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QS Investors, LLC – ‘13F-HR’ for 6/30/21 – ‘INFO-TABLE’

On: Friday, 8/13/21, at 11:27am ET · Effective: 8/13/21 · For: 6/30/21 · Accession #: 1501436-21-3 · File #: 28-14009

  As Of               Filer                 Filing    For·On·As Docs:Size

 8/13/21  QS Investors, LLC                 13F-HR      6/30/21    2:434K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F

Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a      HTML      3K 
                Money Manager -- primary_doc.xml                                 
 2: INFO-TABLE  Portfolio Securities Holdings Info Table --         HTML      3K 
                infotable.xml

‘INFO-TABLE’ — Portfolio Securities Holdings Info Table — infotable.xml

This ‘INFO-TABLE’ Document is an XML Data File that may be rendered in various formats:

Information Table – Plain Text – SEC Website – EDGAR System – XML Data – <?xml?> File

SEC Info℠ rendering: Portfolio Securities Holdings Info Table

QS Investors, LLC
NY
· Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/21 · Assets: $8,467,658,000 · History: Assets Under Management

Security				Market Valueª		Shares or Principal			Investment Discretion	Other Managersº	Voting Authority
Issuer Name	Issue Class	Opt.	CUSIP/CINS	$1000s	Weight	Amount	S/P	Price	Investment Discretion	Other Managersº	Sole	Shared	None
										↓List	*(S/P Amounts or For All)*

3M CO	COM	–	88579Y·10·1	25,846	0.31%	130,118	Sh.	198.64	Defined	–	129,768	–	350
A10 NETWORKS INC	COM	–	002121·10·1	594	0.01%	52,700	Sh.	11.27	Defined	–	51,400	–	1,300
ABBOTT LABS	COM	–	002824·10·0	6,306	0.07%	54,391	Sh.	115.94	Defined	–	26,986	–	27,405
ABBVIE INC	COM	–	00287Y·10·9	11,618	0.14%	103,140	Sh.	112.64	Defined	–	75,046	–	28,094
ABEONA THERAPEUTICS INC	COM	–	00289Y·10·7	507	0.01%	325,000	Sh.	1.56	Defined	–	320,000	–	5,000
ABIOMED INC	COM	–	003654·10·0	479	0.01%	1,534	Sh.	312.26	Defined	–	651	–	883
ACADEMY SPORTS & OUTDOORS IN	COM	–	00402L·10·7	805	0.01%	19,500	Sh.	41.28	Defined	–	19,000	–	500
ACCENTURE PLC IRELAND	SHS CLASS A	–	G1151C·10·1	12,382	0.15%	42,001	Sh.	294.80	Defined	–	39,102	–	2,899
ACHIEVE LIFE SCIENCES INC	COM	–	004468·50·0	306	0.00%	34,050	Sh.	8.99	Defined	–	33,500	–	550
ACLARIS THERAPEUTICS INC	COM	–	00461U·10·5	643	0.01%	36,600	Sh.	17.57	Defined	–	36,000	–	600
ACTIVISION BLIZZARD INC	COM	–	00507V·10·9	10,421	0.12%	109,183	Sh.	95.45	Defined	–	100,804	–	8,379
ADOBE SYSTEMS INCORPORATED	COM	–	00724F·10·1	19,856	0.23%	33,904	Sh.	585.65	Defined	–	31,601	–	2,303
ADTALEM GLOBAL ED INC	COM	–	00737L·10·3	464	0.01%	13,000	Sh.	35.69	Defined	–	Sole	–	–
ADTRAN INC	COM	–	00738A·10·6	617	0.01%	29,831	Sh.	20.68	Defined	–	29,000	–	831
ADVANCED MICRO DEVICES INC	COM	–	007903·10·7	6,227	0.07%	66,287	Sh.	93.94	Defined	–	Sole	–	–
ADVANSIX INC	COM	–	00773T·10·1	547	0.01%	18,300	Sh.	29.89	Defined	–	18,000	–	300
AERCAP HOLDINGS NV	SHS	–	N00985·10·6	687	0.01%	13,403	Sh.	51.26	Defined	–	13,127	–	276
AEROVIRONMENT INC	COM	–	008073·10·8	611	0.01%	6,100	Sh.	100.16	Defined	–	6,000	–	100
AES CORP	COM	–	00130H·10·5	6,877	0.08%	263,765	Sh.	26.07	Defined	–	249,079	–	14,686
AFFILIATED MANAGERS GROUP IN	COM	–	008252·10·8	471	0.01%	3,050	Sh.	154.43	Defined	–	3,000	–	50
AFLAC INC	COM	–	001055·10·2	5,097	0.06%	94,983	Sh.	53.66	Defined	–	Sole	–	–
AGILENT TECHNOLOGIES INC	COM	–	00846U·10·1	1,612	0.02%	10,900	Sh.	147.89	Defined	–	5,971	–	4,929
AGNICO EAGLE MINES LTD	COM	–	008474·10·8	213	0.00%	3,293	Sh.	64.68	Defined	–	Sole	–	–
AGREE RLTY CORP	COM	–	008492·10·0	3,362	0.04%	47,691	Sh.	70.50	Defined	–	45,991	–	1,700
AIR PRODS & CHEMS INC	COM	–	009158·10·6	1,582	0.02%	5,498	Sh.	287.74	Defined	–	Sole	–	–
AKAMAI TECHNOLOGIES INC	COM	–	00971T·10·1	220	0.00%	1,881	Sh.	116.96	Defined	–	Sole	–	–
AKEBIA THERAPEUTICS INC	COM	–	00972D·10·5	463	0.01%	122,000	Sh.	3.80	Defined	–	120,000	–	2,000
ALARM COM HLDGS INC	COM	–	011642·10·5	640	0.01%	7,550	Sh.	84.77	Defined	–	7,500	–	50
ALBEMARLE CORP	COM	–	012653·10·1	517	0.01%	3,067	Sh.	168.57	Defined	–	Sole	–	–
ALCOA CORP	COM	–	013872·10·6	524	0.01%	14,200	Sh.	36.90	Defined	–	14,000	–	200
ALEXANDRIA REAL ESTATE EQ IN	COM	–	015271·10·9	1,188	0.01%	6,526	Sh.	182.04	Defined	–	2,894	–	3,632
ALEXION PHARMACEUTICALS INC	COM	–	015351·10·9	1,300	0.02%	7,072	Sh.	183.82	Defined	–	3,469	–	3,603
ALGONQUIN PWR UTILS CORP	COM	–	015857·10·5	251	0.00%	15,721	Sh.	15.97	Defined	–	Sole	–	–
ALIBABA GROUP HLDG LTD	SPONSORED ADS	–	01609W·10·2	3,130	0.04%	13,800	Sh.	226.81	Defined	–	Sole	–	–
ALIGN TECHNOLOGY INC	COM	–	016255·10·1	1,560	0.02%	2,553	Sh.	611.05	Defined	–	1,288	–	1,265
ALLEGION PLC	ORD SHS	–	G0176J·10·9	2,759	0.03%	19,800	Sh.	139.34	Defined	–	Sole	–	–
ALLETE INC	COM NEW	–	018522·30·0	1,860	0.02%	26,573	Sh.	70.00	Defined	–	Sole	–	–
ALLIANCE DATA SYSTEMS CORP	COM	–	018581·10·8	2,949	0.03%	28,300	Sh.	104.20	Defined	–	28,200	–	100
ALLIANT ENERGY CORP	COM	–	018802·10·8	5,936	0.07%	106,444	Sh.	55.77	Defined	–	101,428	–	5,016
ALLSTATE CORP	COM	–	020002·10·1	8,137	0.10%	62,377	Sh.	130.45	Defined	–	Sole	–	–
ALLY FINL INC	COM	–	02005N·10·0	5,148	0.06%	103,285	Sh.	49.84	Defined	–	Sole	–	–
ALNYLAM PHARMACEUTICALS INC	COM	–	02043Q·10·7	361	0.00%	2,124	Sh.	169.96	Defined	–	–	–	None
ALPHA PRO TECH LTD	COM	–	020772·10·9	231	0.00%	26,900	Sh.	8.59	Defined	–	26,500	–	400
ALPHABET INC	CAP STK CL A	–	02079K·30·5	47,210	0.56%	19,334	Sh.	2,441.81	Defined	–	17,630	–	1,704
ALPHABET INC	CAP STK CL C	–	02079K·10·7	52,410	0.62%	20,911	Sh.	2,506.34	Defined	–	19,243	–	1,668
ALTRIA GROUP INC	COM	–	02209S·10·3	9,207	0.11%	193,099	Sh.	47.68	Defined	–	103,697	–	89,402
AMAZON COM INC	COM	–	023135·10·6	70,744	0.84%	20,564	Sh.	3,440.19	Defined	–	Sole	–	–
AMCOR PLC	ORD	–	G0250X·10·7	583	0.01%	50,830	Sh.	11.47	Defined	–	Sole	–	–
AMDOCS LTD	SHS	–	G02602·10·3	4,733	0.06%	61,169	Sh.	77.38	Defined	–	58,700	–	2,469
AMERANT BANCORP INC	CL A	–	023576·10·1	332	0.00%	15,517	Sh.	21.40	Defined	–	15,195	–	322
AMEREN CORP	COM	–	023608·10·2	959	0.01%	11,981	Sh.	80.04	Defined	–	6,414	–	5,567
AMERICAN CAMPUS CMNTYS INC	COM	–	024835·10·0	243	0.00%	5,201	Sh.	46.72	Defined	–	–	–	None
AMERICAN ELEC PWR CO INC	COM	–	025537·10·1	18,858	0.22%	222,928	Sh.	84.59	Defined	–	212,019	–	10,909
AMERICAN EXPRESS CO	COM	–	025816·10·9	1,835	0.02%	11,104	Sh.	165.26	Defined	–	Sole	–	–
AMERICAN HOMES 4 RENT	CL A	–	02665T·30·6	388	0.00%	9,969	Sh.	38.92	Defined	–	–	–	None
AMERICAN INTL GROUP INC	COM NEW	–	026874·78·4	727	0.01%	15,256	Sh.	47.65	Defined	–	Sole	–	–
AMERICAN PUB ED INC	COM	–	02913V·10·3	576	0.01%	20,300	Sh.	28.37	Defined	–	20,000	–	300
AMERICAN TOWER CORP NEW	COM	–	03027X·10·0	6,669	0.08%	24,685	Sh.	270.16	Defined	–	11,076	–	13,609
AMERICAN WTR WKS CO INC NEW	COM	–	030420·10·3	1,169	0.01%	7,580	Sh.	154.22	Defined	–	3,992	–	3,588
AMERICOLD RLTY TR	COM	–	03064D·10·8	238	0.00%	6,283	Sh.	37.88	Defined	–	–	–	None
AMERIPRISE FINL INC	COM	–	03076C·10·6	6,246	0.07%	25,096	Sh.	248.88	Defined	–	Sole	–	–
AMERISOURCEBERGEN CORP	COM	–	03073E·10·5	7,242	0.09%	63,247	Sh.	114.50	Defined	–	61,055	–	2,192
AMETEK INC	COM	–	031100·10·0	321	0.00%	2,399	Sh.	133.81	Defined	–	Sole	–	–
AMGEN INC	COM	–	031162·10·0	10,071	0.12%	41,315	Sh.	243.76	Defined	–	31,441	–	9,874
AMKOR TECHNOLOGY INC	COM	–	031652·10·0	1,393	0.02%	58,817	Sh.	23.68	Defined	–	57,937	–	880
AMPHASTAR PHARMACEUTICALS IN	COM	–	03209R·10·3	321	0.00%	15,900	Sh.	20.19	Defined	–	13,000	–	2,900
AMPHENOL CORP NEW	CL A	–	032095·10·1	697	0.01%	10,184	Sh.	68.44	Defined	–	Sole	–	–
ANALOG DEVICES INC	COM	–	032654·10·5	744	0.01%	4,317	Sh.	172.34	Defined	–	Sole	–	–
ANAPTYSBIO INC	COM	–	032724·10·6	387	0.00%	14,900	Sh.	25.97	Defined	–	14,400	–	500
ANGI INC	COM CL A NEW	–	00183L·10·2	403	0.00%	29,800	Sh.	13.52	Defined	–	29,300	–	500
ANNALY CAPITAL MANAGEMENT IN	COM	–	035710·40·9	4,929	0.06%	555,050	Sh.	8.88	Defined	–	Sole	–	–
ANSYS INC	COM	–	03662Q·10·5	426	0.01%	1,226	Sh.	347.47	Defined	–	926	–	300
ANTARES PHARMA INC	COM	–	036642·10·6	525	0.01%	120,200	Sh.	4.37	Defined	–	117,500	–	2,700
ANTERO MIDSTREAM CORP	COM	–	03676B·10·2	311	0.00%	29,897	Sh.	10.40	Defined	–	–	–	None
ANTERO RESOURCES CORP	COM	–	03674X·10·6	298	0.00%	19,800	Sh.	15.05	Defined	–	–	–	None
ANTHEM INC	COM	–	036752·10·3	6,775	0.08%	17,743	Sh.	381.84	Defined	–	13,840	–	3,903
AON PLC	SHS CL A	–	G0403H·10·8	788	0.01%	3,298	Sh.	238.93	Defined	–	Sole	–	–
APA CORPORATION	COM	–	03743Q·10·8	842	0.01%	38,923	Sh.	21.63	Defined	–	4,032	–	34,891
APARTMENT INCOME REIT CORP	COM	–	03750L·10·9	220	0.00%	4,637	Sh.	47.44	Defined	–	–	–	None
APPLE HOSPITALITY REIT INC	COM NEW	–	03784Y·20·0	168	0.00%	10,979	Sh.	15.30	Defined	–	–	–	None
APPLE INC	COM	–	037833·10·0	132,460	1.56%	967,143	Sh.	136.96	Defined	–	966,343	–	800
APPLIED MATLS INC	COM	–	038222·10·5	21,256	0.25%	149,265	Sh.	142.40	Defined	–	Sole	–	–
APPLIED OPTOELECTRONICS INC	COM	–	03823U·10·2	448	0.01%	52,800	Sh.	8.48	Defined	–	52,000	–	800
APTEVO THERAPEUTICS INC	COM NEW	–	03835L·20·7	352	0.00%	15,650	Sh.	22.49	Defined	–	15,400	–	250
APYX MEDICAL CORPORATION	COM	–	03837C·10·6	557	0.01%	54,000	Sh.	10.31	Defined	–	53,600	–	400
ARAVIVE INC	COM	–	03890D·10·8	227	0.00%	37,800	Sh.	6.01	Defined	–	37,200	–	600
ARCHER DANIELS MIDLAND CO	COM	–	039483·10·2	12,813	0.15%	211,428	Sh.	60.60	Defined	–	184,780	–	26,648
ARCHROCK INC	COM	–	03957W·10·6	149	0.00%	16,707	Sh.	8.92	Defined	–	–	–	None
ARGAN INC	COM	–	04010E·10·9	617	0.01%	12,893	Sh.	47.86	Defined	–	12,693	–	200
ARISTA NETWORKS INC	COM	–	040413·10·6	269	0.00%	741	Sh.	363.02	Defined	–	Sole	–	–
ARLO TECHNOLOGIES INC	COM	–	04206A·10·1	464	0.01%	68,500	Sh.	6.77	Defined	–	67,300	–	1,200
ARROWHEAD PHARMACEUTICALS IN	COM	–	04280A·10·0	352	0.00%	4,248	Sh.	82.86	Defined	–	2,500	–	1,748
ARTISAN PARTNERS ASSET MGMT	CL A	–	04316A·10·8	438	0.01%	8,600	Sh.	50.93	Defined	–	8,500	–	100
ASSOCIATED BANC CORP	COM	–	045487·10·5	3,163	0.04%	154,424	Sh.	20.48	Defined	–	154,024	–	400
ASTRONICS CORP	COM	–	046433·10·8	357	0.00%	20,350	Sh.	17.54	Defined	–	20,000	–	350
AT HOME GROUP INC	COM	–	04650Y·10·0	1,235	0.01%	33,500	Sh.	36.87	Defined	–	33,000	–	500
AT&T INC	COM	–	00206R·10·2	14,848	0.18%	515,904	Sh.	28.78	Defined	–	346,651	–	169,253
ATARA BIOTHERAPEUTICS INC	COM	–	046513·10·7	475	0.01%	30,500	Sh.	15.57	Defined	–	30,000	–	500
ATLASSIAN CORP PLC	CL A	–	G06242·10·4	267	0.00%	1,039	Sh.	256.98	Defined	–	–	–	None
ATMOS ENERGY CORP	COM	–	049560·10·5	519	0.01%	5,393	Sh.	96.24	Defined	–	3,269	–	2,124
ATN INTL INC	COM	–	00215F·10·7	314	0.00%	6,900	Sh.	45.51	Defined	–	6,500	–	400
AUTODESK INC	COM	–	052769·10·6	999	0.01%	3,419	Sh.	292.19	Defined	–	2,503	–	916
AUTOMATIC DATA PROCESSING IN	COM	–	053015·10·3	1,477	0.02%	7,434	Sh.	198.68	Defined	–	5,144	–	2,290
AUTOZONE INC	COM	–	053332·10·2	572	0.01%	383	Sh.	1,493.47	Defined	–	Sole	–	–
AVALONBAY CMNTYS INC	COM	–	053484·10·1	1,694	0.02%	8,117	Sh.	208.70	Defined	–	3,412	–	4,705
AVANTOR INC	COM	–	05352A·10·0	317	0.00%	8,900	Sh.	35.62	Defined	–	1,400	–	7,500
AVERY DENNISON CORP	COM	–	053611·10·9	474	0.01%	2,252	Sh.	210.48	Defined	–	Sole	–	–
AVID BIOSERVICES INC	COM	–	05368M·10·6	325	0.00%	12,641	Sh.	25.71	Defined	–	Sole	–	–
AVISTA CORP	COM	–	05379B·10·7	468	0.01%	10,950	Sh.	42.74	Defined	–	10,000	–	950
AVNET INC	COM	–	053807·10·3	2,666	0.03%	66,500	Sh.	40.09	Defined	–	66,400	–	100
AXIS CAP HLDGS LTD	SHS	–	G0692U·10·9	2,171	0.03%	44,293	Sh.	49.01	Defined	–	43,905	–	388
BAIDU INC	SPON ADR REP A	–	056752·10·8	802	0.01%	3,932	Sh.	203.97	Defined	–	Sole	–	–
BAKER HUGHES COMPANY	CL A	–	05722G·10·0	1,983	0.02%	86,667	Sh.	22.88	Defined	–	18,055	–	68,612
BALL CORP	COM	–	058498·10·6	674	0.01%	8,313	Sh.	81.08	Defined	–	Sole	–	–
BANCORP INC DEL	COM	–	05969A·10·5	415	0.00%	18,000	Sh.	23.06	Defined	–	Sole	–	–
BANK NEW YORK MELLON CORP	COM	–	064058·10·0	4,948	0.06%	96,582	Sh.	51.23	Defined	–	Sole	–	–
BANK NOVA SCOTIA B C	COM	–	064149·10·7	9,199	0.11%	147,322	Sh.	62.44	Defined	–	145,922	–	1,400
BANK OF NT BUTTERFIELD&SON L	SHS NEW	–	G0772R·20·8	679	0.01%	19,150	Sh.	35.46	Defined	–	19,000	–	150
BARRICK GOLD CORP	COM	–	067901·10·8	256	0.00%	12,402	Sh.	20.64	Defined	–	Sole	–	–
BAXTER INTL INC	COM	–	071813·10·9	1,144	0.01%	14,211	Sh.	80.50	Defined	–	6,134	–	8,077
BCE INC	COM NEW	–	05534B·76·0	5,249	0.06%	106,427	Sh.	49.32	Defined	–	105,627	–	800
BEAZER HOMES USA INC	COM NEW	–	07556Q·88·1	1,293	0.02%	67,000	Sh.	19.30	Defined	–	66,000	–	1,000
BECTON DICKINSON & CO	COM	–	075887·10·9	2,314	0.03%	9,515	Sh.	243.19	Defined	–	4,837	–	4,678
BEIGENE LTD	SPONSORED ADR	–	07725L·10·2	618	0.01%	1,800	Sh.	343.33	Defined	–	Sole	–	–
BELLRING BRANDS INC	COM CL A	–	079823·10·0	251	0.00%	8,000	Sh.	31.38	Defined	–	6,500	–	1,500
BERKSHIRE HATHAWAY INC DEL	CL B NEW	–	084670·70·2	12,751	0.15%	45,880	Sh.	277.92	Defined	–	Sole	–	–
BERKSHIRE HILLS BANCORP INC	COM	–	084680·10·7	782	0.01%	28,501	Sh.	27.44	Defined	–	28,001	–	500
BERRY CORP	COM	–	08579X·10·1	491	0.01%	73,000	Sh.	6.73	Defined	–	71,800	–	1,200
BEST BUY INC	COM	–	086516·10·1	4,236	0.05%	36,837	Sh.	114.99	Defined	–	Sole	–	–
BEYOND MEAT INC	COM	–	08862E·10·9	414	0.00%	2,628	Sh.	157.53	Defined	–	–	–	None
BGC PARTNERS INC	CL A	–	05541T·10·1	8,091	0.10%	1,426,900	Sh.	5.67	Defined	–	1,424,500	–	2,400
BIG 5 SPORTING GOODS CORP	COM	–	08915P·10·1	1,097	0.01%	42,700	Sh.	25.69	Defined	–	42,000	–	700
BIG LOTS INC	COM	–	089302·10·3	786	0.01%	11,900	Sh.	66.05	Defined	–	11,700	–	200
BIO RAD LABS INC	CL A	–	090572·20·7	10,543	0.12%	16,363	Sh.	644.32	Defined	–	15,994	–	369
BIO-TECHNE CORP	COM	–	09073M·10·4	285	0.00%	631	Sh.	451.66	Defined	–	–	–	None
BIOGEN INC	COM	–	09062X·10·3	1,997	0.02%	5,767	Sh.	346.28	Defined	–	3,244	–	2,523
BIOMARIN PHARMACEUTICAL INC	COM	–	09061G·10·1	249	0.00%	2,974	Sh.	83.73	Defined	–	–	–	None
BJS WHSL CLUB HLDGS INC	COM	–	05550J·10·1	264	0.00%	5,546	Sh.	47.60	Defined	–	–	–	None
BK OF AMERICA CORP	COM	–	060505·10·4	10,686	0.13%	259,180	Sh.	41.23	Defined	–	Sole	–	–
BLACK HILLS CORP	COM	–	092113·10·9	1,742	0.02%	26,540	Sh.	65.64	Defined	–	24,740	–	1,800
BLACKROCK INC	COM	–	09247X·10·1	2,058	0.02%	2,351	Sh.	875.37	Defined	–	Sole	–	–
BLACKSTONE GROUP INC	COM	–	09260D·10·7	360	0.00%	3,700	Sh.	97.30	Defined	–	Sole	–	–
BLOCK H & R INC	COM	–	093671·10·5	237	0.00%	10,060	Sh.	23.56	Defined	–	Sole	–	–
BLOOMIN BRANDS INC	COM	–	094235·10·8	1,075	0.01%	39,600	Sh.	27.15	Defined	–	39,000	–	600
BLUELINX HLDGS INC	COM NEW	–	09624H·20·8	946	0.01%	18,800	Sh.	50.32	Defined	–	18,500	–	300
BLUEPRINT MEDICINES CORP	COM	–	09627Y·10·9	714	0.01%	8,112	Sh.	88.02	Defined	–	7,000	–	1,112
BOEING CO	COM	–	097023·10·5	2,258	0.03%	9,423	Sh.	239.63	Defined	–	Sole	–	–
BOOKING HOLDINGS INC	COM	–	09857L·10·8	1,414	0.02%	646	Sh.	2,188.85	Defined	–	Sole	–	–
BORGWARNER INC	COM	–	099724·10·6	587	0.01%	12,085	Sh.	48.57	Defined	–	Sole	–	–
BOSTON BEER INC	CL A	–	100557·10·7	1,110	0.01%	1,087	Sh.	1,021.16	Defined	–	600	–	487
BOSTON PROPERTIES INC	COM	–	101121·10·1	1,134	0.01%	9,889	Sh.	114.67	Defined	–	5,131	–	4,758
BOSTON SCIENTIFIC CORP	COM	–	101137·10·7	1,967	0.02%	45,990	Sh.	42.77	Defined	–	23,469	–	22,521
BOX INC	CL A	–	10316T·10·4	1,445	0.02%	56,543	Sh.	25.56	Defined	–	55,543	–	1,000
BRAEMAR HOTELS & RESORTS INC	COM	–	10482B·10·1	316	0.00%	50,800	Sh.	6.22	Defined	–	50,000	–	800
BRIGHTSPHERE INVT GROUP INC	COM	–	10948W·10·3	1,237	0.01%	52,769	Sh.	23.44	Defined	–	52,000	–	769
BRINKER INTL INC	COM	–	109641·10·0	816	0.01%	13,178	Sh.	61.92	Defined	–	12,978	–	200
BRISTOL-MYERS SQUIBB CO	COM	–	110122·10·8	14,738	0.17%	220,550	Sh.	66.82	Defined	–	182,857	–	37,693
BRIXMOR PPTY GROUP INC	COM	–	11120U·10·5	225	0.00%	9,824	Sh.	22.90	Defined	–	–	–	None
BROADCOM INC	COM	–	11135F·10·1	3,718	0.04%	7,797	Sh.	476.85	Defined	–	7,691	–	106
BROADRIDGE FINL SOLUTIONS IN	COM	–	11133T·10·3	311	0.00%	1,920	Sh.	161.98	Defined	–	1,220	–	700
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	–	112585·10·4	204	0.00%	3,781	Sh.	53.95	Defined	–	Sole	–	–
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	–	11284V·10·5	525	0.01%	12,363	Sh.	42.47	Defined	–	9,863	–	2,500
BROWN FORMAN CORP	CL B	–	115637·20·9	968	0.01%	12,915	Sh.	74.95	Defined	–	4,100	–	8,815
BUNGE LIMITED	COM	–	G16962·10·5	793	0.01%	10,141	Sh.	78.20	Defined	–	3,600	–	6,541
CABOT OIL & GAS CORP	COM	–	127097·10·3	836	0.01%	47,850	Sh.	17.47	Defined	–	5,064	–	42,786
CADENCE BANCORPORATION	CL A	–	12739A·10·0	892	0.01%	42,700	Sh.	20.89	Defined	–	42,000	–	700
CADENCE DESIGN SYSTEM INC	COM	–	127387·10·8	716	0.01%	5,231	Sh.	136.88	Defined	–	3,390	–	1,841
CAESARS ENTERTAINMENT INC NE	COM	–	12769G·10·0	266	0.00%	2,558	Sh.	103.99	Defined	–	Sole	–	–
CAESARSTONE LTD	ORD SHS	–	M20598·10·4	1,313	0.02%	88,900	Sh.	14.77	Defined	–	73,700	–	15,200
CAI INTERNATIONAL INC	COM	–	12477X·10·6	1,367	0.02%	24,400	Sh.	56.02	Defined	–	24,000	–	400
CALITHERA BIOSCIENCES INC	COM	–	13089P·10·1	279	0.00%	133,200	Sh.	2.09	Defined	–	130,000	–	3,200
CAMDEN PPTY TR	SH BEN INT	–	133131·10·2	536	0.01%	4,033	Sh.	132.90	Defined	–	1,300	–	2,733
CAMPBELL SOUP CO	COM	–	134429·10·9	8,141	0.10%	178,552	Sh.	45.59	Defined	–	167,606	–	10,946
CAMPING WORLD HLDGS INC	CL A	–	13462K·10·9	812	0.01%	19,800	Sh.	41.01	Defined	–	19,500	–	300
CANADIAN IMP BK COMM	COM	–	136069·10·1	2,128	0.03%	18,290	Sh.	116.35	Defined	–	Sole	–	–
CANADIAN NAT RES LTD	COM	–	136385·10·1	3,122	0.04%	94,568	Sh.	33.01	Defined	–	Sole	–	–
CANADIAN NATL RY CO	COM	–	136375·10·2	427	0.01%	3,931	Sh.	108.62	Defined	–	Sole	–	–
CANADIAN PAC RY LTD	COM	–	13645T·10·0	296	0.00%	3,853	Sh.	76.82	Defined	–	Sole	–	–
CAPITAL ONE FINL CORP	COM	–	14040H·10·5	4,023	0.05%	26,002	Sh.	154.72	Defined	–	Sole	–	–
CARDINAL HEALTH INC	COM	–	14149Y·10·8	1,214	0.01%	21,264	Sh.	57.09	Defined	–	15,861	–	5,403
CARGURUS INC	COM CL A	–	141788·10·9	724	0.01%	27,600	Sh.	26.23	Defined	–	27,300	–	300
CARLISLE COS INC	COM	–	142339·10·0	7,057	0.08%	36,870	Sh.	191.40	Defined	–	Sole	–	–
CARMAX INC	COM	–	143130·10·2	240	0.00%	1,852	Sh.	129.59	Defined	–	Sole	–	–
CARNIVAL CORP	UNIT 99/99/9999	–	143658·30·0	231	0.00%	8,736	Sh.	26.44	Defined	–	Sole	–	–
CARRIER GLOBAL CORPORATION	COM	–	14448C·10·4	602	0.01%	12,369	Sh.	48.67	Defined	–	Sole	–	–
CARS COM INC	COM	–	14575E·10·5	574	0.01%	40,000	Sh.	14.35	Defined	–	Sole	–	–
CARTER BANKSHARES INC	COM NEW	–	146103·10·6	687	0.01%	54,900	Sh.	12.51	Defined	–	54,000	–	900
CASEYS GEN STORES INC	COM	–	147528·10·3	252	0.00%	1,290	Sh.	195.35	Defined	–	–	–	None
CATALENT INC	COM	–	148806·10·2	654	0.01%	6,046	Sh.	108.17	Defined	–	3,276	–	2,770
CATERPILLAR INC	COM	–	149123·10·1	1,918	0.02%	8,810	Sh.	217.71	Defined	–	Sole	–	–
CBRE GROUP INC	CL A	–	12504L·10·9	9,142	0.11%	106,627	Sh.	85.74	Defined	–	96,286	–	10,341
CDW CORP	COM	–	12514G·10·8	269	0.00%	1,540	Sh.	174.68	Defined	–	Sole	–	–
CELANESE CORP DEL	COM	–	150870·10·3	591	0.01%	3,892	Sh.	151.85	Defined	–	Sole	–	–
CELESTICA INC	SUB VTG SHS	–	15101Q·10·8	1,532	0.02%	195,158	Sh.	7.85	Defined	–	162,158	–	33,000
CELLECTAR BIOSCIENCES INC	COM PAR	–	15117F·50·0	170	0.00%	142,400	Sh.	1.19	Defined	–	140,000	–	2,400
CELSIUS HLDGS INC	COM NEW	–	15118V·20·7	206	0.00%	2,700	Sh.	76.30	Defined	–	–	–	None
CENTENE CORP DEL	COM	–	15135B·10·1	1,269	0.01%	17,392	Sh.	72.96	Defined	–	8,714	–	8,678
CENTERPOINT ENERGY INC	COM	–	15189T·10·7	646	0.01%	26,334	Sh.	24.53	Defined	–	13,220	–	13,114
CENTERRA GOLD INC	COM	–	152006·10·2	380	0.00%	47,294	Sh.	8.03	Defined	–	Sole	–	–
CENTRAL PAC FINL CORP	COM NEW	–	154760·40·9	454	0.01%	17,400	Sh.	26.09	Defined	–	17,200	–	200
CERNER CORP	COM	–	156782·10·4	868	0.01%	11,099	Sh.	78.21	Defined	–	5,995	–	5,104
CF INDS HLDGS INC	COM	–	125269·10·0	3,296	0.04%	64,060	Sh.	51.45	Defined	–	Sole	–	–
CGI INC	CL A SUB VTG	–	12532H·10·4	572	0.01%	6,304	Sh.	90.74	Defined	–	Sole	–	–
CHAMPIONX CORPORATION	COM	–	15872M·10·4	467	0.01%	18,183	Sh.	25.68	Defined	–	–	–	None
CHANNELADVISOR CORP	COM	–	159179·10·0	449	0.01%	18,300	Sh.	24.54	Defined	–	18,000	–	300
CHARLES RIV LABS INTL INC	COM	–	159864·10·7	616	0.01%	1,664	Sh.	370.19	Defined	–	550	–	1,114
CHARTER COMMUNICATIONS INC N	CL A	–	16119P·10·8	1,498	0.02%	2,076	Sh.	721.58	Defined	–	Sole	–	–
CHATHAM LODGING TR	COM	–	16208T·10·2	487	0.01%	37,770	Sh.	12.89	Defined	–	37,200	–	570
CHECK POINT SOFTWARE TECH LT	ORD	–	M22465·10·4	5,710	0.07%	49,168	Sh.	116.13	Defined	–	48,993	–	175
CHEMED CORP NEW	COM	–	16359R·10·3	5,244	0.06%	11,051	Sh.	474.53	Defined	–	10,774	–	277
CHENIERE ENERGY INC	COM NEW	–	16411R·20·8	2,209	0.03%	25,460	Sh.	86.76	Defined	–	2,700	–	22,760
CHEVRON CORP NEW	COM	–	166764·10·0	25,659	0.30%	244,972	Sh.	104.74	Defined	–	48,837	–	196,135
CHIMERIX INC	COM	–	16934W·10·6	332	0.00%	41,401	Sh.	8.02	Defined	–	40,401	–	1,000
CHIPOTLE MEXICAN GRILL INC	COM	–	169656·10·5	4,058	0.05%	2,617	Sh.	1,550.63	Defined	–	Sole	–	–
CHUBB LIMITED	COM	–	H1467J·10·4	1,242	0.01%	7,813	Sh.	158.97	Defined	–	Sole	–	–
CHURCH & DWIGHT INC	COM	–	171340·10·2	1,518	0.02%	17,802	Sh.	85.27	Defined	–	5,604	–	12,198
CI FINL CORP	COM	–	125491·10·0	1,957	0.02%	107,252	Sh.	18.25	Defined	–	90,052	–	17,200
CIENA CORP	COM NEW	–	171779·30·9	2,830	0.03%	49,731	Sh.	56.91	Defined	–	Sole	–	–
CIGNA CORP NEW	COM	–	125523·10·0	2,783	0.03%	11,737	Sh.	237.11	Defined	–	6,377	–	5,360
CIMAREX ENERGY CO	COM	–	171798·10·1	708	0.01%	9,760	Sh.	72.54	Defined	–	–	–	None
CINCINNATI FINL CORP	COM	–	172062·10·1	212	0.00%	1,812	Sh.	117.00	Defined	–	Sole	–	–
CINTAS CORP	COM	–	172908·10·5	372	0.00%	972	Sh.	382.72	Defined	–	Sole	–	–
CIRRUS LOGIC INC	COM	–	172755·10·0	950	0.01%	11,150	Sh.	85.20	Defined	–	11,100	–	50
CISCO SYS INC	COM	–	17275R·10·2	44,057	0.52%	831,246	Sh.	53.00	Defined	–	829,803	–	1,443
CIT GROUP INC	COM NEW	–	125581·80·1	516	0.01%	10,000	Sh.	51.60	Defined	–	Sole	–	–
CITIGROUP INC	COM NEW	–	172967·42·4	8,658	0.10%	122,372	Sh.	70.75	Defined	–	Sole	–	–
CITIZENS FINL GROUP INC	COM	–	174610·10·5	10,146	0.12%	221,170	Sh.	45.87	Defined	–	Sole	–	–
CITRIX SYS INC	COM	–	177376·10·0	4,489	0.05%	38,276	Sh.	117.28	Defined	–	37,395	–	881
CLEAN ENERGY FUELS CORP	COM	–	184499·10·1	132	0.00%	12,969	Sh.	10.18	Defined	–	–	–	None
CLEARSIDE BIOMEDICAL INC	COM	–	185063·10·4	545	0.01%	111,900	Sh.	4.87	Defined	–	110,000	–	1,900
CLOROX CO DEL	COM	–	189054·10·9	22,574	0.27%	125,470	Sh.	179.92	Defined	–	118,642	–	6,828
CME GROUP INC	COM	–	12572Q·10·5	1,226	0.01%	5,764	Sh.	212.70	Defined	–	Sole	–	–
CMS ENERGY CORP	COM	–	125896·10·0	902	0.01%	15,257	Sh.	59.12	Defined	–	8,896	–	6,361
CNH INDL N V	SHS	–	N20944·10·9	3,212	0.04%	192,084	Sh.	16.72	Defined	–	190,284	–	1,800
CNX RES CORP	COM	–	12653C·10·8	295	0.00%	21,593	Sh.	13.66	Defined	–	–	–	None
COCA COLA CO	COM	–	191216·10·0	32,377	0.38%	598,338	Sh.	54.11	Defined	–	413,035	–	185,303
COCA-COLA EUROPACIFIC PARTNE	SHS	–	G25839·10·4	244	0.00%	4,110	Sh.	59.37	Defined	–	Sole	–	–
COGENT COMMUNICATIONS HLDGS	COM NEW	–	19239V·30·2	577	0.01%	7,500	Sh.	76.93	Defined	–	6,000	–	1,500
COGNIZANT TECHNOLOGY SOLUTIO	CL A	–	192446·10·2	604	0.01%	8,716	Sh.	69.30	Defined	–	5,676	–	3,040
COHEN & STEERS INC	COM	–	19247A·10·0	774	0.01%	9,421	Sh.	82.16	Defined	–	Sole	–	–
COLGATE PALMOLIVE CO	COM	–	194162·10·3	23,394	0.28%	287,567	Sh.	81.35	Defined	–	247,608	–	39,959
COMCAST CORP NEW	CL A	–	20030N·10·1	3,917	0.05%	68,687	Sh.	57.03	Defined	–	Sole	–	–
COMERICA INC	COM	–	200340·10·7	394	0.00%	5,520	Sh.	71.38	Defined	–	Sole	–	–
COMMUNITY HEALTH SYS INC NEW	COM	–	203668·10·8	402	0.00%	26,000	Sh.	15.46	Defined	–	Sole	–	–
COMMVAULT SYS INC	COM	–	204166·10·2	1,066	0.01%	13,633	Sh.	78.19	Defined	–	12,633	–	1,000
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	–	204448·10·4	126	0.00%	13,900	Sh.	9.06	Defined	–	Sole	–	–
CONAGRA BRANDS INC	COM	–	205887·10·2	10,378	0.12%	285,247	Sh.	36.38	Defined	–	260,744	–	24,503
CONOCOPHILLIPS	COM	–	20825C·10·4	10,471	0.12%	171,933	Sh.	60.90	Defined	–	36,488	–	135,445
CONSOLIDATED EDISON INC	COM	–	209115·10·4	14,054	0.17%	195,949	Sh.	71.72	Defined	–	188,921	–	7,028
CONSOLIDATED WATER CO INC	ORD	–	G23773·10·7	418	0.00%	35,600	Sh.	11.74	Defined	–	35,000	–	600
CONSTELLATION BRANDS INC	CL A	–	21036P·10·8	2,742	0.03%	11,720	Sh.	233.96	Defined	–	3,986	–	7,734
CONTINENTAL RES INC	COM	–	212015·10·1	289	0.00%	7,581	Sh.	38.12	Defined	–	–	–	None
COOPER COS INC	COM NEW	–	216648·40·2	526	0.01%	1,326	Sh.	396.68	Defined	–	524	–	802
COPART INC	COM	–	217204·10·6	311	0.00%	2,354	Sh.	132.12	Defined	–	Sole	–	–
CORECIVIC INC	COM	–	21871N·10·1	4,497	0.05%	429,500	Sh.	10.47	Defined	–	428,600	–	900
COREPOINT LODGING INC	COM	–	21872L·10·4	436	0.01%	40,700	Sh.	10.71	Defined	–	40,000	–	700
CORNING INC	COM	–	219350·10·5	417	0.00%	10,188	Sh.	40.93	Defined	–	Sole	–	–
CORTEVA INC	COM	–	22052L·10·4	961	0.01%	21,646	Sh.	44.40	Defined	–	Sole	–	–
COSTCO WHSL CORP NEW	COM	–	22160K·10·5	23,706	0.28%	59,913	Sh.	395.67	Defined	–	38,948	–	20,965
COTY INC	COM CL A	–	222070·20·3	99	0.00%	10,533	Sh.	9.40	Defined	–	–	–	None
COVENANT LOGISTICS GROUP INC	CL A	–	22284P·10·5	251	0.00%	12,131	Sh.	20.69	Defined	–	12,000	–	131
CRA INTL INC	COM	–	12618T·10·5	608	0.01%	7,100	Sh.	85.63	Defined	–	7,000	–	100
CREDICORP LTD	COM	–	G2519Y·10·8	703	0.01%	5,800	Sh.	121.21	Defined	–	Sole	–	–
CRESCENT PT ENERGY CORP	COM	–	22576C·10·1	978	0.01%	267,500	Sh.	3.66	Defined	–	192,500	–	75,000
CRITEO S A	SPONS ADS	–	226718·10·4	3,384	0.04%	74,800	Sh.	45.24	Defined	–	63,500	–	11,300
CROWDSTRIKE HLDGS INC	CL A	–	22788C·10·5	9,462	0.11%	37,647	Sh.	251.33	Defined	–	36,725	–	922
CROWN CASTLE INTL CORP NEW	COM	–	22822V·10·1	20,805	0.25%	106,633	Sh.	195.11	Defined	–	93,851	–	12,782
CSX CORP	COM	–	126408·10·3	1,217	0.01%	37,911	Sh.	32.10	Defined	–	Sole	–	–
CUBESMART	COM	–	229663·10·9	3,580	0.04%	77,268	Sh.	46.33	Defined	–	71,148	–	6,120
CUMMINS INC	COM	–	231021·10·6	9,380	0.11%	38,471	Sh.	243.82	Defined	–	Sole	–	–
CVS HEALTH CORP	COM	–	126650·10·0	30,059	0.35%	360,238	Sh.	83.44	Defined	–	339,163	–	21,075
CYBERARK SOFTWARE LTD	SHS	–	M2682V·10·8	209	0.00%	1,600	Sh.	130.63	Defined	–	Sole	–	–
CYCLERION THERAPEUTICS INC	COM	–	23255M·10·5	453	0.01%	116,035	Sh.	3.90	Defined	–	113,435	–	2,600
CYMABAY THERAPEUTICS INC	COM	–	23257D·10·3	399	0.00%	91,400	Sh.	4.37	Defined	–	90,000	–	1,400
CYRUSONE INC	COM	–	23283R·10·0	218	0.00%	3,040	Sh.	71.71	Defined	–	–	–	None
CYTOMX THERAPEUTICS INC	COM	–	23284F·10·5	322	0.00%	50,800	Sh.	6.34	Defined	–	50,000	–	800
D R HORTON INC	COM	–	23331A·10·9	621	0.01%	6,869	Sh.	90.41	Defined	–	Sole	–	–
DANA INC	COM	–	235825·20·5	459	0.01%	19,300	Sh.	23.78	Defined	–	19,000	–	300
DANAHER CORPORATION	COM	–	235851·10·2	5,297	0.06%	19,738	Sh.	268.37	Defined	–	9,774	–	9,964
DARDEN RESTAURANTS INC	COM	–	237194·10·5	209	0.00%	1,431	Sh.	146.05	Defined	–	Sole	–	–
DARLING INGREDIENTS INC	COM	–	237266·10·1	1,815	0.02%	26,888	Sh.	67.50	Defined	–	20,000	–	6,888
DAVITA INC	COM	–	23918K·10·8	245	0.00%	2,032	Sh.	120.57	Defined	–	863	–	1,169
DBX ETF TR	XTRACK USD HIGH	–	233051·43·2	9,976	0.12%	247,458	Sh.	40.31	Defined	–	Sole	–	–
DECKERS OUTDOOR CORP	COM	–	243537·10·7	9,117	0.11%	23,736	Sh.	384.10	Defined	–	Sole	–	–
DEERE & CO	COM	–	244199·10·5	1,665	0.02%	4,718	Sh.	352.90	Defined	–	Sole	–	–
DELTA AIR LINES INC DEL	COM NEW	–	247361·70·2	314	0.00%	7,244	Sh.	43.35	Defined	–	Sole	–	–
DENTSPLY SIRONA INC	COM	–	24906P·10·9	366	0.00%	5,770	Sh.	63.43	Defined	–	2,392	–	3,378
DEUTSCHE BANK A G	NAMEN AKT	–	D18190·89·8	285	0.00%	22,586	Sh.	12.62	Defined	–	Sole	–	–
DEVON ENERGY CORP NEW	COM	–	25179M·10·3	7,000	0.08%	239,795	Sh.	29.19	Defined	–	183,180	–	56,615
DEXCOM INC	COM	–	252131·10·7	1,430	0.02%	3,348	Sh.	427.12	Defined	–	1,755	–	1,593
DHT HOLDINGS INC	SHS NEW	–	Y2065G·12·1	540	0.01%	83,100	Sh.	6.50	Defined	–	75,900	–	7,200
DIAMONDBACK ENERGY INC	COM	–	25278X·10·9	2,429	0.03%	25,865	Sh.	93.91	Defined	–	9,495	–	16,370
DIAMONDROCK HOSPITALITY CO	COM	–	252784·30·1	969	0.01%	99,811	Sh.	9.71	Defined	–	98,311	–	1,500
DICKS SPORTING GOODS INC	COM	–	253393·10·2	6,628	0.08%	66,150	Sh.	100.20	Defined	–	66,000	–	150
DIEBOLD NIXDORF INC	COM STK	–	253651·10·3	257	0.00%	20,000	Sh.	12.85	Defined	–	Sole	–	–
DIGITAL RLTY TR INC	COM	–	253868·10·3	2,365	0.03%	15,715	Sh.	150.49	Defined	–	6,924	–	8,791
DINE BRANDS GLOBAL INC	COM	–	254423·10·6	545	0.01%	6,100	Sh.	89.34	Defined	–	6,000	–	100
DISCOVER FINL SVCS	COM	–	254709·10·8	9,019	0.11%	76,239	Sh.	118.30	Defined	–	Sole	–	–
DISNEY WALT CO	COM	–	254687·10·6	8,160	0.10%	46,421	Sh.	175.78	Defined	–	26,440	–	19,981
DOCUSIGN INC	COM	–	256163·10·6	258	0.00%	922	Sh.	279.83	Defined	–	–	–	None
DOLLAR GEN CORP NEW	COM	–	256677·10·5	5,428	0.06%	25,081	Sh.	216.42	Defined	–	24,845	–	236
DOLLAR TREE INC	COM	–	256746·10·8	353	0.00%	3,542	Sh.	99.66	Defined	–	Sole	–	–
DOMINION ENERGY INC	COM	–	25746U·10·9	2,709	0.03%	36,815	Sh.	73.58	Defined	–	18,729	–	18,086
DOMO INC	COM CL B	–	257554·10·5	494	0.01%	6,100	Sh.	80.98	Defined	–	6,000	–	100
DOMTAR CORP	COM NEW	–	257559·20·3	1,347	0.02%	24,519	Sh.	54.94	Defined	–	Sole	–	–
DORMAN PRODS INC	COM	–	258278·10·0	422	0.00%	4,065	Sh.	103.81	Defined	–	4,000	–	65
DOVER CORP	COM	–	260003·10·8	243	0.00%	1,611	Sh.	150.84	Defined	–	Sole	–	–
DOW INC	COM	–	260557·10·3	1,207	0.01%	19,061	Sh.	63.32	Defined	–	Sole	–	–
DROPBOX INC	CL A	–	26210C·10·4	7,952	0.09%	262,343	Sh.	30.31	Defined	–	Sole	–	–
DTE ENERGY CO	COM	–	233331·10·7	8,989	0.11%	69,352	Sh.	129.61	Defined	–	65,178	–	4,174
DUKE ENERGY CORP NEW	COM NEW	–	26441C·20·4	3,891	0.05%	39,412	Sh.	98.73	Defined	–	23,583	–	15,829
DUKE REALTY CORP	COM NEW	–	264411·50·5	1,058	0.01%	22,328	Sh.	47.38	Defined	–	10,396	–	11,932
DUPONT DE NEMOURS INC	COM	–	26614N·10·2	1,040	0.01%	13,431	Sh.	77.43	Defined	–	Sole	–	–
DYCOM INDS INC	COM	–	267475·10·1	1,178	0.01%	15,800	Sh.	74.56	Defined	–	15,500	–	300
EAGLE PHARMACEUTICALS INC	COM	–	269796·10·8	351	0.00%	8,195	Sh.	42.83	Defined	–	Sole	–	–
EASTERLY GOVT PPTYS INC	COM	–	27616P·10·3	1,097	0.01%	52,008	Sh.	21.09	Defined	–	Sole	–	–
EASTGROUP PPTYS INC	COM	–	277276·10·1	243	0.00%	1,477	Sh.	164.52	Defined	–	–	–	None
EASTMAN CHEM CO	COM	–	277432·10·0	4,723	0.06%	40,446	Sh.	116.77	Defined	–	Sole	–	–
EATON CORP PLC	SHS	–	G29183·10·3	20,684	0.24%	139,586	Sh.	148.18	Defined	–	Sole	–	–
EBAY INC.	COM	–	278642·10·3	4,061	0.05%	57,828	Sh.	70.23	Defined	–	Sole	–	–
ECHOSTAR CORP	CL A	–	278768·10·6	518	0.01%	21,300	Sh.	24.32	Defined	–	21,000	–	300
ECOLAB INC	COM	–	278865·10·0	1,515	0.02%	7,352	Sh.	206.07	Defined	–	Sole	–	–
EDISON INTL	COM	–	281020·10·7	936	0.01%	16,180	Sh.	57.85	Defined	–	8,578	–	7,602
EDWARDS LIFESCIENCES CORP	COM	–	28176E·10·8	2,311	0.03%	22,309	Sh.	103.59	Defined	–	11,848	–	10,461
EGAIN CORP	COM NEW	–	28225C·80·6	364	0.00%	31,700	Sh.	11.48	Defined	–	30,900	–	800
ELANCO ANIMAL HEALTH INC	COM	–	28414H·10·3	270	0.00%	7,758	Sh.	34.80	Defined	–	–	–	None
ELECTROMED INC	COM	–	285409·10·8	350	0.00%	31,000	Sh.	11.29	Defined	–	30,600	–	400
ELECTRONIC ARTS INC	COM	–	285512·10·9	13,435	0.16%	93,404	Sh.	143.84	Defined	–	89,936	–	3,468
EMCORE CORP	COM NEW	–	290846·20·3	635	0.01%	68,800	Sh.	9.23	Defined	–	67,700	–	1,100
EMERGENT BIOSOLUTIONS INC	COM	–	29089Q·10·5	511	0.01%	8,100	Sh.	63.09	Defined	–	6,759	–	1,341
EMERSON ELEC CO	COM	–	291011·10·4	24,027	0.28%	249,652	Sh.	96.24	Defined	–	Sole	–	–
ENANTA PHARMACEUTICALS INC	COM	–	29251M·10·6	463	0.01%	10,500	Sh.	44.10	Defined	–	8,400	–	2,100
ENBRIDGE INC	COM	–	29250N·10·5	823	0.01%	20,881	Sh.	39.41	Defined	–	Sole	–	–
ENCORE CAP GROUP INC	COM	–	292554·10·2	676	0.01%	14,250	Sh.	47.44	Defined	–	13,900	–	350
ENERGY FUELS INC	COM NEW	–	292671·70·8	72	0.00%	13,700	Sh.	5.26	Defined	–	–	–	None
ENERPLUS CORP	COM	–	292766·10·2	1,711	0.02%	274,600	Sh.	6.23	Defined	–	214,600	–	60,000
ENOVA INTL INC	COM	–	29357K·10·3	1,355	0.02%	39,600	Sh.	34.22	Defined	–	39,000	–	600
ENPHASE ENERGY INC	COM	–	29355A·10·7	254	0.00%	1,381	Sh.	183.92	Defined	–	Sole	–	–
ENSIGN GROUP INC	COM	–	29358P·10·1	1,919	0.02%	22,140	Sh.	86.68	Defined	–	21,100	–	1,040
ENSTAR GROUP LIMITED	SHS	–	G3075P·10·1	438	0.01%	1,830	Sh.	239.34	Defined	–	1,800	–	30
ENTERGY CORP NEW	COM	–	29364G·10·3	10,417	0.12%	104,478	Sh.	99.71	Defined	–	100,308	–	4,170
EOG RES INC	COM	–	26875P·10·1	6,026	0.07%	72,210	Sh.	83.45	Defined	–	14,150	–	58,060
EPR PPTYS	COM SH BEN INT	–	26884U·10·9	206	0.00%	3,900	Sh.	52.82	Defined	–	–	–	None
EQT CORP	COM	–	26884L·10·9	655	0.01%	29,393	Sh.	22.28	Defined	–	–	–	None
EQUIFAX INC	COM	–	294429·10·5	501	0.01%	2,089	Sh.	239.83	Defined	–	Sole	–	–
EQUITRANS MIDSTREAM CORP	COM	–	294600·10·1	340	0.00%	39,898	Sh.	8.52	Defined	–	–	–	None
EQUITY BANCSHARES INC	COM CL A	–	29460X·10·9	446	0.01%	14,600	Sh.	30.55	Defined	–	14,300	–	300
EQUITY LIFESTYLE PPTYS INC	COM	–	29472R·10·8	567	0.01%	7,618	Sh.	74.43	Defined	–	2,500	–	5,118
EQUITY RESIDENTIAL	SH BEN INT	–	29476L·10·7	1,683	0.02%	21,853	Sh.	77.01	Defined	–	9,524	–	12,329
ESSENT GROUP LTD	COM	–	G3198U·10·2	412	0.00%	9,150	Sh.	45.03	Defined	–	9,000	–	150
ESSEX PPTY TR INC	COM	–	297178·10·5	1,219	0.01%	4,063	Sh.	300.02	Defined	–	1,889	–	2,174
ETSY INC	COM	–	29786A·10·6	692	0.01%	3,358	Sh.	206.08	Defined	–	Sole	–	–
EVERCORE INC	CLASS A	–	29977A·10·5	282	0.00%	2,000	Sh.	141.00	Defined	–	Sole	–	–
EVEREST RE GROUP LTD	COM	–	G3223R·10·8	8,452	0.10%	33,537	Sh.	252.02	Defined	–	33,326	–	211
EVERGY INC	COM	–	30034W·10·6	7,473	0.09%	123,658	Sh.	60.43	Defined	–	119,121	–	4,537
EVERSOURCE ENERGY	COM	–	30040W·10·8	1,360	0.02%	16,946	Sh.	80.25	Defined	–	9,537	–	7,409
EVERSPIN TECHNOLOGIES INC	COM	–	30041T·10·4	229	0.00%	35,600	Sh.	6.43	Defined	–	35,000	–	600
EXACT SCIENCES CORP	COM	–	30063P·10·5	314	0.00%	2,518	Sh.	124.70	Defined	–	300	–	2,218
EXELON CORP	COM	–	30161N·10·1	18,033	0.21%	406,972	Sh.	44.31	Defined	–	385,950	–	21,022
EXLSERVICE HOLDINGS INC	COM	–	302081·10·4	819	0.01%	7,700	Sh.	106.36	Defined	–	7,500	–	200
EXPEDIA GROUP INC	COM NEW	–	30212P·30·3	235	0.00%	1,432	Sh.	164.11	Defined	–	Sole	–	–
EXPEDITORS INTL WASH INC	COM	–	302130·10·9	2,277	0.03%	17,985	Sh.	126.61	Defined	–	Sole	–	–
EXPONENT INC	COM	–	30214U·10·2	6,923	0.08%	77,600	Sh.	89.21	Defined	–	77,500	–	100
EXTRA SPACE STORAGE INC	COM	–	30225T·10·2	1,125	0.01%	6,864	Sh.	163.90	Defined	–	3,050	–	3,814
EXTRACTION OIL & GAS INC	COM	–	30227M·30·3	670	0.01%	12,200	Sh.	54.92	Defined	–	12,000	–	200
EXTREME NETWORKS INC	COM	–	30226D·10·6	512	0.01%	45,800	Sh.	11.18	Defined	–	45,000	–	800
EXXON MOBIL CORP	COM	–	30231G·10·2	40,495	0.48%	641,957	Sh.	63.08	Defined	–	211,739	–	430,218
EZCORP INC	CL A NON VTG	–	302301·10·6	358	0.00%	59,300	Sh.	6.04	Defined	–	58,000	–	1,300
F N B CORP	COM	–	302520·10·1	1,973	0.02%	160,008	Sh.	12.33	Defined	–	Sole	–	–
FACEBOOK INC	CL A	–	30303M·10·2	54,945	0.65%	158,018	Sh.	347.71	Defined	–	144,735	–	13,283
FASTENAL CO	COM	–	311900·10·4	12,799	0.15%	246,130	Sh.	52.00	Defined	–	Sole	–	–
FEDERAL RLTY INVT TR	SH BEN INT NEW	–	313747·20·6	397	0.00%	3,383	Sh.	117.35	Defined	–	765	–	2,618
FEDERATED HERMES INC	CL B	–	314211·10·3	726	0.01%	21,400	Sh.	33.93	Defined	–	21,000	–	400
FEDEX CORP	COM	–	31428X·10·6	8,888	0.10%	29,790	Sh.	298.36	Defined	–	Sole	–	–
FERRARI N V	COM	–	N3167Y·10·3	445	0.01%	2,155	Sh.	206.50	Defined	–	Sole	–	–
FIBROGEN INC	COM	–	31572Q·80·8	256	0.00%	9,600	Sh.	26.67	Defined	–	6,900	–	2,700
FIDELITY NATL INFORMATION SV	COM	–	31620M·10·6	1,401	0.02%	9,887	Sh.	141.70	Defined	–	6,913	–	2,974
FIESTA RESTAURANT GROUP INC	COM	–	31660B·10·1	218	0.00%	16,200	Sh.	13.46	Defined	–	15,900	–	300
FIFTH THIRD BANCORP	COM	–	316773·10·0	357	0.00%	9,331	Sh.	38.26	Defined	–	Sole	–	–
FINANCIAL INSTNS INC	COM	–	317585·40·4	465	0.01%	15,471	Sh.	30.06	Defined	–	15,000	–	471
FIRST AMERN FINL CORP	COM	–	31847R·10·2	236	0.00%	3,785	Sh.	62.35	Defined	–	3,500	–	285
FIRST BANCORP P R	COM NEW	–	318672·70·6	1,209	0.01%	101,420	Sh.	11.92	Defined	–	99,920	–	1,500
FIRST COMWLTH FINL CORP PA	COM	–	319829·10·7	460	0.01%	32,646	Sh.	14.09	Defined	–	Sole	–	–
FIRST FINL CORP IND	COM	–	320218·10·0	412	0.00%	10,076	Sh.	40.89	Defined	–	9,900	–	176
FIRST HAWAIIAN INC	COM	–	32051X·10·8	1,452	0.02%	51,234	Sh.	28.34	Defined	–	Sole	–	–
FIRST HORIZON CORPORATION	COM	–	320517·10·5	692	0.01%	40,000	Sh.	17.30	Defined	–	Sole	–	–
FIRST INDL RLTY TR INC	COM	–	32054K·10·3	266	0.00%	5,082	Sh.	52.34	Defined	–	–	–	None
FIRST INTERNET BANCORP	COM	–	320557·10·1	286	0.00%	9,200	Sh.	31.09	Defined	–	9,000	–	200
FIRST REP BK SAN FRANCISCO C	COM	–	33616C·10·0	374	0.00%	1,996	Sh.	187.37	Defined	–	Sole	–	–
FIRSTENERGY CORP	COM	–	337932·10·7	894	0.01%	24,009	Sh.	37.24	Defined	–	13,423	–	10,586
FISERV INC	COM	–	337738·10·8	1,030	0.01%	9,636	Sh.	106.89	Defined	–	6,738	–	2,898
FLAGSTAR BANCORP INC	COM PAR .001	–	337930·70·5	645	0.01%	15,250	Sh.	42.30	Defined	–	15,000	–	250
FLEETCOR TECHNOLOGIES INC	COM	–	339041·10·5	339	0.00%	1,321	Sh.	256.62	Defined	–	921	–	400
FLEXSHARES TR	QUALT DIVD IDX	–	33939L·86·0	775	0.01%	13,803	Sh.	56.15	Defined	–	–	–	None
FLOWERS FOODS INC	COM	–	343498·10·1	2,999	0.04%	123,906	Sh.	24.20	Defined	–	113,100	–	10,806
FLUSHING FINL CORP	COM	–	343873·10·5	654	0.01%	30,500	Sh.	21.44	Defined	–	30,000	–	500
FLY LEASING LTD	SPONSORED ADR	–	34407D·10·9	715	0.01%	42,200	Sh.	16.94	Defined	–	20,900	–	21,300
FMC CORP	COM NEW	–	302491·30·3	423	0.00%	3,908	Sh.	108.24	Defined	–	Sole	–	–
FOOT LOCKER INC	COM	–	344849·10·4	1,271	0.02%	20,616	Sh.	61.65	Defined	–	Sole	–	–
FORD MTR CO DEL	COM	–	345370·86·0	11,246	0.13%	756,738	Sh.	14.86	Defined	–	Sole	–	–
FORESTAR GROUP INC	COM	–	346232·10·1	784	0.01%	37,474	Sh.	20.92	Defined	–	33,000	–	4,474
FORTINET INC	COM	–	34959E·10·9	15,034	0.18%	63,116	Sh.	238.20	Defined	–	62,416	–	700
FORTIS INC	COM	–	349553·10·7	2,198	0.03%	48,446	Sh.	45.37	Defined	–	Sole	–	–
FORTIVE CORP	COM	–	34959J·10·8	391	0.00%	5,595	Sh.	69.88	Defined	–	Sole	–	–
FOSSIL GROUP INC	COM	–	34988V·10·6	580	0.01%	40,600	Sh.	14.29	Defined	–	40,000	–	600
FOUR CORNERS PPTY TR INC	COM	–	35086T·10·9	969	0.01%	35,076	Sh.	27.63	Defined	–	30,920	–	4,156
FOX CORP	CL A COM	–	35137L·10·5	471	0.01%	12,661	Sh.	37.20	Defined	–	Sole	–	–
FRANCO NEV CORP	COM	–	351858·10·5	282	0.00%	1,760	Sh.	160.23	Defined	–	Sole	–	–
FRANKLIN STR PPTYS CORP	COM	–	35471R·10·6	85	0.00%	16,000	Sh.	5.31	Defined	–	–	–	None
FRANKS INTL N V	COM	–	N33462·10·7	73	0.00%	23,800	Sh.	3.07	Defined	–	–	–	None
FREEPORT-MCMORAN INC	CL B	–	35671D·85·7	1,258	0.01%	33,883	Sh.	37.13	Defined	–	Sole	–	–
FREIGHTCAR AMER INC	COM	–	357023·10·0	356	0.00%	60,000	Sh.	5.93	Defined	–	Sole	–	–
FRESHPET INC	COM	–	358039·10·5	245	0.00%	1,500	Sh.	163.33	Defined	–	–	–	None
FRONTLINE LTD	SHS NEW	–	G3682E·19·2	125	0.00%	13,800	Sh.	9.06	Defined	–	–	–	None
FTI CONSULTING INC	COM	–	302941·10·9	7,117	0.08%	52,094	Sh.	136.62	Defined	–	52,034	–	60
FULGENT GENETICS INC	COM	–	359664·10·9	600	0.01%	6,500	Sh.	92.31	Defined	–	6,400	–	100
G1 THERAPEUTICS INC	COM	–	3621LQ·10·9	360	0.00%	16,400	Sh.	21.95	Defined	–	16,000	–	400
GALLAGHER ARTHUR J & CO	COM	–	363576·10·9	302	0.00%	2,151	Sh.	140.40	Defined	–	Sole	–	–
GAMING & LEISURE PPTYS INC	COM	–	36467J·10·8	6,673	0.08%	144,030	Sh.	46.33	Defined	–	136,904	–	7,126
GANNETT CO INC	COM	–	36472T·10·9	447	0.01%	81,300	Sh.	5.50	Defined	–	80,000	–	1,300
GARMIN LTD	SHS	–	H2906T·10·9	247	0.00%	1,702	Sh.	145.12	Defined	–	Sole	–	–
GARTNER INC	COM	–	366651·10·7	609	0.01%	2,512	Sh.	242.44	Defined	–	1,675	–	837
GDS HLDGS LTD	SPONSORED ADS	–	36165L·10·8	236	0.00%	3,000	Sh.	78.67	Defined	–	Sole	–	–
GENERAC HLDGS INC	COM	–	368736·10·4	472	0.01%	1,136	Sh.	415.49	Defined	–	Sole	–	–
GENERAL DYNAMICS CORP	COM	–	369550·10·8	17,072	0.20%	90,680	Sh.	188.27	Defined	–	Sole	–	–
GENERAL ELECTRIC CO	COM	–	369604·10·3	1,773	0.02%	131,703	Sh.	13.46	Defined	–	Sole	–	–
GENERAL MLS INC	COM	–	370334·10·4	24,351	0.29%	399,650	Sh.	60.93	Defined	–	369,260	–	30,390
GENERAL MTRS CO	COM	–	37045V·10·0	1,129	0.01%	19,070	Sh.	59.20	Defined	–	Sole	–	–
GENESCO INC	COM	–	371532·10·2	402	0.00%	6,300	Sh.	63.81	Defined	–	6,200	–	100
GENTHERM INC	COM	–	37253A·10·3	427	0.01%	6,000	Sh.	71.17	Defined	–	5,900	–	100
GEO GROUP INC NEW	COM	–	36162J·10·6	3,848	0.05%	540,378	Sh.	7.12	Defined	–	540,078	–	300
GETTY RLTY CORP NEW	COM	–	374297·10·9	466	0.01%	14,949	Sh.	31.17	Defined	–	12,349	–	2,600
GILDAN ACTIVEWEAR INC	COM	–	375916·10·3	504	0.01%	13,644	Sh.	36.94	Defined	–	Sole	–	–
GILEAD SCIENCES INC	COM	–	375558·10·3	7,456	0.09%	108,269	Sh.	68.87	Defined	–	87,077	–	21,192
GLOBAL PMTS INC	COM	–	37940X·10·2	925	0.01%	4,927	Sh.	187.74	Defined	–	3,184	–	1,743
GLOBUS MED INC	CL A	–	379577·20·8	776	0.01%	10,000	Sh.	77.60	Defined	–	8,200	–	1,800
GLYCOMIMETICS INC	COM	–	38000Q·10·2	373	0.00%	160,700	Sh.	2.32	Defined	–	158,100	–	2,600
GOLAR LNG LTD	SHS	–	G9456A·10·0	110	0.00%	10,200	Sh.	10.78	Defined	–	–	–	None
GOLDMAN SACHS GROUP INC	COM	–	38141G·10·4	6,030	0.07%	15,888	Sh.	379.53	Defined	–	Sole	–	–
GOODYEAR TIRE & RUBR CO	COM	–	382550·10·1	198	0.00%	11,518	Sh.	17.19	Defined	–	11,337	–	181
GOPRO INC	CL A	–	38268T·10·3	497	0.01%	42,650	Sh.	11.65	Defined	–	42,000	–	650
GRAFTECH INTL LTD	COM	–	384313·50·8	4,008	0.05%	344,900	Sh.	11.62	Defined	–	Sole	–	–
GRAINGER W W INC	COM	–	384802·10·4	5,150	0.06%	11,756	Sh.	438.07	Defined	–	Sole	–	–
GREAT WESTERN BANCORP INC	COM	–	391416·10·4	630	0.01%	19,200	Sh.	32.81	Defined	–	19,000	–	200
GREENBRIER COS INC	COM	–	393657·10·1	733	0.01%	16,800	Sh.	43.63	Defined	–	16,700	–	100
GRID DYNAMICS HLDGS INC	CL A	–	39813G·10·9	451	0.01%	30,000	Sh.	15.03	Defined	–	29,500	–	500
GRITSTONE BIO INC	COM	–	39868T·10·5	372	0.00%	40,700	Sh.	9.14	Defined	–	40,000	–	700
HAEMONETICS CORP MASS	COM	–	405024·10·0	588	0.01%	8,815	Sh.	66.70	Defined	–	7,500	–	1,315
HAIN CELESTIAL GROUP INC	COM	–	405217·10·0	368	0.00%	9,161	Sh.	40.17	Defined	–	5,100	–	4,061
HALLIBURTON CO	COM	–	406216·10·1	2,610	0.03%	112,889	Sh.	23.12	Defined	–	23,645	–	89,244
HALOZYME THERAPEUTICS INC	COM	–	40637H·10·9	2,952	0.03%	65,000	Sh.	45.42	Defined	–	62,500	–	2,500
HANCOCK WHITNEY CORPORATION	COM	–	410120·10·9	507	0.01%	11,403	Sh.	44.46	Defined	–	11,253	–	150
HANGER INC	COM NEW	–	41043F·20·8	617	0.01%	24,400	Sh.	25.29	Defined	–	24,000	–	400
HANMI FINL CORP	COM NEW	–	410495·20·4	1,356	0.02%	71,100	Sh.	19.07	Defined	–	70,000	–	1,100
HARLEY DAVIDSON INC	COM	–	412822·10·8	2,827	0.03%	61,690	Sh.	45.83	Defined	–	Sole	–	–
HARROW HEALTH INC	COM	–	415858·10·9	147	0.00%	15,800	Sh.	9.30	Defined	–	15,000	–	800
HARTFORD FINL SVCS GROUP INC	COM	–	416515·10·4	3,382	0.04%	54,562	Sh.	61.98	Defined	–	54,273	–	289
HAWAIIAN ELEC INDUSTRIES	COM	–	419870·10·0	1,945	0.02%	45,993	Sh.	42.29	Defined	–	43,515	–	2,478
HAYNES INTERNATIONAL INC	COM NEW	–	420877·20·1	508	0.01%	14,350	Sh.	35.40	Defined	–	14,200	–	150
HCA HEALTHCARE INC	COM	–	40412C·10·1	6,562	0.08%	31,737	Sh.	206.76	Defined	–	27,697	–	4,040
HEALTHCARE SVCS GROUP INC	COM	–	421906·10·8	707	0.01%	22,365	Sh.	31.61	Defined	–	22,000	–	365
HEALTHCARE TR AMER INC	CL A NEW	–	42225P·50·1	223	0.00%	8,343	Sh.	26.73	Defined	–	–	–	None
HEALTHPEAK PROPERTIES INC	COM	–	42250P·10·3	1,172	0.01%	35,194	Sh.	33.30	Defined	–	17,098	–	18,096
HEARTLAND FINL USA INC	COM	–	42234Q·10·2	264	0.00%	5,600	Sh.	47.14	Defined	–	5,500	–	100
HEIDRICK & STRUGGLES INTL IN	COM	–	422819·10·2	500	0.01%	11,220	Sh.	44.56	Defined	–	11,000	–	220
HELIX ENERGY SOLUTIONS GRP I	COM	–	42330P·10·7	70	0.00%	12,100	Sh.	5.79	Defined	–	–	–	None
HELMERICH & PAYNE INC	COM	–	423452·10·1	384	0.00%	11,750	Sh.	32.68	Defined	–	–	–	None
HENRY JACK & ASSOC INC	COM	–	426281·10·1	257	0.00%	1,570	Sh.	163.69	Defined	–	870	–	700
HENRY SCHEIN INC	COM	–	806407·10·2	261	0.00%	3,505	Sh.	74.47	Defined	–	1,466	–	2,039
HERBALIFE NUTRITION LTD	COM SHS	–	G4412G·10·1	1,163	0.01%	22,042	Sh.	52.76	Defined	–	17,600	–	4,442
HERC HLDGS INC	COM	–	42704L·10·4	1,138	0.01%	10,150	Sh.	112.12	Defined	–	10,000	–	150
HERSHA HOSPITALITY TR	PR SHS BEN INT	–	427825·50·0	1,095	0.01%	101,700	Sh.	10.77	Defined	–	100,000	–	1,700
HERSHEY CO	COM	–	427866·10·8	11,288	0.13%	64,803	Sh.	174.19	Defined	–	57,338	–	7,465
HESS CORP	COM	–	42809H·10·7	3,041	0.04%	34,822	Sh.	87.33	Defined	–	7,101	–	27,721
HEWLETT PACKARD ENTERPRISE C	COM	–	42824C·10·9	314	0.00%	21,527	Sh.	14.59	Defined	–	Sole	–	–
HEXO CORP	COM NEW	–	428304·30·7	726	0.01%	183,000	Sh.	3.97	Defined	–	140,000	–	43,000
HIBBETT INC	COM	–	428567·10·1	1,686	0.02%	18,800	Sh.	89.68	Defined	–	18,500	–	300
HIGHWOODS PPTYS INC	COM	–	431284·10·8	3,045	0.04%	67,400	Sh.	45.18	Defined	–	63,521	–	3,879
HILTON WORLDWIDE HLDGS INC	COM	–	43300A·20·3	395	0.00%	3,267	Sh.	120.91	Defined	–	Sole	–	–
HOLLYFRONTIER CORP	COM	–	436106·10·8	517	0.01%	15,684	Sh.	32.96	Defined	–	–	–	None
HOLOGIC INC	COM	–	436440·10·1	500	0.01%	7,487	Sh.	66.78	Defined	–	2,930	–	4,557
HOME DEPOT INC	COM	–	437076·10·2	14,659	0.17%	45,966	Sh.	318.91	Defined	–	Sole	–	–
HOMESTREET INC	COM	–	43785V·10·2	465	0.01%	11,400	Sh.	40.79	Defined	–	11,000	–	400
HOMETRUST BANCSHARES INC	COM	–	437872·10·4	341	0.00%	12,200	Sh.	27.95	Defined	–	12,000	–	200
HOMOLOGY MEDICINES INC	COM	–	438083·10·7	185	0.00%	25,400	Sh.	7.28	Defined	–	25,000	–	400
HONEYWELL INTL INC	COM	–	438516·10·6	2,375	0.03%	10,823	Sh.	219.44	Defined	–	Sole	–	–
HOPE BANCORP INC	COM	–	43940T·10·9	697	0.01%	49,100	Sh.	14.20	Defined	–	48,300	–	800
HORMEL FOODS CORP	COM	–	440452·10·0	8,248	0.10%	172,721	Sh.	47.75	Defined	–	157,858	–	14,863
HOST HOTELS & RESORTS INC	COM	–	44107P·10·4	704	0.01%	41,189	Sh.	17.09	Defined	–	20,425	–	20,764
HP INC	COM	–	40434L·10·5	5,970	0.07%	197,729	Sh.	30.19	Defined	–	195,510	–	2,219
HUBSPOT INC	COM	–	443573·10·0	1,597	0.02%	2,740	Sh.	582.85	Defined	–	2,500	–	240
HUMANA INC	COM	–	444859·10·2	18,329	0.22%	41,399	Sh.	442.74	Defined	–	39,310	–	2,089
HUNTINGTON BANCSHARES INC	COM	–	446150·10·4	402	0.00%	28,137	Sh.	14.29	Defined	–	Sole	–	–
HUNTINGTON INGALLS INDS INC	COM	–	446413·10·6	2,157	0.03%	10,233	Sh.	210.79	Defined	–	Sole	–	–
HUNTSMAN CORP	COM	–	447011·10·7	7,694	0.09%	290,088	Sh.	26.52	Defined	–	Sole	–	–
IBIO INC	COM NEW	–	451033·20·3	107	0.00%	70,300	Sh.	1.52	Defined	–	–	–	None
ICHOR HOLDINGS	SHS	–	G4740B·10·5	274	0.00%	5,075	Sh.	53.99	Defined	–	5,000	–	75
ICON PLC	SHS	–	G4705A·10·0	6,007	0.07%	29,062	Sh.	206.70	Defined	–	25,519	–	3,543
ICU MED INC	COM	–	44930G·10·7	779	0.01%	3,785	Sh.	205.81	Defined	–	3,435	–	350
IDACORP INC	COM	–	451107·10·6	4,007	0.05%	41,090	Sh.	97.52	Defined	–	39,625	–	1,465
IDEXX LABS INC	COM	–	45168D·10·4	8,640	0.10%	13,680	Sh.	631.58	Defined	–	12,389	–	1,291
IHS MARKIT LTD	SHS	–	G47567·10·5	633	0.01%	5,615	Sh.	112.73	Defined	–	Sole	–	–
ILLINOIS TOOL WKS INC	COM	–	452308·10·9	1,037	0.01%	4,637	Sh.	223.64	Defined	–	Sole	–	–
ILLUMINA INC	COM	–	452327·10·9	2,334	0.03%	4,931	Sh.	473.33	Defined	–	2,390	–	2,541
IMMUNITYBIO INC	COM	–	45256X·10·3	279	0.00%	19,500	Sh.	14.31	Defined	–	Sole	–	–
INCYTE CORP	COM	–	45337C·10·2	445	0.01%	5,288	Sh.	84.15	Defined	–	1,889	–	3,399
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	–	456237·10·6	614	0.01%	23,475	Sh.	26.16	Defined	–	20,675	–	2,800
INFINITY PHARMACEUTICALS INC	COM	–	45665G·30·3	336	0.00%	112,100	Sh.	3.00	Defined	–	110,000	–	2,100
INFLARX NV	COM	–	N44821·10·1	517	0.01%	174,200	Sh.	2.97	Defined	–	124,400	–	49,800
INFUSYSTEM HLDGS INC	COM	–	45685K·10·2	381	0.00%	18,300	Sh.	20.82	Defined	–	18,000	–	300
INGREDION INC	COM	–	457187·10·2	414	0.00%	4,567	Sh.	90.65	Defined	–	1,017	–	3,550
INMODE LTD	SHS	–	M5425M·10·3	3,371	0.04%	35,600	Sh.	94.69	Defined	–	27,600	–	8,000
INNOVIVA INC	COM	–	45781M·10·1	329	0.00%	24,500	Sh.	13.43	Defined	–	Sole	–	–
INSPERITY INC	COM	–	45778Q·10·7	993	0.01%	10,980	Sh.	90.44	Defined	–	10,800	–	180
INSULET CORP	COM	–	45784P·10·1	254	0.00%	923	Sh.	275.19	Defined	–	–	–	None
INTEL CORP	COM	–	458140·10·0	20,816	0.25%	370,775	Sh.	56.14	Defined	–	369,419	–	1,356
INTERCONTINENTAL EXCHANGE IN	COM	–	45866F·10·4	1,011	0.01%	8,511	Sh.	118.79	Defined	–	Sole	–	–
INTERNATIONAL BUSINESS MACHS	COM	–	459200·10·1	6,668	0.08%	45,487	Sh.	146.59	Defined	–	39,951	–	5,536
INTERNATIONAL FLAVORS&FRAGRA	COM	–	459506·10·1	882	0.01%	5,897	Sh.	149.57	Defined	–	Sole	–	–
INTERNATIONAL GAME TECHNOLOG	SHS USD	–	G4863A·10·8	853	0.01%	35,600	Sh.	23.96	Defined	–	35,000	–	600
INTERNATIONAL PAPER CO	COM	–	460146·10·3	15,951	0.19%	260,158	Sh.	61.31	Defined	–	259,172	–	986
INTERNATIONAL SEAWAYS INC	COM	–	Y41053·10·2	195	0.00%	10,150	Sh.	19.21	Defined	–	10,000	–	150
INTERPUBLIC GROUP COS INC	COM	–	460690·10·0	10,818	0.13%	332,950	Sh.	32.49	Defined	–	Sole	–	–
INTERSECT ENT INC	COM	–	46071F·10·3	188	0.00%	11,000	Sh.	17.09	Defined	–	Sole	–	–
INTUIT	COM	–	461202·10·3	2,710	0.03%	5,528	Sh.	490.23	Defined	–	3,966	–	1,562
INTUITIVE SURGICAL INC	COM NEW	–	46120E·60·2	3,515	0.04%	3,822	Sh.	919.68	Defined	–	1,905	–	1,917
INVESCO EXCH TRADED FD TR II	S&P500 HDL VOL	–	46138E·36·2	12,951	0.15%	293,798	Sh.	44.08	Defined	–	Sole	–	–
INVESCO EXCHANGE TRADED FD T	S&P 500 TOP 50	–	46137V·23·3	9,784	0.12%	30,069	Sh.	325.38	Defined	–	26,414	–	3,655
INVESCO EXCHANGE TRADED FD T	S&P500 QUALITY	–	46137V·24·1	5,706	0.07%	117,403	Sh.	48.60	Defined	–	85,206	–	32,197
INVESTORS BANCORP INC NEW	COM	–	46146L·10·1	398	0.00%	27,900	Sh.	14.27	Defined	–	27,500	–	400
INVITATION HOMES INC	COM	–	46187W·10·7	971	0.01%	26,026	Sh.	37.31	Defined	–	7,800	–	18,226
IQVIA HLDGS INC	COM	–	46266C·10·5	1,644	0.02%	6,781	Sh.	242.44	Defined	–	3,443	–	3,338
IRON MTN INC NEW	COM	–	46284V·10·1	9,058	0.11%	214,023	Sh.	42.32	Defined	–	205,210	–	8,813
ISHARES INC	MSCI GBL MIN VOL	–	464286·52·5	3,335	0.04%	32,415	Sh.	102.88	Defined	–	32,361	–	54
ISHARES TR	20 YR TR BD ETF	–	464287·43·2	117,066	1.38%	810,984	Sh.	144.35	Defined	–	Sole	–	–
ISHARES TR	CORE HIGH DV ETF	–	46429B·66·3	15,609	0.18%	161,694	Sh.	96.53	Defined	–	Sole	–	–
ISHARES TR	CORE MSCI EAFE	–	46432F·84·2	66,777	0.79%	892,022	Sh.	74.86	Defined	–	Sole	–	–
ISHARES TR	CORE S&P MCP ETF	–	464287·50·7	11,312	0.13%	42,093	Sh.	268.74	Defined	–	Sole	–	–
ISHARES TR	CORE S&P500 ETF	–	464287·20·0	766,727	9.05%	1,783,416	Sh.	429.92	Defined	–	Sole	–	–
ISHARES TR	CORE US AGGBD ET	–	464287·22·6	397,354	4.69%	3,445,364	Sh.	115.33	Defined	–	Sole	–	–
ISHARES TR	JPMORGAN USD EMG	–	464288·28·1	472	0.01%	4,196	Sh.	112.49	Defined	–	Sole	–	–
ISHARES TR	MSCI AC ASIA ETF	–	464288·18·2	435	0.01%	4,600	Sh.	94.57	Defined	–	Sole	–	–
ISHARES TR	MSCI EAFE ETF	–	464287·46·5	78,490	0.93%	995,056	Sh.	78.88	Defined	–	994,056	–	1,000
ISHARES TR	MSCI EAFE MIN VL	–	46429B·68·9	28,476	0.34%	376,959	Sh.	75.54	Defined	–	Sole	–	–
ISHARES TR	MSCI USA MIN VOL	–	46429B·69·7	28,961	0.34%	393,426	Sh.	73.61	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 ETF	–	464287·62·2	754,409	8.91%	3,116,360	Sh.	242.08	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 GRW ETF	–	464287·61·4	15,349	0.18%	56,538	Sh.	271.48	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 VAL ETF	–	464287·59·8	14,693	0.17%	92,629	Sh.	158.62	Defined	–	Sole	–	–
ISHARES TR	RUSSELL 2000 ETF	–	464287·65·5	16,584	0.20%	72,302	Sh.	229.37	Defined	–	Sole	–	–
ISHARES TR	TIPS BD ETF	–	464287·17·6	35,111	0.41%	274,282	Sh.	128.01	Defined	–	274,188	–	94
ITERUM THERAPEUTICS PLC	SHS	–	G6333L·10·1	888	0.01%	384,200	Sh.	2.31	Defined	–	377,900	–	6,300
JABIL INC	COM	–	466313·10·3	1,834	0.02%	31,552	Sh.	58.13	Defined	–	Sole	–	–
JACK IN THE BOX INC	COM	–	466367·10·9	790	0.01%	7,085	Sh.	111.50	Defined	–	6,995	–	90
JACOBS ENGR GROUP INC	COM	–	469814·10·7	203	0.00%	1,517	Sh.	133.82	Defined	–	Sole	–	–
JAZZ PHARMACEUTICALS PLC	SHS USD	–	G50871·10·5	2,006	0.02%	11,287	Sh.	177.73	Defined	–	10,210	–	1,077
JD.COM INC	SPON ADR CL A	–	47215P·10·6	1,497	0.02%	18,750	Sh.	79.84	Defined	–	Sole	–	–
JOHNSON & JOHNSON	COM	–	478160·10·4	47,299	0.56%	287,113	Sh.	164.74	Defined	–	245,269	–	41,844
JOHNSON CTLS INTL PLC	SHS	–	G51502·10·5	926	0.01%	13,489	Sh.	68.65	Defined	–	Sole	–	–
JOINT CORP	COM	–	47973J·10·2	2,031	0.02%	24,200	Sh.	83.93	Defined	–	23,800	–	400
JONES LANG LASALLE INC	COM	–	48020Q·10·7	6,612	0.08%	33,823	Sh.	195.49	Defined	–	31,907	–	1,916
JOUNCE THERAPEUTICS INC	COM	–	481116·10·1	243	0.00%	35,700	Sh.	6.81	Defined	–	35,000	–	700
JPMORGAN CHASE & CO	COM	–	46625H·10·0	22,833	0.27%	146,796	Sh.	155.54	Defined	–	146,531	–	265
JUNIPER NETWORKS INC	COM	–	48203R·10·4	4,930	0.06%	180,242	Sh.	27.35	Defined	–	178,042	–	2,200
KANSAS CITY SOUTHERN	COM NEW	–	485170·30·2	7,211	0.09%	25,445	Sh.	283.40	Defined	–	Sole	–	–
KB HOME	COM	–	48666K·10·9	733	0.01%	18,000	Sh.	40.72	Defined	–	Sole	–	–
KE HLDGS INC	SPONSORED ADS	–	482497·10·4	787	0.01%	16,505	Sh.	47.68	Defined	–	Sole	–	–
KELLOGG CO	COM	–	487836·10·8	18,835	0.22%	292,784	Sh.	64.33	Defined	–	279,340	–	13,444
KEURIG DR PEPPER INC	COM	–	49271V·10·0	1,316	0.02%	37,319	Sh.	35.26	Defined	–	7,000	–	30,319
KEYCORP	COM	–	493267·10·8	8,088	0.10%	391,645	Sh.	20.65	Defined	–	Sole	–	–
KEYSIGHT TECHNOLOGIES INC	COM	–	49338L·10·3	319	0.00%	2,060	Sh.	154.85	Defined	–	Sole	–	–
KFORCE INC	COM	–	493732·10·1	1,153	0.01%	18,310	Sh.	62.97	Defined	–	18,000	–	310
KILROY RLTY CORP	COM	–	49427F·10·8	241	0.00%	3,448	Sh.	69.90	Defined	–	–	–	None
KIMBERLY-CLARK CORP	COM	–	494368·10·3	7,501	0.09%	56,065	Sh.	133.79	Defined	–	39,735	–	16,330
KIMCO RLTY CORP	COM	–	49446R·10·9	6,988	0.08%	335,155	Sh.	20.85	Defined	–	322,540	–	12,615
KINDER MORGAN INC DEL	COM	–	49456B·10·1	4,512	0.05%	247,483	Sh.	18.23	Defined	–	49,959	–	197,524
KINDRED BIOSCIENCES INC	COM	–	494577·10·9	699	0.01%	76,200	Sh.	9.17	Defined	–	75,000	–	1,200
KINROSS GOLD CORP	COM	–	496902·40·4	3,060	0.04%	467,100	Sh.	6.55	Defined	–	464,100	–	3,000
KIRKLANDS INC	COM	–	497498·10·5	291	0.00%	12,700	Sh.	22.91	Defined	–	12,500	–	200
KLA CORP	COM NEW	–	482480·10·0	757	0.01%	2,333	Sh.	324.47	Defined	–	Sole	–	–
KOSMOS ENERGY LTD	COM	–	500688·10·6	88	0.00%	25,216	Sh.	3.49	Defined	–	–	–	None
KRAFT HEINZ CO	COM	–	500754·10·6	1,689	0.02%	41,396	Sh.	40.80	Defined	–	11,339	–	30,057
KROGER CO	COM	–	501044·10·1	37,713	0.45%	984,393	Sh.	38.31	Defined	–	946,762	–	37,631
KT CORP	SPONSORED ADR	–	48268K·10·1	5,308	0.06%	380,477	Sh.	13.95	Defined	–	Sole	–	–
L3HARRIS TECHNOLOGIES INC	COM	–	502431·10·9	795	0.01%	3,678	Sh.	216.15	Defined	–	Sole	–	–
LABORATORY CORP AMER HLDGS	COM NEW	–	50540R·40·9	728	0.01%	2,636	Sh.	276.18	Defined	–	1,084	–	1,552
LAKELAND INDS INC	COM	–	511795·10·6	389	0.00%	17,400	Sh.	22.36	Defined	–	17,000	–	400
LAM RESEARCH CORP	COM	–	512807·10·8	17,454	0.21%	26,823	Sh.	650.71	Defined	–	Sole	–	–
LAMAR ADVERTISING CO NEW	CL A	–	512816·10·9	10,943	0.13%	104,793	Sh.	104.42	Defined	–	101,640	–	3,153
LAMB WESTON HLDGS INC	COM	–	513272·10·4	912	0.01%	11,302	Sh.	80.69	Defined	–	3,616	–	7,686
LAREDO PETROLEUM INC	COM	–	516806·20·5	1,179	0.01%	12,700	Sh.	92.83	Defined	–	12,500	–	200
LATTICE SEMICONDUCTOR CORP	COM	–	518415·10·4	236	0.00%	4,200	Sh.	56.19	Defined	–	Sole	–	–
LAUDER ESTEE COS INC	CL A	–	518439·10·4	9,155	0.11%	28,782	Sh.	318.08	Defined	–	17,505	–	11,277
LAZARD LTD	SHS A	–	G54050·10·2	290	0.00%	6,400	Sh.	45.31	Defined	–	Sole	–	–
LCI INDS	COM	–	50189K·10·3	334	0.00%	2,540	Sh.	131.50	Defined	–	2,500	–	40
LEGG MASON ETF INVT TR	CLRBRG GWT ETF	–	524682·10·1	44,124	0.52%	889,118	Sh.	49.63	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	INT LW VTY HGH	–	52468L·50·5	29,296	0.35%	1,137,038	Sh.	25.77	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	L VOL H DIV ETF	–	52468L·40·6	194,809	2.30%	5,340,135	Sh.	36.48	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	SML CAP QULITY	–	52468L·87·7	3,343	0.04%	88,266	Sh.	37.87	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	WESTN ASET TTL	–	52468L·81·0	12,044	0.14%	441,476	Sh.	27.28	Defined	–	Sole	–	–
LENNAR CORP	CL A	–	526057·10·4	745	0.01%	7,495	Sh.	99.40	Defined	–	Sole	–	–
LEXINGTON REALTY TRUST	COM	–	529043·10·1	1,434	0.02%	119,931	Sh.	11.96	Defined	–	109,212	–	10,719
LIBERTY GLOBAL PLC	SHS CL C	–	G5480U·12·0	5,533	0.07%	204,600	Sh.	27.04	Defined	–	Sole	–	–
LIFE STORAGE INC	COM	–	53223X·10·7	7,758	0.09%	72,262	Sh.	107.36	Defined	–	70,369	–	1,893
LILLY ELI & CO	COM	–	532457·10·8	16,418	0.19%	71,528	Sh.	229.53	Defined	–	57,981	–	13,547
LINCOLN EDL SVCS CORP	COM	–	533535·10·0	290	0.00%	37,200	Sh.	7.80	Defined	–	36,600	–	600
LINCOLN NATL CORP IND	COM	–	534187·10·9	2,458	0.03%	39,115	Sh.	62.84	Defined	–	Sole	–	–
LINDE PLC	SHS	–	G5494J·10·3	3,627	0.04%	12,543	Sh.	289.17	Defined	–	Sole	–	–
LIVE NATION ENTERTAINMENT IN	COM	–	538034·10·9	259	0.00%	2,953	Sh.	87.71	Defined	–	1,553	–	1,400
LIVERAMP HLDGS INC	COM	–	53815P·10·8	572	0.01%	12,200	Sh.	46.89	Defined	–	12,000	–	200
LOCKHEED MARTIN CORP	COM	–	539830·10·9	29,809	0.35%	78,786	Sh.	378.35	Defined	–	78,616	–	170
LOGITECH INTL S A	SHS	–	H50430·23·2	17,034	0.20%	154,983	Sh.	109.91	Defined	–	148,225	–	6,758
LOUISIANA PAC CORP	COM	–	546347·10·5	3,186	0.04%	52,841	Sh.	60.29	Defined	–	Sole	–	–
LOWES COS INC	COM	–	548661·10·7	8,222	0.10%	42,383	Sh.	193.99	Defined	–	Sole	–	–
LTC PPTYS INC	COM	–	502175·10·2	624	0.01%	16,249	Sh.	38.40	Defined	–	15,749	–	500
LYONDELLBASELL INDUSTRIES N	SHS – A –	–	N53745·10·0	2,541	0.03%	24,694	Sh.	102.90	Defined	–	Sole	–	–
M & T BK CORP	COM	–	55261F·10·4	209	0.00%	1,438	Sh.	145.34	Defined	–	Sole	–	–
M D C HLDGS INC	COM	–	552676·10·8	512	0.01%	10,108	Sh.	50.65	Defined	–	10,000	–	108
M/I HOMES INC	COM	–	55305B·10·1	617	0.01%	10,500	Sh.	58.76	Defined	–	10,400	–	100
MAGNA INTL INC	COM	–	559222·40·1	6,630	0.08%	79,044	Sh.	83.88	Defined	–	78,644	–	400
MAGNACHIP SEMICONDUCTOR CORP	COM	–	55933J·20·3	778	0.01%	32,600	Sh.	23.87	Defined	–	Sole	–	–
MAGNOLIA OIL & GAS CORP	CL A	–	559663·10·9	208	0.00%	13,300	Sh.	15.64	Defined	–	–	–	None
MANHATTAN ASSOCIATES INC	COM	–	562750·10·9	4,816	0.06%	33,250	Sh.	144.84	Defined	–	32,600	–	650
MANITOWOC CO INC	COM NEW	–	563571·40·5	878	0.01%	35,800	Sh.	24.53	Defined	–	35,000	–	800
MANPOWERGROUP INC WIS	COM	–	56418H·10·0	6,101	0.07%	51,304	Sh.	118.92	Defined	–	Sole	–	–
MANULIFE FINL CORP	COM	–	56501R·10·6	2,798	0.03%	144,661	Sh.	19.34	Defined	–	143,561	–	1,100
MARATHON OIL CORP	COM	–	565849·10·6	1,188	0.01%	87,200	Sh.	13.62	Defined	–	12,816	–	74,384
MARATHON PETE CORP	COM	–	56585A·10·2	4,904	0.06%	81,153	Sh.	60.43	Defined	–	17,538	–	63,615
MARCUS & MILLICHAP INC	COM	–	566324·10·9	832	0.01%	21,389	Sh.	38.90	Defined	–	19,939	–	1,450
MARCUS CORP DEL	COM	–	566330·10·6	270	0.00%	12,700	Sh.	21.26	Defined	–	12,600	–	100
MARINEMAX INC	COM	–	567908·10·8	725	0.01%	14,860	Sh.	48.79	Defined	–	14,500	–	360
MARRIOTT INTL INC NEW	CL A	–	571903·20·2	690	0.01%	5,053	Sh.	136.55	Defined	–	Sole	–	–
MARSH & MCLENNAN COS INC	COM	–	571748·10·2	1,118	0.01%	7,942	Sh.	140.77	Defined	–	Sole	–	–
MARTIN MARIETTA MATLS INC	COM	–	573284·10·6	716	0.01%	2,034	Sh.	352.02	Defined	–	Sole	–	–
MASCO CORP	COM	–	574599·10·6	4,103	0.05%	69,639	Sh.	58.92	Defined	–	Sole	–	–
MASIMO CORP	COM	–	574795·10·0	1,092	0.01%	4,501	Sh.	242.61	Defined	–	3,561	–	940
MASONITE INTL CORP	COM	–	575385·10·9	1,498	0.02%	13,400	Sh.	111.79	Defined	–	13,200	–	200
MASTERCARD INCORPORATED	CL A	–	57636Q·10·4	11,131	0.13%	30,487	Sh.	365.11	Defined	–	25,634	–	4,853
MATADOR RES CO	COM	–	576485·20·5	348	0.00%	9,657	Sh.	36.04	Defined	–	–	–	None
MATCH GROUP INC NEW	COM	–	57667L·10·7	384	0.00%	2,379	Sh.	161.41	Defined	–	1,200	–	1,179
MAXIM INTEGRATED PRODS INC	COM	–	57772K·10·1	303	0.00%	2,873	Sh.	105.46	Defined	–	Sole	–	–
MAXIMUS INC	COM	–	577933·10·4	599	0.01%	6,803	Sh.	88.05	Defined	–	Sole	–	–
MCCORMICK & CO INC	COM NON VTG	–	579780·20·6	1,567	0.02%	17,739	Sh.	88.34	Defined	–	5,259	–	12,480
MCDONALDS CORP	COM	–	580135·10·1	23,273	0.27%	100,752	Sh.	230.99	Defined	–	100,665	–	87
MCEWEN MNG INC	COM	–	58039P·10·7	486	0.01%	351,600	Sh.	1.38	Defined	–	343,000	–	8,600
MCGRATH RENTCORP	COM	–	580589·10·9	555	0.01%	6,800	Sh.	81.62	Defined	–	6,700	–	100
MCKESSON CORP	COM	–	58155Q·10·3	7,048	0.08%	36,850	Sh.	191.26	Defined	–	34,618	–	2,232
MEDICAL PPTYS TRUST INC	COM	–	58463J·30·4	5,352	0.06%	266,257	Sh.	20.10	Defined	–	251,100	–	15,157
MEDIFAST INC	COM	–	58470H·10·1	1,605	0.02%	5,670	Sh.	283.07	Defined	–	5,000	–	670
MEDPACE HLDGS INC	COM	–	58506Q·10·9	820	0.01%	4,640	Sh.	176.72	Defined	–	4,000	–	640
MEDTRONIC PLC	SHS	–	G5960L·10·3	5,144	0.06%	41,433	Sh.	124.15	Defined	–	20,405	–	21,028
MERCK & CO INC	COM	–	58933Y·10·5	30,097	0.36%	386,999	Sh.	77.77	Defined	–	345,287	–	41,712
MERCURY GENL CORP NEW	COM	–	589400·10·0	1,062	0.01%	16,338	Sh.	65.00	Defined	–	Sole	–	–
MERIDIAN BIOSCIENCE INC	COM	–	589584·10·1	372	0.00%	16,749	Sh.	22.21	Defined	–	16,374	–	375
MERITAGE HOMES CORP	COM	–	59001A·10·2	1,247	0.01%	13,250	Sh.	94.11	Defined	–	13,100	–	150
MERITOR INC	COM	–	59001K·10·0	591	0.01%	25,200	Sh.	23.45	Defined	–	25,000	–	200
META FINL GROUP INC	COM	–	59100U·10·8	978	0.01%	19,300	Sh.	50.67	Defined	–	18,900	–	400
METLIFE INC	COM	–	59156R·10·8	4,849	0.06%	81,009	Sh.	59.86	Defined	–	Sole	–	–
METTLER TOLEDO INTERNATIONAL	COM	–	592688·10·5	5,360	0.06%	3,869	Sh.	1,385.37	Defined	–	3,489	–	380
MGIC INVT CORP WIS	COM	–	552848·10·3	7,976	0.09%	586,400	Sh.	13.60	Defined	–	586,000	–	400
MGM GROWTH PPTYS LLC	CL A COM	–	55303A·10·5	3,135	0.04%	85,603	Sh.	36.62	Defined	–	Sole	–	–
MGM RESORTS INTERNATIONAL	COM	–	552953·10·1	3,266	0.04%	76,563	Sh.	42.66	Defined	–	Sole	–	–
MICROCHIP TECHNOLOGY INC.	COM	–	595017·10·4	500	0.01%	3,336	Sh.	149.88	Defined	–	Sole	–	–
MICRON TECHNOLOGY INC	COM	–	595112·10·3	1,351	0.02%	15,890	Sh.	85.02	Defined	–	Sole	–	–
MICROSOFT CORP	COM	–	594918·10·4	128,521	1.52%	474,420	Sh.	270.90	Defined	–	434,219	–	40,201
MID-AMER APT CMNTYS INC	COM	–	59522J·10·3	1,128	0.01%	6,696	Sh.	168.46	Defined	–	3,315	–	3,381
MIDLAND STS BANCORP INC ILL	COM	–	597742·10·5	569	0.01%	21,636	Sh.	26.30	Defined	–	21,286	–	350
MIRATI THERAPEUTICS INC	COM	–	60468T·10·5	331	0.00%	2,048	Sh.	161.62	Defined	–	1,400	–	648
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	–	607409·10·9	319	0.00%	34,400	Sh.	9.27	Defined	–	Sole	–	–
MODERNA INC	COM	–	60770K·10·7	1,272	0.02%	5,410	Sh.	235.12	Defined	–	1,300	–	4,110
MODIVCARE INC	COM	–	60783X·10·4	868	0.01%	5,100	Sh.	170.20	Defined	–	4,600	–	500
MOLINA HEALTHCARE INC	COM	–	60855R·10·0	12,569	0.15%	49,667	Sh.	253.07	Defined	–	48,555	–	1,112
MOLSON COORS BEVERAGE CO	CL B	–	60871R·20·9	697	0.01%	12,964	Sh.	53.76	Defined	–	4,833	–	8,131
MONDELEZ INTL INC	CL A	–	609207·10·5	5,677	0.07%	90,915	Sh.	62.44	Defined	–	25,566	–	65,349
MONSTER BEVERAGE CORP NEW	COM	–	61174X·10·9	10,804	0.13%	118,269	Sh.	91.35	Defined	–	100,598	–	17,671
MOODYS CORP	COM	–	615369·10·5	950	0.01%	2,621	Sh.	362.46	Defined	–	Sole	–	–
MORGAN STANLEY	COM NEW	–	617446·44·8	2,133	0.03%	23,259	Sh.	91.71	Defined	–	Sole	–	–
MOSAIC CO NEW	COM	–	61945C·10·3	272	0.00%	8,512	Sh.	31.95	Defined	–	Sole	–	–
MOTOROLA SOLUTIONS INC	COM NEW	–	620076·30·7	7,011	0.08%	32,331	Sh.	216.85	Defined	–	32,104	–	227
MRC GLOBAL INC	COM	–	55345K·10·3	339	0.00%	36,000	Sh.	9.42	Defined	–	34,600	–	1,400
MSCI INC	COM	–	55354G·10·0	859	0.01%	1,611	Sh.	533.21	Defined	–	Sole	–	–
MURPHY OIL CORP	COM	–	626717·10·2	335	0.00%	14,366	Sh.	23.32	Defined	–	–	–	None
MYR GROUP INC DEL	COM	–	55405W·10·4	410	0.00%	4,500	Sh.	91.11	Defined	–	Sole	–	–
NASDAQ INC	COM	–	631103·10·8	230	0.00%	1,304	Sh.	176.38	Defined	–	Sole	–	–
NATIONAL BEVERAGE CORP	COM	–	635017·10·6	241	0.00%	5,100	Sh.	47.25	Defined	–	4,100	–	1,000
NATIONAL FUEL GAS CO	COM	–	636180·10·1	5,318	0.06%	101,771	Sh.	52.25	Defined	–	101,100	–	671
NATIONAL HEALTH INVS INC	COM	–	63633D·10·4	1,460	0.02%	21,767	Sh.	67.07	Defined	–	20,067	–	1,700
NATIONAL RETAIL PROPERTIES I	COM	–	637417·10·6	3,667	0.04%	78,212	Sh.	46.89	Defined	–	72,217	–	5,995
NATUS MED INC DEL	COM	–	639050·10·3	444	0.01%	17,074	Sh.	26.00	Defined	–	16,774	–	300
NAUTILUS INC	COM	–	63910B·10·2	358	0.00%	21,200	Sh.	16.89	Defined	–	20,900	–	300
NAVIENT CORPORATION	COM	–	63938C·10·8	287	0.00%	14,800	Sh.	19.39	Defined	–	14,500	–	300
NEOGEN CORP	COM	–	640491·10·6	361	0.00%	7,820	Sh.	46.16	Defined	–	6,000	–	1,820
NEOPHOTONICS CORP	COM	–	64051T·10·0	523	0.01%	51,200	Sh.	10.21	Defined	–	50,000	–	1,200
NETAPP INC	COM	–	64110D·10·4	1,880	0.02%	22,973	Sh.	81.84	Defined	–	Sole	–	–
NETEASE INC	SPONSORED ADS	–	64110W·10·2	2,241	0.03%	19,437	Sh.	115.30	Defined	–	19,230	–	207
NETFLIX INC	COM	–	64110L·10·6	8,510	0.10%	16,110	Sh.	528.24	Defined	–	11,424	–	4,686
NETGEAR INC	COM	–	64111Q·10·4	508	0.01%	13,238	Sh.	38.37	Defined	–	13,038	–	200
NETSCOUT SYS INC	COM	–	64115T·10·4	421	0.00%	14,750	Sh.	28.54	Defined	–	14,500	–	250
NEUROCRINE BIOSCIENCES INC	COM	–	64125C·10·9	201	0.00%	2,058	Sh.	97.67	Defined	–	360	–	1,698
NEW GOLD INC CDA	COM	–	644535·10·6	1,777	0.02%	1,086,200	Sh.	1.64	Defined	–	865,500	–	220,700
NEW RESIDENTIAL INVT CORP	COM NEW	–	64828T·20·1	5,168	0.06%	488,000	Sh.	10.59	Defined	–	Sole	–	–
NEW YORK CMNTY BANCORP INC	COM	–	649445·10·3	3,786	0.04%	343,520	Sh.	11.02	Defined	–	Sole	–	–
NEW YORK TIMES CO	CL A	–	650111·10·7	205	0.00%	4,700	Sh.	43.62	Defined	–	Sole	–	–
NEWMARK GROUP INC	CL A	–	65158N·10·2	588	0.01%	48,900	Sh.	12.02	Defined	–	41,500	–	7,400
NEWMONT CORP	COM	–	651639·10·6	11,940	0.14%	188,381	Sh.	63.38	Defined	–	187,481	–	900
NEXTERA ENERGY INC	COM	–	65339F·10·1	6,778	0.08%	92,486	Sh.	73.29	Defined	–	50,729	–	41,757
NEXTIER OILFIELD SOLUTIONS	COM	–	65290C·10·5	87	0.00%	18,200	Sh.	4.78	Defined	–	–	–	None
NIKE INC	CL B	–	654106·10·3	12,411	0.15%	80,329	Sh.	154.50	Defined	–	Sole	–	–
NIO INC	SPON ADS	–	62914V·10·6	602	0.01%	11,300	Sh.	53.27	Defined	–	Sole	–	–
NISOURCE INC	COM	–	65473P·10·5	408	0.00%	16,614	Sh.	24.56	Defined	–	8,949	–	7,665
NMI HLDGS INC	CL A	–	629209·30·5	455	0.01%	20,200	Sh.	22.52	Defined	–	20,000	–	200
NOKIA CORP	SPONSORED ADR	–	654902·20·4	320	0.00%	60,000	Sh.	5.33	Defined	–	Sole	–	–
NOMAD FOODS LTD	USD ORD SHS	–	G6564A·10·5	622	0.01%	22,000	Sh.	28.27	Defined	–	21,300	–	700
NORDIC AMERICAN TANKERS LIMI	COM	–	G65773·10·6	266	0.00%	80,800	Sh.	3.29	Defined	–	70,000	–	10,800
NORFOLK SOUTHN CORP	COM	–	655844·10·8	1,239	0.01%	4,667	Sh.	265.48	Defined	–	Sole	–	–
NORTHERN TR CORP	COM	–	665859·10·4	340	0.00%	2,938	Sh.	115.72	Defined	–	Sole	–	–
NORTHROP GRUMMAN CORP	COM	–	666807·10·2	1,161	0.01%	3,192	Sh.	363.72	Defined	–	3,022	–	170
NORTHWEST NAT HLDG CO	COM	–	66765N·10·5	557	0.01%	10,600	Sh.	52.55	Defined	–	10,400	–	200
NORTHWESTERN CORP	COM NEW	–	668074·30·5	1,707	0.02%	28,337	Sh.	60.24	Defined	–	28,157	–	180
NORTONLIFELOCK INC	COM	–	668771·10·8	320	0.00%	11,726	Sh.	27.29	Defined	–	9,026	–	2,700
NOV INC	COM	–	62955J·10·3	738	0.01%	48,109	Sh.	15.34	Defined	–	5,390	–	42,719
NOVAVAX INC	COM NEW	–	670002·40·1	800	0.01%	3,767	Sh.	212.37	Defined	–	2,700	–	1,067
NOVOCURE LTD	ORD SHS	–	G6674U·10·8	358	0.00%	1,612	Sh.	222.08	Defined	–	–	–	None
NOW INC	COM	–	67011P·10·0	966	0.01%	101,700	Sh.	9.50	Defined	–	100,000	–	1,700
NRG ENERGY INC	COM NEW	–	629377·50·8	2,028	0.02%	50,317	Sh.	40.30	Defined	–	46,529	–	3,788
NU SKIN ENTERPRISES INC	CL A	–	67018T·10·5	3,071	0.04%	54,200	Sh.	56.66	Defined	–	52,200	–	2,000
NUCOR CORP	COM	–	670346·10·5	752	0.01%	7,837	Sh.	95.96	Defined	–	Sole	–	–
NUTRIEN LTD	COM	–	67077M·10·8	270	0.00%	4,460	Sh.	60.54	Defined	–	Sole	–	–
NVIDIA CORPORATION	COM	–	67066G·10·4	21,615	0.26%	27,015	Sh.	800.11	Defined	–	Sole	–	–
NXP SEMICONDUCTORS N V	COM	–	N6596X·10·9	532	0.01%	2,586	Sh.	205.72	Defined	–	Sole	–	–
OCCIDENTAL PETE CORP	COM	–	674599·10·5	3,249	0.04%	103,876	Sh.	31.28	Defined	–	21,792	–	82,084
OFG BANCORP	COM	–	67103X·10·2	612	0.01%	27,642	Sh.	22.14	Defined	–	Sole	–	–
OGE ENERGY CORP	COM	–	670837·10·3	3,008	0.04%	89,362	Sh.	33.66	Defined	–	86,062	–	3,300
OLD DOMINION FREIGHT LINE IN	COM	–	679580·10·0	7,353	0.09%	28,969	Sh.	253.82	Defined	–	Sole	–	–
OMEGA HEALTHCARE INVS INC	COM	–	681936·10·0	349	0.00%	9,613	Sh.	36.31	Defined	–	2,400	–	7,213
OMNICOM GROUP INC	COM	–	681919·10·6	11,910	0.14%	148,883	Sh.	80.00	Defined	–	148,143	–	740
ONEOK INC NEW	COM	–	682680·10·3	3,323	0.04%	59,713	Sh.	55.65	Defined	–	13,666	–	46,047
OOMA INC	COM	–	683416·10·1	359	0.00%	19,000	Sh.	18.89	Defined	–	18,600	–	400
OPEN TEXT CORP	COM	–	683715·10·6	6,487	0.08%	127,692	Sh.	50.80	Defined	–	126,588	–	1,104
ORACLE CORP	COM	–	68389X·10·5	2,609	0.03%	33,507	Sh.	77.86	Defined	–	22,885	–	10,622
ORCHARD THERAPEUTICS PLC	ADS	–	68570P·10·1	475	0.01%	108,000	Sh.	4.40	Defined	–	Sole	–	–
OREILLY AUTOMOTIVE INC	COM	–	67103H·10·7	1,970	0.02%	3,479	Sh.	566.25	Defined	–	Sole	–	–
ORGANON & CO	COMMON STOCK	–	68622V·10·6	915	0.01%	30,217	Sh.	30.28	Defined	–	26,113	–	4,104
ORION GROUP HLDGS INC	COM	–	68628V·30·8	880	0.01%	153,000	Sh.	5.75	Defined	–	150,000	–	3,000
OTIS WORLDWIDE CORP	COM	–	68902V·10·7	594	0.01%	7,253	Sh.	81.90	Defined	–	Sole	–	–
OTTER TAIL CORP	COM	–	689648·10·3	298	0.00%	6,100	Sh.	48.85	Defined	–	6,000	–	100
OUTFRONT MEDIA INC	COM	–	69007J·10·6	445	0.01%	18,497	Sh.	24.06	Defined	–	13,000	–	5,497
OVERSTOCK COM INC DEL	COM	–	690370·10·1	328	0.00%	3,555	Sh.	92.26	Defined	–	3,500	–	55
OVINTIV INC	COM	–	69047Q·10·2	726	0.01%	23,053	Sh.	31.49	Defined	–	–	–	None
OWENS & MINOR INC NEW	COM	–	690732·10·2	762	0.01%	18,000	Sh.	42.33	Defined	–	17,800	–	200
OWENS CORNING NEW	COM	–	690742·10·1	1,678	0.02%	17,137	Sh.	97.92	Defined	–	Sole	–	–
PACCAR INC	COM	–	693718·10·8	6,015	0.07%	67,384	Sh.	89.26	Defined	–	Sole	–	–
PACIFIC BIOSCIENCES CALIF IN	COM	–	69404D·10·8	934	0.01%	26,700	Sh.	34.98	Defined	–	24,000	–	2,700
PACKAGING CORP AMER	COM	–	695156·10·9	6,275	0.07%	46,336	Sh.	135.42	Defined	–	Sole	–	–
PALO ALTO NETWORKS INC	COM	–	697435·10·5	202	0.00%	544	Sh.	371.32	Defined	–	–	–	None
PAPA JOHNS INTL INC	COM	–	698813·10·2	425	0.01%	4,065	Sh.	104.55	Defined	–	4,000	–	65
PARK NATL CORP	COM	–	700658·10·7	410	0.00%	3,485	Sh.	117.65	Defined	–	Sole	–	–
PARKER-HANNIFIN CORP	COM	–	701094·10·4	8,238	0.10%	26,822	Sh.	307.14	Defined	–	Sole	–	–
PATRICK INDS INC	COM	–	703343·10·3	446	0.01%	6,100	Sh.	73.11	Defined	–	6,000	–	100
PATTERSON-UTI ENERGY INC	COM	–	703481·10·1	211	0.00%	21,224	Sh.	9.94	Defined	–	–	–	None
PAYCHEX INC	COM	–	704326·10·7	15,381	0.18%	143,338	Sh.	107.31	Defined	–	141,292	–	2,046
PAYCOM SOFTWARE INC	COM	–	70432V·10·2	236	0.00%	647	Sh.	364.76	Defined	–	547	–	100
PAYLOCITY HLDG CORP	COM	–	70438V·10·6	827	0.01%	4,330	Sh.	190.99	Defined	–	4,300	–	30
PAYPAL HLDGS INC	COM	–	70450Y·10·3	20,589	0.24%	70,636	Sh.	291.48	Defined	–	64,709	–	5,927
PBF ENERGY INC	CL A	–	69318G·10·6	153	0.00%	10,000	Sh.	15.30	Defined	–	–	–	None
PDC ENERGY INC	COM	–	69327R·10·1	367	0.00%	8,013	Sh.	45.80	Defined	–	–	–	None
PEBBLEBROOK HOTEL TR	COM	–	70509V·10·0	750	0.01%	31,824	Sh.	23.57	Defined	–	26,000	–	5,824
PENN NATL GAMING INC	COM	–	707569·10·9	600	0.01%	7,834	Sh.	76.59	Defined	–	7,734	–	100
PENNANT GROUP INC	COM	–	70805E·10·9	298	0.00%	7,274	Sh.	40.97	Defined	–	7,104	–	170
PEOPLES BANCORP INC	COM	–	709789·10·1	320	0.00%	10,800	Sh.	29.63	Defined	–	10,600	–	200
PEOPLES UNITED FINANCIAL INC	COM	–	712704·10·5	5,871	0.07%	342,506	Sh.	17.14	Defined	–	Sole	–	–
PEPSICO INC	COM	–	713448·10·8	32,517	0.38%	219,451	Sh.	148.17	Defined	–	153,084	–	66,367
PERDOCEO ED CORP	COM	–	71363P·10·6	348	0.00%	28,300	Sh.	12.30	Defined	–	28,000	–	300
PERFORMANCE FOOD GROUP CO	COM	–	71377A·10·3	280	0.00%	5,773	Sh.	48.50	Defined	–	–	–	None
PERION NETWORK LTD	SHS NEW	–	M78673·11·4	549	0.01%	25,600	Sh.	21.45	Defined	–	25,000	–	600
PERKINELMER INC	COM	–	714046·10·9	494	0.01%	3,193	Sh.	154.71	Defined	–	1,162	–	2,031
PFIZER INC	COM	–	717081·10·3	34,352	0.41%	877,216	Sh.	39.16	Defined	–	787,881	–	89,335
PG&E CORP	COM	–	69331C·10·8	569	0.01%	55,924	Sh.	10.17	Defined	–	25,900	–	30,024
PHILIP MORRIS INTL INC	COM	–	718172·10·9	33,871	0.40%	341,751	Sh.	99.11	Defined	–	267,254	–	74,497
PHILLIPS 66	COM	–	718546·10·4	4,793	0.06%	55,846	Sh.	85.83	Defined	–	10,583	–	45,263
PHOTRONICS INC	COM	–	719405·10·2	542	0.01%	41,000	Sh.	13.22	Defined	–	40,000	–	1,000
PHYSICIANS RLTY TR	COM	–	71943U·10·4	2,638	0.03%	142,784	Sh.	18.48	Defined	–	136,393	–	6,391
PIEDMONT OFFICE REALTY TR IN	COM CL A	–	720190·20·6	1,657	0.02%	89,665	Sh.	18.48	Defined	–	89,165	–	500
PINDUODUO INC	SPONSORED ADS	–	722304·10·2	343	0.00%	2,700	Sh.	127.04	Defined	–	Sole	–	–
PINNACLE WEST CAP CORP	COM	–	723484·10·1	7,070	0.08%	86,241	Sh.	81.98	Defined	–	84,059	–	2,182
PINTEREST INC	CL A	–	72352L·10·6	431	0.01%	5,453	Sh.	79.04	Defined	–	2,400	–	3,053
PIONEER NAT RES CO	COM	–	723787·10·7	4,178	0.05%	25,704	Sh.	162.54	Defined	–	5,627	–	20,077
PITNEY BOWES INC	COM	–	724479·10·0	535	0.01%	61,000	Sh.	8.77	Defined	–	60,000	–	1,000
PLUG POWER INC	COM NEW	–	72919P·20·2	209	0.00%	6,100	Sh.	34.26	Defined	–	6,000	–	100
PNC FINL SVCS GROUP INC	COM	–	693475·10·5	1,210	0.01%	6,338	Sh.	190.91	Defined	–	Sole	–	–
POOL CORP	COM	–	73278L·10·5	216	0.00%	470	Sh.	459.57	Defined	–	Sole	–	–
POPULAR INC	COM NEW	–	733174·70·0	2,694	0.03%	35,895	Sh.	75.05	Defined	–	Sole	–	–
PORTLAND GEN ELEC CO	COM NEW	–	736508·84·7	8,755	0.10%	189,982	Sh.	46.08	Defined	–	187,482	–	2,500
POST HLDGS INC	COM	–	737446·10·4	363	0.00%	3,344	Sh.	108.55	Defined	–	–	–	None
POTLATCHDELTIC CORPORATION	COM	–	737630·10·3	212	0.00%	3,984	Sh.	53.21	Defined	–	–	–	None
PPG INDS INC	COM	–	693506·10·7	1,068	0.01%	6,290	Sh.	169.79	Defined	–	Sole	–	–
PPL CORP	COM	–	69351T·10·6	11,571	0.14%	413,660	Sh.	27.97	Defined	–	399,792	–	13,868
PRA HEALTH SCIENCES INC	COM	–	69354M·10·8	200	0.00%	1,206	Sh.	165.84	Defined	–	–	–	None
PRECISION DRILLING CORP	COM NEW	–	74022D·40·7	762	0.01%	22,890	Sh.	33.29	Defined	–	19,110	–	3,780
PRICE T ROWE GROUP INC	COM	–	74144T·10·8	728	0.01%	3,676	Sh.	198.04	Defined	–	Sole	–	–
PRIMORIS SVCS CORP	COM	–	74164F·10·3	850	0.01%	28,851	Sh.	29.46	Defined	–	28,351	–	500
PRINCIPAL FINANCIAL GROUP IN	COM	–	74251V·10·2	1,278	0.02%	20,212	Sh.	63.23	Defined	–	Sole	–	–
PROCTER AND GAMBLE CO	COM	–	742718·10·9	53,202	0.63%	394,291	Sh.	134.93	Defined	–	275,367	–	118,924
PROGRESSIVE CORP	COM	–	743315·10·3	835	0.01%	8,500	Sh.	98.24	Defined	–	Sole	–	–
PROLOGIS INC.	COM	–	74340W·10·3	5,039	0.06%	42,152	Sh.	119.54	Defined	–	19,040	–	23,112
PROVIDENT FINL SVCS INC	COM	–	74386T·10·5	560	0.01%	24,428	Sh.	22.92	Defined	–	Sole	–	–
PRUDENTIAL FINL INC	COM	–	744320·10·2	3,205	0.04%	31,273	Sh.	102.48	Defined	–	Sole	–	–
PTC INC	COM	–	69370C·10·0	324	0.00%	2,290	Sh.	141.48	Defined	–	1,190	–	1,100
PUBLIC STORAGE	COM	–	74460D·10·9	22,489	0.27%	74,789	Sh.	300.70	Defined	–	70,148	–	4,641
PUBLIC SVC ENTERPRISE GRP IN	COM	–	744573·10·6	9,489	0.11%	158,823	Sh.	59.75	Defined	–	148,319	–	10,504
PULTE GROUP INC	COM	–	745867·10·1	14,805	0.17%	271,289	Sh.	54.57	Defined	–	Sole	–	–
QIAGEN NV	SHS NEW	–	N72482·12·3	301	0.00%	6,212	Sh.	48.45	Defined	–	1,226	–	4,986
QORVO INC	COM	–	74736K·10·1	4,255	0.05%	21,744	Sh.	195.69	Defined	–	Sole	–	–
QUALCOMM INC	COM	–	747525·10·3	2,222	0.03%	15,545	Sh.	142.94	Defined	–	Sole	–	–
QUALIGEN THERAPEUTICS INC	COM	–	74754R·10·3	164	0.00%	82,000	Sh.	2.00	Defined	–	80,000	–	2,000
QUALYS INC	COM	–	74758T·30·3	4,333	0.05%	43,025	Sh.	100.71	Defined	–	42,575	–	450
QUEST DIAGNOSTICS INC	COM	–	74834L·10·0	427	0.01%	3,233	Sh.	132.08	Defined	–	1,469	–	1,764
QUIDEL CORP	COM	–	74838J·10·1	5,166	0.06%	40,320	Sh.	128.13	Defined	–	39,850	–	470
RADIAN GROUP INC	COM	–	750236·10·1	1,185	0.01%	53,218	Sh.	22.27	Defined	–	52,518	–	700
RADWARE LTD	ORD	–	M81873·10·7	201	0.00%	6,500	Sh.	30.92	Defined	–	Sole	–	–
RANGE RES CORP	COM	–	75281A·10·9	306	0.00%	18,219	Sh.	16.80	Defined	–	–	–	None
RAPT THERAPEUTICS INC	COM	–	75382E·10·9	404	0.00%	12,700	Sh.	31.81	Defined	–	12,500	–	200
RAYONIER ADVANCED MATLS INC	COM	–	75508B·10·4	864	0.01%	129,100	Sh.	6.69	Defined	–	127,000	–	2,100
RAYTHEON TECHNOLOGIES CORP	COM	–	75513E·10·1	2,074	0.02%	24,301	Sh.	85.35	Defined	–	Sole	–	–
REALOGY HLDGS CORP	COM	–	75605Y·10·6	964	0.01%	52,900	Sh.	18.22	Defined	–	52,000	–	900
REALTY INCOME CORP	COM	–	756109·10·4	14,175	0.17%	212,381	Sh.	66.74	Defined	–	199,972	–	12,409
REGAL BELOIT CORP	COM	–	758750·10·3	2,444	0.03%	18,300	Sh.	133.55	Defined	–	Sole	–	–
REGENCY CTRS CORP	COM	–	758849·10·3	633	0.01%	9,865	Sh.	64.17	Defined	–	3,567	–	6,298
REGENERON PHARMACEUTICALS	COM	–	75886F·10·7	15,906	0.19%	28,477	Sh.	558.56	Defined	–	26,812	–	1,665
REGENXBIO INC	COM	–	75901B·10·7	319	0.00%	8,200	Sh.	38.90	Defined	–	Sole	–	–
REGIONS FINANCIAL CORP NEW	COM	–	7591EP·10·0	8,055	0.10%	399,142	Sh.	20.18	Defined	–	Sole	–	–
RENEWABLE ENERGY GROUP INC	COM NEW	–	75972A·30·1	297	0.00%	4,752	Sh.	62.50	Defined	–	–	–	None
RENT A CTR INC NEW	COM	–	76009N·10·0	531	0.01%	10,000	Sh.	53.10	Defined	–	Sole	–	–
REPLIGEN CORP	COM	–	759916·10·9	204	0.00%	1,020	Sh.	200.00	Defined	–	–	–	None
REPUBLIC SVCS INC	COM	–	760759·10·0	3,572	0.04%	32,463	Sh.	110.03	Defined	–	32,211	–	252
RESMED INC	COM	–	761152·10·7	1,222	0.01%	4,957	Sh.	246.52	Defined	–	2,614	–	2,343
RESOLUTE FST PRODS INC	COM	–	76117W·10·9	793	0.01%	65,000	Sh.	12.20	Defined	–	63,900	–	1,100
RESTAURANT BRANDS INTL INC	COM	–	76131D·10·3	266	0.00%	4,121	Sh.	64.55	Defined	–	Sole	–	–
REXFORD INDL RLTY INC	COM	–	76169C·10·0	221	0.00%	3,876	Sh.	57.02	Defined	–	–	–	None
RLJ LODGING TR	COM	–	74965L·10·1	783	0.01%	51,367	Sh.	15.24	Defined	–	42,097	–	9,270
ROBERT HALF INTL INC	COM	–	770323·10·3	5,433	0.06%	61,055	Sh.	88.99	Defined	–	Sole	–	–
ROCKWELL AUTOMATION INC	COM	–	773903·10·9	358	0.00%	1,250	Sh.	286.40	Defined	–	Sole	–	–
ROGERS COMMUNICATIONS INC	CL B	–	775109·20·0	733	0.01%	14,357	Sh.	51.06	Defined	–	Sole	–	–
ROKU INC	COM CL A	–	77543R·10·2	742	0.01%	1,614	Sh.	459.73	Defined	–	400	–	1,214
ROPER TECHNOLOGIES INC	COM	–	776696·10·6	734	0.01%	1,561	Sh.	470.21	Defined	–	Sole	–	–
ROSS STORES INC	COM	–	778296·10·3	685	0.01%	5,522	Sh.	124.05	Defined	–	Sole	–	–
ROYAL BK CDA	COM	–	780087·10·2	623	0.01%	6,162	Sh.	101.10	Defined	–	5,862	–	300
RPT REALTY	SH BEN INT	–	74971D·10·1	415	0.00%	31,961	Sh.	12.98	Defined	–	31,461	–	500
RUSH ENTERPRISES INC	CL A	–	781846·20·9	992	0.01%	22,937	Sh.	43.25	Defined	–	22,600	–	337
RUTHS HOSPITALITY GROUP INC	COM	–	783332·10·9	352	0.00%	15,250	Sh.	23.08	Defined	–	15,000	–	250
RYDER SYS INC	COM	–	783549·10·8	220	0.00%	2,950	Sh.	74.58	Defined	–	Sole	–	–
S&P GLOBAL INC	COM	–	78409V·10·4	1,548	0.02%	3,771	Sh.	410.50	Defined	–	Sole	–	–
SABRA HEALTH CARE REIT INC	COM	–	78573L·10·6	575	0.01%	31,556	Sh.	18.22	Defined	–	25,000	–	6,556
SAFETY INS GROUP INC	COM	–	78648T·10·0	1,039	0.01%	13,269	Sh.	78.30	Defined	–	13,139	–	130
SAGE THERAPEUTICS INC	COM	–	78667J·10·8	4,550	0.05%	80,090	Sh.	56.81	Defined	–	78,490	–	1,600
SALESFORCE COM INC	COM	–	79466L·30·2	4,261	0.05%	17,440	Sh.	244.32	Defined	–	12,839	–	4,601
SANDERSON FARMS INC	COM	–	800013·10·4	547	0.01%	2,906	Sh.	188.23	Defined	–	1,800	–	1,106
SANDRIDGE ENERGY INC	COM NEW	–	80007P·86·9	511	0.01%	81,300	Sh.	6.29	Defined	–	80,000	–	1,300
SANFILIPPO JOHN B & SON INC	COM	–	800422·10·7	620	0.01%	7,000	Sh.	88.57	Defined	–	6,000	–	1,000
SANGAMO THERAPEUTICS INC	COM	–	800677·10·6	442	0.01%	36,900	Sh.	11.98	Defined	–	36,000	–	900
SANMINA CORPORATION	COM	–	801056·10·2	476	0.01%	12,200	Sh.	39.02	Defined	–	12,000	–	200
SANTANDER CONSUMER USA HLDGS	COM	–	80283M·10·1	338	0.00%	9,300	Sh.	36.34	Defined	–	Sole	–	–
SAVARA INC	COM	–	805111·10·1	414	0.00%	243,500	Sh.	1.70	Defined	–	239,500	–	4,000
SBA COMMUNICATIONS CORP NEW	CL A	–	78410G·10·4	2,061	0.02%	6,464	Sh.	318.84	Defined	–	2,942	–	3,522
SCANSOURCE INC	COM	–	806037·10·7	529	0.01%	18,800	Sh.	28.14	Defined	–	18,500	–	300
SCHLUMBERGER LTD	COM STK	–	806857·10·8	5,656	0.07%	176,682	Sh.	32.01	Defined	–	33,246	–	143,436
SCHWAB CHARLES CORP	COM	–	808513·10·5	1,621	0.02%	22,263	Sh.	72.81	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US LRG CAP ETF	–	808524·20·1	192,563	2.27%	1,852,093	Sh.	103.97	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US REIT ETF	–	808524·84·7	1,116	0.01%	24,357	Sh.	45.82	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US SML CAP ETF	–	808524·60·7	11,566	0.14%	111,013	Sh.	104.19	Defined	–	Sole	–	–
SEA LTD	SPONSORD ADS	–	81141R·10·0	1,133	0.01%	4,126	Sh.	274.60	Defined	–	Sole	–	–
SEAGATE TECHNOLOGY HLDNGS PL	ORD SHS	–	G7997R·10·3	19,792	0.23%	225,086	Sh.	87.93	Defined	–	Sole	–	–
SEAGEN INC	COM	–	81181C·10·4	7,429	0.09%	47,049	Sh.	157.90	Defined	–	45,197	–	1,852
SEALED AIR CORP NEW	COM	–	81211K·10·0	261	0.00%	4,400	Sh.	59.32	Defined	–	Sole	–	–
SELECTQUOTE INC	COM	–	816307·30·0	235	0.00%	12,200	Sh.	19.26	Defined	–	12,000	–	200
SEMPRA ENERGY	COM	–	816851·10·9	1,820	0.02%	13,731	Sh.	132.55	Defined	–	7,280	–	6,451
SERVICENOW INC	COM	–	81762P·10·2	1,957	0.02%	3,561	Sh.	549.56	Defined	–	2,637	–	924
SFL CORPORATION LTD	SHS	–	G7738W·10·6	272	0.00%	35,500	Sh.	7.66	Defined	–	24,400	–	11,100
SHAW COMMUNICATIONS INC	CL B CONV	–	82028K·20·0	444	0.01%	15,365	Sh.	28.90	Defined	–	Sole	–	–
SHENANDOAH TELECOMMUNICATION	COM	–	82312B·10·6	641	0.01%	13,200	Sh.	48.56	Defined	–	12,000	–	1,200
SHERWIN WILLIAMS CO	COM	–	824348·10·6	1,678	0.02%	6,156	Sh.	272.58	Defined	–	Sole	–	–
SHOPIFY INC	CL A	–	82509L·10·7	817	0.01%	559	Sh.	1,461.54	Defined	–	Sole	–	–
SIGNET JEWELERS LIMITED	SHS	–	G81276·10·0	1,067	0.01%	13,200	Sh.	80.83	Defined	–	13,000	–	200
SIMON PPTY GROUP INC NEW	COM	–	828806·10·9	2,442	0.03%	18,713	Sh.	130.50	Defined	–	7,868	–	10,845
SIO GENE THERAPIES INC	COMMON	–	829399·10·4	222	0.00%	81,300	Sh.	2.73	Defined	–	80,000	–	1,300
SKYWORKS SOLUTIONS INC	COM	–	83088M·10·2	351	0.00%	1,830	Sh.	191.80	Defined	–	Sole	–	–
SL GREEN RLTY CORP	COM	–	78440X·80·4	255	0.00%	3,182	Sh.	80.14	Defined	–	–	–	None
SMITH & WESSON BRANDS INC	COM	–	831754·10·6	1,163	0.01%	33,500	Sh.	34.72	Defined	–	33,000	–	500
SMITH A O CORP	COM	–	831865·20·9	2,592	0.03%	35,969	Sh.	72.06	Defined	–	Sole	–	–
SMUCKER J M CO	COM NEW	–	832696·40·5	16,389	0.19%	126,486	Sh.	129.57	Defined	–	120,628	–	5,858
SOLID BIOSCIENCES INC	COM	–	83422E·10·5	279	0.00%	76,200	Sh.	3.66	Defined	–	75,000	–	1,200
SORRENTO THERAPEUTICS INC	COM NEW	–	83587F·20·2	194	0.00%	20,000	Sh.	9.70	Defined	–	Sole	–	–
SOUTHERN CO	COM	–	842587·10·7	20,697	0.24%	342,029	Sh.	60.51	Defined	–	318,331	–	23,698
SOUTHERN COPPER CORP	COM	–	84265V·10·5	367	0.00%	5,700	Sh.	64.39	Defined	–	Sole	–	–
SOUTHWEST AIRLS CO	COM	–	844741·10·8	327	0.00%	6,142	Sh.	53.24	Defined	–	Sole	–	–
SOUTHWEST GAS HLDGS INC	COM	–	844895·10·2	715	0.01%	10,800	Sh.	66.20	Defined	–	10,000	–	800
SOUTHWESTERN ENERGY CO	COM	–	845467·10·9	405	0.00%	71,424	Sh.	5.67	Defined	–	–	–	None
SPARTANNASH CO	COM	–	847215·10·0	902	0.01%	46,700	Sh.	19.31	Defined	–	46,000	–	700
SPDR S&P 500 ETF TR	TR UNIT	–	78462F·10·3	142,005	1.68%	331,739	Sh.	428.06	Defined	–	Sole	–	–
SPDR SER TR	BLMBRG BRC CNVRT	–	78464A·35·9	37,167	0.44%	428,527	Sh.	86.73	Defined	–	428,350	–	177
SPDR SER TR	BLOMBERG INTL TR	–	78464A·51·6	7,385	0.09%	251,599	Sh.	29.35	Defined	–	Sole	–	–
SPDR SER TR	BLOOMBERG BRCLYS	–	78468R·62·2	1,161	0.01%	10,554	Sh.	110.01	Defined	–	Sole	–	–
SPDR SER TR	FTSE INT GVT ETF	–	78464A·49·0	1,079	0.01%	19,114	Sh.	56.45	Defined	–	18,828	–	286
SPECTRUM PHARMACEUTICALS INC	COM	–	84763A·10·8	458	0.01%	122,000	Sh.	3.75	Defined	–	120,000	–	2,000
SPORTSMANS WHSE HLDGS INC	COM	–	84920Y·10·6	434	0.01%	24,400	Sh.	17.79	Defined	–	24,000	–	400
SPOTIFY TECHNOLOGY S A	SHS	–	L8681T·10·2	459	0.01%	1,662	Sh.	276.17	Defined	–	–	–	None
SPS COMM INC	COM	–	78463M·10·7	630	0.01%	6,300	Sh.	100.00	Defined	–	6,200	–	100
SQUARE INC	CL A	–	852234·10·3	693	0.01%	2,839	Sh.	244.10	Defined	–	1,000	–	1,839
STAAR SURGICAL CO	COM PAR $0.01	–	852312·30·5	992	0.01%	6,500	Sh.	152.62	Defined	–	6,000	–	500
STAG INDL INC	COM	–	85254J·10·2	229	0.00%	6,096	Sh.	37.57	Defined	–	–	–	None
STANDARD MTR PRODS INC	COM	–	853666·10·5	408	0.00%	9,400	Sh.	43.40	Defined	–	9,300	–	100
STANLEY BLACK & DECKER INC	COM	–	854502·10·1	376	0.00%	1,832	Sh.	205.24	Defined	–	Sole	–	–
STARBUCKS CORP	COM	–	855244·10·9	1,865	0.02%	16,679	Sh.	111.82	Defined	–	Sole	–	–
STATE STR CORP	COM	–	857477·10·3	680	0.01%	8,254	Sh.	82.38	Defined	–	Sole	–	–
STEEL DYNAMICS INC	COM	–	858119·10·0	11,283	0.13%	189,307	Sh.	59.60	Defined	–	Sole	–	–
STEELCASE INC	CL A	–	858155·20·3	227	0.00%	15,000	Sh.	15.13	Defined	–	Sole	–	–
STERIS PLC	SHS USD	–	G8473T·10·0	573	0.01%	2,777	Sh.	206.34	Defined	–	946	–	1,831
STEWART INFORMATION SVCS COR	COM	–	860372·10·1	692	0.01%	12,200	Sh.	56.72	Defined	–	12,000	–	200
STORE CAP CORP	COM	–	862121·10·0	3,909	0.05%	113,260	Sh.	34.51	Defined	–	103,565	–	9,695
STRYKER CORPORATION	COM	–	863667·10·1	2,923	0.03%	11,253	Sh.	259.75	Defined	–	5,468	–	5,785
SUMMIT HOTEL PPTYS INC	COM	–	866082·10·0	470	0.01%	50,318	Sh.	9.34	Defined	–	49,418	–	900
SUN CMNTYS INC	COM	–	866674·10·4	811	0.01%	4,726	Sh.	171.60	Defined	–	1,400	–	3,326
SUNCOKE ENERGY INC	COM	–	86722A·10·3	988	0.01%	138,260	Sh.	7.15	Defined	–	136,000	–	2,260
SUNPOWER CORP	COM	–	867652·40·6	713	0.01%	24,400	Sh.	29.22	Defined	–	24,000	–	400
SUNSTONE HOTEL INVS INC NEW	COM	–	867892·10·1	1,142	0.01%	91,919	Sh.	12.42	Defined	–	79,219	–	12,700
SURMODICS INC	COM	–	868873·10·0	353	0.00%	6,500	Sh.	54.31	Defined	–	6,300	–	200
SVB FINANCIAL GROUP	COM	–	78486Q·10·1	385	0.00%	691	Sh.	557.16	Defined	–	Sole	–	–
SYNCHRONY FINANCIAL	COM	–	87165B·10·3	15,246	0.18%	314,207	Sh.	48.52	Defined	–	Sole	–	–
SYNLOGIC INC	COM	–	87166L·10·0	396	0.00%	101,700	Sh.	3.89	Defined	–	100,000	–	1,700
SYNOPSYS INC	COM	–	871607·10·7	609	0.01%	2,207	Sh.	275.94	Defined	–	1,591	–	616
SYROS PHARMACEUTICALS INC	COM	–	87184Q·10·7	349	0.00%	64,000	Sh.	5.45	Defined	–	63,000	–	1,000
SYSCO CORP	COM	–	871829·10·7	2,787	0.03%	35,841	Sh.	77.76	Defined	–	12,245	–	23,596
T-MOBILE US INC	COM	–	872590·10·4	3,206	0.04%	22,131	Sh.	144.86	Defined	–	8,932	–	13,199
T2 BIOSYSTEMS INC	COM	–	89853L·10·4	133	0.00%	111,550	Sh.	1.19	Defined	–	109,000	–	2,550
TACTILE SYS TECHNOLOGY INC	COM	–	87357P·10·0	208	0.00%	4,000	Sh.	52.00	Defined	–	Sole	–	–
TAKE-TWO INTERACTIVE SOFTWAR	COM	–	874054·10·9	6,765	0.08%	38,215	Sh.	177.02	Defined	–	36,456	–	1,759
TARGA RES CORP	COM	–	87612G·10·1	985	0.01%	22,140	Sh.	44.49	Defined	–	–	–	None
TARGET CORP	COM	–	87612E·10·6	20,473	0.24%	84,689	Sh.	241.74	Defined	–	84,364	–	325
TC ENERGY CORP	COM	–	87807B·10·7	399	0.00%	8,054	Sh.	49.54	Defined	–	Sole	–	–
TE CONNECTIVITY LTD	REG SHS	–	H84989·10·4	804	0.01%	5,940	Sh.	135.35	Defined	–	Sole	–	–
TELADOC HEALTH INC	COM	–	87918A·10·5	428	0.01%	2,569	Sh.	166.60	Defined	–	800	–	1,769
TELEDYNE TECHNOLOGIES INC	COM	–	879360·10·5	216	0.00%	514	Sh.	420.23	Defined	–	Sole	–	–
TELEFLEX INCORPORATED	COM	–	879369·10·6	528	0.01%	1,314	Sh.	401.83	Defined	–	623	–	691
TELEPHONE & DATA SYS INC	COM NEW	–	879433·82·9	4,888	0.06%	215,672	Sh.	22.66	Defined	–	215,572	–	100
TELUS CORPORATION	COM	–	87971M·10·3	920	0.01%	41,420	Sh.	22.21	Defined	–	40,420	–	1,000
TENABLE HLDGS INC	COM	–	88025T·10·2	715	0.01%	17,290	Sh.	41.35	Defined	–	17,000	–	290
TENET HEALTHCARE CORP	COM NEW	–	88033G·40·7	1,300	0.02%	19,400	Sh.	67.01	Defined	–	17,200	–	2,200
TERADYNE INC	COM	–	880770·10·2	1,669	0.02%	12,458	Sh.	133.97	Defined	–	Sole	–	–
TEREX CORP NEW	COM	–	880779·10·3	1,129	0.01%	23,700	Sh.	47.64	Defined	–	23,400	–	300
TESLA INC	COM	–	88160R·10·1	17,643	0.21%	25,956	Sh.	679.73	Defined	–	Sole	–	–
TEXAS INSTRS INC	COM	–	882508·10·4	28,501	0.34%	148,207	Sh.	192.31	Defined	–	147,995	–	212
TEXTAINER GROUP HOLDINGS LTD	SHS	–	G8766E·10·9	1,378	0.02%	40,800	Sh.	33.77	Defined	–	40,000	–	800
TFI INTL INC	COM	–	87241L·10·9	4,535	0.05%	40,500	Sh.	111.98	Defined	–	33,500	–	7,000
THE TRADE DESK INC	COM CL A	–	88339J·10·5	4,939	0.06%	63,840	Sh.	77.37	Defined	–	61,000	–	2,840
THERMO FISHER SCIENTIFIC INC	COM	–	883556·10·2	6,350	0.07%	12,587	Sh.	504.49	Defined	–	6,080	–	6,507
TITAN INTL INC ILL	COM	–	88830M·10·2	1,283	0.02%	151,200	Sh.	8.49	Defined	–	148,800	–	2,400
TITAN MACHY INC	COM	–	88830R·10·1	472	0.01%	15,250	Sh.	30.95	Defined	–	15,000	–	250
TIVITY HEALTH INC	COM	–	88870R·10·2	829	0.01%	31,500	Sh.	26.32	Defined	–	31,000	–	500
TJX COS INC NEW	COM	–	872540·10·9	6,114	0.07%	90,684	Sh.	67.42	Defined	–	Sole	–	–
TOLL BROTHERS INC	COM	–	889478·10·3	5,435	0.06%	94,000	Sh.	57.82	Defined	–	Sole	–	–
TORONTO DOMINION BK ONT	COM NEW	–	891160·50·9	358	0.00%	5,385	Sh.	66.48	Defined	–	5,085	–	300
TRACON PHARMACEUTICALS INC	COM NEW	–	89237H·20·9	284	0.00%	43,700	Sh.	6.50	Defined	–	42,900	–	800
TRACTOR SUPPLY CO	COM	–	892356·10·6	343	0.00%	1,839	Sh.	186.51	Defined	–	Sole	–	–
TRANE TECHNOLOGIES PLC	SHS	–	G8994E·10·3	6,413	0.08%	34,825	Sh.	184.15	Defined	–	Sole	–	–
TRANSDIGM GROUP INC	COM	–	893641·10·0	576	0.01%	889	Sh.	647.92	Defined	–	Sole	–	–
TRANSOCEAN LTD	REG SHS	–	H8817H·10·0	258	0.00%	57,069	Sh.	4.52	Defined	–	–	–	None
TRAVELCENTERS OF AMERICA INC	COM NEW	–	89421B·10·9	375	0.00%	12,800	Sh.	29.30	Defined	–	Sole	–	–
TRAVELERS COMPANIES INC	COM	–	89417E·10·9	460	0.01%	3,070	Sh.	149.84	Defined	–	Sole	–	–
TREVENA INC	COM	–	89532E·10·9	53	0.00%	31,141	Sh.	1.70	Defined	–	Sole	–	–
TRI POINTE HOMES INC	COM	–	87265H·10·9	618	0.01%	28,800	Sh.	21.46	Defined	–	28,100	–	700
TRIMBLE INC	COM	–	896239·10·0	232	0.00%	2,823	Sh.	82.18	Defined	–	Sole	–	–
TRINET GROUP INC	COM	–	896288·10·7	312	0.00%	4,300	Sh.	72.56	Defined	–	Sole	–	–
TRINSEO S A	SHS	–	L9340P·10·1	1,338	0.02%	22,350	Sh.	59.87	Defined	–	22,000	–	350
TRIP COM GROUP LTD	ADS	–	89677Q·10·7	274	0.00%	7,700	Sh.	35.58	Defined	–	Sole	–	–
TRIPLE-S MGMT CORP	COM	–	896749·10·8	453	0.01%	20,335	Sh.	22.28	Defined	–	20,076	–	259
TRITON INTL LTD	CL A	–	G9078F·10·7	738	0.01%	14,100	Sh.	52.34	Defined	–	14,000	–	100
TRUEBLUE INC	COM	–	89785X·10·1	573	0.01%	20,349	Sh.	28.16	Defined	–	19,949	–	400
TRUECAR INC	COM	–	89785L·10·7	632	0.01%	111,800	Sh.	5.65	Defined	–	110,000	–	1,800
TRUIST FINL CORP	COM	–	89832Q·10·9	1,214	0.01%	21,870	Sh.	55.51	Defined	–	Sole	–	–
TTM TECHNOLOGIES INC	COM	–	87305R·10·9	464	0.01%	32,400	Sh.	14.32	Defined	–	32,000	–	400
TURNING POINT THERAPEUTICS I	COM	–	90041T·10·8	258	0.00%	3,300	Sh.	78.18	Defined	–	2,500	–	800
TUTOR PERINI CORP	COM	–	901109·10·8	337	0.00%	24,300	Sh.	13.87	Defined	–	24,000	–	300
TWILIO INC	CL A	–	90138F·10·2	330	0.00%	837	Sh.	394.27	Defined	–	–	–	None
TWITTER INC	COM	–	90184L·10·2	993	0.01%	14,423	Sh.	68.85	Defined	–	10,462	–	3,961
TYLER TECHNOLOGIES INC	COM	–	902252·10·5	214	0.00%	472	Sh.	453.39	Defined	–	Sole	–	–
TYSON FOODS INC	CL A	–	902494·10·3	3,046	0.04%	41,292	Sh.	73.77	Defined	–	26,614	–	14,678
UBS GROUP AG	SHS	–	H42097·10·7	1,224	0.01%	74,255	Sh.	16.48	Defined	–	Sole	–	–
UDR INC	COM	–	902653·10·4	858	0.01%	17,498	Sh.	49.03	Defined	–	7,751	–	9,747
UGI CORP NEW	COM	–	902681·10·5	348	0.00%	7,510	Sh.	46.34	Defined	–	4,100	–	3,410
ULTA BEAUTY INC	COM	–	90384S·30·3	209	0.00%	602	Sh.	347.18	Defined	–	Sole	–	–
ULTRAGENYX PHARMACEUTICAL IN	COM	–	90400D·10·8	371	0.00%	3,884	Sh.	95.52	Defined	–	3,000	–	884
UMPQUA HLDGS CORP	COM	–	904214·10·3	449	0.01%	24,300	Sh.	18.48	Defined	–	24,000	–	300
UNION PAC CORP	COM	–	907818·10·8	2,401	0.03%	10,915	Sh.	219.97	Defined	–	Sole	–	–
UNITED NAT FOODS INC	COM	–	911163·10·3	1,709	0.02%	46,200	Sh.	36.99	Defined	–	42,500	–	3,700
UNITED PARCEL SERVICE INC	CL B	–	911312·10·6	7,366	0.09%	35,415	Sh.	207.99	Defined	–	Sole	–	–
UNITED RENTALS INC	COM	–	911363·10·9	293	0.00%	918	Sh.	319.17	Defined	–	Sole	–	–
UNITED STATES CELLULAR CORP	COM	–	911684·10·8	335	0.00%	9,220	Sh.	36.33	Defined	–	9,140	–	80
UNITED THERAPEUTICS CORP DEL	COM	–	91307C·10·2	6,408	0.08%	35,716	Sh.	179.42	Defined	–	34,885	–	831
UNITEDHEALTH GROUP INC	COM	–	91324P·10·2	32,489	0.38%	81,131	Sh.	400.45	Defined	–	66,120	–	15,011
UNIVERSAL HLTH SVCS INC	CL B	–	913903·10·0	842	0.01%	5,750	Sh.	146.43	Defined	–	4,729	–	1,021
UNUM GROUP	COM	–	91529Y·10·6	5,072	0.06%	178,576	Sh.	28.40	Defined	–	Sole	–	–
US BANCORP DEL	COM NEW	–	902973·30·4	4,044	0.05%	70,970	Sh.	56.98	Defined	–	70,170	–	800
US FOODS HLDG CORP	COM	–	912008·10·9	433	0.01%	11,274	Sh.	38.41	Defined	–	–	–	None
USANA HEALTH SCIENCES INC	COM	–	90328M·10·7	840	0.01%	8,200	Sh.	102.44	Defined	–	7,100	–	1,100
V F CORP	COM	–	918204·10·8	300	0.00%	3,654	Sh.	82.10	Defined	–	Sole	–	–
VALERO ENERGY CORP	COM	–	91913Y·10·0	11,181	0.13%	143,194	Sh.	78.08	Defined	–	102,895	–	40,299
VANDA PHARMACEUTICALS INC	COM	–	921659·10·8	614	0.01%	28,500	Sh.	21.54	Defined	–	28,000	–	500
VANGUARD BD INDEX FDS	TOTAL BND MRKT	–	921937·83·5	816,805	9.65%	9,509,887	Sh.	85.89	Defined	–	Sole	–	–
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	–	92203J·40·7	96,305	1.14%	1,686,586	Sh.	57.10	Defined	–	Sole	–	–
VANGUARD INDEX FDS	REAL ESTATE ETF	–	922908·55·3	12,442	0.15%	122,226	Sh.	101.80	Defined	–	246	–	121,980
VANGUARD INDEX FDS	S&P 500 ETF SHS	–	922908·36·3	35,584	0.42%	90,423	Sh.	393.53	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SM CP VAL ETF	–	922908·61·1	28,207	0.33%	162,421	Sh.	173.67	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SMALL CP ETF	–	922908·75·1	67,497	0.80%	299,613	Sh.	225.28	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SML CP GRW ETF	–	922908·59·5	60,229	0.71%	207,835	Sh.	289.79	Defined	–	Sole	–	–
VANGUARD INDEX FDS	TOTAL STK MKT	–	922908·76·9	7,236	0.09%	32,474	Sh.	222.82	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	–	922042·77·5	306,457	3.62%	4,834,458	Sh.	63.39	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	–	922042·85·8	16,989	0.20%	312,810	Sh.	54.31	Defined	–	Sole	–	–
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	–	92206C·87·0	19,411	0.23%	204,171	Sh.	95.07	Defined	–	Sole	–	–
VANGUARD SPECIALIZED FUNDS	DIV APP ETF	–	921908·84·4	14,299	0.17%	92,373	Sh.	154.80	Defined	–	Sole	–	–
VANGUARD STAR FDS	VG TL INTL STK F	–	921909·76·8	99,856	1.18%	1,520,333	Sh.	65.68	Defined	–	Sole	–	–
VANGUARD TAX-MANAGED INTL FD	FTSE DEV MKT ETF	–	921943·85·8	64,639	0.76%	1,254,626	Sh.	51.52	Defined	–	Sole	–	–
VANGUARD WORLD FD	MEGA CAP VAL ETF	–	921910·84·0	1,927	0.02%	19,341	Sh.	99.63	Defined	–	12,260	–	7,081
VARONIS SYS INC	COM	–	922280·10·2	692	0.01%	12,000	Sh.	57.67	Defined	–	11,800	–	200
VAXART INC	COM NEW	–	92243A·20·0	534	0.01%	71,200	Sh.	7.50	Defined	–	70,000	–	1,200
VECTOR GROUP LTD	COM	–	92240M·10·8	990	0.01%	69,948	Sh.	14.15	Defined	–	66,000	–	3,948
VEEVA SYS INC	CL A COM	–	922475·10·8	10,379	0.12%	33,376	Sh.	310.97	Defined	–	31,253	–	2,123
VENTAS INC	COM	–	92276F·10·0	1,301	0.02%	22,782	Sh.	57.11	Defined	–	11,109	–	11,673
VERASTEM INC	COM	–	92337C·10·4	648	0.01%	159,100	Sh.	4.07	Defined	–	156,500	–	2,600
VEREIT INC	COM	–	92339V·30·8	631	0.01%	13,722	Sh.	45.98	Defined	–	6,400	–	7,322
VERISIGN INC	COM	–	92343E·10·2	249	0.00%	1,093	Sh.	227.81	Defined	–	Sole	–	–
VERISK ANALYTICS INC	COM	–	92345Y·10·6	479	0.01%	2,737	Sh.	175.01	Defined	–	Sole	–	–
VERITIV CORP	COM	–	923454·10·2	1,124	0.01%	18,300	Sh.	61.42	Defined	–	18,000	–	300
VERIZON COMMUNICATIONS INC	COM	–	92343V·10·4	32,030	0.38%	571,658	Sh.	56.03	Defined	–	470,765	–	100,893
VERSO CORP	CL A	–	92531L·20·7	771	0.01%	43,525	Sh.	17.71	Defined	–	43,000	–	525
VERTEX PHARMACEUTICALS INC	COM	–	92532F·10·0	13,643	0.16%	67,659	Sh.	201.64	Defined	–	63,374	–	4,285
VIACOMCBS INC	CL B	–	92556H·20·6	358	0.00%	7,919	Sh.	45.21	Defined	–	Sole	–	–
VIATRIS INC	COM	–	92556V·10·6	420	0.00%	29,364	Sh.	14.30	Defined	–	13,166	–	16,198
VICI PPTYS INC	COM	–	925652·10·9	716	0.01%	23,063	Sh.	31.05	Defined	–	8,300	–	14,763
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	–	92763W·10·3	556	0.01%	27,657	Sh.	20.10	Defined	–	26,400	–	1,257
VIRACTA THERAPEUTICS INC	COM	–	92765F·10·8	495	0.01%	43,618	Sh.	11.35	Defined	–	42,878	–	740
VISA INC	COM CL A	–	92826C·83·9	10,741	0.13%	45,935	Sh.	233.83	Defined	–	36,784	–	9,151
VISHAY INTERTECHNOLOGY INC	COM	–	928298·10·8	276	0.00%	12,200	Sh.	22.62	Defined	–	12,000	–	200
VISTA OUTDOOR INC	COM	–	928377·10·0	873	0.01%	18,850	Sh.	46.31	Defined	–	18,600	–	250
VISTAGEN THERAPEUTICS INC	COM NEW	–	92840H·20·2	561	0.01%	177,900	Sh.	3.15	Defined	–	175,000	–	2,900
VISTRA CORP	COM	–	92840M·10·2	5,591	0.07%	301,352	Sh.	18.55	Defined	–	288,500	–	12,852
VORNADO RLTY TR	SH BEN INT	–	929042·10·9	539	0.01%	11,531	Sh.	46.74	Defined	–	5,936	–	5,595
VULCAN MATLS CO	COM	–	929160·10·9	611	0.01%	3,507	Sh.	174.22	Defined	–	Sole	–	–
WABASH NATL CORP	COM	–	929566·10·7	543	0.01%	33,900	Sh.	16.02	Defined	–	33,000	–	900
WALGREENS BOOTS ALLIANCE INC	COM	–	931427·10·8	7,499	0.09%	142,536	Sh.	52.61	Defined	–	107,466	–	35,070
WALMART INC	COM	–	931142·10·3	31,374	0.37%	222,476	Sh.	141.02	Defined	–	156,068	–	66,408
WASHINGTON PRIME GROUP NEW	COM	–	93964W·40·5	142	0.00%	65,300	Sh.	2.17	Defined	–	64,300	–	1,000
WASTE MGMT INC DEL	COM	–	94106L·10·9	4,411	0.05%	31,479	Sh.	140.13	Defined	–	31,056	–	423
WATERS CORP	COM	–	941848·10·3	698	0.01%	2,018	Sh.	345.89	Defined	–	947	–	1,071
WAVE LIFE SCIENCES LTD	SHS	–	Y95308·10·5	441	0.01%	66,200	Sh.	6.66	Defined	–	65,100	–	1,100
WAYFAIR INC	CL A	–	94419L·10·1	221	0.00%	700	Sh.	315.71	Defined	–	Sole	–	–
WEC ENERGY GROUP INC	COM	–	92939U·10·6	1,293	0.02%	14,534	Sh.	88.96	Defined	–	7,525	–	7,009
WELLS FARGO CO NEW	COM	–	949746·10·1	3,046	0.04%	67,249	Sh.	45.29	Defined	–	Sole	–	–
WELLTOWER INC	COM	–	95040Q·10·4	1,951	0.02%	23,466	Sh.	83.14	Defined	–	10,096	–	13,370
WERNER ENTERPRISES INC	COM	–	950755·10·8	1,089	0.01%	24,450	Sh.	44.54	Defined	–	24,000	–	450
WESBANCO INC	COM	–	950810·10·1	639	0.01%	17,915	Sh.	35.67	Defined	–	Sole	–	–
WEST FRASER TIMBER CO LTD	COM	–	952845·10·5	215	0.00%	3,000	Sh.	71.67	Defined	–	Sole	–	–
WEST PHARMACEUTICAL SVSC INC	COM	–	955306·10·5	11,370	0.13%	31,661	Sh.	359.12	Defined	–	30,560	–	1,101
WESTERN DIGITAL CORP.	COM	–	958102·10·5	233	0.00%	3,269	Sh.	71.28	Defined	–	Sole	–	–
WESTROCK CO	COM	–	96145D·10·5	481	0.01%	9,022	Sh.	53.31	Defined	–	Sole	–	–
WEYERHAEUSER CO MTN BE	COM NEW	–	962166·10·4	3,719	0.04%	108,039	Sh.	34.42	Defined	–	83,898	–	24,141
WHEATON PRECIOUS METALS CORP	COM	–	962879·10·2	229	0.00%	4,950	Sh.	46.26	Defined	–	Sole	–	–
WHITE MTNS INS GROUP LTD	COM	–	G9618E·10·7	5,680	0.07%	4,947	Sh.	1,148.17	Defined	–	Sole	–	–
WILLIAMS COS INC	COM	–	969457·10·0	4,274	0.05%	160,965	Sh.	26.55	Defined	–	39,398	–	121,567
WILLIS TOWERS WATSON PLC LTD	SHS	–	G96629·10·3	407	0.00%	1,766	Sh.	230.46	Defined	–	Sole	–	–
WINNEBAGO INDS INC	COM	–	974637·10·0	422	0.00%	6,200	Sh.	68.06	Defined	–	6,100	–	100
WIX COM LTD	SHS	–	M98068·10·5	363	0.00%	1,249	Sh.	290.63	Defined	–	Sole	–	–
WORKDAY INC	CL A	–	98138H·10·1	223	0.00%	930	Sh.	239.78	Defined	–	–	–	None
WORKIVA INC	COM CL A	–	98139A·10·5	1,470	0.02%	13,200	Sh.	111.36	Defined	–	13,000	–	200
WP CAREY INC	COM	–	92936U·10·9	655	0.01%	8,771	Sh.	74.68	Defined	–	3,200	–	5,571
XCEL ENERGY INC	COM	–	98389B·10·0	1,762	0.02%	26,742	Sh.	65.89	Defined	–	15,355	–	11,387
XENCOR INC	COM	–	98401F·10·5	332	0.00%	9,601	Sh.	34.58	Defined	–	6,600	–	3,001
XENIA HOTELS & RESORTS INC	COM	–	984017·10·3	332	0.00%	17,679	Sh.	18.78	Defined	–	13,000	–	4,679
XEROX HOLDINGS CORP	COM NEW	–	98421M·10·6	1,504	0.02%	64,000	Sh.	23.50	Defined	–	Sole	–	–
XILINX INC	COM	–	983919·10·1	394	0.00%	2,718	Sh.	144.96	Defined	–	Sole	–	–
XYLEM INC	COM	–	98419M·10·0	242	0.00%	2,014	Sh.	120.16	Defined	–	Sole	–	–
YANDEX N V	SHS CLASS A	–	N97284·10·8	2,220	0.03%	31,364	Sh.	70.78	Defined	–	Sole	–	–
YELP INC	CL A	–	985817·10·5	3,251	0.04%	81,352	Sh.	39.96	Defined	–	80,852	–	500
YUM BRANDS INC	COM	–	988498·10·1	774	0.01%	6,721	Sh.	115.16	Defined	–	Sole	–	–
YUM CHINA HLDGS INC	COM	–	98850P·10·9	363	0.00%	5,466	Sh.	66.41	Defined	–	Sole	–	–
ZAI LAB LTD	ADR	–	98887Q·10·4	358	0.00%	2,020	Sh.	177.23	Defined	–	Sole	–	–
ZEBRA TECHNOLOGIES CORPORATI	CL A	–	989207·10·5	319	0.00%	601	Sh.	530.78	Defined	–	Sole	–	–
ZILLOW GROUP INC	CL C CAP STK	–	98954M·20·0	217	0.00%	1,770	Sh.	122.60	Defined	–	870	–	900
ZIMMER BIOMET HOLDINGS INC	COM	–	98956P·10·2	965	0.01%	5,995	Sh.	160.97	Defined	–	2,627	–	3,368
ZIONS BANCORPORATION N A	COM	–	989701·10·7	5,918	0.07%	111,942	Sh.	52.87	Defined	–	Sole	–	–
ZOETIS INC	CL A	–	98978V·10·3	2,850	0.03%	15,291	Sh.	186.38	Defined	–	7,513	–	7,778
ZOOM VIDEO COMMUNICATIONS IN	CL A	–	98980L·10·1	11,273	0.13%	29,125	Sh.	387.06	Defined	–	28,111	–	1,014
ZTO EXPRESS CAYMAN INC	SPONSORED ADS A	–	98980A·10·5	571	0.01%	18,798	Sh.	30.38	Defined	–	Sole	–	–
ZUMIEZ INC	COM	–	989817·10·1	275	0.00%	5,600	Sh.	49.11	Defined	–	Sole	–	–
ZUORA INC	COM CL A	–	98983V·10·6	632	0.01%	36,600	Sh.	17.27	Defined	–	36,000	–	600
ZYNEX INC	COM	–	98986M·10·3	379	0.00%	24,400	Sh.	15.53	Defined	–	24,000	–	400
— 1,067 Issuers —	— 1,094 Issues —			— 1,094 Holdings: $8,467,658,000 —					— Sole Manager —
____________ ª No market value of any Holding was adjusted. º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers

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Filing Submission 0001501436-21-000003 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

QS Investors, LLC – ‘13F-HR’ for 6/30/21 – ‘INFO-TABLE’

On: Friday, 8/13/21, at 11:27am ET · Effective: 8/13/21 · For: 6/30/21 · Accession #: 1501436-21-3 · File #: 28-14009

Previous ‘13F-HR’: ‘13F-HR’ on 5/13/21 for 3/31/21 · Latest ‘13F-HR’: This Filing

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

‘INFO-TABLE’ — Portfolio Securities Holdings Info Table — infotable.xml

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QS Investors, LLC NY · Form 13F Combination Report

§13(f) Securities Holdings · For: 6/30/21 · Assets: $8,467,658,000 · History: Assets Under Management

Quarterly Holdings and Combination Report by a Money Manager — Form 13F

Filing Table of Contents

QS Investors, LLC
NY
· Form 13F Combination Report