TY 2020 InvestmentsCorpStockSchedule
Name:
The Jim Moran Foundation Inc
EIN:
65-1058044
Name of Stock End of Year Book Value End of Year Fair Market Value
ADR IRSA INVERSIONES Y REPRESENTACIONES S A 2,167 731
ADR BANCO MACRO S A SPONSORED ADR REPSTGCL B 3,308 2,398
ADR CENTRAL PUERTO S A SPONSORED ADR 3,660 929
ADR EMPRESA DISTRIBUIDORA Y COMERCIAL IZADORA SPONSORED ADR REPSTG 20CL B 573 339
ADR GRUPO FINANCIERO GALICIA S A SPONSORED ADR REPSTG 10 CL B SHS 4,571 4,527
ADR GRUPO SUPERVIELLE S A SPONSORED ADR REPSTG CL B 7,033 884
ADR IRSA PROPIEDADES COMERCIALES S A SPONSORED ADR 1,632 669
ADR LOMA NEGRA CORP SPONSORED ADS REPSTGORD SHS 5,507 2,675
ADR TELECOM ARGENTINA S A SPONSORED ADR REPSTG CL B SHS 3,190 1,745
ADR TRANSPORTADORA DE GAS DEL SUR S A SPONSORED ADR REPSTG 5 CL B SH 4,907 1,862
BANCO BBVA ARGENTINA S A SPON ADS EACH REP 3 ORD SHS 2,028 1,027
CRESUD SPONS ADR EACH CNV INTO 1 ORD ARS1'B' 2,496 1,078
GDR PAMPA ENERGIA S A SPONSORED ADR LEVEL 1 10,453 6,173
ADR BHP GROUP LTD SPONSORED ADR 135,064 201,705
ADR RIO TINTO PLC SPONSORED ADR 81,919 149,086
ADR WESTPAC BANKING CORPORATION SPONSORED ADR 140,760 131,805
ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR 71,036 90,883
ADR GALAPAGOS NV 18,104 11,680
ADR AMBEV SA SPONSORED ADR 45,683 43,076
ADR AMBEV SA SPONSORED ADR 28,192 33,225
ADR AZUL S A SPONSORED ADR REPSTG PFD 15,948 12,665
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG COM SHS 52,353 42,610
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004 179,376 164,701
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004 18,593 47,293
ADR BANCO SANTANDER BRASIL S A ADS REPSTG 1 UNIT 22,899 28,460
ADR BRASILAGRO COMPANHIA BRASILEIRA DE PROPRIEDADES AGRICOLAS SPONSORED ADR 567 985
ADR CENTRAIS ELETRICAS BRASILEIRAS S A SPONSORED ADR REPSTG COM 10,313 15,853
ADR CENTRAIS ELETRICAS BRASILEIRAS S A SPONSORED ADR REPSTG PFD 8,908 11,554
ADR COMPANHIA BRASILEIRA DE DISTRIBUICAOSPONSORED ADR FORMERLY GLOBAL 20,124 14,377
ADR COMPANHIA DE SANEAMENTO BASICO DO ESTADO DE SAO PAULO SABESP SPONSORED 16,705 19,714
ADR COMPANHIA PARANAENSE DE ENERGIA SER B COPEL ISIN US20441B4077 8,663 9,524
ADR COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR REPSTG ORD SHS 12,978 28,066
ADR GERDAU S A SPONSORED ADR REPRESENTING PFD SHS 22,185 34,156
ADR GERDAU S A SPONSORED ADR REPRESENTING PFD SHS 7,005 10,596
ADR GOL LINHAS AEREAS INTELIGENTES SA SPONSORED ADR REPSTG 10 PFD SHS NEW 4,700 4,331
ADR LINX S A SPONSORED ADS REPSTG COM SH 5,890 9,564
ADR NATURA &CO HLDG S A ADR 15,310 17,480
ADR NATURA &CO HLDG S A ADR 36,684 48,620
ADR OI S A SPONSORED ADR NEW 2016 16,612 16,291
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 93,893 142,688
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR 13,743 51,501
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS 0 26,544
ADR PETROLEO BRASILEIRO SA PETROBRAS SPONSORED ADR REPSTG PFD SHS 113,482 167,072
ADR SUZANO SA 37,235 41,165
ADR TELEFONICA BRASIL SA ADR 28,998 25,417
ADR TIM S A SPON ADS EACH REP 5 ORD SHS WI 19,309 15,994
ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012 2,969 2,519
ADR ULTRAPAR PARTICIPACOES S A SPONSORED# US90400P1012 9,542 8,815
ADR VALE S A ADR 8,942 114,789
ADR VALE S A ADR 183,413 362,234
BRF S.A ADR 5,834 6,745
#REORG/ENCANA CORP REVERSE SPLIT OVINTIV INC 2B1AAL3 01-27-2020 15,502 24,515
PAGSEGURO DIGITAL LTD COM USD CLS A 19,052 35,467
AGNICO-EAGLE MINES LTD COM NPV 9,577 10,106
ALGONQUIN PWR & UTILS CORP COM 61,296 84,926
BANK MONTREAL QUE COM 135,788 161,580
BANK N S HALIFAX COM STK 44,823 84,969
BARRICK GOLD CORP 10,745 16,016
BAUSCH HEALTH COMP COM NPV 47,466 55,426
BCE INC COM NEW 73,580 138,172
BROOKFIELD ASSET MGMT INC VOTING SHS CL A VOTING SHS CL A 7,943 10,104
CAMECO CORP COM 67,691 70,010
CANADIAN NAT RES LTD COM CANADIAN NATURAL RESOURCE COM STK 70,482 162,139
CANADIAN NATL RY CO COM 37,078 104,354
CANADIAN PAC RY LTD COM NPV 61,937 75,385
CDN IMPERIAL BK COMM TORONTO ONT COM STK 10,065 15,185
CENOVUS ENERGY INC COM 19,932 40,131
CGI INC COM STOCK 156,662 159,758
ENBRIDGE INC COM 25,290 44,116
FRANCO NEV CORP COM STK 10,052 14,117
GILDAN ACTIVEWEAR INC COM 6,755 10,352
IMPERIAL OIL LTD COM NEW COM NEW 12,902 22,181
KINROSS GOLD CORP COM NPV NEW 17,494 16,549
KIRKLAND LAKE GOLD LTD COM KIRKLAND LAKEGOLD LTD 13,510 41,064
MAGNA INTERNATIONAL INC COMMON STOCK 61,948 85,073
MANULIFE FINL CORP COM 52,339 67,617
NUTRIEN LTD COM NPV 23,609 30,367
OPEN TEXT CORP COM 37,859 32,059
PEMBINA PIPELINE CORPORATION COMMON STOCK 34,428 44,549
RESTAURANT BRANDS INTL INC COM NPV 29,956 39,136
ROGERS COMMUNICATIONS INC CL B NON VTG CL B 147,495 216,556
ROYAL BK CDA MONTREAL QUE COM NPV 4,769 5,303
SHAW COMMUNICATIONS INC CL B NON-VOTING PARTICIPATING SHARES 103,554 249,029
SHOPIFY INC CL A SHOPIFY INC 39,247 56,775
SUN LIFE FINANCIAL INC. 68,452 62,992
SUNCOR ENERGY INC NEW COM STK 94,269 91,579
TC ENERGY CORPORATION COM NPV 6,264 11,598
TECK RESOURCES LIMITED 46,461 60,232
TELUS CORP COM 12,898 34,230
THOMSON REUTERS CORP FORMERLY THOMSON CORP TO 04/15/2008 COM NEW COM NEW 146,860 213,380
TORONTO DOMINION BK ONT COM NEW COM NEW 15,718 37,316
WHEATON PRECIOUS METALS CORP COM 224 50
ADR VISIONCHINA MEDIA INC SPONSORED ADR NEW 29,158 25,940
ADR BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM 1,099 1,310
ADR BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM 5,519 4,528
ADR COMPANIA CERVECERIAS UNIDAS S A SPONSORED ADR 2,672 2,305
ADR EMBOTELLADORA ANDINA S A SPONSORED ADR REPSTG SER A 4,460 3,586
ADR EMBOTELLADORA ANDINA S A SPONSORED ADR REPSTG SER B 5,645 5,475
ADR ENEL AMERICAS S A SPONSORED ADR ENERSIS AMERICAS S.A 3,963 4,480
ADR ENEL AMERICAS S A SPONSORED ADR ENERSIS AMERICAS S.A 19,352 13,222
ADR ENEL CHILE SA SPON ADR EACH REPR 50 ORD 568 560
ADR ENEL CHILE SA SPON ADR EACH REPR 50 ORD 11,222 3,683
ADR ITAU CORPBANCA SPONSORED ADR 24,895 41,432
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS 6,122 12,518
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS 2,527 3,485
BANCO DE CHILE COM ADRS 9,213 10,985
BANCO DE CHILE COM ADRS 33 21
#REORG/ACORN CASH MERGER 02-01-2021 1,983 2,311
#REORG/HUAMI CORP NAME CHANGE WITH CUSIP CHANGE ZEPP HEALTH 2S15AF3 02-25-20 4,393 22,861
ADR 21VIANET GROUP INC SPONSORED ADR 4,177 4,351
ADR 360 DIGITECH INC 1,601 981
ADR 500 COM LTD SPONSORED ADR REPSTG SHSCL A 4,518 11,550
ADR 51JOB INC SPONSORED ADR REPSTG COM 7,151 1,077
ADR 9F INC SPON ADS EACH REP 1 ORD SHS CL A 1,038,815 2,445,992
ADR ALIBABA GROUP HOLDING LTD SPON ADS EACH REP 8 ORD SHS ADS 1,250 837
ADR AURORA MOBILE LTD 15,470 39,549
ADR AUTOHOME INC SPONSORED ADR REPST CL A 145,220 348,146
ADR BAIDU INC SPON ADS EACH REP 8 ORD SHS 6,894 8,725
ADR BAOZUN INC SPONSORED ADR 21,577 57,104
ADR BEIGENE LTD SPONSORED ADR 5,371 2,322
ADR BEST INC SPONSORED ADS 6,673 41,746
ADR BILIBILI INC ADS REPSTG SHS CL Z 3,612 1,308
ADR BRIGHT SCHOLAR ED HLDGS LTD SPONSORED ADS 2,082 319
ADR CHEETAH MOBILE INC ADR 3,494 4,517
ADR CHINA EASTN AIRLS LTD SPONSORED ADR REPSTG CL H 525 88
ADR CHINA FIN ONLINE CO LTD SPONSORED ADR NEW 683 443
ADR CHINA INDEX HLDGS LTD SPONSORED ADS REPSTG CL A SHS 86,901 79,765
ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS 44,733 39,429
ADR CHINA LIFE INS CO LTD SPONSORED ADR REPSTG H SHS 106,545 77,058
ADR CHINA MOBILE LTD 288,739 185,539
ADR CHINA MOBILE LTD 81,301 56,151
ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS 27,037 27,964
ADR CHINA PETE & CHEM CORP SPONSORED ADRREPSTG H SHS 1,932 3,232
ADR CHINA SOUTHN AIRLS LTD 50 SHS CL H ISIN US1694091091 35,802 22,205
ADR CHINA TELECOM CORP LTD SPONSORED ADRREPSTG H SHS 34,805 19,516
ADR CHINA UNICOM HONG KONG LTD SPONSOREDADR 151,857 102,190
ADR CNOOC LTD SPONSORED ADR SPONSORED ADR 20,982 13,473
ADR CNOOC LTD SPONSORED ADR SPONSORED ADR 2,088 18,068
ADR DAQO NEW ENERGY CORP SPONSORED ADR NEW 6,732 6,039
ADR DOUYU INTL HLDGS LTD SPONSORED ADR RESPSTG ORD SHS 1,539 295
ADR FANG HOLDINGS LIMITED SPON ADS EACH REP 10 ORD CL A SHS(R/S) 2,336 3,624
ADR FANHUA INC SPONSORED ADR 1,869 1,338
ADR FINVOLUTION GROUP SPONSORED ADR SPONADS EACH REP 5 ORD SHS CLASS A 20,512 44,479
ADR GDS HLDGS LTD SPONSORED ADR 828 951
ADR GREENTREE HOSPITALITY GROUP LTD SPONSORED ADS 1,316 227
ADR GRIDSUM HLDG INC ADR REPSTG CL B 32,174 20,632
ADR GSX TECHEDU INC SPONSORED ADS 5,490 2,332
ADR GUANGSHEN RY LTD 14,040 8,300
ADR HUANENG PWR INTL INC SPONSORED ADR SER N SHS 6,901 38,681
ADR HUAZHU GROUP LTD 10,028 8,530
ADR HUYA INC ADS REPSTG CL A SHS 32,781 33,264
ADR IQIYI INC SPONSORED ADR 132,334 455,058
ADR JD COM INC SPONSORED ADR REPSTG COM CL A 23,203 33,512
ADR JOYY INC ADS REPSTG COM CL A 2,040 216
ADR JUPAI HLDGS LTD ADS 3,683 2,573
ADR LEXINFINTECH HLDGS LTD ADR 493 18
ADR MERCURITY FINTECH HLDG INC SPONSOREDADR 6,343 5,640
ADR MOMO INC ADR 25,037 218,356
ADR NETEASE INC SPONSORED ADR ADR EACH REPR 25 COM STK USD0.0001 20,136 153,107
ADR NEW ORIENTAL ED & TECHNOLOGY GROUP INC SPONSORED ADR REPSTG COM 41,378 317,785
ADR NIO INC ADS 4,120 10,375
ADR NOAH HLDGS LTD SPONSORED ADS 3,995 2,094
ADR ONESMART INTL ED GROUP LTD SPONSOREDADR 15,162 11,950
ADR PETROCHINA CO LTD SPONSORED ADR 57,876 341,837
ADR PINDUODUO INC SPONSORED ADS 1,779 1,804
ADR PUXIN LTD SPONSORED ADR 6,504 1,499
ADR QUDIAN INC ADR 4,177 1,447
ADR QUTOUTIAO INC ADS REPSTG CL A ORD SHS 259 1,474
ADR RENESOLA LTD SPONSORED ADS NEW 1,569 492
ADR SECOO HLDG LTD SPONSORED ADR 7,445 5,474
ADR SINOPEC SHANGHAI PETROCHEMICAL CO LTD SPONSORED ADR REPSTG CL H SHS 3,238 4,222
ADR SOGOU INC ADR REPSTG CL A SHS 34,868 191,075
ADR TAL ED GROUP ADS REPSTG COM SHS ADR 2,040 547
ADR TARENA INTL INC ADR 40,626 48,312
ADR TENCENT MUSIC ENTMT GROUP ADS 256 74
ADR THE9 LTD SPONSORED ADS NEW OCT 2020 60,418 97,648
ADR TRIP COM GRP LTD 1,009 265
ADR UXIN LTD ADS 22,325 74,744
ADR VIPSHOP HLDGS LTD SPONSORED ADR 16,803 22,217
ADR WEIBO CORP SPONSORED ADR 2,049 1,047
ADR XINYUAN REAL ESTATE CO LTD SPONSOREDADR 1,878 766
ADR XUNLEI LTD SPONSORED ADR 1,273 194
ADR YIREN DIGITAL LTD 12,582 46,557
ADR ZAI LAB LTD ADR 30,909 61,994
ADR ZTO EXPRESS CAYMAN INC SPONSORED ADR 625 127
AIRNET TECHNOLOGY INC SPON ADS EACH REPR 10 ORD S ADR 249 394
LEJU HOLDINGS LIMI ADS EA REPR 1 ORD SHS 1,233 114
LINK MOTION INC ADR REPSTG CL A SPON ADR EACH REPR 5 ORD SHS CLASS A 909 296
PHOENIX NEW MEDIA LTD - ADR 4,431 4,128
SOHU COM LTD SPONSORED ADR 36,765 32,586
ADR BANCOLOMBIA S A SPONSORED ADR REPSTG4 PREF SHS 20,227 26,478
ADR ECOPETROL S A SPONSORED ADS 5,982 7,849
ADR ECOPETROL S A SPONSORED ADS 7,357 6,206
ADR GRUPO AVAL ACCIONES Y VALORES SA SPONSORED ADS 91,168 232,670
ADR NOVO-NORDISK A S ADR 31,608 57,005
GENMAB A/S SPONSORED ADR 47,588 55,327
ADR NOKIA CORP SPONSORED ADR 52,214 59,822
ADR ORANGE SPONSORED ADR 18,416 55,532
ADR STMICROELECTRONICS N V SHS-N Y REGISTRY SHS-N Y REGISTRY 27,819 39,113
ARCELORMITTAL LUXEMBOURG N Y REGISTRY SHS NEW 2017 N Y REGISTRY SHS NEW 20 203,709 240,521
SANOFI SPONSORED ADR 233,161 213,238
TOTAL SE SPON ADS EA REP 1 ORD SHS 33,158 48,036
DEUTSCHE BK AG COM STK ISIN DE0005140008 SDL 505964X 29,373 37,529
FRESENIUS MED CARE AG & CO.KGAA 10,669 23,043
QIAGEN NV EUR0.01 174,021 295,725
SAP SE-SPONSORED ADR 185,301 551,272
ADR HDFC BK LTD ADR REPSTG 3 SHS 130,712 250,644
ADR ICICI BK LTD 29,038 33,466
ADR TATA MTRS LTD SPONSORED ADR 34,454 59,675
ADR WIPRO LTD SPONSORED ADR REPSTG 1 SH SPONSORED ADR REPSTG 1 SH COM 8,005 26,947
ADR WNS HLDGS LTD SPONSORED ADR 12,189 32,793
DR REDDYS LABS LTD ADR REPSTG 1/2 SH 134,070 359,137
INFOSYS LIMITED ADR 345 267
SIFY TECHNOLOGIES LTD 4,956 10,712
VEDANTA LTD SPONSORED ADR 61,322 80,909
ADR PERUSAHAAN PERSEROAN PERSERO P T TELEKOMUNIKIASI INDONESIA SPONSORED 47,592 81,157
ADR CRH PLC ADR 12,541 25,405
ADR RYANAIR HLDGS PLC SPONSORED ADR NEW 34,398 49,169
#REORG/FIAT INVESTMENTS STOCK MERGER STELLANTIS 2Q1GAD3 01-19-2021 19,521 19,199
ADR ENI S P A SPONSORED ADR 3,550 4,307
ADR TENARIS S A SPONSORED ADR 20,324 31,188
CNH INDUSTRIAL NV COM STK 40,957 72,069
FERRARI N V FERRARI N V COMMON S TOCK 54,092 50,912
ADR CANON INC SPONSORED ADR 63,181 67,489
ADR HONDA MTR LTD ADR REPRESENTING 2 ORDSHS 136,902 139,089
ADR MITSUBISHI UFJ FINL GROUP INC SPONSORED ADR 41,923 37,799
ADR MIZUHO FINL GROUP INC SPONSORED ADR 26,720 37,587
ADR NOMURA HLDGS INC SPONSORED ADR 36,258 50,033
ADR ORIX CORP SPONSORED ADR 72,935 269,128
ADR SONY CORP AMERN SH NEW 72,103 73,984
ADR SUMITOMO MITSUI FINL GROUP INC SPONSORED ADR 267,401 421,049
ADR TOYOTA MTR CORP SPONSORED ADR 76,863 231,855
ADR TOYOTA MTR CORP SPONSORED ADR 134,090 139,394
TAKEDA PHARMACEUTICAL CO LTD SPONSORED ADS 62 1,807
ADR GRAVITY CO LTD SPONSORED ADR NEW 94,197 115,830
ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR 30,541 36,551
ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR 37,969 42,749
ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063 13,312 12,948
ADR KT CORP SPONSORED ADR 60,478 75,582
ADR POSCO SPONSORED ADR 40,192 49,225
ADR POSCO SPONSORED ADR 7,242 9,285
ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR 60,681 59,222
ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR 35,503 55,178
ADR SK TELECOM CO LTD SPONSORED ADR 23,909 24,341
ADR WOORI FINL GROUP INC 37,618 24,577
LG DISPLAY 43,519 49,668
ADR CEMEX SAB DE CV 14,777 19,398
ADR CEMEX SAB DE CV 21,924 16,135
ADR COCA-COLA FEMSA S.A.B DE C.V. 4,218 7,042
ADR CONTROLADORA VUELA COMPANIA DE AVIACION SPONSORED ADR REPSTG 10 CPO 92,806 108,427
ADR FOMENTO ECONOMICO MEXICANO SAB DE CV 8,138 12,805
ADR FOMENTO ECONOMICO MEXICANO SAB DE CV 10,137 29,158
ADR GRUPO AEROPORTUAIRO DEL PACIFICO SABDE CV 13,076 16,899
ADR GRUPO AEROPORTUARIO DEL CENTRO NORTES A B DE C V SPONSORED ADR 2,212 2,893
ADR GRUPO SIMEC SAB 5,852 4,524
ADR GRUPO TELEVISA SA DE CV SPONSORED ADR REPSTG ORD PARTN SPONS ADR 1,028 2,032
ADR INDUSTRIAS BACHOCO SAB DE CV SPONSORED ADR REPSTG UNIT 1SER B & L 7,554 10,585
ADR TERNIUM S A SPONSORED ADR 2,815 3,288
AMER MOVIL S.A.B.DE C.V EACH REP 20 SHS N PV SER'A' 66,374 66,550
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS 39,500 42,195
AMER MOVIL SAB DE C V SPONSORED ADR REPSTG SER L SHS 13,968 28,533
GRUPO AEROPORTUARIO DEL SURESTE S.A.B DEC.V. 9,408 13,857
ADR AEGON N V NY REGISTRY SHS SHS 27,249 29,115
ADR ARGENX SE SPONSORED ADS 76,832 430,657
ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT) 50,557 67,864
ADR ING GROEP N V SPONSORED ADR 48,093 104,494
KONINKLIJKE PHILIPS NV 38,141 43,726
ADR EQUINOR ASA SPONSORED ADR 3,740 1,906
ADR AENZA S A A SPONSORED ADR 3,088 2,205
ADR CEMENTOS PACASMAYO S A A ADR NEW 17,035 17,517
ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS 29 0
ADR FOSSAL S A A SPONSORED ADR 19,931 26,243
CREDICORP LTD COM STK 5,095 11,722
SOUTHN COPPER CORP DEL COM 13,907 15,825
ADR PLDT INC SPONSORED ADR 4,257 2,379
ADR QIWI PLC SPONSORED ADR REPSTG CL B 15,039 7,250
ADR VEON LTD SPONSORED ADR 6,799 7,706
MOBILE TELESYSTEMS PJSC ADR 30,452 66,118
ADR ANGLOGOLD ASHANTI LTD 1,264 3,777
ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS 15,736 41,122
ADR GOLD FIELDS LTD NEW SPONSORED ADR 6,953 15,584
ADR HARMONY GOLD MNG LTD SPONSORED ADR 1,602 1,448
ADR MIX TELEMATICS LTD SPONSORED ADR 15,822 5,103
ADR SASOL LTD SPONSORED ADR 17,507 58,523
ADR SIBANYE STILLWATER LTD SPONSORED ADR 38,557 47,360
ADR BANCO BILBAO VIZCAYA ARGENTARIA S A SPONSORED ADR 20,045 13,174
ADR TELEFONICA S A SPONSORED 143,105 131,242
BANCO SANTANDER S.A. 38,659 65,582
ERICSSON 74,172 113,546
ADR ABB LTD SPONSORED ADR 63,266 74,061
ADR CREDIT SUISSE GROUP AG SPONSORED ADRISIN US2254011081 315,094 503,784
ADR NOVARTIS AG 40,026 67,432
ALCON AG COM USD0.04 WI 15,120 30,615
LOGITECH INTERNATIONAL SA CHF0.25(REGD) (POST-SUBD) 89,421 104,463
UBS GROUP AG COMMON STOCK 3,100 3,726
ADR CHIPMOS TECHNOLOGIES INC SPONSORED ADR NEW 67,769 94,001
ADR CHUNGHWA TELECOM CO LTD SPONSORED ADR NEW 2011 15,947 22,245
ADR CHUNGHWA TELECOM CO LTD SPONSORED ADR NEW 2011 5,085 8,159
ADR HIMAX TECHNOLOGIES INC SPONSORED ADR 3,767 12,615
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS 284,829 2,388,957
ADR TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADS EACH REP 5 ORD TWD10 75,534 810,712
ADR TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADS EACH REP 5 ORD TWD10 33,763 129,552
ADR UNITED MICROELECTRONICS CORP SPONSORED ADR NEW 20,659 45,949
ASE TECHNOLOGY HOLDING CO LTD ADR 20,542 15,561
ADR TURKCELL ILETISIM HIZMET ADS EACH REPR 2.5 TRADABLE SHS TRY1 151,721 253,249
ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM 67,860 81,194
ADR BARCLAYS PLC ADR 172,388 112,388
ADR BP P L C SPONSORED ADR 199,443 189,999
ADR BRIT AMERN TOB PLC SPONSORED 179,265 165,085
ADR GLAXOSMITHKLINE PLC SPONSORED ADR 345,363 264,748
ADR HSBC HLDGS PLC SPONSORED ADR NEW 18,907 30,346
ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPON ADS EACH REPR 1 ORD SHS 99,019 109,501
ADR NATIONAL GRID PLC SPONSORED ADR NEW 2017 20,618 25,791
ADR NATWEST GROUP PLC SPONSORED ADR REPSTG 2 ORD SH 7,845 9,492
ADR PEARSON PLC SPONSORED ADR 60,657 85,087
ADR PRUDENTIAL PLC ADR ISIN #US74435K2042 53,454 102,980
ADR RELX PLC SPONSORED ADR 215,524 176,051
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG A SHS 152,054 113,299
ADR ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG B SHS 31,804 44,574
ADR SMITH & NEPHEW GROUP P L C SPONSOREDADR NEW 219,621 341,396
ADR UNILEVER PLC SPONSORED ADR NEW 113,785 107,763
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR 29,624 32,069
ADR WPP PLC ADR DR EACH REPR 5 SHS 82,752 116,931
BHP GROUP PLC 133,691 222,493
DIAGEO PLC SPONSORED ADR NEW 49,369 54,553
LLOYDS BANKING GROUP PLC-ADR 10,977 17,028
#REORG/APACHE CORP NAME CHANGE WITH CUSIP CHANGE APA CORP 2S1UAG3 03-02-2021 22 29
#REORG/APARTMENT INVESTMENT REVERSE SPLIT APARTMENT INVST 2M19AK3 12-01-2020 19,085 40,437
#REORG/BIOTELEMETRY CASH MERGER 02-10-2021 43,885 31,200
#REORG/CENTURYLINK INC NAME CHANGE LUMEN TECH INC 2N1MA53 01-22-2021 33,923 18,439
#REORG/CONCHO STOCK MERGER CONOCOPHILLIPS 2197249 01-19-2021 6,403 6,939
#REORG/DIME STOCK MERGER DIME 2Q15A63 02-01-2021 3,362 6,935
#REORG/FOUNDATION CASH MERGER 01-29-2021 6,587 4,105
#REORG/NATIONAL NAME CHANGE WITH CUSIP CHANGE NOV 2N1VA53 01-04-2021 12,106 32,439
#REORG/PROVIDENCE NAME CHANG WITH CUSIP CHANG MODVICARE 2N1CAR3 1-7-2021 11,041 13,823
#REORG/SL GREEN RLTY REVERSE SPLIT SL GREEN RLTY CORP 2N1GA63 01-21-2021 12,458 11,548
#REORG/THIRD NAME CHANG WITH CUSIP CHANG SIRIUSPOINT 0002S1AAT3 03-01-2021 12,761 39,435
#REORG/TIFFANY CASH MERGER 01-07-2021 15,797 22,906
#REORG/VIRTUSA CASH MERGER 02-11-2021 12,730 17,745
1ST COMWLTH FNCL CORP COM LM 17,996 20,708
3D SYS CORP DEL COM NEW STK 75,397 283,160
3M CO COM 17,695 47,420
5TH 3RD BANCORP COM 18,711 53,635
8X8 INC NEW COM 12,350 44,176
AAON INC COM PAR $0.004 COM PAR $0.004 10,518 22,891
AAR CORP COM 118,190 522,267
ABBOTT LAB COM 79,190 491,604
ABBVIE INC COM USD0.01 16,354 22,518
ABERCROMBIE & FITCH CO CL A 21,540 43,767
ABIOMED INC COM 31,211 40,678
ABM INDS INC COM 20,015 23,300
ACADIA RLTY TR COM 71,379 453,722
ACCENTURE PLC SHS CL A NEW 47,598 136,025
ACTIVISION BLIZZARD INC COM STK 13,285 23,652
ADDUS HOMECARE CORP COM STK 43,217 673,662
ADOBE SYS INC COM 14,363 11,623
ADR ALUMINUM CORP CHINA LTD SPONSORED ADR REPSTG H SHS 42 12
ADR ATA CREATIVITY GLOBAL SPONSORED ADR 1,953 1,493
ADR CHINA DISTANCE ED HLDGS LTD SPONSORED ADR ADR 2,777 1,461
ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR 551 356
ADR CONCORD MED SVCS HLDGS LTD SPONSOREDADR 4,538 13,921
ADR JINKOSOLAR HLDG CO LTD 320 0
ADR LENTUO INTL INC SPONSORED ADS 725 2,139
ADR O2MICRO INTL LTD SPONSORED ADR 4,461 1,061
ADR TUNIU CORP SPONSORED ADS REPSTG CL AORD SHS ADR 9,040 11,491
ADTRAN INC COM 23,185 32,605
ADVANCE AUTO PTS INC COM 15,227 60,897
ADVANCED ENERGY INDS INC COM 57,809 277,881
ADVANCED MICRO DEVICES INC COM 9,594 9,175
ADVANSIX INC COM 8,772 9,476
AEGION CORP 10 12,104 55,968
AEROJET ROCKETDYNE HLDGS INC COM 15,338 38,410
AEROVIRONMENT INC COM 18,721 47,987
AES CORP COM 39,490 89,207
AFLAC INC COM 18,413 100,717
AGILENT TECHNOLOGIES INC COM 5,879 15,966
AGILYSYS INC COM STK 34,910 43,743
AGREE RLTY CORP COM 27,795 153,276
AIR PROD & CHEM INC COM 10,286 43,046
AKAMAI TECHNOLOGIES INC COM STK 9,725 19,313
ALAMO GROUP INC COM 28,610 69,518
ALARM COM HLDGS INC COM 15,330 20,488
ALASKA AIR GROUP INC COM 21,742 46,108
ALBANY INTL CORP NEW CL A 34,603 59,893
ALBEMARLE CORP COM 16,146 23,846
ALEXANDER & BALDWIN INC 36,705 57,209
ALEXANDRIA REAL ESTATE EQUITIES INC COM 63,276 103,118
ALEXION PHARMACEUTICALS INC COM 27,346 75,882
ALIGN TECHNOLOGY INC COM 18,259 34,261
ALLEGHENY TECHNOLOGIES INC COM 11,303 11,502
ALLEGIANCE BANCSHARES INC COM 13,977 43,525
ALLEGIANT TRAVEL CO COM 3,755 33,285
ALLEGION PLC COMMON STOCK 33,991 42,203
ALLIANT ENERGY CORP COM 22,011 43,854
ALLSCRIPTS HEALTHCARE SOLUTIONS INC 25,135 96,519
ALLSTATE CORP COM 224,559 1,408,512
ALPHABET INC CAP STK USD0.001 CL C 225,476 1,407,370
ALPHABET INC CAPITAL STOCK USD0.001 CL A 105,587 212,954
ALTRIA GROUP INC COM 41,473 3,735,699
AMAZON COM INC COM 17,078 14,319
AMBAC FINL GROUP INC COM 41,814 56,814
AMCOR PLC ORD USD0.01 47,434 104,837
AMER ELEC PWR CO INC COM 19,787 60,887
AMEREN CORP COM 14,296 18,325
AMERICAN AIRLINES INC COM USD1 28,655 28,302
AMERICAN ASSETS TR INC COM 14,185 13,060
AMERICAN AXLE & MFG HLDGS INC COM 33,217 41,490
AMERICAN EQUITY INVT LIFE HLDG CO COM 45,691 223,079
AMERICAN EXPRESS CO 76,227 102,601
AMERICAN INTERNATIONAL GROUP INC COM 7,757 8,382
AMERICAN PUB ED INC COM STK 33,031 55,816
AMERICAN STS WTR CO COM 55,230 278,106
AMERICAN TOWER CORP 4,198 5,913
AMERICAN VANGUARD CORP COM 46,427 86,404
AMERICAN WTR WKS CO INC NEW COM 7,260 13,950
AMERICAS CAR-MART INC COM 21,344 106,882
AMERIPRISE FINL INC COM 38,040 50,367
AMERIS BANCORP COM 15,960 22,685
AMERISAFE INC COM 10,927 40,570
AMERISOURCEBERGEN CORP COM 12,599 23,556
AMERN WOODMARK CORP COM 32,126 77,643
AMETEK INC NEW COM 83,774 359,825
AMGEN INC COM 19,664 51,734
AMN HEALTHCARE SVCS INC COM 8,439 8,848
AMPHASTAR PHARMACEUTICALS INC DEL COM 19,699 111,155
AMPHENOL CORP NEW CL A 39,502 152,605
ANALOG DEVICES INC COM 7,611 11,348
ANDERSONS INC COM 8,250 7,818
ANGIODYNAMICS INC COM STK 8,126 3,949
ANI PHARMACEUTICALS INC COM 8,380 9,776
ANIKA THERAPEUTICS INC COM STK 47,632 110,959
ANSYS INC COM 40,147 227,332
ANTHEM INC COM 29,919 128,875
AON PLC 11,092 2,091
APARTMENT COM USD0.01 CL A(POST RE) 15,004 15,210
APARTMENT INCOME REIT CORP COM 7,987 17,202
APOGEE ENTERPRISES INC COM 22,076 28,886
APOLLO COML REAL ESTATE FIN INC COM 177,351 5,746,671
APPLE INC COM STK 19,905 47,808
APPLIED INDL TECHNOLOGIES INC COM 13,847 221,101
APPLIED MATERIALS INC COM 4,964 2,613
APPLIED OPTOELECTRONICS INC COM 29,448 99,020
APTIV PLC COM USD 5,148 13,996
ARCBEST CORP COM USD0.01 42,091 79,144
ARCHER-DANIELS-MIDLAND CO COM 6,711 15,051
ARCHROCK INC COM 24,938 45,266
ARCONIC CORPORATION COM USD0.01 23,546 43,724
ARCOSA INC COM 35,880 46,782
ARISTA NETWORKS INC COM 6,350 9,683
ARLO TECHNOLOGIES INC COM 12,479 12,376
ARMADA HOFFLER PPTYS INC REIT 22,512 57,713
ASBURY AUTOMOTIVE GROUP INC COM 5,646 25,882
ASSURANT INC COM 41,647 47,078
ASSURED GUARANTY LTD COMMON STK 11,677 21,531
ASTEC INDS INC COM 451,591 520,642
AT&T INC COM 14,605 28,852
ATLAS AIR WORLDWIDE HLDGS INC COM NEW STK 10,108 8,770
ATN INTL INC COM 17,280 207,021
AUTODESK INC COM 45,956 214,612
AUTOMATIC DATA PROCESSING INC COM 11,083 82,981
AUTOZONE INC COM 21,551 37,059
AVALONBAY CMNTYS REIT 8,511 51,186
AVERY DENNISON CORP COM 30,994 40,341
AVISTA CORP COM ISIN # US05379B1070 11,862 14,065
AXCELIS TECHNOLOGIES INC COM NEW COM NEW 18,483 40,908
AXOS FINL INC COM 5,194 11,860
AZZ INC COM 17,276 30,558
B & G FOODS INC COMMON STOCK 5,285 29,723
BADGER METER INC COM 41,454 43,514
BAKER HUGHES CO 27,236 60,145
BALCHEM CORP COM 12,938 89,453
BALL CORP COM 3,002 5,163
BANC CALIF INC COM 15,679 20,839
BANCFIRST CORP COM 47,823 99,776
BANK NEW YORK MELLON CORP COM STK 93,333 661,364
BANK OF AMERICA CORP 35,929 51,857
BANKUNITED INC 29,713 31,215
BANNER CORP COM NEW COM NEW 3,712 2,781
BARNES & NOBLE ED INC COM 15,443 31,985
BARNES GROUP INC COM 34,761 123,088
BAXTER INTL INC COM 51,199 179,158
BECTON DICKINSON & CO COM 17,811 35,591
BED BATH & BEYOND INC COM 1,832 1,728
BEL FUSE INC CL B CL B 8,903 14,828
BENCHMARK ELECTRS INC COM 427,102 1,195,985
BERKSHIRE HATHAWAY INC-CL B 10,278 16,418
BERKSHIRE HILLS BANCORP INC COM 10,509 85,819
BEST BUY INC COM STK 12,082 23,354
BIG LOTS INC COM 21,992 111,901
BIOGEN INC COMMON STOCK 10,990 16,320
BJS RESTAURANTS INC COM 51,415 230,171
BLACKROCK INC COM STK 23,892 25,576
BLOOMIN BRANDS INC COM 9,021 13,110
BLUCORA INC COM 58,017 321,732
BOEING CO COM 17,919 30,353
BOISE CASCADE CO COM 8,690 5,896
BONANZA CREEK ENERGY INC COM NEW COM NEW 27,271 256,136
BOOKING HLDGS INC COM 13,936 20,553
BOOT BARN HLDGS INC COM 20,033 21,638
BORG WARNER INC COM 10,149 10,157
BOSTON PRIVATE FINL HLDGS INC COM 23,219 147,934
BOSTON SCIENTIFIC CORP COM 11,874 29,429
BOTTOMLINE TECHNOLOGIES DE INC COM 15,459 31,164
BRADY CORP CL A 34,358 37,933
BRANDYWINE RLTY TR SH BEN INT NEW REIT 15,110 18,702
BRIGHTSPHERE INVT GROUP INC COM 18,882 42,258
BRINKER INTL INC COM 167,081 331,054
BRISTOL MYERS SQUIBB CO COM 10,116 10,028
BRISTOW GROUP INC DEL NEW COM 0 489,516
BROADCOM INC COM 32,116 49,177
BROADRIDGE FINL SOLUTIONS INC COM STK 13,883 15,809
BROOKLINE BANCORP INC DEL COM BROOKLINE BANCORP INC + 18,808 79,249
BROOKS AUTOMATION INC COM 7,453 41,304
BROWN-FORMAN INC CL B NON-VTG COM 27,150 35,921
BSTN PPTYS INC 5,431 9,490
BUCKLE INC COM 23,831 33,042
C H ROBINSON WORLDWIDE INC COM NEW COM NEW 17,624 24,794
CABOT OIL & GAS CORP COM 37,308 36,551
CADENCE BANCORPORATION CL A CL A 37,558 136,566
CADENCE DESIGN SYS INC COM 18,025 24,664
CAL MAINE FOODS INC COM NEW STK 8,676 4,742
CALAMP CORP COM 9,172 15,761
CALAVO GROWERS INC COM 5,872 13,021
CALERES INC COM 22,435 38,253
CALIFORNIA WTR SVC GROUP COM 17,875 46,171
CALLAWAY GOLF CO COM 4,265 4,567
CALLON PETE CO DEL COM NEW 15,978 24,659
CAMPBELL SOUP CO COM 55,286 136,413
CAPITAL ONE FINL CORP COM 28,100 31,313
CAPITOL FED FINL INC COM . 40,135 99,288
CAPRI HOLDINGS LTD COM NPV 12,289 8,192
CAPSTEAD MTG CORP COM NO PAR COM NO PAR 21,882 53,828
CARDINAL HLTH INC 18,498 22,668
CARDIOVASCULAR SYS INC DEL COM 18,209 21,498
CARDTRONICS PLC CARDTRONICS PLC 28,600 36,641
CARETRUST REIT INC COM 9,660 42,979
CARMAX INC COM 28,529 35,479
CARNIVAL CORP COM PAIRED 16,678 26,587
CARPENTER TECHNOLOGY CORP COM 27,447 79,816
CARRIER GLOBAL CORPORATION COM USD0.01 WI 21,919 24,040
CATALENT INC COM 56,852 275,396
CATERPILLAR INC COM 6,818 3,673
CATO CORP NEW CL A CL A 15,378 22,458
CAVCO INDS INC DEL COM STK 17,717 62,469
CBRE GROUP INC CL A CL A 29,138 37,033
CDW CORP COM 33,927 46,908
CELANESE CORP DEL COM SER A STK 15,183 29,827
CENT GARDEN & PET CO CL A 36,175 73,117
CENTENE CORP DEL COM 20,289 29,647
CENTERPOINT ENERGY INC COM 13,609 16,812
CENTERSPACE COM NPV 2,297 5,135
CENTRAL GARDEN & PET CO COM 9,715 8,041
CENTRAL PAC FINL CORP COM NEW 5,309 8,151
CENTURY ALUM CO COM 11,913 20,051
CENTURY CMNTYS INC COM 14,790 53,994
CERNER CORP COM 7,354 16,699
CEVA INC COM 13,274 35,807
CF INDS HLDGS INC COM 19,341 58,777
CHART INDS INC COM PAR $0.01 COM PAR $0.01 19,084 276,528
CHARTER COMMUNICATIONS INC NEW CL A CL A 6,314 9,655
CHATHAM LODGING TR COM 18,203 28,981
CHEESECAKE FACTORY INC COM 9,636 15,902
CHEFS' WAREHOUSE HOLDINGS IN 28,140 33,978
CHES UTILS CORP COM 377,541 445,220
CHEVRON CORP COM 6,748 10,822
CHILDRENS PL INC NEW COM 23,694 124,804
CHIPOTLE MEXICAN GRILL INC COM STK 83,349 182,395
CHUBB LTD ORD CHF24.15 31,112 58,182
CHURCH & DWIGHT INC COM 6,055 8,980
CHUYS HOLDINGS INC COM USD0.01 56,817 172,373
CIGNA CORP NEW COM 17,452 44,384
CIN FNCL CORP COM 8,927 12,667
CINCINNATI BELL INC NEW COM NEW COM NEW 9,875 127,246
CINTAS CORP COM 9,001 12,455
CIRCOR INTL INC COM 131,350 530,377
CISCO SYSTEMS INC 134,575 358,738
CITIGROUP INC COM NEW COM NEW 29,072 52,746
CITIZENS FINL GROUP INC COM 14,785 57,504
CITRIX SYS INC COM 12,854 18,918
CITY HLDG CO COM 7,853 10,419
CLEARWATER PAPER CORP COM STK 37,527 91,874
CLEVELAND CLIFFS USD0.125 21,939 69,864
CLOROX CO COM 70,675 179,137
CME GROUP INC COM STK 13,589 50,028
CMS ENERGY CORP COM 297,793 554,981
COCA COLA CO COM 15,303 20,237
COCA-COLA CONSOLIDATED INC COM 32,916 39,634
COGENT COMMUNICATIONS HLDGS INC 33,755 119,647
COGNIZANT TECH SOLUTIONS CORP CL A 17,893 16,789
COHERUS BIOSCIENCES INC COM 9,273 25,352
COHU INC COM 79,819 204,711
COLGATE-PALMOLIVE CO COM 34,202 44,013
COLUMBIA BKG SYS INC COM 111,035 667,000
COMCAST CORP NEW-CL A 16,603 34,633
COMERICA INC COM 14,945 39,495
COMFORT SYS USA INC COM 21,496 40,813
COMMUNITY BK SYS INC COM 7,550 14,095
COMMUNITY HEALTH SYS INC NEW COM 11,528 19,598
COMMUNITY HEALTHCARE TR INC REIT 4,275 4,241
COMPUTER PROGRAMS & SYS INC COM 8,163 8,297
COMTECH TELECOMMUNICATIONS CORP COM NEW COM NEW 24,539 51,127
CONAGRA BRANDS INC COM USD5 19,234 50,624
CONMED CORP COM 3,665 4,185
CONNS INC COM 131,196 136,366
CONOCOPHILLIPS COM 48,725 67,500
CONS EDISON INC COM 2,890 3,821
CONSOL ENERGY INC NEW COM 4,566 6,098
CONSOLIDATED COMMUNICATIONS HLDGS INC COM STK 8,210 109,744
CONTRA BM TECHNOLOGIES RR 19,790 64,308
COOPER COS INC COM NEW COM NEW 19,044 29,039
COOPER TIRE & RUBBER CO COM, NO PAR 1,829 5,409
COOPER-STANDARD HOLDING COM 28,111 51,027
COPART INC COM 18,451 39,528
CORCEPT THERAPEUTICS INC OC-COM CORCEPT THERAPEUTICS 16,219 20,095
CORE LABORATORIES NV NLG0.03 20,780 21,910
CORE-MARK HLDG CO INC COM 17,596 14,914
CORECIVIC INC COM 27,029 76,392
CORNING INC COM 37,119 91,340
CORTEVA INC COM USD0.01 WI 1,904 12,720
CORVEL CORP COM 66,361 420,863
COSTCO WHOLESALE CORP NEW COM 17,974 44,317
COVETRUS INC COM NPV 14,433 65,166
CROCS INC COM 3,793 3,850
CROSS CTRY HEALTHCARE INC COM 54,218 152,504
CROWN CASTLE INTL CORP NEW COM 8,484 13,104
CRYOLIFE INC COM 20,300 30,377
CSG SYS INTL INC COM 40,607 228,327
CSX CORP COM STK 9,975 22,898
CTS CORP COM 21,028 31,392
CUBIC CORP COM 12,028 111,279
CUMMINS INC 9,914 6,908
CUSTOMERS BANCORP INC COM 7,058 5,907
CUTERA INC COM 32,174 39,741
CVB FINL CORP COM 105,971 218,287
CVS HEALTH CORP COM 11,047 19,034
CYTOKINETICS INC COMMON STOCK 7,346 45,487
D R HORTON INC COM 5,404 2,700
DAKTRONICS INC COM 58,790 390,522
DANAHER CORP COM 7,918 40,501
DARDEN RESTAURANTS INC COM 5,011 10,957
DAVE & BUSTERS ENTMT INC COM 8,052 31,463
DAVITA INC COM 49,627 239,455
DEERE & CO COM 26,242 68,437
DELTA AIR LINES INC DEL COM NEW COM NEW 19,532 23,272
DELUXE CORP COM STK USD1 14,474 25,185
DENTSPLY SIRONA INC COM 3,749 5,676
DESIGNER BRANDS INC COM CL A NPV 25,887 19,241
DEVON ENERGY CORP NEW COM 90,213 83,187
DEXCOM INC COM 24,819 24,297
DIAMONDBACK ENERGY INC COM 12,979 13,159
DIAMONDROCK HOSPITALITY CO COM STK 14,012 11,481
DIEBOLD NIXDORF INC COM STK 6,935 10,452
DIGI INTL INC COM 95,472 109,376
DIGITAL RLTY TR INC COM 7,425 13,630
DINE BRANDS GLOBAL INC 13,432 42,864
DIODES INC COM 13,744 77,403
DISCOVER FINL SVCS COM STK 7,033 12,337
DISCOVERY INC - A 13,887 18,752
DISCOVERY INC COM USD0.01 SERIES C 25,106 28,459
DISH NETWORK CORP CL A COM STK 18,743 18,309
DIVERSIFIED HEALTHCARE TR SHS OF BENEFICIAL INTEREST USD0.01 7,957 12,975
DMC GLOBAL INC COM 36,716 141,111
DOLLAR GEN CORP NEW COM 21,810 61,367
DOLLAR TREE INC COM STK 70,686 127,765
DOMINION ENERGY INC COM STK NPV 5,534 10,827
DONNELLEY FINL SOLUTIONS INC COM 1,736 3,071
DONNELLEY R R & SONS CO COM NEW COM NEW 5,158 7,216
DORIAN LPG LIMITED COM USD0.01 22,811 39,764
DORMAN PRODS INC COM 14,738 68,175
DOVER CORP COM USD1.00 50,326 108,614
DOW INC COM USD0.01 WI 28,556 18,039
DRIL-QUIP INC COM 2,958 5,375
DSP GROUPS INC COM 27,927 63,497
DTE ENERGY CO COM 93,743 169,752
DUKE ENERGY CORP NEW COM NEW COM NEW 32,736 50,442
DUKE RLTY CORP COM NEW REIT 82,754 156,940
DUPONT DE NEMOURS INC COMMON STOCK 13,412 23,227
DXC TECHNOLOGY CO COM 6,203 5,313
DXP ENTERPRISES INC COM NEW STK 26,698 21,311
EAGLE BANCORP INC MD COM 13,337 10,758
EAGLE PHARMACEUTICALS INC COM 27,580 32,004
EASTERLY GOVERNMENT PROPERTI COMMON STOCK 4,706 36,101
EASTMAN CHEM CO COM 38,801 126,988
EATON CORP PLC COM USD0.50 17,345 92,711
EBAY INC COM USD0.001 4,073 9,341
EBIX INC FORMERLY EBIX COM INC TO 01/02/2004 COM NEW COM NEW 11,079 12,498
ECHO GLOBAL LOGISTICS INC COM 34,315 162,270
ECOLAB INC COM STK USD1 50,077 74,505
EDISON INTL COM 18,298 153,266
EDWARDS LIFESCIENCES CORP COM 26,438 30,504
EHEALTH INC COM STK 3,835 5,756
EL POLLO LOCO HLDGS INC COM 10,510 115,742
ELECTR ARTS COM 83,857 397,787
ELI LILLY & CO COM 59,394 108,098
EMERSON ELECTRIC CO COM 6,646 12,618
EMPLOYERS HLDGS INC COM 15,419 13,767
ENANTA PHARMACEUTICALS INC COM 12,737 16,710
ENCORE CAP GROUP INC COM 8,376 18,534
ENCORE WIRE CORP COM 18,468 31,398
ENDO INTL LTD COM STK 18,354 24,894
ENERPAC TOOL GROUP CORP CL A COM CL A COM 8,068 12,212
ENOVA INTL INC COM 7,557 18,804
ENPRO INDS INC COM 7,673 51,482
ENSIGN GROUP INC COM STK 46,149 59,305
ENTERGY CORP NEW COM 68,000 76,550
EOG RESOURCES INC COM 14,081 24,274
EPLUS INC COM 27,262 43,571
EQTY RESDNTL EFF 5/15/02 9,467 59,780
EQUIFAX INC COM 80,150 176,402
EQUINIX INC COM PAR $0.001 15,043 39,224
ESCO TECHNOLOGIES INC 30,272 27,072
ESSENTIAL PROPERTIES REALTY TR INC USD0.01 31,354 44,160
ESSEX PPTY TR REIT 14,510 154,390
ESTEE LAUDER COMPANIES INC CL A USD0.01 6,038 7,114
ETHAN ALLEN INTERIORS INC COM 38,915 45,189
ETSY INC COM 25,720 29,729
EVEREST RE GROUP COM 49,653 48,904
EVERGY INC COM NPV 56,406 99,833
EVERSOURCE ENERGY COM 13,430 30,158
EVERTEC INC COM 63,529 92,462
EXELON CORP COM 15,570 42,054
EXLSERVICE COM INC COM STK 7,150 43,030
EXPEDIA GROUP INC COM USD0.001 23,194 52,406
EXPEDITORS INTL WASH INC COM 18,584 68,243
EXPONENT INC COM STK 6,355 2,329
EXTERRAN CORP COM 38,929 51,558
EXTRA SPACE STORAGE INC COM 9,448 17,115
EXTREME NETWORKS INC COM 525,182 388,911
EXXON MOBIL CORP COM 5,973 3,597
EZCORP INC CL A NON VTG CL A NON VTG 12,745 29,910
F5 NETWORKS INC COM STK 13,902 40,890
FABRINET COM USD0.01 302,822 1,753,141
FACEBOOK INC COM USD0.000006 CL 'A' 8,568 17,940
FARO TECHNOLOGIES INC COM 13,286 62,502
FASTENAL CO COM 6,140 5,730
FB FINL CORP COM 11,421 31,644
FEDERAL SIGNAL CORP COM 53,257 168,753
FEDEX CORP COM 16,878 16,693
FERRO CORP COM 86,485 193,659
FIDELITY NATL INFORMATION SVCS INC COM STK 2,576 4,720
FIESTA RESTAURANT GROUP INC COM 10,544 19,786
FIRST BANCORP P R COM NEW COM NEW 11,505 13,375
FIRST FINL BANCORP OHIO COM 38,310 58,290
FIRST HAWAIIAN INC COM 10,423 14,217
FIRST MIDWEST BANCORP INC DEL COM 38,952 60,535
FIRST REP BK SAN FRANCISCO CALIF NEW COM 43,994 39,364
FIRSTENERGY CORP COM 11,213 171,701
FISERV INC COM 13,714 19,565
FLAGSTAR BANCORP INC COM PAR$.001 44,708 63,842
FLEETCOR TECHNOLOGIES INC COM 10,305 21,477
FLIR SYS INC COM 15,867 18,499
FLOWSERVE CORP COM 8,758 41,375
FMC CORP COM (NEW) 43,952 71,937
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01 19,094 53,646
FORMFACTOR INC COM STK 2,936 4,777
FORRESTER RESH INC COM 20,358 34,905
FORTINET INC COM 12,159 54,177
FORTIVE CORP COM MON STOCK 16,400 33,431
FORTUNE BRANDS HOME & SEC INC COM 14,522 34,271
FORWARD AIR CORP COM 7,699 5,479
FOSSIL GROUP INC COM 25,437 32,926
FOUR CORNERS PPTY TR INC COM 18,705 13,429
FOX CORP CL B CL B 19,840 43,810
FRANKLIN ELEC INC COM 2,565 1,477
FRANKLIN STR PPTYS CORP COM 19,166 105,589
FREEPORT-MCMORAN INC 16,001 12,661
FRESH DEL MONTE PRODUCE INC COM STK 8,008 9,951
FULGENT GENETICS INC COM 20,130 42,230
FULLER H B CO COM 5,779 5,486
FUTUREFUEL CORP COM STK 7,830 12,986
G-III APPAREL GROUP LTD COM 31,426 79,051
GALLAGHER ARTHUR J & CO COM 4,662 16,542
GAMESTOP CORP NEW CL A 14,669 17,565
GAP INC COM 5,489 20,342
GARMIN LTD COMMON STOCK 27,602 39,887
GARTNER INC COM 18,079 21,995
GCP APPLIED TECHNOLOGIES INC COM 67,191 111,720
GEN MTRS CO COM 40,000 96,584
GENERAL DYNAMICS CORP COM 209,423 186,538
GENERAL ELECTRIC CO 52,859 89,964
GENERAL MILLS INC COM 7,200 8,636
GENESCO INC COM 17,904 33,654
GENTHERM INC COM NPV 14,962 39,168
GENUINE PARTS CO COM 3,163 1,515
GEOSPACE TECHNOLOGIES CORP COM 14,052 19,250
GETTY RLTY CORP NEW COM 9,895 36,905
GIBRALTAR INDS INC COM 63,324 209,561
GILEAD SCIENCES INC 11,713 11,712
GLATFELTER CORP COM 23,170 52,080
GLAUKOS CORP COM 22,936 24,322
GLOBAL NET LEASE INC COM NEW COMN STOCK 30,167 162,642
GLOBAL PMTS INC COM 6,473 30,577
GLOBE LIFE INC COM 9,359 14,443
GLU MOBILE INC COM 16,885 26,274
GMS INC COM 85,901 227,845
GOLDMAN SACHS GROUP INC COM 15,672 65,334
GRAINGER W W INC COM 17,010 17,388
GRANITE CONST INC COM 11,591 10,499
GRANITE PT MTG TR INC COM 11,637 13,585
GREAT WESTN BANCORP INC COM 19,479 43,078
GREEN DOT CORP COM STK 5,431 9,100
GREEN PLAINS INC COM STK 12,731 24,229
GREENBRIER COS INC COM STK 7,549 4,650
GREENHILL & CO INC COM 10,458 17,751
GRIFFON CORP COM 11,406 41,571
GROUP 1 AUTOMOTIVE INC COM 6,654 13,708
GUESS INC COM 12,129 32,924
HALLIBURTON CO COM 12,391 15,965
HANGER INC COM 5,447 5,262
HANMI FINL CORP COM NEW COM NEW 7,327 10,967
HARMONIC INC COM 14,271 28,876
HARSCO CORP COM 23,703 56,327
HARTFORD FINL SVCS GROUP INC COM 3,319 10,009
HASBRO INC COM 5,539 8,799
HAVERTY FURNITURE COS INC COM STK 10,863 15,505
HAWAIIAN HOLDINGS INC COM 6,207 10,148
HAWKINS INC COM 7,590 4,410
HAYNES INTL INC COM NEW COM NEW 51,627 123,016
HCA HEALTHCARE INC COM 5,198 7,008
HCI GROUP INC COM NPV 45,487 52,600
HEALTHPEAK PROPERTIES INC 12,539 11,422
HEALTHSTREAM INC COM STK ISIN# US42222N1037 10,645 11,566
HEARTLAND EXPRESS INC COM 6,700 10,841
HEIDRICK & STRUGGLES INTL INC COM 6,586 4,712
HELIX ENERGY SOLUTIONS GROUP INC COM STK 36,023 43,054
HELMERICH & PAYNE INC COM 30,651 37,040
HENRY SCHEIN INC COMMON STOCK 16,591 12,677
HERITAGE FINL CORP WASH COM 3,649 5,476
HERSHA HOSPITALITY TR PRIORITY SHS BEN INT CL A NEW PRTY SHS BEN INT CL A N 14,542 60,932
HERSHEY COMPANY COM STK USD1 12,092 20,974
HESKA CORP COM RESTRICTED NEW STOCK 34,522 41,810
HESS CORP COM STK 14,273 42,542
HEWLETT PACKARD ENTERPRISE CO COM 5,565 11,776
HIBBETT SPORTS INC COM STK 20,763 45,054
HILLENBRAND INC COM STK 65,250 94,126
HILTON WORLDWIDE HLDGS INC COM NEW COM NEW 21,707 51,450
HMS HLDGS CORP COM 10,318 12,253
HOLLYFRONTIER CORP COM 32,531 64,382
HOLOGIC INC COM 86,274 798,188
HOME DEPOT INC COM 9,918 12,555
HOMESTREET INC INC 49,183 417,105
HONEYWELL INTL INC COM STK 9,865 13,867
HOPE BANCORP INC COM 20,639 33,085
HORACE MANN EDUCATORS CORP COM 6,528 31,695
HORMEL FOODS CORP COM 23,305 28,529
HOST HOTELS & RESORTS INC REIT 14,806 27,056
HOWMET AEROSPACE INC COM USD1.00 WI 25,322 98,262
HP INC COM 17,976 31,293
HUB GROUP INC CL A 17,567 157,544
HUMANA INC COM 20,081 36,622
HUNT J B TRANS SVCS INC COM 11,124 33,204
HUNTINGTON BANCSHARES INC COM 6,703 11,214
ICHOR HOLDINGS LTD COM USD0.0001 37,580 120,969
IDEXX LABS INC COM 62,579 114,982
IHS MARKIT LTD COM 34,963 163,920
ILL TOOL WKS INC COM 68,054 150,590
ILLUMINA INC COM 48,392 46,273
INCYTE CORP COM 17,850 24,940
INDEPENDENCE RLTY TR INC COM 35,280 51,347
INDEPENDENT BK CORP MASS COM 28,555 42,764
INDEPENDENT BK GROUP INC COM 13,807 16,722
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT COM SHS BEN INT 4,908 34,170
INGERSOLL RAND INC COM 22,373 36,201
INNOSPEC INC COM STK 26,961 63,912
INNOVATIVE INDL PPTYS INC COM 16,188 14,174
INNOVIVA INC COM 15,286 14,030
INOGEN INC COM 9,088 37,817
INSIGHT ENTERPRISES INC COM 6,859 25,177
INSTALLED BLDG PRODS INC COM 6,397 7,060
INSTEEL INDS INC COM 23,406 46,522
INTEGER HLDGS CORP COM 234,916 589,420
INTEL CORP COM 9,700 20,385
INTER PARFUMS INC COM 34,450 173,511
INTERCONTINENTAL EXCHANGE INC COM 4,566 5,681
INTERFACE INC COM 214,935 225,577
INTERNATIONAL BUSINESS MACHS CORP COM 10,364 33,163
INTERPUBLIC GROUP COMPANIES INC COM 7,879 20,680
INTL FLAVORS & FRAGRANCES INC COM 25,995 52,703
INTL PAPER CO COM 23,799 294,004
INTUIT COM 41,845 282,245
INTUITIVE SURGICAL INC COM NEW STK 3,909 4,976
INVACARE CORP COM 26,327 25,099
INVESCO LTD COM STK USD0.20 10,694 11,664
INVESCO MTG CAP INC COM STK 50,398 92,273
IQVIA HLDGS INC COM USD0.01 23,443 66,931
IRIDIUM COMMUNICATIONS INC COM STK 12,934 35,488
IROBOT CORP COM 18,807 19,457
IRON MTN INC NEW COM 10,434 16,484
ISTAR INC 24,590 54,279
ITRON INC COM STK NPV 17,081 36,823
J & J SNACK FOODS CORP COM STK NPV 36,196 45,519
JACK HENRY & ASSOC INC COM 10,134 29,419
JACOBS ENGR GROUP INC COM 12,551 28,355
JAMES HARDIE INDUSTRIES PLC 21,752 30,522
JAMES RIVER GROUP HOLDINGS COM USD0.0002 7,592 38,260
JOHN BEAN TECHNOLOGIES CORP COM STK 413,463 1,078,210
JOHNSON & JOHNSON COM USD1 59,843 107,064
JOHNSON CTLS INTL PLC COM USD0.01 232,290 1,081,874
JPMORGAN CHASE & CO COM 14,591 16,050
JUNIPER NETWORKS INC COM 16,168 29,769
KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01 13,675 22,795
KAMAN CORP COM 19,944 19,665
KELLOGG CO COM USD0.25 9,434 13,926
KELLY SERVICES INC CL A COM 16,064 41,846
KEYCORP NEW COM 29,445 43,326
KEYSIGHT TECHNOLOGIES INC COM 58,366 128,223
KIMBERLY-CLARK CORP COM 11,664 14,860
KIMCO RLTY CORP COM 92,541 74,283
KINDER MORGAN INC DEL COM 35,170 65,443
KINSALE CAP GROUP INC COM 19,278 25,656
KITE RLTY GROUP TR COM NEW COM NEW 7,436 8,852
KKR REAL ESTATE FIN TR INC COM 12,970 108,742
KLA CORPORATION COM USD0.001 26,690 32,382
KNOWLES CORP COM 19,782 29,000
KONTOOR BRANDS INC COM NPV WI 8,739 10,719
KOPPERS HLDGS INC COM 16,704 35,061
KORN FERRY COM 58,286 71,989
KRAFT HEINZ CO COM 11,413 14,923
KRATON CORPORATION 27,742 80,766
KROGER CO COM 5,393 12,248
KS CY SOUTHN 17,175 41,194
KULICKE & SOFFA INDS INC COM 8,729 25,698
L BRANDS INC COM 23,341 103,583
L3HARRIS TECHNOLOGIES INC COM 13,364 37,728
LA Z BOY INC COM 36,568 74,092
LAB CORP AMER HLDGS COM NEW 12,152 197,409
LAM RESH CORP COM 11,095 12,677
LAMB WESTON HLDGS INC COM USD5 4,605 3,729
LANNETT INC COM 18,522 15,851
LANTHEUS HLDGS INC COM 14,464 18,297
LAS VEGAS SANDS CORP COM STK 18,977 53,428
LCI INDUSTRIES COM 10,273 20,865
LEGGETT & PLATT INC COM 21,648 22,496
LEIDOS HLDGS INC COM 9,486 13,527
LEMAITRE VASCULAR INC COM STK 22,475 63,500
LENNAR CORP CL A CL A 24,153 36,437
LEXINGTON RLTY TR COM 15,347 36,518
LGI HOMES INC COM 13,134 32,702
LINCOLN NATL CORP COM 201,110 334,394
LINDE PLC COM USD0.001 9,432 23,123
LINDSAY CORPORATION COM 3,635 7,080
LIQUIDITY SVCS INC COM STK 16,124 30,788
LIVE NATION ENTERTAINMENT INC 17,535 47,533
LIVENT CORP COM 11,432 60,612
LIVEPERSON INC COM STK ISIN# US5381461012 23,683 31,293
LKQ CORP COM LKQ CORP 48,460 248,841
LOCKHEED MARTIN CORP COM 35,685 44,390
LOEWS CORP COM 40,366 338,516
LOWES COS INC COM 26,310 31,595
LTC PPTYS INC COM 2,476 14,325
LUMBER LIQUIDATORS HLDGS INC COM 11,349 13,872
LUMINEX CORP DEL COM 4,607 8,829
LYDALL INC COM 17,998 33,914
LYONDELLBASELL IND N V COM USD0.01 CL 'A' 17,957 33,735
M & T BK CORP COM 9,610 25,422
M / I HOMES INC 15,569 35,089
M D C HLDGS INC COM 20,152 20,434
MACK CALI RLTY CORP COM REIT 29,664 58,106
MACYS INC COM STK 19,212 38,675
MADDEN STEVEN LTD COM 15,006 27,669
MAGELLAN HEALTH INC COM NEW COM NEW 22,208 44,915
MANTECH INTL CORP CL A CL A 19,135 16,742
MARATHON OIL CORP COM 26,924 97,320
MARATHON PETE CORP COM 12,666 12,919
MARCUS & MILLICHAP INC COM 1,770 2,426
MARCUS CORP DEL COM 5,048 13,381
MARINEMAX INC COM 25,619 35,375
MARKETAXESS HLDGS INC COM STK 21,630 99,204
MARRIOTT INTL INC NEW COM STK CL A 32,136 169,767
MARSH & MCLENNAN CO'S INC COM 5,611 13,818
MARTEN TRANS LTD COM 27,999 57,930
MARTIN MARIETTA MATLS INC COM 12,681 61,522
MASCO CORP COM 60,166 881,285
MASTERCARD INC CL A 18,204 24,675
MATADOR RES CO COM 12,908 26,508
MATERION CORP COM 4,741 4,320
MATRIX SVC CO COM 16,099 36,404
MATSON INC COM 13,267 17,464
MATTHEWS INTL CORP CL A CL A 21,474 36,524
MAXIM INTEGRATED PRODS INC COM 20,527 50,793
MAXLINEAR INC COMMON STOCK 11,618 61,184
MC CORMICK & CO INC COM NON-VTG 91,787 445,683
MC DONALDS CORP COM 30,391 83,656
MCKESSON CORP 2,379 27,488
MEDIFAST INC COM 220,957 392,419
MEDTRONIC PLC COMMON STOCK STOCK 216,990 559,757
MERCK & CO INC NEW COM 11,098 14,438
MEREDITH CORP COM 9,883 10,466
MERIDIAN BIOSCIENCE INC COM 19,363 48,627
MERIT MED SYS INC COM 15,867 46,296
MERITAGE HOMES CORP COM 26,049 28,468
MERITOR INC COM 23,072 26,371
MESA LABS INC COM 12,725 17,110
META FINL GROUP INC COM 12,138 23,657
METHODE ELECTRS INC COM 57,502 94,041
METLIFE INC COM STK USD0.01 30,796 72,940
METTLER-TOLEDO INTL INC COM 1,608 3,388
MFC LAREDO PETE INC NEW COM USD0.01(POST REV SPLIT) 38,887 35,039
MGM RESORTS INTERNATIONAL COM 9,312 8,659
MGP INGREDIENTS INC NEW COM 3,203 16,991
MICHAELS COS INC COM 9,173 63,669
MICROCHIP TECHNOLOGY INC COM 32,013 235,163
MICRON TECH INC COM 465,516 4,534,254
MICROSOFT CORP COM 14,490 52,066
MICROSTRATEGY INC CL A NEW CL A NEW 41,608 51,816
MID-AMER APT CMNTYS INC COM 11,897 21,143
MOHAWK INDS INC COM 16,038 21,601
MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B 4,627 11,754
MONARCH CASINO & RESORT INC COM 68,817 233,237
MONDELEZ INTL INC COM 22,593 36,191
MONRO INC COM USD0.01 31,997 96,549
MONSTER BEVERAGE CORP NEW COM 11,994 130,608
MOODYS CORP COM 10,741 30,134
MOOG INC CL A 56,679 295,638
MORGAN STANLEY COM STK USD0.01 26,537 23,033
MOSAIC CO/THE 6,101 6,043
MOTORCAR PTS & ACCESSORIES INC COM 13,160 80,779
MOTOROLA SOLUTIONS INC 4,355 5,235
MOVADO GROUP INC COM 28,066 36,367
MR COOPER GROUP INC COM USD0.01 39,582 112,526
MSCI INC COMMON 9,182 21,345
MTS SYS CORP COM 14,267 29,071
MUELLER INDS INC COM 7,630 11,969
MYERS INDS INC COM 8,236 14,184
MYR GROUP INC DEL COM STK 19,835 23,829
MYRIAD GENETICS INC COM 27,930 40,799
N V R INC COM 3,423 7,104
NABORS INDUSTRIES LTD SHS NEW 7,719 49,114
NASDAQ INC 9,752 15,961
NATIONAL BEVERAGE CORP COM 18,688 20,835
NATIONAL BK HLDGS CORP CL A COM STK 3,837 5,394
NATIONAL PRESTO INDS INC COM 22,345 34,156
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT 11,092 11,323
NATUS MED INC DEL COM 22,101 26,611
NBT BANCORP INC COM 10,337 15,600
NEENAH INC COM USD0.01 31,106 97,289
NEOGENOMICS INC COM NEW COM NEW 2,538 57,894
NETAPP INC COM STK 10,163 643,469
NETFLIX INC COM STK 8,304 18,771
NETGEAR INC COM 19,700 22,479
NEW YORK MTG TR INC COM PAR $.02 COM PAR$.02 13,314 19,319
NEWELL BRANDS INC COM 61,305 126,428
NEWMONT CORPORATION 7,728 22,427
NEWS CORP COM CL A 6,039 7,197
NEWS CORP COM CL B 12,090 19,463
NEXPOINT RESIDENTIAL TR INC COM 77,221 443,458
NEXTERA ENERGY INC COM 13,112 18,039
NEXTGEN HEALTHCARE INC COM 20,628 32,933
NIC INC COM 23,586 24,773
NIELSEN HOLDINGS PLC COMSTK 56,340 490,194
NIKE INC CL B 9,138 25,050
NISOURCE INC COM 19,476 25,164
NMI HLDGS INC CL A CL A 48,001 169,891
NORFOLK SOUTHN CORP COM 28,108 54,953
NORTHERN TR CORP COM 11,483 8,199
NORTHFIELD BANCORP INC DEL COM USD0.01 25,843 153,884
NORTHROP GRUMMAN CORP COM 26,177 30,984
NORTHWEST BANCSHARES INC MD COM 27,917 23,685
NORTHWEST NAT HLDG CO COM 24,818 36,864
NORTONLIFE LOCK INC 9,045 19,022
NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001 17,461 14,267
NOW INC COM 11,736 16,860
NRG ENERGY INC COM NEW 28,062 39,254
NUCOR CORP COM 11,385 867,896
NVIDIA CORP COM 7,845 93,682
O REILLY AUTOMOTIVE INC NEW COM USD0.01 7,052 15,026
OCEANEERING INTL INC COM 22,005 18,517
OFFICE PPTYS INCOME TR COM SHS BEN INT COM SHS BEN INT 12,610 19,430
OFG BANCORP COM 34,418 41,731
OLD NATL BANCORP IND COM 2,270 2,039
OLYMPIC STL INC COM 14,228 70,092
OMNICELL INC COM 10,426 17,464
OMNICOM GROUP INC COM 45,973 54,193
ONEOK INC COM STK 5,625 10,588
ONESPAN INC COM STK USD0.001 10,819 34,426
ONTO INNOVATION INC 113,168 302,879
ORACLE CORP COM 15,376 13,348
ORASURE TECHNOLOGIES INC COM 13,590 16,719
ORTHOFIX MED INC COM USD0.10 11,522 24,983
OSI SYS INC COM 38,387 71,468
OTIS WORLDWIDE CORP COM USD0.01 WI 6,898 29,430
OWENS & MINOR INC NEW COM 13,367 18,081
OXFORD INDS INC COM 33,782 47,653
PAC PREMIER BANCORP COM 35,227 83,346
PACCAR INC COM 27,106 43,025
PACIRA BIOSCIENCES INC COM USD0.001 14,269 15,369
PALOMAR HLDGS INC COM 9,314 10,611
PAR PACIFIC HOLDINGS INC COM NEW COM NEW 5,687 3,487
PARK AEROSPACE CORP 23,940 28,248
PARK NATL CORP COM 28,419 128,033
PARKER-HANNIFIN CORP COM 14,065 22,829
PATRICK INDS INC COM 12,778 18,326
PATTERSON-UTI ENERGY INC COM 25,238 89,360
PAYCHEX INC COM 33,056 66,029
PAYCOM SOFTWARE INC COM 29,854 707,284
PAYPAL HLDGS INC COM 10,439 12,986
PBF ENERGY INC CL A CL A 8,778 10,640
PC CONNECTION INC COM 21,231 35,024
PDC ENERGY INC COM 4,828 8,921
PDF SOLUTIONS INC COM 6,972 2,314
PENN VA CORP NEW COM 1,492 20,495
PENNANT GROUP INC 18,786 28,162
PENNYMAC MTG INVT TR COM REIT 5,628 15,502
PENTAIR PLC COM USD0.01 12,010 13,964
PEOPLES UTD FINL INC COM 202,751 489,835
PEPSICO INC COM 7,616 14,373
PERDOCEO ED CORP COM 11,490 31,735
PERFICIENT INC COM STK 5,705 40,180
PERKINELMER INC COM 20,907 18,112
PERRIGO COMPANY LIMITED COM EUR0.001 4,380 9,682
PETMED EXPRESS INC COM STK 10,204 11,457
PFD BK L A CAL COM 263,513 571,365
PFIZER INC COM 11,014 19,221
PGT INC COM 9,908 6,389
PHIBRO ANIMAL HEALTH CORP CL A COM CL A COM 192,210 321,225
PHILIP MORRIS INTL COM STK NPV 33,670 96,168
PHILLIPS 66 COM 13,314 15,312
PHOTRONICS INC COM 13,599 27,983
PINNACLE W. CAP CORP COM 41,633 59,451
PIONEER NAT RES CO COM 10,178 24,620
PIPER SANDLER COMPANIES COM USD0.01 13,025 18,197
PITNEY BOWES INC COM 20,019 19,056
PLANTRONICS INC NEW COM 19,649 40,122
PLEXUS CORP COM 54,296 181,333
PNC FINANCIAL SERVICES GROUP COM STK 3,838 3,214
POWELL INDS INC COM 19,941 68,435
POWER INTEGRATIONS INC COM 19,423 95,041
PPG IND INC COM 44,745 50,478
PPL CORP COM ISIN US69351T1060 14,569 29,586
PRA GROUP INC COM 25,914 35,070
PRICESMART INC COM STK 22,908 45,145
PRINCIPAL FINL GROUP INC COM STK 22,756 18,235
PROASSURANCE CORP COM 413,594 920,550
PROGENICS PHARMACEUTICALS INC CONTRA 23,163 41,304
PROGRESS SOFTWARE CORP COM 21,349 116,382
PROGRESSIVE CORP OH COM 52,724 167,429
PROLOGIS INC COM 6,323 11,351
PROPETRO HLDG CORP COM 30,526 63,661
PROTO LABS INC COM 12,081 16,272
PROVIDENT FINL SVCS INC COM 60,826 95,245
PRUDENTIAL FINL INC COM 46,446 77,889
PUB SERVICE ENTERPRISE GROUP INC COM 29,631 83,135
PUB STORAGE COM 4,441 44,845
PULTE GROUP INC 11,143 24,411
PVH CORP COM USD1 6,411 10,810
QEP RES INC COM STK 21,019 72,327
QORVO INC COM 13,009 51,945
QUAKER CHEM CORP COM 111,615 491,297
QUALCOMM INC COM 7,714 11,240
QUANEX BLDG PRODS CORP COM STK 13,531 49,694
QUANTA SVCS INC COM 14,752 38,611
QUEST DIAGNOSTICS INC COM 7,411 13,443
QUINSTREET INC COM STK 32,877 44,749
R1 RCM INC COM 9,681 16,674
RADNET INC COM STK 3,918 5,187
RALPH LAUREN CORP CL A CL A 20,356 31,847
RAMBUS INC DEL COM 12,982 24,160
RANGE RES CORP COM 15,316 20,019
RAVEN INDS INC COM STOCK 4,696 7,857
RAYONIER ADVANCED MATLS INC COM 118,045 289,544
RAYTHEON TECHNOLOGIES CORP 10,503 10,499
RE/MAX HLDGS INC CL A CL A 9,246 7,570
READY CAP CORP COM 11,121 25,374
REALOGY HLDGS CORP COM 58,529 74,853
REALTY INCOME CORP COM 4,101 5,692
RED ROBIN GOURMET BURGERS INC COM 14,745 18,824
REDWOOD TR INC COM 50,213 102,902
REGENERON PHARMACEUTICALS INC COM 19,284 22,725
REGENXBIO INC COM 16,514 54,163
REGIONS FINL CORP NEW COM 6,986 4,457
REGIS CORP MINN COM 28,882 36,004
RENASANT CORP COM 11,093 36,897
RENB ENERGY GROUP INC COM STK 10,316 26,114
RENT A CTR INC NEW COM 13,358 56,528
REPUBLIC SVCS INC COM 25,137 41,436
RESIDEO TECHNOLOGIES INC COM USD0.001 38,895 82,898
RESMED INC COM 4,883 5,657
RESOURCES CONNECTION INC COM 29,446 24,892
RETAIL OPPORTUNITY INVTS CORP COM STK 26,303 34,231
RETAIL PPTYS AMER INC CL A 4,512 5,657
REX AMERICAN RESOURCES CORP 9,259 21,868
ROBERT HALF INTL INC COM 16,969 87,784
ROCKWELL AUTOMATION 18,512 46,432
ROGERS CORP COM 11,717 94,840
ROPER TECHNOLOGIES , INC 10,630 121,950
ROSS STORES INC COM 41,631 41,005
ROYAL CARIBBEAN GROUP COM STK 2,504 3,311
RPC INC COM 5,088 8,404
RUTHS HOSPITALITY GROUP INC 12,089 13,861
S & T BANCORP INC COM STK 24,158 230,111
S&P GLOBAL INC COM 15,557 90,983
S.W. AIRL CO COM 13,911 19,572
SAFEHOLD INC COM COM USD0.01 15,015 21,189
SAFETY INS GROUP INC COM 18,471 74,490
SAIA INC COM STK 87,123 539,858
SALESFORCE COM INC COM STK 17,185 23,720
SALLY BEAUTY HLDGS INC COM STK USD0.01 9,108 10,015
SANFILIPPO JOHN B & SON INC COM 17,817 31,635
SANMINA CORP COM 8,248 5,576
SAUL CTRS INC COM 49,804 84,357
SBA COMMUNICATIONS CORP COM USD0.01 CL A 12,930 12,715
SCANSOURCE INC COM 49,854 40,713
SCHLUMBERGER LTD COM COM 17,314 11,650
SCHOLASTIC CORP COM 55,081 171,319
SCHWAB CHARLES CORP COM NEW 13,721 18,175
SCHWEITZER-MAUDUIT INTL INC COM 7,585 10,351
SCRIPPS E W CO OHIO CL A NEW COM STK 19,429 29,686
SEACOAST BKG CORP FLA COM NEW COM NEW 12,900 15,046
SEACOR HLDGS INC COM 0 39,223
SEAGATE TECHNOLOGY PLC COM USD0.00001 6,058 19,873
SEALED AIR CORP NEW COM STK 26,877 51,863
SELECT MED HLDGS CORP COM 34,909 94,283
SEMPRA ENERGY INC COM STK 1,597 2,793
SENECA FOODS CORP NEW CL A 142,476 259,253
SERVICENOW INC COM USD0.001 20,920 30,983
SERVISFIRST BANCSHARES INC COMMON STOCK 22,337 47,731
SHAKE SHACK INC CL A CL A 27,807 28,199
SHENANDOAH TELECOMMUNICATIONS CO CDT-COMCDT-COM 15,077 176,378
SHERWIN-WILLIAMS CO COM 5,587 8,149
SHOE CARNIVAL INC COM 13,980 19,861
SHUTTERSTOCK INC COM 15,468 24,625
SIGNET JEWELERS LTD ORD USD0.18 35,093 44,778
SIMMONS 1ST NATL CORP CL A $0.01 PAR CL A $0.01 PAR 62,434 72,829
SIMON PROPERTY GROUP INC COM 18,834 17,548
SIMULATIONS PLUS INC COM 20,876 28,103
SITE CENTERS CORP 8,880 29,386
SKYWEST INC COM 47,091 77,510
SKYWORKS SOLUTIONS INC COM 9,383 45,350
SLEEP NUMBER CORP COM 4,626 7,601
SMART GLOBAL HOLDINGS INC COMN STOCK 11,649 33,524
SMUCKER J M CO COM NEW 6,063 23,960
SNAP-ON INC COM 4,203 13,692
SONIC AUTOMOTIVE INC CL A 34,767 30,041
SOUTH JERSEY INDS INC COM 110,738 185,273
SOUTHERN CO COM STK 18,440 20,107
SOUTHSIDE BANCSHARES INC CMT-COM CMT-COM 20,766 29,097
SOUTHWESTERN ENERGY CO COM 8,546 10,933
SPARTANNASH CO COM NPV 7,273 7,867
SPECTRUM PHARMACEUTICALS INC COM 3,578 2,994
SPOK HLDGS INC COM 24,230 65,480
SPS COMM INC COM 12,481 38,560
SPX CORP COM 22,484 40,224
SPX FLOW INC COM 10,907 27,295
ST JOE CO COM 8,385 46,105
STAMPS COM INC COM NEW 10,445 16,670
STANDARD MTR PRODS INC COM 8,287 14,496
STANDEX INTL CORP COM 27,217 91,244
STANLEY BLACK & DECKER INC COM 38,924 350,680
STARBUCKS CORP COM 36,942 77,147
STATE STR CORP COM 14,424 34,126
STEPAN CO COM 39,000 47,764
STERIS PLC ORD USD0.001 9,803 19,151
STEWART INFORMATION SVCS CORP COM 10,866 19,281
STONEX GROUP INC COM 51,758 229,848
STRYKER CORP 8,145 19,000
STURM RUGER & CO INC COM 10,228 6,856
SUNCOKE ENERGY INC COM USD0.01 14,421 87,211
SUNRUN INC COM 21,095 26,946
SUPERNUS PHARMACEUTICALS INC COM STK 5,650 12,012
SURMODICS INC COM 24,771 59,338
SVB FINANCIAL GROUP COMMON STOCK 11,305 21,886
SYKES ENTERPRISES INC COM 14,757 31,968
SYNCHRONY FINL COM 38,629 140,767
SYNOPSYS INC COM 44,204 107,306
SYSCO CORP COM 41,759 120,204
T ROWE PRICE GROUP INC 100,419 152,920
T-MOBILE US INC COM 19,460 17,179
TABULA RASA HEALTHCARE INC COM 10,926 12,853
TACTILE SYS TECHNOLOGY INC COM 39,757 83,947
TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01 3,077 3,370
TALOS ENERGY INC COM STK 12,183 18,894
TANGER FACTORY OUTLET CTRS INC COM 12,784 11,655
TAPESTRY INC COM USD0.01 72,701 262,677
TARGET CORP COM STK 28,499 108,963
TE CONNECTIVITY LTD 7,452 4,905
TEAM INC COM STK 11,716 13,884
TECHNIPFMC PLC COM USD1 4,547 21,280
TECHTARGET INC COM 29,133 36,218
TELEFLEX INC COM 15,897 21,332
TENNANT CO COM 365,568 371,182
TESLA INC COM USD0.001 64,883 420,829
TEXAS INSTRUMENTS INC COM 9,321 25,712
TEXTRON INC COM 18,978 24,378
THE ODP CORP COM 54,098 513,755
THERMO FISHER CORP 7,020 3,068
TIMKENSTEEL CORP COM NPV 'WI' 4,289 8,718
TIVITY HEALTH INC COM 31,538 228,567
TJX COS INC COM NEW 9,464 12,426
TOMPKINS FINL CORP COM USD0.10 14,542 26,429
TRACTOR SUPPLY CO COM 16,952 123,531
TRANE TECHNOLOGIES PLC COM USD1 27,503 68,074
TRANSDIGM GROUP INC COM 42,543 118,332
TRAVELERS COS INC COM STK 5,900 6,246
TREDEGAR CORP INC 16,659 31,597
TRINSEO S A COMMON STOCK 12,305 19,129
TRIUMPH BANCORP INC COM 12,222 14,859
TRUEBLUE INC COM STK 66,087 169,193
TRUIST FINL CORP COM 38,408 51,116
TRUPANION INC COM 10,003 12,239
TRUSTCO BK CORP N Y COM 6,679 15,607
TTEC HLDGS INC COM USD0.01 15,525 21,534
TTM TECHNOLOGIES INC COM 13,352 27,305
TUPPERWARE BRANDS CORPORATION 73,657 120,755
TWITTER INC COM 9,317 47,041
TYSON FOODS INC CL A COM (DELAWARE) 11,677 10,552
U S CONCRETE INC COMMON STOCK 17,728 29,341
U S PHYSICAL THERAPY COM 6,668 8,480
U S SILICA HLDGS INC 34,552 36,739
UDR INC COM STK 14,890 50,162
UFP INDUSTRIES INC COM USD1.00 34,763 48,243
ULTA BEAUTY INC COM STK USD0.01 9,011 20,746
ULTRA CLEAN HLDGS INC COM 6,871 9,196
UNDER ARMOUR INC CL C COM 5,611 3,158
UNIFI INC COM 22,125 53,134
UNIFIRST CORP MASS COM 62,355 394,785
UNION PAC CORP COM 10,766 16,374
UNISYS CORP COM NEW 38,956 39,963
UNITED AIRLINES HOLDINGS INC COM USD0.01 24,019 37,711
UNITED CMNTY BK BLAIRSVILLE GA COM 10,290 10,893
UNITED FIRE GROUP INC COM USD0.001 5,618 2,053
UNITED INSURANCE HOLDINGS CORP COM 9,961 13,223
UNITED NAT FOODS INC COM 86,849 341,684
UNITED PARCEL SVC INC CL B 19,290 46,614
UNITED RENTALS INC COM 99,248 918,431
UNITEDHEALTH GROUP INC COM 25,746 37,243
UNITI GROUP INC COM 21,883 22,652
UNIVERSAL CORP VA COM 4,871 11,804
UNIVERSAL ELECTRS INC COM 11,952 15,618
UNIVERSAL HEALTH RLTY INCOME TR SH BEN INT SH BEN INT 7,224 5,470
UNIVERSAL INS HLDGS INC COM 15,073 16,471
UNUM GROUP 22,902 29,838
UNVL HEALTH SERVICES INC CL B COM 8,712 7,065
URSTADT BIDDLE PPTYS INC CL A CL A 86,527 178,440
US BANCORP 9,519 7,847
US ECOLOGY INC COM 13,259 17,348
USANA HEALTH SCIENCES INC CDT-SHS 19,047 78,577
V F CORP COM 24,212 73,315
VALERO ENERGY CORP COM STK NEW 13,310 11,498
VANDA PHARMACEUTICALS INC COM 12,637 12,393
VAREX IMAGING CORP COM 12,260 52,503
VARIAN MEDICAL SYSTEMS INC 13,138 14,330
VECTOR GROUP LTD COM STK 8,106 13,523
VEECO INSTRS INC DEL COM 38,600 47,471
VENTAS INC REIT 2,672 2,237
VERA BRADLEY INC COM STK 5,884 61,458
VERISIGN INC COM 35,845 93,623
VERISK ANALYTICS INC COM STK 18,496 18,886
VERITEX HLDGS INC COM 7,053 4,283
VERITIV CORP COM 385,297 614,173
VERIZON COMMUNICATIONS COM 43,716 168,274
VERTEX PHARMACEUTICALS INC COM 23,026 59,281
VIACOMCBS INC NPV CLASS B 9,044 15,011
VIAD CORP COM NEW COM NEW 41,633 68,326
VIATRIS INC 22,029 48,010
VIAVI SOLUTIONS INC COM NPV 7,736 34,490
VICOR CORP COM 13,105 32,333
VIRTUS INVT PARTNERS INC COM 98,226 1,031,093
VISA INC COM CL A STK 8,196 23,237
VISTA OUTDOOR INC COM 32,140 50,831
VONAGE HLDGS CORP COM 2,106 10,220
VONTIER CORP COM USD0.0001 WI 20,580 14,749
VORNADO RLTY TR COM 11,364 51,909
VULCAN MATERIALS CO COM 11,065 13,836
WABASH NATL CORP COM 26,912 39,674
WABTEC CORP COM 12,946 26,438
WADDELL & REED FINL INC CL A COM 55,925 72,462
WALGREENS BOOTS ALLIANCE INC COM 16,235 43,065
WALKER & DUNLOP INC COM . 178,519 496,164
WALMART INC COM 122,710 898,834
WALT DISNEY CO 2,062 2,584
WASHINGTON PRIME GROUP INC NEW COM NEW 38,490 28,919
WASHINGTON REAL ESTATE INVT TR SH BEN INT SH BEN INT 53,346 64,517
WASTE CONNECTIONS INC COM 38,102 127,954
WASTE MGMT INC DEL COM STK 14,140 56,907
WATERS CORP COM 20,649 55,008
WATTS WTR TECHNOLOGIES INC 19,496 58,450
WD 40 CO COM STK 22,741 88,717
WEC ENERGY GROUP INC COM 253,135 296,368
WELLS FARGO & CO NEW COM STK 68,823 75,347
WELLTOWER INC COM REIT 24,258 22,948
WEST PHARMACEUTICAL SVCS INC COM 29,717 30,520
WESTAMERICA BANCORPORATION COM 16,368 25,077
WESTERN UNION CO 27,641 49,020
WESTN DIGITAL CORP COM 23,175 31,516
WESTROCK CO COM 36,041 63,707
WEYERHAEUSER CO COM 9,557 29,781
WHIRLPOOL CORP COM 7,232 4,487
WHITESTONE REIT COMMON SHARES 72,145 67,970
WILLIAMS CO INC COM 51,586 93,331
WILLIS TOWERS WATSON PLC COM USD0.000115 9,590 31,948
WINNEBAGO INDS INC COM 6,318 12,888
WISDOMTREE INVTS INC COM 26,668 51,625
WOLVERINE WORLD WIDE INC COM 3,667 10,120
WORLD ACCEP CORP S C NEW COM 9,510 19,181
WYNN RESORTS LTD COM 34,358 98,405
XCEL ENERGY INC COM 33,583 40,270
XENCOR INC COM 19,939 32,893
XENIA HOTELS & RESORTS INC COM 10,671 11,850
XEROX HLDGS CORP COM NEW COM NEW 17,047 96,404
XILINX INC COM 28,963 43,138
XPERI HLDG CORP COM 14,425 59,038
XYLEM INC COM 46,067 71,757
YETI HLDGS INC COM 22,437 98,247
YUM BRANDS INC COM 31,492 61,493
ZEBRA TECHNOLOGIES CORP CL A 45,416 94,303
ZIMMER BIOMET HLDGS INC COM 4,520 14,335
ZIONS BANCORPORATION N A 37,527 227,397
ZOETIS INC COM USD0.01 CL 'A' 5,545 11,622
ZUMIEZ INC COM 18,324 25,577
ADR COMPANHIA ENERGETICA DE MINAS GERAISSPONSORED ADR PAR $0.01 REP NON VTG 114,131 130,366
ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR 15,964 68,050
ADR ITAU UNIBANCO HLDG SA SPONSORED ADR REPSTG 500 PFD PFD ADR 419 746