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QS Investors, LLC – ‘13F-HR’ for 12/31/20 – ‘INFO-TABLE’

On: Wednesday, 2/10/21, at 1:40pm ET · Effective: 2/10/21 · For: 12/31/20 · Accession #: 1501436-21-1 · File #: 28-14009

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

 2/10/21  QS Investors, LLC                 13F-HR     12/31/20    2:467K

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: 12/31/20 · Assets: $8,323,178,000 · History: Assets Under Management

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

3-D SYS CORP DEL	COM NEW	–	88554D·20·5	645	0.01%	61,500	Sh.	10.49	Defined	–	60,000	–	1,500
3M CO	COM	–	88579Y·10·1	19,149	0.23%	109,557	Sh.	174.79	Defined	–	Sole	–	–
A10 NETWORKS INC	COM	–	002121·10·1	528	0.01%	53,500	Sh.	9.87	Defined	–	51,400	–	2,100
ABBOTT LABS	COM	–	002824·10·0	5,884	0.07%	53,742	Sh.	109.49	Defined	–	26,537	–	27,205
ABBVIE INC	COM	–	00287Y·10·9	37,001	0.44%	345,315	Sh.	107.15	Defined	–	315,084	–	30,231
ABEONA THERAPEUTICS INC	COM	–	00289Y·10·7	338	0.00%	215,000	Sh.	1.57	Defined	–	210,000	–	5,000
ABIOMED INC	COM	–	003654·10·0	445	0.01%	1,374	Sh.	323.87	Defined	–	491	–	883
ACADEMY SPORTS & OUTDOORS IN	COM	–	00402L·10·7	404	0.00%	19,500	Sh.	20.72	Defined	–	19,000	–	500
ACADIA PHARMACEUTICALS INC	COM	–	004225·10·8	732	0.01%	13,700	Sh.	53.43	Defined	–	11,500	–	2,200
ACCELERON PHARMA INC	COM	–	00434H·10·8	601	0.01%	4,700	Sh.	127.87	Defined	–	3,800	–	900
ACCENTURE PLC IRELAND	SHS CLASS A	–	G1151C·10·1	3,125	0.04%	11,965	Sh.	261.18	Defined	–	9,166	–	2,799
ACORDA THERAPEUTICS INC	COM	–	00484M·10·6	15	0.00%	21,148	Sh.	0.71	Defined	–	Sole	–	–
ACTIVISION BLIZZARD INC	COM	–	00507V·10·9	10,710	0.13%	115,343	Sh.	92.85	Defined	–	107,264	–	8,079
ADOBE SYSTEMS INCORPORATED	COM	–	00724F·10·1	16,997	0.20%	33,986	Sh.	500.12	Defined	–	31,783	–	2,203
ADTRAN INC	COM	–	00738A·10·6	447	0.01%	30,231	Sh.	14.79	Defined	–	29,000	–	1,231
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	1,300	0.02%	14,178	Sh.	91.69	Defined	–	Sole	–	–
AERCAP HOLDINGS NV	SHS	–	N00985·10·6	607	0.01%	13,327	Sh.	45.55	Defined	–	13,127	–	200
AES CORP	COM	–	00130H·10·5	9,522	0.11%	405,210	Sh.	23.50	Defined	–	390,524	–	14,686
AFFILIATED MANAGERS GROUP IN	COM	–	008252·10·8	905	0.01%	8,900	Sh.	101.69	Defined	–	8,800	–	100
AFLAC INC	COM	–	001055·10·2	3,954	0.05%	88,915	Sh.	44.47	Defined	–	Sole	–	–
AGILENT TECHNOLOGIES INC	COM	–	00846U·10·1	1,104	0.01%	9,318	Sh.	118.48	Defined	–	3,889	–	5,429
AGNICO EAGLE MINES LTD	COM	–	008474·10·8	232	0.00%	3,293	Sh.	70.45	Defined	–	Sole	–	–
AGREE REALTY CORP	COM	–	008492·10·0	2,484	0.03%	37,301	Sh.	66.59	Defined	–	35,601	–	1,700
AIR PRODS & CHEMS INC	COM	–	009158·10·6	1,590	0.02%	5,819	Sh.	273.24	Defined	–	Sole	–	–
ALARM COM HLDGS INC	COM	–	011642·10·5	797	0.01%	7,700	Sh.	103.51	Defined	–	7,500	–	200
ALBEMARLE CORP	COM	–	012653·10·1	379	0.00%	2,567	Sh.	147.64	Defined	–	Sole	–	–
ALCOA CORP	COM	–	013872·10·6	849	0.01%	36,850	Sh.	23.04	Defined	–	36,000	–	850
ALEXANDERS INC	COM	–	014752·10·9	758	0.01%	2,732	Sh.	277.45	Defined	–	Sole	–	–
ALEXANDRIA REAL ESTATE EQ IN	COM	–	015271·10·9	1,145	0.01%	6,426	Sh.	178.18	Defined	–	2,794	–	3,632
ALEXION PHARMACEUTICALS INC	COM	–	015351·10·9	1,219	0.01%	7,805	Sh.	156.18	Defined	–	4,202	–	3,603
ALGONQUIN PWR UTILS CORP	COM	–	015857·10·5	288	0.00%	17,478	Sh.	16.48	Defined	–	Sole	–	–
ALIBABA GROUP HLDG LTD	SPONSORED ADS	–	01609W·10·2	3,095	0.04%	13,300	Sh.	232.71	Defined	–	Sole	–	–
ALIGN TECHNOLOGY INC	COM	–	016255·10·1	1,157	0.01%	2,166	Sh.	534.16	Defined	–	901	–	1,265
ALLETE INC	COM NEW	–	018522·30·0	2,961	0.04%	47,812	Sh.	61.93	Defined	–	47,612	–	200
ALLIANCE DATA SYSTEMS CORP	COM	–	018581·10·8	5,491	0.07%	74,100	Sh.	74.10	Defined	–	73,800	–	300
ALLIANT ENERGY CORP	COM	–	018802·10·8	5,874	0.07%	113,995	Sh.	51.53	Defined	–	107,379	–	6,616
ALLSTATE CORP	COM	–	020002·10·1	7,391	0.09%	67,234	Sh.	109.93	Defined	–	Sole	–	–
ALLY FINL INC	COM	–	02005N·10·0	2,749	0.03%	77,085	Sh.	35.66	Defined	–	Sole	–	–
ALNYLAM PHARMACEUTICALS INC	COM	–	02043Q·10·7	302	0.00%	2,324	Sh.	129.95	Defined	–	200	–	2,124
ALPHABET INC	CAP STK CL A	–	02079K·30·5	30,776	0.37%	17,560	Sh.	1,752.62	Defined	–	15,756	–	1,804
ALPHABET INC	CAP STK CL C	–	02079K·10·7	35,677	0.43%	20,365	Sh.	1,751.88	Defined	–	18,497	–	1,868
ALTRIA GROUP INC	COM	–	02209S·10·3	12,085	0.15%	294,746	Sh.	41.00	Defined	–	203,865	–	90,881
AMAZON COM INC	COM	–	023135·10·6	73,740	0.89%	22,641	Sh.	3,256.92	Defined	–	Sole	–	–
AMCOR PLC	ORD	–	G0250X·10·7	565	0.01%	48,031	Sh.	11.76	Defined	–	Sole	–	–
AMDOCS LTD	SHS	–	G02602·10·3	5,825	0.07%	82,120	Sh.	70.93	Defined	–	78,420	–	3,700
AMEDISYS INC	COM	–	023436·10·8	6,798	0.08%	23,174	Sh.	293.35	Defined	–	22,664	–	510
AMEREN CORP	COM	–	023608·10·2	787	0.01%	10,080	Sh.	78.08	Defined	–	5,713	–	4,367
AMERICAN CAMPUS CMNTYS INC	COM	–	024835·10·0	304	0.00%	7,101	Sh.	42.81	Defined	–	–	–	None
AMERICAN ELEC PWR CO INC	COM	–	025537·10·1	16,729	0.20%	200,897	Sh.	83.27	Defined	–	191,688	–	9,209
AMERICAN EXPRESS CO	COM	–	025816·10·9	1,365	0.02%	11,290	Sh.	120.90	Defined	–	Sole	–	–
AMERICAN FINL GROUP INC OHIO	COM	–	025932·10·4	771	0.01%	8,800	Sh.	87.61	Defined	–	Sole	–	–
AMERICAN HOMES 4 RENT	CL A	–	02665T·30·6	299	0.00%	9,969	Sh.	29.99	Defined	–	–	–	None
AMERICAN INTL GROUP INC	COM NEW	–	026874·78·4	517	0.01%	13,657	Sh.	37.86	Defined	–	Sole	–	–
AMERICAN PUBLIC EDUCATION IN	COM	–	02913V·10·3	387	0.00%	12,700	Sh.	30.47	Defined	–	12,200	–	500
AMERICAN SOFTWARE INC	CL A	–	029683·10·9	282	0.00%	16,406	Sh.	17.19	Defined	–	Sole	–	–
AMERICAN TOWER CORP NEW	COM	–	03027X·10·0	5,533	0.07%	24,649	Sh.	224.47	Defined	–	11,140	–	13,509
AMERICAN WTR WKS CO INC NEW	COM	–	030420·10·3	964	0.01%	6,279	Sh.	153.53	Defined	–	4,191	–	2,088
AMERICOLD RLTY TR	COM	–	03064D·10·8	261	0.00%	6,998	Sh.	37.30	Defined	–	715	–	6,283
AMERIPRISE FINL INC	COM	–	03076C·10·6	5,827	0.07%	29,984	Sh.	194.34	Defined	–	Sole	–	–
AMERISAFE INC	COM	–	03071H·10·0	391	0.00%	6,800	Sh.	57.50	Defined	–	Sole	–	–
AMERISOURCEBERGEN CORP	COM	–	03073E·10·5	5,572	0.07%	57,000	Sh.	97.75	Defined	–	53,946	–	3,054
AMETEK INC	COM	–	031100·10·0	331	0.00%	2,739	Sh.	120.85	Defined	–	Sole	–	–
AMGEN INC	COM	–	031162·10·0	27,423	0.33%	119,270	Sh.	229.92	Defined	–	108,720	–	10,550
AMICUS THERAPEUTICS INC	COM	–	03152W·10·9	661	0.01%	28,634	Sh.	23.08	Defined	–	23,000	–	5,634
AMKOR TECHNOLOGY INC	COM	–	031652·10·0	887	0.01%	58,817	Sh.	15.08	Defined	–	57,937	–	880
AMPHASTAR PHARMACEUTICALS IN	COM	–	03209R·10·3	320	0.00%	15,900	Sh.	20.13	Defined	–	13,000	–	2,900
AMPHENOL CORP NEW	CL A	–	032095·10·1	672	0.01%	5,138	Sh.	130.79	Defined	–	Sole	–	–
ANALOG DEVICES INC	COM	–	032654·10·5	674	0.01%	4,563	Sh.	147.71	Defined	–	Sole	–	–
ANAPTYSBIO INC	COM	–	032724·10·6	320	0.00%	14,900	Sh.	21.48	Defined	–	14,400	–	500
ANDERSONS INC	COM	–	034164·10·3	1,202	0.01%	49,050	Sh.	24.51	Defined	–	44,900	–	4,150
ANGI HOMESERVICES INC	COM CL A	–	00183L·10·2	396	0.00%	30,000	Sh.	13.20	Defined	–	29,300	–	700
ANSYS INC	COM	–	03662Q·10·5	446	0.01%	1,226	Sh.	363.78	Defined	–	926	–	300
ANTARES PHARMA INC	COM	–	036642·10·6	480	0.01%	120,200	Sh.	3.99	Defined	–	117,500	–	2,700
ANTERO MIDSTREAM CORP	COM	–	03676B·10·2	305	0.00%	39,597	Sh.	7.70	Defined	–	–	–	None
ANTERO RESOURCES CORP	COM	–	03674X·10·6	108	0.00%	19,800	Sh.	5.45	Defined	–	–	–	None
ANTHEM INC	COM	–	036752·10·3	2,951	0.04%	9,191	Sh.	321.07	Defined	–	4,888	–	4,303
AON PLC	SHS CL A	–	G0403H·10·8	730	0.01%	3,456	Sh.	211.23	Defined	–	Sole	–	–
APACHE CORP	COM	–	037411·10·5	765	0.01%	53,923	Sh.	14.19	Defined	–	4,032	–	49,891
APARTMENT INCOME REIT CORP	COM	–	03750L·10·9	255	0.00%	6,637	Sh.	38.42	Defined	–	–	–	None
APOGEE ENTERPRISES INC	COM	–	037598·10·9	1,150	0.01%	36,300	Sh.	31.68	Defined	–	36,000	–	300
APPLE HOSPITALITY REIT INC	COM NEW	–	03784Y·20·0	142	0.00%	10,979	Sh.	12.93	Defined	–	–	–	None
APPLE INC	COM	–	037833·10·0	140,524	1.69%	1,059,037	Sh.	132.69	Defined	–	1,056,437	–	2,600
APPLIED MATLS INC	COM	–	038222·10·5	14,827	0.18%	171,804	Sh.	86.30	Defined	–	Sole	–	–
APPLIED OPTOELECTRONICS INC	COM	–	03823U·10·2	277	0.00%	32,500	Sh.	8.52	Defined	–	31,700	–	800
APYX MEDICAL CORPORATION	COM	–	03837C·10·6	392	0.00%	54,500	Sh.	7.19	Defined	–	53,600	–	900
ARCH RESOURCES INC	CL A	–	03940R·10·7	464	0.01%	10,600	Sh.	43.77	Defined	–	8,100	–	2,500
ARCHER DANIELS MIDLAND CO	COM	–	039483·10·2	17,645	0.21%	350,027	Sh.	50.41	Defined	–	323,179	–	26,848
ARCHROCK INC	COM	–	03957W·10·6	145	0.00%	16,707	Sh.	8.68	Defined	–	–	–	None
ARENA PHARMACEUTICALS INC	COM NEW	–	040047·60·7	1,068	0.01%	13,905	Sh.	76.81	Defined	–	11,671	–	2,234
ARES COML REAL ESTATE CORP	COM	–	04013V·10·8	145	0.00%	12,190	Sh.	11.89	Defined	–	11,790	–	400
ARGAN INC	COM	–	04010E·10·9	1,114	0.01%	25,043	Sh.	44.48	Defined	–	24,593	–	450
ARISTA NETWORKS INC	COM	–	040413·10·6	243	0.00%	836	Sh.	290.67	Defined	–	Sole	–	–
ARLO TECHNOLOGIES INC	COM	–	04206A·10·1	545	0.01%	69,900	Sh.	7.80	Defined	–	67,300	–	2,600
ARROWHEAD PHARMACEUTICALS IN	COM	–	04280A·10·0	685	0.01%	8,923	Sh.	76.77	Defined	–	7,000	–	1,923
ARTISAN PARTNERS ASSET MGMT	CL A	–	04316A·10·8	886	0.01%	17,600	Sh.	50.34	Defined	–	17,300	–	300
ASSOCIATED BANC CORP	COM	–	045487·10·5	3,065	0.04%	179,766	Sh.	17.05	Defined	–	179,024	–	742
ASSURANT INC	COM	–	04621X·10·8	1,222	0.01%	8,973	Sh.	136.19	Defined	–	8,552	–	421
ASSURED GUARANTY LTD	COM	–	G0585R·10·6	442	0.01%	14,040	Sh.	31.48	Defined	–	13,740	–	300
ASTRONICS CORP	COM	–	046433·10·8	559	0.01%	42,248	Sh.	13.23	Defined	–	41,548	–	700
AT HOME GROUP INC	COM	–	04650Y·10·0	317	0.00%	20,500	Sh.	15.46	Defined	–	20,000	–	500
AT&T INC	COM	–	00206R·10·2	14,212	0.17%	494,168	Sh.	28.76	Defined	–	333,486	–	160,682
ATLASSIAN CORP PLC	CL A	–	G06242·10·4	1,545	0.02%	6,607	Sh.	233.84	Defined	–	5,600	–	1,007
ATMOS ENERGY CORP	COM	–	049560·10·5	518	0.01%	5,431	Sh.	95.38	Defined	–	3,307	–	2,124
AUTODESK INC	COM	–	052769·10·6	1,118	0.01%	3,661	Sh.	305.38	Defined	–	2,745	–	916
AUTOMATIC DATA PROCESSING IN	COM	–	053015·10·3	1,438	0.02%	8,163	Sh.	176.16	Defined	–	5,373	–	2,790
AUTOZONE INC	COM	–	053332·10·2	486	0.01%	410	Sh.	1,185.37	Defined	–	Sole	–	–
AVALONBAY CMNTYS INC	COM	–	053484·10·1	1,484	0.02%	9,248	Sh.	160.47	Defined	–	3,143	–	6,105
AVID BIOSERVICES INC	COM	–	05368M·10·6	146	0.00%	12,641	Sh.	11.55	Defined	–	Sole	–	–
AVISTA CORP	COM	–	05379B·10·7	929	0.01%	23,150	Sh.	40.13	Defined	–	22,000	–	1,150
AVNET INC	COM	–	053807·10·3	1,320	0.02%	37,600	Sh.	35.11	Defined	–	37,100	–	500
AXIS CAP HLDGS LTD	SHS	–	G0692U·10·9	2,989	0.04%	59,310	Sh.	50.40	Defined	–	58,209	–	1,101
B & G FOODS INC NEW	COM	–	05508R·10·6	543	0.01%	19,587	Sh.	27.72	Defined	–	17,587	–	2,000
B2GOLD CORP	COM	–	11777Q·20·9	2,625	0.03%	468,700	Sh.	5.60	Defined	–	467,100	–	1,600
BAIDU INC	SPON ADR REP A	–	056752·10·8	1,023	0.01%	4,732	Sh.	216.19	Defined	–	Sole	–	–
BAKER HUGHES COMPANY	CL A	–	05722G·10·0	2,205	0.03%	105,758	Sh.	20.85	Defined	–	14,646	–	91,112
BALL CORP	COM	–	058498·10·6	775	0.01%	8,320	Sh.	93.15	Defined	–	Sole	–	–
BANCORP INC DEL	COM	–	05969A·10·5	557	0.01%	40,800	Sh.	13.65	Defined	–	40,000	–	800
BANK NEW YORK MELLON CORP	COM	–	064058·10·0	6,560	0.08%	154,581	Sh.	42.44	Defined	–	Sole	–	–
BANK NOVA SCOTIA B C	COM	–	064149·10·7	6,105	0.07%	112,957	Sh.	54.05	Defined	–	110,557	–	2,400
BANK OF NT BUTTERFIELD&SON L	SHS NEW	–	G0772R·20·8	601	0.01%	19,300	Sh.	31.14	Defined	–	19,000	–	300
BARRICK GOLD CORP	COM	–	067901·10·8	390	0.00%	17,105	Sh.	22.80	Defined	–	Sole	–	–
BAXTER INTL INC	COM	–	071813·10·9	2,488	0.03%	31,001	Sh.	80.26	Defined	–	20,924	–	10,077
BCE INC	COM NEW	–	05534B·76·0	4,983	0.06%	116,540	Sh.	42.76	Defined	–	114,440	–	2,100
BEAZER HOMES USA INC	COM NEW	–	07556Q·88·1	651	0.01%	43,000	Sh.	15.14	Defined	–	42,000	–	1,000
BECTON DICKINSON & CO	COM	–	075887·10·9	2,264	0.03%	9,050	Sh.	250.17	Defined	–	4,572	–	4,478
BEIGENE LTD	SPONSORED ADR	–	07725L·10·2	491	0.01%	1,900	Sh.	258.42	Defined	–	Sole	–	–
BENCHMARK ELECTRS INC	COM	–	08160H·10·1	1,001	0.01%	37,053	Sh.	27.02	Defined	–	36,000	–	1,053
BERKSHIRE HATHAWAY INC DEL	CL B NEW	–	084670·70·2	10,694	0.13%	46,121	Sh.	231.87	Defined	–	Sole	–	–
BERKSHIRE HILLS BANCORP INC	COM	–	084680·10·7	491	0.01%	28,681	Sh.	17.12	Defined	–	28,001	–	680
BEST BUY INC	COM	–	086516·10·1	2,901	0.03%	29,072	Sh.	99.79	Defined	–	Sole	–	–
BEYOND MEAT INC	COM	–	08862E·10·9	266	0.00%	2,128	Sh.	125.00	Defined	–	–	–	None
BGC PARTNERS INC	CL A	–	05541T·10·1	3,480	0.04%	870,100	Sh.	4.00	Defined	–	865,800	–	4,300
BIG 5 SPORTING GOODS CORP	COM	–	08915P·10·1	391	0.00%	38,300	Sh.	10.21	Defined	–	37,300	–	1,000
BIG LOTS INC	COM	–	089302·10·3	524	0.01%	12,200	Sh.	42.95	Defined	–	11,700	–	500
BIO RAD LABS INC	CL A	–	090572·20·7	5,085	0.06%	8,723	Sh.	582.94	Defined	–	8,354	–	369
BIO-TECHNE CORP	COM	–	09073M·10·4	264	0.00%	831	Sh.	317.69	Defined	–	–	–	None
BIOGEN INC	COM	–	09062X·10·3	9,927	0.12%	40,542	Sh.	244.86	Defined	–	37,819	–	2,723
BIOMARIN PHARMACEUTICAL INC	COM	–	09061G·10·1	366	0.00%	4,174	Sh.	87.69	Defined	–	300	–	3,874
BIOXCEL THERAPEUTICS INC	COM	–	09075P·10·5	240	0.00%	5,200	Sh.	46.15	Defined	–	3,200	–	2,000
BJS RESTAURANTS INC	COM	–	09180C·10·6	685	0.01%	17,789	Sh.	38.51	Defined	–	17,648	–	141
BJS WHSL CLUB HLDGS INC	COM	–	05550J·10·1	943	0.01%	25,307	Sh.	37.26	Defined	–	19,861	–	5,446
BK OF AMERICA CORP	COM	–	060505·10·4	5,563	0.07%	183,549	Sh.	30.31	Defined	–	Sole	–	–
BLACKROCK INC	COM	–	09247X·10·1	1,562	0.02%	2,165	Sh.	721.48	Defined	–	Sole	–	–
BLOCK H & R INC	COM	–	093671·10·5	753	0.01%	47,460	Sh.	15.87	Defined	–	Sole	–	–
BLOOMIN BRANDS INC	COM	–	094235·10·8	777	0.01%	40,000	Sh.	19.43	Defined	–	39,000	–	1,000
BLUELINX HLDGS INC	COM NEW	–	09624H·20·8	404	0.00%	13,800	Sh.	29.28	Defined	–	13,500	–	300
BLUEPRINT MEDICINES CORP	COM	–	09627Y·10·9	899	0.01%	8,012	Sh.	112.21	Defined	–	7,000	–	1,012
BOEING CO	COM	–	097023·10·5	1,767	0.02%	8,257	Sh.	214.00	Defined	–	Sole	–	–
BOISE CASCADE CO DEL	COM	–	09739D·10·0	717	0.01%	15,000	Sh.	47.80	Defined	–	Sole	–	–
BOOKING HOLDINGS INC	COM	–	09857L·10·8	2,506	0.03%	1,125	Sh.	2,227.56	Defined	–	Sole	–	–
BOOZ ALLEN HAMILTON HLDG COR	CL A	–	099502·10·6	1,013	0.01%	11,620	Sh.	87.18	Defined	–	Sole	–	–
BOSTON BEER INC	CL A	–	100557·10·7	1,637	0.02%	1,646	Sh.	994.53	Defined	–	1,230	–	416
BOSTON PRIVATE FINL HLDGS IN	COM	–	101119·10·5	465	0.01%	55,000	Sh.	8.45	Defined	–	53,300	–	1,700
BOSTON PROPERTIES INC	COM	–	101121·10·1	5,028	0.06%	53,189	Sh.	94.53	Defined	–	47,631	–	5,558
BOSTON SCIENTIFIC CORP	COM	–	101137·10·7	1,714	0.02%	47,670	Sh.	35.96	Defined	–	23,649	–	24,021
BOX INC	CL A	–	10316T·10·4	1,028	0.01%	56,943	Sh.	18.05	Defined	–	55,543	–	1,400
BRIDGEBIO PHARMA INC	COM	–	10806X·10·2	223	0.00%	3,142	Sh.	70.97	Defined	–	–	–	None
BRIGHTSPHERE INVT GROUP INC	COM	–	10948W·10·3	1,030	0.01%	53,433	Sh.	19.28	Defined	–	52,000	–	1,433
BRINKER INTL INC	COM	–	109641·10·0	749	0.01%	13,238	Sh.	56.58	Defined	–	12,978	–	260
BRISTOL-MYERS SQUIBB CO	COM	–	110122·10·8	19,626	0.24%	316,394	Sh.	62.03	Defined	–	277,121	–	39,273
BRISTOL-MYERS SQUIBB CO	RIGHT 99/99/9999	–	110122·15·7	12	0.00%	17,126	Sh.	0.70	Defined	–	–	–	None
BROADCOM INC	COM	–	11135F·10·1	4,255	0.05%	9,718	Sh.	437.85	Defined	–	9,418	–	300
BROADRIDGE FINL SOLUTIONS IN	COM	–	11133T·10·3	295	0.00%	1,927	Sh.	153.09	Defined	–	1,227	–	700
BROOKFIELD ASSET MGMT INC	CL A LTD VT SH	–	112585·10·4	226	0.00%	5,464	Sh.	41.36	Defined	–	Sole	–	–
BROOKFIELD RENEWABLE CORP	CL A SUB VTG	–	11284V·10·5	202	0.00%	3,461	Sh.	58.36	Defined	–	Sole	–	–
BROWN FORMAN CORP	CL A	–	115637·10·0	151	0.00%	2,055	Sh.	73.48	Defined	–	–	–	None
BROWN FORMAN CORP	CL B	–	115637·20·9	962	0.01%	12,115	Sh.	79.41	Defined	–	4,600	–	7,515
BUCKLE INC	COM	–	118440·10·6	292	0.00%	10,000	Sh.	29.20	Defined	–	Sole	–	–
BUNGE LIMITED	COM	–	G16962·10·5	429	0.01%	6,541	Sh.	65.59	Defined	–	–	–	None
C H ROBINSON WORLDWIDE INC	COM NEW	–	12541W·20·9	967	0.01%	10,305	Sh.	93.84	Defined	–	Sole	–	–
CABOT OIL & GAS CORP	COM	–	127097·10·3	973	0.01%	59,750	Sh.	16.28	Defined	–	9,564	–	50,186
CADENCE BANCORPORATION	CL A	–	12739A·10·0	706	0.01%	43,022	Sh.	16.41	Defined	–	42,000	–	1,022
CADENCE DESIGN SYSTEM INC	COM	–	127387·10·8	746	0.01%	5,469	Sh.	136.41	Defined	–	3,628	–	1,841
CAESARSTONE LTD	ORD SHS	–	M20598·10·4	1,154	0.01%	89,550	Sh.	12.89	Defined	–	73,700	–	15,850
CAMDEN PPTY TR	SH BEN INT	–	133131·10·2	603	0.01%	6,033	Sh.	99.95	Defined	–	1,600	–	4,433
CAMPBELL SOUP CO	COM	–	134429·10·9	10,649	0.13%	220,258	Sh.	48.35	Defined	–	210,027	–	10,231
CAMPING WORLD HLDGS INC	CL A	–	13462K·10·9	333	0.00%	12,800	Sh.	26.02	Defined	–	12,500	–	300
CAMTEK LTD	ORD	–	M20791·10·5	418	0.01%	19,100	Sh.	21.88	Defined	–	Sole	–	–
CANADIAN IMP BK COMM	COM	–	136069·10·1	1,805	0.02%	21,137	Sh.	85.40	Defined	–	Sole	–	–
CANADIAN NAT RES LTD	COM	–	136385·10·1	1,762	0.02%	73,344	Sh.	24.02	Defined	–	Sole	–	–
CANADIAN NATL RY CO	COM	–	136375·10·2	546	0.01%	4,963	Sh.	110.01	Defined	–	Sole	–	–
CANADIAN PAC RY LTD	COM	–	13645T·10·0	256	0.00%	738	Sh.	346.88	Defined	–	Sole	–	–
CANADIAN SOLAR INC	COM	–	136635·10·9	2,618	0.03%	51,088	Sh.	51.24	Defined	–	38,638	–	12,450
CAPITAL ONE FINL CORP	COM	–	14040H·10·5	2,732	0.03%	27,636	Sh.	98.86	Defined	–	Sole	–	–
CARDINAL HEALTH INC	COM	–	14149Y·10·8	5,432	0.07%	101,428	Sh.	53.56	Defined	–	96,945	–	4,483
CAREDX INC	COM	–	14167L·10·3	891	0.01%	12,300	Sh.	72.44	Defined	–	12,000	–	300
CARETRUST REIT INC	COM	–	14174T·10·7	688	0.01%	31,000	Sh.	22.19	Defined	–	26,000	–	5,000
CARGURUS INC	COM CL A	–	141788·10·9	305	0.00%	9,600	Sh.	31.77	Defined	–	9,300	–	300
CARLISLE COS INC	COM	–	142339·10·0	6,836	0.08%	43,770	Sh.	156.18	Defined	–	Sole	–	–
CARRIER GLOBAL CORPORATION	COM	–	14448C·10·4	472	0.01%	12,525	Sh.	37.68	Defined	–	Sole	–	–
CARTERS INC	COM	–	146229·10·9	235	0.00%	2,500	Sh.	94.00	Defined	–	Sole	–	–
CASEYS GEN STORES INC	COM	–	147528·10·3	323	0.00%	1,809	Sh.	178.55	Defined	–	519	–	1,290
CATALENT INC	COM	–	148806·10·2	629	0.01%	6,046	Sh.	104.04	Defined	–	3,276	–	2,770
CATALYST PHARMACEUTICALS INC	COM	–	14888U·10·1	295	0.00%	88,282	Sh.	3.34	Defined	–	85,800	–	2,482
CATERPILLAR INC DEL	COM	–	149123·10·1	1,613	0.02%	8,864	Sh.	181.97	Defined	–	Sole	–	–
CBOE GLOBAL MARKETS INC	COM	–	12503M·10·8	770	0.01%	8,270	Sh.	93.11	Defined	–	Sole	–	–
CBRE GROUP INC	CL A	–	12504L·10·9	1,822	0.02%	29,053	Sh.	62.71	Defined	–	15,712	–	13,341
CDW CORP	COM	–	12514G·10·8	207	0.00%	1,573	Sh.	131.60	Defined	–	Sole	–	–
CELANESE CORP DEL	COM	–	150870·10·3	506	0.01%	3,892	Sh.	130.01	Defined	–	Sole	–	–
CELESTICA INC	SUB VTG SHS	–	15101Q·10·8	1,582	0.02%	196,058	Sh.	8.07	Defined	–	162,158	–	33,900
CENTENE CORP DEL	COM	–	15135B·10·1	1,049	0.01%	17,476	Sh.	60.03	Defined	–	8,798	–	8,678
CENTERPOINT ENERGY INC	COM	–	15189T·10·7	571	0.01%	26,371	Sh.	21.65	Defined	–	13,257	–	13,114
CENTRAL PAC FINL CORP	COM NEW	–	154760·40·9	455	0.01%	23,952	Sh.	19.00	Defined	–	23,452	–	500
CERNER CORP	COM	–	156782·10·4	796	0.01%	10,143	Sh.	78.48	Defined	–	3,839	–	6,304
CF INDS HLDGS INC	COM	–	125269·10·0	2,483	0.03%	64,153	Sh.	38.70	Defined	–	Sole	–	–
CHAMPIONX CORPORATION	COM	–	15872M·10·4	411	0.00%	26,883	Sh.	15.29	Defined	–	–	–	None
CHARLES RIV LABS INTL INC	COM	–	159864·10·7	278	0.00%	1,114	Sh.	249.55	Defined	–	–	–	None
CHARTER COMMUNICATIONS INC N	CL A	–	16119P·10·8	1,425	0.02%	2,154	Sh.	661.56	Defined	–	Sole	–	–
CHECK POINT SOFTWARE TECH LT	ORD	–	M22465·10·4	5,465	0.07%	41,119	Sh.	132.91	Defined	–	40,992	–	127
CHEMED CORP NEW	COM	–	16359R·10·3	11,488	0.14%	21,569	Sh.	532.62	Defined	–	21,272	–	297
CHENIERE ENERGY INC	COM NEW	–	16411R·20·8	1,937	0.02%	32,260	Sh.	60.04	Defined	–	2,200	–	30,060
CHEVRON CORP NEW	COM	–	166764·10·0	25,539	0.31%	302,419	Sh.	84.45	Defined	–	53,884	–	248,535
CHIMERA INVT CORP	COM NEW	–	16934Q·20·8	759	0.01%	74,000	Sh.	10.26	Defined	–	Sole	–	–
CHIMERIX INC	COM	–	16934W·10·6	217	0.00%	45,001	Sh.	4.82	Defined	–	40,401	–	4,600
CHIPOTLE MEXICAN GRILL INC	COM	–	169656·10·5	445	0.01%	321	Sh.	1,386.29	Defined	–	Sole	–	–
CHUBB LIMITED	COM	–	H1467J·10·4	1,085	0.01%	7,049	Sh.	153.92	Defined	–	Sole	–	–
CHURCH & DWIGHT INC	COM	–	171340·10·2	5,754	0.07%	65,964	Sh.	87.23	Defined	–	52,566	–	13,398
CI FINL CORP	COM	–	125491·10·0	1,052	0.01%	84,852	Sh.	12.40	Defined	–	67,852	–	17,000
CIENA CORP	COM NEW	–	171779·30·9	1,907	0.02%	36,084	Sh.	52.85	Defined	–	35,884	–	200
CIGNA CORP NEW	COM	–	125523·10·0	2,737	0.03%	13,146	Sh.	208.20	Defined	–	6,786	–	6,360
CIMAREX ENERGY CO	COM	–	171798·10·1	494	0.01%	13,160	Sh.	37.54	Defined	–	–	–	None
CIMPRESS PLC	SHS EURO	–	G2143T·10·3	211	0.00%	2,400	Sh.	87.92	Defined	–	2,300	–	100
CINTAS CORP	COM	–	172908·10·5	1,402	0.02%	3,966	Sh.	353.50	Defined	–	Sole	–	–
CIRRUS LOGIC INC	COM	–	172755·10·0	939	0.01%	11,420	Sh.	82.22	Defined	–	11,100	–	320
CISCO SYS INC	COM	–	17275R·10·2	22,604	0.27%	505,128	Sh.	44.75	Defined	–	501,028	–	4,100
CIT GROUP INC	COM NEW	–	125581·80·1	7,236	0.09%	201,560	Sh.	35.90	Defined	–	Sole	–	–
CITIGROUP INC	COM NEW	–	172967·42·4	6,720	0.08%	108,991	Sh.	61.66	Defined	–	Sole	–	–
CITIZENS FINL GROUP INC	COM	–	174610·10·5	7,911	0.10%	221,232	Sh.	35.76	Defined	–	Sole	–	–
CITRIX SYS INC	COM	–	177376·10·0	5,969	0.07%	45,879	Sh.	130.10	Defined	–	44,299	–	1,580
CITY HLDG CO	COM	–	177835·10·5	338	0.00%	4,857	Sh.	69.59	Defined	–	Sole	–	–
CLEAN ENERGY FUELS CORP	COM	–	184499·10·1	294	0.00%	37,369	Sh.	7.87	Defined	–	–	–	None
CLOROX CO DEL	COM	–	189054·10·9	6,880	0.08%	34,072	Sh.	201.93	Defined	–	28,194	–	5,878
CME GROUP INC	COM	–	12572Q·10·5	1,054	0.01%	5,791	Sh.	182.01	Defined	–	Sole	–	–
CMS ENERGY CORP	COM	–	125896·10·0	847	0.01%	13,875	Sh.	61.05	Defined	–	8,914	–	4,961
CNH INDL N V	SHS	–	N20944·10·9	320	0.00%	24,931	Sh.	12.84	Defined	–	Sole	–	–
CNX RES CORP	COM	–	12653C·10·8	302	0.00%	27,993	Sh.	10.79	Defined	–	–	–	None
COCA COLA CO	COM	–	191216·10·0	31,760	0.38%	579,137	Sh.	54.84	Defined	–	395,534	–	183,603
COEUR MNG INC	COM NEW	–	192108·50·4	609	0.01%	58,841	Sh.	10.35	Defined	–	56,741	–	2,100
COGENT COMMUNICATIONS HLDGS	COM NEW	–	19239V·30·2	3,907	0.05%	65,263	Sh.	59.87	Defined	–	65,063	–	200
COGNIZANT TECHNOLOGY SOLUTIO	CL A	–	192446·10·2	842	0.01%	10,274	Sh.	81.95	Defined	–	6,134	–	4,140
COHEN & STEERS INC	COM	–	19247A·10·0	829	0.01%	11,154	Sh.	74.32	Defined	–	Sole	–	–
COLGATE PALMOLIVE CO	COM	–	194162·10·3	4,963	0.06%	58,044	Sh.	85.50	Defined	–	16,285	–	41,759
COMCAST CORP NEW	CL A	–	20030N·10·1	3,574	0.04%	68,205	Sh.	52.40	Defined	–	Sole	–	–
COMERICA INC	COM	–	200340·10·7	497	0.01%	8,906	Sh.	55.81	Defined	–	8,706	–	200
COMMUNITY TR BANCORP INC	COM	–	204149·10·8	503	0.01%	13,565	Sh.	37.08	Defined	–	Sole	–	–
COMMVAULT SYSTEMS INC	COM	–	204166·10·2	844	0.01%	15,243	Sh.	55.37	Defined	–	12,633	–	2,610
COMPANIA DE MINAS BUENAVENTU	SPONSORED ADR	–	204448·10·4	190	0.00%	15,600	Sh.	12.18	Defined	–	Sole	–	–
CONAGRA BRANDS INC	COM	–	205887·10·2	8,796	0.11%	242,572	Sh.	36.26	Defined	–	218,869	–	23,703
CONCHO RES INC	COM	–	20605P·10·1	1,905	0.02%	32,649	Sh.	58.35	Defined	–	5,837	–	26,812
CONOCOPHILLIPS	COM	–	20825C·10·4	6,888	0.08%	172,233	Sh.	39.99	Defined	–	29,620	–	142,613
CONSOLIDATED EDISON INC	COM	–	209115·10·4	14,417	0.17%	199,494	Sh.	72.27	Defined	–	191,266	–	8,228
CONSTELLATION BRANDS INC	CL A	–	21036P·10·8	4,069	0.05%	18,574	Sh.	219.07	Defined	–	11,140	–	7,434
COOPER COS INC	COM NEW	–	216648·40·2	596	0.01%	1,640	Sh.	363.41	Defined	–	538	–	1,102
COOPER TIRE & RUBR CO	COM	–	216831·10·7	518	0.01%	12,800	Sh.	40.47	Defined	–	12,500	–	300
COPART INC	COM	–	217204·10·6	301	0.00%	2,368	Sh.	127.11	Defined	–	Sole	–	–
CORE MARK HOLDING CO INC	COM	–	218681·10·4	498	0.01%	16,957	Sh.	29.37	Defined	–	Sole	–	–
CORECIVIC INC	COM	–	21871N·10·1	3,692	0.04%	563,735	Sh.	6.55	Defined	–	561,835	–	1,900
CORESITE RLTY CORP	COM	–	21870Q·10·5	3,016	0.04%	24,074	Sh.	125.28	Defined	–	22,970	–	1,104
CORNING INC	COM	–	219350·10·5	372	0.00%	10,328	Sh.	36.02	Defined	–	Sole	–	–
CORTEVA INC	COM	–	22052L·10·4	739	0.01%	19,098	Sh.	38.70	Defined	–	Sole	–	–
COSTCO WHSL CORP NEW	COM	–	22160K·10·5	11,241	0.14%	29,835	Sh.	376.77	Defined	–	9,270	–	20,565
COTY INC	COM CL A	–	222070·20·3	74	0.00%	10,533	Sh.	7.03	Defined	–	–	–	None
CRA INTL INC	COM	–	12618T·10·5	581	0.01%	11,403	Sh.	50.95	Defined	–	11,303	–	100
CREDICORP LTD	COM	–	G2519Y·10·8	705	0.01%	4,300	Sh.	163.95	Defined	–	Sole	–	–
CRESCENT PT ENERGY CORP	COM	–	22576C·10·1	624	0.01%	267,500	Sh.	2.33	Defined	–	192,500	–	75,000
CRITEO S A	SPONS ADS	–	226718·10·4	1,674	0.02%	81,600	Sh.	20.51	Defined	–	70,300	–	11,300
CROWDSTRIKE HLDGS INC	CL A	–	22788C·10·5	10,066	0.12%	47,522	Sh.	211.82	Defined	–	46,600	–	922
CROWN CASTLE INTL CORP NEW	COM	–	22822V·10·1	17,650	0.21%	110,871	Sh.	159.19	Defined	–	98,589	–	12,282
CROWN HLDGS INC	COM	–	228368·10·6	272	0.00%	2,719	Sh.	100.04	Defined	–	Sole	–	–
CSG SYS INTL INC	COM	–	126349·10·9	623	0.01%	13,833	Sh.	45.04	Defined	–	Sole	–	–
CSX CORP	COM	–	126408·10·3	3,895	0.05%	42,916	Sh.	90.76	Defined	–	Sole	–	–
CUBESMART	COM	–	229663·10·9	7,293	0.09%	216,979	Sh.	33.61	Defined	–	206,359	–	10,620
CUMMINS INC	COM	–	231021·10·6	3,654	0.04%	16,091	Sh.	227.08	Defined	–	Sole	–	–
CUSHMAN WAKEFIELD PLC	SHS	–	G2717B·10·8	320	0.00%	21,602	Sh.	14.81	Defined	–	13,000	–	8,602
CVS HEALTH CORP	COM	–	126650·10·0	34,314	0.41%	502,398	Sh.	68.30	Defined	–	479,532	–	22,866
CYBERARK SOFTWARE LTD	SHS	–	M2682V·10·8	322	0.00%	1,992	Sh.	161.65	Defined	–	1,900	–	92
CYCLERION THERAPEUTICS INC	COM	–	23255M·10·5	314	0.00%	102,600	Sh.	3.06	Defined	–	100,000	–	2,600
CYMABAY THERAPEUTICS INC	COM	–	23257D·10·3	317	0.00%	55,200	Sh.	5.74	Defined	–	53,800	–	1,400
CYRUSONE INC	COM	–	23283R·10·0	222	0.00%	3,040	Sh.	73.03	Defined	–	–	–	None
D R HORTON INC	COM	–	23331A·10·9	271	0.00%	3,939	Sh.	68.80	Defined	–	Sole	–	–
DANA INCORPORATED	COM	–	235825·20·5	827	0.01%	42,350	Sh.	19.53	Defined	–	41,000	–	1,350
DANAHER CORPORATION	COM	–	235851·10·2	4,299	0.05%	19,353	Sh.	222.14	Defined	–	9,689	–	9,664
DARLING INGREDIENTS INC	COM	–	237266·10·1	1,566	0.02%	27,158	Sh.	57.66	Defined	–	20,000	–	7,158
DAVITA INC	COM	–	23918K·10·8	348	0.00%	2,967	Sh.	117.29	Defined	–	1,098	–	1,869
DBX ETF TR	XTRACK USD HIGH	–	233051·43·2	7,477	0.09%	149,268	Sh.	50.09	Defined	–	Sole	–	–
DECKERS OUTDOOR CORP	COM	–	243537·10·7	15,641	0.19%	54,541	Sh.	286.78	Defined	–	54,453	–	88
DEERE & CO	COM	–	244199·10·5	1,344	0.02%	4,995	Sh.	269.07	Defined	–	Sole	–	–
DELTA AIR LINES INC DEL	COM NEW	–	247361·70·2	298	0.00%	7,405	Sh.	40.24	Defined	–	Sole	–	–
DENTSPLY SIRONA INC	COM	–	24906P·10·9	302	0.00%	5,770	Sh.	52.34	Defined	–	2,392	–	3,378
DEUTSCHE BANK A G	NAMEN AKT	–	D18190·89·8	122	0.00%	11,086	Sh.	11.00	Defined	–	Sole	–	–
DEVON ENERGY CORP NEW	COM	–	25179M·10·3	5,589	0.07%	353,535	Sh.	15.81	Defined	–	300,930	–	52,605
DEXCOM INC	COM	–	252131·10·7	1,016	0.01%	2,748	Sh.	369.72	Defined	–	1,455	–	1,293
DHT HOLDINGS INC	SHS NEW	–	Y2065G·12·1	1,004	0.01%	191,900	Sh.	5.23	Defined	–	184,100	–	7,800
DIAMONDBACK ENERGY INC	COM	–	25278X·10·9	1,117	0.01%	23,084	Sh.	48.39	Defined	–	1,954	–	21,130
DIAMONDROCK HOSPITALITY CO	COM	–	252784·30·1	811	0.01%	98,311	Sh.	8.25	Defined	–	Sole	–	–
DICKS SPORTING GOODS INC	COM	–	253393·10·2	2,262	0.03%	40,250	Sh.	56.20	Defined	–	39,900	–	350
DIEBOLD NXDF INC	COM	–	253651·10·3	416	0.00%	39,000	Sh.	10.67	Defined	–	Sole	–	–
DIGITAL RLTY TR INC	COM	–	253868·10·3	2,012	0.02%	14,421	Sh.	139.52	Defined	–	6,930	–	7,491
DINE BRANDS GLOBAL INC	COM	–	254423·10·6	603	0.01%	10,400	Sh.	57.98	Defined	–	10,200	–	200
DISCOVER FINL SVCS	COM	–	254709·10·8	6,881	0.08%	76,012	Sh.	90.53	Defined	–	Sole	–	–
DISNEY WALT CO	COM DISNEY	–	254687·10·6	9,050	0.11%	49,953	Sh.	181.17	Defined	–	26,872	–	23,081
DOCUSIGN INC	COM	–	256163·10·6	227	0.00%	1,022	Sh.	222.11	Defined	–	100	–	922
DOLLAR GEN CORP NEW	COM	–	256677·10·5	8,451	0.10%	40,184	Sh.	210.31	Defined	–	39,514	–	670
DOLLAR TREE INC	COM	–	256746·10·8	387	0.00%	3,586	Sh.	107.92	Defined	–	Sole	–	–
DOMINION ENERGY INC	COM	–	25746U·10·9	2,969	0.04%	39,484	Sh.	75.20	Defined	–	23,548	–	15,936
DOMINOS PIZZA INC	COM	–	25754A·20·1	1,193	0.01%	3,112	Sh.	383.35	Defined	–	Sole	–	–
DOMTAR CORP	COM NEW	–	257559·20·3	6,413	0.08%	203,043	Sh.	31.58	Defined	–	202,443	–	600
DORMAN PRODUCTS INC	COM	–	258278·10·0	356	0.00%	4,100	Sh.	86.83	Defined	–	4,000	–	100
DOUGLAS DYNAMICS INC	COM	–	25960R·10·5	512	0.01%	11,975	Sh.	42.76	Defined	–	Sole	–	–
DOUGLAS EMMETT INC	COM	–	25960P·10·9	250	0.00%	8,566	Sh.	29.19	Defined	–	713	–	7,853
DOVER CORP	COM	–	260003·10·8	6,420	0.08%	50,848	Sh.	126.26	Defined	–	Sole	–	–
DOW INC	COM	–	260557·10·3	1,061	0.01%	19,114	Sh.	55.51	Defined	–	Sole	–	–
DR REDDYS LABS LTD	ADR	–	256135·20·3	241	0.00%	3,383	Sh.	71.24	Defined	–	Sole	–	–
DROPBOX INC	CL A	–	26210C·10·4	5,769	0.07%	259,983	Sh.	22.19	Defined	–	Sole	–	–
DTE ENERGY CO	COM	–	233331·10·7	18,144	0.22%	149,448	Sh.	121.41	Defined	–	144,774	–	4,674
DUKE ENERGY CORP NEW	COM NEW	–	26441C·20·4	3,669	0.04%	40,070	Sh.	91.56	Defined	–	25,641	–	14,429
DUKE REALTY CORP	COM NEW	–	264411·50·5	892	0.01%	22,328	Sh.	39.95	Defined	–	10,396	–	11,932
DUPONT DE NEMOURS INC	COM	–	26614N·10·2	1,408	0.02%	19,797	Sh.	71.12	Defined	–	Sole	–	–
DYCOM INDS INC	COM	–	267475·10·1	1,201	0.01%	15,900	Sh.	75.53	Defined	–	15,500	–	400
EAGLE PHARMACEUTICALS INC	COM	–	269796·10·8	386	0.00%	8,295	Sh.	46.53	Defined	–	8,195	–	100
EASTERLY GOVT PPTYS INC	COM	–	27616P·10·3	469	0.01%	20,700	Sh.	22.66	Defined	–	Sole	–	–
EASTGROUP PPTY INC	COM	–	277276·10·1	204	0.00%	1,477	Sh.	138.12	Defined	–	–	–	None
EASTMAN CHEM CO	COM	–	277432·10·0	4,390	0.05%	43,777	Sh.	100.28	Defined	–	Sole	–	–
EATON CORP PLC	SHS	–	G29183·10·3	18,971	0.23%	157,904	Sh.	120.14	Defined	–	Sole	–	–
EBAY INC.	COM	–	278642·10·3	10,155	0.12%	202,090	Sh.	50.25	Defined	–	Sole	–	–
ECHOSTAR CORP	CL A	–	278768·10·6	261	0.00%	12,300	Sh.	21.22	Defined	–	12,000	–	300
ECOLAB INC	COM	–	278865·10·0	1,445	0.02%	6,678	Sh.	216.38	Defined	–	Sole	–	–
EDISON INTL	COM	–	281020·10·7	1,111	0.01%	17,680	Sh.	62.84	Defined	–	8,578	–	9,102
EDWARDS LIFESCIENCES CORP	COM	–	28176E·10·8	1,693	0.02%	18,561	Sh.	91.21	Defined	–	10,400	–	8,161
EGAIN CORP	COM NEW	–	28225C·80·6	374	0.00%	31,700	Sh.	11.80	Defined	–	30,900	–	800
EHEALTH INC	COM	–	28238P·10·9	455	0.01%	6,450	Sh.	70.54	Defined	–	6,300	–	150
ELANCO ANIMAL HEALTH INC	COM	–	28414H·10·3	238	0.00%	7,758	Sh.	30.68	Defined	–	–	–	None
ELECTROMED INC	COM	–	285409·10·8	308	0.00%	31,400	Sh.	9.81	Defined	–	30,600	–	800
ELECTRONIC ARTS INC	COM	–	285512·10·9	13,168	0.16%	91,696	Sh.	143.60	Defined	–	88,228	–	3,468
EMERGENT BIOSOLUTIONS INC	COM	–	29089Q·10·5	618	0.01%	6,900	Sh.	89.57	Defined	–	6,759	–	141
EMERSON ELEC CO	COM	–	291011·10·4	18,592	0.22%	231,336	Sh.	80.37	Defined	–	Sole	–	–
EMPIRE ST RLTY TR INC	CL A	–	292104·10·6	561	0.01%	60,237	Sh.	9.31	Defined	–	49,700	–	10,537
EMPLOYERS HOLDINGS INC	COM	–	292218·10·4	1,028	0.01%	31,942	Sh.	32.18	Defined	–	31,592	–	350
ENANTA PHARMACEUTICALS INC	COM	–	29251M·10·6	450	0.01%	10,700	Sh.	42.06	Defined	–	8,400	–	2,300
ENBRIDGE INC	COM	–	29250N·10·5	569	0.01%	17,788	Sh.	31.99	Defined	–	Sole	–	–
ENCOMPASS HEALTH CORP	COM	–	29261A·10·0	469	0.01%	5,670	Sh.	82.72	Defined	–	2,808	–	2,862
ENCORE CAP GROUP INC	COM	–	292554·10·2	555	0.01%	14,250	Sh.	38.95	Defined	–	13,900	–	350
ENDO INTL PLC	SHS	–	G30401·10·6	248	0.00%	34,500	Sh.	7.19	Defined	–	33,000	–	1,500
ENERGY TRANSFER LP	COM UT LTD PTN	–	29273V·10·0	127	0.00%	20,500	Sh.	6.20	Defined	–	Sole	–	–
ENERPLUS CORP	COM	–	292766·10·2	105	0.00%	33,600	Sh.	3.13	Defined	–	Sole	–	–
ENNIS INC	COM	–	293389·10·2	493	0.01%	27,635	Sh.	17.84	Defined	–	Sole	–	–
ENOVA INTL INC	COM	–	29357K·10·3	1,144	0.01%	46,172	Sh.	24.78	Defined	–	45,000	–	1,172
ENSIGN GROUP INC	COM	–	29358P·10·1	2,016	0.02%	27,649	Sh.	72.91	Defined	–	26,409	–	1,240
ENTERGY CORP NEW	COM	–	29364G·10·3	1,047	0.01%	10,488	Sh.	99.83	Defined	–	5,418	–	5,070
EOG RES INC	COM	–	26875P·10·1	4,723	0.06%	94,699	Sh.	49.87	Defined	–	16,239	–	78,460
EQT CORP	COM	–	26884L·10·9	1,489	0.02%	117,147	Sh.	12.71	Defined	–	76,454	–	40,693
EQUIFAX INC	COM	–	294429·10·5	269	0.00%	1,394	Sh.	192.97	Defined	–	Sole	–	–
EQUITRANS MIDSTREAM CORP	COM	–	294600·10·1	407	0.00%	50,598	Sh.	8.04	Defined	–	–	–	None
EQUITY LIFESTYLE PPTYS INC	COM	–	29472R·10·8	565	0.01%	8,918	Sh.	63.36	Defined	–	2,500	–	6,418
EQUITY RESIDENTIAL	SH BEN INT	–	29476L·10·7	1,396	0.02%	23,547	Sh.	59.29	Defined	–	10,118	–	13,429
ESSENT GROUP LTD	COM	–	G3198U·10·2	620	0.01%	14,356	Sh.	43.19	Defined	–	14,000	–	356
ESSENTIAL PPTYS RLTY TR INC	COM	–	29670E·10·7	594	0.01%	28,000	Sh.	21.21	Defined	–	24,000	–	4,000
ESSENTIAL UTILS INC	COM	–	29670G·10·2	300	0.00%	6,340	Sh.	47.32	Defined	–	2,000	–	4,340
ESSEX PPTY TR INC	COM	–	297178·10·5	1,108	0.01%	4,666	Sh.	237.46	Defined	–	1,892	–	2,774
ETHAN ALLEN INTERIORS INC	COM	–	297602·10·4	344	0.00%	17,000	Sh.	20.24	Defined	–	Sole	–	–
ETSY INC	COM	–	29786A·10·6	864	0.01%	4,858	Sh.	177.85	Defined	–	Sole	–	–
EURONAV NV	SHS	–	B38564·10·8	1,420	0.02%	176,105	Sh.	8.06	Defined	–	156,105	–	20,000
EVERCORE INC	CLASS A	–	29977A·10·5	1,053	0.01%	9,600	Sh.	109.69	Defined	–	9,500	–	100
EVEREST RE GROUP LTD	COM	–	G3223R·10·8	3,563	0.04%	15,219	Sh.	234.12	Defined	–	14,619	–	600
EVERGY INC	COM	–	30034W·10·6	603	0.01%	10,855	Sh.	55.55	Defined	–	6,318	–	4,537
EVERSOURCE ENERGY	COM	–	30040W·10·8	1,259	0.02%	14,557	Sh.	86.49	Defined	–	8,548	–	6,009
EXACT SCIENCES CORP	COM	–	30063P·10·5	294	0.00%	2,218	Sh.	132.55	Defined	–	–	–	None
EXELON CORP	COM	–	30161N·10·1	5,450	0.07%	129,086	Sh.	42.22	Defined	–	108,764	–	20,322
EXLSERVICE HOLDINGS INC	COM	–	302081·10·4	656	0.01%	7,700	Sh.	85.19	Defined	–	7,500	–	200
EXPEDITORS INTL WASH INC	COM	–	302130·10·9	2,178	0.03%	22,901	Sh.	95.11	Defined	–	Sole	–	–
EXPONENT INC	COM	–	30214U·10·2	8,710	0.10%	96,747	Sh.	90.03	Defined	–	96,547	–	200
EXTRA SPACE STORAGE INC	COM	–	30225T·10·2	1,945	0.02%	16,788	Sh.	115.86	Defined	–	11,374	–	5,414
EXXON MOBIL CORP	COM	–	30231G·10·2	27,270	0.33%	661,565	Sh.	41.22	Defined	–	113,347	–	548,218
EZCORP INC	CL A NON VTG	–	302301·10·6	283	0.00%	59,000	Sh.	4.80	Defined	–	58,000	–	1,000
F M C CORP	COM NEW	–	302491·30·3	482	0.01%	4,198	Sh.	114.82	Defined	–	Sole	–	–
F N B CORP	COM	–	302520·10·1	2,286	0.03%	240,601	Sh.	9.50	Defined	–	Sole	–	–
FABRINET	SHS	–	G3323L·10·0	881	0.01%	11,350	Sh.	77.62	Defined	–	11,000	–	350
FACEBOOK INC	CL A	–	30303M·10·2	41,888	0.50%	153,346	Sh.	273.16	Defined	–	138,063	–	15,283
FASTENAL CO	COM	–	311900·10·4	447	0.01%	9,164	Sh.	48.78	Defined	–	Sole	–	–
FEDERAL RLTY INVT TR	SH BEN INT NEW	–	313747·20·6	289	0.00%	3,393	Sh.	85.18	Defined	–	775	–	2,618
FEDERATED HERMES INC	CL B	–	314211·10·3	621	0.01%	21,500	Sh.	28.88	Defined	–	21,000	–	500
FEDEX CORP	COM	–	31428X·10·6	1,082	0.01%	4,169	Sh.	259.53	Defined	–	Sole	–	–
FERRARI N V	COM	–	N3167Y·10·3	462	0.01%	2,014	Sh.	229.39	Defined	–	Sole	–	–
FIAT CHRYSLER AUTOMOBILES N	SHS	–	N31738·10·2	373	0.00%	20,629	Sh.	18.08	Defined	–	Sole	–	–
FIBROGEN INC	COM	–	31572Q·80·8	352	0.00%	9,500	Sh.	37.05	Defined	–	6,900	–	2,600
FIDELITY NATL INFORMATION SV	COM	–	31620M·10·6	1,352	0.02%	9,554	Sh.	141.51	Defined	–	7,180	–	2,374
FIFTH THIRD BANCORP	COM	–	316773·10·0	377	0.00%	13,685	Sh.	27.55	Defined	–	Sole	–	–
FINANCIAL INSTNS INC	COM	–	317585·40·4	353	0.00%	15,671	Sh.	22.53	Defined	–	15,000	–	671
FIRST BANCORP P R	COM NEW	–	318672·70·6	935	0.01%	101,375	Sh.	9.22	Defined	–	99,920	–	1,455
FIRST BUSEY CORP	COM NEW	–	319383·20·4	259	0.00%	12,000	Sh.	21.58	Defined	–	Sole	–	–
FIRST COMWLTH FINL CORP PA	COM	–	319829·10·7	357	0.00%	32,646	Sh.	10.94	Defined	–	Sole	–	–
FIRST FINL CORP IND	COM	–	320218·10·0	434	0.01%	11,160	Sh.	38.89	Defined	–	10,846	–	314
FIRST HAWAIIAN INC	COM	–	32051X·10·8	3,075	0.04%	130,405	Sh.	23.58	Defined	–	Sole	–	–
FIRST HORIZON NATL CORP	COM	–	320517·10·5	1,023	0.01%	80,187	Sh.	12.76	Defined	–	Sole	–	–
FIRST INDL RLTY TR INC	COM	–	32054K·10·3	214	0.00%	5,082	Sh.	42.11	Defined	–	–	–	None
FIRST MIDWEST BANCORP DEL	COM	–	320867·10·4	568	0.01%	35,692	Sh.	15.91	Defined	–	Sole	–	–
FIRST REP BK SAN FRANCISCO C	COM	–	33616C·10·0	295	0.00%	2,006	Sh.	147.06	Defined	–	Sole	–	–
FIRSTCASH INC	COM	–	33767D·10·5	665	0.01%	9,500	Sh.	70.00	Defined	–	Sole	–	–
FIRSTENERGY CORP	COM	–	337932·10·7	805	0.01%	26,309	Sh.	30.60	Defined	–	13,423	–	12,886
FISERV INC	COM	–	337738·10·8	1,097	0.01%	9,637	Sh.	113.83	Defined	–	6,739	–	2,898
FIVE PRIME THERAPEUTICS INC	COM	–	33830X·10·4	1,135	0.01%	66,700	Sh.	17.02	Defined	–	63,800	–	2,900
FIVE9 INC	COM	–	338307·10·1	1,177	0.01%	6,750	Sh.	174.37	Defined	–	6,000	–	750
FLAGSTAR BANCORP INC	COM PAR .001	–	337930·70·5	632	0.01%	15,500	Sh.	40.77	Defined	–	15,000	–	500
FLEETCOR TECHNOLOGIES INC	COM	–	339041·10·5	361	0.00%	1,324	Sh.	272.66	Defined	–	924	–	400
FLEXSHARES TR	QUALT DIVD IDX	–	33939L·86·0	642	0.01%	12,982	Sh.	49.45	Defined	–	–	–	None
FLOWERS FOODS INC	COM	–	343498·10·1	3,810	0.05%	168,373	Sh.	22.63	Defined	–	154,522	–	13,851
FLUIDIGM CORP DEL	COM	–	34385P·10·8	385	0.00%	64,100	Sh.	6.01	Defined	–	62,500	–	1,600
FLUSHING FINL CORP	COM	–	343873·10·5	807	0.01%	48,486	Sh.	16.64	Defined	–	47,486	–	1,000
FLY LEASING LTD	SPONSORED ADR	–	34407D·10·9	1,032	0.01%	104,800	Sh.	9.85	Defined	–	82,900	–	21,900
FOOT LOCKER INC	COM	–	344849·10·4	840	0.01%	20,761	Sh.	40.46	Defined	–	20,616	–	145
FORD MTR CO DEL	COM	–	345370·86·0	5,916	0.07%	673,078	Sh.	8.79	Defined	–	Sole	–	–
FORESTAR GROUP INC	COM	–	346232·10·1	552	0.01%	27,374	Sh.	20.17	Defined	–	19,000	–	8,374
FORTINET INC	COM	–	34959E·10·9	11,989	0.14%	80,721	Sh.	148.52	Defined	–	80,021	–	700
FORTIS INC	COM	–	349553·10·7	444	0.01%	10,864	Sh.	40.87	Defined	–	Sole	–	–
FORTIVE CORP	COM	–	34959J·10·8	402	0.00%	5,679	Sh.	70.79	Defined	–	Sole	–	–
FOUR CORNERS PPTY TR INC	COM	–	35086T·10·9	1,069	0.01%	35,923	Sh.	29.76	Defined	–	31,767	–	4,156
FOX CORP	CL A COM	–	35137L·10·5	178	0.00%	6,115	Sh.	29.11	Defined	–	Sole	–	–
FOX CORP	CL B COM	–	35137L·20·4	60	0.00%	2,073	Sh.	28.94	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	70	0.00%	16,000	Sh.	4.38	Defined	–	–	–	None
FRANKS INTL N V	COM	–	N33462·10·7	65	0.00%	23,800	Sh.	2.73	Defined	–	–	–	None
FREEPORT-MCMORAN INC	CL B	–	35671D·85·7	995	0.01%	38,248	Sh.	26.01	Defined	–	Sole	–	–
FRESH DEL MONTE PRODUCE INC	ORD	–	G36738·10·5	499	0.01%	20,740	Sh.	24.06	Defined	–	20,500	–	240
FRONTLINE LTD	SHS NEW	–	G3682E·19·2	86	0.00%	13,800	Sh.	6.23	Defined	–	–	–	None
FTI CONSULTING INC	COM	–	302941·10·9	7,537	0.09%	67,460	Sh.	111.73	Defined	–	67,390	–	70
FULGENT GENETICS INC	COM	–	359664·10·9	683	0.01%	13,101	Sh.	52.13	Defined	–	12,801	–	300
G1 THERAPEUTICS INC	COM	–	3621LQ·10·9	295	0.00%	16,400	Sh.	17.99	Defined	–	16,000	–	400
GALLAGHER ARTHUR J & CO	COM	–	363576·10·9	267	0.00%	2,159	Sh.	123.67	Defined	–	Sole	–	–
GAMING & LEISURE PPTYS INC	COM	–	36467J·10·8	8,295	0.10%	195,643	Sh.	42.40	Defined	–	186,317	–	9,326
GARMIN LTD	SHS	–	H2906T·10·9	204	0.00%	1,702	Sh.	119.86	Defined	–	Sole	–	–
GARTNER INC	COM	–	366651·10·7	306	0.00%	1,912	Sh.	160.04	Defined	–	1,075	–	837
GDS HLDGS LTD	SPONSORED ADS	–	36165L·10·8	506	0.01%	5,400	Sh.	93.70	Defined	–	Sole	–	–
GENERAL DYNAMICS CORP	COM	–	369550·10·8	15,630	0.19%	105,028	Sh.	148.82	Defined	–	Sole	–	–
GENERAL ELECTRIC CO	COM	–	369604·10·3	1,545	0.02%	143,053	Sh.	10.80	Defined	–	Sole	–	–
GENERAL MLS INC	COM	–	370334·10·4	21,036	0.25%	357,762	Sh.	58.80	Defined	–	327,730	–	30,032
GENERAL MTRS CO	COM	–	37045V·10·0	798	0.01%	19,168	Sh.	41.63	Defined	–	Sole	–	–
GENESCO INC	COM	–	371532·10·2	328	0.00%	10,900	Sh.	30.09	Defined	–	10,500	–	400
GENMARK DIAGNOSTICS INC	COM	–	372309·10·4	656	0.01%	44,900	Sh.	14.61	Defined	–	44,000	–	900
GENPREX INC	COM	–	372446·10·4	120	0.00%	29,000	Sh.	4.14	Defined	–	–	–	None
GEO GROUP INC NEW	COM	–	36162J·10·6	424	0.01%	47,900	Sh.	8.85	Defined	–	47,000	–	900
GERON CORP	COM	–	374163·10·3	143	0.00%	90,000	Sh.	1.59	Defined	–	Sole	–	–
GETTY RLTY CORP NEW	COM	–	374297·10·9	442	0.01%	16,034	Sh.	27.57	Defined	–	13,434	–	2,600
GILEAD SCIENCES INC	COM	–	375558·10·3	7,556	0.09%	129,692	Sh.	58.26	Defined	–	106,129	–	23,563
GLOBAL MED REIT INC	COM NEW	–	37954A·20·4	427	0.01%	32,700	Sh.	13.06	Defined	–	Sole	–	–
GLOBAL PMTS INC	COM	–	37940X·10·2	1,140	0.01%	5,290	Sh.	215.50	Defined	–	3,547	–	1,743
GLOBAL X FDS	GLBL X MLP ETF	–	37954Y·34·3	3,037	0.04%	110,750	Sh.	27.42	Defined	–	Sole	–	–
GLOBAL X FDS	GLOBX SUPDV US	–	37950E·29·1	8,651	0.10%	513,407	Sh.	16.85	Defined	–	Sole	–	–
GLOBUS MED INC	CL A	–	379577·20·8	652	0.01%	10,000	Sh.	65.20	Defined	–	8,200	–	1,800
GLU MOBILE INC	COM	–	379890·10·6	851	0.01%	94,400	Sh.	9.01	Defined	–	93,000	–	1,400
GOLAR LNG LTD	SHS	–	G9456A·10·0	113	0.00%	10,200	Sh.	11.08	Defined	–	–	–	None
GOLDEN OCEAN GROUP LTD	SHS NEW	–	G39637·20·5	488	0.01%	105,300	Sh.	4.63	Defined	–	Sole	–	–
GOLDMAN SACHS GROUP INC	COM	–	38141G·10·4	1,409	0.02%	5,342	Sh.	263.76	Defined	–	Sole	–	–
GOODYEAR TIRE & RUBR CO	COM	–	382550·10·1	1,942	0.02%	178,000	Sh.	10.91	Defined	–	Sole	–	–
GRAFTECH INTL LTD	COM	–	384313·50·8	9,538	0.11%	894,750	Sh.	10.66	Defined	–	Sole	–	–
GRAINGER W W INC	COM	–	384802·10·4	4,122	0.05%	10,094	Sh.	408.36	Defined	–	Sole	–	–
GREAT AJAX CORP	COM	–	38983D·30·0	313	0.00%	29,897	Sh.	10.47	Defined	–	Sole	–	–
GREAT LAKES DREDGE & DOCK CO	COM	–	390607·10·9	603	0.01%	45,800	Sh.	13.17	Defined	–	45,000	–	800
GREAT WESTN BANCORP INC	COM	–	391416·10·4	405	0.00%	19,400	Sh.	20.88	Defined	–	19,000	–	400
GREENBRIER COS INC	COM	–	393657·10·1	615	0.01%	16,900	Sh.	36.39	Defined	–	16,700	–	200
H & E EQUIPMENT SERVICES INC	COM	–	404030·10·8	343	0.00%	11,500	Sh.	29.83	Defined	–	Sole	–	–
HACKETT GROUP INC	COM	–	404609·10·9	605	0.01%	42,024	Sh.	14.40	Defined	–	Sole	–	–
HAEMONETICS CORP	COM	–	405024·10·0	4,446	0.05%	37,443	Sh.	118.74	Defined	–	36,038	–	1,405
HALLIBURTON CO	COM	–	406216·10·1	2,659	0.03%	140,689	Sh.	18.90	Defined	–	23,645	–	117,044
HALOZYME THERAPEUTICS INC	COM	–	40637H·10·9	821	0.01%	19,232	Sh.	42.69	Defined	–	16,732	–	2,500
HANCOCK WHITNEY CORPORATION	COM	–	410120·10·9	393	0.00%	11,553	Sh.	34.02	Defined	–	11,253	–	300
HANMI FINL CORP	COM NEW	–	410495·20·4	429	0.01%	37,808	Sh.	11.35	Defined	–	36,708	–	1,100
HANOVER INS GROUP INC	COM	–	410867·10·5	765	0.01%	6,545	Sh.	116.88	Defined	–	6,445	–	100
HARROW HEALTH INC	COM	–	415858·10·9	115	0.00%	16,800	Sh.	6.85	Defined	–	15,000	–	1,800
HARTFORD FINL SVCS GROUP INC	COM	–	416515·10·4	8,493	0.10%	173,399	Sh.	48.98	Defined	–	172,579	–	820
HAVERTY FURNITURE INC	COM	–	419596·10·1	606	0.01%	21,900	Sh.	27.67	Defined	–	Sole	–	–
HAWAIIAN ELEC INDUSTRIES	COM	–	419870·10·0	1,088	0.01%	30,738	Sh.	35.40	Defined	–	30,360	–	378
HAWAIIAN HOLDINGS INC	COM	–	419879·10·1	364	0.00%	20,560	Sh.	17.70	Defined	–	19,960	–	600
HAYNES INTERNATIONAL INC	COM NEW	–	420877·20·1	350	0.00%	14,700	Sh.	23.81	Defined	–	14,200	–	500
HCA HEALTHCARE INC	COM	–	40412C·10·1	1,226	0.01%	7,457	Sh.	164.41	Defined	–	3,017	–	4,440
HCI GROUP INC	COM	–	40416E·10·3	412	0.00%	7,874	Sh.	52.32	Defined	–	Sole	–	–
HEALTH CATALYST INC	COM	–	42225T·10·7	221	0.00%	5,077	Sh.	43.53	Defined	–	–	–	None
HEALTHCARE RLTY TR	COM	–	421946·10·4	232	0.00%	7,843	Sh.	29.58	Defined	–	–	–	None
HEALTHCARE SVCS GROUP INC	COM	–	421906·10·8	733	0.01%	26,100	Sh.	28.08	Defined	–	Sole	–	–
HEALTHCARE TR AMER INC	CL A NEW	–	42225P·50·1	312	0.00%	11,343	Sh.	27.51	Defined	–	–	–	None
HEALTHPEAK PROPERTIES INC	COM	–	42250P·10·3	1,088	0.01%	35,982	Sh.	30.24	Defined	–	15,286	–	20,696
HEARTLAND FINL USA INC	COM	–	42234Q·10·2	468	0.01%	11,600	Sh.	40.34	Defined	–	11,300	–	300
HELIX ENERGY SOLUTIONS GRP I	COM	–	42330P·10·7	51	0.00%	12,100	Sh.	4.21	Defined	–	–	–	None
HELMERICH & PAYNE INC	COM	–	423452·10·1	342	0.00%	14,750	Sh.	23.19	Defined	–	–	–	None
HENRY JACK & ASSOC INC	COM	–	426281·10·1	254	0.00%	1,570	Sh.	161.78	Defined	–	870	–	700
HENRY SCHEIN INC	COM	–	806407·10·2	315	0.00%	4,705	Sh.	66.95	Defined	–	1,466	–	3,239
HERBALIFE NUTRITION LTD	COM SHS	–	G4412G·10·1	814	0.01%	16,942	Sh.	48.05	Defined	–	12,500	–	4,442
HERC HLDGS INC	COM	–	42704L·10·4	1,215	0.01%	18,300	Sh.	66.39	Defined	–	18,000	–	300
HERITAGE COMM CORP	COM	–	426927·10·9	103	0.00%	11,609	Sh.	8.87	Defined	–	10,609	–	1,000
HERSHA HOSPITALITY TR	PR SHS BEN INT	–	427825·50·0	329	0.00%	41,700	Sh.	7.89	Defined	–	40,000	–	1,700
HERSHEY CO	COM	–	427866·10·8	10,967	0.13%	71,996	Sh.	152.33	Defined	–	63,912	–	8,084
HESS CORP	COM	–	42809H·10·7	2,342	0.03%	44,361	Sh.	52.79	Defined	–	7,140	–	37,221
HEWLETT PACKARD ENTERPRISE C	COM	–	42824C·10·9	200	0.00%	16,882	Sh.	11.85	Defined	–	Sole	–	–
HIBBETT SPORTS INC	COM	–	428567·10·1	892	0.01%	19,309	Sh.	46.20	Defined	–	18,500	–	809
HIGHWOODS PPTYS INC	COM	–	431284·10·8	2,798	0.03%	70,596	Sh.	39.63	Defined	–	66,517	–	4,079
HILTON WORLDWIDE HLDGS INC	COM	–	43300A·20·3	371	0.00%	3,336	Sh.	111.21	Defined	–	Sole	–	–
HNI CORP	COM	–	404251·10·0	917	0.01%	26,600	Sh.	34.47	Defined	–	26,000	–	600
HOEGH LNG PARTNERS LP	COM UNIT LTD	–	Y3262R·10·0	578	0.01%	40,400	Sh.	14.31	Defined	–	Sole	–	–
HOLLY ENERGY PARTNERS L P	COM UT LTD PTN	–	435763·10·7	545	0.01%	38,400	Sh.	14.19	Defined	–	Sole	–	–
HOLLYFRONTIER CORP	COM	–	436106·10·8	535	0.01%	20,709	Sh.	25.83	Defined	–	2,725	–	17,984
HOLLYSYS AUTOMATION TCHNGY L	SHS	–	G45667·10·5	514	0.01%	35,000	Sh.	14.69	Defined	–	Sole	–	–
HOLOGIC INC	COM	–	436440·10·1	546	0.01%	7,501	Sh.	72.79	Defined	–	2,944	–	4,557
HOME DEPOT INC	COM	–	437076·10·2	24,108	0.29%	90,761	Sh.	265.62	Defined	–	Sole	–	–
HONEYWELL INTL INC	COM	–	438516·10·6	2,202	0.03%	10,352	Sh.	212.71	Defined	–	Sole	–	–
HOPE BANCORP INC	COM	–	43940T·10·9	540	0.01%	49,500	Sh.	10.91	Defined	–	48,300	–	1,200
HORACE MANN EDUCATORS CORP N	COM	–	440327·10·4	408	0.00%	9,711	Sh.	42.01	Defined	–	Sole	–	–
HORMEL FOODS CORP	COM	–	440452·10·0	973	0.01%	20,881	Sh.	46.60	Defined	–	5,418	–	15,463
HOST HOTELS & RESORTS INC	COM	–	44107P·10·4	670	0.01%	45,763	Sh.	14.64	Defined	–	20,199	–	25,564
HP INC	COM	–	40434L·10·5	6,009	0.07%	244,373	Sh.	24.59	Defined	–	238,073	–	6,300
HUBSPOT INC	COM	–	443573·10·0	1,011	0.01%	2,550	Sh.	396.47	Defined	–	2,500	–	50
HUMANA INC	COM	–	444859·10·2	21,264	0.26%	51,829	Sh.	410.27	Defined	–	49,456	–	2,373
HUNTINGTON BANCSHARES INC	COM	–	446150·10·4	19,207	0.23%	1,520,738	Sh.	12.63	Defined	–	Sole	–	–
HUNTSMAN CORP	COM	–	447011·10·7	6,267	0.08%	249,296	Sh.	25.14	Defined	–	249,008	–	288
HYSTER YALE MATLS HANDLING I	CL A	–	449172·10·5	678	0.01%	11,379	Sh.	59.58	Defined	–	11,229	–	150
IBIO INC	COM NEW	–	451033·20·3	74	0.00%	70,300	Sh.	1.05	Defined	–	–	–	None
ICON PLC	SHS	–	G4705A·10·0	4,916	0.06%	25,803	Sh.	190.52	Defined	–	22,203	–	3,600
IDACORP INC	COM	–	451107·10·6	4,312	0.05%	44,899	Sh.	96.04	Defined	–	43,334	–	1,565
IDEXX LABS INC	COM	–	45168D·10·4	5,956	0.07%	11,916	Sh.	499.83	Defined	–	10,625	–	1,291
IHS MARKIT LTD	SHS	–	G47567·10·5	506	0.01%	5,630	Sh.	89.88	Defined	–	Sole	–	–
ILLINOIS TOOL WKS INC	COM	–	452308·10·9	1,095	0.01%	5,369	Sh.	203.95	Defined	–	Sole	–	–
ILLUMINA INC	COM	–	452327·10·9	1,819	0.02%	4,916	Sh.	370.02	Defined	–	2,475	–	2,441
INCYTE CORP	COM	–	45337C·10·2	487	0.01%	5,595	Sh.	87.04	Defined	–	2,196	–	3,399
INDUSTRIAL LOGISTICS PPTYS T	COM SHS BEN INT	–	456237·10·6	1,904	0.02%	81,772	Sh.	23.28	Defined	–	78,472	–	3,300
INFINITY PHARMACEUTICALS INC	COM	–	45665G·30·3	65	0.00%	30,551	Sh.	2.13	Defined	–	Sole	–	–
INGLES MKTS INC	CL A	–	457030·10·4	586	0.01%	13,739	Sh.	42.65	Defined	–	Sole	–	–
INGREDION INC	COM	–	457187·10·2	5,765	0.07%	73,283	Sh.	78.67	Defined	–	70,733	–	2,550
INMODE LTD	SHS	–	M5425M·10·3	2,570	0.03%	54,126	Sh.	47.48	Defined	–	42,926	–	11,200
INNOVIVA INC	COM	–	45781M·10·1	304	0.00%	24,500	Sh.	12.41	Defined	–	Sole	–	–
INSPERITY INC	COM	–	45778Q·10·7	892	0.01%	10,950	Sh.	81.46	Defined	–	10,800	–	150
INSTEEL INDS INC	COM	–	45774W·10·8	341	0.00%	15,300	Sh.	22.29	Defined	–	14,900	–	400
INSULET CORP	COM	–	45784P·10·1	262	0.00%	1,023	Sh.	256.11	Defined	–	100	–	923
INTEL CORP	COM	–	458140·10·0	14,240	0.17%	285,836	Sh.	49.82	Defined	–	281,986	–	3,850
INTERCONTINENTAL EXCHANGE IN	COM	–	45866F·10·4	986	0.01%	8,552	Sh.	115.29	Defined	–	Sole	–	–
INTERFACE INC	COM	–	458665·30·4	133	0.00%	12,700	Sh.	10.47	Defined	–	12,500	–	200
INTERNATIONAL BUSINESS MACHS	COM	–	459200·10·1	24,260	0.29%	192,727	Sh.	125.88	Defined	–	186,484	–	6,243
INTERNATIONAL FLAVORS&FRAGRA	COM	–	459506·10·1	300	0.00%	2,752	Sh.	109.01	Defined	–	Sole	–	–
INTERNATIONAL GAME TECHNOLOG	SHS USD	–	G4863A·10·8	608	0.01%	35,900	Sh.	16.94	Defined	–	35,000	–	900
INTERNATIONAL PAPER CO	COM	–	460146·10·3	8,662	0.10%	174,208	Sh.	49.72	Defined	–	171,408	–	2,800
INTERNATIONAL SEAWAYS INC	COM	–	Y41053·10·2	168	0.00%	10,300	Sh.	16.31	Defined	–	10,000	–	300
INTERPUBLIC GROUP COS INC	COM	–	460690·10·0	16,399	0.20%	697,257	Sh.	23.52	Defined	–	Sole	–	–
INTERSECT ENT INC	COM	–	46071F·10·3	252	0.00%	11,000	Sh.	22.91	Defined	–	Sole	–	–
INTUIT	COM	–	461202·10·3	13,929	0.17%	36,671	Sh.	379.84	Defined	–	34,909	–	1,762
INTUITIVE SURGICAL INC	COM NEW	–	46120E·60·2	3,227	0.04%	3,944	Sh.	818.20	Defined	–	2,027	–	1,917
INVESCO EXCH TRADED FD TR II	S&P GBL WATER	–	46138E·26·3	8	0.00%	167	Sh.	≈47.90	Defined	–	–	–	None
INVESCO EXCH TRADED FD TR II	S&P INTL LOW	–	46138E·23·0	10,718	0.13%	357,374	Sh.	29.99	Defined	–	Sole	–	–
INVESCO EXCH TRADED FD TR II	S&P500 HDL VOL	–	46138E·36·2	39,282	0.47%	1,045,285	Sh.	37.58	Defined	–	1,033,670	–	11,615
INVESCO EXCH TRADED FD TR II	SR LN ETF	–	46138G·50·8	11,123	0.13%	499,232	Sh.	22.28	Defined	–	498,506	–	726
INVESCO EXCHANGE TRADED FD T	GBL LISTED PVT	–	46137V·58·9	11	0.00%	850	Sh.	12.94	Defined	–	–	–	None
INVESCO EXCHANGE TRADED FD T	S&P500 PUR VAL	–	46137V·25·8	1,293	0.02%	21,037	Sh.	61.46	Defined	–	Sole	–	–
INVESCO EXCHANGE TRADED FD T	S&P500 QUALITY	–	46137V·24·1	4,863	0.06%	115,494	Sh.	42.11	Defined	–	85,206	–	30,288
INVESCO MORTGAGE CAPITAL INC	COM	–	46131B·10·0	36	0.00%	10,625	Sh.	3.39	Defined	–	Sole	–	–
INVESTORS BANCORP INC NEW	COM	–	46146L·10·1	546	0.01%	51,696	Sh.	10.56	Defined	–	50,196	–	1,500
INVITATION HOMES INC	COM	–	46187W·10·7	773	0.01%	26,026	Sh.	29.70	Defined	–	7,800	–	18,226
IQVIA HLDGS INC	COM	–	46266C·10·5	1,139	0.01%	6,358	Sh.	179.14	Defined	–	2,520	–	3,838
IRHYTHM TECHNOLOGIES INC	COM	–	450056·10·6	783	0.01%	3,300	Sh.	237.27	Defined	–	2,800	–	500
IRIDIUM COMMUNICATIONS INC	COM	–	46269C·10·2	258	0.00%	6,555	Sh.	39.36	Defined	–	–	–	None
IRON MTN INC NEW	COM	–	46284V·10·1	652	0.01%	22,125	Sh.	29.47	Defined	–	11,112	–	11,013
ISHARES INC	JP MRGN EM HI BD	–	464286·28·5	6,401	0.08%	138,102	Sh.	46.35	Defined	–	Sole	–	–
ISHARES INC	MSCI FRNTR100ETF	–	464286·14·5	5	0.00%	193	Sh.	≈25.91	Defined	–	–	–	None
ISHARES INC	MSCI GBL MIN VOL	–	464286·52·5	2,397	0.03%	24,735	Sh.	96.91	Defined	–	24,681	–	54
ISHARES TR	1 3 YR TREAS BD	–	464287·45·7	4,023	0.05%	46,576	Sh.	86.37	Defined	–	Sole	–	–
ISHARES TR	20 YR TR BD ETF	–	464287·43·2	118,911	1.43%	753,890	Sh.	157.73	Defined	–	Sole	–	–
ISHARES TR	3 7 YR TREAS BD	–	464288·66·1	1,751	0.02%	13,169	Sh.	132.96	Defined	–	Sole	–	–
ISHARES TR	BARCLAYS 7 10 YR	–	464287·44·0	213,850	2.57%	1,782,827	Sh.	119.95	Defined	–	Sole	–	–
ISHARES TR	CORE HIGH DV ETF	–	46429B·66·3	17,311	0.21%	197,461	Sh.	87.67	Defined	–	191,918	–	5,543
ISHARES TR	CORE LT USDB ETF	–	464289·47·9	1,452	0.02%	19,004	Sh.	76.40	Defined	–	Sole	–	–
ISHARES TR	CORE MSCI EAFE	–	46432F·84·2	57,671	0.69%	834,716	Sh.	69.09	Defined	–	Sole	–	–
ISHARES TR	CORE S&P MCP ETF	–	464287·50·7	26,793	0.32%	116,576	Sh.	229.83	Defined	–	Sole	–	–
ISHARES TR	CORE S&P500 ETF	–	464287·20·0	692,136	8.32%	1,843,778	Sh.	375.39	Defined	–	Sole	–	–
ISHARES TR	CORE US AGGBD ET	–	464287·22·6	439,032	5.27%	3,714,630	Sh.	118.19	Defined	–	Sole	–	–
ISHARES TR	GL TIMB FORE ETF	–	464288·17·4	12	0.00%	151	Sh.	79.47	Defined	–	–	–	None
ISHARES TR	GLB INFRASTR ETF	–	464288·37·2	8	0.00%	185	Sh.	≈43.24	Defined	–	–	–	None
ISHARES TR	JPMORGAN USD EMG	–	464288·28·1	336	0.00%	2,896	Sh.	116.02	Defined	–	Sole	–	–
ISHARES TR	MBS ETF	–	464288·58·8	8,017	0.10%	72,793	Sh.	110.13	Defined	–	Sole	–	–
ISHARES TR	MSCI AC ASIA ETF	–	464288·18·2	672	0.01%	7,500	Sh.	89.60	Defined	–	Sole	–	–
ISHARES TR	MSCI ACWI EX US	–	464288·24·0	4,867	0.06%	91,758	Sh.	53.04	Defined	–	Sole	–	–
ISHARES TR	MSCI EAFE ETF	–	464287·46·5	81,508	0.98%	1,117,156	Sh.	72.96	Defined	–	Sole	–	–
ISHARES TR	MSCI EAFE MIN VL	–	46429B·68·9	18,999	0.23%	258,803	Sh.	73.41	Defined	–	Sole	–	–
ISHARES TR	MSCI EMG MKT ETF	–	464287·23·4	645	0.01%	12,479	Sh.	51.69	Defined	–	Sole	–	–
ISHARES TR	MSCI USA MIN VOL	–	46429B·69·7	18,863	0.23%	277,886	Sh.	67.88	Defined	–	Sole	–	–
ISHARES TR	PFD AND INCM SEC	–	464288·68·7	11	0.00%	291	Sh.	37.80	Defined	–	–	–	None
ISHARES TR	RUS 1000 ETF	–	464287·62·2	474,397	5.70%	2,239,411	Sh.	211.84	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 GRW ETF	–	464287·61·4	13,762	0.17%	57,072	Sh.	241.13	Defined	–	Sole	–	–
ISHARES TR	RUS 1000 VAL ETF	–	464287·59·8	14,301	0.17%	104,591	Sh.	136.73	Defined	–	Sole	–	–
ISHARES TR	RUSSELL 2000 ETF	–	464287·65·5	18,703	0.22%	95,396	Sh.	196.06	Defined	–	Sole	–	–
ISHARES TR	TIPS BD ETF	–	464287·17·6	51,841	0.62%	406,120	Sh.	127.65	Defined	–	406,022	–	98
JABIL INC	COM	–	466313·10·3	8,073	0.10%	189,812	Sh.	42.53	Defined	–	189,520	–	292
JACK IN THE BOX INC	COM	–	466367·10·9	453	0.01%	4,885	Sh.	92.73	Defined	–	4,795	–	90
JBG SMITH PPTYS	COM	–	46590V·10·0	204	0.00%	6,510	Sh.	31.34	Defined	–	–	–	None
JD.COM INC	SPON ADR CL A	–	47215P·10·6	1,754	0.02%	19,950	Sh.	87.92	Defined	–	Sole	–	–
JOHNSON & JOHNSON	COM	–	478160·10·4	45,774	0.55%	290,848	Sh.	157.38	Defined	–	246,689	–	44,159
JOHNSON CTLS INTL PLC	SHS	–	G51502·10·5	776	0.01%	16,653	Sh.	46.60	Defined	–	Sole	–	–
JOHNSON OUTDOORS INC	CL A	–	479167·10·8	586	0.01%	5,200	Sh.	112.69	Defined	–	Sole	–	–
JOINT CORP	COM	–	47973J·10·2	635	0.01%	24,200	Sh.	26.24	Defined	–	23,800	–	400
JONES LANG LASALLE INC	COM	–	48020Q·10·7	827	0.01%	5,573	Sh.	148.39	Defined	–	3,157	–	2,416
JOUNCE THERAPEUTICS INC	COM	–	481116·10·1	136	0.00%	19,400	Sh.	7.01	Defined	–	18,000	–	1,400
JPMORGAN CHASE & CO	COM	–	46625H·10·0	18,927	0.23%	148,951	Sh.	127.07	Defined	–	148,199	–	752
JUNIPER NETWORKS INC	COM	–	48203R·10·4	12,611	0.15%	560,244	Sh.	22.51	Defined	–	554,944	–	5,300
KANSAS CITY SOUTHERN	COM NEW	–	485170·30·2	4,257	0.05%	20,853	Sh.	204.14	Defined	–	Sole	–	–
KB HOME	COM	–	48666K·10·9	966	0.01%	28,817	Sh.	33.52	Defined	–	28,000	–	817
KE HLDGS INC	SPONSORED ADS	–	482497·10·4	261	0.00%	4,247	Sh.	61.46	Defined	–	Sole	–	–
KELLOGG CO	COM	–	487836·10·8	16,212	0.19%	260,512	Sh.	62.23	Defined	–	246,523	–	13,989
KELLY SVCS INC	CL A	–	488152·20·8	312	0.00%	15,192	Sh.	20.54	Defined	–	Sole	–	–
KEURIG DR PEPPER INC	COM	–	49271V·10·0	577	0.01%	18,019	Sh.	32.02	Defined	–	800	–	17,219
KEYCORP	COM	–	493267·10·8	774	0.01%	47,179	Sh.	16.41	Defined	–	Sole	–	–
KEYSIGHT TECHNOLOGIES INC	COM	–	49338L·10·3	278	0.00%	2,101	Sh.	132.32	Defined	–	Sole	–	–
KFORCE INC	COM	–	493732·10·1	977	0.01%	23,210	Sh.	42.09	Defined	–	22,700	–	510
KILROY RLTY CORP	COM	–	49427F·10·8	273	0.00%	4,748	Sh.	57.50	Defined	–	–	–	None
KIMBERLY CLARK CORP	COM	–	494368·10·3	26,081	0.31%	193,433	Sh.	134.83	Defined	–	175,994	–	17,439
KIMCO RLTY CORP	COM	–	49446R·10·9	5,752	0.07%	383,236	Sh.	15.01	Defined	–	370,021	–	13,215
KINDER MORGAN INC DEL	COM	–	49456B·10·1	4,008	0.05%	293,179	Sh.	13.67	Defined	–	50,055	–	243,124
KINROSS GOLD CORP	COM	–	496902·40·4	3,076	0.04%	419,300	Sh.	7.34	Defined	–	416,800	–	2,500
KLA CORP	COM NEW	–	482480·10·0	637	0.01%	2,462	Sh.	258.73	Defined	–	Sole	–	–
KNOT OFFSHORE PARTNERS LP	COM UNITS	–	Y48125·10·1	377	0.00%	25,000	Sh.	15.08	Defined	–	Sole	–	–
KOHLS CORP	COM	–	500255·10·4	2,357	0.03%	57,916	Sh.	40.70	Defined	–	56,867	–	1,049
KOSMOS ENERGY LTD	COM	–	500688·10·6	125	0.00%	53,316	Sh.	2.34	Defined	–	–	–	None
KRAFT HEINZ CO	COM	–	500754·10·6	1,470	0.02%	42,425	Sh.	34.65	Defined	–	11,368	–	31,057
KROGER CO	COM	–	501044·10·1	15,855	0.19%	499,222	Sh.	31.76	Defined	–	460,475	–	38,747
KT CORP	SPONSORED ADR	–	48268K·10·1	4,712	0.06%	427,999	Sh.	11.01	Defined	–	420,099	–	7,900
L3HARRIS TECHNOLOGIES INC	COM	–	502431·10·9	602	0.01%	3,187	Sh.	188.89	Defined	–	Sole	–	–
LA Z BOY INC	COM	–	505336·10·7	398	0.00%	10,000	Sh.	39.80	Defined	–	Sole	–	–
LABORATORY CORP AMER HLDGS	COM NEW	–	50540R·40·9	638	0.01%	3,136	Sh.	203.44	Defined	–	1,084	–	2,052
LAKELAND INDS INC	COM	–	511795·10·6	474	0.01%	17,400	Sh.	27.24	Defined	–	17,000	–	400
LAM RESEARCH CORP	COM	–	512807·10·8	16,586	0.20%	35,120	Sh.	472.27	Defined	–	Sole	–	–
LAMAR ADVERTISING CO NEW	CL A	–	512816·10·9	8,961	0.11%	107,679	Sh.	83.22	Defined	–	103,526	–	4,153
LAMB WESTON HLDGS INC	COM	–	513272·10·4	866	0.01%	11,002	Sh.	78.71	Defined	–	3,616	–	7,386
LAS VEGAS SANDS CORP	COM	–	517834·10·7	209	0.00%	3,513	Sh.	59.49	Defined	–	Sole	–	–
LAUDER ESTEE COS INC	CL A	–	518439·10·4	3,978	0.05%	14,946	Sh.	266.16	Defined	–	4,279	–	10,667
LCI INDS	COM	–	50189K·10·3	334	0.00%	2,575	Sh.	129.71	Defined	–	2,500	–	75
LEGG MASON ETF INVT TR	CLEARBRIDEG LR	–	524682·20·0	38	0.00%	767	Sh.	49.54	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	CLEARBRIDGE DI	–	524682·30·9	127	0.00%	3,515	Sh.	36.13	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	CLRBRG GWT ETF	–	524682·10·1	34,741	0.42%	788,913	Sh.	44.04	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	GLOBAL INFSTRU	–	52468L·70·3	50	0.00%	1,700	Sh.	29.41	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	INT LW VTY HGH	–	52468L·50·5	26,783	0.32%	1,144,060	Sh.	23.41	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	L VOL H DIV ETF	–	52468L·40·6	180,292	2.17%	5,559,407	Sh.	32.43	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	SML CAP QULITY	–	52468L·87·7	2,936	0.04%	98,492	Sh.	29.81	Defined	–	Sole	–	–
LEGG MASON ETF INVT TR	WESTN ASET TTL	–	52468L·81·0	8,551	0.10%	302,938	Sh.	28.23	Defined	–	Sole	–	–
LEIDOS HOLDINGS INC	COM	–	525327·10·2	1,105	0.01%	10,513	Sh.	105.11	Defined	–	Sole	–	–
LENNAR CORP	CL A	–	526057·10·4	416	0.00%	5,455	Sh.	76.26	Defined	–	Sole	–	–
LEXINGTON REALTY TRUST	COM	–	529043·10·1	1,293	0.02%	121,715	Sh.	10.62	Defined	–	110,996	–	10,719
LHC GROUP INC	COM	–	50187A·10·7	381	0.00%	1,787	Sh.	213.21	Defined	–	900	–	887
LIBERTY BROADBAND CORP	COM SER C	–	530307·30·5	280	0.00%	1,769	Sh.	158.28	Defined	–	–	–	None
LIBERTY GLOBAL PLC	SHS CL C	–	G5480U·12·0	4,913	0.06%	207,750	Sh.	23.65	Defined	–	Sole	–	–
LIBERTY MEDIA CORP DEL	COM C BRAVES GRP	–	531229·88·8	114	0.00%	4,600	Sh.	24.78	Defined	–	–	–	None
LIBERTY MEDIA CORP DEL	COM SER C FRMLA	–	531229·85·4	169	0.00%	3,971	Sh.	42.56	Defined	–	–	–	None
LIBERTY OILFIELD SVCS INC	COM CL A	–	53115L·10·4	161	0.00%	15,596	Sh.	10.32	Defined	–	–	–	None
LIFE STORAGE INC	COM	–	53223X·10·7	13,662	0.16%	114,429	Sh.	119.39	Defined	–	111,180	–	3,249
LIGAND PHARMACEUTICALS INC	COM NEW	–	53220K·50·4	316	0.00%	3,175	Sh.	99.53	Defined	–	2,500	–	675
LILLY ELI & CO	COM	–	532457·10·8	14,871	0.18%	88,075	Sh.	168.84	Defined	–	73,703	–	14,372
LINCOLN NATL CORP IND	COM	–	534187·10·9	1,459	0.02%	28,993	Sh.	50.32	Defined	–	Sole	–	–
LINDE PLC	SHS	–	G5494J·10·3	3,271	0.04%	12,414	Sh.	263.49	Defined	–	Sole	–	–
LITHIA MTRS INC	CL A	–	536797·10·3	1,310	0.02%	4,476	Sh.	292.67	Defined	–	4,426	–	50
LIVE NATION ENTERTAINMENT IN	COM	–	538034·10·9	268	0.00%	3,653	Sh.	73.36	Defined	–	2,253	–	1,400
LIVERAMP HLDGS INC	COM	–	53815P·10·8	673	0.01%	9,200	Sh.	73.15	Defined	–	9,000	–	200
LOCKHEED MARTIN CORP	COM	–	539830·10·9	15,102	0.18%	42,543	Sh.	354.98	Defined	–	42,103	–	440
LOGITECH INTL S A	SHS	–	H50430·23·2	13,868	0.17%	142,994	Sh.	96.98	Defined	–	132,931	–	10,063
LOUISIANA PAC CORP	COM	–	546347·10·5	1,241	0.01%	33,400	Sh.	37.16	Defined	–	32,900	–	500
LOWES COS INC	COM	–	548661·10·7	6,469	0.08%	40,300	Sh.	160.52	Defined	–	Sole	–	–
LTC PPTYS INC	COM	–	502175·10·2	827	0.01%	21,260	Sh.	38.90	Defined	–	20,760	–	500
LUMEN TECHNOLOGIES INC	COM	–	156700·10·6	327	0.00%	33,493	Sh.	9.76	Defined	–	10,992	–	22,501
LUMINEX CORP DEL	COM	–	55027E·10·2	739	0.01%	31,966	Sh.	23.12	Defined	–	29,714	–	2,252
LYONDELLBASELL INDUSTRIES N	SHS – A –	–	N53745·10·0	11,564	0.14%	126,159	Sh.	91.66	Defined	–	125,632	–	527
M D C HLDGS INC	COM	–	552676·10·8	867	0.01%	17,837	Sh.	48.61	Defined	–	17,500	–	337
M/I HOMES INC	COM	–	55305B·10·1	469	0.01%	10,600	Sh.	44.25	Defined	–	10,400	–	200
MACERICH CO	COM	–	554382·10·1	6,962	0.08%	652,458	Sh.	10.67	Defined	–	650,158	–	2,300
MAGNA INTL INC	COM	–	559222·40·1	8,042	0.10%	113,616	Sh.	70.78	Defined	–	113,216	–	400
MAGNACHIP SEMICONDUCTOR CORP	COM	–	55933J·20·3	1,078	0.01%	79,700	Sh.	13.53	Defined	–	79,000	–	700
MAGNOLIA OIL & GAS CORP	CL A	–	559663·10·9	94	0.00%	13,300	Sh.	7.07	Defined	–	–	–	None
MANHATTAN ASSOCS INC	COM	–	562750·10·9	3,810	0.05%	36,222	Sh.	105.18	Defined	–	34,792	–	1,430
MANITOWOC CO INC	COM NEW	–	563571·40·5	482	0.01%	36,200	Sh.	13.31	Defined	–	35,000	–	1,200
MANPOWERGROUP INC	COM	–	56418H·10·0	374	0.00%	4,150	Sh.	90.12	Defined	–	4,050	–	100
MANTECH INTL CORP	CL A	–	564563·10·4	703	0.01%	7,900	Sh.	88.99	Defined	–	7,400	–	500
MANULIFE FINL CORP	COM	–	56501R·10·6	2,750	0.03%	154,558	Sh.	17.79	Defined	–	153,758	–	800
MARATHON OIL CORP	COM	–	565849·10·6	727	0.01%	108,922	Sh.	6.67	Defined	–	9,238	–	99,684
MARATHON PETE CORP	COM	–	56585A·10·2	4,294	0.05%	103,825	Sh.	41.36	Defined	–	17,910	–	85,915
MARCUS & MILLICHAP INC	COM	–	566324·10·9	578	0.01%	15,519	Sh.	37.24	Defined	–	14,039	–	1,480
MARCUS CORP DEL	COM	–	566330·10·6	174	0.00%	12,900	Sh.	13.49	Defined	–	12,600	–	300
MARINEMAX INC	COM	–	567908·10·8	521	0.01%	14,860	Sh.	35.06	Defined	–	14,500	–	360
MARKETAXESS HLDGS INC	COM	–	57060D·10·8	235	0.00%	412	Sh.	570.39	Defined	–	Sole	–	–
MARRIOTT INTL INC NEW	CL A	–	571903·20·2	667	0.01%	5,057	Sh.	131.90	Defined	–	Sole	–	–
MARSH & MCLENNAN COS INC	COM	–	571748·10·2	876	0.01%	7,490	Sh.	116.96	Defined	–	Sole	–	–
MARTIN MARIETTA MATLS INC	COM	–	573284·10·6	494	0.01%	1,741	Sh.	283.74	Defined	–	Sole	–	–
MASCO CORP	COM	–	574599·10·6	2,952	0.04%	53,737	Sh.	54.93	Defined	–	Sole	–	–
MASIMO CORP	COM	–	574795·10·0	1,244	0.01%	4,634	Sh.	268.45	Defined	–	3,661	–	973
MASONITE INTL CORP	COM	–	575385·10·9	875	0.01%	8,900	Sh.	98.31	Defined	–	8,700	–	200
MASTERCARD INCORPORATED	CL A	–	57636Q·10·4	14,250	0.17%	39,924	Sh.	356.93	Defined	–	35,771	–	4,153
MATADOR RES CO	COM	–	576485·20·5	166	0.00%	13,757	Sh.	12.07	Defined	–	–	–	None
MATCH GROUP INC NEW	COM	–	57667L·10·7	211	0.00%	1,394	Sh.	151.36	Defined	–	215	–	1,179
MAXIM INTEGRATED PRODS INC	COM	–	57772K·10·1	582	0.01%	6,565	Sh.	88.65	Defined	–	Sole	–	–
MAXIMUS INC	COM	–	577933·10·4	1,036	0.01%	14,153	Sh.	73.20	Defined	–	12,903	–	1,250
MCCORMICK & CO INC	COM NON VTG	–	579780·20·6	1,611	0.02%	16,849	Sh.	95.61	Defined	–	4,769	–	12,080
MCDONALDS CORP	COM	–	580135·10·1	4,464	0.05%	20,805	Sh.	214.56	Defined	–	20,559	–	246
MCGRATH RENTCORP	COM	–	580589·10·9	675	0.01%	10,054	Sh.	67.14	Defined	–	9,857	–	197
MCKESSON CORP	COM	–	58155Q·10·3	6,653	0.08%	38,251	Sh.	173.93	Defined	–	36,019	–	2,232
MEDICAL PPTYS TRUST INC	COM	–	58463J·30·4	7,889	0.09%	362,037	Sh.	21.79	Defined	–	346,880	–	15,157
MEDIFAST INC	COM	–	58470H·10·1	714	0.01%	3,635	Sh.	196.42	Defined	–	3,200	–	435
MEDPACE HLDGS INC	COM	–	58506Q·10·9	672	0.01%	4,830	Sh.	139.13	Defined	–	4,000	–	830
MEDTRONIC PLC	SHS	–	G5960L·10·3	5,637	0.07%	48,124	Sh.	117.13	Defined	–	25,296	–	22,828
MERCER INTL INC	COM	–	588056·10·1	275	0.00%	26,872	Sh.	10.23	Defined	–	Sole	–	–
MERCK & CO. INC	COM	–	58933Y·10·5	31,263	0.38%	382,190	Sh.	81.80	Defined	–	338,564	–	43,626
MERCURY GENL CORP NEW	COM	–	589400·10·0	2,503	0.03%	47,943	Sh.	52.21	Defined	–	Sole	–	–
MERIDIAN BANCORP INC MD	COM	–	58958U·10·3	209	0.00%	14,000	Sh.	14.93	Defined	–	Sole	–	–
MERIDIAN BIOSCIENCE INC	COM	–	589584·10·1	313	0.00%	16,749	Sh.	18.69	Defined	–	16,374	–	375
MERITAGE HOMES CORP	COM	–	59001A·10·2	1,110	0.01%	13,400	Sh.	82.84	Defined	–	13,100	–	300
MERITOR INC	COM	–	59001K·10·0	712	0.01%	25,500	Sh.	27.92	Defined	–	25,000	–	500
META FINL GROUP INC	COM	–	59100U·10·8	706	0.01%	19,300	Sh.	36.58	Defined	–	18,900	–	400
METLIFE INC	COM	–	59156R·10·8	3,762	0.05%	80,131	Sh.	46.95	Defined	–	Sole	–	–
METTLER TOLEDO INTERNATIONAL	COM	–	592688·10·5	826	0.01%	725	Sh.	1,139.31	Defined	–	345	–	380
MGIC INVT CORP WIS	COM	–	552848·10·3	10,588	0.13%	843,695	Sh.	12.55	Defined	–	842,245	–	1,450
MGM GROWTH PPTYS LLC	CL A COM	–	55303A·10·5	518	0.01%	16,541	Sh.	31.32	Defined	–	Sole	–	–
MGM RESORTS INTERNATIONAL	COM	–	552953·10·1	5,237	0.06%	166,206	Sh.	31.51	Defined	–	Sole	–	–
MICROCHIP TECHNOLOGY INC.	COM	–	595017·10·4	463	0.01%	3,352	Sh.	138.13	Defined	–	Sole	–	–
MICRON TECHNOLOGY INC	COM	–	595112·10·3	11,736	0.14%	156,106	Sh.	75.18	Defined	–	Sole	–	–
MICROSOFT CORP	COM	–	594918·10·4	106,357	1.28%	478,180	Sh.	222.42	Defined	–	438,591	–	39,589
MID-AMER APT CMNTYS INC	COM	–	59522J·10·3	1,150	0.01%	9,076	Sh.	126.71	Defined	–	4,695	–	4,381
MIDLAND STS BANCORP INC ILL	COM	–	597742·10·5	658	0.01%	36,807	Sh.	17.88	Defined	–	36,286	–	521
MIRATI THERAPEUTICS INC	COM	–	60468T·10·5	708	0.01%	3,223	Sh.	219.67	Defined	–	2,500	–	723
MOBILE TELESYSTEMS PJSC	SPONSORED ADR	–	607409·10·9	340	0.00%	38,000	Sh.	8.95	Defined	–	Sole	–	–
MODERNA INC	COM	–	60770K·10·7	586	0.01%	5,610	Sh.	104.46	Defined	–	900	–	4,710
MOLINA HEALTHCARE INC	COM	–	60855R·10·0	11,177	0.13%	52,552	Sh.	212.68	Defined	–	51,390	–	1,162
MOLSON COORS BEVERAGE CO	CL B	–	60871R·20·9	577	0.01%	12,772	Sh.	45.18	Defined	–	3,041	–	9,731
MONDELEZ INTL INC	CL A	–	609207·10·5	5,385	0.06%	92,094	Sh.	58.47	Defined	–	25,245	–	66,849
MONMOUTH REAL ESTATE INVT CO	CL A	–	609720·10·7	565	0.01%	32,608	Sh.	17.33	Defined	–	27,908	–	4,700
MONSTER BEVERAGE CORP NEW	COM	–	61174X·10·9	14,715	0.18%	159,113	Sh.	92.48	Defined	–	141,142	–	17,971
MOODYS CORP	COM	–	615369·10·5	767	0.01%	2,641	Sh.	290.42	Defined	–	Sole	–	–
MORGAN STANLEY	COM NEW	–	617446·44·8	1,533	0.02%	22,372	Sh.	68.52	Defined	–	Sole	–	–
MOTOROLA SOLUTIONS INC	COM NEW	–	620076·30·7	6,692	0.08%	39,352	Sh.	170.05	Defined	–	38,702	–	650
MPLX LP	COM UNIT REP LTD	–	55336V·10·0	1,005	0.01%	46,400	Sh.	21.66	Defined	–	Sole	–	–
MR COOPER GROUP INC	COM	–	62482R·10·7	1,272	0.02%	41,000	Sh.	31.02	Defined	–	Sole	–	–
MRC GLOBAL INC	COM	–	55345K·10·3	239	0.00%	36,000	Sh.	6.64	Defined	–	34,600	–	1,400
MSC INDL DIRECT INC	CL A	–	553530·10·6	1,404	0.02%	16,637	Sh.	84.39	Defined	–	Sole	–	–
MSCI INC	COM	–	55354G·10·0	413	0.00%	925	Sh.	446.49	Defined	–	Sole	–	–
MURPHY OIL CORP	COM	–	626717·10·2	252	0.00%	20,866	Sh.	12.08	Defined	–	–	–	None
MYR GROUP INC DEL	COM	–	55405W·10·4	567	0.01%	9,439	Sh.	60.07	Defined	–	Sole	–	–
NANTKWEST INC	COM	–	63016Q·10·2	266	0.00%	19,950	Sh.	13.33	Defined	–	19,500	–	450
NATIONAL BEVERAGE CORP	COM	–	635017·10·6	212	0.00%	2,500	Sh.	84.80	Defined	–	Sole	–	–
NATIONAL FUEL GAS CO N J	COM	–	636180·10·1	4,309	0.05%	104,776	Sh.	41.13	Defined	–	102,105	–	2,671
NATIONAL HEALTH INVS INC	COM	–	63633D·10·4	1,725	0.02%	24,944	Sh.	69.15	Defined	–	23,244	–	1,700
NATIONAL HEALTHCARE CORP	COM	–	635906·10·0	551	0.01%	8,300	Sh.	66.39	Defined	–	Sole	–	–
NATIONAL INSTRS CORP	COM	–	636518·10·2	435	0.01%	9,900	Sh.	43.94	Defined	–	Sole	–	–
NATIONAL OILWELL VARCO INC	COM	–	637071·10·1	806	0.01%	58,709	Sh.	13.73	Defined	–	5,390	–	53,319
NATIONAL RETAIL PROPERTIES I	COM	–	637417·10·6	4,267	0.05%	104,273	Sh.	40.92	Defined	–	98,278	–	5,995
NATUS MED INC DEL	COM	–	639050·10·3	336	0.00%	16,774	Sh.	20.03	Defined	–	Sole	–	–
NAUTILUS INC	COM	–	63910B·10·2	241	0.00%	13,300	Sh.	18.12	Defined	–	13,000	–	300
NAVIENT CORPORATION	COM	–	63938C·10·8	193	0.00%	19,650	Sh.	9.82	Defined	–	18,300	–	1,350
NAVISTAR INTL CORP NEW	COM	–	63934E·10·8	611	0.01%	13,900	Sh.	43.96	Defined	–	13,600	–	300
NBT BANCORP INC	COM	–	628778·10·2	488	0.01%	15,200	Sh.	32.11	Defined	–	Sole	–	–
NEOGEN CORP	COM	–	640491·10·6	556	0.01%	7,010	Sh.	79.32	Defined	–	5,100	–	1,910
NEOPHOTONICS CORP	COM	–	64051T·10·0	465	0.01%	51,200	Sh.	9.08	Defined	–	50,000	–	1,200
NETAPP INC	COM	–	64110D·10·4	2,184	0.03%	32,973	Sh.	66.24	Defined	–	Sole	–	–
NETEASE INC	SPONSORED ADS	–	64110W·10·2	1,971	0.02%	20,580	Sh.	95.77	Defined	–	20,430	–	150
NETFLIX INC	COM	–	64110L·10·6	12,545	0.15%	23,200	Sh.	540.73	Defined	–	18,114	–	5,086
NETGEAR INC	COM	–	64111Q·10·4	554	0.01%	13,638	Sh.	40.62	Defined	–	13,038	–	600
NETSCOUT SYS INC	COM	–	64115T·10·4	408	0.00%	14,875	Sh.	27.43	Defined	–	14,500	–	375
NEUROCRINE BIOSCIENCES INC	COM	–	64125C·10·9	226	0.00%	2,358	Sh.	95.84	Defined	–	660	–	1,698
NEVRO CORP	COM	–	64157F·10·3	900	0.01%	5,200	Sh.	173.08	Defined	–	4,800	–	400
NEW GOLD INC CDA	COM	–	644535·10·6	2,389	0.03%	1,086,200	Sh.	2.20	Defined	–	865,500	–	220,700
NEW RESIDENTIAL INVT CORP	COM NEW	–	64828T·20·1	4,910	0.06%	494,003	Sh.	9.94	Defined	–	493,203	–	800
NEW YORK CMNTY BANCORP INC	COM	–	649445·10·3	4,831	0.06%	457,926	Sh.	10.55	Defined	–	457,026	–	900
NEWELL BRANDS INC	COM	–	651229·10·6	1,038	0.01%	48,903	Sh.	21.23	Defined	–	Sole	–	–
NEWMARK GROUP INC	CL A	–	65158N·10·2	367	0.00%	50,300	Sh.	7.30	Defined	–	41,500	–	8,800
NEWMONT CORP	COM	–	651639·10·6	3,252	0.04%	54,301	Sh.	59.89	Defined	–	Sole	–	–
NEXTERA ENERGY INC	COM	–	65339F·10·1	6,203	0.07%	80,401	Sh.	77.15	Defined	–	46,544	–	33,857
NEXTIER OILFIELD SOLUTIONS	COM	–	65290C·10·5	63	0.00%	18,200	Sh.	3.46	Defined	–	–	–	None
NIC INC	COM	–	62914B·10·0	1,587	0.02%	61,444	Sh.	25.83	Defined	–	60,444	–	1,000
NIKE INC	CL B	–	654106·10·3	4,139	0.05%	29,254	Sh.	141.48	Defined	–	Sole	–	–
NIO INC	SPON ADS	–	62914V·10·6	292	0.00%	6,000	Sh.	48.67	Defined	–	Sole	–	–
NISOURCE INC	COM	–	65473P·10·5	384	0.00%	16,734	Sh.	22.95	Defined	–	9,069	–	7,665
NMI HLDGS INC	CL A	–	629209·30·5	467	0.01%	20,600	Sh.	22.67	Defined	–	20,000	–	600
NORDIC AMERICAN TANKERS LIMI	COM	–	G65773·10·6	584	0.01%	198,000	Sh.	2.95	Defined	–	185,900	–	12,100
NORFOLK SOUTHN CORP	COM	–	655844·10·8	1,208	0.01%	5,085	Sh.	237.56	Defined	–	Sole	–	–
NORTHERN TR CORP	COM	–	665859·10·4	228	0.00%	2,448	Sh.	93.14	Defined	–	Sole	–	–
NORTHROP GRUMMAN CORP	COM	–	666807·10·2	4,921	0.06%	16,150	Sh.	304.71	Defined	–	Sole	–	–
NORTHWEST BANCSHARES INC MD	COM	–	667340·10·3	177	0.00%	13,876	Sh.	12.76	Defined	–	Sole	–	–
NORTHWEST NAT HLDG CO	COM	–	66765N·10·5	377	0.00%	8,200	Sh.	45.98	Defined	–	8,000	–	200
NORTHWESTERN CORP	COM NEW	–	668074·30·5	663	0.01%	11,372	Sh.	58.30	Defined	–	11,192	–	180
NORTONLIFELOCK INC	COM	–	668771·10·8	249	0.00%	12,001	Sh.	20.75	Defined	–	9,301	–	2,700
NOVAVAX INC	COM NEW	–	670002·40·1	861	0.01%	7,722	Sh.	111.50	Defined	–	6,600	–	1,122
NOVOCURE LTD	ORD SHS	–	G6674U·10·8	1,464	0.02%	8,462	Sh.	173.01	Defined	–	6,000	–	2,462
NOW INC	COM	–	67011P·10·0	531	0.01%	73,900	Sh.	7.19	Defined	–	71,200	–	2,700
NRG ENERGY INC	COM NEW	–	629377·50·8	8,744	0.11%	232,867	Sh.	37.55	Defined	–	229,079	–	3,788
NUCOR CORP	COM	–	670346·10·5	439	0.01%	8,259	Sh.	53.15	Defined	–	Sole	–	–
NUTRIEN LTD	COM	–	67077M·10·8	1,308	0.02%	27,188	Sh.	48.11	Defined	–	Sole	–	–
NVIDIA CORPORATION	COM	–	67066G·10·4	22,542	0.27%	43,167	Sh.	522.20	Defined	–	Sole	–	–
OCCIDENTAL PETE CORP	COM	–	674599·10·5	2,280	0.03%	131,701	Sh.	17.31	Defined	–	22,017	–	109,684
OCCIDENTAL PETE CORP	W EXP 08/03/202	–	674599·16·2	88	0.00%	12,990	Sh.	6.77	Defined	–	–	–	None
OFG BANCORP	COM	–	67103X·10·2	524	0.01%	28,242	Sh.	18.55	Defined	–	27,642	–	600
OGE ENERGY CORP	COM	–	670837·10·3	3,160	0.04%	99,199	Sh.	31.86	Defined	–	95,899	–	3,300
OLD DOMINION FREIGHT LINE IN	COM	–	679580·10·0	2,730	0.03%	13,988	Sh.	195.17	Defined	–	Sole	–	–
OMEGA HEALTHCARE INVS INC	COM	–	681936·10·0	469	0.01%	12,913	Sh.	36.32	Defined	–	3,400	–	9,513
OMNICOM GROUP INC	COM	–	681919·10·6	19,071	0.23%	305,772	Sh.	62.37	Defined	–	303,881	–	1,891
ONEOK INC NEW	COM	–	682680·10·3	2,660	0.03%	69,316	Sh.	38.37	Defined	–	13,969	–	55,347
OPEN TEXT CORP	COM	–	683715·10·6	7,781	0.09%	171,163	Sh.	45.46	Defined	–	168,863	–	2,300
ORACLE CORP	COM	–	68389X·10·5	4,114	0.05%	63,592	Sh.	64.69	Defined	–	51,285	–	12,307
OREILLY AUTOMOTIVE INC	COM	–	67103H·10·7	1,624	0.02%	3,588	Sh.	452.62	Defined	–	Sole	–	–
ORION GROUP HOLDINGS INC	COM	–	68628V·30·8	766	0.01%	154,337	Sh.	4.96	Defined	–	150,000	–	4,337
ORTHOFIX MED INC	COM	–	68752M·10·8	322	0.00%	7,500	Sh.	42.93	Defined	–	5,600	–	1,900
OTIS WORLDWIDE CORP	COM	–	68902V·10·7	305	0.00%	4,518	Sh.	67.51	Defined	–	Sole	–	–
OTTER TAIL CORP	COM	–	689648·10·3	669	0.01%	15,700	Sh.	42.61	Defined	–	15,500	–	200
OUTFRONT MEDIA INC	COM	–	69007J·10·6	541	0.01%	27,647	Sh.	19.57	Defined	–	21,900	–	5,747
OVINTIV INC	COM	–	69047Q·10·2	506	0.01%	35,253	Sh.	14.35	Defined	–	–	–	None
OWENS & MINOR INC NEW	COM	–	690732·10·2	817	0.01%	30,200	Sh.	27.05	Defined	–	Sole	–	–
OWENS CORNING NEW	COM	–	690742·10·1	1,147	0.01%	15,137	Sh.	75.77	Defined	–	Sole	–	–
PACCAR INC	COM	–	693718·10·8	628	0.01%	7,278	Sh.	86.29	Defined	–	Sole	–	–
PACIFIC BIOSCIENCES CALIF IN	COM	–	69404D·10·8	638	0.01%	24,600	Sh.	25.93	Defined	–	24,000	–	600
PACIRA BIOSCIENCES	COM	–	695127·10·0	709	0.01%	11,851	Sh.	59.83	Defined	–	10,000	–	1,851
PACKAGING CORP AMER	COM	–	695156·10·9	12,249	0.15%	88,822	Sh.	137.91	Defined	–	Sole	–	–
PAPA JOHNS INTL INC	COM	–	698813·10·2	806	0.01%	9,495	Sh.	84.89	Defined	–	9,400	–	95
PAR PACIFIC HOLDINGS INC	COM NEW	–	69888T·20·7	172	0.00%	12,272	Sh.	14.02	Defined	–	–	–	None
PARK HOTELS RESORTS INC	COM	–	700517·10·5	221	0.00%	12,880	Sh.	17.16	Defined	–	–	–	None
PARK NATL CORP	COM	–	700658·10·7	623	0.01%	5,932	Sh.	105.02	Defined	–	Sole	–	–
PARKER-HANNIFIN CORP	COM	–	701094·10·4	7,332	0.09%	26,916	Sh.	272.40	Defined	–	Sole	–	–
PARSLEY ENERGY INC	CL A	–	701877·10·2	620	0.01%	43,653	Sh.	14.20	Defined	–	–	–	None
PATRICK INDS INC	COM	–	703343·10·3	697	0.01%	10,200	Sh.	68.33	Defined	–	10,000	–	200
PATTERSON UTI ENERGY INC	COM	–	703481·10·1	112	0.00%	21,224	Sh.	5.28	Defined	–	–	–	None
PAYCHEX INC	COM	–	704326·10·7	17,391	0.21%	186,635	Sh.	93.18	Defined	–	183,589	–	3,046
PAYCOM SOFTWARE INC	COM	–	70432V·10·2	293	0.00%	647	Sh.	452.86	Defined	–	547	–	100
PAYLOCITY HLDG CORP	COM	–	70438V·10·6	906	0.01%	4,400	Sh.	205.91	Defined	–	4,300	–	100
PAYPAL HLDGS INC	COM	–	70450Y·10·3	23,061	0.28%	98,465	Sh.	234.21	Defined	–	93,038	–	5,427
PBF ENERGY INC	CL A	–	69318G·10·6	71	0.00%	10,000	Sh.	7.10	Defined	–	–	–	None
PDC ENERGY INC	COM	–	69327R·10·1	337	0.00%	16,413	Sh.	20.53	Defined	–	–	–	None
PEBBLEBROOK HOTEL TR	COM	–	70509V·10·0	595	0.01%	31,623	Sh.	18.82	Defined	–	26,000	–	5,623
PENNANT GROUP INC	COM	–	70805E·10·9	418	0.01%	7,204	Sh.	58.02	Defined	–	7,104	–	100
PENTAIR PLC	SHS	–	G7S00T104 ?	951	0.01%	17,921	Sh.	53.07	Defined	–	Sole	–	–
PEOPLES BANCORP INC	COM	–	709789·10·1	517	0.01%	19,078	Sh.	27.10	Defined	–	18,680	–	398
PEOPLES UNITED FINANCIAL INC	COM	–	712704·10·5	4,680	0.06%	361,952	Sh.	12.93	Defined	–	Sole	–	–
PEPSICO INC	COM	–	713448·10·8	30,574	0.37%	206,161	Sh.	148.30	Defined	–	141,494	–	64,667
PERDOCEO ED CORP	COM	–	71363P·10·6	367	0.00%	29,091	Sh.	12.62	Defined	–	28,000	–	1,091
PERFORMANCE FOOD GROUP CO	COM	–	71377A·10·3	356	0.00%	7,473	Sh.	47.64	Defined	–	–	–	None
PERION NETWORK LTD	SHS NEW	–	M78673·11·4	337	0.00%	26,500	Sh.	12.72	Defined	–	25,000	–	1,500
PERKINELMER INC	COM	–	714046·10·9	458	0.01%	3,193	Sh.	143.44	Defined	–	1,162	–	2,031
PETMED EXPRESS INC	COM	–	716382·10·6	707	0.01%	22,041	Sh.	32.08	Defined	–	21,941	–	100
PFIZER INC	COM	–	717081·10·3	29,363	0.35%	797,703	Sh.	36.81	Defined	–	703,704	–	93,999
PG&E CORP	COM	–	69331C·10·8	517	0.01%	41,524	Sh.	12.45	Defined	–	19,700	–	21,824
PHIBRO ANIMAL HEALTH CORP	CL A COM	–	71742Q·10·6	861	0.01%	44,350	Sh.	19.41	Defined	–	44,000	–	350
PHILIP MORRIS INTL INC	COM	–	718172·10·9	12,406	0.15%	149,847	Sh.	82.79	Defined	–	76,650	–	73,197
PHILLIPS 66	COM	–	718546·10·4	4,913	0.06%	70,250	Sh.	69.94	Defined	–	12,887	–	57,363
PHOTRONICS INC	COM	–	719405·10·2	458	0.01%	41,000	Sh.	11.17	Defined	–	40,000	–	1,000
PIEDMONT OFFICE REALTY TR IN	COM CL A	–	720190·20·6	1,818	0.02%	112,014	Sh.	16.23	Defined	–	111,014	–	1,000
PINDUODUO INC	SPONSORED ADS	–	722304·10·2	444	0.01%	2,500	Sh.	177.60	Defined	–	Sole	–	–
PINNACLE WEST CAP CORP	COM	–	723484·10·1	11,345	0.14%	141,901	Sh.	79.95	Defined	–	136,842	–	5,059
PINTEREST INC	CL A	–	72352L·10·6	201	0.00%	3,053	Sh.	65.84	Defined	–	–	–	None
PIONEER NAT RES CO	COM	–	723787·10·7	4,356	0.05%	38,245	Sh.	113.90	Defined	–	16,218	–	22,027
PLEXUS CORP	COM	–	729132·10·0	581	0.01%	7,423	Sh.	78.27	Defined	–	7,252	–	171
PNC FINL SVCS GROUP INC	COM	–	693475·10·5	1,067	0.01%	7,162	Sh.	148.98	Defined	–	Sole	–	–
PNM RES INC	COM	–	69349H·10·7	536	0.01%	11,036	Sh.	48.57	Defined	–	6,000	–	5,036
POPULAR INC	COM NEW	–	733174·70·0	2,111	0.03%	37,478	Sh.	56.33	Defined	–	37,328	–	150
PORTLAND GEN ELEC CO	COM NEW	–	736508·84·7	4,752	0.06%	111,117	Sh.	42.77	Defined	–	107,198	–	3,919
POST HLDGS INC	COM	–	737446·10·4	338	0.00%	3,344	Sh.	101.08	Defined	–	–	–	None
POWER INTEGRATIONS INC	COM	–	739276·10·3	876	0.01%	10,700	Sh.	81.87	Defined	–	Sole	–	–
PPG INDS INC	COM	–	693506·10·7	908	0.01%	6,297	Sh.	144.20	Defined	–	Sole	–	–
PPL CORP	COM	–	69351T·10·6	17,049	0.20%	604,569	Sh.	28.20	Defined	–	587,701	–	16,868
PRICE T ROWE GROUP INC	COM	–	74144T·10·8	527	0.01%	3,483	Sh.	151.31	Defined	–	Sole	–	–
PRIMERICA INC	COM	–	74164M·10·8	555	0.01%	4,146	Sh.	133.86	Defined	–	4,071	–	75
PRIMORIS SVCS CORP	COM	–	74164F·10·3	963	0.01%	34,895	Sh.	27.60	Defined	–	33,795	–	1,100
PRINCIPAL FINANCIAL GROUP IN	COM	–	74251V·10·2	939	0.01%	18,929	Sh.	49.61	Defined	–	Sole	–	–
PROCTER AND GAMBLE CO	COM	–	742718·10·9	35,071	0.42%	252,056	Sh.	139.14	Defined	–	137,435	–	114,621
PROGRESS SOFTWARE CORP	COM	–	743312·10·0	704	0.01%	15,578	Sh.	45.19	Defined	–	13,412	–	2,166
PROGRESSIVE CORP	COM	–	743315·10·3	910	0.01%	9,208	Sh.	98.83	Defined	–	Sole	–	–
PROLOGIS INC.	COM	–	74340W·10·3	3,938	0.05%	39,514	Sh.	99.66	Defined	–	18,102	–	21,412
PROVIDENCE SVC CORP	COM	–	743815·10·2	730	0.01%	5,267	Sh.	138.60	Defined	–	4,600	–	667
PROVIDENT FINL SVCS INC	COM	–	74386T·10·5	410	0.00%	22,847	Sh.	17.95	Defined	–	Sole	–	–
PRUDENTIAL FINL INC	COM	–	744320·10·2	1,827	0.02%	23,404	Sh.	78.06	Defined	–	Sole	–	–
PS BUSINESS PKS INC CALIF	COM	–	69360J·10·7	413	0.00%	3,106	Sh.	132.97	Defined	–	2,000	–	1,106
PUBLIC STORAGE	COM	–	74460D·10·9	23,424	0.28%	101,433	Sh.	230.93	Defined	–	95,068	–	6,365
PUBLIC SVC ENTERPRISE GRP IN	COM	–	744573·10·6	18,229	0.22%	312,677	Sh.	58.30	Defined	–	302,173	–	10,504
PULTE GROUP INC	COM	–	745867·10·1	11,425	0.14%	264,955	Sh.	43.12	Defined	–	Sole	–	–
QIAGEN NV	SHS NEW	–	N72482·12·3	328	0.00%	6,212	Sh.	52.80	Defined	–	1,226	–	4,986
QORVO INC	COM	–	74736K·10·1	3,298	0.04%	19,838	Sh.	166.25	Defined	–	Sole	–	–
QUALCOMM INC	COM	–	747525·10·3	4,415	0.05%	28,982	Sh.	152.34	Defined	–	Sole	–	–
QUALIGEN THERAPEUTICS INC	COM	–	74754R·10·3	247	0.00%	82,000	Sh.	3.01	Defined	–	80,000	–	2,000
QUALYS INC	COM	–	74758T·30·3	5,262	0.06%	43,175	Sh.	121.88	Defined	–	42,575	–	600
QUEST DIAGNOSTICS INC	COM	–	74834L·10·0	589	0.01%	4,943	Sh.	119.16	Defined	–	2,479	–	2,464
QUIDEL CORP	COM	–	74838J·10·1	4,810	0.06%	26,775	Sh.	179.65	Defined	–	26,305	–	470
RADIAN GROUP INC	COM	–	750236·10·1	1,098	0.01%	54,218	Sh.	20.25	Defined	–	52,518	–	1,700
RANGE RES CORP	COM	–	75281A·10·9	247	0.00%	36,919	Sh.	6.69	Defined	–	–	–	None
RAPT THERAPEUTICS INC	COM	–	75382E·10·9	324	0.00%	16,400	Sh.	19.76	Defined	–	16,000	–	400
RAYONIER ADVANCED MATLS INC	COM	–	75508B·10·4	578	0.01%	88,698	Sh.	6.52	Defined	–	86,598	–	2,100
RAYONIER INC	COM	–	754907·10·3	245	0.00%	8,335	Sh.	29.39	Defined	–	–	–	None
RAYTHEON TECHNOLOGIES CORP	COM	–	75513E·10·1	1,696	0.02%	23,712	Sh.	71.52	Defined	–	Sole	–	–
REALOGY HLDGS CORP	COM	–	75605Y·10·6	882	0.01%	67,200	Sh.	13.13	Defined	–	64,700	–	2,500
REALTY INCOME CORP	COM	–	756109·10·4	13,111	0.16%	210,891	Sh.	62.17	Defined	–	197,682	–	13,209
RECRO PHARMA INC	COM	–	75629F·10·9	34	0.00%	11,900	Sh.	2.86	Defined	–	11,000	–	900
REDWOOD TR INC	COM	–	758075·40·2	107	0.00%	12,170	Sh.	8.79	Defined	–	Sole	–	–
REGENCY CTRS CORP	COM	–	758849·10·3	450	0.01%	9,865	Sh.	45.62	Defined	–	3,567	–	6,298
REGENERON PHARMACEUTICALS	COM	–	75886F·10·7	10,466	0.13%	21,663	Sh.	483.13	Defined	–	20,098	–	1,565
REGENXBIO INC	COM	–	75901B·10·7	377	0.00%	8,320	Sh.	45.31	Defined	–	8,200	–	120
REGIONS FINANCIAL CORP NEW	COM	–	7591EP·10·0	6,437	0.08%	399,345	Sh.	16.12	Defined	–	Sole	–	–
RELIANCE STEEL & ALUMINUM CO	COM	–	759509·10·2	838	0.01%	7,000	Sh.	119.71	Defined	–	Sole	–	–
RENAISSANCERE HLDGS LTD	COM	–	G7496G·10·3	232	0.00%	1,400	Sh.	165.71	Defined	–	Sole	–	–
RENEWABLE ENERGY GROUP INC	COM NEW	–	75972A·30·1	464	0.01%	6,552	Sh.	70.82	Defined	–	–	–	None
RENT A CTR INC NEW	COM	–	76009N·10·0	1,080	0.01%	28,211	Sh.	38.28	Defined	–	27,411	–	800
REPLIGEN CORP	COM	–	759916·10·9	629	0.01%	3,280	Sh.	191.77	Defined	–	2,200	–	1,080
REPRO MED SYS INC	COM	–	759910·10·2	261	0.00%	43,300	Sh.	6.03	Defined	–	42,300	–	1,000
REPUBLIC SVCS INC	COM	–	760759·10·0	3,339	0.04%	34,675	Sh.	96.29	Defined	–	33,959	–	716
RESMED INC	COM	–	761152·10·7	1,056	0.01%	4,969	Sh.	212.52	Defined	–	2,226	–	2,743
RESOLUTE FST PRODS INC	COM	–	76117W·10·9	432	0.01%	66,004	Sh.	6.55	Defined	–	63,900	–	2,104
RESOURCES CONNECTION INC	COM	–	76122Q·10·5	499	0.01%	39,715	Sh.	12.56	Defined	–	Sole	–	–
RESTAURANT BRANDS INTL INC	COM	–	76131D·10·3	294	0.00%	4,810	Sh.	61.12	Defined	–	Sole	–	–
REV GROUP INC	COM	–	749527·10·7	618	0.01%	70,100	Sh.	8.82	Defined	–	68,500	–	1,600
RITCHIE BROS AUCTIONEERS	COM	–	767744·10·5	4,083	0.05%	58,700	Sh.	69.56	Defined	–	49,300	–	9,400
RITE AID CORP	COM	–	767754·87·2	394	0.00%	24,900	Sh.	15.82	Defined	–	24,300	–	600
RLI CORP	COM	–	749607·10·7	458	0.01%	4,400	Sh.	104.09	Defined	–	Sole	–	–
RLJ LODGING TR	COM	–	74965L·10·1	727	0.01%	51,367	Sh.	14.15	Defined	–	42,097	–	9,270
ROBERT HALF INTL INC	COM	–	770323·10·3	3,104	0.04%	49,677	Sh.	62.48	Defined	–	Sole	–	–
ROCKWELL AUTOMATION INC	COM	–	773903·10·9	531	0.01%	2,116	Sh.	250.95	Defined	–	Sole	–	–
ROGERS COMMUNICATIONS INC	CL B	–	775109·20·0	748	0.01%	16,061	Sh.	46.57	Defined	–	Sole	–	–
ROKU INC	COM CL A	–	77543R·10·2	337	0.00%	1,014	Sh.	332.35	Defined	–	–	–	None
ROPER TECHNOLOGIES INC	COM	–	776696·10·6	506	0.01%	1,173	Sh.	431.37	Defined	–	Sole	–	–
ROSS STORES INC	COM	–	778296·10·3	697	0.01%	5,677	Sh.	122.78	Defined	–	Sole	–	–
ROYAL BK CDA	COM	–	780087·10·2	399	0.00%	4,857	Sh.	82.15	Defined	–	Sole	–	–
RPT REALTY	SH BEN INT	–	74971D·10·1	541	0.01%	62,531	Sh.	8.65	Defined	–	61,461	–	1,070
RUSH ENTERPRISES INC	CL A	–	781846·20·9	552	0.01%	13,337	Sh.	41.39	Defined	–	13,000	–	337
RUTHS HOSPITALITY GROUP INC	COM	–	783332·10·9	450	0.01%	25,402	Sh.	17.72	Defined	–	24,815	–	587
S&P GLOBAL INC	COM	–	78409V·10·4	1,404	0.02%	4,271	Sh.	328.73	Defined	–	Sole	–	–
SABRA HEALTH CARE REIT INC	COM	–	78573L·10·6	559	0.01%	32,156	Sh.	17.38	Defined	–	25,000	–	7,156
SAFETY INS GROUP INC	COM	–	78648T·10·0	1,541	0.02%	19,782	Sh.	77.90	Defined	–	19,582	–	200
SAGE THERAPEUTICS INC	COM	–	78667J·10·8	476	0.01%	5,500	Sh.	86.55	Defined	–	3,900	–	1,600
SAILPOINT TECHNLGIES HLDGS I	COM	–	78781P·10·5	839	0.01%	15,750	Sh.	53.27	Defined	–	15,500	–	250
SALESFORCE COM INC	COM	–	79466L·30·2	10,284	0.12%	46,212	Sh.	222.54	Defined	–	41,811	–	4,401
SANFILIPPO JOHN B & SON INC	COM	–	800422·10·7	718	0.01%	9,104	Sh.	78.87	Defined	–	8,104	–	1,000
SANGAMO THERAPEUTICS INC	COM	–	800677·10·6	587	0.01%	37,600	Sh.	15.61	Defined	–	36,000	–	1,600
SANMINA CORPORATION	COM	–	801056·10·2	871	0.01%	27,317	Sh.	31.88	Defined	–	26,500	–	817
SBA COMMUNICATIONS CORP NEW	CL A	–	78410G·10·4	1,772	0.02%	6,280	Sh.	282.17	Defined	–	2,858	–	3,422
SCANSOURCE INC	COM	–	806037·10·7	204	0.00%	7,738	Sh.	26.36	Defined	–	7,438	–	300
SCHLUMBERGER LTD	COM	–	806857·10·8	4,731	0.06%	216,736	Sh.	21.83	Defined	–	34,700	–	182,036
SCHNITZER STL INDS	CL A	–	806882·10·6	249	0.00%	7,800	Sh.	31.92	Defined	–	7,500	–	300
SCHWAB CHARLES CORP	COM	–	808513·10·5	1,114	0.01%	21,006	Sh.	53.03	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US DIVIDEND EQ	–	808524·79·7	6	0.00%	94	Sh.	≈63.83	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US LRG CAP ETF	–	808524·20·1	181,928	2.19%	2,000,310	Sh.	90.95	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US REIT ETF	–	808524·84·7	1,993	0.02%	52,484	Sh.	37.97	Defined	–	Sole	–	–
SCHWAB STRATEGIC TR	US SML CAP ETF	–	808524·60·7	14,724	0.18%	165,437	Sh.	89.00	Defined	–	Sole	–	–
SCIENCE APPLICATIONS INTL CO	COM	–	808625·10·7	547	0.01%	5,777	Sh.	94.69	Defined	–	5,677	–	100
SCORPIO BULKERS INC	COM	–	Y7546A·13·0	234	0.00%	13,834	Sh.	16.91	Defined	–	Sole	–	–
SEAGATE TECHNOLOGY PLC	SHS	–	G7945M·10·7	17,132	0.21%	275,606	Sh.	62.16	Defined	–	Sole	–	–
SEAGEN INC	COM	–	81181C·10·4	5,263	0.06%	30,052	Sh.	175.13	Defined	–	28,200	–	1,852
SEALED AIR CORP NEW	COM	–	81211K·10·0	203	0.00%	4,431	Sh.	45.81	Defined	–	Sole	–	–
SEMPRA ENERGY	COM	–	816851·10·9	1,650	0.02%	12,948	Sh.	127.43	Defined	–	6,697	–	6,251
SENSIENT TECHNOLOGIES CORP	COM	–	81725T·10·0	564	0.01%	7,647	Sh.	73.75	Defined	–	Sole	–	–
SERVICE CORP INTL	COM	–	817565·10·4	962	0.01%	19,600	Sh.	49.08	Defined	–	Sole	–	–
SERVICENOW INC	COM	–	81762P·10·2	1,783	0.02%	3,239	Sh.	550.48	Defined	–	2,315	–	924
SFL CORPORATION LTD	SHS	–	G7738W·10·6	70	0.00%	11,100	Sh.	6.31	Defined	–	–	–	None
SHAW COMMUNICATIONS INC	CL B CONV	–	82028K·20·0	401	0.00%	22,819	Sh.	17.57	Defined	–	Sole	–	–
SHENANDOAH TELECOMMUNICATION	COM	–	82312B·10·6	268	0.00%	6,200	Sh.	43.23	Defined	–	5,000	–	1,200
SHERWIN WILLIAMS CO	COM	–	824348·10·6	1,553	0.02%	2,113	Sh.	734.97	Defined	–	Sole	–	–
SHOPIFY INC	CL A	–	82509L·10·7	558	0.01%	494	Sh.	1,129.55	Defined	–	Sole	–	–
SILGAN HOLDINGS INC	COM	–	827048·10·9	988	0.01%	26,640	Sh.	37.09	Defined	–	Sole	–	–
SIMON PPTY GROUP INC NEW	COM	–	828806·10·9	3,366	0.04%	39,466	Sh.	85.29	Defined	–	27,421	–	12,045
SIMULATIONS PLUS INC	COM	–	829214·10·5	511	0.01%	7,100	Sh.	71.97	Defined	–	Sole	–	–
SKYWORKS SOLUTIONS INC	COM	–	83088M·10·2	280	0.00%	1,833	Sh.	152.76	Defined	–	Sole	–	–
SL GREEN RLTY CORP	COM	–	78440X·10·1	249	0.00%	4,182	Sh.	59.54	Defined	–	1,002	–	3,180
SLACK TECHNOLOGIES INC	COM CL A	–	83088V·10·2	9,242	0.11%	218,800	Sh.	42.24	Defined	–	215,900	–	2,900
SMITH & WESSON BRANDS INC	COM	–	831754·10·6	346	0.00%	19,500	Sh.	17.74	Defined	–	19,000	–	500
SMITH A O CORP	COM	–	831865·20·9	433	0.01%	7,902	Sh.	54.80	Defined	–	Sole	–	–
SMUCKER J M CO	COM NEW	–	832696·40·5	17,050	0.20%	147,493	Sh.	115.60	Defined	–	141,273	–	6,220
SORRENTO THERAPEUTICS INC	COM NEW	–	83587F·20·2	140	0.00%	20,500	Sh.	6.83	Defined	–	20,000	–	500
SOUTHERN CO	COM	–	842587·10·7	5,004	0.06%	81,460	Sh.	61.43	Defined	–	59,680	–	21,780
SOUTHERN COPPER CORP	COM	–	84265V·10·5	4,211	0.05%	63,900	Sh.	65.90	Defined	–	Sole	–	–
SOUTHWEST AIRLS CO	COM	–	844741·10·8	3,365	0.04%	72,188	Sh.	46.61	Defined	–	Sole	–	–
SOUTHWESTERN ENERGY CO	COM	–	845467·10·9	276	0.00%	92,624	Sh.	2.98	Defined	–	–	–	None
SPARTANNASH CO	COM	–	847215·10·0	1,104	0.01%	63,416	Sh.	17.41	Defined	–	62,216	–	1,200
SPDR INDEX SHS FDS	DJ INTL RL ETF	–	78463X·86·3	7,896	0.09%	231,634	Sh.	34.09	Defined	–	231,401	–	233
SPDR INDEX SHS FDS	GLB NAT RESRCE	–	78463X·54·1	11	0.00%	243	Sh.	45.27	Defined	–	–	–	None
SPDR S&P 500 ETF TR	TR UNIT	–	78462F·10·3	139,413	1.67%	372,881	Sh.	373.88	Defined	–	Sole	–	–
SPDR SER TR	BLMBRG BRC CNVRT	–	78464A·35·9	61,366	0.74%	741,224	Sh.	82.79	Defined	–	741,041	–	183
SPDR SER TR	BLOMBERG INTL TR	–	78464A·51·6	5,380	0.06%	172,261	Sh.	31.23	Defined	–	Sole	–	–
SPDR SER TR	BLOOMBERG BRCLYS	–	78468R·62·2	18,677	0.22%	171,445	Sh.	108.94	Defined	–	Sole	–	–
SPDR SER TR	BLOOMBERG SRT TR	–	78468R·40·8	23,105	0.28%	857,334	Sh.	26.95	Defined	–	Sole	–	–
SPDR SER TR	FTSE INT GVT ETF	–	78464A·49·0	808	0.01%	13,771	Sh.	58.67	Defined	–	13,485	–	286
SPECTRUM BRANDS HLDGS INC NE	COM	–	84790A·10·5	700	0.01%	8,867	Sh.	78.94	Defined	–	6,800	–	2,067
SPECTRUM PHARMACEUTICALS INC	COM	–	84763A·10·8	61	0.00%	18,000	Sh.	3.39	Defined	–	Sole	–	–
SPIRE INC	COM	–	84857L·10·1	4,537	0.05%	70,847	Sh.	64.04	Defined	–	70,697	–	150
SPORTSMANS WHSE HLDGS INC	COM	–	84920Y·10·6	432	0.01%	24,600	Sh.	17.56	Defined	–	24,000	–	600
SPOTIFY TECHNOLOGY S A	SHS	–	L8681T·10·2	491	0.01%	1,562	Sh.	314.34	Defined	–	–	–	None
SPROUTS FMRS MKT INC	COM	–	85208M·10·2	665	0.01%	33,061	Sh.	20.11	Defined	–	30,472	–	2,589
SPS COMMERCE INC	COM	–	78463M·10·7	1,433	0.02%	13,200	Sh.	108.56	Defined	–	13,000	–	200
SQUARE INC	CL A	–	852234·10·3	466	0.01%	2,139	Sh.	217.86	Defined	–	300	–	1,839
ST JOE CO	COM	–	790148·10·0	243	0.00%	5,725	Sh.	42.45	Defined	–	–	–	None
STAAR SURGICAL CO	COM PAR $0.01	–	852312·30·5	1,006	0.01%	12,700	Sh.	79.21	Defined	–	12,000	–	700
STANDARD MTR PRODS INC	COM	–	853666·10·5	788	0.01%	19,468	Sh.	40.48	Defined	–	19,108	–	360
STANLEY BLACK & DECKER INC	COM	–	854502·10·1	328	0.00%	1,838	Sh.	178.45	Defined	–	Sole	–	–
STARBUCKS CORP	COM	–	855244·10·9	2,043	0.02%	19,101	Sh.	106.96	Defined	–	Sole	–	–
STATE STR CORP	COM	–	857477·10·3	548	0.01%	7,526	Sh.	72.81	Defined	–	Sole	–	–
STEEL DYNAMICS INC	COM	–	858119·10·0	8,842	0.11%	239,805	Sh.	36.87	Defined	–	Sole	–	–
STEELCASE INC	CL A	–	858155·20·3	458	0.01%	33,766	Sh.	13.56	Defined	–	33,000	–	766
STERIS PLC	SHS USD	–	G8473T·10·0	475	0.01%	2,508	Sh.	189.39	Defined	–	946	–	1,562
STEWART INFORMATION SVCS COR	COM	–	860372·10·1	397	0.00%	8,200	Sh.	48.41	Defined	–	8,000	–	200
STORE CAP CORP	COM	–	862121·10·0	5,972	0.07%	175,757	Sh.	33.98	Defined	–	166,062	–	9,695
STRATEGIC ED INC	COM	–	86272C·10·3	610	0.01%	6,400	Sh.	95.31	Defined	–	Sole	–	–
STRYKER CORPORATION	COM	–	863667·10·1	2,889	0.03%	11,791	Sh.	245.02	Defined	–	5,506	–	6,285
STURM RUGER & CO INC	COM	–	864159·10·8	397	0.00%	6,100	Sh.	65.08	Defined	–	Sole	–	–
SUMMIT HOTEL PPTYS INC	COM	–	866082·10·0	445	0.01%	49,418	Sh.	9.00	Defined	–	Sole	–	–
SUN CMNTYS INC	COM	–	866674·10·4	718	0.01%	4,726	Sh.	151.93	Defined	–	1,400	–	3,326
SUN LIFE FINANCIAL INC.	COM	–	866796·10·5	285	0.00%	6,420	Sh.	44.39	Defined	–	Sole	–	–
SUNCOKE ENERGY INC	COM	–	86722A·10·3	414	0.00%	95,060	Sh.	4.36	Defined	–	92,800	–	2,260
SUNCOR ENERGY INC NEW	COM	–	867224·10·7	273	0.00%	16,300	Sh.	16.75	Defined	–	Sole	–	–
SUNPOWER CORP	COM	–	867652·40·6	395	0.00%	15,400	Sh.	25.65	Defined	–	15,000	–	400
SUNSTONE HOTEL INVS INC NEW	COM	–	867892·10·1	1,040	0.01%	91,819	Sh.	11.33	Defined	–	79,219	–	12,600
SURMODICS INC	COM	–	868873·10·0	283	0.00%	6,500	Sh.	43.54	Defined	–	6,300	–	200
SVB FINANCIAL GROUP	COM	–	78486Q·10·1	229	0.00%	591	Sh.	387.48	Defined	–	Sole	–	–
SWITCH INC	CL A	–	87105L·10·4	2,030	0.02%	124,000	Sh.	16.37	Defined	–	Sole	–	–
SYNCHRONY FINANCIAL	COM	–	87165B·10·3	9,278	0.11%	267,306	Sh.	34.71	Defined	–	Sole	–	–
SYNEOS HEALTH INC	CL A	–	87166B·10·2	307	0.00%	4,500	Sh.	68.22	Defined	–	3,700	–	800
SYNOPSYS INC	COM	–	871607·10·7	708	0.01%	2,731	Sh.	259.25	Defined	–	1,715	–	1,016
SYROS PHARMACEUTICALS INC	COM	–	87184Q·10·7	267	0.00%	24,600	Sh.	10.85	Defined	–	24,000	–	600
SYSCO CORP	COM	–	871829·10·7	2,527	0.03%	34,034	Sh.	74.25	Defined	–	11,338	–	22,696
SYSTEMAX INC	COM	–	871851·10·1	645	0.01%	17,968	Sh.	35.90	Defined	–	Sole	–	–
T-MOBILE US INC	COM	–	872590·10·4	2,590	0.03%	19,204	Sh.	134.87	Defined	–	8,405	–	10,799
T2 BIOSYSTEMS INC	COM	–	89853L·10·4	143	0.00%	115,550	Sh.	1.24	Defined	–	109,000	–	6,550
TAKE-TWO INTERACTIVE SOFTWAR	COM	–	874054·10·9	5,563	0.07%	26,770	Sh.	207.81	Defined	–	25,011	–	1,759
TAL EDUCATION GROUP	SPONSORED ADS	–	874080·10·4	386	0.00%	5,400	Sh.	71.48	Defined	–	Sole	–	–
TANGER FACTORY OUTLET CTRS I	COM	–	875465·10·6	324	0.00%	32,500	Sh.	9.97	Defined	–	Sole	–	–
TARGA RES CORP	COM	–	87612G·10·1	811	0.01%	30,740	Sh.	26.38	Defined	–	–	–	None
TARGET CORP	COM	–	87612E·10·6	12,192	0.15%	69,067	Sh.	176.52	Defined	–	68,042	–	1,025
TC ENERGY CORP	COM	–	87807B·10·7	352	0.00%	8,671	Sh.	40.60	Defined	–	Sole	–	–
TC PIPELINES LP	UT COM LTD PRT	–	87233Q·10·8	1,933	0.02%	65,639	Sh.	29.45	Defined	–	65,439	–	200
TE CONNECTIVITY LTD	REG SHS	–	H84989·10·4	701	0.01%	5,788	Sh.	121.11	Defined	–	Sole	–	–
TELADOC HEALTH INC	COM	–	87918A·10·5	354	0.00%	1,769	Sh.	200.11	Defined	–	100	–	1,669
TELEFLEX INCORPORATED	COM	–	879369·10·6	624	0.01%	1,516	Sh.	411.61	Defined	–	625	–	891
TELEPHONE & DATA SYS INC	COM NEW	–	879433·82·9	4,200	0.05%	226,182	Sh.	18.57	Defined	–	225,982	–	200
TELLURIAN INC NEW	COM	–	87968A·10·4	93	0.00%	72,900	Sh.	1.28	Defined	–	–	–	None
TELUS CORPORATION	COM	–	87971M·10·3	1,710	0.02%	86,363	Sh.	19.80	Defined	–	83,563	–	2,800
TERADYNE INC	COM	–	880770·10·2	958	0.01%	7,992	Sh.	119.87	Defined	–	7,872	–	120
TEREX CORP NEW	COM	–	880779·10·3	652	0.01%	18,700	Sh.	34.87	Defined	–	18,000	–	700
TESLA INC	COM	–	88160R·10·1	12,797	0.15%	18,135	Sh.	705.65	Defined	–	Sole	–	–
TEXAS INSTRS INC	COM	–	882508·10·4	21,610	0.26%	131,661	Sh.	164.13	Defined	–	131,057	–	604
TEXTAINER GROUP HOLDINGS LTD	SHS	–	G8766E·10·9	689	0.01%	35,900	Sh.	19.19	Defined	–	35,000	–	900
TFI INTL INC	COM	–	87241L·10·9	2,342	0.03%	45,500	Sh.	51.47	Defined	–	38,500	–	7,000
THE TRADE DESK INC	COM CL A	–	88339J·10·5	227	0.00%	284	Sh.	799.30	Defined	–	–	–	None
THERMO FISHER SCIENTIFIC INC	COM	–	883556·10·2	5,699	0.07%	12,235	Sh.	465.79	Defined	–	5,928	–	6,307
TITAN INTL INC ILL	COM	–	88830M·10·2	796	0.01%	163,800	Sh.	4.86	Defined	–	160,000	–	3,800
TJX COS INC NEW	COM	–	872540·10·9	1,320	0.02%	19,333	Sh.	68.28	Defined	–	Sole	–	–
TORONTO DOMINION BK ONT	COM NEW	–	891160·50·9	343	0.00%	6,070	Sh.	56.51	Defined	–	5,870	–	200
TPG RE FIN TR INC	COM	–	87266M·10·7	118	0.00%	11,110	Sh.	10.62	Defined	–	Sole	–	–
TRACTOR SUPPLY CO	COM	–	892356·10·6	1,560	0.02%	11,096	Sh.	140.59	Defined	–	Sole	–	–
TRANE TECHNOLOGIES PLC	SHS	–	G8994E·10·3	5,036	0.06%	34,694	Sh.	145.15	Defined	–	Sole	–	–
TRANSDIGM GROUP INC	COM	–	893641·10·0	556	0.01%	899	Sh.	618.46	Defined	–	Sole	–	–
TRANSOCEAN LTD	REG SHS	–	H8817H·10·0	132	0.00%	57,069	Sh.	2.31	Defined	–	–	–	None
TRAVELCENTERS OF AMERICA INC	COM NEW	–	89421B·10·9	427	0.01%	13,100	Sh.	32.60	Defined	–	12,800	–	300
TRAVELERS COMPANIES INC	COM	–	89417E·10·9	1,545	0.02%	11,008	Sh.	140.35	Defined	–	Sole	–	–
TREVENA INC	COM	–	89532E·10·9	67	0.00%	31,141	Sh.	2.15	Defined	–	Sole	–	–
TRI POINTE GROUP INC	COM	–	87265H·10·9	504	0.01%	29,200	Sh.	17.26	Defined	–	28,100	–	1,100
TRINET GROUP INC	COM	–	896288·10·7	363	0.00%	4,500	Sh.	80.67	Defined	–	4,300	–	200
TRINSEO S A	SHS	–	L9340P·10·1	1,145	0.01%	22,350	Sh.	51.23	Defined	–	22,000	–	350
TRIP COM GROUP LTD	ADS	–	89677Q·10·7	229	0.00%	6,800	Sh.	33.68	Defined	–	Sole	–	–
TRIPLE-S MGMT CORP	CL B	–	896749·10·8	434	0.01%	20,335	Sh.	21.34	Defined	–	20,076	–	259
TRITON INTL LTD	CL A	–	G9078F·10·7	703	0.01%	14,482	Sh.	48.54	Defined	–	14,000	–	482
TRUEBLUE INC	COM	–	89785X·10·1	382	0.00%	20,449	Sh.	18.68	Defined	–	19,949	–	500
TRUECAR INC	COM	–	89785L·10·7	310	0.00%	73,800	Sh.	4.20	Defined	–	72,000	–	1,800
TRUIST FINL CORP	COM	–	89832Q·10·9	982	0.01%	20,479	Sh.	47.95	Defined	–	Sole	–	–
TTEC HLDGS INC	COM	–	89854H·10·2	659	0.01%	9,032	Sh.	72.96	Defined	–	Sole	–	–
TTM TECHNOLOGIES INC	COM	–	87305R·10·9	452	0.01%	32,800	Sh.	13.78	Defined	–	32,000	–	800
TURNING POINT THERAPEUTICS I	COM	–	90041T·10·8	402	0.00%	3,300	Sh.	121.82	Defined	–	2,500	–	800
TUTOR PERINI CORP	COM	–	901109·10·8	320	0.00%	24,700	Sh.	12.96	Defined	–	24,000	–	700
TWILIO INC	CL A	–	90138F·10·2	293	0.00%	837	Sh.	350.06	Defined	–	–	–	None
TWITTER INC	COM	–	90184L·10·2	987	0.01%	18,228	Sh.	54.15	Defined	–	14,267	–	3,961
TYLER TECHNOLOGIES INC	COM	–	902252·10·5	210	0.00%	480	Sh.	437.50	Defined	–	Sole	–	–
TYSON FOODS INC	CL A	–	902494·10·3	1,504	0.02%	23,345	Sh.	64.42	Defined	–	10,367	–	12,978
UBER TECHNOLOGIES INC	COM	–	90353T·10·0	204	0.00%	4,000	Sh.	51.00	Defined	–	Sole	–	–
UBS GROUP AG	SHS	–	H42097·10·7	1,044	0.01%	74,255	Sh.	14.06	Defined	–	Sole	–	–
UDR INC	COM	–	902653·10·4	916	0.01%	23,837	Sh.	38.43	Defined	–	12,090	–	11,747
UGI CORP NEW	COM	–	902681·10·5	263	0.00%	7,510	Sh.	35.02	Defined	–	4,100	–	3,410
ULTRAGENYX PHARMACEUTICAL IN	COM	–	90400D·10·8	531	0.01%	3,834	Sh.	138.50	Defined	–	3,000	–	834
UMPQUA HLDGS CORP	COM	–	904214·10·3	374	0.00%	24,700	Sh.	15.14	Defined	–	24,000	–	700
UNION PAC CORP	COM	–	907818·10·8	2,287	0.03%	10,983	Sh.	208.23	Defined	–	Sole	–	–
UNITED CMNTY BKS BLAIRSVLE G	COM	–	90984P·30·3	512	0.01%	18,000	Sh.	28.44	Defined	–	Sole	–	–
UNITED NAT FOODS INC	COM	–	911163·10·3	513	0.01%	32,100	Sh.	15.98	Defined	–	30,600	–	1,500
UNITED PARCEL SERVICE INC	CL B	–	911312·10·6	17,841	0.21%	105,942	Sh.	168.40	Defined	–	Sole	–	–
UNITED STATES CELLULAR CORP	COM	–	911684·10·8	287	0.00%	9,340	Sh.	30.73	Defined	–	9,140	–	200
UNITED THERAPEUTICS CORP DEL	COM	–	91307C·10·2	5,451	0.07%	35,913	Sh.	151.78	Defined	–	35,017	–	896
UNITEDHEALTH GROUP INC	COM	–	91324P·10·2	33,265	0.40%	94,858	Sh.	350.68	Defined	–	79,804	–	15,054
UNIVERSAL HLTH SVCS INC	CL B	–	913903·10·0	265	0.00%	1,925	Sh.	137.66	Defined	–	904	–	1,021
UNUM GROUP	COM	–	91529Y·10·6	3,641	0.04%	158,725	Sh.	22.94	Defined	–	158,325	–	400
URBAN EDGE PPTYS	COM	–	91704F·10·4	459	0.01%	35,500	Sh.	12.93	Defined	–	28,900	–	6,600
US BANCORP DEL	COM NEW	–	902973·30·4	1,579	0.02%	33,883	Sh.	46.60	Defined	–	Sole	–	–
US FOODS HLDG CORP	COM	–	912008·10·9	296	0.00%	8,874	Sh.	33.36	Defined	–	–	–	None
USANA HEALTH SCIENCES INC	COM	–	90328M·10·7	468	0.01%	6,070	Sh.	77.10	Defined	–	4,900	–	1,170
V F CORP	COM	–	918204·10·8	318	0.00%	3,722	Sh.	85.44	Defined	–	Sole	–	–
VALERO ENERGY CORP	COM	–	91913Y·10·0	8,880	0.11%	156,980	Sh.	56.57	Defined	–	104,781	–	52,199
VANDA PHARMACEUTICALS INC	COM	–	921659·10·8	386	0.00%	29,369	Sh.	13.14	Defined	–	28,000	–	1,369
VANECK VECTORS ETF TR	EMERGING MKTS HI	–	92189F·35·3	11	0.00%	465	Sh.	23.66	Defined	–	–	–	None
VANECK VECTORS ETF TR	INTL HIGH YIELD	–	92189F·44·5	11	0.00%	437	Sh.	25.17	Defined	–	–	–	None
VANECK VECTORS ETF TR	JP MORGAN MKTS	–	92189H·30·0	6,190	0.07%	186,049	Sh.	33.27	Defined	–	185,728	–	321
VANGUARD BD INDEX FDS	LONG TERM BOND	–	921937·79·3	11,924	0.14%	108,760	Sh.	109.64	Defined	–	Sole	–	–
VANGUARD BD INDEX FDS	TOTAL BND MRKT	–	921937·83·5	1,043,625	12.54%	11,833,828	Sh.	88.19	Defined	–	Sole	–	–
VANGUARD CHARLOTTE FDS	INTL BD IDX ETF	–	92203J·40·7	140,080	1.68%	2,392,492	Sh.	58.55	Defined	–	Sole	–	–
VANGUARD INDEX FDS	MCAP VL IDXVIP	–	922908·51·2	20	0.00%	166	Sh.	120.48	Defined	–	Sole	–	–
VANGUARD INDEX FDS	REAL ESTATE ETF	–	922908·55·3	9,482	0.11%	111,650	Sh.	84.93	Defined	–	261	–	111,389
VANGUARD INDEX FDS	S&P 500 ETF SHS	–	922908·36·3	20,259	0.24%	58,946	Sh.	343.69	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SM CP VAL ETF	–	922908·61·1	19,452	0.23%	136,785	Sh.	142.21	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SMALL CP ETF	–	922908·75·1	69,238	0.83%	355,650	Sh.	194.68	Defined	–	Sole	–	–
VANGUARD INDEX FDS	SML CP GRW ETF	–	922908·59·5	37,455	0.45%	139,936	Sh.	267.66	Defined	–	Sole	–	–
VANGUARD INDEX FDS	TOTAL STK MKT	–	922908·76·9	5,156	0.06%	26,488	Sh.	194.65	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	–	922042·77·5	196,217	2.36%	3,362,176	Sh.	58.36	Defined	–	Sole	–	–
VANGUARD INTL EQUITY INDEX F	FTSE EMR MKT ETF	–	922042·85·8	14,745	0.18%	294,250	Sh.	50.11	Defined	–	Sole	–	–
VANGUARD SCOTTSDALE FDS	INT-TERM CORP	–	92206C·87·0	19,889	0.24%	204,741	Sh.	97.14	Defined	–	Sole	–	–
VANGUARD STAR FDS	VG TL INTL STK F	–	921909·76·8	64,196	0.77%	1,067,093	Sh.	60.16	Defined	–	Sole	–	–
VANGUARD TAX-MANAGED INTL FD	FTSE DEV MKT ETF	–	921943·85·8	70,326	0.84%	1,489,651	Sh.	47.21	Defined	–	Sole	–	–
VANGUARD WORLD FD	EXTENDED DUR	–	921910·70·9	2,016	0.02%	13,236	Sh.	152.31	Defined	–	Sole	–	–
VANGUARD WORLD FD	MEGA CAP VAL ETF	–	921910·84·0	1,643	0.02%	18,920	Sh.	86.84	Defined	–	12,260	–	6,660
VARIAN MED SYS INC	COM	–	92220P·10·5	580	0.01%	3,313	Sh.	175.07	Defined	–	1,374	–	1,939
VAXART INC	COM NEW	–	92243A·20·0	418	0.01%	73,200	Sh.	5.71	Defined	–	70,000	–	3,200
VECTOR GROUP LTD	COM	–	92240M·10·8	1,158	0.01%	99,421	Sh.	11.65	Defined	–	95,473	–	3,948
VEEVA SYS INC	CL A COM	–	922475·10·8	11,162	0.13%	40,998	Sh.	272.26	Defined	–	38,975	–	2,023
VENTAS INC	COM	–	92276F·10·0	1,196	0.01%	24,382	Sh.	49.05	Defined	–	10,009	–	14,373
VERISIGN INC	COM	–	92343E·10·2	237	0.00%	1,093	Sh.	216.83	Defined	–	Sole	–	–
VERISK ANALYTICS INC	COM	–	92345Y·10·6	367	0.00%	1,769	Sh.	207.46	Defined	–	Sole	–	–
VERITIV CORP	COM	–	923454·10·2	724	0.01%	34,840	Sh.	20.78	Defined	–	34,000	–	840
VERIZON COMMUNICATIONS INC	COM	–	92343V·10·4	32,685	0.39%	556,338	Sh.	58.75	Defined	–	467,495	–	88,843
VERSO CORP	CL A	–	92531L·20·7	527	0.01%	43,813	Sh.	12.03	Defined	–	43,000	–	813
VERTEX PHARMACEUTICALS INC	COM	–	92532F·10·0	11,060	0.13%	46,799	Sh.	236.33	Defined	–	42,514	–	4,285
VIACOMCBS INC	CL B	–	92556H·20·6	407	0.00%	10,930	Sh.	37.24	Defined	–	6,101	–	4,829
VIATRIS INC	COM	–	92556V·10·6	1,570	0.02%	83,752	Sh.	18.75	Defined	–	67,554	–	16,198
VICI PPTYS INC	COM	–	925652·10·9	545	0.01%	21,363	Sh.	25.51	Defined	–	6,600	–	14,763
VIPSHOP HOLDINGS LIMITED	SPONSORED ADS A	–	92763W·10·3	1,538	0.02%	54,700	Sh.	28.12	Defined	–	53,500	–	1,200
VISA INC	COM CL A	–	92826C·83·9	10,167	0.12%	46,481	Sh.	218.73	Defined	–	38,230	–	8,251
VISHAY INTERTECHNOLOGY INC	COM	–	928298·10·8	594	0.01%	28,700	Sh.	20.70	Defined	–	28,000	–	700
VISTA OUTDOOR INC	COM	–	928377·10·0	452	0.01%	19,030	Sh.	23.75	Defined	–	18,600	–	430
VISTRA CORP	COM	–	92840M·10·2	414	0.00%	21,052	Sh.	19.67	Defined	–	8,200	–	12,852
VORNADO RLTY TR	SH BEN INT	–	929042·10·9	435	0.01%	11,661	Sh.	37.30	Defined	–	6,066	–	5,595
VULCAN MATLS CO	COM	–	929160·10·9	552	0.01%	3,721	Sh.	148.35	Defined	–	Sole	–	–
WABASH NATL CORP	COM	–	929566·10·7	1,187	0.01%	68,900	Sh.	17.23	Defined	–	68,000	–	900
WADDELL & REED FINL INC	CL A	–	930059·10·0	1,676	0.02%	65,799	Sh.	25.47	Defined	–	65,199	–	600
WALGREENS BOOTS ALLIANCE INC	COM	–	931427·10·8	6,800	0.08%	170,502	Sh.	39.88	Defined	–	136,028	–	34,474
WALMART INC	COM	–	931142·10·3	23,964	0.29%	166,246	Sh.	144.15	Defined	–	101,336	–	64,910
WARRIOR MET COAL INC	COM	–	93627C·10·1	601	0.01%	28,200	Sh.	21.31	Defined	–	27,500	–	700
WASHINGTON TR BANCORP	COM	–	940610·10·8	516	0.01%	11,516	Sh.	44.81	Defined	–	Sole	–	–
WASTE MGMT INC DEL	COM	–	94106L·10·9	4,020	0.05%	34,090	Sh.	117.92	Defined	–	32,890	–	1,200
WATERS CORP	COM	–	941848·10·3	525	0.01%	2,122	Sh.	247.41	Defined	–	751	–	1,371
WATERSTONE FINL INC MD	COM	–	94188P·10·1	578	0.01%	30,692	Sh.	18.83	Defined	–	Sole	–	–
WATSCO INC	COM	–	942622·20·0	1,185	0.01%	5,230	Sh.	226.58	Defined	–	Sole	–	–
WD-40 CO	COM	–	929236·10·7	987	0.01%	3,716	Sh.	265.61	Defined	–	2,700	–	1,016
WEC ENERGY GROUP INC	COM	–	92939U·10·6	1,259	0.02%	13,678	Sh.	92.05	Defined	–	7,569	–	6,109
WELLS FARGO CO NEW	COM	–	949746·10·1	4,821	0.06%	159,737	Sh.	30.18	Defined	–	158,012	–	1,725
WELLTOWER INC	COM	–	95040Q·10·4	1,683	0.02%	26,050	Sh.	64.61	Defined	–	10,680	–	15,370
WERNER ENTERPRISES INC	COM	–	950755·10·8	1,414	0.02%	36,050	Sh.	39.22	Defined	–	35,400	–	650
WESBANCO INC	COM	–	950810·10·1	786	0.01%	26,242	Sh.	29.95	Defined	–	Sole	–	–
WEST PHARMACEUTICAL SVSC INC	COM	–	955306·10·5	10,141	0.12%	35,794	Sh.	283.32	Defined	–	34,693	–	1,101
WESTERN UN CO	COM	–	959802·10·9	13,579	0.16%	618,932	Sh.	21.94	Defined	–	617,744	–	1,188
WESTLAKE CHEM PARTNERS LP	COM UNIT RP LP	–	960417·10·3	629	0.01%	26,400	Sh.	23.83	Defined	–	Sole	–	–
WESTROCK CO	COM	–	96145D·10·5	280	0.00%	6,440	Sh.	43.48	Defined	–	Sole	–	–
WEYERHAEUSER CO MTN BE	COM NEW	–	962166·10·4	1,508	0.02%	44,983	Sh.	33.52	Defined	–	21,642	–	23,341
WHEATON PRECIOUS METALS CORP	COM	–	962879·10·2	207	0.00%	4,950	Sh.	41.82	Defined	–	Sole	–	–
WHITE MTNS INS GROUP LTD	COM	–	G9618E·10·7	200	0.00%	200	Sh.	1,000.00	Defined	–	Sole	–	–
WILEY JOHN & SONS INC	CL A	–	968223·20·6	575	0.01%	12,600	Sh.	45.63	Defined	–	Sole	–	–
WILLIAMS COS INC	COM	–	969457·10·0	3,812	0.05%	190,123	Sh.	20.05	Defined	–	35,856	–	154,267
WILLIS TOWERS WATSON PLC LTD	SHS	–	G96629·10·3	313	0.00%	1,488	Sh.	210.35	Defined	–	Sole	–	–
WINNEBAGO INDS INC	COM	–	974637·10·0	551	0.01%	9,200	Sh.	59.89	Defined	–	9,000	–	200
WIX COM LTD	SHS	–	M98068·10·5	337	0.00%	1,349	Sh.	249.81	Defined	–	Sole	–	–
WORKDAY INC	CL A	–	98138H·10·1	223	0.00%	930	Sh.	239.78	Defined	–	–	–	None
WORKIVA INC	COM CL A	–	98139A·10·5	1,214	0.01%	13,250	Sh.	91.62	Defined	–	13,000	–	250
WORLD FUEL SVCS CORP	COM	–	981475·10·6	1,237	0.01%	39,690	Sh.	31.17	Defined	–	33,000	–	6,690
WP CAREY INC	COM	–	92936U·10·9	690	0.01%	9,771	Sh.	70.62	Defined	–	2,200	–	7,571
WPX ENERGY INC	COM	–	98212B·10·3	426	0.01%	52,295	Sh.	8.15	Defined	–	–	–	None
WW INTL INC	COM	–	98262P·10·1	328	0.00%	13,450	Sh.	24.39	Defined	–	13,000	–	450
XBIOTECH INC	COM	–	98400H·10·2	168	0.00%	10,750	Sh.	15.63	Defined	–	10,500	–	250
XCEL ENERGY INC	COM	–	98389B·10·0	1,677	0.02%	25,156	Sh.	66.66	Defined	–	15,369	–	9,787
XENCOR INC	COM	–	98401F·10·5	423	0.01%	9,701	Sh.	43.60	Defined	–	6,600	–	3,101
XEROX HOLDINGS CORP	COM NEW	–	98421M·10·6	1,728	0.02%	74,507	Sh.	23.19	Defined	–	74,107	–	400
XILINX INC	COM	–	983919·10·1	1,705	0.02%	12,024	Sh.	141.80	Defined	–	Sole	–	–
XPERI HOLDING CORP	COM	–	98390M·10·3	794	0.01%	38,000	Sh.	20.89	Defined	–	Sole	–	–
XYLEM INC	COM	–	98419M·10·0	206	0.00%	2,026	Sh.	101.68	Defined	–	Sole	–	–
YAMANA GOLD INC	COM	–	98462Y·10·0	1,173	0.01%	205,400	Sh.	5.71	Defined	–	202,900	–	2,500
YANDEX N V	SHS CLASS A	–	N97284·10·8	933	0.01%	13,405	Sh.	69.60	Defined	–	Sole	–	–
YELP INC	CL A	–	985817·10·5	2,225	0.03%	68,091	Sh.	32.68	Defined	–	67,211	–	880
YUM BRANDS INC	COM	–	988498·10·1	731	0.01%	6,731	Sh.	108.60	Defined	–	Sole	–	–
YUM CHINA HLDGS INC	COM	–	98850P·10·9	2,189	0.03%	38,340	Sh.	57.09	Defined	–	38,130	–	210
ZAI LAB LTD	ADR	–	98887Q·10·4	469	0.01%	3,466	Sh.	135.31	Defined	–	Sole	–	–
ZEBRA TECHNOLOGIES CORPORATI	CL A	–	989207·10·5	254	0.00%	662	Sh.	383.69	Defined	–	601	–	61
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	1,036	0.01%	6,723	Sh.	154.10	Defined	–	2,655	–	4,068
ZIONS BANCORPORATION N A	COM	–	989701·10·7	20,352	0.24%	468,499	Sh.	43.44	Defined	–	Sole	–	–
ZOETIS INC	CL A	–	98978V·10·3	2,490	0.03%	15,043	Sh.	165.53	Defined	–	7,565	–	7,478
ZOOM VIDEO COMMUNICATIONS IN	CL A	–	98980L·10·1	8,826	0.11%	26,166	Sh.	337.31	Defined	–	25,152	–	1,014
ZTO EXPRESS CAYMAN INC	SPONSORED ADS A	–	98980A·10·5	641	0.01%	21,998	Sh.	29.14	Defined	–	Sole	–	–
ZUMIEZ INC	COM	–	989817·10·1	230	0.00%	6,249	Sh.	36.81	Defined	–	5,600	–	649
ZYNEX INC	COM	–	98986M·10·3	331	0.00%	24,600	Sh.	13.46	Defined	–	24,000	–	600
— 1,121 Issuers —	— 1,177 Issues —			— 1,177 Holdings: $8,323,178,000 —					— Sole Manager —
____________ ª No market value of any Holding was adjusted. º Other Included Managers with whom investment discretion is shared as to any Holding: No Other Included Managers

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Filing Submission 0001501436-21-000001 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

QS Investors, LLC – ‘13F-HR’ for 12/31/20 – ‘INFO-TABLE’

On: Wednesday, 2/10/21, at 1:40pm ET · Effective: 2/10/21 · For: 12/31/20 · Accession #: 1501436-21-1 · 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: 12/31/20 · Assets: $8,323,178,000 · History: Assets Under Management

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

Filing Table of Contents

QS Investors, LLC
NY
· Form 13F Combination Report