SEC Info℠  
    Home      Search      My Interests      Help      Sign In      Please Sign In

QS Investors, LLC – ‘13F-HR’ for 9/30/20 – ‘INFO-TABLE’

On:  Thursday, 11/12/20, at 3:08pm ET   ·   Effective:  11/12/20   ·   For:  9/30/20   ·   Accession #:  1501436-20-1   ·   File #:  28-14009

Previous ‘13F-HR’:  ‘13F-HR’ on 8/14/20 for 6/30/20   ·   Next:  ‘13F-HR’ on 2/10/21 for 12/31/20   ·   Latest:  ‘13F-HR’ on 8/13/21 for 6/30/21

Find Words in Filings emoji
 		  in    Show  and   ↓Hints

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

11/12/20  QS Investors, LLC                 13F-HR      9/30/20    2:463K

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:  9/30/20   ·   Assets:  $7,478,643,000   ·   History:  Assets Under Management
Assets Under Management emoji
Assets Under Management emoji
Assets Under Management emoji

Security Market ValueªShares or PrincipalInvestment
Discretion		Other 
Managersº		Voting Authority
Issuer NameIssue ClassOpt.CUSIP/CINS$1000sWeightAmountS/PPriceSoleSharedNone
In ascending orderSort in ascending orderSort in ascending orderSort in ascending orderSort in descending orderSort in ascending orderSort in descending orderSort in ascending order   ↓List(S/P Amounts or For All)
3M COCOM–88579Y·10·118,953  0.25%118,319Sh.160.19   Sole–Sole––
AAR CORPCOM–000361·10·5220  0.00%11,675Sh.18.84   Sole–Sole––
ABBOTT LABSCOM–002824·10·05,748  0.08%52,808Sh.108.85   Sole–27,320– 25,488
ABBVIE INCCOM–00287Y·10·931,844  0.43%363,547Sh.87.59   Sole–336,433– 27,114
ABIOMED INCCOM–003654·10·0344  0.00%1,241Sh.277.20   Sole–491–750
ACADIA PHARMACEUTICALS INCCOM–004225·10·8566  0.01%13,700Sh.41.31   Sole–11,500– 2,200
ACCELERON PHARMA INCCOM–00434H·10·8529  0.01%4,700Sh.112.55   Sole–3,800–900
ACCENTURE PLC IRELANDSHS CLASS A–G1151C·10·12,684  0.04%11,875Sh.226.02   Sole–9,445– 2,430
ACORDA THERAPEUTICS INCCOM–00484M·10·611  0.00%21,148Sh.0.52   Sole–Sole––
ACTIVISION BLIZZARD INCCOM–00507V·10·97,586  0.10%93,707Sh.80.95   Sole–86,554– 7,153
ADOBE SYSTEMS INCORPORATEDCOM–00724F·10·116,765  0.22%34,184Sh.490.43   Sole–32,491– 1,693
ADTRAN INCCOM–00738A·10·6311  0.00%30,231Sh.10.29   Sole–29,000– 1,231
ADVANCED EMISSIONS SOLUTS INCOM–00770C·10·186  0.00%21,018Sh.4.09   Sole–Sole––
ADVANCED MICRO DEVICES INCCOM–007903·10·71,193  0.02%14,540Sh.82.05   Sole–Sole––
AERCAP HOLDINGS NVSHS–N00985·10·6354  0.00%14,020Sh.25.25   Sole–13,820–200
AES CORPCOM–00130H·10·57,373  0.10%407,074Sh.18.11   Sole–393,974– 13,100
AFFILIATED MANAGERS GROUP INCOM–008252·10·8609  0.01%8,900Sh.68.43   Sole–8,800–100
AFLAC INCCOM–001055·10·23,237  0.04%89,025Sh.36.36   Sole–Sole––
AGILENT TECHNOLOGIES INCCOM–00846U·10·1908  0.01%8,990Sh.101.00   Sole–4,110– 4,880
AGNICO EAGLE MINES LTDCOM–008474·10·8262  0.00%3,293Sh.79.56   Sole–Sole––
AIR PRODS & CHEMS INCCOM–009158·10·61,770  0.02%5,942Sh.297.88   Sole–Sole––
AKAMAI TECHNOLOGIES INCCOM–00971T·10·1210  0.00%1,891Sh.111.05   Sole–Sole––
ALARM COM HLDGS INCCOM–011642·10·5426  0.01%7,700Sh.55.32   Sole–7,500–200
ALBEMARLE CORPCOM–012653·10·1233  0.00%2,604Sh.89.48   Sole–Sole––
ALCOA CORPCOM–013872·10·6429  0.01%36,850Sh.11.64   Sole–36,000–850
ALEXANDERS INCCOM–014752·10·9842  0.01%3,432Sh.245.34   Sole–2,732–700
ALEXANDRIA REAL ESTATE EQ INCOM–015271·10·9969  0.01%6,054Sh.160.06   Sole–2,822– 3,232
ALEXION PHARMACEUTICALS INCCOM–015351·10·9920  0.01%8,033Sh.114.53   Sole–4,223– 3,810
ALGONQUIN PWR UTILS CORPCOM–015857·10·5249  0.00%15,203Sh.16.38   Sole–Sole––
ALIBABA GROUP HLDG LTDSPONSORED ADS–01609W·10·23,881  0.05%13,200Sh.294.02   Sole–Sole––
ALIGN TECHNOLOGY INCCOM–016255·10·1693  0.01%2,114Sh.327.81   Sole–944– 1,170
ALLETE INCCOM NEW–018522·30·07,750  0.10%149,784Sh.51.74   Sole–145,484– 4,300
ALLIANCE DATA SYSTEMS CORPCOM–018581·10·8236  0.00%5,602Sh.42.13   Sole–5,452–150
ALLIANT ENERGY CORPCOM–018802·10·8716  0.01%13,848Sh.51.70   Sole–7,878– 5,970
ALLISON TRANSMISSION HLDGS ICOM–01973R·10·11,257  0.02%35,747Sh.35.16   Sole–35,547–200
ALLSTATE CORPCOM–020002·10·16,353  0.08%67,480Sh.94.15   Sole–Sole––
ALLY FINL INCCOM–02005N·10·02,181  0.03%86,985Sh.25.07   Sole–Sole––
ALNYLAM PHARMACEUTICALS INCCOM–02043Q·10·7306  0.00%2,100Sh.145.71   Sole–200– 1,900
ALPHABET INCCAP STK CL A–02079K·30·525,515  0.34%17,409Sh.1,465.62   Sole–15,948– 1,461
ALPHABET INCCAP STK CL C–02079K·10·729,525  0.39%20,090Sh.1,469.64   Sole–18,559– 1,531
ALTRIA GROUP INCCOM–02209S·10·310,044  0.13%259,920Sh.38.64   Sole–175,800– 84,120
AMAG PHARMACEUTICALS INCCOM–00163U·10·6195  0.00%20,683Sh.9.43   Sole–19,712–971
AMAZON COM INCCOM–023135·10·672,229  0.97%22,939Sh.3,148.74   Sole–Sole––
AMCOR PLCORD–G0250X·10·7531  0.01%48,031Sh.11.06   Sole–Sole––
AMDOCS LTDSHS–G02602·10·34,790  0.06%83,420Sh.57.42   Sole–78,420– 5,000
AMEDISYS INCCOM–023436·10·85,480  0.07%23,174Sh.236.47   Sole–22,664–510
AMEREN CORPCOM–023608·10·2785  0.01%9,916Sh.79.16   Sole–5,975– 3,941
AMERICAN CAMPUS CMNTYS INCCOM–024835·10·0220  0.00%6,300Sh.34.92   Sole–––None
AMERICAN ELEC PWR CO INCCOM–025537·10·116,746  0.22%204,892Sh.81.73   Sole–196,717– 8,175
AMERICAN EQTY INVT LIFE HLDCOM–025676·20·6582  0.01%26,435Sh.22.02   Sole–26,035–400
AMERICAN EXPRESS COCOM–025816·10·91,163  0.02%11,598Sh.100.28   Sole–Sole––
AMERICAN FINL GROUP INC OHIOCOM–025932·10·4590  0.01%8,800Sh.67.05   Sole–Sole––
AMERICAN HOMES 4 RENTCL A–02665T·30·6254  0.00%8,900Sh.28.54   Sole–––None
AMERICAN INTL GROUP INCCOM NEW–026874·78·4397  0.01%14,403Sh.27.56   Sole–Sole––
AMERICAN SOFTWARE INCCL A–029683·10·9231  0.00%16,406Sh.14.08   Sole–Sole––
AMERICAN SUPERCONDUCTOR CORPSHS NEW–030111·20·7334  0.00%23,000Sh.14.52   Sole–Sole––
AMERICAN TOWER CORP NEWCOM–03027X·10·05,643  0.08%23,342Sh.241.75   Sole–11,299– 12,043
AMERICAN WTR WKS CO INC NEWCOM–030420·10·3880  0.01%6,073Sh.144.90   Sole–4,213– 1,860
AMERICAS CAR-MART INCCOM–03062T·10·5359  0.00%4,228Sh.84.91   Sole–4,000–228
AMERICOLD RLTY TRCOM–03064D·10·8226  0.00%6,315Sh.35.79   Sole–715– 5,600
AMERIPRISE FINL INCCOM–03076C·10·64,641  0.06%30,112Sh.154.12   Sole–Sole––
AMERISAFE INCCOM–03071H·10·0391  0.01%6,800Sh.57.50   Sole–Sole––
AMERISOURCEBERGEN CORPCOM–03073E·10·55,636  0.08%58,147Sh.96.93   Sole–53,946– 4,201
AMETEK INCCOM–031100·10·0273  0.00%2,739Sh.99.67   Sole–Sole––
AMGEN INCCOM–031162·10·016,794  0.22%66,075Sh.254.17   Sole–56,592– 9,483
AMICUS THERAPEUTICS INCCOM–03152W·10·9411  0.01%29,100Sh.14.12   Sole–23,000– 6,100
AMKOR TECHNOLOGY INCCOM–031652·10·0659  0.01%58,817Sh.11.20   Sole–57,937–880
AMPHASTAR PHARMACEUTICALS INCOM–03209R·10·3390  0.01%20,800Sh.18.75   Sole–13,000– 7,800
AMPHENOL CORP NEWCL A–032095·10·1576  0.01%5,311Sh.108.45   Sole–Sole––
ANALOG DEVICES INCCOM–032654·10·5536  0.01%4,586Sh.116.88   Sole–Sole––
ANDERSONS INCCOM–034164·10·3787  0.01%41,050Sh.19.17   Sole–37,400– 3,650
ANI PHARMACEUTICALS INCCOM–00182C·10·3302  0.00%10,700Sh.28.22   Sole–6,500– 4,200
ANSYS INCCOM–03662Q·10·5435  0.01%1,328Sh.327.56   Sole–1,028–300
ANTARES PHARMA INCCOM–036642·10·6325  0.00%120,200Sh.2.70   Sole–117,500– 2,700
ANTERO MIDSTREAM CORPCOM–03676B·10·2194  0.00%36,000Sh.5.39   Sole–––None
ANTERO RESOURCES CORPCOM–03674X·10·655  0.00%19,800Sh.2.78   Sole–––None
ANTHEM INCCOM–036752·10·32,380  0.03%8,859Sh.268.65   Sole–5,000– 3,859
ANWORTH MTG ASSET CORPCOM–037347·10·191  0.00%55,100Sh.1.65   Sole–Sole––
AON PLCSHS CL A–G0403H·10·8740  0.01%3,587Sh.206.30   Sole–Sole––
APACHE CORPCOM–037411·10·5442  0.01%46,588Sh.9.49   Sole–4,032– 42,556
APARTMENT INVT & MGMT COCL A–03748R·75·4250  0.00%7,402Sh.33.77   Sole–1,700– 5,702
APOGEE ENTERPRISES INCCOM–037598·10·9776  0.01%36,300Sh.21.38   Sole–36,000–300
APPLE HOSPITALITY REIT INCCOM NEW–03784Y·20·0151  0.00%15,700Sh.9.62   Sole–––None
APPLE INCCOM–037833·10·0124,050  1.66%1,071,151Sh.115.81   Sole–1,068,551– 2,600
APPLIED MATLS INCCOM–038222·10·510,393  0.14%174,804Sh.59.46   Sole–Sole––
APPLIED OPTOELECTRONICS INCCOM–03823U·10·2366  0.00%32,500Sh.11.26   Sole–31,700–800
APYX MEDICAL CORPORATIONCOM–03837C·10·6257  0.00%54,500Sh.4.72   Sole–53,600–900
ARBOR REALTY TRUST INCCOM–038923·10·84,359  0.06%380,013Sh.11.47   Sole–Sole––
ARCH RESOURCES INCCL A–03940R·10·7536  0.01%12,606Sh.42.52   Sole–10,106– 2,500
ARCHER DANIELS MIDLAND COCOM–039483·10·217,537  0.23%377,202Sh.46.49   Sole–351,718– 25,484
ARCHROCK INCCOM–03957W·10·698  0.00%18,100Sh.5.41   Sole–––None
ARENA PHARMACEUTICALS INCCOM NEW–040047·60·71,053  0.01%14,071Sh.74.83   Sole–11,671– 2,400
ARES COML REAL ESTATE CORPCOM–04013V·10·8112  0.00%12,190Sh.9.19   Sole–11,790–400
ARGAN INCCOM–04010E·10·91,031  0.01%24,593Sh.41.92   Sole–Sole––
ARROWHEAD PHARMACEUTICALS INCOM–04280A·10·0538  0.01%12,475Sh.43.13   Sole–11,800–675
ARTISAN PARTNERS ASSET MGMTCL A–04316A·10·8687  0.01%17,600Sh.39.03   Sole–17,300–300
ASBURY AUTOMOTIVE GROUP INCCOM–043436·10·4449  0.01%4,600Sh.97.61   Sole–4,500–100
ASSOCIATED BANC CORPCOM–045487·10·52,269  0.03%179,766Sh.12.62   Sole–179,024–742
ASSURANT INCCOM–04621X·10·81,089  0.01%8,973Sh.121.36   Sole–8,552–421
ASSURED GUARANTY LTDCOM–G0585R·10·6302  0.00%14,040Sh.21.51   Sole–13,740–300
ASTRONICS CORPCOM–046433·10·8199  0.00%25,700Sh.7.74   Sole–25,000–700
AT&T INCCOM–00206R·10·212,549  0.17%440,129Sh.28.51   Sole–296,672– 143,457
ATLASSIAN CORP PLCCL A–G06242·10·41,078  0.01%5,925Sh.181.94   Sole–5,600–325
ATMOS ENERGY CORPCOM–049560·10·5498  0.01%5,207Sh.95.64   Sole–3,307– 1,900
AUTODESK INCCOM–052769·10·6841  0.01%3,639Sh.231.11   Sole–2,839–800
AUTOMATIC DATA PROCESSING INCOM–053015·10·31,118  0.01%8,011Sh.139.56   Sole–5,589– 2,422
AUTOZONE INCCOM–053332·10·2485  0.01%411Sh.1,180.05   Sole–Sole––
AVALONBAY CMNTYS INCCOM–053484·10·11,320  0.02%8,834Sh.149.42   Sole–3,418– 5,416
AVID BIOSERVICES INCCOM–05368M·10·697  0.00%12,641Sh.7.67   Sole–Sole––
AVIENT CORPORATIONCOM–05368V·10·6397  0.01%15,000Sh.26.47   Sole–Sole––
AVISTA CORPCOM–05379B·10·7876  0.01%25,650Sh.34.15   Sole–22,000– 3,650
AVNET INCCOM–053807·10·3641  0.01%24,800Sh.25.85   Sole–24,600–200
AXIS CAP HLDGS LTDSHS–G0692U·10·92,613  0.03%59,310Sh.44.06   Sole–58,209– 1,101
AXSOME THERAPEUTICS INCCOM–05464T·10·4221  0.00%3,100Sh.71.29   Sole–Sole––
B & G FOODS INC NEWCOM–05508R·10·6544  0.01%19,587Sh.27.77   Sole–17,587– 2,000
B2GOLD CORPCOM–11777Q·20·93,056  0.04%468,700Sh.6.52   Sole–467,100– 1,600
BAIDU INCSPON ADR REP A–056752·10·8600  0.01%4,732Sh.126.80   Sole–Sole––
BAKER HUGHES COMPANYCL A–05722G·10·01,265  0.02%95,110Sh.13.30   Sole–16,108– 79,002
BALL CORPCOM–058498·10·6695  0.01%8,356Sh.83.17   Sole–Sole––
BANCORP INC DELCOM–05969A·10·5353  0.00%40,800Sh.8.65   Sole–40,000–800
BANK NEW YORK MELLON CORPCOM–064058·10·02,299  0.03%66,934Sh.34.35   Sole–Sole––
BANK NOVA SCOTIA B CCOM–064149·10·74,980  0.07%119,974Sh.41.51   Sole–117,574– 2,400
BANK OF NT BUTTERFIELD&SON LSHS NEW–G0772R·20·8430  0.01%19,300Sh.22.28   Sole–19,000–300
BANKUNITED INCCOM–06652K·10·3390  0.01%17,800Sh.21.91   Sole–17,000–800
BARRETT BUSINESS SVCS INCCOM–068463·10·8503  0.01%9,589Sh.52.46   Sole–9,467–122
BARRICK GOLD CORPCOM–067901·10·8481  0.01%17,105Sh.28.12   Sole–Sole––
BAXTER INTL INCCOM–071813·10·92,404  0.03%29,881Sh.80.45   Sole–20,965– 8,916
BCE INCCOM NEW–05534B·76·06,258  0.08%150,907Sh.41.47   Sole–148,807– 2,100
BECTON DICKINSON & COCOM–075887·10·92,035  0.03%8,745Sh.232.70   Sole–4,688– 4,057
BENCHMARK ELECTRS INCCOM–08160H·10·1747  0.01%37,053Sh.20.16   Sole–36,000– 1,053
BERKSHIRE HATHAWAY INC DELCL B NEW–084670·70·212,120  0.16%56,913Sh.212.96   Sole–Sole––
BERKSHIRE HILLS BANCORP INCCOM–084680·10·7287  0.00%28,308Sh.10.14   Sole–28,001–307
BEST BUY INCCOM–086516·10·13,225  0.04%28,975Sh.111.30   Sole–Sole––
BEYOND MEAT INCCOM–08862E·10·9382  0.01%2,300Sh.166.09   Sole–––None
BGC PARTNERS INCCL A–05541T·10·12,089  0.03%870,100Sh.2.40   Sole–865,800– 4,300
BIG LOTS INCCOM–089302·10·3542  0.01%12,150Sh.44.61   Sole–11,700–450
BIO RAD LABS INCCL A–090572·20·7338  0.00%654Sh.516.82   Sole–254–400
BIOGEN INCCOM–09062X·10·311,542  0.15%40,685Sh.283.69   Sole–37,934– 2,751
BIOHAVEN PHARMACTL HLDG CO LCOM–G11196·10·5235  0.00%3,600Sh.65.28   Sole–Sole––
BIOMARIN PHARMACEUTICAL INCCOM–09061G·10·1282  0.00%3,695Sh.76.32   Sole–300– 3,395
BJS RESTAURANTS INCCOM–09180C·10·6524  0.01%17,789Sh.29.46   Sole–17,648–141
BJS WHSL CLUB HLDGS INCCOM–05550J·10·1930  0.01%22,361Sh.41.59   Sole–15,761– 6,600
BK OF AMERICA CORPCOM–060505·10·44,519  0.06%187,578Sh.24.09   Sole–Sole––
BLACK HILLS CORPCOM–092113·10·9281  0.00%5,248Sh.53.54   Sole–2,648– 2,600
BLACKROCK INCCOM–09247X·10·11,287  0.02%2,282Sh.563.98   Sole–Sole––
BLACKSTONE MTG TR INCCOM CL A–09257W·10·0213  0.00%9,677Sh.22.01   Sole–Sole––
BLOCK H & R INCCOM–093671·10·5322  0.00%19,709Sh.16.34   Sole–Sole––
BLOOMIN BRANDS INCCOM–094235·10·8734  0.01%48,057Sh.15.27   Sole–47,057– 1,000
BLUEBIRD BIO INCCOM–09609G·10·0207  0.00%3,825Sh.54.12   Sole–2,400– 1,425
BLUEPRINT MEDICINES CORPCOM–09627Y·10·9751  0.01%8,100Sh.92.72   Sole–7,000– 1,100
BMC STK HLDGS INCCOM–05591B·10·9879  0.01%20,500Sh.42.88   Sole–20,000–500
BOEING COCOM–097023·10·51,391  0.02%8,417Sh.165.26   Sole–Sole––
BOISE CASCADE CO DELCOM–09739D·10·0599  0.01%15,000Sh.39.93   Sole–Sole––
BOOKING HOLDINGS INCCOM–09857L·10·88,852  0.12%5,174Sh.1,710.86   Sole–Sole––
BOOZ ALLEN HAMILTON HLDG CORCL A–099502·10·6965  0.01%11,620Sh.83.05   Sole–Sole––
BOSTON BEER INCCL A–100557·10·71,139  0.02%1,289Sh.883.63   Sole–1,050–239
BOSTON PRIVATE FINL HLDGS INCOM–101119·10·5304  0.00%55,000Sh.5.53   Sole–53,300– 1,700
BOSTON PROPERTIES INCCOM–101121·10·14,285  0.06%53,358Sh.80.31   Sole–47,631– 5,727
BOSTON SCIENTIFIC CORPCOM–101137·10·71,750  0.02%45,786Sh.38.22   Sole–24,356– 21,430
BOX INCCL A–10316T·10·4968  0.01%55,730Sh.17.37   Sole–55,543–187
BOYD GAMING CORPCOM–103304·10·1921  0.01%30,000Sh.30.70   Sole–Sole––
BRANDYWINE RLTY TRSH BEN INT NEW–105368·20·3120  0.00%11,600Sh.10.34   Sole–––None
BRIGHAM MINERALS INCCL A COM–10918L·10·3100  0.00%11,100Sh.9.01   Sole–––None
BRIGHTSPHERE INVT GROUP INCCOM–10948W·10·3690  0.01%53,433Sh.12.91   Sole–52,000– 1,433
BRINKER INTL INCCOM–109641·10·0359  0.00%8,384Sh.42.82   Sole–7,082– 1,302
BRISTOL-MYERS SQUIBB COCOM–110122·10·818,889  0.25%313,301Sh.60.29   Sole–277,944– 35,357
BRISTOL-MYERS SQUIBB CORIGHT 99/99/9999–110122·15·739  0.00%17,126Sh.2.28   Sole–––None
BRIXMOR PPTY GROUP INCCOM–11120U·10·5158  0.00%13,448Sh.11.75   Sole–––None
BROADCOM INCCOM–11135F·10·13,629  0.05%9,961Sh.364.32   Sole–9,661–300
BROADRIDGE FINL SOLUTIONS INCOM–11133T·10·3275  0.00%2,079Sh.132.28   Sole–1,379–700
BROOKFIELD INFRASTRUCTURE COCOM SB VTG SHS A–11275Q·10·7255  0.00%4,600Sh.55.43   Sole–––None
BROWN FORMAN CORPCL B–115637·20·9855  0.01%11,346Sh.75.36   Sole–4,600– 6,746
BUILDERS FIRSTSOURCE INCCOM–12008R·10·71,294  0.02%39,647Sh.32.64   Sole–38,708–939
BUNGE LIMITEDCOM–G16962·10·5406  0.01%8,880Sh.45.72   Sole–––None
BYLINE BANCORP INCCOM–124411·10·9120  0.00%10,600Sh.11.32   Sole–10,000–600
C H ROBINSON WORLDWIDE INCCOM NEW–12541W·20·91,054  0.01%10,305Sh.102.28   Sole–Sole––
CABOT OIL & GAS CORPCOM–127097·10·31,189  0.02%68,437Sh.17.37   Sole–19,264– 49,173
CADENCE BANCORPORATIONCL A–12739A·10·0370  0.00%43,022Sh.8.60   Sole–42,000– 1,022
CADENCE DESIGN SYSTEM INCCOM–127387·10·8578  0.01%5,419Sh.106.66   Sole–3,819– 1,600
CAESARSTONE LTDORD SHS–M20598·10·4878  0.01%89,550Sh.9.80   Sole–73,700– 15,850
CAMDEN PPTY TRSH BEN INT–133131·10·2500  0.01%5,610Sh.89.13   Sole–1,600– 4,010
CAMPBELL SOUP COCOM–134429·10·911,467  0.15%237,056Sh.48.37   Sole–227,873– 9,183
CAMTEK LTDORD–M20791·10·5294  0.00%19,100Sh.15.39   Sole–Sole––
CANADIAN IMP BK COMMCOM–136069·10·11,742  0.02%23,309Sh.74.74   Sole–Sole––
CANADIAN NAT RES LTDCOM–136385·10·11,174  0.02%73,344Sh.16.01   Sole–Sole––
CANADIAN NATL RY COCOM–136375·10·2528  0.01%4,963Sh.106.39   Sole–Sole––
CANADIAN PAC RY LTDCOM–13645T·10·0225  0.00%738Sh.304.88   Sole–Sole––
CANADIAN SOLAR INCCOM–136635·10·92,180  0.03%62,088Sh.35.11   Sole–49,638– 12,450
CAPITAL ONE FINL CORPCOM–14040H·10·52,020  0.03%28,105Sh.71.87   Sole–Sole––
CARDINAL HEALTH INCCOM–14149Y·10·84,510  0.06%96,050Sh.46.95   Sole–89,894– 6,156
CARDIOVASCULAR SYS INC DELCOM–141619·10·6617  0.01%15,675Sh.39.36   Sole–15,000–675
CAREDX INCCOM–14167L·10·3467  0.01%12,300Sh.37.97   Sole–12,000–300
CARETRUST REIT INCCOM–14174T·10·7552  0.01%31,000Sh.17.81   Sole–26,000– 5,000
CARGURUS INCCOM CL A–141788·10·9208  0.00%9,600Sh.21.67   Sole–9,300–300
CARLISLE COS INCCOM–142339·10·05,663  0.08%46,270Sh.122.39   Sole–Sole––
CARRIER GLOBAL CORPORATIONCOM–14448C·10·4401  0.01%13,117Sh.30.57   Sole–Sole––
CASEYS GEN STORES INCCOM–147528·10·3466  0.01%2,619Sh.177.93   Sole–519– 2,100
CASS INFORMATION SYS INCCOM–14808P·10·9214  0.00%5,300Sh.40.38   Sole–––None
CATALENT INCCOM–148806·10·2410  0.01%4,776Sh.85.85   Sole–2,376– 2,400
CATALYST PHARMACEUTICALS INCCOM–14888U·10·1263  0.00%88,282Sh.2.98   Sole–85,800– 2,482
CATERPILLAR INC DELCOM–149123·10·11,391  0.02%9,320Sh.149.25   Sole–Sole––
CBOE GLOBAL MARKETS INCCOM–12503M·10·8726  0.01%8,270Sh.87.79   Sole–Sole––
CBRE GROUP INCCL A–12504L·10·91,296  0.02%27,579Sh.46.99   Sole–15,712– 11,867
CELANESE CORP DELCOM–150870·10·3419  0.01%3,892Sh.107.66   Sole–Sole––
CELESTICA INCSUB VTG SHS–15101Q·10·81,214  0.02%175,858Sh.6.90   Sole–141,958– 33,900
CENTENE CORP DELCOM–15135B·10·1991  0.01%16,974Sh.58.38   Sole–9,167– 7,807
CENTERPOINT ENERGY INCCOM–15189T·10·7484  0.01%24,967Sh.19.39   Sole–13,257– 11,710
CENTRAL PAC FINL CORPCOM NEW–154760·40·9326  0.00%23,952Sh.13.61   Sole–23,452–500
CERNER CORPCOM–156782·10·4688  0.01%9,510Sh.72.34   Sole–3,882– 5,628
CF INDS HLDGS INCCOM–125269·10·02,098  0.03%68,284Sh.30.72   Sole–Sole––
CHAMPIONX CORPORATIONCOM–15872M·10·4192  0.00%24,000Sh.8.00   Sole–––None
CHARLES RIV LABS INTL INCCOM–159864·10·7227  0.00%1,000Sh.227.00   Sole–––None
CHARTER COMMUNICATIONS INC NCL A–16119P·10·81,433  0.02%2,294Sh.624.67   Sole–Sole––
CHECK POINT SOFTWARE TECH LTORD–M22465·10·44,949  0.07%41,119Sh.120.36   Sole–40,992–127
CHEESECAKE FACTORY INCCOM–163072·10·1417  0.01%15,000Sh.27.80   Sole–Sole––
CHEMED CORP NEWCOM–16359R·10·310,135  0.14%21,099Sh.480.35   Sole–20,779–320
CHENIERE ENERGY INCCOM NEW–16411R·20·81,443  0.02%31,170Sh.46.29   Sole–2,200– 28,970
CHEVRON CORP NEWCOM–166764·10·020,379  0.27%283,040Sh.72.00   Sole–54,352– 228,688
CHIMERA INVT CORPCOM NEW–16934Q·20·8607  0.01%74,000Sh.8.20   Sole–Sole––
CHIMERIX INCCOM–16934W·10·6113  0.00%45,001Sh.2.51   Sole–40,401– 4,600
CHIPOTLE MEXICAN GRILL INCCOM–169656·10·5400  0.01%321Sh.1,246.11   Sole–Sole––
CHUBB LIMITEDCOM–H1467J·10·4845  0.01%7,272Sh.116.20   Sole–Sole––
CHURCH & DWIGHT INCCOM–171340·10·26,262  0.08%66,818Sh.93.72   Sole–54,377– 12,441
CIENA CORPCOM NEW–171779·30·91,750  0.02%44,084Sh.39.70   Sole–43,884–200
CIGNA CORP NEWCOM–125523·10·02,124  0.03%12,534Sh.169.46   Sole–6,847– 5,687
CIMAREX ENERGY COCOM–171798·10·1333  0.00%13,650Sh.24.40   Sole–––None
CINTAS CORPCOM–172908·10·51,322  0.02%3,969Sh.333.08   Sole–Sole––
CIRRUS LOGIC INCCOM–172755·10·01,041  0.01%15,420Sh.67.51   Sole–15,100–320
CISCO SYS INCCOM–17275R·10·219,358  0.26%491,422Sh.39.39   Sole–488,822– 2,600
CIT GROUP INCCOM NEW–125581·80·13,570  0.05%201,560Sh.17.71   Sole–Sole––
CITIGROUP INCCOM NEW–172967·42·44,655  0.06%107,977Sh.43.11   Sole–Sole––
CITIZENS FINL GROUP INCCOM–174610·10·52,686  0.04%106,242Sh.25.28   Sole–Sole––
CITRIX SYS INCCOM–177376·10·06,023  0.08%43,736Sh.137.71   Sole–42,336– 1,400
CITY HLDG COCOM–177835·10·5280  0.00%4,857Sh.57.65   Sole–Sole––
CLOROX CO DELCOM–189054·10·96,896  0.09%32,808Sh.210.19   Sole–27,636– 5,172
CME GROUP INCCOM–12572Q·10·51,001  0.01%5,979Sh.167.42   Sole–Sole––
CMS ENERGY CORPCOM–125896·10·0817  0.01%13,294Sh.61.46   Sole–8,914– 4,380
CNH INDL N VSHS–N20944·10·9195  0.00%24,931Sh.7.82   Sole–Sole––
CNX RES CORPCOM–12653C·10·8166  0.00%17,500Sh.9.49   Sole–––None
COCA COLA COCOM–191216·10·028,590  0.38%579,085Sh.49.37   Sole–415,267– 163,818
COEUR MNG INCCOM NEW–192108·50·4435  0.01%58,841Sh.7.39   Sole–56,741– 2,100
COGENT COMMUNICATIONS HLDGSCOM NEW–19239V·30·23,920  0.05%65,263Sh.60.06   Sole–65,063–200
COGNIZANT TECHNOLOGY SOLUTIOCL A–192446·10·2726  0.01%10,449Sh.69.48   Sole–6,757– 3,692
COHEN & STEERS INCCOM–19247A·10·0656  0.01%11,761Sh.55.78   Sole–Sole––
COLGATE PALMOLIVE COCOM–194162·10·34,156  0.06%53,867Sh.77.15   Sole–16,631– 37,236
COMCAST CORP NEWCL A–20030N·10·13,226  0.04%69,717Sh.46.27   Sole–Sole––
COMERICA INCCOM–200340·10·7391  0.01%10,206Sh.38.31   Sole–Sole––
COMMUNITY TR BANCORP INCCOM–204149·10·8384  0.01%13,565Sh.28.31   Sole–Sole––
COMMVAULT SYSTEMS INCCOM–204166·10·2622  0.01%15,243Sh.40.81   Sole–12,633– 2,610
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR–204448·10·4191  0.00%15,600Sh.12.24   Sole–Sole––
CONAGRA BRANDS INCCOM–205887·10·21,098  0.01%30,739Sh.35.72   Sole–9,647– 21,092
CONCERT PHARMACEUTICALS INCCOM–206022·10·5389  0.01%39,550Sh.9.84   Sole–38,597–953
CONCHO RES INCCOM–20605P·10·11,363  0.02%30,892Sh.44.12   Sole–5,837– 25,055
CONOCOPHILLIPSCOM–20825C·10·45,440  0.07%165,644Sh.32.84   Sole–34,633– 131,011
CONSOLIDATED EDISON INCCOM–209115·10·416,674  0.22%214,309Sh.77.80   Sole–206,997– 7,312
CONSTELLATION BRANDS INCCL A–21036P·10·83,573  0.05%18,849Sh.189.56   Sole–12,200– 6,649
CONTINENTAL RES INCCOM–212015·10·1142  0.00%11,510Sh.12.34   Sole–––None
COOPER COS INCCOM NEW–216648·40·2541  0.01%1,603Sh.337.49   Sole–603– 1,000
COPART INCCOM–217204·10·6250  0.00%2,368Sh.105.57   Sole–Sole––
CORCEPT THERAPEUTICS INCCOM–218352·10·2542  0.01%31,104Sh.17.43   Sole–30,000– 1,104
CORE MARK HOLDING CO INCCOM–218681·10·4491  0.01%16,957Sh.28.96   Sole–Sole––
CORECIVIC INCCOM–21871N·10·14,547  0.06%568,330Sh.8.00   Sole–559,290– 9,040
CORESITE RLTY CORPCOM–21870Q·10·52,874  0.04%24,170Sh.118.91   Sole–22,970– 1,200
CORNERSTONE ONDEMAND INCCOM–21925Y·10·3444  0.01%12,200Sh.36.39   Sole–12,000–200
CORNING INCCOM–219350·10·5356  0.00%10,954Sh.32.50   Sole–Sole––
CORTEVA INCCOM–22052L·10·4551  0.01%19,098Sh.28.85   Sole–Sole––
COSTCO WHSL CORP NEWCOM–22160K·10·510,215  0.14%28,773Sh.355.02   Sole–9,502– 19,271
COTY INCCOM CL A–222070·20·329  0.00%10,533Sh.2.75   Sole–––None
CRA INTL INCCOM–12618T·10·5428  0.01%11,403Sh.37.53   Sole–11,303–100
CRACKER BARREL OLD CTRY STORCOM–22410J·10·6280  0.00%2,436Sh.114.94   Sole–2,336–100
CREDICORP LTDCOM–G2519Y·10·81,116  0.01%9,000Sh.124.00   Sole–Sole––
CRESCENT PT ENERGY CORPCOM–22576C·10·1326  0.00%267,500Sh.1.22   Sole–192,500– 75,000
CRITEO S ASPONS ADS–226718·10·41,032  0.01%84,600Sh.12.20   Sole–73,300– 11,300
CROWDSTRIKE HLDGS INCCL A–22788C·10·52,060  0.03%15,000Sh.137.33   Sole–Sole––
CROWN CASTLE INTL CORP NEWCOM–22822V·10·119,485  0.26%117,026Sh.166.50   Sole–106,127– 10,899
CROWN HLDGS INCCOM–228368·10·6209  0.00%2,719Sh.76.87   Sole–Sole––
CSG SYS INTL INCCOM–126349·10·9620  0.01%15,133Sh.40.97   Sole–13,833– 1,300
CSX CORPCOM–126408·10·33,520  0.05%45,308Sh.77.69   Sole–Sole––
CUBESMARTCOM–229663·10·97,502  0.10%232,162Sh.32.31   Sole–222,662– 9,500
CUMMINS INCCOM–231021·10·63,393  0.05%16,065Sh.211.20   Sole–Sole––
CUSHMAN WAKEFIELD PLCSHS–G2717B·10·8235  0.00%22,300Sh.10.54   Sole–13,000– 9,300
CVR ENERGY INCCOM–12662P·10·8193  0.00%15,524Sh.12.43   Sole–10,824– 4,700
CVS HEALTH CORPCOM–126650·10·020,041  0.27%343,167Sh.58.40   Sole–319,977– 23,190
CYBERARK SOFTWARE LTDSHS–M2682V·10·81,827  0.02%17,658Sh.103.47   Sole–14,333– 3,325
D R HORTON INCCOM–23331A·10·9298  0.00%3,939Sh.75.65   Sole–Sole––
DANA INCORPORATEDCOM–235825·20·5522  0.01%42,350Sh.12.33   Sole–41,000– 1,350
DANAHER CORPORATIONCOM–235851·10·24,033  0.05%18,726Sh.215.37   Sole–10,055– 8,671
DARLING INGREDIENTS INCCOM–237266·10·1235  0.00%6,500Sh.36.15   Sole–––None
DAVITA INCCOM–23918K·10·8259  0.00%3,023Sh.85.68   Sole–1,403– 1,620
DBX ETF TRXTRACK USD HIGH–233051·43·27,177  0.10%149,201Sh.48.10   Sole–Sole––
DECKERS OUTDOOR CORPCOM–243537·10·712,832  0.17%58,321Sh.220.02   Sole–58,133–188
DEERE & COCOM–244199·10·51,150  0.02%5,188Sh.221.67   Sole–Sole––
DELEK US HLDGS INC NEWCOM–24665A·10·3120  0.00%10,766Sh.11.15   Sole–4,451– 6,315
DELTA AIR LINES INC DELCOM NEW–247361·70·2227  0.00%7,405Sh.30.65   Sole–Sole––
DENTSPLY SIRONA INCCOM–24906P·10·9353  0.00%8,066Sh.43.76   Sole–2,414– 5,652
DEUTSCHE BANK A GNAMEN AKT–D18190·89·893  0.00%11,086Sh.8.39   Sole–Sole––
DEVON ENERGY CORP NEWCOM–25179M·10·32,362  0.03%249,628Sh.9.46   Sole–200,930– 48,698
DEXCOM INCCOM–252131·10·71,125  0.02%2,728Sh.412.39   Sole–1,528– 1,200
DHT HOLDINGS INCSHS NEW–Y2065G·12·1841  0.01%162,800Sh.5.17   Sole–155,900– 6,900
DIAMONDBACK ENERGY INCCOM–25278X·10·9748  0.01%24,809Sh.30.15   Sole–3,825– 20,984
DIAMONDROCK HOSPITALITY COCOM–252784·30·1499  0.01%98,311Sh.5.08   Sole–Sole––
DICKS SPORTING GOODS INCCOM–253393·10·2365  0.00%6,300Sh.57.94   Sole–6,000–300
DIEBOLD NXDF INCCOM–253651·10·3298  0.00%39,000Sh.7.64   Sole–Sole––
DIGITAL RLTY TR INCCOM–253868·10·31,929  0.03%13,140Sh.146.80   Sole–6,430– 6,710
DINE BRANDS GLOBAL INCCOM–254423·10·6568  0.01%10,400Sh.54.62   Sole–10,200–200
DIODES INCCOM–254543·10·1475  0.01%8,403Sh.56.53   Sole–8,000–403
DISCOVER FINL SVCSCOM–254709·10·84,408  0.06%76,274Sh.57.79   Sole–Sole––
DISNEY WALT COCOM DISNEY–254687·10·65,976  0.08%48,157Sh.124.09   Sole–27,543– 20,614
DOLLAR GEN CORP NEWCOM–256677·10·58,454  0.11%40,328Sh.209.63   Sole–39,658–670
DOLLAR TREE INCCOM–256746·10·8347  0.00%3,789Sh.91.58   Sole–Sole––
DOMINION ENERGY INCCOM–25746U·10·93,037  0.04%38,468Sh.78.95   Sole–24,093– 14,375
DOMINOS PIZZA INCCOM–25754A·20·11,350  0.02%3,173Sh.425.46   Sole–Sole––
DOMTAR CORPCOM NEW–257559·20·35,016  0.07%190,943Sh.26.27   Sole–190,443–500
DORMAN PRODUCTS INCCOM–258278·10·0371  0.00%4,100Sh.90.49   Sole–4,000–100
DOUGLAS DYNAMICS INCCOM–25960R·10·5410  0.01%11,975Sh.34.24   Sole–Sole––
DOVER CORPCOM–260003·10·85,529  0.07%51,033Sh.108.34   Sole–Sole––
DOW INCCOM–260557·10·3905  0.01%19,222Sh.47.08   Sole–Sole––
DR REDDYS LABS LTDADR–256135·20·3236  0.00%3,383Sh.69.76   Sole–Sole––
DROPBOX INCCL A–26210C·10·43,378  0.05%175,383Sh.19.26   Sole–Sole––
DTE ENERGY COCOM–233331·10·718,639  0.25%162,015Sh.115.04   Sole–157,844– 4,171
DUKE ENERGY CORP NEWCOM NEW–26441C·20·419,403  0.26%219,087Sh.88.56   Sole–206,119– 12,968
DUKE REALTY CORPCOM NEW–264411·50·5781  0.01%21,146Sh.36.93   Sole–10,518– 10,628
DUPONT DE NEMOURS INCCOM–26614N·10·21,099  0.01%19,797Sh.55.51   Sole–Sole––
DYCOM INDS INCCOM–267475·10·1828  0.01%15,675Sh.52.82   Sole–15,500–175
EAGLE PHARMACEUTICALS INCCOM–269796·10·8353  0.00%8,295Sh.42.56   Sole–8,195–100
EASTERLY GOVT PPTYS INCCOM–27616P·10·3464  0.01%20,700Sh.22.42   Sole–Sole––
EASTMAN CHEM COCOM–277432·10·06,803  0.09%87,083Sh.78.12   Sole–Sole––
EATON CORP PLCSHS–G29183·10·319,520  0.26%191,314Sh.102.03   Sole–Sole––
EBAY INC.COM–278642·10·310,553  0.14%202,550Sh.52.10   Sole–Sole––
ECOLAB INCCOM–278865·10·01,336  0.02%6,683Sh.199.91   Sole–Sole––
EDISON INTLCOM–281020·10·7851  0.01%16,721Sh.50.89   Sole–8,654– 8,067
EDITAS MEDICINE INCCOM–28106W·10·3291  0.00%10,350Sh.28.12   Sole–10,000–350
EDWARDS LIFESCIENCES CORPCOM–28176E·10·86,865  0.09%86,004Sh.79.82   Sole–78,753– 7,251
EHEALTH INCCOM–28238P·10·9510  0.01%6,450Sh.79.07   Sole–6,300–150
ELANCO ANIMAL HEALTH INCCOM–28414H·10·3260  0.00%9,300Sh.27.96   Sole–––None
ELECTRONIC ARTS INCCOM–285512·10·911,918  0.16%91,383Sh.130.42   Sole–88,219– 3,164
EMERGENT BIOSOLUTIONS INCCOM–29089Q·10·5713  0.01%6,900Sh.103.33   Sole–6,759–141
EMERSON ELEC COCOM–291011·10·416,520  0.22%251,938Sh.65.57   Sole–Sole––
EMPLOYERS HOLDINGS INCCOM–292218·10·4539  0.01%17,792Sh.30.29   Sole–17,592–200
ENANTA PHARMACEUTICALS INCCOM–29251M·10·6490  0.01%10,700Sh.45.79   Sole–8,400– 2,300
ENBRIDGE INCCOM–29250N·10·5519  0.01%17,788Sh.29.18   Sole–Sole––
ENCOMPASS HEALTH CORPCOM–29261A·10·0345  0.00%5,308Sh.65.00   Sole–2,808– 2,500
ENCORE CAP GROUP INCCOM–292554·10·2545  0.01%14,100Sh.38.65   Sole–13,900–200
ENDO INTL PLCSHS–G30401·10·6114  0.00%34,500Sh.3.30   Sole–33,000– 1,500
ENERGY TRANSFER LPCOM UT LTD PTN–29273V·10·0112  0.00%20,500Sh.5.46   Sole–Sole––
ENNIS INCCOM–293389·10·2482  0.01%27,635Sh.17.44   Sole–Sole––
ENOVA INTL INCCOM–29357K·10·3754  0.01%45,952Sh.16.41   Sole–45,000–952
ENSIGN GROUP INCCOM–29358P·10·11,453  0.02%25,449Sh.57.09   Sole–24,209– 1,240
ENTERGY CORP NEWCOM–29364G·10·3977  0.01%9,910Sh.98.59   Sole–5,418– 4,492
EOG RES INCCOM–26875P·10·13,288  0.04%91,482Sh.35.94   Sole–19,078– 72,404
EQT CORPCOM–26884L·10·91,349  0.02%104,261Sh.12.94   Sole–76,454– 27,807
EQUIFAX INCCOM–294429·10·5219  0.00%1,394Sh.157.10   Sole–Sole––
EQUITRANS MIDSTREAM CORPCOM–294600·10·1438  0.01%51,725Sh.8.47   Sole–––None
EQUITY LIFESTYLE PPTYS INCCOM–29472R·10·8507  0.01%8,260Sh.61.38   Sole–2,500– 5,760
EQUITY RESIDENTIALSH BEN INT–29476L·10·71,230  0.02%23,958Sh.51.34   Sole–10,707– 13,251
ESPERION THERAPEUTICS INC NECOM–29664W·10·5452  0.01%12,150Sh.37.20   Sole–12,000–150
ESSENT GROUP LTDCOM–G3198U·10·2902  0.01%24,356Sh.37.03   Sole–24,000–356
ESSENTIAL PPTYS RLTY TR INCCOM–29670E·10·7513  0.01%28,000Sh.18.32   Sole–24,000– 4,000
ESSENTIAL UTILS INCCOM–29670G·10·2238  0.00%5,900Sh.40.34   Sole–2,000– 3,900
ESSEX PPTY TR INCCOM–297178·10·5863  0.01%4,297Sh.200.84   Sole–1,892– 2,405
ETSY INCCOM–29786A·10·61,066  0.01%8,758Sh.121.72   Sole–Sole––
EURONAV NVSHS–B38564·10·81,797  0.02%203,505Sh.8.83   Sole–183,505– 20,000
EVERCORE INCCLASS A–29977A·10·5629  0.01%9,600Sh.65.52   Sole–9,500–100
EVEREST RE GROUP LTDCOM–G3223R·10·82,978  0.04%15,073Sh.197.57   Sole–14,473–600
EVERGY INCCOM–30034W·10·610,798  0.14%212,461Sh.50.82   Sole–208,346– 4,115
EVERSOURCE ENERGYCOM–30040W·10·81,182  0.02%14,146Sh.83.56   Sole–8,831– 5,315
EVERTEC INCCOM–30040P·10·3224  0.00%6,433Sh.34.82   Sole–Sole––
EXACT SCIENCES CORPCOM–30063P·10·5204  0.00%2,000Sh.102.00   Sole–––None
EXELON CORPCOM–30161N·10·14,846  0.06%135,507Sh.35.76   Sole–117,366– 18,141
EXLSERVICE HOLDINGS INCCOM–302081·10·4508  0.01%7,700Sh.65.97   Sole–7,500–200
EXPEDITORS INTL WASH INCCOM–302130·10·92,070  0.03%22,864Sh.90.54   Sole–Sole––
EXPONENT INCCOM–30214U·10·27,036  0.09%97,677Sh.72.03   Sole–97,477–200
EXTRA SPACE STORAGE INCCOM–30225T·10·21,738  0.02%16,240Sh.107.02   Sole–11,374– 4,866
EXXON MOBIL CORPCOM–30231G·10·222,176  0.30%645,963Sh.34.33   Sole–124,647– 521,316
EZCORP INCCL A NON VTG–302301·10·6297  0.00%59,000Sh.5.03   Sole–58,000– 1,000
F M C CORPCOM NEW–302491·30·3442  0.01%4,166Sh.106.10   Sole–Sole––
F N B CORPCOM–302520·10·11,777  0.02%261,969Sh.6.78   Sole–Sole––
FABRINETSHS–G3323L·10·0716  0.01%11,350Sh.63.08   Sole–11,000–350
FACEBOOK INCCL A–30303M·10·240,129  0.54%153,220Sh.261.90   Sole–139,764– 13,456
FALCON MINERALS CORPCL A COM–30607B·10·977  0.00%31,300Sh.2.46   Sole–––None
FASTENAL COCOM–311900·10·4417  0.01%9,231Sh.45.17   Sole–Sole––
FEDERAL RLTY INVT TRSH BEN INT NEW–313747·20·6472  0.01%6,415Sh.73.58   Sole–2,975– 3,440
FEDERATED HERMES INCCL B–314211·10·3463  0.01%21,500Sh.21.53   Sole–21,000–500
FEDEX CORPCOM–31428X·10·61,071  0.01%4,257Sh.251.59   Sole–Sole––
FERRARI N VCOM–N3167Y·10·3371  0.00%2,014Sh.184.21   Sole–Sole––
FIAT CHRYSLER AUTOMOBILES NSHS–N31738·10·2257  0.00%20,974Sh.12.25   Sole–Sole––
FIBROGEN INCCOM–31572Q·80·8391  0.01%9,500Sh.41.16   Sole–6,900– 2,600
FIDELITY NATL INFORMATION SVCOM–31620M·10·61,431  0.02%9,718Sh.147.25   Sole–7,548– 2,170
FIFTH THIRD BANCORPCOM–316773·10·0292  0.00%13,685Sh.21.34   Sole–Sole––
FINANCIAL INSTNS INCCOM–317585·40·4242  0.00%15,671Sh.15.44   Sole–15,000–671
FIRST BANCORP P RCOM NEW–318672·70·6530  0.01%101,375Sh.5.23   Sole–99,920– 1,455
FIRST BUSEY CORPCOM NEW–319383·20·4191  0.00%12,000Sh.15.92   Sole–Sole––
FIRST COMWLTH FINL CORP PACOM–319829·10·7253  0.00%32,646Sh.7.75   Sole–Sole––
FIRST FINL CORP INDCOM–320218·10·0351  0.00%11,160Sh.31.45   Sole–10,846–314
FIRST HAWAIIAN INCCOM–32051X·10·82,055  0.03%142,007Sh.14.47   Sole–Sole––
FIRST HORIZON NATL CORPCOM–320517·10·5757  0.01%80,187Sh.9.44   Sole–Sole––
FIRST MIDWEST BANCORP DELCOM–320867·10·4385  0.01%35,692Sh.10.79   Sole–Sole––
FIRST REP BK SAN FRANCISCO CCOM–33616C·10·0219  0.00%2,006Sh.109.17   Sole–Sole––
FIRSTCASH INCCOM–33767D·10·5544  0.01%9,500Sh.57.26   Sole–Sole––
FIRSTENERGY CORPCOM–337932·10·7739  0.01%25,740Sh.28.71   Sole–14,284– 11,456
FISERV INCCOM–337738·10·8983  0.01%9,534Sh.103.10   Sole–6,995– 2,539
FIVE PRIME THERAPEUTICS INCCOM–33830X·10·4220  0.00%46,800Sh.4.70   Sole–43,000– 3,800
FIVE9 INCCOM–338307·10·1805  0.01%6,200Sh.129.84   Sole–6,000–200
FLAGSTAR BANCORP INCCOM PAR .001–337930·70·5460  0.01%15,500Sh.29.68   Sole–15,000–500
FLEETCOR TECHNOLOGIES INCCOM–339041·10·5338  0.00%1,417Sh.238.53   Sole–1,017–400
FLOWERS FOODS INCCOM–343498·10·14,155  0.06%170,742Sh.24.33   Sole–154,522– 16,220
FLUIDIGM CORP DELCOM–34385P·10·8223  0.00%30,000Sh.7.43   Sole–Sole––
FLUOR CORP NEWCOM–343412·10·2179  0.00%20,300Sh.8.82   Sole–19,600–700
FLUSHING FINL CORPCOM–343873·10·5511  0.01%48,486Sh.10.54   Sole–47,486– 1,000
FLY LEASING LTDSPONSORED ADR–34407D·10·9761  0.01%104,800Sh.7.26   Sole–82,900– 21,900
FOOT LOCKER INCCOM–344849·10·4686  0.01%20,761Sh.33.04   Sole–20,616–145
FORD MTR CO DELCOM–345370·86·0794  0.01%119,169Sh.6.66   Sole–Sole––
FORESTAR GROUP INCCOM–346232·10·1411  0.01%23,200Sh.17.72   Sole–10,400– 12,800
FORTINET INCCOM–34959E·10·99,510  0.13%80,721Sh.117.81   Sole–80,021–700
FORTIS INCCOM–349553·10·7444  0.01%10,864Sh.40.87   Sole–Sole––
FORTIVE CORPCOM–34959J·10·8433  0.01%5,679Sh.76.25   Sole–Sole––
FOUR CORNERS PPTY TR INCCOM–35086T·10·91,222  0.02%47,726Sh.25.60   Sole–43,226– 4,500
FRANCO NEV CORPCOM–351858·10·5246  0.00%1,760Sh.139.77   Sole–Sole––
FRANKLIN STR PPTYS CORPCOM–35471R·10·659  0.00%16,000Sh.3.69   Sole–––None
FRANKS INTL N VCOM–N33462·10·737  0.00%23,800Sh.1.55   Sole–––None
FREEPORT-MCMORAN INCCL B–35671D·85·7599  0.01%38,262Sh.15.66   Sole–Sole––
FRESH DEL MONTE PRODUCE INCORD–G36738·10·5531  0.01%23,140Sh.22.95   Sole–20,500– 2,640
FRONTDOOR INCCOM–35905A·10·9331  0.00%8,500Sh.38.94   Sole–8,300–200
FRONTLINE LTDSHS NEW–G3682E·19·2149  0.00%22,900Sh.6.51   Sole–––None
FTI CONSULTING INCCOM–302941·10·97,126  0.10%67,240Sh.105.98   Sole–67,170–70
FULGENT GENETICS INCCOM–359664·10·9541  0.01%13,501Sh.40.07   Sole–12,801–700
GALLAGHER ARTHUR J & COCOM–363576·10·9228  0.00%2,159Sh.105.60   Sole–Sole––
GAMING & LEISURE PPTYS INCCOM–36467J·10·87,611  0.10%206,069Sh.36.93   Sole–197,852– 8,217
GARTNER INCCOM–366651·10·7247  0.00%1,975Sh.125.06   Sole–1,075–900
GCI LIBERTY INCCOM CLASS A–36164V·30·5222  0.00%2,700Sh.82.22   Sole–––None
GDS HLDGS LTDSPONSORED ADS–36165L·10·8442  0.01%5,400Sh.81.85   Sole–Sole––
GENERAL DYNAMICS CORPCOM–369550·10·8565  0.01%4,080Sh.138.48   Sole–Sole––
GENERAL ELECTRIC COCOM–369604·10·3910  0.01%146,036Sh.6.23   Sole–Sole––
GENERAL MLS INCCOM–370334·10·423,263  0.31%377,154Sh.61.68   Sole–350,203– 26,951
GENERAL MTRS COCOM–37045V·10·0623  0.01%21,024Sh.29.63   Sole–Sole––
GENESCO INCCOM–371532·10·2235  0.00%10,900Sh.21.56   Sole–10,500–400
GENMARK DIAGNOSTICS INCCOM–372309·10·4638  0.01%44,900Sh.14.21   Sole–44,000–900
GENUINE PARTS COCOM–372460·10·58,909  0.12%93,611Sh.95.17   Sole–Sole––
GEO GROUP INC NEWCOM–36162J·10·6497  0.01%43,800Sh.11.35   Sole–35,000– 8,800
GERON CORPCOM–374163·10·3157  0.00%90,000Sh.1.74   Sole–Sole––
GETTY RLTY CORP NEWCOM–374297·10·9436  0.01%16,744Sh.26.04   Sole–14,144– 2,600
GILEAD SCIENCES INCCOM–375558·10·320,334  0.27%321,786Sh.63.19   Sole–299,480– 22,306
GLOBAL MED REIT INCCOM NEW–37954A·20·4442  0.01%32,700Sh.13.52   Sole–Sole––
GLOBAL PMTS INCCOM–37940X·10·2922  0.01%5,190Sh.177.65   Sole–3,702– 1,488
GLOBAL X FDSGLBL X MLP ETF–37954Y·34·33,663  0.05%166,774Sh.21.96   Sole–Sole––
GLOBAL X FDSGLOBX SUPDV US–37950E·29·112,581  0.17%832,037Sh.15.12   Sole–Sole––
GLOBUS MED INCCL A–379577·20·8496  0.01%10,000Sh.49.60   Sole–8,200– 1,800
GLU MOBILE INCCOM–379890·10·6725  0.01%94,400Sh.7.68   Sole–93,000– 1,400
GOLAR LNG LTDSHS–G9456A·10·062  0.00%10,200Sh.6.08   Sole–––None
GOLDEN OCEAN GROUP LTDSHS NEW–G39637·20·5407  0.01%106,500Sh.3.82   Sole–105,300– 1,200
GOLDMAN SACHS GROUP INCCOM–38141G·10·41,100  0.01%5,472Sh.201.02   Sole–Sole––
GOODYEAR TIRE & RUBR COCOM–382550·10·11,304  0.02%170,000Sh.7.67   Sole–Sole––
GRAFTECH INTL LTDCOM–384313·50·84,540  0.06%663,600Sh.6.84   Sole–Sole––
GRAINGER W W INCCOM–384802·10·47,469  0.10%20,933Sh.356.81   Sole–Sole––
GRANITE CONSTR INCCOM–387328·10·7231  0.00%13,100Sh.17.63   Sole–12,600–500
GREAT AJAX CORPCOM–38983D·30·0248  0.00%29,897Sh.8.30   Sole–Sole––
GREAT LAKES DREDGE & DOCK COCOM–390607·10·9436  0.01%45,800Sh.9.52   Sole–45,000–800
GREAT WESTN BANCORP INCCOM–391416·10·4490  0.01%39,300Sh.12.47   Sole–38,900–400
GREENBRIER COS INCCOM–393657·10·1497  0.01%16,900Sh.29.41   Sole–16,700–200
H & E EQUIPMENT SERVICES INCCOM–404030·10·8227  0.00%11,500Sh.19.74   Sole–Sole––
HACKETT GROUP INCCOM–404609·10·9470  0.01%42,024Sh.11.18   Sole–Sole––
HAEMONETICS CORPCOM–405024·10·03,277  0.04%37,548Sh.87.27   Sole–36,038– 1,510
HALLIBURTON COCOM–406216·10·11,600  0.02%132,746Sh.12.05   Sole–26,545– 106,201
HALOZYME THERAPEUTICS INCCOM–40637H·10·9506  0.01%19,232Sh.26.31   Sole–16,732– 2,500
HANCOCK WHITNEY CORPORATIONCOM–410120·10·9212  0.00%11,253Sh.18.84   Sole–Sole––
HANMI FINL CORPCOM NEW–410495·20·4308  0.00%37,508Sh.8.21   Sole–36,708–800
HANOVER INS GROUP INCCOM–410867·10·5610  0.01%6,545Sh.93.20   Sole–6,445–100
HARROW HEALTH INCCOM–415858·10·994  0.00%16,800Sh.5.60   Sole–15,000– 1,800
HARTFORD FINL SVCS GROUP INCCOM–416515·10·46,410  0.09%173,889Sh.36.86   Sole–173,069–820
HAWAIIAN HOLDINGS INCCOM–419879·10·1266  0.00%20,560Sh.12.94   Sole–19,960–600
HAYNES INTERNATIONAL INCCOM NEW–420877·20·1252  0.00%14,700Sh.17.14   Sole–14,200–500
HCA HEALTHCARE INCCOM–40412C·10·1877  0.01%7,030Sh.124.75   Sole–3,022– 4,008
HCI GROUP INCCOM–40416E·10·3798  0.01%16,174Sh.49.34   Sole–15,874–300
HD SUPPLY HLDGS INCCOM–40416M·10·54,691  0.06%113,743Sh.41.24   Sole–Sole––
HEALTHCARE RLTY TRCOM–421946·10·4211  0.00%7,000Sh.30.14   Sole–––None
HEALTHCARE SVCS GROUP INCCOM–421906·10·8562  0.01%26,100Sh.21.53   Sole–Sole––
HEALTHCARE TR AMER INCCL A NEW–42225P·50·1263  0.00%10,090Sh.26.07   Sole–––None
HEALTHPEAK PROPERTIES INCCOM–42250P·10·3916  0.01%33,722Sh.27.16   Sole–15,286– 18,436
HEALTHSTREAM INCCOM–42222N·10·3300  0.00%14,900Sh.20.13   Sole–––None
HEARTLAND FINL USA INCCOM–42234Q·10·2348  0.00%11,600Sh.30.00   Sole–11,300–300
HEIDRICK & STRUGGLES INTL INCOM–422819·10·2284  0.00%14,450Sh.19.65   Sole–14,100–350
HELIX ENERGY SOLUTIONS GRP ICOM–42330P·10·730  0.00%12,100Sh.2.48   Sole–––None
HELMERICH & PAYNE INCCOM–423452·10·1239  0.00%16,277Sh.14.68   Sole–––None
HENRY JACK & ASSOC INCCOM–426281·10·1223  0.00%1,369Sh.162.89   Sole–869–500
HENRY SCHEIN INCCOM–806407·10·2257  0.00%4,370Sh.58.81   Sole–1,464– 2,906
HERBALIFE NUTRITION LTDCOM SHS–G4412G·10·1836  0.01%17,920Sh.46.65   Sole–12,500– 5,420
HERC HLDGS INCCOM–42704L·10·4725  0.01%18,300Sh.39.62   Sole–18,000–300
HERITAGE COMM CORPCOM–426927·10·978  0.00%11,609Sh.6.72   Sole–10,609– 1,000
HERSHA HOSPITALITY TRPR SHS BEN INT–427825·50·0102  0.00%18,301Sh.5.57   Sole–Sole––
HERSHEY COCOM–427866·10·810,300  0.14%71,857Sh.143.34   Sole–64,063– 7,794
HESS CORPCOM–42809H·10·71,693  0.02%41,356Sh.40.94   Sole–7,136– 34,220
HEWLETT PACKARD ENTERPRISE CCOM–42824C·10·9364  0.00%38,763Sh.9.39   Sole–Sole––
HIBBETT SPORTS INCCOM–428567·10·1758  0.01%19,309Sh.39.26   Sole–18,500–809
HIGHWOODS PPTYS INCCOM–431284·10·82,609  0.03%77,710Sh.33.57   Sole–72,210– 5,500
HILTON WORLDWIDE HLDGS INCCOM–43300A·20·3285  0.00%3,336Sh.85.43   Sole–Sole––
HNI CORPCOM–404251·10·0835  0.01%26,600Sh.31.39   Sole–26,000–600
HOEGH LNG PARTNERS LPCOM UNIT LTD–Y3262R·10·0429  0.01%40,400Sh.10.62   Sole–Sole––
HOLLY ENERGY PARTNERS L PCOM UT LTD PTN–435763·10·7466  0.01%38,400Sh.12.14   Sole–Sole––
HOLLYFRONTIER CORPCOM–436106·10·81,246  0.02%63,206Sh.19.71   Sole–44,028– 19,178
HOLLYSYS AUTOMATION TCHNGY LSHS–G45667·10·5221  0.00%20,000Sh.11.05   Sole–Sole––
HOLOGIC INCCOM–436440·10·1777  0.01%11,679Sh.66.53   Sole–7,544– 4,135
HOME DEPOT INCCOM–437076·10·225,311  0.34%91,141Sh.277.71   Sole–Sole––
HONEYWELL INTL INCCOM–438516·10·61,824  0.02%11,079Sh.164.64   Sole–Sole––
HOPE BANCORP INCCOM–43940T·10·9196  0.00%25,800Sh.7.60   Sole–24,900–900
HORACE MANN EDUCATORS CORP NCOM–440327·10·4325  0.00%9,711Sh.33.47   Sole–Sole––
HORMEL FOODS CORPCOM–440452·10·0939  0.01%19,198Sh.48.91   Sole–5,450– 13,748
HOST HOTELS & RESORTS INCCOM–44107P·10·4487  0.01%45,057Sh.10.81   Sole–22,263– 22,794
HOWARD HUGHES CORPCOM–44267D·10·7277  0.00%4,800Sh.57.71   Sole–––None
HP INCCOM–40434L·10·54,502  0.06%237,072Sh.18.99   Sole–233,757– 3,315
HUBSPOT INCCOM–443573·10·01,067  0.01%3,650Sh.292.33   Sole–3,600–50
HUMANA INCCOM–444859·10·220,104  0.27%48,572Sh.413.90   Sole–46,426– 2,146
HUNTINGTON BANCSHARES INCCOM–446150·10·415,201  0.20%1,657,641Sh.9.17   Sole–Sole––
HUNTSMAN CORPCOM–447011·10·75,537  0.07%249,296Sh.22.21   Sole–249,008–288
HYSTER YALE MATLS HANDLING ICL A–449172·10·5423  0.01%11,379Sh.37.17   Sole–11,229–150
ICON PLCSHS–G4705A·10·04,931  0.07%25,803Sh.191.10   Sole–22,203– 3,600
IDACORP INCCOM–451107·10·63,663  0.05%45,833Sh.79.92   Sole–43,258– 2,575
IDEXX LABS INCCOM–45168D·10·45,186  0.07%13,191Sh.393.15   Sole–11,993– 1,198
IHS MARKIT LTDSHS–G47567·10·5443  0.01%5,637Sh.78.59   Sole–Sole––
ILLINOIS TOOL WKS INCCOM–452308·10·91,072  0.01%5,544Sh.193.36   Sole–Sole––
ILLUMINA INCCOM–452327·10·91,481  0.02%4,789Sh.309.25   Sole–2,546– 2,243
INCYTE CORPCOM–45337C·10·2491  0.01%5,465Sh.89.84   Sole–2,377– 3,088
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT–456237·10·61,839  0.02%84,060Sh.21.88   Sole–80,760– 3,300
INFINITY PHARMACEUTICALS INCCOM–45665G·30·336  0.00%30,551Sh.1.18   Sole–Sole––
INGLES MKTS INCCL A–457030·10·4561  0.01%14,739Sh.38.06   Sole–13,739– 1,000
INGREDION INCCOM–457187·10·25,731  0.08%75,715Sh.75.69   Sole–71,248– 4,467
INMODE LTDSHS–M5425M·10·31,821  0.02%50,326Sh.36.18   Sole–39,126– 11,200
INNOVIVA INCCOM–45781M·10·1314  0.00%30,000Sh.10.47   Sole–24,500– 5,500
INSMED INCCOM PAR $.01–457669·30·7422  0.01%13,100Sh.32.21   Sole–11,500– 1,600
INSPERITY INCCOM–45778Q·10·7718  0.01%10,950Sh.65.57   Sole–10,800–150
INSTEEL INDS INCCOM–45774W·10·8287  0.00%15,300Sh.18.76   Sole–14,900–400
INSULET CORPCOM–45784P·10·1213  0.00%900Sh.236.67   Sole–100–800
INTEGER HLDGS CORPCOM–45826H·10·9419  0.01%7,100Sh.59.01   Sole–6,100– 1,000
INTEL CORPCOM–458140·10·014,836  0.20%286,507Sh.51.78   Sole–282,957– 3,550
INTERCONTINENTAL EXCHANGE INCOM–45866F·10·4877  0.01%8,765Sh.100.06   Sole–Sole––
INTERFACE INCCOM–458665·30·478  0.00%12,700Sh.6.14   Sole–12,500–200
INTERNATIONAL BUSINESS MACHSCOM–459200·10·121,748  0.29%178,739Sh.121.67   Sole–173,037– 5,702
INTERNATIONAL FLAVORS&FRAGRACOM–459506·10·1337  0.00%2,752Sh.122.46   Sole–Sole––
INTERNATIONAL PAPER COCOM–460146·10·35,763  0.08%142,150Sh.40.54   Sole–Sole––
INTERNATIONAL SEAWAYS INCCOM–Y41053·10·2151  0.00%10,300Sh.14.66   Sole–10,000–300
INTERPUBLIC GROUP COS INCCOM–460690·10·012,512  0.17%750,530Sh.16.67   Sole–Sole––
INTERSECT ENT INCCOM–46071F·10·3180  0.00%11,000Sh.16.36   Sole–Sole––
INTUITCOM–461202·10·312,050  0.16%36,938Sh.326.22   Sole–35,429– 1,509
INTUITIVE SURGICAL INCCOM NEW–46120E·60·22,653  0.04%3,738Sh.709.74   Sole–2,062– 1,676
INVESCO EXCH TRADED FD TR IIS&P 500 HB ETF–46138E·37·0525  0.01%12,626Sh.41.58   Sole–––None
INVESCO EXCH TRADED FD TR IIS&P INTL LOW–46138E·23·07,413  0.10%260,442Sh.28.46   Sole–Sole––
INVESCO EXCH TRADED FD TR IIS&P500 HDL VOL–46138E·36·237,095  0.50%1,124,411Sh.32.99   Sole–1,112,796– 11,615
INVESCO EXCH TRADED FD TR IISR LN ETF–46138G·50·811,177  0.15%514,113Sh.21.74   Sole–513,387–726
INVESCO EXCHANGE TRADED FD TS&P500 PUR VAL–46137V·25·81,137  0.02%23,194Sh.49.02   Sole–Sole––
INVESCO EXCHANGE TRADED FD TS&P500 QUALITY–46137V·24·15,157  0.07%133,371Sh.38.67   Sole–104,167– 29,204
INVESCO MORTGAGE CAPITAL INCCOM–46131B·10·029  0.00%10,625Sh.2.73   Sole–Sole––
INVITATION HOMES INCCOM–46187W·10·7674  0.01%24,069Sh.28.00   Sole–7,800– 16,269
IQVIA HLDGS INCCOM–46266C·10·5929  0.01%5,891Sh.157.70   Sole–2,527– 3,364
IRHYTHM TECHNOLOGIES INCCOM–450056·10·6786  0.01%3,300Sh.238.18   Sole–2,800–500
IRON MTN INC NEWCOM–46284V·10·1562  0.01%20,949Sh.26.83   Sole–11,112– 9,837
ISHARES INCJP MRGN EM HI BD–464286·28·514,125  0.19%323,652Sh.43.64   Sole–Sole––
ISHARES INCMSCI GBL MIN VOL–464286·52·51,550  0.02%16,862Sh.91.92   Sole–16,808–54
ISHARES TR20 YR TR BD ETF–464287·43·290,862  1.21%556,547Sh.163.26   Sole–Sole––
ISHARES TRBARCLAYS 7 10 YR–464287·44·0463,052  6.19%3,801,115Sh.121.82   Sole–Sole––
ISHARES TRCORE HIGH DV ETF–46429B·66·314,747  0.20%183,235Sh.80.48   Sole–177,692– 5,543
ISHARES TRCORE LT USDB ETF–464289·47·91,435  0.02%19,004Sh.75.51   Sole–Sole––
ISHARES TRCORE MSCI EAFE–46432F·84·251,712  0.69%857,852Sh.60.28   Sole–Sole––
ISHARES TRCORE S&P MCP ETF–464287·50·723,338  0.31%125,939Sh.185.31   Sole–Sole––
ISHARES TRCORE S&P500 ETF–464287·20·0493,630  6.60%1,468,873Sh.336.06   Sole–Sole––
ISHARES TRCORE US AGGBD ET–464287·22·6406,453  5.43%3,442,432Sh.118.07   Sole–Sole––
ISHARES TRJPMORGAN USD EMG–464288·28·1213  0.00%1,918Sh.111.05   Sole–Sole––
ISHARES TRMBS ETF–464288·58·85,765  0.08%52,212Sh.110.42   Sole–Sole––
ISHARES TRMSCI AC ASIA ETF–464288·18·2661  0.01%8,556Sh.77.26   Sole–Sole––
ISHARES TRMSCI ACWI ETF–464288·25·7256  0.00%3,200Sh.80.00   Sole–––None
ISHARES TRMSCI EAFE ETF–464287·46·560,982  0.82%954,558Sh.63.89   Sole–954,554–4
ISHARES TRMSCI EAFE MIN VL–46429B·68·913,197  0.18%193,702Sh.68.13   Sole–Sole––
ISHARES TRMSCI USA MIN VOL–46429B·69·713,244  0.18%207,806Sh.63.73   Sole–Sole––
ISHARES TRRUS 1000 ETF–464287·62·2326,590  4.37%1,742,056Sh.187.47   Sole–1,742,053–3
ISHARES TRRUS 1000 GRW ETF–464287·61·414,792  0.20%68,197Sh.216.90   Sole–Sole––
ISHARES TRRUS 1000 VAL ETF–464287·59·812,842  0.17%108,710Sh.118.13   Sole–Sole––
ISHARES TRRUSSELL 2000 ETF–464287·65·518,898  0.25%126,160Sh.149.79   Sole–125,210–950
ISHARES TRTIPS BD ETF–464287·17·651,712  0.69%408,787Sh.126.50   Sole–408,683–104
JABIL INCCOM–466313·10·36,503  0.09%189,812Sh.34.26   Sole–189,520–292
JACK IN THE BOX INCCOM–466367·10·9855  0.01%10,772Sh.79.37   Sole–10,682–90
JAZZ PHARMACEUTICALS PLCSHS USD–G50871·10·5251  0.00%1,760Sh.142.61   Sole–––None
JD.COM INCSPON ADR CL A–47215P·10·61,436  0.02%18,500Sh.77.62   Sole–Sole––
JOHNSON & JOHNSONCOM–478160·10·440,025  0.54%268,835Sh.148.88   Sole–229,280– 39,555
JOHNSON CTLS INTL PLCSHS–G51502·10·5684  0.01%16,725Sh.40.90   Sole–Sole––
JOHNSON OUTDOORS INCCL A–479167·10·8426  0.01%5,200Sh.81.92   Sole–Sole––
JOINT CORPCOM–47973J·10·2421  0.01%24,200Sh.17.40   Sole–23,800–400
JONES LANG LASALLE INCCOM–48020Q·10·7658  0.01%6,876Sh.95.70   Sole–4,657– 2,219
JOUNCE THERAPEUTICS INCCOM–481116·10·1159  0.00%19,400Sh.8.20   Sole–18,000– 1,400
JPMORGAN CHASE & COCOM–46625H·10·014,564  0.19%151,275Sh.96.27   Sole–150,523–752
JUNIPER NETWORKS INCCOM–48203R·10·413,728  0.18%638,501Sh.21.50   Sole–633,201– 5,300
K12 INCCOM–48273U·10·2483  0.01%18,300Sh.26.39   Sole–18,000–300
KANSAS CITY SOUTHERNCOM NEW–485170·30·23,800  0.05%21,012Sh.180.85   Sole–Sole––
KARYOPHARM THERAPEUTICS INCCOM–48576U·10·6422  0.01%28,900Sh.14.60   Sole–28,400–500
KB HOMECOM–48666K·10·91,107  0.01%28,817Sh.38.41   Sole–28,000–817
KBR INCCOM–48242W·10·6242  0.00%10,800Sh.22.41   Sole–––None
KE HLDGS INCSPONSORED ADS–482497·10·4215  0.00%3,505Sh.61.34   Sole–Sole––
KELLOGG COCOM–487836·10·817,891  0.24%276,992Sh.64.59   Sole–264,322– 12,670
KELLY SVCS INCCL A–488152·20·8259  0.00%15,192Sh.17.05   Sole–Sole––
KEURIG DR PEPPER INCCOM–49271V·10·0447  0.01%16,180Sh.27.63   Sole–800– 15,380
KEYCORPCOM–493267·10·8563  0.01%47,179Sh.11.93   Sole–Sole––
KEYSIGHT TECHNOLOGIES INCCOM–49338L·10·3208  0.00%2,101Sh.99.00   Sole–Sole––
KFORCE INCCOM–493732·10·1747  0.01%23,210Sh.32.18   Sole–22,700–510
KILROY RLTY CORPCOM–49427F·10·8221  0.00%4,242Sh.52.10   Sole–––None
KIMBERLY CLARK CORPCOM–494368·10·329,765  0.40%201,572Sh.147.66   Sole–185,922– 15,650
KIMCO RLTY CORPCOM–49446R·10·94,622  0.06%410,429Sh.11.26   Sole–391,759– 18,670
KINDER MORGAN INC DELCOM–49456B·10·13,663  0.05%297,016Sh.12.33   Sole–51,720– 245,296
KINROSS GOLD CORPCOM–496902·40·43,698  0.05%419,300Sh.8.82   Sole–416,800– 2,500
KLA CORPCOM NEW–482480·10·0477  0.01%2,462Sh.193.74   Sole–Sole––
KNOT OFFSHORE PARTNERS LPCOM UNITS–Y48125·10·1180  0.00%13,916Sh.12.93   Sole–Sole––
KOHLS CORPCOM–500255·10·41,074  0.01%57,916Sh.18.54   Sole–56,867– 1,049
KOSMOS ENERGY LTDCOM–500688·10·653  0.00%53,316Sh.0.99   Sole–––None
KRAFT HEINZ COCOM–500754·10·61,169  0.02%39,021Sh.29.96   Sole–11,359– 27,662
KROGER COCOM–501044·10·116,941  0.23%499,583Sh.33.91   Sole–461,576– 38,007
KT CORPSPONSORED ADR–48268K·10·14,114  0.06%427,999Sh.9.61   Sole–420,099– 7,900
L3HARRIS TECHNOLOGIES INCCOM–502431·10·9568  0.01%3,341Sh.170.01   Sole–Sole––
LABORATORY CORP AMER HLDGSCOM NEW–50540R·40·9569  0.01%3,018Sh.188.54   Sole–1,196– 1,822
LAKELAND INDS INCCOM–511795·10·6345  0.00%17,400Sh.19.83   Sole–17,000–400
LAM RESEARCH CORPCOM–512807·10·811,874  0.16%35,789Sh.331.78   Sole–Sole––
LAMAR ADVERTISING CO NEWCL A–512816·10·97,146  0.10%107,980Sh.66.18   Sole–104,280– 3,700
LAMB WESTON HLDGS INCCOM–513272·10·4681  0.01%10,273Sh.66.29   Sole–3,659– 6,614
LANCASTER COLONY CORPCOM–513847·10·3304  0.00%1,700Sh.178.82   Sole–––None
LANTHEUS HLDGS INCCOM–516544·10·3399  0.01%31,422Sh.12.70   Sole–31,068–354
LATTICE SEMICONDUCTOR CORPCOM–518415·10·4840  0.01%29,000Sh.28.97   Sole–Sole––
LAUDER ESTEE COS INCCL A–518439·10·43,108  0.04%14,236Sh.218.32   Sole–4,387– 9,849
LCI INDSCOM–50189K·10·3274  0.00%2,575Sh.106.41   Sole–2,500–75
LEGG MASON ETF INVT TRCLRBRG GWT ETF–524682·10·132,515  0.43%793,484Sh.40.98   Sole–793,455–29
LEGG MASON ETF INVT TRGLOBAL INFSTRU–52468L·70·3326  0.00%1,710Sh.190.64   Sole–1,700–10
LEGG MASON ETF INVT TRINT LW VTY HGH–52468L·50·525,201  0.34%1,145,927Sh.21.99   Sole–Sole––
LEGG MASON ETF INVT TRL VOL H DIV ETF–52468L·40·6166,026  2.22%5,605,196Sh.29.62   Sole–Sole––
LEGG MASON ETF INVT TRSML CAP QULITY–52468L·87·72,444  0.03%98,406Sh.24.84   Sole–98,397–9
LEGG MASON ETF INVT TRWESTN ASET TTL–52468L·81·08,848  0.12%302,317Sh.29.27   Sole–302,307–10
LEIDOS HOLDINGS INCCOM–525327·10·2938  0.01%10,513Sh.89.22   Sole–Sole––
LENNAR CORPCL A–526057·10·4472  0.01%5,773Sh.81.76   Sole–Sole––
LEXINGTON REALTY TRUSTCOM–529043·10·11,404  0.02%134,346Sh.10.45   Sole–123,627– 10,719
LHC GROUP INCCOM–50187A·10·7500  0.01%2,350Sh.212.77   Sole–1,600–750
LIBERTY GLOBAL PLCSHS CL C–G5480U·12·04,220  0.06%205,500Sh.20.54   Sole–Sole––
LIBERTY MEDIA CORP DELCOM C BRAVES GRP–531229·88·8280  0.00%13,300Sh.21.05   Sole–––None
LIBERTY OILFIELD SVCS INCCOM CL A–53115L·10·4122  0.00%15,200Sh.8.03   Sole–––None
LIFE STORAGE INCCOM–53223X·10·715,448  0.21%146,744Sh.105.27   Sole–143,741– 3,003
LIGAND PHARMACEUTICALS INCCOM NEW–53220K·50·4303  0.00%3,175Sh.95.43   Sole–2,500–675
LILLY ELI & COCOM–532457·10·812,949  0.17%87,475Sh.148.03   Sole–74,601– 12,874
LINCOLN NATL CORP INDCOM–534187·10·9933  0.01%29,774Sh.31.34   Sole–Sole––
LINDE PLCSHS–G5494J·10·33,039  0.04%12,759Sh.238.18   Sole–Sole––
LITHIA MTRS INCCL A–536797·10·31,032  0.01%4,526Sh.228.02   Sole–4,426–100
LIVERAMP HLDGS INCCOM–53815P·10·8477  0.01%9,200Sh.51.85   Sole–9,000–200
LOCKHEED MARTIN CORPCOM–539830·10·916,267  0.22%42,440Sh.383.29   Sole–42,225–215
LOGITECH INTL S ASHS–H50430·23·26,292  0.08%81,381Sh.77.32   Sole–72,918– 8,463
LOUISIANA PAC CORPCOM–546347·10·5839  0.01%28,400Sh.29.54   Sole–28,000–400
LOWES COS INCCOM–548661·10·77,072  0.09%42,638Sh.165.86   Sole–Sole––
LTC PPTYS INCCOM–502175·10·2928  0.01%26,617Sh.34.86   Sole–23,717– 2,900
LUMEN TECHNOLOGIES INCCOM–156700·10·6317  0.00%31,380Sh.10.10   Sole–11,318– 20,062
LUMINEX CORP DELCOM–55027E·10·2840  0.01%31,966Sh.26.28   Sole–29,714– 2,252
LYONDELLBASELL INDUSTRIES NSHS – A ––N53745·10·09,733  0.13%138,070Sh.70.49   Sole–137,543–527
M D C HLDGS INCCOM–552676·10·8841  0.01%17,837Sh.47.15   Sole–17,500–337
M/I HOMES INCCOM–55305B·10·1489  0.01%10,600Sh.46.13   Sole–10,400–200
MACERICH COCOM–554382·10·14,904  0.07%722,219Sh.6.79   Sole–709,919– 12,300
MADISON SQUARE GRDN SPRT CORCL A–55825T·10·3286  0.00%1,900Sh.150.53   Sole–––None
MAGNA INTL INCCOM–559222·40·15,201  0.07%113,680Sh.45.75   Sole–113,280–400
MAGNACHIP SEMICONDUCTOR CORPCOM–55933J·20·3692  0.01%50,500Sh.13.70   Sole–50,000–500
MAGNITE INCCOM–55955D·10·0189  0.00%27,141Sh.6.96   Sole–26,168–973
MAGNOLIA OIL & GAS CORPCL A–559663·10·969  0.00%13,300Sh.5.19   Sole–––None
MANHATTAN ASSOCS INCCOM–562750·10·93,727  0.05%39,022Sh.95.51   Sole–37,592– 1,430
MANITOWOC CO INCCOM NEW–563571·40·5305  0.00%36,200Sh.8.43   Sole–35,000– 1,200
MANPOWERGROUP INCCOM–56418H·10·0288  0.00%3,915Sh.73.56   Sole–3,815–100
MANTECH INTL CORPCL A–564563·10·4545  0.01%7,900Sh.68.99   Sole–7,400–500
MANULIFE FINL CORPCOM–56501R·10·62,446  0.03%175,858Sh.13.91   Sole–175,058–800
MARATHON OIL CORPCOM–565849·10·6452  0.01%110,340Sh.4.10   Sole–9,238– 101,102
MARATHON PETE CORPCOM–56585A·10·22,904  0.04%98,945Sh.29.35   Sole–18,465– 80,480
MARCUS & MILLICHAP INCCOM–566324·10·9428  0.01%15,519Sh.27.58   Sole–14,039– 1,480
MARCUS CORP DELCOM–566330·10·6100  0.00%12,900Sh.7.75   Sole–12,600–300
MARKETAXESS HLDGS INCCOM–57060D·10·8220  0.00%455Sh.483.52   Sole–Sole––
MARRIOTT INTL INC NEWCL A–571903·20·2473  0.01%5,101Sh.92.73   Sole–Sole––
MARSH & MCLENNAN COS INCCOM–571748·10·2886  0.01%7,724Sh.114.71   Sole–Sole––
MARTIN MARIETTA MATLS INCCOM–573284·10·6414  0.01%1,759Sh.235.36   Sole–Sole––
MASCO CORPCOM–574599·10·6642  0.01%11,637Sh.55.17   Sole–Sole––
MASIMO CORPCOM–574795·10·04,235  0.06%17,937Sh.236.10   Sole–17,034–903
MASONITE INTL CORPCOM–575385·10·9876  0.01%8,900Sh.98.43   Sole–8,700–200
MASTEC INCCOM–576323·10·9279  0.00%6,600Sh.42.27   Sole–6,400–200
MASTERCARD INCORPORATEDCL A–57636Q·10·413,498  0.18%39,914Sh.338.18   Sole–36,219– 3,695
MATADOR RES COCOM–576485·20·5124  0.00%14,900Sh.8.32   Sole–––None
MATCH GROUP INC NEWCOM–57667L·10·71,062  0.01%9,593Sh.110.71   Sole–9,215–378
MAXIM INTEGRATED PRODS INCCOM–57772K·10·1444  0.01%6,565Sh.67.63   Sole–Sole––
MAXIMUS INCCOM–577933·10·4969  0.01%14,153Sh.68.47   Sole–12,903– 1,250
MCCORMICK & CO INCCOM NON VTG–579780·20·61,525  0.02%7,856Sh.194.12   Sole–2,512– 5,344
MCDONALDS CORPCOM–580135·10·14,620  0.06%21,046Sh.219.52   Sole–20,800–246
MCGRATH RENTCORPCOM–580589·10·9600  0.01%10,054Sh.59.68   Sole–9,857–197
MCKESSON CORPCOM–58155Q·10·35,596  0.07%37,574Sh.148.93   Sole–34,958– 2,616
MEDICAL PPTYS TRUST INCCOM–58463J·30·4372  0.00%21,100Sh.17.63   Sole–7,600– 13,500
MEDPACE HLDGS INCCOM–58506Q·10·9540  0.01%4,830Sh.111.80   Sole–4,000–830
MEDTRONIC PLCSHS–G5960L·10·35,302  0.07%51,020Sh.103.92   Sole–30,685– 20,335
MERCER INTL INCCOM–588056·10·1178  0.00%26,872Sh.6.62   Sole–Sole––
MERCK & CO. INCCOM–58933Y·10·540,891  0.55%492,956Sh.82.95   Sole–453,830– 39,126
MERCURY GENL CORP NEWCOM–589400·10·01,281  0.02%30,942Sh.41.40   Sole–Sole––
MERIDIAN BANCORP INC MDCOM–58958U·10·3145  0.00%14,000Sh.10.36   Sole–Sole––
MERIDIAN BIOSCIENCE INCCOM–589584·10·1285  0.00%16,749Sh.17.02   Sole–16,374–375
MERITAGE HOMES CORPCOM–59001A·10·21,480  0.02%13,400Sh.110.45   Sole–13,100–300
MERITOR INCCOM–59001K·10·0534  0.01%25,500Sh.20.94   Sole–25,000–500
META FINL GROUP INCCOM–59100U·10·8371  0.00%19,300Sh.19.22   Sole–18,900–400
METHODE ELECTRS INCCOM–591520·20·0570  0.01%20,000Sh.28.50   Sole–Sole––
METLIFE INCCOM–59156R·10·82,997  0.04%80,624Sh.37.17   Sole–Sole––
METTLER TOLEDO INTERNATIONALCOM–592688·10·5770  0.01%797Sh.966.12   Sole–386–411
MGIC INVT CORP WISCOM–552848·10·37,632  0.10%861,395Sh.8.86   Sole–859,945– 1,450
MGM GROWTH PPTYS LLCCL A COM–55303A·10·5463  0.01%16,541Sh.27.99   Sole–Sole––
MGM RESORTS INTERNATIONALCOM–552953·10·13,637  0.05%167,216Sh.21.75   Sole–Sole––
MICROCHIP TECHNOLOGY INC.COM–595017·10·4346  0.00%3,359Sh.103.01   Sole–Sole––
MICRON TECHNOLOGY INCCOM–595112·10·34,850  0.06%103,268Sh.46.97   Sole–Sole––
MICROSOFT CORPCOM–594918·10·4100,148  1.34%476,143Sh.210.33   Sole–442,045– 34,098
MICROSTRATEGY INCCL A NEW–594972·40·8362  0.00%2,400Sh.150.83   Sole–––None
MID-AMER APT CMNTYS INCCOM–59522J·10·31,007  0.01%8,679Sh.116.03   Sole–4,734– 3,945
MIDLAND STS BANCORP INC ILLCOM–597742·10·5258  0.00%20,019Sh.12.89   Sole–19,570–449
MIRATI THERAPEUTICS INCCOM–60468T·10·5544  0.01%3,275Sh.166.11   Sole–2,500–775
MOBILE TELESYSTEMS PJSCSPONSORED ADR–607409·10·9332  0.00%38,000Sh.8.74   Sole–Sole––
MOBILEIRON INCCOM NEW–60739U·20·4252  0.00%35,908Sh.7.02   Sole–35,000–908
MOLINA HEALTHCARE INCCOM–60855R·10·09,599  0.13%52,440Sh.183.05   Sole–51,390– 1,050
MOLSON COORS BEVERAGE COCL B–60871R·20·9396  0.01%11,780Sh.33.62   Sole–3,041– 8,739
MOMENTA PHARMACEUTICALS INCCOM–60877T·10·0848  0.01%16,148Sh.52.51   Sole–15,000– 1,148
MONDELEZ INTL INCCL A–609207·10·54,910  0.07%85,464Sh.57.45   Sole–25,840– 59,624
MONMOUTH REAL ESTATE INVT COCL A–609720·10·7895  0.01%64,603Sh.13.85   Sole–59,403– 5,200
MONSTER BEVERAGE CORP NEWCOM–61174X·10·912,967  0.17%161,672Sh.80.21   Sole–145,589– 16,083
MOODYS CORPCOM–615369·10·5789  0.01%2,720Sh.290.07   Sole–Sole––
MORGAN STANLEYCOM NEW–617446·44·81,271  0.02%26,280Sh.48.36   Sole–Sole––
MOTOROLA SOLUTIONS INCCOM NEW–620076·30·76,172  0.08%39,358Sh.156.82   Sole–38,708–650
MPLX LPCOM UNIT REP LTD–55336V·10·0731  0.01%46,400Sh.15.75   Sole–Sole––
MR COOPER GROUP INCCOM–62482R·10·7916  0.01%41,000Sh.22.34   Sole–Sole––
MRC GLOBAL INCCOM–55345K·10·3155  0.00%36,000Sh.4.31   Sole–34,600– 1,400
MSC INDL DIRECT INCCL A–553530·10·61,053  0.01%16,637Sh.63.29   Sole–Sole––
MSCI INCCOM–55354G·10·0353  0.00%988Sh.357.29   Sole–Sole––
MURPHY OIL CORPCOM–626717·10·2166  0.00%18,600Sh.8.92   Sole–––None
MYLAN NVSHS EURO–N59465·10·9307  0.00%20,683Sh.14.84   Sole–6,701– 13,982
MYOKARDIA INCCOM–62857M·10·5273  0.00%2,000Sh.136.50   Sole–1,500–500
MYR GROUP INC DELCOM–55405W·10·4351  0.00%9,439Sh.37.19   Sole–Sole––
NANTKWEST INCCOM–63016Q·10·2139  0.00%19,950Sh.6.97   Sole–19,500–450
NATIONAL FUEL GAS CO N JCOM–636180·10·14,263  0.06%105,005Sh.40.60   Sole–102,105– 2,900
NATIONAL GEN HLDGS CORPCOM–636220·30·3490  0.01%14,500Sh.33.79   Sole–Sole––
NATIONAL HEALTH INVS INCCOM–63633D·10·41,682  0.02%27,892Sh.60.30   Sole–25,492– 2,400
NATIONAL INSTRS CORPCOM–636518·10·2354  0.00%9,900Sh.35.76   Sole–Sole––
NATIONAL OILWELL VARCO INCCOM–637071·10·1606  0.01%66,862Sh.9.06   Sole–13,490– 53,372
NATIONAL RETAIL PROPERTIES ICOM–637417·10·64,138  0.06%119,885Sh.34.52   Sole–112,690– 7,195
NATUS MED INC DELCOM–639050·10·3329  0.00%19,174Sh.17.16   Sole–16,774– 2,400
NAUTILUS INCCOM–63910B·10·2229  0.00%13,300Sh.17.22   Sole–13,000–300
NAVIENT CORPORATIONCOM–63938C·10·84,918  0.07%581,977Sh.8.45   Sole–580,627– 1,350
NAVISTAR INTL CORP NEWCOM–63934E·10·8606  0.01%13,900Sh.43.60   Sole–13,600–300
NBT BANCORP INCCOM–628778·10·2408  0.01%15,200Sh.26.84   Sole–Sole––
NEOGEN CORPCOM–640491·10·6561  0.01%7,166Sh.78.29   Sole–5,100– 2,066
NETAPP INCCOM–64110D·10·41,462  0.02%33,330Sh.43.86   Sole–Sole––
NETEASE INCSPONSORED ADS–64110W·10·21,872  0.03%4,116Sh.454.81   Sole–4,086–30
NETFLIX INCCOM–64110L·10·611,266  0.15%22,529Sh.500.07   Sole–18,316– 4,213
NETGEAR INCCOM–64111Q·10·4415  0.01%13,438Sh.30.88   Sole–13,038–400
NETSCOUT SYS INCCOM–64115T·10·4325  0.00%14,875Sh.21.85   Sole–14,500–375
NEUROCRINE BIOSCIENCES INCCOM–64125C·10·9203  0.00%2,101Sh.96.62   Sole–660– 1,441
NEVRO CORPCOM–64157F·10·3725  0.01%5,200Sh.139.42   Sole–4,800–400
NEW GOLD INC CDACOM–644535·10·62,151  0.03%1,086,200Sh.1.98   Sole–865,500– 220,700
NEW JERSEY RESCOM–646025·10·6486  0.01%17,960Sh.27.06   Sole–14,000– 3,960
NEW RESIDENTIAL INVT CORPCOM NEW–64828T·20·13,928  0.05%494,003Sh.7.95   Sole–493,203–800
NEW SR INVT GROUP INCCOM–648691·10·396  0.00%23,795Sh.4.03   Sole–Sole––
NEW YORK CMNTY BANCORP INCCOM–649445·10·34,139  0.06%500,437Sh.8.27   Sole–499,537–900
NEWELL BRANDS INCCOM–651229·10·6840  0.01%48,903Sh.17.18   Sole–Sole––
NEWMARK GROUP INCCL A–65158N·10·2290  0.00%66,900Sh.4.33   Sole–41,500– 25,400
NEWMONT CORPCOM–651639·10·61,347  0.02%21,219Sh.63.48   Sole–Sole––
NEXTERA ENERGY INCCOM–65339F·10·15,377  0.07%19,369Sh.277.61   Sole–11,824– 7,545
NEXTGEN HEALTHCARE INCCOM–65343C·10·2143  0.00%11,200Sh.12.77   Sole–––None
NEXTIER OILFIELD SOLUTIONSCOM–65290C·10·534  0.00%18,200Sh.1.87   Sole–––None
NIC INCCOM–62914B·10·01,211  0.02%61,444Sh.19.71   Sole–60,444– 1,000
NIKE INCCL B–654106·10·33,728  0.05%29,695Sh.125.54   Sole–Sole––
NISOURCE INCCOM–65473P·10·5372  0.00%16,882Sh.22.04   Sole–9,982– 6,900
NMI HLDGS INCCL A–629209·30·5367  0.00%20,600Sh.17.82   Sole–20,000–600
NN INCCOM–629337·10·6316  0.00%61,100Sh.5.17   Sole–58,500– 2,600
NOBLE ENERGY INCCOM–655044·10·5574  0.01%67,021Sh.8.56   Sole–6,606– 60,415
NORDIC AMERICAN TANKERS LIMICOM–G65773·10·6692  0.01%198,000Sh.3.49   Sole–185,900– 12,100
NORFOLK SOUTHN CORPCOM–655844·10·81,100  0.01%5,138Sh.214.09   Sole–Sole––
NORTHROP GRUMMAN CORPCOM–666807·10·24,991  0.07%15,817Sh.315.55   Sole–Sole––
NORTHWEST BANCSHARES INC MDCOM–667340·10·3128  0.00%13,876Sh.9.22   Sole–Sole––
NORTHWESTERN CORPCOM NEW–668074·30·5680  0.01%13,972Sh.48.67   Sole–11,192– 2,780
NORTONLIFELOCK INCCOM–668771·10·8915  0.01%43,901Sh.20.84   Sole–41,201– 2,700
NOVAVAX INCCOM NEW–670002·40·1781  0.01%7,205Sh.108.40   Sole–6,600–605
NOVOCURE LTDORD SHS–G6674U·10·8919  0.01%8,250Sh.111.39   Sole–6,000– 2,250
NOW INCCOM–67011P·10·0125  0.00%27,500Sh.4.55   Sole–25,300– 2,200
NRG ENERGY INCCOM NEW–629377·50·87,215  0.10%234,679Sh.30.74   Sole–229,079– 5,600
NUCOR CORPCOM–670346·10·5371  0.00%8,259Sh.44.92   Sole–Sole––
NUTRIEN LTDCOM–67077M·10·81,087  0.01%27,704Sh.39.24   Sole–Sole––
NVIDIA CORPORATIONCOM–67066G·10·426,692  0.36%49,317Sh.541.23   Sole–Sole––
OCCIDENTAL PETE CORPCOM–674599·10·51,254  0.02%125,178Sh.10.02   Sole–27,050– 98,128
OCCIDENTAL PETE CORPW EXP 08/03/202–674599·16·239  0.00%12,990Sh.3.00   Sole–––None
OFG BANCORPCOM–67103X·10·2352  0.00%28,242Sh.12.46   Sole–27,642–600
OGE ENERGY CORPCOM–670837·10·33,138  0.04%104,609Sh.30.00   Sole–95,009– 9,600
OMEGA HEALTHCARE INVS INCCOM–681936·10·02,944  0.04%98,300Sh.29.95   Sole–89,800– 8,500
OMNICOM GROUP INCCOM–681919·10·616,356  0.22%330,422Sh.49.50   Sole–328,531– 1,891
ONE GAS INCCOM–68235P·10·8343  0.00%4,963Sh.69.11   Sole–2,538– 2,425
ONEOK INC NEWCOM–682680·10·31,880  0.03%72,335Sh.25.99   Sole–16,369– 55,966
ONTRAK INCCOM–683373·10·4651  0.01%10,845Sh.60.03   Sole–10,600–245
OPEN TEXT CORPCOM–683715·10·67,230  0.10%171,163Sh.42.24   Sole–168,863– 2,300
ORACLE CORPCOM–68389X·10·53,773  0.05%63,183Sh.59.72   Sole–53,237– 9,946
OREILLY AUTOMOTIVE INCCOM–67103H·10·71,679  0.02%3,641Sh.461.14   Sole–Sole––
ORION GROUP HOLDINGS INCCOM–68628V·30·889  0.00%32,337Sh.2.75   Sole–28,000– 4,337
ORTHOFIX MED INCCOM–68752M·10·8362  0.00%11,600Sh.31.21   Sole–5,600– 6,000
OTIS WORLDWIDE CORPCOM–68902V·10·7304  0.00%4,866Sh.62.47   Sole–Sole––
OTTER TAIL CORPCOM–689648·10·3959  0.01%26,500Sh.36.19   Sole–15,500– 11,000
OVERSTOCK COM INC DELCOM–690370·10·1262  0.00%3,600Sh.72.78   Sole–3,500–100
OVINTIV INCCOM–69047Q·10·2258  0.00%31,500Sh.8.19   Sole–––None
OWENS & MINOR INC NEWCOM–690732·10·21,525  0.02%60,700Sh.25.12   Sole–Sole––
OXFORD IMMUNOTEC GLOBAL PLCORD SHS–G6855A·10·3691  0.01%59,014Sh.11.71   Sole–57,814– 1,200
PACCAR INCCOM–693718·10·8624  0.01%7,317Sh.85.28   Sole–Sole––
PACIRA BIOSCIENCESCOM–695127·10·0713  0.01%11,851Sh.60.16   Sole–10,000– 1,851
PACKAGING CORP AMERCOM–695156·10·910,548  0.14%96,718Sh.109.06   Sole–Sole––
PAPA JOHNS INTL INCCOM–698813·10·2782  0.01%9,495Sh.82.36   Sole–9,400–95
PAR PACIFIC HOLDINGS INCCOM NEW–69888T·20·782  0.00%12,100Sh.6.78   Sole–––None
PARAMOUNT GROUP INCCOM–69924R·10·895  0.00%13,300Sh.7.14   Sole–––None
PARK HOTELS RESORTS INCCOM–700517·10·5115  0.00%11,502Sh.10.00   Sole–––None
PARK NATL CORPCOM–700658·10·7513  0.01%6,255Sh.82.01   Sole–Sole––
PARKER-HANNIFIN CORPCOM–701094·10·45,331  0.07%26,343Sh.202.37   Sole–Sole––
PARSLEY ENERGY INCCL A–701877·10·2353  0.00%37,691Sh.9.37   Sole–––None
PATRICK INDS INCCOM–703343·10·3587  0.01%10,200Sh.57.55   Sole–10,000–200
PATTERSON COS INCCOM–703395·10·3284  0.00%11,776Sh.24.12   Sole–7,221– 4,555
PATTERSON UTI ENERGY INCCOM–703481·10·161  0.00%21,224Sh.2.87   Sole–––None
PAYCHEX INCCOM–704326·10·716,204  0.22%203,129Sh.79.77   Sole–200,429– 2,700
PAYCOM SOFTWARE INCCOM–70432V·10·2222  0.00%711Sh.312.24   Sole–611–100
PAYLOCITY HLDG CORPCOM–70438V·10·6711  0.01%4,400Sh.161.59   Sole–4,300–100
PAYPAL HLDGS INCCOM–70450Y·10·320,450  0.27%103,791Sh.197.03   Sole–99,609– 4,182
PBF ENERGY INCCL A–69318G·10·657  0.00%10,000Sh.5.70   Sole–––None
PDC ENERGY INCCOM–69327R·10·1417  0.01%33,586Sh.12.42   Sole–18,600– 14,986
PEABODY ENERGY CORP NEWCOM–704551·10·078  0.00%33,600Sh.2.32   Sole–––None
PEBBLEBROOK HOTEL TRCOM–70509V·10·0397  0.01%31,623Sh.12.55   Sole–26,000– 5,623
PENN NATL GAMING INCCOM–707569·10·9873  0.01%12,000Sh.72.75   Sole–Sole––
PENNANT GROUP INCCOM–70805E·10·9278  0.00%7,204Sh.38.59   Sole–7,104–100
PENTAIR PLCSHS–G7S00T104 ?844  0.01%18,420Sh.45.82   Sole–Sole––
PEOPLES BANCORP INCCOM–709789·10·1365  0.00%19,078Sh.19.13   Sole–18,680–398
PEOPLES UNITED FINANCIAL INCCOM–712704·10·54,041  0.05%391,892Sh.10.31   Sole–Sole––
PEPSICO INCCOM–713448·10·827,978  0.37%201,861Sh.138.60   Sole–144,199– 57,662
PERFORMANCE FOOD GROUP COCOM–71377A·10·3232  0.00%6,700Sh.34.63   Sole–––None
PERION NETWORK LTDSHS NEW–M78673·11·4185  0.00%26,500Sh.6.98   Sole–25,000– 1,500
PERKINELMER INCCOM–714046·10·9400  0.01%3,186Sh.125.55   Sole–1,386– 1,800
PETMED EXPRESS INCCOM–716382·10·6697  0.01%22,041Sh.31.62   Sole–21,941–100
PFIZER INCCOM–717081·10·330,459  0.41%829,942Sh.36.70   Sole–743,764– 86,178
PG&E CORPCOM–69331C·10·8261  0.00%27,736Sh.9.41   Sole–19,700– 8,036
PHIBRO ANIMAL HEALTH CORPCL A COM–71742Q·10·6455  0.01%26,102Sh.17.43   Sole–22,652– 3,450
PHILIP MORRIS INTL INCCOM–718172·10·910,858  0.15%144,792Sh.74.99   Sole–77,388– 67,404
PHILLIPS 66COM–718546·10·43,566  0.05%68,777Sh.51.85   Sole–14,528– 54,249
PHOTRONICS INCCOM–719405·10·2282  0.00%28,300Sh.9.96   Sole–27,300– 1,000
PIEDMONT OFFICE REALTY TR INCOM CL A–720190·20·61,260  0.02%92,826Sh.13.57   Sole–85,226– 7,600
PINNACLE WEST CAP CORPCOM–723484·10·111,592  0.16%155,488Sh.74.55   Sole–150,912– 4,576
PIONEER NAT RES COCOM–723787·10·73,223  0.04%37,473Sh.86.01   Sole–16,818– 20,655
PLEXUS CORPCOM–729132·10·0525  0.01%7,423Sh.70.73   Sole–7,252–171
PNC FINL SVCS GROUP INCCOM–693475·10·5829  0.01%7,535Sh.110.02   Sole–Sole––
PNM RES INCCOM–69349H·10·7893  0.01%21,597Sh.41.35   Sole–17,047– 4,550
POINTS INTL LTDCOM NEW–730843·20·8568  0.01%58,700Sh.9.68   Sole–58,200–500
POPULAR INCCOM NEW–733174·70·01,360  0.02%37,478Sh.36.29   Sole–37,328–150
PORTLAND GEN ELEC COCOM NEW–736508·84·74,370  0.06%123,096Sh.35.50   Sole–117,477– 5,619
POST HLDGS INCCOM–737446·10·4320  0.00%3,717Sh.86.09   Sole–––None
POWER INTEGRATIONS INCCOM–739276·10·3593  0.01%10,700Sh.55.42   Sole–Sole––
PPG INDS INCCOM–693506·10·7773  0.01%6,330Sh.122.12   Sole–Sole––
PPL CORPCOM–69351T·10·618,458  0.25%678,351Sh.27.21   Sole–663,281– 15,070
PRECISION DRILLING CORPCOM 2010–74022D·30·8253  0.00%395,600Sh.0.64   Sole–318,200– 77,400
PRICE T ROWE GROUP INCCOM–74144T·10·8454  0.01%3,536Sh.128.39   Sole–Sole––
PRICESMART INCCOM–741511·10·9293  0.00%4,400Sh.66.59   Sole–––None
PRIMERICA INCCOM–74164M·10·8470  0.01%4,146Sh.113.36   Sole–4,071–75
PRIMORIS SVCS CORPCOM–74164F·10·3624  0.01%34,582Sh.18.04   Sole–33,795–787
PRINCIPAL FINANCIAL GROUP INCOM–74251V·10·22,165  0.03%53,745Sh.40.28   Sole–Sole––
PROCTER AND GAMBLE COCOM–742718·10·933,825  0.45%243,362Sh.138.99   Sole–138,761– 104,601
PROGRESS SOFTWARE CORPCOM–743312·10·0577  0.01%15,728Sh.36.69   Sole–13,412– 2,316
PROGRESSIVE CORPCOM–743315·10·31,653  0.02%17,454Sh.94.71   Sole–Sole––
PROLOGIS INC.COM–74340W·10·33,784  0.05%37,606Sh.100.62   Sole–18,491– 19,115
PROVIDENCE SVC CORPCOM–743815·10·2490  0.01%5,267Sh.93.03   Sole–4,600–667
PROVIDENT FINL SVCS INCCOM–74386T·10·5294  0.00%24,036Sh.12.23   Sole–Sole––
PRUDENTIAL FINL INCCOM–744320·10·21,490  0.02%23,451Sh.63.54   Sole–Sole––
PS BUSINESS PKS INC CALIFCOM–69360J·10·7258  0.00%2,103Sh.122.68   Sole–403– 1,700
PTC THERAPEUTICS INCCOM–69366J·20·0452  0.01%9,650Sh.46.84   Sole–8,100– 1,550
PUBLIC STORAGECOM–74460D·10·927,532  0.37%123,615Sh.222.72   Sole–117,960– 5,655
PUBLIC SVC ENTERPRISE GRP INCOM–744573·10·618,525  0.25%337,355Sh.54.91   Sole–327,966– 9,389
PULTE GROUP INCCOM–745867·10·112,224  0.16%264,055Sh.46.29   Sole–Sole––
PUMA BIOTECHNOLOGY INCCOM–74587V·10·7121  0.00%11,900Sh.10.17   Sole–11,200–700
QAD INCCL A–74727D·30·6271  0.00%6,400Sh.42.34   Sole–––None
QEP RESOURCES INCCOM–74733V·10·012  0.00%12,200Sh.0.98   Sole–––None
QIAGEN NVSHS NEW–N72482·12·3295  0.00%5,636Sh.52.34   Sole–1,226– 4,410
QORVO INCCOM–74736K·10·12,637  0.04%20,438Sh.129.02   Sole–Sole––
QUALCOMM INCCOM–747525·10·33,488  0.05%29,637Sh.117.69   Sole–Sole––
QUALYS INCCOM–74758T·30·34,222  0.06%43,075Sh.98.02   Sole–42,575–500
QUEST DIAGNOSTICS INCCOM–74834L·10·0566  0.01%4,939Sh.114.60   Sole–2,665– 2,274
QUIDEL CORPCOM–74838J·10·1597  0.01%2,720Sh.219.49   Sole–2,650–70
RADIAN GROUP INCCOM–750236·10·1787  0.01%53,818Sh.14.62   Sole–52,518– 1,300
RALPH LAUREN CORPCL A–751212·10·12,147  0.03%31,580Sh.67.99   Sole–Sole––
RANGE RES CORPCOM–75281A·10·9134  0.00%20,230Sh.6.62   Sole–––None
RAYONIER ADVANCED MATLS INCCOM–75508B·10·4178  0.00%55,398Sh.3.21   Sole–53,598– 1,800
RAYTHEON TECHNOLOGIES CORPCOM–75513E·10·11,392  0.02%24,182Sh.57.56   Sole–Sole––
REALOGY HLDGS CORPCOM–75605Y·10·6510  0.01%54,000Sh.9.44   Sole–52,000– 2,000
REALTY INCOME CORPCOM–756109·10·413,787  0.18%226,938Sh.60.75   Sole–215,227– 11,711
RECRO PHARMA INCCOM–75629F·10·925  0.00%11,900Sh.2.10   Sole–11,000–900
REDWOOD TR INCCOM–758075·40·292  0.00%12,170Sh.7.56   Sole–Sole––
REGENCY CTRS CORPCOM–758849·10·3404  0.01%10,603Sh.38.10   Sole–3,476– 7,127
REGENERON PHARMACEUTICALSCOM–75886F·10·711,480  0.15%20,508Sh.559.78   Sole–19,105– 1,403
REGENXBIO INCCOM–75901B·10·7229  0.00%8,320Sh.27.52   Sole–8,200–120
REGIONS FINANCIAL CORP NEWCOM–7591EP·10·04,448  0.06%385,717Sh.11.53   Sole–Sole––
RELIANCE STEEL & ALUMINUM COCOM–759509·10·2715  0.01%7,000Sh.102.14   Sole–Sole––
RENAISSANCERE HLDGS LTDCOM–G7496G·10·3238  0.00%1,400Sh.170.00   Sole–Sole––
RENEWABLE ENERGY GROUP INCCOM NEW–75972A·30·1241  0.00%4,500Sh.53.56   Sole–––None
RENT A CTR INC NEWCOM–76009N·10·0844  0.01%28,211Sh.29.92   Sole–27,411–800
REPLIGEN CORPCOM–759916·10·9467  0.01%3,160Sh.147.78   Sole–2,200–960
REPRO MED SYS INCCOM–759910·10·2313  0.00%43,300Sh.7.23   Sole–42,300– 1,000
REPUBLIC SVCS INCCOM–760759·10·03,238  0.04%34,686Sh.93.35   Sole–33,970–716
RESMED INCCOM–761152·10·7812  0.01%4,733Sh.171.56   Sole–2,362– 2,371
RESOURCES CONNECTION INCCOM–76122Q·10·5459  0.01%39,715Sh.11.56   Sole–Sole––
RESTAURANT BRANDS INTL INCCOM–76131D·10·3277  0.00%4,810Sh.57.59   Sole–Sole––
RETAIL OPPORTUNITY INVTS CORCOM–76131N·10·1110  0.00%10,511Sh.10.47   Sole–––None
RETAIL PPTYS AMER INCCL A–76131V·20·289  0.00%15,200Sh.5.86   Sole–––None
REV GROUP INCCOM–749527·10·7554  0.01%70,100Sh.7.90   Sole–68,500– 1,600
REVANCE THERAPEUTICS INCCOM–761330·10·9241  0.00%9,567Sh.25.19   Sole–Sole––
REX AMERICAN RESOURCES CORPCOM–761624·10·5425  0.01%6,474Sh.65.65   Sole–5,874–600
RITCHIE BROS AUCTIONEERSCOM–767744·10·53,692  0.05%62,300Sh.59.26   Sole–52,900– 9,400
RITE AID CORPCOM–767754·87·2237  0.00%24,900Sh.9.52   Sole–24,300–600
RLI CORPCOM–749607·10·7369  0.00%4,400Sh.83.86   Sole–Sole––
RLJ LODGING TRCOM–74965L·10·1452  0.01%52,085Sh.8.68   Sole–42,097– 9,988
ROBERT HALF INTL INCCOM–770323·10·32,832  0.04%53,477Sh.52.96   Sole–Sole––
ROCKWELL AUTOMATION INCCOM–773903·10·9494  0.01%2,238Sh.220.73   Sole–Sole––
ROGERS COMMUNICATIONS INCCL B–775109·20·0637  0.01%16,061Sh.39.66   Sole–Sole––
ROPER TECHNOLOGIES INCCOM–776696·10·6493  0.01%1,246Sh.395.67   Sole–Sole––
ROSS STORES INCCOM–778296·10·3530  0.01%5,677Sh.93.36   Sole–Sole––
ROYAL BK CDACOM–780087·10·2341  0.00%4,857Sh.70.21   Sole–Sole––
RPT REALTYSH BEN INT–74971D·10·1341  0.00%62,531Sh.5.45   Sole–61,461– 1,070
RYMAN HOSPITALITY PPTYS INCCOM–78377T·10·7429  0.01%11,653Sh.36.81   Sole–9,624– 2,029
S & T BANCORP INCCOM–783859·10·1333  0.00%18,807Sh.17.71   Sole–Sole––
S&P GLOBAL INCCOM–78409V·10·41,570  0.02%4,353Sh.360.67   Sole–Sole––
SABRA HEALTH CARE REIT INCCOM–78573L·10·6492  0.01%35,656Sh.13.80   Sole–25,000– 10,656
SAFETY INS GROUP INCCOM–78648T·10·0842  0.01%12,183Sh.69.11   Sole–12,083–100
SAGE THERAPEUTICS INCCOM–78667J·10·8337  0.00%5,500Sh.61.27   Sole–3,900– 1,600
SAILPOINT TECHNLGIES HLDGS ICOM–78781P·10·5624  0.01%15,750Sh.39.62   Sole–15,500–250
SALESFORCE COM INCCOM–79466L·30·211,404  0.15%45,376Sh.251.32   Sole–41,812– 3,564
SANDERSON FARMS INCCOM–800013·10·4826  0.01%7,000Sh.118.00   Sole–5,700– 1,300
SANFILIPPO JOHN B & SON INCCOM–800422·10·7687  0.01%9,104Sh.75.46   Sole–8,104– 1,000
SANGAMO THERAPEUTICS INCCOM–800677·10·6249  0.00%26,308Sh.9.46   Sole–25,608–700
SANMINA CORPORATIONCOM–801056·10·2739  0.01%27,317Sh.27.05   Sole–26,500–817
SBA COMMUNICATIONS CORP NEWCL A–78410G·10·41,863  0.02%5,848Sh.318.57   Sole–2,739– 3,109
SCHLUMBERGER LTDCOM–806857·10·83,453  0.05%221,900Sh.15.56   Sole–48,396– 173,504
SCHNITZER STL INDSCL A–806882·10·6195  0.00%10,103Sh.19.30   Sole–9,503–600
SCHWAB CHARLES CORPCOM–808513·10·5626  0.01%17,259Sh.36.27   Sole–Sole––
SCHWAB STRATEGIC TRUS LRG CAP ETF–808524·20·1165,318  2.21%2,050,321Sh.80.63   Sole–Sole––
SCHWAB STRATEGIC TRUS REIT ETF–808524·84·71,857  0.02%52,484Sh.35.38   Sole–Sole––
SCHWAB STRATEGIC TRUS SML CAP ETF–808524·60·712,194  0.16%178,480Sh.68.32   Sole–Sole––
SCIENCE APPLICATIONS INTL COCOM–808625·10·7454  0.01%5,777Sh.78.59   Sole–5,677–100
SCORPIO BULKERS INCCOM–Y7546A·13·0200  0.00%14,114Sh.14.17   Sole–13,834–280
SEAGATE TECHNOLOGY PLCSHS–G7945M·10·714,705  0.20%298,441Sh.49.27   Sole–Sole––
SEATTLE GENETICS INCCOM–812578·10·2314  0.00%1,600Sh.196.25   Sole–––None
SEMPRA ENERGYCOM–816851·10·91,494  0.02%12,622Sh.118.36   Sole–7,057– 5,565
SENSIENT TECHNOLOGIES CORPCOM–81725T·10·0442  0.01%7,647Sh.57.80   Sole–Sole––
SERVICE CORP INTLCOM–817565·10·4827  0.01%19,600Sh.42.19   Sole–Sole––
SERVICENOW INCCOM–81762P·10·21,437  0.02%2,962Sh.485.15   Sole–2,362–600
SFL CORPORATION LTDSHS–G7738W·10·684  0.00%11,100Sh.7.57   Sole–––None
SHAW COMMUNICATIONS INCCL B CONV–82028K·20·0416  0.01%22,819Sh.18.23   Sole–Sole––
SHELL MIDSTREAM PARTNERS L PUNIT LTD INT–822634·10·1295  0.00%31,152Sh.9.47   Sole–Sole––
SHENANDOAH TELECOMMUNICATIONCOM–82312B·10·6276  0.00%6,200Sh.44.52   Sole–5,000– 1,200
SHERWIN WILLIAMS COCOM–824348·10·61,498  0.02%2,150Sh.696.74   Sole–Sole––
SHOPIFY INCCL A–82509L·10·7505  0.01%494Sh.1,022.27   Sole–Sole––
SILGAN HOLDINGS INCCOM–827048·10·9980  0.01%26,640Sh.36.79   Sole–Sole––
SILK RD MED INCCOM–82710M·10·0343  0.00%5,100Sh.67.25   Sole–5,000–100
SIMON PPTY GROUP INC NEWCOM–828806·10·92,581  0.03%39,897Sh.64.69   Sole–28,221– 11,676
SIMULATIONS PLUS INCCOM–829214·10·5551  0.01%7,300Sh.75.48   Sole–7,100–200
SKYWORKS SOLUTIONS INCCOM–83088M·10·2293  0.00%2,013Sh.145.55   Sole–Sole––
SLACK TECHNOLOGIES INCCOM CL A–83088V·10·25,877  0.08%218,800Sh.26.86   Sole–215,900– 2,900
SMITH & WESSON BRANDS INCCOM–831754·10·6303  0.00%19,500Sh.15.54   Sole–19,000–500
SMITH A O CORPCOM–831865·20·9418  0.01%7,902Sh.52.90   Sole–Sole––
SMUCKER J M COCOM NEW–832696·40·517,923  0.24%155,148Sh.115.52   Sole–148,585– 6,563
SONOS INCCOM–83570H·10·8523  0.01%34,400Sh.15.20   Sole–34,000–400
SORRENTO THERAPEUTICS INCCOM NEW–83587F·20·2229  0.00%20,500Sh.11.17   Sole–20,000–500
SOUTHERN COCOM–842587·10·74,455  0.06%82,152Sh.54.23   Sole–62,476– 19,676
SOUTHERN COPPER CORPCOM–84265V·10·52,893  0.04%63,900Sh.45.27   Sole–Sole––
SOUTHWEST AIRLS COCOM–844741·10·82,724  0.04%72,621Sh.37.51   Sole–Sole––
SOUTHWESTERN ENERGY COCOM–845467·10·9424  0.01%180,100Sh.2.35   Sole–119,200– 60,900
SPARTANNASH COCOM–847215·10·01,037  0.01%63,416Sh.16.35   Sole–62,216– 1,200
SPDR INDEX SHS FDSDJ INTL RL ETF–78463X·86·38,036  0.11%270,456Sh.29.71   Sole–270,247–209
SPDR S&P 500 ETF TRTR UNIT–78462F·10·3101,311  1.35%302,519Sh.334.89   Sole–Sole––
SPDR SER TRBLMBRG BRC CNVRT–78464A·35·960,975  0.82%885,106Sh.68.89   Sole–884,897–209
SPDR SER TRBLOMBERG INTL TR–78464A·51·63,372  0.05%113,628Sh.29.68   Sole–Sole––
SPDR SER TRBLOOMBERG BRCLYS–78468R·62·217,355  0.23%161,270Sh.107.61   Sole–161,265–5
SPDR SER TRBLOOMBERG SRT TR–78468R·40·823,649  0.32%914,147Sh.25.87   Sole–Sole––
SPDR SER TRFTSE INT GVT ETF–78464A·49·0508  0.01%9,352Sh.54.32   Sole–9,057–295
SPECTRUM BRANDS HLDGS INC NECOM–84790A·10·5603  0.01%10,534Sh.57.24   Sole–6,800– 3,734
SPECTRUM PHARMACEUTICALS INCCOM–84763A·10·874  0.00%18,000Sh.4.11   Sole–Sole––
SPIRE INCCOM–84857L·10·13,892  0.05%73,147Sh.53.21   Sole–70,697– 2,450
SPOTIFY TECHNOLOGY S ASHS–L8681T·10·2267  0.00%1,100Sh.242.73   Sole–––None
SPROUTS FMRS MKT INCCOM–85208M·10·2778  0.01%37,161Sh.20.94   Sole–30,472– 6,689
SPS COMMERCE INCCOM–78463M·10·71,028  0.01%13,200Sh.77.88   Sole–13,000–200
SQUARE INCCL A–852234·10·3228  0.00%1,400Sh.162.86   Sole–300– 1,100
ST JOE COCOM–790148·10·0374  0.01%18,100Sh.20.66   Sole–––None
STAAR SURGICAL COCOM PAR $0.01–852312·30·5719  0.01%12,700Sh.56.61   Sole–12,000–700
STANDARD MTR PRODS INCCOM–853666·10·5870  0.01%19,468Sh.44.69   Sole–19,108–360
STANLEY BLACK & DECKER INCCOM–854502·10·1298  0.00%1,837Sh.162.22   Sole–Sole––
STARBUCKS CORPCOM–855244·10·91,676  0.02%19,506Sh.85.92   Sole–Sole––
STATE STR CORPCOM–857477·10·3435  0.01%7,326Sh.59.38   Sole–Sole––
STEEL DYNAMICS INCCOM–858119·10·07,832  0.10%273,532Sh.28.63   Sole–Sole––
STEELCASE INCCL A–858155·20·3477  0.01%47,166Sh.10.11   Sole–46,400–766
STERIS PLCSHS USD–G8473T·10·0414  0.01%2,346Sh.176.47   Sole–946– 1,400
STEWART INFORMATION SVCS CORCOM–860372·10·1239  0.00%5,454Sh.43.82   Sole–5,254–200
STORE CAP CORPCOM–862121·10·05,228  0.07%190,581Sh.27.43   Sole–181,531– 9,050
STRATEGIC ED INCCOM–86272C·10·3229  0.00%2,500Sh.91.60   Sole–Sole––
STRYKER CORPORATIONCOM–863667·10·12,348  0.03%11,266Sh.208.41   Sole–5,651– 5,615
STURM RUGER & CO INCCOM–864159·10·8374  0.01%6,100Sh.61.31   Sole–Sole––
SUMMIT HOTEL PPTYS INCCOM–866082·10·0256  0.00%49,418Sh.5.18   Sole–Sole––
SUN CMNTYS INCCOM–866674·10·4619  0.01%4,400Sh.140.68   Sole–1,400– 3,000
SUNCOKE ENERGY INCCOM–86722A·10·3326  0.00%95,060Sh.3.43   Sole–92,800– 2,260
SUNCOR ENERGY INC NEWCOM–867224·10·7202  0.00%16,522Sh.12.23   Sole–Sole––
SUNSTONE HOTEL INVS INC NEWCOM–867892·10·1730  0.01%91,819Sh.7.95   Sole–79,219– 12,600
SUPERNUS PHARMACEUTICALS INCCOM–868459·10·8272  0.00%13,036Sh.20.87   Sole–5,246– 7,790
SURMODICS INCCOM–868873·10·0246  0.00%6,300Sh.39.05   Sole–Sole––
SWITCH INCCL A–87105L·10·41,939  0.03%124,200Sh.15.61   Sole–124,000–200
SYNCHRONY FINANCIALCOM–87165B·10·36,984  0.09%266,856Sh.26.17   Sole–Sole––
SYNEOS HEALTH INCCL A–87166B·10·2240  0.00%4,500Sh.53.33   Sole–3,700–800
SYNOPSYS INCCOM–871607·10·7583  0.01%2,723Sh.214.10   Sole–1,823–900
SYSCO CORPCOM–871829·10·72,084  0.03%33,486Sh.62.23   Sole–11,403– 22,083
SYSTEMAX INCCOM–871851·10·1814  0.01%33,968Sh.23.96   Sole–33,368–600
T-MOBILE US INCCOM–872590·10·42,095  0.03%18,315Sh.114.39   Sole–8,613– 9,702
T2 BIOSYSTEMS INCCOM–89853L·10·4158  0.00%115,550Sh.1.37   Sole–109,000– 6,550
TAKE-TWO INTERACTIVE SOFTWARCOM–874054·10·94,547  0.06%27,516Sh.165.25   Sole–26,016– 1,500
TAL EDUCATION GROUPSPONSORED ADS–874080·10·4411  0.01%5,400Sh.76.11   Sole–Sole––
TANGER FACTORY OUTLET CTRS ICOM–875465·10·6233  0.00%38,600Sh.6.04   Sole–32,500– 6,100
TARGA RES CORPCOM–87612G·10·1424  0.01%30,197Sh.14.04   Sole–––None
TARGET CORPCOM–87612E·10·611,120  0.15%70,639Sh.157.42   Sole–69,614– 1,025
TC ENERGY CORPCOM–87807B·10·7364  0.00%8,671Sh.41.98   Sole–Sole––
TC PIPELINES LPUT COM LTD PRT–87233Q·10·81,680  0.02%65,639Sh.25.59   Sole–65,439–200
TE CONNECTIVITY LTDREG SHS–H84989·10·4544  0.01%5,563Sh.97.79   Sole–Sole––
TEEKAY TANKERS LTDCL A–Y8565N·30·0259  0.00%23,837Sh.10.87   Sole–23,100–737
TELEFLEX INCORPORATEDCOM–879369·10·6474  0.01%1,390Sh.341.01   Sole–625–765
TELEPHONE & DATA SYS INCCOM NEW–879433·82·94,022  0.05%218,082Sh.18.44   Sole–214,982– 3,100
TELUS CORPORATIONCOM–87971M·10·31,598  0.02%90,726Sh.17.61   Sole–87,926– 2,800
TERADYNE INCCOM–880770·10·2642  0.01%8,073Sh.79.52   Sole–7,872–201
TEREX CORP NEWCOM–880779·10·3543  0.01%28,000Sh.19.39   Sole–27,300–700
TESLA INCCOM–88160R·10·1901  0.01%2,100Sh.429.05   Sole–Sole––
TEXAS INSTRS INCCOM–882508·10·416,137  0.22%113,006Sh.142.80   Sole–112,402–604
TEXTAINER GROUP HOLDINGS LTDSHS–G8766E·10·9509  0.01%35,900Sh.14.18   Sole–35,000–900
TFI INTL INCCOM–87241L·10·92,197  0.03%45,500Sh.48.29   Sole–38,500– 7,000
THERMO FISHER SCIENTIFIC INCCOM–883556·10·25,194  0.07%11,762Sh.441.59   Sole–6,126– 5,636
TITAN INTL INC ILLCOM–88830M·10·2393  0.01%135,700Sh.2.90   Sole–131,900– 3,800
TITAN MACHY INCCOM–88830R·10·1195  0.00%14,700Sh.13.27   Sole–14,000–700
TJX COS INC NEWCOM–872540·10·91,098  0.01%19,724Sh.55.67   Sole–Sole––
TORONTO DOMINION BK ONTCOM NEW–891160·50·9281  0.00%6,070Sh.46.29   Sole–5,870–200
TPG RE FIN TR INCCOM–87266M·10·794  0.00%11,110Sh.8.46   Sole–Sole––
TRACTOR SUPPLY COCOM–892356·10·61,603  0.02%11,179Sh.143.39   Sole–Sole––
TRANE TECHNOLOGIES PLCSHS–G8994E·10·3620  0.01%5,111Sh.121.31   Sole–Sole––
TRANSDIGM GROUP INCCOM–893641·10·0451  0.01%949Sh.475.24   Sole–Sole––
TRANSOCEAN LTDREG SHS–H8817H·10·050  0.00%61,789Sh.0.81   Sole–––None
TRAVELERS COMPANIES INCCOM–89417E·10·91,210  0.02%11,183Sh.108.20   Sole–Sole––
TREVENA INCCOM–89532E·10·994  0.00%31,141Sh.3.02   Sole–Sole––
TRINET GROUP INCCOM–896288·10·7345  0.00%5,800Sh.59.48   Sole–5,500–300
TRINSEO S ASHS–L9340P·10·1574  0.01%22,350Sh.25.68   Sole–22,000–350
TRIP COM GROUP LTDADS–89677Q·10·7212  0.00%6,800Sh.31.18   Sole–Sole––
TRIPLE-S MGMT CORPCL B–896749·10·8364  0.00%20,335Sh.17.90   Sole–20,076–259
TRITON INTL LTDCL A–G9078F·10·7589  0.01%14,482Sh.40.67   Sole–14,000–482
TRONOX HOLDINGS PLCSHS–G9087Q·10·2431  0.01%54,737Sh.7.87   Sole–Sole––
TRUEBLUE INCCOM–89785X·10·1310  0.00%19,949Sh.15.54   Sole–Sole––
TRUIST FINL CORPCOM–89832Q·10·9801  0.01%21,046Sh.38.06   Sole–Sole––
TTEC HLDGS INCCOM–89854H·10·2493  0.01%9,032Sh.54.58   Sole–Sole––
TURNING POINT THERAPEUTICS ICOM–90041T·10·8219  0.00%2,500Sh.87.60   Sole–Sole––
TUTOR PERINI CORPCOM–901109·10·8275  0.00%24,700Sh.11.13   Sole–24,000–700
TWITTER INCCOM–90184L·10·2813  0.01%18,257Sh.44.53   Sole–14,767– 3,490
TYSON FOODS INCCL A–902494·10·31,418  0.02%23,825Sh.59.52   Sole–10,367– 13,458
UBS GROUP AGSHS–H42097·10·7828  0.01%74,255Sh.11.15   Sole–Sole––
UDR INCCOM–902653·10·4738  0.01%22,613Sh.32.64   Sole–12,090– 10,523
UGI CORP NEWCOM–902681·10·5304  0.00%9,200Sh.33.04   Sole–4,100– 5,100
ULTRAGENYX PHARMACEUTICAL INCOM–90400D·10·8321  0.00%3,900Sh.82.31   Sole–3,000–900
UMPQUA HLDGS CORPCOM–904214·10·3260  0.00%24,400Sh.10.66   Sole–24,000–400
UNION PAC CORPCOM–907818·10·82,248  0.03%11,417Sh.196.90   Sole–Sole––
UNITED CMNTY BKS BLAIRSVLE GCOM–90984P·30·3305  0.00%18,000Sh.16.94   Sole–Sole––
UNITED NAT FOODS INCCOM–911163·10·3472  0.01%31,700Sh.14.89   Sole–30,600– 1,100
UNITED PARCEL SERVICE INCCL B–911312·10·626,223  0.35%157,368Sh.166.63   Sole–Sole––
UNITED STATES CELLULAR CORPCOM–911684·10·84,627  0.06%156,677Sh.29.53   Sole–155,277– 1,400
UNITED THERAPEUTICS CORP DELCOM–91307C·10·23,635  0.05%35,982Sh.101.02   Sole–35,017–965
UNITEDHEALTH GROUP INCCOM–91324P·10·230,049  0.40%96,381Sh.311.77   Sole–82,403– 13,978
UNITI GROUP INCCOM–91325V·10·8235  0.00%22,300Sh.10.54   Sole–13,700– 8,600
UNITIL CORPCOM–913259·10·7398  0.01%10,295Sh.38.66   Sole–9,095– 1,200
UNIVERSAL HLTH SVCS INCCL B–913903·10·0301  0.00%2,810Sh.107.12   Sole–910– 1,900
UNIVERSAL INS HLDGS INCCOM–91359V·10·7373  0.00%26,932Sh.13.85   Sole–26,340–592
UNUM GROUPCOM–91529Y·10·62,672  0.04%158,725Sh.16.83   Sole–158,325–400
URBAN EDGE PPTYSCOM–91704F·10·4346  0.00%35,500Sh.9.75   Sole–28,900– 6,600
US BANCORP DELCOM NEW–902973·30·4849  0.01%23,669Sh.35.87   Sole–Sole––
US FOODS HLDG CORPCOM–912008·10·9228  0.00%10,220Sh.22.31   Sole–––None
USANA HEALTH SCIENCES INCCOM–90328M·10·7448  0.01%6,070Sh.73.81   Sole–4,900– 1,170
V F CORPCOM–918204·10·8262  0.00%3,722Sh.70.39   Sole–Sole––
VALERO ENERGY CORPCOM–91913Y·10·08,405  0.11%194,008Sh.43.32   Sole–141,461– 52,547
VANDA PHARMACEUTICALS INCCOM–921659·10·8278  0.00%28,769Sh.9.66   Sole–28,000–769
VANECK VECTORS ETF TRJP MORGAN MKTS–92189H·30·09,639  0.13%312,531Sh.30.84   Sole–312,210–321
VANGUARD BD INDEX FDSLONG TERM BOND–921937·79·312,372  0.17%110,616Sh.111.85   Sole–Sole––
VANGUARD BD INDEX FDSTOTAL BND MRKT–921937·83·5940,229  12.57%10,657,765Sh.88.22   Sole–Sole––
VANGUARD CHARLOTTE FDSINTL BD IDX ETF–92203J·40·7143,614  1.92%2,468,227Sh.58.19   Sole–Sole––
VANGUARD INDEX FDSREAL ESTATE ETF–922908·55·38,816  0.12%111,643Sh.78.97   Sole–261– 111,382
VANGUARD INDEX FDSS&P 500 ETF SHS–922908·36·317,027  0.23%55,343Sh.307.66   Sole–Sole––
VANGUARD INDEX FDSSM CP VAL ETF–922908·61·112,920  0.17%116,785Sh.110.63   Sole–Sole––
VANGUARD INDEX FDSSMALL CP ETF–922908·75·148,369  0.65%314,492Sh.153.80   Sole–Sole––
VANGUARD INDEX FDSSML CP GRW ETF–922908·59·526,757  0.36%124,488Sh.214.94   Sole–Sole––
VANGUARD INDEX FDSTOTAL STK MKT–922908·76·93,315  0.04%19,462Sh.170.33   Sole–Sole––
VANGUARD INTL EQUITY INDEX FALLWRLD EX US–922042·77·5135,283  1.81%2,681,512Sh.50.45   Sole–Sole––
VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF–922042·85·813,455  0.18%311,152Sh.43.24   Sole–Sole––
VANGUARD SCOTTSDALE FDSINT-TERM CORP–92206C·87·017,801  0.24%185,807Sh.95.80   Sole–Sole––
VANGUARD STAR FDSVG TL INTL STK F–921909·76·844,683  0.60%856,472Sh.52.17   Sole–Sole––
VANGUARD TAX-MANAGED INTL FDFTSE DEV MKT ETF–921943·85·863,938  0.85%1,563,264Sh.40.90   Sole–Sole––
VANGUARD WORLD FDMEGA CAP VAL ETF–921910·84·01,452  0.02%18,920Sh.76.74   Sole–12,260– 6,660
VARIAN MED SYS INCCOM–92220P·10·5478  0.01%2,774Sh.172.31   Sole–1,074– 1,700
VAXART INCCOM NEW–92243A·20·0487  0.01%73,200Sh.6.65   Sole–70,000– 3,200
VAXCYTE INCCOM–92243G·10·8359  0.00%7,265Sh.49.42   Sole–7,100–165
VECTOR GROUP LTDCOM–92240M·10·8945  0.01%97,521Sh.9.69   Sole–86,073– 11,448
VEEVA SYS INCCL A COM–922475·10·812,085  0.16%42,975Sh.281.21   Sole–41,575– 1,400
VENTAS INCCOM–92276F·10·010,504  0.14%250,319Sh.41.96   Sole–237,542– 12,777
VERACYTE INCCOM–92337F·10·7251  0.00%7,700Sh.32.60   Sole–7,500–200
VEREIT INCCOM–92339V·10·0356  0.00%54,673Sh.6.51   Sole–22,000– 32,673
VERISIGN INCCOM–92343E·10·2249  0.00%1,213Sh.205.28   Sole–Sole––
VERISK ANALYTICS INCCOM–92345Y·10·6360  0.00%1,941Sh.185.47   Sole–Sole––
VERITIV CORPCOM–923454·10·2314  0.00%24,740Sh.12.69   Sole–23,900–840
VERIZON COMMUNICATIONS INCCOM–92343V·10·434,031  0.46%572,037Sh.59.49   Sole–492,507– 79,530
VERSO CORPCL A–92531L·20·7346  0.00%43,813Sh.7.90   Sole–43,000–813
VERTEX PHARMACEUTICALS INCCOM–92532F·10·011,704  0.16%43,009Sh.272.13   Sole–39,161– 3,848
VIACOMCBS INCCL B–92556H·20·6306  0.00%10,908Sh.28.05   Sole–6,079– 4,829
VICI PPTYS INCCOM–925652·10·9463  0.01%19,800Sh.23.38   Sole–6,600– 13,200
VIPSHOP HOLDINGS LIMITEDSPONSORED ADS A–92763W·10·31,319  0.02%84,282Sh.15.65   Sole–83,082– 1,200
VISA INCCOM CL A–92826C·83·99,275  0.12%46,377Sh.199.99   Sole–39,046– 7,331
VISTA OUTDOOR INCCOM–928377·10·0385  0.01%19,030Sh.20.23   Sole–18,600–430
VISTRA CORPCOM–92840M·10·2372  0.00%19,723Sh.18.86   Sole–8,200– 11,523
VORNADO RLTY TRSH BEN INT–929042·10·9494  0.01%14,628Sh.33.77   Sole–6,066– 8,562
VOYAGER THERAPEUTICS INCCOM–92915B·10·6159  0.00%14,900Sh.10.67   Sole–14,300–600
VULCAN MATLS COCOM–929160·10·9505  0.01%3,721Sh.135.72   Sole–Sole––
WABASH NATL CORPCOM–929566·10·7825  0.01%68,900Sh.11.97   Sole–68,000–900
WALGREENS BOOTS ALLIANCE INCCOM–931427·10·85,961  0.08%165,933Sh.35.92   Sole–125,668– 40,265
WALMART INCCOM–931142·10·322,729  0.30%162,450Sh.139.91   Sole–102,194– 60,256
WARRIOR MET COAL INCCOM–93627C·10·1730  0.01%42,691Sh.17.10   Sole–41,991–700
WASHINGTON TR BANCORPCOM–940610·10·8354  0.00%11,516Sh.30.74   Sole–Sole––
WASTE MGMT INC DELCOM–94106L·10·93,815  0.05%33,709Sh.113.17   Sole–33,106–603
WATERS CORPCOM–941848·10·3417  0.01%2,129Sh.195.87   Sole–852– 1,277
WATERSTONE FINL INC MDCOM–94188P·10·1476  0.01%30,692Sh.15.51   Sole–Sole––
WD-40 COCOM–929236·10·7682  0.01%3,600Sh.189.44   Sole–2,700–900
WEC ENERGY GROUP INCCOM–92939U·10·61,691  0.02%17,445Sh.96.93   Sole–12,017– 5,428
WELLS FARGO CO NEWCOM–949746·10·13,780  0.05%160,769Sh.23.51   Sole–159,044– 1,725
WELLTOWER INCCOM–95040Q·10·41,341  0.02%24,333Sh.55.11   Sole–10,680– 13,653
WERNER ENTERPRISES INCCOM–950755·10·81,492  0.02%35,516Sh.42.01   Sole–35,400–116
WESBANCO INCCOM–950810·10·1649  0.01%30,359Sh.21.38   Sole–Sole––
WESCO INTL INCCOM–95082P·10·5300  0.00%6,800Sh.44.12   Sole–6,700–100
WEST PHARMACEUTICAL SVSC INCCOM–955306·10·59,778  0.13%35,568Sh.274.91   Sole–34,568– 1,000
WESTERN UN COCOM–959802·10·914,221  0.19%663,587Sh.21.43   Sole–658,499– 5,088
WESTLAKE CHEM PARTNERS LPCOM UNIT RP LP–960417·10·3380  0.01%20,219Sh.18.79   Sole–Sole––
WESTROCK COCOM–96145D·10·5224  0.00%6,440Sh.34.78   Sole–Sole––
WEYERHAEUSER CO MTN BECOM NEW–962166·10·41,214  0.02%42,541Sh.28.54   Sole–21,642– 20,899
WHEATON PRECIOUS METALS CORPCOM–962879·10·2243  0.00%4,950Sh.49.09   Sole–Sole––
WILEY JOHN & SONS INCCL A–968223·20·6400  0.01%12,600Sh.31.75   Sole–Sole––
WILLIAMS COS INCCOM–969457·10·03,725  0.05%189,538Sh.19.65   Sole–36,907– 152,631
WILLIS TOWERS WATSON PLC LTDSHS–G96629·10·3311  0.00%1,488Sh.209.01   Sole–Sole––
WINNEBAGO INDS INCCOM–974637·10·0471  0.01%9,100Sh.51.76   Sole–9,000–100
WINTRUST FINL CORPCOM–97650W·10·8381  0.01%9,500Sh.40.11   Sole–Sole––
WIX COM LTDSHS–M98068·10·5344  0.00%1,349Sh.255.00   Sole–Sole––
WORKDAY INCCL A–98138H·10·1237  0.00%1,100Sh.215.45   Sole–––None
WORKIVA INCCOM CL A–98139A·10·5739  0.01%13,250Sh.55.77   Sole–13,000–250
WORLD FUEL SVCS CORPCOM–981475·10·6763  0.01%36,000Sh.21.19   Sole–28,000– 8,000
WP CAREY INCCOM–92936U·10·97,321  0.10%112,346Sh.65.16   Sole–105,546– 6,800
WPX ENERGY INCCOM–98212B·10·3229  0.00%46,640Sh.4.91   Sole–––None
WW INTL INCCOM–98262P·10·1254  0.00%13,450Sh.18.88   Sole–13,000–450
XBIOTECH INCCOM–98400H·10·2206  0.00%10,750Sh.19.16   Sole–10,500–250
XCEL ENERGY INCCOM–98389B·10·01,694  0.02%24,540Sh.69.03   Sole–15,734– 8,806
XENCOR INCCOM–98401F·10·5452  0.01%11,650Sh.38.80   Sole–6,600– 5,050
XENIA HOTELS & RESORTS INCCOM–984017·10·398  0.00%11,161Sh.8.78   Sole–5,782– 5,379
XEROX HOLDINGS CORPCOM NEW–98421M·10·61,399  0.02%74,507Sh.18.78   Sole–74,107–400
XILINX INCCOM–983919·10·12,211  0.03%21,208Sh.104.25   Sole–Sole––
XPERI HOLDING CORPCOM–98390M·10·31,108  0.01%96,386Sh.11.50   Sole–82,686– 13,700
YAMANA GOLD INCCOM–98462Y·10·02,950  0.04%519,335Sh.5.68   Sole–516,835– 2,500
YANDEX N VSHS CLASS A–N97284·10·8871  0.01%13,336Sh.65.31   Sole–Sole––
YELP INCCL A–985817·10·51,361  0.02%67,741Sh.20.09   Sole–67,211–530
YUM BRANDS INCCOM–988498·10·1626  0.01%6,851Sh.91.37   Sole–Sole––
YUM CHINA HLDGS INCCOM–98850P·10·92,031  0.03%38,340Sh.52.97   Sole–38,130–210
ZIMMER BIOMET HOLDINGS INCCOM–98956P·10·2853  0.01%6,261Sh.136.24   Sole–2,655– 3,606
ZIONS BANCORPORATION N ACOM–989701·10·714,615  0.20%500,160Sh.29.22   Sole–Sole––
ZOETIS INCCL A–98978V·10·32,396  0.03%14,483Sh.165.44   Sole–7,786– 6,697
ZOOM VIDEO COMMUNICATIONS INCL A–98980L·10·18,816  0.12%18,752Sh.470.14   Sole–18,452–300
ZTO EXPRESS CAYMAN INCSPONSORED ADS A–98980A·10·5659  0.01%21,998Sh.29.96   Sole–Sole––
ZYNGA INCCL A–98986T·10·87,573  0.10%830,309Sh.9.12   Sole–821,509– 8,800
— 1,126 Issuers —— 1,164 Issues —— 1,164 Holdings:  $7,478,643,000 —— 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
 
Additional Information:  Legg Mason, Inc., 13F File Number 028-01700 ("LMI"), was acquired by Franklin Resources, Inc. ("FRI") on July 31, 2020. Through the quarter ended June 30, 2020 QS Investors, LLC was an Other Manager Reporting for LMI and reported its holdings of 13F Securities on a 13F Holdings Report. As a result of that acquisition, beginning with this Form 13F, QS Investors, LLC is now listed as an Other Manager Reporting for FRI and is reporting its holdings of 13F Securities on a 13F Combination Report.

↑Top
Filing Submission 0001501436-20-000001   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)
Copyright © 2024 Fran Finnegan & Company LLC – All Rights Reserved.
About — Privacy — Redactions — Help — Mon., Apr. 29, 3:46:09.4pm ET