The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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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 |
1st Source Corporation | COM | 336901103 | 32 | 700 | SH | SOLE | 700 | 0 | 0 | ||
AFLAC INC COM | COM | 001055102 | 11,900 | 217,110 | SH | SOLE | 27,900 | 0 | 189,210 | ||
AG Mortgage Investment Tr | COM | 001228105 | 5 | 335 | SH | SOLE | 335 | 0 | 0 | ||
AMC Networks Inc. cl A | COM | 00164V103 | 365 | 6,700 | SH | SOLE | 2,900 | 0 | 3,800 | ||
AT&T Inc. | COM | 00206R102 | 14,637 | 436,800 | SH | SOLE | 56,000 | 0 | 380,800 | ||
AVX Corporation | COM | 002444107 | 913 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
AXA Equitable Holdings | COM | 054561105 | 4,853 | 232,200 | SH | SOLE | 93,100 | 0 | 139,100 | ||
Acco Brands Corporation | COM | 00081T108 | 616 | 78,251 | SH | SOLE | 78,251 | 0 | 0 | ||
Advansix Inc | COM | 00773T101 | 147 | 6,015 | SH | SOLE | 6,015 | 0 | 0 | ||
Air Lease Corp. Cl A | COM | 00912X302 | 3,390 | 82,000 | SH | SOLE | 31,600 | 0 | 50,400 | ||
Aircastle Ltd | COM | G0129K104 | 887 | 41,700 | SH | SOLE | 41,700 | 0 | 0 | ||
Alexanders Inc. | COM | 014752109 | 815 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
Alexandria Real Estate | COM | 015271109 | 451 | 3,200 | SH | SOLE | 0 | 0 | 3,200 | ||
Alliance Data Systems Corp | COM | 018581108 | 757 | 5,400 | SH | SOLE | 2,100 | 0 | 3,300 | ||
Allison Transmission Holdings | COM | 01973R101 | 1,238 | 26,700 | SH | SOLE | 11,400 | 0 | 15,300 | ||
Ally Financial Inc. | COM | 02005N100 | 437 | 14,100 | SH | SOLE | 0 | 0 | 14,100 | ||
Altria Group Inc | COM | 02209S103 | 3,589 | 75,800 | SH | SOLE | 5,900 | 0 | 69,900 | ||
Amdocs Limited | COM | G02602103 | 6,321 | 101,800 | SH | SOLE | 20,300 | 0 | 81,500 | ||
Amerco | COM | 023586100 | 7,344 | 19,400 | SH | SOLE | 3,300 | 0 | 16,100 | ||
American Campus Communities | COM | 024835100 | 1,412 | 30,600 | SH | SOLE | 7,900 | 0 | 22,700 | ||
AmerisourceBergen Corp | COM | 03073E105 | 4,092 | 48,000 | SH | SOLE | 9,400 | 0 | 38,600 | ||
Ames National Corp. | COM | 031001100 | 2 | 65 | SH | SOLE | 65 | 0 | 0 | ||
Amkor Technology Inc | COM | 031652100 | 924 | 123,900 | SH | SOLE | 123,900 | 0 | 0 | ||
Apple Hospitality REIT Inc | COM | 03784Y200 | 1,110 | 70,000 | SH | SOLE | 27,600 | 0 | 42,400 | ||
Apple Inc. | COM | 037833100 | 178 | 900 | SH | SOLE | 0 | 0 | 900 | ||
Arch Capital Group Ltd. | COM | G0450A105 | 2,914 | 78,600 | SH | SOLE | 33,000 | 0 | 45,600 | ||
Arrow Electronics Inc | COM | 042735100 | 14,247 | 199,900 | SH | SOLE | 38,900 | 0 | 161,000 | ||
Arrow Financial Corp. | COM | 042744102 | 8 | 244 | SH | SOLE | 244 | 0 | 0 | ||
Asbury Automotive Group | COM | 043436104 | 253 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
Assured Guaranty Ltd | COM | G0585R106 | 3,606 | 85,700 | SH | SOLE | 33,200 | 0 | 52,500 | ||
Athene Holding Ltd. | COM | G0684D107 | 1,305 | 30,300 | SH | SOLE | 14,100 | 0 | 16,200 | ||
Atkore International Group | COM | 047649108 | 323 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
Atlas Air Worldwide | COM | 049164205 | 388 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
Atrion Corporation | COM | 049904105 | 2,388 | 2,800 | SH | SOLE | 100 | 0 | 2,700 | ||
AutoNation Inc. | COM | 05329W102 | 1,862 | 44,400 | SH | SOLE | 15,800 | 0 | 28,600 | ||
Avangrid Inc. | COM | 05351W103 | 12,140 | 240,400 | SH | SOLE | 41,800 | 0 | 198,600 | ||
BancFirst Corp OK | COM | 05945F103 | 846 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
Bank of America Corp | COM | 060505104 | 14,822 | 511,100 | SH | SOLE | 66,400 | 0 | 444,700 | ||
Bar Harbor Bankshares | COM | 066849100 | 2 | 87 | SH | SOLE | 87 | 0 | 0 | ||
Berkshire Hathaway cl B | COM | 084670702 | 277 | 1,300 | SH | SOLE | 0 | 0 | 1,300 | ||
Biogen Inc. | COM | 09062X103 | 2,619 | 11,200 | SH | SOLE | 1,800 | 0 | 9,400 | ||
Biospecifics Tech Corp | COM | 090931106 | 2 | 26 | SH | SOLE | 26 | 0 | 0 | ||
Bonanza Creek Energy | COM | 097793400 | 77 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
Booz Allen Hamilton cl A | COM | 099502106 | 960 | 14,500 | SH | SOLE | 2,200 | 0 | 12,300 | ||
Brown-Forman cl B | COM | 115637209 | 14,237 | 256,840 | SH | SOLE | 51,750 | 0 | 205,090 | ||
Byline Bancorp Inc. | COM | 124411109 | 2 | 115 | SH | SOLE | 115 | 0 | 0 | ||
CBS Corp. cl B | COM | 124857202 | 2,645 | 53,000 | SH | SOLE | 11,800 | 0 | 41,200 | ||
CDK Global | COM | 12508E101 | 6,210 | 125,600 | SH | SOLE | 22,100 | 0 | 103,500 | ||
CDW Corporation | COM | 12514G108 | 1,121 | 10,100 | SH | SOLE | 500 | 0 | 9,600 | ||
CNA Financial Corp. | COM | 126117100 | 14,286 | 303,500 | SH | SOLE | 60,400 | 0 | 243,100 | ||
CNB Financial Corp PA | COM | 126128107 | 2 | 74 | SH | SOLE | 74 | 0 | 0 | ||
Cabot Oil & Gas Corp | COM | 127097103 | 1,104 | 48,100 | SH | SOLE | 7,400 | 0 | 40,700 | ||
Cadence Design Systems, Inc. | COM | 127387108 | 7,860 | 111,000 | SH | SOLE | 17,400 | 0 | 93,600 | ||
Cambridge Bancorp | COM | 132152109 | 2 | 27 | SH | SOLE | 27 | 0 | 0 | ||
Capital One Financial Corp. | COM | 14040H105 | 10,862 | 119,700 | SH | SOLE | 11,800 | 0 | 107,900 | ||
Capstead Mortgage Corp | COM | 14067E506 | 83 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
Cardinal Health Inc. | COM | 14149Y108 | 339 | 7,200 | SH | SOLE | 2,800 | 0 | 4,400 | ||
Carnival Corporation | COM | 143658300 | 9,236 | 198,400 | SH | SOLE | 25,400 | 0 | 173,000 | ||
Carriage Services Inc. | COM | 143905107 | 2 | 110 | SH | SOLE | 110 | 0 | 0 | ||
Cathay General Bancorp | COM | 149150104 | 108 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
Century Bancorp cl A | COM | 156432106 | 8 | 90 | SH | SOLE | 90 | 0 | 0 | ||
Cherry Hill Mortgage | COM | 164651101 | 90 | 5,643 | SH | SOLE | 5,643 | 0 | 0 | ||
Chubb Limited | COM | H1467J104 | 10,001 | 67,900 | SH | SOLE | 9,400 | 0 | 58,500 | ||
Clearfield Inc. | COM | 18482P103 | 1 | 62 | SH | SOLE | 62 | 0 | 0 | ||
Coda Octopus Group Inc. | COM | 19188U206 | 2 | 154 | SH | SOLE | 154 | 0 | 0 | ||
Colony Bankcorp GA | COM | 19623P101 | 1 | 76 | SH | SOLE | 76 | 0 | 0 | ||
Comcast cl A | COM | 20030N101 | 9,035 | 213,700 | SH | SOLE | 20,200 | 0 | 193,500 | ||
Community Trust Bancorp | COM | 204149108 | 9 | 201 | SH | SOLE | 201 | 0 | 0 | ||
Compx International Inc | COM | 020563P10 | 6 | 364 | SH | SOLE | 364 | 0 | 0 | ||
ConnectOne Bancorp Inc | COM | 20786W107 | 45 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
Consolidated Tomoka Land Company | COM | 210226106 | 504 | 8,437 | SH | SOLE | 8,437 | 0 | 0 | ||
Consolidated Water Co. | COM | G23773107 | 388 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
Consumer Portfolio Services | COM | 210502100 | 2 | 550 | SH | SOLE | 550 | 0 | 0 | ||
Continental Resources, Inc. | COM | 212015101 | 1,684 | 40,000 | SH | SOLE | 800 | 0 | 39,200 | ||
Cornerstone Building Brands Inc. | COM | 21925D109 | 141 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
Costamare Inc | COM | Y1771G102 | 761 | 148,400 | SH | SOLE | 148,400 | 0 | 0 | ||
DISH Network Corp cl A | COM | 25470M109 | 5,251 | 136,700 | SH | SOLE | 37,300 | 0 | 99,400 | ||
DaVita HealthCare Partners Inc | COM | 23918K108 | 1,046 | 18,600 | SH | SOLE | 7,000 | 0 | 11,600 | ||
Diamond Hill Investments | COM | 25264R207 | 142 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
Discover Financial Services | COM | 254709108 | 10,983 | 141,556 | SH | SOLE | 28,600 | 0 | 112,956 | ||
Dolby Laboratories Inc. | COM | 25659T107 | 1,815 | 28,100 | SH | SOLE | 10,300 | 0 | 17,800 | ||
Dover Corp. | COM | 260003108 | 6,814 | 68,000 | SH | SOLE | 18,100 | 0 | 49,900 | ||
East West Bancorp, Inc. | COM | 27579R104 | 1,515 | 32,400 | SH | SOLE | 11,100 | 0 | 21,300 | ||
Eastman Chemical Co | COM | 277432100 | 3,214 | 41,300 | SH | SOLE | 16,300 | 0 | 25,000 | ||
Eaton Corporation, plc | COM | G29183103 | 11,816 | 141,878 | SH | SOLE | 17,600 | 0 | 124,278 | ||
Employers Holdings, Inc. | COM | 292218104 | 431 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
Enstar Group Limited | COM | G3075P101 | 854 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
Enterprise Bancorp Inc Mass | COM | 293668109 | 0 | 10 | SH | SOLE | 10 | 0 | 0 | ||
Entertainment Properties | COM | 26884U109 | 8,272 | 110,900 | SH | SOLE | 25,900 | 0 | 85,000 | ||
Equity Lifestyle Properties | COM | 29472R108 | 7,329 | 60,400 | SH | SOLE | 10,500 | 0 | 49,900 | ||
Escalade Inc. | COM | 296056104 | 4 | 371 | SH | SOLE | 371 | 0 | 0 | ||
Evolution Petroleum | COM | 30049A107 | 5 | 687 | SH | SOLE | 687 | 0 | 0 | ||
Exxon Mobil Corporation | COM | 30231G102 | 3,943 | 51,456 | SH | SOLE | 10,100 | 0 | 41,356 | ||
F5 Networks Inc. | COM | 315616102 | 364 | 2,500 | SH | SOLE | 500 | 0 | 2,000 | ||
FB Financial Corp. | COM | 30257X104 | 48 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
FTS International Inc | COM | 30283W104 | 392 | 70,200 | SH | SOLE | 70,200 | 0 | 0 | ||
Farmer Mac | COM | 313148306 | 175 | 2,404 | SH | SOLE | 2,404 | 0 | 0 | ||
Farmers National Banc | COM | 309627107 | 4 | 296 | SH | SOLE | 296 | 0 | 0 | ||
Fifth Third Bancorp | COM | 316773100 | 10,538 | 377,700 | SH | SOLE | 87,600 | 0 | 290,100 | ||
Financial Institutions Inc. | COM | 317585404 | 4 | 139 | SH | SOLE | 139 | 0 | 0 | ||
First Defiance Financial | COM | 32006W106 | 4 | 139 | SH | SOLE | 139 | 0 | 0 | ||
First Financial Corp (IN) | COM | 320218100 | 5 | 124 | SH | SOLE | 124 | 0 | 0 | ||
First Interstate BancSystem A | COM | 32055Y201 | 860 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
First Merchants Corp | COM | 320817109 | 125 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
Flagstar Bancorp Inc | COM | 337930705 | 321 | 9,700 | SH | SOLE | 9,700 | 0 | 0 | ||
Flexsteel Industries Inc. | COM | 339382103 | 1 | 67 | SH | SOLE | 67 | 0 | 0 | ||
Flushing Financial Corp | COM | 343873105 | 8 | 367 | SH | SOLE | 367 | 0 | 0 | ||
Fonar Corporation | COM | 344437405 | 7 | 343 | SH | SOLE | 343 | 0 | 0 | ||
Ford Motor Company | COM | 345370860 | 1,872 | 183,000 | SH | SOLE | 47,700 | 0 | 135,300 | ||
Franklin Resources Inc | COM | 354613101 | 12,133 | 348,643 | SH | SOLE | 74,200 | 0 | 274,443 | ||
FutureFuel Corp | COM | 36116M106 | 4 | 327 | SH | SOLE | 327 | 0 | 0 | ||
GAMCO Investors, Inc. | COM | 361438104 | 619 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
Garmin Ltd | COM | H2906T109 | 6,584 | 82,500 | SH | SOLE | 16,700 | 0 | 65,800 | ||
Gencor Industries Inc. | COM | 368678108 | 5 | 350 | SH | SOLE | 350 | 0 | 0 | ||
General Motors Company | COM | 37045V100 | 11,782 | 305,800 | SH | SOLE | 39,300 | 0 | 266,500 | ||
Genpact Limited | COM | G3922B107 | 983 | 25,800 | SH | SOLE | 9,700 | 0 | 16,100 | ||
Gentex Corporation | COM | 371901109 | 1,580 | 64,200 | SH | SOLE | 23,100 | 0 | 41,100 | ||
Genworth Financial Inc | COM | 37247D106 | 816 | 219,900 | SH | SOLE | 219,900 | 0 | 0 | ||
German American Bancorp | COM | 373865104 | 1 | 45 | SH | SOLE | 45 | 0 | 0 | ||
Gilead Sciences, Inc. | COM | 375558103 | 11,012 | 163,003 | SH | SOLE | 21,000 | 0 | 142,003 | ||
Gray Television Inc | COM | 389375106 | 334 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
Great Ajax Corp | COM | 38983D300 | 3 | 219 | SH | SOLE | 219 | 0 | 0 | ||
Great Southern Bancorp | COM | 390905107 | 9 | 146 | SH | SOLE | 146 | 0 | 0 | ||
Green Brick Partners Inc | COM | 392709101 | 4 | 477 | SH | SOLE | 477 | 0 | 0 | ||
Greene County Bancorp | COM | 394357107 | 4 | 150 | SH | SOLE | 150 | 0 | 0 | ||
Greif Inc cl A | COM | 397624107 | 199 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
Group 1 Automotive, Inc. | COM | 398905109 | 246 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
H&R Block, Inc. | COM | 093671105 | 193 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
HCA Holdings, Inc. | COM | 40412C101 | 11,368 | 84,100 | SH | SOLE | 10,900 | 0 | 73,200 | ||
HP Inc. | COM | 40434L105 | 11,628 | 559,300 | SH | SOLE | 71,700 | 0 | 487,600 | ||
Hennessy Advisors, Inc. | COM | 425885100 | 3 | 304 | SH | SOLE | 304 | 0 | 0 | ||
Hilltop Holdings Inc. | COM | 432748101 | 60 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
Hingham Institution for Saving | COM | 433323102 | 7 | 34 | SH | SOLE | 34 | 0 | 0 | ||
HollyFrontier Corporation | COM | 436106108 | 245 | 5,300 | SH | SOLE | 1,900 | 0 | 3,400 | ||
Ingles Markets cl A | COM | 457030104 | 839 | 26,963 | SH | SOLE | 26,963 | 0 | 0 | ||
Ingredion Incorporated | COM | 457187102 | 734 | 8,900 | SH | SOLE | 3,700 | 0 | 5,200 | ||
International Bancshares | COM | 459044103 | 864 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
International Speedway Corp | COM | 460335201 | 799 | 17,800 | SH | SOLE | 17,800 | 0 | 0 | ||
Isramco Inc | COM | 465141406 | 3 | 23 | SH | SOLE | 23 | 0 | 0 | ||
J.Jill, Inc. | COM | 46620W102 | 106 | 53,363 | SH | SOLE | 53,363 | 0 | 0 | ||
JPMorgan Chase & Co. | COM | 46625H100 | 425 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
Jagged Peak Energy | COM | 47009K107 | 79 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
Jazz Pharmaceuticals plc | COM | G50871105 | 584 | 4,100 | SH | SOLE | 0 | 0 | 4,100 | ||
Jeld Wen Holding | COM | 47580P103 | 384 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
JetBlue Airways Corp | COM | 477143101 | 642 | 34,700 | SH | SOLE | 16,000 | 0 | 18,700 | ||
Kelly Services cl A | COM | 488152208 | 382 | 14,600 | SH | SOLE | 14,600 | 0 | 0 | ||
Kimball Electronics, Inc. | COM | 49428J109 | 9 | 558 | SH | SOLE | 558 | 0 | 0 | ||
Kimball International cl B | COM | 494274103 | 5 | 292 | SH | SOLE | 292 | 0 | 0 | ||
Kronos Worldwide Inc. | COM | 50105F105 | 237 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
LTC Properties | COM | 502175102 | 164 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
Lakeland Bancorp | COM | 511637100 | 37 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
Lamar Advertising Co. | COM | 512816109 | 1,154 | 14,300 | SH | SOLE | 5,000 | 0 | 9,300 | ||
Landstar System Inc. | COM | 515098101 | 3,197 | 29,600 | SH | SOLE | 9,400 | 0 | 20,200 | ||
Laredo Petroleum | COM | 516806106 | 901 | 310,794 | SH | SOLE | 310,794 | 0 | 0 | ||
Lear Corporation | COM | 521865204 | 8,119 | 58,300 | SH | SOLE | 13,800 | 0 | 44,500 | ||
Lee Enterprises Inc. | COM | 523768109 | 5 | 2,134 | SH | SOLE | 2,134 | 0 | 0 | ||
Lennox International Inc. | COM | 526107107 | 4,125 | 15,000 | SH | SOLE | 4,700 | 0 | 10,300 | ||
Lincoln National Corporation | COM | 534187109 | 6,709 | 104,100 | SH | SOLE | 31,000 | 0 | 73,100 | ||
Luther Burbank Corporation | COM | 550550107 | 6 | 585 | SH | SOLE | 585 | 0 | 0 | ||
LyondellBasell Industries cl A | COM | N53745100 | 11,933 | 138,551 | SH | SOLE | 13,800 | 0 | 124,751 | ||
M&T Bank Corp. | COM | 55261F104 | 170 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
M/I Homes, Inc. | COM | 55305B101 | 236 | 8,263 | SH | SOLE | 8,263 | 0 | 0 | ||
MGE Energy Inc. | COM | 55277P104 | 745 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
MSC Industrial Direct Co. | COM | 553530106 | 913 | 12,300 | SH | SOLE | 4,200 | 0 | 8,100 | ||
MSG Networks Inc. | COM | 553573106 | 811 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
Manhattan Associates, Inc. | COM | 562750109 | 8,951 | 129,100 | SH | SOLE | 29,300 | 0 | 99,800 | ||
Marine Products Corp | COM | 568427108 | 291 | 18,861 | SH | SOLE | 18,861 | 0 | 0 | ||
Marlin Business Services Corp | COM | 571157106 | 1 | 54 | SH | SOLE | 54 | 0 | 0 | ||
Matson Inc. | COM | 57686G105 | 936 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
McGrath RentCorp | COM | 580589109 | 106 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
Medical Properties Trust Inc | COM | 58463J304 | 3,987 | 228,600 | SH | SOLE | 78,300 | 0 | 150,300 | ||
Mednax, Inc. | COM | 58502B106 | 507 | 20,100 | SH | SOLE | 7,900 | 0 | 12,200 | ||
Merchants Bancorp | COM | 58844R108 | 6 | 328 | SH | SOLE | 328 | 0 | 0 | ||
Meritor, Inc. | COM | 59001K100 | 723 | 29,800 | SH | SOLE | 29,800 | 0 | 0 | ||
Mettler-Toledo International | COM | 592688105 | 672 | 800 | SH | SOLE | 0 | 0 | 800 | ||
Micron Technology Inc | COM | 595112103 | 12,781 | 331,200 | SH | SOLE | 42,300 | 0 | 288,900 | ||
Microsoft Corporation | COM | 594918104 | 442 | 3,300 | SH | SOLE | 0 | 0 | 3,300 | ||
Miller Industries Inc. | COM | 600551204 | 1 | 47 | SH | SOLE | 47 | 0 | 0 | ||
Minerals Technologies | COM | 603158106 | 808 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
Morgan Stanley | COM | 617446448 | 705 | 16,100 | SH | SOLE | 3,500 | 0 | 12,600 | ||
NBT Bancorp Inc. | COM | 628778102 | 825 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
NI Holdings Inc. | COM | 65342T106 | 3 | 143 | SH | SOLE | 143 | 0 | 0 | ||
NL Industries Inc. | COM | 629156407 | 2 | 677 | SH | SOLE | 677 | 0 | 0 | ||
NVR Inc. | COM | 62944T105 | 3,370 | 1,000 | SH | SOLE | 300 | 0 | 700 | ||
Napco Security Technologies | COM | 630402105 | 32 | 1,070 | SH | SOLE | 1,070 | 0 | 0 | ||
National Fuel Gas Co. | COM | 636180101 | 11,684 | 221,500 | SH | SOLE | 44,200 | 0 | 177,300 | ||
National General Holdings Corp | COM | 636220303 | 798 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
National HealthCare Corp | COM | 635906100 | 49 | 600 | SH | SOLE | 600 | 0 | 0 | ||
National Instruments | COM | 636518102 | 1,029 | 24,500 | SH | SOLE | 11,200 | 0 | 13,300 | ||
National Presto Industries | COM | 637215104 | 159 | 1,700 | SH | SOLE | 1,700 | 0 | 0 | ||
National Western Life Group A | COM | 638517102 | 694 | 2,701 | SH | SOLE | 2,701 | 0 | 0 | ||
Natural Health Trends Corp | COM | 63888P406 | 4 | 553 | SH | SOLE | 553 | 0 | 0 | ||
Nelnet Inc | COM | 64031N108 | 805 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
New Residential Investments | COM | 64828T201 | 5,066 | 329,200 | SH | SOLE | 67,300 | 0 | 261,900 | ||
Newmark Group | COM | 65158N102 | 945 | 105,200 | SH | SOLE | 105,200 | 0 | 0 | ||
Northern Trust Corp. | COM | 665859104 | 1,161 | 12,900 | SH | SOLE | 5,500 | 0 | 7,400 | ||
Nve Corporation | COM | 629445206 | 3 | 43 | SH | SOLE | 43 | 0 | 0 | ||
OGE Energy Corp. | COM | 670837103 | 162 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
Office Depot Inc. | COM | 676220106 | 235 | 114,100 | SH | SOLE | 114,100 | 0 | 0 | ||
Old Dominion Freight | COM | 679580100 | 119 | 800 | SH | SOLE | 800 | 0 | 0 | ||
One Liberty Properties Inc. | COM | 682406103 | 8 | 261 | SH | SOLE | 261 | 0 | 0 | ||
Oritani Financial Corp. | COM | 68633D103 | 905 | 51,000 | SH | SOLE | 51,000 | 0 | 0 | ||
PBF Energy Inc cl A | COM | 69318G106 | 1,430 | 45,700 | SH | SOLE | 17,700 | 0 | 28,000 | ||
PC Connection, Inc. | COM | 69318J100 | 823 | 23,532 | SH | SOLE | 23,532 | 0 | 0 | ||
PPL Corp. | COM | 69351T106 | 12,571 | 405,396 | SH | SOLE | 73,100 | 0 | 332,296 | ||
Paccar Inc. | COM | 693718108 | 1,376 | 19,200 | SH | SOLE | 3,500 | 0 | 15,700 | ||
Panhandle Oil and Gas Inc | COM | 698477106 | 3 | 262 | SH | SOLE | 262 | 0 | 0 | ||
Park National Corp OH | COM | 700658107 | 855 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
Park-Ohio Holdings Co | COM | 700666100 | 415 | 12,743 | SH | SOLE | 12,743 | 0 | 0 | ||
Parke Bancorp, Inc. | COM | 700885106 | 3 | 132 | SH | SOLE | 132 | 0 | 0 | ||
Parsley Energy Inc. | COM | 701877102 | 70 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
Party City Holdco Inc. | COM | 702150103 | 1 | 84 | SH | SOLE | 84 | 0 | 0 | ||
PennyMac Financial Service Inc | COM | 70932M107 | 195 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
Penske Automotive Group, Inc. | COM | 70959W103 | 1,991 | 42,100 | SH | SOLE | 17,700 | 0 | 24,400 | ||
Peoples Bancorp OH | COM | 709789101 | 5 | 148 | SH | SOLE | 148 | 0 | 0 | ||
Phillips 66 | COM | 718546104 | 9,345 | 99,900 | SH | SOLE | 13,200 | 0 | 86,700 | ||
Principal Financial Group, Inc. | COM | 74251V102 | 10,971 | 189,417 | SH | SOLE | 41,100 | 0 | 148,317 | ||
Provident Financial Services | COM | 74386T105 | 32 | 1,300 | SH | SOLE | 1,300 | 0 | 0 | ||
Prudential Financial Inc | COM | 744320102 | 2,131 | 21,100 | SH | SOLE | 2,700 | 0 | 18,400 | ||
Psychemedics Corporation | COM | 744375205 | 2 | 182 | SH | SOLE | 182 | 0 | 0 | ||
RBB Bancorp | COM | 74930B105 | 3 | 130 | SH | SOLE | 130 | 0 | 0 | ||
RMR Group | COM | 74967R106 | 705 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
Rayonier Advanced Materials | COM | 75508B104 | 78 | 12,050 | SH | SOLE | 12,050 | 0 | 0 | ||
Redwood Trust Inc. | COM | 758075402 | 190 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
Reinsurance Group of America, Inc | COM | 759351604 | 3,542 | 22,700 | SH | SOLE | 7,500 | 0 | 15,200 | ||
Republic Bancorp KY | COM | 760281204 | 890 | 17,885 | SH | SOLE | 17,885 | 0 | 0 | ||
Republic Services Inc. | COM | 760759100 | 944 | 10,900 | SH | SOLE | 0 | 0 | 10,900 | ||
ResMed Inc. | COM | 761152107 | 354 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
Robert Half International Inc. | COM | 770323103 | 6,203 | 108,800 | SH | SOLE | 21,300 | 0 | 87,500 | ||
Rush Enterprises Inc | COM | 781846209 | 778 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
Ryerson Holding Corporation | COM | 783754104 | 8 | 973 | SH | SOLE | 973 | 0 | 0 | ||
S&T Bancorp Inc. | COM | 783859101 | 517 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
SB Financial Group Inc. | COM | 78408D105 | 2 | 125 | SH | SOLE | 125 | 0 | 0 | ||
SRC Energy Inc | COM | 78470V108 | 53 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
Saga Communications Inc. | COM | 786598300 | 4 | 133 | SH | SOLE | 133 | 0 | 0 | ||
Santander Consumer USA Holdings Inc. | COM | 80283M101 | 10,633 | 443,800 | SH | SOLE | 115,600 | 0 | 328,200 | ||
Saul Centers Inc. | COM | 804395101 | 112 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
ScanSource, Inc. | COM | 806037107 | 761 | 23,361 | SH | SOLE | 23,361 | 0 | 0 | ||
ServisFirst Bancshares, Inc. | COM | 81768T108 | 123 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
Sonic Automotive, Inc. | COM | 83545G102 | 1,026 | 43,942 | SH | SOLE | 43,942 | 0 | 0 | ||
Southern Copper Corp. | COM | 84265V105 | 11,570 | 297,800 | SH | SOLE | 37,600 | 0 | 260,200 | ||
Southern MO Bancorp | COM | 843380106 | 2 | 54 | SH | SOLE | 54 | 0 | 0 | ||
Steel Dynamics Inc. | COM | 858119100 | 2,416 | 80,000 | SH | SOLE | 31,100 | 0 | 48,900 | ||
Sterling Bancorp Inc | COM | 85917W102 | 440 | 44,164 | SH | SOLE | 44,164 | 0 | 0 | ||
Stock Yards Bancorp, Inc. | COM | 861025104 | 2 | 67 | SH | SOLE | 67 | 0 | 0 | ||
Summit Hotel Properties, Inc. | COM | 866082100 | 625 | 54,500 | SH | SOLE | 54,500 | 0 | 0 | ||
Synchrony Financial | COM | 87165B103 | 5,922 | 170,800 | SH | SOLE | 24,100 | 0 | 146,700 | ||
T-Mobile US Inc | COM | 872590104 | 2,780 | 37,500 | SH | SOLE | 7,100 | 0 | 30,400 | ||
TESSCO Technologies, Inc. | COM | 872386107 | 1 | 64 | SH | SOLE | 64 | 0 | 0 | ||
TPG RE Finance Trust | COM | 87266M107 | 174 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
Territorial Bancorp Inc. | COM | 88145X108 | 2 | 79 | SH | SOLE | 79 | 0 | 0 | ||
Textron Inc. | COM | 883203101 | 212 | 4,000 | SH | SOLE | 1,400 | 0 | 2,600 | ||
The Gap, Inc. | COM | 364760108 | 252 | 14,000 | SH | SOLE | 4,100 | 0 | 9,900 | ||
The Michaels Companies, Inc. | COM | 59408Q106 | 431 | 49,500 | SH | SOLE | 18,400 | 0 | 31,100 | ||
The New Home Company Inc. | COM | 645370107 | 0 | 93 | SH | SOLE | 93 | 0 | 0 | ||
Tootsie Roll Industries Inc. | COM | 890516107 | 214 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
Torchmark Corp | COM | 891027104 | 143 | 1,600 | SH | SOLE | 0 | 0 | 1,600 | ||
Toro Company | COM | 891092108 | 1,211 | 18,100 | SH | SOLE | 6,800 | 0 | 11,300 | ||
Tower International Inc. | COM | 891826109 | 3 | 145 | SH | SOLE | 145 | 0 | 0 | ||
Towne Bank | COM | 89214P109 | 657 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
Trecora Resources | COM | 894648104 | 2 | 160 | SH | SOLE | 160 | 0 | 0 | ||
Trico Bancshares | COM | 896095106 | 38 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
Triton International Ltd | COM | G9078F107 | 914 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
Tutor Perini Corporation | COM | 901109108 | 182 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
Tyson Foods | COM | 902494103 | 14,404 | 178,400 | SH | SOLE | 34,200 | 0 | 144,200 | ||
UGI Corp | COM | 902681105 | 2,558 | 47,900 | SH | SOLE | 18,700 | 0 | 29,200 | ||
Ubiquiti Networks, Inc. | COM | 90347A100 | 855 | 6,500 | SH | SOLE | 2,600 | 0 | 3,900 | ||
United Security Bancshare | COM | 911460103 | 2 | 218 | SH | SOLE | 218 | 0 | 0 | ||
United States Lime & Minerals | COM | 911922102 | 5 | 68 | SH | SOLE | 68 | 0 | 0 | ||
United Therapeutics Corp. | COM | 91307C102 | 6,752 | 86,500 | SH | SOLE | 19,300 | 0 | 67,200 | ||
Unity Bancorp Inc | COM | 091329010 | 2 | 92 | SH | SOLE | 92 | 0 | 0 | ||
Universal Logistics Holdings, | COM | 91388P105 | 5 | 242 | SH | SOLE | 242 | 0 | 0 | ||
Urstadt Biddle Prop cl A | COM | 917286205 | 1 | 67 | SH | SOLE | 67 | 0 | 0 | ||
Utah Medical Products Inc. | COM | 917488108 | 516 | 5,394 | SH | SOLE | 5,394 | 0 | 0 | ||
VMware, Inc. Cl A | COM | 928563402 | 3,896 | 23,300 | SH | SOLE | 2,900 | 0 | 20,400 | ||
VSE Corporation | COM | 918284100 | 7 | 236 | SH | SOLE | 236 | 0 | 0 | ||
Valero Energy Corporation | COM | 91913Y100 | 8,236 | 96,200 | SH | SOLE | 11,700 | 0 | 84,500 | ||
Value Line Inc. | COM | 920437100 | 4 | 145 | SH | SOLE | 145 | 0 | 0 | ||
Vectrus, Inc. | COM | 92242T101 | 1 | 34 | SH | SOLE | 34 | 0 | 0 | ||
VeriSign Inc | COM | 92343E102 | 5,250 | 25,100 | SH | SOLE | 4,100 | 0 | 21,000 | ||
Verizon Communications, Inc. | COM | 92343V104 | 13,848 | 242,400 | SH | SOLE | 31,100 | 0 | 211,300 | ||
Viacom Inc cl B | COM | 92553P201 | 13,259 | 443,900 | SH | SOLE | 90,400 | 0 | 353,500 | ||
Village Super Market | COM | 927107409 | 5 | 185 | SH | SOLE | 185 | 0 | 0 | ||
W&T Offshore Inc. | COM | 92922P106 | 71 | 14,281 | SH | SOLE | 14,281 | 0 | 0 | ||
W.P. Carey Inc. REIT | COM | 92936U109 | 8,573 | 105,600 | SH | SOLE | 21,600 | 0 | 84,000 | ||
Wabash National Corp. | COM | 929566107 | 338 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
Walker & Dunlop, Inc. | COM | 93148P102 | 160 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
Walmart Inc. | COM | 931142103 | 5,646 | 51,100 | SH | SOLE | 3,900 | 0 | 47,200 | ||
Warrior Met Coal, Llc | COM | 93627C101 | 815 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
Waterstone Financial, Inc (MD) | COM | 94188P101 | 1 | 37 | SH | SOLE | 37 | 0 | 0 | ||
Watsco Inc. | COM | 942622200 | 425 | 2,600 | SH | SOLE | 700 | 0 | 1,900 | ||
Weis Markets Inc. | COM | 948849104 | 84 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
Wells Fargo & Company | COM | 949746101 | 14,608 | 308,700 | SH | SOLE | 39,600 | 0 | 269,100 | ||
West Bancorporation | COM | 95123P106 | 3 | 137 | SH | SOLE | 137 | 0 | 0 | ||
Westlake Chemical Corporation | COM | 960413102 | 1,479 | 21,300 | SH | SOLE | 8,400 | 0 | 12,900 | ||
Westwood Holdings Group Inc. | COM | 961765104 | 3 | 73 | SH | SOLE | 73 | 0 | 0 | ||
Weyco Group Inc. | COM | 962149100 | 7 | 265 | SH | SOLE | 265 | 0 | 0 | ||
Willis Lease Finance | COM | 970646105 | 10 | 163 | SH | SOLE | 163 | 0 | 0 | ||
Winmark Corporation | COM | 974250102 | 631 | 3,645 | SH | SOLE | 3,645 | 0 | 0 | ||
Worthington Industries | COM | 981811102 | 495 | 12,300 | SH | SOLE | 12,300 | 0 | 0 |