| Build-A-Bear Workshop | S | 1 | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 9 | 2 |
| Allison Transmission | M | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 7 | 1 |
| Copa | M | 1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 7 | 2 |
| DRDGOLD | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 7 | 4 |
| Gold Fields ADR | L | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 7 | 2 |
| Harmony Gold Mining | S | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 7 | 1 |
| Banco De Chile | L | 1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 5 | 1 |
| CNA Financial | L | -1 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 2 |
| Credicorp | L | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Ecopetrol ADR * | L | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 5 | 4 |
| ABB ADR * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 1 |
| ADT | L | 0 | 1 | 0 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| AerCap Holdings NV * | L | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| American Financial | L | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 1 |
| Arista Networks * | L | 1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Axa Equitable | L | 1 | 0 | -1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Banco Bilbao ADR | L | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 2 |
| Berry Global | L | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Broadridge | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Coca-Cola European * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 2 |
| FactSet Research | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 4 | 4 |
| GAP ADR | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Genpact | L | 1 | 1 | 1 | -1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 3 |
| Grupo Aeroportuario Sureste ADR * | L | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 | 2 |
| HSBC ADR | L | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| ING ADR | L | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 4 | 4 |
| Lithia Motors | L | 0 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 3 |
| Lloyds Banking ADR | L | 0 | 0 | -1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 2 |
| National Fuel Gas * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Bank of N.T. Butterfield Son | S | 1 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 6 | 1 |
| BLX SA * | S | 0 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 6 | 1 |
| Boyd Gaming | M | 1 | 1 | 0 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 6 | 1 |
| Buckle | S | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 6 | 2 |
| Macro Bank * | S | 0 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 6 | 2 |
| A10 Network | S | 1 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 1 |
| Ardmore Shpng | S | 1 | 1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 5 | 1 |
| Artisan Partners AM | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Axis Capital | M | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Carriage Services | S | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 1 |
| Cementos Pacasmayo | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 5 | 2 |
| Central Puerto * | S | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 5 | 4 |
| CNO Financial | S | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 2 |
| CNX Resources | M | -1 | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 2 |
| Compania Cervecerias Unidas * | S | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 1 |
| CPB | S | -1 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 2 |
| Dillards | M | 1 | 0 | 1 | 1 | 0 | 1 | 0 | 0 | 1 | 0 | 1 | 0 | -1 | 5 | 4 |
| Dorian LPG Ltd | S | 1 | 1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 5 | 1 |
| Douglas Dynamics | S | 1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 5 | 1 |
| Enova International Inc | S | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| ICL Israel Chemicals | S | -1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| K12 * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 5 | 4 |
| Metropolitan Bank | S | -1 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 4 |
| Mueller Industries | M | 1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 5 | 3 |
| ArcelorMittal ADR | L | -1 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 2 |
| Barclays ADR | L | -1 | 0 | -1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| British American Tobacco ADR | L | -1 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 2 |
| Brown Forman A * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Carnival ADS | L | 1 | 1 | 0 | -1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| Chemed | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 3 | 1 |
| Equinor ADR | L | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | 3 | 1 |
| Fidelity Financial * | L | 0 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 2 |
| Graco | L | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 3 | 4 |
| Graphic Packaging | L | 1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 3 | 1 |
| Heico A * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Lennar B * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| OGE Energy * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 1 |
| Palo Alto Networks * | L | 1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 1 |
| Adecoagro SA * | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | 4 | 4 |
| Armstrong World Industries | M | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Asbury Automotive | M | 0 | -1 | 1 | 1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Associated Banc-Corp | M | -1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Atkore Intl | M | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 4 | 4 |
| Brady | S | 0 | 1 | 1 | -1 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 4 | 3 |
| Corporacion America Airports * | S | 1 | 1 | 0 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 2 |
| Crawford&Comp D * | S | 1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 4 |
| Customers Bancorp | S | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 4 | 4 |
| DHT Holdings Inc | S | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 1 |
| Ennis * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 4 | 4 |
| EPR Properties * | M | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Euronav * | M | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 | 4 |
| Evertec Inc | S | 1 | 1 | 1 | 0 | 1 | -1 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 4 | 4 |
| Federal Agricultural Mortgage | S | 0 | 0 | -1 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| Flotek * | S | 1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Forestar | S | 0 | 1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 4 | 4 |
| Fresh Del Monte Produce | S | -1 | -1 | 1 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Geo * | S | 1 | 1 | 0 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Greenbrier | S | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Group 1 Automotive | M | 0 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Grupo Supervielle * | S | 1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| IRSA ADR * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Janus Henderson | M | -1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 1 |
| Kadant | S | 0 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| La-Z-Boy | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 4 | 4 |
| Louisiana-Pacific | M | 1 | 1 | 1 | 0 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 4 | 4 |
| M/I Homes | S | 0 | 1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 4 | 4 |
| Marriot Vacations Worldwide * | M | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 4 | 4 |
| Matson | M | 0 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 4 | 4 |
| MGIC Investment * | M | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 4 | 2 |
| Oil-Dri Of America * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Outfront Media * | M | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 4 | 4 |
| Actuant * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Adtalem Education | S | -1 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 1 |
| AMREP * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Andina B * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Apergy * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Arch Coal * | M | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Argan | S | 0 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Badger Meter | M | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| BankUnited | M | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Beazer Homes USA | S | 0 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 4 |
| Black Hills | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Buenaventura Mining ADR * | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 3 | 4 |
| Byline Bancorp | S | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 3 | 4 |
| Cabot Corp | M | 1 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 3 | 4 |
| CEMIG PN ADR * | M | 1 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | -1 | 3 | 1 |
| Citizens * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Community Healthcare Trust Inc * | S | -1 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 3 | 4 |
| Cousins Properties * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Crawford&Co * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Danaos * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 3 | 4 |
| Despegar.com * | S | 1 | 0 | -1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Donnelley Financial Solutions | S | 1 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 3 |
| Embotelladora Andina * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Employers | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Energizer | S | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Enpro Industries | S | -1 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| ESCO Technologies | S | -1 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Ethan Allen Interiors * | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 3 | 1 |
| Federated Investors B * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| First Commonwealth Financial * | S | 0 | 0 | 1 | 1 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Five Point * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| FNB | M | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Gorman-Rupp | S | 0 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Graham Holdings | M | 0 | -1 | 1 | 0 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Gray Television A * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| GreenTree Hospitality * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 3 | 4 |
| Guess? | S | 1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 4 |
| HCI Group Inc * | S | 0 | 0 | 1 | -1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 3 | 4 |
| Hilton Grand Vacations | M | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 3 | 4 |
| Horace Mann Educators * | S | 0 | 0 | 0 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| IDT * | S | 1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Ingredion | M | 0 | 1 | 1 | 0 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 3 | 4 |
| International Seaways | S | 1 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 4 |
| Kemper | M | 0 | 0 | 1 | -1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Koppers | S | 0 | 0 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 3 | 4 |
| Ladder Capital A | S | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 3 | 4 |
| Laredo Petroleum * | S | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| Luxfer | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| McCormick&Co * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Mednax | S | -1 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Meritage | M | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 3 | 4 |
| Moelis & Co | M | 1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Moog * | S | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 | 4 |
| Mueller Water Products | S | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 3 | 4 |
| Natural Gas Services * | S | -1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Natural Grocers Vitamin * | S | 0 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| NewJersey Resources * | M | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Newpark Resources * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 | 4 |
| One Gas Inc * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| One Liberty * | S | -1 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 3 | 4 |
| Pampa Energia ADR * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Panhandle Royalty * | S | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 3 | 4 |
| Autoliv | L | 1 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 2 | 25 |
| Aegon ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Air Lease | M | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Altice USA | M | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 2 | 4 |
| American States Water | M | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Amneal Pharma A * | S | 0 | 0 | 0 | -1 | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| AngloGold Ashanti ADR * | M | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Annaly Capital Management | L | -1 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Antero Resources Corp | L | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 2 |
| Applied Industrial Technologies | M | 1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Arbor | M | -1 | 1 | 0 | 1 | 1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 2 | 4 |
| Archrock | S | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Associated Capital Group Inc * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Atmos Energy | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Autohome ADR * | M | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 |
| Avista * | M | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Axalta Coating Systems | M | 0 | 1 | 1 | -1 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| AZZ | S | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Berkshire Hills Bancorp | S | -1 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Biglari * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Blackstone Mortgage | M | -1 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Brinks * | M | 1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 |
| Brown&Brown | L | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Callon Petroleum * | M | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| Carpenter Technology | S | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Carters | M | 1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 2 | 4 |
| CBL & Associates * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Century Communities | S | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 2 | 4 |
| Cherry Hill Mortgage * | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Cohen Steers | M | 1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Comfort Systems | M | 1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Community Bank System | M | 0 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Constellation Brands B * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| Continental Resources * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| CoreCivic | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| CoreSite * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Costamare | S | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 2 | 4 |
| Cullen/Frost Bankers | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| DDR * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| Dicks Sporting Goods | L | 1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 1 |
| Dolby Labs | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 2 | 4 |
| Donaldson | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 3 |
| Douglas Emmett | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Eaton Vance * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Education RT * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| El Paso Electric * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| EMCOR | M | 1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Energetica Minas Gerais Cemig C * | S | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 2 | 4 |
| Enersys | M | 0 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Equity Commonwealth * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Equity Lifestyle | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Evergy * | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Everi Holdings * | S | 1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 2 | 4 |
| Farmland Partners | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| FB Financial | S | -1 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| First Horizon National | L | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Fortress Transport Infrast * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Fresenius Medical Care ADR | L | -1 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 1 |
| Gamco * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| Gates Industrial Corp * | M | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| GATX | M | 0 | 1 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Genesco | S | -1 | -1 | 1 | 1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Genesis Healthcare Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Genworth * | S | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| GeoPark Ltd * | S | 1 | 1 | 0 | 1 | 1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | -1 | 2 | 1 |
| Global Medical * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Global Ship Lease * | S | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 2 | 4 |
| GMS Inc | S | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 2 | 4 |
| Greif Bros B * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 |
| Griffon | S | 1 | 1 | -1 | -1 | 0 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 2 | 4 |
| HealthSouth | M | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Heico | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Houlihan Lokey Inc | M | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| IDACORP | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Independence Realty Trust Inc | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Industrias Bachoco ADR * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 2 | 4 |
| International NV | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Invesco Mortgage * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| John Wiley&Sons * | S | -1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 |
| KapStone Paper&Packaging * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 2 | 4 |
| KB Financial * | L | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 2 | 3 |
| KB Home | S | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 2 | 4 |
| Kemet * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| LendingClub Corp * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Lennox | L | 1 | 1 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 1 |
| Lindsay * | S | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Loma Negra ADR * | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| Mack-Cali * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 |
| Markel * | L | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 4 |
| MDU Resources | M | -1 | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Medequities Realty Trust * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Medical Properties | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 1 |
| Miller Industries * | S | 0 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| Minerals Technologies | S | -1 | 1 | 1 | 0 | 1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 2 | 3 |
| Mitsubishi UFJ Financial ADR | L | -1 | 0 | 0 | 0 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 2 | 1 |
| Molson Coors Brewing A * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 1 |
| Moog B * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 4 |
| National Bank Holdings | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 2 | 4 |
| National Presto Industries * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Nelnet * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| NewMarket * | M | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 2 | 4 |
| Noah * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Nokia ADR * | L | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 |
| NorthWestern * | M | 0 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Novartis ADR * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 2 | 3 |
| Now Inc * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Old Republic * | L | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 1 |
| Omega Healthcare * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| OneMain Holdings * | M | 0 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Oppenheimer * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Orchid Isla * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Ormat * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 2 | 4 |
| Packaging America * | L | 0 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 2 | 4 |
| Abercrombie&Fitch | S | 1 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Acadia | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Acushnet Holdings | M | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 4 |
| AdvanSix | S | -1 | -1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 1 | 4 |
| AG Mortgage Investment * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| AGCO | L | -1 | 0 | 1 | 0 | -1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 1 | 4 |
| Aircastle * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Alexander&Baldwin * | S | 0 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 4 |
| Alexanders * | S | 1 | 1 | -1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Allete | M | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Aluminum China ADR * | L | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| American Eagle Outfitters | S | -1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| AO Smith * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 4 |
| Apollo Commercial RE Finance | S | -1 | 0 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Apple Hospitality REIT | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 1 | 4 |
| AptarGroup | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| ARMOUR Residential * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Assured Guaranty * | M | 0 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 1 | 4 |
| Avangrid Inc * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Banc of California | S | -1 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 1 | 4 |
| Belden | M | 0 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Berkshire Hathaway * | L | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Bio-Rad Labs B * | L | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| BJs Wholesale Club | L | 1 | -1 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Boise Cascad Llc | M | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Bonanza Creek Energy * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Brandywine | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Brinker | S | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Brixmor Property | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| BWX Tech | M | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Cable One Inc * | L | 0 | 1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | 1 | 4 |
| Camden Property | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Canon ADR * | L | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Carlisle | L | 1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 1 | 4 |
| Cars.com | S | -1 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Carvana | M | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| CBIZ | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 1 | 4 |
| Cellcom * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Cemex ADR | M | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 4 |
| Centrais Eletricas Brasileiras ADR * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Cheetah Mobile Inc * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Chimera Investment * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| China Online ADR * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| China Southern Airlines ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| China Unicom Hong Kong ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| China Yuchai * | S | 0 | -1 | 0 | -1 | 1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 1 | 4 |
| Clipper Realty * | S | 1 | 1 | -1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Coca Cola Femsa ADR * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 4 |
| Commercial Metals | M | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Consol Energy * | S | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 4 |
| Crane * | M | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Crown * | L | 0 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Curtiss-Wright | M | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Daqo New Energy ADR | M | -1 | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 1 | 0 | 1 | 0 | 1 | 1 | 4 |
| Deckers Outdoor | L | 1 | 1 | 1 | 1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 2 |
| Deluxe | S | -1 | 0 | 0 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Diageo ADR | L | 1 | 1 | 1 | 0 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Diamondrock Hospitality * | S | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 4 |
| Diana Shipping | S | -1 | 1 | 1 | 1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Dril-Quip * | S | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Dynex Capital * | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Eagle Materials | M | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Eastman Kodak * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Ellington Residential Mortgage * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Embraer ADR * | S | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Enersis Chile * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 |
| ENI ADR * | L | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 1 | 4 |
| Essent Group Ltd | M | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 4 |
| Essential Properties | M | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Everest * | L | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| FGL * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| First American | M | -1 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| First Bancorp | M | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 1 | 4 |
| First Industrial RT | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 3 |
| FleetCor * | L | 1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Forum Energy * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 1 | 4 |
| Four Corners Property Trust Inc | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Franklin Covey | S | 1 | 1 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Fs Investmt * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Gazit-Globe Ltd * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Global Net Lease * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Godaddy Inc | L | 1 | 1 | -1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Graham | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Granite Construction | S | 0 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Granite Point Mortgage | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 1 | 4 |
| Gray Television | S | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| Great Ajax Corp * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Healthcare RT * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Herbalife | M | -1 | 0 | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Heritage Insurance * | S | 1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 1 | 4 |
| Hertz Global Holdings * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 1 | 4 |
| Hilltop * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| HNI | S | 0 | 0 | 1 | -1 | 0 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 1 | 4 |
| Huaneng Power * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| Imax | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Ingevity | M | -1 | 1 | -1 | -1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Installed Building | M | 1 | 1 | 1 | -1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 4 |
| InterContinental Hotels ADR * | L | -1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| InVitae Corp * | S | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| ITT | M | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 1 | 4 |
| Jefferies Financial * | L | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| John Bean Tech | M | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| John Wiley&Sons B * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 4 |
| KAR Auction Services | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 1 | 4 |
| Kenon Holdings * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Keysight Technologies * | L | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Kilroy * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Kingsway Financial Services Inc * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 4 |
| KT | L | -1 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 1 | 3 |
| Las Vegas Sands | L | 1 | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 1 | 4 |
| LATAM Airlines ADR * | S | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 1 | 4 |
| Lazard * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Lee Enterprises * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 1 | 4 |
| LS Starrett * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Masonite Int * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Matador * | L | 0 | 1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 2 |
| MDC * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Mercury General | S | 1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 1 | 4 |
| NACCO Industries * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 1 | 0 | 0 | 1 | 4 |
| Natuzzi * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 1 | 4 |
| Nomad Foods * | M | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| Nomura ADR * | L | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 1 |
| Northwest Natural Gas * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| NRG Yield Class A * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| NRG Yield Inc C * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| NVR * | L | 1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | 1 | 4 |
| Oceaneering * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 4 |
| OFG Bancorp * | S | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 1 |
| OM Asset * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 1 | 4 |
| OneSmart * | S | 1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Orange ADR * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| PAR Technology * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 1 | 4 |
| Park Electrochemical * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 4 |
| Diebold Nixdorf * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 307 |
| 500.Com * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| 58Com Inc Adr * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| AAC Holdings * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aarons * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| ABM Industries | M | -1 | -1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Acco Brands | S | -1 | 0 | 1 | -1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 2 |
| Acorn * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Advanced Disposal * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aegean Marine Petroleum * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aerojet Rocketdyne * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Agree | M | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| AK Steel * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Alleghany * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Alliance One Int * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ally Financial Inc | L | -1 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Amber Road * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ambev SA * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Ameresco * | M | 0 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| America Movil ADR A * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| American Campus * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| American Renal Associates * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| AMH 4 Rent | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Amira Nature Fds * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Andeavor * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Anixter * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Anworth Mortgage Asset * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aqua America * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aquantia * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Aquaventure Holdings * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ardagh Group * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Armada Hflr Pr * | S | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | 0 | 4 |
| Armstrong Flooring * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Arrow Electronics | L | -1 | -1 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Aspen Insurance Holdings * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| At Home Group * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Atento SA * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Athene Holding * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Atlantic Power * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Avalara * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Avaya * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Avianca Hldgs Adr Rep 8 Prf * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Avon Products * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| AVX * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Azure Power Global * | S | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Banco Bradesco | L | 0 | 0 | 0 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Banco Santander Brasil ADR * | L | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Bank of Hawaii | M | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Barnes * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Barnes&Noble * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Basic Energy Services * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| BBVA Banco Frances ADR * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| BBX Capital * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Bellatrix Exploration Ltd * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Belmond * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Bemis * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Benchmark Electronics | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| BEST * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| BHP Billiton ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| BHP Billiton Ltd ADR * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Biglari A * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Bitauto * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Black Knight * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Blue Apron * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Blue Capital Reinsurance * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Brasilagro Adr * | S | 0 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Bridgepoint Education * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Briggs&Stratton * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Bristow * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Brunswick | M | -1 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| BT ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| C&J Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cactus | M | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Cadence Bancorp * | M | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 4 |
| Cai * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Caleres * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Callaway Golf * | M | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Cambrex * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cantel Medical * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Capital Senior Living * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Capstead Mortgage * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Carbo Ceramics * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Care Com In * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Castlight Health * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Catalent Inc * | L | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Catchmark Timber * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CBS A * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cedar Realty * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Celanese | L | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Centrais Electricas Brasileiras * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 3 |
| CGG ADR * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Channeladvsr Co * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Charah Solutions * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Chatham Lodging * | S | -1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 4 |
| Chemours Co | M | 0 | 0 | -1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Chesapeake Lodging * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Chesapeake Utilities * | S | 0 | 0 | 0 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Chicos FAS * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Cord Blood * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Distance Education * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Eastern Airlines * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Green Agriculture * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Life Insurance ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Mobile ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China New Borun * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Petrol & Chemical ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Rapid Finance * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| China Telecom * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Choice Hotels | L | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Christopher&Banks * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cincinnati Bell * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CIRCOR * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cision * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CIT * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cloud Peak Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cloudera * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CNOOC ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Coeur Mining | S | -1 | 1 | 1 | -1 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Colony Capital A * | M | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Colony Northstar Credit * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Columbia Pr * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Compass Minerals | S | -1 | 0 | 0 | -1 | -1 | 1 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 0 | 4 |
| Comstock Resources * | M | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 4 |
| Conduent | S | 1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Continental Building * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cooper Tire&Rubber * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CoreLogic * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CorePoint Lodging * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Corporate Office Properties * | M | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cosan Ltd * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Cotiviti * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Covanta * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Covia * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CPFL Energia ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Credit Suisse ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CRH ADR * | L | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| CryoLife * | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| CSS Industries * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CubeSmart * | L | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | 0 | 4 |
| Cubic * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Curo Group * | S | 1 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| CYS Investments * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dana | S | -1 | -1 | 0 | -1 | 1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| DCT Industrial * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dean Foods * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Delphi Tech * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Denbury Resources * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| DHI Group | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | 0 | 4 |
| Diamond Offshore Drilling * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Diplomat Pharmacy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Domino’s Pizza * | L | -1 | 1 | -1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| Domtar Corp * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dover Motorsports * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| DoverDowns Gaming&Entertainment * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dr Reddys Labs | L | 0 | 1 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| DSW * | S | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ducommun | S | -1 | 0 | 1 | -1 | 0 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Duke * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Dycom Industries | M | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Earthstone Energy * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| EastGroup Properties | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Eclps Rsrcs * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Edenor ADR * | S | 1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 4 |
| Edgewell Personal Care | S | -1 | 0 | 1 | 0 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Ehi Car Services * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Elevate Credit * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ellie Mae * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Empire State Realty * | S | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | 0 | 4 |
| Enbridge Energy Management LLC * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Enel Americas ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Enel Generacion Chile ADR * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Energen * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Engility * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ensco PLC * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Entercom * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Entravision * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | 4 |
| Ep Energy C * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Era Group Inc * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Eros * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Esterline * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Evercore | M | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Evoqua Water * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Exantas Capital * | S | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Express * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Exterran Corp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Fair Isaac | L | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Fang Holdings * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Far Point A * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| FBL * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| FCB Financial * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Federal Agricultural Mortgage A * | S | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Ferro * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Fibria Celulose ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| First Data Corp * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| First Republic Bank * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| FirstCash * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Fitbit Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Flagstar Bancorp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Fly Leasing * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Forest City Realty REIT A * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Foundation Building * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Franklin Financial Network Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Front Yard Residential * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| FTS International * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Gafisa ADR * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GAIN * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GameStop Corp * | L | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 4 |
| Gardner Denver Inc * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GasLog * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GCP Applied Tech * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Generac | L | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Genesee&Wyoming * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Getty | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 4 |
| GigCapital * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| GlaxoSmithKline ADR * | L | 1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Global Brass&Cop * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Global Tel& * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Globus Medical | M | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| GNC * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Gol Linhas Aereas ADR * | L | -1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| GP Strategies * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Gramercy Property * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Great Western Bancorp Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Greenhill&Co * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Greif Bros | M | 0 | 0 | 1 | 1 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | 0 | 4 |
| Grubhub Inc * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Guangshen Railway * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Halcon Resources * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hannon Armstrong | M | -1 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | 0 | 4 |
| Harsco * | S | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Haverty Furniture | S | -1 | -1 | 1 | 1 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Haverty Furniture A * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| HDFC Bank ADR | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Herc Holdings * | M | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 4 |
| Hersha * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| HFF * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| HighPoint * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Highwoods Properties * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| Hill * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hill-Rom * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| HollyFrontier * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Honda Motor ADR | L | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Horizon Global Corp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hornbeck * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hovnanian Enterprises * | S | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| HRG Group * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Huami * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hubbell * | L | 1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 2 |
| Hudson * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Hunt Finance * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Huntington Ingalls Industries | L | 0 | -1 | 1 | 1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| HUYA * | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Hyatt | L | 1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | 0 | 4 |
| ICICI Bank ADR | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Independence * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Infrareit Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Inphi * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Instructure Inc * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Integer Hld | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Intelsat Sa * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Interxion Holding NV * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Intrepid Potash * | S | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| Invacare * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Investment Tech * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ion Geophysical * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| istar Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| J Alexanders Holdings Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Jagged Peak Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| JC Penney * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Jernigan Capital Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| JinkoSolar * | M | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | 4 |
| JMP * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Jones Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Jumei International Holding * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Jupai Holdings Ltd * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Just Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Kadmons * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Kaman * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Keane * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Key Energy Services * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| KKR Real Estate | S | -1 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | 0 | 4 |
| Kmg Chemical Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Knoll * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Kraton * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Lamb Weston Holdings | L | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Lannett Com * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| LaSalle * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Leaf Group * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Lear | L | 0 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Legg Mason * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Liberty Property * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Life Storage * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Line ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Link Motion ADR * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Lions Gate * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Lions Gate * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 4 |
| Live Nation Entertainment * | L | 1 | -1 | -1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| LSC Communications * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| LTC Properties | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 4 |
| Lubys * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Luxoft Holding * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Lydall * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Macquarie Infrastructure Co * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Manitowoc Foodservice * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Manning&Napier * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Marcus * | S | -1 | -1 | 0 | -1 | -1 | 1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Marine Products | S | 0 | 0 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| MasTec * | M | 0 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| MBIA * | S | 0 | 0 | 0 | -1 | -1 | 1 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | 4 |
| McDermott * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Mechel ADR * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Medley Management Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Meredith * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Meritor * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| MFC * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| MGM Growth Properties * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Micro Focus ADR * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| MidSouth Bancorp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Milacron Holdings Corp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Mix Telemats * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Mizuho Financial ADR | L | -1 | 0 | -1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | 0 | 4 |
| Mobil’nye Telesistemy ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Molina Healthcare | L | 1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| Mosaic Acquisition A * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Movado | S | -1 | 0 | 1 | 1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | 0 | 4 |
| MRC Global * | S | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| MSG Networks Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Myers Industries * | S | 0 | 0 | 1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | 0 | 4 |
| Myovant Sciences * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Nam Tai Property * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| National Storage Affiliates Trust * | L | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| Nationstar Mortgage * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Navigant * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Navios Maritime Acquisition * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Navistar * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| NCI Building * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Neenah Paper * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| NeoPhotonics * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Netshoes CAYMAN * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| New Home Co * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| New Residential Inv * | M | 0 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| New Senior Investment Group * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| New York & Company * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| New York REIT * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| NewYork Times * | M | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | 0 | 4 |
| NL Industries * | S | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 4 |
| Nordic American Offshore * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Northstar Realty Europe Corp * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Novo Nordisk ADR * | L | 1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 4 |
| Oasis * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Oil States * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| OMNOVA * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| On Deck Capital Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Ooma Inc * | S | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 0 | 0 | 4 |
| Orion Group * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Oshkosh * | M | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 2 |
| Pandora Media * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Parker Drilling * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Parsley Energy * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| Party City Holdco Inc * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 4 |
| 3D Systems * | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | -1 | 4 |
| Adient | M | -1 | -1 | 1 | 0 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| ADS | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Aecom Technology | L | 1 | -1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -1 | 4 |
| Alamo * | S | 0 | 0 | 0 | -1 | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| Allegheny Technologies | M | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| American Assets * | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| American Vanguard * | S | -1 | -1 | 1 | 1 | 1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -1 | 4 |
| Anheuser Busch ADR | L | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 4 |
| ARC Document Solutions * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 4 |
| Arcos Dorados * | S | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Arlington Asset Investment * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 4 |
| ASGN | M | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| AstraZeneca ADR | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| AU Optronics * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Bancorpsouth Bank * | M | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| BlueLinx | S | -1 | -1 | 1 | 1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| BP ADR | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 4 |
| Braemar Hotel * | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -1 | 4 |
| BRF | M | 1 | 0 | 1 | -1 | 1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | -1 | -1 | 4 |
| BRT * | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 4 |
| Ceridian HCM Holding * | L | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 4 |
| Chunghwa Telecom | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Ciena Corp | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| City Office | S | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| Convergys * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 4 |
| CTS Corp | S | 0 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -1 | 4 |
| Culp | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -1 | 4 |
| DineEquity * | S | -1 | 1 | -1 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Drive Shack * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Emerald Expositions * | S | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Endeavour * | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| Envestnet * | M | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Fomento Economico Mexicano * | L | 0 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -1 | 4 |
| FutureFuel * | S | 0 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| Gannett * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| Genco Shipping Trading | S | -1 | 1 | 1 | 1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Genie Energy * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Gerdau ADR | L | -1 | 0 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Glatfelter * | S | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| GrafTech | S | 1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | -1 | 4 |
| Green Dot * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Guidewire | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| H B Fuller | M | -1 | 1 | 1 | -1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Haemonetics | M | 0 | 1 | 1 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Hamilton Beach A * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| HC2 Holdings Inc * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Healthcare of America * | L | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Hillenbrand | M | -1 | 0 | 1 | -1 | 1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| Howard Hughes * | M | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| HubSpot Inc | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| Hystr Yl Mrl Hnd | S | 1 | 0 | 0 | -1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| IDEX | L | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| Independence Contract Drilling * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Innovative Industrial Properties | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Intrexon Corpn * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Investors RE * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | 4 |
| Iqvia | L | 1 | 1 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Jabil Circuit | L | 1 | -1 | -1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| James Hardie Industries ADR | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Jones Lang LaSalle | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 1 | 1 | 0 | 0 | 1 | -1 | 4 |
| Kennedy-Wilson * | S | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| Keurig Dr Pepper * | L | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| Kite | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| Knowles Cor | S | -1 | 0 | 1 | -1 | 0 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -1 | 4 |
| Korn/Ferry | M | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| Kronos Worldwide * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| LCI Industries | M | 0 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Leidos Holdings | L | 1 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -1 | 4 |
| Leju Holdings * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Liberty Oilfield | M | 0 | 0 | 1 | 1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Lithium Americas * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 4 |
| Lumber Liquidators * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| MarineMax | S | -1 | -1 | 1 | 1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| Maximus | M | 0 | 0 | 1 | 0 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| MaxLinear | M | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | -1 | 4 |
| McEwen Mining Inc * | S | 0 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -1 | 4 |
| Mesa Royalty Trust * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 4 |
| Methode Electronics | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 1 | -1 | 4 |
| Modine Manufacturing * | S | 1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| MSA Safety | M | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -1 | 4 |
| MSC Industrial Direct | M | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -1 | 4 |
| National Grid ADR | L | -1 | 1 | 1 | 1 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | 4 |
| National Retail Properties | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -1 | 4 |
| National Steel * | M | -1 | 1 | 0 | 1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -1 | 4 |
| Nautilus * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Navios Maritime Holdings * | S | -1 | 1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| New Relic Inc * | M | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| NewYork Community Bancorp * | M | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Nordic American Tankers * | S | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Obsidian Energy * | S | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Ocwen * | S | -1 | 0 | -1 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 4 |
| Orion Engineered Carbons * | S | -1 | 0 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| Owens Corning * | L | 0 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | 1 |
| Oxford Industries * | S | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| PagSeguro Digital * | L | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 1 |
| Park Hotels & Resorts * | M | -1 | 1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 4 |
| 8x8 | S | -1 | -1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | -2 | 4 |
| Aerohive Networks * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| America Movil ADR * | L | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| American Equity Inv. Life * | M | -1 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| AMN Healthcare Services | M | -1 | -1 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Ampco-Pittsburgh * | S | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 1 | -1 | 1 | 0 | 0 | -2 | 4 |
| Azul * | S | 1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| B&G Foods | S | -1 | 0 | 0 | -1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Biohaven Pharma * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Boot Barn Holdin | S | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Booz Allen Hamilton | L | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Bright Horizons Family Solutions Inc | M | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| CACI | L | 0 | 0 | 1 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| California Resources Corp * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| California Water Service | M | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -2 | 4 |
| Calix | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -2 | 4 |
| Cannae | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -2 | 4 |
| Cinemark | S | 1 | 0 | -1 | -1 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Civeo * | S | -1 | -1 | 1 | 0 | 0 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| Civitas Solution * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Clean Harbors | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Clear Channel Outdoor * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Colfax * | S | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Community Health Systems | S | 1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Constellium Nv * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Container Store * | S | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Cooper Stnd | S | 1 | -1 | -1 | -1 | -1 | 1 | 0 | 0 | 0 | 1 | 0 | 0 | -1 | -2 | 4 |
| COPEL ADR * | L | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Core Laboratories * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| Darling Ingredients * | L | 0 | -1 | 0 | 1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Dell * | L | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -2 | 4 |
| Dun&Bradstreet | L | -1 | 0 | 1 | -1 | 1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Easterly Government Properties * | M | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -2 | 4 |
| ELF Beauty | S | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| EPAM Systems | L | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -2 | 4 |
| Federal Signal | S | 0 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -2 | 4 |
| Flowers Foods | M | 0 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Hecla Mining | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Helix | S | -1 | 0 | 1 | -1 | 1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -2 | 4 |
| Hexcel | M | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -2 | 4 |
| IGT | M | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Infosys ADR * | L | 1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 3 |
| Invitation Homes | L | -1 | 1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -2 | 4 |
| Itau CorpBanca ADR * | S | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -2 | 4 |
| J.Jill * | S | 1 | 1 | -1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| KBR * | L | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Kennametal | S | -1 | 0 | 1 | 0 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Kirby * | M | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Koninklijke Philips ADR | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Kosmos Energy * | M | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Madison Square Garden * | M | -1 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| ManpowerGroup | M | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| Marcus & Millichap | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -2 | 4 |
| Materion | S | -1 | 0 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -2 | 4 |
| MFA Financial * | S | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -2 | 4 |
| Midstates Petroleum * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Mistras * | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Model N Inc * | S | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Monmouth RE * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| MSCI | L | -1 | 1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -2 | 4 |
| Murphy USA Inc | L | 1 | -1 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Nabors Industries * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| National Health Investors | M | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -2 | 4 |
| Navigator Holdings * | S | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| NCR * | M | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Nevro Corp * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -2 | 4 |
| Nexpoint Residential Trust Inc * | M | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -2 | 4 |
| Noble Corporation * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| nVent Electric * | M | -1 | 1 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Oi ADR * | S | 0 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -2 | 4 |
| Owens&Minor * | S | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -2 | 4 |
| Paramount Group Inc * | S | -1 | 0 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -2 | 4 |
| AAR | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -3 | 4 |
| AH Belo * | S | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3 | 4 |
| Albany * | M | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Alteryx * | M | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3 | 4 |
| AMC Entertainment * | M | 0 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| American Axle&Manufacturing | S | -1 | -1 | -1 | 0 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| American Realty Investors * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Aramark Holdings | L | -1 | -1 | 0 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -3 | 4 |
| Ares Commercial RE | S | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Ashford Hospitality * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Aspen Aerogels Inc | S | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Avanos Medical | S | -1 | -1 | 1 | -1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Babcock & Wilcox Enterprises * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Big Lots * | S | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3 | 4 |
| Boston Beer | M | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Braskem * | M | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Bunge * | L | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Burlington Stores * | L | 1 | -1 | -1 | 0 | 0 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 0 | -3 | 4 |
| Cato * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Charles River Laboratories | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Clearwater Paper | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Concord Medical Services * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -3 | 4 |
| CVR Energy | M | -1 | -1 | 0 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Emergent Biosolutions * | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -3 | 4 |
| Enzo Biochem * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Fabrinet | M | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -3 | 4 |
| Floor & Decor | L | -1 | 0 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Four Seasons Education * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -3 | 4 |
| Frontline Ltd * | M | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| FTI Consulting | M | 0 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Grupo Televisa ADR * | M | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -3 | 4 |
| Hawaiian Electric Industries | M | -1 | -1 | 0 | -1 | 1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -3 | 4 |
| Insperity | M | 1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -3 | 4 |
| Inspire Medical Systems | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | -3 | 4 |
| Jeld-Wen Holding | S | -1 | -1 | 0 | -1 | 1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -3 | 4 |
| Knight Transportation * | L | -1 | -1 | 1 | 0 | 0 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | 0 | -3 | 4 |
| LightInTheBox * | S | 1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Lsb Industries | S | -1 | -1 | 1 | 1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -3 | 4 |
| Manitowoc | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | 1 | -3 | 4 |
| Maui Land&Pineapple * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -3 | 4 |
| New Media Investment * | S | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | -3 | 4 |
| New Oriental Education&Tech * | M | -1 | 0 | 1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| North American Construction * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Nu Skin * | S | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Olin * | L | -1 | -1 | 1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Orix * | L | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 3 |
| Owens-Illinois * | S | 0 | 0 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -3 | 4 |
| Ashland Global | M | -1 | -1 | 1 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Bio-Rad Labs | L | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Box Inc | M | -1 | -1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | 1 | 0 | 0 | 1 | -4 | 4 |
| Bright Scholar A * | S | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -4 | 4 |
| BrightView Holdings | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -4 | 4 |
| Cleveland-Cliffs | L | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Glaukos Corp | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | 1 | -4 | 4 |
| Globant SA | L | -1 | 0 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Harte Hanks * | S | -1 | -1 | 0 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -4 | 4 |
| Hudson Pacific | S | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| Huntsman | M | -1 | -1 | 1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -4 | 4 |
| JBG SMITH Properties | M | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -4 | 4 |
| Lexington * | M | -1 | 1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 1 | -1 | 0 | -1 | -4 | 4 |
| MagnaChip * | S | -1 | -1 | 1 | -1 | -1 | 1 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -4 | 4 |
| MEDIFAST | S | -1 | -1 | 1 | 1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -4 | 4 |
| Nine Energy * | S | 1 | -1 | -1 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -4 | 4 |
| Par Pacific Holdings * | S | 0 | -1 | 0 | 0 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -4 | 4 |
| Americold Realty | L | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -5 | 4 |
| Barnes & Noble Education Inc * | S | -1 | -1 | -1 | 0 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -5 | 4 |
| Brookdale Senior Living | S | -1 | -1 | -1 | -1 | -1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 1 | -5 | 4 |
| Evolent Health Inc | M | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -5 | 4 |
| LG Display | M | -1 | -1 | 0 | -1 | 0 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -5 | 4 |
| Arcus Biosciences | S | -1 | -1 | 1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 0 | -6 | 4 |
| Chegg Inc * | M | -1 | -1 | 0 | -1 | 0 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | -1 | -6 | 4 |
| Delek US Energy | S | -1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -6 | 4 |
| Korea Electric Power * | L | -1 | -1 | -1 | -1 | -1 | 0 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -6 | 4 |
| Manchester United | S | -1 | -1 | -1 | -1 | -1 | 1 | 0 | 0 | -1 | 0 | -1 | 0 | 0 | -6 | 4 |
| Camping World Holdings | S | -1 | -1 | -1 | -1 | -1 | -1 | 0 | 0 | -1 | -1 | 0 | 0 | 1 | -7 | 4 |
