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QS Investors, LLC – ‘13F-HR’ for 3/31/21 – ‘INFO-TABLE’

On: Thursday, 5/13/21, at 4:27pm ET · Effective: 5/13/21 · For: 3/31/21 · Accession #: 1501436-21-2 · File #: 28-14009

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

 5/13/21  QS Investors, LLC                 13F-HR      3/31/21    2:468K

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: 3/31/21 · Assets: $8,453,808,454 · 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	24,971	0.30%	129,594	Sh.	192.69	Defined	–	129,304	–	290
A10 NETWORKS INC	COM	–	002121·10·1	507	0.01%	52,700	Sh.	9.62	Defined	–	51,400	–	1,300
ABBOTT LABS	COM	–	002824·10·0	6,514	0.08%	54,353	Sh.	119.85	Defined	–	26,248	–	28,105
ABBVIE INC	COM	–	00287Y·10·9	31,684	0.37%	292,766	Sh.	108.22	Defined	–	263,872	–	28,894
ABEONA THERAPEUTICS INC	COM	–	00289Y·10·7	611	0.01%	325,000	Sh.	1.88	Defined	–	320,000	–	5,000
ABIOMED INC	COM	–	003654·10·0	438	0.01%	1,374	Sh.	318.78	Defined	–	491	–	883
ACADEMY SPORTS & OUTDOORS IN	COM	–	00402L·10·7	527	0.01%	19,500	Sh.	27.03	Defined	–	19,000	–	500
ACADIA PHARMACEUTICALS INC	COM	–	004225·10·8	1,780	0.02%	68,990	Sh.	25.80	Defined	–	66,990	–	2,000
ACCENTURE PLC IRELAND	SHS CLASS A	–	G1151C·10·1	3,290	0.04%	11,909	Sh.	276.26	Defined	–	9,010	–	2,899
ACLARIS THERAPEUTICS INC	COM	–	00461U·10·5	1,408	0.02%	55,850	Sh.	25.21	Defined	–	55,000	–	850
ACORDA THERAPEUTICS INC	COM NEW	–	00484M·60·1	247	0.00%	50,801	Sh.	4.86	Defined	–	Sole	–	–
ACTIVISION BLIZZARD INC	COM	–	00507V·10·9	11,193	0.13%	120,345	Sh.	93.01	Defined	–	111,966	–	8,379
ADAPTIMMUNE THERAPEUTICS PLC	SPONDS ADR	–	00653A·10·7	733	0.01%	138,000	Sh.	5.31	Defined	–	Sole	–	–
ADOBE SYSTEMS INCORPORATED	COM	–	00724F·10·1	16,184	0.19%	34,045	Sh.	475.37	Defined	–	31,742	–	2,303
ADTALEM GLOBAL ED INC	COM	–	00737L·10·3	522	0.01%	13,200	Sh.	39.55	Defined	–	13,000	–	200
ADTRAN INC	COM	–	00738A·10·6	498	0.01%	29,831	Sh.	16.69	Defined	–	29,000	–	831
ADVANCED EMISSIONS SOLUTS IN	COM	–	00770C·10·1	116	0.00%	21,018	Sh.	5.52	Defined	–	Sole	–	–
ADVANCED MICRO DEVICES INC	COM	–	007903·10·7	4,963	0.06%	63,219	Sh.	78.50	Defined	–	Sole	–	–
AERCAP HOLDINGS NV	SHS	–	N00985·10·6	788	0.01%	13,403	Sh.	58.79	Defined	–	13,127	–	276
AES CORP	COM	–	00130H·10·5	10,864	0.13%	405,210	Sh.	26.81	Defined	–	390,524	–	14,686
AFFILIATED MANAGERS GROUP IN	COM	–	008252·10·8	455	0.01%	3,050	Sh.	149.18	Defined	–	3,000	–	50
AFLAC INC	COM	–	001055·10·2	4,933	0.06%	96,375	Sh.	51.19	Defined	–	Sole	–	–
AGILENT TECHNOLOGIES INC	COM	–	00846U·10·1	1,229	0.01%	9,666	Sh.	127.15	Defined	–	4,037	–	5,629
AGREE REALTY CORP	COM	–	008492·10·0	2,331	0.03%	34,628	Sh.	67.32	Defined	–	32,928	–	1,700
AIR PRODS & CHEMS INC	COM	–	009158·10·6	1,469	0.02%	5,219	Sh.	281.47	Defined	–	Sole	–	–
ALARM COM HLDGS INC	COM	–	011642·10·5	653	0.01%	7,550	Sh.	86.49	Defined	–	7,500	–	50
ALBEMARLE CORP	COM	–	012653·10·1	376	0.00%	2,567	Sh.	146.47	Defined	–	Sole	–	–
ALCOA CORP	COM	–	013872·10·6	1,198	0.01%	36,850	Sh.	32.51	Defined	–	36,000	–	850
ALCON AG	ORD SHS	–	H01301·12·8	235	0.00%	3,343	Sh.	70.30	Defined	–	Sole	–	–
ALEXANDERS INC	COM	–	014752·10·9	467	0.01%	1,682	Sh.	277.65	Defined	–	Sole	–	–
ALEXANDRIA REAL ESTATE EQ IN	COM	–	015271·10·9	1,106	0.01%	6,726	Sh.	164.44	Defined	–	3,094	–	3,632
ALEXION PHARMACEUTICALS INC	COM	–	015351·10·9	1,107	0.01%	7,238	Sh.	152.94	Defined	–	3,635	–	3,603
ALGONQUIN PWR UTILS CORP	COM	–	015857·10·5	290	0.00%	18,301	Sh.	15.85	Defined	–	Sole	–	–
ALIBABA GROUP HLDG LTD	SPONSORED ADS	–	01609W·10·2	2,449	0.03%	10,800	Sh.	226.76	Defined	–	Sole	–	–
ALIGN TECHNOLOGY INC	COM	–	016255·10·1	1,332	0.02%	2,459	Sh.	541.68	Defined	–	1,194	–	1,265
ALLETE INC	COM NEW	–	018522·30·0	2,323	0.03%	34,561	Sh.	67.21	Defined	–	Sole	–	–
ALLIANCE DATA SYSTEMS CORP	COM	–	018581·10·8	8,290	0.10%	73,950	Sh.	112.10	Defined	–	73,800	–	150
ALLIANT ENERGY CORP	COM	–	018802·10·8	5,816	0.07%	107,384	Sh.	54.16	Defined	–	100,768	–	6,616
ALLSTATE CORP	COM	–	020002·10·1	7,726	0.09%	67,234	Sh.	114.91	Defined	–	Sole	–	–
ALLY FINL INC	COM	–	02005N·10·0	3,486	0.04%	77,085	Sh.	45.22	Defined	–	Sole	–	–
ALNYLAM PHARMACEUTICALS INC	COM	–	02043Q·10·7	329	0.00%	2,324	Sh.	141.57	Defined	–	200	–	2,124
ALPHA PRO TECH LTD	COM	–	020772·10·9	263	0.00%	26,900	Sh.	9.78	Defined	–	26,500	–	400
ALPHABET INC	CAP STK CL A	–	02079K·30·5	39,879	0.47%	19,335	Sh.	2,062.53	Defined	–	17,331	–	2,004
ALPHABET INC	CAP STK CL C	–	02079K·10·7	43,868	0.52%	21,206	Sh.	2,068.66	Defined	–	19,238	–	1,968
ALTRIA GROUP INC	COM	–	02209S·10·3	15,077	0.18%	294,691	Sh.	51.16	Defined	–	198,489	–	96,202
AMAZON COM INC	COM	–	023135·10·6	70,100	0.83%	22,656	Sh.	3,094.10	Defined	–	Sole	–	–
AMCOR PLC	ORD	–	G0250X·10·7	562	0.01%	48,031	Sh.	11.70	Defined	–	Sole	–	–
AMDOCS LTD	SHS	–	G02602·10·3	5,465	0.06%	77,896	Sh.	70.16	Defined	–	75,427	–	2,469
AMER SOFTWARE INC	CL A	–	029683·10·9	340	0.00%	16,406	Sh.	20.72	Defined	–	Sole	–	–
AMERANT BANCORP INC	CL A	–	023576·10·1	289	0.00%	15,517	Sh.	18.62	Defined	–	15,195	–	322
AMEREN CORP	COM	–	023608·10·2	925	0.01%	11,365	Sh.	81.39	Defined	–	5,798	–	5,567
AMERICAN CAMPUS CMNTYS INC	COM	–	024835·10·0	225	0.00%	5,201	Sh.	43.26	Defined	–	–	–	None
AMERICAN ELEC PWR CO INC	COM	–	025537·10·1	19,310	0.23%	227,978	Sh.	84.70	Defined	–	216,969	–	11,009
AMERICAN EXPRESS CO	COM	–	025816·10·9	1,581	0.02%	11,175	Sh.	141.48	Defined	–	Sole	–	–
AMERICAN FINL GROUP INC OHIO	COM	–	025932·10·4	1,005	0.01%	8,800	Sh.	114.20	Defined	–	Sole	–	–
AMERICAN HOMES 4 RENT	CL A	–	02665T·30·6	333	0.00%	9,969	Sh.	33.40	Defined	–	–	–	None
AMERICAN INTL GROUP INC	COM NEW	–	026874·78·4	628	0.01%	13,578	Sh.	46.25	Defined	–	Sole	–	–
AMERICAN NATIONAL GROUP INC	COM NEW	–	02772A·10·9	476	0.01%	4,411	Sh.	107.91	Defined	–	Sole	–	–
AMERICAN PUBLIC EDUCATION IN	COM	–	02913V·10·3	724	0.01%	20,300	Sh.	35.67	Defined	–	20,000	–	300
AMERICAN TOWER CORP NEW	COM	–	03027X·10·0	6,431	0.08%	26,898	Sh.	239.09	Defined	–	11,789	–	15,109
AMERICAN WTR WKS CO INC NEW	COM	–	030420·10·3	1,048	0.01%	6,986	Sh.	150.01	Defined	–	3,998	–	2,988
AMERICOLD RLTY TR	COM	–	03064D·10·8	242	0.00%	6,283	Sh.	38.52	Defined	–	–	–	None
AMERIPRISE FINL INC	COM	–	03076C·10·6	6,886	0.08%	29,622	Sh.	232.46	Defined	–	Sole	–	–
AMERISAFE INC	COM	–	03071H·10·0	717	0.01%	11,200	Sh.	64.02	Defined	–	Sole	–	–
AMERISOURCEBERGEN CORP	COM	–	03073E·10·5	8,757	0.10%	74,165	Sh.	118.07	Defined	–	71,973	–	2,192
AMETEK INC	COM	–	031100·10·0	313	0.00%	2,443	Sh.	128.12	Defined	–	Sole	–	–
AMGEN INC	COM	–	031162·10·0	28,342	0.34%	113,910	Sh.	248.81	Defined	–	104,036	–	9,874
AMKOR TECHNOLOGY INC	COM	–	031652·10·0	1,395	0.02%	58,817	Sh.	23.72	Defined	–	57,937	–	880
AMPHASTAR PHARMACEUTICALS IN	COM	–	03209R·10·3	292	0.00%	15,900	Sh.	18.36	Defined	–	13,000	–	2,900
AMPHENOL CORP NEW	CL A	–	032095·10·1	678	0.01%	10,276	Sh.	65.98	Defined	–	Sole	–	–
ANALOG DEVICES INC	COM	–	032654·10·5	676	0.01%	4,356	Sh.	155.19	Defined	–	Sole	–	–
ANAPTYSBIO INC	COM	–	032724·10·6	322	0.00%	14,900	Sh.	21.61	Defined	–	14,400	–	500
ANGI HOMESERVICES INC	COM CL A	–	00183L·10·2	385	0.00%	29,600	Sh.	13.01	Defined	–	29,300	–	300
ANSYS INC	COM	–	03662Q·10·5	417	0.00%	1,226	Sh.	340.13	Defined	–	926	–	300
ANTARES PHARMA INC	COM	–	036642·10·6	495	0.01%	120,200	Sh.	4.12	Defined	–	117,500	–	2,700
ANTERO MIDSTREAM CORP	COM	–	03676B·10·2	358	0.00%	39,597	Sh.	9.04	Defined	–	–	–	None
ANTERO RESOURCES CORP	COM	–	03674X·10·6	202	0.00%	19,800	Sh.	10.20	Defined	–	–	–	None
ANTHEM INC	COM	–	036752·10·3	3,089	0.04%	8,604	Sh.	359.02	Defined	–	4,701	–	3,903
AON PLC	SHS CL A	–	G0403H·10·8	761	0.01%	3,305	Sh.	230.26	Defined	–	Sole	–	–
APARTMENT INCOME REIT CORP	COM	–	03750L·10·9	284	0.00%	6,637	Sh.	42.79	Defined	–	–	–	None
APOGEE ENTERPRISES INC	COM	–	037598·10·9	757	0.01%	18,500	Sh.	40.92	Defined	–	Sole	–	–
APPLE HOSPITALITY REIT INC	COM NEW	–	03784Y·20·0	160	0.00%	10,979	Sh.	14.57	Defined	–	–	–	None
APPLE INC	COM	–	037833·10·0	127,775	1.51%	1,046,042	Sh.	122.15	Defined	–	1,045,242	–	800
APPLIED INDL TECHNOLOGIES IN	COM	–	03820C·10·5	211	0.00%	2,310	Sh.	91.34	Defined	–	Sole	–	–
APPLIED MATLS INC	COM	–	038222·10·5	21,433	0.25%	160,421	Sh.	133.60	Defined	–	Sole	–	–
APPLIED OPTOELECTRONICS INC	COM	–	03823U·10·2	442	0.01%	52,800	Sh.	8.37	Defined	–	52,000	–	800
APTEVO THERAPEUTICS INC	COM NEW	–	03835L·20·7	348	0.00%	11,400	Sh.	30.53	Defined	–	11,200	–	200
APYX MEDICAL CORPORATION	COM	–	03837C·10·6	522	0.01%	54,000	Sh.	9.67	Defined	–	53,600	–	400
ARCH CAP GROUP LTD	ORD	–	G0450A·10·5	200	0.00%	5,200	Sh.	38.46	Defined	–	Sole	–	–
ARCHER DANIELS MIDLAND CO	COM	–	039483·10·2	18,832	0.22%	330,385	Sh.	57.00	Defined	–	302,037	–	28,348
ARCHROCK INC	COM	–	03957W·10·6	159	0.00%	16,707	Sh.	9.52	Defined	–	–	–	None
ARES COML REAL ESTATE CORP	COM	–	04013V·10·8	162	0.00%	11,790	Sh.	13.74	Defined	–	Sole	–	–
ARGAN INC	COM	–	04010E·10·9	1,323	0.02%	24,793	Sh.	53.36	Defined	–	24,593	–	200
ARISTA NETWORKS INC	COM	–	040413·10·6	253	0.00%	836	Sh.	302.63	Defined	–	Sole	–	–
ARLO TECHNOLOGIES INC	COM	–	04206A·10·1	428	0.01%	68,000	Sh.	6.29	Defined	–	67,300	–	700
ARROWHEAD PHARMACEUTICALS IN	COM	–	04280A·10·0	282	0.00%	4,248	Sh.	66.38	Defined	–	2,500	–	1,748
ARTISAN PARTNERS ASSET MGMT	CL A	–	04316A·10·8	908	0.01%	17,400	Sh.	52.18	Defined	–	17,300	–	100
ASSOCIATED BANC CORP	COM	–	045487·10·5	3,829	0.05%	179,424	Sh.	21.34	Defined	–	179,024	–	400
ASSURANT INC	COM	–	04621X·10·8	1,230	0.01%	8,674	Sh.	141.80	Defined	–	8,526	–	148
ASTRONICS CORP	COM	–	046433·10·8	756	0.01%	41,898	Sh.	18.04	Defined	–	41,548	–	350
AT HOME GROUP INC	COM	–	04650Y·10·0	962	0.01%	33,500	Sh.	28.72	Defined	–	33,000	–	500
AT&T INC	COM	–	00206R·10·2	15,154	0.18%	500,601	Sh.	30.27	Defined	–	332,048	–	168,553
ATLASSIAN CORP PLC	CL A	–	G06242·10·4	1,400	0.02%	6,639	Sh.	210.88	Defined	–	5,600	–	1,039
ATMOS ENERGY CORP	COM	–	049560·10·5	534	0.01%	5,393	Sh.	99.02	Defined	–	3,269	–	2,124
ATN INTL INC	COM	–	00215F·10·7	339	0.00%	6,900	Sh.	49.13	Defined	–	6,500	–	400
AUTODESK INC	COM	–	052769·10·6	1,010	0.01%	3,642	Sh.	277.32	Defined	–	2,726	–	916
AUTOMATIC DATA PROCESSING IN	COM	–	053015·10·3	1,406	0.02%	7,458	Sh.	188.52	Defined	–	5,168	–	2,290
AUTOZONE INC	COM	–	053332·10·2	544	0.01%	387	Sh.	1,405.68	Defined	–	Sole	–	–
AVALONBAY CMNTYS INC	COM	–	053484·10·1	1,651	0.02%	8,948	Sh.	184.51	Defined	–	3,643	–	5,305
AVANTOR INC	COM	–	05352A·10·0	212	0.00%	7,300	Sh.	29.04	Defined	–	2,600	–	4,700
AVID BIOSERVICES INC	COM	–	05368M·10·6	231	0.00%	12,641	Sh.	18.27	Defined	–	Sole	–	–
AVISTA CORP	COM	–	05379B·10·7	523	0.01%	10,950	Sh.	47.76	Defined	–	10,000	–	950
AVNET INC	COM	–	053807·10·3	3,620	0.04%	87,200	Sh.	41.51	Defined	–	87,100	–	100
AXIS CAP HLDGS LTD	SHS	–	G0692U·10·9	2,905	0.03%	58,597	Sh.	49.58	Defined	–	58,209	–	388
B & G FOODS INC NEW	COM	–	05508R·10·6	609	0.01%	19,587	Sh.	31.09	Defined	–	17,587	–	2,000
BAIDU INC	SPON ADR REP A	–	056752·10·8	747	0.01%	3,432	Sh.	217.66	Defined	–	Sole	–	–
BAKER HUGHES COMPANY	CL A	–	05722G·10·0	1,880	0.02%	86,958	Sh.	21.62	Defined	–	14,646	–	72,312
BALL CORP	COM	–	058498·10·6	706	0.01%	8,320	Sh.	84.86	Defined	–	Sole	–	–
BANCORP INC DEL	COM	–	05969A·10·5	380	0.00%	18,300	Sh.	20.77	Defined	–	18,000	–	300
BANK NEW YORK MELLON CORP	COM	–	064058·10·0	4,509	0.05%	95,335	Sh.	47.30	Defined	–	Sole	–	–
BANK NOVA SCOTIA B C	COM	–	064149·10·7	5,895	0.07%	94,233	Sh.	62.56	Defined	–	93,133	–	1,100
BANK OF NT BUTTERFIELD&SON L	SHS NEW	–	G0772R·20·8	732	0.01%	19,150	Sh.	38.22	Defined	–	19,000	–	150
BARRICK GOLD CORP	COM	–	067901·10·8	895	0.01%	45,105	Sh.	19.84	Defined	–	Sole	–	–
BAXTER INTL INC	COM	–	071813·10·9	1,381	0.02%	16,365	Sh.	84.39	Defined	–	8,288	–	8,077
BCE INC	COM NEW	–	05534B·76·0	5,202	0.06%	115,240	Sh.	45.14	Defined	–	114,440	–	800
BEAZER HOMES USA INC	COM NEW	–	07556Q·88·1	1,402	0.02%	67,000	Sh.	20.93	Defined	–	66,000	–	1,000
BECTON DICKINSON & CO	COM	–	075887·10·9	2,246	0.03%	9,236	Sh.	243.18	Defined	–	4,558	–	4,678
BEIGENE LTD	SPONSORED ADR	–	07725L·10·2	627	0.01%	1,800	Sh.	348.33	Defined	–	Sole	–	–
BERKSHIRE HATHAWAY INC DEL	CL B NEW	–	084670·70·2	11,705	0.14%	45,817	Sh.	255.47	Defined	–	Sole	–	–
BERKSHIRE HILLS BANCORP INC	COM	–	084680·10·7	641	0.01%	28,681	Sh.	22.35	Defined	–	28,001	–	680
BERRY CORP	COM	–	08579X·10·1	252	0.00%	45,700	Sh.	5.51	Defined	–	45,000	–	700
BEST BUY INC	COM	–	086516·10·1	4,017	0.05%	34,988	Sh.	114.81	Defined	–	Sole	–	–
BEYOND MEAT INC	COM	–	08862E·10·9	342	0.00%	2,628	Sh.	130.14	Defined	–	–	–	None
BGC PARTNERS INC	CL A	–	05541T·10·1	6,944	0.08%	1,437,600	Sh.	4.83	Defined	–	1,434,500	–	3,100
BIG 5 SPORTING GOODS CORP	COM	–	08915P·10·1	602	0.01%	38,300	Sh.	15.72	Defined	–	37,300	–	1,000
BIG LOTS INC	COM	–	089302·10·3	813	0.01%	11,900	Sh.	68.32	Defined	–	11,700	–	200
BIO RAD LABS INC	CL A	–	090572·20·7	6,856	0.08%	12,003	Sh.	571.19	Defined	–	11,634	–	369
BIO-TECHNE CORP	COM	–	09073M·10·4	318	0.00%	831	Sh.	382.67	Defined	–	–	–	None
BIOGEN INC	COM	–	09062X·10·3	1,621	0.02%	5,793	Sh.	279.82	Defined	–	3,270	–	2,523
BIOMARIN PHARMACEUTICAL INC	COM	–	09061G·10·1	225	0.00%	2,974	Sh.	75.66	Defined	–	–	–	None
BJS WHSL CLUB HLDGS INC	COM	–	05550J·10·1	1,230	0.01%	27,407	Sh.	44.88	Defined	–	19,861	–	7,546
BK OF AMERICA CORP	COM	–	060505·10·4	7,339	0.09%	189,674	Sh.	38.69	Defined	–	Sole	–	–
BLACKROCK INC	COM	–	09247X·10·1	1,629	0.02%	2,160	Sh.	754.17	Defined	–	Sole	–	–
BLOCK H & R INC	COM	–	093671·10·5	1,035	0.01%	47,460	Sh.	21.81	Defined	–	Sole	–	–
BLOOMIN BRANDS INC	COM	–	094235·10·8	1,072	0.01%	39,600	Sh.	27.07	Defined	–	39,000	–	600
BLUELINX HLDGS INC	COM NEW	–	09624H·20·8	541	0.01%	13,800	Sh.	39.20	Defined	–	13,500	–	300
BLUEPRINT MEDICINES CORP	COM	–	09627Y·10·9	789	0.01%	8,112	Sh.	97.26	Defined	–	7,000	–	1,112
BOEING CO	COM	–	097023·10·5	2,104	0.02%	8,257	Sh.	254.81	Defined	–	Sole	–	–
BOISE CASCADE CO DEL	COM	–	09739D·10·0	898	0.01%	15,000	Sh.	59.87	Defined	–	Sole	–	–
BOOKING HOLDINGS INC	COM	–	09857L·10·8	1,284	0.02%	551	Sh.	2,330.31	Defined	–	Sole	–	–
BOOZ ALLEN HAMILTON HLDG COR	CL A	–	099502·10·6	1,234	0.01%	15,320	Sh.	80.55	Defined	–	Sole	–	–
BOSTON BEER INC	CL A	–	100557·10·7	1,855	0.02%	1,537	Sh.	1,206.90	Defined	–	1,050	–	487
BOSTON PRIVATE FINL HLDGS IN	COM	–	101119·10·5	717	0.01%	53,800	Sh.	13.33	Defined	–	53,300	–	500
BOSTON PROPERTIES INC	COM	–	101121·10·1	1,123	0.01%	11,089	Sh.	101.27	Defined	–	5,531	–	5,558
BOSTON SCIENTIFIC CORP	COM	–	101137·10·7	1,785	0.02%	46,170	Sh.	38.66	Defined	–	23,649	–	22,521
BOX INC	CL A	–	10316T·10·4	1,303	0.02%	56,743	Sh.	22.96	Defined	–	55,543	–	1,200
BRAEMAR HOTELS & RESORTS INC	COM	–	10482B·10·1	309	0.00%	50,800	Sh.	6.08	Defined	–	50,000	–	800
BRIGHTSPHERE INVT GROUP INC	COM	–	10948W·10·3	1,076	0.01%	52,769	Sh.	20.39	Defined	–	52,000	–	769
BRINKER INTL INC	COM	–	109641·10·0	937	0.01%	13,178	Sh.	71.10	Defined	–	12,978	–	200
BRISTOL-MYERS SQUIBB CO	COM	–	110122·10·8	15,662	0.19%	248,077	Sh.	63.13	Defined	–	210,524	–	37,553
BROADCOM INC	COM	–	11135F·10·1	4,345	0.05%	9,370	Sh.	463.71	Defined	–	9,264	–	106
BROADRIDGE FINL SOLUTIONS IN	COM	–	11133T·10·3	296	0.00%	1,927	Sh.	153.61	Defined	–	1,227	–	700
BROADSTONE NET LEASE INC	COM	–	11135E·20·3	329	0.00%	18,000	Sh.	18.28	Defined	–	Sole	–	–
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	–	112585·10·4	243	0.00%	5,464	Sh.	44.47	Defined	–	Sole	–	–
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	–	11284V·10·5	279	0.00%	5,961	Sh.	46.80	Defined	–	3,461	–	2,500
BROWN FORMAN CORP	CL A	–	115637·10·0	131	0.00%	2,055	Sh.	63.75	Defined	–	Sole	–	–
BROWN FORMAN CORP	CL B	–	115637·20·9	926	0.01%	13,415	Sh.	69.03	Defined	–	4,600	–	8,815
BUCKLE INC	COM	–	118440·10·6	393	0.00%	10,000	Sh.	39.30	Defined	–	Sole	–	–
BUNGE LIMITED	COM	–	G16962·10·5	519	0.01%	6,541	Sh.	79.35	Defined	–	–	–	None
C H ROBINSON WORLDWIDE INC	COM NEW	–	12541W·20·9	984	0.01%	10,305	Sh.	95.49	Defined	–	Sole	–	–
CABOT OIL & GAS CORP	COM	–	127097·10·3	984	0.01%	52,350	Sh.	18.80	Defined	–	9,564	–	42,786
CADENCE BANCORPORATION	CL A	–	12739A·10·0	892	0.01%	43,022	Sh.	20.73	Defined	–	42,000	–	1,022
CADENCE DESIGN SYSTEM INC	COM	–	127387·10·8	723	0.01%	5,275	Sh.	137.06	Defined	–	3,434	–	1,841
CAESARS ENTERTAINMENT INC NE	COM	–	12769G·10·0	225	0.00%	2,571	Sh.	87.51	Defined	–	Sole	–	–
CAESARSTONE LTD	ORD SHS	–	M20598·10·4	1,221	0.01%	88,900	Sh.	13.73	Defined	–	73,700	–	15,200
CAI INTERNATIONAL INC	COM	–	12477X·10·6	547	0.01%	12,000	Sh.	45.58	Defined	–	11,600	–	400
CAMDEN PPTY TR	SH BEN INT	–	133131·10·2	664	0.01%	6,033	Sh.	110.06	Defined	–	1,600	–	4,433
CAMPBELL SOUP CO	COM	–	134429·10·9	10,439	0.12%	207,655	Sh.	50.27	Defined	–	196,709	–	10,946
CAMPING WORLD HLDGS INC	CL A	–	13462K·10·9	721	0.01%	19,800	Sh.	36.41	Defined	–	19,500	–	300
CAMTEK LTD	ORD	–	M20791·10·5	572	0.01%	19,100	Sh.	29.95	Defined	–	Sole	–	–
CANADIAN IMP BK COMM	COM	–	136069·10·1	1,950	0.02%	19,921	Sh.	97.89	Defined	–	Sole	–	–
CANADIAN NAT RES LTD	COM	–	136385·10·1	2,771	0.03%	89,643	Sh.	30.91	Defined	–	Sole	–	–
CANADIAN NATL RY CO	COM	–	136375·10·2	576	0.01%	4,963	Sh.	116.06	Defined	–	Sole	–	–
CANADIAN PAC RY LTD	COM	–	13645T·10·0	282	0.00%	738	Sh.	382.11	Defined	–	Sole	–	–
CANADIAN SOLAR INC	COM	–	136635·10·9	1,427	0.02%	28,738	Sh.	49.66	Defined	–	23,238	–	5,500
CAPITAL ONE FINL CORP	COM	–	14040H·10·5	3,377	0.04%	26,536	Sh.	127.26	Defined	–	Sole	–	–
CARDINAL HEALTH INC	COM	–	14149Y·10·8	6,844	0.08%	112,656	Sh.	60.75	Defined	–	107,253	–	5,403
CARGURUS INC	COM CL A	–	141788·10·9	229	0.00%	9,600	Sh.	23.85	Defined	–	9,300	–	300
CARLISLE COS INC	COM	–	142339·10·0	7,204	0.09%	43,770	Sh.	164.59	Defined	–	Sole	–	–
CARMAX INC	COM	–	143130·10·2	247	0.00%	1,858	Sh.	132.94	Defined	–	Sole	–	–
CARNIVAL CORP	UNIT 99/99/9999	–	143658·30·0	233	0.00%	8,757	Sh.	26.61	Defined	–	Sole	–	–
CARRIER GLOBAL CORPORATION	COM	–	14448C·10·4	529	0.01%	12,525	Sh.	42.24	Defined	–	Sole	–	–
CARTER BANKSHARES INC	COM NEW	–	146103·10·6	476	0.01%	34,075	Sh.	13.97	Defined	–	33,175	–	900
CARTERS INC	COM	–	146229·10·9	223	0.00%	2,500	Sh.	89.20	Defined	–	Sole	–	–
CASEYS GEN STORES INC	COM	–	147528·10·3	279	0.00%	1,290	Sh.	216.28	Defined	–	–	–	None
CATALENT INC	COM	–	148806·10·2	637	0.01%	6,046	Sh.	105.36	Defined	–	3,276	–	2,770
CATALYST PHARMACEUTICALS INC	COM	–	14888U·10·1	399	0.00%	86,400	Sh.	4.62	Defined	–	85,800	–	600
CATERPILLAR INC	COM	–	149123·10·1	2,056	0.02%	8,864	Sh.	231.95	Defined	–	Sole	–	–
CBOE GLOBAL MKTS INC	COM	–	12503M·10·8	777	0.01%	7,865	Sh.	98.79	Defined	–	Sole	–	–
CBRE GROUP INC	CL A	–	12504L·10·9	8,562	0.10%	108,225	Sh.	79.11	Defined	–	95,784	–	12,441
CDW CORP	COM	–	12514G·10·8	261	0.00%	1,573	Sh.	165.92	Defined	–	Sole	–	–
CELANESE CORP DEL	COM	–	150870·10·3	584	0.01%	3,892	Sh.	150.05	Defined	–	Sole	–	–
CELESTICA INC	SUB VTG SHS	–	15101Q·10·8	1,634	0.02%	195,158	Sh.	8.37	Defined	–	162,158	–	33,000
CENTENE CORP DEL	COM	–	15135B·10·1	1,114	0.01%	17,416	Sh.	63.96	Defined	–	8,738	–	8,678
CENTERPOINT ENERGY INC	COM	–	15189T·10·7	598	0.01%	26,371	Sh.	22.68	Defined	–	13,257	–	13,114
CENTRAL PAC FINL CORP	COM NEW	–	154760·40·9	632	0.01%	23,652	Sh.	26.72	Defined	–	23,452	–	200
CERNER CORP	COM	–	156782·10·4	914	0.01%	12,713	Sh.	71.89	Defined	–	6,409	–	6,304
CF INDS HLDGS INC	COM	–	125269·10·0	2,908	0.03%	64,060	Sh.	45.39	Defined	–	Sole	–	–
CHAMPIONX CORPORATION	COM	–	15872M·10·4	469	0.01%	21,583	Sh.	21.73	Defined	–	–	–	None
CHARLES RIV LABS INTL INC	COM	–	159864·10·7	323	0.00%	1,114	Sh.	289.95	Defined	–	–	–	None
CHARTER COMMUNICATIONS INC N	CL A	–	16119P·10·8	1,292	0.02%	2,093	Sh.	617.30	Defined	–	Sole	–	–
CHATHAM LODGING TR	COM	–	16208T·10·2	498	0.01%	37,770	Sh.	13.19	Defined	–	37,200	–	570
CHECK POINT SOFTWARE TECH LT	ORD	–	M22465·10·4	5,351	0.06%	47,782	Sh.	111.99	Defined	–	47,607	–	175
CHEMED CORP NEW	COM	–	16359R·10·3	6,124	0.07%	13,317	Sh.	459.86	Defined	–	13,040	–	277
CHENIERE ENERGY INC	COM NEW	–	16411R·20·8	1,963	0.02%	27,260	Sh.	72.01	Defined	–	2,200	–	25,060
CHEVRON CORP NEW	COM	–	166764·10·0	26,210	0.31%	250,119	Sh.	104.79	Defined	–	47,384	–	202,735
CHIMERIX INC	COM	–	16934W·10·6	409	0.00%	42,401	Sh.	9.65	Defined	–	40,401	–	2,000
CHIPOTLE MEXICAN GRILL INC	COM	–	169656·10·5	457	0.01%	321	Sh.	1,423.68	Defined	–	Sole	–	–
CHUBB LIMITED	COM	–	H1467J·10·4	1,114	0.01%	7,049	Sh.	158.04	Defined	–	Sole	–	–
CHURCH & DWIGHT INC	COM	–	171340·10·2	5,067	0.06%	58,003	Sh.	87.36	Defined	–	44,805	–	13,198
CI FINL CORP	COM	–	125491·10·0	1,549	0.02%	107,252	Sh.	14.44	Defined	–	90,052	–	17,200
CIENA CORP	COM NEW	–	171779·30·9	2,492	0.03%	45,532	Sh.	54.73	Defined	–	Sole	–	–
CIGNA CORP NEW	COM	–	125523·10·0	2,898	0.03%	11,986	Sh.	241.78	Defined	–	6,226	–	5,760
CIMAREX ENERGY CO	COM	–	171798·10·1	645	0.01%	10,850	Sh.	59.45	Defined	–	1,090	–	9,760
CIMPRESS PLC	SHS EURO	–	G2143T·10·3	236	0.00%	2,350	Sh.	100.43	Defined	–	2,300	–	50
CINTAS CORP	COM	–	172908·10·5	1,629	0.02%	4,770	Sh.	341.51	Defined	–	Sole	–	–
CIRRUS LOGIC INC	COM	–	172755·10·0	946	0.01%	11,150	Sh.	84.84	Defined	–	11,100	–	50
CISCO SYS INC	COM	–	17275R·10·2	26,253	0.31%	507,696	Sh.	51.71	Defined	–	506,253	–	1,443
CIT GROUP INC	COM NEW	–	125581·80·1	10,151	0.12%	197,060	Sh.	51.51	Defined	–	Sole	–	–
CITIGROUP INC	COM NEW	–	172967·42·4	8,573	0.10%	117,838	Sh.	72.75	Defined	–	Sole	–	–
CITIZENS FINL GROUP INC	COM	–	174610·10·5	9,611	0.11%	217,673	Sh.	44.15	Defined	–	Sole	–	–
CITRIX SYS INC	COM	–	177376·10·0	6,849	0.08%	48,790	Sh.	140.38	Defined	–	47,909	–	881
CITY HLDG CO	COM	–	177835·10·5	398	0.00%	4,857	Sh.	81.94	Defined	–	Sole	–	–
CLEAN ENERGY FUELS CORP	COM	–	184499·10·1	179	0.00%	12,969	Sh.	13.80	Defined	–	–	–	None
CLEARSIDE BIOMEDICAL INC	COM	–	185063·10·4	277	0.00%	111,900	Sh.	2.48	Defined	–	110,000	–	1,900
CLOROX CO DEL	COM	–	189054·10·9	23,346	0.28%	121,038	Sh.	192.88	Defined	–	114,210	–	6,828
CME GROUP INC	COM	–	12572Q·10·5	1,183	0.01%	5,791	Sh.	204.28	Defined	–	Sole	–	–
CMS ENERGY CORP	COM	–	125896·10·0	855	0.01%	13,961	Sh.	61.24	Defined	–	9,000	–	4,961
CNH INDL N V	SHS	–	N20944·10·9	2,922	0.03%	186,815	Sh.	15.64	Defined	–	185,015	–	1,800
CNX RES CORP	COM	–	12653C·10·8	318	0.00%	21,593	Sh.	14.73	Defined	–	–	–	None
COCA COLA CO	COM	–	191216·10·0	32,111	0.38%	609,184	Sh.	52.71	Defined	–	409,781	–	199,403
COCA COLA EUROPEAN PARTNERS	SHS	–	G25839·10·4	262	0.00%	5,010	Sh.	52.30	Defined	–	Sole	–	–
COGENT COMMUNICATIONS HLDGS	COM NEW	–	19239V·30·2	1,112	0.01%	16,168	Sh.	68.78	Defined	–	14,668	–	1,500
COGNIZANT TECHNOLOGY SOLUTIO	CL A	–	192446·10·2	687	0.01%	8,794	Sh.	78.12	Defined	–	5,754	–	3,040
COHEN & STEERS INC	COM	–	19247A·10·0	650	0.01%	9,935	Sh.	65.43	Defined	–	Sole	–	–
COLGATE PALMOLIVE CO	COM	–	194162·10·3	4,913	0.06%	62,316	Sh.	78.84	Defined	–	18,257	–	44,059
COMCAST CORP NEW	CL A	–	20030N·10·1	3,773	0.04%	69,726	Sh.	54.11	Defined	–	Sole	–	–
COMERICA INC	COM	–	200340·10·7	403	0.00%	5,606	Sh.	71.89	Defined	–	Sole	–	–
COMFORT SYS USA INC	COM	–	199908·10·4	225	0.00%	3,000	Sh.	75.00	Defined	–	Sole	–	–
COMMUNITY HEALTH SYS INC NEW	COM	–	203668·10·8	352	0.00%	26,000	Sh.	13.54	Defined	–	Sole	–	–
COMMUNITY TR BANCORP INC	COM	–	204149·10·8	598	0.01%	13,565	Sh.	44.08	Defined	–	Sole	–	–
COMMVAULT SYSTEMS INC	COM	–	204166·10·2	880	0.01%	13,633	Sh.	64.55	Defined	–	12,633	–	1,000
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	–	204448·10·4	140	0.00%	13,900	Sh.	10.07	Defined	–	Sole	–	–
CONAGRA BRANDS INC	COM	–	205887·10·2	10,170	0.12%	270,454	Sh.	37.60	Defined	–	245,951	–	24,503
CONOCOPHILLIPS	COM	–	20825C·10·4	9,317	0.11%	175,882	Sh.	52.97	Defined	–	34,137	–	141,745
CONSOLIDATED EDISON INC	COM	–	209115·10·4	16,056	0.19%	214,649	Sh.	74.80	Defined	–	206,421	–	8,228
CONSTELLATION BRANDS INC	CL A	–	21036P·10·8	4,395	0.05%	19,274	Sh.	228.03	Defined	–	11,140	–	8,134
COOPER COS INC	COM NEW	–	216648·40·2	515	0.01%	1,340	Sh.	384.33	Defined	–	538	–	802
COOPER TIRE & RUBR CO	COM	–	216831·10·7	711	0.01%	12,700	Sh.	55.98	Defined	–	12,500	–	200
COPART INC	COM	–	217204·10·6	258	0.00%	2,368	Sh.	108.95	Defined	–	Sole	–	–
CORE MARK HOLDING CO INC	COM	–	218681·10·4	657	0.01%	16,957	Sh.	38.75	Defined	–	Sole	–	–
CORECIVIC INC	COM	–	21871N·10·1	4,923	0.06%	543,878	Sh.	9.05	Defined	–	542,578	–	1,300
CORNING INC	COM	–	219350·10·5	450	0.01%	10,328	Sh.	43.57	Defined	–	Sole	–	–
CORTEVA INC	COM	–	22052L·10·4	891	0.01%	19,098	Sh.	46.65	Defined	–	Sole	–	–
COSTCO WHSL CORP NEW	COM	–	22160K·10·5	21,437	0.25%	60,816	Sh.	352.49	Defined	–	38,451	–	22,365
COTY INC	COM CL A	–	222070·20·3	95	0.00%	10,533	Sh.	9.02	Defined	–	–	–	None
COVENANT LOGISTICS GROUP INC	CL A	–	22284P·10·5	250	0.00%	12,131	Sh.	20.61	Defined	–	12,000	–	131
CRA INTL INC	COM	–	12618T·10·5	527	0.01%	7,050	Sh.	74.75	Defined	–	7,000	–	50
CRACKER BARREL OLD CTRY STOR	COM	–	22410J·10·6	217	0.00%	1,250	Sh.	173.60	Defined	–	1,200	–	50
CREDICORP LTD	COM	–	G2519Y·10·8	506	0.01%	3,700	Sh.	136.76	Defined	–	Sole	–	–
CRESCENT PT ENERGY CORP	COM	–	22576C·10·1	1,115	0.01%	267,500	Sh.	4.17	Defined	–	192,500	–	75,000
CRITEO S A	SPONS ADS	–	226718·10·4	2,654	0.03%	76,400	Sh.	34.74	Defined	–	65,100	–	11,300
CROWDSTRIKE HLDGS INC	CL A	–	22788C·10·5	7,086	0.08%	38,822	Sh.	182.53	Defined	–	37,900	–	922
CROWN CASTLE INTL CORP NEW	COM	–	22822V·10·1	18,575	0.22%	107,910	Sh.	172.13	Defined	–	94,128	–	13,782
CROWN HLDGS INC	COM	–	228368·10·6	264	0.00%	2,719	Sh.	97.09	Defined	–	Sole	–	–
CSG SYS INTL INC	COM	–	126349·10·9	621	0.01%	13,833	Sh.	44.89	Defined	–	Sole	–	–
CSX CORP	COM	–	126408·10·3	1,158	0.01%	12,006	Sh.	96.45	Defined	–	Sole	–	–
CUBESMART	COM	–	229663·10·9	7,660	0.09%	202,483	Sh.	37.83	Defined	–	194,263	–	8,220
CUMMINS INC	COM	–	231021·10·6	9,958	0.12%	38,431	Sh.	259.11	Defined	–	Sole	–	–
CVS HEALTH CORP	COM	–	126650·10·0	28,554	0.34%	379,543	Sh.	75.23	Defined	–	358,538	–	21,005
CYBERARK SOFTWARE LTD	SHS	–	M2682V·10·8	246	0.00%	1,900	Sh.	129.47	Defined	–	Sole	–	–
CYCLERION THERAPEUTICS INC	COM	–	23255M·10·5	324	0.00%	116,035	Sh.	2.79	Defined	–	113,435	–	2,600
CYMABAY THERAPEUTICS INC	COM	–	23257D·10·3	415	0.00%	91,400	Sh.	4.54	Defined	–	90,000	–	1,400
CYRUSONE INC	COM	–	23283R·10·0	206	0.00%	3,040	Sh.	67.76	Defined	–	–	–	None
D R HORTON INC	COM	–	23331A·10·9	316	0.00%	3,537	Sh.	89.34	Defined	–	Sole	–	–
DANA INC	COM	–	235825·20·5	470	0.01%	19,300	Sh.	24.35	Defined	–	19,000	–	300
DANAHER CORPORATION	COM	–	235851·10·2	4,390	0.05%	19,504	Sh.	225.08	Defined	–	9,540	–	9,964
DARDEN RESTAURANTS INC	COM	–	237194·10·5	210	0.00%	1,474	Sh.	142.47	Defined	–	Sole	–	–
DARLING INGREDIENTS INC	COM	–	237266·10·1	1,984	0.02%	26,958	Sh.	73.60	Defined	–	20,000	–	6,958
DAVITA INC	COM	–	23918K·10·8	219	0.00%	2,032	Sh.	107.78	Defined	–	863	–	1,169
DBX ETF TR	XTRACK USD HIGH	–	233051·43·2	9,992	0.12%	199,875	Sh.	49.99	Defined	–	Sole	–	–
DECKERS OUTDOOR CORP	COM	–	243537·10·7	12,109	0.14%	36,645	Sh.	330.44	Defined	–	Sole	–	–
DEERE & CO	COM	–	244199·10·5	1,850	0.02%	4,943	Sh.	374.27	Defined	–	Sole	–	–
DELTA AIR LINES INC DEL	COM NEW	–	247361·70·2	358	0.00%	7,405	Sh.	48.35	Defined	–	Sole	–	–
DENTSPLY SIRONA INC	COM	–	24906P·10·9	369	0.00%	5,770	Sh.	63.95	Defined	–	2,392	–	3,378
DEUTSCHE BANK A G	NAMEN AKT	–	D18190·89·8	132	0.00%	11,086	Sh.	11.91	Defined	–	Sole	–	–
DEVON ENERGY CORP NEW	COM	–	25179M·10·3	8,579	0.10%	392,627	Sh.	21.85	Defined	–	332,612	–	60,015
DEXCOM INC	COM	–	252131·10·7	1,096	0.01%	3,048	Sh.	359.58	Defined	–	1,455	–	1,593
DHT HOLDINGS INC	SHS NEW	–	Y2065G·12·1	1,138	0.01%	191,900	Sh.	5.93	Defined	–	184,100	–	7,800
DIAMONDBACK ENERGY INC	COM	–	25278X·10·9	1,906	0.02%	25,925	Sh.	73.52	Defined	–	9,495	–	16,430
DIAMONDROCK HOSPITALITY CO	COM	–	252784·30·1	1,023	0.01%	99,311	Sh.	10.30	Defined	–	98,311	–	1,000
DICKS SPORTING GOODS INC	COM	–	253393·10·2	5,350	0.06%	70,250	Sh.	76.16	Defined	–	70,100	–	150
DIEBOLD NXDF INC	COM	–	253651·10·3	552	0.01%	39,000	Sh.	14.15	Defined	–	Sole	–	–
DIGITAL RLTY TR INC	COM	–	253868·10·3	2,257	0.03%	16,021	Sh.	140.88	Defined	–	7,230	–	8,791
DINE BRANDS GLOBAL INC	COM	–	254423·10·6	928	0.01%	10,300	Sh.	90.10	Defined	–	10,200	–	100
DISCOVER FINL SVCS	COM	–	254709·10·8	7,248	0.09%	76,302	Sh.	94.99	Defined	–	Sole	–	–
DISNEY WALT CO	COM	–	254687·10·6	8,428	0.10%	45,674	Sh.	184.53	Defined	–	26,593	–	19,081
DOLLAR GEN CORP NEW	COM	–	256677·10·5	8,472	0.10%	41,808	Sh.	202.64	Defined	–	41,572	–	236
DOLLAR TREE INC	COM	–	256746·10·8	406	0.00%	3,542	Sh.	114.62	Defined	–	Sole	–	–
DOMINION ENERGY INC	COM	–	25746U·10·9	2,860	0.03%	37,650	Sh.	75.96	Defined	–	19,224	–	18,426
DOMINOS PIZZA INC	COM	–	25754A·20·1	1,145	0.01%	3,112	Sh.	367.93	Defined	–	Sole	–	–
DOMTAR CORP	COM NEW	–	257559·20·3	7,947	0.09%	214,843	Sh.	36.99	Defined	–	214,443	–	400
DORMAN PRODS INC	COM	–	258278·10·0	421	0.00%	4,100	Sh.	102.68	Defined	–	4,000	–	100
DOUGLAS DYNAMICS INC	COM	–	25960R·10·5	553	0.01%	11,975	Sh.	46.18	Defined	–	Sole	–	–
DOUGLAS EMMETT INC	COM	–	25960P·10·9	247	0.00%	7,853	Sh.	31.45	Defined	–	–	–	None
DOVER CORP	COM	–	260003·10·8	221	0.00%	1,611	Sh.	137.18	Defined	–	Sole	–	–
DOW INC	COM	–	260557·10·3	1,225	0.01%	19,156	Sh.	63.95	Defined	–	Sole	–	–
DR REDDYS LABS LTD	ADR	–	256135·20·3	208	0.00%	3,383	Sh.	61.48	Defined	–	Sole	–	–
DROPBOX INC	CL A	–	26210C·10·4	6,995	0.08%	262,343	Sh.	26.66	Defined	–	Sole	–	–
DTE ENERGY CO	COM	–	233331·10·7	18,690	0.22%	140,374	Sh.	133.14	Defined	–	135,500	–	4,874
DUKE ENERGY CORP NEW	COM NEW	–	26441C·20·4	4,284	0.05%	44,370	Sh.	96.55	Defined	–	27,641	–	16,729
DUKE REALTY CORP	COM NEW	–	264411·50·5	937	0.01%	22,328	Sh.	41.97	Defined	–	10,396	–	11,932
DUPONT DE NEMOURS INC	COM	–	26614N·10·2	1,204	0.01%	15,567	Sh.	77.34	Defined	–	Sole	–	–
DYCOM INDS INC	COM	–	267475·10·1	1,468	0.02%	15,800	Sh.	92.91	Defined	–	15,500	–	300
EAGLE PHARMACEUTICALS INC	COM	–	269796·10·8	343	0.00%	8,195	Sh.	41.85	Defined	–	Sole	–	–
EASTERLY GOVT PPTYS INC	COM	–	27616P·10·3	600	0.01%	28,900	Sh.	20.76	Defined	–	Sole	–	–
EASTGROUP PPTYS INC	COM	–	277276·10·1	212	0.00%	1,477	Sh.	143.53	Defined	–	–	–	None
EASTMAN CHEM CO	COM	–	277432·10·0	4,796	0.06%	43,546	Sh.	110.14	Defined	–	Sole	–	–
EATON CORP PLC	SHS	–	G29183·10·3	20,392	0.24%	147,462	Sh.	138.29	Defined	–	Sole	–	–
EBAY INC.	COM	–	278642·10·3	11,231	0.13%	183,385	Sh.	61.24	Defined	–	Sole	–	–
ECHOSTAR CORP	CL A	–	278768·10·6	512	0.01%	21,300	Sh.	24.04	Defined	–	21,000	–	300
ECOLAB INC	COM	–	278865·10·0	1,430	0.02%	6,678	Sh.	214.14	Defined	–	Sole	–	–
EDISON INTL	COM	–	281020·10·7	1,037	0.01%	17,680	Sh.	58.65	Defined	–	8,578	–	9,102
EDWARDS LIFESCIENCES CORP	COM	–	28176E·10·8	1,770	0.02%	21,161	Sh.	83.64	Defined	–	10,700	–	10,461
EGAIN CORP	COM NEW	–	28225C·80·6	301	0.00%	31,700	Sh.	9.50	Defined	–	30,900	–	800
EHEALTH INC	COM	–	28238P·10·9	470	0.01%	6,450	Sh.	72.87	Defined	–	6,300	–	150
ELANCO ANIMAL HEALTH INC	COM	–	28414H·10·3	229	0.00%	7,758	Sh.	29.52	Defined	–	–	–	None
ELECTROMED INC	COM	–	285409·10·8	327	0.00%	31,000	Sh.	10.55	Defined	–	30,600	–	400
ELECTRONIC ARTS INC	COM	–	285512·10·9	12,816	0.15%	94,668	Sh.	135.38	Defined	–	91,200	–	3,468
EMERGENT BIOSOLUTIONS INC	COM	–	29089Q·10·5	753	0.01%	8,100	Sh.	92.96	Defined	–	6,759	–	1,341
EMERSON ELEC CO	COM	–	291011·10·4	19,507	0.23%	216,215	Sh.	90.22	Defined	–	Sole	–	–
EMPLOYERS HOLDINGS INC	COM	–	292218·10·4	1,376	0.02%	31,942	Sh.	43.08	Defined	–	31,592	–	350
ENANTA PHARMACEUTICALS INC	COM	–	29251M·10·6	518	0.01%	10,500	Sh.	49.33	Defined	–	8,400	–	2,100
ENBRIDGE INC	COM	–	29250N·10·5	648	0.01%	17,788	Sh.	36.43	Defined	–	Sole	–	–
ENCOMPASS HEALTH CORP	COM	–	29261A·10·0	383	0.00%	4,670	Sh.	82.01	Defined	–	2,808	–	1,862
ENCORE CAP GROUP INC	COM	–	292554·10·2	574	0.01%	14,250	Sh.	40.28	Defined	–	13,900	–	350
ENDO INTL PLC	SHS	–	G30401·10·6	245	0.00%	33,000	Sh.	7.42	Defined	–	Sole	–	–
ENERPLUS CORP	COM	–	292766·10·2	1,379	0.02%	274,600	Sh.	5.02	Defined	–	214,600	–	60,000
ENNIS INC	COM	–	293389·10·2	591	0.01%	27,635	Sh.	21.39	Defined	–	Sole	–	–
ENOVA INTL INC	COM	–	29357K·10·3	1,406	0.02%	39,600	Sh.	35.51	Defined	–	39,000	–	600
ENPHASE ENERGY INC	COM	–	29355A·10·7	224	0.00%	1,381	Sh.	162.20	Defined	–	Sole	–	–
ENSIGN GROUP INC	COM	–	29358P·10·1	2,576	0.03%	27,449	Sh.	93.85	Defined	–	26,409	–	1,040
ENTERGY CORP NEW	COM	–	29364G·10·3	1,044	0.01%	10,488	Sh.	99.54	Defined	–	5,418	–	5,070
EOG RES INC	COM	–	26875P·10·1	5,767	0.07%	79,499	Sh.	72.54	Defined	–	14,239	–	65,260
EQT CORP	COM	–	26884L·10·9	547	0.01%	29,393	Sh.	18.61	Defined	–	–	–	None
EQUIFAX INC	COM	–	294429·10·5	253	0.00%	1,394	Sh.	181.49	Defined	–	Sole	–	–
EQUITRANS MIDSTREAM CORP	COM	–	294600·10·1	413	0.00%	50,598	Sh.	8.16	Defined	–	–	–	None
EQUITY BANCSHARES INC	COM CL A	–	29460X·10·9	401	0.00%	14,600	Sh.	27.47	Defined	–	14,300	–	300
EQUITY LIFESTYLE PPTYS INC	COM	–	29472R·10·8	568	0.01%	8,918	Sh.	63.69	Defined	–	2,500	–	6,418
EQUITY RESIDENTIAL	SH BEN INT	–	29476L·10·7	1,723	0.02%	24,047	Sh.	71.65	Defined	–	10,118	–	13,929
ESSENT GROUP LTD	COM	–	G3198U·10·2	672	0.01%	14,150	Sh.	47.49	Defined	–	14,000	–	150
ESSENTIAL UTILS INC	COM	–	29670G·10·2	284	0.00%	6,340	Sh.	44.79	Defined	–	2,000	–	4,340
ESSEX PPTY TR INC	COM	–	297178·10·5	1,215	0.01%	4,466	Sh.	272.06	Defined	–	1,892	–	2,574
ETHAN ALLEN INTERIORS INC	COM	–	297602·10·4	470	0.01%	17,000	Sh.	27.65	Defined	–	Sole	–	–
ETSY INC	COM	–	29786A·10·6	839	0.01%	4,158	Sh.	201.78	Defined	–	Sole	–	–
EURONAV NV	SHS	–	B38564·10·8	641	0.01%	70,000	Sh.	9.16	Defined	–	Sole	–	–
EVERCORE INC	CLASS A	–	29977A·10·5	527	0.01%	4,000	Sh.	131.75	Defined	–	Sole	–	–
EVEREST RE GROUP LTD	COM	–	G3223R·10·8	8,458	0.10%	34,130	Sh.	247.82	Defined	–	33,919	–	211
EVERGY INC	COM	–	30034W·10·6	647	0.01%	10,855	Sh.	59.60	Defined	–	6,318	–	4,537
EVERSOURCE ENERGY	COM	–	30040W·10·8	1,382	0.02%	15,957	Sh.	86.61	Defined	–	8,548	–	7,409
EXACT SCIENCES CORP	COM	–	30063P·10·5	332	0.00%	2,518	Sh.	131.85	Defined	–	300	–	2,218
EXELON CORP	COM	–	30161N·10·1	5,439	0.06%	124,327	Sh.	43.75	Defined	–	103,305	–	21,022
EXLSERVICE HOLDINGS INC	COM	–	302081·10·4	695	0.01%	7,700	Sh.	90.26	Defined	–	7,500	–	200
EXPEDIA GROUP INC	COM NEW	–	30212P·30·3	253	0.00%	1,466	Sh.	172.58	Defined	–	Sole	–	–
EXPEDITORS INTL WASH INC	COM	–	302130·10·9	2,723	0.03%	25,283	Sh.	107.70	Defined	–	Sole	–	–
EXPONENT INC	COM	–	30214U·10·2	9,419	0.11%	96,647	Sh.	97.46	Defined	–	96,547	–	100
EXTRA SPACE STORAGE INC	COM	–	30225T·10·2	2,252	0.03%	16,988	Sh.	132.56	Defined	–	11,374	–	5,614
EXXON MOBIL CORP	COM	–	30231G·10·2	30,789	0.36%	551,465	Sh.	55.83	Defined	–	101,647	–	449,818
EZCORP INC	CL A NON VTG	–	302301·10·6	295	0.00%	59,300	Sh.	4.97	Defined	–	58,000	–	1,300
F N B CORP	COM	–	302520·10·1	2,832	0.03%	222,963	Sh.	12.70	Defined	–	Sole	–	–
FACEBOOK INC	CL A	–	30303M·10·2	47,175	0.56%	160,168	Sh.	294.53	Defined	–	144,385	–	15,783
FASTENAL CO	COM	–	311900·10·4	3,804	0.04%	75,642	Sh.	50.29	Defined	–	Sole	–	–
FEDERAL RLTY INVT TR	SH BEN INT NEW	–	313747·20·6	345	0.00%	3,393	Sh.	101.68	Defined	–	775	–	2,618
FEDERATED HERMES INC	CL B	–	314211·10·3	673	0.01%	21,500	Sh.	31.30	Defined	–	21,000	–	500
FEDEX CORP	COM	–	31428X·10·6	3,055	0.04%	10,754	Sh.	284.08	Defined	–	Sole	–	–
FERRARI N V	COM	–	N3167Y·10·3	422	0.00%	2,014	Sh.	209.53	Defined	–	Sole	–	–
FIBROGEN INC	COM	–	31572Q·80·8	334	0.00%	9,600	Sh.	34.79	Defined	–	6,900	–	2,700
FIDELITY NATL INFORMATION SV	COM	–	31620M·10·6	1,428	0.02%	10,154	Sh.	140.63	Defined	–	7,180	–	2,974
FIFTH THIRD BANCORP	COM	–	316773·10·0	288	0.00%	7,678	Sh.	37.51	Defined	–	Sole	–	–
FINANCIAL INSTNS INC	COM	–	317585·40·4	257	0.00%	8,471	Sh.	30.34	Defined	–	8,000	–	471
FIRST AMERN FINL CORP	COM	–	31847R·10·2	373	0.00%	6,583	Sh.	56.66	Defined	–	6,298	–	285
FIRST BANCORP P R	COM NEW	–	318672·70·6	1,142	0.01%	101,420	Sh.	11.26	Defined	–	99,920	–	1,500
FIRST COMWLTH FINL CORP PA	COM	–	319829·10·7	470	0.01%	32,646	Sh.	14.40	Defined	–	Sole	–	–
FIRST FINL CORP IND	COM	–	320218·10·0	497	0.01%	11,022	Sh.	45.09	Defined	–	10,846	–	176
FIRST HAWAIIAN INC	COM	–	32051X·10·8	3,328	0.04%	121,568	Sh.	27.38	Defined	–	Sole	–	–
FIRST HORIZON CORPORATION	COM	–	320517·10·5	1,356	0.02%	80,187	Sh.	16.91	Defined	–	Sole	–	–
FIRST INDL RLTY TR INC	COM	–	32054K·10·3	233	0.00%	5,082	Sh.	45.85	Defined	–	–	–	None
FIRST REP BK SAN FRANCISCO C	COM	–	33616C·10·0	335	0.00%	2,006	Sh.	167.00	Defined	–	Sole	–	–
FIRSTCASH INC	COM	–	33767D·10·5	624	0.01%	9,500	Sh.	65.68	Defined	–	Sole	–	–
FIRSTENERGY CORP	COM	–	337932·10·7	913	0.01%	26,309	Sh.	34.70	Defined	–	13,423	–	12,886
FISERV INC	COM	–	337738·10·8	1,148	0.01%	9,637	Sh.	119.12	Defined	–	6,739	–	2,898
FIVE PRIME THERAPEUTICS INC	COM	–	33830X·10·4	2,442	0.03%	64,800	Sh.	37.69	Defined	–	63,800	–	1,000
FLAGSTAR BANCORP INC	COM PAR .001	–	337930·70·5	682	0.01%	15,100	Sh.	45.17	Defined	–	15,000	–	100
FLEETCOR TECHNOLOGIES INC	COM	–	339041·10·5	356	0.00%	1,324	Sh.	268.88	Defined	–	924	–	400
FLEXSHARES TR	QUALT DIVD IDX	–	33939L·86·0	692	0.01%	12,982	Sh.	53.30	Defined	–	–	–	None
FLOWERS FOODS INC	COM	–	343498·10·1	4,216	0.05%	177,106	Sh.	23.80	Defined	–	166,300	–	10,806
FLUIDIGM CORP DEL	COM	–	34385P·10·8	290	0.00%	64,100	Sh.	4.52	Defined	–	62,500	–	1,600
FLUSHING FINL CORP	COM	–	343873·10·5	1,019	0.01%	47,986	Sh.	21.24	Defined	–	47,486	–	500
FLY LEASING LTD	SPONSORED ADR	–	34407D·10·9	1,756	0.02%	104,200	Sh.	16.85	Defined	–	82,900	–	21,300
FMC CORP	COM NEW	–	302491·30·3	433	0.01%	3,908	Sh.	110.80	Defined	–	Sole	–	–
FOOT LOCKER INC	COM	–	344849·10·4	1,160	0.01%	20,616	Sh.	56.27	Defined	–	Sole	–	–
FORD MTR CO DEL	COM	–	345370·86·0	8,246	0.10%	673,078	Sh.	12.25	Defined	–	Sole	–	–
FORESTAR GROUP INC	COM	–	346232·10·1	954	0.01%	40,974	Sh.	23.28	Defined	–	33,000	–	7,974
FORTINET INC	COM	–	34959E·10·9	15,589	0.18%	84,527	Sh.	184.43	Defined	–	83,827	–	700
FORTIS INC	COM	–	349553·10·7	678	0.01%	15,615	Sh.	43.42	Defined	–	Sole	–	–
FORTIVE CORP	COM	–	34959J·10·8	402	0.00%	5,679	Sh.	70.79	Defined	–	Sole	–	–
FOSSIL GROUP INC	COM	–	34988V·10·6	504	0.01%	40,600	Sh.	12.41	Defined	–	40,000	–	600
FOUR CORNERS PPTY TR INC	COM	–	35086T·10·9	936	0.01%	34,143	Sh.	27.41	Defined	–	29,987	–	4,156
FOX CORP	CL A COM	–	35137L·10·5	393	0.00%	10,861	Sh.	36.18	Defined	–	Sole	–	–
FOX CORP	CL B COM	–	35137L·20·4	72	0.00%	2,073	Sh.	34.73	Defined	–	Sole	–	–
FRANCO NEV CORP	COM	–	351858·10·5	221	0.00%	1,760	Sh.	125.57	Defined	–	Sole	–	–
FRANKLIN STR PPTYS CORP	COM	–	35471R·10·6	88	0.00%	16,000	Sh.	5.50	Defined	–	–	–	None
FRANKS INTL N V	COM	–	N33462·10·7	85	0.00%	23,800	Sh.	3.57	Defined	–	–	–	None
FREEPORT-MCMORAN INC	CL B	–	35671D·85·7	1,118	0.01%	33,948	Sh.	32.93	Defined	–	Sole	–	–
FRESH DEL MONTE PRODUCE INC	ORD	–	G36738·10·5	218	0.00%	7,600	Sh.	28.68	Defined	–	Sole	–	–
FRESHPET INC	COM	–	358039·10·5	239	0.00%	1,500	Sh.	159.33	Defined	–	–	–	None
FRONTLINE LTD	SHS NEW	–	G3682E·19·2	99	0.00%	13,800	Sh.	7.17	Defined	–	–	–	None
FTI CONSULTING INC	COM	–	302941·10·9	7,307	0.09%	52,145	Sh.	140.13	Defined	–	52,035	–	110
FULGENT GENETICS INC	COM	–	359664·10·9	629	0.01%	6,500	Sh.	96.77	Defined	–	6,400	–	100
G1 THERAPEUTICS INC	COM	–	3621LQ·10·9	395	0.00%	16,400	Sh.	24.09	Defined	–	16,000	–	400
GALLAGHER ARTHUR J & CO	COM	–	363576·10·9	270	0.00%	2,159	Sh.	125.06	Defined	–	Sole	–	–
GAMING & LEISURE PPTYS INC	COM	–	36467J·10·8	7,626	0.09%	179,717	Sh.	42.43	Defined	–	170,391	–	9,326
GARMIN LTD	SHS	–	H2906T·10·9	225	0.00%	1,702	Sh.	132.20	Defined	–	Sole	–	–
GARTNER INC	COM	–	366651·10·7	350	0.00%	1,912	Sh.	183.05	Defined	–	1,075	–	837
GDS HLDGS LTD	SPONSORED ADS	–	36165L·10·8	244	0.00%	3,000	Sh.	81.33	Defined	–	Sole	–	–
GENERAC HLDGS INC	COM	–	368736·10·4	242	0.00%	737	Sh.	328.36	Defined	–	Sole	–	–
GENERAL DYNAMICS CORP	COM	–	369550·10·8	18,183	0.22%	100,146	Sh.	181.56	Defined	–	Sole	–	–
GENERAL ELECTRIC CO	COM	–	369604·10·3	1,742	0.02%	132,653	Sh.	13.13	Defined	–	Sole	–	–
GENERAL MLS INC	COM	–	370334·10·4	23,489	0.28%	383,056	Sh.	61.32	Defined	–	351,266	–	31,790
GENERAL MTRS CO	COM	–	37045V·10·0	1,104	0.01%	19,207	Sh.	57.48	Defined	–	Sole	–	–
GENESCO INC	COM	–	371532·10·2	300	0.00%	6,300	Sh.	47.62	Defined	–	6,200	–	100
GENMARK DIAGNOSTICS INC	COM	–	372309·10·4	1,062	0.01%	44,400	Sh.	23.92	Defined	–	44,000	–	400
GENPREX INC	COM	–	372446·10·4	125	0.00%	29,000	Sh.	4.31	Defined	–	–	–	None
GEO GROUP INC NEW	COM	–	36162J·10·6	740	0.01%	95,300	Sh.	7.76	Defined	–	95,000	–	300
GETTY RLTY CORP NEW	COM	–	374297·10·9	414	0.00%	14,607	Sh.	28.34	Defined	–	12,007	–	2,600
GILDAN ACTIVEWEAR INC	COM	–	375916·10·3	219	0.00%	7,114	Sh.	30.78	Defined	–	Sole	–	–
GILEAD SCIENCES INC	COM	–	375558·10·3	8,278	0.10%	128,070	Sh.	64.64	Defined	–	105,478	–	22,592
GLOBAL PARTNERS LP	COM UNITS	–	37946R·10·9	366	0.00%	17,100	Sh.	21.40	Defined	–	Sole	–	–
GLOBAL PMTS INC	COM	–	37940X·10·2	1,039	0.01%	5,153	Sh.	201.63	Defined	–	3,410	–	1,743
GLOBAL X FDS	GLBL X MLP ETF	–	37954Y·34·3	3,054	0.04%	92,303	Sh.	33.09	Defined	–	Sole	–	–
GLOBAL X FDS	GLOBX SUPDV US	–	37950E·29·1	8,133	0.10%	419,617	Sh.	19.38	Defined	–	Sole	–	–
GLOBUS MED INC	CL A	–	379577·20·8	617	0.01%	10,000	Sh.	61.70	Defined	–	8,200	–	1,800
GLU MOBILE INC	COM	–	379890·10·6	1,416	0.02%	113,400	Sh.	12.49	Defined	–	112,000	–	1,400
GLYCOMIMETICS INC	COM	–	38000Q·10·2	306	0.00%	101,500	Sh.	3.01	Defined	–	100,000	–	1,500
GOLAR LNG LTD	SHS	–	G9456A·10·0	114	0.00%	10,200	Sh.	11.18	Defined	–	–	–	None
GOLDEN OCEAN GROUP LTD	SHS NEW	–	G39637·20·5	707	0.01%	105,300	Sh.	6.71	Defined	–	Sole	–	–
GOLDMAN SACHS GROUP INC	COM	–	38141G·10·4	1,731	0.02%	5,292	Sh.	327.10	Defined	–	Sole	–	–
GOODYEAR TIRE & RUBR CO	COM	–	382550·10·1	352	0.00%	20,000	Sh.	17.60	Defined	–	Sole	–	–
GOPRO INC	CL A	–	38268T·10·3	503	0.01%	42,650	Sh.	11.79	Defined	–	42,000	–	650
GRAFTECH INTL LTD	COM	–	384313·50·8	11,423	0.14%	933,950	Sh.	12.23	Defined	–	933,350	–	600
GRAINGER W W INC	COM	–	384802·10·4	4,652	0.06%	11,602	Sh.	400.97	Defined	–	Sole	–	–
GREAT WESTN BANCORP INC	COM	–	391416·10·4	582	0.01%	19,200	Sh.	30.31	Defined	–	19,000	–	200
GREENBRIER COS INC	COM	–	393657·10·1	794	0.01%	16,800	Sh.	47.26	Defined	–	16,700	–	100
GROUP 1 AUTOMOTIVE INC	COM	–	398905·10·9	316	0.00%	2,000	Sh.	158.00	Defined	–	Sole	–	–
HACKETT GROUP INC	COM	–	404609·10·9	689	0.01%	42,024	Sh.	16.40	Defined	–	Sole	–	–
HAEMONETICS CORP	COM	–	405024·10·0	4,147	0.05%	37,353	Sh.	111.02	Defined	–	36,038	–	1,315
HAIN CELESTIAL GROUP INC	COM	–	405217·10·0	400	0.00%	9,161	Sh.	43.66	Defined	–	5,100	–	4,061
HALLIBURTON CO	COM	–	406216·10·1	2,509	0.03%	116,889	Sh.	21.46	Defined	–	23,645	–	93,244
HALOZYME THERAPEUTICS INC	COM	–	40637H·10·9	2,664	0.03%	63,900	Sh.	41.69	Defined	–	61,400	–	2,500
HANCOCK WHITNEY CORPORATION	COM	–	410120·10·9	480	0.01%	11,403	Sh.	42.09	Defined	–	11,253	–	150
HANMI FINL CORP	COM NEW	–	410495·20·4	1,403	0.02%	71,100	Sh.	19.73	Defined	–	70,000	–	1,100
HANOVER INS GROUP INC	COM	–	410867·10·5	835	0.01%	6,445	Sh.	129.56	Defined	–	Sole	–	–
HARROW HEALTH INC	COM	–	415858·10·9	107	0.00%	15,800	Sh.	6.77	Defined	–	15,000	–	800
HARTFORD FINL SVCS GROUP INC	COM	–	416515·10·4	12,246	0.14%	183,336	Sh.	66.80	Defined	–	183,047	–	289
HAVERTY FURNITURE INC	COM	–	419596·10·1	618	0.01%	16,600	Sh.	37.23	Defined	–	Sole	–	–
HAWAIIAN ELEC INDUSTRIES	COM	–	419870·10·0	1,267	0.01%	28,505	Sh.	44.45	Defined	–	28,127	–	378
HAYNES INTERNATIONAL INC	COM NEW	–	420877·20·1	426	0.01%	14,350	Sh.	29.69	Defined	–	14,200	–	150
HCA HEALTHCARE INC	COM	–	40412C·10·1	3,707	0.04%	19,679	Sh.	188.37	Defined	–	15,239	–	4,440
HCI GROUP INC	COM	–	40416E·10·3	605	0.01%	7,874	Sh.	76.84	Defined	–	Sole	–	–
HEALTHCARE RLTY TR	COM	–	421946·10·4	238	0.00%	7,843	Sh.	30.35	Defined	–	–	–	None
HEALTHCARE SVCS GROUP INC	COM	–	421906·10·8	623	0.01%	22,200	Sh.	28.06	Defined	–	Sole	–	–
HEALTHCARE TR AMER INC	CL A NEW	–	42225P·50·1	313	0.00%	11,343	Sh.	27.59	Defined	–	–	–	None
HEALTHPEAK PROPERTIES INC	COM	–	42250P·10·3	1,244	0.01%	39,182	Sh.	31.75	Defined	–	18,486	–	20,696
HEARTLAND FINL USA INC	COM	–	42234Q·10·2	282	0.00%	5,600	Sh.	50.36	Defined	–	5,500	–	100
HELIX ENERGY SOLUTIONS GRP I	COM	–	42330P·10·7	62	0.00%	12,100	Sh.	5.12	Defined	–	–	–	None
HELMERICH & PAYNE INC	COM	–	423452·10·1	317	0.00%	11,750	Sh.	26.98	Defined	–	–	–	None
HENRY JACK & ASSOC INC	COM	–	426281·10·1	239	0.00%	1,570	Sh.	152.23	Defined	–	870	–	700
HENRY SCHEIN INC	COM	–	806407·10·2	243	0.00%	3,505	Sh.	69.33	Defined	–	1,466	–	2,039
HERBALIFE NUTRITION LTD	COM SHS	–	G4412G·10·1	978	0.01%	22,042	Sh.	44.37	Defined	–	17,600	–	4,442
HERC HLDGS INC	COM	–	42704L·10·4	1,536	0.02%	15,150	Sh.	101.39	Defined	–	15,000	–	150
HERSHA HOSPITALITY TR	PR SHS BEN INT	–	427825·50·0	1,073	0.01%	101,700	Sh.	10.55	Defined	–	100,000	–	1,700
HERSHEY CO	COM	–	427866·10·8	11,384	0.13%	71,977	Sh.	158.16	Defined	–	63,912	–	8,065
HESS CORP	COM	–	42809H·10·7	2,562	0.03%	36,205	Sh.	70.76	Defined	–	7,184	–	29,021
HEWLETT PACKARD ENTERPRISE C	COM	–	42824C·10·9	217	0.00%	13,727	Sh.	15.81	Defined	–	Sole	–	–
HEXO CORP	COM NEW	–	428304·30·7	1,182	0.01%	183,000	Sh.	6.46	Defined	–	140,000	–	43,000
HIBBETT SPORTS INC	COM	–	428567·10·1	1,296	0.02%	18,800	Sh.	68.94	Defined	–	18,500	–	300
HIGHWOODS PPTYS INC	COM	–	431284·10·8	2,868	0.03%	66,778	Sh.	42.95	Defined	–	62,899	–	3,879
HILTON WORLDWIDE HLDGS INC	COM	–	43300A·20·3	404	0.00%	3,336	Sh.	121.10	Defined	–	Sole	–	–
HOEGH LNG PARTNERS LP	COM UNIT LTD	–	Y3262R·10·0	588	0.01%	40,400	Sh.	14.55	Defined	–	Sole	–	–
HOLLY ENERGY PARTNERS L P	COM UT LTD PTN	–	435763·10·7	734	0.01%	38,400	Sh.	19.11	Defined	–	Sole	–	–
HOLLYFRONTIER CORP	COM	–	436106·10·8	622	0.01%	17,379	Sh.	35.79	Defined	–	1,695	–	15,684
HOLLYSYS AUTOMATION TCHNGY L	SHS	–	G45667·10·5	439	0.01%	35,000	Sh.	12.54	Defined	–	Sole	–	–
HOLOGIC INC	COM	–	436440·10·1	558	0.01%	7,501	Sh.	74.39	Defined	–	2,944	–	4,557
HOME DEPOT INC	COM	–	437076·10·2	27,800	0.33%	91,072	Sh.	305.25	Defined	–	Sole	–	–
HONEYWELL INTL INC	COM	–	438516·10·6	2,215	0.03%	10,200	Sh.	217.16	Defined	–	Sole	–	–
HOPE BANCORP INC	COM	–	43940T·10·9	746	0.01%	49,500	Sh.	15.07	Defined	–	48,300	–	1,200
HORACE MANN EDUCATORS CORP N	COM	–	440327·10·4	420	0.00%	9,711	Sh.	43.25	Defined	–	Sole	–	–
HORMEL FOODS CORP	COM	–	440452·10·0	8,124	0.10%	170,022	Sh.	47.78	Defined	–	155,159	–	14,863
HOST HOTELS & RESORTS INC	COM	–	44107P·10·4	775	0.01%	45,989	Sh.	16.85	Defined	–	20,425	–	25,564
HOULIHAN LOKEY INC	CL A	–	441593·10·0	333	0.00%	5,000	Sh.	66.60	Defined	–	Sole	–	–
HP INC	COM	–	40434L·10·5	7,581	0.09%	238,752	Sh.	31.75	Defined	–	236,533	–	2,219
HUBSPOT INC	COM	–	443573·10·0	1,250	0.01%	2,750	Sh.	454.55	Defined	–	2,500	–	250
HUDSON PAC PPTYS INC	COM	–	444097·10·9	208	0.00%	7,655	Sh.	27.17	Defined	–	–	–	None
HUMANA INC	COM	–	444859·10·2	21,678	0.26%	51,705	Sh.	419.26	Defined	–	49,416	–	2,289
HUNTINGTON BANCSHARES INC	COM	–	446150·10·4	234	0.00%	14,842	Sh.	15.77	Defined	–	Sole	–	–
HUNTINGTON INGALLS INDS INC	COM	–	446413·10·6	2,107	0.02%	10,233	Sh.	205.90	Defined	–	Sole	–	–
HUNTSMAN CORP	COM	–	447011·10·7	7,242	0.09%	251,188	Sh.	28.83	Defined	–	Sole	–	–
HYLIION HOLDINGS CORP	COMMON STOCK	–	449109·10·7	245	0.00%	22,950	Sh.	10.68	Defined	–	22,600	–	350
IBIO INC	COM NEW	–	451033·20·3	109	0.00%	70,300	Sh.	1.55	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	5,658	0.07%	29,064	Sh.	194.67	Defined	–	25,521	–	3,543
IDACORP INC	COM	–	451107·10·6	4,490	0.05%	44,911	Sh.	99.98	Defined	–	43,446	–	1,465
IDEXX LABS INC	COM	–	45168D·10·4	6,232	0.07%	12,735	Sh.	489.36	Defined	–	11,444	–	1,291
IHS MARKIT LTD	SHS	–	G47567·10·5	545	0.01%	5,630	Sh.	96.80	Defined	–	Sole	–	–
ILLINOIS TOOL WKS INC	COM	–	452308·10·9	1,190	0.01%	5,369	Sh.	221.64	Defined	–	Sole	–	–
ILLUMINA INC	COM	–	452327·10·9	1,896	0.02%	4,936	Sh.	384.12	Defined	–	2,395	–	2,541
INCYTE CORP	COM	–	45337C·10·2	430	0.01%	5,288	Sh.	81.32	Defined	–	1,889	–	3,399
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	–	456237·10·6	1,423	0.02%	61,493	Sh.	23.14	Defined	–	58,693	–	2,800
INFINITY PHARMACEUTICALS INC	COM	–	45665G·30·3	361	0.00%	111,700	Sh.	3.23	Defined	–	110,000	–	1,700
INFLARX NV	COM	–	N44821·10·1	679	0.01%	174,200	Sh.	3.90	Defined	–	124,400	–	49,800
INGLES MKTS INC	CL A	–	457030·10·4	722	0.01%	11,700	Sh.	61.71	Defined	–	Sole	–	–
INGREDION INC	COM	–	457187·10·2	6,680	0.08%	74,283	Sh.	89.93	Defined	–	70,733	–	3,550
INMODE LTD	SHS	–	M5425M·10·3	3,223	0.04%	44,526	Sh.	72.38	Defined	–	33,526	–	11,000
INNOVIVA INC	COM	–	45781M·10·1	293	0.00%	24,500	Sh.	11.96	Defined	–	Sole	–	–
INSPERITY INC	COM	–	45778Q·10·7	920	0.01%	10,980	Sh.	83.79	Defined	–	10,800	–	180
INSULET CORP	COM	–	45784P·10·1	241	0.00%	923	Sh.	261.11	Defined	–	–	–	None
INTEL CORP	COM	–	458140·10·0	17,930	0.21%	280,148	Sh.	64.00	Defined	–	278,792	–	1,356
INTERCONTINENTAL EXCHANGE IN	COM	–	45866F·10·4	952	0.01%	8,521	Sh.	111.72	Defined	–	Sole	–	–
INTERDIGITAL INC	COM	–	45867G·10·1	575	0.01%	9,047	Sh.	63.56	Defined	–	Sole	–	–
INTERFACE INC	COM	–	458665·30·4	156	0.00%	12,500	Sh.	12.48	Defined	–	Sole	–	–
INTERNATIONAL BUSINESS MACHS	COM	–	459200·10·1	6,714	0.08%	50,378	Sh.	133.27	Defined	–	45,002	–	5,376
INTERNATIONAL FLAVORS&FRAGRA	COM	–	459506·10·1	741	0.01%	5,304	Sh.	139.71	Defined	–	Sole	–	–
INTERNATIONAL GAME TECHNOLOG	SHS USD	–	G4863A·10·8	572	0.01%	35,600	Sh.	16.07	Defined	–	35,000	–	600
INTERNATIONAL PAPER CO	COM	–	460146·10·3	9,516	0.11%	175,979	Sh.	54.07	Defined	–	174,993	–	986
INTERNATIONAL SEAWAYS INC	COM	–	Y41053·10·2	197	0.00%	10,150	Sh.	19.41	Defined	–	10,000	–	150
INTERPUBLIC GROUP COS INC	COM	–	460690·10·0	19,164	0.23%	656,280	Sh.	29.20	Defined	–	Sole	–	–
INTERSECT ENT INC	COM	–	46071F·10·3	234	0.00%	11,200	Sh.	20.89	Defined	–	11,000	–	200
INTUIT	COM	–	461202·10·3	4,718	0.06%	12,316	Sh.	383.08	Defined	–	10,454	–	1,862
INTUITIVE SURGICAL INC	COM NEW	–	46120E·60·2	2,989	0.04%	4,044	Sh.	739.12	Defined	–	2,027	–	2,017
INVESCO EXCH TRADED FD TR II	S&P GBL WATER	–	46138E·26·3	8	0.00%	167	Sh.	≈47.90	Defined	–	Sole	–	–
INVESCO EXCH TRADED FD TR II	S&P INTL LOW	–	46138E·23·0	9,740	0.12%	320,364	Sh.	30.40	Defined	–	Sole	–	–
INVESCO EXCH TRADED FD TR II	S&P500 HDL VOL	–	46138E·36·2	43,387	0.51%	1,012,039	Sh.	42.87	Defined	–	1,000,424	–	11,615
INVESCO EXCH TRADED FD TR II	SR LN ETF	–	46138G·50·8	10,822	0.13%	488,992	Sh.	22.13	Defined	–	488,266	–	726
INVESCO EXCHANGE TRADED FD T	GBL LISTED PVT	–	46137V·58·9	13	0.00%	880	Sh.	14.77	Defined	–	Sole	–	–
INVESCO EXCHANGE TRADED FD T	S&P500 PUR VAL	–	46137V·25·8	1,557	0.02%	21,037	Sh.	74.01	Defined	–	Sole	–	–
INVESCO EXCHANGE TRADED FD T	S&P500 QUALITY	–	46137V·24·1	5,120	0.06%	115,494	Sh.	44.33	Defined	–	85,206	–	30,288
INVESTORS BANCORP INC NEW	COM	–	46146L·10·1	497	0.01%	33,796	Sh.	14.71	Defined	–	33,096	–	700
INVITATION HOMES INC	COM	–	46187W·10·7	833	0.01%	26,026	Sh.	32.01	Defined	–	7,800	–	18,226
IQVIA HLDGS INC	COM	–	46266C·10·5	1,099	0.01%	5,685	Sh.	193.32	Defined	–	2,347	–	3,338
IRON MTN INC NEW	COM	–	46284V·10·1	6,151	0.07%	166,183	Sh.	37.01	Defined	–	155,170	–	11,013
ISHARES INC	JP MRGN EM HI BD	–	464286·28·5	5,764	0.07%	129,603	Sh.	44.47	Defined	–	Sole	–	–
ISHARES INC	MSCI FRONTIER	–	464286·14·5	6	0.00%	193	Sh.	≈31.09	Defined	–	Sole	–	–
ISHARES INC	MSCI GBL MIN VOL	–	464286·52·5	2,375	0.03%	24,069	Sh.	98.67	Defined	–	24,015	–	54
ISHARES TR	1 3 YR TREAS BD	–	464287·45·7	3,883	0.05%	45,018	Sh.	86.25	Defined	–	Sole	–	–
ISHARES TR	20 YR TR BD ETF	–	464287·43·2	112,368	1.33%	829,590	Sh.	135.45	Defined	–	Sole	–	–
ISHARES TR	3 7 YR TREAS BD	–	464288·66·1	1,711	0.02%	13,169	Sh.	129.93	Defined	–	Sole	–	–
ISHARES TR	BARCLAYS 7 10 YR	–	464287·44·0	87,250	1.03%	772,598	Sh.	112.93	Defined	–	Sole	–	–
ISHARES TR	CORE HIGH DV ETF	–	46429B·66·3	18,510	0.22%	195,066	Sh.	94.89	Defined	–	189,523	–	5,543
ISHARES TR	CORE LT USDB ETF	–	464289·47·9	1,303	0.02%	19,004	Sh.	68.56	Defined	–	Sole	–	–
ISHARES TR	CORE MSCI EAFE	–	46432F·84·2	64,848	0.77%	900,032	Sh.	72.05	Defined	–	Sole	–	–
ISHARES TR	CORE S&P MCP ETF	–	464287·50·7	11,231	0.13%	43,146	Sh.	260.30	Defined	–	Sole	–	–
ISHARES TR	CORE S&P500 ETF	–	464287·20·0	710,519	8.40%	1,786,030	Sh.	397.82	Defined	–	Sole	–	–
ISHARES TR	CORE US AGGBD ET	–	464287·22·6	415,432	4.91%	3,649,579	Sh.	113.83	Defined	–	3,649,578	–	1
ISHARES TR	GL TIMB FORE ETF	–	464288·17·4	13	0.00%	151	Sh.	86.09	Defined	–	Sole	–	–
ISHARES TR	GLB INFRASTR ETF	–	464288·37·2	9	0.00%	194	Sh.	≈46.39	Defined	–	Sole	–	–
ISHARES TR	JPMORGAN USD EMG	–	464288·28·1	317	0.00%	2,903	Sh.	109.20	Defined	–	Sole	–	–
ISHARES TR	MBS ETF	–	464288·58·8	7,483	0.09%	69,011	Sh.	108.43	Defined	–	Sole	–	–
ISHARES TR	MSCI AC ASIA ETF	–	464288·18·2	214	0.00%	2,300	Sh.	93.04	Defined	–	Sole	–	–
ISHARES TR	MSCI EAFE ETF	–	464287·46·5	89,317	1.06%	1,177,231	Sh.	75.87	Defined	–	1,176,889	–	342
ISHARES TR	MSCI EAFE MIN VL	–	46429B·68·9	21,920	0.26%	300,310	Sh.	72.99	Defined	–	Sole	–	–
ISHARES TR	MSCI USA MIN VOL	–	46429B·69·7	21,943	0.26%	317,140	Sh.	69.19	Defined	–	Sole	–	–
ISHARES TR	PFD AND INCM SEC	–	464288·68·7	11	0.00%	291	Sh.	37.80	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 ETF	–	464287·62·2	556,526	6.58%	2,486,380	Sh.	223.83	Defined	–	2,486,121	–	259
ISHARES TR	RUS 1000 GRW ETF	–	464287·61·4	13,871	0.16%	57,072	Sh.	243.04	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 VAL ETF	–	464287·59·8	14,318	0.17%	94,475	Sh.	151.55	Defined	–	Sole	–	–
ISHARES TR	RUSSELL 2000 ETF	–	464287·65·5	15,843	0.19%	71,707	Sh.	220.94	Defined	–	71,557	–	150
ISHARES TR	TIPS BD ETF	–	464287·17·6	44,754	0.53%	356,603	Sh.	125.50	Defined	–	356,505	–	98
JABIL INC	COM	–	466313·10·3	9,636	0.11%	184,735	Sh.	52.16	Defined	–	Sole	–	–
JACK IN THE BOX INC	COM	–	466367·10·9	778	0.01%	7,085	Sh.	109.81	Defined	–	6,995	–	90
JBG SMITH PPTYS	COM	–	46590V·10·0	207	0.00%	6,510	Sh.	31.80	Defined	–	–	–	None
JD.COM INC	SPON ADR CL A	–	47215P·10·6	1,489	0.02%	17,650	Sh.	84.36	Defined	–	Sole	–	–
JOHNSON & JOHNSON	COM	–	478160·10·4	46,483	0.55%	282,829	Sh.	164.35	Defined	–	238,627	–	44,202
JOHNSON CTLS INTL PLC	SHS	–	G51502·10·5	957	0.01%	16,028	Sh.	59.71	Defined	–	Sole	–	–
JOHNSON OUTDOORS INC	CL A	–	479167·10·8	743	0.01%	5,200	Sh.	142.88	Defined	–	Sole	–	–
JOINT CORP	COM	–	47973J·10·2	1,171	0.01%	24,200	Sh.	48.39	Defined	–	23,800	–	400
JONES LANG LASALLE INC	COM	–	48020Q·10·7	5,763	0.07%	32,188	Sh.	179.04	Defined	–	30,272	–	1,916
JOUNCE THERAPEUTICS INC	COM	–	481116·10·1	374	0.00%	36,400	Sh.	10.27	Defined	–	35,000	–	1,400
JPMORGAN CHASE & CO	COM	–	46625H·10·0	21,907	0.26%	143,901	Sh.	152.24	Defined	–	143,636	–	265
JUNIPER NETWORKS INC	COM	–	48203R·10·4	13,817	0.16%	545,462	Sh.	25.33	Defined	–	543,262	–	2,200
KANSAS CITY SOUTHERN	COM NEW	–	485170·30·2	6,558	0.08%	24,845	Sh.	263.96	Defined	–	Sole	–	–
KB HOME	COM	–	48666K·10·9	1,325	0.02%	28,469	Sh.	46.54	Defined	–	28,000	–	469
KE HLDGS INC	SPONSORED ADS	–	482497·10·4	405	0.00%	7,097	Sh.	57.07	Defined	–	Sole	–	–
KEARNY FINL CORP MD	COM	–	48716P·10·8	242	0.00%	20,000	Sh.	12.10	Defined	–	Sole	–	–
KELLOGG CO	COM	–	487836·10·8	15,650	0.19%	247,229	Sh.	63.30	Defined	–	233,785	–	13,444
KELLY SVCS INC	CL A	–	488152·20·8	339	0.00%	15,192	Sh.	22.31	Defined	–	Sole	–	–
KEURIG DR PEPPER INC	COM	–	49271V·10·0	826	0.01%	24,019	Sh.	34.39	Defined	–	–	–	None
KEYCORP	COM	–	493267·10·8	226	0.00%	11,295	Sh.	20.01	Defined	–	Sole	–	–
KEYSIGHT TECHNOLOGIES INC	COM	–	49338L·10·3	302	0.00%	2,101	Sh.	143.74	Defined	–	Sole	–	–
KFORCE INC	COM	–	493732·10·1	1,234	0.01%	23,010	Sh.	53.63	Defined	–	22,700	–	310
KILROY RLTY CORP	COM	–	49427F·10·8	312	0.00%	4,748	Sh.	65.71	Defined	–	–	–	None
KIMBERLY-CLARK CORP	COM	–	494368·10·3	25,716	0.30%	184,937	Sh.	139.05	Defined	–	166,807	–	18,130
KIMCO RLTY CORP	COM	–	49446R·10·9	6,287	0.07%	335,266	Sh.	18.75	Defined	–	322,651	–	12,615
KINDER MORGAN INC DEL	COM	–	49456B·10·1	4,409	0.05%	264,779	Sh.	16.65	Defined	–	50,055	–	214,724
KINDRED BIOSCIENCES INC	COM	–	494577·10·9	379	0.00%	76,200	Sh.	4.97	Defined	–	75,000	–	1,200
KINROSS GOLD CORP	COM	–	496902·40·4	3,167	0.04%	475,500	Sh.	6.66	Defined	–	472,500	–	3,000
KIRKLANDS INC	COM	–	497498·10·5	357	0.00%	12,700	Sh.	28.11	Defined	–	12,500	–	200
KKR REAL ESTATE FIN TR INC	COM	–	48251K·10·0	332	0.00%	18,000	Sh.	18.44	Defined	–	Sole	–	–
KLA CORP	COM NEW	–	482480·10·0	772	0.01%	2,335	Sh.	330.62	Defined	–	Sole	–	–
KNOT OFFSHORE PARTNERS LP	COM UNITS	–	Y48125·10·1	446	0.01%	25,000	Sh.	17.84	Defined	–	Sole	–	–
KOHLS CORP	COM	–	500255·10·4	3,412	0.04%	57,237	Sh.	59.61	Defined	–	56,867	–	370
KOSMOS ENERGY LTD	COM	–	500688·10·6	164	0.00%	53,316	Sh.	3.08	Defined	–	–	–	None
KRAFT HEINZ CO	COM	–	500754·10·6	1,741	0.02%	43,525	Sh.	40.00	Defined	–	11,368	–	32,157
KROGER CO	COM	–	501044·10·1	36,405	0.43%	1,011,506	Sh.	35.99	Defined	–	971,475	–	40,031
KT CORP	SPONSORED ADR	–	48268K·10·1	5,169	0.06%	415,476	Sh.	12.44	Defined	–	Sole	–	–
L3HARRIS TECHNOLOGIES INC	COM	–	502431·10·9	630	0.01%	3,108	Sh.	202.70	Defined	–	Sole	–	–
LA Z BOY INC	COM	–	505336·10·7	425	0.01%	10,000	Sh.	42.50	Defined	–	Sole	–	–
LABORATORY CORP AMER HLDGS	COM NEW	–	50540R·40·9	673	0.01%	2,636	Sh.	255.31	Defined	–	1,084	–	1,552
LAKELAND INDS INC	COM	–	511795·10·6	485	0.01%	17,400	Sh.	27.87	Defined	–	17,000	–	400
LAM RESEARCH CORP	COM	–	512807·10·8	18,758	0.22%	31,512	Sh.	595.27	Defined	–	Sole	–	–
LAMAR ADVERTISING CO NEW	CL A	–	512816·10·9	9,802	0.12%	104,356	Sh.	93.93	Defined	–	101,203	–	3,153
LAMB WESTON HLDGS INC	COM	–	513272·10·4	876	0.01%	11,302	Sh.	77.51	Defined	–	3,616	–	7,686
LAREDO PETROLEUM INC	COM	–	516806·20·5	382	0.00%	12,700	Sh.	30.08	Defined	–	12,500	–	200
LAS VEGAS SANDS CORP	COM	–	517834·10·7	214	0.00%	3,513	Sh.	60.92	Defined	–	Sole	–	–
LAUDER ESTEE COS INC	CL A	–	518439·10·4	6,616	0.08%	22,746	Sh.	290.86	Defined	–	11,269	–	11,477
LAZARD LTD	SHS A	–	G54050·10·2	279	0.00%	6,400	Sh.	43.59	Defined	–	Sole	–	–
LCI INDS	COM	–	50189K·10·3	341	0.00%	2,575	Sh.	132.43	Defined	–	2,500	–	75
LEGG MASON ETF INVT TR	CLEARBRIDEG LR	–	524682·20·0	39	0.00%	767	Sh.	50.85	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	CLEARBRIDGE DI	–	524682·30·9	136	0.00%	3,605	Sh.	37.73	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	CLRBRG GWT ETF	–	524682·10·1	39,223	0.46%	858,843	Sh.	45.67	Defined	–	856,510	–	2,333
LEGG MASON ETF INVT TR	GLOBAL INFSTRU	–	52468L·70·3	81	0.00%	2,614	Sh.	30.99	Defined	–	1,697	–	917
LEGG MASON ETF INVT TR	INT LW VTY HGH	–	52468L·50·5	28,886	0.34%	1,138,572	Sh.	25.37	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	L VOL H DIV ETF	–	52468L·40·6	191,686	2.27%	5,483,779	Sh.	34.96	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	SML CAP QULITY	–	52468L·87·7	3,744	0.04%	104,195	Sh.	35.93	Defined	–	103,573	–	622
LEGG MASON ETF INVT TR	WESTN ASET TTL	–	52468L·81·0	9,798	0.12%	365,055	Sh.	26.84	Defined	–	364,952	–	103
LENNAR CORP	CL A	–	526057·10·4	553	0.01%	5,455	Sh.	101.37	Defined	–	Sole	–	–
LEXINGTON REALTY TRUST	COM	–	529043·10·1	1,294	0.02%	116,455	Sh.	11.11	Defined	–	105,736	–	10,719
LIBERTY BROADBAND CORP	COM SER C	–	530307·30·5	266	0.00%	1,769	Sh.	150.37	Defined	–	–	–	None
LIBERTY GLOBAL PLC	SHS CL C	–	G5480U·12·0	5,249	0.06%	205,500	Sh.	25.54	Defined	–	Sole	–	–
LIFE STORAGE INC	COM	–	53223X·10·7	14,265	0.17%	165,965	Sh.	85.95	Defined	–	162,742	–	3,223
LILLY ELI & CO	COM	–	532457·10·8	16,313	0.19%	87,315	Sh.	186.83	Defined	–	73,168	–	14,147
LINCOLN NATL CORP IND	COM	–	534187·10·9	2,172	0.03%	34,875	Sh.	62.28	Defined	–	Sole	–	–
LINDE PLC	SHS	–	G5494J·10·3	3,418	0.04%	12,200	Sh.	280.16	Defined	–	Sole	–	–
LIVE NATION ENTERTAINMENT IN	COM	–	538034·10·9	250	0.00%	2,953	Sh.	84.66	Defined	–	1,553	–	1,400
LIVERAMP HLDGS INC	COM	–	53815P·10·8	478	0.01%	9,200	Sh.	51.96	Defined	–	9,000	–	200
LOCKHEED MARTIN CORP	COM	–	539830·10·9	15,558	0.18%	42,105	Sh.	369.50	Defined	–	41,935	–	170
LOGITECH INTL S A	SHS	–	H50430·23·2	15,241	0.18%	145,317	Sh.	104.88	Defined	–	138,559	–	6,758
LOUISIANA PAC CORP	COM	–	546347·10·5	2,832	0.03%	51,048	Sh.	55.48	Defined	–	50,848	–	200
LOWES COS INC	COM	–	548661·10·7	8,101	0.10%	42,592	Sh.	190.20	Defined	–	Sole	–	–
LTC PPTYS INC	COM	–	502175·10·2	781	0.01%	18,717	Sh.	41.73	Defined	–	18,217	–	500
LUMINEX CORP DEL	COM	–	55027E·10·2	1,020	0.01%	31,966	Sh.	31.91	Defined	–	29,714	–	2,252
LYONDELLBASELL INDUSTRIES N	SHS – A –	–	N53745·10·0	4,497	0.05%	43,213	Sh.	104.07	Defined	–	43,028	–	185
M & T BK CORP	COM	–	55261F·10·4	220	0.00%	1,445	Sh.	152.25	Defined	–	Sole	–	–
M D C HLDGS INC	COM	–	552676·10·8	1,130	0.01%	19,008	Sh.	59.45	Defined	–	18,900	–	108
M/I HOMES INC	COM	–	55305B·10·1	621	0.01%	10,500	Sh.	59.14	Defined	–	10,400	–	100
MACERICH CO	COM	–	554382·10·1	7,109	0.08%	607,529	Sh.	11.70	Defined	–	605,229	–	2,300
MACROGENICS INC	COM	–	556099·10·9	227	0.00%	7,100	Sh.	31.97	Defined	–	7,000	–	100
MAGNA INTL INC	COM	–	559222·40·1	9,818	0.12%	111,482	Sh.	88.07	Defined	–	111,082	–	400
MAGNACHIP SEMICONDUCTOR CORP	COM	–	55933J·20·3	1,985	0.02%	79,700	Sh.	24.91	Defined	–	79,000	–	700
MAGNOLIA OIL & GAS CORP	CL A	–	559663·10·9	153	0.00%	13,300	Sh.	11.50	Defined	–	–	–	None
MANHATTAN ASSOCS INC	COM	–	562750·10·9	4,231	0.05%	36,042	Sh.	117.39	Defined	–	34,792	–	1,250
MANITOWOC CO INC	COM NEW	–	563571·40·5	739	0.01%	35,800	Sh.	20.64	Defined	–	35,000	–	800
MANPOWERGROUP INC	COM	–	56418H·10·0	4,881	0.06%	49,350	Sh.	98.91	Defined	–	Sole	–	–
MANTECH INTL CORP	CL A	–	564563·10·4	687	0.01%	7,900	Sh.	86.96	Defined	–	7,400	–	500
MANULIFE FINL CORP	COM	–	56501R·10·6	3,331	0.04%	154,858	Sh.	21.51	Defined	–	153,758	–	1,100
MARATHON OIL CORP	COM	–	565849·10·6	996	0.01%	93,202	Sh.	10.69	Defined	–	11,418	–	81,784
MARATHON PETE CORP	COM	–	56585A·10·2	4,555	0.05%	85,153	Sh.	53.49	Defined	–	17,538	–	67,615
MARCUS & MILLICHAP INC	COM	–	566324·10·9	721	0.01%	21,389	Sh.	33.71	Defined	–	19,939	–	1,450
MARCUS CORP DEL	COM	–	566330·10·6	254	0.00%	12,700	Sh.	20.00	Defined	–	12,600	–	100
MARINEMAX INC	COM	–	567908·10·8	734	0.01%	14,860	Sh.	49.39	Defined	–	14,500	–	360
MARKEL CORP	COM	–	570535·10·4	228	0.00%	200	Sh.	1,140.00	Defined	–	Sole	–	–
MARKETAXESS HLDGS INC	COM	–	57060D·10·8	206	0.00%	412	Sh.	500.00	Defined	–	Sole	–	–
MARRIOTT INTL INC NEW	CL A	–	571903·20·2	749	0.01%	5,057	Sh.	148.11	Defined	–	Sole	–	–
MARSH & MCLENNAN COS INC	COM	–	571748·10·2	913	0.01%	7,490	Sh.	121.90	Defined	–	Sole	–	–
MARTIN MARIETTA MATLS INC	COM	–	573284·10·6	549	0.01%	1,634	Sh.	335.99	Defined	–	Sole	–	–
MASCO CORP	COM	–	574599·10·6	4,076	0.05%	68,033	Sh.	59.91	Defined	–	Sole	–	–
MASIMO CORP	COM	–	574795·10·0	1,034	0.01%	4,501	Sh.	229.73	Defined	–	3,561	–	940
MASONITE INTL CORP	COM	–	575385·10·9	1,545	0.02%	13,400	Sh.	115.30	Defined	–	13,200	–	200
MASTERCARD INCORPORATED	CL A	–	57636Q·10·4	13,957	0.17%	39,199	Sh.	356.06	Defined	–	34,346	–	4,853
MATADOR RES CO	COM	–	576485·20·5	227	0.00%	9,657	Sh.	23.51	Defined	–	–	–	None
MATTHEWS INTL CORP	CL A	–	577128·10·1	202	0.00%	5,094	Sh.	39.65	Defined	–	Sole	–	–
MAXIM INTEGRATED PRODS INC	COM	–	57772K·10·1	600	0.01%	6,565	Sh.	91.39	Defined	–	Sole	–	–
MAXIMUS INC	COM	–	577933·10·4	1,156	0.01%	12,973	Sh.	89.11	Defined	–	12,903	–	70
MCCORMICK & CO INC	COM NON VTG	–	579780·20·6	1,538	0.02%	17,249	Sh.	89.16	Defined	–	4,769	–	12,480
MCDONALDS CORP	COM	–	580135·10·1	4,587	0.05%	20,464	Sh.	224.15	Defined	–	20,377	–	87
MCEWEN MNG INC	COM	–	58039P·10·7	366	0.00%	351,600	Sh.	1.04	Defined	–	343,000	–	8,600
MCGRATH RENTCORP	COM	–	580589·10·9	811	0.01%	10,054	Sh.	80.66	Defined	–	9,857	–	197
MCKESSON CORP	COM	–	58155Q·10·3	8,087	0.10%	41,460	Sh.	195.06	Defined	–	39,228	–	2,232
MEDICAL PPTYS TRUST INC	COM	–	58463J·30·4	7,705	0.09%	362,037	Sh.	21.28	Defined	–	346,880	–	15,157
MEDIFAST INC	COM	–	58470H·10·1	820	0.01%	3,870	Sh.	211.89	Defined	–	3,200	–	670
MEDPACE HLDGS INC	COM	–	58506Q·10·9	762	0.01%	4,640	Sh.	164.22	Defined	–	4,000	–	640
MEDTRONIC PLC	SHS	–	G5960L·10·3	5,609	0.07%	47,480	Sh.	118.13	Defined	–	25,752	–	21,728
MERCK & CO. INC	COM	–	58933Y·10·5	28,720	0.34%	372,539	Sh.	77.09	Defined	–	330,827	–	41,712
MERCURY GENL CORP NEW	COM	–	589400·10·0	2,856	0.03%	46,956	Sh.	60.82	Defined	–	Sole	–	–
MERIDIAN BANCORP INC MD	COM	–	58958U·10·3	258	0.00%	14,000	Sh.	18.43	Defined	–	Sole	–	–
MERIDIAN BIOSCIENCE INC	COM	–	589584·10·1	440	0.01%	16,749	Sh.	26.27	Defined	–	16,374	–	375
MERITAGE HOMES CORP	COM	–	59001A·10·2	1,223	0.01%	13,300	Sh.	91.95	Defined	–	13,100	–	200
MERITOR INC	COM	–	59001K·10·0	742	0.01%	25,200	Sh.	29.44	Defined	–	25,000	–	200
META FINL GROUP INC	COM	–	59100U·10·8	875	0.01%	19,300	Sh.	45.34	Defined	–	18,900	–	400
METLIFE INC	COM	–	59156R·10·8	4,830	0.06%	79,446	Sh.	60.80	Defined	–	Sole	–	–
METTLER TOLEDO INTERNATIONAL	COM	–	592688·10·5	4,302	0.05%	3,722	Sh.	1,155.83	Defined	–	3,342	–	380
MGIC INVT CORP WIS	COM	–	552848·10·3	11,671	0.14%	842,645	Sh.	13.85	Defined	–	842,245	–	400
MGM GROWTH PPTYS LLC	CL A COM	–	55303A·10·5	540	0.01%	16,541	Sh.	32.65	Defined	–	Sole	–	–
MGM RESORTS INTERNATIONAL	COM	–	552953·10·1	2,909	0.03%	76,563	Sh.	37.99	Defined	–	Sole	–	–
MICROCHIP TECHNOLOGY INC.	COM	–	595017·10·4	524	0.01%	3,375	Sh.	155.26	Defined	–	Sole	–	–
MICRON TECHNOLOGY INC	COM	–	595112·10·3	1,408	0.02%	15,960	Sh.	88.22	Defined	–	Sole	–	–
MICROSOFT CORP	COM	–	594918·10·4	116,279	1.38%	493,185	Sh.	235.77	Defined	–	452,984	–	40,201
MID-AMER APT CMNTYS INC	COM	–	59522J·10·3	1,328	0.02%	9,196	Sh.	144.41	Defined	–	4,615	–	4,581
MIDLAND STS BANCORP INC ILL	COM	–	597742·10·5	1,022	0.01%	36,807	Sh.	27.77	Defined	–	36,286	–	521
MIRATI THERAPEUTICS INC	COM	–	60468T·10·5	351	0.00%	2,048	Sh.	171.39	Defined	–	1,400	–	648
MODERNA INC	COM	–	60770K·10·7	657	0.01%	5,010	Sh.	131.14	Defined	–	900	–	4,110
MODIVCARE INC	COM	–	60783X·10·4	765	0.01%	5,167	Sh.	148.05	Defined	–	Sole	–	–
MOLINA HEALTHCARE INC	COM	–	60855R·10·0	12,650	0.15%	54,115	Sh.	233.76	Defined	–	53,003	–	1,112
MOLSON COORS BEVERAGE CO	CL B	–	60871R·20·9	654	0.01%	12,772	Sh.	51.21	Defined	–	3,041	–	9,731
MONDELEZ INTL INC	CL A	–	609207·10·5	5,748	0.07%	98,194	Sh.	58.54	Defined	–	25,745	–	72,449
MONSTER BEVERAGE CORP NEW	COM	–	61174X·10·9	15,095	0.18%	165,708	Sh.	91.09	Defined	–	148,037	–	17,671
MOODYS CORP	COM	–	615369·10·5	789	0.01%	2,641	Sh.	298.75	Defined	–	Sole	–	–
MORGAN STANLEY	COM NEW	–	617446·44·8	1,655	0.02%	21,301	Sh.	77.70	Defined	–	Sole	–	–
MOSAIC CO NEW	COM	–	61945C·10·3	270	0.00%	8,512	Sh.	31.72	Defined	–	Sole	–	–
MOTOROLA SOLUTIONS INC	COM NEW	–	620076·30·7	7,291	0.09%	38,768	Sh.	188.07	Defined	–	38,541	–	227
MOVADO GROUP INC	COM	–	624580·10·6	285	0.00%	10,000	Sh.	28.50	Defined	–	Sole	–	–
MPLX LP	COM UNIT REP LTD	–	55336V·10·0	1,190	0.01%	46,400	Sh.	25.65	Defined	–	Sole	–	–
MRC GLOBAL INC	COM	–	55345K·10·3	326	0.00%	36,000	Sh.	9.06	Defined	–	34,600	–	1,400
MSC INDL DIRECT INC	CL A	–	553530·10·6	1,501	0.02%	16,637	Sh.	90.22	Defined	–	Sole	–	–
MSCI INC	COM	–	55354G·10·0	388	0.00%	925	Sh.	419.46	Defined	–	Sole	–	–
MURPHY OIL CORP	COM	–	626717·10·2	236	0.00%	14,366	Sh.	16.43	Defined	–	–	–	None
MYOVANT SCIENCES LTD	COM	–	G637AM·10·2	576	0.01%	28,000	Sh.	20.57	Defined	–	Sole	–	–
MYR GROUP INC DEL	COM	–	55405W·10·4	677	0.01%	9,439	Sh.	71.72	Defined	–	Sole	–	–
NATIONAL BEVERAGE CORP	COM	–	635017·10·6	250	0.00%	5,100	Sh.	49.02	Defined	–	4,100	–	1,000
NATIONAL FUEL GAS CO N J	COM	–	636180·10·1	5,138	0.06%	102,776	Sh.	49.99	Defined	–	102,105	–	671
NATIONAL HEALTH INVS INC	COM	–	63633D·10·4	1,693	0.02%	23,422	Sh.	72.28	Defined	–	21,722	–	1,700
NATIONAL HEALTHCARE CORP	COM	–	635906·10·0	647	0.01%	8,300	Sh.	77.95	Defined	–	Sole	–	–
NATIONAL RETAIL PROPERTIES I	COM	–	637417·10·6	4,303	0.05%	97,621	Sh.	44.08	Defined	–	91,626	–	5,995
NATUS MED INC DEL	COM	–	639050·10·3	438	0.01%	17,074	Sh.	25.65	Defined	–	16,774	–	300
NAUTILUS INC	COM	–	63910B·10·2	332	0.00%	21,200	Sh.	15.66	Defined	–	20,900	–	300
NAVIENT CORPORATION	COM	–	63938C·10·8	212	0.00%	14,800	Sh.	14.32	Defined	–	14,500	–	300
NBT BANCORP INC	COM	–	628778·10·2	607	0.01%	15,200	Sh.	39.93	Defined	–	Sole	–	–
NEOGEN CORP	COM	–	640491·10·6	535	0.01%	6,010	Sh.	89.02	Defined	–	5,100	–	910
NEOPHOTONICS CORP	COM	–	64051T·10·0	612	0.01%	51,200	Sh.	11.95	Defined	–	50,000	–	1,200
NETAPP INC	COM	–	64110D·10·4	2,397	0.03%	32,973	Sh.	72.70	Defined	–	Sole	–	–
NETEASE INC	SPONSORED ADS	–	64110W·10·2	2,100	0.02%	20,337	Sh.	103.26	Defined	–	20,130	–	207
NETFLIX INC	COM	–	64110L·10·6	11,858	0.14%	22,731	Sh.	521.67	Defined	–	18,045	–	4,686
NETGEAR INC	COM	–	64111Q·10·4	545	0.01%	13,238	Sh.	41.17	Defined	–	13,038	–	200
NETSCOUT SYS INC	COM	–	64115T·10·4	412	0.00%	14,600	Sh.	28.22	Defined	–	14,500	–	100
NEUROCRINE BIOSCIENCES INC	COM	–	64125C·10·9	230	0.00%	2,358	Sh.	97.54	Defined	–	660	–	1,698
NEVRO CORP	COM	–	64157F·10·3	367	0.00%	2,630	Sh.	139.54	Defined	–	2,300	–	330
NEW GOLD INC CDA	COM	–	644535·10·6	1,677	0.02%	1,086,200	Sh.	1.54	Defined	–	865,500	–	220,700
NEW RESIDENTIAL INVT CORP	COM NEW	–	64828T·20·1	5,490	0.06%	488,000	Sh.	11.25	Defined	–	Sole	–	–
NEW YORK CMNTY BANCORP INC	COM	–	649445·10·3	5,376	0.06%	425,963	Sh.	12.62	Defined	–	Sole	–	–
NEWELL BRANDS INC	COM	–	651229·10·6	1,310	0.02%	48,903	Sh.	26.79	Defined	–	Sole	–	–
NEWMARK GROUP INC	CL A	–	65158N·10·2	490	0.01%	48,900	Sh.	10.02	Defined	–	41,500	–	7,400
NEWMONT CORP	COM	–	651639·10·6	8,888	0.11%	147,458	Sh.	60.27	Defined	–	146,558	–	900
NEXTERA ENERGY INC	COM	–	65339F·10·1	6,985	0.08%	92,380	Sh.	75.61	Defined	–	47,623	–	44,757
NEXTIER OILFIELD SOLUTIONS	COM	–	65290C·10·5	68	0.00%	18,200	Sh.	3.74	Defined	–	–	–	None
NIC INC	COM	–	62914B·10·0	1,734	0.02%	51,077	Sh.	33.95	Defined	–	50,577	–	500
NIKE INC	CL B	–	654106·10·3	9,187	0.11%	69,125	Sh.	132.90	Defined	–	Sole	–	–
NIO INC	SPON ADS	–	62914V·10·6	223	0.00%	5,700	Sh.	39.12	Defined	–	Sole	–	–
NISOURCE INC	COM	–	65473P·10·5	408	0.00%	16,887	Sh.	24.16	Defined	–	9,222	–	7,665
NMI HLDGS INC	CL A	–	629209·30·5	478	0.01%	20,200	Sh.	23.66	Defined	–	20,000	–	200
NORDIC AMERICAN TANKERS LIMI	COM	–	G65773·10·6	640	0.01%	196,700	Sh.	3.25	Defined	–	185,900	–	10,800
NORFOLK SOUTHN CORP	COM	–	655844·10·8	1,384	0.02%	5,151	Sh.	268.69	Defined	–	Sole	–	–
NORTHERN TR CORP	COM	–	665859·10·4	258	0.00%	2,448	Sh.	105.39	Defined	–	Sole	–	–
NORTHROP GRUMMAN CORP	COM	–	666807·10·2	2,075	0.02%	6,411	Sh.	323.66	Defined	–	6,241	–	170
NORTHWEST BANCSHARES INC MD	COM	–	667340·10·3	201	0.00%	13,876	Sh.	14.49	Defined	–	Sole	–	–
NORTHWEST NAT HLDG CO	COM	–	66765N·10·5	572	0.01%	10,600	Sh.	53.96	Defined	–	10,400	–	200
NORTHWESTERN CORP	COM NEW	–	668074·30·5	742	0.01%	11,372	Sh.	65.25	Defined	–	11,192	–	180
NORTONLIFELOCK INC	COM	–	668771·10·8	256	0.00%	12,001	Sh.	21.33	Defined	–	9,301	–	2,700
NOV INC	COM	–	62955J·10·3	660	0.01%	48,109	Sh.	13.72	Defined	–	Sole	–	–
NOVAVAX INC	COM NEW	–	670002·40·1	1,101	0.01%	6,067	Sh.	181.47	Defined	–	5,000	–	1,067
NOVOCURE LTD	ORD SHS	–	G6674U·10·8	214	0.00%	1,612	Sh.	132.75	Defined	–	–	–	None
NOW INC	COM	–	67011P·10·0	736	0.01%	72,900	Sh.	10.10	Defined	–	71,200	–	1,700
NRG ENERGY INC	COM NEW	–	629377·50·8	3,792	0.04%	100,500	Sh.	37.73	Defined	–	96,712	–	3,788
NU SKIN ENTERPRISES INC	CL A	–	67018T·10·5	540	0.01%	10,200	Sh.	52.94	Defined	–	8,200	–	2,000
NUCOR CORP	COM	–	670346·10·5	663	0.01%	8,259	Sh.	80.28	Defined	–	Sole	–	–
NUTRIEN LTD	COM	–	67077M·10·8	1,465	0.02%	27,188	Sh.	53.88	Defined	–	Sole	–	–
NVIDIA CORPORATION	COM	–	67066G·10·4	21,030	0.25%	39,387	Sh.	533.93	Defined	–	Sole	–	–
NXP SEMICONDUCTORS N V	COM	–	N6596X·10·9	688	0.01%	3,416	Sh.	201.41	Defined	–	Sole	–	–
OCCIDENTAL PETE CORP	COM	–	674599·10·5	2,926	0.03%	109,901	Sh.	26.62	Defined	–	22,017	–	87,884
OCCIDENTAL PETE CORP	W EXP 08/03/202	–	674599·16·2	155	0.00%	12,990	Sh.	11.93	Defined	–	–	–	None
OFG BANCORP	COM	–	67103X·10·2	626	0.01%	27,642	Sh.	22.65	Defined	–	Sole	–	–
OGE ENERGY CORP	COM	–	670837·10·3	3,211	0.04%	99,199	Sh.	32.37	Defined	–	95,899	–	3,300
OLD DOMINION FREIGHT LINE IN	COM	–	679580·10·0	6,763	0.08%	28,129	Sh.	240.43	Defined	–	Sole	–	–
OMEGA HEALTHCARE INVS INC	COM	–	681936·10·0	474	0.01%	12,913	Sh.	36.71	Defined	–	3,400	–	9,513
OMNICOM GROUP INC	COM	–	681919·10·6	21,201	0.25%	285,916	Sh.	74.15	Defined	–	285,250	–	666
ONEOK INC NEW	COM	–	682680·10·3	3,593	0.04%	70,913	Sh.	50.67	Defined	–	13,666	–	57,247
OPEN TEXT CORP	COM	–	683715·10·6	8,110	0.10%	169,967	Sh.	47.72	Defined	–	168,863	–	1,104
ORACLE CORP	COM	–	68389X·10·5	4,236	0.05%	60,364	Sh.	70.17	Defined	–	49,742	–	10,622
ORCHARD THERAPEUTICS PLC	ADS	–	68570P·10·1	95	0.00%	13,000	Sh.	7.31	Defined	–	Sole	–	–
OREILLY AUTOMOTIVE INC	COM	–	67103H·10·7	1,771	0.02%	3,491	Sh.	507.30	Defined	–	Sole	–	–
ORION GROUP HOLDINGS INC	COM	–	68628V·30·8	936	0.01%	154,100	Sh.	6.07	Defined	–	150,000	–	4,100
OTIS WORLDWIDE CORP	COM	–	68902V·10·7	306	0.00%	4,465	Sh.	68.53	Defined	–	Sole	–	–
OTTER TAIL CORP	COM	–	689648·10·3	282	0.00%	6,100	Sh.	46.23	Defined	–	6,000	–	100
OUTFRONT MEDIA INC	COM	–	69007J·10·6	404	0.00%	18,497	Sh.	21.84	Defined	–	13,000	–	5,497
OVERSTOCK COM INC DEL	COM	–	690370·10·1	239	0.00%	3,600	Sh.	66.39	Defined	–	3,500	–	100
OVINTIV INC	COM	–	69047Q·10·2	631	0.01%	26,453	Sh.	23.85	Defined	–	–	–	None
OWENS & MINOR INC NEW	COM	–	690732·10·2	1,812	0.02%	48,200	Sh.	37.59	Defined	–	48,000	–	200
OWENS CORNING NEW	COM	–	690742·10·1	1,579	0.02%	17,137	Sh.	92.14	Defined	–	Sole	–	–
PACCAR INC	COM	–	693718·10·8	677	0.01%	7,278	Sh.	93.02	Defined	–	Sole	–	–
PACIFIC BIOSCIENCES CALIF IN	COM	–	69404D·10·8	890	0.01%	26,700	Sh.	33.33	Defined	–	24,000	–	2,700
PACKAGING CORP AMER	COM	–	695156·10·9	11,159	0.13%	82,975	Sh.	134.49	Defined	–	Sole	–	–
PAPA JOHNS INTL INC	COM	–	698813·10·2	842	0.01%	9,495	Sh.	88.68	Defined	–	9,400	–	95
PARK HOTELS RESORTS INC	COM	–	700517·10·5	278	0.00%	12,880	Sh.	21.58	Defined	–	–	–	None
PARK NATL CORP	COM	–	700658·10·7	675	0.01%	5,214	Sh.	129.46	Defined	–	Sole	–	–
PARKER-HANNIFIN CORP	COM	–	701094·10·4	8,404	0.10%	26,642	Sh.	315.44	Defined	–	Sole	–	–
PATRICK INDS INC	COM	–	703343·10·3	867	0.01%	10,200	Sh.	85.00	Defined	–	10,000	–	200
PATTERSON-UTI ENERGY INC	COM	–	703481·10·1	152	0.00%	21,224	Sh.	7.16	Defined	–	–	–	None
PAYCHEX INC	COM	–	704326·10·7	17,002	0.20%	173,445	Sh.	98.03	Defined	–	171,399	–	2,046
PAYCOM SOFTWARE INC	COM	–	70432V·10·2	240	0.00%	647	Sh.	370.94	Defined	–	547	–	100
PAYLOCITY HLDG CORP	COM	–	70438V·10·6	779	0.01%	4,330	Sh.	179.91	Defined	–	4,300	–	30
PAYPAL HLDGS INC	COM	–	70450Y·10·3	21,543	0.25%	88,712	Sh.	242.84	Defined	–	83,085	–	5,627
PBF ENERGY INC	CL A	–	69318G·10·6	142	0.00%	10,000	Sh.	14.20	Defined	–	–	–	None
PCTEL INC	COM	–	69325Q·10·5	184	0.00%	26,400	Sh.	6.97	Defined	–	Sole	–	–
PDC ENERGY INC	COM	–	69327R·10·1	348	0.00%	10,113	Sh.	34.41	Defined	–	–	–	None
PEBBLEBROOK HOTEL TR	COM	–	70509V·10·0	774	0.01%	31,824	Sh.	24.32	Defined	–	26,000	–	5,824
PELOTON INTERACTIVE INC	CL A COM	–	70614W·10·0	225	0.00%	2,000	Sh.	112.50	Defined	–	Sole	–	–
PENNANT GROUP INC	COM	–	70805E·10·9	328	0.00%	7,154	Sh.	45.85	Defined	–	7,104	–	50
PENUMBRA INC	COM	–	70975L·10·7	202	0.00%	745	Sh.	271.14	Defined	–	–	–	None
PEOPLES BANCORP INC	COM	–	709789·10·1	627	0.01%	18,880	Sh.	33.21	Defined	–	18,680	–	200
PEOPLES UNITED FINANCIAL INC	COM	–	712704·10·5	6,037	0.07%	337,231	Sh.	17.90	Defined	–	Sole	–	–
PEPSICO INC	COM	–	713448·10·8	30,144	0.36%	213,104	Sh.	141.45	Defined	–	142,537	–	70,567
PERDOCEO ED CORP	COM	–	71363P·10·6	339	0.00%	28,300	Sh.	11.98	Defined	–	28,000	–	300
PERFORMANCE FOOD GROUP CO	COM	–	71377A·10·3	333	0.00%	5,773	Sh.	57.68	Defined	–	–	–	None
PERION NETWORK LTD	SHS NEW	–	M78673·11·4	459	0.01%	25,600	Sh.	17.93	Defined	–	25,000	–	600
PERKINELMER INC	COM	–	714046·10·9	474	0.01%	3,693	Sh.	128.35	Defined	–	1,662	–	2,031
PETMED EXPRESS INC	COM	–	716382·10·6	625	0.01%	17,741	Sh.	35.23	Defined	–	Sole	–	–
PFIZER INC	COM	–	717081·10·3	29,666	0.35%	818,814	Sh.	36.23	Defined	–	727,177	–	91,637
PG&E CORP	COM	–	69331C·10·8	583	0.01%	49,724	Sh.	11.72	Defined	–	19,700	–	30,024
PHIBRO ANIMAL HEALTH CORP	CL A COM	–	71742Q·10·6	1,078	0.01%	44,150	Sh.	24.42	Defined	–	44,000	–	150
PHILIP MORRIS INTL INC	COM	–	718172·10·9	14,096	0.17%	158,840	Sh.	88.74	Defined	–	78,443	–	80,397
PHILLIPS 66	COM	–	718546·10·4	4,748	0.06%	58,220	Sh.	81.55	Defined	–	10,657	–	47,563
PHOTRONICS INC	COM	–	719405·10·2	528	0.01%	41,000	Sh.	12.88	Defined	–	40,000	–	1,000
PIEDMONT OFFICE REALTY TR IN	COM CL A	–	720190·20·6	1,863	0.02%	107,235	Sh.	17.37	Defined	–	106,735	–	500
PINDUODUO INC	SPONSORED ADS	–	722304·10·2	322	0.00%	2,400	Sh.	134.17	Defined	–	Sole	–	–
PINNACLE WEST CAP CORP	COM	–	723484·10·1	10,400	0.12%	127,836	Sh.	81.35	Defined	–	124,654	–	3,182
PINTEREST INC	CL A	–	72352L·10·6	404	0.00%	5,453	Sh.	74.09	Defined	–	2,400	–	3,053
PIONEER NAT RES CO	COM	–	723787·10·7	4,242	0.05%	26,707	Sh.	158.83	Defined	–	5,630	–	21,077
PLUG POWER INC	COM NEW	–	72919P·20·2	219	0.00%	6,100	Sh.	35.90	Defined	–	6,000	–	100
PNC FINL SVCS GROUP INC	COM	–	693475·10·5	1,136	0.01%	6,473	Sh.	175.50	Defined	–	Sole	–	–
POPULAR INC	COM NEW	–	733174·70·0	2,377	0.03%	33,794	Sh.	70.34	Defined	–	Sole	–	–
PORTLAND GEN ELEC CO	COM NEW	–	736508·84·7	7,024	0.08%	147,957	Sh.	47.47	Defined	–	145,457	–	2,500
POST HLDGS INC	COM	–	737446·10·4	354	0.00%	3,344	Sh.	105.86	Defined	–	–	–	None
POTLATCHDELTIC CORPORATION	COM	–	737630·10·3	211	0.00%	3,984	Sh.	52.96	Defined	–	–	–	None
PPG INDS INC	COM	–	693506·10·7	947	0.01%	6,297	Sh.	150.39	Defined	–	Sole	–	–
PPL CORP	COM	–	69351T·10·6	16,324	0.19%	566,001	Sh.	28.84	Defined	–	549,133	–	16,868
PRECISION DRILLING CORP	COM NEW	–	74022D·40·7	494	0.01%	22,890	Sh.	21.58	Defined	–	19,110	–	3,780
PRICE T ROWE GROUP INC	COM	–	74144T·10·8	621	0.01%	3,614	Sh.	171.83	Defined	–	Sole	–	–
PRIMERICA INC	COM	–	74164M·10·8	602	0.01%	4,071	Sh.	147.88	Defined	–	Sole	–	–
PRIMO WATER CORPORATION	COM	–	74167P·10·8	128a	0.00%	7,900	Sh.	16.26	Defined	–	–	–	None
PRIMORIS SVCS CORP	COM	–	74164F·10·3	1,137	0.01%	34,295	Sh.	33.15	Defined	–	33,795	–	500
PRINCIPAL FINANCIAL GROUP IN	COM	–	74251V·10·2	1,140	0.01%	19,005	Sh.	59.98	Defined	–	Sole	–	–
PROCTER AND GAMBLE CO	COM	–	742718·10·9	53,278	0.63%	393,398	Sh.	135.43	Defined	–	266,574	–	126,824
PROGRESS SOFTWARE CORP	COM	–	743312·10·0	671	0.01%	15,212	Sh.	44.11	Defined	–	13,412	–	1,800
PROGRESSIVE CORP	COM	–	743315·10·3	1,141	0.01%	11,924	Sh.	95.69	Defined	–	Sole	–	–
PROLOGIS INC.	COM	–	74340W·10·3	4,624	0.05%	43,614	Sh.	106.02	Defined	–	19,602	–	24,012
PROVIDENT FINL SVCS INC	COM	–	74386T·10·5	500	0.01%	22,414	Sh.	22.31	Defined	–	Sole	–	–
PRUDENTIAL FINL INC	COM	–	744320·10·2	2,381	0.03%	26,132	Sh.	91.11	Defined	–	Sole	–	–
PS BUSINESS PKS INC CALIF	COM	–	69360J·10·7	481	0.01%	3,106	Sh.	154.86	Defined	–	2,000	–	1,106
PUBLIC STORAGE	COM	–	74460D·10·9	23,755	0.28%	96,267	Sh.	246.76	Defined	–	90,426	–	5,841
PUBLIC SVC ENTERPRISE GRP IN	COM	–	744573·10·6	17,711	0.21%	294,140	Sh.	60.21	Defined	–	283,636	–	10,504
PULTE GROUP INC	COM	–	745867·10·1	14,613	0.17%	278,654	Sh.	52.44	Defined	–	Sole	–	–
QIAGEN NV	SHS NEW	–	N72482·12·3	303	0.00%	6,212	Sh.	48.78	Defined	–	1,226	–	4,986
QORVO INC	COM	–	74736K·10·1	3,696	0.04%	20,228	Sh.	182.72	Defined	–	Sole	–	–
QUALCOMM INC	COM	–	747525·10·3	3,901	0.05%	29,417	Sh.	132.61	Defined	–	Sole	–	–
QUALIGEN THERAPEUTICS INC	COM	–	74754R·10·3	222	0.00%	82,000	Sh.	2.71	Defined	–	80,000	–	2,000
QUALYS INC	COM	–	74758T·30·3	4,509	0.05%	43,025	Sh.	104.80	Defined	–	42,575	–	450
QUEST DIAGNOSTICS INC	COM	–	74834L·10·0	545	0.01%	4,243	Sh.	128.45	Defined	–	2,479	–	1,764
QUIDEL CORP	COM	–	74838J·10·1	5,159	0.06%	40,320	Sh.	127.95	Defined	–	39,850	–	470
RADIAN GROUP INC	COM	–	750236·10·1	1,238	0.01%	53,218	Sh.	23.26	Defined	–	52,518	–	700
RANGE RES CORP	COM	–	75281A·10·9	257	0.00%	24,819	Sh.	10.35	Defined	–	–	–	None
RAPT THERAPEUTICS INC	COM	–	75382E·10·9	365	0.00%	16,400	Sh.	22.26	Defined	–	16,000	–	400
RAYONIER ADVANCED MATLS INC	COM	–	75508B·10·4	805	0.01%	88,698	Sh.	9.08	Defined	–	86,598	–	2,100
RAYTHEON TECHNOLOGIES CORP	COM	–	75513E·10·1	1,798	0.02%	23,260	Sh.	77.30	Defined	–	Sole	–	–
RE MAX HLDGS INC	CL A	–	75524W·10·8	203	0.00%	5,150	Sh.	39.42	Defined	–	5,050	–	100
REALOGY HLDGS CORP	COM	–	75605Y·10·6	1,060	0.01%	70,000	Sh.	15.14	Defined	–	68,700	–	1,300
REALTY INCOME CORP	COM	–	756109·10·4	12,722	0.15%	200,333	Sh.	63.50	Defined	–	186,624	–	13,709
REDWOOD TR INC	COM	–	758075·40·2	127	0.00%	12,170	Sh.	10.44	Defined	–	Sole	–	–
REGENCY CTRS CORP	COM	–	758849·10·3	560	0.01%	9,865	Sh.	56.77	Defined	–	3,567	–	6,298
REGENERON PHARMACEUTICALS	COM	–	75886F·10·7	13,163	0.16%	27,819	Sh.	473.17	Defined	–	26,154	–	1,665
REGENXBIO INC	COM	–	75901B·10·7	280	0.00%	8,200	Sh.	34.15	Defined	–	Sole	–	–
REGIONS FINANCIAL CORP NEW	COM	–	7591EP·10·0	7,999	0.09%	387,145	Sh.	20.66	Defined	–	Sole	–	–
RELIANCE STEEL & ALUMINUM CO	COM	–	759509·10·2	1,067	0.01%	7,000	Sh.	152.43	Defined	–	Sole	–	–
RENAISSANCERE HLDGS LTD	COM	–	G7496G·10·3	225	0.00%	1,400	Sh.	160.71	Defined	–	Sole	–	–
RENEWABLE ENERGY GROUP INC	COM NEW	–	75972A·30·1	314	0.00%	4,752	Sh.	66.08	Defined	–	–	–	None
RENT A CTR INC NEW	COM	–	76009N·10·0	586	0.01%	10,150	Sh.	57.73	Defined	–	10,000	–	150
REPUBLIC SVCS INC	COM	–	760759·10·0	3,399	0.04%	34,211	Sh.	99.35	Defined	–	33,959	–	252
RESMED INC	COM	–	761152·10·7	887	0.01%	4,569	Sh.	194.13	Defined	–	2,226	–	2,343
RESOLUTE FST PRODS INC	COM	–	76117W·10·9	723	0.01%	66,004	Sh.	10.95	Defined	–	63,900	–	2,104
RESOURCES CONNECTION INC	COM	–	76122Q·10·5	538	0.01%	39,715	Sh.	13.55	Defined	–	Sole	–	–
RESTAURANT BRANDS INTL INC	COM	–	76131D·10·3	313	0.00%	4,810	Sh.	65.07	Defined	–	Sole	–	–
RITE AID CORP	COM	–	767754·87·2	498	0.01%	24,300	Sh.	20.49	Defined	–	Sole	–	–
RLI CORP	COM	–	749607·10·7	491	0.01%	4,400	Sh.	111.59	Defined	–	Sole	–	–
RLJ LODGING TR	COM	–	74965L·10·1	788	0.01%	50,867	Sh.	15.49	Defined	–	42,097	–	8,770
ROBERT HALF INTL INC	COM	–	770323·10·3	4,534	0.05%	58,064	Sh.	78.09	Defined	–	Sole	–	–
ROCKWELL AUTOMATION INC	COM	–	773903·10·9	544	0.01%	2,047	Sh.	265.75	Defined	–	Sole	–	–
ROGERS COMMUNICATIONS INC	CL B	–	775109·20·0	741	0.01%	16,061	Sh.	46.14	Defined	–	Sole	–	–
ROKU INC	COM CL A	–	77543R·10·2	494	0.01%	1,514	Sh.	326.29	Defined	–	500	–	1,014
ROPER TECHNOLOGIES INC	COM	–	776696·10·6	470	0.01%	1,165	Sh.	403.43	Defined	–	Sole	–	–
ROSS STORES INC	COM	–	778296·10·3	669	0.01%	5,574	Sh.	120.02	Defined	–	Sole	–	–
ROYAL BK CDA	COM	–	780087·10·2	2,614	0.03%	28,357	Sh.	92.18	Defined	–	28,057	–	300
RPT REALTY	SH BEN INT	–	74971D·10·1	365	0.00%	31,961	Sh.	11.42	Defined	–	31,461	–	500
RUSH ENTERPRISES INC	CL A	–	781846·20·9	889	0.01%	17,837	Sh.	49.84	Defined	–	17,500	–	337
RUTHS HOSPITALITY GROUP INC	COM	–	783332·10·9	623	0.01%	25,065	Sh.	24.86	Defined	–	24,815	–	250
S&P GLOBAL INC	COM	–	78409V·10·4	1,478	0.02%	4,187	Sh.	353.00	Defined	–	Sole	–	–
SABRA HEALTH CARE REIT INC	COM	–	78573L·10·6	555	0.01%	31,956	Sh.	17.37	Defined	–	25,000	–	6,956
SAFETY INS GROUP INC	COM	–	78648T·10·0	1,778	0.02%	21,093	Sh.	84.29	Defined	–	20,893	–	200
SAGE THERAPEUTICS INC	COM	–	78667J·10·8	5,995	0.07%	80,090	Sh.	74.85	Defined	–	78,490	–	1,600
SAILPOINT TECHNOLOGIES HLDGS	COM	–	78781P·10·5	335	0.00%	6,600	Sh.	50.76	Defined	–	6,500	–	100
SALESFORCE COM INC	COM	–	79466L·30·2	3,734	0.04%	17,622	Sh.	211.89	Defined	–	13,021	–	4,601
SANDERSON FARMS INC	COM	–	800013·10·4	391	0.00%	2,506	Sh.	156.03	Defined	–	1,400	–	1,106
SANDRIDGE ENERGY INC	COM NEW	–	80007P·86·9	318	0.00%	81,300	Sh.	3.91	Defined	–	80,000	–	1,300
SANFILIPPO JOHN B & SON INC	COM	–	800422·10·7	823	0.01%	9,104	Sh.	90.40	Defined	–	8,104	–	1,000
SANGAMO THERAPEUTICS INC	COM	–	800677·10·6	463	0.01%	36,900	Sh.	12.55	Defined	–	36,000	–	900
SANMINA CORPORATION	COM	–	801056·10·2	1,118	0.01%	27,000	Sh.	41.41	Defined	–	26,500	–	500
SANTANDER CONSUMER USA HDG I	COM	–	80283M·10·1	252	0.00%	9,300	Sh.	27.10	Defined	–	Sole	–	–
SBA COMMUNICATIONS CORP NEW	CL A	–	78410G·10·4	1,823	0.02%	6,567	Sh.	277.60	Defined	–	3,045	–	3,522
SCANSOURCE INC	COM	–	806037·10·7	232	0.00%	7,738	Sh.	29.98	Defined	–	7,438	–	300
SCHLUMBERGER LTD	COM	–	806857·10·8	4,940	0.06%	181,668	Sh.	27.19	Defined	–	33,532	–	148,136
SCHNITZER STEEL INDS INC	CL A	–	806882·10·6	318	0.00%	7,600	Sh.	41.84	Defined	–	7,500	–	100
SCHWAB CHARLES CORP	COM	–	808513·10·5	1,461	0.02%	22,406	Sh.	65.21	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US DIVIDEND EQ	–	808524·79·7	7	0.00%	94	Sh.	≈74.47	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US LRG CAP ETF	–	808524·20·1	186,120	2.20%	1,938,141	Sh.	96.03	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US REIT ETF	–	808524·84·7	1,001	0.01%	24,357	Sh.	41.10	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US SML CAP ETF	–	808524·60·7	11,157	0.13%	111,939	Sh.	99.67	Defined	–	Sole	–	–
SCIENCE APPLICATIONS INTL CO	COM	–	808625·10·7	475	0.01%	5,677	Sh.	83.67	Defined	–	Sole	–	–
SEAGATE TECHNOLOGY PLC	SHS	–	G7945M·10·7	19,582	0.23%	255,129	Sh.	76.75	Defined	–	Sole	–	–
SEAGEN INC	COM	–	81181C·10·4	9,103	0.11%	65,549	Sh.	138.87	Defined	–	63,697	–	1,852
SEALED AIR CORP NEW	COM	–	81211K·10·0	204	0.00%	4,431	Sh.	46.04	Defined	–	Sole	–	–
SEMPRA ENERGY	COM	–	816851·10·9	1,770	0.02%	13,348	Sh.	132.60	Defined	–	6,897	–	6,451
SENSIENT TECHNOLOGIES CORP	COM	–	81725T·10·0	597	0.01%	7,647	Sh.	78.07	Defined	–	Sole	–	–
SERVICE CORP INTL	COM	–	817565·10·4	1,001	0.01%	19,600	Sh.	51.07	Defined	–	Sole	–	–
SERVICENOW INC	COM	–	81762P·10·2	1,590	0.02%	3,179	Sh.	500.16	Defined	–	2,255	–	924
SFL CORPORATION LTD	SHS	–	G7738W·10·6	90	0.00%	11,100	Sh.	8.11	Defined	–	–	–	None
SHAW COMMUNICATIONS INC	CL B CONV	–	82028K·20·0	596	0.01%	22,819	Sh.	26.12	Defined	–	Sole	–	–
SHENANDOAH TELECOMMUNICATION	COM	–	82312B·10·6	1,167	0.01%	23,900	Sh.	48.83	Defined	–	22,700	–	1,200
SHERWIN WILLIAMS CO	COM	–	824348·10·6	1,517	0.02%	2,055	Sh.	738.20	Defined	–	Sole	–	–
SHOPIFY INC	CL A	–	82509L·10·7	545	0.01%	494	Sh.	1,103.24	Defined	–	Sole	–	–
SIGNET JEWELERS LIMITED	SHS	–	G81276·10·0	766	0.01%	13,200	Sh.	58.03	Defined	–	13,000	–	200
SILGAN HOLDINGS INC	COM	–	827048·10·9	1,120	0.01%	26,640	Sh.	42.04	Defined	–	Sole	–	–
SIMON PPTY GROUP INC NEW	COM	–	828806·10·9	2,261	0.03%	19,866	Sh.	113.81	Defined	–	8,221	–	11,645
SIMULATIONS PLUS INC	COM	–	829214·10·5	450	0.01%	7,100	Sh.	63.38	Defined	–	Sole	–	–
SKYWORKS SOLUTIONS INC	COM	–	83088M·10·2	337	0.00%	1,833	Sh.	183.85	Defined	–	Sole	–	–
SL GREEN RLTY CORP	COM	–	78440X·80·4	223	0.00%	3,182	Sh.	70.08	Defined	–	Sole	–	–
SLACK TECHNOLOGIES INC	COM CL A	–	83088V·10·2	7,554	0.09%	185,900	Sh.	40.63	Defined	–	183,000	–	2,900
SMITH & WESSON BRANDS INC	COM	–	831754·10·6	585	0.01%	33,500	Sh.	17.46	Defined	–	33,000	–	500
SMITH A O CORP	COM	–	831865·20·9	530	0.01%	7,829	Sh.	67.70	Defined	–	Sole	–	–
SMUCKER J M CO	COM NEW	–	832696·40·5	7,201	0.09%	56,911	Sh.	126.53	Defined	–	50,489	–	6,422
SORRENTO THERAPEUTICS INC	COM NEW	–	83587F·20·2	168	0.00%	20,200	Sh.	8.32	Defined	–	20,000	–	200
SOUTHERN CO	COM	–	842587·10·7	5,141	0.06%	82,698	Sh.	62.17	Defined	–	59,100	–	23,598
SOUTHERN COPPER CORP	COM	–	84265V·10·5	391	0.00%	5,700	Sh.	68.60	Defined	–	Sole	–	–
SOUTHWEST AIRLS CO	COM	–	844741·10·8	378	0.00%	6,183	Sh.	61.14	Defined	–	Sole	–	–
SOUTHWEST GAS HOLDINGS INC	COM	–	844895·10·2	1,086	0.01%	15,800	Sh.	68.73	Defined	–	15,000	–	800
SOUTHWESTERN ENERGY CO	COM	–	845467·10·9	333	0.00%	71,424	Sh.	4.66	Defined	–	–	–	None
SPARTANNASH CO	COM	–	847215·10·0	1,585	0.02%	80,700	Sh.	19.64	Defined	–	80,000	–	700
SPDR INDEX SHS FDS	DJ INTL RL ETF	–	78463X·86·3	6,985	0.08%	202,756	Sh.	34.45	Defined	–	202,518	–	238
SPDR INDEX SHS FDS	GLB NAT RESRCE	–	78463X·54·1	12	0.00%	243	Sh.	49.38	Defined	–	Sole	–	–
SPDR S&P 500 ETF TR	TR UNIT	–	78462F·10·3	141,850	1.68%	357,908	Sh.	396.33	Defined	–	Sole	–	–
SPDR SER TR	BLMBRG BRC CNVRT	–	78464A·35·9	52,238	0.62%	626,727	Sh.	83.35	Defined	–	626,550	–	177
SPDR SER TR	BLOMBERG INTL TR	–	78464A·51·6	4,950	0.06%	169,859	Sh.	29.14	Defined	–	Sole	–	–
SPDR SER TR	BLOOMBERG BRCLYS	–	78468R·62·2	17,886	0.21%	164,389	Sh.	108.80	Defined	–	164,117	–	272
SPDR SER TR	BLOOMBERG SRT TR	–	78468R·40·8	21,552	0.25%	788,576	Sh.	27.33	Defined	–	Sole	–	–
SPDR SER TR	FTSE INT GVT ETF	–	78464A·49·0	738	0.01%	13,280	Sh.	55.57	Defined	–	12,994	–	286
SPECTRUM BRANDS HLDGS INC NE	COM	–	84790A·10·5	749	0.01%	8,807	Sh.	85.05	Defined	–	6,800	–	2,007
SPECTRUM PHARMACEUTICALS INC	COM	–	84763A·10·8	59	0.00%	18,000	Sh.	3.28	Defined	–	Sole	–	–
SPIRE INC	COM	–	84857L·10·1	521	0.01%	7,050	Sh.	73.90	Defined	–	7,000	–	50
SPORTSMANS WHSE HLDGS INC	COM	–	84920Y·10·6	421	0.00%	24,400	Sh.	17.25	Defined	–	24,000	–	400
SPOTIFY TECHNOLOGY S A	SHS	–	L8681T·10·2	446	0.01%	1,662	Sh.	268.35	Defined	–	–	–	None
SPROUTS FMRS MKT INC	COM	–	85208M·10·2	966	0.01%	36,251	Sh.	26.65	Defined	–	30,472	–	5,779
SPS COMMERCE INC	COM	–	78463M·10·7	1,301	0.02%	13,100	Sh.	99.31	Defined	–	13,000	–	100
SQUARE INC	CL A	–	852234·10·3	645	0.01%	2,839	Sh.	227.19	Defined	–	1,000	–	1,839
STAAR SURGICAL CO	COM PAR $0.01	–	852312·30·5	1,318	0.02%	12,500	Sh.	105.44	Defined	–	12,000	–	500
STAG INDL INC	COM	–	85254J·10·2	205	0.00%	6,096	Sh.	33.63	Defined	–	–	–	None
STANDARD MTR PRODS INC	COM	–	853666·10·5	1,007	0.01%	24,200	Sh.	41.61	Defined	–	24,100	–	100
STANLEY BLACK & DECKER INC	COM	–	854502·10·1	367	0.00%	1,838	Sh.	199.67	Defined	–	Sole	–	–
STARBUCKS CORP	COM	–	855244·10·9	1,998	0.02%	18,279	Sh.	109.31	Defined	–	Sole	–	–
STATE STR CORP	COM	–	857477·10·3	645	0.01%	7,670	Sh.	84.09	Defined	–	Sole	–	–
STEEL DYNAMICS INC	COM	–	858119·10·0	10,595	0.13%	208,719	Sh.	50.76	Defined	–	Sole	–	–
STEELCASE INC	CL A	–	858155·20·3	477	0.01%	33,100	Sh.	14.41	Defined	–	33,000	–	100
STERIS PLC	SHS USD	–	G8473T·10·0	478	0.01%	2,508	Sh.	190.59	Defined	–	946	–	1,562
STEWART INFORMATION SVCS COR	COM	–	860372·10·1	427	0.01%	8,200	Sh.	52.07	Defined	–	8,000	–	200
STORE CAP CORP	COM	–	862121·10·0	5,510	0.07%	164,459	Sh.	33.50	Defined	–	154,764	–	9,695
STRATEGIC ED INC	COM	–	86272C·10·3	589	0.01%	6,400	Sh.	92.03	Defined	–	Sole	–	–
STRIDE INC	COM	–	86333M·10·8	547	0.01%	18,150	Sh.	30.14	Defined	–	18,000	–	150
STRYKER CORPORATION	COM	–	863667·10·1	2,747	0.03%	11,276	Sh.	243.61	Defined	–	5,491	–	5,785
STURM RUGER & CO INC	COM	–	864159·10·8	404	0.00%	6,100	Sh.	66.23	Defined	–	Sole	–	–
SUMMIT HOTEL PPTYS INC	COM	–	866082·10·0	509	0.01%	50,018	Sh.	10.18	Defined	–	49,418	–	600
SUN CMNTYS INC	COM	–	866674·10·4	710	0.01%	4,726	Sh.	150.23	Defined	–	1,400	–	3,326
SUN LIFE FINANCIAL INC.	COM	–	866796·10·5	324	0.00%	6,420	Sh.	50.47	Defined	–	Sole	–	–
SUNCOKE ENERGY INC	COM	–	86722A·10·3	667	0.01%	95,060	Sh.	7.02	Defined	–	92,800	–	2,260
SUNCOR ENERGY INC NEW	COM	–	867224·10·7	338	0.00%	16,183	Sh.	20.89	Defined	–	Sole	–	–
SUNPOWER CORP	COM	–	867652·40·6	516	0.01%	15,400	Sh.	33.51	Defined	–	15,000	–	400
SUNSTONE HOTEL INVS INC NEW	COM	–	867892·10·1	1,146	0.01%	91,919	Sh.	12.47	Defined	–	79,219	–	12,700
SURMODICS INC	COM	–	868873·10·0	365	0.00%	6,500	Sh.	56.15	Defined	–	6,300	–	200
SVB FINANCIAL GROUP	COM	–	78486Q·10·1	292	0.00%	591	Sh.	494.08	Defined	–	Sole	–	–
SYNCHRONY FINANCIAL	COM	–	87165B·10·3	12,567	0.15%	309,059	Sh.	40.66	Defined	–	Sole	–	–
SYNLOGIC INC	COM	–	87166L·10·0	365	0.00%	101,700	Sh.	3.59	Defined	–	100,000	–	1,700
SYNOPSYS INC	COM	–	871607·10·7	652	0.01%	2,631	Sh.	247.81	Defined	–	1,615	–	1,016
SYROS PHARMACEUTICALS INC	COM	–	87184Q·10·7	479	0.01%	64,000	Sh.	7.48	Defined	–	63,000	–	1,000
SYSCO CORP	COM	–	871829·10·7	2,816	0.03%	35,756	Sh.	78.76	Defined	–	11,060	–	24,696
SYSTEMAX INC	COM	–	871851·10·1	739	0.01%	17,968	Sh.	41.13	Defined	–	Sole	–	–
T-MOBILE US INC	COM	–	872590·10·4	2,779	0.03%	22,177	Sh.	125.31	Defined	–	8,978	–	13,199
T2 BIOSYSTEMS INC	COM	–	89853L·10·4	181	0.00%	111,550	Sh.	1.62	Defined	–	109,000	–	2,550
TACTILE SYS TECHNOLOGY INC	COM	–	87357P·10·0	218	0.00%	4,000	Sh.	54.50	Defined	–	Sole	–	–
TAKE-TWO INTERACTIVE SOFTWAR	COM	–	874054·10·9	6,469	0.08%	36,608	Sh.	176.71	Defined	–	34,849	–	1,759
TAL EDUCATION GROUP	SPONSORED ADS	–	874080·10·4	281	0.00%	5,200	Sh.	54.04	Defined	–	Sole	–	–
TARGA RES CORP	COM	–	87612G·10·1	792	0.01%	24,940	Sh.	31.76	Defined	–	–	–	None
TARGET CORP	COM	–	87612E·10·6	18,968	0.22%	95,763	Sh.	198.07	Defined	–	95,438	–	325
TC ENERGY CORP	COM	–	87807B·10·7	397	0.00%	8,671	Sh.	45.78	Defined	–	Sole	–	–
TE CONNECTIVITY LTD	REG SHS	–	H84989·10·4	774	0.01%	5,988	Sh.	129.26	Defined	–	Sole	–	–
TEEKAY TANKERS LTD	CL A	–	Y8565N·30·0	322	0.00%	23,100	Sh.	13.94	Defined	–	Sole	–	–
TELADOC HEALTH INC	COM	–	87918A·10·5	467	0.01%	2,569	Sh.	181.78	Defined	–	800	–	1,769
TELEFLEX INCORPORATED	COM	–	879369·10·6	547	0.01%	1,316	Sh.	415.65	Defined	–	625	–	691
TELEPHONE & DATA SYS INC	COM NEW	–	879433·82·9	5,191	0.06%	226,082	Sh.	22.96	Defined	–	225,982	–	100
TELLURIAN INC NEW	COM	–	87968A·10·4	53	0.00%	22,600	Sh.	2.35	Defined	–	–	–	None
TELUS CORPORATION	COM	–	87971M·10·3	843	0.01%	42,316	Sh.	19.92	Defined	–	41,316	–	1,000
TERADYNE INC	COM	–	880770·10·2	1,409	0.02%	11,572	Sh.	121.76	Defined	–	Sole	–	–
TEREX CORP NEW	COM	–	880779·10·3	1,035	0.01%	22,450	Sh.	46.10	Defined	–	22,300	–	150
TESLA INC	COM	–	88160R·10·1	16,920	0.20%	25,331	Sh.	667.96	Defined	–	Sole	–	–
TEXAS INSTRS INC	COM	–	882508·10·4	29,199	0.35%	154,495	Sh.	189.00	Defined	–	154,283	–	212
TEXTAINER GROUP HOLDINGS LTD	SHS	–	G8766E·10·9	1,456	0.02%	50,800	Sh.	28.66	Defined	–	50,000	–	800
TFI INTL INC	COM	–	87241L·10·9	3,036	0.04%	40,500	Sh.	74.96	Defined	–	33,500	–	7,000
THERMO FISHER SCIENTIFIC INC	COM	–	883556·10·2	5,625	0.07%	12,324	Sh.	456.43	Defined	–	5,817	–	6,507
TITAN INTL INC ILL	COM	–	88830M·10·2	1,746	0.02%	188,080	Sh.	9.28	Defined	–	184,580	–	3,500
TJX COS INC NEW	COM	–	872540·10·9	5,974	0.07%	90,303	Sh.	66.16	Defined	–	Sole	–	–
TOLL BROTHERS INC	COM	–	889478·10·3	5,333	0.06%	94,000	Sh.	56.73	Defined	–	Sole	–	–
TORONTO DOMINION BK ONT	COM NEW	–	891160·50·9	402	0.00%	6,170	Sh.	65.15	Defined	–	5,870	–	300
TRACON PHARMACEUTICALS INC	COM NEW	–	89237H·20·9	360	0.00%	43,700	Sh.	8.24	Defined	–	42,900	–	800
TRACTOR SUPPLY CO	COM	–	892356·10·6	1,549	0.02%	8,745	Sh.	177.13	Defined	–	Sole	–	–
TRANE TECHNOLOGIES PLC	SHS	–	G8994E·10·3	5,744	0.07%	34,694	Sh.	165.56	Defined	–	Sole	–	–
TRANSDIGM GROUP INC	COM	–	893641·10·0	529	0.01%	899	Sh.	588.43	Defined	–	Sole	–	–
TRANSOCEAN LTD	REG SHS	–	H8817H·10·0	203	0.00%	57,069	Sh.	3.56	Defined	–	–	–	None
TRAVELCENTERS OF AMERICA INC	COM NEW	–	89421B·10·9	356	0.00%	13,100	Sh.	27.18	Defined	–	12,800	–	300
TRAVELERS COMPANIES INC	COM	–	89417E·10·9	1,656	0.02%	11,008	Sh.	150.44	Defined	–	Sole	–	–
TREVENA INC	COM	–	89532E·10·9	56	0.00%	31,141	Sh.	1.80	Defined	–	Sole	–	–
TRI POINTE GROUP INC	COM	–	87265H·10·9	587	0.01%	28,800	Sh.	20.38	Defined	–	28,100	–	700
TRIMBLE INC	COM	–	896239·10·0	221	0.00%	2,830	Sh.	78.09	Defined	–	Sole	–	–
TRINET GROUP INC	COM	–	896288·10·7	336	0.00%	4,300	Sh.	78.14	Defined	–	Sole	–	–
TRINSEO S A	SHS	–	L9340P·10·1	1,424	0.02%	22,350	Sh.	63.71	Defined	–	22,000	–	350
TRIP COM GROUP LTD	ADS	–	89677Q·10·7	218	0.00%	5,500	Sh.	39.64	Defined	–	Sole	–	–
TRIPLE-S MGMT CORP	CL B	–	896749·10·8	530	0.01%	20,335	Sh.	26.06	Defined	–	20,076	–	259
TRITON INTL LTD	CL A	–	G9078F·10·7	776	0.01%	14,100	Sh.	55.04	Defined	–	14,000	–	100
TRUEBLUE INC	COM	–	89785X·10·1	445	0.01%	20,199	Sh.	22.03	Defined	–	19,949	–	250
TRUECAR INC	COM	–	89785L·10·7	354	0.00%	73,800	Sh.	4.80	Defined	–	72,000	–	1,800
TRUIST FINL CORP	COM	–	89832Q·10·9	1,186	0.01%	20,333	Sh.	58.33	Defined	–	Sole	–	–
TTEC HLDGS INC	COM	–	89854H·10·2	704	0.01%	7,000	Sh.	100.57	Defined	–	Sole	–	–
TTM TECHNOLOGIES INC	COM	–	87305R·10·9	470	0.01%	32,400	Sh.	14.51	Defined	–	32,000	–	400
TURNING POINT THERAPEUTICS I	COM	–	90041T·10·8	313	0.00%	3,300	Sh.	94.85	Defined	–	2,500	–	800
TUTOR PERINI CORP	COM	–	901109·10·8	461	0.01%	24,300	Sh.	18.97	Defined	–	24,000	–	300
TWILIO INC	CL A	–	90138F·10·2	287	0.00%	837	Sh.	342.89	Defined	–	–	–	None
TWITTER INC	COM	–	90184L·10·2	963	0.01%	15,131	Sh.	63.64	Defined	–	11,170	–	3,961
TYLER TECHNOLOGIES INC	COM	–	902252·10·5	201	0.00%	472	Sh.	425.85	Defined	–	Sole	–	–
TYSON FOODS INC	CL A	–	902494·10·3	1,861	0.02%	25,045	Sh.	74.31	Defined	–	10,367	–	14,678
UBER TECHNOLOGIES INC	COM	–	90353T·10·0	219	0.00%	4,000	Sh.	54.75	Defined	–	Sole	–	–
UBS GROUP AG	SHS	–	H42097·10·7	1,149	0.01%	74,255	Sh.	15.47	Defined	–	Sole	–	–
UDR INC	COM	–	902653·10·4	1,046	0.01%	23,837	Sh.	43.88	Defined	–	12,090	–	11,747
UGI CORP NEW	COM	–	902681·10·5	308	0.00%	7,510	Sh.	41.01	Defined	–	4,100	–	3,410
ULTRAGENYX PHARMACEUTICAL IN	COM	–	90400D·10·8	443	0.01%	3,884	Sh.	114.06	Defined	–	3,000	–	884
UMPQUA HLDGS CORP	COM	–	904214·10·3	427	0.01%	24,300	Sh.	17.57	Defined	–	24,000	–	300
UNION PAC CORP	COM	–	907818·10·8	2,421	0.03%	10,983	Sh.	220.43	Defined	–	Sole	–	–
UNITED NAT FOODS INC	COM	–	911163·10·3	1,881	0.02%	57,100	Sh.	32.94	Defined	–	53,300	–	3,800
UNITED PARCEL SERVICE INC	CL B	–	911312·10·6	21,696	0.26%	127,628	Sh.	169.99	Defined	–	Sole	–	–
UNITED RENTALS INC	COM	–	911363·10·9	255	0.00%	773	Sh.	329.88	Defined	–	Sole	–	–
UNITED STATES CELLULAR CORP	COM	–	911684·10·8	337	0.00%	9,220	Sh.	36.55	Defined	–	9,140	–	80
UNITED THERAPEUTICS CORP DEL	COM	–	91307C·10·2	5,975	0.07%	35,716	Sh.	167.29	Defined	–	34,885	–	831
UNITEDHEALTH GROUP INC	COM	–	91324P·10·2	31,758	0.38%	85,354	Sh.	372.07	Defined	–	70,101	–	15,253
UNIVERSAL HLTH SVCS INC	CL B	–	913903·10·0	684	0.01%	5,125	Sh.	133.46	Defined	–	4,104	–	1,021
UNUM GROUP	COM	–	91529Y·10·6	4,799	0.06%	172,435	Sh.	27.83	Defined	–	Sole	–	–
US BANCORP DEL	COM NEW	–	902973·30·4	3,786	0.04%	68,438	Sh.	55.32	Defined	–	67,638	–	800
US FOODS HLDG CORP	COM	–	912008·10·9	430	0.01%	11,274	Sh.	38.14	Defined	–	–	–	None
USANA HEALTH SCIENCES INC	COM	–	90328M·10·7	801	0.01%	8,200	Sh.	97.68	Defined	–	7,100	–	1,100
V F CORP	COM	–	918204·10·8	298	0.00%	3,722	Sh.	80.06	Defined	–	Sole	–	–
VALERO ENERGY CORP	COM	–	91913Y·10·0	10,467	0.12%	146,180	Sh.	71.60	Defined	–	102,981	–	43,199
VANDA PHARMACEUTICALS INC	COM	–	921659·10·8	433	0.01%	28,769	Sh.	15.05	Defined	–	28,000	–	769
VANECK VECTORS ETF TR	EMERGING MKTS HI	–	92189F·35·3	11	0.00%	465	Sh.	23.66	Defined	–	Sole	–	–
VANECK VECTORS ETF TR	INTL HIGH YIELD	–	92189F·44·5	11	0.00%	437	Sh.	25.17	Defined	–	Sole	–	–
VANECK VECTORS ETF TR	JP MORGAN MKTS	–	92189H·30·0	5,535	0.07%	180,395	Sh.	30.68	Defined	–	180,074	–	321
VANGUARD BD INDEX FDS	LONG TERM BOND	–	921937·79·3	10,677	0.13%	108,786	Sh.	98.15	Defined	–	Sole	–	–
VANGUARD BD INDEX FDS	TOTAL BND MRKT	–	921937·83·5	955,070	11.30%	11,273,250	Sh.	84.72	Defined	–	Sole	–	–
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	–	92203J·40·7	128,948	1.53%	2,257,482	Sh.	57.12	Defined	–	Sole	–	–
VANGUARD INDEX FDS	MCAP VL IDXVIP	–	922908·51·2	22	0.00%	166	Sh.	132.53	Defined	–	Sole	–	–
VANGUARD INDEX FDS	REAL ESTATE ETF	–	922908·55·3	11,230	0.13%	122,241	Sh.	91.87	Defined	–	261	–	121,980
VANGUARD INDEX FDS	S&P 500 ETF SHS	–	922908·36·3	22,888	0.27%	62,827	Sh.	364.30	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SM CP VAL ETF	–	922908·61·1	21,987	0.26%	132,758	Sh.	165.62	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SMALL CP ETF	–	922908·75·1	68,641	0.81%	320,632	Sh.	214.08	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SML CP GRW ETF	–	922908·59·5	43,707	0.52%	159,135	Sh.	274.65	Defined	–	Sole	–	–
VANGUARD INDEX FDS	TOTAL STK MKT	–	922908·76·9	4,982	0.06%	24,103	Sh.	206.70	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	–	922042·77·5	232,604	2.75%	3,833,288	Sh.	60.68	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	–	922042·85·8	15,761	0.19%	302,803	Sh.	52.05	Defined	–	Sole	–	–
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	–	92206C·87·0	17,112	0.20%	183,939	Sh.	93.03	Defined	–	Sole	–	–
VANGUARD STAR FDS	VG TL INTL STK F	–	921909·76·8	74,314	0.88%	1,185,217	Sh.	62.70	Defined	–	Sole	–	–
VANGUARD TAX-MANAGED INTL FD	FTSE DEV MKT ETF	–	921943·85·8	62,869	0.74%	1,280,148	Sh.	49.11	Defined	–	Sole	–	–
VANGUARD WORLD FD	EXTENDED DUR	–	921910·70·9	1,662	0.02%	13,236	Sh.	125.57	Defined	–	Sole	–	–
VANGUARD WORLD FD	MEGA CAP VAL ETF	–	921910·84·0	1,802	0.02%	18,920	Sh.	95.24	Defined	–	12,260	–	6,660
VARIAN MED SYS INC	COM	–	92220P·10·5	497	0.01%	2,813	Sh.	176.68	Defined	–	1,374	–	1,439
VAXART INC	COM NEW	–	92243A·20·0	431	0.01%	71,200	Sh.	6.05	Defined	–	70,000	–	1,200
VECTOR GROUP LTD	COM	–	92240M·10·8	1,387	0.02%	99,421	Sh.	13.95	Defined	–	95,473	–	3,948
VEEVA SYS INC	CL A COM	–	922475·10·8	8,609	0.10%	32,954	Sh.	261.24	Defined	–	30,831	–	2,123
VENTAS INC	COM	–	92276F·10·0	1,424	0.02%	26,682	Sh.	53.37	Defined	–	11,809	–	14,873
VEREIT INC	COM	–	92339V·30·8	1,473	0.02%	38,122	Sh.	38.64	Defined	–	30,800	–	7,322
VERISIGN INC	COM	–	92343E·10·2	218	0.00%	1,093	Sh.	199.45	Defined	–	Sole	–	–
VERISK ANALYTICS INC	COM	–	92345Y·10·6	313	0.00%	1,769	Sh.	176.94	Defined	–	Sole	–	–
VERITIV CORP	COM	–	923454·10·2	779	0.01%	18,300	Sh.	42.57	Defined	–	18,000	–	300
VERIZON COMMUNICATIONS INC	COM	–	92343V·10·4	33,207	0.39%	571,050	Sh.	58.15	Defined	–	470,157	–	100,893
VERSO CORP	CL A	–	92531L·20·7	636	0.01%	43,525	Sh.	14.61	Defined	–	43,000	–	525
VERTEX PHARMACEUTICALS INC	COM	–	92532F·10·0	12,149	0.14%	56,533	Sh.	214.90	Defined	–	52,248	–	4,285
VIACOMCBS INC	CL B	–	92556H·20·6	576	0.01%	12,765	Sh.	45.12	Defined	–	7,936	–	4,829
VIATRIS INC	COM	–	92556V·10·6	411	0.00%	29,364	Sh.	14.00	Defined	–	13,166	–	16,198
VICI PPTYS INC	COM	–	925652·10·9	689	0.01%	24,363	Sh.	28.28	Defined	–	9,600	–	14,763
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	–	92763W·10·3	1,250	0.01%	41,857	Sh.	29.86	Defined	–	40,600	–	1,257
VISA INC	COM CL A	–	92826C·83·9	9,988	0.12%	47,169	Sh.	211.75	Defined	–	38,018	–	9,151
VISHAY INTERTECHNOLOGY INC	COM	–	928298·10·8	680	0.01%	28,200	Sh.	24.11	Defined	–	28,000	–	200
VISTA OUTDOOR INC	COM	–	928377·10·0	611	0.01%	19,030	Sh.	32.11	Defined	–	18,600	–	430
VISTRA CORP	COM	–	92840M·10·2	429	0.01%	24,252	Sh.	17.69	Defined	–	11,400	–	12,852
VORNADO RLTY TR	SH BEN INT	–	929042·10·9	530	0.01%	11,661	Sh.	45.45	Defined	–	6,066	–	5,595
VULCAN MATLS CO	COM	–	929160·10·9	593	0.01%	3,514	Sh.	168.75	Defined	–	Sole	–	–
WABASH NATL CORP	COM	–	929566·10·7	1,296	0.02%	68,900	Sh.	18.81	Defined	–	68,000	–	900
WADDELL & REED FINL INC	CL A	–	930059·10·0	1,518	0.02%	60,586	Sh.	25.06	Defined	–	Sole	–	–
WALGREENS BOOTS ALLIANCE INC	COM	–	931427·10·8	9,402	0.11%	171,252	Sh.	54.90	Defined	–	134,582	–	36,670
WALMART INC	COM	–	931142·10·3	24,372	0.29%	179,425	Sh.	135.83	Defined	–	108,217	–	71,208
WASHINGTON PRIME GROUP NEW	COM	–	93964W·40·5	146	0.00%	65,300	Sh.	2.24	Defined	–	64,300	–	1,000
WASHINGTON TR BANCORP	COM	–	940610·10·8	595	0.01%	11,516	Sh.	51.67	Defined	–	Sole	–	–
WASTE MGMT INC DEL	COM	–	94106L·10·9	4,365	0.05%	33,828	Sh.	129.04	Defined	–	33,405	–	423
WATERS CORP	COM	–	941848·10·3	575	0.01%	2,022	Sh.	284.37	Defined	–	951	–	1,071
WATERSTONE FINL INC MD	COM	–	94188P·10·1	627	0.01%	30,692	Sh.	20.43	Defined	–	Sole	–	–
WATSCO INC	COM	–	942622·20·0	1,364	0.02%	5,230	Sh.	260.80	Defined	–	Sole	–	–
WAYFAIR INC	CL A	–	94419L·10·1	221	0.00%	700	Sh.	315.71	Defined	–	Sole	–	–
WD-40 CO	COM	–	929236·10·7	495	0.01%	1,616	Sh.	306.31	Defined	–	1,000	–	616
WEC ENERGY GROUP INC	COM	–	92939U·10·6	1,283	0.02%	13,700	Sh.	93.65	Defined	–	7,591	–	6,109
WELLS FARGO CO NEW	COM	–	949746·10·1	2,579	0.03%	66,007	Sh.	39.07	Defined	–	Sole	–	–
WELLTOWER INC	COM	–	95040Q·10·4	1,902	0.02%	26,550	Sh.	71.64	Defined	–	10,680	–	15,870
WERNER ENTERPRISES INC	COM	–	950755·10·8	1,885	0.02%	39,950	Sh.	47.18	Defined	–	39,500	–	450
WESBANCO INC	COM	–	950810·10·1	929	0.01%	25,746	Sh.	36.08	Defined	–	Sole	–	–
WEST FRASER TIMBER CO LTD	COM	–	952845·10·5	302	0.00%	4,200	Sh.	71.90	Defined	–	Sole	–	–
WEST PHARMACEUTICAL SVSC INC	COM	–	955306·10·5	10,388	0.12%	36,865	Sh.	281.78	Defined	–	35,764	–	1,101
WESTERN DIGITAL CORP.	COM	–	958102·10·5	219	0.00%	3,269	Sh.	66.99	Defined	–	Sole	–	–
WESTERN UN CO	COM	–	959802·10·9	14,324	0.17%	580,843	Sh.	24.66	Defined	–	579,655	–	1,188
WESTLAKE CHEM PARTNERS LP	COM UNIT RP LP	–	960417·10·3	635	0.01%	26,400	Sh.	24.05	Defined	–	Sole	–	–
WESTROCK CO	COM	–	96145D·10·5	393	0.00%	7,540	Sh.	52.12	Defined	–	Sole	–	–
WEYERHAEUSER CO MTN BE	COM NEW	–	962166·10·4	3,891	0.05%	109,283	Sh.	35.60	Defined	–	85,142	–	24,141
WHITE MTNS INS GROUP LTD	COM	–	G9618E·10·7	276	0.00%	247	Sh.	1,117.41	Defined	–	Sole	–	–
WILEY JOHN & SONS INC	CL A	–	968223·20·6	683	0.01%	12,600	Sh.	54.21	Defined	–	Sole	–	–
WILLIAMS COS INC	COM	–	969457·10·0	3,976	0.05%	167,823	Sh.	23.69	Defined	–	35,856	–	131,967
WILLIS TOWERS WATSON PLC LTD	SHS	–	G96629·10·3	337	0.00%	1,470	Sh.	229.25	Defined	–	Sole	–	–
WINNEBAGO INDS INC	COM	–	974637·10·0	699	0.01%	9,100	Sh.	76.81	Defined	–	9,000	–	100
WIX COM LTD	SHS	–	M98068·10·5	377	0.00%	1,349	Sh.	279.47	Defined	–	Sole	–	–
WORKDAY INC	CL A	–	98138H·10·1	232	0.00%	930	Sh.	249.46	Defined	–	–	–	None
WORKIVA INC	COM CL A	–	98139A·10·5	1,170	0.01%	13,250	Sh.	88.30	Defined	–	13,000	–	250
WORLD FUEL SVCS CORP	COM	–	981475·10·6	394	0.00%	11,190	Sh.	35.21	Defined	–	5,000	–	6,190
WP CAREY INC	COM	–	92936U·10·9	805	0.01%	11,371	Sh.	70.79	Defined	–	3,800	–	7,571
XCEL ENERGY INC	COM	–	98389B·10·0	1,780	0.02%	26,756	Sh.	66.53	Defined	–	15,369	–	11,387
XENCOR INC	COM	–	98401F·10·5	414	0.00%	9,601	Sh.	43.12	Defined	–	6,600	–	3,001
XENIA HOTELS & RESORTS INC	COM	–	984017·10·3	345	0.00%	17,679	Sh.	19.51	Defined	–	13,000	–	4,679
XEROX HOLDINGS CORP	COM NEW	–	98421M·10·6	1,554	0.02%	64,000	Sh.	24.28	Defined	–	Sole	–	–
XILINX INC	COM	–	983919·10·1	1,490	0.02%	12,024	Sh.	123.92	Defined	–	Sole	–	–
XYLEM INC	COM	–	98419M·10·0	214	0.00%	2,026	Sh.	105.63	Defined	–	Sole	–	–
YAMANA GOLD INC	COM	–	98462Y·10·0	1,218	0.01%	280,400	Sh.	4.34	Defined	–	276,900	–	3,500
YANDEX N V	SHS CLASS A	–	N97284·10·8	690	0.01%	10,771	Sh.	64.06	Defined	–	Sole	–	–
YELP INC	CL A	–	985817·10·5	3,020	0.04%	77,415	Sh.	39.01	Defined	–	76,715	–	700
YUM BRANDS INC	COM	–	988498·10·1	729	0.01%	6,731	Sh.	108.30	Defined	–	Sole	–	–
YUM CHINA HLDGS INC	COM	–	98850P·10·9	1,358	0.02%	22,930	Sh.	59.22	Defined	–	Sole	–	–
ZAI LAB LTD	ADR	–	98887Q·10·4	410	0.00%	3,066	Sh.	133.72	Defined	–	Sole	–	–
ZEBRA TECHNOLOGIES CORPORATI	CL A	–	989207·10·5	292	0.00%	601	Sh.	485.86	Defined	–	Sole	–	–
ZILLOW GROUP INC	CL C CAP STK	–	98954M·20·0	299	0.00%	2,300	Sh.	130.00	Defined	–	1,400	–	900
ZIMMER BIOMET HOLDINGS INC	COM	–	98956P·10·2	961	0.01%	6,000	Sh.	160.17	Defined	–	2,632	–	3,368
ZIONS BANCORPORATION N A	COM	–	989701·10·7	6,159	0.07%	112,053	Sh.	54.97	Defined	–	Sole	–	–
ZOETIS INC	CL A	–	98978V·10·3	2,417	0.03%	15,343	Sh.	157.53	Defined	–	7,565	–	7,778
ZOOM VIDEO COMMUNICATIONS IN	CL A	–	98980L·10·1	9,356	0.11%	29,120	Sh.	321.29	Defined	–	28,106	–	1,014
ZTO EXPRESS CAYMAN INC	SPONSORED ADS A	–	98980A·10·5	616	0.01%	21,098	Sh.	29.20	Defined	–	Sole	–	–
ZUMIEZ INC	COM	–	989817·10·1	247	0.00%	5,750	Sh.	42.96	Defined	–	5,600	–	150
ZYNEX INC	COM	–	98986M·10·3	376	0.00%	24,600	Sh.	15.28	Defined	–	24,000	–	600
— 1,126 Issuers —	— 1,178 Issues —			— 1,178 Holdings: $8,453,808,454ª —					— Sole Manager —
____________ ª The market value of one Holding (usually Options) was adjusted (a), due to conflicting security prices in other Filings. [ Show Data As Filed ] º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers

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Filing Submission 0001501436-21-000002 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

QS Investors, LLC – ‘13F-HR’ for 3/31/21 – ‘INFO-TABLE’

On: Thursday, 5/13/21, at 4:27pm ET · Effective: 5/13/21 · For: 3/31/21 · Accession #: 1501436-21-2 · File #: 28-14009

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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: 3/31/21 · Assets: $8,453,808,454 · 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