.0 $415k 15k 28.28
Spartannash (SPTN) 0.0 $403k 25k 16.37
Tutor Perini Corporation (TPC) 0.0 $381k 34k 11.15
America's Car-Mart (CRMT) 0.0 $377k 4.4k 84.89
MarineMax (HZO) 0.0 $374k 15k 25.73
Green Plains Renewable Energy (GPRE) 0.0 $367k 24k 15.49
Schnitzer Stl Inds Cl A (RDUS) 0.0 $353k 18k 19.25
FutureFuel (FF) 0.0 $336k 30k 11.40
Dick's Sporting Goods (DKS) 0.0 $332k 5.7k 57.95
CAI International 0.0 $325k 12k 27.55
P.H. Glatfelter Company 0.0 $303k 22k 13.80
Andersons (ANDE) 0.0 $295k 15k 19.21
Digi International (DGII) 0.0 $290k 19k 15.67
Re Max Hldgs Cl A (RMAX) 0.0 $290k 8.9k 32.76
Itau Unibanco Hldg S A Spon Adr Rep Pfd (ITUB) 0.0 $288k 72k 3.99
Triple-s Mgmt Corp CL B 0.0 $283k 16k 17.89
Beazer Homes Usa Com New (BZH) 0.0 $277k 21k 13.23
Posco Sponsored Adr (PKX) 0.0 $273k 6.5k 42.00
Sterling Construction Company (STRL) 0.0 $269k 19k 14.20
Bonanza Creek Energy Com New 0.0 $264k 14k 18.87
Rex American Resources (REX) 0.0 $263k 4.0k 65.78
Clean Energy Fuels (CLNE) 0.0 $260k 105k 2.49
Mbia (MBI) 0.0 $259k 43k 6.07
Tejon Ranch Company (TRC) 0.0 $251k 18k 14.17
Ban (TBBK) 0.0 $242k 28k 8.65
VSE Corporation (VSEC) 0.0 $230k 7.5k 30.74
Cowen Cl A New 0.0 $227k 14k 16.29
Century Aluminum Company (CENX) 0.0 $224k 31k 7.15
Donnelley Finl Solutions (DFIN) 0.0 $219k 16k 13.37
Miller Inds Inc Tenn Com New (MLR) 0.0 $216k 7.0k 30.68
Modine Manufacturing (MOD) 0.0 $216k 35k 6.27
Container Store (TCS) 0.0 $211k 34k 6.22
Hooker Furniture Corporation (HOFT) 0.0 $210k 8.1k 25.95
Conn's (CONN) 0.0 $208k 20k 10.61
First Financial Corporation (THFF) 0.0 $201k 6.4k 31.55
Fossil (FOSL) 0.0 $199k 35k 5.75
Waterstone Financial (WSBF) 0.0 $195k 13k 15.54
Kimball Electronics (KE) 0.0 $192k 17k 11.59
Verso Corp Cl A 0.0 $189k 24k 7.92
Applied Optoelectronics (AAOI) 0.0 $173k 15k 11.30
Byline Ban (BY) 0.0 $164k 15k 11.28
TrustCo Bank Corp NY 0.0 $162k 31k 5.23
Axt (AXTI) 0.0 $161k 26k 6.15
Us Silica Hldgs (SLCA) 0.0 $148k 49k 3.02
Concrete Pumping Hldgs (BBCP) 0.0 $141k 40k 3.57
Veritiv Corp - When Issued 0.0 $135k 11k 12.74
Hewlett Packard Enterprise (HPE) 0.0 $131k 14k 9.41
Bridgewater Bancshares Com Accd Inv (BWB) 0.0 $127k 13k 9.50
Ezcorp Cl A Non Vtg (EZPW) 0.0 $127k 25k 5.03
Overseas Shipholding Group I Cl A New (OSG) 0.0 $126k 59k 2.15
Mayville Engineering (MEC) 0.0 $124k 14k 9.19
Spok Holdings (SPOK) 0.0 $123k 13k 9.57
Regions Financial Corporation (RF) 0.0 $117k 10k 11.54
Voxx Intl Corp Cl A (VOXX) 0.0 $113k 15k 7.69
Acacia Resh Corp Acacia Tch Com (ACTG) 0.0 $110k 32k 3.47
Trecora Resources 0.0 $103k 17k 6.18
Quad / Graphics Com Cl A (QUAD) 0.0 $81k 27k 3.03
Montage Res Corp 0.0 $74k 17k 4.42
Alaska Communications Systems 0.0 $73k 36k 2.02
New Home 0.0 $67k 12k 5.47
Neos Therapeutics 0.0 $64k 121k 0.53
Ultralife (ULBI) 0.0 $64k 11k 5.99
Computer Task 0.0 $51k 10k 5.07
Armstrong Flooring (AFIIQ) 0.0 $51k 15k 3.49
Red Lion Hotels Corporation 0.0 $37k 17k 2.19
Network 1 Sec Solutions (NTIP) 0.0 $33k 12k 2.70